|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Mon September 12, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep16 |
160912 |
990.25 |
1006.75 |
980.00 |
984.50 |
-12.75 |
592 |
1,434 |
-440 |
Nov16 |
160912 |
978.00 |
990.00 |
958.75 |
964.25 |
-16.00 |
82,965 |
359,204 |
-2,385 |
Jan17 |
160912 |
981.75 |
993.75 |
963.00 |
968.75 |
-15.50 |
23,656 |
82,877 |
+3,735 |
Mar17 |
160912 |
984.25 |
996.00 |
966.25 |
971.50 |
-16.00 |
9,887 |
70,279 |
-642 |
May17 |
160912 |
988.00 |
999.00 |
970.75 |
976.00 |
-15.00 |
6,064 |
40,405 |
+1,726 |
Jul17 |
160912 |
992.00 |
1001.25 |
974.50 |
980.50 |
-13.75 |
5,643 |
41,208 |
+1,017 |
Aug17 |
160912 |
988.50 |
995.75 |
971.50 |
976.25 |
-12.50 |
104 |
1,219 |
+5 |
Sep17 |
160912 |
963.75 |
970.25 |
956.75 |
957.50 |
-9.00 |
23 |
688 |
+10 |
Nov17 |
160912 |
947.00 |
955.00 |
934.75 |
942.25 |
-5.50 |
1,925 |
27,413 |
+133 |
Jan18 |
160912 |
944.50 |
953.25 |
942.25 |
944.50 |
-4.75 |
4 |
708 |
+4 |
Mar18 |
160912 |
944.75 |
944.75 |
944.75 |
944.75 |
-4.75 |
0 |
164 |
+0 |
May18 |
160912 |
946.50 |
946.50 |
946.50 |
946.50 |
-5.25 |
3 |
72 |
+2 |
Jul18 |
160912 |
949.75 |
949.75 |
949.75 |
949.75 |
-5.00 |
0 |
132 |
+0 |
Aug18 |
160912 |
946.50 |
946.50 |
946.50 |
946.50 |
-4.75 |
0 |
17 |
+0 |
Total Volume and Open Interest |
130,879 |
626,078 |
+3,175 |
Soybean Meal(CBOT) |
Sep16 |
160912 |
323.40 |
327.50 |
315.60 |
318.30 |
-5.00 |
807 |
1,827 |
-567 |
Oct16 |
160912 |
317.00 |
322.50 |
309.60 |
313.50 |
-4.20 |
20,867 |
44,251 |
-2,198 |
Dec16 |
160912 |
315.60 |
321.30 |
307.70 |
311.90 |
-4.60 |
40,958 |
165,004 |
-873 |
Jan17 |
160912 |
314.60 |
319.50 |
307.00 |
311.20 |
-4.30 |
6,265 |
35,981 |
+769 |
Mar17 |
160912 |
314.00 |
318.20 |
306.40 |
310.40 |
-3.80 |
4,236 |
37,934 |
+805 |
May17 |
160912 |
313.30 |
317.80 |
306.50 |
310.40 |
-3.50 |
2,066 |
25,220 |
+378 |
Jul17 |
160912 |
314.30 |
318.60 |
307.70 |
311.50 |
-3.30 |
1,507 |
26,594 |
+40 |
Aug17 |
160912 |
314.70 |
317.40 |
307.70 |
310.90 |
-3.10 |
203 |
2,774 |
+26 |
Sep17 |
160912 |
313.90 |
316.10 |
306.80 |
309.70 |
-3.00 |
83 |
3,454 |
+20 |
Oct17 |
160912 |
307.50 |
310.00 |
302.50 |
305.40 |
-1.80 |
77 |
3,382 |
+28 |
Total Volume and Open Interest |
77,371 |
359,050 |
-1,486 |
Soybean Oil(CBOT) |
Sep16 |
160912 |
32.67 |
32.76 |
32.31 |
32.31 |
-0.72 |
228 |
444 |
-193 |
Oct16 |
160912 |
33.01 |
33.08 |
32.30 |
32.38 |
-0.72 |
14,012 |
51,691 |
-1,496 |
Dec16 |
160912 |
33.23 |
33.34 |
32.56 |
32.64 |
-0.73 |
46,806 |
207,929 |
-703 |
Jan17 |
160912 |
33.49 |
33.56 |
32.78 |
32.87 |
-0.73 |
6,098 |
42,454 |
+513 |
Mar17 |
160912 |
33.70 |
33.73 |
33.03 |
33.11 |
-0.71 |
8,761 |
37,377 |
+548 |
May17 |
160912 |
33.76 |
33.76 |
33.25 |
33.32 |
-0.69 |
4,994 |
27,591 |
+925 |
Jul17 |
160912 |
33.87 |
33.87 |
33.43 |
33.50 |
-0.66 |
2,710 |
14,633 |
+814 |
Aug17 |
160912 |
33.85 |
33.85 |
33.44 |
33.50 |
-0.62 |
461 |
3,171 |
+22 |
Sep17 |
160912 |
33.43 |
33.43 |
33.43 |
33.43 |
-0.60 |
376 |
2,814 |
-3 |
Oct17 |
160912 |
33.21 |
33.21 |
33.15 |
33.15 |
-0.59 |
104 |
2,253 |
+2 |
Total Volume and Open Interest |
84,787 |
398,061 |
+380 |
Canola(WCE) |
Nov16 |
160912 |
466.0 |
466.6 |
456.3 |
459.1 |
-6.6 |
11,092 |
131,391 |
+1,212 |
Jan17 |
160912 |
472.0 |
472.5 |
462.4 |
465.3 |
-7.2 |
4,101 |
28,117 |
+299 |
Mar17 |
160912 |
476.5 |
476.5 |
468.3 |
470.2 |
-7.6 |
772 |
10,199 |
+81 |
May17 |
160912 |
481.1 |
481.5 |
473.3 |
475.2 |
-8.0 |
392 |
5,075 |
-71 |
Jul17 |
160912 |
485.0 |
486.0 |
476.8 |
478.6 |
-8.7 |
230 |
8,157 |
+9 |
Total Volume and Open Interest |
17,324 |
188,998 |
+2,076 |
Corn(CBOT) |
Sep16 |
160912 |
329.25 |
330.50 |
326.00 |
329.25 |
-0.75 |
1,477 |
1,900 |
-902 |
Dec16 |
160912 |
340.50 |
343.25 |
335.50 |
339.50 |
-1.50 |
149,368 |
787,018 |
-6,172 |
Mar17 |
160912 |
351.00 |
353.75 |
346.50 |
350.00 |
-1.50 |
36,860 |
225,061 |
+197 |
May17 |
160912 |
358.25 |
360.75 |
353.50 |
357.50 |
-1.25 |
12,573 |
57,029 |
+450 |
Jul17 |
160912 |
364.50 |
367.00 |
360.00 |
364.00 |
-1.25 |
11,997 |
111,586 |
+883 |
Sep17 |
160912 |
371.50 |
373.75 |
367.25 |
370.75 |
-1.00 |
2,590 |
41,130 |
+25 |
Dec17 |
160912 |
380.50 |
383.00 |
376.50 |
380.75 |
-0.50 |
5,828 |
70,903 |
+303 |
Mar18 |
160912 |
391.75 |
393.25 |
388.00 |
391.00 |
-0.50 |
301 |
4,738 |
+93 |
May18 |
160912 |
398.00 |
398.00 |
396.25 |
396.50 |
-0.25 |
49 |
751 |
+1 |
Jul18 |
160912 |
400.00 |
401.00 |
397.50 |
399.75 |
unch |
31 |
1,301 |
+10 |
Total Volume and Open Interest |
221,740 |
1,305,654 |
-4,799 |
Wheat(CBOT) |
Sep16 |
160912 |
382.00 |
384.50 |
381.50 |
383.25 |
+7.25 |
18 |
68 |
-21 |
Dec16 |
160912 |
403.00 |
410.00 |
400.00 |
409.25 |
+5.75 |
47,853 |
311,484 |
+711 |
Mar17 |
160912 |
425.00 |
431.50 |
421.50 |
430.00 |
+5.25 |
14,731 |
87,052 |
+366 |
May17 |
160912 |
436.50 |
446.00 |
436.50 |
444.75 |
+5.25 |
5,183 |
19,029 |
+538 |
Jul17 |
160912 |
450.50 |
457.00 |
447.75 |
455.00 |
+4.00 |
3,392 |
29,391 |
+348 |
Sep17 |
160912 |
471.00 |
471.25 |
463.00 |
468.50 |
+2.25 |
165 |
3,325 |
-5 |
Total Volume and Open Interest |
71,787 |
458,029 |
+2,051 |
Wheat(KCBT) |
Sep16 |
160912 |
390.75 |
400.75 |
390.50 |
399.75 |
+6.25 |
136 |
318 |
-13 |
Dec16 |
160912 |
413.00 |
424.50 |
413.00 |
423.75 |
+5.25 |
18,415 |
146,353 |
-145 |
Mar17 |
160912 |
434.00 |
440.00 |
429.50 |
439.50 |
+5.00 |
5,126 |
45,739 |
+75 |
May17 |
160912 |
441.50 |
450.50 |
439.75 |
450.00 |
+5.00 |
1,359 |
15,625 |
+596 |
Jul17 |
160912 |
451.75 |
460.25 |
450.00 |
459.75 |
+4.75 |
1,844 |
20,050 |
+138 |
Sep17 |
160912 |
466.00 |
475.00 |
464.75 |
474.25 |
+4.50 |
79 |
2,682 |
-2 |
Dec17 |
160912 |
487.50 |
495.00 |
486.75 |
494.75 |
+3.75 |
78 |
2,094 |
+10 |
Total Volume and Open Interest |
27,052 |
233,132 |
+674 |
Wheat(MGE) |
Sep16 |
160912 |
501.25 |
501.25 |
496.25 |
499.75 |
+1.25 |
36 |
18 |
-36 |
Dec16 |
160912 |
492.25 |
499.50 |
490.50 |
499.00 |
+5.00 |
4,465 |
30,078 |
+124 |
Mar17 |
160912 |
501.75 |
510.50 |
501.50 |
509.75 |
+5.00 |
489 |
15,205 |
+24 |
May17 |
160912 |
511.25 |
519.00 |
511.25 |
518.75 |
+4.75 |
173 |
6,988 |
+5 |
Jul17 |
160912 |
522.50 |
528.50 |
522.50 |
528.50 |
+5.00 |
146 |
3,392 |
+5 |
Sep17 |
160912 |
532.00 |
538.75 |
531.00 |
538.75 |
+5.25 |
180 |
2,973 |
+17 |
Total Volume and Open Interest |
5,666 |
60,685 |
+139 |
Oats(CBOT) |
Sep16 |
160912 |
166.50 |
166.50 |
158.75 |
162.00 |
-2.25 |
0 |
14 |
-38 |
Dec16 |
160912 |
177.00 |
177.75 |
174.25 |
174.75 |
-2.50 |
415 |
8,978 |
-23 |
Mar17 |
160912 |
188.50 |
190.50 |
187.50 |
187.75 |
-2.75 |
57 |
1,673 |
-1 |
May17 |
160912 |
196.75 |
197.00 |
194.00 |
194.00 |
-3.00 |
12 |
36 |
+1 |
Total Volume and Open Interest |
484 |
10,724 |
-61 |
Rough Rice(CBOT) |
Sep16 |
160912 |
9.43 |
9.51 |
9.43 |
9.51 |
+0.22 |
337 |
737 |
-131 |
Nov16 |
160912 |
9.55 |
9.82 |
9.55 |
9.74 |
+0.22 |
743 |
9,648 |
+373 |
Jan17 |
160912 |
9.90 |
10.06 |
9.82 |
9.99 |
+0.22 |
14 |
957 |
+1 |
Mar17 |
160912 |
10.21 |
10.23 |
10.14 |
10.23 |
+0.22 |
3 |
77 |
+0 |
Total Volume and Open Interest |
1,097 |
11,421 |
+243 |
Live Cattle(CME) |
Oct16 |
160912 |
104.980 |
106.535 |
104.750 |
105.700 |
+1.300 |
42,113 |
105,042 |
-6,750 |
Dec16 |
160912 |
105.500 |
107.080 |
105.350 |
106.730 |
+1.330 |
31,844 |
82,861 |
+2,659 |
Feb17 |
160912 |
105.550 |
107.430 |
105.480 |
106.800 |
+1.250 |
11,568 |
38,389 |
+2,140 |
Apr17 |
160912 |
104.300 |
106.400 |
104.285 |
105.700 |
+1.400 |
4,469 |
24,210 |
+1,451 |
Jun17 |
160912 |
98.330 |
100.150 |
98.135 |
99.430 |
+1.100 |
1,465 |
9,571 |
-89 |
Aug17 |
160912 |
97.285 |
98.635 |
96.950 |
97.850 |
+0.715 |
461 |
5,840 |
+305 |
Total Volume and Open Interest |
91,986 |
266,349 |
-246 |
Feeder Cattle(CME) |
Sep16 |
160912 |
134.450 |
136.075 |
134.050 |
134.935 |
+0.700 |
2,320 |
4,793 |
-669 |
Oct16 |
160912 |
130.935 |
133.400 |
130.935 |
132.300 |
+1.015 |
7,207 |
18,440 |
-211 |
Nov16 |
160912 |
128.685 |
130.985 |
128.350 |
129.880 |
+1.195 |
3,532 |
9,759 |
+664 |
Jan17 |
160912 |
125.180 |
126.950 |
124.750 |
125.900 |
+0.700 |
1,511 |
4,492 |
-4 |
Mar17 |
160912 |
124.035 |
125.500 |
123.750 |
124.550 |
+0.370 |
672 |
2,972 |
+206 |
Apr17 |
160912 |
124.830 |
124.950 |
124.050 |
124.350 |
+0.420 |
99 |
589 |
+21 |
May17 |
160912 |
124.180 |
125.000 |
123.285 |
124.535 |
+0.685 |
46 |
390 |
+9 |
Total Volume and Open Interest |
15,388 |
41,485 |
+17 |
Lean Hogs(CME) |
Oct16 |
160912 |
59.930 |
61.985 |
59.100 |
59.430 |
+0.195 |
23,203 |
73,075 |
-6,188 |
Dec16 |
160912 |
54.600 |
55.035 |
52.830 |
53.035 |
-0.895 |
18,604 |
72,652 |
+4,011 |
Feb17 |
160912 |
59.150 |
59.500 |
57.650 |
57.785 |
-1.000 |
3,510 |
31,872 |
+735 |
Apr17 |
160912 |
64.430 |
64.785 |
63.235 |
63.380 |
-0.845 |
825 |
21,354 |
-171 |
May17 |
160912 |
70.000 |
70.000 |
70.000 |
70.000 |
-1.080 |
5 |
360 |
+5 |
Jun17 |
160912 |
74.900 |
75.000 |
73.730 |
73.930 |
-0.855 |
298 |
5,289 |
+71 |
Jul17 |
160912 |
73.900 |
74.230 |
73.450 |
73.500 |
-0.650 |
12 |
781 |
+9 |
Aug17 |
160912 |
73.500 |
73.600 |
72.930 |
73.250 |
-0.330 |
14 |
405 |
+3 |
Total Volume and Open Interest |
46,475 |
206,077 |
-1,521 |
Class III Milk(CME) |
Sep16 |
160912 |
16.53 |
16.54 |
16.36 |
16.43 |
-0.08 |
426 |
5,225 |
-170 |
Oct16 |
160912 |
16.75 |
16.77 |
16.38 |
16.43 |
-0.27 |
395 |
4,956 |
-42 |
Nov16 |
160912 |
16.61 |
16.63 |
16.30 |
16.35 |
-0.24 |
254 |
4,209 |
+54 |
Dec16 |
160912 |
16.24 |
16.24 |
16.00 |
16.05 |
-0.15 |
97 |
3,457 |
+33 |
Jan17 |
160912 |
15.96 |
15.97 |
15.90 |
15.90 |
-0.06 |
14 |
1,802 |
-1 |
Feb17 |
160912 |
16.00 |
16.00 |
15.95 |
15.95 |
-0.06 |
7 |
1,804 |
+4 |
Mar17 |
160912 |
16.03 |
16.14 |
16.03 |
16.03 |
-0.01 |
4 |
1,663 |
+2 |
Apr17 |
160912 |
16.12 |
16.13 |
16.12 |
16.12 |
unch |
1 |
1,487 |
+1 |
May17 |
160912 |
16.26 |
16.26 |
16.24 |
16.24 |
-0.02 |
11 |
1,328 |
-9 |
Jun17 |
160912 |
16.45 |
16.45 |
16.40 |
16.42 |
-0.01 |
1 |
1,228 |
+1 |
Jul17 |
160912 |
16.70 |
16.70 |
16.65 |
16.65 |
-0.01 |
6 |
719 |
+2 |
Aug17 |
160912 |
16.82 |
16.82 |
16.75 |
16.77 |
-0.04 |
10 |
634 |
+6 |
Sep17 |
160912 |
16.87 |
16.87 |
16.85 |
16.85 |
unch |
7 |
565 |
+3 |
Total Volume and Open Interest |
1,249 |
30,424 |
-116 |
Cocoa(ICE) |
Sep16 |
160912 |
2810 |
2830 |
2797 |
2830 |
+36 |
1 |
36 |
-1 |
Dec16 |
160912 |
2765 |
2799 |
2743 |
2790 |
+28 |
16,918 |
104,297 |
+986 |
Mar17 |
160912 |
2749 |
2783 |
2729 |
2775 |
+27 |
8,703 |
67,627 |
+468 |
May17 |
160912 |
2757 |
2783 |
2735 |
2778 |
+26 |
2,475 |
13,751 |
-426 |
Jul17 |
160912 |
2759 |
2785 |
2739 |
2780 |
+25 |
567 |
4,780 |
+113 |
Sep17 |
160912 |
2750 |
2781 |
2740 |
2781 |
+24 |
186 |
4,371 |
+32 |
Dec17 |
160912 |
2750 |
2778 |
2736 |
2778 |
+28 |
38 |
1,555 |
+16 |
Total Volume and Open Interest |
28,888 |
200,302 |
+1,188 |
Coffee "C"(ICE) |
Sep16 |
160912 |
147.80 |
149.70 |
147.80 |
149.70 |
-0.25 |
9 |
134 |
-7 |
Dec16 |
160912 |
149.00 |
151.65 |
148.45 |
150.90 |
-0.25 |
20,394 |
105,489 |
+489 |
Mar17 |
160912 |
152.50 |
154.75 |
151.65 |
154.10 |
-0.25 |
6,776 |
39,930 |
-81 |
May17 |
160912 |
154.55 |
156.75 |
153.55 |
156.00 |
-0.25 |
2,606 |
17,254 |
+104 |
Jul17 |
160912 |
156.35 |
158.35 |
155.35 |
157.75 |
-0.25 |
1,297 |
5,003 |
+230 |
Sep17 |
160912 |
157.40 |
159.10 |
156.95 |
159.10 |
-0.30 |
466 |
3,777 |
+148 |
Total Volume and Open Interest |
31,819 |
179,360 |
+928 |
Orange Juice(ICE) |
Sep16 |
160912 |
192.00 |
192.00 |
191.90 |
192.00 |
-6.25 |
11 |
257 |
-5 |
Nov16 |
160912 |
196.00 |
197.50 |
190.35 |
192.50 |
-4.95 |
1,059 |
13,655 |
+271 |
Jan17 |
160912 |
194.90 |
194.90 |
188.40 |
190.40 |
-4.65 |
60 |
1,631 |
-1 |
Mar17 |
160912 |
186.85 |
188.10 |
186.85 |
188.10 |
-4.50 |
24 |
411 |
+13 |
May17 |
160912 |
185.70 |
185.70 |
185.70 |
185.70 |
-4.90 |
27 |
113 |
+7 |
Jul17 |
160912 |
184.40 |
184.45 |
184.40 |
184.40 |
-4.95 |
|
|
|
Total Volume and Open Interest |
1,181 |
16,069 |
+285 |
Sugar #11(ICE) |
Oct16 |
160912 |
19.96 |
20.29 |
19.81 |
20.24 |
+0.25 |
90,930 |
309,600 |
-36,628 |
Mar17 |
160912 |
20.63 |
20.90 |
20.50 |
20.85 |
+0.16 |
74,979 |
338,848 |
+13,979 |
May17 |
160912 |
20.29 |
20.46 |
20.11 |
20.41 |
+0.12 |
18,022 |
101,479 |
+6,313 |
Jul17 |
160912 |
19.77 |
19.95 |
19.62 |
19.91 |
+0.11 |
8,781 |
62,457 |
+1,459 |
Oct17 |
160912 |
19.48 |
19.66 |
19.33 |
19.61 |
+0.08 |
9,163 |
46,410 |
+1,742 |
Mar18 |
160912 |
19.31 |
19.45 |
19.13 |
19.41 |
+0.07 |
1,234 |
20,532 |
+730 |
May18 |
160912 |
18.77 |
18.85 |
18.54 |
18.82 |
+0.03 |
522 |
6,700 |
+436 |
Jul18 |
160912 |
18.34 |
18.36 |
18.07 |
18.34 |
+0.03 |
6 |
4,992 |
-4 |
Total Volume and Open Interest |
203,637 |
897,607 |
-11,973 |
London Cocoa(LCE) |
Sep16 |
160912 |
2195 |
2208 |
2168 |
2207 |
+18 |
9,227 |
21,605 |
-5,142 |
Dec16 |
160912 |
2185 |
2207 |
2160 |
2202 |
+19 |
18,506 |
98,068 |
+6,512 |
Mar17 |
160912 |
2148 |
2162 |
2119 |
2158 |
+17 |
8,984 |
59,152 |
+1,904 |
May17 |
160912 |
2148 |
2158 |
2118 |
2154 |
+15 |
4,045 |
33,484 |
+887 |
Jul17 |
160912 |
2149 |
2157 |
2121 |
2156 |
+14 |
968 |
6,455 |
+138 |
Sep17 |
160912 |
2141 |
2149 |
2115 |
2148 |
+14 |
401 |
9,823 |
+86 |
Dec17 |
160912 |
2115 |
2133 |
2103 |
2133 |
+17 |
849 |
4,646 |
+606 |
Total Volume and Open Interest |
42,980 |
233,234 |
+4,991 |
London Sugar(LCE) |
Dec16 |
160912 |
548.30 |
550.90 |
541.90 |
549.80 |
+5.60 |
7,094 |
25,757 |
+1,037 |
Mar17 |
160912 |
555.20 |
555.30 |
547.60 |
553.50 |
+1.40 |
2,997 |
20,300 |
+249 |
May17 |
160912 |
547.60 |
547.60 |
540.00 |
546.40 |
+2.00 |
186 |
10,846 |
-51 |
Aug17 |
160912 |
534.90 |
536.60 |
530.00 |
535.80 |
+1.60 |
20 |
5,076 |
+0 |
Oct17 |
160912 |
517.80 |
520.00 |
515.20 |
519.50 |
-0.80 |
5 |
3,538 |
-5 |
Total Volume and Open Interest |
21,183 |
86,532 |
-2,162 |
Cotton(ICE) |
Oct16 |
160912 |
68.90 |
69.12 |
66.87 |
66.97 |
-1.91 |
18 |
171 |
-2 |
Dec16 |
160912 |
69.01 |
69.11 |
66.51 |
66.69 |
-2.39 |
9,243 |
155,518 |
-49 |
Mar17 |
160912 |
69.19 |
69.22 |
66.88 |
67.00 |
-2.30 |
1,695 |
50,505 |
+122 |
May17 |
160912 |
69.20 |
69.33 |
67.13 |
67.29 |
-2.22 |
611 |
7,055 |
+367 |
Jul17 |
160912 |
69.28 |
69.28 |
67.44 |
67.44 |
-2.13 |
330 |
6,942 |
+91 |
Oct17 |
160912 |
67.29 |
67.29 |
67.29 |
67.29 |
-1.96 |
|
|
|
Total Volume and Open Interest |
12,141 |
232,936 |
+647 |
Lumber(CME) |
Sep16 |
160912 |
308.4 |
313.7 |
308.0 |
308.4 |
+1.3 |
76 |
160 |
-34 |
Nov16 |
160912 |
311.3 |
317.7 |
310.4 |
311.4 |
+2.0 |
259 |
2,781 |
+20 |
Jan17 |
160912 |
326.4 |
326.4 |
322.5 |
322.5 |
+1.9 |
31 |
337 |
+4 |
Mar17 |
160912 |
329.9 |
331.6 |
329.9 |
329.9 |
+0.8 |
9 |
82 |
+6 |
Total Volume and Open Interest |
375 |
3,391 |
-4 |
Crude Oil(NYM) |
Oct16 |
160912 |
45.57 |
46.51 |
44.72 |
46.29 |
+0.41 |
761,943 |
366,551 |
-42,000 |
Nov16 |
160912 |
46.21 |
47.07 |
45.32 |
46.84 |
+0.38 |
295,618 |
349,897 |
+46,218 |
Dec16 |
160912 |
46.78 |
47.64 |
45.93 |
47.44 |
+0.37 |
125,241 |
283,497 |
+5,387 |
Jan17 |
160912 |
47.38 |
48.24 |
46.57 |
48.05 |
+0.36 |
38,807 |
128,182 |
-2,189 |
Feb17 |
160912 |
47.84 |
48.82 |
47.15 |
48.65 |
+0.36 |
23,843 |
63,122 |
+1,404 |
Mar17 |
160912 |
48.05 |
49.34 |
47.69 |
49.19 |
+0.36 |
27,745 |
110,999 |
+4,961 |
Apr17 |
160912 |
48.57 |
49.66 |
48.17 |
49.64 |
+0.36 |
12,576 |
38,212 |
+1,301 |
May17 |
160912 |
48.91 |
50.09 |
48.56 |
50.01 |
+0.37 |
13,442 |
30,117 |
+2,454 |
Jun17 |
160912 |
49.50 |
50.41 |
48.81 |
50.31 |
+0.38 |
34,724 |
107,003 |
+1,867 |
Jul17 |
160912 |
49.40 |
50.55 |
49.22 |
50.55 |
+0.40 |
3,484 |
21,450 |
-257 |
Aug17 |
160912 |
49.90 |
50.80 |
49.40 |
50.75 |
+0.40 |
2,699 |
17,030 |
+226 |
Sep17 |
160912 |
49.73 |
50.93 |
49.64 |
50.93 |
+0.39 |
6,951 |
37,888 |
+445 |
Oct17 |
160912 |
49.51 |
51.12 |
49.51 |
51.12 |
+0.40 |
3,391 |
16,371 |
+818 |
Nov17 |
160912 |
51.25 |
51.30 |
50.41 |
51.30 |
+0.40 |
1,903 |
15,081 |
+451 |
Dec17 |
160912 |
50.76 |
51.56 |
50.04 |
51.49 |
+0.39 |
33,126 |
154,659 |
+1,735 |
Jan18 |
160912 |
51.63 |
51.63 |
50.75 |
51.63 |
+0.39 |
587 |
15,621 |
+20 |
Total Volume and Open Interest |
1,399,019 |
1,888,537 |
+23,756 |
e-miNY Crude Oil(NYM) |
Oct16 |
160912 |
45.600 |
46.525 |
44.725 |
46.300 |
+0.425 |
16,081 |
2,695 |
-41 |
Nov16 |
160912 |
46.100 |
47.050 |
45.325 |
46.850 |
+0.400 |
816 |
787 |
+249 |
Dec16 |
160912 |
46.650 |
47.600 |
45.925 |
47.450 |
+0.375 |
236 |
385 |
+0 |
Jan17 |
160912 |
47.075 |
48.150 |
46.650 |
48.050 |
+0.350 |
85 |
80 |
+6 |
Feb17 |
160912 |
47.550 |
48.700 |
47.250 |
48.650 |
+0.350 |
4 |
68 |
+2 |
Mar17 |
160912 |
48.925 |
49.250 |
47.800 |
49.200 |
+0.375 |
0 |
129 |
+0 |
Apr17 |
160912 |
49.650 |
49.650 |
49.650 |
49.650 |
+0.375 |
0 |
106 |
+0 |
May17 |
160912 |
50.000 |
50.000 |
48.900 |
50.000 |
+0.350 |
9 |
78 |
+0 |
Jun17 |
160912 |
49.175 |
50.325 |
48.900 |
50.300 |
+0.375 |
6 |
15 |
-2 |
Jul17 |
160912 |
50.550 |
50.550 |
50.550 |
50.550 |
+0.400 |
0 |
73 |
+0 |
Total Volume and Open Interest |
17,284 |
4,771 |
+253 |
NY Harbor ULSD(NYM) |
Oct16 |
160912 |
142.76 |
145.12 |
140.39 |
144.15 |
+1.11 |
62,003 |
71,974 |
-4,809 |
Nov16 |
160912 |
144.67 |
147.05 |
142.41 |
146.19 |
+1.12 |
44,200 |
82,754 |
+3,283 |
Dec16 |
160912 |
146.89 |
149.03 |
144.44 |
148.25 |
+1.13 |
29,301 |
63,005 |
+376 |
Jan17 |
160912 |
147.58 |
151.05 |
146.47 |
150.32 |
+1.15 |
14,419 |
37,286 |
+821 |
Feb17 |
160912 |
148.07 |
152.39 |
148.07 |
151.80 |
+1.16 |
6,849 |
17,522 |
+319 |
Mar17 |
160912 |
149.40 |
153.20 |
148.70 |
152.53 |
+1.15 |
4,817 |
23,293 |
+867 |
Apr17 |
160912 |
149.19 |
152.97 |
148.81 |
152.46 |
+1.14 |
1,567 |
10,029 |
+0 |
May17 |
160912 |
149.30 |
153.04 |
149.14 |
152.73 |
+1.09 |
642 |
8,095 |
+105 |
Jun17 |
160912 |
150.73 |
153.85 |
149.50 |
153.11 |
+1.06 |
1,707 |
24,659 |
+277 |
Jul17 |
160912 |
151.11 |
153.96 |
151.11 |
153.96 |
+1.05 |
187 |
2,785 |
+57 |
Aug17 |
160912 |
155.52 |
155.52 |
154.96 |
154.96 |
+1.06 |
106 |
1,692 |
-2 |
Sep17 |
160912 |
156.10 |
156.24 |
156.10 |
156.10 |
+1.07 |
177 |
2,491 |
-68 |
Oct17 |
160912 |
154.60 |
157.28 |
154.43 |
157.28 |
+1.07 |
183 |
2,046 |
+78 |
Nov17 |
160912 |
158.40 |
158.40 |
156.56 |
158.40 |
+1.05 |
150 |
1,694 |
-5 |
Total Volume and Open Interest |
167,256 |
380,321 |
+1,162 |
RBOB Gasoline(NYM) |
Oct16 |
160912 |
135.93 |
140.13 |
135.07 |
138.99 |
+2.88 |
81,887 |
113,812 |
-6,371 |
Nov16 |
160912 |
135.15 |
138.27 |
133.49 |
137.11 |
+1.92 |
62,511 |
89,814 |
+2,470 |
Dec16 |
160912 |
134.36 |
136.67 |
132.15 |
135.59 |
+1.32 |
41,691 |
66,750 |
+1,874 |
Jan17 |
160912 |
134.00 |
136.94 |
132.47 |
135.94 |
+1.20 |
13,226 |
28,240 |
-172 |
Feb17 |
160912 |
135.04 |
138.41 |
134.11 |
137.45 |
+1.24 |
6,563 |
12,335 |
+1,229 |
Mar17 |
160912 |
137.50 |
140.85 |
136.54 |
139.85 |
+1.20 |
5,986 |
23,346 |
-425 |
Apr17 |
160912 |
155.70 |
159.09 |
154.46 |
158.25 |
+1.29 |
2,518 |
19,640 |
-249 |
May17 |
160912 |
156.20 |
159.84 |
156.00 |
159.35 |
+1.29 |
938 |
6,602 |
+242 |
Jun17 |
160912 |
156.96 |
159.91 |
155.36 |
159.14 |
+1.22 |
1,412 |
12,230 |
+146 |
Jul17 |
160912 |
156.13 |
159.15 |
155.76 |
158.38 |
+1.20 |
492 |
2,301 |
+18 |
Total Volume and Open Interest |
218,847 |
401,384 |
-1,527 |
e-miNY RBOB Gasoline(NYM) |
Oct16 |
160912 |
138.99 |
138.99 |
138.99 |
138.99 |
+2.88 |
0 |
2 |
+0 |
Nov16 |
160912 |
137.11 |
137.11 |
137.11 |
137.11 |
+1.92 |
|
|
|
Dec16 |
160912 |
135.59 |
135.59 |
135.59 |
135.59 |
+1.32 |
|
|
|
Jan17 |
160912 |
135.94 |
135.94 |
135.94 |
135.94 |
+1.20 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Oct16 |
160912 |
2.820 |
2.924 |
2.820 |
2.915 |
+0.118 |
212,586 |
192,257 |
-15,438 |
Nov16 |
160912 |
2.910 |
3.013 |
2.910 |
2.986 |
+0.096 |
108,188 |
218,404 |
+7,787 |
Dec16 |
160912 |
3.133 |
3.229 |
3.133 |
3.179 |
+0.060 |
41,569 |
76,740 |
+2,828 |
Jan17 |
160912 |
3.268 |
3.349 |
3.260 |
3.298 |
+0.055 |
49,239 |
134,375 |
+85 |
Feb17 |
160912 |
3.269 |
3.341 |
3.262 |
3.297 |
+0.051 |
11,760 |
33,135 |
+691 |
Mar17 |
160912 |
3.225 |
3.300 |
3.219 |
3.252 |
+0.047 |
21,436 |
90,487 |
+280 |
Apr17 |
160912 |
3.005 |
3.062 |
2.995 |
3.020 |
+0.034 |
18,089 |
75,029 |
-318 |
May17 |
160912 |
2.982 |
3.035 |
2.976 |
2.993 |
+0.030 |
4,820 |
26,657 |
+56 |
Jun17 |
160912 |
3.012 |
3.060 |
3.002 |
3.019 |
+0.027 |
3,829 |
24,939 |
+119 |
Jul17 |
160912 |
3.043 |
3.066 |
3.029 |
3.048 |
+0.026 |
3,723 |
16,216 |
+140 |
Aug17 |
160912 |
3.037 |
3.083 |
3.037 |
3.057 |
+0.025 |
2,899 |
14,185 |
+312 |
Sep17 |
160912 |
3.042 |
3.069 |
3.027 |
3.042 |
+0.024 |
2,903 |
16,399 |
-106 |
Oct17 |
160912 |
3.073 |
3.089 |
3.045 |
3.062 |
+0.023 |
4,620 |
31,540 |
-309 |
Nov17 |
160912 |
3.139 |
3.163 |
3.106 |
3.115 |
+0.018 |
1,821 |
13,349 |
-199 |
Dec17 |
160912 |
3.247 |
3.267 |
3.231 |
3.240 |
+0.014 |
1,731 |
18,235 |
+66 |
Jan18 |
160912 |
3.337 |
3.339 |
3.329 |
3.337 |
+0.012 |
2,231 |
14,653 |
-214 |
Total Volume and Open Interest |
495,212 |
1,048,913 |
-3,860 |
Brent Crude Oil(ICE) |
Nov16 |
160912 |
47.81 |
48.63 |
46.90 |
48.32 |
+0.31 |
327,242 |
393,897 |
-31,449 |
Dec16 |
160912 |
48.25 |
49.08 |
47.37 |
48.81 |
+0.34 |
229,382 |
424,606 |
+1,510 |
Jan17 |
160912 |
48.65 |
49.55 |
47.84 |
49.29 |
+0.36 |
83,040 |
174,281 |
+11,476 |
Feb17 |
160912 |
49.09 |
49.99 |
48.29 |
49.75 |
+0.37 |
37,937 |
105,565 |
+6,594 |
Mar17 |
160912 |
49.40 |
50.44 |
48.74 |
50.19 |
+0.37 |
38,747 |
153,135 |
+7,660 |
Apr17 |
160912 |
49.89 |
50.84 |
49.16 |
50.60 |
+0.37 |
9,528 |
52,537 |
+169 |
May17 |
160912 |
50.19 |
51.21 |
49.55 |
50.98 |
+0.37 |
7,496 |
45,715 |
+150 |
Jun17 |
160912 |
50.63 |
51.55 |
49.89 |
51.34 |
+0.39 |
31,319 |
114,988 |
-1,549 |
Jul17 |
160912 |
50.49 |
51.79 |
50.23 |
51.67 |
+0.41 |
4,129 |
24,066 |
+985 |
Aug17 |
160912 |
51.94 |
51.94 |
51.94 |
51.94 |
+0.41 |
2,108 |
20,083 |
+230 |
Sep17 |
160912 |
52.10 |
52.27 |
51.75 |
52.16 |
+0.41 |
3,529 |
48,791 |
+700 |
Oct17 |
160912 |
51.80 |
52.37 |
51.80 |
52.37 |
+0.41 |
1,908 |
21,334 |
+109 |
Nov17 |
160912 |
53.04 |
53.04 |
52.57 |
52.57 |
+0.42 |
1,117 |
17,750 |
+551 |
Dec17 |
160912 |
52.05 |
52.91 |
51.32 |
52.74 |
+0.42 |
34,749 |
204,668 |
-2,728 |
Total Volume and Open Interest |
827,086 |
2,100,504 |
-5,919 |
Gas Oil(ICE) |
Sep16 |
160912 |
408.50 |
419.25 |
404.25 |
419.25 |
unch |
31,534 |
31,686 |
-13,549 |
Oct16 |
160912 |
419.25 |
426.00 |
411.25 |
425.25 |
-2.25 |
99,212 |
152,182 |
-82 |
Nov16 |
160912 |
423.25 |
429.75 |
415.50 |
429.25 |
-2.25 |
54,733 |
83,980 |
+5,384 |
Dec16 |
160912 |
427.00 |
433.25 |
419.25 |
432.75 |
-2.50 |
43,865 |
141,872 |
+3,339 |
Jan17 |
160912 |
431.50 |
437.50 |
424.00 |
437.50 |
-2.50 |
15,016 |
50,948 |
-1,380 |
Feb17 |
160912 |
435.75 |
442.00 |
428.25 |
441.75 |
-2.25 |
8,100 |
33,143 |
-1,915 |
Mar17 |
160912 |
438.50 |
445.25 |
431.75 |
445.00 |
-2.25 |
7,175 |
36,335 |
+2,662 |
Apr17 |
160912 |
437.25 |
448.25 |
435.00 |
448.00 |
-2.25 |
1,863 |
18,072 |
+445 |
May17 |
160912 |
443.75 |
451.00 |
438.25 |
450.75 |
-2.25 |
1,063 |
14,573 |
-10 |
Jun17 |
160912 |
446.25 |
453.50 |
440.75 |
453.50 |
-2.25 |
2,902 |
48,502 |
+381 |
Total Volume and Open Interest |
270,400 |
796,287 |
-4,854 |
Ethanol(CBOT) |
Oct16 |
160912 |
1.492 |
1.535 |
1.477 |
1.520 |
+0.033 |
307 |
1,400 |
-178 |
Nov16 |
160912 |
1.449 |
1.473 |
1.449 |
1.470 |
+0.022 |
164 |
882 |
-99 |
Dec16 |
160912 |
1.410 |
1.435 |
1.410 |
1.435 |
+0.022 |
13 |
1,244 |
-9 |
Jan17 |
160912 |
1.402 |
1.419 |
1.402 |
1.419 |
+0.022 |
3 |
520 |
-1 |
Feb17 |
160912 |
1.420 |
1.420 |
1.420 |
1.420 |
+0.022 |
1 |
178 |
-1 |
Mar17 |
160912 |
1.434 |
1.434 |
1.434 |
1.434 |
+0.022 |
40 |
108 |
+40 |
Apr17 |
160912 |
1.451 |
1.451 |
1.451 |
1.451 |
+0.022 |
40 |
207 |
+40 |
May17 |
160912 |
1.444 |
1.451 |
1.444 |
1.451 |
+0.022 |
|
|
|
Total Volume and Open Interest |
568 |
4,545 |
-208 |
WTI Crude Oil(ICE) |
Oct16 |
160912 |
45.63 |
46.51 |
44.72 |
46.29 |
+0.41 |
39,492 |
70,958 |
-735 |
Nov16 |
160912 |
46.02 |
47.05 |
45.32 |
46.84 |
+0.38 |
48,197 |
74,429 |
+3,027 |
Dec16 |
160912 |
46.76 |
47.62 |
45.94 |
47.44 |
+0.37 |
39,415 |
108,172 |
+1,419 |
Jan17 |
160912 |
46.91 |
48.20 |
46.56 |
48.05 |
+0.36 |
13,424 |
31,829 |
-549 |
Feb17 |
160912 |
47.50 |
48.77 |
47.18 |
48.65 |
+0.36 |
7,810 |
22,569 |
-58 |
Mar17 |
160912 |
47.88 |
49.30 |
47.68 |
49.19 |
+0.36 |
7,721 |
37,108 |
+2,082 |
Apr17 |
160912 |
48.33 |
49.74 |
48.14 |
49.64 |
+0.36 |
2,016 |
8,598 |
+571 |
May17 |
160912 |
48.70 |
50.02 |
48.51 |
50.01 |
+0.37 |
1,376 |
6,981 |
+123 |
Jun17 |
160912 |
49.50 |
50.40 |
48.80 |
50.31 |
+0.38 |
7,045 |
38,296 |
+1,032 |
Jul17 |
160912 |
50.55 |
50.55 |
50.55 |
50.55 |
+0.40 |
315 |
6,045 |
+0 |
Aug17 |
160912 |
50.75 |
50.75 |
50.75 |
50.75 |
+0.40 |
78 |
901 |
+6 |
Sep17 |
160912 |
50.93 |
50.93 |
50.93 |
50.93 |
+0.39 |
396 |
10,074 |
+44 |
Oct17 |
160912 |
51.12 |
51.12 |
51.12 |
51.12 |
+0.40 |
105 |
1,804 |
+3 |
Nov17 |
160912 |
51.30 |
51.30 |
51.30 |
51.30 |
+0.40 |
127 |
1,183 |
+38 |
Dec17 |
160912 |
50.18 |
51.49 |
50.18 |
51.49 |
+0.39 |
7,042 |
66,730 |
+1,055 |
Jan18 |
160912 |
51.63 |
51.63 |
51.63 |
51.63 |
+0.39 |
21 |
567 |
-15 |
Total Volume and Open Interest |
176,283 |
535,227 |
+8,610 |
US Dollar Index(ICE) |
Sep16 |
160912 |
95.315 |
95.450 |
94.925 |
95.088 |
-0.240 |
33,161 |
41,279 |
-209 |
Dec16 |
160912 |
95.260 |
95.385 |
94.860 |
94.997 |
-0.255 |
4,360 |
14,534 |
+1,004 |
Mar17 |
160912 |
95.115 |
95.305 |
94.825 |
94.952 |
-0.260 |
75 |
2,379 |
+7 |
Total Volume and Open Interest |
37,611 |
58,406 |
+805 |
Australian Dollar(CME) |
Sep16 |
160912 |
75.40 |
75.66 |
74.92 |
75.57 |
+0.09 |
118,084 |
104,498 |
-1,464 |
Dec16 |
160912 |
75.26 |
75.48 |
74.76 |
75.40 |
+0.09 |
5,616 |
7,881 |
+1,908 |
Mar17 |
160912 |
75.10 |
75.30 |
74.69 |
75.25 |
+0.08 |
54 |
74 |
+52 |
Total Volume and Open Interest |
123,754 |
112,454 |
+496 |
British Pound(CME) |
Sep16 |
160912 |
132.72 |
133.49 |
132.36 |
133.34 |
+0.61 |
88,489 |
222,007 |
-4,796 |
Dec16 |
160912 |
132.91 |
133.69 |
132.58 |
133.56 |
+0.61 |
15,162 |
34,890 |
+11,061 |
Mar17 |
160912 |
133.27 |
133.90 |
132.95 |
133.82 |
+0.60 |
29 |
660 |
+14 |
Total Volume and Open Interest |
103,681 |
258,069 |
+6,279 |
Canadian Dollar(CME) |
Sep16 |
160912 |
76.67 |
76.72 |
76.20 |
76.67 |
-0.09 |
70,088 |
110,859 |
-1,116 |
Dec16 |
160912 |
76.69 |
76.77 |
76.24 |
76.71 |
-0.10 |
6,114 |
13,007 |
+3,380 |
Mar17 |
160912 |
76.70 |
76.79 |
76.30 |
76.75 |
-0.11 |
179 |
492 |
-68 |
Jun17 |
160912 |
76.80 |
76.80 |
76.44 |
76.80 |
-0.11 |
3 |
228 |
+0 |
Total Volume and Open Interest |
76,418 |
124,702 |
+2,229 |
Japanese Yen(CME) |
Sep16 |
160912 |
97.50 |
98.48 |
97.42 |
98.22 |
+0.83 |
139,384 |
133,123 |
-10,023 |
Dec16 |
160912 |
97.89 |
98.87 |
97.82 |
98.62 |
+0.83 |
22,353 |
28,550 |
+12,547 |
Mar17 |
160912 |
98.63 |
99.20 |
98.30 |
99.03 |
+0.82 |
0 |
288 |
+0 |
Total Volume and Open Interest |
161,749 |
162,094 |
+2,512 |
Swiss Franc(CME) |
Sep16 |
160912 |
102.60 |
103.22 |
102.45 |
102.92 |
+0.35 |
25,604 |
38,439 |
-2,313 |
Dec16 |
160912 |
103.08 |
103.72 |
102.97 |
103.42 |
+0.34 |
1,255 |
4,146 |
+812 |
Mar17 |
160912 |
103.96 |
104.00 |
103.96 |
103.96 |
+0.34 |
0 |
10 |
+0 |
Total Volume and Open Interest |
26,859 |
42,612 |
-1,501 |
EuroFX(CME) |
Sep16 |
160912 |
112.38 |
112.73 |
112.13 |
112.45 |
+0.14 |
259,421 |
322,165 |
-12,430 |
Dec16 |
160912 |
112.79 |
113.16 |
112.55 |
112.87 |
+0.14 |
30,208 |
49,367 |
+8,712 |
Mar17 |
160912 |
113.18 |
113.57 |
113.05 |
113.32 |
+0.14 |
164 |
1,480 |
+19 |
Total Volume and Open Interest |
289,799 |
373,768 |
-3,694 |
Mexican Peso(CME) |
Sep16 |
160912 |
528.75 |
531.38 |
520.75 |
529.13 |
-1.63 |
80,646 |
115,655 |
+241 |
Oct16 |
160912 |
528.00 |
528.00 |
528.00 |
528.00 |
-1.50 |
|
|
|
Total Volume and Open Interest |
85,599 |
161,701 |
+2,503 |
Brazilian Real(CME) |
Oct16 |
160912 |
299.40 |
306.50 |
299.35 |
305.75 |
+3.05 |
2,015 |
23,289 |
-237 |
Nov16 |
160912 |
303.45 |
303.45 |
299.70 |
303.45 |
+3.40 |
0 |
4 |
+0 |
Dec16 |
160912 |
296.00 |
300.65 |
295.65 |
300.65 |
+3.15 |
10 |
3,796 |
+2 |
Jan17 |
160912 |
298.30 |
298.30 |
298.30 |
298.30 |
+1.90 |
|
|
|
Total Volume and Open Interest |
2,025 |
27,089 |
-235 |
30-Year T-Bonds(CBOT) |
Sep16 |
160912 |
168~200 |
168~210 |
167~280 |
168~110 |
-0~010 |
3,807 |
6,810 |
-584 |
Dec16 |
160912 |
166~160 |
167~050 |
166~100 |
166~250 |
-0~020 |
344,833 |
555,841 |
+415 |
Mar17 |
160912 |
165~210 |
165~210 |
165~210 |
165~210 |
-0~020 |
|
|
|
Total Volume and Open Interest |
348,640 |
562,651 |
-169 |
10-Year T-Notes(CBOT) |
Sep16 |
160912 |
131~080 |
131~185 |
131~050 |
131~145 |
+0~045 |
23,808 |
83,738 |
-6,982 |
Dec16 |
160912 |
130~095 |
130~195 |
130~055 |
130~160 |
+0~045 |
1,255,997 |
2,782,293 |
-5,681 |
Mar17 |
160912 |
129~220 |
129~220 |
129~220 |
129~220 |
+0~045 |
|
|
|
Total Volume and Open Interest |
1,279,805 |
2,866,031 |
-12,663 |
5-Year T-Notes(CBOT) |
Sep16 |
160912 |
121~024 |
121~084 |
121~002 |
121~066 |
+0~036 |
32,731 |
114,960 |
-12,390 |
Dec16 |
160912 |
121~004 |
121~076 |
120~306 |
121~060 |
+0~042 |
699,887 |
2,703,386 |
+25,695 |
Mar17 |
160912 |
120~282 |
120~282 |
120~282 |
120~282 |
+0~042 |
|
|
|
Total Volume and Open Interest |
732,618 |
2,818,346 |
+13,305 |
2 Year T-Notes(CBOT) |
Sep16 |
160912 |
109~076 |
109~090 |
109~072 |
109~090 |
+0~014 |
4,852 |
31,089 |
-2,125 |
Dec16 |
160912 |
109~042 |
109~060 |
109~032 |
109~054 |
+0~016 |
247,793 |
985,203 |
-27,553 |
Mar17 |
160912 |
109~050 |
109~050 |
109~050 |
109~050 |
+0~016 |
|
|
|
Total Volume and Open Interest |
252,645 |
1,016,292 |
-29,678 |
Eurodollars(CME) |
Sep16 |
160912 |
99.120 |
99.143 |
99.118 |
99.135 |
+0.018 |
384,509 |
1,046,998 |
-17,130 |
Dec16 |
160912 |
99.040 |
99.065 |
99.035 |
99.055 |
+0.020 |
387,546 |
1,488,878 |
-2,500 |
Mar17 |
160912 |
99.000 |
99.030 |
98.990 |
99.020 |
+0.025 |
242,004 |
1,117,165 |
+5,230 |
Jun17 |
160912 |
98.955 |
98.995 |
98.950 |
98.985 |
+0.030 |
207,610 |
977,493 |
-4,337 |
Sep17 |
160912 |
98.920 |
98.960 |
98.910 |
98.950 |
+0.030 |
188,482 |
871,603 |
+9,415 |
Dec17 |
160912 |
98.875 |
98.920 |
98.865 |
98.910 |
+0.035 |
200,181 |
1,367,955 |
+8,141 |
Mar18 |
160912 |
98.850 |
98.890 |
98.840 |
98.885 |
+0.035 |
148,004 |
642,240 |
-9,582 |
Jun18 |
160912 |
98.810 |
98.860 |
98.805 |
98.855 |
+0.040 |
138,353 |
505,600 |
-5,576 |
Sep18 |
160912 |
98.785 |
98.825 |
98.765 |
98.820 |
+0.040 |
114,418 |
477,498 |
+586 |
Dec18 |
160912 |
98.735 |
98.785 |
98.720 |
98.775 |
+0.040 |
113,242 |
612,899 |
+862 |
Mar19 |
160912 |
98.710 |
98.750 |
98.690 |
98.745 |
+0.040 |
88,556 |
432,169 |
+3,846 |
Jun19 |
160912 |
98.665 |
98.715 |
98.655 |
98.705 |
+0.035 |
82,328 |
333,613 |
+1,120 |
Sep19 |
160912 |
98.630 |
98.675 |
98.620 |
98.665 |
+0.035 |
74,560 |
264,914 |
+6,295 |
Dec19 |
160912 |
98.575 |
98.625 |
98.570 |
98.615 |
+0.030 |
65,052 |
281,066 |
+3,686 |
Mar20 |
160912 |
98.545 |
98.585 |
98.535 |
98.580 |
+0.030 |
39,026 |
154,554 |
+1,763 |
Jun20 |
160912 |
98.505 |
98.545 |
98.490 |
98.535 |
+0.025 |
30,876 |
108,376 |
+1,491 |
Sep20 |
160912 |
98.460 |
98.500 |
98.450 |
98.490 |
+0.020 |
25,568 |
83,341 |
+1,609 |
Dec20 |
160912 |
98.415 |
98.450 |
98.405 |
98.440 |
+0.015 |
25,489 |
104,932 |
+2,015 |
Total Volume and Open Interest |
2,649,721 |
11,253,502 |
+15,931 |
Ultra T-Bond(CBOT) |
Sep16 |
160912 |
182~25 |
183~10 |
182~03 |
182~22 |
+0~01 |
9,179 |
14,434 |
-3,703 |
Dec16 |
160912 |
181~16 |
182~20 |
181~10 |
181~30 |
+0~02 |
108,547 |
592,390 |
-1,850 |
Mar17 |
160912 |
180~30 |
180~30 |
180~30 |
180~30 |
+0~02 |
|
|
|
Total Volume and Open Interest |
117,726 |
606,824 |
-5,553 |
Ultra 10-Yr T-Note(CBOT) |
Sep16 |
160912 |
143~175 |
143~260 |
143~115 |
143~225 |
+0~030 |
4,278 |
7,171 |
-1,836 |
Dec16 |
160912 |
143~010 |
143~110 |
142~275 |
143~070 |
+0~030 |
88,264 |
201,610 |
+4,222 |
Mar17 |
160912 |
143~070 |
143~070 |
143~070 |
143~070 |
+0~030 |
|
|
|
Total Volume and Open Interest |
92,542 |
208,781 |
+2,386 |
30 Day Federal Funds(CBOT) |
Sep16 |
160912 |
99.580 |
99.592 |
99.580 |
99.590 |
+0.007 |
11,542 |
66,209 |
+95 |
Oct16 |
160912 |
99.550 |
99.575 |
99.550 |
99.570 |
+0.020 |
78,251 |
308,224 |
+2,030 |
Nov16 |
160912 |
99.545 |
99.560 |
99.535 |
99.555 |
+0.020 |
31,187 |
178,441 |
+3,693 |
Dec16 |
160912 |
99.490 |
99.505 |
99.480 |
99.495 |
+0.015 |
13,479 |
90,337 |
+1,988 |
Jan17 |
160912 |
99.445 |
99.460 |
99.435 |
99.450 |
+0.015 |
38,454 |
125,220 |
-2,309 |
Feb17 |
160912 |
99.430 |
99.445 |
99.420 |
99.435 |
+0.015 |
7,521 |
68,253 |
+1,362 |
Total Volume and Open Interest |
199,100 |
1,019,746 |
+8,209 |
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 |
160912 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec16 |
160912 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
160912 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160912 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160912 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160912 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160912 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
160912 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec16 |
160912 |
151.59 |
151.74 |
151.27 |
151.37 |
-0.23 |
11,747 |
11,608 |
+6,312 |
Mar17 |
160912 |
151.29 |
151.29 |
151.29 |
151.29 |
-0.23 |
|
|
|
Jun17 |
160912 |
151.29 |
151.29 |
151.29 |
151.29 |
-0.23 |
|
|
|
Total Volume and Open Interest |
23,836 |
24,329 |
+4,107 |
Euro-Buxl(EUREX) |
Dec16 |
160912 |
185.00 |
186.34 |
184.26 |
185.48 |
+0.02 |
80,212 |
179,345 |
-3,818 |
Mar17 |
160912 |
184.28 |
184.28 |
184.28 |
184.28 |
+0.02 |
1 |
5 |
+1 |
Jun17 |
160912 |
184.28 |
184.28 |
184.28 |
184.28 |
+0.02 |
|
|
|
Total Volume and Open Interest |
86,360 |
179,350 |
|
Euro-Bund(EUREX) |
Dec16 |
160912 |
163.50 |
163.69 |
163.04 |
163.35 |
-0.30 |
910,702 |
1,883,168 |
+131,482 |
Mar17 |
160912 |
165.90 |
166.04 |
165.60 |
165.70 |
-0.35 |
2,990 |
4,145 |
+2,555 |
Jun17 |
160912 |
165.70 |
165.70 |
165.70 |
165.70 |
-0.35 |
|
|
|
Total Volume and Open Interest |
941,855 |
1,887,313 |
|
Euro-Bobl(EUREX) |
Dec16 |
160912 |
131.44 |
131.53 |
131.36 |
131.44 |
-0.09 |
707,858 |
1,592,186 |
+43,703 |
Mar17 |
160912 |
133.27 |
133.27 |
133.19 |
133.22 |
-0.09 |
|
|
|
Jun17 |
160912 |
133.22 |
133.22 |
133.22 |
133.22 |
-0.09 |
|
|
|
Total Volume and Open Interest |
742,368 |
1,592,186 |
|
Euro-Schatz(EUREX) |
Dec16 |
160912 |
112.00 |
112.03 |
111.98 |
112.01 |
unch |
391,882 |
1,281,043 |
+28,327 |
Mar17 |
160912 |
112.01 |
112.01 |
112.01 |
112.01 |
unch |
|
|
|
Jun17 |
160912 |
112.01 |
112.01 |
112.01 |
112.01 |
unch |
|
|
|
Total Volume and Open Interest |
397,675 |
1,281,043 |
|
3-Mth Euribor(EUREX) |
Sep16 |
160912 |
100.305 |
100.305 |
100.305 |
100.305 |
unch |
25 |
3,718 |
-129 |
Dec16 |
160912 |
100.320 |
100.325 |
100.320 |
100.325 |
unch |
37 |
2,925 |
+25 |
Mar17 |
160912 |
100.330 |
100.335 |
100.330 |
100.335 |
-0.005 |
29 |
3,235 |
+25 |
Total Volume and Open Interest |
265 |
77,098 |
+38 |
Long Gilt(LIFFE) |
Sep16 |
160912 |
129~24 |
130~06 |
129~24 |
130~04 |
+0~01 |
171 |
24,722 |
-159 |
Dec16 |
160912 |
128~22 |
129~03 |
128~16 |
129~00 |
+0~00 |
203,506 |
475,946 |
-9,653 |
Total Volume and Open Interest |
203,677 |
500,668 |
-9,812 |
3-Mth Short Sterling(LIFFE) |
Sep16 |
160912 |
99.62 |
99.63 |
99.62 |
99.63 |
+0.00 |
30,935 |
330,071 |
+6,390 |
Dec16 |
160912 |
99.67 |
99.68 |
99.67 |
99.68 |
+0.01 |
64,402 |
534,387 |
-9,164 |
Mar17 |
160912 |
99.69 |
99.71 |
99.69 |
99.70 |
+0.01 |
67,384 |
321,978 |
-6,309 |
Jun17 |
160912 |
99.69 |
99.71 |
99.69 |
99.71 |
+0.01 |
65,758 |
329,486 |
-1,828 |
Sep17 |
160912 |
99.70 |
99.71 |
99.69 |
99.71 |
+0.01 |
56,763 |
285,593 |
+1,666 |
Dec17 |
160912 |
99.69 |
99.71 |
99.69 |
99.70 |
+0.01 |
58,651 |
369,656 |
+12,553 |
Total Volume and Open Interest |
783,706 |
3,130,087 |
-5,004 |
3-Mth Euribor(LIFFE) |
Sep16 |
160912 |
100.305 |
100.305 |
100.300 |
100.300 |
unch |
150,352 |
331,449 |
-1,960 |
Dec16 |
160912 |
100.330 |
100.330 |
100.315 |
100.320 |
-0.005 |
138,781 |
416,621 |
-5,522 |
Mar17 |
160912 |
100.340 |
100.340 |
100.330 |
100.330 |
-0.010 |
67,135 |
367,782 |
-5,405 |
Total Volume and Open Interest |
864,465 |
3,158,492 |
-18,253 |
3-Mth Aus T-Bills(SFE) |
Sep16 |
160908 |
98.25 |
98.26 |
98.22 |
98.26 |
+0.01 |
38,798 |
54,375 |
-34,081 |
Dec16 |
160912 |
98.28 |
98.29 |
98.27 |
98.28 |
-0.01 |
23,893 |
211,397 |
-2,507 |
Mar17 |
160912 |
98.34 |
98.34 |
98.31 |
98.32 |
-0.02 |
25,475 |
161,734 |
-8,816 |
Jun17 |
160912 |
98.38 |
98.38 |
98.34 |
98.35 |
-0.03 |
17,390 |
152,581 |
+4,477 |
Sep17 |
160912 |
98.38 |
98.39 |
98.35 |
98.37 |
-0.02 |
13,597 |
111,549 |
+1,624 |
Dec17 |
160912 |
98.39 |
98.39 |
98.35 |
98.37 |
-0.02 |
12,439 |
95,649 |
+5,303 |
Mar18 |
160912 |
98.38 |
98.38 |
98.34 |
98.36 |
-0.02 |
6,880 |
66,654 |
-213 |
Jun18 |
160912 |
98.37 |
98.37 |
98.33 |
98.34 |
-0.03 |
3,550 |
49,523 |
+1,151 |
Sep18 |
160912 |
98.35 |
98.35 |
98.30 |
98.32 |
-0.03 |
3,658 |
12,981 |
+2,559 |
Dec18 |
160912 |
98.31 |
98.31 |
98.28 |
98.29 |
-0.03 |
227 |
4,929 |
+215 |
Total Volume and Open Interest |
114,947 |
871,072 |
-22,899 |
10-Year Aus T-Bonds(SFE) |
Sep16 |
160912 |
98.02 |
98.03 |
97.92 |
97.93 |
-0.09 |
104,000 |
811,365 |
-17,864 |
Dec16 |
160912 |
98.04 |
98.04 |
97.94 |
97.95 |
-0.09 |
12,491 |
29,523 |
+9,765 |
Total Volume and Open Interest |
116,491 |
840,888 |
-8,099 |
3-Year Aus T-Bonds(SFE) |
Sep16 |
160912 |
98.47 |
98.49 |
98.40 |
98.42 |
-0.06 |
123,547 |
790,528 |
-36,568 |
Dec16 |
160912 |
98.56 |
98.56 |
98.47 |
98.50 |
-0.06 |
11,459 |
51,132 |
+8,630 |
Total Volume and Open Interest |
135,006 |
841,660 |
-27,938 |
Gold(CMX) |
Oct16 |
160912 |
1327.7 |
1329.8 |
1319.2 |
1321.6 |
-9.1 |
4,415 |
43,613 |
-667 |
Dec16 |
160912 |
1332.0 |
1333.8 |
1323.3 |
1325.6 |
-8.9 |
182,893 |
445,611 |
-4,938 |
Feb17 |
160912 |
1335.1 |
1337.0 |
1327.1 |
1329.1 |
-8.8 |
1,843 |
44,346 |
+137 |
Apr17 |
160912 |
1337.7 |
1338.6 |
1331.4 |
1331.9 |
-8.9 |
631 |
9,957 |
-1 |
Jun17 |
160912 |
1341.0 |
1341.5 |
1332.7 |
1334.5 |
-8.8 |
977 |
17,482 |
+134 |
Aug17 |
160912 |
1337.8 |
1341.0 |
1337.2 |
1337.2 |
-8.7 |
321 |
7,532 |
+12 |
Oct17 |
160912 |
1343.5 |
1343.5 |
1339.6 |
1339.6 |
-8.7 |
143 |
1,823 |
+39 |
Dec17 |
160912 |
1344.2 |
1348.5 |
1341.9 |
1341.9 |
-8.7 |
527 |
12,985 |
+16 |
Feb18 |
160912 |
1344.2 |
1344.2 |
1344.2 |
1344.2 |
-8.7 |
0 |
135 |
+0 |
Apr18 |
160912 |
1346.5 |
1346.5 |
1346.5 |
1346.5 |
-8.7 |
0 |
3 |
+0 |
Jun18 |
160912 |
1348.8 |
1348.8 |
1348.8 |
1348.8 |
-8.7 |
0 |
4,176 |
+0 |
Total Volume and Open Interest |
191,886 |
593,221 |
-5,245 |
Silver(CMX) |
Sep16 |
160912 |
1903.5 |
1903.5 |
1871.5 |
1891.5 |
-36.7 |
237 |
1,340 |
-128 |
Dec16 |
160912 |
1920.5 |
1924.5 |
1876.5 |
1900.0 |
-36.8 |
51,477 |
172,584 |
-750 |
Mar17 |
160912 |
1930.5 |
1935.0 |
1890.5 |
1910.5 |
-37.0 |
1,578 |
14,322 |
-17 |
May17 |
160912 |
1920.0 |
1933.5 |
1906.0 |
1917.2 |
-37.1 |
150 |
1,076 |
+24 |
Jul17 |
160912 |
1920.0 |
1926.0 |
1920.0 |
1923.5 |
-37.2 |
38 |
2,588 |
+1 |
Sep17 |
160912 |
1929.8 |
1929.8 |
1929.0 |
1929.8 |
-37.2 |
2 |
495 |
-2 |
Dec17 |
160912 |
1956.0 |
1956.0 |
1937.5 |
1938.5 |
-37.2 |
225 |
2,422 |
+125 |
Total Volume and Open Interest |
54,299 |
198,631 |
-701 |
Platinum(NYMEX) |
Oct16 |
160912 |
1065.1 |
1069.3 |
1039.1 |
1042.9 |
-24.6 |
12,199 |
58,799 |
-2,422 |
Jan17 |
160912 |
1068.4 |
1071.8 |
1043.4 |
1046.4 |
-24.5 |
2,592 |
16,075 |
+1,627 |
Apr17 |
160912 |
1065.2 |
1065.2 |
1049.3 |
1049.3 |
-24.6 |
521 |
1,827 |
+253 |
Jul17 |
160912 |
1051.7 |
1051.7 |
1051.7 |
1051.7 |
-24.6 |
0 |
24 |
+0 |
Total Volume and Open Interest |
15,312 |
76,726 |
-612 |
Palladium(NYMEX) |
Sep16 |
160912 |
678.75 |
678.75 |
656.70 |
656.70 |
-22.75 |
5 |
26 |
-4 |
Dec16 |
160912 |
674.35 |
677.50 |
653.10 |
656.70 |
-22.75 |
2,715 |
24,881 |
-213 |
Mar17 |
160912 |
677.40 |
677.40 |
657.90 |
658.55 |
-22.65 |
27 |
118 |
+5 |
Total Volume and Open Interest |
2,750 |
25,068 |
-212 |
Copper(CMX) |
Sep16 |
160912 |
208.00 |
210.30 |
206.10 |
209.60 |
+0.75 |
429 |
1,963 |
-148 |
Dec16 |
160912 |
209.20 |
211.00 |
206.40 |
210.00 |
+0.75 |
47,197 |
152,846 |
+109 |
Mar17 |
160912 |
209.55 |
211.65 |
207.50 |
210.75 |
+0.75 |
4,093 |
31,216 |
-260 |
May17 |
160912 |
208.30 |
212.15 |
207.90 |
211.35 |
+0.75 |
1,048 |
5,581 |
-215 |
Jul17 |
160912 |
210.30 |
211.90 |
210.20 |
211.90 |
+0.75 |
108 |
1,284 |
+49 |
Total Volume and Open Interest |
53,222 |
203,418 |
-387 |
E-mini DJIA Index(CBOT) |
Sep16 |
160912 |
18027 |
18351 |
17897 |
18321 |
+280 |
149,567 |
128,639 |
-14,471 |
Dec16 |
160912 |
17946 |
18278 |
17822 |
18246 |
+279 |
24,759 |
17,841 |
+13,687 |
Mar17 |
160912 |
17907 |
18188 |
17798 |
18177 |
+279 |
1 |
404 |
+0 |
Jun17 |
160912 |
18101 |
18101 |
17785 |
18101 |
+279 |
0 |
3 |
+0 |
Total Volume and Open Interest |
174,327 |
146,887 |
-784 |
S & P 500(CME) |
Sep16 |
160912 |
2117.50 |
2161.00 |
2117.50 |
2158.60 |
+35.90 |
23,308 |
99,878 |
-1,293 |
Dec16 |
160912 |
2112.00 |
2155.50 |
2100.30 |
2151.90 |
+35.90 |
20,956 |
28,270 |
+16,143 |
Mar17 |
160912 |
2145.80 |
2147.90 |
2108.90 |
2145.80 |
+35.90 |
0 |
60 |
+0 |
Jun17 |
160912 |
2140.10 |
2142.20 |
2103.20 |
2140.10 |
+35.90 |
0 |
60 |
+0 |
Total Volume and Open Interest |
44,264 |
128,268 |
+14,850 |
S & P 500 E-Mini(Globex) |
Sep16 |
160912 |
2121.75 |
2162.75 |
2107.00 |
2158.50 |
+35.75 |
2,105,651 |
2,496,107 |
-396,442 |
Dec16 |
160912 |
2115.25 |
2156.00 |
2100.25 |
2152.00 |
+36.00 |
866,144 |
826,592 |
+497,078 |
Mar17 |
160912 |
2108.75 |
2149.50 |
2094.00 |
2145.75 |
+35.75 |
129 |
959 |
+53 |
Jun17 |
160912 |
2125.00 |
2140.00 |
2093.75 |
2140.00 |
+35.75 |
11 |
475 |
+4 |
Total Volume and Open Interest |
2,971,944 |
3,324,139 |
+100,696 |
NASDAQ 100 E-Mini(Globex) |
Sep16 |
160912 |
4671.00 |
4772.00 |
4629.00 |
4766.80 |
+95.80 |
251,333 |
249,993 |
-45,579 |
Dec16 |
160912 |
4661.30 |
4768.80 |
4625.30 |
4763.80 |
+96.00 |
77,851 |
60,860 |
+43,522 |
Mar17 |
160912 |
4650.50 |
4762.80 |
4630.50 |
4757.80 |
+96.00 |
39 |
65 |
-12 |
Total Volume and Open Interest |
329,223 |
310,925 |
-2,069 |
S&P Midcap 400(CME) e-Mini |
Sep16 |
160912 |
1525.50 |
1547.40 |
1512.40 |
1545.80 |
+18.30 |
26,734 |
64,056 |
-13,527 |
Dec16 |
160912 |
1521.70 |
1544.10 |
1508.50 |
1542.60 |
+19.10 |
17,236 |
21,788 |
+14,787 |
Mar17 |
160912 |
1543.10 |
1543.10 |
1543.10 |
1543.10 |
+19.10 |
|
|
|
Total Volume and Open Interest |
43,970 |
85,844 |
+1,260 |
Volatility Index(CBOE) |
Sep16 |
160912 |
16.55 |
17.37 |
14.95 |
15.33 |
-1.15 |
62,372 |
222,366 |
+0 |
Oct16 |
160912 |
18.10 |
18.55 |
16.58 |
16.93 |
-0.95 |
52,704 |
172,163 |
+0 |
Nov16 |
160912 |
18.80 |
19.25 |
17.75 |
17.98 |
-0.82 |
13,251 |
56,301 |
+0 |
Dec16 |
160912 |
19.10 |
19.40 |
18.30 |
18.48 |
-0.60 |
6,612 |
45,063 |
+0 |
Total Volume and Open Interest |
141,042 |
548,199 |
+0 |
Russell 2000(ICE) |
Sep16 |
160912 |
1212.80 |
1236.80 |
1203.00 |
1236.50 |
+22.00 |
122,226 |
283,901 |
-46,090 |
Dec16 |
160912 |
1207.70 |
1232.60 |
1198.60 |
1232.20 |
+22.10 |
78,106 |
70,388 |
+57,400 |
Mar17 |
160912 |
1228.70 |
1228.70 |
1228.70 |
1228.70 |
+22.10 |
1 |
251 |
+1 |
Total Volume and Open Interest |
200,333 |
354,710 |
+11,311 |
Nikkei 225(CME) |
Dec16 |
160912 |
16735 |
16770 |
16475 |
16735 |
unch |
13,183 |
32,687 |
+1,987 |
Mar17 |
160912 |
16730 |
16740 |
16535 |
16730 |
unch |
0 |
12 |
+0 |
Total Volume and Open Interest |
13,183 |
32,699 |
-21,908 |
Nikkei 225(SGX) |
Sep16 |
160908 |
16990 |
17025 |
16830 |
16945 |
-30 |
125,064 |
187,683 |
-33,341 |
Dec16 |
160912 |
16835 |
16860 |
16455 |
16545 |
-305 |
84,949 |
149,996 |
+25,673 |
Mar17 |
160912 |
16590 |
16600 |
16405 |
16510 |
-285 |
0 |
5 |
+0 |
Total Volume and Open Interest |
191,411 |
260,198 |
-25,597 |
Nikkei 225(CME) Yen |
Sep16 |
160908 |
16990 |
17005 |
16830 |
16990 |
+20 |
87,426 |
48,721 |
-20,945 |
Dec16 |
160912 |
16645 |
16680 |
16390 |
16655 |
+5 |
48,511 |
48,415 |
+5,842 |
Mar17 |
160912 |
16575 |
16605 |
16345 |
16600 |
+5 |
|
|
|
Total Volume and Open Interest |
48,511 |
48,415 |
-27,662 |
Nikkei 225(CME) e-Mini Yen |
Sep16 |
160908 |
16990 |
16990 |
16860 |
16990 |
+20 |
0 |
12 |
+0 |
Dec16 |
160912 |
16570 |
16650 |
16400 |
16650 |
unch |
|
|
|
Mar17 |
160912 |
16600 |
16600 |
16600 |
16600 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
CAC 40(EURONEXT) |
Sep16 |
160912 |
4426.0 |
4488.5 |
4385.0 |
4439.5 |
-52.0 |
111,884 |
292,813 |
+4,537 |
Oct16 |
160912 |
4411.5 |
4475.5 |
4377.5 |
4428.0 |
-52.0 |
419 |
4,851 |
-44 |
Nov16 |
160912 |
4382.5 |
4470.0 |
4382.5 |
4424.5 |
-52.0 |
4 |
348 |
+4 |
Dec16 |
160912 |
4405.5 |
4457.5 |
4369.5 |
4419.0 |
-51.5 |
2,441 |
3,736 |
+2,261 |
Total Volume and Open Interest |
114,748 |
301,809 |
+6,758 |
Hang Seng Index(HKFE) |
Sep16 |
160912 |
24080 |
24102 |
23284 |
23290 |
-794 |
83,568 |
136,103 |
+433 |
Oct16 |
160912 |
24078 |
24083 |
23281 |
23281 |
-794 |
582 |
3,922 |
+380 |
Total Volume and Open Interest |
84,658 |
149,114 |
+900 |
DAX(EUREX) |
Sep16 |
160912 |
10390.0 |
10547.0 |
10320.0 |
10422.5 |
-145.0 |
117,412 |
170,871 |
+14,003 |
Dec16 |
160912 |
10375.5 |
10535.5 |
10309.0 |
10412.5 |
-145.0 |
7,000 |
15,690 |
+5,676 |
Mar17 |
160912 |
10319.0 |
10517.0 |
10319.0 |
10407.0 |
-143.5 |
56 |
453 |
+32 |
Total Volume and Open Interest |
124,468 |
187,014 |
+19,711 |
Mini-DAX(EUREX) |
Sep16 |
160912 |
10390.0 |
10544.0 |
10321.0 |
10422.5 |
-145.0 |
37,180 |
12,234 |
+764 |
Dec16 |
160912 |
10395.0 |
10526.0 |
10311.0 |
10412.5 |
-145.0 |
299 |
732 |
+57 |
Mar17 |
160912 |
10359.0 |
10508.0 |
10342.0 |
10407.0 |
-143.5 |
16 |
144 |
+6 |
Total Volume and Open Interest |
37,495 |
13,110 |
+827 |
FT-SE 100(EURONEXT) |
Sep16 |
160912 |
6707.50 |
6766.50 |
6655.00 |
6702.50 |
-73.50 |
213,577 |
638,185 |
-36,288 |
Dec16 |
160912 |
6696.50 |
6726.50 |
6614.50 |
6663.00 |
-72.50 |
93,390 |
73,390 |
+29,695 |
Mar17 |
160912 |
6599.00 |
6599.00 |
6599.00 |
6599.00 |
-72.50 |
|
|
|
Total Volume and Open Interest |
306,967 |
711,575 |
-6,593 |
SPI 200(SFE) |
Sep16 |
160912 |
5322.0 |
5331.0 |
5199.0 |
5201.0 |
-124.0 |
35,596 |
296,529 |
-2,397 |
Dec16 |
160912 |
5311.0 |
5311.0 |
5183.0 |
5185.0 |
-124.0 |
3,009 |
5,528 |
+2,034 |
Mar17 |
160912 |
5136.0 |
5136.0 |
5136.0 |
5136.0 |
-124.0 |
0 |
1,438 |
+0 |
Total Volume and Open Interest |
38,617 |
305,833 |
-363 |
FTSE MIB(ISE) |
Sep16 |
160912 |
16885.00 |
16910.00 |
16660.00 |
16840.00 |
-317.00 |
39,340 |
42,660 |
+1,978 |
Dec16 |
160912 |
16755.00 |
16775.00 |
16540.00 |
16713.00 |
-317.00 |
2,309 |
2,983 |
+1,276 |
Mar17 |
160912 |
16661.00 |
16661.00 |
16661.00 |
16661.00 |
-339.00 |
|
|
|
Total Volume and Open Interest |
41,649 |
45,643 |
+3,254 |
KOSPI 200(KFE) |
Dec16 |
160912 |
257.85 |
258.25 |
251.15 |
251.70 |
-6.30 |
49,385 |
131,323 |
+13,599 |
Mar17 |
160912 |
255.25 |
255.25 |
248.55 |
248.85 |
-6.50 |
34 |
2,448 |
+326 |
Jun17 |
160912 |
253.50 |
253.50 |
253.40 |
253.40 |
-2.65 |
6 |
773 |
+5 |
Total Volume and Open Interest |
186,835 |
137,322 |
-54,417 |
GSCI(CME) |
Sep16 |
160912 |
353.80 |
357.15 |
349.65 |
355.80 |
+2.25 |
1,710 |
9,724 |
-1,680 |
Oct16 |
160912 |
352.85 |
358.85 |
351.45 |
357.50 |
+1.75 |
1,678 |
3,238 |
+1,678 |
Nov16 |
160912 |
360.75 |
360.75 |
360.75 |
360.75 |
+1.75 |
|
|
|
Total Volume and Open Interest |
3,388 |
12,962 |
-2 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|