|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Tue September 27, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov16 |
160927 |
946.75 |
953.50 |
934.00 |
952.50 |
+7.25 |
138,512 |
348,353 |
+679 |
Jan17 |
160927 |
952.75 |
959.75 |
940.50 |
958.75 |
+7.25 |
31,490 |
100,484 |
+93 |
Mar17 |
160927 |
958.75 |
966.00 |
947.50 |
965.25 |
+8.00 |
20,778 |
69,663 |
-172 |
May17 |
160927 |
966.25 |
971.50 |
954.25 |
971.00 |
+8.00 |
6,710 |
44,624 |
+191 |
Jul17 |
160927 |
969.00 |
976.25 |
959.75 |
975.75 |
+7.75 |
8,264 |
50,726 |
+1,733 |
Aug17 |
160927 |
969.25 |
974.75 |
960.25 |
974.75 |
+7.75 |
490 |
1,946 |
+220 |
Sep17 |
160927 |
956.00 |
962.00 |
950.75 |
962.00 |
+7.50 |
247 |
872 |
+97 |
Nov17 |
160927 |
945.25 |
954.00 |
940.50 |
952.75 |
+7.50 |
5,899 |
29,125 |
+286 |
Jan18 |
160927 |
950.75 |
955.50 |
946.00 |
955.50 |
+7.50 |
27 |
762 |
+14 |
Mar18 |
160927 |
955.00 |
957.00 |
954.50 |
956.50 |
+7.50 |
5 |
170 |
+5 |
May18 |
160927 |
958.00 |
958.00 |
958.00 |
958.00 |
+7.25 |
0 |
68 |
+0 |
Jul18 |
160927 |
961.75 |
961.75 |
961.75 |
961.75 |
+7.00 |
0 |
136 |
+0 |
Aug18 |
160927 |
958.25 |
958.25 |
958.25 |
958.25 |
+6.75 |
0 |
17 |
+0 |
Sep18 |
160927 |
943.00 |
943.00 |
943.00 |
943.00 |
+6.75 |
0 |
17 |
+0 |
Total Volume and Open Interest |
212,422 |
647,215 |
+3,146 |
Soybean Meal(CBOT) |
Oct16 |
160927 |
298.10 |
299.90 |
294.30 |
299.30 |
+1.70 |
18,297 |
26,336 |
-2,157 |
Dec16 |
160927 |
298.00 |
299.90 |
294.10 |
299.60 |
+2.00 |
55,397 |
170,503 |
+2,037 |
Jan17 |
160927 |
299.20 |
301.00 |
295.40 |
300.80 |
+2.30 |
9,346 |
41,132 |
+1,320 |
Mar17 |
160927 |
300.70 |
302.80 |
297.60 |
302.60 |
+2.50 |
9,299 |
43,768 |
+1,610 |
May17 |
160927 |
302.10 |
304.40 |
299.70 |
304.00 |
+2.80 |
4,485 |
29,185 |
+517 |
Jul17 |
160927 |
303.40 |
306.00 |
301.40 |
305.40 |
+2.80 |
4,432 |
31,336 |
+969 |
Aug17 |
160927 |
303.90 |
306.30 |
302.00 |
305.50 |
+2.50 |
1,344 |
3,573 |
+127 |
Sep17 |
160927 |
303.70 |
306.00 |
302.00 |
305.20 |
+2.60 |
698 |
4,143 |
+118 |
Oct17 |
160927 |
301.00 |
304.10 |
298.80 |
302.50 |
+2.50 |
418 |
3,689 |
+79 |
Dec17 |
160927 |
301.60 |
304.50 |
299.70 |
303.00 |
+2.40 |
1,855 |
12,694 |
+406 |
Total Volume and Open Interest |
105,571 |
368,008 |
+5,026 |
Soybean Oil(CBOT) |
Oct16 |
160927 |
33.17 |
33.25 |
32.67 |
33.12 |
unch |
22,413 |
26,479 |
-3,839 |
Dec16 |
160927 |
33.37 |
33.49 |
32.90 |
33.35 |
unch |
74,561 |
220,988 |
+5,691 |
Jan17 |
160927 |
33.62 |
33.71 |
33.14 |
33.59 |
unch |
23,256 |
50,540 |
+1,621 |
Mar17 |
160927 |
33.90 |
33.91 |
33.38 |
33.83 |
unch |
15,602 |
50,376 |
+5,279 |
May17 |
160927 |
33.97 |
34.02 |
33.57 |
33.99 |
unch |
3,947 |
31,546 |
+651 |
Jul17 |
160927 |
34.23 |
34.23 |
33.73 |
34.15 |
unch |
4,061 |
19,537 |
-170 |
Aug17 |
160927 |
34.05 |
34.21 |
33.75 |
34.18 |
+0.01 |
642 |
3,419 |
-44 |
Sep17 |
160927 |
33.97 |
34.19 |
33.80 |
34.18 |
+0.03 |
218 |
2,854 |
-25 |
Oct17 |
160927 |
33.72 |
34.04 |
33.69 |
34.01 |
+0.02 |
159 |
2,257 |
+16 |
Dec17 |
160927 |
34.10 |
34.10 |
33.60 |
34.06 |
+0.05 |
1,286 |
7,859 |
-55 |
Total Volume and Open Interest |
146,158 |
416,153 |
+9,129 |
Canola(WCE) |
Nov16 |
160927 |
467.0 |
467.4 |
464.2 |
465.6 |
-1.8 |
16,932 |
129,904 |
+1,809 |
Jan17 |
160927 |
474.3 |
474.9 |
471.5 |
473.1 |
-1.5 |
4,536 |
30,737 |
+249 |
Mar17 |
160927 |
479.5 |
480.1 |
477.4 |
478.4 |
-1.5 |
711 |
11,046 |
+84 |
May17 |
160927 |
482.9 |
485.2 |
482.0 |
483.5 |
-1.4 |
554 |
8,402 |
+292 |
Jul17 |
160927 |
486.5 |
488.3 |
485.0 |
486.6 |
-1.8 |
1,041 |
10,223 |
+478 |
Total Volume and Open Interest |
24,494 |
197,799 |
+3,191 |
Corn(CBOT) |
Dec16 |
160927 |
329.25 |
332.50 |
327.25 |
331.75 |
+2.75 |
150,668 |
759,893 |
+1,719 |
Mar17 |
160927 |
339.00 |
342.25 |
337.25 |
341.75 |
+2.75 |
52,587 |
247,535 |
+6,365 |
May17 |
160927 |
345.75 |
349.25 |
344.25 |
348.75 |
+2.75 |
18,036 |
63,368 |
-1,505 |
Jul17 |
160927 |
353.00 |
356.25 |
351.50 |
355.75 |
+3.00 |
11,354 |
113,825 |
+2,385 |
Sep17 |
160927 |
359.75 |
363.00 |
358.50 |
362.75 |
+3.00 |
1,439 |
41,589 |
+208 |
Dec17 |
160927 |
368.50 |
372.50 |
367.75 |
372.00 |
+2.50 |
4,944 |
72,482 |
+363 |
Mar18 |
160927 |
379.25 |
382.25 |
378.25 |
381.75 |
+2.25 |
82 |
4,973 |
+2 |
May18 |
160927 |
385.00 |
387.25 |
385.00 |
387.25 |
+2.25 |
7 |
1,054 |
+0 |
Jul18 |
160927 |
388.50 |
391.25 |
388.00 |
391.25 |
+2.25 |
57 |
1,374 |
+5 |
Sep18 |
160927 |
388.00 |
390.50 |
387.25 |
390.50 |
+2.50 |
17 |
489 |
-1 |
Total Volume and Open Interest |
239,216 |
1,310,933 |
+9,546 |
Wheat(CBOT) |
Dec16 |
160927 |
397.25 |
405.00 |
394.00 |
404.00 |
+8.00 |
44,340 |
304,410 |
+22 |
Mar17 |
160927 |
421.00 |
427.25 |
416.75 |
426.00 |
+6.25 |
9,524 |
90,583 |
+451 |
May17 |
160927 |
434.50 |
440.25 |
430.75 |
439.50 |
+5.75 |
3,013 |
22,866 |
-454 |
Jul17 |
160927 |
444.75 |
449.25 |
440.50 |
448.50 |
+5.00 |
2,716 |
33,892 |
+440 |
Sep17 |
160927 |
457.75 |
462.75 |
454.75 |
462.50 |
+5.00 |
273 |
3,490 |
+15 |
Dec17 |
160927 |
476.25 |
481.50 |
473.25 |
481.00 |
+5.00 |
509 |
6,213 |
+47 |
Total Volume and Open Interest |
60,390 |
463,613 |
+524 |
Wheat(KCBT) |
Dec16 |
160927 |
414.75 |
420.25 |
410.75 |
419.25 |
+5.25 |
14,608 |
140,704 |
-2,443 |
Mar17 |
160927 |
431.25 |
436.75 |
427.25 |
436.00 |
+5.25 |
4,884 |
44,989 |
+320 |
May17 |
160927 |
441.75 |
446.75 |
437.50 |
446.00 |
+5.25 |
897 |
18,200 |
+118 |
Jul17 |
160927 |
451.75 |
456.50 |
447.75 |
456.00 |
+5.25 |
855 |
23,162 |
+379 |
Sep17 |
160927 |
465.00 |
470.00 |
463.50 |
469.50 |
+5.25 |
59 |
2,896 |
+3 |
Dec17 |
160927 |
483.50 |
488.75 |
481.00 |
488.75 |
+6.00 |
70 |
2,225 |
+12 |
Mar18 |
160927 |
500.00 |
500.00 |
500.00 |
500.00 |
+6.50 |
0 |
210 |
+0 |
Total Volume and Open Interest |
21,373 |
232,470 |
-1,611 |
Wheat(MGE) |
Dec16 |
160927 |
494.00 |
504.00 |
493.25 |
502.75 |
+8.25 |
6,638 |
29,328 |
-480 |
Mar17 |
160927 |
502.00 |
511.50 |
501.25 |
511.00 |
+9.00 |
2,254 |
16,037 |
+203 |
May17 |
160927 |
509.00 |
518.75 |
509.00 |
518.75 |
+9.25 |
357 |
7,848 |
+118 |
Jul17 |
160927 |
518.00 |
527.00 |
518.00 |
527.00 |
+9.25 |
125 |
3,505 |
+7 |
Sep17 |
160927 |
529.50 |
536.50 |
527.00 |
536.50 |
+9.50 |
202 |
3,434 |
+76 |
Dec17 |
160927 |
544.25 |
550.50 |
544.25 |
550.50 |
+9.25 |
21 |
2,110 |
+8 |
Total Volume and Open Interest |
9,597 |
62,268 |
-68 |
Oats(CBOT) |
Dec16 |
160927 |
174.00 |
175.25 |
172.50 |
174.50 |
+1.25 |
250 |
8,740 |
+15 |
Mar17 |
160927 |
185.00 |
185.00 |
184.00 |
184.75 |
unch |
16 |
1,919 |
+0 |
May17 |
160927 |
189.75 |
189.75 |
189.75 |
189.75 |
unch |
0 |
52 |
+0 |
Jul17 |
160927 |
197.75 |
197.75 |
197.75 |
197.75 |
+0.50 |
0 |
26 |
+0 |
Total Volume and Open Interest |
266 |
10,737 |
+15 |
Rough Rice(CBOT) |
Nov16 |
160927 |
9.70 |
9.80 |
9.65 |
9.78 |
+0.10 |
262 |
9,855 |
+5 |
Jan17 |
160927 |
9.94 |
10.04 |
9.90 |
10.02 |
+0.10 |
58 |
1,076 |
-3 |
Mar17 |
160927 |
10.15 |
10.26 |
10.15 |
10.26 |
+0.11 |
0 |
81 |
+0 |
May17 |
160927 |
10.46 |
10.46 |
10.46 |
10.46 |
+0.11 |
0 |
7 |
+0 |
Total Volume and Open Interest |
320 |
11,019 |
+2 |
Live Cattle(CME) |
Oct16 |
160927 |
106.300 |
106.300 |
103.830 |
103.830 |
-3.000 |
19,710 |
41,370 |
-2,947 |
Dec16 |
160927 |
105.535 |
105.680 |
103.135 |
103.135 |
-3.000 |
30,780 |
116,937 |
+3,232 |
Feb17 |
160927 |
105.850 |
105.885 |
103.300 |
103.650 |
-2.650 |
11,273 |
48,312 |
+230 |
Apr17 |
160927 |
105.330 |
105.385 |
103.080 |
103.385 |
-2.400 |
7,078 |
35,357 |
+799 |
Jun17 |
160927 |
98.535 |
98.580 |
96.500 |
97.000 |
-1.980 |
1,715 |
11,792 |
+108 |
Aug17 |
160927 |
96.680 |
96.830 |
95.000 |
95.450 |
-1.835 |
669 |
6,850 |
+96 |
Total Volume and Open Interest |
71,470 |
261,942 |
+1,656 |
Feeder Cattle(CME) |
Sep16 |
160927 |
135.650 |
135.825 |
134.700 |
134.825 |
-1.225 |
1,003 |
1,669 |
-338 |
Oct16 |
160927 |
130.380 |
130.750 |
126.550 |
126.850 |
-4.200 |
6,583 |
15,170 |
-1,313 |
Nov16 |
160927 |
127.285 |
127.450 |
123.385 |
123.385 |
-4.500 |
5,358 |
15,764 |
+1,545 |
Jan17 |
160927 |
122.730 |
122.900 |
119.000 |
119.230 |
-4.155 |
1,351 |
5,563 |
+197 |
Mar17 |
160927 |
121.350 |
121.550 |
117.900 |
118.100 |
-3.750 |
766 |
4,149 |
+5 |
Apr17 |
160927 |
120.830 |
120.885 |
118.080 |
118.080 |
-3.555 |
147 |
617 |
+11 |
May17 |
160927 |
120.250 |
120.250 |
117.385 |
118.050 |
-3.050 |
139 |
681 |
+51 |
Total Volume and Open Interest |
15,387 |
43,767 |
+187 |
Lean Hogs(CME) |
Oct16 |
160927 |
53.300 |
53.850 |
51.500 |
51.700 |
-1.350 |
9,382 |
34,255 |
-1,371 |
Dec16 |
160927 |
48.785 |
49.300 |
46.285 |
46.450 |
-2.150 |
14,087 |
122,683 |
+1,077 |
Feb17 |
160927 |
52.950 |
53.500 |
51.150 |
51.300 |
-1.650 |
4,579 |
36,042 |
+714 |
Apr17 |
160927 |
59.100 |
59.600 |
57.600 |
57.700 |
-1.500 |
2,546 |
23,781 |
+861 |
May17 |
160927 |
66.635 |
66.635 |
65.330 |
65.385 |
-0.945 |
25 |
486 |
+16 |
Jun17 |
160927 |
70.350 |
70.800 |
69.050 |
69.200 |
-1.335 |
365 |
5,933 |
+54 |
Jul17 |
160927 |
69.930 |
70.050 |
68.680 |
68.680 |
-1.070 |
44 |
903 |
-2 |
Aug17 |
160927 |
69.500 |
69.500 |
67.900 |
67.900 |
-1.400 |
40 |
660 |
+13 |
Total Volume and Open Interest |
31,081 |
225,246 |
+1,372 |
Class III Milk(CME) |
Sep16 |
160927 |
16.40 |
16.40 |
16.38 |
16.38 |
unch |
34 |
5,148 |
+5 |
Oct16 |
160927 |
15.32 |
15.40 |
15.12 |
15.20 |
-0.14 |
185 |
4,849 |
-41 |
Nov16 |
160927 |
15.57 |
15.63 |
15.32 |
15.43 |
-0.14 |
233 |
4,372 |
+26 |
Dec16 |
160927 |
15.45 |
15.50 |
15.20 |
15.27 |
-0.17 |
198 |
3,578 |
+37 |
Jan17 |
160927 |
15.27 |
15.30 |
15.09 |
15.16 |
-0.17 |
196 |
2,113 |
+164 |
Feb17 |
160927 |
15.41 |
15.41 |
15.25 |
15.34 |
-0.11 |
192 |
2,139 |
+171 |
Mar17 |
160927 |
15.50 |
15.50 |
15.38 |
15.44 |
-0.10 |
83 |
1,891 |
+60 |
Apr17 |
160927 |
15.62 |
15.63 |
15.54 |
15.60 |
-0.06 |
27 |
1,647 |
+24 |
May17 |
160927 |
15.82 |
15.85 |
15.75 |
15.85 |
+0.01 |
61 |
1,525 |
+32 |
Jun17 |
160927 |
16.06 |
16.07 |
15.95 |
16.06 |
-0.01 |
44 |
1,399 |
+36 |
Jul17 |
160927 |
16.36 |
16.37 |
16.28 |
16.29 |
-0.07 |
63 |
838 |
+52 |
Aug17 |
160927 |
16.54 |
16.55 |
16.45 |
16.49 |
-0.05 |
15 |
748 |
+6 |
Sep17 |
160927 |
16.64 |
16.65 |
16.56 |
16.56 |
-0.08 |
13 |
772 |
+4 |
Total Volume and Open Interest |
1,446 |
32,483 |
+606 |
Cocoa(ICE) |
Dec16 |
160927 |
2845 |
2876 |
2831 |
2868 |
+23 |
23,720 |
101,006 |
+233 |
Mar17 |
160927 |
2815 |
2847 |
2804 |
2839 |
+22 |
7,941 |
77,461 |
+587 |
May17 |
160927 |
2808 |
2840 |
2798 |
2832 |
+21 |
2,710 |
17,249 |
-153 |
Jul17 |
160927 |
2803 |
2835 |
2801 |
2829 |
+20 |
492 |
7,675 |
+37 |
Sep17 |
160927 |
2810 |
2828 |
2810 |
2825 |
+19 |
104 |
5,965 |
+55 |
Dec17 |
160927 |
2819 |
2822 |
2817 |
2817 |
+18 |
50 |
4,289 |
+5 |
Mar18 |
160927 |
2814 |
2816 |
2809 |
2809 |
+17 |
28 |
3,815 |
+28 |
Total Volume and Open Interest |
35,045 |
217,512 |
+792 |
Coffee "C"(ICE) |
Dec16 |
160927 |
153.25 |
154.35 |
151.50 |
153.70 |
+0.15 |
22,808 |
106,976 |
-1,284 |
Mar17 |
160927 |
156.75 |
157.65 |
154.80 |
157.00 |
+0.15 |
6,789 |
38,902 |
+144 |
May17 |
160927 |
158.75 |
159.50 |
156.80 |
158.85 |
+0.10 |
2,897 |
19,006 |
+618 |
Jul17 |
160927 |
160.00 |
161.10 |
158.60 |
160.55 |
+0.15 |
744 |
5,666 |
+19 |
Sep17 |
160927 |
161.75 |
162.50 |
160.35 |
161.90 |
+0.10 |
243 |
4,488 |
-10 |
Dec17 |
160927 |
162.90 |
164.05 |
162.90 |
163.70 |
+0.10 |
162 |
6,457 |
+57 |
Total Volume and Open Interest |
33,656 |
183,321 |
-450 |
Orange Juice(ICE) |
Nov16 |
160927 |
202.30 |
209.85 |
202.30 |
209.30 |
+4.95 |
636 |
13,952 |
-67 |
Jan17 |
160927 |
198.50 |
204.45 |
198.50 |
202.90 |
+2.45 |
92 |
2,005 |
+29 |
Mar17 |
160927 |
197.55 |
199.85 |
197.40 |
199.70 |
+1.70 |
1 |
512 |
+1 |
May17 |
160927 |
196.00 |
196.85 |
196.00 |
196.05 |
+0.35 |
0 |
172 |
+0 |
Jul17 |
160927 |
192.50 |
192.50 |
191.15 |
191.15 |
-1.65 |
0 |
3 |
+0 |
Sep17 |
160927 |
190.65 |
190.65 |
190.65 |
190.65 |
-1.65 |
|
|
|
Total Volume and Open Interest |
729 |
16,646 |
-37 |
Sugar #11(ICE) |
Oct16 |
160927 |
22.64 |
23.12 |
22.37 |
23.02 |
+0.48 |
41,480 |
71,145 |
-16,007 |
Mar17 |
160927 |
23.13 |
23.55 |
22.84 |
23.44 |
+0.32 |
70,512 |
483,742 |
+6,397 |
May17 |
160927 |
22.39 |
22.69 |
22.09 |
22.60 |
+0.23 |
14,873 |
132,937 |
+994 |
Jul17 |
160927 |
21.54 |
21.73 |
21.24 |
21.66 |
+0.13 |
8,239 |
87,699 |
+1,961 |
Oct17 |
160927 |
20.95 |
21.08 |
20.67 |
21.03 |
+0.08 |
2,485 |
57,982 |
+523 |
Mar18 |
160927 |
20.50 |
20.65 |
20.26 |
20.60 |
+0.05 |
1,047 |
25,627 |
-75 |
May18 |
160927 |
19.72 |
19.83 |
19.45 |
19.78 |
+0.03 |
291 |
8,564 |
+66 |
Jul18 |
160927 |
19.00 |
19.12 |
18.81 |
19.08 |
+0.01 |
78 |
4,932 |
-19 |
Total Volume and Open Interest |
139,099 |
879,671 |
-6,139 |
London Cocoa(LCE) |
Dec16 |
160927 |
2275 |
2290 |
2266 |
2285 |
+12 |
17,320 |
98,233 |
-1,238 |
Mar17 |
160927 |
2220 |
2238 |
2215 |
2233 |
+12 |
10,704 |
74,767 |
+700 |
May17 |
160927 |
2219 |
2236 |
2215 |
2232 |
+12 |
4,439 |
37,872 |
+640 |
Jul17 |
160927 |
2220 |
2239 |
2218 |
2233 |
+12 |
1,281 |
10,402 |
+134 |
Sep17 |
160927 |
2219 |
2227 |
2219 |
2226 |
+12 |
817 |
14,998 |
+77 |
Dec17 |
160927 |
2198 |
2206 |
2197 |
2205 |
+14 |
532 |
7,036 |
+124 |
Mar18 |
160927 |
2193 |
2193 |
2179 |
2193 |
+14 |
16 |
62 |
+8 |
Total Volume and Open Interest |
35,109 |
243,370 |
+445 |
London Sugar(LCE) |
Dec16 |
160927 |
599.50 |
605.90 |
590.30 |
605.20 |
+6.30 |
3,745 |
37,105 |
+552 |
Mar17 |
160927 |
601.90 |
607.80 |
593.10 |
607.10 |
+6.40 |
1,707 |
22,419 |
+20 |
May17 |
160927 |
594.50 |
597.80 |
584.80 |
597.30 |
+5.30 |
676 |
13,179 |
+157 |
Aug17 |
160927 |
578.60 |
580.70 |
569.60 |
580.20 |
+3.00 |
352 |
6,788 |
+113 |
Oct17 |
160927 |
558.90 |
560.70 |
552.80 |
559.50 |
+1.40 |
140 |
4,467 |
+29 |
Total Volume and Open Interest |
6,637 |
86,014 |
+869 |
Cotton(ICE) |
Oct16 |
160927 |
69.39 |
69.39 |
69.39 |
69.39 |
+0.23 |
106 |
9 |
-78 |
Dec16 |
160927 |
70.07 |
70.77 |
69.36 |
69.74 |
-0.34 |
15,655 |
165,767 |
+259 |
Mar17 |
160927 |
70.53 |
71.15 |
69.84 |
70.24 |
-0.30 |
4,557 |
51,856 |
+1,387 |
May17 |
160927 |
70.85 |
71.52 |
70.33 |
70.67 |
-0.29 |
927 |
10,913 |
+92 |
Jul17 |
160927 |
70.87 |
71.52 |
70.39 |
70.72 |
-0.26 |
774 |
7,998 |
+77 |
Oct17 |
160927 |
70.11 |
70.11 |
70.11 |
70.11 |
-0.28 |
|
|
|
Total Volume and Open Interest |
22,776 |
250,868 |
+1,962 |
Lumber(CME) |
Nov16 |
160927 |
327.0 |
329.0 |
321.7 |
326.2 |
-0.9 |
440 |
2,850 |
-1 |
Jan17 |
160927 |
334.6 |
336.3 |
330.6 |
334.3 |
-0.7 |
182 |
563 |
+43 |
Mar17 |
160927 |
340.0 |
340.0 |
335.1 |
339.9 |
+0.3 |
12 |
106 |
+7 |
May17 |
160927 |
338.8 |
338.8 |
338.8 |
338.8 |
-2.8 |
3 |
18 |
+0 |
Total Volume and Open Interest |
637 |
3,554 |
+49 |
Crude Oil(NYM) |
Nov16 |
160927 |
45.62 |
45.96 |
44.19 |
44.67 |
-1.26 |
718,395 |
531,477 |
-9,897 |
Dec16 |
160927 |
46.16 |
46.51 |
44.76 |
45.24 |
-1.25 |
205,352 |
300,622 |
+6,706 |
Jan17 |
160927 |
46.77 |
47.09 |
45.35 |
45.82 |
-1.26 |
59,960 |
141,699 |
+3,711 |
Feb17 |
160927 |
47.41 |
47.63 |
45.95 |
46.38 |
-1.28 |
36,435 |
80,239 |
+625 |
Mar17 |
160927 |
47.78 |
48.20 |
46.50 |
46.92 |
-1.29 |
34,768 |
141,256 |
+1,863 |
Apr17 |
160927 |
48.29 |
48.66 |
46.99 |
47.39 |
-1.29 |
15,514 |
44,051 |
+861 |
May17 |
160927 |
48.67 |
49.00 |
47.46 |
47.79 |
-1.28 |
12,551 |
33,489 |
-292 |
Jun17 |
160927 |
49.05 |
49.39 |
47.73 |
48.13 |
-1.27 |
37,927 |
115,845 |
-825 |
Jul17 |
160927 |
49.28 |
49.38 |
48.07 |
48.43 |
-1.25 |
8,248 |
24,092 |
+2,440 |
Aug17 |
160927 |
49.84 |
49.87 |
48.42 |
48.70 |
-1.22 |
4,397 |
19,580 |
+972 |
Sep17 |
160927 |
49.57 |
49.57 |
48.65 |
48.96 |
-1.19 |
7,758 |
37,070 |
+81 |
Oct17 |
160927 |
49.20 |
49.34 |
49.16 |
49.20 |
-1.16 |
2,324 |
16,701 |
+88 |
Nov17 |
160927 |
49.44 |
49.44 |
49.44 |
49.44 |
-1.14 |
1,836 |
16,619 |
-131 |
Dec17 |
160927 |
50.51 |
50.84 |
49.28 |
49.68 |
-1.12 |
32,294 |
164,168 |
+2,237 |
Jan18 |
160927 |
49.85 |
49.85 |
49.85 |
49.85 |
-1.10 |
866 |
16,277 |
+281 |
Feb18 |
160927 |
50.02 |
50.02 |
50.02 |
50.02 |
-1.09 |
336 |
5,239 |
+159 |
Total Volume and Open Interest |
1,190,321 |
1,822,505 |
+9,963 |
e-miNY Crude Oil(NYM) |
Nov16 |
160927 |
45.625 |
45.975 |
44.200 |
44.675 |
-1.250 |
13,883 |
2,256 |
+137 |
Dec16 |
160927 |
46.275 |
46.500 |
44.775 |
45.250 |
-1.250 |
819 |
1,008 |
+95 |
Jan17 |
160927 |
46.825 |
47.050 |
45.375 |
45.825 |
-1.250 |
21 |
196 |
-3 |
Feb17 |
160927 |
46.375 |
46.700 |
46.025 |
46.375 |
-1.275 |
1 |
196 |
+1 |
Mar17 |
160927 |
47.875 |
47.875 |
46.575 |
46.925 |
-1.275 |
0 |
171 |
+0 |
Apr17 |
160927 |
48.375 |
48.375 |
47.050 |
47.400 |
-1.275 |
1 |
141 |
+1 |
May17 |
160927 |
47.800 |
47.800 |
47.450 |
47.800 |
-1.275 |
6 |
59 |
-2 |
Jun17 |
160927 |
49.400 |
49.400 |
47.800 |
48.125 |
-1.275 |
8 |
137 |
-2 |
Jul17 |
160927 |
48.425 |
48.425 |
48.125 |
48.425 |
-1.250 |
4 |
75 |
-4 |
Aug17 |
160927 |
48.700 |
48.700 |
48.400 |
48.700 |
-1.225 |
4 |
87 |
-4 |
Total Volume and Open Interest |
14,749 |
4,595 |
+221 |
NY Harbor ULSD(NYM) |
Oct16 |
160927 |
143.76 |
144.57 |
139.67 |
140.99 |
-3.91 |
26,985 |
24,711 |
-6,140 |
Nov16 |
160927 |
144.91 |
145.50 |
140.44 |
141.61 |
-4.18 |
59,213 |
107,846 |
+5,155 |
Dec16 |
160927 |
146.39 |
146.70 |
141.80 |
142.84 |
-4.16 |
27,848 |
69,440 |
+2,158 |
Jan17 |
160927 |
147.30 |
148.05 |
143.39 |
144.29 |
-4.16 |
15,719 |
48,042 |
+2,061 |
Feb17 |
160927 |
148.77 |
148.77 |
144.61 |
145.47 |
-4.12 |
7,517 |
23,918 |
+214 |
Mar17 |
160927 |
149.10 |
149.10 |
145.30 |
146.06 |
-4.06 |
5,303 |
34,314 |
+942 |
Apr17 |
160927 |
147.19 |
147.40 |
145.36 |
145.98 |
-3.99 |
1,802 |
13,638 |
+287 |
May17 |
160927 |
147.71 |
147.71 |
145.78 |
146.32 |
-3.88 |
664 |
9,327 |
-62 |
Jun17 |
160927 |
149.47 |
149.47 |
146.14 |
146.89 |
-3.75 |
1,565 |
25,062 |
-13 |
Jul17 |
160927 |
148.50 |
148.57 |
147.76 |
147.90 |
-3.66 |
83 |
3,048 |
-1 |
Aug17 |
160927 |
150.20 |
150.20 |
149.07 |
149.07 |
-3.57 |
44 |
1,849 |
-3 |
Sep17 |
160927 |
149.85 |
150.36 |
149.85 |
150.36 |
-3.47 |
41 |
2,982 |
+1 |
Oct17 |
160927 |
151.61 |
151.61 |
151.61 |
151.61 |
-3.41 |
56 |
2,336 |
+16 |
Nov17 |
160927 |
153.61 |
153.61 |
152.75 |
152.75 |
-3.36 |
89 |
1,881 |
-20 |
Total Volume and Open Interest |
148,698 |
404,425 |
+4,779 |
RBOB Gasoline(NYM) |
Oct16 |
160927 |
139.86 |
141.18 |
136.55 |
139.37 |
-0.87 |
42,226 |
38,955 |
-6,426 |
Nov16 |
160927 |
138.06 |
138.44 |
134.71 |
136.26 |
-2.31 |
85,880 |
136,952 |
+2,137 |
Dec16 |
160927 |
135.68 |
135.68 |
132.02 |
133.34 |
-2.56 |
47,437 |
75,255 |
-2,338 |
Jan17 |
160927 |
134.41 |
134.98 |
131.49 |
132.81 |
-2.58 |
17,229 |
36,715 |
+2,183 |
Feb17 |
160927 |
134.41 |
134.62 |
132.65 |
133.94 |
-2.62 |
6,666 |
14,645 |
+569 |
Mar17 |
160927 |
136.21 |
136.93 |
135.00 |
136.24 |
-2.67 |
5,941 |
23,619 |
-544 |
Apr17 |
160927 |
156.00 |
156.22 |
153.39 |
154.51 |
-2.78 |
1,768 |
19,852 |
-48 |
May17 |
160927 |
155.47 |
156.08 |
154.53 |
155.56 |
-2.80 |
489 |
7,299 |
+56 |
Jun17 |
160927 |
157.34 |
157.54 |
154.09 |
155.27 |
-2.84 |
967 |
13,802 |
+282 |
Jul17 |
160927 |
154.93 |
155.03 |
153.66 |
154.39 |
-2.85 |
185 |
2,530 |
+106 |
Total Volume and Open Interest |
209,896 |
397,234 |
-4,073 |
e-miNY RBOB Gasoline(NYM) |
Oct16 |
160927 |
139.37 |
139.37 |
139.37 |
139.37 |
-0.87 |
0 |
1 |
+0 |
Nov16 |
160927 |
136.26 |
136.26 |
136.26 |
136.26 |
-2.31 |
|
|
|
Dec16 |
160927 |
133.34 |
133.34 |
133.34 |
133.34 |
-2.56 |
|
|
|
Jan17 |
160927 |
132.81 |
132.81 |
132.81 |
132.81 |
-2.58 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Oct16 |
160927 |
3.011 |
3.023 |
2.977 |
2.996 |
-0.001 |
93,791 |
24,065 |
-22,162 |
Nov16 |
160927 |
3.073 |
3.079 |
3.032 |
3.050 |
-0.005 |
99,222 |
280,345 |
+5,067 |
Dec16 |
160927 |
3.270 |
3.270 |
3.219 |
3.242 |
-0.008 |
30,200 |
94,464 |
+1,310 |
Jan17 |
160927 |
3.382 |
3.387 |
3.339 |
3.368 |
-0.003 |
25,476 |
154,932 |
+2,232 |
Feb17 |
160927 |
3.389 |
3.389 |
3.341 |
3.369 |
-0.005 |
8,184 |
41,402 |
+878 |
Mar17 |
160927 |
3.326 |
3.333 |
3.290 |
3.319 |
-0.005 |
16,366 |
98,536 |
+1,316 |
Apr17 |
160927 |
3.064 |
3.065 |
3.028 |
3.057 |
+0.001 |
17,520 |
91,446 |
-66 |
May17 |
160927 |
3.012 |
3.014 |
2.986 |
3.014 |
-0.001 |
4,255 |
31,244 |
-173 |
Jun17 |
160927 |
3.041 |
3.044 |
3.015 |
3.041 |
-0.003 |
2,136 |
29,928 |
+679 |
Jul17 |
160927 |
3.067 |
3.069 |
3.042 |
3.066 |
-0.004 |
1,652 |
19,508 |
+447 |
Aug17 |
160927 |
3.074 |
3.074 |
3.046 |
3.070 |
-0.005 |
957 |
16,673 |
+11 |
Sep17 |
160927 |
3.053 |
3.055 |
3.028 |
3.052 |
-0.005 |
1,776 |
19,270 |
+477 |
Oct17 |
160927 |
3.074 |
3.075 |
3.044 |
3.071 |
-0.004 |
6,079 |
43,118 |
-296 |
Nov17 |
160927 |
3.120 |
3.122 |
3.103 |
3.120 |
-0.005 |
3,755 |
14,845 |
-688 |
Dec17 |
160927 |
3.253 |
3.253 |
3.234 |
3.249 |
-0.007 |
1,935 |
20,653 |
-293 |
Jan18 |
160927 |
3.361 |
3.361 |
3.337 |
3.350 |
-0.009 |
3,410 |
15,849 |
-535 |
Total Volume and Open Interest |
323,007 |
1,069,502 |
-10,835 |
Brent Crude Oil(ICE) |
Nov16 |
160927 |
47.06 |
47.28 |
45.63 |
45.97 |
-1.38 |
306,857 |
152,754 |
-20,387 |
Dec16 |
160927 |
47.71 |
47.89 |
46.17 |
46.52 |
-1.41 |
309,962 |
542,973 |
+16,410 |
Jan17 |
160927 |
48.17 |
48.42 |
46.71 |
47.07 |
-1.38 |
77,382 |
244,282 |
+1,156 |
Feb17 |
160927 |
48.57 |
48.92 |
47.22 |
47.59 |
-1.37 |
46,012 |
125,881 |
+147 |
Mar17 |
160927 |
49.19 |
49.40 |
47.75 |
48.10 |
-1.35 |
53,848 |
180,933 |
+1,211 |
Apr17 |
160927 |
49.62 |
49.87 |
48.24 |
48.58 |
-1.35 |
21,621 |
65,029 |
+3,628 |
May17 |
160927 |
50.04 |
50.29 |
48.68 |
48.99 |
-1.36 |
14,361 |
51,096 |
-27 |
Jun17 |
160927 |
50.43 |
50.69 |
49.05 |
49.37 |
-1.34 |
48,732 |
131,045 |
+2,187 |
Jul17 |
160927 |
50.79 |
50.79 |
49.41 |
49.72 |
-1.32 |
3,830 |
32,972 |
-106 |
Aug17 |
160927 |
50.26 |
50.26 |
50.02 |
50.02 |
-1.30 |
2,268 |
24,258 |
+263 |
Sep17 |
160927 |
50.46 |
50.46 |
50.27 |
50.27 |
-1.28 |
4,466 |
50,171 |
-1,690 |
Oct17 |
160927 |
50.49 |
50.49 |
50.49 |
50.49 |
-1.26 |
1,023 |
21,773 |
-134 |
Nov17 |
160927 |
50.71 |
50.71 |
50.71 |
50.71 |
-1.24 |
696 |
20,122 |
-16 |
Dec17 |
160927 |
51.84 |
52.09 |
50.58 |
50.90 |
-1.22 |
47,940 |
195,630 |
-433 |
Total Volume and Open Interest |
960,402 |
2,151,671 |
+2,690 |
Gas Oil(ICE) |
Oct16 |
160927 |
421.75 |
423.75 |
409.25 |
410.00 |
-15.75 |
60,843 |
122,223 |
-6,278 |
Nov16 |
160927 |
423.50 |
425.50 |
410.75 |
411.50 |
-16.00 |
81,740 |
127,490 |
+9,502 |
Dec16 |
160927 |
424.50 |
426.75 |
412.25 |
412.75 |
-16.00 |
56,926 |
188,926 |
+7,980 |
Jan17 |
160927 |
428.50 |
430.25 |
416.25 |
416.75 |
-15.50 |
22,712 |
71,303 |
+3,053 |
Feb17 |
160927 |
431.25 |
434.00 |
420.25 |
420.75 |
-15.25 |
9,395 |
37,137 |
+91 |
Mar17 |
160927 |
434.50 |
437.25 |
423.75 |
424.00 |
-15.00 |
10,420 |
35,686 |
-754 |
Apr17 |
160927 |
437.25 |
438.75 |
426.50 |
426.75 |
-15.00 |
3,667 |
20,400 |
-99 |
May17 |
160927 |
440.00 |
442.75 |
429.50 |
429.50 |
-15.00 |
4,578 |
16,120 |
+978 |
Jun17 |
160927 |
442.50 |
445.25 |
432.25 |
432.25 |
-14.75 |
10,086 |
50,571 |
+321 |
Jul17 |
160927 |
443.00 |
443.25 |
436.00 |
436.25 |
-14.50 |
1,035 |
16,455 |
+217 |
Total Volume and Open Interest |
275,310 |
871,340 |
+15,538 |
Ethanol(CBOT) |
Oct16 |
160927 |
1.560 |
1.578 |
1.560 |
1.574 |
+0.025 |
245 |
503 |
-153 |
Nov16 |
160927 |
1.490 |
1.507 |
1.490 |
1.507 |
+0.025 |
397 |
1,511 |
+271 |
Dec16 |
160927 |
1.445 |
1.454 |
1.443 |
1.452 |
+0.020 |
116 |
1,245 |
+44 |
Jan17 |
160927 |
1.399 |
1.418 |
1.399 |
1.418 |
+0.020 |
59 |
580 |
+12 |
Feb17 |
160927 |
1.419 |
1.419 |
1.419 |
1.419 |
+0.020 |
52 |
175 |
-4 |
Mar17 |
160927 |
1.437 |
1.437 |
1.437 |
1.437 |
+0.020 |
78 |
141 |
+26 |
Apr17 |
160927 |
1.462 |
1.462 |
1.462 |
1.462 |
+0.020 |
0 |
219 |
+0 |
May17 |
160927 |
1.469 |
1.469 |
1.469 |
1.469 |
+0.020 |
0 |
5 |
+0 |
Total Volume and Open Interest |
947 |
4,385 |
+196 |
WTI Crude Oil(ICE) |
Nov16 |
160927 |
45.70 |
45.95 |
44.19 |
44.67 |
-1.26 |
60,349 |
67,593 |
-2,141 |
Dec16 |
160927 |
46.15 |
46.50 |
44.75 |
45.24 |
-1.25 |
55,712 |
123,822 |
+5,326 |
Jan17 |
160927 |
46.73 |
47.07 |
45.36 |
45.82 |
-1.26 |
18,521 |
35,850 |
+1,810 |
Feb17 |
160927 |
47.51 |
47.51 |
45.95 |
46.38 |
-1.28 |
9,631 |
27,605 |
-244 |
Mar17 |
160927 |
48.05 |
48.06 |
46.53 |
46.92 |
-1.29 |
8,217 |
42,020 |
+554 |
Apr17 |
160927 |
48.53 |
48.53 |
46.98 |
47.39 |
-1.29 |
2,997 |
10,654 |
-168 |
May17 |
160927 |
48.35 |
48.35 |
47.51 |
47.79 |
-1.28 |
1,896 |
6,793 |
-31 |
Jun17 |
160927 |
49.30 |
49.30 |
47.73 |
48.13 |
-1.27 |
8,356 |
42,977 |
+653 |
Jul17 |
160927 |
48.42 |
48.57 |
48.26 |
48.43 |
-1.25 |
1,174 |
6,918 |
+1 |
Aug17 |
160927 |
48.70 |
48.70 |
48.70 |
48.70 |
-1.22 |
769 |
1,579 |
-38 |
Sep17 |
160927 |
48.96 |
48.96 |
48.96 |
48.96 |
-1.19 |
1,240 |
10,399 |
-84 |
Oct17 |
160927 |
49.20 |
49.20 |
49.20 |
49.20 |
-1.16 |
394 |
1,520 |
-198 |
Nov17 |
160927 |
49.44 |
49.44 |
49.44 |
49.44 |
-1.14 |
129 |
1,323 |
+0 |
Dec17 |
160927 |
50.09 |
50.18 |
49.30 |
49.68 |
-1.12 |
8,626 |
74,977 |
+1,432 |
Jan18 |
160927 |
49.85 |
49.85 |
49.85 |
49.85 |
-1.10 |
17 |
599 |
+14 |
Feb18 |
160927 |
50.02 |
50.02 |
50.02 |
50.02 |
-1.09 |
7 |
637 |
+7 |
Total Volume and Open Interest |
179,216 |
507,382 |
+7,115 |
US Dollar Index(ICE) |
Dec16 |
160927 |
95.250 |
95.580 |
95.145 |
95.313 |
+0.103 |
16,219 |
45,717 |
+453 |
Mar17 |
160927 |
95.235 |
95.485 |
95.065 |
95.232 |
+0.092 |
201 |
3,197 |
+65 |
Jun17 |
160927 |
95.105 |
95.385 |
95.030 |
95.162 |
+0.092 |
2 |
281 |
+0 |
Total Volume and Open Interest |
16,426 |
49,204 |
+522 |
Australian Dollar(CME) |
Dec16 |
160927 |
76.22 |
76.80 |
75.96 |
76.49 |
+0.28 |
70,840 |
93,566 |
+132 |
Mar17 |
160927 |
75.89 |
76.63 |
75.82 |
76.34 |
+0.28 |
14 |
422 |
+2 |
Jun17 |
160927 |
76.00 |
76.30 |
75.81 |
76.18 |
+0.29 |
1 |
1 |
+1 |
Total Volume and Open Interest |
70,855 |
93,990 |
+135 |
British Pound(CME) |
Dec16 |
160927 |
129.94 |
130.48 |
129.58 |
130.43 |
+0.56 |
97,152 |
238,008 |
+5,026 |
Mar17 |
160927 |
129.98 |
130.70 |
129.84 |
130.67 |
+0.56 |
41 |
1,272 |
+15 |
Jun17 |
160927 |
130.96 |
130.96 |
130.26 |
130.96 |
+0.56 |
0 |
413 |
+0 |
Total Volume and Open Interest |
97,193 |
239,794 |
+5,041 |
Canadian Dollar(CME) |
Dec16 |
160927 |
75.64 |
76.00 |
75.33 |
75.71 |
+0.09 |
83,469 |
97,452 |
+3,092 |
Mar17 |
160927 |
75.70 |
76.04 |
75.39 |
75.76 |
+0.09 |
85 |
1,189 |
+21 |
Jun17 |
160927 |
75.83 |
76.08 |
75.50 |
75.83 |
+0.10 |
36 |
284 |
+6 |
Sep17 |
160927 |
75.89 |
76.05 |
75.59 |
75.89 |
+0.09 |
0 |
115 |
+0 |
Total Volume and Open Interest |
83,590 |
99,145 |
+3,119 |
Japanese Yen(CME) |
Dec16 |
160927 |
100.04 |
100.27 |
99.37 |
100.08 |
+0.08 |
102,299 |
146,396 |
+3,111 |
Mar17 |
160927 |
100.56 |
100.66 |
99.78 |
100.48 |
+0.08 |
101 |
460 |
+47 |
Jun17 |
160927 |
100.88 |
101.03 |
100.35 |
100.95 |
+0.10 |
0 |
101 |
+0 |
Total Volume and Open Interest |
102,400 |
146,985 |
+3,158 |
Swiss Franc(CME) |
Dec16 |
160927 |
103.65 |
104.00 |
103.27 |
103.54 |
-0.17 |
16,184 |
38,580 |
-665 |
Mar17 |
160927 |
104.09 |
104.48 |
103.85 |
104.09 |
-0.16 |
2 |
20 |
+2 |
Jun17 |
160927 |
104.73 |
104.73 |
104.72 |
104.73 |
-0.16 |
0 |
15 |
+0 |
Total Volume and Open Interest |
16,186 |
38,617 |
-663 |
EuroFX(CME) |
Dec16 |
160927 |
112.93 |
113.00 |
112.32 |
112.62 |
-0.34 |
129,823 |
316,288 |
-1,074 |
Mar17 |
160927 |
113.33 |
113.44 |
112.77 |
113.06 |
-0.33 |
360 |
2,285 |
+96 |
Jun17 |
160927 |
113.68 |
113.92 |
113.29 |
113.58 |
-0.33 |
26 |
1,055 |
+16 |
Total Volume and Open Interest |
130,211 |
319,665 |
-960 |
Mexican Peso(CME) |
Oct16 |
160927 |
512.75 |
512.75 |
512.75 |
512.75 |
+11.25 |
1 |
1 |
+0 |
Nov16 |
160927 |
511.25 |
511.25 |
511.25 |
511.25 |
+11.25 |
|
|
|
Total Volume and Open Interest |
37,428 |
160,550 |
+1,166 |
Brazilian Real(CME) |
Oct16 |
160927 |
308.65 |
310.30 |
307.50 |
309.20 |
+1.45 |
963 |
24,067 |
+602 |
Nov16 |
160927 |
306.35 |
308.00 |
306.30 |
306.75 |
+1.50 |
142 |
147 |
+117 |
Dec16 |
160927 |
303.95 |
305.50 |
303.90 |
304.10 |
+1.40 |
5 |
3,805 |
+2 |
Jan17 |
160927 |
301.45 |
301.45 |
301.45 |
301.45 |
+1.40 |
|
|
|
Total Volume and Open Interest |
1,110 |
28,019 |
+721 |
30-Year T-Bonds(CBOT) |
Dec16 |
160927 |
168~140 |
169~220 |
167~290 |
169~140 |
+1~060 |
161,292 |
558,828 |
-7,813 |
Mar17 |
160927 |
168~000 |
168~050 |
167~020 |
168~050 |
+1~010 |
0 |
5 |
+0 |
Jun17 |
160927 |
167~090 |
167~090 |
167~090 |
167~090 |
+1~010 |
|
|
|
Total Volume and Open Interest |
161,292 |
558,833 |
-7,813 |
10-Year T-Notes(CBOT) |
Dec16 |
160927 |
131~115 |
131~215 |
131~045 |
131~170 |
+0~070 |
719,773 |
2,714,157 |
-34,793 |
Mar17 |
160927 |
130~300 |
130~300 |
130~300 |
130~300 |
+0~070 |
0 |
4 |
+0 |
Jun17 |
160927 |
130~220 |
130~220 |
130~220 |
130~220 |
+0~070 |
|
|
|
Total Volume and Open Interest |
719,773 |
2,714,161 |
-34,793 |
5-Year T-Notes(CBOT) |
Sep16 |
160927 |
121~210 |
121~252 |
121~170 |
121~224 |
+0~030 |
817 |
46,147 |
-517 |
Dec16 |
160927 |
121~210 |
121~260 |
121~162 |
121~224 |
+0~030 |
356,167 |
2,747,755 |
-4,761 |
Mar17 |
160927 |
121~126 |
121~126 |
121~126 |
121~126 |
+0~030 |
|
|
|
Total Volume and Open Interest |
356,984 |
2,793,902 |
-5,278 |
2 Year T-Notes(CBOT) |
Sep16 |
160927 |
109~116 |
109~132 |
109~110 |
109~130 |
+0~014 |
518 |
4,577 |
-189 |
Dec16 |
160927 |
109~084 |
109~100 |
109~070 |
109~092 |
+0~010 |
181,082 |
999,751 |
+7,483 |
Mar17 |
160927 |
109~086 |
109~086 |
109~086 |
109~086 |
+0~010 |
|
|
|
Total Volume and Open Interest |
181,600 |
1,004,328 |
+7,294 |
Eurodollars(CME) |
Dec16 |
160927 |
99.100 |
99.100 |
99.070 |
99.085 |
-0.010 |
145,159 |
1,588,146 |
+2,082 |
Mar17 |
160927 |
99.065 |
99.065 |
99.040 |
99.055 |
unch |
107,554 |
1,195,848 |
+5,148 |
Jun17 |
160927 |
99.020 |
99.030 |
99.000 |
99.020 |
+0.005 |
121,076 |
1,112,293 |
+5,370 |
Sep17 |
160927 |
98.995 |
99.000 |
98.970 |
98.990 |
+0.005 |
109,131 |
881,518 |
-81 |
Dec17 |
160927 |
98.955 |
98.960 |
98.930 |
98.950 |
+0.005 |
174,443 |
1,412,800 |
-8,256 |
Mar18 |
160927 |
98.930 |
98.945 |
98.910 |
98.930 |
+0.005 |
92,433 |
655,064 |
+5,122 |
Jun18 |
160927 |
98.905 |
98.915 |
98.880 |
98.905 |
+0.010 |
93,405 |
501,691 |
+7,925 |
Sep18 |
160927 |
98.875 |
98.885 |
98.850 |
98.875 |
+0.010 |
77,392 |
398,989 |
-3,942 |
Dec18 |
160927 |
98.830 |
98.850 |
98.805 |
98.835 |
+0.010 |
76,270 |
643,883 |
+8,638 |
Mar19 |
160927 |
98.815 |
98.830 |
98.785 |
98.815 |
+0.015 |
44,188 |
428,417 |
-1,680 |
Jun19 |
160927 |
98.780 |
98.800 |
98.755 |
98.785 |
+0.015 |
46,769 |
375,239 |
-1,455 |
Sep19 |
160927 |
98.750 |
98.765 |
98.720 |
98.750 |
+0.015 |
38,871 |
263,185 |
+746 |
Dec19 |
160927 |
98.700 |
98.725 |
98.675 |
98.710 |
+0.015 |
38,770 |
327,207 |
+2,044 |
Mar20 |
160927 |
98.670 |
98.695 |
98.645 |
98.685 |
+0.020 |
24,320 |
144,745 |
+1,268 |
Jun20 |
160927 |
98.630 |
98.660 |
98.605 |
98.650 |
+0.025 |
27,633 |
108,810 |
-715 |
Sep20 |
160927 |
98.595 |
98.625 |
98.570 |
98.610 |
+0.025 |
27,186 |
87,034 |
+2,888 |
Dec20 |
160927 |
98.545 |
98.575 |
98.520 |
98.565 |
+0.025 |
27,241 |
108,187 |
-2,657 |
Mar21 |
160927 |
98.505 |
98.540 |
98.480 |
98.530 |
+0.030 |
18,902 |
58,891 |
+272 |
Total Volume and Open Interest |
1,379,750 |
10,800,550 |
+29,486 |
Ultra T-Bond(CBOT) |
Sep16 |
160921 |
181~04 |
181~26 |
179~25 |
181~16 |
-0~03 |
891 |
2,673 |
-5,955 |
Dec16 |
160927 |
184~05 |
185~30 |
183~20 |
185~22 |
+1~22 |
52,202 |
600,905 |
+750 |
Mar17 |
160927 |
184~22 |
184~22 |
184~22 |
184~22 |
+1~22 |
|
|
|
Total Volume and Open Interest |
52,202 |
600,905 |
+750 |
Ultra 10-Yr T-Note(CBOT) |
Sep16 |
160921 |
143~160 |
143~210 |
143~000 |
143~170 |
-0~010 |
795 |
1,857 |
-858 |
Dec16 |
160927 |
144~130 |
144~305 |
144~045 |
144~260 |
+0~145 |
41,147 |
221,572 |
+2,091 |
Mar17 |
160927 |
144~245 |
144~245 |
144~245 |
144~245 |
+0~140 |
|
|
|
Total Volume and Open Interest |
41,147 |
221,572 |
+2,091 |
30 Day Federal Funds(CBOT) |
Sep16 |
160927 |
99.605 |
99.605 |
99.603 |
99.603 |
unch |
3,999 |
95,313 |
-423 |
Oct16 |
160927 |
99.610 |
99.610 |
99.605 |
99.610 |
unch |
11,394 |
319,678 |
+99 |
Nov16 |
160927 |
99.585 |
99.590 |
99.585 |
99.590 |
+0.005 |
20,754 |
208,478 |
+6,596 |
Dec16 |
160927 |
99.530 |
99.540 |
99.525 |
99.530 |
+0.005 |
7,789 |
101,330 |
+163 |
Jan17 |
160927 |
99.480 |
99.490 |
99.475 |
99.485 |
+0.005 |
8,969 |
150,189 |
-1,353 |
Feb17 |
160927 |
99.470 |
99.480 |
99.460 |
99.470 |
+0.010 |
5,839 |
69,536 |
+3,732 |
Total Volume and Open Interest |
70,134 |
1,144,777 |
+11,852 |
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 |
160927 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
160927 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160927 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160927 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160927 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160927 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
160927 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Sep18 |
160927 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec16 |
160927 |
151.94 |
152.20 |
151.91 |
152.20 |
+0.26 |
1,989 |
14,366 |
-447 |
Mar17 |
160927 |
152.12 |
152.12 |
152.12 |
152.12 |
+0.26 |
|
|
|
Jun17 |
160927 |
152.12 |
152.12 |
152.12 |
152.12 |
+0.26 |
|
|
|
Total Volume and Open Interest |
1,989 |
14,366 |
-447 |
Euro-Buxl(EUREX) |
Dec16 |
160927 |
191.80 |
193.90 |
191.62 |
192.92 |
+1.08 |
25,617 |
149,437 |
-5,867 |
Mar17 |
160927 |
190.00 |
191.70 |
190.00 |
191.24 |
+1.08 |
17 |
53 |
+8 |
Jun17 |
160927 |
189.00 |
191.00 |
189.00 |
189.92 |
+1.08 |
1 |
1 |
+0 |
Total Volume and Open Interest |
25,635 |
149,491 |
-5,859 |
Euro-Bund(EUREX) |
Dec16 |
160927 |
165.50 |
166.27 |
165.46 |
165.98 |
+0.48 |
484,150 |
1,710,889 |
-90,612 |
Mar17 |
160927 |
168.06 |
168.84 |
167.97 |
168.54 |
+0.53 |
2,817 |
41,922 |
+2,179 |
Jun17 |
160927 |
166.00 |
166.44 |
166.00 |
166.44 |
-0.76 |
|
|
|
Total Volume and Open Interest |
486,967 |
1,752,811 |
-88,433 |
Euro-Bobl(EUREX) |
Dec16 |
160927 |
132.06 |
132.31 |
132.05 |
132.24 |
+0.21 |
311,458 |
1,330,897 |
-18,517 |
Mar17 |
160927 |
133.95 |
134.05 |
133.95 |
134.01 |
+0.22 |
1,010 |
1,064 |
+1,009 |
Jun17 |
160927 |
132.49 |
132.49 |
132.49 |
132.49 |
+0.21 |
|
|
|
Total Volume and Open Interest |
312,468 |
1,331,961 |
-17,508 |
Euro-Schatz(EUREX) |
Dec16 |
160927 |
112.14 |
112.19 |
112.12 |
112.17 |
+0.06 |
177,976 |
1,133,990 |
-8,888 |
Mar17 |
160927 |
112.17 |
112.17 |
112.17 |
112.17 |
+0.06 |
|
|
|
Jun17 |
160927 |
112.17 |
112.17 |
112.17 |
112.17 |
+0.06 |
|
|
|
Total Volume and Open Interest |
177,976 |
1,133,990 |
-8,888 |
3-Mth Euribor(EUREX) |
Sep16 |
160919 |
100.300 |
100.300 |
100.300 |
100.300 |
-0.005 |
1 |
3,718 |
+0 |
Dec16 |
160927 |
100.295 |
100.305 |
100.295 |
100.305 |
-0.015 |
0 |
3,418 |
+0 |
Mar17 |
160927 |
100.320 |
100.330 |
100.320 |
100.330 |
-0.015 |
3 |
3,235 |
+0 |
Total Volume and Open Interest |
208 |
74,087 |
-5 |
Long Gilt(LIFFE) |
Sep16 |
160927 |
132~04 |
132~19 |
132~04 |
132~12 |
+0~15 |
515 |
7,606 |
-515 |
Dec16 |
160927 |
130~26 |
131~16 |
130~24 |
131~07 |
+0~15 |
103,650 |
529,606 |
-2,829 |
Total Volume and Open Interest |
104,165 |
537,212 |
-3,344 |
3-Mth Short Sterling(LIFFE) |
Dec16 |
160927 |
99.69 |
99.69 |
99.67 |
99.68 |
-0.01 |
110,920 |
496,883 |
-25,286 |
Mar17 |
160927 |
99.73 |
99.74 |
99.72 |
99.73 |
-0.01 |
92,862 |
381,121 |
+19,168 |
Jun17 |
160927 |
99.76 |
99.77 |
99.74 |
99.76 |
unch |
82,632 |
351,497 |
-5,664 |
Sep17 |
160927 |
99.77 |
99.78 |
99.76 |
99.77 |
unch |
77,859 |
311,722 |
+11,768 |
Dec17 |
160927 |
99.77 |
99.79 |
99.76 |
99.78 |
+0.01 |
27,160 |
376,315 |
-3,220 |
Mar18 |
160927 |
99.77 |
99.79 |
99.76 |
99.78 |
+0.01 |
36,134 |
212,895 |
-144 |
Total Volume and Open Interest |
593,801 |
2,949,979 |
+17,343 |
3-Mth Euribor(LIFFE) |
Dec16 |
160927 |
100.320 |
100.320 |
100.290 |
100.300 |
-0.015 |
79,498 |
409,611 |
-2,697 |
Mar17 |
160927 |
100.345 |
100.345 |
100.310 |
100.325 |
-0.015 |
68,337 |
395,794 |
+2,956 |
Jun17 |
160927 |
100.365 |
100.365 |
100.335 |
100.350 |
-0.010 |
52,916 |
408,926 |
-1,739 |
Total Volume and Open Interest |
579,968 |
3,031,003 |
+5,498 |
3-Mth Aus T-Bills(SFE) |
Dec16 |
160927 |
98.26 |
98.26 |
98.24 |
98.26 |
unch |
19,606 |
192,595 |
+1,407 |
Mar17 |
160927 |
98.31 |
98.32 |
98.30 |
98.31 |
-0.01 |
17,182 |
203,025 |
-2,368 |
Jun17 |
160927 |
98.34 |
98.35 |
98.32 |
98.33 |
-0.01 |
5,827 |
191,163 |
+499 |
Sep17 |
160927 |
98.35 |
98.36 |
98.33 |
98.34 |
-0.01 |
11,480 |
116,183 |
+1,580 |
Dec17 |
160927 |
98.36 |
98.37 |
98.34 |
98.34 |
-0.02 |
4,811 |
131,119 |
-867 |
Mar18 |
160927 |
98.34 |
98.35 |
98.32 |
98.33 |
-0.01 |
4,106 |
71,946 |
+1,632 |
Jun18 |
160927 |
98.32 |
98.33 |
98.30 |
98.31 |
-0.01 |
2,791 |
57,328 |
+1,001 |
Sep18 |
160927 |
98.29 |
98.30 |
98.28 |
98.29 |
unch |
2,347 |
25,821 |
+916 |
Dec18 |
160927 |
98.25 |
98.27 |
98.25 |
98.25 |
unch |
116 |
6,202 |
+8 |
Mar19 |
160927 |
98.22 |
98.23 |
98.22 |
98.22 |
unch |
103 |
3,043 |
+97 |
Total Volume and Open Interest |
68,406 |
1,000,727 |
+3,924 |
10-Year Aus T-Bonds(SFE) |
Dec16 |
160927 |
98.03 |
98.05 |
98.01 |
98.02 |
unch |
148,636 |
809,733 |
+5,613 |
Mar17 |
160927 |
98.02 |
98.02 |
98.02 |
98.02 |
unch |
|
|
|
Total Volume and Open Interest |
148,636 |
809,733 |
+5,613 |
3-Year Aus T-Bonds(SFE) |
Dec16 |
160927 |
98.45 |
98.47 |
98.43 |
98.44 |
-0.01 |
140,767 |
802,662 |
+11,283 |
Mar17 |
160927 |
98.44 |
98.44 |
98.44 |
98.44 |
-0.01 |
|
|
|
Total Volume and Open Interest |
140,767 |
802,662 |
+11,283 |
Gold(CMX) |
Oct16 |
160927 |
1338.1 |
1338.9 |
1323.3 |
1326.0 |
-13.8 |
5,690 |
24,149 |
-1,441 |
Dec16 |
160927 |
1342.0 |
1343.5 |
1327.7 |
1330.4 |
-13.7 |
113,260 |
453,278 |
+6,799 |
Feb17 |
160927 |
1346.0 |
1346.6 |
1332.0 |
1334.1 |
-13.8 |
5,542 |
47,510 |
+1,281 |
Apr17 |
160927 |
1348.9 |
1349.2 |
1335.6 |
1337.3 |
-13.8 |
2,035 |
15,050 |
+374 |
Jun17 |
160927 |
1352.9 |
1352.9 |
1338.7 |
1340.4 |
-13.7 |
1,165 |
20,028 |
-133 |
Aug17 |
160927 |
1351.0 |
1353.9 |
1342.2 |
1343.3 |
-13.7 |
347 |
7,967 |
-156 |
Oct17 |
160927 |
1353.0 |
1353.0 |
1345.9 |
1345.9 |
-13.7 |
38 |
2,002 |
-3 |
Dec17 |
160927 |
1352.9 |
1353.6 |
1346.6 |
1348.4 |
-13.7 |
61 |
12,207 |
-40 |
Feb18 |
160927 |
1350.7 |
1350.7 |
1350.7 |
1350.7 |
-13.7 |
0 |
163 |
+0 |
Apr18 |
160927 |
1352.8 |
1352.8 |
1352.8 |
1352.8 |
-13.7 |
0 |
3 |
+0 |
Jun18 |
160927 |
1354.9 |
1354.9 |
1354.9 |
1354.9 |
-13.7 |
5 |
4,181 |
-12 |
Total Volume and Open Interest |
129,032 |
593,835 |
+7,023 |
Silver(CMX) |
Sep16 |
160927 |
1938.0 |
1938.0 |
1908.7 |
1908.7 |
-42.9 |
48 |
532 |
-30 |
Dec16 |
160927 |
1951.0 |
1961.0 |
1904.5 |
1916.5 |
-43.1 |
48,150 |
177,766 |
+495 |
Mar17 |
160927 |
1963.0 |
1971.5 |
1916.0 |
1928.0 |
-43.1 |
1,639 |
14,273 |
+389 |
May17 |
160927 |
1966.0 |
1966.0 |
1934.0 |
1935.4 |
-43.0 |
53 |
1,297 |
-42 |
Jul17 |
160927 |
1968.5 |
1968.5 |
1942.5 |
1942.7 |
-42.8 |
161 |
2,852 |
+36 |
Sep17 |
160927 |
1949.0 |
1949.0 |
1949.0 |
1949.0 |
-42.8 |
1 |
486 |
-1 |
Dec17 |
160927 |
1983.0 |
1983.0 |
1957.5 |
1957.7 |
-42.8 |
9 |
2,456 |
-2 |
Total Volume and Open Interest |
50,319 |
203,708 |
+862 |
Platinum(NYMEX) |
Oct16 |
160927 |
1043.9 |
1050.1 |
1022.6 |
1025.2 |
-17.7 |
18,835 |
26,095 |
-7,397 |
Jan17 |
160927 |
1046.6 |
1054.0 |
1026.6 |
1029.3 |
-17.4 |
7,598 |
41,788 |
+4,091 |
Apr17 |
160927 |
1051.8 |
1052.5 |
1031.6 |
1033.3 |
-17.3 |
1,317 |
3,824 |
+1,277 |
Jul17 |
160927 |
1054.2 |
1054.2 |
1036.4 |
1036.4 |
-17.4 |
0 |
29 |
+0 |
Total Volume and Open Interest |
27,752 |
71,740 |
-2,030 |
Palladium(NYMEX) |
Sep16 |
160927 |
701.40 |
701.40 |
700.15 |
700.15 |
+4.10 |
6 |
8 |
-8 |
Dec16 |
160927 |
695.85 |
703.35 |
691.60 |
701.05 |
+4.90 |
3,970 |
24,979 |
+341 |
Mar17 |
160927 |
699.80 |
703.50 |
695.20 |
702.65 |
+5.00 |
32 |
451 |
-9 |
Total Volume and Open Interest |
4,010 |
25,476 |
+323 |
Copper(CMX) |
Sep16 |
160927 |
217.40 |
218.50 |
216.05 |
216.15 |
-2.85 |
723 |
1,494 |
+55 |
Dec16 |
160927 |
219.20 |
219.65 |
216.10 |
217.10 |
-2.75 |
57,639 |
131,153 |
-5,461 |
Mar17 |
160927 |
220.15 |
220.55 |
217.15 |
218.15 |
-2.70 |
5,496 |
33,237 |
+411 |
May17 |
160927 |
221.00 |
221.00 |
217.85 |
218.85 |
-2.70 |
1,345 |
5,909 |
+297 |
Jul17 |
160927 |
220.20 |
221.50 |
218.55 |
219.40 |
-2.70 |
103 |
2,328 |
+10 |
Total Volume and Open Interest |
66,470 |
184,927 |
-4,662 |
E-mini DJIA Index(CBOT) |
Dec16 |
160927 |
18011 |
18152 |
17959 |
18139 |
+125 |
104,660 |
116,810 |
-3,680 |
Mar17 |
160927 |
17930 |
18080 |
17903 |
18077 |
+124 |
197 |
467 |
-10 |
Jun17 |
160927 |
17787 |
18001 |
17787 |
18001 |
+124 |
0 |
4 |
+0 |
Sep17 |
160927 |
17916 |
17916 |
17916 |
17916 |
+124 |
|
|
|
Total Volume and Open Interest |
104,857 |
117,281 |
-3,690 |
S & P 500(CME) |
Dec16 |
160927 |
2139.10 |
2153.70 |
2133.50 |
2152.80 |
+13.10 |
4,407 |
63,595 |
+1,085 |
Mar17 |
160927 |
2146.90 |
2146.90 |
2129.10 |
2146.90 |
+13.10 |
2 |
163 |
+0 |
Jun17 |
160927 |
2141.30 |
2141.30 |
2123.50 |
2141.30 |
+13.10 |
0 |
60 |
+0 |
Sep17 |
160927 |
2138.00 |
2138.00 |
2120.30 |
2138.00 |
+13.00 |
|
|
|
Total Volume and Open Interest |
4,409 |
63,818 |
+1,085 |
S & P 500 E-Mini(Globex) |
Dec16 |
160927 |
2139.25 |
2154.00 |
2132.75 |
2152.75 |
+13.00 |
1,448,300 |
2,905,516 |
-6,591 |
Mar17 |
160927 |
2134.75 |
2147.75 |
2127.25 |
2147.00 |
+13.25 |
1,702 |
5,822 |
+751 |
Jun17 |
160927 |
2126.00 |
2141.75 |
2121.75 |
2141.25 |
+13.00 |
268 |
571 |
+170 |
Sep17 |
160927 |
2120.75 |
2138.00 |
2119.75 |
2138.00 |
+13.00 |
1 |
10 |
+1 |
Total Volume and Open Interest |
1,450,271 |
2,911,919 |
-5,669 |
NASDAQ 100 E-Mini(Globex) |
Dec16 |
160927 |
4813.80 |
4864.50 |
4800.80 |
4860.80 |
+45.80 |
197,323 |
292,783 |
+2,476 |
Mar17 |
160927 |
4804.50 |
4858.00 |
4797.30 |
4856.80 |
+46.00 |
59 |
228 |
+12 |
Jun17 |
160927 |
4829.00 |
4850.80 |
4828.00 |
4850.80 |
+46.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
197,382 |
293,026 |
+2,488 |
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 |
160927 |
1541.50 |
1551.60 |
1532.80 |
1540.00 |
+1.70 |
13,909 |
81,681 |
-1,157 |
Mar17 |
160927 |
1538.00 |
1544.50 |
1531.50 |
1538.00 |
+1.60 |
|
|
|
Total Volume and Open Interest |
13,909 |
81,681 |
-1,157 |
Volatility Index(CBOE) |
Sep16 |
160921 |
15.90 |
16.10 |
15.20 |
15.30 |
-0.58 |
83,892 |
73,593 |
-14,529 |
Oct16 |
160927 |
16.30 |
16.55 |
15.30 |
15.53 |
-0.74 |
102,138 |
264,218 |
+23,318 |
Nov16 |
160927 |
17.40 |
17.63 |
16.68 |
16.88 |
-0.50 |
53,165 |
87,019 |
+16,712 |
Dec16 |
160927 |
17.90 |
18.13 |
17.35 |
17.48 |
-0.45 |
22,984 |
57,960 |
+1,624 |
Total Volume and Open Interest |
194,415 |
479,947 |
+46,415 |
Russell 2000(ICE) |
Dec16 |
160927 |
1236.90 |
1247.70 |
1232.70 |
1244.00 |
+7.20 |
64,142 |
326,996 |
-3,408 |
Mar17 |
160927 |
1240.50 |
1240.50 |
1240.50 |
1240.50 |
+7.20 |
0 |
269 |
+0 |
Jun17 |
160927 |
1237.50 |
1237.50 |
1237.50 |
1237.50 |
+7.20 |
0 |
170 |
+0 |
Total Volume and Open Interest |
64,142 |
327,574 |
-3,408 |
Nikkei 225(CME) |
Dec16 |
160927 |
16335 |
16605 |
16205 |
16510 |
+180 |
8,618 |
33,423 |
-840 |
Mar17 |
160927 |
16310 |
16600 |
16250 |
16510 |
+180 |
0 |
13 |
+0 |
Total Volume and Open Interest |
8,618 |
33,436 |
-840 |
Nikkei 225(SGX) |
Dec16 |
160927 |
16370 |
16560 |
16150 |
16540 |
+155 |
82,258 |
155,231 |
-206 |
Mar17 |
160927 |
16200 |
16500 |
16100 |
16500 |
+150 |
1,979 |
917 |
-85 |
Jun17 |
160927 |
16380 |
16380 |
16380 |
16380 |
+155 |
|
|
|
Total Volume and Open Interest |
84,269 |
163,221 |
-2,188 |
Nikkei 225(CME) Yen |
Sep16 |
160908 |
16990 |
17005 |
16830 |
16990 |
+20 |
87,426 |
48,721 |
-20,945 |
Dec16 |
160927 |
16300 |
16560 |
16155 |
16465 |
+185 |
35,277 |
48,055 |
-5,289 |
Mar17 |
160927 |
16145 |
16490 |
16095 |
16405 |
+185 |
31 |
59 |
+9 |
Total Volume and Open Interest |
35,308 |
48,120 |
-5,280 |
Nikkei 225(CME) e-Mini Yen |
Sep16 |
160908 |
16990 |
16990 |
16860 |
16990 |
+20 |
0 |
12 |
+0 |
Dec16 |
160927 |
16460 |
16530 |
16170 |
16460 |
+180 |
8 |
7 |
+0 |
Mar17 |
160927 |
16400 |
16400 |
16400 |
16400 |
+180 |
|
|
|
Total Volume and Open Interest |
8 |
7 |
+0 |
CAC 40(EURONEXT) |
Oct16 |
160927 |
4422.5 |
4435.5 |
4357.0 |
4394.0 |
-1.5 |
71,612 |
270,897 |
+814 |
Nov16 |
160927 |
4420.0 |
4432.0 |
4365.0 |
4391.0 |
-1.5 |
58 |
4,145 |
+1 |
Dec16 |
160927 |
4420.5 |
4420.5 |
4355.0 |
4385.5 |
-1.5 |
300 |
21,417 |
+140 |
Total Volume and Open Interest |
71,971 |
296,521 |
+955 |
Hang Seng Index(HKFE) |
Sep16 |
160927 |
23320 |
23666 |
23182 |
23622 |
+307 |
120,759 |
138,146 |
-5,815 |
Oct16 |
160927 |
23328 |
23665 |
23188 |
23621 |
+310 |
15,347 |
21,203 |
+8,106 |
Total Volume and Open Interest |
137,136 |
170,089 |
+2,715 |
DAX(EUREX) |
Dec16 |
160927 |
10439.5 |
10456.0 |
10252.5 |
10333.5 |
-44.0 |
74,616 |
158,686 |
-14,065 |
Mar17 |
160927 |
10427.0 |
10445.0 |
10258.0 |
10330.5 |
-44.0 |
34 |
1,084 |
-31 |
Jun17 |
160927 |
10459.0 |
10460.5 |
10284.5 |
10353.0 |
-46.0 |
18 |
60 |
+16 |
Total Volume and Open Interest |
74,668 |
159,830 |
-14,080 |
Mini-DAX(EUREX) |
Sep16 |
160916 |
10420.0 |
10427.0 |
10264.0 |
10264.0 |
-180.5 |
36,525 |
13,993 |
+636 |
Dec16 |
160927 |
10435.0 |
10455.0 |
10253.0 |
10333.5 |
-44.0 |
26,770 |
9,250 |
-1,251 |
Mar17 |
160927 |
10439.0 |
10442.0 |
10258.0 |
10330.5 |
-44.0 |
27 |
995 |
-25 |
Total Volume and Open Interest |
26,812 |
10,257 |
-1,275 |
FT-SE 100(EURONEXT) |
Dec16 |
160927 |
6776.00 |
6832.00 |
6728.50 |
6761.50 |
-21.00 |
85,027 |
673,396 |
-8,666 |
Mar17 |
160927 |
6758.00 |
6760.00 |
6682.00 |
6701.00 |
-21.00 |
5 |
904 |
+4 |
Jun17 |
160927 |
6634.00 |
6634.00 |
6634.00 |
6634.00 |
-21.00 |
|
|
|
Total Volume and Open Interest |
85,032 |
674,300 |
-8,662 |
SPI 200(SFE) |
Dec16 |
160927 |
5413.0 |
5414.0 |
5356.0 |
5407.0 |
-10.0 |
46,017 |
272,188 |
+10,444 |
Mar17 |
160927 |
5359.0 |
5359.0 |
5359.0 |
5359.0 |
-10.0 |
1 |
1,442 |
+1 |
Jun17 |
160927 |
5346.0 |
5346.0 |
5346.0 |
5346.0 |
-10.0 |
0 |
1,397 |
+0 |
Total Volume and Open Interest |
46,092 |
276,420 |
+10,510 |
FTSE MIB(ISE) |
Dec16 |
160927 |
16280.00 |
16295.00 |
15930.00 |
16046.00 |
-109.00 |
24,607 |
43,302 |
+1,792 |
Mar17 |
160927 |
16225.00 |
16225.00 |
16016.00 |
16016.00 |
-117.00 |
21 |
103 |
-6 |
Jun17 |
160927 |
15656.00 |
15656.00 |
15656.00 |
15656.00 |
-117.00 |
|
|
|
Total Volume and Open Interest |
24,628 |
43,405 |
+1,786 |
KOSPI 200(KFE) |
Dec16 |
160927 |
257.80 |
260.40 |
255.90 |
260.40 |
+2.10 |
95,556 |
130,216 |
+1,433 |
Mar17 |
160927 |
255.00 |
257.65 |
253.30 |
257.65 |
+1.95 |
192 |
3,133 |
+57 |
Jun17 |
160927 |
256.25 |
258.50 |
256.25 |
258.00 |
+1.90 |
8 |
821 |
+5 |
Total Volume and Open Interest |
95,756 |
137,156 |
+1,495 |
GSCI(CME) |
Oct16 |
160927 |
352.80 |
352.80 |
348.90 |
350.20 |
-5.20 |
31 |
14,814 |
+16 |
Nov16 |
160927 |
352.70 |
352.70 |
352.70 |
352.70 |
-5.30 |
0 |
50 |
+0 |
Dec16 |
160927 |
356.30 |
356.30 |
356.30 |
356.30 |
-5.30 |
|
|
|
Total Volume and Open Interest |
31 |
14,864 |
+16 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|