 |
MRCI's End of Day Prices |
|
Daily Futures Price Listing Tue August 30, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep16 |
160830 |
984.00 |
986.75 |
960.50 |
965.50 |
-17.75 |
17,878 |
17,982 |
-12,927 |
Nov16 |
160830 |
964.50 |
968.50 |
946.50 |
950.75 |
-13.50 |
115,339 |
378,843 |
-8,794 |
Jan17 |
160830 |
966.75 |
970.50 |
949.00 |
953.50 |
-13.25 |
21,673 |
77,615 |
+1,568 |
Mar17 |
160830 |
968.00 |
972.25 |
950.25 |
955.00 |
-13.25 |
10,744 |
68,617 |
+338 |
May17 |
160830 |
970.75 |
975.00 |
953.50 |
958.00 |
-12.75 |
7,407 |
36,764 |
+756 |
Jul17 |
160830 |
975.75 |
975.75 |
956.00 |
960.25 |
-13.00 |
7,493 |
37,365 |
-99 |
Aug17 |
160830 |
972.00 |
972.00 |
952.75 |
956.75 |
-12.00 |
164 |
820 |
+15 |
Sep17 |
160830 |
938.00 |
938.00 |
937.25 |
938.00 |
-11.00 |
22 |
559 |
+12 |
Nov17 |
160830 |
933.25 |
935.50 |
918.00 |
922.50 |
-9.50 |
3,930 |
26,079 |
-907 |
Jan18 |
160830 |
921.00 |
925.00 |
921.00 |
925.00 |
-9.50 |
31 |
675 |
+23 |
Mar18 |
160830 |
925.50 |
925.50 |
925.50 |
925.50 |
-9.50 |
8 |
159 |
+8 |
May18 |
160830 |
927.25 |
927.25 |
927.25 |
927.25 |
-9.75 |
0 |
50 |
+0 |
Jul18 |
160830 |
930.75 |
930.75 |
930.75 |
930.75 |
-9.75 |
0 |
127 |
+0 |
Aug18 |
160830 |
927.50 |
927.50 |
927.50 |
927.50 |
-10.25 |
0 |
17 |
+0 |
Total Volume and Open Interest |
184,689 |
645,919 |
-20,007 |
Soybean Meal(CBOT) |
Sep16 |
160830 |
319.50 |
320.50 |
312.10 |
313.80 |
-5.70 |
24,097 |
24,075 |
-6,970 |
Oct16 |
160830 |
316.80 |
317.90 |
309.60 |
310.60 |
-6.40 |
18,518 |
40,736 |
+1,603 |
Dec16 |
160830 |
314.90 |
316.30 |
307.80 |
308.70 |
-6.40 |
46,963 |
164,867 |
-868 |
Jan17 |
160830 |
313.30 |
314.50 |
306.20 |
307.10 |
-6.30 |
5,199 |
31,545 |
-143 |
Mar17 |
160830 |
311.90 |
312.70 |
304.70 |
305.60 |
-5.90 |
6,259 |
33,514 |
+116 |
May17 |
160830 |
310.10 |
310.90 |
304.20 |
305.10 |
-5.00 |
3,780 |
22,611 |
+93 |
Jul17 |
160830 |
311.20 |
311.50 |
305.00 |
305.80 |
-4.70 |
3,958 |
23,606 |
+1,056 |
Aug17 |
160830 |
310.30 |
310.50 |
304.40 |
305.30 |
-4.50 |
1,019 |
2,456 |
+207 |
Sep17 |
160830 |
309.60 |
310.50 |
304.00 |
304.20 |
-4.60 |
599 |
2,730 |
+204 |
Oct17 |
160830 |
305.00 |
305.00 |
298.80 |
299.30 |
-4.40 |
406 |
2,818 |
+0 |
Total Volume and Open Interest |
113,116 |
359,286 |
-4,483 |
Soybean Oil(CBOT) |
Sep16 |
160830 |
32.84 |
32.92 |
32.27 |
32.73 |
-0.08 |
23,111 |
18,279 |
-14,244 |
Oct16 |
160830 |
33.00 |
33.05 |
32.40 |
32.87 |
-0.07 |
22,987 |
50,342 |
+3,653 |
Dec16 |
160830 |
33.25 |
33.33 |
32.68 |
33.14 |
-0.08 |
53,541 |
204,608 |
+1,346 |
Jan17 |
160830 |
33.44 |
33.49 |
32.88 |
33.34 |
-0.07 |
6,485 |
39,642 |
-509 |
Mar17 |
160830 |
33.59 |
33.63 |
33.04 |
33.50 |
-0.06 |
4,550 |
34,681 |
-452 |
May17 |
160830 |
33.67 |
33.72 |
33.14 |
33.63 |
-0.04 |
4,011 |
22,538 |
-114 |
Jul17 |
160830 |
33.83 |
33.91 |
33.31 |
33.78 |
-0.05 |
2,766 |
10,352 |
+529 |
Aug17 |
160830 |
33.44 |
33.75 |
33.37 |
33.75 |
-0.04 |
207 |
3,251 |
-43 |
Sep17 |
160830 |
33.52 |
33.68 |
33.52 |
33.68 |
-0.03 |
98 |
2,789 |
+2 |
Oct17 |
160830 |
33.42 |
33.49 |
32.98 |
33.41 |
-0.02 |
62 |
1,956 |
-8 |
Total Volume and Open Interest |
119,290 |
395,979 |
-9,716 |
Canola(WCE) |
Nov16 |
160830 |
456.2 |
459.0 |
449.8 |
453.0 |
-3.2 |
9,226 |
127,539 |
+89 |
Jan17 |
160830 |
463.2 |
465.5 |
457.0 |
460.3 |
-3.1 |
2,803 |
25,353 |
+194 |
Mar17 |
160830 |
470.1 |
472.5 |
462.9 |
466.6 |
-3.6 |
1,367 |
9,181 |
+968 |
May17 |
160830 |
476.1 |
478.5 |
468.3 |
472.4 |
-3.9 |
1,136 |
4,709 |
-486 |
Jul17 |
160830 |
480.6 |
483.0 |
473.9 |
476.8 |
-4.1 |
386 |
7,707 |
-14 |
Total Volume and Open Interest |
15,013 |
179,257 |
+815 |
Corn(CBOT) |
Sep16 |
160830 |
311.75 |
312.75 |
303.50 |
304.00 |
-7.75 |
98,576 |
94,676 |
-49,878 |
Dec16 |
160830 |
320.75 |
322.00 |
315.50 |
315.75 |
-5.00 |
189,454 |
771,791 |
+5,101 |
Mar17 |
160830 |
331.00 |
332.00 |
325.50 |
325.75 |
-5.25 |
33,241 |
202,420 |
-2,255 |
May17 |
160830 |
338.25 |
339.25 |
333.00 |
333.25 |
-5.00 |
6,209 |
51,344 |
+1,104 |
Jul17 |
160830 |
346.00 |
346.50 |
340.75 |
341.00 |
-4.50 |
9,709 |
97,254 |
+2,592 |
Sep17 |
160830 |
353.25 |
354.00 |
348.25 |
348.75 |
-4.25 |
2,528 |
36,520 |
+480 |
Dec17 |
160830 |
363.75 |
364.00 |
359.25 |
359.75 |
-4.00 |
5,305 |
57,942 |
+693 |
Mar18 |
160830 |
374.00 |
374.00 |
370.25 |
370.50 |
-3.50 |
318 |
3,401 |
+210 |
May18 |
160830 |
380.00 |
380.00 |
376.25 |
376.25 |
-3.50 |
36 |
665 |
+20 |
Jul18 |
160830 |
382.75 |
382.75 |
380.00 |
380.25 |
-2.75 |
116 |
1,109 |
-31 |
Total Volume and Open Interest |
345,609 |
1,319,892 |
-41,918 |
Wheat(CBOT) |
Sep16 |
160830 |
370.00 |
374.25 |
361.50 |
363.25 |
-7.25 |
35,451 |
31,220 |
-17,334 |
Dec16 |
160830 |
396.50 |
400.75 |
391.50 |
392.25 |
-4.75 |
100,794 |
289,435 |
+13,906 |
Mar17 |
160830 |
420.00 |
424.25 |
414.50 |
415.00 |
-6.00 |
17,386 |
77,857 |
+1,380 |
May17 |
160830 |
436.50 |
438.50 |
429.00 |
429.25 |
-6.50 |
4,347 |
16,879 |
+460 |
Jul17 |
160830 |
444.00 |
447.25 |
438.00 |
438.25 |
-6.50 |
3,738 |
26,765 |
+1 |
Sep17 |
160830 |
462.50 |
463.25 |
454.75 |
454.75 |
-6.50 |
613 |
2,923 |
+135 |
Total Volume and Open Interest |
163,353 |
452,176 |
-1,283 |
Wheat(KCBT) |
Sep16 |
160830 |
374.25 |
377.25 |
367.25 |
367.75 |
-6.50 |
21,280 |
28,577 |
-9,619 |
Dec16 |
160830 |
402.00 |
405.75 |
396.00 |
396.75 |
-5.50 |
36,672 |
128,236 |
+8,551 |
Mar17 |
160830 |
418.75 |
422.00 |
412.75 |
413.75 |
-5.00 |
5,829 |
40,893 |
+893 |
May17 |
160830 |
430.25 |
432.75 |
424.00 |
424.50 |
-5.00 |
2,024 |
12,870 |
+273 |
Jul17 |
160830 |
438.75 |
443.00 |
434.00 |
434.50 |
-5.25 |
3,120 |
18,987 |
+466 |
Sep17 |
160830 |
457.75 |
458.25 |
450.00 |
450.75 |
-5.25 |
1,741 |
2,531 |
+410 |
Dec17 |
160830 |
483.00 |
483.00 |
474.75 |
474.75 |
-5.25 |
1,381 |
1,963 |
+639 |
Total Volume and Open Interest |
72,150 |
234,296 |
+1,651 |
Wheat(MGE) |
Sep16 |
160830 |
491.25 |
494.25 |
487.00 |
490.75 |
+2.50 |
1,685 |
4,595 |
-1,095 |
Dec16 |
160830 |
485.00 |
490.00 |
484.50 |
485.75 |
+1.50 |
6,608 |
28,702 |
+1,538 |
Mar17 |
160830 |
497.25 |
501.50 |
495.75 |
497.00 |
+0.75 |
2,073 |
13,999 |
+375 |
May17 |
160830 |
507.75 |
511.00 |
505.75 |
507.00 |
+0.50 |
1,267 |
5,826 |
+306 |
Jul17 |
160830 |
517.00 |
519.25 |
516.00 |
516.75 |
+0.50 |
1,024 |
3,214 |
+442 |
Sep17 |
160830 |
528.00 |
530.00 |
525.75 |
527.25 |
+1.50 |
793 |
2,702 |
+167 |
Total Volume and Open Interest |
14,285 |
60,354 |
+2,089 |
Oats(CBOT) |
Sep16 |
160830 |
162.00 |
162.00 |
157.00 |
161.75 |
-0.25 |
235 |
894 |
-307 |
Dec16 |
160830 |
179.50 |
180.00 |
174.25 |
177.50 |
-1.50 |
564 |
8,540 |
+74 |
Mar17 |
160830 |
188.75 |
191.75 |
188.25 |
191.75 |
-1.25 |
90 |
1,456 |
+53 |
May17 |
160830 |
198.25 |
198.25 |
198.25 |
198.25 |
+1.50 |
2 |
29 |
-1 |
Total Volume and Open Interest |
891 |
10,922 |
-181 |
Rough Rice(CBOT) |
Sep16 |
160830 |
9.46 |
9.53 |
9.27 |
9.28 |
-0.19 |
598 |
1,933 |
-340 |
Nov16 |
160830 |
9.72 |
9.83 |
9.51 |
9.52 |
-0.18 |
895 |
7,816 |
+362 |
Jan17 |
160830 |
9.98 |
9.98 |
9.76 |
9.77 |
-0.19 |
173 |
612 |
+18 |
Mar17 |
160830 |
10.06 |
10.06 |
10.01 |
10.01 |
-0.20 |
45 |
63 |
+16 |
Total Volume and Open Interest |
1,711 |
10,426 |
+56 |
Live Cattle(CME) |
Aug16 |
160830 |
110.785 |
111.700 |
110.600 |
111.500 |
+0.750 |
1,425 |
1,665 |
-1,016 |
Oct16 |
160830 |
105.300 |
107.785 |
103.785 |
107.480 |
+2.400 |
26,639 |
115,826 |
+2,962 |
Dec16 |
160830 |
107.150 |
109.580 |
105.680 |
109.285 |
+2.250 |
12,400 |
69,057 |
+1,271 |
Feb17 |
160830 |
107.480 |
109.535 |
106.000 |
109.400 |
+2.050 |
5,960 |
32,998 |
+370 |
Apr17 |
160830 |
106.700 |
108.680 |
105.450 |
108.550 |
+1.950 |
2,552 |
20,530 |
+485 |
Jun17 |
160830 |
100.250 |
102.230 |
99.300 |
102.135 |
+1.935 |
558 |
8,859 |
+69 |
Total Volume and Open Interest |
49,851 |
253,336 |
+4,125 |
Feeder Cattle(CME) |
Sep16 |
160830 |
139.330 |
143.380 |
137.000 |
142.535 |
+3.385 |
2,884 |
9,832 |
-336 |
Oct16 |
160830 |
135.250 |
139.880 |
133.700 |
139.535 |
+4.155 |
5,100 |
15,826 |
+462 |
Nov16 |
160830 |
132.185 |
136.735 |
130.685 |
136.325 |
+4.090 |
1,460 |
7,298 |
+194 |
Jan17 |
160830 |
128.000 |
132.500 |
126.385 |
131.435 |
+3.400 |
669 |
3,812 |
-34 |
Mar17 |
160830 |
126.480 |
130.850 |
124.885 |
129.880 |
+3.300 |
316 |
2,076 |
+40 |
Apr17 |
160830 |
125.885 |
130.600 |
124.900 |
130.300 |
+3.850 |
138 |
490 |
+27 |
May17 |
160830 |
125.330 |
129.250 |
124.400 |
129.250 |
+3.350 |
95 |
266 |
+31 |
Total Volume and Open Interest |
10,662 |
39,600 |
+384 |
Lean Hogs(CME) |
Oct16 |
160830 |
61.380 |
62.300 |
61.050 |
62.050 |
+0.670 |
16,597 |
89,486 |
-1,644 |
Dec16 |
160830 |
56.630 |
57.300 |
56.300 |
57.100 |
+0.770 |
7,829 |
61,168 |
+299 |
Feb17 |
160830 |
60.680 |
61.380 |
60.600 |
61.200 |
+0.600 |
2,547 |
27,599 |
+136 |
Apr17 |
160830 |
65.400 |
66.000 |
65.350 |
65.885 |
+0.535 |
1,128 |
21,001 |
+151 |
May17 |
160830 |
71.750 |
71.800 |
71.700 |
71.800 |
unch |
2 |
339 |
+2 |
Jun17 |
160830 |
75.300 |
75.800 |
75.180 |
75.580 |
+0.380 |
282 |
4,506 |
+117 |
Jul17 |
160830 |
74.950 |
75.180 |
74.635 |
75.000 |
+0.200 |
65 |
641 |
-5 |
Aug17 |
160830 |
74.200 |
74.400 |
73.885 |
74.035 |
+0.455 |
38 |
347 |
+4 |
Total Volume and Open Interest |
28,517 |
205,342 |
-926 |
Class III Milk(CME) |
Aug16 |
160830 |
16.92 |
16.92 |
16.91 |
16.91 |
-0.01 |
17 |
4,650 |
+8 |
Sep16 |
160830 |
16.53 |
16.75 |
16.51 |
16.60 |
+0.05 |
739 |
5,689 |
-101 |
Oct16 |
160830 |
16.55 |
16.73 |
16.55 |
16.62 |
+0.10 |
624 |
4,781 |
-163 |
Nov16 |
160830 |
16.33 |
16.51 |
16.33 |
16.39 |
+0.11 |
478 |
4,030 |
+141 |
Dec16 |
160830 |
16.05 |
16.16 |
16.02 |
16.07 |
+0.10 |
233 |
3,308 |
+92 |
Jan17 |
160830 |
15.90 |
15.90 |
15.77 |
15.84 |
+0.07 |
107 |
1,736 |
+81 |
Feb17 |
160830 |
15.94 |
15.99 |
15.90 |
15.93 |
+0.03 |
113 |
1,668 |
+77 |
Mar17 |
160830 |
16.01 |
16.07 |
16.01 |
16.03 |
+0.02 |
120 |
1,524 |
+77 |
Apr17 |
160830 |
16.15 |
16.19 |
16.15 |
16.15 |
+0.01 |
85 |
1,281 |
+54 |
May17 |
160830 |
16.33 |
16.35 |
16.33 |
16.33 |
unch |
87 |
1,218 |
+36 |
Jun17 |
160830 |
16.50 |
16.51 |
16.50 |
16.50 |
-0.04 |
81 |
1,115 |
+51 |
Jul17 |
160830 |
16.75 |
16.78 |
16.74 |
16.78 |
+0.03 |
29 |
588 |
+22 |
Aug17 |
160830 |
16.81 |
16.86 |
16.81 |
16.84 |
-0.03 |
32 |
529 |
+29 |
Total Volume and Open Interest |
2,837 |
33,788 |
+491 |
Cocoa(ICE) |
Sep16 |
160830 |
2930 |
2930 |
2913 |
2913 |
-32 |
0 |
325 |
-139 |
Dec16 |
160830 |
2952 |
2952 |
2885 |
2890 |
-35 |
13,968 |
102,922 |
-601 |
Mar17 |
160830 |
2919 |
2923 |
2864 |
2868 |
-34 |
3,395 |
64,570 |
+125 |
May17 |
160830 |
2916 |
2916 |
2859 |
2863 |
-32 |
1,002 |
14,704 |
-35 |
Jul17 |
160830 |
2904 |
2906 |
2854 |
2857 |
-31 |
183 |
4,630 |
+69 |
Sep17 |
160830 |
2896 |
2896 |
2848 |
2850 |
-30 |
49 |
4,297 |
+2 |
Dec17 |
160830 |
2880 |
2885 |
2837 |
2841 |
-27 |
0 |
1,161 |
+0 |
Total Volume and Open Interest |
18,597 |
196,496 |
-579 |
Coffee "C"(ICE) |
Sep16 |
160830 |
144.60 |
144.75 |
142.30 |
144.75 |
+0.75 |
58 |
187 |
-42 |
Dec16 |
160830 |
145.10 |
146.35 |
142.85 |
146.05 |
+0.95 |
22,298 |
97,441 |
-61 |
Mar17 |
160830 |
148.10 |
149.50 |
146.10 |
149.25 |
+1.00 |
3,024 |
35,705 |
+84 |
May17 |
160830 |
150.00 |
151.35 |
148.05 |
151.20 |
+1.05 |
1,396 |
16,619 |
+74 |
Jul17 |
160830 |
151.50 |
152.95 |
149.65 |
152.80 |
+1.05 |
383 |
3,762 |
-9 |
Sep17 |
160830 |
153.80 |
154.30 |
151.10 |
154.25 |
+1.00 |
113 |
3,066 |
+4 |
Total Volume and Open Interest |
27,346 |
163,666 |
+72 |
Orange Juice(ICE) |
Sep16 |
160830 |
192.30 |
195.00 |
187.80 |
188.85 |
-3.10 |
339 |
1,536 |
-362 |
Nov16 |
160830 |
189.30 |
191.30 |
187.45 |
189.15 |
+0.05 |
723 |
12,019 |
+180 |
Jan17 |
160830 |
188.80 |
189.50 |
186.80 |
187.90 |
+0.50 |
9 |
1,548 |
+1 |
Mar17 |
160830 |
186.00 |
186.50 |
185.75 |
185.75 |
+0.95 |
0 |
302 |
+0 |
May17 |
160830 |
183.05 |
183.05 |
183.05 |
183.05 |
+1.25 |
0 |
43 |
+0 |
Jul17 |
160830 |
181.85 |
181.85 |
181.85 |
181.85 |
+1.25 |
|
|
|
Total Volume and Open Interest |
1,071 |
15,450 |
-181 |
Sugar #11(ICE) |
Oct16 |
160830 |
20.68 |
20.80 |
20.43 |
20.52 |
-0.15 |
30,706 |
418,695 |
-1,976 |
Mar17 |
160830 |
21.20 |
21.27 |
20.92 |
21.01 |
-0.14 |
15,033 |
274,435 |
+1,351 |
May17 |
160830 |
20.53 |
20.63 |
20.32 |
20.42 |
-0.12 |
5,192 |
84,286 |
+1,181 |
Jul17 |
160830 |
19.89 |
19.97 |
19.71 |
19.80 |
-0.10 |
2,483 |
53,925 |
-12 |
Oct17 |
160830 |
19.49 |
19.62 |
19.40 |
19.50 |
-0.05 |
1,481 |
36,492 |
+10 |
Mar18 |
160830 |
19.32 |
19.37 |
19.23 |
19.30 |
unch |
576 |
17,363 |
-255 |
May18 |
160830 |
18.63 |
18.69 |
18.61 |
18.67 |
+0.02 |
9 |
5,498 |
-2 |
Jul18 |
160830 |
18.15 |
18.20 |
18.15 |
18.20 |
+0.05 |
0 |
4,870 |
+0 |
Total Volume and Open Interest |
55,480 |
901,758 |
+297 |
London Cocoa(LCE) |
Sep16 |
160830 |
2404 |
2411 |
2357 |
2361 |
-68 |
5,688 |
74,801 |
-967 |
Dec16 |
160830 |
2344 |
2354 |
2302 |
2306 |
-66 |
11,740 |
87,386 |
-34 |
Mar17 |
160830 |
2290 |
2301 |
2254 |
2258 |
-64 |
4,686 |
58,878 |
-508 |
May17 |
160830 |
2280 |
2287 |
2241 |
2246 |
-62 |
2,269 |
28,552 |
-220 |
Jul17 |
160830 |
2267 |
2282 |
2237 |
2240 |
-62 |
963 |
4,797 |
+141 |
Sep17 |
160830 |
2275 |
2275 |
2231 |
2231 |
-62 |
153 |
6,307 |
+39 |
Dec17 |
160830 |
2247 |
2251 |
2218 |
2218 |
-64 |
85 |
1,462 |
+34 |
Total Volume and Open Interest |
25,584 |
262,184 |
-1,515 |
London Sugar(LCE) |
Oct16 |
160830 |
542.50 |
543.60 |
535.60 |
537.50 |
-2.70 |
7,216 |
32,746 |
-239 |
Dec16 |
160830 |
551.00 |
551.50 |
543.60 |
545.30 |
-3.80 |
4,108 |
21,267 |
+147 |
Mar17 |
160830 |
554.80 |
555.90 |
547.80 |
549.30 |
-4.40 |
1,454 |
18,543 |
+353 |
May17 |
160830 |
546.90 |
547.10 |
541.00 |
542.30 |
-4.10 |
200 |
9,990 |
+66 |
Aug17 |
160830 |
535.00 |
536.90 |
532.00 |
532.70 |
-3.30 |
64 |
4,812 |
+19 |
Total Volume and Open Interest |
13,147 |
91,775 |
+446 |
Cotton(ICE) |
Oct16 |
160830 |
66.27 |
66.27 |
65.72 |
65.97 |
-0.72 |
13 |
175 |
-1 |
Dec16 |
160830 |
66.82 |
66.93 |
65.46 |
66.29 |
-0.66 |
13,022 |
156,427 |
+2,102 |
Mar17 |
160830 |
67.30 |
67.36 |
65.98 |
66.67 |
-0.76 |
2,184 |
48,160 |
+198 |
May17 |
160830 |
67.53 |
67.53 |
66.16 |
66.78 |
-0.87 |
502 |
6,155 |
-127 |
Jul17 |
160830 |
67.68 |
67.68 |
66.15 |
66.72 |
-0.96 |
231 |
6,024 |
+45 |
Oct17 |
160830 |
66.38 |
66.38 |
66.38 |
66.38 |
-0.98 |
|
|
|
Total Volume and Open Interest |
16,059 |
228,482 |
+2,302 |
Lumber(CME) |
Sep16 |
160830 |
312.5 |
316.0 |
311.2 |
312.4 |
-0.3 |
561 |
1,347 |
-319 |
Nov16 |
160830 |
319.3 |
322.7 |
318.0 |
319.8 |
-2.9 |
523 |
3,530 |
+245 |
Jan17 |
160830 |
327.5 |
330.0 |
327.5 |
328.8 |
-3.3 |
39 |
214 |
+17 |
Mar17 |
160830 |
334.5 |
336.1 |
334.5 |
334.5 |
-4.5 |
11 |
65 |
-4 |
Total Volume and Open Interest |
1,135 |
5,179 |
-61 |
Crude Oil(NYM) |
Oct16 |
160830 |
46.98 |
47.49 |
46.21 |
46.35 |
-0.63 |
558,344 |
433,916 |
-3,051 |
Nov16 |
160830 |
47.64 |
48.11 |
46.84 |
46.99 |
-0.66 |
109,819 |
242,559 |
+334 |
Dec16 |
160830 |
48.26 |
48.73 |
47.45 |
47.62 |
-0.67 |
75,616 |
269,938 |
-1,871 |
Jan17 |
160830 |
48.93 |
49.34 |
48.07 |
48.24 |
-0.69 |
28,781 |
121,927 |
+2,079 |
Feb17 |
160830 |
49.55 |
49.91 |
48.63 |
48.81 |
-0.70 |
14,326 |
51,408 |
+646 |
Mar17 |
160830 |
49.30 |
50.33 |
49.11 |
49.30 |
-0.69 |
17,100 |
98,039 |
+2,330 |
Apr17 |
160830 |
50.47 |
50.67 |
49.55 |
49.72 |
-0.66 |
10,565 |
33,539 |
+524 |
May17 |
160830 |
50.91 |
50.99 |
49.98 |
50.05 |
-0.64 |
4,251 |
26,171 |
+234 |
Jun17 |
160830 |
50.92 |
51.27 |
50.05 |
50.30 |
-0.63 |
21,217 |
99,186 |
+3,410 |
Jul17 |
160830 |
51.42 |
51.43 |
50.30 |
50.50 |
-0.63 |
2,903 |
21,631 |
-477 |
Aug17 |
160830 |
51.52 |
51.52 |
50.47 |
50.68 |
-0.63 |
1,142 |
16,457 |
+120 |
Sep17 |
160830 |
51.68 |
51.72 |
50.81 |
50.86 |
-0.63 |
3,378 |
38,312 |
+287 |
Oct17 |
160830 |
51.40 |
51.40 |
51.05 |
51.05 |
-0.63 |
1,796 |
14,349 |
+177 |
Nov17 |
160830 |
51.26 |
51.26 |
51.26 |
51.26 |
-0.63 |
1,284 |
13,890 |
+156 |
Dec17 |
160830 |
52.14 |
52.42 |
51.24 |
51.49 |
-0.63 |
21,023 |
152,365 |
+966 |
Jan18 |
160830 |
51.65 |
51.65 |
51.65 |
51.65 |
-0.63 |
1,375 |
15,200 |
+842 |
Total Volume and Open Interest |
878,803 |
1,776,760 |
+6,774 |
e-miNY Crude Oil(NYM) |
Oct16 |
160830 |
46.950 |
47.500 |
46.225 |
46.350 |
-0.625 |
13,322 |
1,919 |
-75 |
Nov16 |
160830 |
47.725 |
48.100 |
46.875 |
47.000 |
-0.650 |
280 |
335 |
+19 |
Dec16 |
160830 |
48.275 |
48.700 |
47.450 |
47.625 |
-0.675 |
77 |
364 |
-10 |
Jan17 |
160830 |
48.250 |
49.200 |
48.225 |
48.250 |
-0.675 |
12 |
46 |
-2 |
Feb17 |
160830 |
48.775 |
49.750 |
48.700 |
48.800 |
-0.700 |
0 |
97 |
+0 |
Mar17 |
160830 |
49.650 |
50.200 |
49.200 |
49.300 |
-0.700 |
8 |
130 |
+8 |
Apr17 |
160830 |
49.725 |
49.725 |
49.725 |
49.725 |
-0.650 |
8 |
101 |
+8 |
May17 |
160830 |
50.050 |
50.050 |
50.050 |
50.050 |
-0.650 |
11 |
83 |
-9 |
Jun17 |
160830 |
50.300 |
51.150 |
50.125 |
50.300 |
-0.625 |
13 |
16 |
-9 |
Jul17 |
160830 |
50.500 |
50.500 |
50.500 |
50.500 |
-0.625 |
2 |
76 |
-2 |
Total Volume and Open Interest |
13,772 |
3,429 |
-74 |
NY Harbor ULSD(NYM) |
Sep16 |
160830 |
148.59 |
150.33 |
146.20 |
147.11 |
-1.51 |
24,981 |
15,828 |
-9,760 |
Oct16 |
160830 |
149.88 |
151.68 |
147.56 |
148.47 |
-1.60 |
54,007 |
84,242 |
+2,102 |
Nov16 |
160830 |
151.57 |
153.09 |
149.17 |
150.11 |
-1.54 |
18,707 |
74,169 |
+762 |
Dec16 |
160830 |
152.79 |
154.40 |
150.57 |
151.52 |
-1.53 |
15,726 |
64,810 |
+961 |
Jan17 |
160830 |
154.40 |
155.87 |
152.36 |
153.16 |
-1.54 |
4,302 |
38,381 |
+126 |
Feb17 |
160830 |
156.55 |
156.84 |
153.51 |
154.29 |
-1.51 |
2,009 |
15,407 |
-20 |
Mar17 |
160830 |
157.11 |
157.14 |
153.90 |
154.72 |
-1.46 |
2,188 |
18,961 |
-19 |
Apr17 |
160830 |
156.38 |
156.82 |
153.92 |
154.42 |
-1.44 |
589 |
8,769 |
-20 |
May17 |
160830 |
154.65 |
154.65 |
154.65 |
154.65 |
-1.42 |
478 |
7,051 |
+102 |
Jun17 |
160830 |
157.19 |
157.59 |
154.07 |
155.00 |
-1.42 |
2,237 |
24,320 |
+385 |
Jul17 |
160830 |
155.39 |
155.84 |
155.36 |
155.77 |
-1.42 |
34 |
2,706 |
-8 |
Aug17 |
160830 |
156.80 |
156.80 |
156.70 |
156.70 |
-1.43 |
43 |
1,637 |
-10 |
Sep17 |
160830 |
159.00 |
159.00 |
157.79 |
157.79 |
-1.45 |
82 |
2,361 |
+14 |
Oct17 |
160830 |
160.00 |
160.00 |
158.90 |
158.90 |
-1.46 |
72 |
1,815 |
-2 |
Total Volume and Open Interest |
126,329 |
391,280 |
-5,269 |
RBOB Gasoline(NYM) |
Sep16 |
160830 |
146.88 |
147.62 |
143.34 |
144.83 |
-1.86 |
33,426 |
19,060 |
-9,165 |
Oct16 |
160830 |
139.80 |
140.48 |
136.18 |
137.45 |
-2.13 |
62,013 |
130,966 |
+2,800 |
Nov16 |
160830 |
138.51 |
139.13 |
135.24 |
136.35 |
-1.89 |
20,776 |
70,806 |
+549 |
Dec16 |
160830 |
137.50 |
138.11 |
134.52 |
135.50 |
-1.68 |
19,698 |
54,557 |
-1,324 |
Jan17 |
160830 |
137.99 |
138.40 |
135.13 |
135.90 |
-1.62 |
5,150 |
25,936 |
+204 |
Feb17 |
160830 |
138.87 |
139.69 |
136.49 |
137.22 |
-1.56 |
2,601 |
8,895 |
+518 |
Mar17 |
160830 |
141.24 |
141.80 |
138.79 |
139.57 |
-1.48 |
1,905 |
21,347 |
-522 |
Apr17 |
160830 |
159.04 |
159.73 |
156.70 |
157.48 |
-1.46 |
615 |
17,465 |
-34 |
May17 |
160830 |
160.23 |
160.57 |
158.30 |
158.50 |
-1.43 |
312 |
6,460 |
-7 |
Jun17 |
160830 |
160.10 |
160.61 |
157.61 |
158.36 |
-1.42 |
1,371 |
11,034 |
-296 |
Total Volume and Open Interest |
149,519 |
395,176 |
-7,504 |
e-miNY RBOB Gasoline(NYM) |
Sep16 |
160830 |
144.83 |
144.83 |
144.83 |
144.83 |
-1.86 |
1 |
0 |
-1 |
Oct16 |
160830 |
137.45 |
137.45 |
137.45 |
137.45 |
-2.13 |
|
|
|
Nov16 |
160830 |
136.35 |
136.35 |
136.35 |
136.35 |
-1.89 |
|
|
|
Dec16 |
160830 |
135.50 |
135.50 |
135.50 |
135.50 |
-1.68 |
|
|
|
Total Volume and Open Interest |
1 |
|
|
Natural Gas(NYM) |
Oct16 |
160830 |
2.893 |
2.943 |
2.815 |
2.827 |
-0.069 |
154,062 |
241,865 |
-387 |
Nov16 |
160830 |
3.011 |
3.055 |
2.931 |
2.949 |
-0.062 |
49,588 |
189,469 |
+1,418 |
Dec16 |
160830 |
3.215 |
3.255 |
3.139 |
3.157 |
-0.057 |
25,507 |
77,899 |
+1,112 |
Jan17 |
160830 |
3.329 |
3.364 |
3.259 |
3.278 |
-0.049 |
27,741 |
125,056 |
-31 |
Feb17 |
160830 |
3.343 |
3.361 |
3.259 |
3.279 |
-0.047 |
9,088 |
32,015 |
-1,005 |
Mar17 |
160830 |
3.291 |
3.312 |
3.217 |
3.238 |
-0.044 |
14,005 |
87,899 |
-431 |
Apr17 |
160830 |
3.037 |
3.046 |
2.970 |
2.994 |
-0.030 |
13,322 |
70,556 |
+1,297 |
May17 |
160830 |
3.007 |
3.008 |
2.943 |
2.966 |
-0.026 |
6,377 |
26,179 |
+1,132 |
Jun17 |
160830 |
3.026 |
3.034 |
2.967 |
2.994 |
-0.025 |
5,175 |
23,238 |
-358 |
Jul17 |
160830 |
3.049 |
3.061 |
2.996 |
3.022 |
-0.025 |
2,957 |
16,090 |
-3 |
Aug17 |
160830 |
3.061 |
3.070 |
3.003 |
3.031 |
-0.025 |
1,320 |
14,450 |
+311 |
Sep17 |
160830 |
3.047 |
3.056 |
2.987 |
3.015 |
-0.025 |
956 |
16,742 |
+219 |
Oct17 |
160830 |
3.073 |
3.084 |
3.012 |
3.039 |
-0.024 |
3,105 |
30,794 |
+661 |
Nov17 |
160830 |
3.124 |
3.129 |
3.067 |
3.092 |
-0.023 |
1,231 |
13,486 |
+65 |
Dec17 |
160830 |
3.253 |
3.258 |
3.198 |
3.224 |
-0.022 |
1,174 |
17,113 |
+64 |
Jan18 |
160830 |
3.353 |
3.360 |
3.302 |
3.327 |
-0.020 |
1,612 |
14,150 |
+177 |
Total Volume and Open Interest |
370,702 |
1,049,706 |
-4,439 |
Brent Crude Oil(ICE) |
Oct16 |
160830 |
49.25 |
49.76 |
48.23 |
48.37 |
-0.89 |
209,244 |
110,969 |
-16,305 |
Nov16 |
160830 |
49.45 |
49.90 |
48.48 |
48.73 |
-0.72 |
187,604 |
510,641 |
-3,639 |
Dec16 |
160830 |
49.77 |
50.25 |
48.87 |
49.14 |
-0.69 |
113,818 |
409,826 |
+4,499 |
Jan17 |
160830 |
50.21 |
50.62 |
49.26 |
49.55 |
-0.67 |
30,057 |
139,181 |
+2,102 |
Feb17 |
160830 |
50.62 |
51.02 |
49.66 |
49.95 |
-0.67 |
15,888 |
91,937 |
-1,445 |
Mar17 |
160830 |
51.03 |
51.41 |
50.06 |
50.36 |
-0.67 |
19,381 |
128,469 |
-249 |
Apr17 |
160830 |
51.38 |
51.74 |
50.44 |
50.72 |
-0.67 |
9,834 |
42,651 |
+1,070 |
May17 |
160830 |
51.69 |
52.04 |
50.75 |
51.04 |
-0.67 |
5,071 |
41,797 |
+38 |
Jun17 |
160830 |
51.94 |
52.28 |
51.01 |
51.31 |
-0.66 |
21,107 |
119,971 |
+660 |
Jul17 |
160830 |
51.13 |
51.58 |
51.10 |
51.58 |
-0.65 |
627 |
22,315 |
+9 |
Aug17 |
160830 |
51.37 |
51.83 |
51.35 |
51.83 |
-0.65 |
427 |
18,696 |
-91 |
Sep17 |
160830 |
52.25 |
52.56 |
52.06 |
52.06 |
-0.65 |
2,166 |
47,886 |
+23 |
Oct17 |
160830 |
52.29 |
52.29 |
52.29 |
52.29 |
-0.65 |
289 |
19,478 |
+128 |
Nov17 |
160830 |
52.49 |
52.49 |
52.49 |
52.49 |
-0.65 |
266 |
16,298 |
-11 |
Total Volume and Open Interest |
643,934 |
2,222,893 |
-13,555 |
Gas Oil(ICE) |
Sep16 |
160830 |
431.75 |
437.75 |
426.00 |
428.00 |
-2.75 |
42,724 |
101,743 |
-519 |
Oct16 |
160830 |
436.50 |
442.50 |
431.00 |
433.00 |
-2.75 |
63,586 |
143,312 |
+3,095 |
Nov16 |
160830 |
440.00 |
445.00 |
434.00 |
436.00 |
-3.00 |
21,454 |
70,184 |
+2,326 |
Dec16 |
160830 |
443.00 |
447.50 |
436.75 |
438.50 |
-3.25 |
33,233 |
135,487 |
-603 |
Jan17 |
160830 |
446.75 |
451.00 |
440.50 |
442.50 |
-3.25 |
9,587 |
44,775 |
+278 |
Feb17 |
160830 |
449.50 |
454.75 |
444.50 |
446.25 |
-3.50 |
3,033 |
29,801 |
+585 |
Mar17 |
160830 |
453.75 |
457.75 |
447.50 |
449.25 |
-3.50 |
2,419 |
31,971 |
+66 |
Apr17 |
160830 |
456.25 |
460.25 |
450.75 |
451.75 |
-3.75 |
1,695 |
15,975 |
-280 |
May17 |
160830 |
458.75 |
461.75 |
453.25 |
454.25 |
-3.75 |
391 |
14,272 |
-135 |
Jun17 |
160830 |
461.25 |
465.00 |
455.00 |
456.50 |
-3.75 |
2,465 |
45,430 |
+58 |
Total Volume and Open Interest |
187,372 |
802,455 |
+5,851 |
Ethanol(CBOT) |
Sep16 |
160830 |
1.462 |
1.462 |
1.434 |
1.434 |
-0.006 |
59 |
245 |
-44 |
Oct16 |
160830 |
1.443 |
1.443 |
1.411 |
1.412 |
-0.010 |
216 |
1,872 |
+126 |
Nov16 |
160830 |
1.392 |
1.392 |
1.387 |
1.388 |
-0.008 |
50 |
627 |
+1 |
Dec16 |
160830 |
1.365 |
1.366 |
1.356 |
1.356 |
-0.008 |
66 |
1,158 |
+2 |
Jan17 |
160830 |
1.349 |
1.349 |
1.341 |
1.341 |
-0.008 |
74 |
262 |
+47 |
Feb17 |
160830 |
1.345 |
1.345 |
1.345 |
1.345 |
-0.008 |
0 |
163 |
+0 |
Mar17 |
160830 |
1.359 |
1.359 |
1.359 |
1.359 |
-0.008 |
0 |
7 |
+0 |
Apr17 |
160830 |
1.376 |
1.376 |
1.376 |
1.376 |
-0.008 |
0 |
7 |
+0 |
Total Volume and Open Interest |
465 |
4,347 |
+132 |
WTI Crude Oil(ICE) |
Oct16 |
160830 |
47.06 |
47.47 |
46.22 |
46.35 |
-0.63 |
48,152 |
73,583 |
-872 |
Nov16 |
160830 |
47.73 |
48.10 |
46.88 |
46.99 |
-0.66 |
27,938 |
71,511 |
-1,020 |
Dec16 |
160830 |
48.31 |
48.71 |
47.45 |
47.62 |
-0.67 |
24,707 |
103,843 |
-341 |
Jan17 |
160830 |
48.97 |
49.31 |
48.10 |
48.24 |
-0.69 |
7,352 |
29,423 |
-1,129 |
Feb17 |
160830 |
49.79 |
49.86 |
48.66 |
48.81 |
-0.70 |
6,508 |
22,166 |
-1,219 |
Mar17 |
160830 |
50.33 |
50.33 |
49.14 |
49.30 |
-0.69 |
3,280 |
29,634 |
-189 |
Apr17 |
160830 |
50.65 |
50.68 |
49.54 |
49.72 |
-0.66 |
1,638 |
6,404 |
+82 |
May17 |
160830 |
50.09 |
50.23 |
49.96 |
50.05 |
-0.64 |
612 |
6,091 |
+267 |
Jun17 |
160830 |
51.19 |
51.25 |
50.11 |
50.30 |
-0.63 |
3,226 |
35,944 |
+1,218 |
Jul17 |
160830 |
50.50 |
50.50 |
50.50 |
50.50 |
-0.63 |
306 |
3,925 |
+100 |
Aug17 |
160830 |
50.68 |
50.68 |
50.68 |
50.68 |
-0.63 |
78 |
913 |
-5 |
Sep17 |
160830 |
50.86 |
50.86 |
50.86 |
50.86 |
-0.63 |
112 |
9,778 |
+0 |
Oct17 |
160830 |
51.05 |
51.05 |
51.05 |
51.05 |
-0.63 |
44 |
1,298 |
+42 |
Nov17 |
160830 |
51.26 |
51.26 |
51.26 |
51.26 |
-0.63 |
4 |
1,102 |
+0 |
Dec17 |
160830 |
52.27 |
52.27 |
51.33 |
51.49 |
-0.63 |
4,498 |
67,606 |
+1,427 |
Jan18 |
160830 |
51.65 |
51.65 |
51.65 |
51.65 |
-0.63 |
0 |
455 |
+0 |
Total Volume and Open Interest |
132,081 |
510,795 |
-977 |
US Dollar Index(ICE) |
Sep16 |
160830 |
95.520 |
96.125 |
95.505 |
96.040 |
+0.497 |
41,256 |
46,695 |
-1,212 |
Dec16 |
160830 |
95.495 |
96.080 |
95.480 |
95.995 |
+0.493 |
1,751 |
9,183 |
+141 |
Mar17 |
160830 |
95.605 |
96.030 |
95.605 |
95.965 |
+0.492 |
40 |
2,111 |
+28 |
Total Volume and Open Interest |
43,049 |
58,160 |
-1,044 |
Australian Dollar(CME) |
Sep16 |
160830 |
75.73 |
75.76 |
74.96 |
75.06 |
-0.66 |
158,260 |
111,388 |
+769 |
Dec16 |
160830 |
75.51 |
75.58 |
74.81 |
74.90 |
-0.66 |
414 |
2,784 |
+77 |
Mar17 |
160830 |
75.00 |
75.00 |
74.77 |
74.77 |
-0.65 |
0 |
12 |
+0 |
Total Volume and Open Interest |
158,674 |
114,184 |
+846 |
British Pound(CME) |
Sep16 |
160830 |
131.09 |
131.25 |
130.64 |
130.88 |
-0.25 |
104,456 |
233,110 |
-2,104 |
Dec16 |
160830 |
131.45 |
131.49 |
130.90 |
131.13 |
-0.25 |
2,284 |
11,652 |
+1,855 |
Mar17 |
160830 |
131.39 |
131.70 |
131.28 |
131.39 |
-0.26 |
3 |
627 |
+3 |
Total Volume and Open Interest |
106,743 |
245,873 |
-246 |
Canadian Dollar(CME) |
Sep16 |
160830 |
76.83 |
76.87 |
76.32 |
76.45 |
-0.37 |
82,467 |
126,193 |
-266 |
Dec16 |
160830 |
76.88 |
76.89 |
76.37 |
76.48 |
-0.37 |
510 |
4,683 |
-39 |
Mar17 |
160830 |
76.65 |
76.92 |
76.43 |
76.52 |
-0.37 |
36 |
441 |
-4 |
Jun17 |
160830 |
76.57 |
76.96 |
76.49 |
76.57 |
-0.37 |
0 |
192 |
+0 |
Total Volume and Open Interest |
83,013 |
131,589 |
-309 |
Japanese Yen(CME) |
Sep16 |
160830 |
98.21 |
98.34 |
97.02 |
97.17 |
-0.96 |
175,843 |
162,691 |
+689 |
Dec16 |
160830 |
98.52 |
98.74 |
97.42 |
97.57 |
-0.97 |
1,227 |
3,569 |
+251 |
Mar17 |
160830 |
98.82 |
99.06 |
97.96 |
97.99 |
-0.97 |
2 |
264 |
+0 |
Total Volume and Open Interest |
177,072 |
166,642 |
+940 |
Swiss Franc(CME) |
Sep16 |
160830 |
102.33 |
102.40 |
101.69 |
101.75 |
-0.58 |
48,807 |
39,051 |
-441 |
Dec16 |
160830 |
102.75 |
102.94 |
102.25 |
102.30 |
-0.59 |
96 |
250 |
+6 |
Mar17 |
160830 |
102.84 |
102.84 |
102.84 |
102.84 |
-0.60 |
|
|
|
Total Volume and Open Interest |
48,903 |
39,318 |
-435 |
EuroFX(CME) |
Sep16 |
160830 |
111.95 |
112.01 |
111.41 |
111.50 |
-0.46 |
261,824 |
351,226 |
+219 |
Dec16 |
160830 |
112.40 |
112.44 |
111.85 |
111.94 |
-0.46 |
2,594 |
9,759 |
+197 |
Mar17 |
160830 |
112.68 |
112.89 |
112.34 |
112.40 |
-0.47 |
71 |
1,371 |
+25 |
Total Volume and Open Interest |
264,496 |
363,088 |
+445 |
Mexican Peso(CME) |
Sep16 |
160830 |
535.50 |
537.25 |
529.38 |
529.88 |
-6.50 |
88,518 |
80,745 |
-816 |
Oct16 |
160830 |
528.50 |
528.50 |
528.50 |
528.50 |
-6.50 |
|
|
|
Total Volume and Open Interest |
89,037 |
112,915 |
-738 |
Brazilian Real(CME) |
Sep16 |
160830 |
306.20 |
310.20 |
306.20 |
308.15 |
-0.50 |
6,128 |
20,079 |
-3,884 |
Oct16 |
160830 |
304.00 |
307.35 |
303.60 |
305.40 |
-0.45 |
2,737 |
2,664 |
+1,830 |
Nov16 |
160830 |
302.75 |
302.75 |
302.55 |
302.75 |
-0.55 |
|
|
|
Dec16 |
160830 |
302.00 |
302.00 |
299.00 |
300.10 |
-0.45 |
3,230 |
3,272 |
+3,115 |
Total Volume and Open Interest |
12,095 |
26,015 |
+1,061 |
30-Year T-Bonds(CBOT) |
Sep16 |
160830 |
172~010 |
172~020 |
171~140 |
171~250 |
-0~100 |
460,461 |
241,402 |
-103,320 |
Dec16 |
160830 |
170~190 |
170~200 |
169~310 |
170~100 |
-0~110 |
200,958 |
355,351 |
+106,039 |
Mar17 |
160830 |
169~060 |
169~060 |
169~060 |
169~060 |
-0~110 |
|
|
|
Total Volume and Open Interest |
661,419 |
596,753 |
+2,719 |
10-Year T-Notes(CBOT) |
Sep16 |
160830 |
131~310 |
132~010 |
131~220 |
131~285 |
-0~020 |
2,759,059 |
1,091,587 |
-601,922 |
Dec16 |
160830 |
131~005 |
131~020 |
130~235 |
130~295 |
-0~020 |
1,542,558 |
1,921,250 |
+614,184 |
Mar17 |
160830 |
130~035 |
130~035 |
130~035 |
130~035 |
-0~020 |
|
|
|
Total Volume and Open Interest |
4,301,617 |
3,012,837 |
+12,262 |
5-Year T-Notes(CBOT) |
Sep16 |
160830 |
121~086 |
121~094 |
121~022 |
121~074 |
-0~006 |
1,911,630 |
1,006,848 |
-512,065 |
Dec16 |
160830 |
121~086 |
121~092 |
121~020 |
121~074 |
-0~004 |
1,301,866 |
2,223,593 |
+513,148 |
Mar17 |
160830 |
120~296 |
120~296 |
120~296 |
120~296 |
-0~004 |
|
|
|
Total Volume and Open Interest |
3,213,496 |
3,230,441 |
+1,083 |
2 Year T-Notes(CBOT) |
Sep16 |
160830 |
109~072 |
109~076 |
109~054 |
109~074 |
+0~002 |
740,824 |
499,458 |
-235,170 |
Dec16 |
160830 |
109~042 |
109~046 |
109~022 |
109~044 |
+0~002 |
495,626 |
717,753 |
+186,782 |
Mar17 |
160830 |
109~040 |
109~040 |
109~040 |
109~040 |
+0~002 |
|
|
|
Total Volume and Open Interest |
1,236,450 |
1,217,211 |
-48,388 |
Eurodollars(CME) |
Sep16 |
160830 |
99.115 |
99.122 |
99.107 |
99.113 |
-0.005 |
388,124 |
1,104,071 |
-22,494 |
Dec16 |
160830 |
99.055 |
99.060 |
99.040 |
99.050 |
-0.005 |
508,274 |
1,496,973 |
-1,883 |
Mar17 |
160830 |
99.010 |
99.020 |
98.990 |
99.010 |
-0.005 |
325,661 |
1,102,963 |
-3,622 |
Jun17 |
160830 |
98.970 |
98.975 |
98.945 |
98.965 |
-0.005 |
264,334 |
980,004 |
-725 |
Sep17 |
160830 |
98.925 |
98.935 |
98.900 |
98.920 |
-0.005 |
272,970 |
879,822 |
-10,832 |
Dec17 |
160830 |
98.880 |
98.890 |
98.850 |
98.875 |
-0.005 |
424,258 |
1,324,118 |
-18,043 |
Mar18 |
160830 |
98.855 |
98.865 |
98.825 |
98.850 |
-0.010 |
186,480 |
632,731 |
-278 |
Jun18 |
160830 |
98.835 |
98.835 |
98.795 |
98.820 |
-0.010 |
187,318 |
495,132 |
-2,689 |
Sep18 |
160830 |
98.800 |
98.805 |
98.765 |
98.795 |
-0.005 |
157,118 |
447,904 |
+6,106 |
Dec18 |
160830 |
98.765 |
98.765 |
98.725 |
98.755 |
-0.005 |
182,650 |
595,023 |
-4,295 |
Mar19 |
160830 |
98.745 |
98.745 |
98.705 |
98.730 |
-0.010 |
117,936 |
413,815 |
+3,871 |
Jun19 |
160830 |
98.715 |
98.720 |
98.675 |
98.700 |
-0.010 |
129,800 |
310,689 |
+8,514 |
Sep19 |
160830 |
98.685 |
98.685 |
98.645 |
98.670 |
-0.010 |
84,268 |
244,478 |
+864 |
Dec19 |
160830 |
98.645 |
98.645 |
98.605 |
98.630 |
-0.010 |
114,748 |
268,854 |
+16,701 |
Mar20 |
160830 |
98.620 |
98.620 |
98.580 |
98.605 |
-0.010 |
51,598 |
143,941 |
-1,866 |
Jun20 |
160830 |
98.585 |
98.585 |
98.545 |
98.570 |
-0.010 |
55,233 |
98,499 |
-2,592 |
Sep20 |
160830 |
98.550 |
98.550 |
98.515 |
98.540 |
-0.005 |
38,390 |
77,320 |
+1,049 |
Dec20 |
160830 |
98.510 |
98.510 |
98.475 |
98.500 |
-0.005 |
43,595 |
104,056 |
+2,118 |
Total Volume and Open Interest |
3,617,500 |
11,054,623 |
-23,747 |
Ultra T-Bond(CBOT) |
Sep16 |
160830 |
188~23 |
188~23 |
187~22 |
187~26 |
-0~27 |
239,489 |
259,116 |
-124,781 |
Dec16 |
160830 |
188~00 |
188~02 |
187~00 |
187~05 |
-0~27 |
165,763 |
361,591 |
+129,698 |
Mar17 |
160830 |
186~05 |
186~05 |
186~05 |
186~05 |
-0~27 |
|
|
|
Total Volume and Open Interest |
405,252 |
620,707 |
+4,917 |
Ultra 10-Yr T-Note(CBOT) |
Sep16 |
160830 |
144~270 |
144~295 |
144~165 |
144~255 |
-0~010 |
135,699 |
97,715 |
-24,148 |
Dec16 |
160830 |
144~125 |
144~145 |
144~010 |
144~115 |
unch |
63,267 |
129,365 |
+40,617 |
Mar17 |
160830 |
144~115 |
144~115 |
144~115 |
144~115 |
unch |
|
|
|
Total Volume and Open Interest |
198,966 |
227,080 |
+16,469 |
30 Day Federal Funds(CBOT) |
Aug16 |
160830 |
99.603 |
99.605 |
99.603 |
99.603 |
unch |
5,038 |
130,216 |
-2,362 |
Sep16 |
160830 |
99.582 |
99.585 |
99.580 |
99.582 |
unch |
19,019 |
69,899 |
-3,832 |
Oct16 |
160830 |
99.535 |
99.540 |
99.525 |
99.540 |
+0.005 |
128,982 |
232,178 |
+15,458 |
Nov16 |
160830 |
99.515 |
99.525 |
99.505 |
99.525 |
+0.005 |
43,820 |
130,695 |
+9,600 |
Dec16 |
160830 |
99.470 |
99.485 |
99.460 |
99.480 |
+0.010 |
23,892 |
76,994 |
+5,982 |
Jan17 |
160830 |
99.430 |
99.445 |
99.420 |
99.440 |
+0.010 |
41,530 |
104,296 |
-7,267 |
Total Volume and Open Interest |
295,190 |
978,166 |
+17,578 |
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 |
160830 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec16 |
160830 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
160830 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160830 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160830 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160830 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160830 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
160830 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep16 |
160830 |
151.45 |
151.58 |
151.45 |
151.55 |
+0.10 |
298 |
17,051 |
+209 |
Dec16 |
160830 |
151.75 |
151.82 |
151.75 |
151.82 |
+0.09 |
0 |
78 |
+0 |
Mar17 |
160830 |
151.74 |
151.74 |
151.74 |
151.74 |
+0.09 |
|
|
|
Total Volume and Open Interest |
298 |
17,129 |
+209 |
Euro-Buxl(EUREX) |
Sep16 |
160830 |
193.10 |
194.78 |
192.34 |
194.22 |
+1.08 |
24,279 |
140,433 |
+2,664 |
Dec16 |
160830 |
190.98 |
192.90 |
190.98 |
192.60 |
+1.04 |
125 |
2,412 |
+67 |
Mar17 |
160830 |
192.22 |
192.22 |
192.22 |
192.22 |
+1.08 |
|
|
|
Total Volume and Open Interest |
24,404 |
142,845 |
+2,731 |
Euro-Bund(EUREX) |
Sep16 |
160830 |
167.60 |
167.86 |
167.37 |
167.73 |
+0.16 |
478,784 |
1,621,624 |
-1,436 |
Dec16 |
160830 |
164.89 |
165.14 |
164.66 |
165.02 |
+0.16 |
25,681 |
171,937 |
+15,518 |
Mar17 |
160830 |
167.12 |
167.55 |
167.12 |
167.43 |
+0.16 |
35 |
398 |
+33 |
Total Volume and Open Interest |
504,500 |
1,793,959 |
+14,115 |
Euro-Bobl(EUREX) |
Sep16 |
160830 |
133.63 |
133.68 |
133.57 |
133.64 |
+0.03 |
326,114 |
1,452,551 |
+100,175 |
Dec16 |
160830 |
131.63 |
131.68 |
131.57 |
131.64 |
+0.03 |
39,924 |
147,035 |
+27,332 |
Mar17 |
160830 |
133.59 |
133.59 |
133.59 |
133.59 |
+0.03 |
|
|
|
Total Volume and Open Interest |
366,038 |
1,599,586 |
+127,507 |
Euro-Schatz(EUREX) |
Sep16 |
160830 |
112.02 |
112.03 |
112.00 |
112.01 |
-0.00 |
125,484 |
1,103,022 |
-51,310 |
Dec16 |
160830 |
112.00 |
112.00 |
111.97 |
112.00 |
unch |
22,677 |
134,835 |
-11,376 |
Mar17 |
160830 |
112.01 |
112.01 |
112.01 |
112.01 |
-0.00 |
|
|
|
Total Volume and Open Interest |
148,161 |
1,237,857 |
-62,686 |
3-Mth Euribor(EUREX) |
Sep16 |
160830 |
100.305 |
100.305 |
100.305 |
100.305 |
unch |
0 |
3,847 |
+0 |
Dec16 |
160830 |
100.320 |
100.320 |
100.320 |
100.320 |
+0.005 |
10 |
2,935 |
+10 |
Mar17 |
160830 |
100.330 |
100.330 |
100.330 |
100.330 |
unch |
0 |
3,208 |
+0 |
Total Volume and Open Interest |
1,363 |
77,747 |
+288 |
Long Gilt(LIFFE) |
Sep16 |
160830 |
132~09 |
132~30 |
132~07 |
132~20 |
-0~01 |
434,477 |
156,864 |
-169,044 |
Dec16 |
160830 |
131~06 |
131~27 |
131~04 |
131~17 |
-0~01 |
345,840 |
405,898 |
+191,417 |
Total Volume and Open Interest |
780,317 |
562,762 |
+22,373 |
3-Mth Short Sterling(LIFFE) |
Sep16 |
160830 |
99.61 |
99.63 |
99.61 |
99.62 |
unch |
35,214 |
333,324 |
-4,882 |
Dec16 |
160830 |
99.68 |
99.69 |
99.68 |
99.69 |
unch |
54,430 |
562,458 |
-8,758 |
Mar17 |
160830 |
99.71 |
99.72 |
99.70 |
99.71 |
unch |
29,583 |
331,569 |
-497 |
Jun17 |
160830 |
99.71 |
99.73 |
99.71 |
99.72 |
unch |
40,531 |
327,855 |
-1,025 |
Sep17 |
160830 |
99.73 |
99.74 |
99.72 |
99.73 |
unch |
31,993 |
285,715 |
-9,952 |
Dec17 |
160830 |
99.72 |
99.74 |
99.71 |
99.73 |
unch |
36,657 |
334,517 |
+8,092 |
Total Volume and Open Interest |
318,690 |
3,097,525 |
-15,823 |
3-Mth Euribor(LIFFE) |
Sep16 |
160830 |
100.305 |
100.305 |
100.300 |
100.300 |
unch |
30,278 |
355,606 |
-5,029 |
Dec16 |
160830 |
100.320 |
100.325 |
100.315 |
100.320 |
+0.005 |
77,111 |
444,584 |
+1,004 |
Mar17 |
160830 |
100.330 |
100.335 |
100.325 |
100.330 |
+0.005 |
70,529 |
362,889 |
+14,498 |
Total Volume and Open Interest |
515,345 |
3,089,657 |
+2,904 |
3-Mth Aus T-Bills(SFE) |
Sep16 |
160830 |
98.24 |
98.26 |
98.24 |
98.25 |
unch |
11,475 |
130,990 |
-5,905 |
Dec16 |
160830 |
98.33 |
98.35 |
98.32 |
98.34 |
+0.01 |
20,606 |
206,072 |
-5,674 |
Mar17 |
160830 |
98.38 |
98.40 |
98.37 |
98.40 |
+0.02 |
9,110 |
161,231 |
+80 |
Jun17 |
160830 |
98.41 |
98.44 |
98.40 |
98.43 |
+0.02 |
6,622 |
130,476 |
-72 |
Sep17 |
160830 |
98.41 |
98.45 |
98.41 |
98.44 |
+0.02 |
3,494 |
98,770 |
-398 |
Dec17 |
160830 |
98.41 |
98.45 |
98.40 |
98.44 |
+0.03 |
1,231 |
78,101 |
-282 |
Mar18 |
160830 |
98.39 |
98.44 |
98.39 |
98.43 |
+0.03 |
1,686 |
63,394 |
+774 |
Jun18 |
160830 |
98.39 |
98.43 |
98.39 |
98.42 |
+0.03 |
898 |
47,889 |
-457 |
Sep18 |
160830 |
98.41 |
98.41 |
98.40 |
98.40 |
+0.03 |
86 |
7,006 |
-29 |
Dec18 |
160830 |
98.37 |
98.37 |
98.37 |
98.37 |
+0.03 |
16 |
4,251 |
+0 |
Total Volume and Open Interest |
55,224 |
931,340 |
-12,113 |
10-Year Aus T-Bonds(SFE) |
Sep16 |
160830 |
98.11 |
98.17 |
98.11 |
98.15 |
+0.04 |
60,498 |
840,179 |
+1,130 |
Dec16 |
160830 |
98.18 |
98.18 |
98.17 |
98.17 |
+0.04 |
5 |
5 |
+5 |
Total Volume and Open Interest |
60,503 |
840,184 |
+1,135 |
3-Year Aus T-Bonds(SFE) |
Sep16 |
160830 |
98.59 |
98.63 |
98.59 |
98.61 |
+0.02 |
89,795 |
866,548 |
+12,593 |
Dec16 |
160830 |
98.68 |
98.68 |
98.67 |
98.67 |
+0.03 |
10 |
10 |
+10 |
Total Volume and Open Interest |
89,805 |
866,558 |
+12,603 |
Gold(CMX) |
Oct16 |
160830 |
1323.2 |
1325.4 |
1308.6 |
1313.0 |
-10.7 |
10,932 |
45,168 |
-1,292 |
Dec16 |
160830 |
1327.0 |
1328.9 |
1312.0 |
1316.5 |
-10.6 |
300,050 |
419,451 |
+4,629 |
Feb17 |
160830 |
1330.0 |
1331.7 |
1315.4 |
1319.8 |
-10.4 |
11,487 |
37,594 |
+2,353 |
Apr17 |
160830 |
1327.5 |
1327.5 |
1319.3 |
1322.4 |
-10.3 |
1,271 |
9,598 |
+45 |
Jun17 |
160830 |
1335.0 |
1335.4 |
1320.5 |
1324.9 |
-10.3 |
1,583 |
14,945 |
+428 |
Aug17 |
160830 |
1334.0 |
1334.0 |
1327.5 |
1327.5 |
-10.2 |
983 |
7,976 |
+31 |
Oct17 |
160830 |
1330.0 |
1330.0 |
1330.0 |
1330.0 |
-10.0 |
746 |
1,353 |
+398 |
Dec17 |
160830 |
1337.4 |
1337.5 |
1328.7 |
1332.4 |
-9.8 |
543 |
11,332 |
-274 |
Feb18 |
160830 |
1335.1 |
1335.1 |
1335.1 |
1335.1 |
-9.8 |
0 |
135 |
+0 |
Apr18 |
160830 |
1337.8 |
1337.8 |
1337.8 |
1337.8 |
-9.8 |
0 |
4 |
+0 |
Jun18 |
160830 |
1340.5 |
1340.5 |
1340.5 |
1340.5 |
-9.8 |
0 |
4,334 |
+0 |
Total Volume and Open Interest |
328,844 |
560,430 |
+5,975 |
Silver(CMX) |
Sep16 |
160830 |
1886.0 |
1894.0 |
1855.0 |
1857.7 |
-19.1 |
83,385 |
23,748 |
-15,155 |
Dec16 |
160830 |
1896.0 |
1904.0 |
1864.5 |
1867.3 |
-18.6 |
46,198 |
148,323 |
+6,501 |
Mar17 |
160830 |
1904.0 |
1907.5 |
1875.5 |
1878.1 |
-18.6 |
1,132 |
12,129 |
+434 |
May17 |
160830 |
1883.0 |
1885.0 |
1883.0 |
1884.8 |
-18.6 |
105 |
855 |
+63 |
Jul17 |
160830 |
1891.0 |
1891.5 |
1891.0 |
1891.4 |
-18.6 |
4 |
2,483 |
+0 |
Sep17 |
160830 |
1899.0 |
1899.0 |
1898.0 |
1898.0 |
-18.6 |
4 |
471 |
+1 |
Dec17 |
160830 |
1924.0 |
1924.0 |
1907.4 |
1907.4 |
-18.6 |
8 |
2,195 |
+8 |
Total Volume and Open Interest |
131,231 |
193,747 |
-8,110 |
Platinum(NYMEX) |
Oct16 |
160830 |
1081.2 |
1084.5 |
1055.4 |
1056.6 |
-24.5 |
17,338 |
70,143 |
-1,303 |
Jan17 |
160830 |
1083.6 |
1085.6 |
1058.0 |
1059.2 |
-24.3 |
1,156 |
8,281 |
-80 |
Apr17 |
160830 |
1062.0 |
1062.0 |
1061.9 |
1061.9 |
-24.3 |
487 |
733 |
+472 |
Jul17 |
160830 |
1063.9 |
1063.9 |
1063.9 |
1063.9 |
-24.3 |
0 |
16 |
+0 |
Total Volume and Open Interest |
19,003 |
79,255 |
-909 |
Palladium(NYMEX) |
Sep16 |
160830 |
697.50 |
699.75 |
674.65 |
677.95 |
-19.35 |
5,664 |
2,910 |
-2,844 |
Dec16 |
160830 |
699.55 |
703.30 |
674.45 |
678.20 |
-21.05 |
5,969 |
23,380 |
+1,807 |
Mar17 |
160830 |
687.45 |
688.45 |
679.55 |
679.55 |
-21.40 |
28 |
59 |
+5 |
Total Volume and Open Interest |
11,681 |
26,381 |
-1,022 |
Copper(CMX) |
Sep16 |
160830 |
208.05 |
208.90 |
206.30 |
206.90 |
-0.55 |
48,864 |
14,495 |
-7,357 |
Dec16 |
160830 |
208.30 |
209.20 |
206.95 |
207.65 |
-0.25 |
36,812 |
127,770 |
+8,611 |
Mar17 |
160830 |
209.10 |
209.95 |
207.95 |
208.60 |
-0.15 |
1,686 |
28,196 |
+295 |
May17 |
160830 |
210.45 |
210.55 |
208.65 |
209.30 |
-0.10 |
894 |
5,462 |
-130 |
Jul17 |
160830 |
209.40 |
209.90 |
209.20 |
209.90 |
unch |
392 |
1,205 |
-44 |
Total Volume and Open Interest |
89,867 |
187,257 |
+1,540 |
E-mini DJIA Index(CBOT) |
Sep16 |
160830 |
18493 |
18515 |
18401 |
18444 |
-45 |
193,964 |
145,150 |
-146 |
Dec16 |
160830 |
18407 |
18427 |
18318 |
18357 |
-45 |
500 |
1,324 |
+128 |
Mar17 |
160830 |
18290 |
18290 |
18290 |
18290 |
-45 |
113 |
402 |
+110 |
Jun17 |
160830 |
18249 |
18249 |
18249 |
18249 |
-45 |
0 |
3 |
+0 |
Total Volume and Open Interest |
194,577 |
146,879 |
+92 |
S & P 500(CME) |
Sep16 |
160830 |
2179.50 |
2181.00 |
2169.00 |
2175.20 |
-4.10 |
4,816 |
95,025 |
-3,590 |
Dec16 |
160830 |
2172.50 |
2172.50 |
2163.10 |
2167.90 |
-4.20 |
482 |
1,749 |
+514 |
Mar17 |
160830 |
2161.60 |
2161.60 |
2156.50 |
2161.60 |
-3.90 |
0 |
60 |
+0 |
Jun17 |
160830 |
2155.70 |
2155.70 |
2150.60 |
2155.70 |
-3.90 |
0 |
60 |
+0 |
Total Volume and Open Interest |
5,298 |
96,894 |
-3,076 |
S & P 500 E-Mini(Globex) |
Sep16 |
160830 |
2180.00 |
2181.50 |
2168.50 |
2175.25 |
-4.00 |
2,535,682 |
2,944,282 |
+5,425 |
Dec16 |
160830 |
2171.50 |
2174.00 |
2161.50 |
2168.00 |
-4.00 |
18,323 |
75,229 |
+7,476 |
Mar17 |
160830 |
2165.50 |
2167.00 |
2155.50 |
2161.50 |
-4.00 |
71 |
859 |
+4 |
Jun17 |
160830 |
2150.00 |
2155.75 |
2150.00 |
2155.75 |
-3.75 |
10 |
322 |
-5 |
Total Volume and Open Interest |
2,554,088 |
3,020,695 |
+12,902 |
NASDAQ 100 E-Mini(Globex) |
Sep16 |
160830 |
4795.00 |
4798.50 |
4759.80 |
4776.00 |
-17.30 |
281,261 |
305,961 |
+2,378 |
Dec16 |
160830 |
4787.80 |
4792.50 |
4755.00 |
4770.50 |
-17.00 |
1,139 |
2,476 |
+585 |
Mar17 |
160830 |
4764.50 |
4764.50 |
4759.00 |
4764.50 |
-17.00 |
0 |
50 |
+0 |
Total Volume and Open Interest |
282,400 |
308,494 |
+2,963 |
S&P Midcap 400(CME) e-Mini |
Sep16 |
160830 |
1569.80 |
1573.20 |
1562.60 |
1569.40 |
-0.80 |
19,022 |
83,672 |
-661 |
Dec16 |
160830 |
1564.00 |
1564.00 |
1564.00 |
1564.00 |
-0.80 |
0 |
10 |
+0 |
Mar17 |
160830 |
1564.50 |
1564.50 |
1564.50 |
1564.50 |
-0.80 |
|
|
|
Total Volume and Open Interest |
19,022 |
83,682 |
-661 |
Volatility Index(CBOE) |
Aug16 |
160817 |
12.80 |
13.00 |
12.55 |
12.65 |
-0.18 |
87,344 |
101,401 |
-15,417 |
Sep16 |
160830 |
14.68 |
14.95 |
14.50 |
14.53 |
-0.15 |
116,618 |
267,164 |
+267,164 |
Oct16 |
160830 |
16.80 |
16.95 |
16.65 |
16.77 |
-0.06 |
71,127 |
115,112 |
+115,112 |
Nov16 |
160830 |
17.87 |
17.95 |
17.70 |
17.83 |
-0.05 |
18,474 |
48,255 |
+48,255 |
Total Volume and Open Interest |
221,430 |
514,432 |
+6,552 |
Russell 2000(ICE) |
Sep16 |
160830 |
1245.40 |
1248.20 |
1239.90 |
1245.90 |
+1.20 |
92,358 |
334,961 |
+1,145 |
Dec16 |
160830 |
1240.90 |
1243.00 |
1235.70 |
1241.30 |
+1.10 |
149 |
1,086 |
+28 |
Mar17 |
160830 |
1237.80 |
1237.80 |
1237.80 |
1237.80 |
+1.10 |
0 |
250 |
+0 |
Total Volume and Open Interest |
92,507 |
336,467 |
+1,173 |
Nikkei 225(CME) |
Sep16 |
160830 |
16705 |
16890 |
16690 |
16865 |
+155 |
17,068 |
35,583 |
+414 |
Dec16 |
160830 |
16645 |
16835 |
16640 |
16810 |
+150 |
148 |
358 |
+28 |
Total Volume and Open Interest |
17,216 |
35,941 |
+442 |
Nikkei 225(SGX) |
Sep16 |
160830 |
16745 |
16755 |
16680 |
16745 |
+10 |
81,526 |
208,801 |
+3,803 |
Dec16 |
160830 |
16600 |
16635 |
16560 |
16635 |
+35 |
377 |
7,664 |
+10 |
Mar17 |
160830 |
16600 |
16600 |
16600 |
16600 |
+15 |
0 |
5 |
+0 |
Total Volume and Open Interest |
82,703 |
222,836 |
+5,785 |
Nikkei 225(CME) Yen |
Sep16 |
160830 |
16705 |
16885 |
16680 |
16860 |
+160 |
61,000 |
65,049 |
+939 |
Dec16 |
160830 |
16600 |
16745 |
16555 |
16725 |
+155 |
130 |
744 |
+57 |
Mar17 |
160830 |
16675 |
16675 |
16675 |
16675 |
+155 |
|
|
|
Total Volume and Open Interest |
61,130 |
65,793 |
+996 |
Nikkei 225(CME) e-Mini Yen |
Sep16 |
160830 |
16690 |
16860 |
16690 |
16860 |
+160 |
0 |
11 |
+0 |
Dec16 |
160830 |
16720 |
16720 |
16720 |
16720 |
+150 |
|
|
|
Mar17 |
160830 |
16670 |
16670 |
16670 |
16670 |
+150 |
|
|
|
Total Volume and Open Interest |
0 |
11 |
+0 |
CAC 40(EURONEXT) |
Sep16 |
160830 |
4435.5 |
4475.0 |
4435.0 |
4457.0 |
+33.0 |
76,171 |
272,024 |
-2,734 |
Oct16 |
160830 |
4430.5 |
4460.0 |
4427.5 |
4445.5 |
+33.0 |
32 |
163 |
+15 |
Nov16 |
160830 |
4434.0 |
4451.0 |
4434.0 |
4442.5 |
+33.0 |
6 |
3 |
+3 |
Dec16 |
160830 |
4436.0 |
4436.0 |
4436.0 |
4436.0 |
+33.0 |
1 |
57 |
-2 |
Total Volume and Open Interest |
76,210 |
272,308 |
-2,718 |
Hang Seng Index(HKFE) |
Aug16 |
160830 |
22830 |
23045 |
22813 |
23003 |
+179 |
152,102 |
54,902 |
-42,744 |
Sep16 |
160830 |
22771 |
23033 |
22753 |
22949 |
+179 |
75,247 |
102,494 |
+44,337 |
Total Volume and Open Interest |
227,749 |
163,200 |
+1,649 |
DAX(EUREX) |
Sep16 |
160830 |
10569.5 |
10690.0 |
10568.5 |
10664.0 |
+119.5 |
88,856 |
157,807 |
-410 |
Dec16 |
160830 |
10572.0 |
10677.0 |
10572.0 |
10652.5 |
+119.5 |
157 |
7,110 |
+60 |
Mar17 |
160830 |
10630.0 |
10645.5 |
10627.5 |
10645.5 |
+119.5 |
1 |
204 |
+1 |
Total Volume and Open Interest |
89,014 |
165,121 |
-349 |
Mini-DAX(EUREX) |
Sep16 |
160830 |
10575.0 |
10692.0 |
10569.0 |
10664.0 |
+119.5 |
27,202 |
10,662 |
-307 |
Dec16 |
160830 |
10565.0 |
10672.0 |
10565.0 |
10652.5 |
+119.5 |
66 |
328 |
+12 |
Mar17 |
160830 |
10651.0 |
10651.0 |
10645.5 |
10645.5 |
+119.5 |
0 |
123 |
+0 |
Total Volume and Open Interest |
27,268 |
11,113 |
-295 |
FT-SE 100(EURONEXT) |
Sep16 |
160830 |
6840.00 |
6852.50 |
6807.00 |
6826.50 |
-17.50 |
84,962 |
693,401 |
-2,026 |
Dec16 |
160830 |
6784.00 |
6808.50 |
6766.00 |
6783.50 |
-17.50 |
647 |
1,876 |
+623 |
Mar17 |
160830 |
6725.50 |
6725.50 |
6725.50 |
6725.50 |
-17.50 |
|
|
|
Total Volume and Open Interest |
85,609 |
695,277 |
-1,403 |
SPI 200(SFE) |
Sep16 |
160830 |
5450.0 |
5502.0 |
5440.0 |
5459.0 |
+8.0 |
26,694 |
312,741 |
+1,553 |
Dec16 |
160830 |
5434.0 |
5452.0 |
5434.0 |
5444.0 |
+8.0 |
39 |
3,058 |
+26 |
Mar17 |
160830 |
5395.0 |
5395.0 |
5395.0 |
5395.0 |
+8.0 |
0 |
1,490 |
+0 |
Total Volume and Open Interest |
26,743 |
318,865 |
+1,589 |
FTSE MIB(ISE) |
Sep16 |
160830 |
16730.00 |
16945.00 |
16705.00 |
16874.00 |
+214.00 |
21,614 |
40,448 |
-110 |
Dec16 |
160830 |
16655.00 |
16810.00 |
16625.00 |
16747.00 |
+214.00 |
12 |
289 |
+0 |
Mar17 |
160830 |
16717.00 |
16717.00 |
16717.00 |
16717.00 |
+214.00 |
|
|
|
Total Volume and Open Interest |
21,626 |
40,737 |
-110 |
KOSPI 200(KFE) |
Sep16 |
160830 |
256.55 |
259.10 |
256.35 |
257.95 |
+1.35 |
103,956 |
140,538 |
-757 |
Dec16 |
160830 |
257.50 |
259.90 |
257.40 |
258.80 |
+1.35 |
1,209 |
15,473 |
+466 |
Mar17 |
160830 |
255.25 |
257.10 |
255.25 |
256.40 |
+1.50 |
23 |
1,209 |
+17 |
Total Volume and Open Interest |
105,188 |
160,864 |
-274 |
GSCI(CME) |
Sep16 |
160830 |
360.20 |
360.25 |
355.00 |
355.90 |
-3.25 |
53 |
13,191 |
-46 |
Oct16 |
160830 |
358.20 |
362.00 |
357.50 |
358.20 |
-3.25 |
50 |
125 |
+50 |
Nov16 |
160830 |
361.20 |
361.20 |
361.20 |
361.20 |
-3.25 |
|
|
|
Total Volume and Open Interest |
103 |
13,316 |
+4 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|