|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Mon August 22, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep16 |
160822 |
1025.50 |
1041.25 |
1023.00 |
1035.25 |
+8.25 |
13,690 |
39,233 |
+792 |
Nov16 |
160822 |
1001.00 |
1020.00 |
999.00 |
1015.75 |
+11.25 |
113,996 |
395,727 |
+3,739 |
Jan17 |
160822 |
1001.50 |
1020.50 |
1000.25 |
1016.75 |
+11.75 |
27,136 |
73,210 |
+2,807 |
Mar17 |
160822 |
997.75 |
1014.75 |
995.50 |
1012.00 |
+11.75 |
11,315 |
67,010 |
-769 |
May17 |
160822 |
994.50 |
1011.00 |
993.75 |
1008.75 |
+11.00 |
5,044 |
34,026 |
-305 |
Jul17 |
160822 |
994.50 |
1010.25 |
993.50 |
1007.50 |
+10.25 |
5,737 |
36,454 |
+84 |
Aug17 |
160822 |
995.25 |
1003.50 |
987.75 |
1000.75 |
+11.00 |
309 |
556 |
+16 |
Sep17 |
160822 |
975.00 |
976.50 |
974.50 |
976.50 |
+10.50 |
20 |
526 |
-1 |
Nov17 |
160822 |
942.50 |
956.50 |
942.50 |
955.75 |
+9.50 |
3,165 |
27,828 |
+218 |
Jan18 |
160822 |
949.00 |
956.25 |
949.00 |
956.25 |
+8.75 |
0 |
558 |
+0 |
Mar18 |
160822 |
953.00 |
953.00 |
953.00 |
953.00 |
+8.75 |
0 |
71 |
+0 |
May18 |
160822 |
954.75 |
954.75 |
954.75 |
954.75 |
+8.50 |
0 |
50 |
+0 |
Jul18 |
160822 |
958.25 |
958.25 |
958.25 |
958.25 |
+8.50 |
2 |
127 |
+0 |
Aug18 |
160822 |
955.50 |
955.50 |
955.50 |
955.50 |
+8.50 |
0 |
17 |
+0 |
Total Volume and Open Interest |
180,418 |
675,638 |
+6,584 |
Soybean Meal(CBOT) |
Sep16 |
160822 |
329.60 |
337.80 |
328.60 |
334.20 |
+4.20 |
15,074 |
40,387 |
-1,492 |
Oct16 |
160822 |
326.70 |
335.70 |
326.00 |
332.20 |
+4.80 |
13,488 |
32,000 |
-742 |
Dec16 |
160822 |
324.30 |
334.00 |
323.80 |
330.80 |
+5.30 |
44,754 |
167,487 |
+1,826 |
Jan17 |
160822 |
322.00 |
331.50 |
322.00 |
328.50 |
+5.20 |
4,391 |
31,894 |
-135 |
Mar17 |
160822 |
319.00 |
327.50 |
318.40 |
325.30 |
+5.30 |
4,671 |
30,857 |
+249 |
May17 |
160822 |
316.60 |
323.50 |
315.30 |
321.70 |
+5.20 |
2,677 |
21,425 |
+148 |
Jul17 |
160822 |
315.40 |
322.90 |
315.40 |
321.00 |
+4.70 |
2,172 |
20,635 |
+133 |
Aug17 |
160822 |
316.30 |
320.20 |
315.90 |
319.10 |
+5.00 |
277 |
2,181 |
-8 |
Sep17 |
160822 |
314.50 |
318.00 |
313.10 |
316.70 |
+4.90 |
553 |
2,320 |
+386 |
Oct17 |
160822 |
308.30 |
311.60 |
308.30 |
310.30 |
+4.50 |
144 |
2,536 |
+29 |
Total Volume and Open Interest |
89,444 |
361,019 |
+822 |
Soybean Oil(CBOT) |
Sep16 |
160822 |
34.14 |
34.14 |
33.44 |
33.89 |
-0.25 |
14,291 |
48,561 |
+368 |
Oct16 |
160822 |
34.28 |
34.28 |
33.58 |
34.02 |
-0.26 |
13,221 |
41,125 |
+240 |
Dec16 |
160822 |
34.56 |
34.59 |
33.84 |
34.31 |
-0.25 |
59,503 |
186,006 |
+7,269 |
Jan17 |
160822 |
34.76 |
34.77 |
34.07 |
34.52 |
-0.26 |
5,452 |
37,647 |
+1,003 |
Mar17 |
160822 |
34.87 |
34.88 |
34.19 |
34.63 |
-0.28 |
3,002 |
29,341 |
+589 |
May17 |
160822 |
34.90 |
34.90 |
34.26 |
34.67 |
-0.32 |
1,789 |
18,153 |
+111 |
Jul17 |
160822 |
35.08 |
35.11 |
34.40 |
34.82 |
-0.29 |
2,399 |
10,821 |
+193 |
Aug17 |
160822 |
35.06 |
35.10 |
34.42 |
34.82 |
-0.22 |
178 |
3,413 |
-80 |
Sep17 |
160822 |
34.74 |
34.74 |
34.72 |
34.74 |
-0.23 |
40 |
2,758 |
+2 |
Oct17 |
160822 |
34.16 |
34.52 |
34.09 |
34.49 |
-0.29 |
79 |
1,847 |
+11 |
Total Volume and Open Interest |
101,118 |
386,620 |
+9,830 |
Canola(WCE) |
Nov16 |
160822 |
469.2 |
473.5 |
467.6 |
470.5 |
+1.3 |
11,716 |
127,735 |
-1,922 |
Jan17 |
160822 |
477.9 |
480.3 |
473.6 |
477.0 |
+1.5 |
2,196 |
24,883 |
-196 |
Mar17 |
160822 |
479.5 |
484.9 |
479.4 |
482.1 |
+1.1 |
548 |
6,289 |
+31 |
May17 |
160822 |
483.7 |
488.6 |
483.7 |
486.0 |
+1.0 |
393 |
4,940 |
-30 |
Jul17 |
160822 |
490.5 |
492.5 |
486.7 |
489.6 |
+1.3 |
511 |
7,427 |
+167 |
Total Volume and Open Interest |
15,942 |
175,647 |
-1,815 |
Corn(CBOT) |
Sep16 |
160822 |
333.75 |
334.50 |
330.50 |
333.25 |
-1.00 |
72,273 |
225,745 |
-8,040 |
Dec16 |
160822 |
343.25 |
344.00 |
340.00 |
342.50 |
-1.25 |
127,326 |
738,340 |
+11,079 |
Mar17 |
160822 |
353.00 |
353.50 |
349.75 |
352.25 |
-1.25 |
31,762 |
188,801 |
+85 |
May17 |
160822 |
359.50 |
360.00 |
356.00 |
359.00 |
-1.25 |
5,145 |
47,482 |
+342 |
Jul17 |
160822 |
366.50 |
366.75 |
363.00 |
365.50 |
-1.25 |
6,124 |
90,533 |
+1,083 |
Sep17 |
160822 |
373.25 |
374.00 |
370.00 |
372.25 |
-1.25 |
1,473 |
34,604 |
+261 |
Dec17 |
160822 |
381.75 |
382.50 |
379.25 |
381.00 |
-1.50 |
3,363 |
56,435 |
+170 |
Mar18 |
160822 |
389.00 |
390.25 |
388.75 |
390.00 |
-1.50 |
65 |
2,627 |
+30 |
May18 |
160822 |
394.75 |
394.75 |
394.75 |
394.75 |
-1.50 |
1 |
645 |
+0 |
Jul18 |
160822 |
397.50 |
399.25 |
397.50 |
398.50 |
-1.00 |
4 |
1,101 |
+4 |
Total Volume and Open Interest |
247,592 |
1,388,896 |
+5,027 |
Wheat(CBOT) |
Sep16 |
160822 |
427.00 |
429.25 |
414.00 |
415.25 |
-11.75 |
38,516 |
85,324 |
-7,182 |
Dec16 |
160822 |
444.50 |
446.25 |
434.25 |
435.25 |
-9.50 |
57,941 |
239,553 |
+4,958 |
Mar17 |
160822 |
464.00 |
465.25 |
456.25 |
458.00 |
-6.00 |
13,716 |
62,921 |
+1,691 |
May17 |
160822 |
477.75 |
477.75 |
470.75 |
473.00 |
-4.25 |
1,770 |
15,539 |
+377 |
Jul17 |
160822 |
485.00 |
485.75 |
479.00 |
481.00 |
-4.50 |
1,103 |
26,181 |
+214 |
Sep17 |
160822 |
498.00 |
499.00 |
494.00 |
495.25 |
-3.75 |
143 |
2,685 |
+33 |
Total Volume and Open Interest |
113,378 |
438,880 |
+79 |
Wheat(KCBT) |
Sep16 |
160822 |
418.00 |
421.25 |
412.50 |
413.75 |
-5.00 |
18,032 |
71,023 |
-4,648 |
Dec16 |
160822 |
443.00 |
446.75 |
438.75 |
440.00 |
-4.75 |
21,774 |
99,034 |
+2,264 |
Mar17 |
160822 |
459.00 |
463.00 |
454.75 |
456.00 |
-4.50 |
3,531 |
34,642 |
+618 |
May17 |
160822 |
467.25 |
471.25 |
464.50 |
466.00 |
-4.25 |
350 |
12,125 |
+19 |
Jul17 |
160822 |
479.75 |
480.25 |
474.25 |
475.50 |
-4.25 |
613 |
17,246 |
-14 |
Sep17 |
160822 |
491.00 |
491.00 |
490.25 |
490.75 |
-4.00 |
19 |
1,683 |
+0 |
Dec17 |
160822 |
516.00 |
516.00 |
512.00 |
513.00 |
-3.00 |
19 |
1,018 |
+1 |
Total Volume and Open Interest |
44,338 |
236,972 |
-1,760 |
Wheat(MGE) |
Sep16 |
160822 |
530.25 |
533.50 |
529.50 |
532.00 |
+1.25 |
3,143 |
11,112 |
-1,295 |
Dec16 |
160822 |
526.00 |
528.00 |
523.25 |
524.50 |
-2.75 |
5,513 |
23,173 |
+565 |
Mar17 |
160822 |
536.00 |
536.75 |
532.25 |
533.00 |
-2.75 |
1,262 |
13,114 |
+85 |
May17 |
160822 |
541.00 |
542.25 |
539.75 |
541.00 |
-2.00 |
369 |
5,399 |
+65 |
Jul17 |
160822 |
551.25 |
551.25 |
549.25 |
549.25 |
-2.00 |
236 |
2,755 |
-15 |
Sep17 |
160822 |
558.25 |
558.25 |
558.25 |
558.25 |
-1.75 |
78 |
2,128 |
+2 |
Total Volume and Open Interest |
10,608 |
58,607 |
-596 |
Oats(CBOT) |
Sep16 |
160822 |
168.75 |
173.00 |
168.75 |
172.25 |
+2.50 |
120 |
1,574 |
+13 |
Dec16 |
160822 |
184.00 |
188.50 |
183.50 |
187.75 |
+3.25 |
301 |
7,771 |
+7 |
Mar17 |
160822 |
195.50 |
199.00 |
195.50 |
198.50 |
+2.25 |
26 |
1,272 |
+3 |
May17 |
160822 |
203.25 |
203.25 |
203.25 |
203.25 |
+3.50 |
0 |
30 |
+0 |
Total Volume and Open Interest |
447 |
10,650 |
+23 |
Rough Rice(CBOT) |
Sep16 |
160822 |
10.29 |
10.48 |
10.28 |
10.48 |
+0.22 |
1,204 |
4,468 |
-706 |
Nov16 |
160822 |
10.35 |
10.59 |
10.34 |
10.57 |
+0.26 |
1,079 |
5,827 |
+525 |
Jan17 |
160822 |
10.61 |
10.84 |
10.61 |
10.83 |
+0.27 |
202 |
370 |
+54 |
Mar17 |
160822 |
11.07 |
11.07 |
11.07 |
11.07 |
+0.26 |
0 |
46 |
+0 |
Total Volume and Open Interest |
2,485 |
10,713 |
-127 |
Live Cattle(CME) |
Aug16 |
160822 |
113.500 |
113.950 |
112.750 |
113.430 |
-0.120 |
2,621 |
7,039 |
-1,418 |
Oct16 |
160822 |
110.250 |
111.800 |
109.200 |
110.350 |
+0.100 |
23,236 |
110,938 |
-82 |
Dec16 |
160822 |
111.580 |
112.850 |
110.600 |
111.730 |
unch |
8,992 |
64,424 |
+2,248 |
Feb17 |
160822 |
111.800 |
112.730 |
110.700 |
111.850 |
unch |
4,674 |
31,097 |
+382 |
Apr17 |
160822 |
110.750 |
111.600 |
109.885 |
110.830 |
-0.020 |
1,221 |
19,101 |
+107 |
Jun17 |
160822 |
104.135 |
105.180 |
103.680 |
104.450 |
-0.085 |
396 |
8,496 |
+20 |
Total Volume and Open Interest |
41,461 |
245,192 |
+1,376 |
Feeder Cattle(CME) |
Aug16 |
160822 |
146.350 |
147.600 |
145.985 |
147.035 |
+0.955 |
1,377 |
4,961 |
-320 |
Sep16 |
160822 |
144.035 |
146.250 |
142.900 |
144.435 |
+0.585 |
3,227 |
11,012 |
-368 |
Oct16 |
160822 |
141.200 |
143.185 |
139.985 |
141.550 |
+0.350 |
2,286 |
14,820 |
+32 |
Nov16 |
160822 |
137.900 |
139.800 |
136.685 |
138.250 |
+0.265 |
841 |
6,391 |
+48 |
Jan17 |
160822 |
133.485 |
135.325 |
132.450 |
133.785 |
+0.300 |
367 |
3,979 |
-29 |
Mar17 |
160822 |
131.285 |
133.000 |
130.350 |
131.985 |
+0.605 |
117 |
1,599 |
+20 |
Apr17 |
160822 |
130.400 |
132.500 |
130.325 |
131.400 |
-0.135 |
22 |
395 |
+0 |
Total Volume and Open Interest |
8,255 |
43,358 |
-611 |
Lean Hogs(CME) |
Oct16 |
160822 |
62.200 |
63.035 |
60.900 |
61.150 |
-0.780 |
12,086 |
93,206 |
-1,471 |
Dec16 |
160822 |
57.800 |
58.450 |
56.750 |
57.050 |
-0.400 |
4,531 |
57,947 |
+301 |
Feb17 |
160822 |
62.000 |
62.430 |
61.350 |
61.830 |
-0.020 |
1,683 |
26,515 |
-195 |
Apr17 |
160822 |
66.800 |
67.450 |
66.650 |
67.350 |
+0.250 |
310 |
20,364 |
-17 |
May17 |
160822 |
73.050 |
73.050 |
72.500 |
73.050 |
+0.250 |
3 |
308 |
+3 |
Jun17 |
160822 |
76.330 |
77.180 |
76.285 |
77.100 |
+0.450 |
175 |
3,672 |
+76 |
Jul17 |
160822 |
75.950 |
76.300 |
75.385 |
76.300 |
+0.570 |
25 |
610 |
+8 |
Aug17 |
160822 |
74.635 |
75.000 |
74.135 |
75.000 |
+0.465 |
0 |
292 |
+0 |
Total Volume and Open Interest |
18,813 |
203,129 |
-1,295 |
Class III Milk(CME) |
Aug16 |
160822 |
16.96 |
16.96 |
16.95 |
16.96 |
+0.01 |
64 |
4,765 |
-5 |
Sep16 |
160822 |
17.88 |
17.97 |
17.80 |
17.82 |
-0.06 |
511 |
5,368 |
+144 |
Oct16 |
160822 |
17.59 |
17.68 |
17.54 |
17.55 |
-0.03 |
422 |
4,496 |
+146 |
Nov16 |
160822 |
17.10 |
17.14 |
17.08 |
17.10 |
+0.03 |
328 |
3,684 |
+94 |
Dec16 |
160822 |
16.62 |
16.70 |
16.62 |
16.63 |
+0.03 |
192 |
3,184 |
+45 |
Jan17 |
160822 |
16.35 |
16.35 |
16.34 |
16.35 |
unch |
60 |
1,512 |
+10 |
Feb17 |
160822 |
16.29 |
16.29 |
16.23 |
16.24 |
+0.04 |
86 |
1,372 |
+11 |
Mar17 |
160822 |
16.23 |
16.23 |
16.23 |
16.23 |
unch |
63 |
1,281 |
+14 |
Apr17 |
160822 |
16.27 |
16.28 |
16.27 |
16.27 |
unch |
29 |
1,103 |
+2 |
May17 |
160822 |
16.43 |
16.43 |
16.41 |
16.41 |
-0.02 |
37 |
1,021 |
+13 |
Jun17 |
160822 |
16.60 |
16.60 |
16.59 |
16.60 |
+0.01 |
26 |
934 |
+2 |
Jul17 |
160822 |
16.85 |
16.85 |
16.84 |
16.85 |
+0.06 |
42 |
465 |
+21 |
Aug17 |
160822 |
16.89 |
16.90 |
16.89 |
16.90 |
+0.05 |
34 |
391 |
+11 |
Total Volume and Open Interest |
2,081 |
30,861 |
+571 |
Cocoa(ICE) |
Sep16 |
160822 |
3071 |
3071 |
2983 |
2983 |
-112 |
129 |
1,814 |
-212 |
Dec16 |
160822 |
3079 |
3079 |
2977 |
2984 |
-115 |
22,700 |
104,053 |
-2,460 |
Mar17 |
160822 |
3051 |
3051 |
2954 |
2962 |
-107 |
8,571 |
62,796 |
-283 |
May17 |
160822 |
3041 |
3041 |
2946 |
2955 |
-104 |
2,328 |
13,398 |
+285 |
Jul17 |
160822 |
3032 |
3032 |
2942 |
2949 |
-101 |
247 |
3,704 |
+9 |
Sep17 |
160822 |
3015 |
3015 |
2941 |
2941 |
-98 |
49 |
4,278 |
+6 |
Dec17 |
160822 |
3000 |
3000 |
2929 |
2929 |
-97 |
10 |
1,122 |
+0 |
Total Volume and Open Interest |
34,040 |
195,053 |
-2,658 |
Coffee "C"(ICE) |
Sep16 |
160822 |
139.00 |
144.30 |
138.50 |
144.10 |
+5.30 |
6,996 |
9,206 |
-3,794 |
Dec16 |
160822 |
141.60 |
146.60 |
141.00 |
146.40 |
+4.80 |
25,087 |
96,062 |
+678 |
Mar17 |
160822 |
144.90 |
149.75 |
144.20 |
149.60 |
+4.80 |
5,246 |
32,630 |
+1,177 |
May17 |
160822 |
147.00 |
151.70 |
146.15 |
151.55 |
+4.80 |
1,500 |
15,041 |
+269 |
Jul17 |
160822 |
148.60 |
153.40 |
148.60 |
153.30 |
+4.80 |
324 |
3,685 |
+17 |
Sep17 |
160822 |
150.20 |
155.00 |
150.20 |
154.90 |
+4.80 |
257 |
3,079 |
-27 |
Total Volume and Open Interest |
39,442 |
166,358 |
-1,673 |
Orange Juice(ICE) |
Sep16 |
160822 |
179.50 |
182.80 |
178.25 |
179.05 |
-0.85 |
1,327 |
4,967 |
-957 |
Nov16 |
160822 |
180.20 |
183.00 |
178.20 |
178.95 |
-1.25 |
1,086 |
9,089 |
+646 |
Jan17 |
160822 |
179.00 |
179.00 |
178.65 |
178.65 |
-1.25 |
9 |
1,404 |
+6 |
Mar17 |
160822 |
180.30 |
180.95 |
178.40 |
178.40 |
-1.25 |
1 |
247 |
+0 |
May17 |
160822 |
177.10 |
177.10 |
177.10 |
177.10 |
-1.35 |
0 |
43 |
+0 |
Jul17 |
160822 |
175.90 |
175.90 |
175.90 |
175.90 |
-1.35 |
|
|
|
Total Volume and Open Interest |
2,423 |
15,752 |
-305 |
Sugar #11(ICE) |
Oct16 |
160822 |
19.79 |
20.46 |
19.66 |
20.42 |
+0.65 |
38,770 |
428,522 |
-317 |
Mar17 |
160822 |
20.31 |
20.92 |
20.17 |
20.88 |
+0.60 |
17,663 |
258,720 |
+2,043 |
May17 |
160822 |
19.82 |
20.37 |
19.72 |
20.34 |
+0.52 |
5,699 |
80,274 |
+997 |
Jul17 |
160822 |
19.30 |
19.81 |
19.21 |
19.79 |
+0.50 |
2,363 |
53,065 |
+247 |
Oct17 |
160822 |
19.00 |
19.51 |
18.96 |
19.49 |
+0.49 |
1,510 |
32,662 |
+273 |
Mar18 |
160822 |
18.86 |
19.31 |
18.86 |
19.29 |
+0.46 |
646 |
16,518 |
+278 |
May18 |
160822 |
18.31 |
18.70 |
18.31 |
18.69 |
+0.42 |
239 |
5,070 |
+175 |
Jul18 |
160822 |
18.20 |
18.27 |
18.20 |
18.25 |
+0.36 |
28 |
4,935 |
-4 |
Total Volume and Open Interest |
66,920 |
885,933 |
+3,692 |
London Cocoa(LCE) |
Sep16 |
160822 |
2485 |
2485 |
2403 |
2406 |
-86 |
3,783 |
83,874 |
-588 |
Dec16 |
160822 |
2443 |
2444 |
2360 |
2362 |
-84 |
10,298 |
89,035 |
+2,047 |
Mar17 |
160822 |
2396 |
2396 |
2314 |
2316 |
-81 |
5,368 |
59,366 |
+1,966 |
May17 |
160822 |
2377 |
2377 |
2300 |
2301 |
-79 |
4,174 |
26,611 |
+2,466 |
Jul17 |
160822 |
2360 |
2360 |
2295 |
2296 |
-79 |
339 |
4,785 |
-16 |
Sep17 |
160822 |
2362 |
2362 |
2285 |
2286 |
-78 |
1,051 |
6,072 |
+1,001 |
Dec17 |
160822 |
2298 |
2299 |
2269 |
2270 |
-83 |
6 |
1,293 |
+6 |
Total Volume and Open Interest |
25,019 |
271,037 |
+6,882 |
London Sugar(LCE) |
Oct16 |
160822 |
525.50 |
539.60 |
524.40 |
538.40 |
+13.10 |
5,819 |
36,763 |
-1,177 |
Dec16 |
160822 |
533.40 |
546.40 |
532.60 |
545.30 |
+11.90 |
3,250 |
21,321 |
+803 |
Mar17 |
160822 |
538.70 |
551.10 |
538.40 |
550.30 |
+11.30 |
1,212 |
18,157 |
+529 |
May17 |
160822 |
531.60 |
542.00 |
531.10 |
541.70 |
+10.50 |
387 |
9,489 |
+211 |
Aug17 |
160822 |
522.00 |
533.20 |
521.50 |
532.70 |
+10.80 |
58 |
4,556 |
+18 |
Total Volume and Open Interest |
10,726 |
94,505 |
+384 |
Cotton(ICE) |
Oct16 |
160822 |
67.15 |
68.57 |
67.15 |
67.92 |
+0.35 |
23 |
169 |
-2 |
Dec16 |
160822 |
68.05 |
68.90 |
67.63 |
68.28 |
+0.25 |
16,712 |
168,361 |
-524 |
Mar17 |
160822 |
68.77 |
69.56 |
68.35 |
68.95 |
+0.19 |
3,815 |
45,808 |
+1,180 |
May17 |
160822 |
68.90 |
69.40 |
68.72 |
69.08 |
+0.29 |
266 |
5,923 |
+19 |
Jul17 |
160822 |
68.99 |
69.30 |
68.65 |
69.08 |
+0.41 |
181 |
5,699 |
+73 |
Oct17 |
160822 |
68.77 |
68.77 |
68.77 |
68.77 |
+0.50 |
|
|
|
Total Volume and Open Interest |
21,142 |
236,248 |
+794 |
Lumber(CME) |
Sep16 |
160822 |
321.9 |
324.8 |
321.6 |
323.2 |
+0.9 |
367 |
2,994 |
-186 |
Nov16 |
160822 |
332.8 |
336.0 |
332.7 |
335.3 |
+2.3 |
252 |
2,041 |
+103 |
Jan17 |
160822 |
340.0 |
342.5 |
340.0 |
342.5 |
+3.6 |
17 |
141 |
+5 |
Mar17 |
160822 |
341.5 |
341.5 |
341.5 |
341.5 |
+1.4 |
21 |
66 |
+16 |
Total Volume and Open Interest |
657 |
5,265 |
-62 |
Crude Oil(NYM) |
Sep16 |
160822 |
48.40 |
48.40 |
46.75 |
47.05 |
-1.47 |
229,277 |
71,057 |
-24,803 |
Oct16 |
160822 |
49.02 |
49.08 |
47.33 |
47.41 |
-1.70 |
474,898 |
464,434 |
+16,438 |
Nov16 |
160822 |
49.58 |
49.62 |
47.98 |
48.03 |
-1.70 |
73,518 |
221,420 |
+2,469 |
Dec16 |
160822 |
50.19 |
50.20 |
48.58 |
48.64 |
-1.68 |
82,448 |
269,713 |
+2,906 |
Jan17 |
160822 |
50.67 |
50.67 |
49.19 |
49.24 |
-1.65 |
27,484 |
119,902 |
+943 |
Feb17 |
160822 |
51.18 |
51.18 |
49.68 |
49.75 |
-1.61 |
14,967 |
48,154 |
+2,667 |
Mar17 |
160822 |
51.54 |
51.54 |
50.13 |
50.18 |
-1.58 |
19,586 |
93,522 |
-229 |
Apr17 |
160822 |
51.58 |
51.58 |
50.48 |
50.54 |
-1.54 |
7,694 |
31,343 |
+353 |
May17 |
160822 |
51.82 |
51.82 |
50.83 |
50.83 |
-1.51 |
4,677 |
25,600 |
-320 |
Jun17 |
160822 |
52.33 |
52.33 |
51.02 |
51.06 |
-1.49 |
20,074 |
87,716 |
+1,428 |
Jul17 |
160822 |
51.89 |
52.06 |
51.25 |
51.25 |
-1.47 |
3,822 |
20,601 |
+1,131 |
Aug17 |
160822 |
52.15 |
52.15 |
51.43 |
51.43 |
-1.44 |
1,656 |
15,811 |
-116 |
Sep17 |
160822 |
51.60 |
51.60 |
51.60 |
51.60 |
-1.42 |
3,077 |
36,305 |
+163 |
Oct17 |
160822 |
51.78 |
51.78 |
51.78 |
51.78 |
-1.40 |
818 |
12,988 |
+242 |
Nov17 |
160822 |
51.97 |
51.97 |
51.97 |
51.97 |
-1.39 |
568 |
12,764 |
+158 |
Dec17 |
160822 |
53.24 |
53.43 |
52.10 |
52.19 |
-1.37 |
28,537 |
144,808 |
+576 |
Total Volume and Open Interest |
1,003,746 |
1,814,184 |
+5,349 |
e-miNY Crude Oil(NYM) |
Oct16 |
160822 |
49.050 |
49.050 |
47.325 |
47.400 |
-1.700 |
4,793 |
2,229 |
+438 |
Nov16 |
160822 |
49.125 |
49.575 |
47.975 |
48.025 |
-1.700 |
239 |
222 |
+26 |
Dec16 |
160822 |
50.075 |
50.075 |
48.575 |
48.650 |
-1.675 |
207 |
361 |
-12 |
Jan17 |
160822 |
50.650 |
50.650 |
49.250 |
49.250 |
-1.650 |
21 |
26 |
+6 |
Feb17 |
160822 |
50.800 |
50.800 |
49.750 |
49.750 |
-1.600 |
6 |
14 |
-2 |
Mar17 |
160822 |
50.175 |
50.175 |
50.175 |
50.175 |
-1.575 |
2 |
15 |
-2 |
Apr17 |
160822 |
50.550 |
50.550 |
50.550 |
50.550 |
-1.525 |
0 |
89 |
+0 |
May17 |
160822 |
50.825 |
50.825 |
50.825 |
50.825 |
-1.525 |
1 |
75 |
+0 |
Jun17 |
160822 |
51.050 |
51.050 |
51.050 |
51.050 |
-1.500 |
7 |
13 |
-2 |
Jul17 |
160822 |
51.250 |
51.250 |
51.250 |
51.250 |
-1.475 |
4 |
10 |
-4 |
Total Volume and Open Interest |
11,188 |
5,422 |
+219 |
NY Harbor ULSD(NYM) |
Sep16 |
160822 |
151.43 |
151.67 |
148.12 |
148.64 |
-3.32 |
55,325 |
52,447 |
-3,301 |
Oct16 |
160822 |
153.40 |
153.66 |
149.98 |
150.48 |
-3.38 |
42,853 |
76,084 |
+310 |
Nov16 |
160822 |
154.91 |
155.49 |
151.78 |
152.22 |
-3.47 |
20,617 |
69,924 |
+1,006 |
Dec16 |
160822 |
156.99 |
156.99 |
153.21 |
153.62 |
-3.51 |
21,508 |
60,660 |
+35 |
Jan17 |
160822 |
157.75 |
157.86 |
155.04 |
155.22 |
-3.50 |
6,030 |
36,070 |
-113 |
Feb17 |
160822 |
158.75 |
158.80 |
156.17 |
156.22 |
-3.47 |
3,223 |
14,543 |
+1,071 |
Mar17 |
160822 |
157.99 |
158.60 |
156.47 |
156.52 |
-3.43 |
2,889 |
17,117 |
+297 |
Apr17 |
160822 |
156.98 |
157.34 |
156.20 |
156.20 |
-3.42 |
503 |
8,932 |
-32 |
May17 |
160822 |
156.88 |
156.88 |
156.42 |
156.42 |
-3.44 |
278 |
6,573 |
+23 |
Jun17 |
160822 |
157.15 |
158.24 |
156.69 |
156.82 |
-3.47 |
911 |
23,287 |
+137 |
Jul17 |
160822 |
157.59 |
157.59 |
157.59 |
157.59 |
-3.47 |
170 |
2,712 |
-73 |
Aug17 |
160822 |
158.54 |
158.54 |
158.54 |
158.54 |
-3.46 |
91 |
1,637 |
+3 |
Sep17 |
160822 |
159.65 |
159.65 |
159.65 |
159.65 |
-3.44 |
74 |
2,205 |
-8 |
Oct17 |
160822 |
160.81 |
160.81 |
160.81 |
160.81 |
-3.41 |
42 |
1,683 |
+0 |
Total Volume and Open Interest |
155,366 |
403,959 |
-963 |
RBOB Gasoline(NYM) |
Sep16 |
160822 |
150.87 |
150.87 |
146.79 |
148.42 |
-2.87 |
49,262 |
54,747 |
-3,988 |
Oct16 |
160822 |
143.44 |
143.44 |
139.37 |
140.46 |
-3.39 |
51,321 |
123,688 |
+2,737 |
Nov16 |
160822 |
141.49 |
141.95 |
138.29 |
139.07 |
-3.55 |
22,731 |
70,785 |
+1,192 |
Dec16 |
160822 |
140.55 |
140.55 |
137.45 |
138.00 |
-3.64 |
16,421 |
54,227 |
+1,693 |
Jan17 |
160822 |
141.55 |
141.55 |
137.84 |
138.25 |
-3.68 |
5,380 |
26,489 |
-569 |
Feb17 |
160822 |
141.81 |
141.81 |
138.97 |
139.34 |
-3.67 |
2,727 |
7,282 |
+247 |
Mar17 |
160822 |
142.45 |
142.78 |
140.95 |
141.19 |
-3.59 |
2,058 |
20,641 |
-31 |
Apr17 |
160822 |
160.20 |
160.75 |
159.31 |
159.56 |
-3.54 |
780 |
17,507 |
-77 |
May17 |
160822 |
160.54 |
161.36 |
160.20 |
160.40 |
-3.55 |
378 |
5,598 |
+21 |
Jun17 |
160822 |
160.59 |
161.52 |
159.86 |
160.16 |
-3.54 |
420 |
11,774 |
+21 |
Total Volume and Open Interest |
153,004 |
422,067 |
+1,435 |
e-miNY RBOB Gasoline(NYM) |
Sep16 |
160822 |
148.42 |
148.42 |
148.42 |
148.42 |
-2.87 |
0 |
1 |
+0 |
Oct16 |
160822 |
142.10 |
142.10 |
140.46 |
140.46 |
-3.39 |
|
|
|
Nov16 |
160822 |
139.07 |
139.07 |
139.07 |
139.07 |
-3.55 |
|
|
|
Dec16 |
160822 |
138.00 |
138.00 |
138.00 |
138.00 |
-3.64 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Sep16 |
160822 |
2.596 |
2.696 |
2.596 |
2.679 |
+0.095 |
146,982 |
79,022 |
-14,149 |
Oct16 |
160822 |
2.632 |
2.718 |
2.632 |
2.701 |
+0.082 |
92,520 |
235,376 |
+6,693 |
Nov16 |
160822 |
2.789 |
2.862 |
2.789 |
2.838 |
+0.057 |
40,900 |
187,865 |
+4,213 |
Dec16 |
160822 |
3.039 |
3.080 |
3.023 |
3.046 |
+0.024 |
20,432 |
76,249 |
+2,852 |
Jan17 |
160822 |
3.159 |
3.206 |
3.150 |
3.164 |
+0.010 |
32,447 |
134,909 |
-2,015 |
Feb17 |
160822 |
3.180 |
3.209 |
3.153 |
3.167 |
+0.010 |
7,213 |
35,435 |
+117 |
Mar17 |
160822 |
3.146 |
3.174 |
3.117 |
3.130 |
+0.007 |
13,864 |
83,589 |
+973 |
Apr17 |
160822 |
2.910 |
2.941 |
2.895 |
2.906 |
+0.002 |
10,081 |
63,366 |
+200 |
May17 |
160822 |
2.892 |
2.917 |
2.876 |
2.886 |
+0.002 |
2,526 |
23,090 |
+11 |
Jun17 |
160822 |
2.925 |
2.947 |
2.908 |
2.918 |
+0.002 |
962 |
22,340 |
-108 |
Jul17 |
160822 |
2.971 |
2.974 |
2.942 |
2.951 |
+0.002 |
915 |
15,450 |
+47 |
Aug17 |
160822 |
2.980 |
2.983 |
2.955 |
2.961 |
+0.002 |
672 |
14,174 |
-80 |
Sep17 |
160822 |
2.961 |
2.969 |
2.932 |
2.945 |
+0.002 |
1,067 |
15,619 |
+25 |
Oct17 |
160822 |
2.975 |
2.991 |
2.954 |
2.966 |
+0.002 |
3,060 |
26,080 |
+462 |
Nov17 |
160822 |
3.046 |
3.048 |
3.014 |
3.024 |
+0.002 |
1,634 |
12,009 |
+111 |
Dec17 |
160822 |
3.185 |
3.192 |
3.157 |
3.166 |
unch |
877 |
15,995 |
+34 |
Total Volume and Open Interest |
378,028 |
1,095,617 |
-389 |
Brent Crude Oil(ICE) |
Oct16 |
160822 |
50.70 |
50.70 |
49.07 |
49.16 |
-1.72 |
268,834 |
285,056 |
-12,651 |
Nov16 |
160822 |
50.90 |
50.90 |
49.46 |
49.56 |
-1.63 |
159,302 |
450,961 |
+11,498 |
Dec16 |
160822 |
51.32 |
51.32 |
49.88 |
49.98 |
-1.62 |
143,905 |
389,323 |
+1,355 |
Jan17 |
160822 |
51.71 |
51.71 |
50.27 |
50.38 |
-1.61 |
45,017 |
123,898 |
+4,901 |
Feb17 |
160822 |
52.11 |
52.11 |
50.67 |
50.78 |
-1.60 |
23,432 |
93,759 |
+1,478 |
Mar17 |
160822 |
52.39 |
52.47 |
51.06 |
51.18 |
-1.58 |
22,282 |
113,716 |
+3,405 |
Apr17 |
160822 |
52.69 |
52.76 |
51.41 |
51.50 |
-1.56 |
6,298 |
36,330 |
+509 |
May17 |
160822 |
52.97 |
53.05 |
51.75 |
51.79 |
-1.54 |
3,864 |
40,382 |
-125 |
Jun17 |
160822 |
53.31 |
53.31 |
51.95 |
52.05 |
-1.52 |
31,592 |
117,251 |
+2,097 |
Jul17 |
160822 |
51.99 |
52.55 |
51.99 |
52.32 |
-1.49 |
2,080 |
21,655 |
+908 |
Aug17 |
160822 |
52.57 |
52.57 |
52.57 |
52.57 |
-1.48 |
1,670 |
18,219 |
-123 |
Sep17 |
160822 |
53.50 |
53.50 |
52.81 |
52.81 |
-1.45 |
2,683 |
48,076 |
+283 |
Oct17 |
160822 |
53.04 |
53.04 |
53.04 |
53.04 |
-1.43 |
1,279 |
18,746 |
+421 |
Nov17 |
160822 |
53.25 |
53.25 |
53.25 |
53.25 |
-1.41 |
597 |
15,996 |
+14 |
Total Volume and Open Interest |
765,306 |
2,275,441 |
+18,629 |
Gas Oil(ICE) |
Sep16 |
160822 |
443.50 |
444.50 |
433.75 |
435.75 |
-5.75 |
63,891 |
121,264 |
-8,515 |
Oct16 |
160822 |
451.25 |
451.25 |
439.25 |
441.25 |
-6.25 |
52,303 |
130,558 |
+5,511 |
Nov16 |
160822 |
452.00 |
452.75 |
442.25 |
444.00 |
-6.50 |
21,845 |
64,438 |
+371 |
Dec16 |
160822 |
455.25 |
455.50 |
445.00 |
446.75 |
-6.50 |
30,698 |
136,151 |
+1,660 |
Jan17 |
160822 |
458.50 |
458.50 |
449.00 |
450.50 |
-6.50 |
7,973 |
42,344 |
+39 |
Feb17 |
160822 |
458.00 |
460.50 |
452.50 |
454.25 |
-6.50 |
2,043 |
28,871 |
+117 |
Mar17 |
160822 |
463.50 |
463.50 |
455.50 |
457.00 |
-6.50 |
4,657 |
27,611 |
+414 |
Apr17 |
160822 |
463.25 |
464.25 |
458.50 |
459.50 |
-6.50 |
2,047 |
16,207 |
+98 |
May17 |
160822 |
468.00 |
468.00 |
461.00 |
461.75 |
-6.50 |
1,410 |
14,724 |
+176 |
Jun17 |
160822 |
470.25 |
470.25 |
463.25 |
464.00 |
-6.50 |
6,517 |
45,034 |
-558 |
Total Volume and Open Interest |
202,597 |
797,676 |
-2,705 |
Ethanol(CBOT) |
Sep16 |
160822 |
1.471 |
1.484 |
1.470 |
1.478 |
-0.004 |
585 |
732 |
-383 |
Oct16 |
160822 |
1.476 |
1.477 |
1.468 |
1.471 |
-0.002 |
338 |
1,415 |
+222 |
Nov16 |
160822 |
1.453 |
1.453 |
1.448 |
1.453 |
-0.002 |
19 |
558 |
+11 |
Dec16 |
160822 |
1.430 |
1.430 |
1.430 |
1.430 |
-0.005 |
16 |
1,125 |
-2 |
Jan17 |
160822 |
1.416 |
1.416 |
1.416 |
1.416 |
-0.007 |
23 |
192 |
+13 |
Feb17 |
160822 |
1.420 |
1.420 |
1.420 |
1.420 |
-0.007 |
0 |
163 |
+0 |
Mar17 |
160822 |
1.434 |
1.434 |
1.434 |
1.434 |
-0.007 |
7 |
7 |
+2 |
Apr17 |
160822 |
1.451 |
1.451 |
1.451 |
1.451 |
-0.007 |
7 |
7 |
+7 |
Total Volume and Open Interest |
995 |
4,205 |
-130 |
WTI Crude Oil(ICE) |
Oct16 |
160822 |
48.91 |
48.98 |
47.34 |
47.41 |
-1.70 |
66,698 |
102,620 |
+369 |
Nov16 |
160822 |
49.51 |
49.52 |
47.98 |
48.03 |
-1.70 |
25,391 |
50,027 |
-400 |
Dec16 |
160822 |
50.07 |
50.09 |
48.59 |
48.64 |
-1.68 |
24,297 |
102,776 |
+736 |
Jan17 |
160822 |
50.57 |
50.57 |
49.18 |
49.24 |
-1.65 |
7,298 |
27,283 |
+1,261 |
Feb17 |
160822 |
50.56 |
50.62 |
49.75 |
49.75 |
-1.61 |
2,120 |
23,529 |
-351 |
Mar17 |
160822 |
50.96 |
51.03 |
50.18 |
50.18 |
-1.58 |
1,959 |
28,910 |
-91 |
Apr17 |
160822 |
51.01 |
51.01 |
50.54 |
50.54 |
-1.54 |
1,367 |
6,362 |
+49 |
May17 |
160822 |
51.30 |
51.32 |
50.83 |
50.83 |
-1.51 |
500 |
4,903 |
+47 |
Jun17 |
160822 |
51.37 |
51.56 |
51.05 |
51.06 |
-1.49 |
4,540 |
30,634 |
+142 |
Jul17 |
160822 |
51.25 |
51.25 |
51.25 |
51.25 |
-1.47 |
156 |
3,358 |
+50 |
Aug17 |
160822 |
51.43 |
51.43 |
51.43 |
51.43 |
-1.44 |
265 |
691 |
+29 |
Sep17 |
160822 |
51.60 |
51.60 |
51.60 |
51.60 |
-1.42 |
652 |
9,659 |
+111 |
Oct17 |
160822 |
51.78 |
51.78 |
51.78 |
51.78 |
-1.40 |
66 |
1,128 |
+0 |
Nov17 |
160822 |
51.97 |
51.97 |
51.97 |
51.97 |
-1.39 |
90 |
1,064 |
+19 |
Dec17 |
160822 |
52.91 |
52.91 |
52.16 |
52.19 |
-1.37 |
7,046 |
62,477 |
-96 |
Jan18 |
160822 |
52.33 |
52.33 |
52.33 |
52.33 |
-1.37 |
0 |
450 |
+0 |
Total Volume and Open Interest |
170,302 |
527,655 |
-8,525 |
US Dollar Index(ICE) |
Sep16 |
160822 |
94.570 |
94.940 |
94.425 |
94.500 |
+0.018 |
22,338 |
47,566 |
-212 |
Dec16 |
160822 |
94.600 |
94.895 |
94.390 |
94.460 |
+0.007 |
1,925 |
7,917 |
+832 |
Mar17 |
160822 |
94.735 |
94.815 |
94.430 |
94.430 |
+0.007 |
21 |
1,922 |
+10 |
Total Volume and Open Interest |
24,304 |
57,544 |
+649 |
Australian Dollar(CME) |
Sep16 |
160822 |
76.02 |
76.35 |
75.78 |
76.25 |
+0.10 |
92,293 |
111,090 |
+1,891 |
Dec16 |
160822 |
75.88 |
76.15 |
75.61 |
76.08 |
+0.11 |
544 |
2,511 |
+67 |
Mar17 |
160822 |
75.58 |
75.93 |
75.57 |
75.93 |
+0.10 |
0 |
13 |
+0 |
Total Volume and Open Interest |
92,837 |
113,614 |
+1,958 |
British Pound(CME) |
Sep16 |
160822 |
130.78 |
131.64 |
130.40 |
131.41 |
+0.56 |
101,765 |
241,666 |
-2,582 |
Dec16 |
160822 |
130.95 |
131.86 |
130.65 |
131.65 |
+0.57 |
2,851 |
6,155 |
+1,843 |
Mar17 |
160822 |
131.91 |
132.07 |
131.02 |
131.91 |
+0.56 |
19 |
634 |
+6 |
Total Volume and Open Interest |
104,637 |
248,868 |
-733 |
Canadian Dollar(CME) |
Sep16 |
160822 |
77.70 |
77.71 |
77.13 |
77.22 |
-0.55 |
56,199 |
124,813 |
+4,942 |
Dec16 |
160822 |
77.60 |
77.60 |
77.17 |
77.26 |
-0.54 |
2,349 |
4,547 |
+510 |
Mar17 |
160822 |
77.63 |
77.63 |
77.24 |
77.30 |
-0.54 |
15 |
438 |
-2 |
Jun17 |
160822 |
77.35 |
77.35 |
77.30 |
77.35 |
-0.54 |
0 |
192 |
+0 |
Total Volume and Open Interest |
58,563 |
130,070 |
+5,450 |
Japanese Yen(CME) |
Sep16 |
160822 |
99.42 |
99.88 |
99.16 |
99.82 |
-0.05 |
120,571 |
160,971 |
-1,658 |
Dec16 |
160822 |
99.89 |
100.27 |
99.56 |
100.21 |
-0.06 |
771 |
2,663 |
+108 |
Mar17 |
160822 |
100.65 |
100.65 |
100.08 |
100.65 |
-0.05 |
0 |
263 |
+0 |
Total Volume and Open Interest |
121,342 |
164,016 |
-1,550 |
Swiss Franc(CME) |
Sep16 |
160822 |
104.21 |
104.33 |
103.79 |
104.16 |
-0.20 |
24,174 |
40,800 |
-548 |
Dec16 |
160822 |
104.43 |
104.75 |
104.36 |
104.72 |
-0.21 |
102 |
159 |
-1 |
Mar17 |
160822 |
105.28 |
105.28 |
105.12 |
105.28 |
-0.20 |
|
|
|
Total Volume and Open Interest |
24,310 |
40,976 |
-552 |
EuroFX(CME) |
Sep16 |
160822 |
113.26 |
113.43 |
112.83 |
113.37 |
+0.01 |
159,275 |
354,162 |
+101 |
Dec16 |
160822 |
113.74 |
113.86 |
113.28 |
113.81 |
+0.01 |
1,601 |
9,087 |
+728 |
Mar17 |
160822 |
114.15 |
114.28 |
113.74 |
114.28 |
+0.02 |
45 |
1,322 |
-17 |
Total Volume and Open Interest |
160,940 |
365,299 |
+815 |
Mexican Peso(CME) |
Sep16 |
160822 |
547.25 |
547.63 |
543.00 |
545.25 |
-0.88 |
48,191 |
82,589 |
-93 |
Oct16 |
160822 |
543.75 |
543.75 |
543.75 |
543.75 |
-0.88 |
|
|
|
Total Volume and Open Interest |
48,263 |
114,577 |
-75 |
Brazilian Real(CME) |
Sep16 |
160822 |
308.90 |
311.55 |
307.45 |
310.80 |
+0.90 |
1,623 |
25,849 |
-800 |
Oct16 |
160822 |
306.00 |
308.40 |
305.95 |
308.00 |
+0.90 |
199 |
294 |
+131 |
Nov16 |
160822 |
305.25 |
305.25 |
303.95 |
305.25 |
+0.80 |
|
|
|
Dec16 |
160822 |
300.45 |
302.55 |
300.45 |
302.55 |
+0.80 |
0 |
150 |
+0 |
Total Volume and Open Interest |
1,822 |
26,293 |
-669 |
30-Year T-Bonds(CBOT) |
Sep16 |
160822 |
170~300 |
172~160 |
170~210 |
172~120 |
+1~090 |
180,086 |
580,756 |
-1,549 |
Dec16 |
160822 |
169~160 |
171~000 |
169~060 |
170~290 |
+1~090 |
1,419 |
4,103 |
+323 |
Mar17 |
160822 |
169~250 |
169~250 |
169~250 |
169~250 |
+1~090 |
|
|
|
Total Volume and Open Interest |
181,505 |
584,859 |
-1,226 |
10-Year T-Notes(CBOT) |
Sep16 |
160822 |
131~285 |
132~100 |
131~220 |
132~090 |
+0~105 |
884,807 |
2,745,791 |
-21,816 |
Dec16 |
160822 |
130~285 |
131~100 |
130~215 |
131~090 |
+0~105 |
11,241 |
83,400 |
-873 |
Mar17 |
160822 |
130~150 |
130~150 |
130~150 |
130~150 |
+0~105 |
|
|
|
Total Volume and Open Interest |
896,048 |
2,829,191 |
-22,689 |
5-Year T-Notes(CBOT) |
Sep16 |
160822 |
121~106 |
121~176 |
121~064 |
121~166 |
+0~044 |
471,892 |
2,703,457 |
-2,176 |
Dec16 |
160822 |
121~080 |
121~174 |
121~060 |
121~170 |
+0~046 |
29,970 |
125,464 |
+11,499 |
Mar17 |
160822 |
121~072 |
121~072 |
121~072 |
121~072 |
+0~046 |
|
|
|
Total Volume and Open Interest |
501,862 |
2,828,921 |
+9,323 |
2 Year T-Notes(CBOT) |
Sep16 |
160822 |
109~094 |
109~110 |
109~076 |
109~104 |
+0~004 |
199,986 |
1,071,940 |
-18,394 |
Dec16 |
160822 |
109~060 |
109~082 |
109~046 |
109~080 |
+0~004 |
8,128 |
40,943 |
+5,682 |
Mar17 |
160822 |
109~074 |
109~074 |
109~074 |
109~074 |
+0~004 |
|
|
|
Total Volume and Open Interest |
208,114 |
1,112,883 |
-12,712 |
Eurodollars(CME) |
Sep16 |
160822 |
99.135 |
99.135 |
99.110 |
99.122 |
-0.010 |
183,913 |
1,173,848 |
-5,768 |
Dec16 |
160822 |
99.075 |
99.080 |
99.050 |
99.070 |
-0.010 |
255,654 |
1,516,018 |
-20,230 |
Mar17 |
160822 |
99.050 |
99.050 |
99.010 |
99.045 |
unch |
155,420 |
1,104,598 |
-8,902 |
Jun17 |
160822 |
99.000 |
99.015 |
98.965 |
99.010 |
+0.005 |
117,315 |
974,662 |
-488 |
Sep17 |
160822 |
98.960 |
98.985 |
98.925 |
98.975 |
+0.010 |
126,642 |
890,974 |
+2,182 |
Dec17 |
160822 |
98.915 |
98.945 |
98.875 |
98.935 |
+0.015 |
150,516 |
1,302,625 |
-10,077 |
Mar18 |
160822 |
98.885 |
98.920 |
98.850 |
98.915 |
+0.020 |
80,296 |
628,004 |
-6,930 |
Jun18 |
160822 |
98.850 |
98.895 |
98.820 |
98.890 |
+0.025 |
71,730 |
487,697 |
+453 |
Sep18 |
160822 |
98.825 |
98.865 |
98.785 |
98.860 |
+0.030 |
66,026 |
433,298 |
-3,136 |
Dec18 |
160822 |
98.780 |
98.825 |
98.745 |
98.820 |
+0.035 |
73,116 |
593,988 |
+5,576 |
Mar19 |
160822 |
98.745 |
98.800 |
98.720 |
98.795 |
+0.035 |
41,863 |
413,118 |
+847 |
Jun19 |
160822 |
98.725 |
98.770 |
98.685 |
98.765 |
+0.040 |
41,326 |
295,981 |
+192 |
Sep19 |
160822 |
98.675 |
98.735 |
98.650 |
98.735 |
+0.045 |
20,489 |
240,283 |
+566 |
Dec19 |
160822 |
98.635 |
98.690 |
98.610 |
98.690 |
+0.045 |
23,592 |
242,393 |
+1,917 |
Mar20 |
160822 |
98.595 |
98.660 |
98.575 |
98.660 |
+0.050 |
20,631 |
146,785 |
+670 |
Jun20 |
160822 |
98.555 |
98.625 |
98.535 |
98.620 |
+0.050 |
17,023 |
97,523 |
+1,094 |
Sep20 |
160822 |
98.520 |
98.585 |
98.495 |
98.585 |
+0.055 |
11,437 |
79,216 |
+919 |
Dec20 |
160822 |
98.475 |
98.545 |
98.450 |
98.540 |
+0.055 |
9,465 |
94,371 |
+146 |
Total Volume and Open Interest |
1,524,938 |
11,021,774 |
-27,043 |
Ultra T-Bond(CBOT) |
Sep16 |
160822 |
186~18 |
188~22 |
186~08 |
188~15 |
+1~24 |
65,367 |
603,170 |
+2,099 |
Dec16 |
160822 |
185~21 |
187~27 |
185~13 |
187~21 |
+1~25 |
3,614 |
12,980 |
+1,515 |
Mar17 |
160822 |
186~21 |
186~21 |
186~21 |
186~21 |
+1~25 |
|
|
|
Total Volume and Open Interest |
68,981 |
616,150 |
+3,614 |
Ultra 10-Yr T-Note(CBOT) |
Sep16 |
160822 |
144~180 |
145~060 |
144~105 |
145~040 |
+0~165 |
47,606 |
188,318 |
+1,062 |
Dec16 |
160822 |
144~130 |
144~240 |
143~285 |
144~210 |
+0~175 |
2 |
139 |
+0 |
Mar17 |
160822 |
144~210 |
144~210 |
144~210 |
144~210 |
+0~175 |
|
|
|
Total Volume and Open Interest |
47,608 |
188,457 |
+1,062 |
30 Day Federal Funds(CBOT) |
Aug16 |
160822 |
99.600 |
99.603 |
99.600 |
99.603 |
+0.003 |
17 |
132,934 |
-8 |
Sep16 |
160822 |
99.585 |
99.590 |
99.585 |
99.590 |
unch |
8,096 |
79,317 |
+4,155 |
Oct16 |
160822 |
99.565 |
99.565 |
99.555 |
99.565 |
-0.005 |
58,554 |
201,800 |
+14,965 |
Nov16 |
160822 |
99.545 |
99.545 |
99.535 |
99.545 |
-0.005 |
51,542 |
105,275 |
+12,927 |
Dec16 |
160822 |
99.505 |
99.505 |
99.495 |
99.505 |
unch |
4,308 |
61,069 |
+229 |
Jan17 |
160822 |
99.460 |
99.470 |
99.450 |
99.470 |
unch |
10,979 |
104,208 |
+1,862 |
Total Volume and Open Interest |
148,846 |
897,821 |
+35,847 |
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 |
160822 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec16 |
160822 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
160822 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160822 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160822 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160822 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160822 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
160822 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep16 |
160822 |
151.45 |
151.46 |
151.29 |
151.30 |
-0.09 |
725 |
16,798 |
+26 |
Dec16 |
160822 |
151.62 |
151.62 |
151.62 |
151.62 |
-0.09 |
50 |
78 |
+50 |
Mar17 |
160822 |
151.54 |
151.54 |
151.54 |
151.54 |
-0.09 |
|
|
|
Total Volume and Open Interest |
775 |
16,876 |
+76 |
Euro-Buxl(EUREX) |
Sep16 |
160822 |
192.74 |
194.94 |
192.50 |
194.38 |
+1.68 |
20,725 |
138,566 |
+3,409 |
Dec16 |
160822 |
191.76 |
192.80 |
191.76 |
192.74 |
+1.68 |
411 |
764 |
+401 |
Mar17 |
160822 |
192.38 |
192.38 |
192.38 |
192.38 |
+1.68 |
|
|
|
Total Volume and Open Interest |
21,136 |
139,330 |
+3,810 |
Euro-Bund(EUREX) |
Sep16 |
160822 |
166.90 |
167.65 |
166.85 |
167.50 |
+0.53 |
400,111 |
1,599,689 |
-18,146 |
Dec16 |
160822 |
164.18 |
164.92 |
164.18 |
164.78 |
+0.52 |
4,409 |
84,740 |
+3,789 |
Mar17 |
160822 |
167.00 |
167.24 |
167.00 |
167.13 |
+0.56 |
15 |
171 |
+11 |
Total Volume and Open Interest |
404,535 |
1,684,600 |
-14,346 |
Euro-Bobl(EUREX) |
Sep16 |
160822 |
133.46 |
133.64 |
133.43 |
133.60 |
+0.12 |
272,614 |
1,306,036 |
+20,412 |
Dec16 |
160822 |
131.46 |
131.62 |
131.46 |
131.60 |
+0.11 |
21,585 |
66,867 |
+19,597 |
Mar17 |
160822 |
133.55 |
133.55 |
133.55 |
133.55 |
+0.12 |
|
|
|
Total Volume and Open Interest |
294,199 |
1,372,903 |
+40,009 |
Euro-Schatz(EUREX) |
Sep16 |
160822 |
111.99 |
112.01 |
111.98 |
112.00 |
+0.01 |
105,291 |
1,067,495 |
-1,720 |
Dec16 |
160822 |
111.97 |
111.98 |
111.96 |
111.97 |
+0.00 |
453 |
18,696 |
+449 |
Mar17 |
160822 |
112.00 |
112.00 |
112.00 |
112.00 |
+0.01 |
|
|
|
Total Volume and Open Interest |
105,744 |
1,086,191 |
-1,271 |
3-Mth Euribor(EUREX) |
Sep16 |
160822 |
100.310 |
100.310 |
100.310 |
100.310 |
unch |
0 |
3,849 |
+0 |
Dec16 |
160822 |
100.330 |
100.330 |
100.330 |
100.330 |
unch |
54 |
2,890 |
+10 |
Mar17 |
160822 |
100.340 |
100.340 |
100.340 |
100.340 |
+0.005 |
3 |
3,188 |
+0 |
Total Volume and Open Interest |
114 |
76,665 |
+60 |
Long Gilt(LIFFE) |
Sep16 |
160822 |
131~26 |
132~14 |
131~24 |
132~09 |
+0~15 |
113,382 |
502,655 |
-5,614 |
Dec16 |
160822 |
130~24 |
131~10 |
130~23 |
131~07 |
+0~15 |
413 |
343 |
+343 |
Total Volume and Open Interest |
113,795 |
502,998 |
-5,271 |
3-Mth Short Sterling(LIFFE) |
Sep16 |
160822 |
99.64 |
99.64 |
99.63 |
99.63 |
-0.01 |
55,767 |
360,315 |
-2,308 |
Dec16 |
160822 |
99.72 |
99.73 |
99.72 |
99.72 |
unch |
40,394 |
620,651 |
-6,288 |
Mar17 |
160822 |
99.73 |
99.75 |
99.73 |
99.74 |
unch |
27,842 |
355,271 |
-3,330 |
Jun17 |
160822 |
99.74 |
99.76 |
99.74 |
99.75 |
unch |
38,788 |
343,458 |
-466 |
Sep17 |
160822 |
99.75 |
99.76 |
99.74 |
99.75 |
unch |
41,462 |
297,049 |
+597 |
Dec17 |
160822 |
99.74 |
99.76 |
99.73 |
99.75 |
+0.01 |
24,632 |
324,531 |
-18 |
Total Volume and Open Interest |
371,979 |
3,184,601 |
-11,050 |
3-Mth Euribor(LIFFE) |
Sep16 |
160822 |
100.305 |
100.310 |
100.305 |
100.305 |
unch |
18,363 |
358,255 |
+392 |
Dec16 |
160822 |
100.330 |
100.330 |
100.320 |
100.325 |
unch |
58,794 |
458,615 |
+4,572 |
Mar17 |
160822 |
100.330 |
100.340 |
100.325 |
100.335 |
unch |
70,803 |
354,635 |
+7,189 |
Total Volume and Open Interest |
512,223 |
3,114,051 |
+55,901 |
3-Mth Aus T-Bills(SFE) |
Sep16 |
160822 |
98.24 |
98.24 |
98.23 |
98.24 |
unch |
18,523 |
146,765 |
-4,689 |
Dec16 |
160822 |
98.33 |
98.33 |
98.31 |
98.33 |
unch |
20,534 |
206,353 |
+4,141 |
Mar17 |
160822 |
98.39 |
98.39 |
98.37 |
98.38 |
-0.01 |
12,528 |
163,830 |
+63 |
Jun17 |
160822 |
98.41 |
98.42 |
98.39 |
98.41 |
-0.01 |
9,624 |
127,390 |
+555 |
Sep17 |
160822 |
98.43 |
98.43 |
98.41 |
98.42 |
-0.01 |
5,169 |
96,411 |
-131 |
Dec17 |
160822 |
98.42 |
98.43 |
98.40 |
98.41 |
-0.02 |
3,694 |
76,601 |
-3,141 |
Mar18 |
160822 |
98.41 |
98.42 |
98.39 |
98.40 |
-0.03 |
1,148 |
61,713 |
-170 |
Jun18 |
160822 |
98.40 |
98.40 |
98.38 |
98.39 |
-0.02 |
793 |
46,306 |
-48 |
Sep18 |
160822 |
98.37 |
98.37 |
98.37 |
98.37 |
-0.02 |
49 |
7,015 |
-6 |
Dec18 |
160822 |
98.33 |
98.33 |
98.33 |
98.33 |
-0.04 |
10 |
4,251 |
+0 |
Total Volume and Open Interest |
72,289 |
939,794 |
-3,223 |
10-Year Aus T-Bonds(SFE) |
Sep16 |
160822 |
98.13 |
98.14 |
98.08 |
98.09 |
-0.04 |
97,417 |
819,958 |
-4,709 |
Dec16 |
160822 |
98.09 |
98.09 |
98.09 |
98.09 |
-0.04 |
|
|
|
Total Volume and Open Interest |
97,417 |
819,958 |
-4,709 |
3-Year Aus T-Bonds(SFE) |
Sep16 |
160822 |
98.64 |
98.64 |
98.60 |
98.61 |
-0.03 |
111,123 |
823,943 |
+18,166 |
Dec16 |
160822 |
98.61 |
98.61 |
98.61 |
98.61 |
-0.03 |
|
|
|
Total Volume and Open Interest |
111,123 |
823,943 |
+18,166 |
Gold(CMX) |
Aug16 |
160822 |
1334.4 |
1337.7 |
1333.3 |
1337.7 |
-2.7 |
140 |
838 |
-70 |
Oct16 |
160822 |
1341.0 |
1341.5 |
1331.6 |
1339.4 |
-2.8 |
5,002 |
47,952 |
+345 |
Dec16 |
160822 |
1345.0 |
1345.7 |
1335.4 |
1343.4 |
-2.8 |
170,557 |
438,493 |
+9,332 |
Feb17 |
160822 |
1346.1 |
1347.9 |
1339.5 |
1347.3 |
-2.7 |
664 |
32,741 |
-77 |
Apr17 |
160822 |
1348.9 |
1350.7 |
1347.6 |
1350.7 |
-2.8 |
344 |
10,233 |
+189 |
Jun17 |
160822 |
1349.8 |
1353.8 |
1346.9 |
1353.8 |
-2.8 |
199 |
14,485 |
+30 |
Aug17 |
160822 |
1356.8 |
1356.8 |
1356.8 |
1356.8 |
-2.8 |
210 |
8,117 |
-37 |
Oct17 |
160822 |
1357.1 |
1359.8 |
1357.1 |
1359.8 |
-2.8 |
15 |
966 |
-1 |
Dec17 |
160822 |
1359.6 |
1362.6 |
1356.2 |
1362.6 |
-2.8 |
52 |
11,552 |
-24 |
Feb18 |
160822 |
1365.5 |
1365.5 |
1365.5 |
1365.5 |
-2.8 |
0 |
135 |
+0 |
Apr18 |
160822 |
1368.3 |
1368.3 |
1368.3 |
1368.3 |
-2.8 |
0 |
3 |
+0 |
Jun18 |
160822 |
1371.1 |
1371.1 |
1371.1 |
1371.1 |
-2.8 |
0 |
4,334 |
+0 |
Total Volume and Open Interest |
177,855 |
579,821 |
+9,616 |
Silver(CMX) |
Sep16 |
160822 |
1925.0 |
1925.0 |
1871.0 |
1885.9 |
-45.8 |
71,168 |
92,936 |
-7,310 |
Dec16 |
160822 |
1938.0 |
1938.5 |
1855.0 |
1899.8 |
-45.1 |
22,486 |
92,507 |
+6,643 |
Mar17 |
160822 |
1942.0 |
1942.0 |
1900.0 |
1911.7 |
-44.9 |
402 |
11,371 |
+77 |
May17 |
160822 |
1925.5 |
1935.0 |
1919.0 |
1919.0 |
-44.7 |
48 |
649 |
+5 |
Jul17 |
160822 |
1937.0 |
1937.0 |
1925.7 |
1925.7 |
-44.7 |
9 |
2,383 |
+0 |
Sep17 |
160822 |
1939.5 |
1939.5 |
1932.4 |
1932.4 |
-44.7 |
68 |
472 |
-40 |
Dec17 |
160822 |
1951.0 |
1951.0 |
1939.0 |
1942.1 |
-44.7 |
44 |
2,166 |
-29 |
Total Volume and Open Interest |
94,356 |
206,078 |
-647 |
Platinum(NYMEX) |
Oct16 |
160822 |
1116.3 |
1119.5 |
1101.6 |
1108.2 |
-10.2 |
10,429 |
74,762 |
+0 |
Jan17 |
160822 |
1119.5 |
1121.9 |
1104.3 |
1110.7 |
-10.1 |
210 |
6,015 |
+69 |
Apr17 |
160822 |
1111.7 |
1114.4 |
1111.7 |
1113.3 |
-10.1 |
0 |
238 |
+0 |
Jul17 |
160822 |
1115.1 |
1115.1 |
1115.1 |
1115.1 |
-10.1 |
0 |
15 |
+0 |
Total Volume and Open Interest |
10,787 |
81,149 |
+132 |
Palladium(NYMEX) |
Sep16 |
160822 |
709.45 |
711.45 |
690.65 |
692.15 |
-17.20 |
5,630 |
20,018 |
-950 |
Dec16 |
160822 |
711.10 |
712.80 |
692.55 |
694.00 |
-17.10 |
1,601 |
8,934 |
+1,030 |
Mar17 |
160822 |
695.30 |
695.30 |
695.30 |
695.30 |
-17.10 |
8 |
54 |
-1 |
Total Volume and Open Interest |
7,244 |
29,018 |
+75 |
Copper(CMX) |
Sep16 |
160822 |
217.20 |
217.45 |
212.70 |
214.00 |
-2.70 |
63,379 |
50,042 |
-3,599 |
Dec16 |
160822 |
217.80 |
218.55 |
214.10 |
215.20 |
-2.55 |
21,827 |
92,248 |
+3,491 |
Mar17 |
160822 |
217.60 |
217.60 |
215.30 |
216.20 |
-2.50 |
2,327 |
25,462 |
+157 |
May17 |
160822 |
216.00 |
217.35 |
216.00 |
216.85 |
-2.50 |
241 |
5,312 |
-63 |
Jul17 |
160822 |
217.40 |
217.40 |
217.40 |
217.40 |
-2.40 |
11 |
952 |
+0 |
Total Volume and Open Interest |
88,550 |
183,713 |
+157 |
E-mini DJIA Index(CBOT) |
Sep16 |
160822 |
18544 |
18561 |
18442 |
18519 |
-21 |
92,435 |
144,695 |
-950 |
Dec16 |
160822 |
18450 |
18470 |
18357 |
18432 |
-22 |
73 |
1,100 |
+7 |
Mar17 |
160822 |
18367 |
18367 |
18333 |
18367 |
-22 |
0 |
262 |
+0 |
Jun17 |
160822 |
18326 |
18326 |
18313 |
18326 |
-22 |
0 |
3 |
+0 |
Total Volume and Open Interest |
92,508 |
146,060 |
-943 |
S & P 500(CME) |
Sep16 |
160822 |
2181.60 |
2184.40 |
2173.80 |
2181.40 |
-0.30 |
2,872 |
95,067 |
+463 |
Dec16 |
160822 |
2170.50 |
2175.90 |
2168.40 |
2174.20 |
-0.20 |
289 |
1,238 |
+232 |
Mar17 |
160822 |
2167.40 |
2169.10 |
2161.60 |
2167.40 |
-0.20 |
0 |
60 |
+0 |
Jun17 |
160822 |
2161.20 |
2162.90 |
2155.40 |
2161.20 |
-0.20 |
0 |
60 |
+0 |
Total Volume and Open Interest |
3,161 |
96,425 |
+695 |
S & P 500 E-Mini(Globex) |
Sep16 |
160822 |
2181.75 |
2184.50 |
2173.50 |
2181.50 |
-0.25 |
1,201,115 |
2,910,049 |
+14,396 |
Dec16 |
160822 |
2174.50 |
2177.00 |
2166.50 |
2174.25 |
-0.25 |
4,598 |
56,179 |
+2,475 |
Mar17 |
160822 |
2165.75 |
2169.75 |
2160.00 |
2167.50 |
unch |
281 |
926 |
-42 |
Jun17 |
160822 |
2161.25 |
2161.25 |
2156.00 |
2161.25 |
-0.25 |
4 |
321 |
+0 |
Total Volume and Open Interest |
1,205,998 |
2,967,476 |
+16,829 |
NASDAQ 100 E-Mini(Globex) |
Sep16 |
160822 |
4809.30 |
4818.00 |
4789.50 |
4811.80 |
+4.80 |
149,002 |
295,120 |
-1,218 |
Dec16 |
160822 |
4799.50 |
4810.50 |
4783.80 |
4805.30 |
+5.00 |
78 |
993 |
-15 |
Mar17 |
160822 |
4799.30 |
4799.30 |
4791.80 |
4799.30 |
+5.00 |
0 |
49 |
+0 |
Total Volume and Open Interest |
149,080 |
296,169 |
-1,233 |
S&P Midcap 400(CME) e-Mini |
Sep16 |
160822 |
1561.00 |
1563.30 |
1554.20 |
1562.40 |
+1.40 |
14,365 |
84,907 |
+1,288 |
Dec16 |
160822 |
1557.00 |
1557.00 |
1552.50 |
1557.00 |
+1.40 |
0 |
10 |
+0 |
Mar17 |
160822 |
1557.50 |
1557.50 |
1557.50 |
1557.50 |
+1.40 |
|
|
|
Total Volume and Open Interest |
14,365 |
84,917 |
+1,288 |
Volatility Index(CBOE) |
Aug16 |
160817 |
12.80 |
13.00 |
12.55 |
12.65 |
-0.18 |
87,344 |
101,401 |
-15,417 |
Sep16 |
160822 |
14.65 |
15.00 |
14.65 |
14.73 |
+0.05 |
65,419 |
292,330 |
-3,600 |
Oct16 |
160822 |
16.70 |
16.97 |
16.63 |
16.77 |
+0.09 |
35,371 |
88,534 |
+3,760 |
Nov16 |
160822 |
17.75 |
17.98 |
17.68 |
17.80 |
+0.07 |
14,337 |
43,372 |
+2,079 |
Total Volume and Open Interest |
132,219 |
497,740 |
+3,147 |
Russell 2000(ICE) |
Sep16 |
160822 |
1233.80 |
1239.50 |
1229.10 |
1238.10 |
+3.40 |
56,728 |
330,979 |
+1,462 |
Dec16 |
160822 |
1231.00 |
1234.00 |
1230.90 |
1233.50 |
+3.60 |
4 |
1,048 |
+1 |
Mar17 |
160822 |
1230.00 |
1230.00 |
1230.00 |
1230.00 |
+3.60 |
0 |
250 |
+0 |
Total Volume and Open Interest |
56,732 |
332,447 |
+1,463 |
Nikkei 225(CME) |
Sep16 |
160822 |
16560 |
16645 |
16495 |
16550 |
+65 |
9,169 |
34,945 |
-559 |
Dec16 |
160822 |
16510 |
16565 |
16450 |
16495 |
+65 |
42 |
376 |
-25 |
Total Volume and Open Interest |
9,211 |
35,321 |
-584 |
Nikkei 225(SGX) |
Sep16 |
160822 |
16495 |
16615 |
16400 |
16560 |
+25 |
77,494 |
201,981 |
+2,555 |
Dec16 |
160822 |
16315 |
16450 |
16315 |
16425 |
+5 |
1,288 |
6,714 |
-118 |
Mar17 |
160822 |
16410 |
16410 |
16410 |
16410 |
+35 |
0 |
5 |
+0 |
Total Volume and Open Interest |
67,641 |
211,555 |
-1,225 |
Nikkei 225(CME) Yen |
Sep16 |
160822 |
16550 |
16615 |
16480 |
16545 |
+70 |
34,287 |
70,980 |
+648 |
Dec16 |
160822 |
16460 |
16470 |
16345 |
16405 |
+70 |
10 |
237 |
-1 |
Mar17 |
160822 |
16355 |
16355 |
16355 |
16355 |
+70 |
|
|
|
Total Volume and Open Interest |
34,297 |
71,217 |
+647 |
Nikkei 225(CME) e-Mini Yen |
Sep16 |
160822 |
16540 |
16590 |
16540 |
16540 |
+60 |
2 |
10 |
+0 |
Dec16 |
160822 |
16400 |
16400 |
16400 |
16400 |
+60 |
|
|
|
Mar17 |
160822 |
16350 |
16350 |
16350 |
16350 |
+60 |
|
|
|
Total Volume and Open Interest |
2 |
10 |
+0 |
CAC 40(EURONEXT) |
Sep16 |
160822 |
4394.0 |
4443.5 |
4375.0 |
4388.5 |
-11.0 |
64,290 |
265,481 |
+16,488 |
Oct16 |
160822 |
4392.0 |
4424.0 |
4371.0 |
4377.0 |
-11.0 |
61 |
75 |
-3 |
Nov16 |
160822 |
4376.5 |
4376.5 |
4376.5 |
4376.5 |
|
|
|
|
Dec16 |
160822 |
4365.0 |
4367.5 |
4365.0 |
4367.5 |
-10.5 |
0 |
45 |
+0 |
Total Volume and Open Interest |
149,687 |
340,371 |
-121,268 |
Hang Seng Index(HKFE) |
Aug16 |
160822 |
22915 |
23018 |
22772 |
22963 |
+51 |
126,493 |
126,533 |
+4,717 |
Sep16 |
160822 |
22870 |
22957 |
22715 |
22900 |
+43 |
3,497 |
13,791 |
+105 |
Total Volume and Open Interest |
130,951 |
145,819 |
+5,162 |
DAX(EUREX) |
Sep16 |
160822 |
10528.0 |
10657.0 |
10386.0 |
10476.5 |
-71.5 |
58,738 |
147,861 |
-15,401 |
Dec16 |
160822 |
10523.5 |
10644.0 |
10380.0 |
10466.0 |
-70.5 |
53 |
6,536 |
-21 |
Mar17 |
160822 |
10458.0 |
10458.0 |
10458.0 |
10458.0 |
-72.0 |
16 |
199 |
+8 |
Total Volume and Open Interest |
58,807 |
154,596 |
-15,414 |
Mini-DAX(EUREX) |
Sep16 |
160822 |
10534.0 |
10658.0 |
10384.0 |
10476.5 |
-71.5 |
14,974 |
10,436 |
-455 |
Dec16 |
160822 |
10521.0 |
10642.0 |
10375.0 |
10466.0 |
-70.5 |
39 |
305 |
+9 |
Mar17 |
160822 |
10612.0 |
10612.0 |
10425.0 |
10458.0 |
-72.0 |
0 |
57 |
+0 |
Total Volume and Open Interest |
15,013 |
10,798 |
-446 |
FT-SE 100(EURONEXT) |
Sep16 |
160822 |
6860.50 |
6885.00 |
6810.00 |
6813.00 |
-43.00 |
91,028 |
692,898 |
+2,561 |
Dec16 |
160822 |
6813.00 |
6823.00 |
6768.00 |
6770.00 |
-43.50 |
19 |
953 |
+4 |
Mar17 |
160822 |
6712.00 |
6712.00 |
6712.00 |
6712.00 |
-43.50 |
|
|
|
Total Volume and Open Interest |
91,047 |
693,851 |
+2,565 |
SPI 200(SFE) |
Sep16 |
160822 |
5494.0 |
5508.0 |
5475.0 |
5491.0 |
-5.0 |
32,998 |
297,341 |
-2,063 |
Dec16 |
160822 |
5473.0 |
5486.0 |
5473.0 |
5476.0 |
-5.0 |
192 |
2,852 |
+0 |
Mar17 |
160822 |
5427.0 |
5427.0 |
5427.0 |
5427.0 |
-5.0 |
0 |
1,436 |
+0 |
Total Volume and Open Interest |
33,272 |
309,467 |
-2,023 |
FTSE MIB(ISE) |
Sep16 |
160822 |
16300.00 |
16525.00 |
16245.00 |
16359.00 |
+43.00 |
19,972 |
38,709 |
-492 |
Dec16 |
160822 |
16200.00 |
16360.00 |
16140.00 |
16239.00 |
+45.00 |
18 |
282 |
-3 |
Mar17 |
160822 |
16209.00 |
16209.00 |
16209.00 |
16209.00 |
+45.00 |
|
|
|
Total Volume and Open Interest |
19,990 |
38,991 |
-495 |
KOSPI 200(KFE) |
Sep16 |
160822 |
257.95 |
258.50 |
256.95 |
257.20 |
-1.25 |
109,219 |
142,446 |
+3,770 |
Dec16 |
160822 |
257.20 |
259.30 |
257.20 |
258.05 |
-1.40 |
1,047 |
14,002 |
+159 |
Mar17 |
160822 |
255.60 |
256.00 |
255.30 |
255.50 |
-1.25 |
11 |
1,144 |
-4 |
Total Volume and Open Interest |
110,279 |
160,938 |
+3,923 |
GSCI(CME) |
Sep16 |
160822 |
365.30 |
366.55 |
364.50 |
364.60 |
-5.80 |
129 |
13,001 |
-55 |
Oct16 |
160822 |
367.10 |
367.10 |
367.10 |
367.10 |
-6.80 |
|
|
|
Nov16 |
160822 |
370.10 |
370.10 |
370.10 |
370.10 |
-6.80 |
|
|
|
Total Volume and Open Interest |
129 |
13,001 |
-55 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|