|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Thu September 15, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov16 |
160915 |
943.00 |
953.00 |
941.25 |
950.50 |
+7.75 |
110,508 |
351,618 |
+1,131 |
Jan17 |
160915 |
948.25 |
958.25 |
946.50 |
955.75 |
+7.75 |
33,044 |
86,385 |
+896 |
Mar17 |
160915 |
953.50 |
962.00 |
950.25 |
958.75 |
+7.25 |
31,034 |
69,342 |
-680 |
May17 |
160915 |
959.25 |
967.75 |
956.25 |
964.50 |
+7.00 |
17,611 |
43,214 |
+1,704 |
Jul17 |
160915 |
964.00 |
973.50 |
961.75 |
970.00 |
+6.75 |
14,922 |
43,271 |
+927 |
Aug17 |
160915 |
963.50 |
969.75 |
961.25 |
967.00 |
+6.50 |
153 |
1,260 |
+28 |
Sep17 |
160915 |
948.00 |
953.00 |
948.00 |
951.25 |
+7.00 |
112 |
769 |
+48 |
Nov17 |
160915 |
932.50 |
941.50 |
929.50 |
939.00 |
+8.25 |
4,164 |
27,792 |
+297 |
Jan18 |
160915 |
941.25 |
941.25 |
941.25 |
941.25 |
+8.25 |
2 |
718 |
+1 |
Mar18 |
160915 |
941.75 |
941.75 |
941.75 |
941.75 |
+8.25 |
0 |
166 |
+0 |
May18 |
160915 |
944.00 |
944.00 |
944.00 |
944.00 |
+8.25 |
0 |
72 |
+0 |
Jul18 |
160915 |
947.75 |
947.75 |
947.75 |
947.75 |
+8.25 |
0 |
132 |
+0 |
Aug18 |
160915 |
944.25 |
944.25 |
944.25 |
944.25 |
+8.25 |
0 |
17 |
+0 |
Sep18 |
160915 |
938.75 |
938.75 |
938.75 |
938.75 |
+8.25 |
0 |
17 |
+0 |
Total Volume and Open Interest |
211,806 |
625,277 |
+4,145 |
Soybean Meal(CBOT) |
Oct16 |
160915 |
307.10 |
309.00 |
305.30 |
308.60 |
+1.50 |
13,041 |
42,493 |
+52 |
Dec16 |
160915 |
305.70 |
307.80 |
304.10 |
307.20 |
+1.50 |
43,617 |
167,004 |
+737 |
Jan17 |
160915 |
305.60 |
307.90 |
304.20 |
307.10 |
+1.50 |
8,018 |
37,663 |
+878 |
Mar17 |
160915 |
305.00 |
307.80 |
304.20 |
306.30 |
+1.30 |
9,789 |
40,255 |
+723 |
May17 |
160915 |
305.40 |
308.30 |
305.10 |
307.10 |
+1.70 |
4,582 |
26,871 |
+432 |
Jul17 |
160915 |
306.90 |
309.90 |
306.60 |
308.70 |
+1.80 |
4,464 |
28,792 |
+979 |
Aug17 |
160915 |
306.60 |
309.90 |
306.60 |
308.70 |
+2.10 |
662 |
2,720 |
+66 |
Sep17 |
160915 |
306.70 |
309.20 |
306.40 |
307.90 |
+2.30 |
424 |
3,606 |
+49 |
Oct17 |
160915 |
301.60 |
304.80 |
301.40 |
303.30 |
+2.70 |
253 |
3,510 |
+29 |
Dec17 |
160915 |
301.90 |
304.00 |
301.20 |
303.20 |
+2.80 |
734 |
11,606 |
+156 |
Total Volume and Open Interest |
86,532 |
366,036 |
+3,579 |
Soybean Oil(CBOT) |
Oct16 |
160915 |
31.70 |
32.21 |
31.55 |
32.04 |
+0.42 |
22,843 |
43,022 |
-2,971 |
Dec16 |
160915 |
31.94 |
32.46 |
31.77 |
32.28 |
+0.42 |
76,829 |
205,840 |
+2,611 |
Jan17 |
160915 |
32.18 |
32.69 |
32.02 |
32.51 |
+0.42 |
8,485 |
43,710 |
+1,082 |
Mar17 |
160915 |
32.47 |
32.93 |
32.28 |
32.76 |
+0.41 |
8,045 |
40,566 |
+624 |
May17 |
160915 |
32.66 |
33.11 |
32.48 |
32.95 |
+0.39 |
3,830 |
30,041 |
+675 |
Jul17 |
160915 |
32.66 |
33.26 |
32.65 |
33.11 |
+0.37 |
4,759 |
17,096 |
+1,309 |
Aug17 |
160915 |
32.90 |
33.20 |
32.72 |
33.14 |
+0.35 |
1,368 |
3,060 |
-229 |
Sep17 |
160915 |
33.19 |
33.21 |
33.15 |
33.15 |
+0.34 |
1,052 |
2,776 |
-50 |
Oct17 |
160915 |
32.80 |
33.00 |
32.80 |
32.98 |
+0.30 |
398 |
2,259 |
-2 |
Dec17 |
160915 |
32.78 |
33.18 |
32.67 |
33.03 |
+0.30 |
823 |
7,623 |
-18 |
Total Volume and Open Interest |
128,665 |
396,331 |
+2,912 |
Canola(WCE) |
Nov16 |
160915 |
458.0 |
460.6 |
455.3 |
455.7 |
-1.9 |
7,962 |
136,160 |
-689 |
Jan17 |
160915 |
464.0 |
466.5 |
461.7 |
462.2 |
-1.9 |
2,945 |
28,528 |
-155 |
Mar17 |
160915 |
469.8 |
470.6 |
466.2 |
466.4 |
-2.2 |
1,347 |
10,409 |
+132 |
May17 |
160915 |
474.5 |
474.7 |
470.4 |
470.6 |
-2.2 |
717 |
6,749 |
+170 |
Jul17 |
160915 |
476.9 |
477.0 |
473.1 |
473.3 |
-2.1 |
1,426 |
9,040 |
+562 |
Total Volume and Open Interest |
14,455 |
197,178 |
+26 |
Corn(CBOT) |
Dec16 |
160915 |
331.50 |
334.75 |
327.50 |
330.00 |
-1.75 |
167,394 |
752,307 |
-5,388 |
Mar17 |
160915 |
342.00 |
345.50 |
338.25 |
340.25 |
-2.25 |
36,495 |
234,694 |
+2,240 |
May17 |
160915 |
349.50 |
352.50 |
345.50 |
347.00 |
-3.00 |
12,500 |
61,626 |
+1,739 |
Jul17 |
160915 |
356.25 |
359.00 |
352.50 |
354.00 |
-2.50 |
7,783 |
112,093 |
+271 |
Sep17 |
160915 |
363.25 |
365.75 |
359.50 |
360.75 |
-2.50 |
2,054 |
41,022 |
+11 |
Dec17 |
160915 |
373.00 |
375.50 |
369.25 |
370.75 |
-2.50 |
4,792 |
70,535 |
+312 |
Mar18 |
160915 |
383.75 |
385.50 |
379.75 |
381.00 |
-3.00 |
122 |
4,770 |
+53 |
May18 |
160915 |
387.50 |
387.50 |
386.50 |
386.75 |
-2.75 |
10 |
765 |
+2 |
Jul18 |
160915 |
391.25 |
393.75 |
389.50 |
390.50 |
-2.25 |
17 |
1,332 |
-3 |
Sep18 |
160915 |
391.25 |
393.25 |
389.75 |
389.75 |
-1.25 |
0 |
498 |
+0 |
Total Volume and Open Interest |
231,939 |
1,283,735 |
-1,202 |
Wheat(CBOT) |
Dec16 |
160915 |
401.00 |
406.75 |
398.00 |
399.50 |
-3.50 |
52,181 |
307,083 |
-879 |
Mar17 |
160915 |
423.50 |
428.25 |
420.00 |
422.25 |
-2.25 |
11,950 |
88,887 |
-214 |
May17 |
160915 |
437.75 |
443.00 |
435.00 |
437.00 |
-2.50 |
5,156 |
21,778 |
+956 |
Jul17 |
160915 |
449.50 |
453.25 |
445.25 |
448.25 |
-1.50 |
3,330 |
30,358 |
+461 |
Sep17 |
160915 |
466.00 |
467.75 |
462.75 |
464.00 |
-0.25 |
411 |
3,384 |
+123 |
Dec17 |
160915 |
486.00 |
487.00 |
482.25 |
484.50 |
+0.50 |
348 |
5,766 |
+44 |
Total Volume and Open Interest |
73,492 |
459,288 |
+474 |
Wheat(KCBT) |
Dec16 |
160915 |
416.50 |
422.50 |
413.75 |
416.00 |
-2.25 |
18,785 |
142,482 |
-1,616 |
Mar17 |
160915 |
432.00 |
438.25 |
430.25 |
432.00 |
-2.50 |
5,434 |
45,622 |
+372 |
May17 |
160915 |
444.25 |
448.50 |
440.50 |
442.50 |
-2.50 |
2,040 |
16,429 |
+481 |
Jul17 |
160915 |
452.50 |
458.75 |
450.75 |
453.00 |
-2.00 |
1,739 |
21,362 |
+745 |
Sep17 |
160915 |
467.75 |
472.75 |
466.50 |
468.00 |
-2.00 |
46 |
2,775 |
+5 |
Dec17 |
160915 |
492.50 |
494.75 |
488.25 |
489.75 |
-1.50 |
106 |
2,078 |
+24 |
Mar18 |
160915 |
500.00 |
500.50 |
500.00 |
500.50 |
-1.75 |
0 |
192 |
+0 |
Total Volume and Open Interest |
28,156 |
231,027 |
-36 |
Wheat(MGE) |
Dec16 |
160915 |
493.00 |
497.50 |
490.25 |
491.25 |
-1.75 |
3,972 |
30,853 |
+698 |
Mar17 |
160915 |
503.00 |
507.50 |
500.50 |
501.75 |
-1.75 |
502 |
15,547 |
+32 |
May17 |
160915 |
513.50 |
515.50 |
510.25 |
510.75 |
-1.75 |
229 |
7,274 |
+99 |
Jul17 |
160915 |
524.75 |
525.75 |
519.00 |
519.75 |
-1.75 |
252 |
3,399 |
+6 |
Sep17 |
160915 |
531.00 |
535.25 |
529.00 |
529.75 |
-2.00 |
250 |
3,007 |
+12 |
Dec17 |
160915 |
549.00 |
551.25 |
544.50 |
544.50 |
-2.25 |
188 |
2,040 |
+23 |
Total Volume and Open Interest |
5,403 |
62,132 |
+870 |
Oats(CBOT) |
Dec16 |
160915 |
174.75 |
174.75 |
172.50 |
173.00 |
-1.50 |
407 |
8,974 |
+35 |
Mar17 |
160915 |
187.00 |
187.00 |
184.75 |
185.75 |
-1.50 |
28 |
1,809 |
+21 |
May17 |
160915 |
191.00 |
191.00 |
191.00 |
191.00 |
-2.75 |
0 |
44 |
+0 |
Jul17 |
160915 |
198.50 |
198.50 |
198.50 |
198.50 |
-2.25 |
3 |
26 |
+3 |
Total Volume and Open Interest |
483 |
10,901 |
+100 |
Rough Rice(CBOT) |
Sep16 |
160914 |
9.58 |
9.58 |
9.30 |
9.58 |
+0.20 |
134 |
733 |
-4 |
Nov16 |
160915 |
9.90 |
9.97 |
9.65 |
9.79 |
-0.11 |
276 |
9,716 |
+65 |
Jan17 |
160915 |
10.14 |
10.19 |
9.90 |
10.03 |
-0.11 |
35 |
1,010 |
-5 |
Mar17 |
160915 |
10.27 |
10.27 |
10.27 |
10.27 |
-0.11 |
0 |
71 |
+0 |
Total Volume and Open Interest |
351 |
11,555 |
+83 |
Live Cattle(CME) |
Oct16 |
160915 |
106.400 |
107.500 |
106.230 |
106.950 |
+1.150 |
30,481 |
79,391 |
-7,070 |
Dec16 |
160915 |
106.750 |
107.700 |
106.500 |
106.980 |
+0.595 |
24,665 |
92,731 |
+4,457 |
Feb17 |
160915 |
106.785 |
107.650 |
106.580 |
107.200 |
+0.750 |
7,732 |
43,847 |
+1,679 |
Apr17 |
160915 |
105.650 |
106.350 |
105.400 |
106.000 |
+0.615 |
2,838 |
27,745 |
+687 |
Jun17 |
160915 |
98.950 |
99.430 |
98.730 |
99.250 |
+0.465 |
670 |
10,021 |
+123 |
Aug17 |
160915 |
97.750 |
98.080 |
97.450 |
97.980 |
+0.630 |
283 |
6,147 |
+85 |
Total Volume and Open Interest |
66,694 |
260,424 |
-20 |
Feeder Cattle(CME) |
Sep16 |
160915 |
133.750 |
134.500 |
132.735 |
133.985 |
+1.300 |
797 |
3,638 |
-226 |
Oct16 |
160915 |
130.900 |
132.350 |
130.650 |
131.700 |
+1.570 |
5,656 |
16,799 |
-408 |
Nov16 |
160915 |
128.535 |
130.000 |
128.485 |
129.325 |
+1.195 |
3,243 |
11,509 |
+835 |
Jan17 |
160915 |
124.635 |
125.680 |
124.385 |
125.250 |
+1.020 |
980 |
4,639 |
+121 |
Mar17 |
160915 |
123.300 |
124.230 |
122.535 |
123.830 |
+1.130 |
447 |
3,656 |
+140 |
Apr17 |
160915 |
123.000 |
123.950 |
123.000 |
123.200 |
+0.720 |
92 |
552 |
-11 |
May17 |
160915 |
122.330 |
123.680 |
122.230 |
123.535 |
+1.235 |
49 |
449 |
+21 |
Total Volume and Open Interest |
11,281 |
41,330 |
+482 |
Lean Hogs(CME) |
Oct16 |
160915 |
55.250 |
55.985 |
54.550 |
55.150 |
+0.220 |
34,370 |
52,011 |
-4,989 |
Dec16 |
160915 |
49.500 |
50.580 |
48.380 |
49.450 |
+0.350 |
29,265 |
93,659 |
+7,827 |
Feb17 |
160915 |
53.650 |
54.550 |
52.900 |
53.850 |
+0.565 |
6,839 |
33,713 |
+377 |
Apr17 |
160915 |
59.100 |
59.900 |
58.600 |
59.300 |
+0.600 |
2,658 |
21,152 |
-181 |
May17 |
160915 |
66.400 |
66.400 |
65.200 |
65.200 |
-0.400 |
27 |
372 |
+8 |
Jun17 |
160915 |
69.785 |
70.385 |
68.885 |
68.980 |
-0.600 |
932 |
5,664 |
+170 |
Jul17 |
160915 |
69.400 |
70.230 |
68.830 |
68.980 |
-0.420 |
117 |
799 |
-8 |
Aug17 |
160915 |
69.035 |
69.285 |
68.400 |
68.600 |
-0.250 |
49 |
457 |
+2 |
Total Volume and Open Interest |
74,290 |
208,137 |
+3,216 |
Class III Milk(CME) |
Sep16 |
160915 |
16.40 |
16.44 |
16.39 |
16.41 |
-0.04 |
173 |
5,088 |
-50 |
Oct16 |
160915 |
16.42 |
16.48 |
16.30 |
16.33 |
-0.14 |
353 |
4,960 |
+35 |
Nov16 |
160915 |
16.42 |
16.49 |
16.31 |
16.40 |
-0.02 |
128 |
4,270 |
+27 |
Dec16 |
160915 |
16.09 |
16.18 |
16.05 |
16.12 |
-0.01 |
71 |
3,522 |
+26 |
Jan17 |
160915 |
15.92 |
15.95 |
15.89 |
15.92 |
unch |
50 |
1,840 |
+16 |
Feb17 |
160915 |
15.95 |
16.00 |
15.94 |
15.99 |
+0.04 |
35 |
1,839 |
+22 |
Mar17 |
160915 |
16.05 |
16.13 |
16.04 |
16.13 |
+0.06 |
43 |
1,709 |
+38 |
Apr17 |
160915 |
16.13 |
16.13 |
16.13 |
16.13 |
+0.02 |
26 |
1,499 |
+9 |
May17 |
160915 |
16.25 |
16.25 |
16.25 |
16.25 |
unch |
31 |
1,371 |
+14 |
Jun17 |
160915 |
16.46 |
16.46 |
16.46 |
16.46 |
unch |
29 |
1,268 |
+19 |
Jul17 |
160915 |
16.60 |
16.60 |
16.60 |
16.60 |
+0.01 |
16 |
732 |
+8 |
Aug17 |
160915 |
16.68 |
16.68 |
16.68 |
16.68 |
+0.02 |
14 |
651 |
+8 |
Sep17 |
160915 |
16.73 |
16.73 |
16.73 |
16.73 |
+0.02 |
13 |
588 |
+7 |
Total Volume and Open Interest |
1,007 |
30,701 |
+186 |
Cocoa(ICE) |
Sep16 |
160915 |
2872 |
2872 |
2872 |
2872 |
+23 |
11 |
2 |
-10 |
Dec16 |
160915 |
2811 |
2838 |
2802 |
2832 |
+23 |
27,425 |
100,263 |
-4,416 |
Mar17 |
160915 |
2800 |
2818 |
2785 |
2813 |
+23 |
16,194 |
73,537 |
+4,755 |
May17 |
160915 |
2793 |
2815 |
2783 |
2810 |
+23 |
2,631 |
16,184 |
+320 |
Jul17 |
160915 |
2796 |
2814 |
2786 |
2810 |
+22 |
635 |
5,964 |
+89 |
Sep17 |
160915 |
2792 |
2811 |
2792 |
2809 |
+21 |
360 |
4,598 |
-26 |
Dec17 |
160915 |
2810 |
2810 |
2808 |
2808 |
+22 |
663 |
2,227 |
+450 |
Total Volume and Open Interest |
47,929 |
206,611 |
+1,166 |
Coffee "C"(ICE) |
Sep16 |
160915 |
148.20 |
148.20 |
147.60 |
147.60 |
-0.20 |
3 |
95 |
-2 |
Dec16 |
160915 |
148.60 |
151.00 |
148.10 |
148.90 |
unch |
20,452 |
104,423 |
-895 |
Mar17 |
160915 |
151.95 |
154.10 |
151.30 |
152.10 |
unch |
4,840 |
39,067 |
-506 |
May17 |
160915 |
153.95 |
155.70 |
153.20 |
153.95 |
unch |
2,006 |
17,555 |
-124 |
Jul17 |
160915 |
155.55 |
157.45 |
154.95 |
155.70 |
unch |
1,027 |
5,188 |
+81 |
Sep17 |
160915 |
157.05 |
158.55 |
156.95 |
157.10 |
unch |
153 |
3,910 |
+20 |
Total Volume and Open Interest |
28,566 |
178,115 |
-1,377 |
Orange Juice(ICE) |
Nov16 |
160915 |
194.85 |
196.45 |
194.00 |
194.60 |
-0.90 |
961 |
13,831 |
+51 |
Jan17 |
160915 |
193.00 |
193.75 |
192.25 |
192.60 |
-0.75 |
120 |
1,718 |
+64 |
Mar17 |
160915 |
191.05 |
191.05 |
189.75 |
190.15 |
-0.90 |
35 |
437 |
+19 |
May17 |
160915 |
189.25 |
189.25 |
188.40 |
188.40 |
-0.90 |
60 |
141 |
+25 |
Jul17 |
160915 |
187.10 |
187.10 |
187.10 |
187.10 |
-1.70 |
3 |
3 |
+3 |
Sep17 |
160915 |
186.60 |
186.60 |
186.60 |
186.60 |
-1.70 |
|
|
|
Total Volume and Open Interest |
1,179 |
16,132 |
+162 |
Sugar #11(ICE) |
Oct16 |
160915 |
20.19 |
20.63 |
20.08 |
20.48 |
+0.35 |
100,308 |
212,164 |
-20,463 |
Mar17 |
160915 |
20.85 |
21.20 |
20.71 |
21.16 |
+0.43 |
85,874 |
407,139 |
+22,174 |
May17 |
160915 |
20.34 |
20.71 |
20.26 |
20.68 |
+0.41 |
18,508 |
110,742 |
+4,612 |
Jul17 |
160915 |
19.73 |
20.12 |
19.73 |
20.10 |
+0.36 |
12,424 |
68,210 |
+2,778 |
Oct17 |
160915 |
19.40 |
19.73 |
19.39 |
19.71 |
+0.32 |
5,250 |
51,522 |
+826 |
Mar18 |
160915 |
19.15 |
19.50 |
19.15 |
19.49 |
+0.32 |
888 |
21,136 |
+67 |
May18 |
160915 |
18.51 |
18.81 |
18.48 |
18.81 |
+0.29 |
163 |
6,695 |
+102 |
Jul18 |
160915 |
18.05 |
18.24 |
17.94 |
18.24 |
+0.25 |
31 |
4,956 |
-13 |
Total Volume and Open Interest |
223,464 |
889,291 |
+10,083 |
London Cocoa(LCE) |
Sep16 |
160915 |
2257 |
2274 |
2257 |
2274 |
+29 |
17,360 |
9,591 |
-9,532 |
Dec16 |
160915 |
2237 |
2252 |
2230 |
2250 |
+14 |
32,638 |
93,806 |
+1,336 |
Mar17 |
160915 |
2184 |
2198 |
2177 |
2196 |
+13 |
11,952 |
62,044 |
+611 |
May17 |
160915 |
2180 |
2194 |
2175 |
2193 |
+14 |
3,222 |
34,063 |
-268 |
Jul17 |
160915 |
2185 |
2195 |
2176 |
2194 |
+14 |
727 |
9,274 |
-33 |
Sep17 |
160915 |
2177 |
2185 |
2170 |
2185 |
+13 |
536 |
11,634 |
+137 |
Dec17 |
160915 |
2160 |
2168 |
2157 |
2168 |
+13 |
82 |
5,917 |
+31 |
Total Volume and Open Interest |
66,517 |
226,330 |
-7,718 |
London Sugar(LCE) |
Dec16 |
160915 |
546.40 |
557.10 |
546.30 |
556.00 |
+9.60 |
11,200 |
33,495 |
+3,755 |
Mar17 |
160915 |
549.10 |
559.10 |
549.10 |
558.00 |
+8.60 |
1,980 |
20,656 |
+467 |
May17 |
160915 |
543.90 |
551.00 |
543.90 |
550.90 |
+7.90 |
545 |
11,264 |
+269 |
Aug17 |
160915 |
539.70 |
540.10 |
537.40 |
539.90 |
+7.40 |
218 |
5,193 |
+44 |
Oct17 |
160915 |
522.80 |
523.50 |
522.70 |
523.00 |
+7.10 |
251 |
3,857 |
+223 |
Total Volume and Open Interest |
24,437 |
80,881 |
-336 |
Cotton(ICE) |
Oct16 |
160915 |
67.62 |
68.38 |
67.58 |
68.38 |
+0.30 |
32 |
223 |
-3 |
Dec16 |
160915 |
67.76 |
67.95 |
66.82 |
67.72 |
+0.19 |
17,893 |
152,699 |
-432 |
Mar17 |
160915 |
67.91 |
68.13 |
67.00 |
67.91 |
+0.17 |
3,290 |
49,373 |
-69 |
May17 |
160915 |
67.71 |
68.50 |
67.43 |
68.31 |
+0.14 |
901 |
7,955 |
+333 |
Jul17 |
160915 |
67.88 |
68.52 |
67.61 |
68.51 |
+0.14 |
419 |
7,278 |
+196 |
Oct17 |
160915 |
68.41 |
68.41 |
68.41 |
68.41 |
+0.29 |
|
|
|
Total Volume and Open Interest |
22,884 |
230,433 |
+209 |
Lumber(CME) |
Sep16 |
160915 |
311.3 |
311.3 |
297.0 |
298.8 |
-11.2 |
66 |
27 |
-53 |
Nov16 |
160915 |
308.1 |
310.2 |
299.8 |
301.0 |
-6.6 |
329 |
2,616 |
-33 |
Jan17 |
160915 |
319.6 |
319.7 |
309.4 |
310.7 |
-6.5 |
67 |
342 |
-1 |
Mar17 |
160915 |
326.0 |
326.0 |
317.6 |
317.6 |
-6.3 |
4 |
85 |
+3 |
Total Volume and Open Interest |
469 |
3,102 |
-83 |
Crude Oil(NYM) |
Oct16 |
160915 |
43.70 |
44.34 |
43.26 |
43.91 |
+0.33 |
657,775 |
197,746 |
-45,061 |
Nov16 |
160915 |
44.27 |
44.96 |
43.87 |
44.52 |
+0.37 |
319,462 |
427,858 |
+25,413 |
Dec16 |
160915 |
44.93 |
45.65 |
44.56 |
45.23 |
+0.45 |
128,311 |
294,385 |
+5,017 |
Jan17 |
160915 |
45.64 |
46.33 |
45.22 |
45.92 |
+0.48 |
38,985 |
121,311 |
-3,659 |
Feb17 |
160915 |
46.21 |
46.99 |
45.87 |
46.58 |
+0.48 |
25,121 |
72,235 |
+4,509 |
Mar17 |
160915 |
46.89 |
47.60 |
46.51 |
47.18 |
+0.48 |
21,153 |
118,854 |
+613 |
Apr17 |
160915 |
46.99 |
48.11 |
46.99 |
47.70 |
+0.49 |
10,036 |
35,436 |
-1,369 |
May17 |
160915 |
47.57 |
48.45 |
47.40 |
48.14 |
+0.50 |
9,643 |
28,023 |
-1,494 |
Jun17 |
160915 |
48.22 |
48.92 |
47.75 |
48.50 |
+0.49 |
30,412 |
113,209 |
+2,395 |
Jul17 |
160915 |
48.45 |
49.16 |
48.13 |
48.82 |
+0.50 |
2,714 |
21,424 |
+299 |
Aug17 |
160915 |
48.58 |
49.40 |
48.40 |
49.09 |
+0.51 |
3,184 |
18,496 |
+265 |
Sep17 |
160915 |
49.14 |
49.65 |
48.96 |
49.34 |
+0.52 |
8,934 |
37,909 |
-396 |
Oct17 |
160915 |
49.65 |
49.65 |
49.57 |
49.57 |
+0.52 |
3,943 |
17,240 |
+833 |
Nov17 |
160915 |
49.80 |
49.80 |
49.80 |
49.80 |
+0.53 |
1,160 |
15,709 |
+181 |
Dec17 |
160915 |
49.59 |
50.46 |
49.27 |
50.04 |
+0.53 |
28,597 |
158,960 |
+3,625 |
Jan18 |
160915 |
50.12 |
50.22 |
50.11 |
50.22 |
+0.53 |
464 |
15,491 |
-65 |
Total Volume and Open Interest |
1,296,220 |
1,829,620 |
-8,737 |
e-miNY Crude Oil(NYM) |
Oct16 |
160915 |
43.725 |
44.350 |
43.275 |
43.900 |
+0.325 |
10,543 |
3,086 |
+158 |
Nov16 |
160915 |
44.325 |
44.950 |
43.875 |
44.525 |
+0.375 |
724 |
1,017 |
-26 |
Dec16 |
160915 |
44.950 |
45.600 |
44.525 |
45.225 |
+0.450 |
111 |
439 |
-2 |
Jan17 |
160915 |
45.150 |
46.250 |
45.150 |
45.925 |
+0.475 |
4 |
66 |
+3 |
Feb17 |
160915 |
46.575 |
46.900 |
46.025 |
46.575 |
+0.475 |
2 |
74 |
+2 |
Mar17 |
160915 |
47.175 |
47.600 |
46.650 |
47.175 |
+0.475 |
0 |
138 |
+0 |
Apr17 |
160915 |
48.125 |
48.125 |
47.500 |
47.700 |
+0.500 |
4 |
106 |
-2 |
May17 |
160915 |
48.150 |
48.150 |
48.150 |
48.150 |
+0.500 |
46 |
36 |
-42 |
Jun17 |
160915 |
48.000 |
48.850 |
48.000 |
48.500 |
+0.500 |
44 |
54 |
+38 |
Jul17 |
160915 |
48.825 |
48.825 |
48.650 |
48.825 |
+0.500 |
0 |
73 |
+0 |
Total Volume and Open Interest |
11,484 |
5,436 |
+135 |
NY Harbor ULSD(NYM) |
Oct16 |
160915 |
138.88 |
142.71 |
138.01 |
141.62 |
+3.45 |
69,915 |
64,131 |
-2,591 |
Nov16 |
160915 |
140.58 |
144.26 |
139.82 |
143.09 |
+3.06 |
48,497 |
86,554 |
+657 |
Dec16 |
160915 |
142.37 |
145.87 |
141.72 |
144.69 |
+2.72 |
38,223 |
62,277 |
-1,069 |
Jan17 |
160915 |
144.29 |
147.53 |
143.72 |
146.36 |
+2.46 |
12,033 |
38,050 |
-22 |
Feb17 |
160915 |
146.17 |
148.76 |
145.10 |
147.63 |
+2.32 |
6,000 |
17,829 |
-402 |
Mar17 |
160915 |
147.27 |
149.30 |
145.81 |
148.21 |
+2.16 |
4,998 |
25,616 |
+486 |
Apr17 |
160915 |
147.78 |
148.95 |
146.47 |
148.04 |
+2.00 |
4,046 |
11,681 |
+1,067 |
May17 |
160915 |
146.98 |
148.68 |
146.81 |
148.21 |
+1.91 |
791 |
8,771 |
+87 |
Jun17 |
160915 |
146.69 |
149.63 |
146.41 |
148.55 |
+1.86 |
2,720 |
25,660 |
+806 |
Jul17 |
160915 |
149.92 |
149.94 |
149.36 |
149.41 |
+1.82 |
312 |
2,959 |
+57 |
Aug17 |
160915 |
151.01 |
151.01 |
150.46 |
150.46 |
+1.79 |
198 |
1,763 |
+24 |
Sep17 |
160915 |
152.01 |
152.01 |
151.64 |
151.64 |
+1.76 |
323 |
2,821 |
+38 |
Oct17 |
160915 |
153.48 |
153.48 |
152.80 |
152.80 |
+1.72 |
101 |
2,151 |
+40 |
Nov17 |
160915 |
156.08 |
156.08 |
153.85 |
153.85 |
+1.67 |
105 |
1,815 |
+29 |
Total Volume and Open Interest |
191,561 |
385,339 |
-16 |
RBOB Gasoline(NYM) |
Oct16 |
160915 |
136.52 |
144.33 |
136.10 |
143.02 |
+6.87 |
99,852 |
80,645 |
-7,812 |
Nov16 |
160915 |
133.55 |
138.78 |
132.77 |
137.85 |
+4.78 |
107,419 |
110,971 |
+6,440 |
Dec16 |
160915 |
131.27 |
135.18 |
130.45 |
134.41 |
+3.59 |
73,210 |
64,228 |
-6,034 |
Jan17 |
160915 |
130.90 |
134.60 |
130.65 |
133.85 |
+3.05 |
22,320 |
29,161 |
-505 |
Feb17 |
160915 |
132.47 |
135.56 |
131.69 |
134.84 |
+2.71 |
8,179 |
12,242 |
+74 |
Mar17 |
160915 |
134.65 |
137.53 |
134.10 |
136.80 |
+2.40 |
6,765 |
25,693 |
+314 |
Apr17 |
160915 |
153.95 |
155.39 |
152.24 |
154.69 |
+1.87 |
2,943 |
20,223 |
+358 |
May17 |
160915 |
154.90 |
156.17 |
154.41 |
155.80 |
+1.81 |
595 |
7,000 |
+5 |
Jun17 |
160915 |
154.00 |
156.45 |
153.37 |
155.55 |
+1.74 |
557 |
12,684 |
+136 |
Jul17 |
160915 |
154.85 |
155.40 |
154.70 |
154.70 |
+1.62 |
72 |
2,413 |
-22 |
Total Volume and Open Interest |
323,902 |
391,889 |
-6,826 |
e-miNY RBOB Gasoline(NYM) |
Oct16 |
160915 |
143.02 |
143.02 |
143.02 |
143.02 |
+6.87 |
0 |
2 |
+0 |
Nov16 |
160915 |
137.85 |
137.85 |
137.85 |
137.85 |
+4.78 |
|
|
|
Dec16 |
160915 |
134.41 |
134.41 |
134.41 |
134.41 |
+3.59 |
|
|
|
Jan17 |
160915 |
133.85 |
133.85 |
133.85 |
133.85 |
+3.05 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Oct16 |
160915 |
2.895 |
2.944 |
2.834 |
2.927 |
+0.038 |
140,057 |
137,789 |
-18,346 |
Nov16 |
160915 |
2.972 |
3.015 |
2.918 |
3.002 |
+0.033 |
89,807 |
220,374 |
-742 |
Dec16 |
160915 |
3.172 |
3.205 |
3.131 |
3.191 |
+0.018 |
31,700 |
84,431 |
+4,089 |
Jan17 |
160915 |
3.298 |
3.324 |
3.260 |
3.311 |
+0.012 |
41,083 |
143,041 |
+4,104 |
Feb17 |
160915 |
3.305 |
3.324 |
3.265 |
3.315 |
+0.012 |
11,353 |
35,151 |
+1,632 |
Mar17 |
160915 |
3.259 |
3.284 |
3.224 |
3.274 |
+0.014 |
17,799 |
89,829 |
+16 |
Apr17 |
160915 |
3.040 |
3.047 |
3.003 |
3.045 |
+0.014 |
14,505 |
76,188 |
-104 |
May17 |
160915 |
3.013 |
3.019 |
2.980 |
3.018 |
+0.013 |
4,322 |
28,475 |
+93 |
Jun17 |
160915 |
3.038 |
3.049 |
3.008 |
3.046 |
+0.015 |
2,539 |
26,033 |
+933 |
Jul17 |
160915 |
3.065 |
3.074 |
3.039 |
3.074 |
+0.016 |
1,522 |
17,163 |
-34 |
Aug17 |
160915 |
3.071 |
3.079 |
3.046 |
3.079 |
+0.015 |
1,772 |
13,890 |
-107 |
Sep17 |
160915 |
3.054 |
3.066 |
3.030 |
3.062 |
+0.015 |
1,659 |
16,269 |
+16 |
Oct17 |
160915 |
3.073 |
3.082 |
3.046 |
3.080 |
+0.014 |
5,225 |
35,659 |
+1,651 |
Nov17 |
160915 |
3.122 |
3.129 |
3.100 |
3.129 |
+0.013 |
1,255 |
13,856 |
+141 |
Dec17 |
160915 |
3.247 |
3.256 |
3.224 |
3.253 |
+0.011 |
981 |
18,573 |
+44 |
Jan18 |
160915 |
3.327 |
3.348 |
3.327 |
3.348 |
+0.011 |
2,896 |
16,719 |
+1,491 |
Total Volume and Open Interest |
378,701 |
1,033,073 |
-223 |
Brent Crude Oil(ICE) |
Nov16 |
160915 |
46.06 |
47.00 |
45.67 |
46.59 |
+0.74 |
280,023 |
334,135 |
-17,259 |
Dec16 |
160915 |
46.53 |
47.45 |
46.13 |
47.06 |
+0.75 |
184,070 |
456,274 |
+15,480 |
Jan17 |
160915 |
47.03 |
47.94 |
46.60 |
47.54 |
+0.74 |
68,177 |
209,153 |
+11,905 |
Feb17 |
160915 |
47.51 |
48.40 |
47.07 |
48.00 |
+0.72 |
34,700 |
108,131 |
-2,937 |
Mar17 |
160915 |
47.99 |
48.87 |
47.55 |
48.46 |
+0.68 |
35,136 |
164,646 |
-59 |
Apr17 |
160915 |
48.40 |
49.28 |
47.99 |
48.88 |
+0.66 |
10,267 |
51,933 |
-297 |
May17 |
160915 |
48.81 |
49.65 |
48.44 |
49.27 |
+0.64 |
9,268 |
43,553 |
-1,316 |
Jun17 |
160915 |
49.25 |
50.06 |
48.79 |
49.63 |
+0.60 |
33,033 |
119,573 |
-436 |
Jul17 |
160915 |
49.57 |
50.17 |
49.34 |
49.98 |
+0.58 |
5,482 |
30,033 |
+2,130 |
Aug17 |
160915 |
50.28 |
50.28 |
50.28 |
50.28 |
+0.57 |
1,713 |
20,740 |
-180 |
Sep17 |
160915 |
50.53 |
50.53 |
50.53 |
50.53 |
+0.55 |
4,090 |
50,485 |
+473 |
Oct17 |
160915 |
50.78 |
50.78 |
50.78 |
50.78 |
+0.54 |
1,451 |
21,101 |
+17 |
Nov17 |
160915 |
51.01 |
51.01 |
51.01 |
51.01 |
+0.51 |
1,126 |
18,668 |
+345 |
Dec17 |
160915 |
50.89 |
51.62 |
50.48 |
51.22 |
+0.50 |
45,403 |
200,422 |
-1,098 |
Total Volume and Open Interest |
735,622 |
2,129,325 |
+8,317 |
Gas Oil(ICE) |
Oct16 |
160915 |
407.00 |
417.75 |
404.75 |
415.00 |
+6.00 |
117,268 |
134,639 |
-13,694 |
Nov16 |
160915 |
410.25 |
420.25 |
407.75 |
417.75 |
+5.25 |
84,102 |
94,450 |
+3,797 |
Dec16 |
160915 |
413.50 |
422.75 |
410.75 |
420.25 |
+4.50 |
72,013 |
154,067 |
+8,266 |
Jan17 |
160915 |
418.00 |
426.25 |
415.00 |
424.25 |
+4.25 |
26,247 |
58,957 |
+5,989 |
Feb17 |
160915 |
422.00 |
430.50 |
419.50 |
428.25 |
+4.00 |
14,409 |
34,673 |
-649 |
Mar17 |
160915 |
426.00 |
433.75 |
423.00 |
431.50 |
+3.75 |
15,146 |
37,291 |
+313 |
Apr17 |
160915 |
428.75 |
435.50 |
426.75 |
434.50 |
+3.50 |
3,098 |
18,371 |
+39 |
May17 |
160915 |
431.75 |
439.25 |
429.50 |
437.25 |
+3.25 |
1,989 |
14,410 |
-39 |
Jun17 |
160915 |
434.75 |
442.00 |
432.25 |
439.75 |
+3.00 |
6,619 |
50,025 |
+508 |
Jul17 |
160915 |
439.75 |
445.75 |
438.00 |
443.75 |
+3.00 |
940 |
14,895 |
+208 |
Total Volume and Open Interest |
353,577 |
787,264 |
+6,735 |
Ethanol(CBOT) |
Oct16 |
160915 |
1.507 |
1.508 |
1.460 |
1.497 |
-0.008 |
317 |
1,280 |
-99 |
Nov16 |
160915 |
1.445 |
1.445 |
1.430 |
1.433 |
-0.010 |
99 |
930 |
+40 |
Dec16 |
160915 |
1.392 |
1.392 |
1.389 |
1.389 |
-0.010 |
50 |
1,206 |
+5 |
Jan17 |
160915 |
1.360 |
1.370 |
1.358 |
1.358 |
-0.010 |
121 |
592 |
+72 |
Feb17 |
160915 |
1.363 |
1.363 |
1.363 |
1.363 |
-0.007 |
0 |
178 |
+0 |
Mar17 |
160915 |
1.384 |
1.384 |
1.384 |
1.384 |
-0.007 |
0 |
113 |
+0 |
Apr17 |
160915 |
1.410 |
1.410 |
1.410 |
1.410 |
-0.007 |
5 |
213 |
+5 |
May17 |
160915 |
1.417 |
1.417 |
1.417 |
1.417 |
-0.007 |
0 |
5 |
+0 |
Total Volume and Open Interest |
592 |
4,523 |
+23 |
WTI Crude Oil(ICE) |
Oct16 |
160915 |
43.75 |
44.34 |
43.26 |
43.91 |
+0.33 |
46,159 |
50,077 |
-7,432 |
Nov16 |
160915 |
44.23 |
44.95 |
43.88 |
44.52 |
+0.37 |
53,726 |
86,898 |
+9,045 |
Dec16 |
160915 |
44.89 |
45.63 |
44.56 |
45.23 |
+0.45 |
35,625 |
110,277 |
-58 |
Jan17 |
160915 |
45.52 |
46.29 |
45.27 |
45.92 |
+0.48 |
10,818 |
32,136 |
-876 |
Feb17 |
160915 |
46.14 |
46.97 |
46.04 |
46.58 |
+0.48 |
8,227 |
24,532 |
+483 |
Mar17 |
160915 |
46.96 |
47.57 |
46.61 |
47.18 |
+0.48 |
5,397 |
39,782 |
-156 |
Apr17 |
160915 |
47.24 |
48.07 |
47.15 |
47.70 |
+0.49 |
2,685 |
9,974 |
+179 |
May17 |
160915 |
48.09 |
48.27 |
47.63 |
48.14 |
+0.50 |
2,078 |
6,253 |
-270 |
Jun17 |
160915 |
48.03 |
48.71 |
47.96 |
48.50 |
+0.49 |
4,276 |
40,058 |
-1 |
Jul17 |
160915 |
48.82 |
48.82 |
48.82 |
48.82 |
+0.50 |
333 |
6,053 |
+0 |
Aug17 |
160915 |
49.09 |
49.09 |
49.09 |
49.09 |
+0.51 |
98 |
924 |
+3 |
Sep17 |
160915 |
49.34 |
49.34 |
49.34 |
49.34 |
+0.52 |
222 |
10,827 |
+27 |
Oct17 |
160915 |
49.57 |
49.57 |
49.57 |
49.57 |
+0.52 |
131 |
1,817 |
-48 |
Nov17 |
160915 |
49.80 |
49.80 |
49.80 |
49.80 |
+0.53 |
33 |
1,212 |
+1 |
Dec17 |
160915 |
49.69 |
50.14 |
49.56 |
50.04 |
+0.53 |
6,358 |
68,390 |
+597 |
Jan18 |
160915 |
50.22 |
50.22 |
50.22 |
50.22 |
+0.53 |
14 |
530 |
-13 |
Total Volume and Open Interest |
178,076 |
541,773 |
+2,117 |
US Dollar Index(ICE) |
Sep16 |
160915 |
95.340 |
95.560 |
95.055 |
95.283 |
-0.040 |
25,795 |
29,843 |
-4,205 |
Dec16 |
160915 |
95.285 |
95.485 |
95.000 |
95.213 |
-0.040 |
8,829 |
22,941 |
+1,766 |
Mar17 |
160915 |
95.175 |
95.415 |
94.965 |
95.158 |
-0.040 |
117 |
2,494 |
+76 |
Total Volume and Open Interest |
34,746 |
55,501 |
-2,362 |
Australian Dollar(CME) |
Sep16 |
160915 |
74.73 |
75.22 |
74.45 |
75.15 |
+0.45 |
172,129 |
76,901 |
-9,771 |
Dec16 |
160915 |
74.57 |
75.05 |
74.29 |
74.98 |
+0.45 |
36,980 |
35,112 |
+17,392 |
Mar17 |
160915 |
74.68 |
74.85 |
74.22 |
74.83 |
+0.45 |
18 |
353 |
-6 |
Total Volume and Open Interest |
209,127 |
112,367 |
+7,615 |
British Pound(CME) |
Sep16 |
160915 |
132.42 |
132.81 |
131.70 |
132.40 |
+0.04 |
153,907 |
121,717 |
-49,656 |
Dec16 |
160915 |
132.61 |
133.00 |
132.00 |
132.60 |
+0.03 |
76,521 |
129,656 |
+54,358 |
Mar17 |
160915 |
132.70 |
133.14 |
132.39 |
132.85 |
+0.02 |
33 |
654 |
-14 |
Total Volume and Open Interest |
230,461 |
252,539 |
+4,688 |
Canadian Dollar(CME) |
Sep16 |
160915 |
75.78 |
76.16 |
75.56 |
76.01 |
+0.26 |
91,570 |
91,285 |
-7,050 |
Dec16 |
160915 |
75.83 |
76.20 |
75.60 |
76.06 |
+0.26 |
29,240 |
32,170 |
+11,531 |
Mar17 |
160915 |
75.86 |
76.21 |
75.70 |
76.10 |
+0.26 |
194 |
849 |
+133 |
Jun17 |
160915 |
75.71 |
76.25 |
75.71 |
76.14 |
+0.25 |
12 |
232 |
+0 |
Total Volume and Open Interest |
121,030 |
124,676 |
+4,628 |
Japanese Yen(CME) |
Sep16 |
160915 |
97.70 |
98.20 |
97.32 |
97.88 |
+0.21 |
165,517 |
86,974 |
-22,998 |
Dec16 |
160915 |
98.09 |
98.65 |
97.70 |
98.27 |
+0.21 |
62,031 |
79,944 |
+21,599 |
Mar17 |
160915 |
98.80 |
98.82 |
98.22 |
98.67 |
+0.20 |
8 |
289 |
+1 |
Total Volume and Open Interest |
227,556 |
167,340 |
-1,398 |
Swiss Franc(CME) |
Sep16 |
160915 |
102.77 |
103.21 |
102.39 |
102.93 |
+0.18 |
30,829 |
31,149 |
-5,070 |
Dec16 |
160915 |
103.27 |
103.71 |
102.88 |
103.43 |
+0.18 |
10,013 |
13,564 |
+6,850 |
Mar17 |
160915 |
104.04 |
104.04 |
103.63 |
103.95 |
+0.17 |
11 |
18 |
+8 |
Total Volume and Open Interest |
40,853 |
44,748 |
+1,788 |
EuroFX(CME) |
Sep16 |
160915 |
112.51 |
112.90 |
112.20 |
112.44 |
-0.08 |
225,113 |
232,219 |
-49,357 |
Dec16 |
160915 |
112.93 |
113.42 |
112.61 |
112.85 |
-0.09 |
101,157 |
145,023 |
+63,224 |
Mar17 |
160915 |
113.29 |
113.62 |
113.10 |
113.28 |
-0.10 |
157 |
1,605 |
+91 |
Total Volume and Open Interest |
326,428 |
379,624 |
+13,958 |
Mexican Peso(CME) |
Sep16 |
160915 |
518.25 |
522.13 |
515.50 |
518.88 |
-1.50 |
120,175 |
76,178 |
-28,626 |
Oct16 |
160915 |
517.25 |
517.75 |
517.25 |
517.75 |
-1.50 |
0 |
8 |
+0 |
Total Volume and Open Interest |
181,318 |
168,729 |
+1,541 |
Brazilian Real(CME) |
Oct16 |
160915 |
298.45 |
301.75 |
295.70 |
301.75 |
+3.70 |
1,536 |
22,766 |
-172 |
Nov16 |
160915 |
295.30 |
299.35 |
294.00 |
299.35 |
+3.70 |
0 |
4 |
+0 |
Dec16 |
160915 |
292.50 |
296.65 |
292.15 |
296.65 |
+3.75 |
282 |
3,808 |
+8 |
Jan17 |
160915 |
294.10 |
294.10 |
294.10 |
294.10 |
+3.35 |
|
|
|
Total Volume and Open Interest |
1,818 |
26,578 |
-164 |
30-Year T-Bonds(CBOT) |
Sep16 |
160915 |
167~000 |
167~180 |
166~040 |
166~300 |
-0~150 |
1,392 |
2,821 |
-452 |
Dec16 |
160915 |
165~200 |
166~020 |
164~170 |
165~130 |
-0~150 |
345,670 |
557,234 |
+3,748 |
Mar17 |
160915 |
164~090 |
164~090 |
164~090 |
164~090 |
-0~150 |
2 |
1 |
+1 |
Total Volume and Open Interest |
347,064 |
560,056 |
+3,297 |
10-Year T-Notes(CBOT) |
Sep16 |
160915 |
131~120 |
131~260 |
131~040 |
131~145 |
+0~005 |
31,255 |
59,773 |
-13,564 |
Dec16 |
160915 |
130~110 |
130~270 |
130~035 |
130~145 |
+0~005 |
1,440,609 |
2,794,840 |
+9,439 |
Mar17 |
160915 |
129~205 |
129~205 |
129~205 |
129~205 |
+0~005 |
|
|
|
Total Volume and Open Interest |
1,471,864 |
2,854,613 |
-4,125 |
5-Year T-Notes(CBOT) |
Sep16 |
160915 |
121~064 |
121~166 |
121~050 |
121~102 |
+0~016 |
14,541 |
93,615 |
-4,826 |
Dec16 |
160915 |
121~056 |
121~172 |
121~032 |
121~092 |
+0~014 |
686,926 |
2,678,350 |
+5,326 |
Mar17 |
160915 |
120~314 |
120~314 |
120~314 |
120~314 |
+0~014 |
|
|
|
Total Volume and Open Interest |
701,467 |
2,771,965 |
+500 |
2 Year T-Notes(CBOT) |
Sep16 |
160915 |
109~102 |
109~116 |
109~092 |
109~110 |
+0~012 |
3,169 |
13,255 |
-741 |
Dec16 |
160915 |
109~062 |
109~094 |
109~056 |
109~076 |
+0~010 |
289,662 |
959,887 |
-11,981 |
Mar17 |
160915 |
109~072 |
109~072 |
109~072 |
109~072 |
+0~010 |
|
|
|
Total Volume and Open Interest |
292,831 |
973,142 |
-12,722 |
Eurodollars(CME) |
Sep16 |
160915 |
99.145 |
99.147 |
99.143 |
99.143 |
-0.002 |
253,599 |
1,029,774 |
-36,693 |
Dec16 |
160915 |
99.085 |
99.105 |
99.080 |
99.095 |
+0.015 |
366,552 |
1,533,610 |
+35,988 |
Mar17 |
160915 |
99.050 |
99.080 |
99.045 |
99.065 |
+0.015 |
231,872 |
1,135,307 |
+906 |
Jun17 |
160915 |
99.015 |
99.050 |
99.010 |
99.030 |
+0.015 |
216,174 |
986,371 |
+9,151 |
Sep17 |
160915 |
98.975 |
99.015 |
98.970 |
98.995 |
+0.015 |
200,729 |
885,346 |
-772 |
Dec17 |
160915 |
98.930 |
98.970 |
98.920 |
98.950 |
+0.015 |
256,507 |
1,381,746 |
+17,365 |
Mar18 |
160915 |
98.905 |
98.950 |
98.890 |
98.920 |
+0.010 |
133,338 |
647,880 |
-2,049 |
Jun18 |
160915 |
98.870 |
98.920 |
98.855 |
98.885 |
+0.010 |
139,859 |
498,447 |
-7,069 |
Sep18 |
160915 |
98.830 |
98.885 |
98.815 |
98.845 |
+0.005 |
125,581 |
472,209 |
-3,251 |
Dec18 |
160915 |
98.780 |
98.835 |
98.765 |
98.795 |
+0.005 |
135,399 |
613,311 |
+1,822 |
Mar19 |
160915 |
98.745 |
98.810 |
98.735 |
98.760 |
unch |
94,343 |
431,240 |
+2,934 |
Jun19 |
160915 |
98.705 |
98.770 |
98.690 |
98.715 |
-0.005 |
85,304 |
338,923 |
+7,450 |
Sep19 |
160915 |
98.660 |
98.725 |
98.645 |
98.670 |
-0.010 |
69,712 |
260,542 |
+1,820 |
Dec19 |
160915 |
98.615 |
98.675 |
98.590 |
98.615 |
-0.010 |
71,017 |
279,707 |
+11,362 |
Mar20 |
160915 |
98.575 |
98.630 |
98.550 |
98.575 |
-0.010 |
48,354 |
151,141 |
-1,833 |
Jun20 |
160915 |
98.525 |
98.590 |
98.500 |
98.525 |
-0.015 |
42,380 |
109,882 |
+193 |
Sep20 |
160915 |
98.480 |
98.540 |
98.450 |
98.480 |
-0.015 |
44,796 |
83,792 |
+4,547 |
Dec20 |
160915 |
98.425 |
98.490 |
98.400 |
98.425 |
-0.015 |
31,103 |
108,212 |
+3,106 |
Total Volume and Open Interest |
2,638,556 |
11,344,404 |
+47,527 |
Ultra T-Bond(CBOT) |
Sep16 |
160915 |
180~31 |
181~06 |
179~05 |
180~05 |
-0~29 |
2,426 |
11,654 |
-661 |
Dec16 |
160915 |
180~02 |
180~18 |
178~12 |
179~13 |
-0~29 |
115,376 |
595,210 |
+3,517 |
Mar17 |
160915 |
178~13 |
178~13 |
178~13 |
178~13 |
-0~29 |
|
|
|
Total Volume and Open Interest |
117,802 |
606,864 |
+2,856 |
Ultra 10-Yr T-Note(CBOT) |
Sep16 |
160915 |
143~160 |
143~270 |
142~315 |
143~120 |
-0~060 |
1,834 |
3,931 |
-876 |
Dec16 |
160915 |
142~290 |
143~145 |
142~150 |
142~270 |
-0~060 |
76,298 |
204,321 |
+146 |
Mar17 |
160915 |
142~270 |
142~270 |
142~270 |
142~270 |
-0~060 |
|
|
|
Total Volume and Open Interest |
78,132 |
208,252 |
-730 |
30 Day Federal Funds(CBOT) |
Sep16 |
160915 |
99.592 |
99.598 |
99.590 |
99.592 |
+0.003 |
6,315 |
65,488 |
+1,180 |
Oct16 |
160915 |
99.575 |
99.585 |
99.570 |
99.580 |
+0.005 |
32,948 |
314,198 |
-5,292 |
Nov16 |
160915 |
99.550 |
99.565 |
99.550 |
99.555 |
+0.005 |
32,026 |
182,901 |
-1,715 |
Dec16 |
160915 |
99.505 |
99.515 |
99.505 |
99.510 |
+0.005 |
5,738 |
93,089 |
+802 |
Jan17 |
160915 |
99.465 |
99.480 |
99.465 |
99.475 |
+0.010 |
14,543 |
133,999 |
+1,157 |
Feb17 |
160915 |
99.450 |
99.470 |
99.450 |
99.465 |
+0.015 |
6,803 |
67,227 |
-692 |
Total Volume and Open Interest |
128,582 |
1,044,822 |
+1,124 |
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) |
Dec16 |
160915 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
160915 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160915 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160915 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160915 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160915 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
160915 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Sep18 |
160915 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec16 |
160915 |
151.67 |
151.81 |
151.64 |
151.75 |
+0.14 |
2,010 |
14,301 |
+396 |
Mar17 |
160915 |
151.67 |
151.67 |
151.67 |
151.67 |
+0.14 |
|
|
|
Jun17 |
160915 |
151.67 |
151.67 |
151.67 |
151.67 |
+0.14 |
|
|
|
Total Volume and Open Interest |
2,010 |
14,301 |
+396 |
Euro-Buxl(EUREX) |
Dec16 |
160915 |
184.90 |
185.62 |
183.22 |
184.16 |
-1.22 |
37,728 |
156,466 |
-6,191 |
Mar17 |
160915 |
182.08 |
182.56 |
182.08 |
182.56 |
-1.50 |
0 |
4 |
+0 |
Jun17 |
160915 |
182.56 |
182.56 |
182.56 |
182.56 |
-1.50 |
|
|
|
Total Volume and Open Interest |
37,728 |
156,470 |
-6,191 |
Euro-Bund(EUREX) |
Dec16 |
160915 |
163.44 |
163.78 |
163.04 |
163.48 |
-0.05 |
757,025 |
1,794,917 |
-20,838 |
Mar17 |
160915 |
165.77 |
165.89 |
165.35 |
165.79 |
-0.07 |
2,732 |
20,661 |
-3,026 |
Jun17 |
160915 |
165.48 |
165.48 |
165.48 |
165.48 |
-0.05 |
|
|
|
Total Volume and Open Interest |
759,757 |
1,815,578 |
-23,864 |
Euro-Bobl(EUREX) |
Dec16 |
160915 |
131.54 |
131.61 |
131.43 |
131.55 |
+0.01 |
486,497 |
1,395,614 |
-75,947 |
Mar17 |
160915 |
133.30 |
133.30 |
133.30 |
133.30 |
+0.01 |
1 |
52 |
-1 |
Jun17 |
160915 |
131.80 |
131.80 |
131.80 |
131.80 |
+0.01 |
|
|
|
Total Volume and Open Interest |
486,498 |
1,395,666 |
-75,948 |
Euro-Schatz(EUREX) |
Dec16 |
160915 |
112.04 |
112.06 |
112.03 |
112.04 |
unch |
358,567 |
1,110,864 |
+122,499 |
Mar17 |
160915 |
112.04 |
112.04 |
112.04 |
112.04 |
unch |
0 |
451 |
+451 |
Jun17 |
160915 |
112.04 |
112.04 |
112.04 |
112.04 |
unch |
|
|
|
Total Volume and Open Interest |
358,567 |
1,111,315 |
+122,950 |
3-Mth Euribor(EUREX) |
Sep16 |
160915 |
100.305 |
100.305 |
100.305 |
100.305 |
unch |
0 |
3,718 |
+0 |
Dec16 |
160915 |
100.320 |
100.325 |
100.320 |
100.320 |
-0.005 |
8 |
3,167 |
+1 |
Mar17 |
160915 |
100.335 |
100.335 |
100.335 |
100.335 |
-0.005 |
3 |
3,235 |
+0 |
Total Volume and Open Interest |
3,022 |
77,704 |
+447 |
Long Gilt(LIFFE) |
Sep16 |
160915 |
129~16 |
129~27 |
129~16 |
129~27 |
-0~03 |
82 |
22,521 |
-700 |
Dec16 |
160915 |
128~23 |
129~00 |
128~02 |
128~23 |
-0~02 |
221,124 |
526,375 |
+5,317 |
Total Volume and Open Interest |
221,206 |
548,896 |
+4,617 |
3-Mth Short Sterling(LIFFE) |
Sep16 |
160915 |
99.62 |
99.63 |
99.61 |
99.62 |
unch |
15,143 |
332,389 |
-1,922 |
Dec16 |
160915 |
99.68 |
99.70 |
99.67 |
99.69 |
+0.01 |
32,702 |
546,620 |
-2,485 |
Mar17 |
160915 |
99.70 |
99.73 |
99.70 |
99.71 |
+0.01 |
46,045 |
375,648 |
+6,012 |
Jun17 |
160915 |
99.71 |
99.74 |
99.70 |
99.72 |
+0.01 |
67,648 |
355,574 |
-6,000 |
Sep17 |
160915 |
99.71 |
99.74 |
99.70 |
99.72 |
+0.01 |
68,969 |
285,912 |
-964 |
Dec17 |
160915 |
99.70 |
99.73 |
99.69 |
99.72 |
+0.02 |
69,903 |
369,882 |
+3,999 |
Total Volume and Open Interest |
625,221 |
3,204,252 |
-20,792 |
3-Mth Euribor(LIFFE) |
Sep16 |
160915 |
100.300 |
100.305 |
100.300 |
100.300 |
-0.005 |
19,644 |
333,425 |
-637 |
Dec16 |
160915 |
100.320 |
100.325 |
100.315 |
100.320 |
-0.005 |
47,614 |
427,369 |
-347 |
Mar17 |
160915 |
100.335 |
100.340 |
100.330 |
100.335 |
-0.005 |
56,372 |
374,318 |
+3,978 |
Total Volume and Open Interest |
650,446 |
3,213,931 |
+6,455 |
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 |
160915 |
98.27 |
98.28 |
98.26 |
98.27 |
-0.01 |
11,914 |
205,034 |
-4,585 |
Mar17 |
160915 |
98.32 |
98.33 |
98.29 |
98.31 |
-0.01 |
18,755 |
168,365 |
+2,520 |
Jun17 |
160915 |
98.35 |
98.36 |
98.32 |
98.33 |
-0.02 |
23,238 |
163,997 |
-3,393 |
Sep17 |
160915 |
98.36 |
98.39 |
98.33 |
98.34 |
-0.03 |
10,442 |
113,366 |
-503 |
Dec17 |
160915 |
98.37 |
98.39 |
98.34 |
98.35 |
-0.02 |
17,866 |
115,298 |
+4,482 |
Mar18 |
160915 |
98.35 |
98.38 |
98.32 |
98.33 |
-0.03 |
10,643 |
69,400 |
+2,284 |
Jun18 |
160915 |
98.34 |
98.36 |
98.29 |
98.31 |
-0.03 |
5,903 |
53,047 |
+838 |
Sep18 |
160915 |
98.31 |
98.33 |
98.27 |
98.28 |
-0.03 |
3,879 |
17,999 |
+444 |
Dec18 |
160915 |
98.27 |
98.29 |
98.23 |
98.24 |
-0.03 |
1,474 |
5,530 |
+660 |
Total Volume and Open Interest |
105,282 |
915,712 |
+2,617 |
10-Year Aus T-Bonds(SFE) |
Sep16 |
160915 |
97.88 |
97.92 |
97.87 |
97.87 |
-0.01 |
638,501 |
417,790 |
-282,625 |
Dec16 |
160915 |
97.90 |
97.94 |
97.87 |
97.88 |
-0.02 |
595,071 |
733,356 |
+346,246 |
Total Volume and Open Interest |
1,233,572 |
1,151,146 |
+63,621 |
3-Year Aus T-Bonds(SFE) |
Sep16 |
160915 |
98.38 |
98.40 |
98.36 |
98.36 |
-0.01 |
509,451 |
508,588 |
-130,279 |
Dec16 |
160915 |
98.46 |
98.50 |
98.40 |
98.42 |
-0.04 |
480,910 |
600,957 |
+318,473 |
Total Volume and Open Interest |
990,361 |
1,109,545 |
+188,194 |
Gold(CMX) |
Oct16 |
160915 |
1321.7 |
1328.0 |
1308.2 |
1314.0 |
-8.0 |
6,705 |
40,836 |
-1,237 |
Dec16 |
160915 |
1325.8 |
1332.5 |
1312.1 |
1318.0 |
-8.1 |
180,759 |
429,064 |
-1,135 |
Feb17 |
160915 |
1329.9 |
1336.0 |
1315.8 |
1321.6 |
-8.1 |
4,809 |
45,611 |
+1,190 |
Apr17 |
160915 |
1333.2 |
1334.1 |
1320.4 |
1324.6 |
-8.2 |
1,127 |
10,268 |
+256 |
Jun17 |
160915 |
1336.7 |
1336.8 |
1323.5 |
1327.3 |
-8.2 |
1,548 |
17,826 |
-121 |
Aug17 |
160915 |
1337.0 |
1337.0 |
1327.9 |
1330.1 |
-8.2 |
1,460 |
6,973 |
-585 |
Oct17 |
160915 |
1332.6 |
1332.6 |
1332.6 |
1332.6 |
-8.2 |
171 |
1,903 |
-6 |
Dec17 |
160915 |
1331.0 |
1340.2 |
1330.0 |
1334.9 |
-8.2 |
1,795 |
12,592 |
+8 |
Feb18 |
160915 |
1337.2 |
1337.2 |
1337.2 |
1337.2 |
-8.2 |
0 |
163 |
+0 |
Apr18 |
160915 |
1339.4 |
1339.4 |
1339.4 |
1339.4 |
-8.3 |
0 |
3 |
+0 |
Jun18 |
160915 |
1341.6 |
1341.6 |
1341.6 |
1341.6 |
-8.4 |
0 |
4,181 |
+0 |
Total Volume and Open Interest |
199,038 |
575,002 |
-1,717 |
Silver(CMX) |
Sep16 |
160915 |
1896.5 |
1904.0 |
1881.0 |
1895.9 |
-2.3 |
76 |
886 |
-79 |
Dec16 |
160915 |
1902.0 |
1928.0 |
1887.5 |
1904.1 |
-2.5 |
60,570 |
168,561 |
-1,057 |
Mar17 |
160915 |
1914.0 |
1930.5 |
1900.0 |
1914.6 |
-2.5 |
2,337 |
14,062 |
-407 |
May17 |
160915 |
1921.5 |
1932.5 |
1908.0 |
1921.4 |
-2.5 |
176 |
1,098 |
+9 |
Jul17 |
160915 |
1927.7 |
1927.7 |
1927.5 |
1927.7 |
-2.5 |
38 |
2,603 |
+1 |
Sep17 |
160915 |
1934.0 |
1934.0 |
1934.0 |
1934.0 |
-2.5 |
0 |
495 |
+0 |
Dec17 |
160915 |
1942.7 |
1942.7 |
1942.5 |
1942.7 |
-2.5 |
2 |
2,456 |
+0 |
Total Volume and Open Interest |
63,445 |
193,953 |
-1,541 |
Platinum(NYMEX) |
Oct16 |
160915 |
1039.5 |
1044.6 |
1026.7 |
1033.8 |
-7.1 |
17,477 |
54,086 |
-841 |
Jan17 |
160915 |
1044.1 |
1047.5 |
1029.9 |
1037.0 |
-7.2 |
1,988 |
19,665 |
+1,267 |
Apr17 |
160915 |
1045.0 |
1045.0 |
1039.4 |
1040.5 |
-7.2 |
88 |
2,420 |
+79 |
Jul17 |
160915 |
1043.5 |
1043.5 |
1043.5 |
1043.5 |
-7.2 |
5 |
27 |
+3 |
Total Volume and Open Interest |
19,558 |
76,199 |
+508 |
Palladium(NYMEX) |
Sep16 |
160915 |
656.60 |
656.60 |
656.60 |
656.60 |
+0.10 |
4 |
20 |
-1 |
Dec16 |
160915 |
656.80 |
662.20 |
652.50 |
656.60 |
+0.10 |
4,483 |
24,217 |
-209 |
Mar17 |
160915 |
656.05 |
662.10 |
654.80 |
658.35 |
+0.20 |
6 |
198 |
+0 |
Total Volume and Open Interest |
4,493 |
24,477 |
-210 |
Copper(CMX) |
Sep16 |
160915 |
214.65 |
215.60 |
214.15 |
215.20 |
+0.40 |
474 |
1,401 |
-210 |
Dec16 |
160915 |
215.45 |
216.55 |
214.50 |
215.95 |
+0.45 |
59,906 |
153,908 |
+456 |
Mar17 |
160915 |
216.35 |
217.25 |
215.35 |
216.75 |
+0.60 |
4,595 |
30,859 |
+19 |
May17 |
160915 |
217.00 |
217.70 |
215.95 |
217.30 |
+0.60 |
1,013 |
5,756 |
+73 |
Jul17 |
160915 |
217.20 |
218.15 |
216.25 |
217.75 |
+0.60 |
240 |
1,511 |
+80 |
Total Volume and Open Interest |
66,816 |
203,945 |
+428 |
E-mini DJIA Index(CBOT) |
Sep16 |
160915 |
18017 |
18252 |
17962 |
18200 |
+200 |
84,678 |
52,015 |
-17,178 |
Dec16 |
160915 |
17934 |
18168 |
17882 |
18115 |
+195 |
285,892 |
104,656 |
+13,820 |
Mar17 |
160915 |
17926 |
18102 |
17836 |
18053 |
+197 |
53 |
455 |
+0 |
Jun17 |
160915 |
17977 |
17982 |
17771 |
17977 |
+197 |
0 |
3 |
+0 |
Total Volume and Open Interest |
370,623 |
157,129 |
-3,358 |
S & P 500(CME) |
Sep16 |
160915 |
2123.50 |
2151.00 |
2123.00 |
2145.00 |
+24.80 |
21,737 |
79,373 |
-5,254 |
Dec16 |
160915 |
2117.70 |
2144.30 |
2108.00 |
2137.90 |
+24.60 |
17,443 |
42,885 |
+2,526 |
Mar17 |
160915 |
2131.60 |
2137.40 |
2131.60 |
2131.60 |
+24.40 |
0 |
63 |
+0 |
Jun17 |
160915 |
2125.90 |
2131.70 |
2125.90 |
2125.90 |
+24.40 |
0 |
60 |
+0 |
Total Volume and Open Interest |
39,180 |
122,381 |
-2,728 |
S & P 500 E-Mini(Globex) |
Sep16 |
160915 |
2121.75 |
2151.50 |
2114.75 |
2145.00 |
+24.75 |
1,201,101 |
1,070,435 |
-477,724 |
Dec16 |
160915 |
2115.00 |
2144.50 |
2107.75 |
2138.00 |
+24.75 |
3,724,471 |
2,442,135 |
+456,912 |
Mar17 |
160915 |
2108.75 |
2137.75 |
2102.25 |
2131.50 |
+24.25 |
743 |
1,762 |
-106 |
Jun17 |
160915 |
2101.50 |
2132.00 |
2097.25 |
2126.00 |
+24.50 |
0 |
375 |
+0 |
Total Volume and Open Interest |
4,926,315 |
3,514,714 |
-20,918 |
NASDAQ 100 E-Mini(Globex) |
Sep16 |
160915 |
4734.00 |
4826.80 |
4720.50 |
4817.80 |
+85.30 |
142,822 |
96,081 |
-35,998 |
Dec16 |
160915 |
4729.00 |
4823.50 |
4716.30 |
4813.80 |
+85.30 |
460,083 |
225,296 |
+32,161 |
Mar17 |
160915 |
4723.50 |
4816.00 |
4714.30 |
4807.80 |
+85.30 |
17 |
77 |
-5 |
Total Volume and Open Interest |
602,922 |
321,461 |
-3,842 |
S&P Midcap 400(CME) e-Mini |
Sep16 |
160915 |
1509.50 |
1531.50 |
1505.60 |
1529.00 |
+16.40 |
26,854 |
9,456 |
-15,816 |
Dec16 |
160915 |
1507.90 |
1528.00 |
1501.70 |
1525.80 |
+16.50 |
45,663 |
76,291 |
+17,623 |
Mar17 |
160915 |
1526.30 |
1526.30 |
1509.30 |
1526.30 |
+16.50 |
|
|
|
Total Volume and Open Interest |
72,517 |
85,747 |
+1,807 |
Volatility Index(CBOE) |
Sep16 |
160915 |
18.40 |
18.80 |
16.58 |
17.08 |
-1.30 |
248,857 |
151,928 |
-76,650 |
Oct16 |
160915 |
18.88 |
19.05 |
17.75 |
18.23 |
-0.65 |
236,372 |
197,725 |
-34,537 |
Nov16 |
160915 |
19.25 |
19.45 |
18.45 |
18.83 |
-0.45 |
61,167 |
59,039 |
-6,151 |
Dec16 |
160915 |
19.40 |
19.55 |
18.77 |
19.08 |
-0.35 |
32,339 |
45,835 |
-4,165 |
Total Volume and Open Interest |
599,870 |
511,840 |
-120,599 |
Russell 2000(ICE) |
Sep16 |
160915 |
1212.30 |
1227.90 |
1205.90 |
1225.80 |
+16.90 |
95,679 |
83,685 |
-61,920 |
Dec16 |
160915 |
1207.50 |
1223.80 |
1201.10 |
1221.70 |
+17.10 |
199,825 |
278,059 |
+61,775 |
Mar17 |
160915 |
1218.20 |
1218.20 |
1218.20 |
1218.20 |
+17.10 |
0 |
263 |
+0 |
Total Volume and Open Interest |
295,504 |
362,177 |
-145 |
Nikkei 225(CME) |
Dec16 |
160915 |
16445 |
16485 |
16300 |
16470 |
+40 |
12,423 |
32,789 |
+44 |
Mar17 |
160915 |
16465 |
16475 |
16350 |
16465 |
+40 |
0 |
12 |
+0 |
Total Volume and Open Interest |
12,423 |
32,801 |
+44 |
Nikkei 225(SGX) |
Dec16 |
160915 |
16500 |
16515 |
16220 |
16265 |
-255 |
79,591 |
156,161 |
-2,660 |
Mar17 |
160915 |
16310 |
16310 |
16175 |
16230 |
-255 |
168 |
582 |
+95 |
Jun17 |
160915 |
16105 |
16105 |
16105 |
16105 |
-255 |
|
|
|
Total Volume and Open Interest |
79,975 |
163,582 |
-2,459 |
Nikkei 225(CME) Yen |
Sep16 |
160908 |
16990 |
17005 |
16830 |
16990 |
+20 |
87,426 |
48,721 |
-20,945 |
Dec16 |
160915 |
16365 |
16410 |
16215 |
16390 |
+30 |
57,758 |
50,696 |
-379 |
Mar17 |
160915 |
16315 |
16345 |
16165 |
16335 |
+30 |
32 |
20 |
+10 |
Total Volume and Open Interest |
57,790 |
50,716 |
-369 |
Nikkei 225(CME) e-Mini Yen |
Sep16 |
160908 |
16990 |
16990 |
16860 |
16990 |
+20 |
0 |
12 |
+0 |
Dec16 |
160915 |
16270 |
16390 |
16230 |
16390 |
+30 |
2 |
1 |
+0 |
Mar17 |
160915 |
16330 |
16330 |
16330 |
16330 |
+20 |
|
|
|
Total Volume and Open Interest |
2 |
1 |
+0 |
CAC 40(EURONEXT) |
Sep16 |
160915 |
4360.0 |
4389.5 |
4339.0 |
4372.5 |
+3.0 |
240,929 |
293,928 |
-15,089 |
Oct16 |
160915 |
4349.5 |
4377.5 |
4327.0 |
4360.0 |
+2.0 |
150,089 |
168,009 |
+104,458 |
Nov16 |
160915 |
4360.0 |
4373.0 |
4324.5 |
4356.5 |
+2.5 |
55 |
424 |
+40 |
Dec16 |
160915 |
4339.0 |
4358.5 |
4320.5 |
4350.0 |
+2.0 |
4,105 |
13,644 |
+2,811 |
Total Volume and Open Interest |
395,199 |
476,078 |
+92,231 |
Hang Seng Index(HKFE) |
Sep16 |
160915 |
23250 |
23475 |
23185 |
23349 |
+97 |
141,826 |
139,392 |
-1,216 |
Oct16 |
160915 |
23224 |
23462 |
23182 |
23339 |
+98 |
1,982 |
6,753 |
+488 |
Total Volume and Open Interest |
145,241 |
156,292 |
-127 |
DAX(EUREX) |
Sep16 |
160915 |
10345.0 |
10476.0 |
10335.0 |
10444.5 |
+51.0 |
168,604 |
162,019 |
-21,531 |
Dec16 |
160915 |
10343.5 |
10465.0 |
10327.0 |
10434.5 |
+50.5 |
58,154 |
91,464 |
+35,856 |
Mar17 |
160915 |
10352.5 |
10429.0 |
10336.0 |
10429.0 |
+51.0 |
22 |
577 |
-36 |
Total Volume and Open Interest |
226,780 |
254,060 |
+14,289 |
Mini-DAX(EUREX) |
Sep16 |
160915 |
10348.0 |
10477.0 |
10335.0 |
10444.5 |
+51.0 |
38,698 |
13,357 |
-537 |
Dec16 |
160915 |
10344.0 |
10466.0 |
10326.0 |
10434.5 |
+50.5 |
1,429 |
2,417 |
+529 |
Mar17 |
160915 |
10392.0 |
10431.0 |
10348.0 |
10429.0 |
+51.0 |
32 |
200 |
+20 |
Total Volume and Open Interest |
40,159 |
15,974 |
+12 |
FT-SE 100(EURONEXT) |
Sep16 |
160915 |
6668.50 |
6751.00 |
6640.50 |
6736.00 |
+50.00 |
423,641 |
224,845 |
-193,724 |
Dec16 |
160915 |
6643.00 |
6709.50 |
6600.50 |
6695.00 |
+49.50 |
340,251 |
546,036 |
+218,074 |
Mar17 |
160915 |
6633.50 |
6633.50 |
6633.50 |
6633.50 |
+49.00 |
20 |
5 |
+3 |
Total Volume and Open Interest |
763,912 |
770,886 |
+24,353 |
SPI 200(SFE) |
Sep16 |
160915 |
5230.0 |
5240.0 |
5195.0 |
5204.0 |
-29.0 |
256,510 |
212,375 |
-81,161 |
Dec16 |
160915 |
5212.0 |
5232.0 |
5175.0 |
5229.0 |
+11.0 |
227,978 |
213,384 |
+137,860 |
Mar17 |
160915 |
5180.0 |
5180.0 |
5180.0 |
5180.0 |
+11.0 |
0 |
1,438 |
+0 |
Total Volume and Open Interest |
484,525 |
429,583 |
+56,730 |
FTSE MIB(ISE) |
Sep16 |
160915 |
16470.00 |
16650.00 |
16380.00 |
16596.00 |
+26.00 |
76,592 |
31,684 |
-6,750 |
Dec16 |
160915 |
16360.00 |
16515.00 |
16245.00 |
16464.00 |
+26.00 |
45,737 |
30,428 |
+19,536 |
Mar17 |
160915 |
16435.00 |
16454.00 |
16325.00 |
16454.00 |
+26.00 |
|
|
|
Total Volume and Open Interest |
122,329 |
62,112 |
+12,786 |
KOSPI 200(KFE) |
Dec16 |
160913 |
251.45 |
254.60 |
250.40 |
252.05 |
+0.35 |
130,594 |
131,754 |
+431 |
Mar17 |
160913 |
248.50 |
251.95 |
247.75 |
249.30 |
+0.45 |
208 |
2,539 |
+91 |
Jun17 |
160913 |
251.20 |
251.20 |
251.20 |
251.20 |
-2.20 |
5 |
775 |
+2 |
Total Volume and Open Interest |
130,807 |
137,846 |
+524 |
GSCI(CME) |
Oct16 |
160915 |
348.15 |
350.70 |
346.40 |
349.10 |
+2.65 |
2,159 |
10,748 |
+1,917 |
Nov16 |
160915 |
352.35 |
352.35 |
352.35 |
352.35 |
+2.65 |
|
|
|
Total Volume and Open Interest |
4,324 |
13,142 |
+115 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|