|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Fri September 23, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov16 |
160923 |
975.00 |
976.25 |
952.50 |
955.00 |
-21.50 |
104,727 |
352,440 |
-6,814 |
Jan17 |
160923 |
980.25 |
981.25 |
958.75 |
961.00 |
-21.00 |
21,912 |
97,639 |
+1,045 |
Mar17 |
160923 |
985.25 |
985.25 |
964.00 |
966.50 |
-19.50 |
14,387 |
68,275 |
-276 |
May17 |
160923 |
987.25 |
987.25 |
969.75 |
971.75 |
-19.50 |
6,325 |
44,570 |
-181 |
Jul17 |
160923 |
991.00 |
991.00 |
974.75 |
977.00 |
-18.50 |
7,068 |
48,625 |
+49 |
Aug17 |
160923 |
991.00 |
992.00 |
974.00 |
975.75 |
-17.25 |
530 |
1,483 |
+101 |
Sep17 |
160923 |
967.50 |
967.50 |
959.75 |
961.25 |
-16.00 |
144 |
775 |
+3 |
Nov17 |
160923 |
963.25 |
963.25 |
947.25 |
949.25 |
-15.25 |
5,997 |
28,730 |
-114 |
Jan18 |
160923 |
958.00 |
959.00 |
951.50 |
951.75 |
-15.00 |
20 |
747 |
+15 |
Mar18 |
160923 |
952.25 |
952.25 |
952.25 |
952.25 |
-15.00 |
1 |
164 |
+0 |
May18 |
160923 |
954.00 |
954.00 |
954.00 |
954.00 |
-15.00 |
1 |
68 |
+0 |
Jul18 |
160923 |
957.75 |
957.75 |
957.75 |
957.75 |
-15.00 |
0 |
137 |
+0 |
Aug18 |
160923 |
954.50 |
954.50 |
954.50 |
954.50 |
-14.75 |
0 |
17 |
+0 |
Sep18 |
160923 |
939.25 |
939.25 |
939.25 |
939.25 |
-14.75 |
0 |
17 |
+0 |
Total Volume and Open Interest |
161,115 |
643,935 |
-6,170 |
Soybean Meal(CBOT) |
Oct16 |
160923 |
307.80 |
307.90 |
302.20 |
303.30 |
-4.60 |
14,221 |
31,723 |
-1,336 |
Dec16 |
160923 |
307.40 |
307.70 |
301.50 |
302.80 |
-4.70 |
46,236 |
166,096 |
-1,343 |
Jan17 |
160923 |
308.00 |
308.20 |
302.20 |
303.50 |
-4.60 |
6,185 |
39,740 |
+199 |
Mar17 |
160923 |
308.70 |
308.90 |
303.10 |
304.70 |
-4.10 |
6,100 |
41,710 |
+576 |
May17 |
160923 |
308.90 |
309.00 |
303.70 |
305.10 |
-3.90 |
2,860 |
28,328 |
+353 |
Jul17 |
160923 |
309.40 |
309.90 |
304.90 |
306.30 |
-3.70 |
3,544 |
29,814 |
+173 |
Aug17 |
160923 |
309.70 |
309.70 |
304.70 |
306.30 |
-3.40 |
880 |
3,297 |
+178 |
Sep17 |
160923 |
308.10 |
309.20 |
304.10 |
305.80 |
-3.30 |
819 |
3,942 |
-17 |
Oct17 |
160923 |
304.50 |
305.20 |
301.10 |
302.50 |
-3.00 |
172 |
3,623 |
+15 |
Dec17 |
160923 |
304.00 |
305.40 |
301.50 |
302.80 |
-3.10 |
985 |
12,174 |
+235 |
Total Volume and Open Interest |
82,165 |
362,065 |
-859 |
Soybean Oil(CBOT) |
Oct16 |
160923 |
33.92 |
34.01 |
33.30 |
33.31 |
-0.65 |
17,911 |
31,804 |
-2,326 |
Dec16 |
160923 |
34.20 |
34.27 |
33.55 |
33.56 |
-0.65 |
51,886 |
205,504 |
+5,464 |
Jan17 |
160923 |
34.43 |
34.47 |
33.78 |
33.79 |
-0.65 |
10,338 |
47,005 |
+567 |
Mar17 |
160923 |
34.61 |
34.69 |
34.01 |
34.05 |
-0.60 |
4,363 |
43,903 |
-46 |
May17 |
160923 |
34.69 |
34.69 |
34.18 |
34.20 |
-0.60 |
2,933 |
30,356 |
-520 |
Jul17 |
160923 |
34.75 |
34.77 |
34.33 |
34.37 |
-0.58 |
2,989 |
19,257 |
-506 |
Aug17 |
160923 |
34.97 |
34.97 |
34.36 |
34.38 |
-0.58 |
420 |
3,360 |
+62 |
Sep17 |
160923 |
34.60 |
34.60 |
34.33 |
34.33 |
-0.60 |
309 |
2,783 |
+107 |
Oct17 |
160923 |
34.43 |
34.43 |
34.11 |
34.13 |
-0.57 |
374 |
2,254 |
-94 |
Dec17 |
160923 |
34.58 |
34.58 |
34.13 |
34.15 |
-0.60 |
612 |
7,875 |
-12 |
Total Volume and Open Interest |
92,135 |
394,395 |
+2,696 |
Canola(WCE) |
Nov16 |
160923 |
469.9 |
473.5 |
466.2 |
468.3 |
-2.7 |
11,211 |
133,510 |
-661 |
Jan17 |
160923 |
476.0 |
479.8 |
473.5 |
475.1 |
-2.0 |
5,397 |
30,007 |
+1,102 |
Mar17 |
160923 |
482.4 |
485.2 |
478.9 |
480.5 |
-2.1 |
1,287 |
11,302 |
+42 |
May17 |
160923 |
487.9 |
489.5 |
483.7 |
485.5 |
-2.4 |
1,683 |
8,057 |
+904 |
Jul17 |
160923 |
490.0 |
493.8 |
487.0 |
488.7 |
-2.2 |
677 |
9,714 |
+102 |
Total Volume and Open Interest |
21,025 |
199,203 |
+1,620 |
Corn(CBOT) |
Dec16 |
160923 |
336.00 |
338.50 |
333.75 |
336.50 |
-0.25 |
101,255 |
754,124 |
-5,978 |
Mar17 |
160923 |
346.25 |
348.50 |
344.00 |
346.25 |
-0.50 |
24,798 |
241,032 |
+328 |
May17 |
160923 |
353.50 |
355.50 |
351.00 |
352.75 |
-1.25 |
6,794 |
63,882 |
+1,155 |
Jul17 |
160923 |
360.50 |
362.25 |
358.00 |
359.50 |
-1.25 |
6,145 |
112,049 |
-295 |
Sep17 |
160923 |
366.75 |
369.00 |
364.75 |
366.50 |
-0.75 |
777 |
41,150 |
+28 |
Dec17 |
160923 |
376.25 |
378.50 |
373.50 |
375.75 |
-0.75 |
2,145 |
70,894 |
+97 |
Mar18 |
160923 |
386.00 |
388.00 |
384.00 |
385.50 |
-1.00 |
8 |
4,989 |
+2 |
May18 |
160923 |
392.25 |
392.25 |
391.25 |
391.25 |
-0.75 |
1 |
1,054 |
+0 |
Jul18 |
160923 |
397.00 |
397.00 |
392.25 |
394.50 |
-1.25 |
8 |
1,372 |
+2 |
Sep18 |
160923 |
395.50 |
396.25 |
394.50 |
394.50 |
-0.50 |
2 |
492 |
-1 |
Total Volume and Open Interest |
142,023 |
1,295,338 |
-4,608 |
Wheat(CBOT) |
Dec16 |
160923 |
403.75 |
409.50 |
401.25 |
404.75 |
-0.75 |
37,396 |
302,909 |
+904 |
Mar17 |
160923 |
427.00 |
432.00 |
424.00 |
428.00 |
-0.25 |
6,587 |
90,086 |
+0 |
May17 |
160923 |
439.50 |
445.00 |
437.75 |
441.75 |
-0.25 |
1,310 |
23,172 |
-107 |
Jul17 |
160923 |
447.50 |
453.75 |
446.00 |
450.00 |
unch |
1,431 |
33,036 |
+127 |
Sep17 |
160923 |
460.25 |
464.25 |
459.75 |
462.75 |
-0.25 |
243 |
3,444 |
+44 |
Dec17 |
160923 |
477.75 |
484.00 |
476.50 |
480.50 |
unch |
320 |
6,258 |
+1 |
Total Volume and Open Interest |
47,311 |
461,058 |
+979 |
Wheat(KCBT) |
Dec16 |
160923 |
420.50 |
425.75 |
416.25 |
421.50 |
+0.75 |
12,423 |
142,964 |
+1,099 |
Mar17 |
160923 |
436.50 |
442.00 |
433.00 |
438.00 |
+0.75 |
1,688 |
44,868 |
+203 |
May17 |
160923 |
445.50 |
451.25 |
443.00 |
448.00 |
+0.75 |
512 |
18,113 |
+200 |
Jul17 |
160923 |
455.25 |
461.25 |
453.00 |
457.75 |
+0.75 |
635 |
22,695 |
+7 |
Sep17 |
160923 |
471.00 |
474.25 |
466.25 |
471.00 |
+0.75 |
69 |
2,878 |
+30 |
Dec17 |
160923 |
489.00 |
493.00 |
485.25 |
489.00 |
unch |
66 |
2,164 |
+3 |
Mar18 |
160923 |
499.75 |
499.75 |
499.75 |
499.75 |
+0.75 |
0 |
210 |
+0 |
Total Volume and Open Interest |
15,400 |
233,976 |
+1,547 |
Wheat(MGE) |
Dec16 |
160923 |
500.75 |
509.50 |
498.00 |
503.75 |
+2.50 |
3,046 |
29,678 |
-61 |
Mar17 |
160923 |
508.00 |
517.50 |
508.00 |
510.50 |
+1.00 |
1,206 |
15,945 |
+150 |
May17 |
160923 |
517.25 |
524.00 |
516.50 |
518.50 |
+0.75 |
336 |
7,760 |
+37 |
Jul17 |
160923 |
532.25 |
532.25 |
526.75 |
526.75 |
+0.50 |
190 |
3,450 |
+8 |
Sep17 |
160923 |
537.50 |
541.50 |
535.50 |
535.50 |
-0.50 |
105 |
3,312 |
-6 |
Dec17 |
160923 |
550.00 |
550.00 |
549.25 |
549.25 |
-0.50 |
75 |
2,103 |
-1 |
Total Volume and Open Interest |
4,958 |
62,254 |
+127 |
Oats(CBOT) |
Dec16 |
160923 |
176.75 |
178.00 |
176.25 |
177.00 |
-0.25 |
448 |
8,737 |
+6 |
Mar17 |
160923 |
188.25 |
188.75 |
187.50 |
187.75 |
-1.00 |
56 |
1,919 |
+14 |
May17 |
160923 |
193.00 |
193.00 |
193.00 |
193.00 |
-1.00 |
0 |
52 |
+0 |
Jul17 |
160923 |
200.75 |
200.75 |
200.75 |
200.75 |
+0.25 |
0 |
26 |
+0 |
Total Volume and Open Interest |
504 |
10,734 |
+20 |
Rough Rice(CBOT) |
Nov16 |
160923 |
9.66 |
9.79 |
9.63 |
9.65 |
-0.01 |
325 |
9,824 |
+60 |
Jan17 |
160923 |
9.89 |
10.03 |
9.88 |
9.90 |
-0.01 |
155 |
1,094 |
+31 |
Mar17 |
160923 |
10.15 |
10.15 |
10.15 |
10.15 |
-0.01 |
17 |
82 |
+8 |
May17 |
160923 |
10.35 |
10.35 |
10.35 |
10.35 |
-0.01 |
2 |
7 |
+1 |
Total Volume and Open Interest |
499 |
11,007 |
+100 |
Live Cattle(CME) |
Oct16 |
160923 |
106.635 |
107.580 |
104.430 |
107.285 |
+0.205 |
15,284 |
48,635 |
-6,004 |
Dec16 |
160923 |
106.080 |
107.150 |
104.100 |
106.850 |
-0.100 |
20,357 |
110,797 |
+2,412 |
Feb17 |
160923 |
106.800 |
107.400 |
104.550 |
107.100 |
-0.230 |
8,640 |
48,328 |
+238 |
Apr17 |
160923 |
106.200 |
106.730 |
103.950 |
106.480 |
-0.350 |
5,891 |
33,210 |
+1,124 |
Jun17 |
160923 |
99.900 |
99.950 |
97.500 |
99.750 |
-0.400 |
2,011 |
11,393 |
+133 |
Aug17 |
160923 |
98.050 |
98.285 |
95.850 |
98.050 |
-0.400 |
629 |
6,551 |
+166 |
Total Volume and Open Interest |
53,033 |
259,800 |
-1,749 |
Feeder Cattle(CME) |
Sep16 |
160923 |
136.735 |
136.985 |
135.100 |
136.830 |
-0.170 |
954 |
2,386 |
-220 |
Oct16 |
160923 |
131.500 |
132.700 |
128.130 |
132.380 |
+0.080 |
4,154 |
16,840 |
-125 |
Nov16 |
160923 |
128.935 |
130.100 |
125.250 |
129.735 |
+0.235 |
2,060 |
13,899 |
+519 |
Jan17 |
160923 |
125.180 |
125.680 |
121.250 |
125.330 |
-0.100 |
735 |
5,227 |
+44 |
Mar17 |
160923 |
123.000 |
123.750 |
119.650 |
123.450 |
-0.150 |
266 |
4,093 |
+44 |
Apr17 |
160923 |
122.550 |
122.950 |
119.350 |
122.450 |
-0.880 |
82 |
597 |
+17 |
May17 |
160923 |
121.285 |
122.750 |
119.080 |
122.480 |
-0.220 |
58 |
588 |
+17 |
Total Volume and Open Interest |
8,337 |
43,749 |
+303 |
Lean Hogs(CME) |
Oct16 |
160923 |
54.235 |
54.985 |
53.785 |
54.000 |
-0.200 |
10,034 |
36,191 |
-2,217 |
Dec16 |
160923 |
48.250 |
49.250 |
48.100 |
48.900 |
+0.300 |
18,072 |
120,835 |
+5,345 |
Feb17 |
160923 |
53.150 |
53.750 |
52.750 |
53.350 |
-0.135 |
6,652 |
34,591 |
+406 |
Apr17 |
160923 |
59.430 |
59.930 |
58.900 |
59.735 |
-0.065 |
3,593 |
22,418 |
-271 |
May17 |
160923 |
66.975 |
67.050 |
66.750 |
66.750 |
-0.635 |
64 |
438 |
+43 |
Jun17 |
160923 |
70.800 |
71.180 |
70.150 |
70.750 |
-0.200 |
935 |
5,964 |
-150 |
Jul17 |
160923 |
70.250 |
70.650 |
69.785 |
70.250 |
-0.430 |
167 |
904 |
+43 |
Aug17 |
160923 |
69.830 |
70.135 |
69.250 |
69.650 |
-0.180 |
116 |
600 |
+59 |
Total Volume and Open Interest |
39,686 |
222,418 |
+3,290 |
Class III Milk(CME) |
Sep16 |
160923 |
16.40 |
16.40 |
16.38 |
16.38 |
unch |
68 |
5,176 |
+33 |
Oct16 |
160923 |
15.65 |
15.72 |
15.55 |
15.56 |
-0.10 |
285 |
4,923 |
+60 |
Nov16 |
160923 |
15.87 |
15.96 |
15.78 |
15.78 |
-0.12 |
218 |
4,221 |
-49 |
Dec16 |
160923 |
15.80 |
15.85 |
15.68 |
15.73 |
-0.12 |
52 |
3,488 |
+7 |
Jan17 |
160923 |
15.73 |
15.75 |
15.56 |
15.62 |
-0.16 |
16 |
1,922 |
+7 |
Feb17 |
160923 |
15.87 |
15.87 |
15.69 |
15.73 |
-0.18 |
14 |
1,956 |
+7 |
Mar17 |
160923 |
15.93 |
15.93 |
15.79 |
15.79 |
-0.14 |
10 |
1,806 |
+2 |
Apr17 |
160923 |
15.98 |
15.98 |
15.86 |
15.86 |
-0.14 |
2 |
1,577 |
+1 |
May17 |
160923 |
16.14 |
16.14 |
16.05 |
16.05 |
-0.10 |
33 |
1,476 |
+32 |
Jun17 |
160923 |
16.33 |
16.34 |
16.25 |
16.25 |
-0.11 |
3 |
1,339 |
+1 |
Jul17 |
160923 |
16.51 |
16.51 |
16.49 |
16.49 |
-0.02 |
6 |
763 |
+6 |
Aug17 |
160923 |
16.63 |
16.63 |
16.60 |
16.63 |
-0.02 |
5 |
699 |
+5 |
Sep17 |
160923 |
16.72 |
16.72 |
16.71 |
16.72 |
unch |
173 |
746 |
+140 |
Total Volume and Open Interest |
899 |
31,512 |
+265 |
Cocoa(ICE) |
Dec16 |
160923 |
2915 |
2924 |
2811 |
2852 |
-68 |
11,529 |
95,844 |
-7,179 |
Mar17 |
160923 |
2881 |
2891 |
2782 |
2822 |
-64 |
6,907 |
74,508 |
-2,296 |
May17 |
160923 |
2871 |
2883 |
2777 |
2816 |
-61 |
2,166 |
16,748 |
-797 |
Jul17 |
160923 |
2864 |
2873 |
2776 |
2814 |
-61 |
1,304 |
6,574 |
-111 |
Sep17 |
160923 |
2823 |
2835 |
2788 |
2811 |
-60 |
1,049 |
4,739 |
-262 |
Dec17 |
160923 |
2817 |
2830 |
2803 |
2805 |
-61 |
474 |
3,232 |
-53 |
Mar18 |
160923 |
2811 |
2824 |
2797 |
2799 |
-61 |
0 |
3,786 |
+0 |
Total Volume and Open Interest |
23,429 |
205,483 |
-10,698 |
Coffee "C"(ICE) |
Dec16 |
160923 |
154.25 |
154.75 |
151.30 |
151.40 |
-3.85 |
22,183 |
105,305 |
-752 |
Mar17 |
160923 |
157.70 |
157.90 |
154.50 |
154.60 |
-3.90 |
7,726 |
38,681 |
-1,534 |
May17 |
160923 |
159.20 |
159.55 |
156.35 |
156.45 |
-3.85 |
3,211 |
17,745 |
+195 |
Jul17 |
160923 |
161.00 |
161.10 |
158.05 |
158.05 |
-3.85 |
1,055 |
5,337 |
-66 |
Sep17 |
160923 |
161.80 |
162.55 |
159.45 |
159.45 |
-3.80 |
166 |
4,276 |
-92 |
Dec17 |
160923 |
164.20 |
164.20 |
161.30 |
161.30 |
-3.80 |
56 |
6,131 |
-25 |
Total Volume and Open Interest |
34,429 |
179,253 |
-2,284 |
Orange Juice(ICE) |
Nov16 |
160923 |
203.80 |
205.90 |
200.50 |
202.70 |
-1.35 |
713 |
13,910 |
-47 |
Jan17 |
160923 |
201.00 |
202.00 |
197.40 |
199.15 |
-1.50 |
96 |
1,884 |
+30 |
Mar17 |
160923 |
196.95 |
196.95 |
196.25 |
196.25 |
-1.60 |
12 |
511 |
+1 |
May17 |
160923 |
194.20 |
194.20 |
194.20 |
194.20 |
-1.60 |
2 |
172 |
+0 |
Jul17 |
160923 |
192.80 |
192.80 |
192.80 |
192.80 |
-1.60 |
0 |
3 |
+0 |
Sep17 |
160923 |
192.30 |
192.30 |
192.30 |
192.30 |
-1.60 |
|
|
|
Total Volume and Open Interest |
823 |
16,482 |
-16 |
Sugar #11(ICE) |
Oct16 |
160923 |
22.14 |
22.37 |
21.76 |
22.13 |
-0.04 |
44,119 |
103,711 |
-8,145 |
Mar17 |
160923 |
22.65 |
22.85 |
22.22 |
22.70 |
+0.03 |
57,546 |
471,173 |
-949 |
May17 |
160923 |
21.90 |
22.10 |
21.56 |
22.03 |
+0.11 |
12,157 |
128,215 |
+316 |
Jul17 |
160923 |
21.06 |
21.31 |
20.79 |
21.26 |
+0.18 |
6,994 |
82,702 |
-1,118 |
Oct17 |
160923 |
20.43 |
20.73 |
20.23 |
20.69 |
+0.25 |
4,677 |
56,024 |
+25 |
Mar18 |
160923 |
20.05 |
20.38 |
19.88 |
20.32 |
+0.27 |
1,404 |
25,304 |
+460 |
May18 |
160923 |
19.15 |
19.62 |
19.15 |
19.57 |
+0.32 |
619 |
8,431 |
+138 |
Jul18 |
160923 |
18.63 |
19.00 |
18.63 |
18.95 |
+0.33 |
109 |
4,919 |
-1 |
Total Volume and Open Interest |
127,681 |
887,374 |
-9,264 |
London Cocoa(LCE) |
Dec16 |
160923 |
2322 |
2334 |
2257 |
2290 |
-30 |
6,710 |
99,539 |
-57 |
Mar17 |
160923 |
2259 |
2274 |
2205 |
2232 |
-25 |
8,356 |
73,649 |
+3,519 |
May17 |
160923 |
2253 |
2270 |
2202 |
2227 |
-24 |
3,241 |
37,045 |
+1,043 |
Jul17 |
160923 |
2259 |
2270 |
2203 |
2228 |
-24 |
2,014 |
10,147 |
+639 |
Sep17 |
160923 |
2253 |
2262 |
2199 |
2222 |
-24 |
2,893 |
14,938 |
+2,065 |
Dec17 |
160923 |
2227 |
2227 |
2201 |
2201 |
-24 |
645 |
6,743 |
+90 |
Mar18 |
160923 |
2203 |
2209 |
2188 |
2188 |
-24 |
0 |
4 |
+0 |
Total Volume and Open Interest |
23,859 |
242,065 |
+7,299 |
London Sugar(LCE) |
Dec16 |
160923 |
587.00 |
594.10 |
582.30 |
592.20 |
+0.50 |
2,897 |
36,212 |
+510 |
Mar17 |
160923 |
587.30 |
596.40 |
584.00 |
593.90 |
+1.10 |
2,133 |
21,677 |
+646 |
May17 |
160923 |
578.40 |
587.20 |
575.00 |
585.40 |
+2.00 |
1,380 |
12,978 |
+310 |
Aug17 |
160923 |
564.60 |
572.40 |
560.80 |
571.60 |
+3.00 |
678 |
6,115 |
+266 |
Oct17 |
160923 |
543.20 |
553.90 |
542.40 |
553.10 |
+4.70 |
187 |
4,288 |
+41 |
Total Volume and Open Interest |
7,585 |
83,174 |
+2,076 |
Cotton(ICE) |
Oct16 |
160923 |
70.71 |
70.71 |
68.19 |
69.08 |
-2.09 |
10 |
201 |
-7 |
Dec16 |
160923 |
71.78 |
71.83 |
69.66 |
70.07 |
-1.64 |
20,271 |
161,196 |
+2,948 |
Mar17 |
160923 |
71.90 |
71.99 |
69.89 |
70.43 |
-1.39 |
4,538 |
49,949 |
+263 |
May17 |
160923 |
72.17 |
72.17 |
70.34 |
70.81 |
-1.29 |
1,204 |
10,560 |
+456 |
Jul17 |
160923 |
72.00 |
72.00 |
70.51 |
70.85 |
-1.17 |
738 |
7,653 |
-24 |
Oct17 |
160923 |
70.47 |
70.47 |
70.47 |
70.47 |
-1.20 |
|
|
|
Total Volume and Open Interest |
27,462 |
243,386 |
+3,964 |
Lumber(CME) |
Nov16 |
160923 |
329.8 |
331.9 |
325.6 |
327.1 |
+1.7 |
617 |
2,830 |
-93 |
Jan17 |
160923 |
335.0 |
338.5 |
333.5 |
334.3 |
+2.1 |
49 |
455 |
+31 |
Mar17 |
160923 |
341.0 |
341.0 |
338.8 |
339.0 |
+5.3 |
0 |
100 |
+0 |
May17 |
160923 |
342.1 |
342.1 |
341.0 |
341.0 |
+7.7 |
0 |
18 |
+0 |
Total Volume and Open Interest |
666 |
3,420 |
-62 |
Crude Oil(NYM) |
Nov16 |
160923 |
46.07 |
46.55 |
44.22 |
44.48 |
-1.84 |
585,987 |
548,228 |
+754 |
Dec16 |
160923 |
46.63 |
47.13 |
44.82 |
45.07 |
-1.81 |
218,162 |
306,717 |
+1,877 |
Jan17 |
160923 |
47.19 |
47.75 |
45.43 |
45.69 |
-1.79 |
73,199 |
139,550 |
+5,292 |
Feb17 |
160923 |
47.68 |
48.32 |
46.06 |
46.28 |
-1.78 |
27,517 |
79,060 |
+1,140 |
Mar17 |
160923 |
48.25 |
48.88 |
46.58 |
46.84 |
-1.75 |
34,325 |
134,880 |
+5,645 |
Apr17 |
160923 |
48.64 |
49.25 |
47.11 |
47.31 |
-1.72 |
14,657 |
41,701 |
+776 |
May17 |
160923 |
48.84 |
49.54 |
47.62 |
47.71 |
-1.68 |
9,444 |
32,213 |
+775 |
Jun17 |
160923 |
49.37 |
50.03 |
47.82 |
48.05 |
-1.65 |
28,682 |
120,256 |
-80 |
Jul17 |
160923 |
49.55 |
50.20 |
48.25 |
48.34 |
-1.63 |
3,050 |
20,849 |
-347 |
Aug17 |
160923 |
49.76 |
50.38 |
48.57 |
48.61 |
-1.61 |
2,529 |
18,486 |
+1 |
Sep17 |
160923 |
50.02 |
50.42 |
48.82 |
48.86 |
-1.59 |
5,456 |
37,774 |
-350 |
Oct17 |
160923 |
49.09 |
49.09 |
49.09 |
49.09 |
-1.58 |
2,186 |
17,243 |
+732 |
Nov17 |
160923 |
49.32 |
49.32 |
49.32 |
49.32 |
-1.56 |
2,035 |
16,366 |
+397 |
Dec17 |
160923 |
50.80 |
51.43 |
49.34 |
49.55 |
-1.55 |
34,410 |
159,115 |
+1,143 |
Jan18 |
160923 |
49.71 |
49.71 |
49.71 |
49.71 |
-1.54 |
199 |
15,667 |
+42 |
Feb18 |
160923 |
49.87 |
49.87 |
49.87 |
49.87 |
-1.54 |
162 |
4,977 |
+0 |
Total Volume and Open Interest |
1,055,841 |
1,825,712 |
+17,694 |
e-miNY Crude Oil(NYM) |
Nov16 |
160923 |
46.075 |
46.550 |
44.225 |
44.475 |
-1.850 |
10,507 |
2,072 |
-77 |
Dec16 |
160923 |
46.625 |
47.125 |
44.850 |
45.075 |
-1.800 |
495 |
818 |
+55 |
Jan17 |
160923 |
47.200 |
47.525 |
45.450 |
45.700 |
-1.775 |
7 |
95 |
+4 |
Feb17 |
160923 |
46.500 |
46.500 |
46.125 |
46.275 |
-1.775 |
1 |
91 |
+1 |
Mar17 |
160923 |
46.850 |
46.850 |
46.675 |
46.850 |
-1.750 |
2 |
171 |
+2 |
Apr17 |
160923 |
48.725 |
49.025 |
47.150 |
47.300 |
-1.725 |
4 |
140 |
+1 |
May17 |
160923 |
47.700 |
47.700 |
47.550 |
47.700 |
-1.700 |
0 |
55 |
+0 |
Jun17 |
160923 |
50.000 |
50.000 |
47.900 |
48.050 |
-1.650 |
1 |
133 |
+0 |
Jul17 |
160923 |
48.350 |
48.350 |
48.200 |
48.350 |
-1.625 |
0 |
79 |
+0 |
Aug17 |
160923 |
48.600 |
50.250 |
48.475 |
48.600 |
-1.625 |
0 |
91 |
+0 |
Total Volume and Open Interest |
11,018 |
4,014 |
-15 |
NY Harbor ULSD(NYM) |
Oct16 |
160923 |
144.94 |
146.93 |
140.03 |
140.73 |
-4.69 |
27,806 |
35,441 |
-5,895 |
Nov16 |
160923 |
146.14 |
148.16 |
141.05 |
141.75 |
-4.90 |
46,677 |
98,128 |
+635 |
Dec16 |
160923 |
147.30 |
149.46 |
142.38 |
143.03 |
-5.04 |
22,279 |
66,079 |
+1,795 |
Jan17 |
160923 |
149.01 |
150.90 |
143.88 |
144.50 |
-5.16 |
12,265 |
45,106 |
-574 |
Feb17 |
160923 |
150.05 |
151.68 |
145.29 |
145.70 |
-5.17 |
5,104 |
23,430 |
+161 |
Mar17 |
160923 |
150.51 |
152.16 |
145.92 |
146.32 |
-5.10 |
4,048 |
33,002 |
+526 |
Apr17 |
160923 |
151.00 |
152.37 |
146.03 |
146.27 |
-5.06 |
1,552 |
13,169 |
-170 |
May17 |
160923 |
147.01 |
147.01 |
146.48 |
146.56 |
-5.03 |
1,331 |
9,253 |
+24 |
Jun17 |
160923 |
150.65 |
153.10 |
146.54 |
147.06 |
-4.98 |
1,420 |
24,984 |
+113 |
Jul17 |
160923 |
152.66 |
152.66 |
148.00 |
148.00 |
-4.95 |
142 |
3,023 |
-19 |
Aug17 |
160923 |
153.91 |
153.91 |
149.11 |
149.11 |
-4.90 |
56 |
1,841 |
+2 |
Sep17 |
160923 |
155.04 |
155.04 |
150.34 |
150.34 |
-4.84 |
63 |
2,936 |
+9 |
Oct17 |
160923 |
151.54 |
151.54 |
151.54 |
151.54 |
-4.78 |
56 |
2,431 |
+6 |
Nov17 |
160923 |
156.90 |
157.00 |
152.66 |
152.66 |
-4.72 |
29 |
1,923 |
-15 |
Total Volume and Open Interest |
123,740 |
396,747 |
-3,387 |
RBOB Gasoline(NYM) |
Oct16 |
160923 |
139.32 |
141.45 |
136.35 |
137.69 |
-2.49 |
48,962 |
56,952 |
-2,341 |
Nov16 |
160923 |
137.27 |
139.17 |
134.47 |
135.57 |
-2.30 |
81,968 |
132,279 |
+4,837 |
Dec16 |
160923 |
135.29 |
136.64 |
131.85 |
132.79 |
-2.94 |
47,159 |
76,988 |
+2,826 |
Jan17 |
160923 |
134.65 |
136.03 |
131.20 |
132.08 |
-3.38 |
20,382 |
34,325 |
+1,168 |
Feb17 |
160923 |
134.30 |
137.06 |
132.38 |
133.18 |
-3.49 |
5,984 |
14,369 |
+1,039 |
Mar17 |
160923 |
136.62 |
139.32 |
134.60 |
135.50 |
-3.54 |
4,940 |
24,105 |
-555 |
Apr17 |
160923 |
156.00 |
157.80 |
153.12 |
153.88 |
-3.67 |
1,741 |
19,477 |
-25 |
May17 |
160923 |
158.55 |
158.99 |
154.51 |
155.02 |
-3.73 |
392 |
7,068 |
+11 |
Jun17 |
160923 |
156.92 |
159.22 |
154.01 |
154.80 |
-3.77 |
1,922 |
13,648 |
+716 |
Jul17 |
160923 |
157.45 |
157.45 |
153.62 |
153.97 |
-3.81 |
302 |
2,581 |
+93 |
Total Volume and Open Interest |
214,762 |
409,108 |
+7,802 |
e-miNY RBOB Gasoline(NYM) |
Oct16 |
160923 |
137.69 |
137.69 |
137.69 |
137.69 |
-2.49 |
0 |
1 |
+0 |
Nov16 |
160923 |
135.57 |
135.57 |
135.57 |
135.57 |
-2.30 |
|
|
|
Dec16 |
160923 |
132.79 |
132.79 |
132.79 |
132.79 |
-2.94 |
|
|
|
Jan17 |
160923 |
132.08 |
132.08 |
132.08 |
132.08 |
-3.38 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Oct16 |
160923 |
2.995 |
3.021 |
2.933 |
2.955 |
-0.035 |
129,474 |
61,758 |
-23,043 |
Nov16 |
160923 |
3.067 |
3.090 |
2.996 |
3.013 |
-0.048 |
91,185 |
275,568 |
+8,286 |
Dec16 |
160923 |
3.272 |
3.291 |
3.204 |
3.220 |
-0.048 |
34,570 |
92,653 |
+667 |
Jan17 |
160923 |
3.391 |
3.414 |
3.325 |
3.341 |
-0.051 |
36,513 |
150,744 |
+806 |
Feb17 |
160923 |
3.400 |
3.418 |
3.330 |
3.346 |
-0.053 |
15,290 |
40,258 |
+1,358 |
Mar17 |
160923 |
3.352 |
3.367 |
3.282 |
3.300 |
-0.052 |
33,149 |
94,594 |
-1,792 |
Apr17 |
160923 |
3.085 |
3.095 |
3.018 |
3.034 |
-0.050 |
29,506 |
90,109 |
+4,674 |
May17 |
160923 |
3.049 |
3.052 |
2.983 |
2.996 |
-0.050 |
6,751 |
30,383 |
+124 |
Jun17 |
160923 |
3.076 |
3.077 |
3.010 |
3.025 |
-0.048 |
2,697 |
27,399 |
+570 |
Jul17 |
160923 |
3.092 |
3.101 |
3.041 |
3.050 |
-0.049 |
3,739 |
18,590 |
+884 |
Aug17 |
160923 |
3.096 |
3.105 |
3.049 |
3.055 |
-0.048 |
2,185 |
16,064 |
+175 |
Sep17 |
160923 |
3.092 |
3.093 |
3.033 |
3.039 |
-0.047 |
2,569 |
18,222 |
+563 |
Oct17 |
160923 |
3.105 |
3.110 |
3.043 |
3.059 |
-0.045 |
7,410 |
42,341 |
-461 |
Nov17 |
160923 |
3.159 |
3.159 |
3.100 |
3.111 |
-0.042 |
2,118 |
15,059 |
+544 |
Dec17 |
160923 |
3.281 |
3.283 |
3.230 |
3.241 |
-0.038 |
1,375 |
20,641 |
+64 |
Jan18 |
160923 |
3.380 |
3.380 |
3.335 |
3.343 |
-0.035 |
3,024 |
16,355 |
-808 |
Total Volume and Open Interest |
412,764 |
1,080,299 |
-3,695 |
Brent Crude Oil(ICE) |
Nov16 |
160923 |
47.42 |
48.26 |
45.65 |
45.89 |
-1.76 |
249,080 |
198,531 |
-28,958 |
Dec16 |
160923 |
47.85 |
48.78 |
46.24 |
46.48 |
-1.73 |
211,835 |
509,106 |
+7,936 |
Jan17 |
160923 |
48.48 |
49.26 |
46.79 |
47.02 |
-1.72 |
74,552 |
242,969 |
+6,149 |
Feb17 |
160923 |
49.01 |
49.75 |
47.31 |
47.54 |
-1.73 |
49,258 |
122,008 |
+6,367 |
Mar17 |
160923 |
49.53 |
50.25 |
47.82 |
48.05 |
-1.74 |
50,002 |
178,816 |
+2,097 |
Apr17 |
160923 |
50.00 |
50.70 |
48.30 |
48.53 |
-1.74 |
16,411 |
60,037 |
+3,671 |
May17 |
160923 |
50.44 |
51.08 |
48.73 |
48.95 |
-1.74 |
9,241 |
48,864 |
+2,022 |
Jun17 |
160923 |
50.78 |
51.44 |
49.10 |
49.34 |
-1.71 |
33,254 |
127,394 |
+1,132 |
Jul17 |
160923 |
51.03 |
51.54 |
49.54 |
49.68 |
-1.70 |
2,176 |
33,292 |
+55 |
Aug17 |
160923 |
49.97 |
49.97 |
49.97 |
49.97 |
-1.68 |
1,173 |
22,819 |
-5 |
Sep17 |
160923 |
51.00 |
51.00 |
50.21 |
50.21 |
-1.66 |
3,140 |
51,746 |
+501 |
Oct17 |
160923 |
50.43 |
50.43 |
50.43 |
50.43 |
-1.64 |
738 |
21,040 |
-82 |
Nov17 |
160923 |
50.62 |
50.62 |
50.62 |
50.62 |
-1.63 |
836 |
20,188 |
+83 |
Dec17 |
160923 |
52.15 |
52.74 |
50.58 |
50.80 |
-1.61 |
30,461 |
194,889 |
-1,004 |
Total Volume and Open Interest |
745,418 |
2,141,086 |
+1,157 |
Gas Oil(ICE) |
Oct16 |
160923 |
425.75 |
433.00 |
411.00 |
425.50 |
-2.00 |
71,864 |
130,106 |
-7,874 |
Nov16 |
160923 |
427.50 |
434.25 |
412.50 |
427.25 |
-2.00 |
51,512 |
117,667 |
-681 |
Dec16 |
160923 |
429.75 |
435.50 |
414.25 |
428.75 |
-2.00 |
61,648 |
172,320 |
+3,440 |
Jan17 |
160923 |
432.50 |
438.75 |
418.00 |
432.00 |
-2.25 |
18,090 |
70,904 |
+1,370 |
Feb17 |
160923 |
436.00 |
442.00 |
422.25 |
435.75 |
-2.00 |
11,006 |
35,209 |
-305 |
Mar17 |
160923 |
439.00 |
444.75 |
425.25 |
438.75 |
-2.00 |
9,078 |
35,363 |
-299 |
Apr17 |
160923 |
441.50 |
447.75 |
428.50 |
441.50 |
-2.00 |
3,541 |
20,170 |
+199 |
May17 |
160923 |
443.00 |
450.00 |
430.75 |
444.00 |
-2.00 |
2,082 |
15,058 |
+205 |
Jun17 |
160923 |
445.50 |
452.75 |
433.00 |
446.50 |
-2.00 |
5,509 |
51,565 |
-285 |
Jul17 |
160923 |
450.50 |
452.75 |
447.25 |
450.25 |
-2.00 |
489 |
15,585 |
-26 |
Total Volume and Open Interest |
243,606 |
845,422 |
-3,656 |
Ethanol(CBOT) |
Oct16 |
160923 |
1.541 |
1.562 |
1.540 |
1.546 |
+0.011 |
279 |
723 |
-73 |
Nov16 |
160923 |
1.474 |
1.488 |
1.470 |
1.477 |
+0.003 |
229 |
1,149 |
+30 |
Dec16 |
160923 |
1.429 |
1.430 |
1.429 |
1.430 |
+0.001 |
42 |
1,203 |
+5 |
Jan17 |
160923 |
1.397 |
1.397 |
1.395 |
1.396 |
-0.003 |
11 |
567 |
+5 |
Feb17 |
160923 |
1.397 |
1.397 |
1.397 |
1.397 |
-0.003 |
0 |
179 |
+0 |
Mar17 |
160923 |
1.415 |
1.415 |
1.415 |
1.415 |
-0.003 |
0 |
115 |
+0 |
Apr17 |
160923 |
1.440 |
1.440 |
1.440 |
1.440 |
-0.003 |
0 |
219 |
+0 |
May17 |
160923 |
1.447 |
1.447 |
1.447 |
1.447 |
-0.003 |
0 |
5 |
+0 |
Total Volume and Open Interest |
561 |
4,166 |
-33 |
WTI Crude Oil(ICE) |
Nov16 |
160923 |
45.97 |
46.54 |
44.22 |
44.48 |
-1.84 |
78,944 |
77,458 |
-11,303 |
Dec16 |
160923 |
46.42 |
47.14 |
44.84 |
45.07 |
-1.81 |
78,995 |
118,481 |
+30 |
Jan17 |
160923 |
47.03 |
47.72 |
45.45 |
45.69 |
-1.79 |
29,958 |
35,700 |
+2,221 |
Feb17 |
160923 |
47.64 |
48.26 |
46.05 |
46.28 |
-1.78 |
12,317 |
25,826 |
+643 |
Mar17 |
160923 |
48.17 |
48.82 |
46.70 |
46.84 |
-1.75 |
8,735 |
42,435 |
+716 |
Apr17 |
160923 |
48.44 |
49.00 |
47.19 |
47.31 |
-1.72 |
3,691 |
11,084 |
-128 |
May17 |
160923 |
48.82 |
49.32 |
47.71 |
47.71 |
-1.68 |
2,747 |
6,202 |
-132 |
Jun17 |
160923 |
49.20 |
49.97 |
47.93 |
48.05 |
-1.65 |
5,438 |
43,231 |
-801 |
Jul17 |
160923 |
49.61 |
49.61 |
48.34 |
48.34 |
-1.63 |
407 |
6,017 |
+7 |
Aug17 |
160923 |
48.61 |
48.61 |
48.61 |
48.61 |
-1.61 |
404 |
1,645 |
+65 |
Sep17 |
160923 |
48.86 |
48.86 |
48.86 |
48.86 |
-1.59 |
334 |
10,698 |
-3 |
Oct17 |
160923 |
49.09 |
49.09 |
49.09 |
49.09 |
-1.58 |
115 |
1,783 |
+45 |
Nov17 |
160923 |
49.32 |
49.32 |
49.32 |
49.32 |
-1.56 |
24 |
1,298 |
-2 |
Dec17 |
160923 |
50.43 |
51.13 |
49.55 |
49.55 |
-1.55 |
6,156 |
70,095 |
+1,202 |
Jan18 |
160923 |
49.71 |
49.71 |
49.71 |
49.71 |
-1.54 |
4 |
585 |
+0 |
Feb18 |
160923 |
49.87 |
49.87 |
49.87 |
49.87 |
-1.54 |
4 |
630 |
+0 |
Total Volume and Open Interest |
229,634 |
504,990 |
-7,263 |
US Dollar Index(ICE) |
Dec16 |
160923 |
95.310 |
95.605 |
95.280 |
95.393 |
+0.013 |
29,366 |
45,518 |
+845 |
Mar17 |
160923 |
95.390 |
95.500 |
95.255 |
95.317 |
+0.002 |
395 |
3,024 |
+9 |
Jun17 |
160923 |
95.335 |
95.340 |
95.238 |
95.238 |
-0.002 |
1 |
276 |
+0 |
Total Volume and Open Interest |
29,764 |
48,820 |
+856 |
Australian Dollar(CME) |
Dec16 |
160923 |
76.29 |
76.37 |
75.93 |
76.02 |
-0.17 |
116,303 |
88,012 |
+1,742 |
Mar17 |
160923 |
76.05 |
76.21 |
75.79 |
75.87 |
-0.17 |
77 |
383 |
+40 |
Jun17 |
160923 |
75.77 |
75.91 |
75.71 |
75.71 |
-0.18 |
|
|
|
Total Volume and Open Interest |
116,380 |
88,396 |
+1,782 |
British Pound(CME) |
Dec16 |
160923 |
130.96 |
131.08 |
129.32 |
129.81 |
-1.12 |
104,903 |
235,754 |
-279 |
Mar17 |
160923 |
131.05 |
131.31 |
129.59 |
130.06 |
-1.12 |
22 |
1,216 |
+4 |
Jun17 |
160923 |
130.35 |
131.49 |
129.95 |
130.35 |
-1.13 |
0 |
413 |
+0 |
Total Volume and Open Interest |
104,937 |
237,484 |
-275 |
Canadian Dollar(CME) |
Dec16 |
160923 |
76.67 |
76.78 |
75.90 |
75.97 |
-0.62 |
71,072 |
97,212 |
+3,053 |
Mar17 |
160923 |
76.74 |
76.82 |
75.96 |
76.02 |
-0.62 |
88 |
1,182 |
+30 |
Jun17 |
160923 |
76.62 |
76.83 |
76.06 |
76.09 |
-0.60 |
34 |
268 |
+22 |
Sep17 |
160923 |
76.15 |
76.88 |
76.13 |
76.15 |
-0.60 |
0 |
115 |
+0 |
Total Volume and Open Interest |
71,194 |
98,882 |
+3,105 |
Japanese Yen(CME) |
Dec16 |
160923 |
99.59 |
99.68 |
99.13 |
99.28 |
-0.18 |
254,875 |
143,197 |
+2,937 |
Mar17 |
160923 |
100.04 |
100.08 |
99.55 |
99.69 |
-0.18 |
115 |
382 |
+37 |
Jun17 |
160923 |
100.14 |
100.45 |
100.08 |
100.14 |
-0.20 |
4 |
105 |
+0 |
Total Volume and Open Interest |
254,994 |
143,712 |
+2,974 |
Swiss Franc(CME) |
Dec16 |
160923 |
103.69 |
103.72 |
103.11 |
103.60 |
unch |
36,491 |
41,372 |
+569 |
Mar17 |
160923 |
103.90 |
104.24 |
103.67 |
104.14 |
unch |
0 |
18 |
+0 |
Jun17 |
160923 |
104.77 |
104.77 |
104.42 |
104.77 |
unch |
0 |
15 |
+0 |
Total Volume and Open Interest |
36,491 |
41,407 |
+569 |
EuroFX(CME) |
Dec16 |
160923 |
112.48 |
112.80 |
112.33 |
112.72 |
+0.31 |
183,371 |
323,301 |
+1,901 |
Mar17 |
160923 |
112.88 |
113.24 |
112.78 |
113.16 |
+0.31 |
228 |
2,192 |
-6 |
Jun17 |
160923 |
113.38 |
113.74 |
113.29 |
113.67 |
+0.30 |
67 |
952 |
+60 |
Total Volume and Open Interest |
183,666 |
326,480 |
+1,955 |
Mexican Peso(CME) |
Oct16 |
160923 |
510.25 |
510.25 |
504.25 |
504.25 |
-4.50 |
0 |
1 |
+0 |
Nov16 |
160923 |
502.75 |
502.75 |
502.75 |
502.75 |
-4.75 |
|
|
|
Total Volume and Open Interest |
64,143 |
154,632 |
+1,354 |
Brazilian Real(CME) |
Oct16 |
160923 |
310.65 |
311.60 |
307.25 |
309.75 |
-0.35 |
2,089 |
22,691 |
+1,069 |
Nov16 |
160923 |
306.50 |
307.70 |
306.00 |
307.05 |
-0.45 |
22 |
30 |
+22 |
Dec16 |
160923 |
303.25 |
305.15 |
303.25 |
304.45 |
-0.55 |
40 |
3,791 |
-3 |
Jan17 |
160923 |
300.75 |
300.75 |
300.75 |
300.75 |
-1.45 |
|
|
|
Total Volume and Open Interest |
2,151 |
26,512 |
+1,088 |
30-Year T-Bonds(CBOT) |
Dec16 |
160923 |
167~250 |
168~080 |
167~180 |
167~260 |
+0~100 |
274,911 |
566,151 |
+6,640 |
Mar17 |
160923 |
166~220 |
166~220 |
166~220 |
166~220 |
+0~100 |
0 |
5 |
+0 |
Jun17 |
160923 |
166~220 |
166~220 |
166~220 |
166~220 |
+0~100 |
|
|
|
Total Volume and Open Interest |
274,911 |
566,156 |
+5,962 |
10-Year T-Notes(CBOT) |
Dec16 |
160923 |
130~295 |
131~025 |
130~275 |
131~010 |
+0~055 |
1,115,107 |
2,743,189 |
+2,402 |
Mar17 |
160923 |
130~070 |
130~070 |
130~070 |
130~070 |
+0~055 |
4 |
4 |
+4 |
Jun17 |
160923 |
130~070 |
130~070 |
130~070 |
130~070 |
+0~055 |
|
|
|
Total Volume and Open Interest |
1,115,111 |
2,743,193 |
-20,463 |
5-Year T-Notes(CBOT) |
Sep16 |
160923 |
121~114 |
121~152 |
121~110 |
121~152 |
+0~042 |
7,750 |
48,590 |
-3,679 |
Dec16 |
160923 |
121~114 |
121~150 |
121~100 |
121~146 |
+0~042 |
716,309 |
2,729,894 |
+13,785 |
Mar17 |
160923 |
121~050 |
121~050 |
121~050 |
121~050 |
+0~042 |
|
|
|
Total Volume and Open Interest |
724,059 |
2,778,484 |
+10,106 |
2 Year T-Notes(CBOT) |
Sep16 |
160923 |
109~102 |
109~102 |
109~100 |
109~102 |
+0~016 |
1,088 |
4,960 |
-965 |
Dec16 |
160923 |
109~054 |
109~070 |
109~044 |
109~066 |
+0~016 |
391,652 |
991,818 |
+32,023 |
Mar17 |
160923 |
109~062 |
109~062 |
109~062 |
109~062 |
+0~016 |
|
|
|
Total Volume and Open Interest |
392,740 |
996,778 |
+31,058 |
Eurodollars(CME) |
Dec16 |
160923 |
99.070 |
99.085 |
99.065 |
99.080 |
+0.010 |
524,616 |
1,583,297 |
+9,041 |
Mar17 |
160923 |
99.030 |
99.050 |
99.025 |
99.045 |
+0.015 |
415,028 |
1,179,929 |
+1,121 |
Jun17 |
160923 |
98.990 |
99.005 |
98.980 |
99.005 |
+0.015 |
394,849 |
1,117,040 |
+16,349 |
Sep17 |
160923 |
98.955 |
98.970 |
98.945 |
98.970 |
+0.015 |
305,850 |
881,005 |
+23,300 |
Dec17 |
160923 |
98.915 |
98.930 |
98.900 |
98.925 |
+0.015 |
431,368 |
1,450,455 |
-19,816 |
Mar18 |
160923 |
98.890 |
98.905 |
98.880 |
98.905 |
+0.020 |
235,626 |
646,955 |
-11,175 |
Jun18 |
160923 |
98.865 |
98.875 |
98.845 |
98.875 |
+0.020 |
205,390 |
494,618 |
-10,068 |
Sep18 |
160923 |
98.825 |
98.845 |
98.815 |
98.840 |
+0.020 |
186,587 |
403,531 |
+8,616 |
Dec18 |
160923 |
98.790 |
98.800 |
98.775 |
98.800 |
+0.020 |
184,189 |
640,981 |
+6,388 |
Mar19 |
160923 |
98.760 |
98.780 |
98.750 |
98.775 |
+0.020 |
140,445 |
429,655 |
-4,112 |
Jun19 |
160923 |
98.725 |
98.745 |
98.720 |
98.740 |
+0.020 |
115,374 |
372,736 |
-2,670 |
Sep19 |
160923 |
98.690 |
98.715 |
98.685 |
98.705 |
+0.020 |
119,937 |
262,595 |
-3,735 |
Dec19 |
160923 |
98.645 |
98.670 |
98.640 |
98.665 |
+0.025 |
95,954 |
322,421 |
-844 |
Mar20 |
160923 |
98.615 |
98.640 |
98.610 |
98.635 |
+0.025 |
60,284 |
142,421 |
-121 |
Jun20 |
160923 |
98.580 |
98.605 |
98.575 |
98.595 |
+0.025 |
52,723 |
109,902 |
-4,158 |
Sep20 |
160923 |
98.540 |
98.565 |
98.535 |
98.555 |
+0.025 |
54,576 |
80,973 |
+399 |
Dec20 |
160923 |
98.495 |
98.525 |
98.490 |
98.510 |
+0.025 |
36,679 |
110,546 |
-1,723 |
Mar21 |
160923 |
98.460 |
98.485 |
98.450 |
98.470 |
+0.025 |
30,190 |
58,791 |
-2,394 |
Total Volume and Open Interest |
3,795,381 |
10,793,989 |
+12,578 |
Ultra T-Bond(CBOT) |
Sep16 |
160921 |
181~04 |
181~26 |
179~25 |
181~16 |
-0~03 |
891 |
2,673 |
-5,955 |
Dec16 |
160923 |
183~22 |
184~10 |
183~08 |
183~21 |
+0~15 |
89,705 |
597,644 |
+1,753 |
Mar17 |
160923 |
182~21 |
182~21 |
182~21 |
182~21 |
+0~15 |
|
|
|
Total Volume and Open Interest |
89,705 |
597,644 |
-604 |
Ultra 10-Yr T-Note(CBOT) |
Sep16 |
160921 |
143~160 |
143~210 |
143~000 |
143~170 |
-0~010 |
795 |
1,857 |
-858 |
Dec16 |
160923 |
143~280 |
144~035 |
143~250 |
143~315 |
+0~070 |
79,357 |
211,423 |
+3,568 |
Mar17 |
160923 |
143~315 |
143~315 |
143~315 |
143~315 |
+0~070 |
|
|
|
Total Volume and Open Interest |
79,357 |
211,423 |
+1,734 |
30 Day Federal Funds(CBOT) |
Sep16 |
160923 |
99.603 |
99.605 |
99.603 |
99.603 |
unch |
47,159 |
91,374 |
+19,412 |
Oct16 |
160923 |
99.605 |
99.610 |
99.605 |
99.610 |
unch |
241,641 |
328,926 |
-41,066 |
Nov16 |
160923 |
99.580 |
99.580 |
99.570 |
99.580 |
unch |
125,167 |
214,330 |
+20,332 |
Dec16 |
160923 |
99.515 |
99.520 |
99.510 |
99.515 |
+0.005 |
44,563 |
98,651 |
+6,064 |
Jan17 |
160923 |
99.460 |
99.465 |
99.455 |
99.465 |
+0.010 |
93,267 |
155,759 |
+10,744 |
Feb17 |
160923 |
99.445 |
99.450 |
99.440 |
99.445 |
+0.005 |
16,250 |
64,472 |
-1,646 |
Total Volume and Open Interest |
596,230 |
1,150,442 |
+14,066 |
3-Mth Euro-Yen(CME) |
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 |
|
|
|
Mar19 |
160722 |
99.435 |
99.435 |
99.435 |
99.435 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Dec16 |
160922 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
160922 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160922 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160922 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160922 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160922 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
160922 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Sep18 |
160922 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec16 |
160922 |
151.58 |
151.75 |
151.58 |
151.69 |
+0.12 |
1,504 |
14,237 |
+365 |
Mar17 |
160922 |
151.61 |
151.61 |
151.61 |
151.61 |
+0.12 |
|
|
|
Jun17 |
160922 |
151.61 |
151.61 |
151.61 |
151.61 |
+0.12 |
|
|
|
Total Volume and Open Interest |
1,504 |
14,237 |
+365 |
Euro-Buxl(EUREX) |
Dec16 |
160923 |
190.62 |
191.76 |
190.46 |
190.70 |
-0.16 |
39,126 |
154,165 |
+2,362 |
Mar17 |
160923 |
189.74 |
189.74 |
189.00 |
189.04 |
-0.16 |
52 |
44 |
+28 |
Jun17 |
160923 |
184.20 |
187.70 |
184.20 |
187.70 |
-0.16 |
2 |
2 |
+2 |
Total Volume and Open Interest |
39,180 |
154,211 |
+2,392 |
Euro-Bund(EUREX) |
Dec16 |
160923 |
165.08 |
165.28 |
164.98 |
165.03 |
-0.19 |
583,275 |
1,701,218 |
-2,158 |
Mar17 |
160923 |
167.60 |
167.75 |
167.48 |
167.50 |
-0.21 |
11,772 |
38,135 |
+10,806 |
Jun17 |
160923 |
166.73 |
166.73 |
166.73 |
166.73 |
-0.19 |
|
|
|
Total Volume and Open Interest |
595,047 |
1,739,353 |
+8,648 |
Euro-Bobl(EUREX) |
Dec16 |
160923 |
131.88 |
131.96 |
131.86 |
131.91 |
-0.01 |
424,646 |
1,345,180 |
+45,441 |
Mar17 |
160923 |
133.65 |
133.65 |
133.65 |
133.65 |
unch |
1 |
53 |
+1 |
Jun17 |
160923 |
132.16 |
132.16 |
132.16 |
132.16 |
-0.01 |
|
|
|
Total Volume and Open Interest |
424,647 |
1,345,233 |
+45,442 |
Euro-Schatz(EUREX) |
Dec16 |
160923 |
112.08 |
112.11 |
112.07 |
112.09 |
unch |
190,077 |
1,118,598 |
-12,182 |
Mar17 |
160923 |
112.09 |
112.09 |
112.09 |
112.09 |
unch |
|
|
|
Jun17 |
160923 |
112.09 |
112.09 |
112.09 |
112.09 |
unch |
|
|
|
Total Volume and Open Interest |
190,077 |
1,118,598 |
-12,182 |
3-Mth Euribor(EUREX) |
Sep16 |
160919 |
100.300 |
100.300 |
100.300 |
100.300 |
-0.005 |
1 |
3,718 |
+0 |
Dec16 |
160923 |
100.320 |
100.320 |
100.320 |
100.320 |
unch |
0 |
3,396 |
+0 |
Mar17 |
160923 |
100.340 |
100.340 |
100.340 |
100.340 |
+0.005 |
0 |
3,235 |
+0 |
Total Volume and Open Interest |
300 |
74,136 |
+146 |
Long Gilt(LIFFE) |
Sep16 |
160923 |
131~24 |
131~24 |
131~22 |
131~22 |
-0~01 |
0 |
8,270 |
+0 |
Dec16 |
160923 |
130~18 |
130~27 |
130~14 |
130~17 |
-0~02 |
159,526 |
533,352 |
+4,499 |
Total Volume and Open Interest |
159,526 |
541,622 |
+4,499 |
3-Mth Short Sterling(LIFFE) |
Dec16 |
160923 |
99.69 |
99.70 |
99.68 |
99.69 |
-0.01 |
71,009 |
525,892 |
+87 |
Mar17 |
160923 |
99.73 |
99.74 |
99.72 |
99.73 |
unch |
51,509 |
364,109 |
-2,700 |
Jun17 |
160923 |
99.75 |
99.76 |
99.74 |
99.75 |
unch |
42,001 |
358,498 |
-3,054 |
Sep17 |
160923 |
99.76 |
99.77 |
99.75 |
99.76 |
unch |
54,525 |
294,650 |
-811 |
Dec17 |
160923 |
99.76 |
99.77 |
99.75 |
99.76 |
unch |
45,386 |
387,330 |
+8,579 |
Mar18 |
160923 |
99.75 |
99.77 |
99.75 |
99.76 |
unch |
44,171 |
218,662 |
+13,685 |
Total Volume and Open Interest |
630,112 |
2,917,050 |
-298,954 |
3-Mth Euribor(LIFFE) |
Dec16 |
160923 |
100.320 |
100.320 |
100.310 |
100.315 |
unch |
44,569 |
409,975 |
+6,605 |
Mar17 |
160923 |
100.340 |
100.345 |
100.330 |
100.335 |
unch |
39,011 |
391,493 |
+571 |
Jun17 |
160923 |
100.355 |
100.365 |
100.350 |
100.355 |
unch |
38,372 |
404,546 |
-1,888 |
Total Volume and Open Interest |
482,379 |
2,974,372 |
+26,488 |
3-Mth Aus T-Bills(SFE) |
Dec16 |
160923 |
98.27 |
98.27 |
98.25 |
98.26 |
-0.01 |
17,171 |
194,060 |
-1,953 |
Mar17 |
160923 |
98.31 |
98.33 |
98.30 |
98.31 |
-0.01 |
38,579 |
206,182 |
+8,263 |
Jun17 |
160923 |
98.33 |
98.35 |
98.32 |
98.33 |
-0.01 |
31,840 |
192,301 |
+3,643 |
Sep17 |
160923 |
98.34 |
98.36 |
98.33 |
98.34 |
-0.01 |
16,027 |
113,984 |
+519 |
Dec17 |
160923 |
98.35 |
98.36 |
98.33 |
98.34 |
-0.01 |
17,103 |
134,150 |
+4,543 |
Mar18 |
160923 |
98.33 |
98.35 |
98.32 |
98.33 |
unch |
6,655 |
70,828 |
-1,014 |
Jun18 |
160923 |
98.31 |
98.33 |
98.29 |
98.31 |
unch |
5,235 |
56,221 |
-1,486 |
Sep18 |
160923 |
98.27 |
98.30 |
98.26 |
98.27 |
unch |
4,415 |
25,757 |
+174 |
Dec18 |
160923 |
98.24 |
98.27 |
98.23 |
98.23 |
unch |
1,215 |
6,146 |
+249 |
Mar19 |
160923 |
98.19 |
98.20 |
98.19 |
98.20 |
+0.01 |
519 |
2,943 |
+149 |
Total Volume and Open Interest |
139,433 |
1,005,130 |
+13,078 |
10-Year Aus T-Bonds(SFE) |
Dec16 |
160923 |
97.96 |
98.01 |
97.95 |
98.00 |
+0.04 |
148,678 |
792,596 |
+10,311 |
Mar17 |
160923 |
98.00 |
98.00 |
98.00 |
98.00 |
+0.04 |
|
|
|
Total Volume and Open Interest |
148,678 |
792,596 |
+10,311 |
3-Year Aus T-Bonds(SFE) |
Dec16 |
160923 |
98.44 |
98.46 |
98.42 |
98.44 |
unch |
208,983 |
790,672 |
+10,419 |
Mar17 |
160923 |
98.44 |
98.44 |
98.44 |
98.44 |
unch |
|
|
|
Total Volume and Open Interest |
208,983 |
790,672 |
+10,419 |
Gold(CMX) |
Oct16 |
160923 |
1336.6 |
1340.3 |
1333.6 |
1337.5 |
-3.2 |
8,896 |
27,249 |
-1,072 |
Dec16 |
160923 |
1340.3 |
1344.5 |
1337.4 |
1341.7 |
-3.0 |
268,971 |
435,254 |
+17,732 |
Feb17 |
160923 |
1344.2 |
1347.7 |
1341.4 |
1345.3 |
-3.1 |
4,130 |
46,167 |
+429 |
Apr17 |
160923 |
1345.3 |
1349.5 |
1345.0 |
1348.4 |
-3.1 |
850 |
14,651 |
+153 |
Jun17 |
160923 |
1351.1 |
1352.9 |
1347.9 |
1351.3 |
-3.0 |
919 |
20,173 |
+68 |
Aug17 |
160923 |
1351.3 |
1354.9 |
1351.3 |
1354.1 |
-3.0 |
518 |
7,625 |
-8 |
Oct17 |
160923 |
1353.6 |
1356.6 |
1353.6 |
1356.6 |
-3.0 |
209 |
2,023 |
+142 |
Dec17 |
160923 |
1355.7 |
1360.6 |
1355.7 |
1359.0 |
-3.0 |
222 |
12,547 |
+44 |
Feb18 |
160923 |
1361.3 |
1361.3 |
1361.3 |
1361.3 |
-3.0 |
0 |
163 |
+0 |
Apr18 |
160923 |
1363.4 |
1363.4 |
1363.4 |
1363.4 |
-3.0 |
0 |
3 |
+0 |
Jun18 |
160923 |
1365.5 |
1365.5 |
1365.5 |
1365.5 |
-3.0 |
8 |
4,188 |
+7 |
Total Volume and Open Interest |
285,602 |
576,746 |
+17,955 |
Silver(CMX) |
Sep16 |
160923 |
1985.5 |
1985.5 |
1973.3 |
1973.3 |
-28.7 |
22 |
583 |
-9 |
Dec16 |
160923 |
1996.0 |
2002.5 |
1966.5 |
1981.0 |
-28.9 |
86,743 |
172,933 |
+4,762 |
Mar17 |
160923 |
2006.5 |
2011.0 |
1978.0 |
1992.1 |
-28.8 |
1,304 |
13,994 |
+65 |
May17 |
160923 |
2011.5 |
2011.5 |
1990.0 |
1999.0 |
-28.8 |
15 |
1,174 |
+1 |
Jul17 |
160923 |
2008.5 |
2016.0 |
2005.5 |
2005.5 |
-28.8 |
53 |
2,783 |
+28 |
Sep17 |
160923 |
2021.5 |
2021.5 |
2011.8 |
2011.8 |
-28.8 |
16 |
486 |
-9 |
Dec17 |
160923 |
2035.5 |
2035.5 |
2011.0 |
2020.5 |
-28.8 |
1 |
2,459 |
+0 |
Total Volume and Open Interest |
88,726 |
198,391 |
+4,890 |
Platinum(NYMEX) |
Oct16 |
160923 |
1057.4 |
1063.9 |
1052.0 |
1057.0 |
-5.8 |
26,029 |
38,638 |
-6,061 |
Jan17 |
160923 |
1060.6 |
1067.5 |
1056.4 |
1060.9 |
-5.6 |
8,752 |
33,607 |
+6,214 |
Apr17 |
160923 |
1066.9 |
1066.9 |
1060.0 |
1064.3 |
-5.5 |
70 |
2,566 |
+17 |
Jul17 |
160923 |
1067.5 |
1067.5 |
1067.5 |
1067.5 |
-5.5 |
1 |
29 |
+1 |
Total Volume and Open Interest |
34,857 |
74,845 |
+174 |
Palladium(NYMEX) |
Sep16 |
160923 |
703.30 |
706.40 |
702.95 |
706.40 |
+5.40 |
0 |
15 |
-1 |
Dec16 |
160923 |
694.15 |
706.90 |
691.15 |
706.40 |
+5.95 |
3,396 |
24,215 |
+8 |
Mar17 |
160923 |
695.85 |
707.90 |
692.90 |
707.90 |
+5.70 |
84 |
458 |
+46 |
Total Volume and Open Interest |
3,493 |
24,727 |
+53 |
Copper(CMX) |
Sep16 |
160923 |
218.85 |
219.60 |
218.85 |
219.25 |
+0.50 |
484 |
1,438 |
-57 |
Dec16 |
160923 |
218.85 |
220.65 |
218.55 |
220.10 |
+0.65 |
40,497 |
139,505 |
-575 |
Mar17 |
160923 |
220.05 |
221.55 |
219.50 |
221.05 |
+0.75 |
4,579 |
31,919 |
+974 |
May17 |
160923 |
221.45 |
222.15 |
220.10 |
221.70 |
+0.80 |
338 |
5,532 |
+39 |
Jul17 |
160923 |
221.10 |
222.25 |
221.00 |
222.25 |
+0.90 |
157 |
2,231 |
+25 |
Total Volume and Open Interest |
46,485 |
191,034 |
+460 |
E-mini DJIA Index(CBOT) |
Dec16 |
160923 |
18297 |
18309 |
18165 |
18190 |
-109 |
189,572 |
118,897 |
+3,135 |
Mar17 |
160923 |
18231 |
18255 |
18111 |
18122 |
-107 |
64 |
474 |
+12 |
Jun17 |
160923 |
18046 |
18046 |
18046 |
18046 |
-107 |
0 |
4 |
+0 |
Sep17 |
160923 |
17961 |
17961 |
17961 |
17961 |
-107 |
|
|
|
Total Volume and Open Interest |
189,636 |
119,375 |
+3,147 |
S & P 500(CME) |
Dec16 |
160923 |
2168.30 |
2169.20 |
2156.50 |
2158.10 |
-10.20 |
4,853 |
61,789 |
+677 |
Mar17 |
160923 |
2156.00 |
2157.90 |
2150.90 |
2152.20 |
-10.20 |
2 |
163 |
+0 |
Jun17 |
160923 |
2146.70 |
2146.70 |
2145.40 |
2146.70 |
-10.20 |
0 |
60 |
+0 |
Sep17 |
160923 |
2143.50 |
2143.50 |
2142.20 |
2143.50 |
-10.20 |
|
|
|
Total Volume and Open Interest |
4,855 |
62,012 |
+677 |
S & P 500 E-Mini(Globex) |
Dec16 |
160923 |
2168.25 |
2169.50 |
2156.00 |
2158.00 |
-10.25 |
1,826,950 |
2,907,266 |
+12,043 |
Mar17 |
160923 |
2162.50 |
2163.25 |
2150.50 |
2152.25 |
-10.25 |
3,366 |
4,542 |
+1,414 |
Jun17 |
160923 |
2155.50 |
2157.25 |
2145.00 |
2146.75 |
-10.25 |
172 |
405 |
+22 |
Sep17 |
160923 |
2142.00 |
2143.50 |
2142.00 |
2143.50 |
-10.25 |
0 |
7 |
+0 |
Total Volume and Open Interest |
1,830,488 |
2,912,220 |
+13,479 |
NASDAQ 100 E-Mini(Globex) |
Dec16 |
160923 |
4887.30 |
4889.80 |
4848.30 |
4856.50 |
-29.80 |
291,231 |
278,169 |
+3,499 |
Mar17 |
160923 |
4880.00 |
4881.80 |
4845.50 |
4852.30 |
-30.20 |
106 |
182 |
+22 |
Jun17 |
160923 |
4846.30 |
4846.30 |
4846.30 |
4846.30 |
-30.20 |
0 |
8 |
+0 |
Total Volume and Open Interest |
291,338 |
278,362 |
+3,522 |
S&P Midcap 400(CME) e-Mini |
Sep16 |
160916 |
1522.50 |
1523.60 |
1520.30 |
1522.70 |
-6.30 |
7,585 |
6,627 |
-2,829 |
Dec16 |
160923 |
1559.80 |
1560.50 |
1545.70 |
1547.00 |
-13.10 |
21,407 |
80,983 |
-93 |
Mar17 |
160923 |
1545.10 |
1545.10 |
1545.10 |
1545.10 |
-13.10 |
|
|
|
Total Volume and Open Interest |
21,407 |
80,983 |
-93 |
Volatility Index(CBOE) |
Sep16 |
160921 |
15.90 |
16.10 |
15.20 |
15.30 |
-0.58 |
83,892 |
73,593 |
-14,529 |
Oct16 |
160923 |
15.35 |
15.60 |
15.20 |
15.58 |
+0.25 |
156,040 |
240,900 |
+17,022 |
Nov16 |
160923 |
16.85 |
17.10 |
16.70 |
17.08 |
+0.20 |
80,924 |
70,307 |
+2,810 |
Dec16 |
160923 |
17.63 |
17.78 |
17.40 |
17.73 |
+0.10 |
31,558 |
56,336 |
+2,153 |
Total Volume and Open Interest |
298,152 |
433,532 |
+23,462 |
Russell 2000(ICE) |
Dec16 |
160923 |
1259.10 |
1261.30 |
1248.90 |
1250.30 |
-9.10 |
100,391 |
325,857 |
+3,657 |
Mar17 |
160923 |
1246.80 |
1246.80 |
1246.80 |
1246.80 |
-9.10 |
9 |
268 |
+3 |
Jun17 |
160923 |
1243.80 |
1243.80 |
1243.80 |
1243.80 |
-9.10 |
0 |
170 |
+0 |
Total Volume and Open Interest |
100,440 |
326,434 |
+3,700 |
Nikkei 225(CME) |
Dec16 |
160923 |
16805 |
16870 |
16590 |
16630 |
-185 |
21,862 |
33,558 |
+329 |
Mar17 |
160923 |
16630 |
16850 |
16630 |
16630 |
-180 |
0 |
13 |
+0 |
Total Volume and Open Interest |
21,862 |
33,571 |
+329 |
Nikkei 225(SGX) |
Dec16 |
160923 |
16580 |
16825 |
16545 |
16555 |
+5 |
100,829 |
157,343 |
-259 |
Mar17 |
160923 |
16595 |
16615 |
16520 |
16520 |
+5 |
134 |
996 |
+21 |
Jun17 |
160922 |
16390 |
16390 |
16390 |
16390 |
-160 |
|
|
|
Total Volume and Open Interest |
55,551 |
165,646 |
+1,528 |
Nikkei 225(CME) Yen |
Sep16 |
160908 |
16990 |
17005 |
16830 |
16990 |
+20 |
87,426 |
48,721 |
-20,945 |
Dec16 |
160923 |
16760 |
16815 |
16535 |
16580 |
-190 |
83,480 |
50,235 |
+5,218 |
Mar17 |
160923 |
16580 |
16750 |
16480 |
16520 |
-190 |
88 |
17 |
-14 |
Total Volume and Open Interest |
83,568 |
50,258 |
+5,204 |
Nikkei 225(CME) e-Mini Yen |
Sep16 |
160908 |
16990 |
16990 |
16860 |
16990 |
+20 |
0 |
12 |
+0 |
Dec16 |
160923 |
16670 |
16800 |
16560 |
16580 |
-190 |
29 |
5 |
+0 |
Mar17 |
160923 |
16520 |
16520 |
16520 |
16520 |
-190 |
|
|
|
Total Volume and Open Interest |
29 |
5 |
+0 |
CAC 40(EURONEXT) |
Oct16 |
160923 |
4491.0 |
4500.5 |
4462.5 |
4477.5 |
-21.0 |
84,923 |
264,448 |
-1,216 |
Nov16 |
160923 |
4484.0 |
4484.0 |
4463.0 |
4474.0 |
-21.0 |
38 |
765 |
-25 |
Dec16 |
160923 |
4462.0 |
4473.5 |
4456.0 |
4468.0 |
-21.0 |
30 |
21,220 |
-84 |
Total Volume and Open Interest |
84,991 |
286,495 |
-1,325 |
Hang Seng Index(HKFE) |
Sep16 |
160923 |
23809 |
23986 |
23628 |
23680 |
-120 |
108,266 |
141,914 |
+19 |
Oct16 |
160923 |
23827 |
23970 |
23623 |
23674 |
-116 |
2,644 |
10,096 |
+571 |
Total Volume and Open Interest |
111,378 |
162,194 |
+577 |
DAX(EUREX) |
Dec16 |
160923 |
10672.0 |
10672.0 |
10595.0 |
10618.0 |
-37.0 |
103,205 |
165,501 |
+10,884 |
Mar17 |
160923 |
10675.0 |
10675.0 |
10605.0 |
10615.0 |
-37.0 |
172 |
1,026 |
+138 |
Jun17 |
160923 |
10655.0 |
10655.0 |
10621.5 |
10638.0 |
-37.0 |
2 |
42 |
+2 |
Total Volume and Open Interest |
103,379 |
166,569 |
+11,024 |
Mini-DAX(EUREX) |
Sep16 |
160916 |
10420.0 |
10427.0 |
10264.0 |
10264.0 |
-180.5 |
36,525 |
13,993 |
+636 |
Dec16 |
160923 |
10666.0 |
10668.0 |
10596.0 |
10618.0 |
-37.0 |
35,424 |
9,808 |
+968 |
Mar17 |
160923 |
10652.0 |
10660.0 |
10600.0 |
10615.0 |
-37.0 |
33 |
303 |
+13 |
Total Volume and Open Interest |
35,464 |
10,117 |
+987 |
FT-SE 100(EURONEXT) |
Dec16 |
160923 |
6868.00 |
6882.00 |
6844.00 |
6873.50 |
+2.50 |
85,834 |
668,252 |
-1,195 |
Mar17 |
160923 |
6806.50 |
6813.00 |
6806.50 |
6813.00 |
+3.00 |
0 |
820 |
+0 |
Jun17 |
160923 |
6746.00 |
6746.00 |
6746.00 |
6746.00 |
+2.50 |
|
|
|
Total Volume and Open Interest |
85,834 |
669,072 |
-1,195 |
SPI 200(SFE) |
Dec16 |
160923 |
5361.0 |
5424.0 |
5358.0 |
5420.0 |
+66.0 |
37,814 |
262,808 |
-1,828 |
Mar17 |
160923 |
5333.0 |
5373.0 |
5333.0 |
5373.0 |
+66.0 |
0 |
1,441 |
+0 |
Jun17 |
160923 |
5360.0 |
5360.0 |
5360.0 |
5360.0 |
+66.0 |
0 |
1,397 |
+0 |
Total Volume and Open Interest |
37,965 |
266,972 |
-1,760 |
FTSE MIB(ISE) |
Dec16 |
160923 |
16530.00 |
16570.00 |
16345.00 |
16409.00 |
-159.00 |
27,946 |
43,289 |
-841 |
Mar17 |
160923 |
16495.00 |
16495.00 |
16330.00 |
16387.00 |
-159.00 |
71 |
95 |
-11 |
Jun17 |
160923 |
15945.00 |
15945.00 |
15945.00 |
15945.00 |
-214.00 |
|
|
|
Total Volume and Open Interest |
28,017 |
43,384 |
-852 |
KOSPI 200(KFE) |
Dec16 |
160923 |
259.40 |
260.65 |
258.55 |
259.00 |
-0.10 |
121,117 |
129,567 |
+3,962 |
Mar17 |
160923 |
256.85 |
258.00 |
256.00 |
256.25 |
-0.20 |
244 |
2,997 |
+37 |
Jun17 |
160923 |
256.90 |
257.60 |
256.90 |
256.95 |
unch |
4 |
816 |
+0 |
Total Volume and Open Interest |
121,365 |
136,366 |
+3,999 |
GSCI(CME) |
Oct16 |
160923 |
358.00 |
358.65 |
350.15 |
351.20 |
-7.35 |
216 |
14,686 |
-49 |
Nov16 |
160923 |
353.80 |
353.80 |
353.80 |
353.80 |
-7.35 |
50 |
50 |
+50 |
Dec16 |
160923 |
357.40 |
357.40 |
357.40 |
357.40 |
-7.35 |
|
|
|
Total Volume and Open Interest |
266 |
14,736 |
+1 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|