|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Wed September 28, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov16 |
160928 |
951.75 |
955.75 |
944.50 |
945.50 |
-7.00 |
114,173 |
340,606 |
-7,747 |
Jan17 |
160928 |
958.00 |
961.75 |
951.00 |
952.00 |
-6.75 |
23,655 |
102,376 |
+1,892 |
Mar17 |
160928 |
964.00 |
967.50 |
957.75 |
958.25 |
-7.00 |
12,477 |
68,359 |
-1,304 |
May17 |
160928 |
970.00 |
973.00 |
964.00 |
964.75 |
-6.25 |
3,658 |
44,710 |
+86 |
Jul17 |
160928 |
974.75 |
978.25 |
969.00 |
970.00 |
-5.75 |
4,884 |
50,666 |
-60 |
Aug17 |
160928 |
974.00 |
975.75 |
969.00 |
969.25 |
-5.50 |
175 |
1,961 |
+15 |
Sep17 |
160928 |
959.75 |
961.75 |
956.50 |
957.25 |
-4.75 |
69 |
877 |
+5 |
Nov17 |
160928 |
951.00 |
954.50 |
947.00 |
948.00 |
-4.75 |
4,248 |
29,690 |
+565 |
Jan18 |
160928 |
951.00 |
951.00 |
951.00 |
951.00 |
-4.50 |
84 |
785 |
+23 |
Mar18 |
160928 |
957.00 |
959.50 |
952.50 |
952.50 |
-4.00 |
10 |
175 |
+5 |
May18 |
160928 |
955.25 |
962.50 |
954.50 |
954.50 |
-3.50 |
10 |
68 |
+0 |
Jul18 |
160928 |
965.50 |
965.50 |
958.75 |
958.75 |
-3.00 |
0 |
136 |
+0 |
Aug18 |
160928 |
953.75 |
953.75 |
953.75 |
953.75 |
-4.50 |
0 |
17 |
+0 |
Sep18 |
160928 |
938.50 |
938.50 |
938.50 |
938.50 |
-4.50 |
0 |
17 |
+0 |
Total Volume and Open Interest |
163,448 |
640,698 |
-6,517 |
Soybean Meal(CBOT) |
Oct16 |
160928 |
299.30 |
304.60 |
298.00 |
299.70 |
+0.40 |
20,334 |
22,712 |
-3,624 |
Dec16 |
160928 |
299.50 |
304.30 |
298.10 |
299.40 |
-0.20 |
54,033 |
170,919 |
+416 |
Jan17 |
160928 |
300.70 |
305.30 |
299.60 |
300.50 |
-0.30 |
6,829 |
42,481 |
+1,349 |
Mar17 |
160928 |
302.50 |
307.10 |
301.60 |
302.50 |
-0.10 |
5,666 |
44,640 |
+872 |
May17 |
160928 |
304.00 |
308.50 |
303.50 |
304.20 |
+0.20 |
3,533 |
29,408 |
+223 |
Jul17 |
160928 |
305.80 |
309.80 |
305.00 |
305.70 |
+0.30 |
4,587 |
32,232 |
+896 |
Aug17 |
160928 |
305.50 |
309.90 |
305.00 |
305.90 |
+0.40 |
921 |
3,761 |
+188 |
Sep17 |
160928 |
305.20 |
309.60 |
305.20 |
305.80 |
+0.60 |
706 |
4,305 |
+162 |
Oct17 |
160928 |
303.40 |
306.40 |
303.00 |
303.00 |
+0.50 |
641 |
3,939 |
+250 |
Dec17 |
160928 |
303.60 |
307.00 |
302.80 |
303.70 |
+0.70 |
1,754 |
13,288 |
+594 |
Total Volume and Open Interest |
99,147 |
369,394 |
+1,386 |
Soybean Oil(CBOT) |
Oct16 |
160928 |
33.13 |
33.13 |
32.44 |
32.64 |
-0.48 |
29,396 |
20,630 |
-5,849 |
Dec16 |
160928 |
33.37 |
33.37 |
32.67 |
32.89 |
-0.46 |
65,389 |
224,056 |
+3,068 |
Jan17 |
160928 |
33.58 |
33.58 |
32.91 |
33.13 |
-0.46 |
9,376 |
51,918 |
+1,378 |
Mar17 |
160928 |
33.63 |
33.63 |
33.16 |
33.37 |
-0.46 |
5,151 |
50,056 |
-320 |
May17 |
160928 |
34.00 |
34.00 |
33.34 |
33.54 |
-0.45 |
1,870 |
31,571 |
+25 |
Jul17 |
160928 |
33.90 |
33.91 |
33.51 |
33.70 |
-0.45 |
1,032 |
19,659 |
+122 |
Aug17 |
160928 |
34.10 |
34.10 |
33.55 |
33.74 |
-0.44 |
107 |
3,443 |
+24 |
Sep17 |
160928 |
33.95 |
33.95 |
33.57 |
33.71 |
-0.47 |
92 |
2,875 |
+21 |
Oct17 |
160928 |
33.50 |
33.56 |
33.48 |
33.52 |
-0.49 |
95 |
2,256 |
-1 |
Dec17 |
160928 |
33.67 |
33.69 |
33.41 |
33.53 |
-0.53 |
422 |
7,811 |
-48 |
Total Volume and Open Interest |
112,976 |
414,613 |
-1,540 |
Canola(WCE) |
Nov16 |
160928 |
466.0 |
466.0 |
463.3 |
464.2 |
-1.4 |
11,434 |
130,300 |
+396 |
Jan17 |
160928 |
473.5 |
473.5 |
471.0 |
472.0 |
-1.1 |
2,059 |
31,364 |
+627 |
Mar17 |
160928 |
477.5 |
478.1 |
475.9 |
477.0 |
-1.4 |
445 |
11,008 |
-38 |
May17 |
160928 |
482.0 |
482.8 |
480.2 |
481.7 |
-1.8 |
471 |
8,334 |
-68 |
Jul17 |
160928 |
485.0 |
486.1 |
483.1 |
484.7 |
-1.9 |
689 |
10,237 |
+14 |
Total Volume and Open Interest |
15,261 |
198,822 |
+1,023 |
Corn(CBOT) |
Dec16 |
160928 |
331.75 |
332.50 |
328.75 |
329.25 |
-2.50 |
160,536 |
762,249 |
+2,356 |
Mar17 |
160928 |
341.50 |
342.25 |
338.75 |
339.00 |
-2.75 |
38,813 |
241,880 |
-5,655 |
May17 |
160928 |
348.75 |
349.25 |
345.75 |
346.25 |
-2.50 |
10,615 |
64,468 |
+1,100 |
Jul17 |
160928 |
355.50 |
356.00 |
353.00 |
353.25 |
-2.50 |
9,409 |
114,189 |
+364 |
Sep17 |
160928 |
362.75 |
363.00 |
360.00 |
360.25 |
-2.50 |
1,976 |
41,748 |
+159 |
Dec17 |
160928 |
372.00 |
372.50 |
369.25 |
369.25 |
-2.75 |
4,351 |
73,456 |
+974 |
Mar18 |
160928 |
380.00 |
382.00 |
379.25 |
379.25 |
-2.50 |
345 |
4,969 |
-4 |
May18 |
160928 |
384.75 |
384.75 |
384.75 |
384.75 |
-2.50 |
5 |
1,051 |
-3 |
Jul18 |
160928 |
389.00 |
389.00 |
389.00 |
389.00 |
-2.25 |
164 |
1,372 |
-2 |
Sep18 |
160928 |
388.00 |
388.00 |
388.00 |
388.00 |
-2.50 |
4 |
489 |
+0 |
Total Volume and Open Interest |
226,310 |
1,310,291 |
-642 |
Wheat(CBOT) |
Dec16 |
160928 |
404.50 |
407.25 |
401.75 |
403.25 |
-0.75 |
55,425 |
306,710 |
+2,300 |
Mar17 |
160928 |
426.25 |
428.50 |
423.75 |
426.00 |
unch |
9,353 |
90,551 |
-32 |
May17 |
160928 |
440.00 |
441.50 |
437.00 |
439.75 |
+0.25 |
2,424 |
23,191 |
+325 |
Jul17 |
160928 |
449.00 |
451.50 |
446.50 |
449.75 |
+1.25 |
2,329 |
34,300 |
+408 |
Sep17 |
160928 |
462.75 |
464.50 |
461.00 |
464.00 |
+1.50 |
567 |
3,569 |
+79 |
Dec17 |
160928 |
481.25 |
483.25 |
480.50 |
482.75 |
+1.75 |
412 |
6,318 |
+105 |
Total Volume and Open Interest |
70,582 |
466,801 |
+3,188 |
Wheat(KCBT) |
Dec16 |
160928 |
419.25 |
423.00 |
417.75 |
421.25 |
+2.00 |
12,718 |
139,969 |
-735 |
Mar17 |
160928 |
435.75 |
439.25 |
434.25 |
438.00 |
+2.00 |
2,225 |
45,144 |
+155 |
May17 |
160928 |
446.50 |
449.25 |
444.50 |
448.00 |
+2.00 |
774 |
18,409 |
+209 |
Jul17 |
160928 |
456.50 |
459.50 |
454.50 |
458.00 |
+2.00 |
607 |
23,340 |
+178 |
Sep17 |
160928 |
469.75 |
472.25 |
468.50 |
471.75 |
+2.25 |
44 |
2,903 |
+7 |
Dec17 |
160928 |
490.00 |
491.50 |
487.75 |
491.50 |
+2.75 |
76 |
2,266 |
+41 |
Mar18 |
160928 |
503.25 |
503.25 |
503.25 |
503.25 |
+3.25 |
0 |
210 |
+0 |
Total Volume and Open Interest |
16,444 |
232,325 |
-145 |
Wheat(MGE) |
Dec16 |
160928 |
501.75 |
509.25 |
501.50 |
508.50 |
+5.75 |
5,206 |
28,830 |
-498 |
Mar17 |
160928 |
510.25 |
516.75 |
509.75 |
516.00 |
+5.00 |
1,498 |
16,000 |
-37 |
May17 |
160928 |
518.00 |
524.00 |
517.50 |
523.50 |
+4.75 |
242 |
7,804 |
-44 |
Jul17 |
160928 |
527.00 |
532.00 |
526.75 |
531.75 |
+4.75 |
162 |
3,525 |
+20 |
Sep17 |
160928 |
536.00 |
541.25 |
536.00 |
540.75 |
+4.25 |
121 |
3,442 |
+8 |
Dec17 |
160928 |
554.25 |
555.25 |
552.25 |
555.25 |
+4.75 |
10 |
2,120 |
+10 |
Total Volume and Open Interest |
7,239 |
61,727 |
-541 |
Oats(CBOT) |
Dec16 |
160928 |
175.00 |
175.25 |
174.00 |
174.00 |
-0.50 |
260 |
8,748 |
+8 |
Mar17 |
160928 |
184.75 |
184.75 |
183.00 |
183.75 |
-1.00 |
40 |
1,931 |
+12 |
May17 |
160928 |
188.75 |
188.75 |
188.75 |
188.75 |
-1.00 |
0 |
52 |
+0 |
Jul17 |
160928 |
197.25 |
197.25 |
197.25 |
197.25 |
-0.50 |
0 |
26 |
+0 |
Total Volume and Open Interest |
300 |
10,757 |
+20 |
Rough Rice(CBOT) |
Nov16 |
160928 |
9.75 |
9.93 |
9.65 |
9.74 |
-0.04 |
250 |
9,772 |
-83 |
Jan17 |
160928 |
9.95 |
10.12 |
9.90 |
9.98 |
-0.03 |
111 |
1,069 |
-7 |
Mar17 |
160928 |
10.23 |
10.35 |
10.15 |
10.23 |
-0.03 |
26 |
90 |
+9 |
May17 |
160928 |
10.44 |
10.44 |
10.44 |
10.44 |
-0.02 |
0 |
7 |
+0 |
Total Volume and Open Interest |
387 |
10,938 |
-81 |
Live Cattle(CME) |
Oct16 |
160928 |
102.830 |
104.180 |
101.535 |
103.480 |
-0.350 |
7,876 |
41,471 |
+101 |
Dec16 |
160928 |
102.700 |
104.385 |
101.550 |
103.635 |
+0.500 |
17,077 |
117,908 |
+971 |
Feb17 |
160928 |
103.230 |
105.080 |
102.330 |
104.100 |
+0.450 |
6,060 |
49,053 |
+741 |
Apr17 |
160928 |
102.535 |
104.785 |
102.050 |
103.600 |
+0.215 |
3,145 |
35,634 |
+277 |
Jun17 |
160928 |
96.600 |
98.230 |
95.800 |
97.135 |
+0.135 |
680 |
11,938 |
+146 |
Aug17 |
160928 |
95.100 |
96.785 |
94.535 |
95.785 |
+0.335 |
318 |
6,900 |
+50 |
Total Volume and Open Interest |
35,192 |
264,235 |
+2,293 |
Feeder Cattle(CME) |
Sep16 |
160928 |
135.000 |
135.500 |
134.800 |
135.185 |
+0.360 |
455 |
1,602 |
-67 |
Oct16 |
160928 |
126.180 |
130.700 |
125.750 |
128.035 |
+1.185 |
3,855 |
14,442 |
-728 |
Nov16 |
160928 |
122.580 |
126.900 |
122.035 |
124.650 |
+1.265 |
3,609 |
16,290 |
+526 |
Jan17 |
160928 |
118.680 |
122.785 |
118.200 |
120.680 |
+1.450 |
984 |
5,793 |
+230 |
Mar17 |
160928 |
117.500 |
121.480 |
117.135 |
119.450 |
+1.350 |
656 |
4,243 |
+94 |
Apr17 |
160928 |
117.050 |
121.150 |
117.050 |
119.250 |
+1.170 |
133 |
640 |
+23 |
May17 |
160928 |
117.300 |
120.285 |
116.750 |
118.900 |
+0.850 |
83 |
694 |
+13 |
Total Volume and Open Interest |
9,819 |
43,878 |
+111 |
Lean Hogs(CME) |
Oct16 |
160928 |
52.300 |
52.450 |
51.500 |
51.700 |
unch |
9,505 |
32,969 |
-1,286 |
Dec16 |
160928 |
47.000 |
47.450 |
46.150 |
46.700 |
+0.250 |
14,089 |
122,526 |
-157 |
Feb17 |
160928 |
51.680 |
52.000 |
50.985 |
51.200 |
-0.100 |
3,190 |
36,255 |
+213 |
Apr17 |
160928 |
57.900 |
58.450 |
57.450 |
57.680 |
-0.020 |
1,613 |
24,189 |
+408 |
May17 |
160928 |
65.500 |
65.500 |
65.300 |
65.300 |
-0.085 |
11 |
488 |
+2 |
Jun17 |
160928 |
69.080 |
69.850 |
68.950 |
69.230 |
+0.030 |
279 |
6,006 |
+73 |
Jul17 |
160928 |
68.580 |
69.330 |
68.500 |
68.680 |
unch |
78 |
901 |
-2 |
Aug17 |
160928 |
67.900 |
68.535 |
67.900 |
68.400 |
+0.500 |
22 |
668 |
+8 |
Total Volume and Open Interest |
28,803 |
224,499 |
-747 |
Class III Milk(CME) |
Sep16 |
160928 |
16.38 |
16.41 |
16.37 |
16.41 |
+0.03 |
19 |
5,142 |
-6 |
Oct16 |
160928 |
15.20 |
15.33 |
15.10 |
15.27 |
+0.07 |
407 |
4,754 |
-95 |
Nov16 |
160928 |
15.43 |
15.71 |
15.36 |
15.67 |
+0.24 |
407 |
4,365 |
-7 |
Dec16 |
160928 |
15.25 |
15.53 |
15.25 |
15.51 |
+0.24 |
392 |
3,702 |
+124 |
Jan17 |
160928 |
15.21 |
15.36 |
15.21 |
15.33 |
+0.17 |
347 |
2,248 |
+135 |
Feb17 |
160928 |
15.36 |
15.48 |
15.36 |
15.46 |
+0.12 |
164 |
2,212 |
+73 |
Mar17 |
160928 |
15.46 |
15.60 |
15.46 |
15.56 |
+0.12 |
226 |
2,042 |
+151 |
Apr17 |
160928 |
15.60 |
15.69 |
15.60 |
15.65 |
+0.05 |
157 |
1,722 |
+75 |
May17 |
160928 |
15.85 |
15.88 |
15.85 |
15.88 |
+0.03 |
190 |
1,616 |
+91 |
Jun17 |
160928 |
16.08 |
16.10 |
16.08 |
16.10 |
+0.04 |
67 |
1,460 |
+61 |
Jul17 |
160928 |
16.35 |
16.35 |
16.35 |
16.35 |
+0.06 |
23 |
851 |
+13 |
Aug17 |
160928 |
16.50 |
16.55 |
16.50 |
16.50 |
+0.01 |
28 |
761 |
+13 |
Sep17 |
160928 |
16.61 |
16.61 |
16.61 |
16.61 |
+0.05 |
40 |
788 |
+16 |
Total Volume and Open Interest |
2,555 |
33,166 |
+683 |
Cocoa(ICE) |
Dec16 |
160928 |
2862 |
2868 |
2800 |
2825 |
-43 |
11,818 |
101,207 |
+201 |
Mar17 |
160928 |
2839 |
2841 |
2774 |
2800 |
-39 |
6,561 |
77,973 |
+512 |
May17 |
160928 |
2830 |
2831 |
2770 |
2794 |
-38 |
2,095 |
16,556 |
-693 |
Jul17 |
160928 |
2830 |
2830 |
2768 |
2792 |
-37 |
267 |
7,732 |
+57 |
Sep17 |
160928 |
2805 |
2805 |
2768 |
2789 |
-36 |
71 |
6,017 |
+52 |
Dec17 |
160928 |
2799 |
2803 |
2775 |
2782 |
-35 |
34 |
4,316 |
+27 |
Mar18 |
160928 |
2792 |
2792 |
2775 |
2775 |
-34 |
16 |
3,803 |
-12 |
Total Volume and Open Interest |
20,862 |
217,656 |
+144 |
Coffee "C"(ICE) |
Dec16 |
160928 |
153.90 |
154.60 |
151.00 |
153.10 |
-0.60 |
19,716 |
105,697 |
-1,279 |
Mar17 |
160928 |
157.05 |
157.80 |
154.40 |
156.40 |
-0.60 |
4,527 |
39,048 |
+146 |
May17 |
160928 |
159.05 |
159.70 |
156.30 |
158.30 |
-0.55 |
2,197 |
20,931 |
+1,925 |
Jul17 |
160928 |
160.75 |
161.30 |
158.00 |
160.00 |
-0.55 |
509 |
5,696 |
+30 |
Sep17 |
160928 |
162.70 |
162.70 |
159.50 |
161.50 |
-0.40 |
107 |
4,503 |
+15 |
Dec17 |
160928 |
161.40 |
163.85 |
161.40 |
163.40 |
-0.30 |
125 |
6,483 |
+26 |
Total Volume and Open Interest |
27,195 |
184,185 |
+864 |
Orange Juice(ICE) |
Nov16 |
160928 |
210.00 |
218.25 |
201.50 |
206.85 |
-2.45 |
482 |
14,006 |
+54 |
Jan17 |
160928 |
203.70 |
212.80 |
197.00 |
202.55 |
-0.35 |
168 |
2,122 |
+117 |
Mar17 |
160928 |
201.25 |
205.85 |
196.75 |
198.00 |
-1.70 |
1 |
513 |
+1 |
May17 |
160928 |
197.90 |
197.90 |
193.50 |
193.50 |
-2.55 |
8 |
180 |
+8 |
Jul17 |
160928 |
189.55 |
189.55 |
189.55 |
189.55 |
-1.60 |
5 |
7 |
+4 |
Sep17 |
160928 |
189.05 |
189.05 |
189.05 |
189.05 |
-1.60 |
|
|
|
Total Volume and Open Interest |
664 |
16,830 |
+184 |
Sugar #11(ICE) |
Oct16 |
160928 |
23.20 |
23.36 |
22.95 |
23.27 |
+0.25 |
35,488 |
54,639 |
-16,506 |
Mar17 |
160928 |
23.59 |
23.85 |
23.36 |
23.78 |
+0.34 |
60,591 |
490,794 |
+7,052 |
May17 |
160928 |
22.67 |
22.89 |
22.53 |
22.85 |
+0.25 |
12,472 |
133,947 |
+1,010 |
Jul17 |
160928 |
21.74 |
21.90 |
21.59 |
21.86 |
+0.20 |
7,426 |
89,127 |
+1,428 |
Oct17 |
160928 |
21.08 |
21.17 |
20.94 |
21.14 |
+0.11 |
3,327 |
57,942 |
-40 |
Mar18 |
160928 |
20.55 |
20.70 |
20.51 |
20.67 |
+0.07 |
1,205 |
25,920 |
+293 |
May18 |
160928 |
19.81 |
19.86 |
19.74 |
19.81 |
+0.03 |
313 |
8,707 |
+143 |
Jul18 |
160928 |
19.16 |
19.16 |
19.08 |
19.10 |
+0.02 |
155 |
4,934 |
+2 |
Total Volume and Open Interest |
121,247 |
873,140 |
-6,531 |
London Cocoa(LCE) |
Dec16 |
160928 |
2285 |
2287 |
2241 |
2263 |
-22 |
9,716 |
97,473 |
-760 |
Mar17 |
160928 |
2228 |
2235 |
2187 |
2208 |
-25 |
9,534 |
73,952 |
-815 |
May17 |
160928 |
2230 |
2231 |
2187 |
2207 |
-25 |
3,504 |
38,093 |
+221 |
Jul17 |
160928 |
2231 |
2232 |
2190 |
2210 |
-23 |
1,553 |
10,849 |
+447 |
Sep17 |
160928 |
2219 |
2220 |
2189 |
2204 |
-22 |
794 |
15,043 |
+45 |
Dec17 |
160928 |
2199 |
2205 |
2174 |
2186 |
-19 |
424 |
7,391 |
+355 |
Mar18 |
160928 |
2189 |
2189 |
2162 |
2174 |
-19 |
97 |
116 |
+54 |
Total Volume and Open Interest |
25,622 |
242,917 |
-453 |
London Sugar(LCE) |
Dec16 |
160928 |
604.40 |
613.50 |
602.50 |
612.00 |
+6.80 |
4,846 |
37,463 |
+358 |
Mar17 |
160928 |
607.40 |
614.40 |
605.00 |
612.80 |
+5.70 |
2,134 |
21,805 |
-614 |
May17 |
160928 |
597.00 |
604.00 |
596.40 |
602.70 |
+5.40 |
792 |
13,612 |
+433 |
Aug17 |
160928 |
579.10 |
585.80 |
579.00 |
584.60 |
+4.40 |
322 |
6,882 |
+94 |
Oct17 |
160928 |
560.30 |
562.60 |
557.50 |
561.70 |
+2.20 |
122 |
4,551 |
+84 |
Total Volume and Open Interest |
8,225 |
86,377 |
+363 |
Cotton(ICE) |
Oct16 |
160928 |
68.13 |
68.13 |
68.13 |
68.13 |
-1.26 |
6 |
5 |
-4 |
Dec16 |
160928 |
69.90 |
69.91 |
68.28 |
68.48 |
-1.26 |
11,182 |
166,611 |
+844 |
Mar17 |
160928 |
70.29 |
70.37 |
68.79 |
68.98 |
-1.26 |
3,196 |
53,372 |
+1,516 |
May17 |
160928 |
70.65 |
70.66 |
69.23 |
69.41 |
-1.26 |
556 |
10,963 |
+50 |
Jul17 |
160928 |
70.71 |
70.72 |
69.34 |
69.48 |
-1.24 |
328 |
8,080 |
+82 |
Oct17 |
160928 |
68.94 |
68.94 |
68.94 |
68.94 |
-1.17 |
|
|
|
Total Volume and Open Interest |
15,529 |
253,449 |
+2,581 |
Lumber(CME) |
Nov16 |
160928 |
322.5 |
327.2 |
322.5 |
325.6 |
-0.6 |
298 |
2,853 |
+3 |
Jan17 |
160928 |
333.4 |
335.6 |
332.0 |
335.0 |
+0.7 |
55 |
581 |
+18 |
Mar17 |
160928 |
339.2 |
340.0 |
339.0 |
339.2 |
-0.7 |
4 |
109 |
+3 |
May17 |
160928 |
338.2 |
338.2 |
338.2 |
338.2 |
-0.6 |
0 |
18 |
+0 |
Total Volume and Open Interest |
357 |
3,578 |
+24 |
Crude Oil(NYM) |
Nov16 |
160928 |
44.96 |
47.45 |
44.35 |
47.05 |
+2.38 |
527,119 |
531,922 |
+445 |
Dec16 |
160928 |
45.50 |
48.04 |
44.94 |
47.65 |
+2.41 |
146,465 |
302,156 |
+1,534 |
Jan17 |
160928 |
46.16 |
48.58 |
45.56 |
48.22 |
+2.40 |
42,625 |
144,246 |
+2,547 |
Feb17 |
160928 |
46.66 |
49.08 |
46.14 |
48.74 |
+2.36 |
19,075 |
78,596 |
-1,643 |
Mar17 |
160928 |
47.16 |
49.57 |
46.67 |
49.23 |
+2.31 |
25,743 |
144,959 |
+3,703 |
Apr17 |
160928 |
47.81 |
50.00 |
47.18 |
49.65 |
+2.26 |
8,908 |
44,693 |
+642 |
May17 |
160928 |
48.00 |
50.18 |
47.65 |
50.00 |
+2.21 |
5,365 |
34,081 |
+592 |
Jun17 |
160928 |
48.33 |
50.62 |
47.92 |
50.29 |
+2.16 |
23,871 |
116,236 |
+391 |
Jul17 |
160928 |
49.12 |
50.70 |
48.25 |
50.55 |
+2.12 |
2,696 |
24,148 |
+56 |
Aug17 |
160928 |
48.62 |
51.00 |
48.55 |
50.79 |
+2.09 |
3,084 |
20,800 |
+1,220 |
Sep17 |
160928 |
48.97 |
51.24 |
48.80 |
51.01 |
+2.05 |
4,237 |
36,486 |
-584 |
Oct17 |
160928 |
49.85 |
51.22 |
49.43 |
51.22 |
+2.02 |
2,785 |
16,773 |
+72 |
Nov17 |
160928 |
51.43 |
51.43 |
51.43 |
51.43 |
+1.99 |
1,481 |
16,869 |
+250 |
Dec17 |
160928 |
49.90 |
51.94 |
49.50 |
51.64 |
+1.96 |
26,541 |
167,131 |
+2,963 |
Jan18 |
160928 |
51.79 |
51.79 |
51.79 |
51.79 |
+1.94 |
403 |
16,349 |
+72 |
Feb18 |
160928 |
51.35 |
51.93 |
51.34 |
51.93 |
+1.91 |
174 |
5,337 |
+98 |
Total Volume and Open Interest |
851,388 |
1,835,191 |
+12,686 |
e-miNY Crude Oil(NYM) |
Nov16 |
160928 |
44.900 |
47.450 |
44.350 |
47.050 |
+2.375 |
11,542 |
2,303 |
+47 |
Dec16 |
160928 |
45.500 |
48.000 |
44.950 |
47.650 |
+2.400 |
611 |
1,082 |
+74 |
Jan17 |
160928 |
45.950 |
48.500 |
45.725 |
48.225 |
+2.400 |
28 |
208 |
+12 |
Feb17 |
160928 |
47.525 |
48.750 |
46.500 |
48.750 |
+2.375 |
14 |
185 |
-11 |
Mar17 |
160928 |
49.225 |
49.225 |
49.225 |
49.225 |
+2.300 |
13 |
160 |
-11 |
Apr17 |
160928 |
49.450 |
49.650 |
49.450 |
49.650 |
+2.250 |
1 |
140 |
-1 |
May17 |
160928 |
50.000 |
50.000 |
50.000 |
50.000 |
+2.200 |
0 |
59 |
+0 |
Jun17 |
160928 |
48.275 |
50.300 |
48.275 |
50.300 |
+2.175 |
3 |
137 |
+0 |
Jul17 |
160928 |
50.550 |
50.550 |
50.550 |
50.550 |
+2.125 |
0 |
75 |
+0 |
Aug17 |
160928 |
50.800 |
50.800 |
50.800 |
50.800 |
+2.100 |
0 |
87 |
+0 |
Total Volume and Open Interest |
12,216 |
4,702 |
+107 |
NY Harbor ULSD(NYM) |
Oct16 |
160928 |
141.63 |
149.50 |
141.02 |
149.10 |
+8.11 |
22,239 |
21,778 |
-2,933 |
Nov16 |
160928 |
142.30 |
150.05 |
141.59 |
149.56 |
+7.95 |
48,358 |
108,334 |
+488 |
Dec16 |
160928 |
143.77 |
151.09 |
142.73 |
150.59 |
+7.75 |
20,173 |
69,156 |
-284 |
Jan17 |
160928 |
145.14 |
152.47 |
144.15 |
151.95 |
+7.66 |
9,814 |
48,633 |
+591 |
Feb17 |
160928 |
146.20 |
153.50 |
145.36 |
153.02 |
+7.55 |
6,887 |
23,726 |
-192 |
Mar17 |
160928 |
146.70 |
153.87 |
146.11 |
153.52 |
+7.46 |
7,491 |
34,687 |
+373 |
Apr17 |
160928 |
147.41 |
153.64 |
146.04 |
153.35 |
+7.37 |
2,437 |
14,921 |
+1,283 |
May17 |
160928 |
148.00 |
153.64 |
146.62 |
153.57 |
+7.25 |
444 |
9,378 |
+51 |
Jun17 |
160928 |
149.48 |
154.25 |
146.84 |
154.00 |
+7.11 |
710 |
25,162 |
+100 |
Jul17 |
160928 |
150.20 |
154.90 |
150.20 |
154.89 |
+6.99 |
69 |
3,037 |
-11 |
Aug17 |
160928 |
154.97 |
155.98 |
154.97 |
155.95 |
+6.88 |
49 |
1,856 |
+7 |
Sep17 |
160928 |
150.74 |
157.22 |
150.74 |
157.14 |
+6.78 |
98 |
2,973 |
-9 |
Oct17 |
160928 |
158.31 |
158.31 |
158.31 |
158.31 |
+6.70 |
114 |
2,421 |
+85 |
Nov17 |
160928 |
153.50 |
159.38 |
153.47 |
159.38 |
+6.63 |
124 |
1,912 |
+31 |
Total Volume and Open Interest |
120,250 |
403,682 |
-743 |
RBOB Gasoline(NYM) |
Oct16 |
160928 |
140.82 |
148.67 |
139.20 |
147.77 |
+8.40 |
36,178 |
28,680 |
-10,275 |
Nov16 |
160928 |
137.48 |
144.67 |
135.96 |
143.85 |
+7.59 |
63,884 |
141,026 |
+4,074 |
Dec16 |
160928 |
134.31 |
140.93 |
132.82 |
140.25 |
+6.91 |
29,394 |
77,032 |
+1,777 |
Jan17 |
160928 |
133.54 |
140.14 |
132.13 |
139.57 |
+6.76 |
12,601 |
37,933 |
+1,218 |
Feb17 |
160928 |
134.33 |
141.11 |
133.36 |
140.60 |
+6.66 |
3,950 |
14,621 |
-24 |
Mar17 |
160928 |
136.70 |
143.36 |
135.62 |
142.83 |
+6.59 |
2,736 |
24,132 |
+513 |
Apr17 |
160928 |
156.48 |
161.35 |
154.23 |
160.99 |
+6.48 |
2,556 |
19,821 |
-31 |
May17 |
160928 |
157.28 |
162.30 |
155.26 |
161.96 |
+6.40 |
742 |
7,214 |
-85 |
Jun17 |
160928 |
156.63 |
161.97 |
154.95 |
161.59 |
+6.32 |
1,763 |
14,105 |
+303 |
Jul17 |
160928 |
155.79 |
160.64 |
154.24 |
160.64 |
+6.25 |
288 |
2,504 |
-26 |
Total Volume and Open Interest |
156,273 |
394,836 |
-2,398 |
e-miNY RBOB Gasoline(NYM) |
Oct16 |
160928 |
140.20 |
147.77 |
140.20 |
147.77 |
+8.40 |
0 |
1 |
+0 |
Nov16 |
160928 |
143.85 |
143.85 |
143.85 |
143.85 |
+7.59 |
|
|
|
Dec16 |
160928 |
140.25 |
140.25 |
140.25 |
140.25 |
+6.91 |
|
|
|
Jan17 |
160928 |
139.57 |
139.57 |
139.57 |
139.57 |
+6.76 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Oct16 |
160928 |
2.994 |
2.994 |
2.905 |
2.952 |
-0.044 |
44,209 |
18,953 |
-5,112 |
Nov16 |
160928 |
3.035 |
3.043 |
2.944 |
3.002 |
-0.048 |
92,383 |
287,563 |
+7,218 |
Dec16 |
160928 |
3.242 |
3.242 |
3.148 |
3.199 |
-0.043 |
31,762 |
95,113 |
+649 |
Jan17 |
160928 |
3.359 |
3.361 |
3.277 |
3.327 |
-0.041 |
29,242 |
156,551 |
+1,619 |
Feb17 |
160928 |
3.351 |
3.353 |
3.281 |
3.331 |
-0.038 |
10,452 |
41,855 |
+453 |
Mar17 |
160928 |
3.308 |
3.308 |
3.238 |
3.283 |
-0.036 |
17,080 |
98,728 |
+192 |
Apr17 |
160928 |
3.030 |
3.038 |
3.000 |
3.036 |
-0.021 |
16,170 |
90,964 |
-482 |
May17 |
160928 |
2.988 |
2.996 |
2.962 |
2.995 |
-0.019 |
6,581 |
32,939 |
+1,695 |
Jun17 |
160928 |
3.015 |
3.036 |
2.993 |
3.023 |
-0.018 |
4,726 |
31,462 |
+1,534 |
Jul17 |
160928 |
3.040 |
3.061 |
3.020 |
3.050 |
-0.016 |
2,768 |
18,853 |
-655 |
Aug17 |
160928 |
3.046 |
3.067 |
3.025 |
3.054 |
-0.016 |
1,619 |
16,375 |
-298 |
Sep17 |
160928 |
3.052 |
3.052 |
3.009 |
3.037 |
-0.015 |
2,535 |
19,291 |
+21 |
Oct17 |
160928 |
3.046 |
3.068 |
3.028 |
3.055 |
-0.016 |
6,554 |
44,203 |
+1,085 |
Nov17 |
160928 |
3.104 |
3.121 |
3.077 |
3.103 |
-0.017 |
5,423 |
15,367 |
+522 |
Dec17 |
160928 |
3.228 |
3.234 |
3.208 |
3.232 |
-0.017 |
4,363 |
20,544 |
-109 |
Jan18 |
160928 |
3.330 |
3.333 |
3.314 |
3.333 |
-0.017 |
2,014 |
15,917 |
+68 |
Total Volume and Open Interest |
280,538 |
1,078,070 |
+8,568 |
Brent Crude Oil(ICE) |
Nov16 |
160928 |
46.14 |
48.96 |
45.70 |
48.69 |
+2.72 |
208,153 |
134,251 |
-18,503 |
Dec16 |
160928 |
46.75 |
49.50 |
46.26 |
49.24 |
+2.72 |
236,073 |
549,827 |
+6,854 |
Jan17 |
160928 |
47.29 |
49.97 |
46.82 |
49.72 |
+2.65 |
76,262 |
246,542 |
+2,260 |
Feb17 |
160928 |
47.80 |
50.35 |
47.35 |
50.16 |
+2.57 |
39,327 |
128,950 |
+3,069 |
Mar17 |
160928 |
48.31 |
50.83 |
47.87 |
50.60 |
+2.50 |
31,863 |
180,265 |
-668 |
Apr17 |
160928 |
48.82 |
51.26 |
48.37 |
51.01 |
+2.43 |
12,130 |
65,911 |
+882 |
May17 |
160928 |
49.23 |
51.62 |
48.77 |
51.39 |
+2.40 |
10,390 |
53,187 |
+2,091 |
Jun17 |
160928 |
49.66 |
51.96 |
49.16 |
51.74 |
+2.37 |
29,148 |
133,908 |
+2,863 |
Jul17 |
160928 |
50.00 |
52.15 |
49.66 |
52.06 |
+2.34 |
3,196 |
33,608 |
+636 |
Aug17 |
160928 |
50.69 |
52.32 |
50.69 |
52.32 |
+2.30 |
662 |
24,397 |
+139 |
Sep17 |
160928 |
52.00 |
52.53 |
52.00 |
52.53 |
+2.26 |
2,012 |
49,981 |
-190 |
Oct17 |
160928 |
51.78 |
52.71 |
51.78 |
52.71 |
+2.22 |
623 |
21,702 |
-71 |
Nov17 |
160928 |
51.02 |
52.88 |
51.02 |
52.88 |
+2.17 |
361 |
20,161 |
+39 |
Dec17 |
160928 |
51.17 |
53.27 |
50.73 |
53.03 |
+2.13 |
25,635 |
196,973 |
+1,343 |
Total Volume and Open Interest |
685,967 |
2,153,022 |
+1,351 |
Gas Oil(ICE) |
Oct16 |
160928 |
413.50 |
437.75 |
411.75 |
416.00 |
+6.00 |
57,686 |
115,743 |
-6,480 |
Nov16 |
160928 |
415.25 |
439.00 |
413.25 |
417.50 |
+6.00 |
92,278 |
139,524 |
+12,034 |
Dec16 |
160928 |
416.50 |
440.00 |
414.50 |
418.50 |
+5.75 |
56,678 |
192,064 |
+3,138 |
Jan17 |
160928 |
420.25 |
442.75 |
418.25 |
422.25 |
+5.50 |
16,593 |
74,185 |
+2,882 |
Feb17 |
160928 |
424.25 |
445.75 |
422.00 |
426.00 |
+5.25 |
7,408 |
37,545 |
+408 |
Mar17 |
160928 |
427.75 |
448.75 |
425.75 |
429.25 |
+5.25 |
5,441 |
36,015 |
+329 |
Apr17 |
160928 |
429.75 |
450.75 |
428.75 |
432.00 |
+5.25 |
3,204 |
20,831 |
+431 |
May17 |
160928 |
432.50 |
451.50 |
431.50 |
434.75 |
+5.25 |
1,865 |
15,941 |
-179 |
Jun17 |
160928 |
435.25 |
456.25 |
433.75 |
437.50 |
+5.25 |
5,844 |
49,900 |
-671 |
Jul17 |
160928 |
440.50 |
458.75 |
440.50 |
441.25 |
+5.00 |
1,622 |
17,072 |
+617 |
Total Volume and Open Interest |
256,643 |
883,888 |
+12,548 |
Ethanol(CBOT) |
Oct16 |
160928 |
1.583 |
1.583 |
1.538 |
1.556 |
-0.018 |
254 |
373 |
-130 |
Nov16 |
160928 |
1.509 |
1.535 |
1.483 |
1.494 |
-0.013 |
292 |
1,694 |
+183 |
Dec16 |
160928 |
1.460 |
1.464 |
1.436 |
1.439 |
-0.013 |
18 |
1,244 |
-1 |
Jan17 |
160928 |
1.395 |
1.402 |
1.394 |
1.402 |
-0.016 |
47 |
594 |
+14 |
Feb17 |
160928 |
1.400 |
1.403 |
1.400 |
1.403 |
-0.016 |
10 |
185 |
+10 |
Mar17 |
160928 |
1.421 |
1.421 |
1.421 |
1.421 |
-0.016 |
0 |
141 |
+0 |
Apr17 |
160928 |
1.446 |
1.446 |
1.446 |
1.446 |
-0.016 |
0 |
219 |
+0 |
May17 |
160928 |
1.453 |
1.453 |
1.453 |
1.453 |
-0.016 |
0 |
5 |
+0 |
Total Volume and Open Interest |
621 |
4,461 |
+76 |
WTI Crude Oil(ICE) |
Nov16 |
160928 |
44.88 |
47.43 |
44.37 |
47.05 |
+2.38 |
48,182 |
68,840 |
+1,247 |
Dec16 |
160928 |
45.50 |
48.02 |
44.96 |
47.65 |
+2.41 |
37,633 |
126,714 |
+2,892 |
Jan17 |
160928 |
45.91 |
48.57 |
45.57 |
48.22 |
+2.40 |
14,846 |
36,158 |
+308 |
Feb17 |
160928 |
46.34 |
49.02 |
46.15 |
48.74 |
+2.36 |
6,729 |
27,625 |
+20 |
Mar17 |
160928 |
46.89 |
49.30 |
46.70 |
49.23 |
+2.31 |
6,382 |
42,339 |
+319 |
Apr17 |
160928 |
47.48 |
49.72 |
47.26 |
49.65 |
+2.26 |
2,536 |
10,474 |
-180 |
May17 |
160928 |
48.35 |
50.07 |
47.66 |
50.00 |
+2.21 |
1,463 |
6,803 |
+10 |
Jun17 |
160928 |
48.34 |
50.37 |
48.00 |
50.29 |
+2.16 |
4,767 |
42,373 |
-604 |
Jul17 |
160928 |
48.95 |
50.55 |
48.95 |
50.55 |
+2.12 |
642 |
7,031 |
+113 |
Aug17 |
160928 |
50.79 |
50.79 |
50.79 |
50.79 |
+2.09 |
518 |
1,509 |
-70 |
Sep17 |
160928 |
51.01 |
51.01 |
51.01 |
51.01 |
+2.05 |
294 |
10,391 |
-8 |
Oct17 |
160928 |
51.22 |
51.22 |
51.22 |
51.22 |
+2.02 |
296 |
1,515 |
-5 |
Nov17 |
160928 |
51.43 |
51.43 |
51.43 |
51.43 |
+1.99 |
54 |
1,323 |
+0 |
Dec17 |
160928 |
49.80 |
51.76 |
49.54 |
51.64 |
+1.96 |
4,151 |
75,474 |
+497 |
Jan18 |
160928 |
51.79 |
51.79 |
51.79 |
51.79 |
+1.94 |
1 |
599 |
+0 |
Feb18 |
160928 |
51.93 |
51.93 |
51.93 |
51.93 |
+1.91 |
0 |
637 |
+0 |
Total Volume and Open Interest |
129,683 |
511,970 |
+4,588 |
US Dollar Index(ICE) |
Dec16 |
160928 |
95.390 |
95.660 |
95.285 |
95.335 |
+0.022 |
10,782 |
46,344 |
+627 |
Mar17 |
160928 |
95.345 |
95.580 |
95.235 |
95.255 |
+0.022 |
98 |
3,211 |
+14 |
Jun17 |
160928 |
95.285 |
95.350 |
95.185 |
95.185 |
+0.022 |
2 |
282 |
+1 |
Total Volume and Open Interest |
10,884 |
49,848 |
+644 |
Australian Dollar(CME) |
Dec16 |
160928 |
76.53 |
76.79 |
76.29 |
76.74 |
+0.25 |
58,206 |
94,756 |
+1,190 |
Mar17 |
160928 |
76.40 |
76.61 |
76.16 |
76.59 |
+0.25 |
36 |
441 |
+19 |
Jun17 |
160928 |
76.30 |
76.42 |
76.19 |
76.42 |
+0.24 |
1 |
1 |
+0 |
Total Volume and Open Interest |
58,243 |
95,199 |
+1,209 |
British Pound(CME) |
Dec16 |
160928 |
130.42 |
130.53 |
129.99 |
130.44 |
+0.01 |
66,943 |
235,594 |
-2,414 |
Mar17 |
160928 |
130.50 |
130.75 |
130.26 |
130.68 |
+0.01 |
133 |
1,398 |
+126 |
Jun17 |
160928 |
130.96 |
130.99 |
130.60 |
130.96 |
unch |
0 |
413 |
+0 |
Total Volume and Open Interest |
67,076 |
237,506 |
-2,288 |
Canadian Dollar(CME) |
Dec16 |
160928 |
75.80 |
76.51 |
75.40 |
76.44 |
+0.73 |
60,285 |
99,142 |
+1,690 |
Mar17 |
160928 |
75.80 |
76.55 |
75.47 |
76.49 |
+0.73 |
85 |
1,214 |
+25 |
Jun17 |
160928 |
75.80 |
76.55 |
75.55 |
76.55 |
+0.72 |
31 |
264 |
-20 |
Sep17 |
160928 |
76.61 |
76.61 |
75.62 |
76.61 |
+0.72 |
0 |
115 |
+0 |
Total Volume and Open Interest |
60,401 |
100,840 |
+1,695 |
Japanese Yen(CME) |
Dec16 |
160928 |
99.96 |
100.10 |
99.54 |
99.61 |
-0.47 |
94,291 |
153,393 |
+6,997 |
Mar17 |
160928 |
100.27 |
100.49 |
99.96 |
100.01 |
-0.47 |
34 |
476 |
+16 |
Jun17 |
160928 |
100.65 |
100.71 |
100.47 |
100.47 |
-0.48 |
0 |
101 |
+0 |
Total Volume and Open Interest |
94,325 |
153,998 |
+7,013 |
Swiss Franc(CME) |
Dec16 |
160928 |
103.51 |
103.67 |
103.18 |
103.46 |
-0.08 |
16,874 |
40,176 |
+1,596 |
Mar17 |
160928 |
104.00 |
104.19 |
103.75 |
104.00 |
-0.09 |
6 |
20 |
+0 |
Jun17 |
160928 |
104.64 |
104.64 |
104.48 |
104.64 |
-0.09 |
0 |
15 |
+0 |
Total Volume and Open Interest |
16,880 |
40,213 |
+1,596 |
EuroFX(CME) |
Dec16 |
160928 |
112.60 |
112.77 |
112.22 |
112.55 |
-0.07 |
119,056 |
318,684 |
+2,396 |
Mar17 |
160928 |
112.96 |
113.21 |
112.67 |
112.98 |
-0.08 |
4,778 |
4,504 |
+2,219 |
Jun17 |
160928 |
113.28 |
113.66 |
113.20 |
113.50 |
-0.08 |
32 |
1,083 |
+28 |
Total Volume and Open Interest |
123,866 |
324,308 |
+4,643 |
Mexican Peso(CME) |
Oct16 |
160928 |
515.25 |
515.25 |
515.25 |
515.25 |
+2.50 |
0 |
1 |
+0 |
Nov16 |
160928 |
511.50 |
513.75 |
511.50 |
513.75 |
+2.50 |
|
|
|
Total Volume and Open Interest |
40,074 |
158,738 |
-1,812 |
Brazilian Real(CME) |
Oct16 |
160928 |
309.20 |
311.00 |
307.35 |
310.40 |
+1.20 |
1,237 |
23,799 |
-268 |
Nov16 |
160928 |
307.00 |
308.15 |
304.85 |
307.90 |
+1.15 |
117 |
227 |
+80 |
Dec16 |
160928 |
304.05 |
305.45 |
303.45 |
305.25 |
+1.15 |
31 |
3,834 |
+29 |
Jan17 |
160928 |
302.40 |
302.40 |
302.40 |
302.40 |
+0.95 |
|
|
|
Total Volume and Open Interest |
1,385 |
27,860 |
-159 |
30-Year T-Bonds(CBOT) |
Dec16 |
160928 |
169~170 |
170~030 |
169~000 |
169~080 |
-0~060 |
167,451 |
559,572 |
+744 |
Mar17 |
160928 |
167~310 |
168~130 |
167~310 |
167~310 |
-0~060 |
1 |
5 |
+0 |
Jun17 |
160928 |
167~030 |
167~030 |
167~030 |
167~030 |
-0~060 |
|
|
|
Total Volume and Open Interest |
167,452 |
559,577 |
+744 |
10-Year T-Notes(CBOT) |
Dec16 |
160928 |
131~165 |
131~200 |
131~105 |
131~140 |
-0~030 |
828,179 |
2,765,430 |
+51,273 |
Mar17 |
160928 |
130~285 |
130~285 |
130~280 |
130~285 |
-0~015 |
1 |
5 |
+1 |
Jun17 |
160928 |
130~205 |
130~205 |
130~205 |
130~205 |
-0~015 |
|
|
|
Total Volume and Open Interest |
828,180 |
2,765,435 |
+51,274 |
5-Year T-Notes(CBOT) |
Sep16 |
160928 |
121~232 |
121~244 |
121~200 |
121~212 |
-0~012 |
9,930 |
43,284 |
-2,863 |
Dec16 |
160928 |
121~224 |
121~252 |
121~192 |
121~212 |
-0~012 |
424,972 |
2,762,452 |
+14,697 |
Mar17 |
160928 |
121~114 |
121~114 |
121~114 |
121~114 |
-0~012 |
|
|
|
Total Volume and Open Interest |
434,902 |
2,805,736 |
+11,834 |
2 Year T-Notes(CBOT) |
Sep16 |
160928 |
109~130 |
109~134 |
109~114 |
109~120 |
-0~010 |
743 |
4,069 |
-508 |
Dec16 |
160928 |
109~092 |
109~100 |
109~080 |
109~084 |
-0~006 |
175,623 |
1,020,171 |
+20,420 |
Mar17 |
160928 |
109~080 |
109~080 |
109~080 |
109~080 |
-0~006 |
|
|
|
Total Volume and Open Interest |
176,366 |
1,024,240 |
+19,912 |
Eurodollars(CME) |
Dec16 |
160928 |
99.090 |
99.105 |
99.075 |
99.085 |
unch |
162,652 |
1,571,699 |
-16,447 |
Mar17 |
160928 |
99.055 |
99.070 |
99.040 |
99.055 |
unch |
136,451 |
1,214,722 |
+18,874 |
Jun17 |
160928 |
99.025 |
99.035 |
99.005 |
99.020 |
unch |
100,846 |
1,117,935 |
+5,642 |
Sep17 |
160928 |
98.985 |
99.005 |
98.975 |
98.990 |
unch |
100,426 |
886,064 |
+4,546 |
Dec17 |
160928 |
98.950 |
98.965 |
98.935 |
98.950 |
unch |
151,214 |
1,412,886 |
+86 |
Mar18 |
160928 |
98.930 |
98.950 |
98.915 |
98.930 |
unch |
109,598 |
675,064 |
+20,000 |
Jun18 |
160928 |
98.905 |
98.920 |
98.885 |
98.900 |
-0.005 |
77,484 |
506,000 |
+4,309 |
Sep18 |
160928 |
98.870 |
98.890 |
98.855 |
98.870 |
-0.005 |
74,901 |
399,311 |
+322 |
Dec18 |
160928 |
98.830 |
98.855 |
98.810 |
98.830 |
-0.005 |
66,486 |
645,428 |
+1,545 |
Mar19 |
160928 |
98.810 |
98.830 |
98.790 |
98.805 |
-0.010 |
62,077 |
433,273 |
+4,856 |
Jun19 |
160928 |
98.780 |
98.800 |
98.760 |
98.775 |
-0.010 |
43,946 |
379,781 |
+4,542 |
Sep19 |
160928 |
98.750 |
98.770 |
98.725 |
98.740 |
-0.010 |
47,311 |
270,532 |
+7,347 |
Dec19 |
160928 |
98.710 |
98.725 |
98.685 |
98.700 |
-0.010 |
50,488 |
326,529 |
-678 |
Mar20 |
160928 |
98.680 |
98.700 |
98.655 |
98.670 |
-0.015 |
27,734 |
146,111 |
+1,366 |
Jun20 |
160928 |
98.645 |
98.660 |
98.620 |
98.635 |
-0.015 |
27,751 |
109,747 |
+937 |
Sep20 |
160928 |
98.605 |
98.625 |
98.585 |
98.595 |
-0.015 |
30,181 |
89,410 |
+2,376 |
Dec20 |
160928 |
98.560 |
98.580 |
98.540 |
98.550 |
-0.015 |
26,106 |
104,396 |
-3,791 |
Mar21 |
160928 |
98.525 |
98.540 |
98.500 |
98.515 |
-0.015 |
21,475 |
60,568 |
+1,677 |
Total Volume and Open Interest |
1,385,408 |
10,859,868 |
+59,318 |
Ultra T-Bond(CBOT) |
Sep16 |
160921 |
181~04 |
181~26 |
179~25 |
181~16 |
-0~03 |
891 |
2,673 |
-5,955 |
Dec16 |
160928 |
185~24 |
186~16 |
185~02 |
185~14 |
-0~08 |
58,442 |
600,306 |
-599 |
Mar17 |
160928 |
184~14 |
184~14 |
184~14 |
184~14 |
-0~08 |
|
|
|
Total Volume and Open Interest |
58,442 |
600,306 |
-599 |
Ultra 10-Yr T-Note(CBOT) |
Sep16 |
160921 |
143~160 |
143~210 |
143~000 |
143~170 |
-0~010 |
795 |
1,857 |
-858 |
Dec16 |
160928 |
144~260 |
145~000 |
144~170 |
144~210 |
-0~050 |
44,479 |
224,688 |
+3,116 |
Mar17 |
160928 |
144~195 |
144~195 |
144~195 |
144~195 |
-0~050 |
|
|
|
Total Volume and Open Interest |
44,479 |
224,688 |
+3,116 |
30 Day Federal Funds(CBOT) |
Sep16 |
160928 |
99.603 |
99.605 |
99.603 |
99.603 |
unch |
618 |
94,861 |
-452 |
Oct16 |
160928 |
99.610 |
99.610 |
99.605 |
99.610 |
unch |
12,191 |
316,442 |
-3,236 |
Nov16 |
160928 |
99.590 |
99.590 |
99.580 |
99.585 |
-0.005 |
20,688 |
204,829 |
-3,649 |
Dec16 |
160928 |
99.535 |
99.535 |
99.520 |
99.520 |
-0.010 |
4,976 |
101,183 |
-147 |
Jan17 |
160928 |
99.485 |
99.485 |
99.465 |
99.470 |
-0.015 |
15,600 |
149,009 |
-1,180 |
Feb17 |
160928 |
99.475 |
99.475 |
99.450 |
99.455 |
-0.015 |
4,561 |
66,534 |
-3,002 |
Total Volume and Open Interest |
73,990 |
1,134,422 |
-10,355 |
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 |
160928 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
160928 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160928 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160928 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160928 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160928 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
160928 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Sep18 |
160928 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec16 |
160928 |
152.22 |
152.41 |
152.20 |
152.33 |
+0.13 |
1,932 |
14,965 |
+599 |
Mar17 |
160928 |
152.25 |
152.25 |
152.25 |
152.25 |
+0.13 |
|
|
|
Jun17 |
160928 |
152.25 |
152.25 |
152.25 |
152.25 |
+0.13 |
|
|
|
Total Volume and Open Interest |
1,932 |
14,965 |
+599 |
Euro-Buxl(EUREX) |
Dec16 |
160928 |
193.24 |
193.80 |
192.14 |
193.62 |
+0.70 |
31,437 |
150,474 |
+1,037 |
Mar17 |
160928 |
191.74 |
192.04 |
190.50 |
191.94 |
+0.70 |
16 |
47 |
-6 |
Jun17 |
160928 |
190.62 |
190.62 |
190.62 |
190.62 |
+0.70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
31,453 |
150,522 |
+1,031 |
Euro-Bund(EUREX) |
Dec16 |
160928 |
165.97 |
166.19 |
165.75 |
166.15 |
+0.17 |
534,174 |
1,703,875 |
-7,014 |
Mar17 |
160928 |
168.57 |
168.70 |
168.33 |
168.70 |
+0.16 |
2,359 |
43,368 |
+1,446 |
Jun17 |
160928 |
166.61 |
166.61 |
166.61 |
166.61 |
+0.17 |
1 |
1 |
+1 |
Total Volume and Open Interest |
536,534 |
1,747,244 |
-5,567 |
Euro-Bobl(EUREX) |
Dec16 |
160928 |
132.21 |
132.28 |
132.16 |
132.25 |
+0.01 |
263,851 |
1,292,427 |
-38,470 |
Mar17 |
160928 |
134.02 |
134.02 |
133.97 |
134.01 |
unch |
1 |
1,065 |
+1 |
Jun17 |
160928 |
132.50 |
132.50 |
132.50 |
132.50 |
+0.01 |
|
|
|
Total Volume and Open Interest |
263,852 |
1,293,492 |
-38,469 |
Euro-Schatz(EUREX) |
Dec16 |
160928 |
112.16 |
112.18 |
112.14 |
112.17 |
-0.00 |
180,502 |
1,148,385 |
+14,395 |
Mar17 |
160928 |
112.17 |
112.17 |
112.17 |
112.17 |
-0.00 |
|
|
|
Jun17 |
160928 |
112.17 |
112.17 |
112.17 |
112.17 |
-0.00 |
|
|
|
Total Volume and Open Interest |
180,502 |
1,148,385 |
+14,395 |
3-Mth Euribor(EUREX) |
Sep16 |
160919 |
100.300 |
100.300 |
100.300 |
100.300 |
-0.005 |
1 |
3,718 |
+0 |
Dec16 |
160928 |
100.310 |
100.310 |
100.310 |
100.310 |
+0.005 |
0 |
3,418 |
+0 |
Mar17 |
160928 |
100.335 |
100.335 |
100.335 |
100.335 |
+0.005 |
0 |
3,235 |
+0 |
Total Volume and Open Interest |
201 |
74,087 |
+0 |
Long Gilt(LIFFE) |
Sep16 |
160928 |
132~12 |
132~12 |
132~06 |
132~07 |
-0~04 |
50 |
7,556 |
-50 |
Dec16 |
160928 |
131~07 |
131~10 |
130~27 |
131~05 |
-0~02 |
131,603 |
539,948 |
+10,342 |
Total Volume and Open Interest |
131,653 |
547,504 |
+10,292 |
3-Mth Short Sterling(LIFFE) |
Dec16 |
160928 |
99.68 |
99.68 |
99.67 |
99.68 |
-0.00 |
28,568 |
497,884 |
+1,001 |
Mar17 |
160928 |
99.73 |
99.73 |
99.71 |
99.73 |
unch |
34,496 |
387,347 |
+6,226 |
Jun17 |
160928 |
99.76 |
99.76 |
99.74 |
99.75 |
-0.01 |
45,724 |
352,485 |
+988 |
Sep17 |
160928 |
99.77 |
99.77 |
99.75 |
99.76 |
-0.01 |
24,979 |
315,516 |
+3,794 |
Dec17 |
160928 |
99.77 |
99.78 |
99.75 |
99.77 |
-0.01 |
39,229 |
376,987 |
+672 |
Mar18 |
160928 |
99.78 |
99.78 |
99.76 |
99.77 |
-0.01 |
43,039 |
205,457 |
-7,438 |
Total Volume and Open Interest |
386,582 |
2,964,812 |
+14,833 |
3-Mth Euribor(LIFFE) |
Dec16 |
160928 |
100.305 |
100.310 |
100.300 |
100.310 |
+0.010 |
67,309 |
411,938 |
+2,327 |
Mar17 |
160928 |
100.330 |
100.335 |
100.320 |
100.330 |
+0.005 |
36,684 |
397,692 |
+1,898 |
Jun17 |
160928 |
100.350 |
100.355 |
100.345 |
100.350 |
unch |
28,197 |
410,480 |
+1,554 |
Total Volume and Open Interest |
512,797 |
3,061,717 |
+30,714 |
3-Mth Aus T-Bills(SFE) |
Dec16 |
160928 |
98.25 |
98.27 |
98.25 |
98.26 |
unch |
15,158 |
186,537 |
-6,058 |
Mar17 |
160928 |
98.30 |
98.33 |
98.30 |
98.31 |
unch |
10,796 |
208,029 |
+5,004 |
Jun17 |
160928 |
98.32 |
98.35 |
98.32 |
98.34 |
+0.01 |
7,042 |
191,552 |
+389 |
Sep17 |
160928 |
98.33 |
98.36 |
98.33 |
98.35 |
+0.01 |
7,218 |
118,401 |
+2,218 |
Dec17 |
160928 |
98.34 |
98.37 |
98.34 |
98.35 |
+0.01 |
5,655 |
131,506 |
+387 |
Mar18 |
160928 |
98.32 |
98.36 |
98.32 |
98.34 |
+0.01 |
2,038 |
72,639 |
+693 |
Jun18 |
160928 |
98.30 |
98.34 |
98.30 |
98.33 |
+0.02 |
902 |
57,428 |
+100 |
Sep18 |
160928 |
98.28 |
98.32 |
98.28 |
98.30 |
+0.01 |
1,219 |
25,396 |
-425 |
Dec18 |
160928 |
98.27 |
98.29 |
98.25 |
98.27 |
+0.02 |
108 |
6,207 |
+5 |
Mar19 |
160928 |
98.24 |
98.25 |
98.23 |
98.25 |
+0.03 |
120 |
3,137 |
+94 |
Total Volume and Open Interest |
50,256 |
1,003,134 |
+2,407 |
10-Year Aus T-Bonds(SFE) |
Dec16 |
160928 |
98.02 |
98.07 |
98.01 |
98.05 |
+0.03 |
98,270 |
814,053 |
+4,320 |
Mar17 |
160928 |
98.05 |
98.05 |
98.05 |
98.05 |
+0.03 |
|
|
|
Total Volume and Open Interest |
98,270 |
814,053 |
+4,320 |
3-Year Aus T-Bonds(SFE) |
Dec16 |
160928 |
98.44 |
98.48 |
98.43 |
98.48 |
+0.04 |
79,713 |
813,628 |
+10,966 |
Mar17 |
160928 |
98.48 |
98.48 |
98.48 |
98.48 |
+0.04 |
|
|
|
Total Volume and Open Interest |
79,713 |
813,628 |
+10,966 |
Gold(CMX) |
Oct16 |
160928 |
1326.4 |
1326.9 |
1316.9 |
1319.4 |
-6.6 |
7,355 |
23,516 |
-633 |
Dec16 |
160928 |
1330.1 |
1331.1 |
1321.1 |
1323.7 |
-6.7 |
126,603 |
458,129 |
+4,851 |
Feb17 |
160928 |
1333.9 |
1334.1 |
1324.9 |
1327.4 |
-6.7 |
2,925 |
48,169 |
+659 |
Apr17 |
160928 |
1333.6 |
1336.7 |
1328.1 |
1330.7 |
-6.6 |
3,002 |
15,672 |
+622 |
Jun17 |
160928 |
1339.3 |
1340.0 |
1333.0 |
1333.7 |
-6.7 |
3,015 |
20,756 |
+728 |
Aug17 |
160928 |
1339.4 |
1340.1 |
1336.6 |
1336.6 |
-6.7 |
1,740 |
7,702 |
-265 |
Oct17 |
160928 |
1341.1 |
1342.1 |
1339.2 |
1339.2 |
-6.7 |
136 |
2,021 |
+19 |
Dec17 |
160928 |
1348.5 |
1348.5 |
1341.8 |
1341.8 |
-6.6 |
284 |
12,263 |
+56 |
Feb18 |
160928 |
1344.2 |
1344.2 |
1344.2 |
1344.2 |
-6.5 |
0 |
163 |
+0 |
Apr18 |
160928 |
1346.3 |
1346.3 |
1346.3 |
1346.3 |
-6.5 |
0 |
3 |
+0 |
Jun18 |
160928 |
1348.4 |
1348.4 |
1348.4 |
1348.4 |
-6.5 |
0 |
4,181 |
+0 |
Total Volume and Open Interest |
145,345 |
599,973 |
+6,138 |
Silver(CMX) |
Sep16 |
160928 |
1905.0 |
1905.5 |
1904.4 |
1904.4 |
-4.3 |
38 |
498 |
-34 |
Dec16 |
160928 |
1919.0 |
1927.0 |
1897.5 |
1912.1 |
-4.4 |
54,905 |
177,137 |
-629 |
Mar17 |
160928 |
1928.0 |
1938.5 |
1909.5 |
1923.8 |
-4.2 |
2,031 |
14,507 |
+234 |
May17 |
160928 |
1936.0 |
1942.5 |
1930.5 |
1931.2 |
-4.2 |
338 |
1,372 |
+75 |
Jul17 |
160928 |
1936.5 |
1944.0 |
1935.0 |
1938.5 |
-4.2 |
243 |
2,854 |
+2 |
Sep17 |
160928 |
1944.9 |
1944.9 |
1944.9 |
1944.9 |
-4.1 |
1 |
486 |
+0 |
Dec17 |
160928 |
1962.5 |
1962.5 |
1953.5 |
1953.6 |
-4.1 |
16 |
2,453 |
-3 |
Total Volume and Open Interest |
57,936 |
203,441 |
-267 |
Platinum(NYMEX) |
Oct16 |
160928 |
1027.5 |
1030.6 |
1012.3 |
1022.3 |
-2.9 |
18,720 |
19,058 |
-7,037 |
Jan17 |
160928 |
1030.7 |
1035.6 |
1016.4 |
1027.0 |
-2.3 |
10,630 |
47,776 |
+5,988 |
Apr17 |
160928 |
1034.3 |
1036.4 |
1023.5 |
1031.1 |
-2.2 |
313 |
4,055 |
+231 |
Jul17 |
160928 |
1034.2 |
1034.2 |
1034.2 |
1034.2 |
-2.2 |
0 |
29 |
+0 |
Total Volume and Open Interest |
29,672 |
70,923 |
-817 |
Palladium(NYMEX) |
Dec16 |
160928 |
702.00 |
717.50 |
699.50 |
714.40 |
+13.35 |
3,501 |
25,157 |
+178 |
Mar17 |
160928 |
705.70 |
716.45 |
705.70 |
716.00 |
+13.35 |
35 |
454 |
+3 |
Jun17 |
160928 |
717.80 |
717.80 |
717.80 |
717.80 |
+13.35 |
0 |
31 |
+0 |
Total Volume and Open Interest |
3,542 |
25,649 |
+173 |
Copper(CMX) |
Sep16 |
160928 |
217.80 |
217.95 |
217.80 |
217.95 |
+1.80 |
745 |
1,323 |
-171 |
Dec16 |
160928 |
217.25 |
220.40 |
216.85 |
218.75 |
+1.65 |
50,783 |
128,933 |
-2,220 |
Mar17 |
160928 |
218.10 |
221.20 |
218.00 |
219.75 |
+1.60 |
6,361 |
33,055 |
-182 |
May17 |
160928 |
219.55 |
221.80 |
218.70 |
220.40 |
+1.55 |
997 |
6,265 |
+356 |
Jul17 |
160928 |
219.60 |
222.15 |
219.30 |
220.95 |
+1.55 |
61 |
2,339 |
+11 |
Total Volume and Open Interest |
60,505 |
183,260 |
-1,667 |
E-mini DJIA Index(CBOT) |
Dec16 |
160928 |
18127 |
18260 |
18090 |
18238 |
+99 |
128,492 |
118,448 |
+1,638 |
Mar17 |
160928 |
18049 |
18191 |
18037 |
18174 |
+97 |
39 |
476 |
+9 |
Jun17 |
160928 |
18098 |
18098 |
17958 |
18098 |
+97 |
0 |
4 |
+0 |
Sep17 |
160928 |
18013 |
18013 |
18013 |
18013 |
+97 |
|
|
|
Total Volume and Open Interest |
128,531 |
118,928 |
+1,647 |
S & P 500(CME) |
Dec16 |
160928 |
2152.20 |
2165.30 |
2144.00 |
2163.20 |
+10.40 |
5,752 |
63,620 |
+25 |
Mar17 |
160928 |
2157.40 |
2157.40 |
2139.90 |
2157.40 |
+10.50 |
0 |
163 |
+0 |
Jun17 |
160928 |
2151.80 |
2151.80 |
2134.30 |
2151.80 |
+10.50 |
0 |
60 |
+0 |
Sep17 |
160928 |
2148.40 |
2148.40 |
2131.00 |
2148.40 |
+10.40 |
|
|
|
Total Volume and Open Interest |
5,752 |
63,843 |
+25 |
S & P 500 E-Mini(Globex) |
Dec16 |
160928 |
2152.00 |
2165.25 |
2144.00 |
2163.25 |
+10.50 |
1,602,771 |
2,885,941 |
-19,575 |
Mar17 |
160928 |
2145.50 |
2159.25 |
2138.25 |
2157.50 |
+10.50 |
1,652 |
6,155 |
+333 |
Jun17 |
160928 |
2140.00 |
2153.25 |
2132.75 |
2151.75 |
+10.50 |
11 |
571 |
+0 |
Sep17 |
160928 |
2148.50 |
2148.50 |
2148.50 |
2148.50 |
+10.50 |
0 |
10 |
+0 |
Total Volume and Open Interest |
1,604,434 |
2,892,677 |
-19,242 |
NASDAQ 100 E-Mini(Globex) |
Dec16 |
160928 |
4857.50 |
4873.30 |
4844.80 |
4868.30 |
+7.50 |
209,587 |
290,403 |
-2,380 |
Mar17 |
160928 |
4844.00 |
4869.00 |
4842.00 |
4864.30 |
+7.50 |
55 |
223 |
-5 |
Jun17 |
160928 |
4858.30 |
4858.30 |
4858.30 |
4858.30 |
+7.50 |
0 |
10 |
+0 |
Total Volume and Open Interest |
209,642 |
290,641 |
-2,385 |
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 |
160928 |
1540.10 |
1555.20 |
1533.00 |
1554.60 |
+14.60 |
16,782 |
81,735 |
+54 |
Mar17 |
160928 |
1541.00 |
1552.60 |
1531.70 |
1552.60 |
+14.60 |
|
|
|
Total Volume and Open Interest |
16,782 |
81,735 |
+54 |
Volatility Index(CBOE) |
Sep16 |
160921 |
15.90 |
16.10 |
15.20 |
15.30 |
-0.58 |
83,892 |
73,593 |
-14,529 |
Oct16 |
160928 |
15.50 |
15.93 |
15.20 |
15.23 |
-0.30 |
109,174 |
252,234 |
-11,984 |
Nov16 |
160928 |
16.85 |
17.19 |
16.60 |
16.73 |
-0.15 |
59,341 |
95,684 |
+8,665 |
Dec16 |
160928 |
17.45 |
17.77 |
17.20 |
17.30 |
-0.18 |
18,439 |
58,757 |
+797 |
Total Volume and Open Interest |
205,645 |
478,457 |
-1,490 |
Russell 2000(ICE) |
Dec16 |
160928 |
1242.00 |
1253.40 |
1236.10 |
1252.70 |
+8.70 |
77,445 |
326,352 |
-644 |
Mar17 |
160928 |
1249.20 |
1249.20 |
1249.20 |
1249.20 |
+8.70 |
2 |
269 |
+0 |
Jun17 |
160928 |
1246.20 |
1246.20 |
1246.20 |
1246.20 |
+8.70 |
0 |
170 |
+0 |
Total Volume and Open Interest |
77,447 |
326,930 |
-644 |
Nikkei 225(CME) |
Dec16 |
160928 |
16540 |
16600 |
16410 |
16590 |
+80 |
9,552 |
33,686 |
+263 |
Mar17 |
160928 |
16490 |
16595 |
16455 |
16590 |
+80 |
1 |
14 |
+1 |
Total Volume and Open Interest |
9,553 |
33,700 |
+264 |
Nikkei 225(SGX) |
Dec16 |
160928 |
16515 |
16515 |
16360 |
16445 |
-95 |
65,727 |
158,106 |
+2,875 |
Mar17 |
160928 |
16355 |
16420 |
16310 |
16410 |
-90 |
1,051 |
633 |
-284 |
Jun17 |
160928 |
16275 |
16275 |
16275 |
16275 |
-105 |
|
|
|
Total Volume and Open Interest |
66,788 |
165,802 |
+2,581 |
Nikkei 225(CME) Yen |
Sep16 |
160908 |
16990 |
17005 |
16830 |
16990 |
+20 |
87,426 |
48,721 |
-20,945 |
Dec16 |
160928 |
16500 |
16555 |
16365 |
16540 |
+75 |
44,203 |
49,457 |
+1,402 |
Mar17 |
160928 |
16360 |
16480 |
16305 |
16480 |
+75 |
29 |
57 |
-2 |
Total Volume and Open Interest |
44,232 |
49,520 |
+1,400 |
Nikkei 225(CME) e-Mini Yen |
Sep16 |
160908 |
16990 |
16990 |
16860 |
16990 |
+20 |
0 |
12 |
+0 |
Dec16 |
160928 |
16540 |
16540 |
16380 |
16540 |
+80 |
2 |
9 |
+2 |
Mar17 |
160928 |
16480 |
16480 |
16480 |
16480 |
+80 |
|
|
|
Total Volume and Open Interest |
2 |
9 |
+2 |
CAC 40(EURONEXT) |
Oct16 |
160928 |
4404.5 |
4470.5 |
4398.0 |
4428.5 |
+34.5 |
100,604 |
281,152 |
+10,255 |
Nov16 |
160928 |
4422.0 |
4466.0 |
4422.0 |
4425.5 |
+34.5 |
59 |
4,182 |
+37 |
Dec16 |
160928 |
4395.5 |
4461.0 |
4395.5 |
4419.5 |
+34.0 |
391 |
21,543 |
+126 |
Total Volume and Open Interest |
101,054 |
306,939 |
+10,418 |
Hang Seng Index(HKFE) |
Sep16 |
160928 |
23600 |
23658 |
23364 |
23641 |
+19 |
147,234 |
117,934 |
-20,212 |
Oct16 |
160928 |
23580 |
23653 |
23351 |
23636 |
+15 |
54,358 |
55,941 |
+34,738 |
Total Volume and Open Interest |
203,338 |
185,247 |
+15,158 |
DAX(EUREX) |
Dec16 |
160928 |
10367.0 |
10514.0 |
10361.5 |
10427.0 |
+93.5 |
99,729 |
167,399 |
+8,713 |
Mar17 |
160928 |
10368.5 |
10506.5 |
10368.5 |
10424.0 |
+93.5 |
59 |
1,105 |
+21 |
Jun17 |
160928 |
10381.5 |
10480.0 |
10380.5 |
10446.5 |
+93.5 |
5 |
60 |
+0 |
Total Volume and Open Interest |
99,793 |
168,564 |
+8,734 |
Mini-DAX(EUREX) |
Sep16 |
160916 |
10420.0 |
10427.0 |
10264.0 |
10264.0 |
-180.5 |
36,525 |
13,993 |
+636 |
Dec16 |
160928 |
10373.0 |
10520.0 |
10361.0 |
10427.0 |
+93.5 |
34,999 |
11,687 |
+2,437 |
Mar17 |
160928 |
10369.0 |
10507.0 |
10369.0 |
10424.0 |
+93.5 |
47 |
1,028 |
+33 |
Total Volume and Open Interest |
35,049 |
12,727 |
+2,470 |
FT-SE 100(EURONEXT) |
Dec16 |
160928 |
6783.50 |
6866.50 |
6765.00 |
6804.00 |
+42.50 |
108,847 |
674,138 |
+742 |
Mar17 |
160928 |
6742.00 |
6791.00 |
6740.00 |
6743.50 |
+42.50 |
52 |
955 |
+51 |
Jun17 |
160928 |
6676.50 |
6676.50 |
6676.50 |
6676.50 |
+42.50 |
|
|
|
Total Volume and Open Interest |
108,899 |
675,093 |
+793 |
SPI 200(SFE) |
Dec16 |
160928 |
5405.0 |
5423.0 |
5367.0 |
5401.0 |
-6.0 |
22,219 |
269,759 |
-2,429 |
Mar17 |
160928 |
5353.0 |
5353.0 |
5353.0 |
5353.0 |
-6.0 |
0 |
1,442 |
+0 |
Jun17 |
160928 |
5340.0 |
5340.0 |
5340.0 |
5340.0 |
-6.0 |
0 |
1,397 |
+0 |
Total Volume and Open Interest |
22,292 |
274,013 |
-2,407 |
FTSE MIB(ISE) |
Dec16 |
160928 |
16135.00 |
16330.00 |
16120.00 |
16172.00 |
+126.00 |
33,102 |
45,390 |
+2,088 |
Mar17 |
160928 |
16175.00 |
16260.00 |
16152.00 |
16152.00 |
+136.00 |
3 |
103 |
+0 |
Jun17 |
160928 |
15750.00 |
15750.00 |
15750.00 |
15750.00 |
+94.00 |
|
|
|
Total Volume and Open Interest |
33,105 |
45,493 |
+2,088 |
KOSPI 200(KFE) |
Dec16 |
160928 |
259.95 |
260.00 |
258.80 |
258.90 |
-1.50 |
104,820 |
132,108 |
+1,892 |
Mar17 |
160928 |
256.90 |
257.25 |
256.15 |
256.25 |
-1.40 |
277 |
3,263 |
+130 |
Jun17 |
160928 |
257.20 |
257.30 |
257.20 |
257.20 |
-0.80 |
0 |
821 |
+0 |
Total Volume and Open Interest |
105,097 |
139,178 |
+2,022 |
GSCI(CME) |
Oct16 |
160928 |
352.00 |
362.40 |
349.35 |
360.25 |
+10.05 |
189 |
14,795 |
-19 |
Nov16 |
160928 |
362.75 |
364.20 |
352.25 |
362.75 |
+10.05 |
0 |
50 |
+0 |
Dec16 |
160928 |
366.35 |
366.35 |
366.35 |
366.35 |
+10.05 |
|
|
|
Total Volume and Open Interest |
189 |
14,845 |
-19 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|