|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Thu September 01, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep16 |
160901 |
960.25 |
965.00 |
954.00 |
959.00 |
-1.00 |
11,672 |
5,188 |
-4,669 |
Nov16 |
160901 |
942.25 |
948.50 |
937.00 |
943.75 |
+0.75 |
104,751 |
376,530 |
-386 |
Jan17 |
160901 |
945.00 |
951.25 |
940.25 |
947.25 |
+1.25 |
14,979 |
78,789 |
+725 |
Mar17 |
160901 |
947.75 |
954.00 |
943.00 |
950.00 |
+1.75 |
8,215 |
68,284 |
-472 |
May17 |
160901 |
951.50 |
956.75 |
946.00 |
953.25 |
+2.00 |
5,943 |
37,513 |
+232 |
Jul17 |
160901 |
952.25 |
959.50 |
948.50 |
955.75 |
+2.25 |
7,000 |
38,035 |
+717 |
Aug17 |
160901 |
953.00 |
953.25 |
948.50 |
952.50 |
+1.75 |
185 |
846 |
+28 |
Sep17 |
160901 |
933.00 |
934.75 |
932.50 |
934.75 |
+2.00 |
59 |
554 |
-5 |
Nov17 |
160901 |
916.50 |
922.00 |
913.00 |
920.25 |
+3.25 |
4,050 |
25,728 |
-20 |
Jan18 |
160901 |
919.00 |
922.75 |
916.00 |
922.75 |
+3.00 |
2 |
711 |
+2 |
Mar18 |
160901 |
923.75 |
923.75 |
923.75 |
923.75 |
+3.25 |
0 |
159 |
+0 |
May18 |
160901 |
925.00 |
925.00 |
925.00 |
925.00 |
+3.00 |
0 |
50 |
+0 |
Jul18 |
160901 |
927.75 |
927.75 |
927.75 |
927.75 |
+2.25 |
0 |
127 |
+0 |
Aug18 |
160901 |
924.25 |
924.25 |
924.25 |
924.25 |
+2.00 |
0 |
17 |
+0 |
Total Volume and Open Interest |
156,857 |
632,779 |
-3,847 |
Soybean Meal(CBOT) |
Sep16 |
160901 |
312.00 |
315.20 |
310.50 |
313.10 |
+0.90 |
25,858 |
8,284 |
-8,544 |
Oct16 |
160901 |
308.00 |
311.60 |
306.60 |
308.90 |
+0.50 |
28,473 |
45,251 |
+2,998 |
Dec16 |
160901 |
306.50 |
309.70 |
304.30 |
306.60 |
-0.10 |
42,125 |
163,636 |
-408 |
Jan17 |
160901 |
305.10 |
308.20 |
303.50 |
305.70 |
+0.20 |
4,642 |
32,206 |
+394 |
Mar17 |
160901 |
303.80 |
306.90 |
302.30 |
304.40 |
+0.60 |
4,777 |
33,194 |
-141 |
May17 |
160901 |
303.50 |
306.10 |
302.50 |
304.70 |
+1.20 |
3,971 |
22,697 |
-30 |
Jul17 |
160901 |
304.20 |
307.00 |
303.30 |
305.50 |
+1.30 |
4,041 |
24,855 |
+1,070 |
Aug17 |
160901 |
305.00 |
306.10 |
303.40 |
305.00 |
+1.40 |
749 |
2,657 |
+155 |
Sep17 |
160901 |
302.80 |
305.30 |
302.50 |
304.20 |
+1.40 |
532 |
3,146 |
+197 |
Oct17 |
160901 |
298.10 |
301.00 |
298.00 |
299.60 |
+1.50 |
260 |
2,961 |
+77 |
Total Volume and Open Interest |
118,184 |
350,038 |
-3,411 |
Soybean Oil(CBOT) |
Sep16 |
160901 |
32.28 |
32.44 |
31.95 |
32.20 |
-0.27 |
18,631 |
4,232 |
-6,512 |
Oct16 |
160901 |
32.57 |
32.59 |
32.04 |
32.29 |
-0.31 |
19,035 |
56,683 |
+1,703 |
Dec16 |
160901 |
32.82 |
32.87 |
32.31 |
32.55 |
-0.32 |
48,641 |
209,449 |
+1,756 |
Jan17 |
160901 |
33.05 |
33.08 |
32.53 |
32.77 |
-0.31 |
6,396 |
40,331 |
+471 |
Mar17 |
160901 |
33.21 |
33.21 |
32.69 |
32.93 |
-0.32 |
3,080 |
35,316 |
+353 |
May17 |
160901 |
33.20 |
33.33 |
32.82 |
33.07 |
-0.30 |
2,807 |
24,601 |
+622 |
Jul17 |
160901 |
33.33 |
33.46 |
32.99 |
33.22 |
-0.27 |
2,200 |
11,363 |
+510 |
Aug17 |
160901 |
33.33 |
33.44 |
33.03 |
33.22 |
-0.24 |
312 |
3,107 |
-98 |
Sep17 |
160901 |
33.32 |
33.33 |
33.09 |
33.15 |
-0.25 |
243 |
2,799 |
+9 |
Oct17 |
160901 |
32.96 |
32.96 |
32.74 |
32.88 |
-0.22 |
244 |
2,151 |
+25 |
Total Volume and Open Interest |
103,056 |
397,673 |
-1,186 |
Canola(WCE) |
Nov16 |
160901 |
458.1 |
463.7 |
457.8 |
462.2 |
+4.0 |
11,397 |
129,891 |
+2,072 |
Jan17 |
160901 |
464.4 |
470.4 |
464.4 |
468.5 |
+4.1 |
3,091 |
25,707 |
+260 |
Mar17 |
160901 |
473.8 |
476.2 |
473.6 |
474.1 |
+4.0 |
1,586 |
10,418 |
+781 |
May17 |
160901 |
479.0 |
481.4 |
478.6 |
479.3 |
+3.7 |
242 |
5,105 |
+0 |
Jul17 |
160901 |
483.1 |
485.3 |
482.6 |
483.2 |
+3.6 |
192 |
8,074 |
+17 |
Total Volume and Open Interest |
16,612 |
184,087 |
+3,204 |
Corn(CBOT) |
Sep16 |
160901 |
302.00 |
311.50 |
301.75 |
311.00 |
+9.50 |
132,215 |
19,043 |
-46,990 |
Dec16 |
160901 |
315.50 |
325.00 |
315.00 |
323.75 |
+8.25 |
257,650 |
791,854 |
+10,108 |
Mar17 |
160901 |
326.00 |
335.50 |
325.50 |
334.25 |
+8.25 |
47,692 |
214,803 |
+8,558 |
May17 |
160901 |
333.50 |
342.75 |
333.00 |
341.50 |
+8.00 |
7,764 |
53,958 |
+1,658 |
Jul17 |
160901 |
341.25 |
350.50 |
340.75 |
349.00 |
+7.75 |
22,467 |
105,787 |
+6,848 |
Sep17 |
160901 |
349.00 |
358.00 |
349.00 |
356.00 |
+7.00 |
7,823 |
39,924 |
+2,485 |
Dec17 |
160901 |
359.50 |
368.00 |
359.25 |
366.25 |
+6.75 |
9,091 |
62,306 |
+2,787 |
Mar18 |
160901 |
370.25 |
378.25 |
370.25 |
377.00 |
+6.75 |
395 |
3,987 |
+167 |
May18 |
160901 |
379.75 |
382.50 |
379.75 |
382.50 |
+6.50 |
150 |
772 |
+67 |
Jul18 |
160901 |
380.00 |
387.75 |
380.00 |
386.50 |
+6.75 |
267 |
1,213 |
+89 |
Total Volume and Open Interest |
485,657 |
1,296,621 |
-14,142 |
Wheat(CBOT) |
Sep16 |
160901 |
363.00 |
369.00 |
362.50 |
368.25 |
+7.25 |
27,620 |
2,354 |
-14,046 |
Dec16 |
160901 |
390.00 |
397.25 |
389.50 |
394.75 |
+6.50 |
94,812 |
302,286 |
+9,333 |
Mar17 |
160901 |
412.25 |
419.25 |
411.75 |
416.75 |
+6.50 |
21,086 |
79,856 |
+362 |
May17 |
160901 |
427.25 |
433.00 |
425.75 |
430.50 |
+6.25 |
3,185 |
17,009 |
+0 |
Jul17 |
160901 |
439.00 |
443.00 |
436.50 |
441.25 |
+7.00 |
2,113 |
27,858 |
+44 |
Sep17 |
160901 |
453.25 |
457.50 |
453.25 |
457.50 |
+6.00 |
596 |
3,094 |
+62 |
Total Volume and Open Interest |
150,720 |
439,470 |
-4,463 |
Wheat(KCBT) |
Sep16 |
160901 |
371.75 |
380.75 |
371.75 |
379.75 |
+8.50 |
19,984 |
2,887 |
-11,814 |
Dec16 |
160901 |
398.75 |
408.75 |
398.50 |
406.50 |
+9.00 |
42,592 |
143,372 |
+11,209 |
Mar17 |
160901 |
416.00 |
425.00 |
415.75 |
423.25 |
+9.25 |
7,893 |
43,419 |
+580 |
May17 |
160901 |
428.25 |
435.25 |
426.25 |
433.50 |
+8.75 |
2,711 |
13,462 |
+173 |
Jul17 |
160901 |
435.25 |
445.00 |
435.00 |
442.50 |
+8.00 |
1,230 |
19,628 |
+336 |
Sep17 |
160901 |
453.75 |
459.25 |
452.75 |
458.25 |
+8.00 |
173 |
2,580 |
+26 |
Dec17 |
160901 |
480.00 |
481.50 |
478.00 |
481.25 |
+7.00 |
69 |
1,970 |
-12 |
Total Volume and Open Interest |
74,652 |
227,572 |
+498 |
Wheat(MGE) |
Sep16 |
160901 |
488.75 |
492.25 |
488.50 |
490.50 |
+4.75 |
1,843 |
1,681 |
-1,331 |
Dec16 |
160901 |
482.25 |
488.00 |
482.00 |
486.00 |
+4.50 |
6,429 |
29,935 |
-195 |
Mar17 |
160901 |
490.75 |
498.25 |
490.75 |
496.50 |
+5.75 |
1,720 |
14,395 |
+318 |
May17 |
160901 |
503.00 |
508.00 |
501.75 |
505.50 |
+5.25 |
703 |
6,488 |
+164 |
Jul17 |
160901 |
514.25 |
517.25 |
513.50 |
515.00 |
+5.25 |
216 |
3,138 |
+79 |
Sep17 |
160901 |
522.25 |
527.50 |
521.00 |
524.75 |
+4.50 |
173 |
2,887 |
+57 |
Total Volume and Open Interest |
11,099 |
60,195 |
-909 |
Oats(CBOT) |
Sep16 |
160901 |
165.50 |
167.50 |
165.25 |
166.25 |
+5.25 |
342 |
474 |
-248 |
Dec16 |
160901 |
175.75 |
181.25 |
175.75 |
180.75 |
+4.75 |
945 |
8,984 |
+288 |
Mar17 |
160901 |
192.75 |
194.25 |
192.25 |
193.75 |
+3.50 |
231 |
1,518 |
+46 |
May17 |
160901 |
201.75 |
201.75 |
201.00 |
201.00 |
+3.75 |
17 |
34 |
+3 |
Total Volume and Open Interest |
1,561 |
11,033 |
+106 |
Rough Rice(CBOT) |
Sep16 |
160901 |
9.31 |
9.31 |
9.17 |
9.20 |
+0.01 |
1,083 |
1,123 |
-664 |
Nov16 |
160901 |
9.47 |
9.77 |
9.35 |
9.42 |
-0.01 |
1,521 |
8,536 |
+576 |
Jan17 |
160901 |
9.73 |
9.91 |
9.60 |
9.68 |
-0.01 |
80 |
735 |
+33 |
Mar17 |
160901 |
10.11 |
10.11 |
9.91 |
9.91 |
-0.01 |
9 |
67 |
+4 |
Total Volume and Open Interest |
2,693 |
10,463 |
-51 |
Live Cattle(CME) |
Oct16 |
160901 |
106.400 |
106.680 |
103.580 |
103.580 |
-3.000 |
35,859 |
116,264 |
-592 |
Dec16 |
160901 |
108.230 |
108.400 |
105.385 |
105.400 |
-2.985 |
17,865 |
71,802 |
+2,124 |
Feb17 |
160901 |
108.450 |
108.500 |
105.700 |
105.980 |
-2.570 |
9,642 |
32,584 |
-247 |
Apr17 |
160901 |
107.800 |
107.800 |
105.230 |
105.480 |
-2.420 |
6,005 |
20,749 |
+603 |
Jun17 |
160901 |
101.150 |
101.150 |
98.400 |
98.730 |
-2.570 |
1,223 |
8,976 |
+37 |
Aug17 |
160901 |
100.150 |
100.230 |
98.150 |
98.300 |
-2.050 |
674 |
4,613 |
+217 |
Total Volume and Open Interest |
72,260 |
255,282 |
+1,414 |
Feeder Cattle(CME) |
Sep16 |
160901 |
140.050 |
140.380 |
136.700 |
137.300 |
-3.235 |
4,429 |
9,469 |
-321 |
Oct16 |
160901 |
137.735 |
137.900 |
134.100 |
134.535 |
-3.815 |
7,568 |
16,509 |
+432 |
Nov16 |
160901 |
135.100 |
135.100 |
131.035 |
131.750 |
-3.685 |
2,327 |
7,753 |
+323 |
Jan17 |
160901 |
129.935 |
129.985 |
126.180 |
126.885 |
-3.465 |
1,289 |
3,844 |
+43 |
Mar17 |
160901 |
128.450 |
128.575 |
124.830 |
125.785 |
-3.165 |
388 |
2,188 |
+90 |
Apr17 |
160901 |
125.330 |
126.730 |
125.000 |
125.885 |
-2.865 |
93 |
510 |
+21 |
May17 |
160901 |
126.750 |
126.850 |
124.550 |
125.500 |
-2.900 |
48 |
315 |
+30 |
Total Volume and Open Interest |
16,152 |
40,598 |
+628 |
Lean Hogs(CME) |
Oct16 |
160901 |
62.750 |
63.850 |
62.180 |
63.330 |
+0.480 |
11,339 |
89,440 |
+106 |
Dec16 |
160901 |
57.500 |
58.330 |
57.050 |
58.000 |
+0.465 |
7,002 |
62,705 |
+1,080 |
Feb17 |
160901 |
61.285 |
61.900 |
60.880 |
61.830 |
+0.500 |
1,701 |
28,013 |
+221 |
Apr17 |
160901 |
66.000 |
66.550 |
65.635 |
66.535 |
+0.535 |
628 |
21,069 |
+169 |
May17 |
160901 |
71.750 |
72.000 |
71.750 |
72.000 |
+0.250 |
6 |
339 |
+0 |
Jun17 |
160901 |
75.635 |
76.285 |
75.350 |
76.100 |
+0.550 |
227 |
4,654 |
+57 |
Jul17 |
160901 |
75.250 |
75.300 |
74.700 |
75.200 |
+0.450 |
32 |
663 |
+10 |
Aug17 |
160901 |
74.230 |
74.500 |
73.900 |
74.500 |
+0.350 |
13 |
348 |
+3 |
Total Volume and Open Interest |
20,975 |
207,484 |
+1,644 |
Class III Milk(CME) |
Aug16 |
160830 |
16.92 |
16.92 |
16.91 |
16.91 |
-0.01 |
17 |
4,650 |
+8 |
Sep16 |
160901 |
16.48 |
16.83 |
16.44 |
16.77 |
+0.31 |
449 |
5,579 |
-37 |
Oct16 |
160901 |
16.56 |
16.85 |
16.48 |
16.84 |
+0.26 |
461 |
4,772 |
-59 |
Nov16 |
160901 |
16.37 |
16.60 |
16.31 |
16.56 |
+0.25 |
142 |
3,989 |
-47 |
Dec16 |
160901 |
16.09 |
16.17 |
15.97 |
16.15 |
+0.15 |
164 |
3,365 |
-16 |
Jan17 |
160901 |
15.79 |
15.93 |
15.78 |
15.86 |
+0.07 |
35 |
1,786 |
+30 |
Feb17 |
160901 |
15.85 |
15.95 |
15.78 |
15.90 |
+0.05 |
29 |
1,717 |
+20 |
Mar17 |
160901 |
15.98 |
16.04 |
15.94 |
16.00 |
+0.02 |
42 |
1,582 |
+31 |
Apr17 |
160901 |
16.08 |
16.13 |
16.08 |
16.12 |
+0.02 |
16 |
1,323 |
+15 |
May17 |
160901 |
16.30 |
16.30 |
16.30 |
16.30 |
unch |
22 |
1,247 |
+11 |
Jun17 |
160901 |
16.46 |
16.50 |
16.46 |
16.50 |
unch |
14 |
1,134 |
+9 |
Jul17 |
160901 |
16.70 |
16.70 |
16.70 |
16.70 |
unch |
21 |
629 |
+20 |
Aug17 |
160901 |
16.77 |
16.79 |
16.75 |
16.75 |
-0.02 |
20 |
563 |
+20 |
Total Volume and Open Interest |
1,482 |
29,441 |
-4,580 |
Cocoa(ICE) |
Sep16 |
160901 |
2920 |
2920 |
2920 |
2920 |
-1 |
30 |
134 |
-3 |
Dec16 |
160901 |
2920 |
2929 |
2880 |
2897 |
-1 |
21,051 |
99,221 |
-409 |
Mar17 |
160901 |
2888 |
2904 |
2853 |
2870 |
-5 |
9,864 |
65,014 |
+431 |
May17 |
160901 |
2894 |
2898 |
2845 |
2863 |
-7 |
2,170 |
14,702 |
-62 |
Jul17 |
160901 |
2885 |
2889 |
2841 |
2858 |
-7 |
312 |
4,668 |
-11 |
Sep17 |
160901 |
2883 |
2883 |
2837 |
2852 |
-7 |
86 |
4,302 |
+4 |
Dec17 |
160901 |
2855 |
2870 |
2845 |
2845 |
-7 |
36 |
1,191 |
+29 |
Total Volume and Open Interest |
33,551 |
193,120 |
-20 |
Coffee "C"(ICE) |
Sep16 |
160901 |
150.75 |
151.40 |
150.10 |
150.10 |
+4.20 |
18 |
158 |
-17 |
Dec16 |
160901 |
146.70 |
152.90 |
146.60 |
151.40 |
+4.35 |
18,566 |
98,120 |
+679 |
Mar17 |
160901 |
149.70 |
156.00 |
149.70 |
154.50 |
+4.30 |
4,332 |
36,934 |
+1,088 |
May17 |
160901 |
151.90 |
157.70 |
151.75 |
156.30 |
+4.20 |
1,744 |
16,675 |
+73 |
Jul17 |
160901 |
153.45 |
159.30 |
153.30 |
157.85 |
+4.20 |
978 |
3,997 |
+113 |
Sep17 |
160901 |
156.65 |
160.45 |
156.05 |
159.20 |
+4.10 |
398 |
3,240 |
+174 |
Total Volume and Open Interest |
26,110 |
166,041 |
+2,145 |
Orange Juice(ICE) |
Sep16 |
160901 |
185.75 |
190.90 |
185.60 |
190.90 |
+8.80 |
790 |
785 |
-383 |
Nov16 |
160901 |
184.25 |
194.10 |
184.00 |
192.85 |
+8.75 |
1,169 |
12,549 |
+82 |
Jan17 |
160901 |
183.90 |
192.90 |
183.90 |
190.35 |
+7.45 |
13 |
1,602 |
-9 |
Mar17 |
160901 |
181.25 |
188.25 |
181.25 |
187.50 |
+6.70 |
10 |
314 |
+10 |
May17 |
160901 |
180.55 |
187.00 |
180.55 |
185.90 |
+7.90 |
0 |
44 |
+0 |
Jul17 |
160901 |
184.70 |
184.70 |
184.70 |
184.70 |
+7.90 |
|
|
|
Total Volume and Open Interest |
1,982 |
15,296 |
-300 |
Sugar #11(ICE) |
Oct16 |
160901 |
20.03 |
20.20 |
19.53 |
19.59 |
-0.47 |
50,540 |
415,315 |
-1,625 |
Mar17 |
160901 |
20.55 |
20.71 |
20.10 |
20.18 |
-0.38 |
30,338 |
281,667 |
+2,973 |
May17 |
160901 |
20.04 |
20.17 |
19.63 |
19.72 |
-0.32 |
7,337 |
85,749 |
+887 |
Jul17 |
160901 |
19.48 |
19.61 |
19.11 |
19.21 |
-0.27 |
4,332 |
54,108 |
-60 |
Oct17 |
160901 |
19.20 |
19.34 |
18.84 |
18.93 |
-0.28 |
2,325 |
37,067 |
+249 |
Mar18 |
160901 |
19.12 |
19.17 |
18.70 |
18.80 |
-0.25 |
458 |
17,532 |
+85 |
May18 |
160901 |
18.54 |
18.55 |
18.19 |
18.27 |
-0.21 |
40 |
5,513 |
+22 |
Jul18 |
160901 |
18.07 |
18.11 |
17.81 |
17.89 |
-0.13 |
25 |
4,874 |
+5 |
Total Volume and Open Interest |
95,403 |
908,026 |
+2,538 |
London Cocoa(LCE) |
Sep16 |
160901 |
2355 |
2360 |
2300 |
2311 |
-48 |
7,409 |
69,800 |
-2,433 |
Dec16 |
160901 |
2304 |
2310 |
2270 |
2274 |
-34 |
21,342 |
88,836 |
+1,360 |
Mar17 |
160901 |
2258 |
2260 |
2224 |
2227 |
-32 |
11,222 |
58,962 |
-53 |
May17 |
160901 |
2246 |
2250 |
2216 |
2219 |
-30 |
4,443 |
28,797 |
+232 |
Jul17 |
160901 |
2240 |
2243 |
2212 |
2215 |
-27 |
1,484 |
4,668 |
-40 |
Sep17 |
160901 |
2228 |
2229 |
2206 |
2206 |
-24 |
570 |
6,603 |
+278 |
Dec17 |
160901 |
2209 |
2211 |
2191 |
2191 |
-24 |
86 |
1,543 |
+41 |
Total Volume and Open Interest |
46,556 |
259,210 |
-615 |
London Sugar(LCE) |
Oct16 |
160901 |
529.30 |
535.00 |
526.30 |
530.80 |
+1.70 |
5,710 |
31,039 |
-1,337 |
Dec16 |
160901 |
538.20 |
542.10 |
533.20 |
536.70 |
-0.60 |
4,216 |
21,789 |
+282 |
Mar17 |
160901 |
542.00 |
545.50 |
536.40 |
539.40 |
-2.10 |
1,634 |
19,255 |
+737 |
May17 |
160901 |
538.60 |
539.00 |
529.40 |
532.40 |
-3.30 |
656 |
10,318 |
+315 |
Aug17 |
160901 |
529.90 |
530.70 |
518.50 |
522.30 |
-4.90 |
130 |
4,822 |
+8 |
Total Volume and Open Interest |
12,488 |
91,676 |
+32 |
Cotton(ICE) |
Oct16 |
160901 |
66.00 |
68.08 |
65.99 |
68.01 |
+2.69 |
11 |
170 |
+2 |
Dec16 |
160901 |
65.50 |
68.30 |
65.45 |
68.18 |
+2.60 |
17,315 |
154,380 |
-1,614 |
Mar17 |
160901 |
65.90 |
68.33 |
65.85 |
68.19 |
+2.18 |
3,576 |
48,928 |
+204 |
May17 |
160901 |
66.00 |
68.37 |
66.00 |
68.18 |
+2.08 |
787 |
6,363 |
+157 |
Jul17 |
160901 |
65.96 |
68.08 |
65.96 |
68.08 |
+2.02 |
616 |
6,623 |
+457 |
Oct17 |
160901 |
67.83 |
67.83 |
67.83 |
67.83 |
+2.03 |
|
|
|
Total Volume and Open Interest |
22,619 |
228,192 |
-752 |
Lumber(CME) |
Sep16 |
160901 |
313.4 |
313.5 |
307.2 |
308.7 |
-4.0 |
404 |
902 |
-156 |
Nov16 |
160901 |
319.5 |
319.8 |
309.1 |
311.1 |
-8.0 |
680 |
3,063 |
-270 |
Jan17 |
160901 |
326.2 |
326.2 |
318.3 |
319.0 |
-8.3 |
30 |
244 |
+11 |
Mar17 |
160901 |
325.0 |
326.6 |
323.0 |
323.4 |
-9.6 |
11 |
64 |
+0 |
Total Volume and Open Interest |
1,129 |
4,300 |
-411 |
Crude Oil(NYM) |
Oct16 |
160901 |
44.85 |
45.08 |
43.00 |
43.16 |
-1.54 |
464,449 |
435,848 |
+3,503 |
Nov16 |
160901 |
45.50 |
45.67 |
43.59 |
43.75 |
-1.56 |
115,703 |
247,463 |
+6,711 |
Dec16 |
160901 |
46.01 |
46.26 |
44.19 |
44.34 |
-1.57 |
80,112 |
268,650 |
-837 |
Jan17 |
160901 |
46.66 |
46.83 |
44.80 |
44.94 |
-1.57 |
33,192 |
124,499 |
+2,826 |
Feb17 |
160901 |
47.14 |
47.37 |
45.36 |
45.50 |
-1.56 |
20,448 |
54,696 |
+3,297 |
Mar17 |
160901 |
47.69 |
47.83 |
45.90 |
46.01 |
-1.53 |
21,993 |
97,278 |
-3,008 |
Apr17 |
160901 |
47.99 |
48.20 |
46.35 |
46.45 |
-1.51 |
8,857 |
32,919 |
-154 |
May17 |
160901 |
48.40 |
48.44 |
46.75 |
46.80 |
-1.49 |
4,360 |
26,982 |
+414 |
Jun17 |
160901 |
48.70 |
48.83 |
46.94 |
47.07 |
-1.47 |
12,595 |
99,406 |
+261 |
Jul17 |
160901 |
49.04 |
49.04 |
47.30 |
47.30 |
-1.45 |
4,052 |
21,637 |
+157 |
Aug17 |
160901 |
49.02 |
49.19 |
47.44 |
47.52 |
-1.42 |
2,193 |
16,035 |
-580 |
Sep17 |
160901 |
49.39 |
49.39 |
47.74 |
47.74 |
-1.40 |
3,180 |
37,821 |
+228 |
Oct17 |
160901 |
47.96 |
47.96 |
47.96 |
47.96 |
-1.38 |
1,438 |
14,439 |
+316 |
Nov17 |
160901 |
48.20 |
48.20 |
48.20 |
48.20 |
-1.36 |
648 |
13,965 |
+90 |
Dec17 |
160901 |
49.88 |
50.07 |
48.32 |
48.45 |
-1.34 |
12,815 |
152,055 |
-495 |
Jan18 |
160901 |
49.41 |
49.44 |
48.60 |
48.63 |
-1.32 |
530 |
15,474 |
+409 |
Total Volume and Open Interest |
790,086 |
1,787,891 |
+13,789 |
e-miNY Crude Oil(NYM) |
Oct16 |
160901 |
44.850 |
45.075 |
43.000 |
43.150 |
-1.550 |
8,551 |
2,264 |
+201 |
Nov16 |
160901 |
45.500 |
45.675 |
43.600 |
43.750 |
-1.550 |
246 |
439 |
-7 |
Dec16 |
160901 |
46.100 |
46.250 |
44.200 |
44.350 |
-1.550 |
71 |
361 |
-3 |
Jan17 |
160901 |
46.375 |
46.600 |
44.875 |
44.950 |
-1.550 |
5 |
45 |
-1 |
Feb17 |
160901 |
45.500 |
45.500 |
45.450 |
45.500 |
-1.550 |
4 |
99 |
+1 |
Mar17 |
160901 |
46.150 |
46.250 |
45.975 |
46.000 |
-1.550 |
1 |
129 |
+0 |
Apr17 |
160901 |
46.450 |
46.450 |
46.450 |
46.450 |
-1.500 |
8 |
109 |
+8 |
May17 |
160901 |
46.800 |
46.900 |
46.800 |
46.800 |
-1.500 |
8 |
91 |
+8 |
Jun17 |
160901 |
47.075 |
47.075 |
47.025 |
47.075 |
-1.475 |
0 |
16 |
+0 |
Jul17 |
160901 |
47.300 |
47.300 |
47.300 |
47.300 |
-1.450 |
0 |
76 |
+0 |
Total Volume and Open Interest |
8,902 |
3,883 |
+205 |
NY Harbor ULSD(NYM) |
Oct16 |
160901 |
143.17 |
143.58 |
137.67 |
138.19 |
-4.38 |
48,240 |
87,702 |
+1,653 |
Nov16 |
160901 |
145.04 |
145.52 |
139.57 |
140.00 |
-4.49 |
16,817 |
75,543 |
+1,026 |
Dec16 |
160901 |
146.47 |
147.17 |
141.27 |
141.68 |
-4.47 |
12,807 |
65,282 |
+462 |
Jan17 |
160901 |
148.28 |
148.72 |
143.14 |
143.57 |
-4.38 |
3,799 |
38,193 |
-262 |
Feb17 |
160901 |
149.90 |
149.90 |
144.50 |
144.90 |
-4.25 |
2,421 |
16,059 |
+462 |
Mar17 |
160901 |
150.00 |
150.42 |
145.13 |
145.54 |
-4.13 |
2,532 |
18,897 |
+11 |
Apr17 |
160901 |
148.57 |
149.71 |
145.00 |
145.35 |
-4.06 |
769 |
8,947 |
+195 |
May17 |
160901 |
148.52 |
148.52 |
145.47 |
145.62 |
-3.99 |
414 |
7,227 |
+96 |
Jun17 |
160901 |
150.79 |
150.95 |
145.65 |
146.03 |
-3.93 |
893 |
24,284 |
+5 |
Jul17 |
160901 |
147.62 |
147.62 |
146.70 |
146.88 |
-3.88 |
104 |
2,726 |
+8 |
Aug17 |
160901 |
150.25 |
150.25 |
147.54 |
147.88 |
-3.85 |
78 |
1,628 |
-5 |
Sep17 |
160901 |
150.78 |
150.78 |
149.03 |
149.03 |
-3.84 |
142 |
2,368 |
+23 |
Oct17 |
160901 |
150.25 |
150.25 |
150.21 |
150.21 |
-3.83 |
98 |
1,847 |
+17 |
Nov17 |
160901 |
151.39 |
151.39 |
151.39 |
151.39 |
-3.78 |
96 |
1,764 |
+17 |
Total Volume and Open Interest |
108,123 |
387,074 |
-3,359 |
RBOB Gasoline(NYM) |
Oct16 |
160901 |
133.75 |
134.42 |
126.68 |
127.24 |
-6.10 |
67,154 |
130,553 |
-465 |
Nov16 |
160901 |
132.66 |
133.28 |
126.10 |
126.65 |
-5.61 |
29,412 |
67,893 |
-2,989 |
Dec16 |
160901 |
131.62 |
132.27 |
125.50 |
126.05 |
-5.27 |
20,471 |
59,484 |
+3,850 |
Jan17 |
160901 |
132.16 |
132.28 |
126.09 |
126.64 |
-5.09 |
7,475 |
27,223 |
+1,417 |
Feb17 |
160901 |
131.82 |
133.38 |
127.65 |
128.12 |
-4.98 |
3,610 |
10,218 |
+800 |
Mar17 |
160901 |
135.38 |
135.87 |
130.18 |
130.67 |
-4.80 |
2,913 |
22,227 |
+774 |
Apr17 |
160901 |
152.72 |
153.44 |
148.12 |
148.65 |
-4.63 |
926 |
17,866 |
+379 |
May17 |
160901 |
151.87 |
152.00 |
149.33 |
149.83 |
-4.42 |
532 |
6,540 |
+87 |
Jun17 |
160901 |
152.90 |
154.48 |
149.39 |
149.92 |
-4.15 |
943 |
11,123 |
+80 |
Jul17 |
160901 |
151.49 |
151.49 |
149.28 |
149.28 |
-3.95 |
75 |
2,321 |
-4 |
Total Volume and Open Interest |
157,037 |
387,814 |
-3,736 |
e-miNY RBOB Gasoline(NYM) |
Oct16 |
160901 |
133.30 |
133.30 |
127.20 |
127.24 |
-6.10 |
|
|
|
Nov16 |
160901 |
126.65 |
126.65 |
126.65 |
126.65 |
-5.61 |
|
|
|
Dec16 |
160901 |
126.05 |
126.05 |
126.05 |
126.05 |
-5.27 |
|
|
|
Jan17 |
160901 |
126.64 |
126.64 |
126.64 |
126.64 |
-5.09 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Oct16 |
160901 |
2.879 |
2.890 |
2.785 |
2.792 |
-0.095 |
133,443 |
229,645 |
-8,149 |
Nov16 |
160901 |
2.995 |
3.002 |
2.901 |
2.908 |
-0.095 |
53,428 |
192,580 |
+1,626 |
Dec16 |
160901 |
3.182 |
3.199 |
3.105 |
3.113 |
-0.090 |
30,422 |
76,341 |
-745 |
Jan17 |
160901 |
3.307 |
3.322 |
3.231 |
3.242 |
-0.084 |
33,111 |
123,177 |
-313 |
Feb17 |
160901 |
3.309 |
3.326 |
3.238 |
3.248 |
-0.077 |
7,918 |
31,154 |
-155 |
Mar17 |
160901 |
3.263 |
3.277 |
3.193 |
3.208 |
-0.072 |
14,820 |
87,170 |
-225 |
Apr17 |
160901 |
3.010 |
3.023 |
2.962 |
2.980 |
-0.044 |
14,540 |
72,966 |
+2,538 |
May17 |
160901 |
2.986 |
2.992 |
2.936 |
2.953 |
-0.039 |
4,221 |
26,474 |
+736 |
Jun17 |
160901 |
3.004 |
3.019 |
2.964 |
2.982 |
-0.036 |
4,163 |
25,140 |
+1,732 |
Jul17 |
160901 |
3.037 |
3.045 |
3.001 |
3.010 |
-0.035 |
4,503 |
17,199 |
+1,024 |
Aug17 |
160901 |
3.046 |
3.070 |
3.014 |
3.020 |
-0.034 |
1,991 |
14,466 |
-54 |
Sep17 |
160901 |
3.039 |
3.056 |
2.998 |
3.004 |
-0.034 |
840 |
16,295 |
+309 |
Oct17 |
160901 |
3.057 |
3.063 |
3.013 |
3.029 |
-0.035 |
4,848 |
31,368 |
+1,083 |
Nov17 |
160901 |
3.111 |
3.111 |
3.076 |
3.084 |
-0.033 |
2,730 |
14,070 |
+275 |
Dec17 |
160901 |
3.242 |
3.243 |
3.201 |
3.215 |
-0.032 |
2,071 |
16,691 |
-303 |
Jan18 |
160901 |
3.341 |
3.341 |
3.309 |
3.318 |
-0.031 |
2,878 |
14,655 |
+721 |
Total Volume and Open Interest |
320,036 |
1,037,375 |
+1,663 |
Brent Crude Oil(ICE) |
Nov16 |
160901 |
46.98 |
47.24 |
45.32 |
45.45 |
-1.44 |
300,287 |
504,421 |
-6,220 |
Dec16 |
160901 |
47.34 |
47.61 |
45.70 |
45.83 |
-1.44 |
151,134 |
419,202 |
+9,376 |
Jan17 |
160901 |
47.80 |
48.01 |
46.09 |
46.22 |
-1.46 |
38,036 |
142,960 |
+3,779 |
Feb17 |
160901 |
48.18 |
48.41 |
46.51 |
46.64 |
-1.45 |
19,992 |
90,712 |
-1,225 |
Mar17 |
160901 |
48.61 |
48.83 |
46.95 |
47.08 |
-1.43 |
24,162 |
129,102 |
+633 |
Apr17 |
160901 |
49.07 |
49.20 |
47.34 |
47.48 |
-1.40 |
7,292 |
42,665 |
+14 |
May17 |
160901 |
49.39 |
49.50 |
47.71 |
47.84 |
-1.38 |
5,189 |
43,498 |
+1,701 |
Jun17 |
160901 |
49.69 |
49.82 |
48.02 |
48.15 |
-1.37 |
27,243 |
120,110 |
+139 |
Jul17 |
160901 |
49.78 |
49.79 |
48.42 |
48.44 |
-1.37 |
1,283 |
23,043 |
+728 |
Aug17 |
160901 |
48.71 |
48.71 |
48.71 |
48.71 |
-1.36 |
838 |
18,695 |
-1 |
Sep17 |
160901 |
48.90 |
48.96 |
48.90 |
48.96 |
-1.34 |
3,170 |
47,686 |
-200 |
Oct17 |
160901 |
50.40 |
50.40 |
49.20 |
49.20 |
-1.33 |
835 |
19,759 |
+281 |
Nov17 |
160901 |
49.42 |
49.42 |
49.42 |
49.42 |
-1.32 |
521 |
16,509 |
+211 |
Dec17 |
160901 |
51.02 |
51.22 |
49.50 |
49.62 |
-1.31 |
29,714 |
210,258 |
+1,086 |
Total Volume and Open Interest |
745,459 |
2,166,947 |
-55,946 |
Gas Oil(ICE) |
Sep16 |
160901 |
411.50 |
414.00 |
398.25 |
402.00 |
-12.50 |
42,530 |
92,502 |
-9,241 |
Oct16 |
160901 |
418.00 |
419.00 |
402.75 |
406.75 |
-13.00 |
73,179 |
149,531 |
+6,219 |
Nov16 |
160901 |
419.50 |
422.25 |
406.00 |
410.25 |
-12.50 |
30,084 |
72,045 |
+1,861 |
Dec16 |
160901 |
422.50 |
425.00 |
409.25 |
413.50 |
-12.25 |
30,403 |
131,437 |
-4,050 |
Jan17 |
160901 |
428.75 |
429.25 |
413.75 |
418.00 |
-12.00 |
5,697 |
45,850 |
+1,075 |
Feb17 |
160901 |
432.75 |
433.00 |
418.25 |
422.50 |
-11.75 |
3,798 |
29,766 |
-35 |
Mar17 |
160901 |
436.25 |
436.75 |
421.75 |
426.00 |
-11.50 |
4,091 |
32,143 |
+172 |
Apr17 |
160901 |
439.00 |
439.00 |
424.75 |
428.75 |
-11.50 |
679 |
15,922 |
-53 |
May17 |
160901 |
441.50 |
441.50 |
428.75 |
431.25 |
-11.50 |
451 |
14,065 |
-207 |
Jun17 |
160901 |
442.50 |
444.00 |
430.50 |
433.75 |
-11.25 |
4,812 |
46,200 |
+770 |
Total Volume and Open Interest |
205,929 |
802,710 |
+255 |
Ethanol(CBOT) |
Sep16 |
160901 |
1.445 |
1.450 |
1.445 |
1.447 |
+0.032 |
57 |
90 |
-47 |
Oct16 |
160901 |
1.406 |
1.438 |
1.406 |
1.430 |
+0.028 |
198 |
1,886 |
+47 |
Nov16 |
160901 |
1.400 |
1.407 |
1.395 |
1.407 |
+0.028 |
16 |
636 |
-1 |
Dec16 |
160901 |
1.350 |
1.375 |
1.350 |
1.375 |
+0.026 |
79 |
1,136 |
-23 |
Jan17 |
160901 |
1.331 |
1.355 |
1.331 |
1.355 |
+0.021 |
206 |
460 |
+201 |
Feb17 |
160901 |
1.355 |
1.355 |
1.350 |
1.352 |
+0.014 |
0 |
163 |
+0 |
Mar17 |
160901 |
1.370 |
1.372 |
1.366 |
1.366 |
+0.014 |
0 |
7 |
+0 |
Apr17 |
160901 |
1.383 |
1.383 |
1.383 |
1.383 |
+0.014 |
0 |
7 |
+0 |
Total Volume and Open Interest |
556 |
4,391 |
+177 |
WTI Crude Oil(ICE) |
Oct16 |
160901 |
44.84 |
45.07 |
43.00 |
43.16 |
-1.54 |
43,726 |
70,274 |
-3,309 |
Nov16 |
160901 |
45.44 |
45.66 |
43.59 |
43.75 |
-1.56 |
37,371 |
69,264 |
-2,247 |
Dec16 |
160901 |
46.01 |
46.25 |
44.18 |
44.34 |
-1.57 |
30,619 |
106,310 |
+2,467 |
Jan17 |
160901 |
46.76 |
46.76 |
44.83 |
44.94 |
-1.57 |
7,791 |
30,813 |
+1,390 |
Feb17 |
160901 |
47.30 |
47.35 |
45.40 |
45.50 |
-1.56 |
5,404 |
22,336 |
+170 |
Mar17 |
160901 |
47.30 |
47.51 |
45.88 |
46.01 |
-1.53 |
3,106 |
30,920 |
+1,286 |
Apr17 |
160901 |
47.57 |
47.57 |
46.43 |
46.45 |
-1.51 |
1,717 |
6,603 |
+199 |
May17 |
160901 |
47.90 |
47.90 |
46.71 |
46.80 |
-1.49 |
847 |
6,138 |
+47 |
Jun17 |
160901 |
48.81 |
48.81 |
46.98 |
47.07 |
-1.47 |
4,861 |
36,804 |
+860 |
Jul17 |
160901 |
47.30 |
47.30 |
47.30 |
47.30 |
-1.45 |
691 |
3,784 |
-141 |
Aug17 |
160901 |
47.52 |
47.52 |
47.52 |
47.52 |
-1.42 |
348 |
893 |
-20 |
Sep17 |
160901 |
47.74 |
47.74 |
47.74 |
47.74 |
-1.40 |
279 |
9,927 |
+149 |
Oct17 |
160901 |
47.96 |
47.96 |
47.96 |
47.96 |
-1.38 |
304 |
1,428 |
+130 |
Nov17 |
160901 |
48.20 |
48.20 |
48.20 |
48.20 |
-1.36 |
74 |
1,080 |
-22 |
Dec17 |
160901 |
49.68 |
49.68 |
48.37 |
48.45 |
-1.34 |
2,382 |
67,989 |
+383 |
Jan18 |
160901 |
48.63 |
48.63 |
48.63 |
48.63 |
-1.32 |
7 |
461 |
+6 |
Total Volume and Open Interest |
140,082 |
512,356 |
+1,561 |
US Dollar Index(ICE) |
Sep16 |
160901 |
96.015 |
96.245 |
95.595 |
95.660 |
-0.352 |
20,772 |
43,289 |
-2,262 |
Dec16 |
160901 |
95.950 |
96.175 |
95.555 |
95.610 |
-0.357 |
1,120 |
9,702 |
+363 |
Mar17 |
160901 |
95.935 |
96.070 |
95.560 |
95.575 |
-0.358 |
40 |
2,179 |
+8 |
Total Volume and Open Interest |
21,934 |
55,341 |
-1,893 |
Australian Dollar(CME) |
Sep16 |
160901 |
75.12 |
75.56 |
75.02 |
75.52 |
+0.42 |
101,564 |
107,093 |
-1,409 |
Dec16 |
160901 |
74.99 |
75.39 |
74.85 |
75.36 |
+0.42 |
553 |
2,925 |
+111 |
Mar17 |
160901 |
75.22 |
75.22 |
75.22 |
75.22 |
+0.41 |
1 |
21 |
+1 |
Total Volume and Open Interest |
102,118 |
110,040 |
-1,297 |
British Pound(CME) |
Sep16 |
160901 |
131.42 |
133.21 |
131.31 |
132.74 |
+1.44 |
66,694 |
235,401 |
+2,383 |
Dec16 |
160901 |
131.65 |
133.45 |
131.59 |
132.99 |
+1.44 |
356 |
11,898 |
+168 |
Mar17 |
160901 |
132.10 |
133.67 |
132.10 |
133.24 |
+1.42 |
0 |
627 |
+0 |
Total Volume and Open Interest |
67,050 |
248,410 |
+2,551 |
Canadian Dollar(CME) |
Sep16 |
160901 |
76.30 |
76.45 |
76.06 |
76.35 |
+0.11 |
59,188 |
120,287 |
-3,434 |
Dec16 |
160901 |
76.35 |
76.48 |
76.10 |
76.39 |
+0.11 |
429 |
4,748 |
+35 |
Mar17 |
160901 |
76.27 |
76.46 |
76.20 |
76.43 |
+0.11 |
35 |
409 |
-31 |
Jun17 |
160901 |
76.45 |
76.52 |
76.27 |
76.48 |
+0.11 |
0 |
192 |
+0 |
Total Volume and Open Interest |
59,652 |
125,716 |
-3,430 |
Japanese Yen(CME) |
Sep16 |
160901 |
96.77 |
97.08 |
96.19 |
96.82 |
+0.08 |
128,391 |
158,411 |
-3,291 |
Dec16 |
160901 |
97.20 |
97.47 |
96.60 |
97.22 |
+0.08 |
1,970 |
5,530 |
+833 |
Mar17 |
160901 |
97.30 |
97.80 |
97.09 |
97.63 |
+0.08 |
8 |
270 |
+4 |
Total Volume and Open Interest |
130,369 |
164,329 |
-2,454 |
Swiss Franc(CME) |
Sep16 |
160901 |
101.69 |
102.26 |
101.23 |
102.12 |
+0.32 |
21,421 |
42,030 |
+2,413 |
Dec16 |
160901 |
102.31 |
102.79 |
101.80 |
102.66 |
+0.32 |
38 |
247 |
+4 |
Mar17 |
160901 |
103.20 |
103.23 |
102.53 |
103.20 |
+0.32 |
|
|
|
Total Volume and Open Interest |
21,459 |
42,294 |
+2,417 |
EuroFX(CME) |
Sep16 |
160901 |
111.65 |
112.11 |
111.33 |
112.05 |
+0.38 |
129,704 |
352,769 |
+3,359 |
Dec16 |
160901 |
112.07 |
112.55 |
111.79 |
112.49 |
+0.37 |
1,345 |
9,984 |
-26 |
Mar17 |
160901 |
112.28 |
112.97 |
112.27 |
112.95 |
+0.38 |
67 |
1,346 |
-33 |
Total Volume and Open Interest |
131,132 |
364,843 |
+3,313 |
Mexican Peso(CME) |
Sep16 |
160901 |
531.25 |
532.75 |
527.50 |
532.75 |
+3.00 |
59,471 |
81,875 |
+2,658 |
Oct16 |
160901 |
531.25 |
531.25 |
531.25 |
531.25 |
+3.00 |
|
|
|
Total Volume and Open Interest |
59,753 |
114,101 |
+2,696 |
Brazilian Real(CME) |
Oct16 |
160901 |
308.05 |
308.05 |
303.95 |
305.85 |
-0.85 |
13,834 |
20,743 |
+10,892 |
Nov16 |
160901 |
303.25 |
303.25 |
302.65 |
303.25 |
-0.95 |
0 |
2 |
+0 |
Dec16 |
160901 |
302.20 |
302.20 |
298.50 |
300.50 |
-0.95 |
1,303 |
3,416 |
+953 |
Jan17 |
160901 |
298.35 |
298.35 |
298.35 |
298.35 |
-0.45 |
|
|
|
Total Volume and Open Interest |
30,363 |
33,489 |
+8,864 |
30-Year T-Bonds(CBOT) |
Sep16 |
160901 |
171~230 |
172~090 |
170~200 |
171~300 |
+0~030 |
226,280 |
38,363 |
-59,489 |
Dec16 |
160901 |
170~080 |
170~270 |
169~060 |
170~150 |
+0~030 |
211,328 |
544,033 |
+37,057 |
Mar17 |
160901 |
169~110 |
169~110 |
169~110 |
169~110 |
+0~030 |
|
|
|
Total Volume and Open Interest |
437,608 |
582,396 |
-22,432 |
10-Year T-Notes(CBOT) |
Sep16 |
160901 |
131~235 |
132~005 |
131~125 |
131~285 |
+0~005 |
986,143 |
216,907 |
-311,632 |
Dec16 |
160901 |
130~255 |
131~020 |
130~140 |
130~305 |
+0~010 |
959,138 |
2,641,861 |
+231,096 |
Mar17 |
160901 |
130~045 |
130~045 |
130~045 |
130~045 |
+0~010 |
|
|
|
Total Volume and Open Interest |
1,945,281 |
2,858,768 |
-80,536 |
5-Year T-Notes(CBOT) |
Sep16 |
160901 |
121~052 |
121~102 |
120~316 |
121~082 |
+0~004 |
783,594 |
299,790 |
-263,200 |
Dec16 |
160901 |
121~052 |
121~100 |
120~310 |
121~080 |
unch |
823,266 |
2,638,634 |
+155,545 |
Mar17 |
160901 |
120~302 |
120~302 |
120~302 |
120~302 |
unch |
|
|
|
Total Volume and Open Interest |
1,606,860 |
2,938,424 |
-107,655 |
2 Year T-Notes(CBOT) |
Sep16 |
160901 |
109~070 |
109~090 |
109~056 |
109~084 |
+0~004 |
279,496 |
108,506 |
-100,962 |
Dec16 |
160901 |
109~040 |
109~054 |
109~022 |
109~050 |
unch |
274,706 |
1,001,766 |
+69,551 |
Mar17 |
160901 |
109~044 |
109~044 |
109~044 |
109~044 |
unch |
|
|
|
Total Volume and Open Interest |
554,202 |
1,110,272 |
-31,411 |
Eurodollars(CME) |
Sep16 |
160901 |
99.118 |
99.135 |
99.110 |
99.128 |
+0.013 |
193,704 |
1,095,907 |
-11,682 |
Dec16 |
160901 |
99.045 |
99.070 |
99.035 |
99.065 |
+0.015 |
256,665 |
1,495,846 |
-2,707 |
Mar17 |
160901 |
99.000 |
99.025 |
98.985 |
99.020 |
+0.010 |
155,024 |
1,098,097 |
+4,424 |
Jun17 |
160901 |
98.950 |
98.985 |
98.935 |
98.975 |
+0.010 |
197,787 |
993,214 |
+9,483 |
Sep17 |
160901 |
98.910 |
98.940 |
98.890 |
98.930 |
+0.005 |
158,422 |
880,094 |
-796 |
Dec17 |
160901 |
98.865 |
98.895 |
98.840 |
98.885 |
+0.005 |
205,141 |
1,328,659 |
+7,667 |
Mar18 |
160901 |
98.840 |
98.870 |
98.810 |
98.860 |
+0.005 |
127,570 |
629,495 |
-5,877 |
Jun18 |
160901 |
98.815 |
98.840 |
98.775 |
98.830 |
+0.005 |
138,803 |
496,844 |
-7,449 |
Sep18 |
160901 |
98.775 |
98.805 |
98.740 |
98.795 |
unch |
98,392 |
449,144 |
+1,296 |
Dec18 |
160901 |
98.735 |
98.765 |
98.700 |
98.750 |
-0.005 |
102,312 |
609,898 |
+2,664 |
Mar19 |
160901 |
98.715 |
98.740 |
98.675 |
98.725 |
-0.005 |
65,427 |
416,655 |
+981 |
Jun19 |
160901 |
98.685 |
98.710 |
98.640 |
98.695 |
-0.005 |
70,702 |
313,705 |
+4,310 |
Sep19 |
160901 |
98.650 |
98.675 |
98.605 |
98.660 |
-0.005 |
44,677 |
244,192 |
-1,055 |
Dec19 |
160901 |
98.610 |
98.630 |
98.565 |
98.620 |
-0.005 |
57,074 |
271,688 |
-1,748 |
Mar20 |
160901 |
98.580 |
98.605 |
98.540 |
98.590 |
-0.010 |
40,667 |
145,530 |
-1,253 |
Jun20 |
160901 |
98.550 |
98.570 |
98.500 |
98.555 |
-0.010 |
34,168 |
100,473 |
-501 |
Sep20 |
160901 |
98.515 |
98.535 |
98.470 |
98.520 |
-0.010 |
20,567 |
78,547 |
-606 |
Dec20 |
160901 |
98.475 |
98.495 |
98.430 |
98.480 |
-0.010 |
22,261 |
107,190 |
+505 |
Total Volume and Open Interest |
2,049,622 |
11,098,025 |
+5,886 |
Ultra T-Bond(CBOT) |
Sep16 |
160901 |
188~04 |
188~21 |
186~20 |
188~03 |
-0~02 |
181,768 |
60,441 |
-76,868 |
Dec16 |
160901 |
187~15 |
187~31 |
185~29 |
187~13 |
-0~02 |
151,758 |
583,929 |
+77,427 |
Mar17 |
160901 |
186~13 |
186~13 |
186~13 |
186~13 |
-0~02 |
|
|
|
Total Volume and Open Interest |
333,526 |
644,370 |
+559 |
Ultra 10-Yr T-Note(CBOT) |
Sep16 |
160901 |
144~200 |
144~300 |
144~045 |
144~245 |
-0~015 |
93,829 |
24,766 |
-34,786 |
Dec16 |
160901 |
144~065 |
144~155 |
143~215 |
144~100 |
-0~020 |
67,125 |
183,319 |
+18,727 |
Mar17 |
160901 |
144~100 |
144~100 |
144~100 |
144~100 |
-0~020 |
|
|
|
Total Volume and Open Interest |
160,954 |
208,085 |
-16,059 |
30 Day Federal Funds(CBOT) |
Sep16 |
160901 |
99.580 |
99.585 |
99.577 |
99.582 |
unch |
11,258 |
64,536 |
-160 |
Oct16 |
160901 |
99.535 |
99.550 |
99.525 |
99.540 |
+0.005 |
50,879 |
251,724 |
+16,757 |
Nov16 |
160901 |
99.515 |
99.530 |
99.505 |
99.520 |
+0.005 |
23,311 |
127,069 |
-9,253 |
Dec16 |
160901 |
99.470 |
99.485 |
99.460 |
99.470 |
unch |
10,821 |
79,643 |
+777 |
Jan17 |
160901 |
99.430 |
99.445 |
99.420 |
99.435 |
unch |
25,038 |
109,500 |
+7,150 |
Feb17 |
160901 |
99.415 |
99.435 |
99.410 |
99.425 |
+0.005 |
11,505 |
70,617 |
+6,247 |
Total Volume and Open Interest |
171,817 |
1,018,072 |
+30,900 |
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 |
160901 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec16 |
160901 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
160901 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160901 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160901 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160901 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160901 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
160901 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep16 |
160901 |
151.36 |
151.48 |
151.12 |
151.14 |
-0.29 |
526 |
17,281 |
-189 |
Dec16 |
160901 |
151.66 |
151.70 |
151.41 |
151.41 |
-0.28 |
50 |
189 |
+45 |
Mar17 |
160901 |
151.33 |
151.33 |
151.33 |
151.33 |
-0.28 |
|
|
|
Total Volume and Open Interest |
576 |
17,470 |
-144 |
Euro-Buxl(EUREX) |
Sep16 |
160901 |
192.50 |
192.72 |
190.92 |
191.94 |
-1.04 |
28,310 |
144,730 |
+6,302 |
Dec16 |
160901 |
190.86 |
190.86 |
189.32 |
190.32 |
-1.04 |
2,850 |
7,408 |
+1,721 |
Mar17 |
160901 |
189.40 |
189.40 |
189.40 |
189.40 |
-1.58 |
|
|
|
Total Volume and Open Interest |
31,160 |
152,138 |
+8,023 |
Euro-Bund(EUREX) |
Sep16 |
160901 |
167.26 |
167.48 |
166.95 |
167.38 |
unch |
530,082 |
1,626,254 |
+77,185 |
Dec16 |
160901 |
164.54 |
164.77 |
164.24 |
164.68 |
+0.01 |
41,684 |
218,796 |
+18,005 |
Mar17 |
160901 |
167.02 |
167.20 |
166.78 |
167.13 |
-0.01 |
49 |
461 |
+38 |
Total Volume and Open Interest |
571,815 |
1,845,511 |
+95,228 |
Euro-Bobl(EUREX) |
Sep16 |
160901 |
133.55 |
133.64 |
133.47 |
133.62 |
+0.03 |
361,398 |
1,338,003 |
+28,891 |
Dec16 |
160901 |
131.56 |
131.64 |
131.48 |
131.63 |
+0.04 |
31,985 |
170,368 |
+23,890 |
Mar17 |
160901 |
133.55 |
133.55 |
133.55 |
133.55 |
+0.01 |
|
|
|
Total Volume and Open Interest |
393,383 |
1,508,371 |
+52,781 |
Euro-Schatz(EUREX) |
Sep16 |
160901 |
112.01 |
112.03 |
112.00 |
112.01 |
+0.00 |
209,214 |
1,125,370 |
+51,570 |
Dec16 |
160901 |
111.99 |
112.00 |
111.98 |
112.00 |
+0.01 |
31,801 |
160,873 |
+24,155 |
Mar17 |
160901 |
112.01 |
112.01 |
112.01 |
112.01 |
+0.00 |
|
|
|
Total Volume and Open Interest |
241,015 |
1,286,243 |
+75,725 |
3-Mth Euribor(EUREX) |
Sep16 |
160901 |
100.305 |
100.305 |
100.305 |
100.305 |
unch |
0 |
3,847 |
+0 |
Dec16 |
160901 |
100.330 |
100.330 |
100.330 |
100.330 |
unch |
3 |
2,925 |
+0 |
Mar17 |
160901 |
100.340 |
100.340 |
100.340 |
100.340 |
unch |
2 |
3,210 |
+2 |
Total Volume and Open Interest |
316 |
77,069 |
-57 |
Long Gilt(LIFFE) |
Sep16 |
160901 |
132~16 |
132~16 |
131~25 |
132~05 |
-0~15 |
43,982 |
45,991 |
-20,622 |
Dec16 |
160901 |
131~10 |
131~12 |
130~20 |
131~02 |
-0~15 |
189,178 |
486,016 |
+14,131 |
Total Volume and Open Interest |
233,160 |
532,007 |
-6,491 |
3-Mth Short Sterling(LIFFE) |
Sep16 |
160901 |
99.63 |
99.63 |
99.62 |
99.62 |
-0.00 |
30,785 |
332,021 |
-2,617 |
Dec16 |
160901 |
99.69 |
99.70 |
99.67 |
99.69 |
-0.01 |
19,059 |
551,720 |
-717 |
Mar17 |
160901 |
99.73 |
99.73 |
99.69 |
99.71 |
-0.01 |
17,651 |
326,992 |
-2,656 |
Jun17 |
160901 |
99.74 |
99.74 |
99.70 |
99.72 |
-0.01 |
27,626 |
321,332 |
-784 |
Sep17 |
160901 |
99.75 |
99.75 |
99.70 |
99.73 |
-0.01 |
26,899 |
282,234 |
-7,932 |
Dec17 |
160901 |
99.74 |
99.75 |
99.70 |
99.73 |
-0.01 |
17,221 |
336,109 |
+1,750 |
Total Volume and Open Interest |
245,513 |
3,091,959 |
-16,277 |
3-Mth Euribor(LIFFE) |
Sep16 |
160901 |
100.305 |
100.310 |
100.305 |
100.305 |
unch |
28,085 |
355,241 |
-365 |
Dec16 |
160901 |
100.325 |
100.330 |
100.320 |
100.330 |
+0.005 |
21,083 |
446,230 |
+1,646 |
Mar17 |
160901 |
100.335 |
100.340 |
100.330 |
100.340 |
+0.005 |
14,441 |
357,524 |
-5,365 |
Total Volume and Open Interest |
226,006 |
3,104,899 |
+15,242 |
3-Mth Aus T-Bills(SFE) |
Sep16 |
160901 |
98.25 |
98.26 |
98.25 |
98.26 |
unch |
12,849 |
113,473 |
-7,000 |
Dec16 |
160901 |
98.35 |
98.35 |
98.33 |
98.34 |
-0.01 |
16,356 |
207,335 |
+4,841 |
Mar17 |
160901 |
98.40 |
98.41 |
98.38 |
98.39 |
-0.02 |
11,760 |
156,379 |
-2,444 |
Jun17 |
160901 |
98.44 |
98.44 |
98.42 |
98.43 |
-0.01 |
8,238 |
129,726 |
-812 |
Sep17 |
160901 |
98.45 |
98.46 |
98.43 |
98.44 |
-0.01 |
5,926 |
96,536 |
-578 |
Dec17 |
160901 |
98.46 |
98.46 |
98.44 |
98.45 |
-0.01 |
2,622 |
77,482 |
-1,070 |
Mar18 |
160901 |
98.45 |
98.46 |
98.44 |
98.44 |
-0.01 |
3,569 |
63,657 |
+154 |
Jun18 |
160901 |
98.44 |
98.45 |
98.42 |
98.43 |
-0.01 |
2,288 |
46,777 |
-693 |
Sep18 |
160901 |
98.42 |
98.43 |
98.41 |
98.41 |
-0.01 |
501 |
7,272 |
+241 |
Dec18 |
160901 |
98.40 |
98.40 |
98.38 |
98.38 |
-0.01 |
100 |
4,341 |
+90 |
Total Volume and Open Interest |
64,213 |
906,134 |
-7,369 |
10-Year Aus T-Bonds(SFE) |
Sep16 |
160901 |
98.16 |
98.18 |
98.14 |
98.15 |
-0.02 |
68,177 |
830,891 |
+8,343 |
Dec16 |
160901 |
98.17 |
98.19 |
98.16 |
98.16 |
-0.02 |
320 |
346 |
+320 |
Total Volume and Open Interest |
68,497 |
831,237 |
+8,663 |
3-Year Aus T-Bonds(SFE) |
Sep16 |
160901 |
98.61 |
98.63 |
98.59 |
98.60 |
-0.02 |
158,644 |
877,305 |
+13,957 |
Dec16 |
160901 |
98.68 |
98.68 |
98.66 |
98.67 |
-0.01 |
11,106 |
11,104 |
+11,094 |
Total Volume and Open Interest |
169,750 |
888,409 |
+25,051 |
Gold(CMX) |
Oct16 |
160901 |
1308.2 |
1315.1 |
1302.1 |
1313.6 |
+5.7 |
3,734 |
45,199 |
+260 |
Dec16 |
160901 |
1311.7 |
1318.6 |
1305.5 |
1317.1 |
+5.7 |
159,325 |
416,384 |
-2,014 |
Feb17 |
160901 |
1315.1 |
1321.7 |
1308.9 |
1320.4 |
+5.8 |
3,075 |
38,295 |
+682 |
Apr17 |
160901 |
1318.2 |
1323.1 |
1314.0 |
1322.9 |
+5.7 |
1,559 |
9,873 |
+128 |
Jun17 |
160901 |
1319.7 |
1325.3 |
1314.2 |
1325.3 |
+5.6 |
1,988 |
15,478 |
+507 |
Aug17 |
160901 |
1319.5 |
1329.1 |
1319.5 |
1327.7 |
+5.4 |
363 |
7,984 |
+7 |
Oct17 |
160901 |
1330.1 |
1330.1 |
1330.1 |
1330.1 |
+5.3 |
46 |
1,334 |
-2 |
Dec17 |
160901 |
1326.5 |
1332.9 |
1322.5 |
1332.5 |
+5.3 |
1,570 |
11,447 |
+107 |
Feb18 |
160901 |
1329.5 |
1334.8 |
1329.5 |
1334.8 |
+5.3 |
0 |
135 |
+0 |
Apr18 |
160901 |
1332.1 |
1337.0 |
1332.1 |
1337.0 |
+5.3 |
0 |
4 |
+0 |
Jun18 |
160901 |
1339.2 |
1339.2 |
1339.1 |
1339.1 |
+5.2 |
5 |
4,334 |
+0 |
Total Volume and Open Interest |
172,448 |
558,398 |
-645 |
Silver(CMX) |
Sep16 |
160901 |
1870.0 |
1890.0 |
1857.5 |
1885.7 |
+23.5 |
14,289 |
3,412 |
-7,201 |
Dec16 |
160901 |
1872.0 |
1899.5 |
1865.0 |
1894.3 |
+23.6 |
55,575 |
163,845 |
+5,729 |
Mar17 |
160901 |
1888.5 |
1910.0 |
1876.5 |
1904.8 |
+23.4 |
834 |
12,507 |
+151 |
May17 |
160901 |
1889.5 |
1912.5 |
1889.5 |
1911.4 |
+23.4 |
5 |
859 |
+2 |
Jul17 |
160901 |
1898.5 |
1918.0 |
1896.5 |
1917.9 |
+23.4 |
2 |
2,482 |
-2 |
Sep17 |
160901 |
1924.5 |
1924.5 |
1924.5 |
1924.5 |
+23.4 |
3 |
472 |
+1 |
Dec17 |
160901 |
1933.9 |
1933.9 |
1933.9 |
1933.9 |
+23.4 |
3 |
2,208 |
+3 |
Total Volume and Open Interest |
70,955 |
189,416 |
-1,295 |
Platinum(NYMEX) |
Oct16 |
160901 |
1054.5 |
1059.4 |
1043.0 |
1048.9 |
-4.6 |
13,314 |
69,161 |
-362 |
Jan17 |
160901 |
1057.8 |
1061.7 |
1045.7 |
1051.5 |
-4.6 |
1,645 |
9,526 |
+1,148 |
Apr17 |
160901 |
1053.0 |
1055.2 |
1051.3 |
1054.1 |
-4.7 |
26 |
758 |
+25 |
Jul17 |
160901 |
1056.4 |
1056.4 |
1056.4 |
1056.4 |
-4.4 |
0 |
16 |
+0 |
Total Volume and Open Interest |
14,985 |
79,543 |
+811 |
Palladium(NYMEX) |
Sep16 |
160901 |
674.00 |
674.00 |
661.25 |
661.25 |
-7.45 |
1,442 |
116 |
-1,001 |
Dec16 |
160901 |
671.05 |
677.35 |
657.70 |
661.70 |
-8.25 |
6,244 |
25,332 |
+526 |
Mar17 |
160901 |
675.00 |
675.00 |
663.10 |
663.10 |
-8.20 |
19 |
53 |
+2 |
Total Volume and Open Interest |
7,720 |
25,545 |
-462 |
Copper(CMX) |
Sep16 |
160901 |
207.20 |
209.00 |
206.75 |
206.85 |
-0.10 |
9,506 |
3,748 |
-3,208 |
Dec16 |
160901 |
207.95 |
209.70 |
207.40 |
207.55 |
-0.20 |
52,722 |
137,405 |
+3,714 |
Mar17 |
160901 |
208.90 |
210.60 |
208.35 |
208.45 |
-0.20 |
2,870 |
28,831 |
+475 |
May17 |
160901 |
209.90 |
211.20 |
209.00 |
209.15 |
-0.20 |
401 |
5,464 |
+102 |
Jul17 |
160901 |
210.25 |
210.45 |
209.75 |
209.75 |
-0.15 |
168 |
1,177 |
-37 |
Total Volume and Open Interest |
68,209 |
187,028 |
+1,655 |
E-mini DJIA Index(CBOT) |
Sep16 |
160901 |
18393 |
18462 |
18286 |
18395 |
unch |
114,677 |
143,821 |
-6,503 |
Dec16 |
160901 |
18302 |
18372 |
18200 |
18311 |
+2 |
233 |
1,448 |
+8 |
Mar17 |
160901 |
18270 |
18271 |
18190 |
18244 |
+2 |
0 |
402 |
+0 |
Jun17 |
160901 |
18203 |
18203 |
18154 |
18203 |
+2 |
0 |
3 |
+0 |
Total Volume and Open Interest |
114,910 |
145,674 |
-6,495 |
S & P 500(CME) |
Sep16 |
160901 |
2169.00 |
2176.90 |
2155.50 |
2167.30 |
-2.20 |
3,888 |
96,929 |
-1,100 |
Dec16 |
160901 |
2156.00 |
2163.80 |
2149.30 |
2160.20 |
-2.10 |
672 |
2,863 |
+637 |
Mar17 |
160901 |
2153.90 |
2157.50 |
2143.00 |
2153.90 |
-2.10 |
0 |
60 |
+0 |
Jun17 |
160901 |
2148.00 |
2151.60 |
2137.10 |
2148.00 |
-2.10 |
0 |
60 |
+0 |
Total Volume and Open Interest |
4,560 |
99,912 |
-463 |
S & P 500 E-Mini(Globex) |
Sep16 |
160901 |
2169.00 |
2177.25 |
2154.75 |
2167.25 |
-2.25 |
1,372,345 |
2,947,680 |
-23,353 |
Dec16 |
160901 |
2161.50 |
2169.50 |
2148.00 |
2160.25 |
-2.00 |
19,206 |
103,107 |
+13,433 |
Mar17 |
160901 |
2160.75 |
2162.75 |
2142.00 |
2154.00 |
-2.00 |
52 |
879 |
+15 |
Jun17 |
160901 |
2146.00 |
2152.25 |
2137.00 |
2148.00 |
-2.00 |
1 |
473 |
+1 |
Total Volume and Open Interest |
1,391,604 |
3,052,142 |
-9,904 |
NASDAQ 100 E-Mini(Globex) |
Sep16 |
160901 |
4774.00 |
4795.30 |
4749.50 |
4777.50 |
+3.70 |
186,259 |
302,435 |
-8,922 |
Dec16 |
160901 |
4767.80 |
4788.50 |
4744.50 |
4772.30 |
+4.30 |
864 |
2,945 |
+90 |
Mar17 |
160901 |
4768.50 |
4770.00 |
4748.50 |
4766.30 |
+4.30 |
0 |
52 |
+0 |
Total Volume and Open Interest |
187,123 |
305,439 |
-8,832 |
S&P Midcap 400(CME) e-Mini |
Sep16 |
160901 |
1564.60 |
1572.50 |
1551.40 |
1562.40 |
-1.40 |
11,766 |
85,936 |
+1,116 |
Dec16 |
160901 |
1557.10 |
1565.20 |
1549.50 |
1557.10 |
-1.40 |
4 |
10 |
+10 |
Mar17 |
160901 |
1557.60 |
1557.60 |
1557.10 |
1557.60 |
-1.40 |
|
|
|
Total Volume and Open Interest |
11,770 |
85,946 |
+1,116 |
Volatility Index(CBOE) |
Sep16 |
160901 |
14.60 |
15.15 |
14.39 |
14.58 |
unch |
63,035 |
240,865 |
-3,054 |
Oct16 |
160901 |
16.76 |
17.08 |
16.52 |
16.68 |
-0.05 |
40,493 |
132,554 |
+7,272 |
Nov16 |
160901 |
17.79 |
18.05 |
17.58 |
17.73 |
-0.05 |
12,676 |
51,486 |
+1,214 |
Dec16 |
160901 |
18.20 |
18.45 |
18.05 |
18.13 |
-0.05 |
5,089 |
44,602 |
+837 |
Total Volume and Open Interest |
127,579 |
512,754 |
+7,648 |
Russell 2000(ICE) |
Sep16 |
160901 |
1239.80 |
1245.80 |
1226.10 |
1238.40 |
-0.40 |
57,814 |
334,019 |
-1,400 |
Dec16 |
160901 |
1236.00 |
1241.00 |
1221.90 |
1233.90 |
-0.30 |
648 |
1,598 |
+500 |
Mar17 |
160901 |
1230.40 |
1230.40 |
1230.40 |
1230.40 |
-0.30 |
0 |
250 |
+0 |
Total Volume and Open Interest |
58,462 |
336,037 |
-900 |
Nikkei 225(CME) |
Sep16 |
160901 |
16885 |
17075 |
16855 |
16965 |
+40 |
10,185 |
36,298 |
+168 |
Dec16 |
160901 |
16830 |
17020 |
16800 |
16915 |
+40 |
286 |
498 |
+63 |
Total Volume and Open Interest |
10,471 |
36,796 |
+231 |
Nikkei 225(SGX) |
Sep16 |
160901 |
16895 |
16950 |
16815 |
16935 |
+50 |
36,022 |
206,492 |
-4,633 |
Dec16 |
160901 |
16770 |
16825 |
16680 |
16825 |
+50 |
732 |
7,860 |
+284 |
Mar17 |
160901 |
16790 |
16790 |
16790 |
16790 |
+50 |
0 |
5 |
+0 |
Total Volume and Open Interest |
37,404 |
220,789 |
-4,550 |
Nikkei 225(CME) Yen |
Sep16 |
160901 |
16885 |
17070 |
16845 |
16955 |
+45 |
36,213 |
65,653 |
-467 |
Dec16 |
160901 |
16710 |
16930 |
16710 |
16825 |
+50 |
101 |
935 |
+22 |
Mar17 |
160901 |
16775 |
16775 |
16775 |
16775 |
+50 |
|
|
|
Total Volume and Open Interest |
36,314 |
66,588 |
-445 |
Nikkei 225(CME) e-Mini Yen |
Sep16 |
160901 |
16940 |
17060 |
16860 |
16950 |
+40 |
3 |
12 |
+1 |
Dec16 |
160901 |
16820 |
16820 |
16820 |
16820 |
+50 |
|
|
|
Mar17 |
160901 |
16770 |
16770 |
16770 |
16770 |
+50 |
|
|
|
Total Volume and Open Interest |
3 |
12 |
+1 |
CAC 40(EURONEXT) |
Sep16 |
160901 |
4445.5 |
4491.5 |
4421.0 |
4439.5 |
+1.5 |
68,809 |
273,150 |
+1,761 |
Oct16 |
160901 |
4435.5 |
4480.0 |
4410.0 |
4428.0 |
+1.5 |
122 |
259 |
+70 |
Nov16 |
160901 |
4441.0 |
4441.0 |
4425.0 |
4425.0 |
+1.5 |
2 |
5 |
+1 |
Dec16 |
160901 |
4463.5 |
4463.5 |
4407.5 |
4415.5 |
-1.5 |
0 |
58 |
+0 |
Total Volume and Open Interest |
68,933 |
273,533 |
+1,832 |
Hang Seng Index(HKFE) |
Sep16 |
160901 |
22918 |
23178 |
22765 |
23177 |
+248 |
95,176 |
130,356 |
+8,423 |
Oct16 |
160901 |
22931 |
23158 |
22760 |
23158 |
+242 |
|
|
|
Total Volume and Open Interest |
115,537 |
153,314 |
|
DAX(EUREX) |
Sep16 |
160901 |
10612.5 |
10678.0 |
10488.5 |
10523.5 |
-87.0 |
75,879 |
149,942 |
+1,594 |
Dec16 |
160901 |
10606.0 |
10659.0 |
10480.0 |
10513.0 |
-86.5 |
198 |
7,176 |
-6 |
Mar17 |
160901 |
10515.0 |
10547.5 |
10505.0 |
10505.0 |
-87.0 |
17 |
204 |
-1 |
Total Volume and Open Interest |
76,094 |
157,322 |
+1,587 |
Mini-DAX(EUREX) |
Sep16 |
160901 |
10614.0 |
10678.0 |
10489.0 |
10523.5 |
-87.0 |
22,154 |
10,479 |
+438 |
Dec16 |
160901 |
10604.0 |
10663.0 |
10488.0 |
10513.0 |
-86.5 |
88 |
348 |
+9 |
Mar17 |
160901 |
10505.0 |
10505.0 |
10505.0 |
10505.0 |
-87.0 |
2 |
125 |
+2 |
Total Volume and Open Interest |
22,244 |
10,952 |
+449 |
FT-SE 100(EURONEXT) |
Sep16 |
160901 |
6782.00 |
6827.00 |
6722.00 |
6745.00 |
-41.00 |
93,998 |
686,464 |
-3,177 |
Dec16 |
160901 |
6768.50 |
6784.00 |
6681.00 |
6701.50 |
-42.50 |
11,135 |
12,477 |
+10,503 |
Mar17 |
160901 |
6637.50 |
6637.50 |
6637.50 |
6637.50 |
-42.50 |
|
|
|
Total Volume and Open Interest |
105,133 |
698,941 |
+7,326 |
SPI 200(SFE) |
Sep16 |
160901 |
5407.0 |
5423.0 |
5372.0 |
5406.0 |
-4.0 |
30,863 |
305,553 |
-1,918 |
Dec16 |
160901 |
5404.0 |
5405.0 |
5382.0 |
5391.0 |
-4.0 |
27 |
2,993 |
-1 |
Mar17 |
160901 |
5342.0 |
5342.0 |
5342.0 |
5342.0 |
-4.0 |
0 |
1,436 |
+0 |
Total Volume and Open Interest |
30,900 |
311,598 |
-1,909 |
FTSE MIB(ISE) |
Sep16 |
160901 |
16935.00 |
17255.00 |
16845.00 |
16899.00 |
-39.00 |
27,660 |
40,964 |
+263 |
Dec16 |
160901 |
16930.00 |
17120.00 |
16735.00 |
16769.00 |
-42.00 |
156 |
420 |
+127 |
Mar17 |
160901 |
16739.00 |
16739.00 |
16739.00 |
16739.00 |
-42.00 |
|
|
|
Total Volume and Open Interest |
27,816 |
41,384 |
+390 |
KOSPI 200(KFE) |
Sep16 |
160901 |
256.55 |
256.65 |
254.05 |
256.25 |
-0.25 |
110,192 |
144,230 |
+1,396 |
Dec16 |
160901 |
257.30 |
257.45 |
254.95 |
257.05 |
-0.25 |
2,014 |
17,805 |
+996 |
Mar17 |
160901 |
252.70 |
254.15 |
252.15 |
254.05 |
-0.75 |
11 |
1,222 |
+6 |
Total Volume and Open Interest |
112,217 |
166,950 |
+2,448 |
GSCI(CME) |
Sep16 |
160901 |
346.50 |
346.60 |
341.40 |
341.95 |
-6.00 |
331 |
13,510 |
+327 |
Oct16 |
160901 |
344.25 |
344.25 |
343.90 |
344.25 |
-6.00 |
0 |
125 |
+0 |
Nov16 |
160901 |
347.25 |
347.25 |
347.25 |
347.25 |
-6.00 |
|
|
|
Total Volume and Open Interest |
331 |
13,635 |
+327 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|