|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Wed October 05, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov16 |
161005 |
963.50 |
967.50 |
950.50 |
956.75 |
-6.75 |
139,848 |
327,816 |
+3,180 |
Jan17 |
161005 |
969.25 |
973.50 |
957.00 |
963.50 |
-5.75 |
35,922 |
118,204 |
+4,875 |
Mar17 |
161005 |
975.75 |
980.00 |
964.00 |
970.25 |
-5.75 |
13,713 |
72,482 |
+1,304 |
May17 |
161005 |
982.00 |
985.50 |
970.25 |
976.50 |
-5.50 |
6,612 |
47,205 |
-311 |
Jul17 |
161005 |
987.00 |
992.25 |
975.75 |
981.75 |
-5.75 |
6,239 |
53,232 |
+76 |
Aug17 |
161005 |
986.00 |
987.75 |
976.50 |
981.50 |
-5.25 |
243 |
2,239 |
+27 |
Sep17 |
161005 |
966.50 |
977.00 |
966.50 |
970.50 |
-5.00 |
192 |
1,005 |
+12 |
Nov17 |
161005 |
966.25 |
970.00 |
957.25 |
963.00 |
-3.75 |
3,752 |
29,226 |
-22 |
Jan18 |
161005 |
964.00 |
966.25 |
964.00 |
966.25 |
-3.75 |
103 |
942 |
+37 |
Mar18 |
161005 |
968.25 |
968.25 |
968.25 |
968.25 |
-3.25 |
30 |
266 |
+0 |
May18 |
161005 |
971.50 |
971.50 |
971.25 |
971.25 |
-3.00 |
40 |
193 |
+30 |
Jul18 |
161005 |
977.00 |
977.00 |
975.50 |
975.50 |
-3.50 |
31 |
239 |
+30 |
Aug18 |
161005 |
970.50 |
970.50 |
970.50 |
970.50 |
-3.50 |
0 |
17 |
+0 |
Sep18 |
161005 |
955.25 |
955.25 |
955.25 |
955.25 |
-3.50 |
0 |
17 |
+0 |
Total Volume and Open Interest |
206,731 |
653,345 |
+9,239 |
Soybean Meal(CBOT) |
Oct16 |
161005 |
305.50 |
307.70 |
303.10 |
303.80 |
-0.70 |
2,941 |
3,068 |
-989 |
Dec16 |
161005 |
306.30 |
309.80 |
304.20 |
305.40 |
-0.90 |
61,351 |
174,939 |
+1,868 |
Jan17 |
161005 |
307.40 |
310.70 |
305.20 |
306.30 |
-1.10 |
10,005 |
43,473 |
+402 |
Mar17 |
161005 |
309.00 |
312.20 |
306.60 |
307.80 |
-1.20 |
5,541 |
48,758 |
+762 |
May17 |
161005 |
310.30 |
313.50 |
308.20 |
309.40 |
-0.90 |
2,016 |
30,291 |
+164 |
Jul17 |
161005 |
311.80 |
314.90 |
309.90 |
311.00 |
-0.80 |
2,734 |
33,573 |
+342 |
Aug17 |
161005 |
313.60 |
314.70 |
310.00 |
310.90 |
-0.60 |
551 |
4,116 |
+25 |
Sep17 |
161005 |
313.60 |
314.20 |
309.60 |
310.50 |
-0.50 |
650 |
4,683 |
+66 |
Oct17 |
161005 |
310.70 |
312.00 |
307.60 |
308.70 |
-0.30 |
486 |
4,119 |
+80 |
Dec17 |
161005 |
309.50 |
312.40 |
308.20 |
309.00 |
-0.60 |
926 |
13,608 |
+18 |
Total Volume and Open Interest |
87,478 |
362,625 |
+2,857 |
Soybean Oil(CBOT) |
Oct16 |
161005 |
32.90 |
32.90 |
32.33 |
32.66 |
-0.23 |
1,008 |
1,604 |
-565 |
Dec16 |
161005 |
33.16 |
33.20 |
32.50 |
32.84 |
-0.26 |
59,100 |
224,446 |
-10 |
Jan17 |
161005 |
33.44 |
33.44 |
32.73 |
33.08 |
-0.26 |
10,129 |
62,147 |
+1,320 |
Mar17 |
161005 |
33.70 |
33.70 |
33.00 |
33.34 |
-0.26 |
6,656 |
55,926 |
+1,930 |
May17 |
161005 |
33.79 |
33.80 |
33.20 |
33.53 |
-0.26 |
3,400 |
32,600 |
-70 |
Jul17 |
161005 |
33.93 |
33.93 |
33.41 |
33.73 |
-0.25 |
2,904 |
20,126 |
+253 |
Aug17 |
161005 |
33.85 |
33.90 |
33.44 |
33.76 |
-0.27 |
95 |
3,786 |
-4 |
Sep17 |
161005 |
33.49 |
33.83 |
33.49 |
33.75 |
-0.25 |
36 |
3,062 |
+9 |
Oct17 |
161005 |
33.56 |
33.65 |
33.37 |
33.58 |
-0.26 |
287 |
2,478 |
+137 |
Dec17 |
161005 |
33.91 |
33.91 |
33.32 |
33.63 |
-0.25 |
515 |
8,410 |
+68 |
Total Volume and Open Interest |
84,248 |
415,220 |
+3,155 |
Canola(WCE) |
Nov16 |
161005 |
466.9 |
469.5 |
465.5 |
467.0 |
unch |
11,998 |
128,694 |
+174 |
Jan17 |
161005 |
474.9 |
477.0 |
473.1 |
474.9 |
+0.2 |
3,863 |
34,766 |
+108 |
Mar17 |
161005 |
481.5 |
482.0 |
478.2 |
480.1 |
unch |
648 |
12,833 |
+124 |
May17 |
161005 |
485.6 |
485.6 |
482.7 |
484.2 |
unch |
669 |
8,067 |
-162 |
Jul17 |
161005 |
486.8 |
487.5 |
484.1 |
486.1 |
+0.3 |
712 |
11,003 |
+216 |
Total Volume and Open Interest |
18,172 |
203,469 |
+603 |
Corn(CBOT) |
Dec16 |
161005 |
347.75 |
349.25 |
345.25 |
347.75 |
-0.50 |
234,811 |
755,148 |
-3,004 |
Mar17 |
161005 |
357.75 |
359.25 |
355.00 |
357.50 |
-0.75 |
45,262 |
249,866 |
+400 |
May17 |
161005 |
364.50 |
366.00 |
362.00 |
364.50 |
-0.75 |
16,946 |
67,567 |
-481 |
Jul17 |
161005 |
371.25 |
373.00 |
369.00 |
371.50 |
-0.50 |
11,131 |
118,472 |
+333 |
Sep17 |
161005 |
377.25 |
379.50 |
375.50 |
378.00 |
-0.50 |
4,208 |
42,634 |
-298 |
Dec17 |
161005 |
385.75 |
387.75 |
384.00 |
386.50 |
-0.50 |
8,423 |
75,426 |
+937 |
Mar18 |
161005 |
393.75 |
396.75 |
393.75 |
395.75 |
-0.75 |
146 |
5,338 |
+0 |
May18 |
161005 |
401.25 |
402.00 |
400.75 |
401.25 |
-0.25 |
72 |
1,096 |
+2 |
Jul18 |
161005 |
405.25 |
406.75 |
405.25 |
405.75 |
unch |
77 |
1,438 |
+19 |
Sep18 |
161005 |
404.00 |
404.75 |
404.00 |
404.75 |
+0.50 |
2 |
518 |
+2 |
Total Volume and Open Interest |
321,364 |
1,322,260 |
-1,990 |
Wheat(CBOT) |
Dec16 |
161005 |
395.00 |
408.50 |
392.00 |
405.00 |
+9.50 |
73,010 |
310,753 |
+8,459 |
Mar17 |
161005 |
416.50 |
429.00 |
413.50 |
425.75 |
+8.75 |
14,665 |
92,682 |
+509 |
May17 |
161005 |
430.00 |
441.75 |
427.25 |
439.50 |
+9.25 |
4,540 |
24,401 |
+613 |
Jul17 |
161005 |
441.50 |
452.50 |
438.25 |
450.75 |
+9.75 |
4,533 |
36,503 |
+861 |
Sep17 |
161005 |
456.50 |
467.00 |
453.75 |
466.50 |
+10.50 |
394 |
3,712 |
+3 |
Dec17 |
161005 |
475.75 |
487.25 |
473.00 |
486.00 |
+9.50 |
640 |
6,737 |
+162 |
Total Volume and Open Interest |
97,815 |
476,951 |
+10,612 |
Wheat(KCBT) |
Dec16 |
161005 |
403.50 |
416.75 |
401.25 |
415.00 |
+12.00 |
29,265 |
137,608 |
-470 |
Mar17 |
161005 |
419.00 |
433.25 |
417.75 |
431.50 |
+12.00 |
6,309 |
45,731 |
+170 |
May17 |
161005 |
429.25 |
444.00 |
429.00 |
442.25 |
+12.00 |
3,995 |
19,342 |
-420 |
Jul17 |
161005 |
440.50 |
454.00 |
439.25 |
452.75 |
+12.00 |
5,185 |
26,217 |
+1,560 |
Sep17 |
161005 |
455.75 |
467.75 |
455.75 |
467.25 |
+11.25 |
913 |
3,060 |
+243 |
Dec17 |
161005 |
476.00 |
489.50 |
476.00 |
489.50 |
+12.00 |
584 |
3,043 |
+175 |
Mar18 |
161005 |
491.50 |
504.50 |
491.50 |
504.50 |
+11.75 |
208 |
690 |
+31 |
Total Volume and Open Interest |
46,847 |
236,089 |
+1,528 |
Wheat(MGE) |
Dec16 |
161005 |
522.00 |
533.50 |
520.00 |
524.50 |
+2.25 |
3,750 |
29,876 |
-80 |
Mar17 |
161005 |
523.00 |
533.50 |
521.00 |
527.25 |
+4.25 |
1,463 |
16,682 |
+162 |
May17 |
161005 |
527.00 |
539.00 |
527.00 |
533.00 |
+5.00 |
346 |
8,171 |
+4 |
Jul17 |
161005 |
535.50 |
546.25 |
535.50 |
539.75 |
+5.00 |
207 |
3,749 |
+17 |
Sep17 |
161005 |
543.75 |
554.00 |
543.75 |
547.50 |
+5.50 |
168 |
3,447 |
+4 |
Dec17 |
161005 |
555.00 |
566.75 |
555.00 |
559.75 |
+6.00 |
77 |
2,251 |
+37 |
Total Volume and Open Interest |
6,011 |
64,184 |
+144 |
Oats(CBOT) |
Dec16 |
161005 |
182.00 |
184.00 |
179.25 |
184.00 |
+2.75 |
806 |
8,275 |
-227 |
Mar17 |
161005 |
185.25 |
187.00 |
184.00 |
187.00 |
+1.50 |
88 |
1,921 |
-13 |
May17 |
161005 |
190.75 |
191.75 |
190.75 |
191.75 |
+1.25 |
2 |
58 |
+0 |
Jul17 |
161005 |
198.75 |
199.00 |
198.50 |
198.50 |
+1.75 |
0 |
26 |
+0 |
Total Volume and Open Interest |
896 |
10,280 |
-240 |
Rough Rice(CBOT) |
Nov16 |
161005 |
10.07 |
10.09 |
9.98 |
10.04 |
-0.06 |
959 |
9,566 |
-90 |
Jan17 |
161005 |
10.30 |
10.32 |
10.23 |
10.27 |
-0.06 |
296 |
1,695 |
+191 |
Mar17 |
161005 |
10.48 |
10.52 |
10.48 |
10.52 |
-0.05 |
19 |
113 |
-6 |
May17 |
161005 |
10.72 |
10.86 |
10.72 |
10.72 |
-0.05 |
0 |
3 |
+0 |
Total Volume and Open Interest |
1,274 |
11,377 |
+95 |
Live Cattle(CME) |
Oct16 |
161005 |
102.050 |
102.980 |
101.300 |
102.850 |
+0.950 |
9,484 |
30,168 |
-2,572 |
Dec16 |
161005 |
102.800 |
103.230 |
101.730 |
103.050 |
+0.370 |
30,825 |
125,623 |
+1,101 |
Feb17 |
161005 |
103.230 |
103.730 |
102.250 |
103.580 |
+0.430 |
14,360 |
49,219 |
-934 |
Apr17 |
161005 |
102.900 |
103.200 |
101.930 |
103.050 |
+0.150 |
10,203 |
36,484 |
+97 |
Jun17 |
161005 |
96.500 |
96.750 |
95.580 |
96.650 |
+0.200 |
3,460 |
13,407 |
+468 |
Aug17 |
161005 |
95.385 |
95.700 |
94.600 |
95.680 |
+0.080 |
1,160 |
7,386 |
+384 |
Total Volume and Open Interest |
69,972 |
264,059 |
-1,227 |
Feeder Cattle(CME) |
Oct16 |
161005 |
127.830 |
128.630 |
126.180 |
127.450 |
-0.550 |
3,182 |
10,711 |
-657 |
Nov16 |
161005 |
123.750 |
124.450 |
121.535 |
122.850 |
-0.900 |
5,950 |
18,369 |
+460 |
Jan17 |
161005 |
119.930 |
120.450 |
117.900 |
119.300 |
-0.735 |
3,676 |
6,874 |
+617 |
Mar17 |
161005 |
118.135 |
118.500 |
115.900 |
117.535 |
-0.515 |
1,684 |
5,402 |
+303 |
Apr17 |
161005 |
118.000 |
118.080 |
115.800 |
117.430 |
-0.670 |
309 |
775 |
+51 |
May17 |
161005 |
117.230 |
117.730 |
115.385 |
117.080 |
-0.555 |
372 |
928 |
+119 |
Aug17 |
161005 |
119.550 |
119.550 |
117.700 |
119.000 |
-0.885 |
101 |
270 |
+50 |
Total Volume and Open Interest |
15,274 |
43,329 |
+943 |
Lean Hogs(CME) |
Oct16 |
161005 |
49.035 |
49.150 |
47.630 |
48.235 |
-0.395 |
7,065 |
22,412 |
-1,805 |
Dec16 |
161005 |
44.000 |
44.250 |
41.100 |
41.450 |
-2.050 |
31,366 |
122,579 |
-5,114 |
Feb17 |
161005 |
50.250 |
50.550 |
47.535 |
47.930 |
-2.000 |
19,939 |
40,662 |
+2,576 |
Apr17 |
161005 |
58.250 |
58.750 |
55.550 |
56.150 |
-2.135 |
5,988 |
24,845 |
+339 |
May17 |
161005 |
65.975 |
65.975 |
65.500 |
65.500 |
-1.785 |
44 |
595 |
+27 |
Jun17 |
161005 |
71.250 |
71.930 |
69.230 |
69.885 |
-1.415 |
2,426 |
6,982 |
+570 |
Jul17 |
161005 |
71.785 |
71.950 |
69.785 |
70.400 |
-0.985 |
697 |
1,244 |
+294 |
Aug17 |
161005 |
71.200 |
71.450 |
69.635 |
70.230 |
-0.950 |
866 |
1,017 |
+295 |
Total Volume and Open Interest |
68,666 |
221,036 |
-2,681 |
Class III Milk(CME) |
Oct16 |
161005 |
14.98 |
15.02 |
14.90 |
14.91 |
-0.07 |
313 |
4,682 |
-41 |
Nov16 |
161005 |
15.18 |
15.28 |
15.12 |
15.18 |
-0.05 |
238 |
4,425 |
+29 |
Dec16 |
161005 |
15.23 |
15.24 |
15.14 |
15.15 |
-0.09 |
161 |
3,843 |
-9 |
Jan17 |
161005 |
15.20 |
15.29 |
15.17 |
15.20 |
-0.03 |
88 |
2,445 |
+72 |
Feb17 |
161005 |
15.40 |
15.43 |
15.37 |
15.40 |
unch |
37 |
2,315 |
+23 |
Mar17 |
161005 |
15.57 |
15.61 |
15.51 |
15.56 |
+0.01 |
38 |
2,128 |
+25 |
Apr17 |
161005 |
15.60 |
15.64 |
15.59 |
15.62 |
+0.03 |
30 |
1,813 |
+24 |
May17 |
161005 |
15.83 |
15.85 |
15.81 |
15.84 |
+0.01 |
30 |
1,698 |
+24 |
Jun17 |
161005 |
16.10 |
16.10 |
16.08 |
16.10 |
unch |
29 |
1,524 |
+23 |
Jul17 |
161005 |
16.34 |
16.34 |
16.33 |
16.34 |
+0.02 |
20 |
904 |
+18 |
Aug17 |
161005 |
16.56 |
16.56 |
16.56 |
16.56 |
+0.01 |
27 |
811 |
+20 |
Sep17 |
161005 |
16.66 |
16.66 |
16.64 |
16.64 |
unch |
20 |
834 |
+20 |
Oct17 |
161005 |
16.65 |
16.65 |
16.65 |
16.65 |
+0.02 |
21 |
522 |
+21 |
Total Volume and Open Interest |
1,097 |
34,160 |
+289 |
Cocoa(ICE) |
Dec16 |
161005 |
2813 |
2848 |
2790 |
2836 |
+21 |
22,081 |
106,990 |
-1,607 |
Mar17 |
161005 |
2758 |
2795 |
2743 |
2779 |
+21 |
12,988 |
83,238 |
+767 |
May17 |
161005 |
2755 |
2790 |
2742 |
2774 |
+19 |
3,046 |
18,112 |
+212 |
Jul17 |
161005 |
2754 |
2782 |
2749 |
2772 |
+18 |
874 |
9,095 |
+495 |
Sep17 |
161005 |
2753 |
2775 |
2750 |
2767 |
+17 |
1,000 |
7,368 |
+334 |
Dec17 |
161005 |
2743 |
2767 |
2743 |
2758 |
+16 |
221 |
4,784 |
+3 |
Mar18 |
161005 |
2736 |
2751 |
2735 |
2751 |
+16 |
640 |
4,971 |
+501 |
Total Volume and Open Interest |
40,850 |
234,693 |
+705 |
Coffee "C"(ICE) |
Dec16 |
161005 |
148.00 |
151.15 |
147.70 |
148.20 |
+0.75 |
18,387 |
101,491 |
-1,241 |
Mar17 |
161005 |
151.20 |
154.50 |
151.10 |
151.55 |
+0.75 |
4,497 |
44,345 |
-110 |
May17 |
161005 |
153.00 |
156.30 |
153.00 |
153.50 |
+0.75 |
2,043 |
21,201 |
+49 |
Jul17 |
161005 |
155.10 |
158.05 |
154.90 |
155.25 |
+0.75 |
490 |
5,636 |
+7 |
Sep17 |
161005 |
156.60 |
158.40 |
156.35 |
156.85 |
+0.80 |
290 |
4,490 |
-108 |
Dec17 |
161005 |
158.75 |
160.45 |
158.75 |
158.90 |
+0.75 |
115 |
6,633 |
+23 |
Total Volume and Open Interest |
25,872 |
185,803 |
-1,382 |
Orange Juice(ICE) |
Nov16 |
161005 |
205.00 |
206.00 |
197.80 |
201.40 |
-0.80 |
2,487 |
12,644 |
-784 |
Jan17 |
161005 |
202.30 |
202.95 |
195.25 |
198.85 |
-1.05 |
569 |
2,870 |
+294 |
Mar17 |
161005 |
197.00 |
197.00 |
195.85 |
195.85 |
-2.20 |
46 |
547 |
+7 |
May17 |
161005 |
196.00 |
196.00 |
193.25 |
193.25 |
-1.50 |
39 |
202 |
+6 |
Jul17 |
161005 |
191.20 |
191.20 |
191.20 |
191.20 |
-1.50 |
0 |
8 |
+0 |
Sep17 |
161005 |
190.70 |
190.70 |
190.70 |
190.70 |
-1.50 |
|
|
|
Total Volume and Open Interest |
3,141 |
16,273 |
-477 |
Sugar #11(ICE) |
Mar17 |
161005 |
23.35 |
23.86 |
23.25 |
23.81 |
+0.55 |
45,980 |
486,112 |
-2,613 |
May17 |
161005 |
22.51 |
22.95 |
22.40 |
22.91 |
+0.47 |
14,697 |
134,694 |
-28 |
Jul17 |
161005 |
21.60 |
21.99 |
21.47 |
21.96 |
+0.40 |
8,758 |
95,456 |
+963 |
Oct17 |
161005 |
20.91 |
21.24 |
20.79 |
21.21 |
+0.32 |
3,464 |
60,113 |
+135 |
Mar18 |
161005 |
20.48 |
20.77 |
20.38 |
20.75 |
+0.27 |
1,401 |
27,399 |
-294 |
May18 |
161005 |
19.72 |
19.93 |
19.60 |
19.90 |
+0.18 |
288 |
8,872 |
+69 |
Jul18 |
161005 |
19.01 |
19.23 |
19.01 |
19.20 |
+0.08 |
136 |
5,174 |
+62 |
Oct18 |
161005 |
18.72 |
18.83 |
18.72 |
18.78 |
+0.03 |
47 |
4,505 |
+12 |
Total Volume and Open Interest |
74,792 |
825,255 |
-1,675 |
London Cocoa(LCE) |
Dec16 |
161005 |
2291 |
2315 |
2289 |
2311 |
+16 |
11,330 |
95,121 |
-1,140 |
Mar17 |
161005 |
2211 |
2228 |
2208 |
2226 |
+15 |
10,200 |
82,166 |
+536 |
May17 |
161005 |
2208 |
2222 |
2205 |
2219 |
+13 |
4,811 |
42,094 |
+242 |
Jul17 |
161005 |
2209 |
2221 |
2209 |
2220 |
+14 |
1,548 |
11,596 |
-70 |
Sep17 |
161005 |
2206 |
2215 |
2206 |
2214 |
+13 |
1,256 |
17,841 |
+125 |
Dec17 |
161005 |
2185 |
2195 |
2184 |
2193 |
+13 |
976 |
10,015 |
+631 |
Mar18 |
161005 |
2176 |
2184 |
2176 |
2184 |
+13 |
309 |
2,289 |
+285 |
Total Volume and Open Interest |
30,430 |
261,122 |
+609 |
London Sugar(LCE) |
Dec16 |
161005 |
597.30 |
607.00 |
595.40 |
604.50 |
+9.00 |
4,301 |
36,928 |
-794 |
Mar17 |
161005 |
599.60 |
610.90 |
599.10 |
608.60 |
+10.20 |
2,090 |
22,247 |
-343 |
May17 |
161005 |
592.80 |
603.70 |
592.20 |
601.70 |
+9.90 |
597 |
15,277 |
+216 |
Aug17 |
161005 |
577.40 |
586.10 |
575.80 |
584.10 |
+7.70 |
67 |
6,848 |
+11 |
Oct17 |
161005 |
556.90 |
563.00 |
554.90 |
561.20 |
+4.90 |
22 |
5,856 |
-4 |
Total Volume and Open Interest |
7,280 |
89,846 |
-712 |
Cotton(ICE) |
Oct16 |
161005 |
68.03 |
68.03 |
68.03 |
68.03 |
-1.85 |
0 |
4 |
+0 |
Dec16 |
161005 |
69.66 |
70.00 |
67.53 |
67.82 |
-1.85 |
13,360 |
157,744 |
-686 |
Mar17 |
161005 |
70.09 |
70.37 |
68.10 |
68.36 |
-1.74 |
2,219 |
55,647 |
+72 |
May17 |
161005 |
70.43 |
70.64 |
68.41 |
68.75 |
-1.68 |
437 |
11,208 |
+192 |
Jul17 |
161005 |
70.44 |
70.64 |
68.65 |
68.81 |
-1.64 |
107 |
8,242 |
+17 |
Oct17 |
161005 |
68.32 |
68.32 |
68.32 |
68.32 |
-1.41 |
|
|
|
Total Volume and Open Interest |
16,171 |
247,499 |
-385 |
Lumber(CME) |
Nov16 |
161005 |
331.4 |
335.7 |
329.6 |
331.7 |
+1.4 |
669 |
2,749 |
-35 |
Jan17 |
161005 |
340.4 |
344.9 |
339.2 |
341.5 |
+1.6 |
374 |
1,119 |
+251 |
Mar17 |
161005 |
346.0 |
347.2 |
344.7 |
346.9 |
+3.5 |
17 |
144 |
+12 |
May17 |
161005 |
346.3 |
346.3 |
346.3 |
346.3 |
+3.5 |
0 |
22 |
+0 |
Total Volume and Open Interest |
1,060 |
4,051 |
+228 |
Crude Oil(NYM) |
Nov16 |
161005 |
49.26 |
49.97 |
49.10 |
49.83 |
+1.14 |
458,021 |
507,789 |
-16,441 |
Dec16 |
161005 |
49.82 |
50.52 |
49.68 |
50.38 |
+1.08 |
144,964 |
305,867 |
-4,293 |
Jan17 |
161005 |
50.40 |
51.11 |
50.30 |
50.98 |
+1.04 |
62,397 |
163,087 |
+3,302 |
Feb17 |
161005 |
50.97 |
51.66 |
50.87 |
51.52 |
+0.99 |
32,500 |
83,650 |
-1,694 |
Mar17 |
161005 |
51.52 |
52.12 |
51.30 |
51.99 |
+0.95 |
27,798 |
154,260 |
-415 |
Apr17 |
161005 |
51.92 |
52.52 |
51.71 |
52.38 |
+0.91 |
12,981 |
46,710 |
+2,251 |
May17 |
161005 |
52.18 |
52.81 |
52.06 |
52.70 |
+0.89 |
9,329 |
35,838 |
+76 |
Jun17 |
161005 |
52.38 |
53.08 |
52.30 |
52.95 |
+0.87 |
31,322 |
129,755 |
+2,866 |
Jul17 |
161005 |
52.60 |
53.26 |
52.58 |
53.15 |
+0.84 |
2,481 |
24,821 |
+104 |
Aug17 |
161005 |
52.74 |
53.41 |
52.74 |
53.33 |
+0.82 |
1,794 |
21,547 |
+106 |
Sep17 |
161005 |
52.89 |
53.53 |
52.89 |
53.50 |
+0.80 |
3,598 |
36,658 |
+361 |
Oct17 |
161005 |
53.38 |
53.72 |
53.38 |
53.66 |
+0.78 |
1,404 |
18,706 |
-317 |
Nov17 |
161005 |
53.82 |
53.82 |
53.82 |
53.82 |
+0.76 |
1,143 |
17,230 |
+291 |
Dec17 |
161005 |
53.49 |
54.10 |
53.34 |
53.99 |
+0.74 |
32,591 |
166,740 |
+2,207 |
Jan18 |
161005 |
54.05 |
54.09 |
54.05 |
54.09 |
+0.72 |
633 |
16,875 |
+182 |
Feb18 |
161005 |
54.24 |
54.24 |
54.19 |
54.19 |
+0.70 |
156 |
5,749 |
+9 |
Total Volume and Open Interest |
835,076 |
1,874,400 |
-9,875 |
e-miNY Crude Oil(NYM) |
Nov16 |
161005 |
49.225 |
49.975 |
49.100 |
49.825 |
+1.125 |
10,780 |
2,271 |
+41 |
Dec16 |
161005 |
49.825 |
50.500 |
49.675 |
50.375 |
+1.075 |
483 |
1,251 |
-58 |
Jan17 |
161005 |
50.450 |
51.025 |
50.325 |
50.975 |
+1.025 |
119 |
313 |
+75 |
Feb17 |
161005 |
51.450 |
51.525 |
51.275 |
51.525 |
+1.000 |
24 |
180 |
+4 |
Mar17 |
161005 |
51.700 |
52.000 |
51.700 |
52.000 |
+0.950 |
14 |
172 |
+14 |
Apr17 |
161005 |
52.375 |
52.375 |
51.325 |
52.375 |
+0.900 |
62 |
81 |
-62 |
May17 |
161005 |
52.025 |
52.700 |
52.025 |
52.700 |
+0.900 |
62 |
116 |
+62 |
Jun17 |
161005 |
52.300 |
52.950 |
52.300 |
52.950 |
+0.875 |
6 |
140 |
-2 |
Jul17 |
161005 |
53.150 |
53.150 |
53.150 |
53.150 |
+0.850 |
6 |
73 |
+2 |
Aug17 |
161005 |
53.325 |
53.325 |
53.325 |
53.325 |
+0.825 |
0 |
90 |
+0 |
Total Volume and Open Interest |
11,579 |
4,908 |
+53 |
NY Harbor ULSD(NYM) |
Nov16 |
161005 |
156.72 |
159.23 |
156.50 |
158.23 |
+2.79 |
50,272 |
103,552 |
-3,219 |
Dec16 |
161005 |
157.73 |
160.21 |
157.51 |
159.33 |
+2.82 |
32,111 |
74,225 |
+714 |
Jan17 |
161005 |
159.37 |
161.56 |
158.99 |
160.83 |
+2.86 |
17,577 |
54,458 |
+2,946 |
Feb17 |
161005 |
160.28 |
162.61 |
160.12 |
162.05 |
+2.91 |
9,729 |
23,645 |
+1,375 |
Mar17 |
161005 |
161.07 |
162.83 |
160.80 |
162.53 |
+2.88 |
8,729 |
33,684 |
-983 |
Apr17 |
161005 |
162.02 |
162.74 |
161.29 |
162.22 |
+2.80 |
6,828 |
16,774 |
+1,925 |
May17 |
161005 |
161.87 |
162.56 |
161.81 |
162.28 |
+2.76 |
2,001 |
9,645 |
-15 |
Jun17 |
161005 |
160.90 |
162.88 |
160.84 |
162.60 |
+2.75 |
1,941 |
25,885 |
+153 |
Jul17 |
161005 |
163.54 |
163.54 |
163.48 |
163.48 |
+2.77 |
304 |
3,187 |
+44 |
Aug17 |
161005 |
164.59 |
164.59 |
164.20 |
164.54 |
+2.78 |
196 |
1,944 |
+38 |
Sep17 |
161005 |
165.75 |
165.75 |
165.63 |
165.72 |
+2.78 |
109 |
3,669 |
+20 |
Oct17 |
161005 |
166.88 |
166.88 |
166.86 |
166.86 |
+2.78 |
278 |
2,598 |
+48 |
Nov17 |
161005 |
168.00 |
168.00 |
167.90 |
167.90 |
+2.77 |
332 |
2,314 |
-2 |
Dec17 |
161005 |
167.21 |
169.00 |
166.95 |
168.82 |
+2.76 |
853 |
25,808 |
+292 |
Total Volume and Open Interest |
131,386 |
389,829 |
+3,368 |
RBOB Gasoline(NYM) |
Nov16 |
161005 |
150.16 |
151.63 |
148.15 |
149.28 |
-0.68 |
52,428 |
133,163 |
-1,926 |
Dec16 |
161005 |
147.38 |
148.55 |
146.18 |
147.08 |
+0.14 |
30,393 |
81,374 |
+58 |
Jan17 |
161005 |
146.90 |
148.13 |
146.01 |
147.07 |
+0.56 |
16,943 |
43,734 |
+1,798 |
Feb17 |
161005 |
148.06 |
149.41 |
147.44 |
148.58 |
+0.77 |
6,581 |
16,778 |
+1,073 |
Mar17 |
161005 |
150.45 |
151.51 |
149.80 |
151.03 |
+1.04 |
3,606 |
26,130 |
+789 |
Apr17 |
161005 |
168.34 |
169.33 |
168.09 |
168.91 |
+1.15 |
1,649 |
20,668 |
+27 |
May17 |
161005 |
169.75 |
170.21 |
168.89 |
170.01 |
+1.34 |
800 |
7,947 |
+172 |
Jun17 |
161005 |
169.06 |
169.89 |
168.55 |
169.69 |
+1.49 |
1,014 |
14,912 |
+306 |
Jul17 |
161005 |
168.71 |
168.71 |
166.67 |
168.71 |
+1.59 |
78 |
2,522 |
+4 |
Aug17 |
161005 |
167.15 |
167.15 |
167.15 |
167.15 |
+1.72 |
36 |
2,132 |
-1 |
Total Volume and Open Interest |
114,470 |
375,624 |
+2,631 |
e-miNY RBOB Gasoline(NYM) |
Nov16 |
161005 |
149.30 |
149.30 |
147.10 |
149.30 |
-0.70 |
1 |
1 |
+1 |
Dec16 |
161005 |
147.08 |
147.08 |
147.08 |
147.08 |
+0.18 |
|
|
|
Jan17 |
161005 |
147.07 |
147.07 |
147.07 |
147.07 |
+0.57 |
|
|
|
Feb17 |
161005 |
148.58 |
148.58 |
148.58 |
148.58 |
+0.78 |
|
|
|
Total Volume and Open Interest |
1 |
1 |
+1 |
Natural Gas(NYM) |
Nov16 |
161005 |
2.973 |
3.058 |
2.922 |
3.041 |
+0.077 |
126,404 |
286,399 |
-3,286 |
Dec16 |
161005 |
3.196 |
3.274 |
3.148 |
3.260 |
+0.077 |
53,872 |
103,144 |
+3,957 |
Jan17 |
161005 |
3.327 |
3.403 |
3.286 |
3.391 |
+0.074 |
34,826 |
168,777 |
+1,727 |
Feb17 |
161005 |
3.343 |
3.409 |
3.294 |
3.398 |
+0.074 |
12,068 |
44,149 |
+671 |
Mar17 |
161005 |
3.295 |
3.357 |
3.245 |
3.349 |
+0.073 |
22,593 |
104,152 |
+526 |
Apr17 |
161005 |
3.057 |
3.111 |
3.009 |
3.110 |
+0.072 |
22,338 |
94,973 |
+713 |
May17 |
161005 |
3.002 |
3.070 |
2.976 |
3.070 |
+0.070 |
6,197 |
35,751 |
+557 |
Jun17 |
161005 |
3.032 |
3.096 |
3.005 |
3.096 |
+0.068 |
2,098 |
30,427 |
-30 |
Jul17 |
161005 |
3.035 |
3.121 |
3.033 |
3.121 |
+0.067 |
1,442 |
20,985 |
-238 |
Aug17 |
161005 |
3.065 |
3.124 |
3.034 |
3.124 |
+0.066 |
586 |
16,960 |
-22 |
Sep17 |
161005 |
3.020 |
3.107 |
3.020 |
3.107 |
+0.066 |
506 |
19,416 |
-137 |
Oct17 |
161005 |
3.034 |
3.126 |
3.034 |
3.126 |
+0.067 |
5,222 |
45,532 |
+901 |
Nov17 |
161005 |
3.095 |
3.173 |
3.095 |
3.173 |
+0.065 |
3,537 |
15,554 |
-108 |
Dec17 |
161005 |
3.221 |
3.303 |
3.221 |
3.303 |
+0.063 |
2,862 |
20,592 |
+230 |
Jan18 |
161005 |
3.321 |
3.398 |
3.314 |
3.398 |
+0.061 |
2,902 |
15,567 |
+163 |
Feb18 |
161005 |
3.289 |
3.357 |
3.286 |
3.357 |
+0.060 |
1,553 |
4,258 |
+17 |
Total Volume and Open Interest |
307,489 |
1,102,818 |
+7,578 |
Brent Crude Oil(ICE) |
Dec16 |
161005 |
51.22 |
52.09 |
51.22 |
51.86 |
+0.99 |
284,259 |
582,032 |
-13,335 |
Jan17 |
161005 |
51.78 |
52.66 |
51.78 |
52.45 |
+1.02 |
98,940 |
272,805 |
+3,828 |
Feb17 |
161005 |
52.28 |
53.17 |
52.28 |
52.95 |
+1.01 |
47,667 |
149,438 |
+4,138 |
Mar17 |
161005 |
52.75 |
53.64 |
52.75 |
53.43 |
+1.01 |
32,196 |
181,698 |
-1,381 |
Apr17 |
161005 |
53.17 |
54.05 |
53.17 |
53.86 |
+1.00 |
20,674 |
66,839 |
-2,460 |
May17 |
161005 |
53.55 |
54.39 |
53.55 |
54.23 |
+0.98 |
16,374 |
58,455 |
+3,660 |
Jun17 |
161005 |
53.88 |
54.71 |
53.88 |
54.54 |
+0.95 |
34,348 |
150,176 |
+2,390 |
Jul17 |
161005 |
54.27 |
54.98 |
54.25 |
54.82 |
+0.92 |
1,859 |
36,570 |
+26 |
Aug17 |
161005 |
54.64 |
55.18 |
54.64 |
55.04 |
+0.89 |
1,136 |
25,691 |
+78 |
Sep17 |
161005 |
55.22 |
55.22 |
55.22 |
55.22 |
+0.88 |
2,802 |
49,507 |
+510 |
Oct17 |
161005 |
55.39 |
55.39 |
55.39 |
55.39 |
+0.88 |
1,250 |
22,293 |
+61 |
Nov17 |
161005 |
55.55 |
55.55 |
55.55 |
55.55 |
+0.87 |
1,314 |
20,916 |
+573 |
Dec17 |
161005 |
55.04 |
55.79 |
55.04 |
55.68 |
+0.85 |
28,382 |
207,464 |
+1,755 |
Jan18 |
161005 |
55.83 |
55.83 |
55.83 |
55.83 |
+0.83 |
391 |
19,185 |
+56 |
Total Volume and Open Interest |
587,199 |
2,145,447 |
+1,625 |
Gas Oil(ICE) |
Oct16 |
161005 |
458.00 |
467.25 |
457.50 |
465.25 |
+8.75 |
36,561 |
79,879 |
-4,966 |
Nov16 |
161005 |
459.25 |
467.75 |
458.50 |
465.75 |
+8.00 |
85,480 |
146,962 |
-1,958 |
Dec16 |
161005 |
461.00 |
468.00 |
459.50 |
466.25 |
+7.75 |
73,190 |
206,707 |
+3,959 |
Jan17 |
161005 |
463.00 |
470.50 |
462.50 |
469.00 |
+7.50 |
22,935 |
86,688 |
+2,842 |
Feb17 |
161005 |
466.00 |
473.00 |
465.25 |
471.75 |
+7.25 |
8,916 |
39,486 |
+23 |
Mar17 |
161005 |
468.25 |
475.00 |
467.75 |
474.00 |
+7.00 |
8,739 |
39,015 |
+234 |
Apr17 |
161005 |
470.75 |
477.00 |
470.00 |
476.00 |
+6.75 |
2,207 |
23,021 |
+200 |
May17 |
161005 |
472.50 |
478.75 |
472.50 |
478.00 |
+6.50 |
1,444 |
17,983 |
+151 |
Jun17 |
161005 |
475.25 |
481.25 |
474.75 |
480.25 |
+6.25 |
6,849 |
51,713 |
-295 |
Jul17 |
161005 |
478.75 |
484.50 |
478.00 |
483.25 |
+6.00 |
774 |
17,792 |
+134 |
Total Volume and Open Interest |
254,644 |
901,546 |
+1,874 |
Ethanol(CBOT) |
Nov16 |
161005 |
1.515 |
1.557 |
1.514 |
1.520 |
unch |
205 |
2,119 |
+63 |
Dec16 |
161005 |
1.498 |
1.498 |
1.463 |
1.470 |
unch |
25 |
1,295 |
+6 |
Jan17 |
161005 |
1.440 |
1.440 |
1.436 |
1.436 |
unch |
3 |
583 |
+3 |
Feb17 |
161005 |
1.439 |
1.450 |
1.438 |
1.438 |
+0.001 |
0 |
202 |
+0 |
Mar17 |
161005 |
1.465 |
1.465 |
1.455 |
1.455 |
unch |
0 |
134 |
+0 |
Apr17 |
161005 |
1.480 |
1.480 |
1.480 |
1.480 |
unch |
0 |
234 |
+0 |
May17 |
161005 |
1.487 |
1.487 |
1.487 |
1.487 |
unch |
0 |
5 |
+0 |
Jun17 |
161005 |
1.487 |
1.487 |
1.487 |
1.487 |
unch |
|
|
|
Total Volume and Open Interest |
273 |
4,670 |
+44 |
WTI Crude Oil(ICE) |
Nov16 |
161005 |
49.17 |
49.97 |
49.11 |
49.83 |
+1.14 |
30,259 |
65,923 |
-1,800 |
Dec16 |
161005 |
49.75 |
50.52 |
49.68 |
50.38 |
+1.08 |
41,161 |
129,669 |
-2,018 |
Jan17 |
161005 |
50.37 |
51.11 |
50.29 |
50.98 |
+1.04 |
23,328 |
41,274 |
+2,516 |
Feb17 |
161005 |
50.91 |
51.61 |
50.87 |
51.52 |
+0.99 |
13,272 |
28,086 |
+1,395 |
Mar17 |
161005 |
51.38 |
52.10 |
51.35 |
51.99 |
+0.95 |
8,850 |
45,044 |
-397 |
Apr17 |
161005 |
51.77 |
52.45 |
51.77 |
52.38 |
+0.91 |
6,087 |
10,190 |
+616 |
May17 |
161005 |
52.09 |
52.76 |
52.09 |
52.70 |
+0.89 |
2,304 |
8,202 |
-166 |
Jun17 |
161005 |
52.35 |
53.05 |
52.35 |
52.95 |
+0.87 |
6,651 |
43,934 |
+287 |
Jul17 |
161005 |
52.74 |
53.15 |
52.73 |
53.15 |
+0.84 |
505 |
7,398 |
-88 |
Aug17 |
161005 |
53.33 |
53.33 |
53.33 |
53.33 |
+0.82 |
208 |
2,887 |
+15 |
Sep17 |
161005 |
53.50 |
53.50 |
53.50 |
53.50 |
+0.80 |
688 |
12,023 |
+468 |
Oct17 |
161005 |
53.66 |
53.66 |
53.66 |
53.66 |
+0.78 |
112 |
2,467 |
+47 |
Nov17 |
161005 |
53.82 |
53.82 |
53.82 |
53.82 |
+0.76 |
13 |
1,300 |
+1 |
Dec17 |
161005 |
53.45 |
54.03 |
53.41 |
53.99 |
+0.74 |
4,859 |
80,829 |
+1,468 |
Jan18 |
161005 |
54.09 |
54.09 |
54.09 |
54.09 |
+0.72 |
34 |
560 |
-20 |
Feb18 |
161005 |
54.19 |
54.19 |
54.19 |
54.19 |
+0.70 |
0 |
627 |
+0 |
Total Volume and Open Interest |
139,768 |
537,148 |
+2,697 |
US Dollar Index(ICE) |
Dec16 |
161005 |
96.080 |
96.310 |
95.940 |
96.115 |
-0.010 |
15,625 |
47,458 |
-1,002 |
Mar17 |
161005 |
96.000 |
96.210 |
95.865 |
96.035 |
-0.005 |
123 |
3,370 |
+40 |
Jun17 |
161005 |
95.980 |
95.980 |
95.955 |
95.955 |
-0.005 |
0 |
294 |
+0 |
Total Volume and Open Interest |
15,748 |
51,146 |
-962 |
Australian Dollar(CME) |
Dec16 |
161005 |
75.99 |
76.32 |
75.80 |
76.10 |
+0.05 |
62,595 |
107,296 |
-2,591 |
Mar17 |
161005 |
76.00 |
76.16 |
75.67 |
75.96 |
+0.05 |
29 |
604 |
+3 |
Jun17 |
161005 |
75.75 |
75.98 |
75.69 |
75.79 |
+0.04 |
0 |
8 |
+0 |
Total Volume and Open Interest |
62,624 |
107,909 |
-2,588 |
British Pound(CME) |
Dec16 |
161005 |
127.46 |
127.86 |
127.00 |
127.64 |
+0.20 |
124,686 |
255,168 |
+12,269 |
Mar17 |
161005 |
127.67 |
128.07 |
127.27 |
127.88 |
+0.20 |
65 |
1,607 |
+23 |
Jun17 |
161005 |
128.15 |
128.50 |
127.65 |
128.15 |
+0.20 |
9 |
419 |
+3 |
Total Volume and Open Interest |
124,760 |
257,295 |
+12,295 |
Canadian Dollar(CME) |
Dec16 |
161005 |
75.86 |
76.02 |
75.61 |
75.97 |
+0.17 |
54,065 |
102,061 |
+94 |
Mar17 |
161005 |
75.90 |
76.06 |
75.66 |
76.02 |
+0.17 |
33 |
1,301 |
+5 |
Jun17 |
161005 |
75.78 |
76.11 |
75.76 |
76.09 |
+0.18 |
0 |
250 |
+0 |
Sep17 |
161005 |
75.84 |
76.15 |
75.83 |
76.15 |
+0.18 |
1 |
114 |
-1 |
Total Volume and Open Interest |
54,109 |
103,831 |
+98 |
Japanese Yen(CME) |
Dec16 |
161005 |
97.41 |
97.67 |
96.71 |
96.75 |
-0.80 |
83,079 |
149,485 |
-2,875 |
Mar17 |
161005 |
97.89 |
98.05 |
97.11 |
97.15 |
-0.80 |
70 |
504 |
-50 |
Jun17 |
161005 |
97.99 |
97.99 |
97.61 |
97.61 |
-0.80 |
0 |
110 |
+0 |
Total Volume and Open Interest |
83,149 |
150,129 |
-2,925 |
Swiss Franc(CME) |
Dec16 |
161005 |
102.61 |
103.14 |
102.53 |
103.05 |
+0.57 |
20,343 |
41,357 |
+1,983 |
Mar17 |
161005 |
103.59 |
103.84 |
103.59 |
103.59 |
+0.56 |
14 |
74 |
+9 |
Jun17 |
161005 |
104.22 |
104.22 |
104.22 |
104.22 |
+0.58 |
0 |
17 |
+0 |
Total Volume and Open Interest |
20,357 |
41,452 |
+1,992 |
EuroFX(CME) |
Dec16 |
161005 |
112.42 |
112.68 |
112.24 |
112.47 |
+0.15 |
106,821 |
332,314 |
+1,847 |
Mar17 |
161005 |
112.84 |
113.12 |
112.69 |
112.92 |
+0.15 |
504 |
7,375 |
+199 |
Jun17 |
161005 |
113.27 |
113.61 |
113.22 |
113.43 |
+0.15 |
6 |
1,136 |
+6 |
Total Volume and Open Interest |
107,331 |
340,892 |
+2,052 |
Mexican Peso(CME) |
Oct16 |
161005 |
519.25 |
519.25 |
519.25 |
519.25 |
+2.50 |
0 |
1 |
+0 |
Nov16 |
161005 |
517.63 |
517.63 |
517.63 |
517.63 |
+2.50 |
0 |
5 |
+0 |
Total Volume and Open Interest |
34,242 |
158,284 |
+1,267 |
Brazilian Real(CME) |
Nov16 |
161005 |
304.85 |
308.50 |
303.70 |
308.05 |
+3.10 |
1,769 |
25,350 |
+189 |
Dec16 |
161005 |
301.50 |
305.50 |
301.50 |
305.50 |
+3.15 |
9 |
3,429 |
+6 |
Jan17 |
161005 |
302.75 |
302.75 |
302.75 |
302.75 |
+3.20 |
|
|
|
Feb17 |
161005 |
300.15 |
300.15 |
300.15 |
300.15 |
+3.45 |
|
|
|
Total Volume and Open Interest |
1,778 |
28,779 |
+195 |
30-Year T-Bonds(CBOT) |
Dec16 |
161005 |
166~120 |
166~270 |
165~090 |
165~230 |
-0~230 |
171,657 |
567,612 |
+1,616 |
Mar17 |
161005 |
165~080 |
165~080 |
163~310 |
164~090 |
-0~240 |
3 |
11 |
+1 |
Jun17 |
161005 |
163~130 |
163~130 |
163~130 |
163~130 |
-0~240 |
|
|
|
Total Volume and Open Interest |
171,660 |
567,623 |
+1,617 |
10-Year T-Notes(CBOT) |
Dec16 |
161005 |
130~150 |
130~195 |
130~030 |
130~070 |
-0~090 |
775,029 |
2,870,832 |
-7,187 |
Mar17 |
161005 |
129~200 |
129~280 |
129~200 |
129~220 |
-0~090 |
8 |
169 |
+8 |
Jun17 |
161005 |
129~140 |
129~140 |
129~140 |
129~140 |
-0~090 |
|
|
|
Total Volume and Open Interest |
775,037 |
2,871,001 |
-7,179 |
5-Year T-Notes(CBOT) |
Dec16 |
161005 |
121~036 |
121~062 |
120~286 |
120~310 |
-0~052 |
488,573 |
2,788,628 |
-2,631 |
Mar17 |
161005 |
120~244 |
120~244 |
120~206 |
120~206 |
-0~054 |
|
|
|
Jun17 |
161005 |
120~206 |
120~206 |
120~206 |
120~206 |
-0~054 |
|
|
|
Total Volume and Open Interest |
488,573 |
2,788,628 |
-2,631 |
2 Year T-Notes(CBOT) |
Dec16 |
161005 |
109~032 |
109~042 |
109~010 |
109~016 |
-0~014 |
282,121 |
1,072,828 |
+13,159 |
Mar17 |
161005 |
108~314 |
108~314 |
108~314 |
108~314 |
-0~022 |
|
|
|
Jun17 |
161005 |
108~314 |
108~314 |
108~314 |
108~314 |
-0~022 |
|
|
|
Total Volume and Open Interest |
282,121 |
1,072,828 |
+13,159 |
Eurodollars(CME) |
Dec16 |
161005 |
99.065 |
99.070 |
99.045 |
99.055 |
-0.005 |
175,230 |
1,631,564 |
+7,355 |
Mar17 |
161005 |
99.020 |
99.030 |
99.000 |
99.005 |
-0.015 |
158,540 |
1,204,987 |
+1,375 |
Jun17 |
161005 |
98.975 |
98.985 |
98.945 |
98.955 |
-0.015 |
170,582 |
1,145,600 |
+5,344 |
Sep17 |
161005 |
98.935 |
98.950 |
98.900 |
98.915 |
-0.015 |
173,287 |
925,764 |
+10,190 |
Dec17 |
161005 |
98.890 |
98.900 |
98.850 |
98.865 |
-0.020 |
230,575 |
1,477,456 |
-11,149 |
Mar18 |
161005 |
98.865 |
98.880 |
98.825 |
98.835 |
-0.025 |
131,383 |
674,145 |
-9,023 |
Jun18 |
161005 |
98.830 |
98.845 |
98.790 |
98.800 |
-0.025 |
110,663 |
538,754 |
+417 |
Sep18 |
161005 |
98.795 |
98.805 |
98.750 |
98.765 |
-0.025 |
93,204 |
415,929 |
-3,275 |
Dec18 |
161005 |
98.750 |
98.760 |
98.705 |
98.715 |
-0.030 |
76,240 |
680,062 |
+2,904 |
Mar19 |
161005 |
98.725 |
98.735 |
98.680 |
98.690 |
-0.030 |
69,863 |
440,071 |
-1,192 |
Jun19 |
161005 |
98.690 |
98.700 |
98.640 |
98.655 |
-0.030 |
51,432 |
383,049 |
+1,011 |
Sep19 |
161005 |
98.650 |
98.660 |
98.605 |
98.615 |
-0.030 |
50,005 |
264,556 |
-4,260 |
Dec19 |
161005 |
98.595 |
98.615 |
98.555 |
98.565 |
-0.035 |
34,296 |
329,201 |
+4,254 |
Mar20 |
161005 |
98.570 |
98.580 |
98.520 |
98.530 |
-0.035 |
23,097 |
148,083 |
+1,098 |
Jun20 |
161005 |
98.530 |
98.540 |
98.480 |
98.490 |
-0.035 |
25,992 |
108,595 |
-1,891 |
Sep20 |
161005 |
98.485 |
98.495 |
98.435 |
98.450 |
-0.035 |
20,868 |
92,683 |
-272 |
Dec20 |
161005 |
98.430 |
98.445 |
98.390 |
98.400 |
-0.035 |
19,968 |
104,912 |
+1,435 |
Mar21 |
161005 |
98.390 |
98.405 |
98.345 |
98.355 |
-0.035 |
14,328 |
59,858 |
-795 |
Total Volume and Open Interest |
1,692,419 |
11,181,493 |
-1,206 |
Ultra T-Bond(CBOT) |
Dec16 |
161005 |
181~15 |
182~06 |
180~01 |
180~17 |
-1~01 |
63,553 |
610,568 |
+3,403 |
Mar17 |
161005 |
179~20 |
179~20 |
179~20 |
179~20 |
-1~01 |
|
|
|
Jun17 |
161005 |
178~30 |
178~30 |
178~30 |
178~30 |
-1~01 |
|
|
|
Total Volume and Open Interest |
63,553 |
610,568 |
+3,403 |
Ultra 10-Yr T-Note(CBOT) |
Dec16 |
161005 |
143~045 |
143~120 |
142~190 |
142~255 |
-0~125 |
44,320 |
226,931 |
-420 |
Mar17 |
161005 |
142~230 |
142~230 |
142~230 |
142~230 |
-0~130 |
|
|
|
Jun17 |
161005 |
142~230 |
142~230 |
142~230 |
142~230 |
-0~130 |
|
|
|
Total Volume and Open Interest |
44,320 |
226,931 |
-420 |
30 Day Federal Funds(CBOT) |
Oct16 |
161005 |
99.607 |
99.610 |
99.605 |
99.607 |
-0.003 |
9,571 |
298,904 |
-2,902 |
Nov16 |
161005 |
99.575 |
99.580 |
99.565 |
99.570 |
-0.005 |
10,757 |
220,907 |
+2,490 |
Dec16 |
161005 |
99.500 |
99.510 |
99.495 |
99.495 |
-0.010 |
9,226 |
99,899 |
-486 |
Jan17 |
161005 |
99.445 |
99.450 |
99.435 |
99.440 |
-0.005 |
21,278 |
157,076 |
+118 |
Feb17 |
161005 |
99.425 |
99.435 |
99.415 |
99.420 |
-0.010 |
11,652 |
75,785 |
+3,710 |
Mar17 |
161005 |
99.395 |
99.410 |
99.385 |
99.395 |
-0.010 |
1,735 |
33,120 |
+234 |
Total Volume and Open Interest |
77,194 |
1,071,692 |
+5,063 |
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 |
161004 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
161004 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
161004 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
161004 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
161004 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
161004 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
161004 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Sep18 |
161004 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec16 |
161004 |
152.16 |
152.17 |
151.97 |
152.13 |
-0.03 |
1,649 |
15,261 |
+536 |
Mar17 |
161004 |
152.05 |
152.05 |
152.05 |
152.05 |
-0.03 |
|
|
|
Jun17 |
161004 |
152.05 |
152.05 |
152.05 |
152.05 |
-0.03 |
|
|
|
Total Volume and Open Interest |
1,649 |
15,261 |
+536 |
Euro-Buxl(EUREX) |
Dec16 |
161005 |
189.00 |
189.18 |
186.12 |
186.54 |
-3.74 |
27,713 |
159,090 |
-11,271 |
Mar17 |
161005 |
186.70 |
187.46 |
184.76 |
184.86 |
-3.74 |
340 |
169 |
+4 |
Jun17 |
161005 |
184.50 |
184.50 |
183.54 |
183.54 |
-3.74 |
1 |
3 |
-1 |
Total Volume and Open Interest |
28,054 |
159,262 |
-11,268 |
Euro-Bund(EUREX) |
Dec16 |
161005 |
164.84 |
165.03 |
164.14 |
164.23 |
-1.07 |
352,828 |
1,656,087 |
-283,699 |
Mar17 |
161005 |
167.30 |
167.46 |
166.50 |
166.55 |
-1.20 |
1,116 |
45,145 |
+423 |
Jun17 |
161005 |
164.69 |
164.69 |
164.69 |
164.69 |
-1.07 |
|
|
|
Total Volume and Open Interest |
353,944 |
1,701,232 |
-283,276 |
Euro-Bobl(EUREX) |
Dec16 |
161005 |
131.94 |
132.01 |
131.76 |
131.79 |
-0.30 |
209,369 |
1,308,883 |
-95,406 |
Mar17 |
161005 |
133.73 |
133.73 |
133.53 |
133.53 |
-0.33 |
606 |
6,445 |
+606 |
Jun17 |
161005 |
132.04 |
132.04 |
132.04 |
132.04 |
-0.30 |
|
|
|
Total Volume and Open Interest |
209,975 |
1,315,328 |
-94,800 |
Euro-Schatz(EUREX) |
Dec16 |
161005 |
112.12 |
112.14 |
112.08 |
112.11 |
-0.03 |
180,155 |
1,161,759 |
-85,281 |
Mar17 |
161005 |
112.11 |
112.11 |
112.11 |
112.11 |
-0.03 |
|
|
|
Jun17 |
161005 |
112.11 |
112.11 |
112.11 |
112.11 |
-0.03 |
|
|
|
Total Volume and Open Interest |
180,155 |
1,161,759 |
-85,281 |
3-Mth Euribor(EUREX) |
Dec16 |
161005 |
100.300 |
100.300 |
100.300 |
100.300 |
unch |
0 |
3,418 |
-5 |
Mar17 |
161005 |
100.310 |
100.310 |
100.310 |
100.310 |
-0.005 |
50 |
3,285 |
+0 |
Jun17 |
161005 |
100.330 |
100.330 |
100.330 |
100.330 |
unch |
50 |
33,967 |
+0 |
Total Volume and Open Interest |
100 |
74,348 |
-5 |
Long Gilt(LIFFE) |
Dec16 |
161005 |
130~02 |
130~03 |
129~13 |
129~17 |
-0~20 |
154,866 |
549,091 |
+5,593 |
Mar17 |
161005 |
130~15 |
130~15 |
130~15 |
130~15 |
-0~22 |
|
|
|
Total Volume and Open Interest |
154,866 |
549,091 |
+5,593 |
3-Mth Short Sterling(LIFFE) |
Dec16 |
161005 |
99.65 |
99.65 |
99.64 |
99.65 |
-0.01 |
64,219 |
497,718 |
+11,259 |
Mar17 |
161005 |
99.69 |
99.69 |
99.68 |
99.69 |
-0.01 |
48,497 |
375,956 |
-6,347 |
Jun17 |
161005 |
99.71 |
99.72 |
99.70 |
99.71 |
-0.01 |
34,331 |
358,510 |
+3,536 |
Sep17 |
161005 |
99.72 |
99.73 |
99.71 |
99.72 |
-0.01 |
48,021 |
314,051 |
-5,273 |
Dec17 |
161005 |
99.73 |
99.74 |
99.71 |
99.72 |
-0.02 |
44,634 |
396,837 |
+3,741 |
Mar18 |
161005 |
99.73 |
99.74 |
99.71 |
99.72 |
-0.02 |
36,069 |
223,092 |
+4,963 |
Total Volume and Open Interest |
606,324 |
3,120,472 |
+82,418 |
3-Mth Euribor(LIFFE) |
Dec16 |
161005 |
100.295 |
100.305 |
100.295 |
100.300 |
+0.005 |
33,105 |
438,721 |
+5,098 |
Mar17 |
161005 |
100.310 |
100.315 |
100.305 |
100.310 |
unch |
34,245 |
412,924 |
-894 |
Jun17 |
161005 |
100.325 |
100.335 |
100.320 |
100.325 |
-0.005 |
28,632 |
403,395 |
+232 |
Total Volume and Open Interest |
261,597 |
3,177,208 |
+2,807 |
3-Mth Aus T-Bills(SFE) |
Dec16 |
161005 |
98.26 |
98.27 |
98.24 |
98.26 |
-0.01 |
10,308 |
178,473 |
-3,952 |
Mar17 |
161005 |
98.31 |
98.32 |
98.28 |
98.29 |
-0.03 |
24,296 |
196,620 |
-2,849 |
Jun17 |
161005 |
98.34 |
98.34 |
98.30 |
98.31 |
-0.04 |
23,029 |
196,589 |
+2,936 |
Sep17 |
161005 |
98.36 |
98.36 |
98.31 |
98.32 |
-0.04 |
8,375 |
128,246 |
+225 |
Dec17 |
161005 |
98.36 |
98.36 |
98.31 |
98.32 |
-0.04 |
4,902 |
135,494 |
+1,115 |
Mar18 |
161005 |
98.35 |
98.35 |
98.30 |
98.31 |
-0.04 |
2,998 |
70,737 |
+771 |
Jun18 |
161005 |
98.34 |
98.34 |
98.29 |
98.29 |
-0.05 |
2,336 |
59,695 |
-131 |
Sep18 |
161005 |
98.31 |
98.32 |
98.26 |
98.27 |
-0.05 |
1,819 |
24,331 |
-791 |
Dec18 |
161005 |
98.23 |
98.25 |
98.23 |
98.24 |
-0.05 |
196 |
6,504 |
+22 |
Mar19 |
161005 |
98.22 |
98.22 |
98.22 |
98.22 |
-0.05 |
72 |
3,252 |
-11 |
Total Volume and Open Interest |
78,434 |
1,002,243 |
-2,665 |
10-Year Aus T-Bonds(SFE) |
Dec16 |
161005 |
97.97 |
98.00 |
97.90 |
97.91 |
-0.06 |
74,554 |
810,967 |
-11,009 |
Mar17 |
161005 |
97.91 |
97.91 |
97.91 |
97.91 |
-0.06 |
|
|
|
Total Volume and Open Interest |
74,554 |
810,967 |
-11,009 |
3-Year Aus T-Bonds(SFE) |
Dec16 |
161005 |
98.48 |
98.48 |
98.42 |
98.44 |
-0.04 |
82,972 |
800,086 |
-11,025 |
Mar17 |
161005 |
98.44 |
98.44 |
98.44 |
98.44 |
-0.04 |
|
|
|
Total Volume and Open Interest |
82,972 |
800,086 |
-11,025 |
Gold(CMX) |
Oct16 |
161005 |
1272.1 |
1274.0 |
1261.3 |
1265.2 |
-1.1 |
299 |
1,295 |
-3,163 |
Dec16 |
161005 |
1270.5 |
1279.4 |
1264.1 |
1268.6 |
-1.1 |
130,138 |
434,131 |
-3,292 |
Feb17 |
161005 |
1273.6 |
1282.3 |
1267.8 |
1272.1 |
-1.0 |
4,641 |
48,726 |
-448 |
Apr17 |
161005 |
1277.0 |
1284.5 |
1271.4 |
1275.3 |
-1.0 |
1,488 |
15,729 |
+370 |
Jun17 |
161005 |
1279.9 |
1285.3 |
1278.3 |
1278.4 |
-0.9 |
1,491 |
21,279 |
+94 |
Aug17 |
161005 |
1287.1 |
1288.3 |
1277.8 |
1281.3 |
-0.8 |
1,643 |
8,091 |
+439 |
Oct17 |
161005 |
1283.4 |
1283.9 |
1281.2 |
1283.9 |
-0.8 |
122 |
2,201 |
+121 |
Dec17 |
161005 |
1287.4 |
1292.7 |
1283.0 |
1286.4 |
-0.8 |
297 |
11,474 |
-115 |
Feb18 |
161005 |
1295.6 |
1295.6 |
1288.8 |
1288.8 |
-0.8 |
0 |
163 |
+0 |
Apr18 |
161005 |
1290.9 |
1290.9 |
1290.9 |
1290.9 |
-0.8 |
0 |
3 |
+0 |
Jun18 |
161005 |
1292.8 |
1293.0 |
1292.5 |
1293.0 |
-0.8 |
0 |
4,156 |
-1 |
Aug18 |
161005 |
1295.9 |
1295.9 |
1295.9 |
1295.9 |
-0.8 |
|
|
|
Total Volume and Open Interest |
140,491 |
555,347 |
-5,989 |
Silver(CMX) |
Dec16 |
161005 |
1780.5 |
1804.0 |
1758.5 |
1769.5 |
-8.0 |
54,286 |
170,545 |
-328 |
Mar17 |
161005 |
1791.5 |
1813.5 |
1770.5 |
1780.2 |
-8.0 |
1,791 |
19,924 |
+507 |
May17 |
161005 |
1800.0 |
1816.0 |
1778.5 |
1787.3 |
-8.0 |
216 |
1,341 |
+82 |
Jul17 |
161005 |
1810.0 |
1810.0 |
1789.0 |
1794.3 |
-8.1 |
81 |
3,049 |
+29 |
Sep17 |
161005 |
1832.0 |
1832.5 |
1800.7 |
1800.7 |
-8.1 |
0 |
490 |
+0 |
Dec17 |
161005 |
1828.0 |
1831.5 |
1800.0 |
1809.4 |
-8.1 |
52 |
2,617 |
-13 |
Mar18 |
161005 |
1816.7 |
1816.7 |
1816.7 |
1816.7 |
-8.1 |
0 |
12 |
+0 |
Total Volume and Open Interest |
56,571 |
201,977 |
+277 |
Platinum(NYMEX) |
Oct16 |
161005 |
992.5 |
992.5 |
970.4 |
972.3 |
-12.4 |
76 |
873 |
-111 |
Jan17 |
161005 |
988.9 |
999.3 |
974.3 |
976.6 |
-13.9 |
19,018 |
64,332 |
+1,845 |
Apr17 |
161005 |
993.0 |
1003.0 |
978.8 |
980.6 |
-14.2 |
108 |
4,404 |
+49 |
Jul17 |
161005 |
981.5 |
983.1 |
981.5 |
983.1 |
-14.8 |
0 |
27 |
+0 |
Total Volume and Open Interest |
19,245 |
69,817 |
+1,778 |
Palladium(NYMEX) |
Dec16 |
161005 |
698.05 |
702.60 |
675.00 |
675.60 |
-23.95 |
4,461 |
27,443 |
-157 |
Mar17 |
161005 |
691.65 |
694.15 |
676.95 |
677.45 |
-23.90 |
37 |
476 |
+8 |
Jun17 |
161005 |
679.30 |
707.45 |
679.30 |
679.30 |
-23.90 |
0 |
31 |
+0 |
Total Volume and Open Interest |
4,498 |
27,956 |
-149 |
Copper(CMX) |
Dec16 |
161005 |
217.20 |
218.15 |
215.85 |
216.45 |
-0.25 |
70,438 |
125,067 |
-2,295 |
Mar17 |
161005 |
218.25 |
219.10 |
216.85 |
217.50 |
-0.25 |
5,033 |
35,442 |
+140 |
May17 |
161005 |
217.60 |
219.55 |
217.60 |
218.20 |
-0.25 |
1,650 |
6,889 |
+4 |
Jul17 |
161005 |
219.25 |
219.25 |
218.70 |
218.80 |
-0.20 |
234 |
2,418 |
-10 |
Sep17 |
161005 |
219.35 |
219.75 |
219.35 |
219.35 |
-0.15 |
479 |
1,239 |
+211 |
Total Volume and Open Interest |
78,822 |
180,574 |
-2,018 |
E-mini DJIA Index(CBOT) |
Dec16 |
161005 |
18085 |
18234 |
18054 |
18200 |
+108 |
121,065 |
123,493 |
-5,777 |
Mar17 |
161005 |
18020 |
18171 |
18000 |
18138 |
+106 |
73 |
487 |
+15 |
Jun17 |
161005 |
18062 |
18062 |
18062 |
18062 |
+106 |
0 |
6 |
+0 |
Sep17 |
161005 |
17977 |
17977 |
17977 |
17977 |
+106 |
|
|
|
Total Volume and Open Interest |
121,138 |
123,986 |
-5,762 |
S & P 500(CME) |
Dec16 |
161005 |
2144.50 |
2153.30 |
2141.50 |
2153.30 |
+8.60 |
8,487 |
66,222 |
+3,361 |
Mar17 |
161005 |
2147.90 |
2147.90 |
2147.90 |
2147.90 |
+8.80 |
0 |
163 |
+0 |
Jun17 |
161005 |
2142.40 |
2142.40 |
2142.40 |
2142.40 |
+8.80 |
0 |
60 |
+0 |
Sep17 |
161005 |
2139.00 |
2139.00 |
2139.00 |
2139.00 |
+8.80 |
|
|
|
Total Volume and Open Interest |
8,487 |
66,445 |
+3,361 |
S & P 500 E-Mini(Globex) |
Dec16 |
161005 |
2144.25 |
2158.00 |
2141.00 |
2153.25 |
+8.50 |
1,406,125 |
2,878,657 |
-19,344 |
Mar17 |
161005 |
2138.75 |
2152.00 |
2136.25 |
2148.00 |
+9.00 |
1,149 |
9,900 |
+93 |
Jun17 |
161005 |
2132.25 |
2146.25 |
2132.25 |
2142.50 |
+9.00 |
3 |
575 |
+0 |
Sep17 |
161005 |
2139.00 |
2139.00 |
2139.00 |
2139.00 |
+8.75 |
0 |
17 |
+0 |
Total Volume and Open Interest |
1,407,277 |
2,889,166 |
-19,251 |
NASDAQ 100 E-Mini(Globex) |
Dec16 |
161005 |
4856.50 |
4888.50 |
4849.30 |
4873.50 |
+16.00 |
177,125 |
296,346 |
-6,009 |
Mar17 |
161005 |
4852.00 |
4883.80 |
4852.00 |
4870.00 |
+16.50 |
202 |
388 |
+7 |
Jun17 |
161005 |
4864.00 |
4864.00 |
4864.00 |
4864.00 |
+16.50 |
0 |
15 |
+0 |
Total Volume and Open Interest |
177,327 |
296,754 |
-6,002 |
S&P Midcap 400(CME) e-Mini |
Dec16 |
161005 |
1531.30 |
1546.40 |
1528.50 |
1538.70 |
+7.90 |
22,195 |
83,703 |
-644 |
Mar17 |
161005 |
1536.20 |
1540.70 |
1527.60 |
1536.20 |
+7.90 |
0 |
1 |
+0 |
Jun17 |
161005 |
1526.50 |
1527.40 |
1526.50 |
1526.50 |
+7.90 |
|
|
|
Total Volume and Open Interest |
22,195 |
83,704 |
-644 |
Volatility Index(CBOE) |
Oct16 |
161005 |
15.37 |
15.59 |
15.10 |
15.13 |
-0.20 |
77,285 |
230,027 |
-6,800 |
Nov16 |
161005 |
16.65 |
16.83 |
16.52 |
16.68 |
+0.05 |
53,590 |
118,077 |
+2,433 |
Dec16 |
161005 |
17.05 |
17.23 |
16.92 |
17.18 |
+0.16 |
17,791 |
62,643 |
+476 |
Jan17 |
161005 |
18.20 |
18.40 |
18.06 |
18.33 |
+0.15 |
6,846 |
32,875 |
-1,649 |
Total Volume and Open Interest |
161,431 |
485,980 |
-5,258 |
Russell 2000(ICE) |
Dec16 |
161005 |
1236.40 |
1252.30 |
1235.10 |
1245.20 |
+7.90 |
70,744 |
332,114 |
+909 |
Mar17 |
161005 |
1241.20 |
1241.20 |
1241.20 |
1241.20 |
+7.90 |
1 |
268 |
+1 |
Jun17 |
161005 |
1237.70 |
1237.70 |
1237.70 |
1237.70 |
+7.90 |
0 |
170 |
+0 |
Total Volume and Open Interest |
70,745 |
332,691 |
+910 |
Nikkei 225(CME) |
Dec16 |
161005 |
16795 |
17010 |
16745 |
16985 |
+215 |
6,785 |
32,438 |
+160 |
Mar17 |
161005 |
16870 |
16995 |
16865 |
16995 |
+225 |
1 |
24 |
+1 |
Total Volume and Open Interest |
6,786 |
32,462 |
+161 |
Nikkei 225(SGX) |
Dec16 |
161005 |
16770 |
16810 |
16750 |
16775 |
+60 |
60,087 |
169,218 |
+426 |
Mar17 |
161005 |
16705 |
16785 |
16665 |
16740 |
+60 |
387 |
1,605 |
+366 |
Jun17 |
161004 |
16555 |
16555 |
16555 |
16555 |
+130 |
|
|
|
Total Volume and Open Interest |
81,109 |
177,128 |
+1,612 |
Nikkei 225(CME) Yen |
Dec16 |
161005 |
16755 |
16970 |
16705 |
16950 |
+210 |
30,027 |
49,988 |
-572 |
Mar17 |
161005 |
16735 |
16910 |
16670 |
16895 |
+215 |
28 |
42 |
+4 |
Jun17 |
161005 |
16765 |
16765 |
16765 |
16765 |
+215 |
|
|
|
Total Volume and Open Interest |
30,055 |
50,036 |
-568 |
Nikkei 225(CME) e-Mini Yen |
Dec16 |
161005 |
16920 |
16950 |
16920 |
16950 |
+210 |
4 |
6 |
+0 |
Mar17 |
161005 |
16890 |
16895 |
16890 |
16890 |
+210 |
|
|
|
Jun17 |
161005 |
16760 |
16765 |
16760 |
16760 |
+210 |
|
|
|
Total Volume and Open Interest |
4 |
6 |
+0 |
CAC 40(EURONEXT) |
Oct16 |
161005 |
4482.5 |
4495.5 |
4434.5 |
4485.5 |
-13.5 |
55,509 |
270,140 |
-20,231 |
Nov16 |
161005 |
4455.0 |
4489.0 |
4446.0 |
4482.5 |
-16.0 |
11 |
4,392 |
+5 |
Dec16 |
161005 |
4470.5 |
4484.5 |
4441.5 |
4476.5 |
-13.5 |
217 |
23,171 |
+70 |
Total Volume and Open Interest |
55,737 |
297,765 |
-20,156 |
Hang Seng Index(HKFE) |
Oct16 |
161005 |
23682 |
23843 |
23508 |
23750 |
+68 |
93,306 |
142,677 |
-513 |
Nov16 |
161005 |
23699 |
23825 |
23512 |
23750 |
+80 |
386 |
800 |
+216 |
Dec16 |
161005 |
23700 |
23849 |
23526 |
23765 |
+75 |
262 |
11,894 |
+32 |
Total Volume and Open Interest |
93,978 |
157,404 |
-265 |
DAX(EUREX) |
Dec16 |
161005 |
10590.0 |
10614.5 |
10471.5 |
10580.5 |
-43.5 |
|
|
|
Mar17 |
161005 |
10587.0 |
10588.0 |
10494.0 |
10577.5 |
-43.5 |
|
|
|
Jun17 |
161005 |
10597.5 |
10597.5 |
10597.5 |
10597.5 |
-45.5 |
|
|
|
Total Volume and Open Interest |
|
|
|
Mini-DAX(EUREX) |
Dec16 |
161005 |
10584.0 |
10614.0 |
10474.0 |
10580.5 |
-43.5 |
|
|
|
Mar17 |
161005 |
10581.0 |
10610.0 |
10471.0 |
10577.5 |
-43.5 |
|
|
|
Jun17 |
161005 |
10588.0 |
10607.0 |
10588.0 |
10597.5 |
-45.5 |
|
|
|
Total Volume and Open Interest |
|
|
|
FT-SE 100(EURONEXT) |
Dec16 |
161005 |
7010.50 |
7043.00 |
6985.00 |
6996.00 |
-83.50 |
103,873 |
705,678 |
+10,768 |
Mar17 |
161005 |
6968.50 |
6968.50 |
6934.50 |
6934.50 |
-84.50 |
628 |
1,634 |
+607 |
Jun17 |
161005 |
6867.50 |
6867.50 |
6867.50 |
6867.50 |
-84.50 |
|
|
|
Total Volume and Open Interest |
104,501 |
707,312 |
+11,375 |
SPI 200(SFE) |
Dec16 |
161005 |
5474.0 |
5488.0 |
5424.0 |
5433.0 |
-40.0 |
25,808 |
279,530 |
+3,210 |
Mar17 |
161005 |
5386.0 |
5386.0 |
5386.0 |
5386.0 |
-40.0 |
0 |
1,441 |
-1 |
Jun17 |
161005 |
5373.0 |
5373.0 |
5373.0 |
5373.0 |
-40.0 |
0 |
1,397 |
+0 |
Total Volume and Open Interest |
25,842 |
283,892 |
+3,195 |
FTSE MIB(ISE) |
Dec16 |
161005 |
16110.00 |
16445.00 |
16070.00 |
16417.00 |
+173.00 |
19,666 |
45,740 |
+1,081 |
Mar17 |
161005 |
16105.00 |
16400.00 |
16105.00 |
16397.00 |
+173.00 |
24 |
109 |
+0 |
Jun17 |
161005 |
15990.00 |
15990.00 |
15990.00 |
15990.00 |
+173.00 |
|
|
|
Total Volume and Open Interest |
19,690 |
45,849 |
+1,081 |
KOSPI 200(KFE) |
Dec16 |
161005 |
259.80 |
260.00 |
257.00 |
259.55 |
+0.05 |
129,623 |
134,168 |
-45 |
Mar17 |
161005 |
257.10 |
257.25 |
254.35 |
256.90 |
+0.05 |
352 |
4,215 |
-41 |
Jun17 |
161005 |
255.50 |
257.65 |
255.20 |
257.45 |
-0.10 |
6 |
895 |
+4 |
Total Volume and Open Interest |
129,981 |
142,332 |
-77 |
GSCI(CME) |
Oct16 |
161005 |
371.50 |
372.10 |
369.30 |
371.05 |
+3.70 |
349 |
14,987 |
+277 |
Nov16 |
161005 |
373.85 |
374.25 |
373.85 |
373.85 |
+3.75 |
0 |
75 |
+0 |
Dec16 |
161005 |
377.45 |
377.45 |
377.45 |
377.45 |
+3.75 |
|
|
|
Total Volume and Open Interest |
349 |
15,062 |
+277 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|