|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Thu October 20, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov16 |
161020 |
981.25 |
989.75 |
973.25 |
975.50 |
-6.00 |
178,280 |
242,535 |
-9,916 |
Jan17 |
161020 |
990.00 |
998.75 |
982.50 |
984.75 |
-5.75 |
87,232 |
204,960 |
+11,864 |
Mar17 |
161020 |
996.25 |
1004.50 |
988.50 |
991.00 |
-5.75 |
29,260 |
86,318 |
+571 |
May17 |
161020 |
1003.00 |
1010.75 |
995.25 |
997.75 |
-5.75 |
9,609 |
52,516 |
+355 |
Jul17 |
161020 |
1009.00 |
1016.50 |
1001.50 |
1003.50 |
-5.75 |
10,264 |
62,640 |
+837 |
Aug17 |
161020 |
1008.00 |
1012.75 |
1001.00 |
1002.50 |
-5.75 |
131 |
2,435 |
+21 |
Sep17 |
161020 |
999.75 |
999.75 |
988.25 |
990.00 |
-5.50 |
83 |
894 |
-9 |
Nov17 |
161020 |
985.00 |
991.50 |
978.00 |
980.50 |
-5.25 |
3,680 |
33,084 |
+411 |
Jan18 |
161020 |
986.25 |
992.00 |
983.75 |
983.75 |
-5.25 |
51 |
1,119 |
+12 |
Mar18 |
161020 |
991.50 |
994.00 |
984.50 |
984.50 |
-5.50 |
58 |
460 |
+13 |
May18 |
161020 |
987.00 |
987.00 |
965.75 |
987.00 |
-5.75 |
0 |
253 |
+0 |
Jul18 |
161020 |
991.00 |
991.00 |
981.50 |
991.00 |
-5.75 |
0 |
307 |
+0 |
Aug18 |
161020 |
986.00 |
986.00 |
986.00 |
986.00 |
-5.75 |
0 |
17 |
+0 |
Sep18 |
161020 |
970.75 |
970.75 |
970.75 |
970.75 |
-5.75 |
0 |
17 |
+0 |
Total Volume and Open Interest |
318,671 |
687,868 |
+4,161 |
Soybean Meal(CBOT) |
Dec16 |
161020 |
306.30 |
311.90 |
303.90 |
304.60 |
-1.80 |
51,653 |
155,176 |
+458 |
Jan17 |
161020 |
307.80 |
313.00 |
305.30 |
306.10 |
-1.70 |
13,265 |
69,043 |
+1,165 |
Mar17 |
161020 |
308.90 |
314.30 |
306.80 |
307.50 |
-1.70 |
9,043 |
55,611 |
-133 |
May17 |
161020 |
310.70 |
315.60 |
308.50 |
309.30 |
-1.80 |
5,433 |
32,584 |
+472 |
Jul17 |
161020 |
312.40 |
317.00 |
310.20 |
310.90 |
-1.90 |
3,616 |
36,960 |
+526 |
Aug17 |
161020 |
313.90 |
316.10 |
310.50 |
310.80 |
-1.80 |
227 |
4,490 |
+61 |
Sep17 |
161020 |
313.30 |
314.90 |
309.80 |
310.10 |
-1.80 |
239 |
4,966 |
+12 |
Oct17 |
161020 |
309.10 |
310.70 |
306.80 |
307.10 |
-1.30 |
379 |
4,548 |
+38 |
Dec17 |
161020 |
308.40 |
311.00 |
306.50 |
307.00 |
-1.40 |
975 |
14,688 |
+249 |
Jan18 |
161020 |
308.30 |
308.30 |
306.50 |
306.80 |
-1.40 |
13 |
757 |
+11 |
Total Volume and Open Interest |
84,856 |
380,612 |
+2,861 |
Soybean Oil(CBOT) |
Dec16 |
161020 |
35.47 |
35.63 |
34.90 |
35.05 |
-0.35 |
71,766 |
200,865 |
-1,859 |
Jan17 |
161020 |
35.67 |
35.88 |
35.16 |
35.32 |
-0.35 |
19,306 |
102,799 |
-132 |
Mar17 |
161020 |
35.89 |
36.10 |
35.38 |
35.53 |
-0.36 |
10,637 |
58,782 |
-1,262 |
May17 |
161020 |
36.07 |
36.25 |
35.54 |
35.70 |
-0.37 |
5,802 |
36,335 |
+1,215 |
Jul17 |
161020 |
36.25 |
36.41 |
35.73 |
35.88 |
-0.34 |
2,063 |
27,930 |
+202 |
Aug17 |
161020 |
36.09 |
36.09 |
35.90 |
35.90 |
-0.34 |
197 |
4,232 |
+4 |
Sep17 |
161020 |
36.25 |
36.25 |
35.87 |
35.87 |
-0.37 |
307 |
3,440 |
+49 |
Oct17 |
161020 |
35.65 |
35.74 |
35.62 |
35.65 |
-0.36 |
324 |
2,748 |
+98 |
Dec17 |
161020 |
36.16 |
36.16 |
35.58 |
35.63 |
-0.41 |
1,104 |
8,467 |
+370 |
Jan18 |
161020 |
35.67 |
36.03 |
35.67 |
35.67 |
-0.40 |
17 |
411 |
+9 |
Total Volume and Open Interest |
111,534 |
446,688 |
-1,306 |
Canola(WCE) |
Nov16 |
161020 |
503.2 |
508.8 |
500.9 |
501.7 |
-2.7 |
16,165 |
67,237 |
-8,310 |
Jan17 |
161020 |
508.7 |
514.0 |
504.5 |
505.4 |
-6.0 |
13,948 |
65,371 |
+3,755 |
Mar17 |
161020 |
515.0 |
518.0 |
508.3 |
509.0 |
-6.5 |
3,547 |
16,895 |
+1,631 |
May17 |
161020 |
516.0 |
519.9 |
509.4 |
510.2 |
-6.7 |
1,793 |
9,751 |
+763 |
Jul17 |
161020 |
513.4 |
517.6 |
507.1 |
507.8 |
-6.4 |
1,823 |
13,036 |
-1,018 |
Total Volume and Open Interest |
38,421 |
181,979 |
-3,663 |
Corn(CBOT) |
Dec16 |
161020 |
357.50 |
359.25 |
349.25 |
351.00 |
-6.50 |
140,470 |
670,356 |
-6,457 |
Mar17 |
161020 |
367.00 |
369.00 |
359.00 |
360.75 |
-6.50 |
33,036 |
304,479 |
+2,614 |
May17 |
161020 |
373.50 |
375.75 |
366.00 |
367.50 |
-6.50 |
13,117 |
71,471 |
+2,373 |
Jul17 |
161020 |
379.75 |
381.75 |
372.25 |
373.75 |
-6.25 |
9,679 |
129,724 |
+768 |
Sep17 |
161020 |
386.25 |
388.00 |
379.00 |
380.25 |
-6.00 |
3,247 |
44,468 |
+363 |
Dec17 |
161020 |
393.75 |
395.25 |
386.75 |
388.25 |
-5.50 |
6,548 |
82,024 |
+1,267 |
Mar18 |
161020 |
402.50 |
403.75 |
396.25 |
397.25 |
-5.25 |
585 |
5,588 |
+107 |
May18 |
161020 |
405.50 |
405.50 |
402.50 |
402.50 |
-5.00 |
11 |
1,080 |
+4 |
Jul18 |
161020 |
411.00 |
411.00 |
405.25 |
406.25 |
-4.75 |
52 |
1,489 |
+1 |
Sep18 |
161020 |
404.50 |
410.00 |
404.50 |
404.50 |
-4.00 |
7 |
575 |
+6 |
Total Volume and Open Interest |
206,901 |
1,316,500 |
+1,053 |
Wheat(CBOT) |
Dec16 |
161020 |
419.50 |
422.75 |
415.25 |
417.00 |
-3.25 |
60,252 |
284,442 |
-3,448 |
Mar17 |
161020 |
440.00 |
442.75 |
436.00 |
437.50 |
-3.25 |
22,212 |
104,419 |
-629 |
May17 |
161020 |
456.25 |
456.75 |
451.00 |
452.75 |
-2.50 |
5,751 |
25,619 |
+793 |
Jul17 |
161020 |
466.25 |
469.25 |
463.25 |
465.00 |
-2.00 |
3,939 |
44,814 |
+389 |
Sep17 |
161020 |
482.00 |
483.25 |
478.00 |
479.50 |
-1.50 |
867 |
5,512 |
+191 |
Dec17 |
161020 |
497.00 |
500.00 |
494.25 |
495.75 |
-1.75 |
868 |
9,461 |
+165 |
Total Volume and Open Interest |
93,905 |
476,586 |
-2,529 |
Wheat(KCBT) |
Dec16 |
161020 |
425.00 |
428.25 |
421.50 |
423.00 |
-2.25 |
18,791 |
129,703 |
-3,443 |
Mar17 |
161020 |
442.00 |
445.25 |
439.00 |
440.50 |
-2.00 |
5,721 |
51,389 |
-384 |
May17 |
161020 |
453.50 |
456.75 |
450.50 |
452.00 |
-2.00 |
4,592 |
22,502 |
+1,677 |
Jul17 |
161020 |
464.25 |
467.50 |
461.25 |
462.75 |
-2.00 |
3,193 |
35,940 |
+545 |
Sep17 |
161020 |
478.50 |
478.50 |
476.75 |
476.75 |
-2.25 |
576 |
4,547 |
+364 |
Dec17 |
161020 |
499.75 |
501.25 |
495.00 |
496.25 |
-3.00 |
673 |
4,994 |
+183 |
Mar18 |
161020 |
510.00 |
510.00 |
509.25 |
510.00 |
-3.25 |
3 |
931 |
+3 |
Total Volume and Open Interest |
33,549 |
250,582 |
-1,055 |
Wheat(MGE) |
Dec16 |
161020 |
530.25 |
532.75 |
529.25 |
531.25 |
+0.50 |
3,261 |
28,328 |
+55 |
Mar17 |
161020 |
532.50 |
536.00 |
532.50 |
534.75 |
+0.75 |
1,385 |
19,321 |
+65 |
May17 |
161020 |
539.00 |
540.75 |
538.00 |
540.50 |
+0.75 |
129 |
8,742 |
+28 |
Jul17 |
161020 |
545.75 |
546.75 |
545.75 |
546.75 |
unch |
65 |
4,226 |
+16 |
Sep17 |
161020 |
552.75 |
553.25 |
550.75 |
553.25 |
-1.00 |
13 |
3,471 |
-4 |
Dec17 |
161020 |
562.75 |
563.50 |
560.00 |
562.25 |
-2.50 |
11 |
2,252 |
-8 |
Total Volume and Open Interest |
4,864 |
66,358 |
+152 |
Oats(CBOT) |
Dec16 |
161020 |
208.75 |
212.50 |
205.75 |
210.50 |
+1.50 |
1,177 |
6,166 |
-287 |
Mar17 |
161020 |
206.75 |
208.00 |
203.25 |
206.25 |
-0.25 |
370 |
2,364 |
+134 |
May17 |
161020 |
208.50 |
208.50 |
206.00 |
206.25 |
-0.25 |
24 |
152 |
+19 |
Jul17 |
161020 |
208.25 |
210.50 |
208.25 |
208.25 |
-0.25 |
2 |
28 |
+0 |
Total Volume and Open Interest |
1,573 |
8,712 |
-134 |
Rough Rice(CBOT) |
Nov16 |
161020 |
10.32 |
10.40 |
10.25 |
10.32 |
-0.08 |
1,023 |
7,040 |
-380 |
Jan17 |
161020 |
10.57 |
10.64 |
10.51 |
10.57 |
-0.09 |
898 |
3,786 |
+382 |
Mar17 |
161020 |
10.77 |
10.82 |
10.77 |
10.82 |
-0.09 |
38 |
193 |
+9 |
May17 |
161020 |
11.04 |
11.04 |
11.04 |
11.04 |
-0.08 |
0 |
8 |
+0 |
Total Volume and Open Interest |
1,959 |
11,043 |
+11 |
Live Cattle(CME) |
Oct16 |
161020 |
96.750 |
99.035 |
96.550 |
99.035 |
+3.000 |
2,984 |
6,862 |
-1,386 |
Dec16 |
161020 |
97.850 |
100.135 |
97.700 |
100.135 |
+3.000 |
19,882 |
133,519 |
-935 |
Feb17 |
161020 |
99.230 |
101.450 |
98.980 |
101.250 |
+2.800 |
9,661 |
55,260 |
-485 |
Apr17 |
161020 |
98.700 |
100.930 |
98.650 |
100.730 |
+2.400 |
7,076 |
41,150 |
+971 |
Jun17 |
161020 |
92.250 |
93.950 |
92.100 |
93.700 |
+1.770 |
2,125 |
19,734 |
+302 |
Aug17 |
161020 |
90.830 |
92.400 |
90.830 |
92.180 |
+1.530 |
1,005 |
8,678 |
+66 |
Total Volume and Open Interest |
43,248 |
268,448 |
-1,257 |
Feeder Cattle(CME) |
Oct16 |
161020 |
119.135 |
121.900 |
119.135 |
121.750 |
+2.715 |
1,416 |
4,203 |
-426 |
Nov16 |
161020 |
114.930 |
119.135 |
114.930 |
118.850 |
+4.020 |
4,543 |
12,758 |
-1,056 |
Jan17 |
161020 |
110.950 |
114.600 |
110.950 |
114.250 |
+3.400 |
4,282 |
16,847 |
+1,321 |
Mar17 |
161020 |
109.285 |
112.650 |
109.285 |
112.230 |
+2.980 |
1,352 |
6,771 |
+258 |
Apr17 |
161020 |
109.200 |
112.300 |
109.200 |
111.885 |
+2.705 |
263 |
1,153 |
+28 |
May17 |
161020 |
109.230 |
111.900 |
109.080 |
111.550 |
+2.650 |
219 |
1,548 |
+105 |
Aug17 |
161020 |
110.400 |
113.000 |
110.250 |
112.930 |
+3.030 |
77 |
545 |
+56 |
Total Volume and Open Interest |
12,153 |
43,831 |
+286 |
Lean Hogs(CME) |
Dec16 |
161020 |
41.300 |
41.850 |
41.050 |
41.100 |
-0.080 |
13,609 |
134,349 |
+778 |
Feb17 |
161020 |
48.130 |
48.650 |
48.000 |
48.035 |
-0.115 |
7,015 |
42,779 |
+12 |
Apr17 |
161020 |
56.050 |
56.600 |
55.950 |
56.035 |
-0.165 |
4,098 |
30,047 |
+367 |
May17 |
161020 |
64.500 |
64.975 |
64.500 |
64.975 |
+0.190 |
10 |
579 |
+1 |
Jun17 |
161020 |
68.450 |
69.000 |
68.250 |
68.535 |
+0.055 |
2,103 |
11,373 |
+417 |
Jul17 |
161020 |
69.000 |
69.430 |
69.000 |
69.050 |
+0.100 |
244 |
3,125 |
+48 |
Aug17 |
161020 |
69.035 |
69.580 |
69.035 |
69.180 |
+0.180 |
379 |
2,222 |
+237 |
Oct17 |
161020 |
59.700 |
60.050 |
59.550 |
59.550 |
+0.150 |
9 |
786 |
-3 |
Total Volume and Open Interest |
27,487 |
225,674 |
+1,865 |
Class III Milk(CME) |
Oct16 |
161020 |
14.77 |
14.77 |
14.72 |
14.72 |
+0.02 |
269 |
4,523 |
-74 |
Nov16 |
161020 |
15.49 |
15.56 |
15.32 |
15.41 |
-0.06 |
480 |
4,794 |
-60 |
Dec16 |
161020 |
15.30 |
15.30 |
15.13 |
15.18 |
-0.10 |
288 |
4,350 |
+50 |
Jan17 |
161020 |
15.41 |
15.42 |
15.28 |
15.33 |
-0.05 |
408 |
2,543 |
-22 |
Feb17 |
161020 |
15.60 |
15.61 |
15.52 |
15.52 |
-0.04 |
331 |
2,418 |
-2 |
Mar17 |
161020 |
15.75 |
15.79 |
15.71 |
15.71 |
-0.04 |
91 |
2,233 |
-6 |
Apr17 |
161020 |
15.90 |
15.90 |
15.85 |
15.85 |
-0.02 |
55 |
2,118 |
-14 |
May17 |
161020 |
16.05 |
16.05 |
16.00 |
16.00 |
-0.02 |
137 |
2,041 |
+24 |
Jun17 |
161020 |
16.20 |
16.24 |
16.20 |
16.20 |
unch |
77 |
1,818 |
+13 |
Jul17 |
161020 |
16.39 |
16.42 |
16.39 |
16.39 |
+0.01 |
7 |
1,037 |
+7 |
Aug17 |
161020 |
16.54 |
16.60 |
16.54 |
16.54 |
+0.01 |
5 |
969 |
+3 |
Sep17 |
161020 |
16.65 |
16.65 |
16.61 |
16.63 |
unch |
4 |
974 |
+4 |
Oct17 |
161020 |
16.67 |
16.67 |
16.56 |
16.60 |
-0.07 |
17 |
640 |
+17 |
Total Volume and Open Interest |
2,198 |
31,881 |
-41 |
Cocoa(ICE) |
Dec16 |
161020 |
2734 |
2748 |
2674 |
2717 |
-7 |
17,290 |
95,039 |
-1,302 |
Mar17 |
161020 |
2645 |
2662 |
2604 |
2630 |
-11 |
14,059 |
98,176 |
+2,569 |
May17 |
161020 |
2632 |
2644 |
2593 |
2617 |
-10 |
4,457 |
25,602 |
+121 |
Jul17 |
161020 |
2634 |
2640 |
2591 |
2613 |
-9 |
802 |
14,388 |
+251 |
Sep17 |
161020 |
2634 |
2638 |
2589 |
2611 |
-9 |
207 |
7,449 |
+2 |
Dec17 |
161020 |
2630 |
2634 |
2584 |
2606 |
-9 |
36 |
5,793 |
+2 |
Mar18 |
161020 |
2628 |
2632 |
2604 |
2604 |
-8 |
2 |
7,266 |
+0 |
Total Volume and Open Interest |
36,857 |
254,290 |
+1,641 |
Coffee "C"(ICE) |
Dec16 |
161020 |
157.70 |
158.30 |
155.35 |
155.90 |
-1.95 |
18,901 |
94,567 |
-224 |
Mar17 |
161020 |
161.00 |
161.70 |
158.80 |
159.40 |
-1.95 |
6,580 |
51,331 |
+657 |
May17 |
161020 |
163.50 |
163.90 |
161.05 |
161.65 |
-1.85 |
2,697 |
24,534 |
+637 |
Jul17 |
161020 |
165.15 |
165.60 |
163.00 |
163.55 |
-1.80 |
1,495 |
8,255 |
-212 |
Sep17 |
161020 |
167.00 |
167.30 |
165.10 |
165.30 |
-1.70 |
785 |
5,308 |
+137 |
Dec17 |
161020 |
167.25 |
168.25 |
167.20 |
167.60 |
-1.50 |
333 |
6,782 |
-33 |
Total Volume and Open Interest |
31,024 |
193,462 |
+1,130 |
Orange Juice(ICE) |
Nov16 |
161020 |
196.15 |
197.60 |
193.95 |
195.50 |
-0.65 |
1,426 |
6,783 |
-648 |
Jan17 |
161020 |
195.10 |
196.75 |
193.15 |
194.35 |
-0.75 |
1,049 |
7,913 |
+689 |
Mar17 |
161020 |
193.00 |
193.00 |
191.50 |
192.55 |
-0.95 |
2 |
637 |
+0 |
May17 |
161020 |
190.20 |
190.20 |
190.20 |
190.20 |
-1.25 |
2 |
279 |
+0 |
Jul17 |
161020 |
188.80 |
188.80 |
188.80 |
188.80 |
-1.25 |
1 |
42 |
+0 |
Sep17 |
161020 |
188.30 |
188.30 |
188.30 |
188.30 |
-1.25 |
|
|
|
Total Volume and Open Interest |
2,480 |
15,656 |
+41 |
Sugar #11(ICE) |
Mar17 |
161020 |
22.91 |
22.98 |
22.35 |
22.62 |
-0.33 |
33,635 |
473,274 |
-1,962 |
May17 |
161020 |
22.31 |
22.32 |
21.75 |
21.99 |
-0.30 |
10,044 |
135,083 |
+922 |
Jul17 |
161020 |
21.55 |
21.61 |
21.08 |
21.30 |
-0.28 |
6,796 |
113,700 |
+212 |
Oct17 |
161020 |
21.02 |
21.04 |
20.56 |
20.77 |
-0.25 |
3,852 |
65,024 |
+155 |
Mar18 |
161020 |
20.60 |
20.66 |
20.24 |
20.43 |
-0.23 |
1,199 |
30,304 |
+210 |
May18 |
161020 |
19.77 |
19.85 |
19.48 |
19.65 |
-0.21 |
503 |
9,654 |
+67 |
Jul18 |
161020 |
19.13 |
19.17 |
18.88 |
19.01 |
-0.19 |
366 |
6,228 |
+234 |
Oct18 |
161020 |
18.76 |
18.78 |
18.56 |
18.69 |
-0.14 |
120 |
6,153 |
+63 |
Total Volume and Open Interest |
56,528 |
843,124 |
-94 |
London Cocoa(LCE) |
Dec16 |
161020 |
2238 |
2258 |
2218 |
2237 |
-1 |
14,160 |
99,116 |
+1,444 |
Mar17 |
161020 |
2183 |
2201 |
2163 |
2181 |
+1 |
16,052 |
87,752 |
+888 |
May17 |
161020 |
2182 |
2199 |
2164 |
2178 |
unch |
3,908 |
46,071 |
+447 |
Jul17 |
161020 |
2186 |
2203 |
2168 |
2181 |
-1 |
1,376 |
13,010 |
+76 |
Sep17 |
161020 |
2190 |
2196 |
2168 |
2179 |
-1 |
621 |
19,278 |
+122 |
Dec17 |
161020 |
2184 |
2184 |
2159 |
2168 |
unch |
256 |
11,556 |
+11 |
Mar18 |
161020 |
2164 |
2164 |
2164 |
2164 |
unch |
121 |
3,040 |
+71 |
Total Volume and Open Interest |
36,531 |
279,952 |
+3,075 |
London Sugar(LCE) |
Dec16 |
161020 |
593.50 |
596.50 |
587.00 |
593.40 |
-0.70 |
4,640 |
34,355 |
-137 |
Mar17 |
161020 |
592.30 |
594.70 |
584.70 |
590.00 |
-3.30 |
2,151 |
24,871 |
+652 |
May17 |
161020 |
585.00 |
587.20 |
578.30 |
582.50 |
-3.50 |
456 |
16,647 |
-75 |
Aug17 |
161020 |
571.40 |
571.80 |
564.60 |
567.90 |
-4.90 |
257 |
7,152 |
-19 |
Oct17 |
161020 |
552.30 |
552.50 |
545.20 |
548.10 |
-6.00 |
734 |
6,986 |
+314 |
Total Volume and Open Interest |
8,289 |
92,816 |
+736 |
Cotton(ICE) |
Dec16 |
161020 |
71.11 |
71.79 |
68.95 |
69.80 |
-1.30 |
17,449 |
147,884 |
+1,629 |
Mar17 |
161020 |
71.50 |
72.00 |
69.25 |
70.08 |
-1.37 |
7,745 |
70,819 |
+4,050 |
May17 |
161020 |
72.00 |
72.32 |
69.82 |
70.53 |
-1.29 |
1,389 |
10,825 |
+859 |
Jul17 |
161020 |
72.07 |
72.35 |
70.08 |
70.63 |
-1.27 |
379 |
7,780 |
+77 |
Oct17 |
161020 |
70.10 |
70.10 |
70.10 |
70.10 |
-1.03 |
|
|
|
Dec17 |
161020 |
71.08 |
71.21 |
69.30 |
69.77 |
-1.18 |
259 |
14,412 |
+70 |
Total Volume and Open Interest |
27,221 |
252,761 |
+6,685 |
Lumber(CME) |
Nov16 |
161020 |
313.7 |
314.9 |
308.2 |
309.6 |
-5.5 |
490 |
1,912 |
-210 |
Jan17 |
161020 |
326.0 |
326.5 |
321.2 |
321.7 |
-4.9 |
225 |
2,303 |
+73 |
Mar17 |
161020 |
332.4 |
332.4 |
328.1 |
328.1 |
-5.8 |
37 |
290 |
-1 |
May17 |
161020 |
325.8 |
334.5 |
325.8 |
325.8 |
-5.8 |
18 |
71 |
-4 |
Total Volume and Open Interest |
770 |
4,593 |
-142 |
Crude Oil(NYM) |
Nov16 |
161020 |
51.40 |
51.58 |
50.25 |
50.43 |
-1.17 |
192,803 |
54,003 |
-37,263 |
Dec16 |
161020 |
51.58 |
51.83 |
50.44 |
50.63 |
-1.19 |
380,490 |
488,586 |
+13,394 |
Jan17 |
161020 |
52.03 |
52.28 |
50.94 |
51.14 |
-1.14 |
68,409 |
231,921 |
-2,021 |
Feb17 |
161020 |
52.47 |
52.70 |
51.45 |
51.64 |
-1.08 |
23,233 |
99,557 |
+1,821 |
Mar17 |
161020 |
53.00 |
53.09 |
51.91 |
52.14 |
-1.02 |
31,536 |
194,002 |
+2,006 |
Apr17 |
161020 |
53.42 |
53.51 |
52.37 |
52.57 |
-0.98 |
13,379 |
49,634 |
+1,147 |
May17 |
161020 |
53.64 |
53.64 |
52.75 |
52.92 |
-0.95 |
10,500 |
43,661 |
+1,555 |
Jun17 |
161020 |
54.00 |
54.10 |
52.91 |
53.19 |
-0.92 |
27,940 |
145,580 |
-1,716 |
Jul17 |
161020 |
53.99 |
53.99 |
53.18 |
53.39 |
-0.90 |
4,727 |
38,733 |
+408 |
Aug17 |
161020 |
53.90 |
54.02 |
53.31 |
53.55 |
-0.89 |
1,088 |
27,117 |
-8 |
Sep17 |
161020 |
54.17 |
54.17 |
53.55 |
53.70 |
-0.88 |
2,988 |
43,400 |
+594 |
Oct17 |
161020 |
54.30 |
54.30 |
53.59 |
53.84 |
-0.87 |
724 |
22,651 |
+40 |
Nov17 |
161020 |
53.95 |
53.98 |
53.95 |
53.98 |
-0.86 |
434 |
21,567 |
-9 |
Dec17 |
161020 |
54.89 |
54.96 |
53.85 |
54.13 |
-0.86 |
23,378 |
167,226 |
+2,128 |
Jan18 |
161020 |
54.21 |
55.23 |
54.21 |
54.21 |
-0.85 |
234 |
18,971 |
-15 |
Feb18 |
161020 |
54.30 |
54.99 |
54.30 |
54.30 |
-0.83 |
387 |
6,763 |
+274 |
Total Volume and Open Interest |
790,741 |
1,811,281 |
-17,099 |
e-miNY Crude Oil(NYM) |
Dec16 |
161020 |
51.650 |
51.825 |
50.425 |
50.625 |
-1.200 |
3,459 |
2,167 |
+297 |
Jan17 |
161020 |
52.025 |
52.200 |
51.000 |
51.150 |
-1.125 |
83 |
457 |
+38 |
Feb17 |
161020 |
52.575 |
52.575 |
51.475 |
51.650 |
-1.075 |
13 |
187 |
+0 |
Mar17 |
161020 |
53.000 |
53.000 |
52.000 |
52.150 |
-1.000 |
11 |
211 |
-6 |
Apr17 |
161020 |
52.575 |
52.575 |
52.575 |
52.575 |
-0.975 |
10 |
130 |
-6 |
May17 |
161020 |
52.925 |
53.750 |
52.425 |
52.925 |
-0.950 |
102 |
31 |
-48 |
Jun17 |
161020 |
53.075 |
53.200 |
53.075 |
53.200 |
-0.900 |
100 |
91 |
-100 |
Jul17 |
161020 |
53.850 |
53.850 |
53.400 |
53.400 |
-0.900 |
3 |
63 |
+1 |
Aug17 |
161020 |
53.550 |
54.750 |
53.550 |
53.550 |
-0.900 |
2 |
137 |
+0 |
Sep17 |
161020 |
53.700 |
54.875 |
53.700 |
53.700 |
-0.875 |
0 |
53 |
+0 |
Total Volume and Open Interest |
7,575 |
5,355 |
-58 |
NY Harbor ULSD(NYM) |
Nov16 |
161020 |
158.74 |
158.74 |
154.76 |
155.96 |
-2.83 |
48,671 |
57,232 |
-3,251 |
Dec16 |
161020 |
160.59 |
160.68 |
156.77 |
157.91 |
-2.88 |
49,282 |
91,136 |
+5,507 |
Jan17 |
161020 |
162.49 |
162.63 |
159.06 |
160.08 |
-2.92 |
26,716 |
85,487 |
-895 |
Feb17 |
161020 |
164.24 |
164.24 |
160.84 |
161.78 |
-2.94 |
13,673 |
35,327 |
+865 |
Mar17 |
161020 |
164.33 |
164.33 |
161.76 |
162.46 |
-2.93 |
9,698 |
36,348 |
-470 |
Apr17 |
161020 |
163.58 |
163.62 |
161.52 |
162.30 |
-2.88 |
4,091 |
22,046 |
+799 |
May17 |
161020 |
163.83 |
163.83 |
161.71 |
162.54 |
-2.81 |
3,446 |
11,210 |
+477 |
Jun17 |
161020 |
165.50 |
165.50 |
162.41 |
162.95 |
-2.77 |
6,772 |
29,380 |
+883 |
Jul17 |
161020 |
164.05 |
164.27 |
163.50 |
163.80 |
-2.76 |
1,960 |
3,879 |
+116 |
Aug17 |
161020 |
165.28 |
165.33 |
164.11 |
164.84 |
-2.75 |
1,307 |
3,201 |
+202 |
Sep17 |
161020 |
165.95 |
166.48 |
165.54 |
165.96 |
-2.74 |
1,071 |
3,961 |
+150 |
Oct17 |
161020 |
167.24 |
167.50 |
166.85 |
167.02 |
-2.74 |
922 |
2,455 |
-40 |
Nov17 |
161020 |
168.10 |
168.10 |
168.00 |
168.00 |
-2.74 |
1,019 |
2,667 |
+147 |
Dec17 |
161020 |
170.80 |
170.80 |
168.55 |
168.90 |
-2.74 |
4,085 |
25,956 |
+1,166 |
Total Volume and Open Interest |
174,155 |
420,723 |
+6,267 |
RBOB Gasoline(NYM) |
Nov16 |
161020 |
151.36 |
151.55 |
147.55 |
149.37 |
-1.99 |
42,159 |
70,149 |
-5,139 |
Dec16 |
161020 |
150.24 |
150.38 |
146.48 |
147.99 |
-2.33 |
41,877 |
127,099 |
+1,467 |
Jan17 |
161020 |
150.42 |
150.50 |
146.88 |
148.22 |
-2.42 |
18,305 |
76,750 |
+2,522 |
Feb17 |
161020 |
151.98 |
151.98 |
148.49 |
149.68 |
-2.50 |
7,631 |
23,561 |
-442 |
Mar17 |
161020 |
152.84 |
153.33 |
150.80 |
151.90 |
-2.47 |
7,177 |
33,485 |
+657 |
Apr17 |
161020 |
171.90 |
171.90 |
169.04 |
170.12 |
-2.46 |
3,874 |
23,258 |
+656 |
May17 |
161020 |
172.79 |
172.79 |
170.48 |
171.52 |
-2.45 |
2,725 |
11,710 |
+20 |
Jun17 |
161020 |
172.35 |
172.35 |
170.54 |
171.49 |
-2.49 |
1,855 |
15,735 |
-261 |
Jul17 |
161020 |
170.28 |
170.57 |
170.28 |
170.57 |
-2.48 |
957 |
4,814 |
+34 |
Aug17 |
161020 |
168.58 |
168.77 |
168.46 |
168.77 |
-2.45 |
825 |
3,451 |
-19 |
Total Volume and Open Interest |
128,735 |
421,064 |
+96 |
e-miNY RBOB Gasoline(NYM) |
Nov16 |
161020 |
149.40 |
150.60 |
149.40 |
149.40 |
-1.96 |
1 |
1 |
+0 |
Dec16 |
161020 |
147.99 |
147.99 |
147.99 |
147.99 |
-2.33 |
|
|
|
Jan17 |
161020 |
148.22 |
148.22 |
148.22 |
148.22 |
-2.42 |
|
|
|
Feb17 |
161020 |
149.68 |
149.68 |
149.68 |
149.68 |
-2.50 |
|
|
|
Total Volume and Open Interest |
1 |
1 |
+0 |
Natural Gas(NYM) |
Nov16 |
161020 |
3.173 |
3.201 |
3.101 |
3.141 |
-0.029 |
116,938 |
96,753 |
-15,328 |
Dec16 |
161020 |
3.444 |
3.466 |
3.388 |
3.434 |
unch |
72,932 |
180,692 |
+6,629 |
Jan17 |
161020 |
3.575 |
3.604 |
3.524 |
3.569 |
-0.001 |
36,337 |
221,437 |
+2,587 |
Feb17 |
161020 |
3.574 |
3.612 |
3.534 |
3.577 |
-0.001 |
14,151 |
54,897 |
-582 |
Mar17 |
161020 |
3.544 |
3.564 |
3.495 |
3.538 |
+0.001 |
23,173 |
137,419 |
+3,736 |
Apr17 |
161020 |
3.315 |
3.331 |
3.270 |
3.311 |
+0.005 |
18,008 |
107,009 |
+1,465 |
May17 |
161020 |
3.282 |
3.298 |
3.241 |
3.281 |
+0.009 |
9,503 |
49,216 |
+1,257 |
Jun17 |
161020 |
3.306 |
3.324 |
3.268 |
3.307 |
+0.008 |
3,835 |
33,706 |
+169 |
Jul17 |
161020 |
3.336 |
3.342 |
3.295 |
3.332 |
+0.007 |
4,298 |
27,946 |
+275 |
Aug17 |
161020 |
3.340 |
3.340 |
3.293 |
3.328 |
+0.007 |
3,554 |
22,415 |
-41 |
Sep17 |
161020 |
3.307 |
3.323 |
3.274 |
3.310 |
+0.007 |
1,623 |
22,634 |
+92 |
Oct17 |
161020 |
3.334 |
3.337 |
3.291 |
3.326 |
+0.005 |
7,689 |
56,287 |
+987 |
Nov17 |
161020 |
3.383 |
3.383 |
3.339 |
3.372 |
+0.003 |
3,937 |
22,073 |
+220 |
Dec17 |
161020 |
3.517 |
3.518 |
3.477 |
3.509 |
+0.004 |
3,429 |
24,430 |
+651 |
Jan18 |
161020 |
3.601 |
3.602 |
3.561 |
3.594 |
+0.004 |
4,178 |
18,836 |
+1,011 |
Feb18 |
161020 |
3.523 |
3.555 |
3.523 |
3.551 |
+0.005 |
1,993 |
6,538 |
+274 |
Total Volume and Open Interest |
335,621 |
1,184,871 |
+6,318 |
Brent Crude Oil(ICE) |
Dec16 |
161020 |
52.60 |
52.72 |
51.17 |
51.38 |
-1.29 |
274,173 |
368,279 |
-39,689 |
Jan17 |
161020 |
53.38 |
53.48 |
52.05 |
52.25 |
-1.17 |
186,782 |
406,030 |
+21,406 |
Feb17 |
161020 |
53.94 |
54.01 |
52.72 |
52.93 |
-1.06 |
83,111 |
187,414 |
+11,082 |
Mar17 |
161020 |
54.48 |
54.55 |
53.29 |
53.53 |
-1.01 |
54,554 |
193,104 |
+7,320 |
Apr17 |
161020 |
54.93 |
54.97 |
53.75 |
54.01 |
-0.97 |
20,474 |
79,563 |
+1,951 |
May17 |
161020 |
55.34 |
55.34 |
54.11 |
54.40 |
-0.95 |
14,260 |
63,350 |
+1,071 |
Jun17 |
161020 |
55.60 |
55.63 |
54.41 |
54.70 |
-0.94 |
42,346 |
181,520 |
+3,480 |
Jul17 |
161020 |
55.65 |
55.65 |
54.67 |
54.96 |
-0.94 |
6,333 |
41,209 |
-33 |
Aug17 |
161020 |
55.89 |
55.89 |
54.88 |
55.17 |
-0.94 |
2,744 |
28,892 |
+583 |
Sep17 |
161020 |
55.01 |
55.34 |
55.01 |
55.34 |
-0.94 |
4,412 |
55,815 |
+715 |
Oct17 |
161020 |
56.12 |
56.12 |
55.50 |
55.50 |
-0.94 |
422 |
24,639 |
+57 |
Nov17 |
161020 |
55.83 |
55.83 |
55.66 |
55.66 |
-0.93 |
577 |
22,430 |
+32 |
Dec17 |
161020 |
56.67 |
56.67 |
55.54 |
55.81 |
-0.92 |
33,011 |
213,790 |
+428 |
Jan18 |
161020 |
55.74 |
56.42 |
55.74 |
55.97 |
-0.91 |
413 |
20,333 |
+34 |
Total Volume and Open Interest |
739,119 |
2,194,353 |
+6,806 |
Gas Oil(ICE) |
Nov16 |
161020 |
469.25 |
469.75 |
458.50 |
461.75 |
-11.50 |
54,010 |
160,508 |
-10,021 |
Dec16 |
161020 |
470.25 |
471.50 |
460.25 |
463.00 |
-11.75 |
67,738 |
211,880 |
-2,501 |
Jan17 |
161020 |
474.50 |
475.00 |
463.75 |
466.50 |
-11.75 |
25,662 |
120,255 |
-4,220 |
Feb17 |
161020 |
477.50 |
478.25 |
467.75 |
470.00 |
-11.75 |
15,851 |
54,005 |
+3,021 |
Mar17 |
161020 |
480.50 |
480.50 |
471.50 |
472.75 |
-11.75 |
10,879 |
47,615 |
+456 |
Apr17 |
161020 |
483.50 |
483.50 |
473.75 |
475.25 |
-11.50 |
5,831 |
27,920 |
-773 |
May17 |
161020 |
486.00 |
486.00 |
476.75 |
477.75 |
-11.50 |
3,815 |
20,009 |
+883 |
Jun17 |
161020 |
488.00 |
488.50 |
478.50 |
480.00 |
-11.50 |
10,789 |
54,694 |
-9 |
Jul17 |
161020 |
491.50 |
491.50 |
483.25 |
483.25 |
-11.25 |
1,841 |
19,311 |
-365 |
Aug17 |
161020 |
490.75 |
491.75 |
485.75 |
486.00 |
-11.25 |
1,041 |
13,051 |
+402 |
Total Volume and Open Interest |
210,439 |
914,361 |
-13,474 |
Ethanol(CBOT) |
Nov16 |
161020 |
1.598 |
1.599 |
1.590 |
1.592 |
-0.003 |
275 |
1,549 |
-164 |
Dec16 |
161020 |
1.537 |
1.540 |
1.527 |
1.532 |
-0.003 |
210 |
2,012 |
+110 |
Jan17 |
161020 |
1.500 |
1.500 |
1.487 |
1.489 |
-0.010 |
159 |
829 |
+120 |
Feb17 |
161020 |
1.496 |
1.496 |
1.491 |
1.492 |
-0.010 |
14 |
262 |
+11 |
Mar17 |
161020 |
1.507 |
1.508 |
1.501 |
1.508 |
-0.010 |
0 |
202 |
+0 |
Apr17 |
161020 |
1.533 |
1.533 |
1.533 |
1.533 |
-0.010 |
0 |
234 |
+0 |
May17 |
161020 |
1.540 |
1.540 |
1.540 |
1.540 |
-0.010 |
0 |
5 |
+0 |
Jun17 |
161020 |
1.540 |
1.540 |
1.540 |
1.540 |
-0.010 |
|
|
|
Total Volume and Open Interest |
658 |
5,099 |
+77 |
WTI Crude Oil(ICE) |
Dec16 |
161020 |
51.73 |
51.84 |
50.44 |
50.63 |
-1.19 |
66,841 |
107,929 |
+5,279 |
Jan17 |
161020 |
52.21 |
52.30 |
50.97 |
51.14 |
-1.14 |
25,526 |
67,676 |
+1,704 |
Feb17 |
161020 |
52.56 |
52.56 |
51.45 |
51.64 |
-1.08 |
8,576 |
34,895 |
-137 |
Mar17 |
161020 |
53.00 |
53.00 |
51.91 |
52.14 |
-1.02 |
8,057 |
39,674 |
-1,512 |
Apr17 |
161020 |
53.12 |
53.13 |
52.36 |
52.57 |
-0.98 |
2,485 |
10,929 |
-371 |
May17 |
161020 |
53.34 |
53.34 |
52.69 |
52.92 |
-0.95 |
1,941 |
8,539 |
+183 |
Jun17 |
161020 |
53.70 |
53.70 |
52.90 |
53.19 |
-0.92 |
7,488 |
45,976 |
-1,569 |
Jul17 |
161020 |
53.41 |
53.41 |
53.17 |
53.39 |
-0.90 |
432 |
7,163 |
+5 |
Aug17 |
161020 |
53.55 |
53.55 |
53.55 |
53.55 |
-0.89 |
205 |
4,155 |
-7 |
Sep17 |
161020 |
53.85 |
53.85 |
53.70 |
53.70 |
-0.88 |
195 |
14,509 |
+78 |
Oct17 |
161020 |
53.84 |
53.84 |
53.84 |
53.84 |
-0.87 |
201 |
4,018 |
-12 |
Nov17 |
161020 |
53.98 |
53.98 |
53.98 |
53.98 |
-0.86 |
29 |
1,423 |
-4 |
Dec17 |
161020 |
54.55 |
54.55 |
53.89 |
54.13 |
-0.86 |
4,520 |
81,970 |
-210 |
Jan18 |
161020 |
54.21 |
54.21 |
54.21 |
54.21 |
-0.85 |
1 |
621 |
+0 |
Feb18 |
161020 |
54.30 |
54.30 |
54.30 |
54.30 |
-0.83 |
1 |
609 |
+0 |
Mar18 |
161020 |
54.39 |
54.39 |
54.39 |
54.39 |
-0.82 |
1 |
3,446 |
+1 |
Total Volume and Open Interest |
156,234 |
518,925 |
-5,980 |
US Dollar Index(ICE) |
Dec16 |
161020 |
97.885 |
98.400 |
97.655 |
98.315 |
+0.375 |
16,774 |
75,574 |
+1,733 |
Mar17 |
161020 |
97.790 |
98.295 |
97.570 |
98.225 |
+0.365 |
234 |
3,969 |
+16 |
Jun17 |
161020 |
97.850 |
98.140 |
97.525 |
98.140 |
+0.365 |
3 |
303 |
-2 |
Total Volume and Open Interest |
17,041 |
79,933 |
+1,757 |
Australian Dollar(CME) |
Dec16 |
161020 |
77.12 |
77.25 |
76.10 |
76.15 |
-0.89 |
87,129 |
120,956 |
+6,944 |
Mar17 |
161020 |
76.96 |
77.07 |
75.96 |
76.01 |
-0.88 |
207 |
1,449 |
+24 |
Jun17 |
161020 |
76.75 |
76.75 |
75.84 |
75.84 |
-0.86 |
5 |
28 |
+1 |
Total Volume and Open Interest |
87,341 |
122,436 |
+6,969 |
British Pound(CME) |
Dec16 |
161020 |
122.94 |
123.09 |
122.21 |
122.62 |
-0.21 |
138,841 |
251,312 |
-16 |
Mar17 |
161020 |
123.16 |
123.29 |
122.44 |
122.85 |
-0.20 |
469 |
3,274 |
+230 |
Jun17 |
161020 |
123.09 |
123.49 |
122.80 |
123.09 |
-0.20 |
1 |
426 |
-2 |
Total Volume and Open Interest |
139,311 |
255,194 |
+212 |
Canadian Dollar(CME) |
Dec16 |
161020 |
76.25 |
76.26 |
75.60 |
75.65 |
-0.55 |
65,426 |
93,064 |
-1,091 |
Mar17 |
161020 |
76.13 |
76.29 |
75.67 |
75.71 |
-0.54 |
173 |
2,146 |
+28 |
Jun17 |
161020 |
75.92 |
76.30 |
75.76 |
75.76 |
-0.54 |
23 |
267 |
+9 |
Sep17 |
161020 |
76.05 |
76.11 |
75.83 |
75.83 |
-0.52 |
1 |
206 |
+1 |
Total Volume and Open Interest |
65,623 |
95,793 |
-1,053 |
Japanese Yen(CME) |
Dec16 |
161020 |
96.88 |
96.94 |
96.24 |
96.37 |
-0.52 |
86,083 |
154,580 |
+2,148 |
Mar17 |
161020 |
97.09 |
97.29 |
96.61 |
96.74 |
-0.52 |
518 |
1,854 |
+145 |
Jun17 |
161020 |
97.19 |
97.23 |
97.14 |
97.19 |
-0.53 |
1 |
143 |
+0 |
Total Volume and Open Interest |
86,602 |
156,607 |
+2,293 |
Swiss Franc(CME) |
Dec16 |
161020 |
101.43 |
101.91 |
100.95 |
100.98 |
-0.39 |
16,133 |
63,130 |
+1,474 |
Mar17 |
161020 |
101.51 |
102.39 |
101.51 |
101.51 |
-0.39 |
1 |
75 |
+1 |
Jun17 |
161020 |
102.12 |
102.82 |
102.12 |
102.12 |
-0.38 |
0 |
17 |
+0 |
Total Volume and Open Interest |
16,134 |
63,226 |
+1,475 |
EuroFX(CME) |
Dec16 |
161020 |
109.99 |
110.65 |
109.41 |
109.51 |
-0.43 |
131,698 |
401,548 |
+10,388 |
Mar17 |
161020 |
110.47 |
111.07 |
109.85 |
109.95 |
-0.42 |
1,043 |
10,354 |
+161 |
Jun17 |
161020 |
111.12 |
111.50 |
110.36 |
110.45 |
-0.41 |
26 |
1,189 |
+21 |
Total Volume and Open Interest |
132,767 |
413,183 |
+10,570 |
Mexican Peso(CME) |
Nov16 |
161020 |
536.38 |
536.38 |
536.38 |
536.38 |
-0.88 |
0 |
5 |
+0 |
Dec16 |
161020 |
536.50 |
538.75 |
532.38 |
534.50 |
-0.88 |
45,532 |
129,558 |
-2,484 |
Total Volume and Open Interest |
45,539 |
129,729 |
-2,479 |
Brazilian Real(CME) |
Nov16 |
161020 |
315.40 |
318.10 |
314.25 |
317.60 |
+3.20 |
739 |
25,547 |
-14 |
Dec16 |
161020 |
313.40 |
315.60 |
312.25 |
314.90 |
+3.10 |
43 |
3,155 |
-10 |
Jan17 |
161020 |
312.15 |
312.15 |
312.15 |
312.15 |
+3.05 |
|
|
|
Feb17 |
161020 |
309.15 |
309.15 |
309.15 |
309.15 |
+2.90 |
|
|
|
Total Volume and Open Interest |
782 |
28,702 |
-24 |
30-Year T-Bonds(CBOT) |
Dec16 |
161020 |
164~110 |
165~070 |
163~240 |
164~210 |
+0~140 |
260,894 |
553,990 |
-10,808 |
Mar17 |
161020 |
163~170 |
163~200 |
163~090 |
163~090 |
+0~150 |
50 |
107 |
+5 |
Jun17 |
161020 |
162~130 |
162~130 |
162~130 |
162~130 |
+0~150 |
|
|
|
Total Volume and Open Interest |
260,944 |
554,097 |
-10,803 |
10-Year T-Notes(CBOT) |
Dec16 |
161020 |
130~100 |
130~155 |
130~040 |
130~090 |
+0~005 |
1,116,022 |
2,875,767 |
-7,855 |
Mar17 |
161020 |
129~265 |
129~280 |
129~225 |
129~225 |
+0~010 |
922 |
4,977 |
+755 |
Jun17 |
161020 |
129~145 |
129~145 |
129~145 |
129~145 |
+0~010 |
|
|
|
Total Volume and Open Interest |
1,116,944 |
2,880,744 |
-7,100 |
5-Year T-Notes(CBOT) |
Dec16 |
161020 |
121~032 |
121~046 |
120~310 |
121~010 |
-0~012 |
558,375 |
2,731,191 |
+4,018 |
Mar17 |
161020 |
120~220 |
120~226 |
120~220 |
120~226 |
-0~012 |
1,092 |
2,959 |
+891 |
Jun17 |
161020 |
120~226 |
120~226 |
120~226 |
120~226 |
-0~012 |
|
|
|
Total Volume and Open Interest |
559,467 |
2,734,150 |
+4,909 |
2 Year T-Notes(CBOT) |
Dec16 |
161020 |
109~042 |
109~042 |
109~024 |
109~030 |
-0~006 |
386,387 |
1,303,017 |
+44,626 |
Mar17 |
161020 |
108~310 |
108~310 |
108~304 |
108~306 |
-0~006 |
1,284 |
3,250 |
+1,119 |
Jun17 |
161020 |
108~306 |
108~306 |
108~306 |
108~306 |
-0~006 |
|
|
|
Total Volume and Open Interest |
387,671 |
1,306,267 |
+45,745 |
Eurodollars(CME) |
Dec16 |
161020 |
99.080 |
99.080 |
99.055 |
99.060 |
-0.020 |
312,131 |
1,658,503 |
-2,347 |
Mar17 |
161020 |
99.050 |
99.050 |
99.020 |
99.030 |
-0.025 |
213,151 |
1,307,896 |
+14,600 |
Jun17 |
161020 |
99.005 |
99.005 |
98.970 |
98.980 |
-0.030 |
226,512 |
1,262,243 |
+19,937 |
Sep17 |
161020 |
98.970 |
98.970 |
98.935 |
98.940 |
-0.030 |
187,326 |
977,705 |
+18,806 |
Dec17 |
161020 |
98.920 |
98.920 |
98.885 |
98.890 |
-0.030 |
244,880 |
1,487,571 |
+12,284 |
Mar18 |
161020 |
98.890 |
98.890 |
98.855 |
98.865 |
-0.025 |
150,268 |
711,945 |
+9,022 |
Jun18 |
161020 |
98.855 |
98.855 |
98.815 |
98.830 |
-0.020 |
146,000 |
566,651 |
+6,843 |
Sep18 |
161020 |
98.815 |
98.815 |
98.775 |
98.790 |
-0.020 |
109,092 |
420,374 |
+2,581 |
Dec18 |
161020 |
98.760 |
98.765 |
98.725 |
98.740 |
-0.020 |
122,887 |
670,888 |
+8,518 |
Mar19 |
161020 |
98.725 |
98.735 |
98.695 |
98.710 |
-0.015 |
90,401 |
429,962 |
+7,641 |
Jun19 |
161020 |
98.685 |
98.695 |
98.655 |
98.670 |
-0.010 |
74,154 |
416,618 |
+3,143 |
Sep19 |
161020 |
98.640 |
98.650 |
98.610 |
98.625 |
-0.010 |
68,150 |
292,762 |
+9,008 |
Dec19 |
161020 |
98.585 |
98.600 |
98.560 |
98.575 |
-0.010 |
68,713 |
354,788 |
+2,514 |
Mar20 |
161020 |
98.545 |
98.560 |
98.520 |
98.535 |
-0.010 |
44,936 |
150,947 |
-5,170 |
Jun20 |
161020 |
98.500 |
98.515 |
98.475 |
98.490 |
-0.005 |
31,909 |
113,383 |
+226 |
Sep20 |
161020 |
98.460 |
98.470 |
98.430 |
98.445 |
unch |
30,759 |
100,191 |
-982 |
Dec20 |
161020 |
98.395 |
98.415 |
98.375 |
98.390 |
unch |
29,127 |
114,123 |
+81 |
Mar21 |
161020 |
98.345 |
98.375 |
98.325 |
98.345 |
unch |
21,222 |
60,152 |
+583 |
Total Volume and Open Interest |
2,277,054 |
11,450,135 |
+125,128 |
Ultra T-Bond(CBOT) |
Dec16 |
161020 |
178~07 |
179~14 |
177~13 |
178~15 |
+0~14 |
72,211 |
614,605 |
+2,138 |
Mar17 |
161020 |
177~19 |
177~19 |
177~19 |
177~19 |
+0~14 |
0 |
10 |
+0 |
Jun17 |
161020 |
176~29 |
176~29 |
176~29 |
176~29 |
+0~14 |
|
|
|
Total Volume and Open Interest |
72,211 |
614,615 |
+2,138 |
Ultra 10-Yr T-Note(CBOT) |
Dec16 |
161020 |
142~160 |
142~265 |
142~075 |
142~175 |
+0~030 |
55,843 |
233,127 |
+2,410 |
Mar17 |
161020 |
142~115 |
142~115 |
142~115 |
142~115 |
+0~030 |
|
|
|
Jun17 |
161020 |
142~115 |
142~115 |
142~115 |
142~115 |
+0~030 |
|
|
|
Total Volume and Open Interest |
55,843 |
233,127 |
+2,410 |
30 Day Federal Funds(CBOT) |
Oct16 |
161020 |
99.603 |
99.605 |
99.603 |
99.605 |
unch |
2,549 |
297,251 |
-400 |
Nov16 |
161020 |
99.585 |
99.590 |
99.585 |
99.585 |
unch |
9,409 |
260,200 |
+594 |
Dec16 |
161020 |
99.505 |
99.505 |
99.500 |
99.505 |
-0.005 |
9,012 |
94,317 |
-721 |
Jan17 |
161020 |
99.440 |
99.440 |
99.425 |
99.430 |
-0.010 |
30,075 |
160,797 |
+759 |
Feb17 |
161020 |
99.430 |
99.430 |
99.415 |
99.415 |
-0.015 |
7,086 |
76,781 |
+1,289 |
Mar17 |
161020 |
99.410 |
99.410 |
99.395 |
99.395 |
-0.015 |
7,437 |
37,013 |
-1,448 |
Total Volume and Open Interest |
88,606 |
1,133,388 |
+6,960 |
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 |
161019 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
161019 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
161019 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
161019 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
161019 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
161019 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
161019 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Sep18 |
161019 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec16 |
161019 |
151.81 |
151.89 |
151.80 |
151.89 |
+0.09 |
550 |
14,293 |
-56 |
Mar17 |
161019 |
151.83 |
151.83 |
151.83 |
151.83 |
+0.09 |
|
|
|
Jun17 |
161019 |
151.83 |
151.83 |
151.83 |
151.83 |
+0.09 |
|
|
|
Total Volume and Open Interest |
550 |
14,293 |
-56 |
Euro-Buxl(EUREX) |
Dec16 |
161020 |
184.36 |
186.84 |
183.16 |
186.78 |
+2.10 |
34,399 |
178,923 |
+511 |
Mar17 |
161020 |
182.80 |
185.10 |
181.60 |
185.10 |
+2.12 |
204 |
403 |
+73 |
Jun17 |
161020 |
181.70 |
183.58 |
180.50 |
183.58 |
+1.90 |
2 |
6 |
+0 |
Total Volume and Open Interest |
34,605 |
179,332 |
+584 |
Euro-Bund(EUREX) |
Dec16 |
161020 |
163.68 |
164.33 |
163.24 |
164.29 |
+0.47 |
597,423 |
1,727,764 |
-35,431 |
Mar17 |
161020 |
165.89 |
166.60 |
165.57 |
166.60 |
+0.54 |
1,086 |
76,158 |
+3 |
Jun17 |
161020 |
163.99 |
163.99 |
163.99 |
163.99 |
+0.47 |
1 |
1 |
-1 |
Total Volume and Open Interest |
598,510 |
1,803,923 |
-35,429 |
Euro-Bobl(EUREX) |
Dec16 |
161020 |
131.63 |
131.75 |
131.43 |
131.74 |
+0.05 |
392,227 |
1,398,520 |
+60,085 |
Mar17 |
161020 |
133.37 |
133.45 |
133.20 |
133.45 |
+0.05 |
1,059 |
22,908 |
+1,029 |
Jun17 |
161020 |
131.99 |
131.99 |
131.99 |
131.99 |
+0.05 |
|
|
|
Total Volume and Open Interest |
393,286 |
1,421,428 |
+61,114 |
Euro-Schatz(EUREX) |
Dec16 |
161020 |
112.10 |
112.10 |
112.04 |
112.10 |
unch |
199,846 |
1,249,435 |
+56,564 |
Mar17 |
161020 |
112.11 |
112.11 |
112.11 |
112.11 |
-0.01 |
20 |
65 |
+7 |
Jun17 |
161020 |
112.10 |
112.10 |
112.10 |
112.10 |
unch |
|
|
|
Total Volume and Open Interest |
199,866 |
1,249,500 |
+56,571 |
3-Mth Euribor(EUREX) |
Dec16 |
161020 |
100.315 |
100.315 |
100.315 |
100.315 |
unch |
15 |
3,338 |
-12 |
Mar17 |
161020 |
100.315 |
100.315 |
100.315 |
100.315 |
+0.005 |
9 |
3,285 |
+0 |
Jun17 |
161020 |
100.315 |
100.320 |
100.315 |
100.320 |
unch |
4 |
34,046 |
-4 |
Total Volume and Open Interest |
1,098 |
75,255 |
+346 |
Long Gilt(LIFFE) |
Dec16 |
161020 |
126~21 |
126~31 |
126~04 |
126~27 |
+0~01 |
252,553 |
672,105 |
-2,610 |
Mar17 |
161020 |
126~31 |
127~10 |
126~31 |
127~10 |
unch |
0 |
3 |
+0 |
Total Volume and Open Interest |
252,553 |
672,108 |
-2,610 |
3-Mth Short Sterling(LIFFE) |
Dec16 |
161020 |
99.60 |
99.61 |
99.60 |
99.60 |
-0.01 |
59,500 |
481,620 |
-7,029 |
Mar17 |
161020 |
99.61 |
99.61 |
99.59 |
99.60 |
-0.01 |
62,306 |
371,126 |
-9,836 |
Jun17 |
161020 |
99.60 |
99.60 |
99.58 |
99.59 |
-0.01 |
65,109 |
360,644 |
+3,928 |
Sep17 |
161020 |
99.58 |
99.59 |
99.56 |
99.57 |
-0.02 |
66,671 |
303,213 |
+9,734 |
Dec17 |
161020 |
99.56 |
99.57 |
99.54 |
99.55 |
-0.02 |
72,784 |
364,199 |
-4,852 |
Mar18 |
161020 |
99.54 |
99.54 |
99.51 |
99.53 |
-0.01 |
72,147 |
228,651 |
-9,774 |
Total Volume and Open Interest |
737,064 |
2,977,151 |
-33,318 |
3-Mth Euribor(LIFFE) |
Dec16 |
161020 |
100.310 |
100.320 |
100.305 |
100.320 |
+0.005 |
81,086 |
409,769 |
-7,454 |
Mar17 |
161020 |
100.310 |
100.315 |
100.305 |
100.315 |
+0.005 |
76,657 |
420,324 |
+12,101 |
Jun17 |
161020 |
100.315 |
100.320 |
100.305 |
100.320 |
+0.005 |
54,355 |
396,538 |
+647 |
Total Volume and Open Interest |
442,425 |
3,080,537 |
+8,023 |
3-Mth Aus T-Bills(SFE) |
Dec16 |
161020 |
98.23 |
98.26 |
98.22 |
98.25 |
+0.02 |
22,776 |
173,108 |
-4,160 |
Mar17 |
161020 |
98.24 |
98.29 |
98.22 |
98.28 |
+0.03 |
46,831 |
199,505 |
-7,490 |
Jun17 |
161020 |
98.25 |
98.30 |
98.23 |
98.29 |
+0.04 |
34,958 |
207,237 |
-1,900 |
Sep17 |
161020 |
98.24 |
98.30 |
98.21 |
98.29 |
+0.04 |
24,345 |
142,071 |
+745 |
Dec17 |
161020 |
98.23 |
98.28 |
98.19 |
98.27 |
+0.04 |
13,328 |
143,208 |
+2,479 |
Mar18 |
161020 |
98.21 |
98.25 |
98.16 |
98.25 |
+0.04 |
12,962 |
77,919 |
+7 |
Jun18 |
161020 |
98.18 |
98.22 |
98.12 |
98.22 |
+0.04 |
4,977 |
61,525 |
-397 |
Sep18 |
161020 |
98.14 |
98.18 |
98.08 |
98.18 |
+0.04 |
3,250 |
27,211 |
+332 |
Dec18 |
161020 |
98.10 |
98.13 |
98.06 |
98.13 |
+0.04 |
595 |
6,541 |
+374 |
Mar19 |
161020 |
98.08 |
98.08 |
98.08 |
98.08 |
+0.03 |
120 |
3,583 |
-11 |
Total Volume and Open Interest |
164,337 |
1,044,065 |
-9,948 |
10-Year Aus T-Bonds(SFE) |
Dec16 |
161020 |
97.72 |
97.75 |
97.66 |
97.74 |
+0.01 |
173,240 |
863,957 |
+9,306 |
Mar17 |
161020 |
97.74 |
97.74 |
97.74 |
97.74 |
+0.01 |
|
|
|
Total Volume and Open Interest |
173,240 |
863,957 |
+9,306 |
3-Year Aus T-Bonds(SFE) |
Dec16 |
161020 |
98.30 |
98.32 |
98.24 |
98.32 |
+0.02 |
241,513 |
944,377 |
+13,034 |
Mar17 |
161020 |
98.32 |
98.32 |
98.32 |
98.32 |
+0.02 |
|
|
|
Total Volume and Open Interest |
241,513 |
944,377 |
+13,034 |
Gold(CMX) |
Oct16 |
161020 |
1270.0 |
1270.5 |
1265.5 |
1265.6 |
-2.3 |
11 |
121 |
-6 |
Dec16 |
161020 |
1270.6 |
1275.9 |
1265.5 |
1267.5 |
-2.4 |
148,172 |
367,221 |
-597 |
Feb17 |
161020 |
1274.2 |
1278.9 |
1269.5 |
1271.4 |
-2.4 |
9,147 |
53,664 |
+3,127 |
Apr17 |
161020 |
1277.3 |
1282.3 |
1273.5 |
1275.2 |
-2.4 |
2,199 |
15,243 |
+247 |
Jun17 |
161020 |
1281.2 |
1284.9 |
1277.0 |
1278.8 |
-2.4 |
2,916 |
23,669 |
+1,123 |
Aug17 |
161020 |
1281.9 |
1282.5 |
1281.7 |
1282.1 |
-2.4 |
974 |
8,490 |
+59 |
Oct17 |
161020 |
1291.4 |
1291.4 |
1283.9 |
1285.1 |
-2.3 |
371 |
2,172 |
+70 |
Dec17 |
161020 |
1290.4 |
1292.4 |
1287.9 |
1287.9 |
-2.2 |
276 |
13,207 |
+133 |
Feb18 |
161020 |
1290.6 |
1290.6 |
1277.8 |
1290.6 |
-2.1 |
0 |
174 |
+0 |
Apr18 |
161020 |
1292.9 |
1292.9 |
1292.9 |
1292.9 |
-2.0 |
0 |
3 |
+0 |
Jun18 |
161020 |
1295.2 |
1295.2 |
1281.3 |
1295.2 |
-1.9 |
0 |
4,193 |
+0 |
Aug18 |
161020 |
1298.2 |
1298.2 |
1298.2 |
1298.2 |
-1.8 |
|
|
|
Total Volume and Open Interest |
164,492 |
497,061 |
+4,124 |
Silver(CMX) |
Dec16 |
161020 |
1769.5 |
1774.5 |
1745.0 |
1754.9 |
-11.4 |
58,369 |
149,177 |
+524 |
Mar17 |
161020 |
1778.0 |
1785.0 |
1757.0 |
1766.6 |
-11.6 |
7,762 |
25,708 |
+1,510 |
May17 |
161020 |
1784.5 |
1784.5 |
1770.0 |
1773.3 |
-11.7 |
430 |
2,365 |
-15 |
Jul17 |
161020 |
1791.5 |
1792.0 |
1777.5 |
1779.9 |
-11.9 |
147 |
3,651 |
+110 |
Sep17 |
161020 |
1798.0 |
1798.0 |
1786.5 |
1786.5 |
-11.9 |
1 |
576 |
+0 |
Dec17 |
161020 |
1811.0 |
1814.0 |
1787.0 |
1795.3 |
-11.9 |
187 |
3,960 |
+158 |
Mar18 |
161020 |
1802.6 |
1802.6 |
1802.6 |
1802.6 |
-11.9 |
0 |
12 |
+0 |
Total Volume and Open Interest |
67,211 |
189,229 |
+2,317 |
Platinum(NYMEX) |
Oct16 |
161020 |
943.3 |
943.3 |
930.5 |
931.2 |
-8.9 |
5 |
220 |
+3 |
Jan17 |
161020 |
946.0 |
948.3 |
930.9 |
935.4 |
-8.1 |
12,095 |
63,422 |
-123 |
Apr17 |
161020 |
948.4 |
950.9 |
935.7 |
939.8 |
-7.9 |
175 |
5,645 |
-20 |
Jul17 |
161020 |
942.9 |
951.4 |
942.9 |
942.9 |
-7.9 |
1 |
38 |
+1 |
Total Volume and Open Interest |
12,287 |
69,494 |
-144 |
Palladium(NYMEX) |
Dec16 |
161020 |
636.00 |
641.10 |
626.30 |
632.85 |
-2.65 |
4,398 |
21,843 |
-49 |
Mar17 |
161020 |
639.00 |
639.00 |
631.00 |
634.70 |
-2.70 |
71 |
1,118 |
+45 |
Jun17 |
161020 |
636.50 |
636.50 |
636.50 |
636.50 |
-2.70 |
0 |
32 |
+0 |
Total Volume and Open Interest |
4,469 |
22,997 |
-4 |
Copper(CMX) |
Dec16 |
161020 |
210.15 |
211.15 |
208.45 |
209.60 |
-0.75 |
60,722 |
130,939 |
+3,583 |
Mar17 |
161020 |
211.35 |
212.35 |
209.70 |
210.75 |
-0.80 |
9,185 |
53,485 |
+193 |
May17 |
161020 |
212.80 |
213.00 |
210.50 |
211.50 |
-0.80 |
2,187 |
8,233 |
+489 |
Jul17 |
161020 |
212.05 |
212.10 |
212.05 |
212.10 |
-0.80 |
228 |
3,474 |
+54 |
Sep17 |
161020 |
213.55 |
213.60 |
212.60 |
212.60 |
-0.80 |
131 |
1,560 |
+22 |
Total Volume and Open Interest |
73,353 |
207,729 |
+4,587 |
E-mini DJIA Index(CBOT) |
Dec16 |
161020 |
18127 |
18178 |
18047 |
18108 |
-17 |
120,223 |
116,924 |
-183 |
Mar17 |
161020 |
18117 |
18117 |
17999 |
18044 |
-17 |
46 |
755 |
-1 |
Jun17 |
161020 |
17968 |
17968 |
17968 |
17968 |
-17 |
0 |
5 |
+0 |
Sep17 |
161020 |
17883 |
17883 |
17883 |
17883 |
-17 |
|
|
|
Total Volume and Open Interest |
120,269 |
117,684 |
-184 |
S & P 500(CME) |
Dec16 |
161020 |
2137.20 |
2142.00 |
2132.10 |
2137.10 |
-1.00 |
4,831 |
75,901 |
-273 |
Mar17 |
161020 |
2131.70 |
2131.70 |
2131.70 |
2131.70 |
-0.90 |
0 |
163 |
+0 |
Jun17 |
161020 |
2126.60 |
2126.60 |
2126.60 |
2126.60 |
-0.90 |
0 |
60 |
+0 |
Sep17 |
161020 |
2121.60 |
2121.60 |
2121.60 |
2121.60 |
-0.90 |
|
|
|
Total Volume and Open Interest |
4,831 |
76,124 |
-273 |
S & P 500 E-Mini(Globex) |
Dec16 |
161020 |
2137.50 |
2144.50 |
2126.75 |
2137.00 |
-1.00 |
1,139,317 |
2,928,096 |
+2,267 |
Mar17 |
161020 |
2131.50 |
2138.50 |
2121.50 |
2131.75 |
-0.75 |
1,286 |
17,265 |
+508 |
Jun17 |
161020 |
2129.75 |
2131.00 |
2117.50 |
2126.50 |
-1.00 |
19 |
804 |
-3 |
Sep17 |
161020 |
2121.50 |
2121.60 |
2120.00 |
2121.50 |
-1.00 |
0 |
17 |
+0 |
Total Volume and Open Interest |
1,140,624 |
2,946,199 |
+2,772 |
NASDAQ 100 E-Mini(Globex) |
Dec16 |
161020 |
4828.30 |
4847.30 |
4798.80 |
4843.80 |
+13.50 |
205,551 |
304,286 |
+3,693 |
Mar17 |
161020 |
4826.00 |
4841.80 |
4798.80 |
4841.50 |
+13.20 |
483 |
472 |
+2 |
Jun17 |
161020 |
4835.50 |
4835.50 |
4825.00 |
4835.50 |
+13.20 |
2 |
10 |
+0 |
Total Volume and Open Interest |
206,036 |
304,774 |
+3,695 |
S&P Midcap 400(CME) e-Mini |
Dec16 |
161020 |
1529.20 |
1534.40 |
1517.20 |
1525.00 |
-6.00 |
11,160 |
84,326 |
+623 |
Mar17 |
161020 |
1522.50 |
1522.50 |
1513.00 |
1522.50 |
-6.00 |
0 |
2 |
+0 |
Jun17 |
161020 |
1512.80 |
1512.80 |
1512.80 |
1512.80 |
-6.00 |
|
|
|
Total Volume and Open Interest |
11,160 |
84,328 |
+623 |
Volatility Index(CBOE) |
Oct16 |
161019 |
15.75 |
15.90 |
15.20 |
15.20 |
-0.48 |
78,748 |
81,232 |
-16,952 |
Nov16 |
161020 |
16.10 |
16.40 |
15.75 |
15.78 |
-0.30 |
86,416 |
223,531 |
+15,790 |
Dec16 |
161020 |
16.85 |
17.07 |
16.60 |
16.68 |
-0.15 |
25,928 |
93,592 |
+5,789 |
Jan17 |
161020 |
18.15 |
18.35 |
18.00 |
18.03 |
-0.10 |
15,537 |
35,318 |
+835 |
Total Volume and Open Interest |
209,319 |
403,164 |
-58,237 |
Russell 2000(ICE) |
Dec16 |
161020 |
1219.30 |
1223.60 |
1208.80 |
1218.70 |
-0.20 |
62,544 |
332,856 |
-2,740 |
Mar17 |
161020 |
1214.20 |
1214.40 |
1214.20 |
1214.20 |
-0.20 |
1 |
275 |
+1 |
Jun17 |
161020 |
1210.20 |
1210.40 |
1210.20 |
1210.20 |
-0.20 |
0 |
170 |
+0 |
Total Volume and Open Interest |
62,545 |
333,440 |
-2,739 |
Nikkei 225(CME) |
Dec16 |
161020 |
17005 |
17320 |
16990 |
17305 |
+290 |
6,119 |
33,087 |
+204 |
Mar17 |
161020 |
17000 |
17335 |
17000 |
17315 |
+290 |
1 |
29 |
+0 |
Total Volume and Open Interest |
6,120 |
33,116 |
+204 |
Nikkei 225(SGX) |
Dec16 |
161020 |
17155 |
17195 |
17150 |
17165 |
+175 |
46,665 |
178,785 |
+2,142 |
Mar17 |
161020 |
16960 |
17155 |
16960 |
17130 |
+175 |
450 |
2,992 |
+390 |
Jun17 |
161019 |
16830 |
16830 |
16830 |
16830 |
+60 |
|
|
|
Total Volume and Open Interest |
61,522 |
186,376 |
+2,947 |
Nikkei 225(CME) Yen |
Dec16 |
161020 |
16985 |
17290 |
16960 |
17280 |
+295 |
32,300 |
54,020 |
+866 |
Mar17 |
161020 |
17010 |
17230 |
17010 |
17230 |
+295 |
5 |
80 |
+3 |
Jun17 |
161020 |
17100 |
17100 |
17100 |
17100 |
+295 |
|
|
|
Total Volume and Open Interest |
32,305 |
54,100 |
+869 |
Nikkei 225(CME) e-Mini Yen |
Dec16 |
161020 |
17220 |
17280 |
17220 |
17280 |
+300 |
5 |
11 |
+0 |
Mar17 |
161020 |
17230 |
17230 |
17230 |
17230 |
+300 |
|
|
|
Jun17 |
161020 |
17100 |
17100 |
17100 |
17100 |
+300 |
|
|
|
Total Volume and Open Interest |
5 |
11 |
+0 |
CAC 40(EURONEXT) |
Oct16 |
161020 |
4530.0 |
4554.0 |
4499.5 |
4539.5 |
+19.5 |
234,381 |
291,798 |
-2,841 |
Nov16 |
161020 |
4525.0 |
4551.5 |
4497.0 |
4537.0 |
+19.5 |
153,954 |
149,025 |
+110,251 |
Dec16 |
161020 |
4522.0 |
4539.5 |
4492.0 |
4531.0 |
+19.5 |
3,827 |
22,687 |
+689 |
Total Volume and Open Interest |
392,195 |
463,573 |
+108,099 |
Hang Seng Index(HKFE) |
Oct16 |
161020 |
23280 |
23503 |
23258 |
23400 |
+121 |
121,771 |
139,753 |
+3,239 |
Nov16 |
161020 |
23300 |
23499 |
23258 |
23394 |
+118 |
2,926 |
7,357 |
+1,485 |
Dec16 |
161020 |
23303 |
23520 |
23303 |
23411 |
+113 |
335 |
12,902 |
+89 |
Total Volume and Open Interest |
125,131 |
161,789 |
+4,860 |
DAX(EUREX) |
Dec16 |
161020 |
10676.5 |
10744.5 |
10585.0 |
10695.0 |
+47.5 |
80,521 |
160,371 |
-4,417 |
Mar17 |
161020 |
10668.0 |
10740.5 |
10600.0 |
10691.5 |
+47.5 |
84 |
2,399 |
+31 |
Jun17 |
161020 |
10682.0 |
10716.0 |
10682.0 |
10716.0 |
+48.0 |
1 |
175 |
+0 |
Total Volume and Open Interest |
80,606 |
162,945 |
-4,386 |
Mini-DAX(EUREX) |
Dec16 |
161020 |
10679.0 |
10744.0 |
10585.0 |
10695.0 |
+47.5 |
21,846 |
14,398 |
-314 |
Mar17 |
161020 |
10675.0 |
10728.0 |
10600.0 |
10691.5 |
+47.5 |
89 |
870 |
-11 |
Jun17 |
161020 |
10695.0 |
10750.0 |
10658.0 |
10716.0 |
+48.0 |
39 |
30 |
-1 |
Total Volume and Open Interest |
21,974 |
15,298 |
-326 |
FT-SE 100(EURONEXT) |
Dec16 |
161020 |
6991.00 |
7020.50 |
6969.00 |
6989.50 |
+6.50 |
106,006 |
781,747 |
+6,284 |
Mar17 |
161020 |
6940.00 |
6942.50 |
6926.50 |
6926.50 |
+6.50 |
25 |
1,819 |
+2 |
Jun17 |
161020 |
6854.50 |
6854.50 |
6854.50 |
6854.50 |
+6.50 |
|
|
|
Total Volume and Open Interest |
106,031 |
783,566 |
+6,286 |
SPI 200(SFE) |
Dec16 |
161020 |
5408.0 |
5437.0 |
5393.0 |
5425.0 |
+19.0 |
27,885 |
285,411 |
+2,310 |
Mar17 |
161020 |
5376.0 |
5376.0 |
5376.0 |
5376.0 |
+18.0 |
1 |
1,578 |
+0 |
Jun17 |
161020 |
5362.0 |
5362.0 |
5362.0 |
5362.0 |
+18.0 |
0 |
1,397 |
+0 |
Total Volume and Open Interest |
28,474 |
291,151 |
+2,518 |
FTSE MIB(ISE) |
Dec16 |
161020 |
17025.00 |
17100.00 |
16880.00 |
17075.00 |
+75.00 |
32,956 |
43,646 |
-829 |
Mar17 |
161020 |
16925.00 |
17080.00 |
16900.00 |
17060.00 |
+75.00 |
18 |
348 |
+6 |
Jun17 |
161020 |
16660.00 |
16660.00 |
16660.00 |
16660.00 |
+75.00 |
|
|
|
Total Volume and Open Interest |
32,974 |
43,994 |
-823 |
KOSPI 200(KFE) |
Dec16 |
161020 |
258.30 |
259.65 |
258.25 |
258.55 |
+0.30 |
95,071 |
128,737 |
+22 |
Mar17 |
161020 |
255.60 |
256.80 |
255.60 |
255.75 |
+0.20 |
296 |
5,941 |
+288 |
Jun17 |
161020 |
256.40 |
256.40 |
256.40 |
256.40 |
+2.60 |
0 |
1,147 |
+23 |
Total Volume and Open Interest |
95,367 |
139,986 |
+333 |
GSCI(CME) |
Nov16 |
161020 |
375.80 |
376.15 |
373.45 |
374.05 |
-5.35 |
27 |
14,981 |
-6 |
Dec16 |
161020 |
379.35 |
379.35 |
379.35 |
379.35 |
-5.05 |
|
|
|
Jan17 |
161020 |
383.15 |
383.15 |
383.15 |
383.15 |
-5.05 |
|
|
|
Total Volume and Open Interest |
27 |
14,981 |
-6 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|