|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Mon September 26, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov16 |
160926 |
951.50 |
960.25 |
943.75 |
945.25 |
-9.75 |
90,697 |
347,674 |
-4,766 |
Jan17 |
160926 |
958.00 |
966.25 |
950.00 |
951.50 |
-9.50 |
18,612 |
100,391 |
+2,752 |
Mar17 |
160926 |
963.00 |
972.00 |
956.00 |
957.25 |
-9.25 |
9,156 |
69,835 |
+1,560 |
May17 |
160926 |
968.00 |
977.50 |
962.00 |
963.00 |
-8.75 |
3,011 |
44,433 |
-137 |
Jul17 |
160926 |
974.00 |
982.50 |
967.00 |
968.00 |
-9.00 |
3,640 |
48,993 |
+368 |
Aug17 |
160926 |
970.25 |
980.25 |
966.50 |
967.00 |
-8.75 |
562 |
1,726 |
+243 |
Sep17 |
160926 |
962.50 |
963.75 |
954.50 |
954.50 |
-6.75 |
34 |
775 |
+0 |
Nov17 |
160926 |
948.00 |
956.25 |
943.25 |
945.25 |
-4.00 |
2,617 |
28,839 |
+109 |
Jan18 |
160926 |
948.00 |
955.50 |
948.00 |
948.00 |
-3.75 |
1 |
748 |
+1 |
Mar18 |
160926 |
949.00 |
949.00 |
949.00 |
949.00 |
-3.25 |
2 |
165 |
+1 |
May18 |
160926 |
950.75 |
950.75 |
950.75 |
950.75 |
-3.25 |
2 |
68 |
+0 |
Jul18 |
160926 |
954.75 |
954.75 |
954.75 |
954.75 |
-3.00 |
2 |
136 |
-1 |
Aug18 |
160926 |
951.50 |
951.50 |
951.50 |
951.50 |
-3.00 |
0 |
17 |
+0 |
Sep18 |
160926 |
936.25 |
936.25 |
936.25 |
936.25 |
-3.00 |
0 |
17 |
+0 |
Total Volume and Open Interest |
128,344 |
644,069 |
+134 |
Soybean Meal(CBOT) |
Oct16 |
160926 |
302.50 |
304.50 |
297.20 |
297.60 |
-5.70 |
19,543 |
28,493 |
-3,230 |
Dec16 |
160926 |
301.70 |
304.20 |
296.80 |
297.60 |
-5.20 |
44,674 |
168,466 |
+2,370 |
Jan17 |
160926 |
302.70 |
304.50 |
297.80 |
298.50 |
-5.00 |
6,156 |
39,812 |
+72 |
Mar17 |
160926 |
303.60 |
305.90 |
299.50 |
300.10 |
-4.60 |
5,923 |
42,158 |
+448 |
May17 |
160926 |
304.40 |
306.40 |
300.60 |
301.20 |
-3.90 |
2,301 |
28,668 |
+340 |
Jul17 |
160926 |
305.70 |
307.60 |
302.00 |
302.60 |
-3.70 |
2,975 |
30,367 |
+553 |
Aug17 |
160926 |
305.70 |
307.40 |
302.40 |
303.00 |
-3.30 |
758 |
3,446 |
+149 |
Sep17 |
160926 |
305.20 |
306.90 |
302.10 |
302.60 |
-3.20 |
428 |
4,025 |
+83 |
Oct17 |
160926 |
302.20 |
303.50 |
300.00 |
300.00 |
-2.50 |
205 |
3,610 |
-13 |
Dec17 |
160926 |
302.00 |
303.80 |
299.80 |
300.60 |
-2.20 |
475 |
12,288 |
+114 |
Total Volume and Open Interest |
83,485 |
362,982 |
+917 |
Soybean Oil(CBOT) |
Oct16 |
160926 |
33.31 |
33.69 |
33.00 |
33.12 |
-0.19 |
17,628 |
30,318 |
-1,486 |
Dec16 |
160926 |
33.52 |
33.94 |
33.23 |
33.35 |
-0.21 |
58,412 |
215,297 |
+9,793 |
Jan17 |
160926 |
33.76 |
34.16 |
33.47 |
33.59 |
-0.20 |
8,399 |
48,919 |
+1,914 |
Mar17 |
160926 |
34.01 |
34.41 |
33.71 |
33.83 |
-0.22 |
4,861 |
45,097 |
+1,194 |
May17 |
160926 |
34.16 |
34.59 |
33.89 |
33.99 |
-0.21 |
2,502 |
30,895 |
+539 |
Jul17 |
160926 |
34.30 |
34.65 |
34.07 |
34.15 |
-0.22 |
1,821 |
19,707 |
+450 |
Aug17 |
160926 |
34.33 |
34.69 |
34.10 |
34.17 |
-0.21 |
586 |
3,463 |
+103 |
Sep17 |
160926 |
34.33 |
34.65 |
34.15 |
34.15 |
-0.18 |
153 |
2,879 |
+96 |
Oct17 |
160926 |
34.11 |
34.49 |
33.99 |
33.99 |
-0.14 |
63 |
2,241 |
-13 |
Dec17 |
160926 |
34.10 |
34.46 |
33.92 |
34.01 |
-0.14 |
262 |
7,914 |
+39 |
Total Volume and Open Interest |
94,687 |
407,024 |
+12,629 |
Canola(WCE) |
Nov16 |
160926 |
467.2 |
471.3 |
464.2 |
467.4 |
-0.9 |
22,463 |
128,095 |
-5,415 |
Jan17 |
160926 |
474.0 |
478.0 |
471.5 |
474.6 |
-0.5 |
10,466 |
30,488 |
+481 |
Mar17 |
160926 |
479.5 |
483.8 |
477.3 |
479.9 |
-0.6 |
1,946 |
10,962 |
-340 |
May17 |
160926 |
482.2 |
489.4 |
482.2 |
484.9 |
-0.6 |
541 |
8,110 |
+53 |
Jul17 |
160926 |
489.8 |
493.0 |
486.1 |
488.4 |
-0.3 |
581 |
9,745 |
+31 |
Total Volume and Open Interest |
37,059 |
194,608 |
-4,595 |
Corn(CBOT) |
Dec16 |
160926 |
334.00 |
336.50 |
328.50 |
329.00 |
-7.50 |
122,257 |
758,174 |
+4,050 |
Mar17 |
160926 |
344.00 |
346.25 |
338.50 |
339.00 |
-7.25 |
20,978 |
241,170 |
+138 |
May17 |
160926 |
350.00 |
352.50 |
345.25 |
346.00 |
-6.75 |
8,567 |
64,873 |
+991 |
Jul17 |
160926 |
358.00 |
359.25 |
352.50 |
352.75 |
-6.75 |
7,961 |
111,440 |
-609 |
Sep17 |
160926 |
365.00 |
365.25 |
359.50 |
359.75 |
-6.75 |
1,333 |
41,381 |
+231 |
Dec17 |
160926 |
373.50 |
375.50 |
368.75 |
369.50 |
-6.25 |
6,086 |
72,119 |
+1,225 |
Mar18 |
160926 |
383.75 |
384.75 |
379.25 |
379.50 |
-6.00 |
67 |
4,971 |
-18 |
May18 |
160926 |
385.00 |
385.00 |
385.00 |
385.00 |
-6.25 |
2 |
1,054 |
+0 |
Jul18 |
160926 |
393.25 |
393.25 |
388.75 |
389.00 |
-5.50 |
31 |
1,369 |
-3 |
Sep18 |
160926 |
388.00 |
388.00 |
388.00 |
388.00 |
-6.50 |
6 |
490 |
-2 |
Total Volume and Open Interest |
167,353 |
1,301,387 |
+6,049 |
Wheat(CBOT) |
Dec16 |
160926 |
401.75 |
407.00 |
395.25 |
396.00 |
-8.75 |
41,465 |
304,388 |
+1,479 |
Mar17 |
160926 |
425.50 |
430.25 |
418.50 |
419.75 |
-8.25 |
9,761 |
90,132 |
+46 |
May17 |
160926 |
441.00 |
443.75 |
432.75 |
433.75 |
-8.00 |
2,133 |
23,320 |
+148 |
Jul17 |
160926 |
449.25 |
451.75 |
442.25 |
443.50 |
-6.50 |
2,277 |
33,452 |
+416 |
Sep17 |
160926 |
458.00 |
464.75 |
457.00 |
457.50 |
-5.25 |
265 |
3,475 |
+31 |
Dec17 |
160926 |
479.00 |
483.00 |
473.25 |
476.00 |
-4.50 |
603 |
6,166 |
-92 |
Total Volume and Open Interest |
56,533 |
463,089 |
+2,031 |
Wheat(KCBT) |
Dec16 |
160926 |
418.75 |
423.00 |
413.75 |
414.00 |
-7.50 |
11,192 |
143,147 |
+183 |
Mar17 |
160926 |
437.50 |
439.50 |
430.50 |
430.75 |
-7.25 |
2,228 |
44,669 |
-199 |
May17 |
160926 |
446.75 |
449.25 |
440.75 |
440.75 |
-7.25 |
723 |
18,082 |
-31 |
Jul17 |
160926 |
456.75 |
459.00 |
450.25 |
450.75 |
-7.00 |
1,053 |
22,783 |
+88 |
Sep17 |
160926 |
469.75 |
469.75 |
464.25 |
464.25 |
-6.75 |
136 |
2,893 |
+15 |
Dec17 |
160926 |
489.00 |
489.75 |
482.50 |
482.75 |
-6.25 |
217 |
2,213 |
+49 |
Mar18 |
160926 |
493.50 |
493.50 |
493.50 |
493.50 |
-6.25 |
0 |
210 |
+0 |
Total Volume and Open Interest |
15,549 |
234,081 |
+105 |
Wheat(MGE) |
Dec16 |
160926 |
503.75 |
505.00 |
493.25 |
494.50 |
-9.25 |
4,379 |
29,808 |
+130 |
Mar17 |
160926 |
510.00 |
510.00 |
501.00 |
502.00 |
-8.50 |
2,090 |
15,834 |
-111 |
May17 |
160926 |
512.00 |
516.50 |
509.25 |
509.50 |
-9.00 |
398 |
7,730 |
-30 |
Jul17 |
160926 |
521.75 |
525.25 |
517.75 |
517.75 |
-9.00 |
380 |
3,498 |
+48 |
Sep17 |
160926 |
529.00 |
530.00 |
527.00 |
527.00 |
-8.50 |
133 |
3,358 |
+46 |
Dec17 |
160926 |
541.25 |
541.25 |
541.25 |
541.25 |
-8.00 |
48 |
2,102 |
-1 |
Total Volume and Open Interest |
7,428 |
62,336 |
+82 |
Oats(CBOT) |
Dec16 |
160926 |
176.00 |
177.50 |
172.00 |
173.25 |
-3.75 |
128 |
8,725 |
-12 |
Mar17 |
160926 |
187.25 |
187.25 |
182.50 |
184.75 |
-3.00 |
20 |
1,919 |
+0 |
May17 |
160926 |
189.75 |
189.75 |
189.75 |
189.75 |
-3.25 |
8 |
52 |
+0 |
Jul17 |
160926 |
197.25 |
197.25 |
197.25 |
197.25 |
-3.50 |
0 |
26 |
+0 |
Total Volume and Open Interest |
156 |
10,722 |
-12 |
Rough Rice(CBOT) |
Nov16 |
160926 |
9.65 |
9.80 |
9.63 |
9.68 |
+0.03 |
179 |
9,850 |
+26 |
Jan17 |
160926 |
9.90 |
10.02 |
9.86 |
9.91 |
+0.02 |
53 |
1,079 |
-15 |
Mar17 |
160926 |
10.11 |
10.15 |
10.11 |
10.15 |
+0.01 |
3 |
81 |
-1 |
May17 |
160926 |
10.35 |
10.37 |
10.35 |
10.35 |
+0.01 |
0 |
7 |
+0 |
Total Volume and Open Interest |
235 |
11,017 |
+10 |
Live Cattle(CME) |
Oct16 |
160926 |
106.650 |
107.050 |
105.580 |
106.830 |
-0.455 |
13,440 |
44,317 |
-4,318 |
Dec16 |
160926 |
106.135 |
106.635 |
104.950 |
106.135 |
-0.715 |
20,685 |
113,705 |
+2,908 |
Feb17 |
160926 |
106.330 |
106.785 |
105.200 |
106.300 |
-0.800 |
9,973 |
48,082 |
-246 |
Apr17 |
160926 |
105.680 |
106.035 |
104.635 |
105.785 |
-0.695 |
5,746 |
34,558 |
+1,348 |
Jun17 |
160926 |
99.035 |
99.100 |
97.830 |
98.980 |
-0.770 |
1,734 |
11,684 |
+291 |
Aug17 |
160926 |
97.230 |
97.450 |
96.250 |
97.285 |
-0.765 |
782 |
6,754 |
+203 |
Total Volume and Open Interest |
52,740 |
260,286 |
+486 |
Feeder Cattle(CME) |
Sep16 |
160926 |
136.450 |
136.550 |
135.825 |
136.050 |
-0.780 |
775 |
2,007 |
-379 |
Oct16 |
160926 |
131.350 |
132.350 |
129.825 |
131.050 |
-1.330 |
3,767 |
16,483 |
-357 |
Nov16 |
160926 |
128.700 |
129.450 |
126.885 |
127.885 |
-1.850 |
2,119 |
14,219 |
+320 |
Jan17 |
160926 |
124.230 |
124.750 |
122.330 |
123.385 |
-1.945 |
740 |
5,366 |
+139 |
Mar17 |
160926 |
122.535 |
123.000 |
120.635 |
121.850 |
-1.600 |
413 |
4,144 |
+51 |
Apr17 |
160926 |
121.400 |
121.980 |
120.750 |
121.635 |
-0.815 |
152 |
606 |
+9 |
May17 |
160926 |
120.680 |
121.200 |
120.385 |
121.100 |
-1.380 |
137 |
630 |
+42 |
Total Volume and Open Interest |
8,119 |
43,580 |
-169 |
Lean Hogs(CME) |
Oct16 |
160926 |
53.830 |
54.250 |
52.950 |
53.050 |
-0.950 |
7,278 |
35,626 |
-565 |
Dec16 |
160926 |
48.700 |
49.000 |
48.050 |
48.600 |
-0.300 |
11,087 |
121,606 |
+771 |
Feb17 |
160926 |
53.000 |
53.300 |
52.535 |
52.950 |
-0.400 |
4,799 |
35,328 |
+737 |
Apr17 |
160926 |
59.500 |
59.550 |
58.900 |
59.200 |
-0.535 |
3,206 |
22,920 |
+502 |
May17 |
160926 |
66.535 |
66.535 |
66.330 |
66.330 |
-0.420 |
62 |
470 |
+32 |
Jun17 |
160926 |
70.350 |
70.750 |
70.230 |
70.535 |
-0.215 |
1,791 |
5,879 |
-85 |
Jul17 |
160926 |
70.250 |
70.285 |
69.750 |
69.750 |
-0.500 |
160 |
905 |
+1 |
Aug17 |
160926 |
69.535 |
69.535 |
69.250 |
69.300 |
-0.350 |
112 |
647 |
+47 |
Total Volume and Open Interest |
28,516 |
223,874 |
+1,456 |
Class III Milk(CME) |
Sep16 |
160926 |
16.40 |
16.40 |
16.37 |
16.38 |
unch |
71 |
5,143 |
-33 |
Oct16 |
160926 |
15.56 |
15.69 |
15.30 |
15.34 |
-0.22 |
403 |
4,890 |
-33 |
Nov16 |
160926 |
15.79 |
15.90 |
15.55 |
15.57 |
-0.21 |
427 |
4,346 |
+125 |
Dec16 |
160926 |
15.71 |
15.79 |
15.38 |
15.44 |
-0.29 |
222 |
3,541 |
+53 |
Jan17 |
160926 |
15.58 |
15.58 |
15.30 |
15.33 |
-0.29 |
87 |
1,949 |
+27 |
Feb17 |
160926 |
15.70 |
15.71 |
15.41 |
15.45 |
-0.28 |
46 |
1,968 |
+12 |
Mar17 |
160926 |
15.75 |
15.75 |
15.51 |
15.54 |
-0.25 |
37 |
1,831 |
+25 |
Apr17 |
160926 |
15.85 |
15.88 |
15.65 |
15.66 |
-0.20 |
70 |
1,623 |
+46 |
May17 |
160926 |
16.05 |
16.05 |
15.80 |
15.84 |
-0.21 |
40 |
1,493 |
+17 |
Jun17 |
160926 |
16.23 |
16.24 |
16.07 |
16.07 |
-0.18 |
36 |
1,363 |
+24 |
Jul17 |
160926 |
16.49 |
16.50 |
16.36 |
16.36 |
-0.13 |
29 |
786 |
+23 |
Aug17 |
160926 |
16.63 |
16.64 |
16.53 |
16.54 |
-0.09 |
44 |
742 |
+43 |
Sep17 |
160926 |
16.72 |
16.72 |
16.64 |
16.64 |
-0.08 |
35 |
768 |
+22 |
Total Volume and Open Interest |
1,563 |
31,877 |
+365 |
Cocoa(ICE) |
Dec16 |
160926 |
2844 |
2848 |
2810 |
2845 |
-7 |
18,796 |
100,773 |
+4,929 |
Mar17 |
160926 |
2812 |
2821 |
2784 |
2817 |
-5 |
8,577 |
76,874 |
+2,366 |
May17 |
160926 |
2801 |
2815 |
2778 |
2811 |
-5 |
1,996 |
17,402 |
+654 |
Jul17 |
160926 |
2802 |
2813 |
2777 |
2809 |
-5 |
2,129 |
7,638 |
+1,064 |
Sep17 |
160926 |
2788 |
2810 |
2788 |
2806 |
-5 |
2,172 |
5,910 |
+1,171 |
Dec17 |
160926 |
2801 |
2801 |
2799 |
2799 |
-6 |
1,708 |
4,284 |
+1,052 |
Mar18 |
160926 |
2792 |
2792 |
2792 |
2792 |
-7 |
2 |
3,787 |
+1 |
Total Volume and Open Interest |
35,380 |
216,720 |
+11,237 |
Coffee "C"(ICE) |
Dec16 |
160926 |
151.50 |
153.80 |
149.00 |
153.55 |
+2.15 |
24,580 |
108,260 |
+2,955 |
Mar17 |
160926 |
155.25 |
157.10 |
152.30 |
156.85 |
+2.25 |
6,179 |
38,758 |
+77 |
May17 |
160926 |
156.70 |
159.00 |
154.20 |
158.75 |
+2.30 |
2,350 |
18,388 |
+643 |
Jul17 |
160926 |
158.40 |
160.65 |
155.85 |
160.40 |
+2.35 |
1,101 |
5,647 |
+310 |
Sep17 |
160926 |
158.05 |
161.80 |
157.60 |
161.80 |
+2.35 |
357 |
4,498 |
+222 |
Dec17 |
160926 |
159.45 |
163.60 |
159.45 |
163.60 |
+2.30 |
481 |
6,400 |
+269 |
Total Volume and Open Interest |
35,057 |
183,771 |
+4,518 |
Orange Juice(ICE) |
Nov16 |
160926 |
203.05 |
205.35 |
201.30 |
204.35 |
+1.65 |
598 |
14,019 |
+109 |
Jan17 |
160926 |
199.25 |
201.45 |
198.65 |
200.45 |
+1.30 |
178 |
1,976 |
+92 |
Mar17 |
160926 |
198.00 |
198.00 |
198.00 |
198.00 |
+1.75 |
7 |
511 |
+0 |
May17 |
160926 |
196.00 |
196.25 |
195.70 |
195.70 |
+1.50 |
2 |
172 |
+0 |
Jul17 |
160926 |
193.00 |
193.00 |
192.80 |
192.80 |
unch |
0 |
3 |
+0 |
Sep17 |
160926 |
192.30 |
192.30 |
192.30 |
192.30 |
unch |
|
|
|
Total Volume and Open Interest |
785 |
16,683 |
+201 |
Sugar #11(ICE) |
Oct16 |
160926 |
22.10 |
22.60 |
22.00 |
22.54 |
+0.41 |
53,358 |
87,152 |
-16,559 |
Mar17 |
160926 |
22.60 |
23.18 |
22.51 |
23.12 |
+0.42 |
120,918 |
477,345 |
+6,172 |
May17 |
160926 |
21.95 |
22.41 |
21.85 |
22.37 |
+0.34 |
35,582 |
131,943 |
+3,728 |
Jul17 |
160926 |
21.24 |
21.57 |
21.10 |
21.53 |
+0.27 |
19,996 |
85,738 |
+3,036 |
Oct17 |
160926 |
20.63 |
20.99 |
20.53 |
20.95 |
+0.26 |
7,554 |
57,459 |
+1,435 |
Mar18 |
160926 |
20.26 |
20.58 |
20.18 |
20.55 |
+0.23 |
2,377 |
25,702 |
+398 |
May18 |
160926 |
19.57 |
19.77 |
19.43 |
19.75 |
+0.18 |
771 |
8,498 |
+67 |
Jul18 |
160926 |
18.94 |
19.08 |
18.82 |
19.07 |
+0.12 |
388 |
4,951 |
+32 |
Total Volume and Open Interest |
241,213 |
885,810 |
-1,564 |
London Cocoa(LCE) |
Dec16 |
160926 |
2290 |
2290 |
2259 |
2273 |
-17 |
7,666 |
99,471 |
-68 |
Mar17 |
160926 |
2228 |
2233 |
2206 |
2221 |
-11 |
9,835 |
74,067 |
+418 |
May17 |
160926 |
2224 |
2228 |
2205 |
2220 |
-7 |
1,381 |
37,232 |
+187 |
Jul17 |
160926 |
2226 |
2230 |
2206 |
2221 |
-7 |
726 |
10,268 |
+121 |
Sep17 |
160926 |
2221 |
2221 |
2201 |
2214 |
-8 |
794 |
14,921 |
-17 |
Dec17 |
160926 |
2181 |
2193 |
2178 |
2191 |
-10 |
687 |
6,912 |
+169 |
Mar18 |
160926 |
2173 |
2180 |
2173 |
2179 |
-9 |
50 |
54 |
+50 |
Total Volume and Open Interest |
21,139 |
242,925 |
+860 |
London Sugar(LCE) |
Dec16 |
160926 |
592.20 |
600.30 |
585.40 |
598.90 |
+6.70 |
4,066 |
36,553 |
+341 |
Mar17 |
160926 |
594.20 |
602.00 |
588.10 |
600.70 |
+6.80 |
3,440 |
22,399 |
+722 |
May17 |
160926 |
585.20 |
593.00 |
580.30 |
592.00 |
+6.60 |
2,672 |
13,022 |
+44 |
Aug17 |
160926 |
569.50 |
577.90 |
567.70 |
577.20 |
+5.60 |
1,319 |
6,675 |
+560 |
Oct17 |
160926 |
553.00 |
558.50 |
549.60 |
558.10 |
+5.00 |
298 |
4,438 |
+150 |
Total Volume and Open Interest |
12,033 |
85,145 |
+1,971 |
Cotton(ICE) |
Oct16 |
160926 |
69.35 |
69.84 |
69.16 |
69.16 |
+0.08 |
168 |
87 |
-114 |
Dec16 |
160926 |
69.85 |
71.00 |
69.68 |
70.08 |
+0.01 |
19,232 |
165,508 |
+4,312 |
Mar17 |
160926 |
70.25 |
71.40 |
70.17 |
70.54 |
+0.11 |
3,778 |
50,469 |
+520 |
May17 |
160926 |
71.25 |
71.73 |
70.65 |
70.96 |
+0.15 |
993 |
10,821 |
+261 |
Jul17 |
160926 |
71.35 |
71.69 |
70.82 |
70.98 |
+0.13 |
787 |
7,921 |
+268 |
Oct17 |
160926 |
70.39 |
70.39 |
70.39 |
70.39 |
-0.08 |
|
|
|
Total Volume and Open Interest |
25,386 |
248,906 |
+5,520 |
Lumber(CME) |
Nov16 |
160926 |
326.9 |
329.5 |
324.5 |
327.1 |
unch |
774 |
2,851 |
+21 |
Jan17 |
160926 |
335.9 |
337.2 |
333.0 |
335.0 |
+0.7 |
179 |
520 |
+65 |
Mar17 |
160926 |
339.6 |
339.6 |
339.0 |
339.6 |
+0.6 |
20 |
99 |
-1 |
May17 |
160926 |
341.6 |
341.6 |
341.6 |
341.6 |
+0.6 |
0 |
18 |
+0 |
Total Volume and Open Interest |
973 |
3,505 |
+85 |
Crude Oil(NYM) |
Nov16 |
160926 |
44.62 |
46.20 |
44.43 |
45.93 |
+1.45 |
521,680 |
541,374 |
-6,854 |
Dec16 |
160926 |
45.18 |
46.76 |
45.01 |
46.49 |
+1.42 |
214,495 |
293,916 |
-12,801 |
Jan17 |
160926 |
45.83 |
47.35 |
45.62 |
47.08 |
+1.39 |
79,820 |
137,988 |
-1,562 |
Feb17 |
160926 |
46.65 |
47.91 |
46.22 |
47.66 |
+1.38 |
43,073 |
79,614 |
+554 |
Mar17 |
160926 |
46.93 |
48.45 |
46.75 |
48.21 |
+1.37 |
58,801 |
139,393 |
+4,513 |
Apr17 |
160926 |
47.53 |
48.91 |
47.38 |
48.68 |
+1.37 |
27,038 |
43,190 |
+1,489 |
May17 |
160926 |
48.04 |
49.20 |
47.70 |
49.07 |
+1.36 |
19,712 |
33,781 |
+1,568 |
Jun17 |
160926 |
48.31 |
49.64 |
47.95 |
49.40 |
+1.35 |
48,716 |
116,670 |
-3,586 |
Jul17 |
160926 |
48.77 |
49.83 |
48.77 |
49.68 |
+1.34 |
6,613 |
21,652 |
+803 |
Aug17 |
160926 |
48.96 |
50.07 |
48.54 |
49.92 |
+1.31 |
4,468 |
18,608 |
+122 |
Sep17 |
160926 |
49.50 |
50.41 |
49.50 |
50.15 |
+1.29 |
6,183 |
36,989 |
-785 |
Oct17 |
160926 |
49.71 |
50.65 |
49.03 |
50.36 |
+1.27 |
2,988 |
16,613 |
-630 |
Nov17 |
160926 |
50.58 |
50.58 |
50.58 |
50.58 |
+1.26 |
1,136 |
16,750 |
+384 |
Dec17 |
160926 |
49.86 |
51.11 |
49.49 |
50.80 |
+1.25 |
32,448 |
161,931 |
+2,816 |
Jan18 |
160926 |
50.40 |
51.11 |
50.39 |
50.95 |
+1.24 |
513 |
15,996 |
+329 |
Feb18 |
160926 |
51.17 |
51.26 |
51.11 |
51.11 |
+1.24 |
318 |
5,080 |
+103 |
Total Volume and Open Interest |
1,074,726 |
1,812,542 |
-13,170 |
e-miNY Crude Oil(NYM) |
Nov16 |
160926 |
44.575 |
46.200 |
44.425 |
45.925 |
+1.450 |
7,357 |
2,119 |
+47 |
Dec16 |
160926 |
45.375 |
46.750 |
45.025 |
46.500 |
+1.425 |
327 |
913 |
+95 |
Jan17 |
160926 |
46.075 |
47.325 |
45.675 |
47.075 |
+1.375 |
107 |
199 |
+104 |
Feb17 |
160926 |
47.150 |
47.800 |
47.150 |
47.650 |
+1.375 |
104 |
195 |
+104 |
Mar17 |
160926 |
47.750 |
48.350 |
47.600 |
48.200 |
+1.350 |
1 |
171 |
+0 |
Apr17 |
160926 |
48.200 |
48.825 |
48.050 |
48.675 |
+1.375 |
0 |
140 |
+0 |
May17 |
160926 |
49.075 |
49.225 |
49.075 |
49.075 |
+1.375 |
6 |
61 |
+6 |
Jun17 |
160926 |
48.125 |
49.550 |
48.125 |
49.400 |
+1.350 |
9 |
139 |
+6 |
Jul17 |
160926 |
49.675 |
49.825 |
49.675 |
49.675 |
+1.325 |
0 |
79 |
+0 |
Aug17 |
160926 |
49.925 |
50.100 |
49.925 |
49.925 |
+1.325 |
0 |
91 |
+0 |
Total Volume and Open Interest |
7,915 |
4,374 |
+360 |
NY Harbor ULSD(NYM) |
Oct16 |
160926 |
141.13 |
146.15 |
139.90 |
144.90 |
+4.17 |
17,381 |
30,851 |
-4,590 |
Nov16 |
160926 |
142.01 |
147.08 |
140.92 |
145.79 |
+4.04 |
39,582 |
102,691 |
+4,563 |
Dec16 |
160926 |
144.60 |
148.21 |
142.28 |
147.00 |
+3.97 |
19,366 |
67,282 |
+1,203 |
Jan17 |
160926 |
145.32 |
149.63 |
143.81 |
148.45 |
+3.95 |
10,698 |
45,981 |
+875 |
Feb17 |
160926 |
145.90 |
150.74 |
145.02 |
149.59 |
+3.89 |
7,056 |
23,704 |
+274 |
Mar17 |
160926 |
146.62 |
151.34 |
145.67 |
150.12 |
+3.80 |
5,129 |
33,372 |
+370 |
Apr17 |
160926 |
146.87 |
151.14 |
145.65 |
149.97 |
+3.70 |
1,689 |
13,351 |
+182 |
May17 |
160926 |
149.17 |
151.37 |
149.03 |
150.20 |
+3.64 |
1,103 |
9,389 |
+136 |
Jun17 |
160926 |
146.90 |
151.86 |
146.57 |
150.64 |
+3.58 |
1,782 |
25,075 |
+91 |
Jul17 |
160926 |
151.56 |
151.56 |
151.56 |
151.56 |
+3.56 |
89 |
3,049 |
+26 |
Aug17 |
160926 |
152.64 |
152.67 |
152.64 |
152.64 |
+3.53 |
23 |
1,852 |
+11 |
Sep17 |
160926 |
153.83 |
153.83 |
153.83 |
153.83 |
+3.49 |
126 |
2,981 |
+45 |
Oct17 |
160926 |
155.02 |
155.02 |
155.02 |
155.02 |
+3.48 |
231 |
2,320 |
-111 |
Nov17 |
160926 |
156.11 |
156.11 |
156.11 |
156.11 |
+3.45 |
134 |
1,901 |
-22 |
Total Volume and Open Interest |
105,618 |
399,646 |
+2,899 |
RBOB Gasoline(NYM) |
Oct16 |
160926 |
137.90 |
142.05 |
137.02 |
140.24 |
+2.55 |
48,687 |
45,381 |
-11,571 |
Nov16 |
160926 |
135.60 |
140.28 |
134.99 |
138.57 |
+3.00 |
79,641 |
134,815 |
+2,536 |
Dec16 |
160926 |
133.18 |
137.27 |
132.32 |
135.90 |
+3.11 |
36,993 |
77,593 |
+605 |
Jan17 |
160926 |
132.58 |
136.52 |
131.67 |
135.39 |
+3.31 |
11,592 |
34,532 |
+207 |
Feb17 |
160926 |
134.90 |
137.56 |
133.01 |
136.56 |
+3.38 |
4,764 |
14,076 |
-293 |
Mar17 |
160926 |
137.43 |
139.87 |
136.26 |
138.91 |
+3.41 |
3,579 |
24,163 |
+58 |
Apr17 |
160926 |
154.30 |
158.20 |
153.66 |
157.29 |
+3.41 |
1,766 |
19,900 |
+423 |
May17 |
160926 |
155.72 |
159.29 |
155.72 |
158.36 |
+3.34 |
816 |
7,243 |
+175 |
Jun17 |
160926 |
156.57 |
159.08 |
154.63 |
158.11 |
+3.31 |
1,592 |
13,520 |
-128 |
Jul17 |
160926 |
156.01 |
158.19 |
156.01 |
157.24 |
+3.27 |
843 |
2,424 |
-157 |
Total Volume and Open Interest |
192,718 |
401,307 |
-7,801 |
e-miNY RBOB Gasoline(NYM) |
Oct16 |
160926 |
140.24 |
140.24 |
140.24 |
140.24 |
+2.55 |
0 |
1 |
+0 |
Nov16 |
160926 |
138.57 |
138.57 |
138.57 |
138.57 |
+3.00 |
|
|
|
Dec16 |
160926 |
135.90 |
135.90 |
135.90 |
135.90 |
+3.11 |
|
|
|
Jan17 |
160926 |
135.39 |
135.39 |
135.39 |
135.39 |
+3.31 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Oct16 |
160926 |
2.949 |
3.018 |
2.943 |
2.997 |
+0.042 |
132,427 |
46,227 |
-15,531 |
Nov16 |
160926 |
3.000 |
3.076 |
2.999 |
3.055 |
+0.042 |
108,993 |
275,278 |
-290 |
Dec16 |
160926 |
3.228 |
3.272 |
3.217 |
3.250 |
+0.030 |
34,524 |
93,154 |
+501 |
Jan17 |
160926 |
3.342 |
3.393 |
3.341 |
3.371 |
+0.030 |
37,685 |
152,700 |
+1,956 |
Feb17 |
160926 |
3.348 |
3.396 |
3.341 |
3.374 |
+0.028 |
14,480 |
40,524 |
+266 |
Mar17 |
160926 |
3.297 |
3.348 |
3.295 |
3.324 |
+0.024 |
27,789 |
97,220 |
+2,626 |
Apr17 |
160926 |
3.042 |
3.069 |
3.037 |
3.056 |
+0.022 |
29,906 |
91,512 |
+1,403 |
May17 |
160926 |
2.998 |
3.027 |
2.998 |
3.015 |
+0.019 |
13,419 |
31,417 |
+1,034 |
Jun17 |
160926 |
3.027 |
3.054 |
3.027 |
3.044 |
+0.019 |
4,621 |
29,249 |
+1,850 |
Jul17 |
160926 |
3.046 |
3.080 |
3.046 |
3.070 |
+0.020 |
2,009 |
19,061 |
+471 |
Aug17 |
160926 |
3.071 |
3.085 |
3.065 |
3.075 |
+0.020 |
1,671 |
16,662 |
+598 |
Sep17 |
160926 |
3.054 |
3.067 |
3.049 |
3.057 |
+0.018 |
1,320 |
18,793 |
+571 |
Oct17 |
160926 |
3.070 |
3.085 |
3.068 |
3.075 |
+0.016 |
7,538 |
43,414 |
+1,073 |
Nov17 |
160926 |
3.130 |
3.133 |
3.113 |
3.125 |
+0.014 |
2,550 |
15,533 |
+474 |
Dec17 |
160926 |
3.249 |
3.261 |
3.248 |
3.256 |
+0.015 |
3,050 |
20,946 |
+305 |
Jan18 |
160926 |
3.352 |
3.363 |
3.351 |
3.359 |
+0.016 |
2,940 |
16,384 |
+29 |
Total Volume and Open Interest |
432,426 |
1,080,337 |
+38 |
Brent Crude Oil(ICE) |
Nov16 |
160926 |
46.05 |
47.66 |
45.74 |
47.35 |
+1.46 |
290,326 |
173,141 |
-25,390 |
Dec16 |
160926 |
46.62 |
48.24 |
46.30 |
47.93 |
+1.45 |
300,638 |
526,563 |
+17,457 |
Jan17 |
160926 |
47.18 |
48.76 |
46.88 |
48.45 |
+1.43 |
92,766 |
243,126 |
+157 |
Feb17 |
160926 |
47.68 |
49.25 |
47.41 |
48.96 |
+1.42 |
43,139 |
125,734 |
+3,726 |
Mar17 |
160926 |
48.39 |
49.75 |
47.91 |
49.45 |
+1.40 |
50,476 |
179,722 |
+906 |
Apr17 |
160926 |
48.86 |
50.20 |
48.40 |
49.93 |
+1.40 |
16,293 |
61,401 |
+1,364 |
May17 |
160926 |
49.18 |
50.59 |
48.84 |
50.35 |
+1.40 |
16,870 |
51,123 |
+2,259 |
Jun17 |
160926 |
49.56 |
50.99 |
49.20 |
50.71 |
+1.37 |
43,149 |
128,858 |
+1,464 |
Jul17 |
160926 |
49.94 |
51.23 |
49.63 |
51.04 |
+1.36 |
4,278 |
33,078 |
-214 |
Aug17 |
160926 |
50.74 |
51.32 |
50.74 |
51.32 |
+1.35 |
3,485 |
23,995 |
+1,176 |
Sep17 |
160926 |
50.46 |
51.55 |
50.46 |
51.55 |
+1.34 |
6,701 |
51,861 |
+115 |
Oct17 |
160926 |
51.75 |
51.75 |
51.75 |
51.75 |
+1.32 |
3,260 |
21,907 |
+867 |
Nov17 |
160926 |
51.95 |
51.95 |
51.95 |
51.95 |
+1.33 |
947 |
20,138 |
-50 |
Dec17 |
160926 |
51.12 |
52.40 |
50.68 |
52.12 |
+1.32 |
46,074 |
196,063 |
+1,174 |
Total Volume and Open Interest |
937,636 |
2,148,981 |
+7,895 |
Gas Oil(ICE) |
Oct16 |
160926 |
416.00 |
428.75 |
410.50 |
425.75 |
+0.25 |
54,923 |
128,501 |
-1,605 |
Nov16 |
160926 |
418.00 |
430.50 |
412.00 |
427.50 |
+0.25 |
51,952 |
117,988 |
+321 |
Dec16 |
160926 |
419.50 |
431.50 |
413.75 |
428.75 |
unch |
42,043 |
180,946 |
+8,626 |
Jan17 |
160926 |
422.25 |
434.75 |
417.25 |
432.25 |
+0.25 |
12,787 |
68,250 |
-2,654 |
Feb17 |
160926 |
426.75 |
438.50 |
421.25 |
436.00 |
+0.25 |
11,075 |
37,046 |
+1,837 |
Mar17 |
160926 |
430.00 |
441.50 |
424.75 |
439.00 |
+0.25 |
9,827 |
36,440 |
+1,077 |
Apr17 |
160926 |
432.75 |
443.50 |
427.50 |
441.75 |
+0.25 |
4,183 |
20,499 |
+329 |
May17 |
160926 |
434.75 |
446.50 |
430.50 |
444.50 |
+0.50 |
2,016 |
15,142 |
+84 |
Jun17 |
160926 |
436.75 |
449.25 |
433.25 |
447.00 |
+0.50 |
7,314 |
50,250 |
-1,315 |
Jul17 |
160926 |
438.50 |
450.75 |
438.50 |
450.75 |
+0.50 |
3,453 |
16,238 |
+653 |
Total Volume and Open Interest |
211,749 |
855,802 |
+10,380 |
Ethanol(CBOT) |
Oct16 |
160926 |
1.555 |
1.561 |
1.549 |
1.549 |
+0.003 |
230 |
656 |
-67 |
Nov16 |
160926 |
1.484 |
1.488 |
1.478 |
1.482 |
+0.005 |
162 |
1,240 |
+91 |
Dec16 |
160926 |
1.428 |
1.433 |
1.428 |
1.432 |
+0.002 |
42 |
1,201 |
-2 |
Jan17 |
160926 |
1.400 |
1.400 |
1.390 |
1.398 |
+0.002 |
1 |
568 |
+1 |
Feb17 |
160926 |
1.399 |
1.399 |
1.399 |
1.399 |
+0.002 |
0 |
179 |
+0 |
Mar17 |
160926 |
1.417 |
1.417 |
1.417 |
1.417 |
+0.002 |
0 |
115 |
+0 |
Apr17 |
160926 |
1.442 |
1.442 |
1.442 |
1.442 |
+0.002 |
0 |
219 |
+0 |
May17 |
160926 |
1.449 |
1.449 |
1.449 |
1.449 |
+0.002 |
0 |
5 |
+0 |
Total Volume and Open Interest |
435 |
4,189 |
+23 |
WTI Crude Oil(ICE) |
Nov16 |
160926 |
44.75 |
46.20 |
44.44 |
45.93 |
+1.45 |
69,585 |
69,734 |
-7,724 |
Dec16 |
160926 |
45.44 |
46.75 |
45.03 |
46.49 |
+1.42 |
78,701 |
118,496 |
+15 |
Jan17 |
160926 |
46.03 |
47.32 |
45.63 |
47.08 |
+1.39 |
29,706 |
34,040 |
-1,660 |
Feb17 |
160926 |
46.51 |
47.90 |
46.20 |
47.66 |
+1.38 |
14,235 |
27,849 |
+2,023 |
Mar17 |
160926 |
47.06 |
48.41 |
46.81 |
48.21 |
+1.37 |
11,096 |
41,466 |
-969 |
Apr17 |
160926 |
47.89 |
48.83 |
47.89 |
48.68 |
+1.37 |
4,417 |
10,822 |
-262 |
May17 |
160926 |
48.46 |
49.22 |
48.46 |
49.07 |
+1.36 |
3,683 |
6,824 |
+622 |
Jun17 |
160926 |
48.81 |
49.60 |
48.81 |
49.40 |
+1.35 |
8,119 |
42,324 |
-907 |
Jul17 |
160926 |
48.71 |
49.72 |
48.71 |
49.68 |
+1.34 |
1,858 |
6,917 |
+900 |
Aug17 |
160926 |
49.92 |
49.92 |
49.92 |
49.92 |
+1.31 |
405 |
1,617 |
-28 |
Sep17 |
160926 |
50.15 |
50.15 |
50.15 |
50.15 |
+1.29 |
386 |
10,483 |
-215 |
Oct17 |
160926 |
50.36 |
50.36 |
50.36 |
50.36 |
+1.27 |
283 |
1,718 |
-65 |
Nov17 |
160926 |
50.58 |
50.58 |
50.58 |
50.58 |
+1.26 |
84 |
1,323 |
+25 |
Dec17 |
160926 |
50.44 |
51.02 |
50.27 |
50.80 |
+1.25 |
8,472 |
73,545 |
+3,450 |
Jan18 |
160926 |
50.95 |
50.95 |
50.95 |
50.95 |
+1.24 |
0 |
585 |
+0 |
Feb18 |
160926 |
51.11 |
51.11 |
51.11 |
51.11 |
+1.24 |
0 |
630 |
+0 |
Total Volume and Open Interest |
231,468 |
500,267 |
-4,723 |
US Dollar Index(ICE) |
Dec16 |
160926 |
95.390 |
95.445 |
95.020 |
95.210 |
-0.183 |
24,311 |
45,264 |
-254 |
Mar17 |
160926 |
95.250 |
95.350 |
94.945 |
95.140 |
-0.177 |
345 |
3,132 |
+108 |
Jun17 |
160926 |
94.950 |
95.070 |
94.950 |
95.070 |
-0.168 |
10 |
281 |
+5 |
Total Volume and Open Interest |
24,669 |
48,682 |
-138 |
Australian Dollar(CME) |
Dec16 |
160926 |
76.01 |
76.34 |
75.87 |
76.21 |
+0.19 |
89,106 |
93,434 |
+5,422 |
Mar17 |
160926 |
75.82 |
76.18 |
75.73 |
76.06 |
+0.19 |
104 |
420 |
+37 |
Jun17 |
160926 |
75.95 |
75.95 |
75.89 |
75.89 |
+0.18 |
|
|
|
Total Volume and Open Interest |
89,210 |
93,855 |
+5,459 |
British Pound(CME) |
Dec16 |
160926 |
129.82 |
130.06 |
129.35 |
129.87 |
+0.06 |
85,887 |
232,982 |
-2,772 |
Mar17 |
160926 |
130.00 |
130.30 |
129.62 |
130.11 |
+0.05 |
98 |
1,257 |
+41 |
Jun17 |
160926 |
130.40 |
130.54 |
130.03 |
130.40 |
+0.05 |
0 |
413 |
+0 |
Total Volume and Open Interest |
85,985 |
234,753 |
-2,731 |
Canadian Dollar(CME) |
Dec16 |
160926 |
75.94 |
76.16 |
75.54 |
75.62 |
-0.35 |
58,640 |
94,360 |
-2,852 |
Mar17 |
160926 |
75.98 |
76.20 |
75.61 |
75.67 |
-0.35 |
65 |
1,168 |
-14 |
Jun17 |
160926 |
75.95 |
76.24 |
75.71 |
75.73 |
-0.36 |
33 |
278 |
+10 |
Sep17 |
160926 |
75.80 |
76.30 |
75.78 |
75.80 |
-0.35 |
0 |
115 |
+0 |
Total Volume and Open Interest |
58,738 |
96,026 |
-2,856 |
Japanese Yen(CME) |
Dec16 |
160926 |
99.31 |
100.11 |
99.28 |
100.00 |
+0.72 |
99,984 |
143,285 |
+88 |
Mar17 |
160926 |
99.98 |
100.50 |
99.69 |
100.40 |
+0.71 |
69 |
413 |
+31 |
Jun17 |
160926 |
100.85 |
100.89 |
100.85 |
100.85 |
+0.71 |
22 |
101 |
-4 |
Total Volume and Open Interest |
100,075 |
143,827 |
+115 |
Swiss Franc(CME) |
Dec16 |
160926 |
103.56 |
103.98 |
103.47 |
103.71 |
+0.11 |
26,495 |
39,245 |
-2,127 |
Mar17 |
160926 |
104.30 |
104.51 |
104.02 |
104.25 |
+0.11 |
0 |
18 |
+0 |
Jun17 |
160926 |
104.89 |
105.02 |
104.89 |
104.89 |
+0.12 |
0 |
15 |
+0 |
Total Volume and Open Interest |
26,495 |
39,280 |
-2,127 |
EuroFX(CME) |
Dec16 |
160926 |
112.66 |
113.20 |
112.61 |
112.96 |
+0.24 |
164,867 |
317,362 |
-5,939 |
Mar17 |
160926 |
113.21 |
113.63 |
113.06 |
113.39 |
+0.23 |
496 |
2,189 |
-3 |
Jun17 |
160926 |
113.95 |
114.12 |
113.61 |
113.91 |
+0.24 |
115 |
1,039 |
+87 |
Total Volume and Open Interest |
165,478 |
320,625 |
-5,855 |
Mexican Peso(CME) |
Oct16 |
160926 |
501.50 |
501.50 |
501.50 |
501.50 |
-2.75 |
0 |
1 |
+0 |
Nov16 |
160926 |
500.00 |
500.00 |
500.00 |
500.00 |
-2.75 |
|
|
|
Total Volume and Open Interest |
51,958 |
159,384 |
+4,752 |
Brazilian Real(CME) |
Oct16 |
160926 |
310.25 |
310.30 |
307.00 |
307.75 |
-2.00 |
2,006 |
23,465 |
+774 |
Nov16 |
160926 |
306.75 |
306.75 |
305.25 |
305.25 |
-1.80 |
2 |
30 |
+0 |
Dec16 |
160926 |
303.50 |
303.50 |
302.50 |
302.70 |
-1.75 |
619 |
3,803 |
+12 |
Jan17 |
160926 |
300.05 |
300.05 |
300.05 |
300.05 |
-0.70 |
|
|
|
Total Volume and Open Interest |
2,627 |
27,298 |
+786 |
30-Year T-Bonds(CBOT) |
Dec16 |
160926 |
167~280 |
168~240 |
167~210 |
168~080 |
+0~140 |
246,224 |
566,641 |
+490 |
Mar17 |
160926 |
166~100 |
167~040 |
166~100 |
167~040 |
+0~140 |
0 |
5 |
+0 |
Jun17 |
160926 |
166~080 |
166~080 |
166~080 |
166~080 |
-0~140 |
|
|
|
Total Volume and Open Interest |
246,224 |
566,646 |
+490 |
10-Year T-Notes(CBOT) |
Dec16 |
160926 |
131~020 |
131~145 |
131~000 |
131~100 |
+0~090 |
1,077,100 |
2,748,950 |
+5,761 |
Mar17 |
160926 |
130~230 |
130~230 |
130~230 |
130~230 |
+0~160 |
0 |
4 |
+0 |
Jun17 |
160926 |
130~150 |
130~150 |
130~150 |
130~150 |
+0~080 |
|
|
|
Total Volume and Open Interest |
1,077,100 |
2,748,954 |
+5,761 |
5-Year T-Notes(CBOT) |
Sep16 |
160926 |
121~154 |
121~216 |
121~146 |
121~194 |
+0~042 |
5,102 |
46,664 |
-1,926 |
Dec16 |
160926 |
121~152 |
121~222 |
121~136 |
121~194 |
+0~046 |
522,467 |
2,752,516 |
+22,622 |
Mar17 |
160926 |
121~096 |
121~096 |
121~096 |
121~096 |
+0~046 |
|
|
|
Total Volume and Open Interest |
527,569 |
2,799,180 |
+20,696 |
2 Year T-Notes(CBOT) |
Sep16 |
160926 |
109~112 |
109~116 |
109~106 |
109~114 |
+0~012 |
278 |
4,766 |
-194 |
Dec16 |
160926 |
109~066 |
109~090 |
109~066 |
109~082 |
+0~014 |
225,276 |
992,268 |
+450 |
Mar17 |
160926 |
109~076 |
109~076 |
109~076 |
109~076 |
+0~014 |
|
|
|
Total Volume and Open Interest |
225,554 |
997,034 |
+256 |
Eurodollars(CME) |
Dec16 |
160926 |
99.080 |
99.100 |
99.075 |
99.095 |
+0.015 |
234,220 |
1,586,064 |
+2,767 |
Mar17 |
160926 |
99.045 |
99.065 |
99.040 |
99.055 |
+0.010 |
142,194 |
1,190,700 |
+10,771 |
Jun17 |
160926 |
99.005 |
99.025 |
99.000 |
99.015 |
+0.010 |
207,075 |
1,106,923 |
-10,117 |
Sep17 |
160926 |
98.970 |
98.995 |
98.965 |
98.985 |
+0.015 |
139,930 |
881,599 |
+594 |
Dec17 |
160926 |
98.925 |
98.955 |
98.925 |
98.945 |
+0.020 |
235,589 |
1,421,056 |
-29,399 |
Mar18 |
160926 |
98.905 |
98.940 |
98.905 |
98.925 |
+0.020 |
152,512 |
649,942 |
+2,987 |
Jun18 |
160926 |
98.870 |
98.910 |
98.870 |
98.895 |
+0.020 |
145,386 |
493,766 |
-852 |
Sep18 |
160926 |
98.840 |
98.880 |
98.840 |
98.865 |
+0.025 |
105,026 |
402,931 |
-600 |
Dec18 |
160926 |
98.800 |
98.840 |
98.800 |
98.825 |
+0.025 |
134,188 |
635,245 |
-5,736 |
Mar19 |
160926 |
98.775 |
98.820 |
98.775 |
98.800 |
+0.025 |
86,963 |
430,097 |
+442 |
Jun19 |
160926 |
98.745 |
98.790 |
98.740 |
98.770 |
+0.030 |
69,104 |
376,694 |
+3,958 |
Sep19 |
160926 |
98.700 |
98.755 |
98.700 |
98.735 |
+0.030 |
76,993 |
262,439 |
-156 |
Dec19 |
160926 |
98.660 |
98.715 |
98.660 |
98.695 |
+0.030 |
52,482 |
325,163 |
+2,742 |
Mar20 |
160926 |
98.630 |
98.685 |
98.630 |
98.665 |
+0.030 |
37,481 |
143,477 |
+1,056 |
Jun20 |
160926 |
98.590 |
98.645 |
98.590 |
98.625 |
+0.030 |
40,289 |
109,525 |
-377 |
Sep20 |
160926 |
98.555 |
98.605 |
98.555 |
98.585 |
+0.030 |
39,725 |
84,146 |
+3,173 |
Dec20 |
160926 |
98.505 |
98.560 |
98.505 |
98.540 |
+0.030 |
29,094 |
110,844 |
+298 |
Mar21 |
160926 |
98.470 |
98.520 |
98.465 |
98.500 |
+0.030 |
23,700 |
58,619 |
-172 |
Total Volume and Open Interest |
2,075,042 |
10,771,064 |
-22,925 |
Ultra T-Bond(CBOT) |
Sep16 |
160921 |
181~04 |
181~26 |
179~25 |
181~16 |
-0~03 |
891 |
2,673 |
-5,955 |
Dec16 |
160926 |
183~21 |
184~21 |
183~12 |
184~00 |
+0~11 |
81,354 |
600,155 |
+2,511 |
Mar17 |
160926 |
183~00 |
183~00 |
183~00 |
183~00 |
+0~11 |
|
|
|
Total Volume and Open Interest |
81,354 |
600,155 |
+2,511 |
Ultra 10-Yr T-Note(CBOT) |
Sep16 |
160921 |
143~160 |
143~210 |
143~000 |
143~170 |
-0~010 |
795 |
1,857 |
-858 |
Dec16 |
160926 |
144~000 |
144~185 |
143~295 |
144~115 |
+0~120 |
69,803 |
219,481 |
+8,058 |
Mar17 |
160926 |
144~105 |
144~105 |
144~105 |
144~105 |
+0~110 |
|
|
|
Total Volume and Open Interest |
69,803 |
219,481 |
+8,058 |
30 Day Federal Funds(CBOT) |
Sep16 |
160926 |
99.603 |
99.605 |
99.603 |
99.603 |
unch |
18,107 |
95,736 |
+4,362 |
Oct16 |
160926 |
99.605 |
99.610 |
99.605 |
99.610 |
unch |
24,573 |
319,579 |
-9,347 |
Nov16 |
160926 |
99.575 |
99.590 |
99.575 |
99.585 |
+0.005 |
38,714 |
201,882 |
-12,448 |
Dec16 |
160926 |
99.515 |
99.530 |
99.515 |
99.525 |
+0.010 |
11,444 |
101,167 |
+2,516 |
Jan17 |
160926 |
99.465 |
99.485 |
99.465 |
99.480 |
+0.015 |
32,828 |
151,542 |
-4,217 |
Feb17 |
160926 |
99.450 |
99.465 |
99.450 |
99.460 |
+0.015 |
5,108 |
65,804 |
+1,332 |
Total Volume and Open Interest |
145,739 |
1,132,925 |
-17,517 |
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 |
160926 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
160926 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160926 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160926 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160926 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160926 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
160926 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Sep18 |
160926 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec16 |
160926 |
151.77 |
151.95 |
151.74 |
151.94 |
+0.25 |
2,393 |
14,813 |
+576 |
Mar17 |
160926 |
151.86 |
151.86 |
151.86 |
151.86 |
+0.25 |
|
|
|
Jun17 |
160926 |
151.86 |
151.86 |
151.86 |
151.86 |
+0.25 |
|
|
|
Total Volume and Open Interest |
2,393 |
14,813 |
+576 |
Euro-Buxl(EUREX) |
Dec16 |
160926 |
191.18 |
192.56 |
190.84 |
191.84 |
+1.14 |
40,545 |
155,304 |
+1,139 |
Mar17 |
160926 |
190.54 |
190.80 |
190.00 |
190.16 |
+1.12 |
26 |
45 |
+1 |
Jun17 |
160926 |
188.84 |
188.84 |
188.84 |
188.84 |
+1.14 |
2 |
1 |
-1 |
Total Volume and Open Interest |
40,573 |
155,350 |
+1,139 |
Euro-Bund(EUREX) |
Dec16 |
160926 |
165.14 |
165.75 |
165.08 |
165.50 |
+0.47 |
775,871 |
1,801,501 |
+100,283 |
Mar17 |
160926 |
167.79 |
168.22 |
167.73 |
168.01 |
+0.51 |
5,285 |
39,743 |
+1,608 |
Jun17 |
160926 |
163.72 |
167.20 |
163.72 |
167.20 |
+0.47 |
|
|
|
Total Volume and Open Interest |
781,156 |
1,841,244 |
+101,891 |
Euro-Bobl(EUREX) |
Dec16 |
160926 |
131.95 |
132.12 |
131.93 |
132.03 |
+0.12 |
414,355 |
1,349,414 |
+4,234 |
Mar17 |
160926 |
133.66 |
133.79 |
133.66 |
133.79 |
+0.14 |
4 |
55 |
+2 |
Jun17 |
160926 |
132.28 |
132.28 |
132.28 |
132.28 |
+0.12 |
|
|
|
Total Volume and Open Interest |
414,359 |
1,349,469 |
+4,236 |
Euro-Schatz(EUREX) |
Dec16 |
160926 |
112.10 |
112.14 |
112.10 |
112.11 |
+0.02 |
199,762 |
1,142,878 |
+24,280 |
Mar17 |
160926 |
112.11 |
112.11 |
112.11 |
112.11 |
+0.02 |
|
|
|
Jun17 |
160926 |
112.11 |
112.11 |
112.11 |
112.11 |
+0.02 |
|
|
|
Total Volume and Open Interest |
199,762 |
1,142,878 |
+24,280 |
3-Mth Euribor(EUREX) |
Sep16 |
160919 |
100.300 |
100.300 |
100.300 |
100.300 |
-0.005 |
1 |
3,718 |
+0 |
Dec16 |
160926 |
100.320 |
100.320 |
100.320 |
100.320 |
unch |
71 |
3,418 |
+22 |
Mar17 |
160926 |
100.345 |
100.345 |
100.345 |
100.345 |
+0.005 |
0 |
3,235 |
+0 |
Total Volume and Open Interest |
215 |
74,092 |
-44 |
Long Gilt(LIFFE) |
Sep16 |
160926 |
131~29 |
131~29 |
131~29 |
131~29 |
+0~07 |
169 |
8,121 |
-149 |
Dec16 |
160926 |
130~26 |
131~01 |
130~20 |
130~24 |
+0~07 |
170,095 |
532,435 |
-917 |
Total Volume and Open Interest |
170,264 |
540,556 |
-1,066 |
3-Mth Short Sterling(LIFFE) |
Dec16 |
160926 |
99.69 |
99.69 |
99.68 |
99.69 |
+0.00 |
61,393 |
522,169 |
-3,723 |
Mar17 |
160926 |
99.74 |
99.74 |
99.73 |
99.74 |
+0.01 |
37,988 |
361,953 |
-2,156 |
Jun17 |
160926 |
99.75 |
99.76 |
99.74 |
99.76 |
+0.01 |
56,934 |
357,161 |
-1,337 |
Sep17 |
160926 |
99.76 |
99.78 |
99.76 |
99.77 |
+0.01 |
84,370 |
299,954 |
+5,304 |
Dec17 |
160926 |
99.77 |
99.78 |
99.76 |
99.77 |
+0.01 |
87,605 |
379,535 |
-7,795 |
Mar18 |
160926 |
99.76 |
99.78 |
99.76 |
99.77 |
+0.01 |
70,139 |
213,039 |
-5,623 |
Total Volume and Open Interest |
784,296 |
2,932,636 |
+15,586 |
3-Mth Euribor(LIFFE) |
Dec16 |
160926 |
100.320 |
100.325 |
100.315 |
100.315 |
unch |
83,174 |
412,308 |
+2,333 |
Mar17 |
160926 |
100.340 |
100.350 |
100.335 |
100.340 |
+0.005 |
44,923 |
392,838 |
+1,345 |
Jun17 |
160926 |
100.360 |
100.370 |
100.355 |
100.360 |
+0.005 |
66,534 |
410,665 |
+6,119 |
Total Volume and Open Interest |
779,178 |
3,025,505 |
+51,133 |
3-Mth Aus T-Bills(SFE) |
Dec16 |
160926 |
98.26 |
98.26 |
98.25 |
98.26 |
unch |
15,766 |
191,188 |
-2,872 |
Mar17 |
160926 |
98.30 |
98.32 |
98.30 |
98.32 |
+0.01 |
16,855 |
205,393 |
-789 |
Jun17 |
160926 |
98.32 |
98.34 |
98.32 |
98.34 |
+0.01 |
13,504 |
190,664 |
-1,637 |
Sep17 |
160926 |
98.33 |
98.35 |
98.33 |
98.35 |
+0.01 |
12,394 |
114,603 |
+619 |
Dec17 |
160926 |
98.34 |
98.36 |
98.34 |
98.36 |
+0.02 |
14,277 |
131,986 |
-2,164 |
Mar18 |
160926 |
98.33 |
98.34 |
98.33 |
98.34 |
+0.01 |
8,640 |
70,314 |
-514 |
Jun18 |
160926 |
98.30 |
98.32 |
98.30 |
98.32 |
+0.01 |
6,120 |
56,327 |
+106 |
Sep18 |
160926 |
98.27 |
98.29 |
98.27 |
98.29 |
+0.02 |
2,555 |
24,905 |
-852 |
Dec18 |
160926 |
98.23 |
98.26 |
98.23 |
98.25 |
+0.02 |
237 |
6,194 |
+48 |
Mar19 |
160926 |
98.21 |
98.22 |
98.21 |
98.22 |
+0.02 |
20 |
2,946 |
+3 |
Total Volume and Open Interest |
90,437 |
996,803 |
-8,327 |
10-Year Aus T-Bonds(SFE) |
Dec16 |
160926 |
98.00 |
98.03 |
97.98 |
98.02 |
+0.02 |
105,263 |
804,120 |
+11,524 |
Mar17 |
160926 |
98.02 |
98.02 |
98.02 |
98.02 |
+0.02 |
|
|
|
Total Volume and Open Interest |
105,263 |
804,120 |
+11,524 |
3-Year Aus T-Bonds(SFE) |
Dec16 |
160926 |
98.43 |
98.46 |
98.43 |
98.45 |
+0.01 |
149,816 |
791,379 |
+707 |
Mar17 |
160926 |
98.45 |
98.45 |
98.45 |
98.45 |
+0.01 |
|
|
|
Total Volume and Open Interest |
149,816 |
791,379 |
+707 |
Gold(CMX) |
Oct16 |
160926 |
1336.6 |
1341.8 |
1332.5 |
1339.8 |
+2.3 |
5,868 |
25,590 |
-1,659 |
Dec16 |
160926 |
1340.8 |
1346.1 |
1336.5 |
1344.1 |
+2.4 |
166,856 |
446,479 |
+11,225 |
Feb17 |
160926 |
1347.0 |
1349.8 |
1340.4 |
1347.9 |
+2.6 |
2,736 |
46,229 |
+62 |
Apr17 |
160926 |
1343.2 |
1352.8 |
1343.2 |
1351.1 |
+2.7 |
1,948 |
14,676 |
+25 |
Jun17 |
160926 |
1351.4 |
1355.2 |
1346.2 |
1354.1 |
+2.8 |
1,360 |
20,161 |
-12 |
Aug17 |
160926 |
1352.0 |
1358.7 |
1350.2 |
1357.0 |
+2.9 |
902 |
8,123 |
+498 |
Oct17 |
160926 |
1353.2 |
1359.6 |
1353.2 |
1359.6 |
+3.0 |
85 |
2,005 |
-18 |
Dec17 |
160926 |
1360.2 |
1363.4 |
1354.7 |
1362.1 |
+3.1 |
846 |
12,247 |
-300 |
Feb18 |
160926 |
1364.4 |
1364.4 |
1364.4 |
1364.4 |
+3.1 |
0 |
163 |
+0 |
Apr18 |
160926 |
1366.5 |
1366.5 |
1366.5 |
1366.5 |
+3.1 |
0 |
3 |
+0 |
Jun18 |
160926 |
1368.6 |
1368.6 |
1368.6 |
1368.6 |
+3.1 |
8 |
4,193 |
+5 |
Total Volume and Open Interest |
181,419 |
586,812 |
+10,066 |
Silver(CMX) |
Sep16 |
160926 |
1956.0 |
1956.0 |
1951.6 |
1951.6 |
-21.7 |
42 |
562 |
-21 |
Dec16 |
160926 |
1979.0 |
1982.5 |
1942.5 |
1959.6 |
-21.4 |
72,408 |
177,271 |
+4,338 |
Mar17 |
160926 |
1986.5 |
1990.0 |
1956.0 |
1971.1 |
-21.0 |
2,828 |
13,884 |
-110 |
May17 |
160926 |
1972.0 |
1991.0 |
1967.0 |
1978.4 |
-20.6 |
264 |
1,339 |
+165 |
Jul17 |
160926 |
1990.0 |
1993.5 |
1985.0 |
1985.5 |
-20.0 |
69 |
2,816 |
+33 |
Sep17 |
160926 |
1982.5 |
1992.5 |
1982.5 |
1991.8 |
-20.0 |
0 |
487 |
+1 |
Dec17 |
160926 |
1999.5 |
2009.5 |
1999.5 |
2000.5 |
-20.0 |
32 |
2,458 |
-1 |
Total Volume and Open Interest |
76,139 |
202,846 |
+4,455 |
Platinum(NYMEX) |
Oct16 |
160926 |
1057.6 |
1057.8 |
1036.6 |
1042.9 |
-14.1 |
16,639 |
33,492 |
-5,146 |
Jan17 |
160926 |
1060.5 |
1061.6 |
1040.9 |
1046.7 |
-14.2 |
5,644 |
37,697 |
+4,090 |
Apr17 |
160926 |
1060.0 |
1062.0 |
1047.2 |
1050.6 |
-13.7 |
25 |
2,547 |
-19 |
Jul17 |
160926 |
1053.8 |
1053.8 |
1053.8 |
1053.8 |
-13.7 |
0 |
29 |
+0 |
Total Volume and Open Interest |
22,313 |
73,770 |
-1,075 |
Palladium(NYMEX) |
Sep16 |
160926 |
696.05 |
696.05 |
696.05 |
696.05 |
-10.35 |
11 |
16 |
+1 |
Dec16 |
160926 |
700.90 |
702.40 |
688.00 |
696.15 |
-10.25 |
4,146 |
24,638 |
+423 |
Mar17 |
160926 |
702.45 |
702.45 |
694.15 |
697.65 |
-10.25 |
21 |
460 |
+2 |
Total Volume and Open Interest |
4,182 |
25,153 |
+426 |
Copper(CMX) |
Sep16 |
160926 |
218.00 |
219.00 |
217.85 |
219.00 |
-0.25 |
793 |
1,439 |
+1 |
Dec16 |
160926 |
220.25 |
220.50 |
218.15 |
219.85 |
-0.25 |
64,438 |
136,614 |
-2,891 |
Mar17 |
160926 |
221.10 |
221.30 |
219.15 |
220.85 |
-0.20 |
4,816 |
32,826 |
+907 |
May17 |
160926 |
220.50 |
221.70 |
219.80 |
221.55 |
-0.15 |
732 |
5,612 |
+80 |
Jul17 |
160926 |
222.00 |
222.10 |
221.60 |
222.10 |
-0.15 |
391 |
2,318 |
+87 |
Total Volume and Open Interest |
72,592 |
189,589 |
-1,445 |
E-mini DJIA Index(CBOT) |
Dec16 |
160926 |
18172 |
18203 |
17993 |
18014 |
-176 |
128,681 |
120,490 |
+1,593 |
Mar17 |
160926 |
18061 |
18128 |
17937 |
17953 |
-169 |
128 |
477 |
+3 |
Jun17 |
160926 |
17877 |
17877 |
17877 |
17877 |
-169 |
0 |
4 |
+0 |
Sep17 |
160926 |
17792 |
17792 |
17792 |
17792 |
-169 |
|
|
|
Total Volume and Open Interest |
128,809 |
120,971 |
+1,596 |
S & P 500(CME) |
Dec16 |
160926 |
2156.20 |
2159.20 |
2137.70 |
2139.70 |
-18.40 |
4,493 |
62,510 |
+721 |
Mar17 |
160926 |
2133.80 |
2133.80 |
2133.20 |
2133.80 |
-18.40 |
0 |
163 |
+0 |
Jun17 |
160926 |
2128.20 |
2128.20 |
2127.70 |
2128.20 |
-18.50 |
0 |
60 |
+0 |
Sep17 |
160926 |
2125.00 |
2125.00 |
2124.50 |
2125.00 |
-18.50 |
|
|
|
Total Volume and Open Interest |
4,493 |
62,733 |
+721 |
S & P 500 E-Mini(Globex) |
Dec16 |
160926 |
2156.25 |
2159.50 |
2136.75 |
2139.75 |
-18.25 |
1,523,998 |
2,912,107 |
+4,841 |
Mar17 |
160926 |
2151.50 |
2153.50 |
2131.00 |
2133.75 |
-18.50 |
1,399 |
5,071 |
+529 |
Jun17 |
160926 |
2135.00 |
2147.75 |
2125.75 |
2128.25 |
-18.50 |
15 |
401 |
-4 |
Sep17 |
160926 |
2125.00 |
2125.00 |
2125.00 |
2125.00 |
-18.50 |
2 |
9 |
+2 |
Total Volume and Open Interest |
1,525,414 |
2,917,588 |
+5,368 |
NASDAQ 100 E-Mini(Globex) |
Dec16 |
160926 |
4852.00 |
4859.50 |
4807.50 |
4815.00 |
-41.50 |
196,512 |
290,307 |
+12,138 |
Mar17 |
160926 |
4847.00 |
4853.00 |
4804.50 |
4810.80 |
-41.50 |
97 |
216 |
+34 |
Jun17 |
160926 |
4804.80 |
4804.80 |
4804.80 |
4804.80 |
-41.50 |
2 |
10 |
+2 |
Total Volume and Open Interest |
196,613 |
290,538 |
+12,176 |
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 |
160926 |
1548.00 |
1548.30 |
1536.10 |
1538.30 |
-8.70 |
20,922 |
82,838 |
+1,855 |
Mar17 |
160926 |
1536.40 |
1536.40 |
1535.80 |
1536.40 |
-8.70 |
|
|
|
Total Volume and Open Interest |
20,922 |
82,838 |
+1,855 |
Volatility Index(CBOE) |
Sep16 |
160921 |
15.90 |
16.10 |
15.20 |
15.30 |
-0.58 |
83,892 |
73,593 |
-14,529 |
Oct16 |
160926 |
15.40 |
16.70 |
15.30 |
16.27 |
+0.69 |
108,315 |
240,900 |
+0 |
Nov16 |
160926 |
17.05 |
17.79 |
16.87 |
17.38 |
+0.30 |
57,866 |
70,307 |
+0 |
Dec16 |
160926 |
17.75 |
18.30 |
17.61 |
17.93 |
+0.20 |
19,244 |
56,336 |
+0 |
Total Volume and Open Interest |
214,836 |
433,532 |
+0 |
Russell 2000(ICE) |
Dec16 |
160926 |
1248.40 |
1251.40 |
1236.30 |
1236.80 |
-13.50 |
91,792 |
330,404 |
+4,547 |
Mar17 |
160926 |
1236.50 |
1236.50 |
1233.30 |
1233.30 |
-13.50 |
1 |
269 |
+1 |
Jun17 |
160926 |
1230.30 |
1230.30 |
1230.30 |
1230.30 |
-13.50 |
0 |
170 |
+0 |
Total Volume and Open Interest |
91,793 |
330,982 |
+4,548 |
Nikkei 225(CME) |
Dec16 |
160926 |
16655 |
16655 |
16300 |
16330 |
-300 |
8,388 |
34,263 |
+705 |
Mar17 |
160926 |
16370 |
16370 |
16330 |
16330 |
-300 |
0 |
13 |
+0 |
Total Volume and Open Interest |
8,388 |
34,276 |
+705 |
Nikkei 225(SGX) |
Dec16 |
160926 |
16580 |
16610 |
16375 |
16385 |
-170 |
35,213 |
155,437 |
-1,906 |
Mar17 |
160926 |
16510 |
16530 |
16320 |
16350 |
-170 |
6 |
1,002 |
+6 |
Jun17 |
160926 |
16225 |
16225 |
16225 |
16225 |
-165 |
|
|
|
Total Volume and Open Interest |
100,965 |
165,409 |
-237 |
Nikkei 225(CME) Yen |
Sep16 |
160908 |
16990 |
17005 |
16830 |
16990 |
+20 |
87,426 |
48,721 |
-20,945 |
Dec16 |
160926 |
16595 |
16595 |
16245 |
16280 |
-300 |
37,098 |
53,344 |
+3,109 |
Mar17 |
160926 |
16500 |
16525 |
16185 |
16220 |
-300 |
87 |
50 |
+33 |
Total Volume and Open Interest |
37,185 |
53,400 |
+3,142 |
Nikkei 225(CME) e-Mini Yen |
Sep16 |
160908 |
16990 |
16990 |
16860 |
16990 |
+20 |
0 |
12 |
+0 |
Dec16 |
160926 |
16280 |
16280 |
16250 |
16280 |
-300 |
7 |
7 |
+2 |
Mar17 |
160926 |
16220 |
16220 |
16220 |
16220 |
-300 |
|
|
|
Total Volume and Open Interest |
7 |
7 |
+2 |
CAC 40(EURONEXT) |
Oct16 |
160926 |
4449.0 |
4454.5 |
4389.0 |
4395.5 |
-82.0 |
100,266 |
270,083 |
+5,635 |
Nov16 |
160926 |
4413.0 |
4413.0 |
4389.5 |
4392.5 |
-81.5 |
3,724 |
4,144 |
+3,379 |
Dec16 |
160926 |
4442.5 |
4442.5 |
4385.0 |
4387.0 |
-81.0 |
286 |
21,277 |
+57 |
Total Volume and Open Interest |
104,279 |
295,566 |
+9,071 |
Hang Seng Index(HKFE) |
Sep16 |
160926 |
23684 |
23715 |
23289 |
23315 |
-365 |
135,383 |
143,961 |
+2,047 |
Oct16 |
160926 |
23669 |
23710 |
23287 |
23311 |
-363 |
6,909 |
13,097 |
+3,001 |
Total Volume and Open Interest |
142,889 |
167,374 |
+5,180 |
DAX(EUREX) |
Dec16 |
160926 |
10550.0 |
10570.0 |
10369.0 |
10377.5 |
-240.5 |
118,325 |
172,751 |
+7,250 |
Mar17 |
160926 |
10500.0 |
10500.0 |
10372.0 |
10374.5 |
-240.5 |
243 |
1,115 |
+89 |
Jun17 |
160926 |
10466.0 |
10466.5 |
10399.0 |
10399.0 |
-239.0 |
2 |
44 |
+2 |
Total Volume and Open Interest |
118,570 |
173,910 |
+7,341 |
Mini-DAX(EUREX) |
Sep16 |
160916 |
10420.0 |
10427.0 |
10264.0 |
10264.0 |
-180.5 |
36,525 |
13,993 |
+636 |
Dec16 |
160926 |
10556.0 |
10570.0 |
10368.0 |
10377.5 |
-240.5 |
43,553 |
10,501 |
+693 |
Mar17 |
160926 |
10552.0 |
10565.0 |
10370.0 |
10374.5 |
-240.5 |
963 |
1,020 |
+717 |
Total Volume and Open Interest |
44,528 |
11,532 |
+1,415 |
FT-SE 100(EURONEXT) |
Dec16 |
160926 |
6866.50 |
6868.50 |
6765.50 |
6782.50 |
-91.00 |
109,698 |
682,062 |
+13,810 |
Mar17 |
160926 |
6740.00 |
6740.00 |
6722.00 |
6722.00 |
-91.00 |
114 |
900 |
+80 |
Jun17 |
160926 |
6655.00 |
6655.00 |
6655.00 |
6655.00 |
-91.00 |
|
|
|
Total Volume and Open Interest |
109,812 |
682,962 |
+13,890 |
SPI 200(SFE) |
Dec16 |
160926 |
5420.0 |
5424.0 |
5387.0 |
5417.0 |
-3.0 |
29,147 |
261,744 |
-1,064 |
Mar17 |
160926 |
5369.0 |
5369.0 |
5369.0 |
5369.0 |
-4.0 |
0 |
1,441 |
+0 |
Jun17 |
160926 |
5356.0 |
5356.0 |
5356.0 |
5356.0 |
-4.0 |
0 |
1,397 |
+0 |
Total Volume and Open Interest |
29,173 |
265,910 |
-1,062 |
FTSE MIB(ISE) |
Dec16 |
160926 |
16290.00 |
16295.00 |
16025.00 |
16155.00 |
-254.00 |
29,646 |
41,510 |
-1,779 |
Mar17 |
160926 |
16235.00 |
16235.00 |
16130.00 |
16133.00 |
-254.00 |
44 |
109 |
+14 |
Jun17 |
160926 |
15773.00 |
15773.00 |
15773.00 |
15773.00 |
-172.00 |
|
|
|
Total Volume and Open Interest |
29,690 |
41,619 |
-1,765 |
KOSPI 200(KFE) |
Dec16 |
160926 |
258.80 |
260.00 |
257.65 |
258.30 |
-0.70 |
113,938 |
128,783 |
-784 |
Mar17 |
160926 |
256.45 |
257.30 |
255.05 |
255.70 |
-0.55 |
302 |
3,076 |
+79 |
Jun17 |
160926 |
256.10 |
256.10 |
256.10 |
256.10 |
-0.85 |
0 |
816 |
+0 |
Total Volume and Open Interest |
114,240 |
135,661 |
-705 |
GSCI(CME) |
Oct16 |
160926 |
354.10 |
357.85 |
354.00 |
355.40 |
+4.20 |
532 |
14,798 |
+112 |
Nov16 |
160926 |
358.00 |
358.00 |
358.00 |
358.00 |
+4.20 |
0 |
50 |
+0 |
Dec16 |
160926 |
361.60 |
361.60 |
361.60 |
361.60 |
+4.20 |
|
|
|
Total Volume and Open Interest |
532 |
14,848 |
+112 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|