|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Thu October 27, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov16 |
161027 |
1008.50 |
1020.00 |
1002.75 |
1014.25 |
+4.25 |
176,985 |
91,534 |
-25,391 |
Jan17 |
161027 |
1019.25 |
1031.00 |
1013.50 |
1025.00 |
+4.00 |
148,312 |
284,135 |
+20,264 |
Mar17 |
161027 |
1026.25 |
1037.25 |
1020.00 |
1031.25 |
+3.00 |
43,097 |
94,025 |
+779 |
May17 |
161027 |
1032.00 |
1042.50 |
1025.75 |
1036.25 |
+2.00 |
10,107 |
58,741 |
-41 |
Jul17 |
161027 |
1037.25 |
1046.50 |
1030.00 |
1040.25 |
+1.50 |
15,710 |
70,156 |
+3,308 |
Aug17 |
161027 |
1034.25 |
1042.50 |
1031.25 |
1037.50 |
+1.50 |
113 |
2,499 |
+8 |
Sep17 |
161027 |
1016.00 |
1025.25 |
1011.25 |
1019.25 |
+1.00 |
51 |
945 |
+5 |
Nov17 |
161027 |
1000.00 |
1009.25 |
996.75 |
1003.50 |
-0.25 |
5,298 |
34,441 |
+126 |
Jan18 |
161027 |
999.75 |
1010.00 |
997.75 |
1004.75 |
+0.25 |
57 |
1,146 |
+11 |
Mar18 |
161027 |
1000.75 |
1007.75 |
1000.75 |
1002.75 |
+0.25 |
39 |
496 |
+7 |
May18 |
161027 |
1004.75 |
1004.75 |
1003.25 |
1003.25 |
-1.00 |
17 |
248 |
-1 |
Jul18 |
161027 |
1005.00 |
1009.25 |
1005.00 |
1006.50 |
-1.00 |
2 |
308 |
+0 |
Aug18 |
161027 |
1001.00 |
1001.00 |
1001.00 |
1001.00 |
-1.25 |
0 |
17 |
+0 |
Sep18 |
161027 |
985.75 |
985.75 |
985.75 |
985.75 |
-1.25 |
0 |
17 |
+0 |
Total Volume and Open Interest |
399,808 |
639,067 |
-924 |
Soybean Meal(CBOT) |
Dec16 |
161027 |
319.30 |
328.80 |
317.70 |
327.60 |
+8.50 |
63,627 |
147,607 |
-6,733 |
Jan17 |
161027 |
320.30 |
329.80 |
318.90 |
328.60 |
+8.30 |
21,945 |
70,069 |
+481 |
Mar17 |
161027 |
321.50 |
330.20 |
320.00 |
328.90 |
+7.40 |
13,002 |
59,572 |
+1,211 |
May17 |
161027 |
322.50 |
330.20 |
321.10 |
328.80 |
+6.10 |
4,238 |
34,910 |
+285 |
Jul17 |
161027 |
324.00 |
331.10 |
322.30 |
329.70 |
+5.60 |
2,825 |
38,007 |
+288 |
Aug17 |
161027 |
323.80 |
329.70 |
322.00 |
328.80 |
+5.20 |
138 |
4,579 |
+39 |
Sep17 |
161027 |
321.00 |
328.50 |
320.10 |
326.70 |
+5.00 |
177 |
5,078 |
+15 |
Oct17 |
161027 |
317.00 |
322.70 |
315.50 |
321.30 |
+4.70 |
205 |
4,539 |
+4 |
Dec17 |
161027 |
315.60 |
322.20 |
314.60 |
320.70 |
+4.60 |
522 |
15,164 |
+171 |
Jan18 |
161027 |
316.10 |
321.10 |
316.10 |
320.00 |
+4.70 |
54 |
784 |
+1 |
Total Volume and Open Interest |
106,785 |
382,137 |
-4,219 |
Soybean Oil(CBOT) |
Dec16 |
161027 |
35.68 |
35.90 |
35.08 |
35.11 |
-0.61 |
79,074 |
195,291 |
-1,064 |
Jan17 |
161027 |
35.94 |
36.12 |
35.29 |
35.32 |
-0.64 |
31,239 |
108,682 |
+1,566 |
Mar17 |
161027 |
36.09 |
36.28 |
35.41 |
35.44 |
-0.69 |
19,471 |
65,080 |
+2,204 |
May17 |
161027 |
36.24 |
36.40 |
35.53 |
35.56 |
-0.71 |
9,377 |
44,062 |
+903 |
Jul17 |
161027 |
36.38 |
36.52 |
35.70 |
35.73 |
-0.71 |
6,116 |
28,403 |
+1,304 |
Aug17 |
161027 |
36.38 |
36.55 |
35.65 |
35.69 |
-0.72 |
160 |
4,298 |
+8 |
Sep17 |
161027 |
36.27 |
36.27 |
35.56 |
35.59 |
-0.74 |
143 |
3,576 |
+23 |
Oct17 |
161027 |
35.97 |
36.16 |
35.36 |
35.37 |
-0.69 |
103 |
2,988 |
+12 |
Dec17 |
161027 |
35.99 |
36.21 |
35.37 |
35.43 |
-0.63 |
788 |
8,456 |
-284 |
Jan18 |
161027 |
35.43 |
35.62 |
35.43 |
35.43 |
-0.65 |
10 |
437 |
-3 |
Total Volume and Open Interest |
146,522 |
461,990 |
+4,670 |
Canola(WCE) |
Nov16 |
161027 |
509.5 |
513.0 |
508.0 |
510.2 |
unch |
13,209 |
22,012 |
-10,137 |
Jan17 |
161027 |
518.0 |
521.2 |
515.0 |
519.5 |
+1.3 |
21,691 |
104,232 |
+10,306 |
Mar17 |
161027 |
523.3 |
526.5 |
521.0 |
524.7 |
+1.4 |
2,239 |
21,241 |
+951 |
May17 |
161027 |
525.8 |
529.0 |
524.0 |
527.3 |
+1.5 |
3,673 |
11,663 |
-71 |
Jul17 |
161027 |
525.8 |
528.2 |
524.5 |
526.9 |
+1.4 |
1,075 |
12,806 |
-397 |
Total Volume and Open Interest |
42,671 |
180,819 |
+314 |
Corn(CBOT) |
Dec16 |
161027 |
353.75 |
358.50 |
352.25 |
357.50 |
+3.50 |
127,783 |
643,632 |
-8,322 |
Mar17 |
161027 |
362.75 |
367.25 |
361.00 |
366.25 |
+3.00 |
31,980 |
325,810 |
+3,105 |
May17 |
161027 |
369.25 |
373.75 |
368.00 |
373.00 |
+3.00 |
14,687 |
81,938 |
+512 |
Jul17 |
161027 |
376.00 |
380.50 |
374.50 |
379.50 |
+3.00 |
14,897 |
136,938 |
+2,801 |
Sep17 |
161027 |
382.50 |
386.25 |
381.00 |
385.75 |
+3.00 |
3,747 |
46,347 |
+213 |
Dec17 |
161027 |
389.75 |
393.75 |
388.75 |
393.00 |
+2.75 |
8,280 |
86,341 |
+2,078 |
Mar18 |
161027 |
399.50 |
402.75 |
398.50 |
402.25 |
+2.75 |
75 |
5,797 |
+50 |
May18 |
161027 |
404.50 |
407.25 |
403.75 |
407.25 |
+2.75 |
4 |
1,249 |
+0 |
Jul18 |
161027 |
407.75 |
410.50 |
406.75 |
410.50 |
+2.75 |
4 |
1,561 |
+2 |
Sep18 |
161027 |
406.50 |
408.75 |
406.50 |
408.75 |
+2.75 |
0 |
586 |
+0 |
Total Volume and Open Interest |
201,511 |
1,335,614 |
+444 |
Wheat(CBOT) |
Dec16 |
161027 |
411.50 |
418.75 |
411.25 |
414.50 |
+3.00 |
61,130 |
292,474 |
-3,420 |
Mar17 |
161027 |
432.00 |
437.75 |
431.25 |
433.50 |
+1.50 |
25,073 |
108,979 |
+1,118 |
May17 |
161027 |
449.50 |
452.75 |
446.00 |
448.75 |
+1.50 |
6,520 |
28,323 |
+524 |
Jul17 |
161027 |
460.50 |
466.25 |
459.50 |
462.50 |
+2.00 |
7,190 |
47,346 |
+960 |
Sep17 |
161027 |
477.00 |
481.00 |
475.50 |
478.25 |
+2.25 |
1,982 |
6,855 |
+857 |
Dec17 |
161027 |
493.50 |
498.00 |
492.75 |
496.00 |
+2.75 |
801 |
10,717 |
+220 |
Total Volume and Open Interest |
102,762 |
497,116 |
+259 |
Wheat(KCBT) |
Dec16 |
161027 |
415.75 |
421.50 |
414.75 |
417.00 |
unch |
13,727 |
120,948 |
-103 |
Mar17 |
161027 |
434.00 |
439.25 |
432.75 |
435.00 |
+0.25 |
4,446 |
56,168 |
+427 |
May17 |
161027 |
444.75 |
450.75 |
444.25 |
447.00 |
+0.50 |
1,826 |
27,806 |
+224 |
Jul17 |
161027 |
459.50 |
462.25 |
455.50 |
458.25 |
+0.75 |
2,245 |
38,648 |
-52 |
Sep17 |
161027 |
472.00 |
472.75 |
472.00 |
472.00 |
+0.75 |
67 |
4,555 |
-2 |
Dec17 |
161027 |
493.00 |
494.75 |
491.50 |
491.50 |
+0.75 |
123 |
5,457 |
+52 |
Mar18 |
161027 |
504.00 |
505.00 |
504.00 |
505.00 |
+0.75 |
21 |
932 |
+0 |
Total Volume and Open Interest |
22,455 |
255,090 |
+546 |
Wheat(MGE) |
Dec16 |
161027 |
524.75 |
527.50 |
524.25 |
525.50 |
unch |
3,016 |
27,750 |
-639 |
Mar17 |
161027 |
530.00 |
533.25 |
529.75 |
531.50 |
+0.50 |
1,465 |
21,061 |
+145 |
May17 |
161027 |
537.25 |
540.00 |
537.25 |
538.75 |
+0.25 |
823 |
9,181 |
+269 |
Jul17 |
161027 |
545.00 |
546.00 |
544.75 |
545.50 |
+0.75 |
239 |
4,249 |
+12 |
Sep17 |
161027 |
551.00 |
553.75 |
551.00 |
552.50 |
+1.00 |
106 |
3,464 |
+8 |
Dec17 |
161027 |
562.00 |
562.75 |
562.00 |
562.75 |
+2.00 |
34 |
2,287 |
+5 |
Total Volume and Open Interest |
5,683 |
68,010 |
-200 |
Oats(CBOT) |
Dec16 |
161027 |
214.75 |
233.00 |
214.75 |
232.00 |
+17.00 |
451 |
5,941 |
+30 |
Mar17 |
161027 |
212.00 |
225.00 |
211.00 |
224.00 |
+12.25 |
126 |
2,516 |
-22 |
May17 |
161027 |
212.00 |
225.00 |
212.00 |
222.75 |
+10.75 |
4 |
362 |
+2 |
Jul17 |
161027 |
228.00 |
228.00 |
224.50 |
224.50 |
+10.50 |
1 |
36 |
+1 |
Total Volume and Open Interest |
583 |
8,868 |
+12 |
Rough Rice(CBOT) |
Nov16 |
161027 |
10.06 |
10.15 |
10.04 |
10.15 |
+0.15 |
1,004 |
3,045 |
-810 |
Jan17 |
161027 |
10.34 |
10.43 |
10.31 |
10.42 |
+0.16 |
1,323 |
7,091 |
+585 |
Mar17 |
161027 |
10.61 |
10.68 |
10.57 |
10.68 |
+0.17 |
269 |
405 |
+83 |
May17 |
161027 |
10.91 |
10.91 |
10.91 |
10.91 |
+0.17 |
4 |
7 |
-1 |
Total Volume and Open Interest |
2,600 |
10,564 |
-143 |
Live Cattle(CME) |
Oct16 |
161027 |
103.250 |
104.680 |
103.250 |
104.135 |
+1.085 |
1,250 |
2,278 |
-621 |
Dec16 |
161027 |
104.180 |
105.750 |
104.180 |
105.150 |
+0.750 |
20,675 |
127,750 |
-524 |
Feb17 |
161027 |
105.100 |
106.385 |
105.080 |
105.550 |
+0.400 |
11,046 |
58,002 |
+1,895 |
Apr17 |
161027 |
104.600 |
105.680 |
104.500 |
104.930 |
+0.330 |
6,555 |
48,749 |
+749 |
Jun17 |
161027 |
96.400 |
97.580 |
96.400 |
96.930 |
+0.280 |
2,999 |
23,022 |
+830 |
Aug17 |
161027 |
94.600 |
95.350 |
94.430 |
94.830 |
+0.195 |
1,413 |
9,054 |
+15 |
Total Volume and Open Interest |
44,399 |
273,170 |
+2,517 |
Feeder Cattle(CME) |
Oct16 |
161027 |
121.800 |
122.200 |
121.800 |
121.930 |
-0.050 |
854 |
3,089 |
-173 |
Nov16 |
161027 |
123.750 |
125.480 |
123.600 |
123.885 |
-0.045 |
4,508 |
9,612 |
-531 |
Jan17 |
161027 |
118.385 |
120.200 |
118.330 |
118.535 |
+0.185 |
4,547 |
18,724 |
+271 |
Mar17 |
161027 |
115.535 |
117.250 |
115.330 |
115.480 |
+0.030 |
1,668 |
7,841 |
+213 |
Apr17 |
161027 |
115.150 |
116.750 |
114.980 |
115.100 |
-0.080 |
577 |
1,561 |
+148 |
May17 |
161027 |
114.600 |
116.250 |
114.385 |
114.500 |
-0.135 |
338 |
1,985 |
+74 |
Aug17 |
161027 |
116.180 |
117.000 |
115.035 |
115.180 |
-0.470 |
64 |
768 |
+25 |
Total Volume and Open Interest |
12,559 |
43,585 |
+28 |
Lean Hogs(CME) |
Dec16 |
161027 |
44.200 |
45.985 |
43.850 |
45.380 |
+1.180 |
17,893 |
130,443 |
-1,366 |
Feb17 |
161027 |
51.150 |
52.735 |
50.850 |
52.330 |
+1.200 |
8,258 |
46,879 |
+1,793 |
Apr17 |
161027 |
58.580 |
60.000 |
58.485 |
59.880 |
+1.200 |
3,779 |
32,883 |
+161 |
May17 |
161027 |
67.850 |
68.350 |
67.850 |
68.350 |
+1.400 |
7 |
593 |
+4 |
Jun17 |
161027 |
71.135 |
72.430 |
71.000 |
72.330 |
+1.080 |
1,295 |
11,739 |
+213 |
Jul17 |
161027 |
72.000 |
73.300 |
71.950 |
73.200 |
+1.000 |
576 |
3,695 |
+233 |
Aug17 |
161027 |
72.100 |
73.200 |
71.930 |
73.180 |
+1.045 |
262 |
3,005 |
+52 |
Oct17 |
161027 |
62.430 |
63.035 |
62.430 |
63.000 |
+0.850 |
137 |
1,010 |
+50 |
Total Volume and Open Interest |
32,351 |
230,736 |
+1,194 |
Class III Milk(CME) |
Oct16 |
161027 |
14.79 |
14.79 |
14.77 |
14.78 |
+0.06 |
305 |
4,385 |
-124 |
Nov16 |
161027 |
15.46 |
15.54 |
15.42 |
15.51 |
+0.08 |
398 |
4,764 |
-7 |
Dec16 |
161027 |
15.27 |
15.44 |
15.26 |
15.37 |
+0.12 |
91 |
4,421 |
+0 |
Jan17 |
161027 |
15.42 |
15.49 |
15.41 |
15.45 |
+0.06 |
28 |
2,631 |
-2 |
Feb17 |
161027 |
15.65 |
15.67 |
15.65 |
15.65 |
+0.04 |
15 |
2,484 |
+10 |
Mar17 |
161027 |
15.85 |
15.90 |
15.85 |
15.89 |
+0.05 |
12 |
2,291 |
+9 |
Apr17 |
161027 |
15.95 |
15.96 |
15.95 |
15.96 |
+0.05 |
14 |
2,176 |
+3 |
May17 |
161027 |
16.02 |
16.06 |
16.02 |
16.06 |
+0.05 |
12 |
2,064 |
+8 |
Jun17 |
161027 |
16.25 |
16.25 |
16.25 |
16.25 |
+0.02 |
13 |
1,855 |
+12 |
Jul17 |
161027 |
16.41 |
16.45 |
16.32 |
16.41 |
unch |
5 |
1,087 |
+3 |
Aug17 |
161027 |
16.57 |
16.61 |
16.55 |
16.57 |
unch |
10 |
1,020 |
+9 |
Sep17 |
161027 |
16.70 |
16.70 |
16.70 |
16.70 |
+0.05 |
2 |
1,006 |
+2 |
Oct17 |
161027 |
16.60 |
16.64 |
16.60 |
16.60 |
unch |
4 |
720 |
+2 |
Total Volume and Open Interest |
1,009 |
32,529 |
+13 |
Cocoa(ICE) |
Dec16 |
161027 |
2773 |
2773 |
2715 |
2732 |
-37 |
22,081 |
83,725 |
-1,615 |
Mar17 |
161027 |
2662 |
2665 |
2621 |
2632 |
-28 |
18,083 |
113,608 |
+2,567 |
May17 |
161027 |
2639 |
2639 |
2600 |
2609 |
-27 |
3,706 |
27,786 |
+1,575 |
Jul17 |
161027 |
2631 |
2631 |
2598 |
2606 |
-27 |
1,523 |
14,794 |
-167 |
Sep17 |
161027 |
2627 |
2627 |
2599 |
2604 |
-29 |
1,059 |
7,884 |
+344 |
Dec17 |
161027 |
2614 |
2619 |
2601 |
2601 |
-29 |
48 |
5,827 |
+11 |
Mar18 |
161027 |
2599 |
2599 |
2599 |
2599 |
-28 |
53 |
7,611 |
+33 |
Total Volume and Open Interest |
46,627 |
261,863 |
+2,778 |
Coffee "C"(ICE) |
Dec16 |
161027 |
163.60 |
166.40 |
162.25 |
164.80 |
+1.10 |
34,929 |
97,238 |
+1,596 |
Mar17 |
161027 |
166.95 |
169.85 |
165.80 |
168.30 |
+1.10 |
17,432 |
57,497 |
+1,862 |
May17 |
161027 |
169.10 |
172.00 |
168.10 |
170.40 |
+1.05 |
5,538 |
26,573 |
+449 |
Jul17 |
161027 |
170.95 |
173.70 |
170.00 |
172.15 |
+1.00 |
2,695 |
8,635 |
+254 |
Sep17 |
161027 |
172.55 |
175.30 |
171.65 |
173.80 |
+1.00 |
685 |
5,640 |
+118 |
Dec17 |
161027 |
175.10 |
177.45 |
173.80 |
175.95 |
+1.00 |
323 |
6,995 |
-15 |
Total Volume and Open Interest |
61,823 |
205,446 |
+4,364 |
Orange Juice(ICE) |
Nov16 |
161027 |
210.70 |
216.75 |
210.50 |
215.10 |
+5.00 |
824 |
2,876 |
-614 |
Jan17 |
161027 |
207.75 |
213.75 |
207.70 |
211.75 |
+4.15 |
1,311 |
11,671 |
+641 |
Mar17 |
161027 |
208.05 |
209.95 |
207.30 |
207.30 |
+1.65 |
105 |
775 |
+73 |
May17 |
161027 |
205.50 |
207.00 |
204.20 |
204.20 |
+0.95 |
8 |
288 |
-5 |
Jul17 |
161027 |
203.00 |
203.50 |
202.00 |
202.00 |
+0.65 |
0 |
43 |
+0 |
Sep17 |
161027 |
201.50 |
201.50 |
201.50 |
201.50 |
+0.65 |
|
|
|
Total Volume and Open Interest |
2,248 |
15,655 |
+95 |
Sugar #11(ICE) |
Mar17 |
161027 |
22.60 |
22.70 |
22.44 |
22.59 |
-0.08 |
43,956 |
467,655 |
-3,238 |
May17 |
161027 |
22.02 |
22.10 |
21.88 |
22.03 |
-0.08 |
11,659 |
136,865 |
-899 |
Jul17 |
161027 |
21.38 |
21.42 |
21.23 |
21.39 |
-0.05 |
5,040 |
114,785 |
+14 |
Oct17 |
161027 |
20.86 |
20.90 |
20.75 |
20.89 |
-0.04 |
3,515 |
73,183 |
+624 |
Mar18 |
161027 |
20.54 |
20.61 |
20.44 |
20.60 |
-0.02 |
1,504 |
32,676 |
+285 |
May18 |
161027 |
19.77 |
19.86 |
19.72 |
19.86 |
-0.01 |
171 |
10,242 |
-32 |
Jul18 |
161027 |
19.15 |
19.23 |
19.07 |
19.23 |
unch |
172 |
6,523 |
-19 |
Oct18 |
161027 |
18.79 |
18.94 |
18.79 |
18.94 |
unch |
81 |
6,750 |
+74 |
Total Volume and Open Interest |
66,101 |
852,696 |
-3,192 |
London Cocoa(LCE) |
Dec16 |
161027 |
2277 |
2281 |
2250 |
2272 |
-5 |
8,743 |
98,535 |
-1,427 |
Mar17 |
161027 |
2197 |
2203 |
2182 |
2194 |
-5 |
10,025 |
90,122 |
+194 |
May17 |
161027 |
2191 |
2199 |
2179 |
2190 |
-4 |
2,327 |
46,675 |
-83 |
Jul17 |
161027 |
2197 |
2201 |
2182 |
2192 |
-4 |
1,479 |
13,645 |
+430 |
Sep17 |
161027 |
2190 |
2198 |
2185 |
2189 |
-4 |
605 |
19,658 |
+105 |
Dec17 |
161027 |
2178 |
2186 |
2176 |
2179 |
-2 |
358 |
11,875 |
+100 |
Mar18 |
161027 |
2176 |
2185 |
2176 |
2178 |
-3 |
96 |
3,319 |
+53 |
Total Volume and Open Interest |
23,633 |
283,973 |
-628 |
London Sugar(LCE) |
Dec16 |
161027 |
595.20 |
597.80 |
593.40 |
596.80 |
+1.10 |
4,117 |
32,819 |
+32 |
Mar17 |
161027 |
590.50 |
592.10 |
587.90 |
591.10 |
+0.30 |
1,917 |
25,559 |
-94 |
May17 |
161027 |
582.40 |
584.80 |
580.70 |
584.10 |
+0.60 |
782 |
16,541 |
-290 |
Aug17 |
161027 |
568.80 |
571.20 |
567.70 |
571.00 |
+0.70 |
302 |
7,335 |
+170 |
Oct17 |
161027 |
549.00 |
550.00 |
547.30 |
550.00 |
+0.40 |
457 |
9,396 |
+213 |
Total Volume and Open Interest |
7,678 |
94,572 |
+50 |
Cotton(ICE) |
Dec16 |
161027 |
69.05 |
70.00 |
68.78 |
69.76 |
+0.50 |
14,016 |
142,058 |
-2,304 |
Mar17 |
161027 |
69.99 |
70.48 |
69.43 |
70.28 |
+0.41 |
7,061 |
79,569 |
+2,408 |
May17 |
161027 |
70.35 |
70.83 |
70.00 |
70.68 |
+0.38 |
1,118 |
14,795 |
-85 |
Jul17 |
161027 |
70.49 |
70.87 |
70.17 |
70.75 |
+0.33 |
290 |
8,316 |
+54 |
Oct17 |
161027 |
69.99 |
69.99 |
69.99 |
69.99 |
+0.25 |
|
|
|
Dec17 |
161027 |
69.22 |
69.79 |
69.00 |
69.49 |
+0.26 |
178 |
14,636 |
+27 |
Total Volume and Open Interest |
22,666 |
260,503 |
+99 |
Lumber(CME) |
Nov16 |
161027 |
308.1 |
309.5 |
304.4 |
305.1 |
-2.1 |
267 |
1,067 |
-72 |
Jan17 |
161027 |
317.3 |
318.5 |
315.1 |
315.1 |
-1.6 |
336 |
2,377 |
+24 |
Mar17 |
161027 |
323.7 |
324.4 |
323.2 |
323.2 |
-1.0 |
23 |
302 |
-4 |
May17 |
161027 |
325.7 |
329.0 |
325.7 |
325.7 |
-2.2 |
4 |
74 |
+0 |
Total Volume and Open Interest |
630 |
3,842 |
-52 |
Crude Oil(NYM) |
Dec16 |
161027 |
49.22 |
50.06 |
49.00 |
49.72 |
+0.54 |
553,778 |
490,187 |
-1,178 |
Jan17 |
161027 |
49.86 |
50.67 |
49.68 |
50.34 |
+0.51 |
123,983 |
246,291 |
+1,717 |
Feb17 |
161027 |
50.48 |
51.25 |
50.32 |
50.94 |
+0.49 |
46,984 |
106,968 |
+3,413 |
Mar17 |
161027 |
51.05 |
51.79 |
50.90 |
51.49 |
+0.47 |
43,044 |
197,146 |
+2,621 |
Apr17 |
161027 |
51.56 |
52.22 |
51.46 |
51.96 |
+0.46 |
18,892 |
62,301 |
+1,167 |
May17 |
161027 |
51.95 |
52.57 |
51.79 |
52.34 |
+0.45 |
10,160 |
49,250 |
+1,245 |
Jun17 |
161027 |
52.15 |
52.85 |
52.10 |
52.64 |
+0.45 |
24,076 |
142,222 |
+347 |
Jul17 |
161027 |
52.70 |
53.00 |
52.46 |
52.85 |
+0.42 |
3,205 |
40,100 |
-433 |
Aug17 |
161027 |
52.64 |
53.09 |
52.64 |
53.01 |
+0.39 |
1,329 |
28,974 |
+231 |
Sep17 |
161027 |
52.77 |
53.24 |
52.77 |
53.16 |
+0.36 |
3,372 |
45,035 |
+281 |
Oct17 |
161027 |
53.16 |
53.38 |
53.11 |
53.29 |
+0.33 |
1,925 |
23,685 |
+461 |
Nov17 |
161027 |
53.40 |
53.48 |
53.40 |
53.44 |
+0.31 |
2,987 |
23,563 |
+835 |
Dec17 |
161027 |
53.31 |
53.81 |
53.19 |
53.61 |
+0.29 |
28,178 |
174,102 |
+2,389 |
Jan18 |
161027 |
53.85 |
53.85 |
53.70 |
53.70 |
+0.27 |
826 |
19,559 |
-21 |
Feb18 |
161027 |
53.66 |
53.80 |
53.66 |
53.80 |
+0.26 |
166 |
6,983 |
-1 |
Mar18 |
161027 |
53.21 |
53.90 |
53.21 |
53.90 |
+0.24 |
555 |
19,018 |
-121 |
Total Volume and Open Interest |
874,343 |
1,821,737 |
+14,639 |
e-miNY Crude Oil(NYM) |
Dec16 |
161027 |
49.225 |
50.075 |
49.025 |
49.725 |
+0.550 |
9,235 |
2,278 |
+172 |
Jan17 |
161027 |
49.850 |
50.625 |
49.725 |
50.350 |
+0.525 |
315 |
570 |
+88 |
Feb17 |
161027 |
50.350 |
51.225 |
50.350 |
50.950 |
+0.500 |
140 |
243 |
+70 |
Mar17 |
161027 |
51.200 |
51.775 |
50.925 |
51.500 |
+0.475 |
26 |
213 |
-15 |
Apr17 |
161027 |
52.050 |
52.050 |
51.925 |
51.950 |
+0.450 |
2 |
144 |
+0 |
May17 |
161027 |
52.350 |
53.000 |
52.350 |
52.350 |
+0.450 |
8 |
39 |
+6 |
Jun17 |
161027 |
52.500 |
52.650 |
52.500 |
52.650 |
+0.450 |
10 |
67 |
-5 |
Jul17 |
161027 |
52.850 |
53.800 |
52.850 |
52.850 |
+0.425 |
1 |
82 |
+0 |
Aug17 |
161027 |
53.000 |
53.125 |
53.000 |
53.000 |
+0.375 |
0 |
141 |
+0 |
Sep17 |
161027 |
53.150 |
54.875 |
53.150 |
53.150 |
+0.350 |
0 |
49 |
+0 |
Total Volume and Open Interest |
9,740 |
4,014 |
+319 |
NY Harbor ULSD(NYM) |
Nov16 |
161027 |
155.11 |
158.00 |
155.02 |
157.01 |
+1.90 |
30,547 |
27,089 |
-7,720 |
Dec16 |
161027 |
156.98 |
159.70 |
156.59 |
158.68 |
+1.94 |
55,892 |
101,302 |
+4,743 |
Jan17 |
161027 |
158.74 |
161.44 |
158.55 |
160.55 |
+1.95 |
22,004 |
80,726 |
+828 |
Feb17 |
161027 |
160.74 |
162.81 |
160.10 |
162.04 |
+1.97 |
9,727 |
37,017 |
+1,757 |
Mar17 |
161027 |
161.41 |
163.34 |
160.71 |
162.66 |
+1.94 |
7,649 |
39,499 |
-423 |
Apr17 |
161027 |
161.31 |
163.07 |
161.21 |
162.58 |
+1.87 |
3,773 |
25,101 |
+487 |
May17 |
161027 |
161.67 |
163.48 |
161.58 |
162.89 |
+1.81 |
2,838 |
14,781 |
+248 |
Jun17 |
161027 |
162.05 |
163.85 |
162.03 |
163.28 |
+1.77 |
5,251 |
30,496 |
-13 |
Jul17 |
161027 |
163.65 |
164.62 |
163.45 |
164.11 |
+1.74 |
889 |
4,395 |
+189 |
Aug17 |
161027 |
164.21 |
165.61 |
164.21 |
165.15 |
+1.71 |
502 |
3,862 |
+7 |
Sep17 |
161027 |
165.73 |
166.76 |
165.60 |
166.28 |
+1.68 |
366 |
4,262 |
-33 |
Oct17 |
161027 |
166.70 |
167.83 |
166.64 |
167.34 |
+1.65 |
348 |
2,387 |
-20 |
Nov17 |
161027 |
167.70 |
170.00 |
167.70 |
168.33 |
+1.64 |
359 |
2,658 |
+29 |
Dec17 |
161027 |
168.34 |
169.86 |
168.12 |
169.27 |
+1.65 |
2,576 |
27,432 |
+413 |
Total Volume and Open Interest |
143,635 |
412,448 |
+747 |
RBOB Gasoline(NYM) |
Nov16 |
161027 |
148.79 |
149.85 |
146.95 |
148.71 |
+0.40 |
34,468 |
36,264 |
-9,307 |
Dec16 |
161027 |
147.88 |
148.80 |
146.33 |
147.77 |
+0.65 |
52,025 |
145,984 |
+1,621 |
Jan17 |
161027 |
147.76 |
148.88 |
146.59 |
148.03 |
+0.84 |
21,430 |
84,730 |
+1,800 |
Feb17 |
161027 |
149.22 |
150.21 |
148.07 |
149.54 |
+0.92 |
8,186 |
27,187 |
+838 |
Mar17 |
161027 |
151.42 |
152.32 |
150.39 |
151.78 |
+0.96 |
5,049 |
34,562 |
-352 |
Apr17 |
161027 |
169.47 |
170.23 |
168.79 |
170.01 |
+1.04 |
3,352 |
24,464 |
-99 |
May17 |
161027 |
171.24 |
171.55 |
170.02 |
171.31 |
+1.04 |
3,579 |
13,000 |
+330 |
Jun17 |
161027 |
171.00 |
171.48 |
170.07 |
171.15 |
+1.05 |
2,580 |
16,293 |
+389 |
Jul17 |
161027 |
169.17 |
170.14 |
169.17 |
170.14 |
+1.07 |
821 |
4,980 |
+300 |
Aug17 |
161027 |
167.35 |
168.32 |
167.35 |
168.32 |
+1.10 |
433 |
3,401 |
-21 |
Total Volume and Open Interest |
132,433 |
422,262 |
-4,442 |
e-miNY RBOB Gasoline(NYM) |
Nov16 |
161027 |
148.70 |
150.60 |
148.70 |
148.70 |
+0.39 |
0 |
1 |
+0 |
Dec16 |
161027 |
147.77 |
147.77 |
147.77 |
147.77 |
+0.65 |
|
|
|
Jan17 |
161027 |
148.00 |
148.03 |
148.00 |
148.00 |
+0.81 |
|
|
|
Feb17 |
161027 |
149.54 |
149.54 |
149.54 |
149.54 |
+0.92 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Nov16 |
161027 |
2.746 |
2.793 |
2.684 |
2.764 |
+0.033 |
99,283 |
19,448 |
-8,203 |
Dec16 |
161027 |
3.052 |
3.099 |
2.996 |
3.068 |
+0.032 |
247,453 |
192,664 |
-4,722 |
Jan17 |
161027 |
3.205 |
3.260 |
3.165 |
3.237 |
+0.050 |
95,500 |
224,723 |
-6,048 |
Feb17 |
161027 |
3.214 |
3.270 |
3.180 |
3.250 |
+0.052 |
33,530 |
61,358 |
+2,780 |
Mar17 |
161027 |
3.179 |
3.240 |
3.150 |
3.219 |
+0.052 |
54,188 |
142,070 |
-3,627 |
Apr17 |
161027 |
3.026 |
3.081 |
3.005 |
3.070 |
+0.059 |
46,124 |
106,098 |
-222 |
May17 |
161027 |
3.006 |
3.063 |
2.994 |
3.056 |
+0.060 |
15,045 |
53,548 |
+257 |
Jun17 |
161027 |
3.039 |
3.092 |
3.026 |
3.086 |
+0.062 |
8,670 |
33,683 |
-78 |
Jul17 |
161027 |
3.066 |
3.121 |
3.054 |
3.116 |
+0.062 |
8,196 |
28,574 |
+544 |
Aug17 |
161027 |
3.064 |
3.120 |
3.055 |
3.116 |
+0.064 |
5,587 |
22,777 |
+187 |
Sep17 |
161027 |
3.070 |
3.100 |
3.038 |
3.098 |
+0.064 |
7,556 |
21,045 |
-394 |
Oct17 |
161027 |
3.067 |
3.121 |
3.053 |
3.115 |
+0.063 |
15,464 |
56,461 |
+779 |
Nov17 |
161027 |
3.120 |
3.157 |
3.096 |
3.156 |
+0.057 |
5,311 |
23,516 |
+761 |
Dec17 |
161027 |
3.275 |
3.304 |
3.240 |
3.300 |
+0.053 |
4,660 |
23,557 |
-244 |
Jan18 |
161027 |
3.345 |
3.404 |
3.345 |
3.392 |
+0.050 |
5,782 |
18,309 |
-638 |
Feb18 |
161027 |
3.342 |
3.363 |
3.325 |
3.360 |
+0.046 |
2,339 |
7,011 |
-326 |
Total Volume and Open Interest |
664,284 |
1,143,189 |
-20,039 |
Brent Crude Oil(ICE) |
Dec16 |
161027 |
50.05 |
50.90 |
49.83 |
50.47 |
+0.49 |
237,734 |
199,285 |
-26,821 |
Jan17 |
161027 |
51.10 |
51.98 |
50.94 |
51.60 |
+0.56 |
215,666 |
502,177 |
+4,483 |
Feb17 |
161027 |
52.03 |
52.61 |
51.66 |
52.30 |
+0.55 |
94,331 |
207,848 |
+3,538 |
Mar17 |
161027 |
52.47 |
53.17 |
52.27 |
52.89 |
+0.52 |
71,013 |
203,862 |
-7,350 |
Apr17 |
161027 |
52.89 |
53.63 |
52.79 |
53.39 |
+0.50 |
39,154 |
93,843 |
+3,934 |
May17 |
161027 |
53.41 |
54.03 |
53.26 |
53.82 |
+0.48 |
27,595 |
82,876 |
+3,918 |
Jun17 |
161027 |
53.77 |
54.38 |
53.59 |
54.17 |
+0.47 |
54,301 |
190,129 |
+1,648 |
Jul17 |
161027 |
53.96 |
54.64 |
53.96 |
54.47 |
+0.46 |
8,062 |
41,910 |
+485 |
Aug17 |
161027 |
54.20 |
54.84 |
54.20 |
54.69 |
+0.44 |
6,215 |
32,387 |
+1,321 |
Sep17 |
161027 |
55.00 |
55.01 |
54.88 |
54.88 |
+0.42 |
7,330 |
58,640 |
+1,621 |
Oct17 |
161027 |
55.06 |
55.06 |
55.06 |
55.06 |
+0.40 |
1,430 |
25,415 |
+245 |
Nov17 |
161027 |
55.24 |
55.24 |
55.24 |
55.24 |
+0.38 |
1,412 |
22,273 |
-36 |
Dec17 |
161027 |
55.10 |
55.63 |
54.96 |
55.40 |
+0.36 |
41,690 |
216,176 |
-650 |
Jan18 |
161027 |
55.57 |
55.57 |
55.57 |
55.57 |
+0.33 |
758 |
20,890 |
-18 |
Total Volume and Open Interest |
832,942 |
2,206,587 |
-14,181 |
Gas Oil(ICE) |
Nov16 |
161027 |
459.00 |
466.75 |
457.50 |
465.00 |
+3.25 |
40,781 |
146,751 |
-5,070 |
Dec16 |
161027 |
460.50 |
467.25 |
458.25 |
465.75 |
+3.50 |
83,757 |
213,496 |
-2,033 |
Jan17 |
161027 |
462.50 |
470.00 |
461.25 |
468.75 |
+3.75 |
37,890 |
121,734 |
-4,958 |
Feb17 |
161027 |
465.75 |
473.25 |
464.75 |
472.00 |
+3.50 |
10,834 |
52,592 |
+65 |
Mar17 |
161027 |
468.25 |
476.25 |
467.75 |
475.00 |
+3.75 |
11,956 |
46,870 |
-85 |
Apr17 |
161027 |
472.25 |
478.75 |
471.25 |
477.50 |
+3.50 |
4,724 |
28,386 |
-233 |
May17 |
161027 |
475.25 |
481.25 |
474.00 |
480.00 |
+3.25 |
3,458 |
21,815 |
+1,361 |
Jun17 |
161027 |
476.50 |
483.50 |
475.50 |
482.25 |
+3.25 |
12,279 |
57,371 |
+834 |
Jul17 |
161027 |
481.50 |
486.75 |
481.25 |
485.50 |
+3.00 |
2,153 |
17,901 |
-47 |
Aug17 |
161027 |
484.75 |
489.00 |
483.75 |
488.25 |
+2.75 |
1,000 |
13,021 |
+288 |
Total Volume and Open Interest |
227,766 |
910,016 |
-7,889 |
Ethanol(CBOT) |
Nov16 |
161027 |
1.628 |
1.649 |
1.628 |
1.639 |
+0.037 |
189 |
455 |
-133 |
Dec16 |
161027 |
1.562 |
1.573 |
1.555 |
1.570 |
+0.023 |
163 |
3,047 |
+115 |
Jan17 |
161027 |
1.520 |
1.528 |
1.506 |
1.528 |
+0.023 |
55 |
1,018 |
-2 |
Feb17 |
161027 |
1.509 |
1.518 |
1.509 |
1.518 |
+0.010 |
25 |
305 |
+23 |
Mar17 |
161027 |
1.526 |
1.535 |
1.526 |
1.535 |
+0.011 |
40 |
267 |
+15 |
Apr17 |
161027 |
1.560 |
1.560 |
1.560 |
1.560 |
+0.011 |
0 |
234 |
+0 |
May17 |
161027 |
1.567 |
1.567 |
1.567 |
1.567 |
+0.011 |
0 |
5 |
+0 |
Jun17 |
161027 |
1.567 |
1.567 |
1.567 |
1.567 |
+0.011 |
|
|
|
Total Volume and Open Interest |
472 |
5,337 |
+18 |
WTI Crude Oil(ICE) |
Dec16 |
161027 |
49.26 |
50.05 |
49.00 |
49.72 |
+0.54 |
61,009 |
97,769 |
-3,830 |
Jan17 |
161027 |
49.85 |
50.67 |
49.71 |
50.34 |
+0.51 |
44,588 |
104,010 |
+5,875 |
Feb17 |
161027 |
50.49 |
51.22 |
50.35 |
50.94 |
+0.49 |
13,068 |
39,866 |
+653 |
Mar17 |
161027 |
51.05 |
51.77 |
51.04 |
51.49 |
+0.47 |
11,676 |
40,173 |
+2,474 |
Apr17 |
161027 |
51.63 |
52.17 |
51.54 |
51.96 |
+0.46 |
4,023 |
13,428 |
+919 |
May17 |
161027 |
51.93 |
52.52 |
51.93 |
52.34 |
+0.45 |
2,211 |
8,636 |
+264 |
Jun17 |
161027 |
52.30 |
52.84 |
52.30 |
52.64 |
+0.45 |
7,040 |
45,415 |
-331 |
Jul17 |
161027 |
52.75 |
52.89 |
52.75 |
52.85 |
+0.42 |
550 |
7,141 |
-86 |
Aug17 |
161027 |
53.01 |
53.16 |
53.01 |
53.01 |
+0.39 |
280 |
4,225 |
+79 |
Sep17 |
161027 |
53.16 |
53.16 |
53.16 |
53.16 |
+0.36 |
363 |
14,596 |
+38 |
Oct17 |
161027 |
53.29 |
53.29 |
53.29 |
53.29 |
+0.33 |
164 |
4,048 |
-53 |
Nov17 |
161027 |
53.44 |
53.44 |
53.44 |
53.44 |
+0.31 |
60 |
1,433 |
+4 |
Dec17 |
161027 |
53.45 |
53.80 |
53.44 |
53.61 |
+0.29 |
4,626 |
82,478 |
-216 |
Jan18 |
161027 |
53.70 |
53.70 |
53.70 |
53.70 |
+0.27 |
4 |
984 |
+2 |
Feb18 |
161027 |
53.80 |
53.80 |
53.80 |
53.80 |
+0.26 |
1 |
607 |
+0 |
Mar18 |
161027 |
53.90 |
53.90 |
53.90 |
53.90 |
+0.24 |
3 |
3,491 |
-2 |
Total Volume and Open Interest |
151,566 |
538,265 |
+6,082 |
US Dollar Index(ICE) |
Dec16 |
161027 |
98.600 |
99.005 |
98.485 |
98.880 |
+0.270 |
23,462 |
81,982 |
+19 |
Mar17 |
161027 |
98.535 |
98.900 |
98.400 |
98.790 |
+0.270 |
636 |
4,339 |
+39 |
Jun17 |
161027 |
98.390 |
98.705 |
98.390 |
98.705 |
+0.270 |
11 |
244 |
-10 |
Total Volume and Open Interest |
24,121 |
86,683 |
+58 |
Australian Dollar(CME) |
Dec16 |
161027 |
76.33 |
76.43 |
75.71 |
75.77 |
-0.52 |
78,941 |
122,845 |
+1,673 |
Mar17 |
161027 |
76.19 |
76.26 |
75.59 |
75.63 |
-0.51 |
192 |
1,696 |
+32 |
Jun17 |
161027 |
75.88 |
75.88 |
75.46 |
75.46 |
-0.52 |
12 |
40 |
+10 |
Total Volume and Open Interest |
79,145 |
124,584 |
+1,715 |
British Pound(CME) |
Dec16 |
161027 |
122.52 |
122.84 |
121.60 |
121.86 |
-0.50 |
167,370 |
263,130 |
+4,272 |
Mar17 |
161027 |
122.71 |
123.04 |
121.85 |
122.10 |
-0.50 |
449 |
3,604 |
+47 |
Jun17 |
161027 |
122.35 |
123.14 |
122.13 |
122.35 |
-0.50 |
3 |
584 |
-1 |
Total Volume and Open Interest |
167,828 |
267,500 |
+4,318 |
Canadian Dollar(CME) |
Dec16 |
161027 |
74.80 |
74.92 |
74.61 |
74.64 |
-0.18 |
64,997 |
110,040 |
+224 |
Mar17 |
161027 |
74.77 |
74.98 |
74.68 |
74.70 |
-0.18 |
426 |
2,713 |
+182 |
Jun17 |
161027 |
74.96 |
75.02 |
74.76 |
74.76 |
-0.19 |
37 |
361 |
+25 |
Sep17 |
161027 |
75.06 |
75.08 |
74.82 |
74.82 |
-0.19 |
30 |
257 |
+30 |
Total Volume and Open Interest |
65,515 |
113,501 |
+461 |
Japanese Yen(CME) |
Dec16 |
161027 |
95.84 |
96.04 |
95.08 |
95.13 |
-0.69 |
125,682 |
160,296 |
+622 |
Mar17 |
161027 |
96.16 |
96.41 |
95.45 |
95.51 |
-0.69 |
354 |
2,569 |
+37 |
Jun17 |
161027 |
96.00 |
96.76 |
95.96 |
95.96 |
-0.70 |
12 |
144 |
+5 |
Total Volume and Open Interest |
126,049 |
163,040 |
+665 |
Swiss Franc(CME) |
Dec16 |
161027 |
100.93 |
101.16 |
100.75 |
100.91 |
-0.01 |
25,957 |
67,106 |
+1,131 |
Mar17 |
161027 |
101.45 |
101.69 |
101.31 |
101.45 |
-0.01 |
8 |
84 |
+5 |
Jun17 |
161027 |
102.07 |
102.08 |
102.07 |
102.07 |
unch |
0 |
17 |
+0 |
Total Volume and Open Interest |
25,965 |
67,211 |
+1,136 |
EuroFX(CME) |
Dec16 |
161027 |
109.31 |
109.65 |
109.05 |
109.25 |
-0.07 |
153,415 |
436,621 |
+8,062 |
Mar17 |
161027 |
109.76 |
110.09 |
109.50 |
109.70 |
-0.06 |
1,297 |
10,552 |
+116 |
Jun17 |
161027 |
110.33 |
110.56 |
110.03 |
110.20 |
-0.07 |
8 |
1,194 |
+1 |
Total Volume and Open Interest |
154,721 |
448,471 |
+8,179 |
Mexican Peso(CME) |
Nov16 |
161027 |
531.00 |
531.00 |
531.00 |
531.00 |
-3.25 |
0 |
5 |
+0 |
Dec16 |
161027 |
532.25 |
532.25 |
526.75 |
529.00 |
-3.25 |
36,514 |
111,283 |
-3,025 |
Total Volume and Open Interest |
38,545 |
139,555 |
-1,044 |
Brazilian Real(CME) |
Nov16 |
161027 |
318.00 |
319.40 |
315.40 |
317.05 |
-0.50 |
1,387 |
26,350 |
+475 |
Dec16 |
161027 |
315.00 |
316.65 |
312.60 |
314.45 |
-0.45 |
421 |
4,693 |
+339 |
Jan17 |
161027 |
311.65 |
311.65 |
311.65 |
311.65 |
-0.35 |
|
|
|
Feb17 |
161027 |
308.80 |
308.80 |
308.80 |
308.80 |
-0.25 |
|
|
|
Total Volume and Open Interest |
1,808 |
31,043 |
+814 |
30-Year T-Bonds(CBOT) |
Dec16 |
161027 |
163~260 |
163~300 |
161~220 |
162~140 |
-1~160 |
218,700 |
557,052 |
+1,266 |
Mar17 |
161027 |
162~050 |
162~130 |
160~110 |
161~010 |
-1~160 |
230 |
315 |
+30 |
Jun17 |
161027 |
160~050 |
160~050 |
160~050 |
160~050 |
-1~160 |
|
|
|
Total Volume and Open Interest |
218,930 |
557,367 |
+1,296 |
10-Year T-Notes(CBOT) |
Dec16 |
161027 |
129~285 |
129~290 |
129~095 |
129~165 |
-0~135 |
1,041,362 |
2,907,550 |
+8,299 |
Mar17 |
161027 |
129~110 |
129~110 |
128~240 |
128~305 |
-0~140 |
3,934 |
10,290 |
+972 |
Jun17 |
161027 |
128~225 |
128~225 |
128~225 |
128~225 |
-0~140 |
|
|
|
Total Volume and Open Interest |
1,045,296 |
2,917,840 |
+9,271 |
5-Year T-Notes(CBOT) |
Dec16 |
161027 |
120~260 |
120~264 |
120~172 |
120~204 |
-0~062 |
551,640 |
2,745,556 |
+15,618 |
Mar17 |
161027 |
120~150 |
120~150 |
120~060 |
120~092 |
-0~066 |
4,384 |
15,025 |
+4,154 |
Jun17 |
161027 |
120~092 |
120~092 |
120~092 |
120~092 |
-0~066 |
|
|
|
Total Volume and Open Interest |
556,024 |
2,760,581 |
+19,772 |
2 Year T-Notes(CBOT) |
Dec16 |
161027 |
109~010 |
109~012 |
108~312 |
109~000 |
-0~010 |
205,687 |
1,242,919 |
+2,644 |
Mar17 |
161027 |
108~270 |
108~272 |
108~270 |
108~272 |
-0~012 |
908 |
4,942 |
+786 |
Jun17 |
161027 |
108~272 |
108~272 |
108~272 |
108~272 |
-0~012 |
|
|
|
Total Volume and Open Interest |
206,595 |
1,247,861 |
+3,430 |
Eurodollars(CME) |
Dec16 |
161027 |
99.035 |
99.050 |
99.035 |
99.040 |
+0.005 |
156,294 |
1,652,890 |
+8,989 |
Mar17 |
161027 |
99.000 |
99.015 |
98.995 |
99.000 |
unch |
167,454 |
1,340,722 |
+12,365 |
Jun17 |
161027 |
98.945 |
98.955 |
98.930 |
98.940 |
-0.005 |
226,842 |
1,295,319 |
-8,241 |
Sep17 |
161027 |
98.905 |
98.905 |
98.880 |
98.890 |
-0.010 |
126,758 |
1,011,728 |
+10,764 |
Dec17 |
161027 |
98.845 |
98.850 |
98.820 |
98.830 |
-0.015 |
189,786 |
1,488,828 |
-4,154 |
Mar18 |
161027 |
98.810 |
98.810 |
98.780 |
98.795 |
-0.015 |
144,862 |
721,915 |
+5,870 |
Jun18 |
161027 |
98.770 |
98.770 |
98.735 |
98.750 |
-0.020 |
115,675 |
559,682 |
-7,634 |
Sep18 |
161027 |
98.725 |
98.725 |
98.680 |
98.705 |
-0.020 |
100,805 |
431,131 |
+294 |
Dec18 |
161027 |
98.670 |
98.670 |
98.625 |
98.645 |
-0.025 |
80,904 |
681,013 |
+1,516 |
Mar19 |
161027 |
98.635 |
98.640 |
98.585 |
98.610 |
-0.030 |
68,987 |
431,938 |
+1,018 |
Jun19 |
161027 |
98.600 |
98.600 |
98.535 |
98.565 |
-0.035 |
50,812 |
398,405 |
-451 |
Sep19 |
161027 |
98.560 |
98.560 |
98.485 |
98.515 |
-0.040 |
50,617 |
294,652 |
+1,312 |
Dec19 |
161027 |
98.505 |
98.505 |
98.430 |
98.460 |
-0.040 |
54,843 |
362,042 |
+2,488 |
Mar20 |
161027 |
98.460 |
98.460 |
98.385 |
98.415 |
-0.050 |
26,947 |
156,189 |
+1,380 |
Jun20 |
161027 |
98.410 |
98.415 |
98.335 |
98.365 |
-0.055 |
25,242 |
114,041 |
+1,406 |
Sep20 |
161027 |
98.375 |
98.375 |
98.285 |
98.320 |
-0.055 |
26,522 |
101,445 |
-1,479 |
Dec20 |
161027 |
98.315 |
98.320 |
98.230 |
98.265 |
-0.060 |
20,916 |
122,100 |
+332 |
Mar21 |
161027 |
98.270 |
98.275 |
98.185 |
98.215 |
-0.065 |
16,387 |
64,364 |
+1,260 |
Total Volume and Open Interest |
1,701,994 |
11,606,358 |
+23,541 |
Ultra T-Bond(CBOT) |
Dec16 |
161027 |
177~08 |
177~15 |
174~14 |
175~14 |
-2~00 |
84,311 |
618,935 |
-3,502 |
Mar17 |
161027 |
174~20 |
174~20 |
174~20 |
174~20 |
-2~01 |
706 |
4,358 |
+219 |
Jun17 |
161027 |
173~30 |
173~30 |
173~30 |
173~30 |
-2~01 |
|
|
|
Total Volume and Open Interest |
85,017 |
623,293 |
-3,283 |
Ultra 10-Yr T-Note(CBOT) |
Dec16 |
161027 |
141~305 |
142~005 |
141~010 |
141~120 |
-0~215 |
60,698 |
237,348 |
+3,874 |
Mar17 |
161027 |
141~050 |
141~050 |
141~050 |
141~050 |
-0~215 |
|
|
|
Jun17 |
161027 |
141~050 |
141~050 |
141~050 |
141~050 |
-0~215 |
|
|
|
Total Volume and Open Interest |
60,698 |
237,348 |
+3,874 |
30 Day Federal Funds(CBOT) |
Oct16 |
161027 |
99.603 |
99.605 |
99.603 |
99.605 |
unch |
3,390 |
296,680 |
+146 |
Nov16 |
161027 |
99.585 |
99.585 |
99.580 |
99.585 |
unch |
16,002 |
261,499 |
+10,259 |
Dec16 |
161027 |
99.495 |
99.495 |
99.490 |
99.495 |
unch |
6,098 |
99,604 |
+817 |
Jan17 |
161027 |
99.415 |
99.420 |
99.410 |
99.415 |
unch |
23,373 |
169,401 |
-1,077 |
Feb17 |
161027 |
99.400 |
99.405 |
99.395 |
99.400 |
unch |
9,962 |
82,553 |
+2,985 |
Mar17 |
161027 |
99.385 |
99.385 |
99.370 |
99.375 |
-0.005 |
3,816 |
38,594 |
+2,146 |
Total Volume and Open Interest |
97,161 |
1,187,082 |
+24,536 |
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 |
161026 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
161026 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
161026 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
161026 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
161026 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
161026 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
161026 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Sep18 |
161026 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec16 |
161026 |
151.89 |
151.90 |
151.79 |
151.80 |
-0.10 |
1,367 |
14,477 |
+30 |
Mar17 |
161026 |
151.74 |
151.74 |
151.74 |
151.74 |
-0.10 |
|
|
|
Jun17 |
161026 |
151.74 |
151.74 |
151.74 |
151.74 |
-0.10 |
|
|
|
Total Volume and Open Interest |
1,367 |
14,477 |
+30 |
Euro-Buxl(EUREX) |
Dec16 |
161027 |
181.84 |
182.40 |
177.58 |
178.40 |
-3.58 |
48,044 |
187,184 |
+7,379 |
Mar17 |
161027 |
179.74 |
179.74 |
176.64 |
176.64 |
-3.64 |
240 |
1,958 |
+120 |
Jun17 |
161027 |
175.10 |
175.10 |
175.10 |
175.10 |
-3.58 |
14 |
6 |
+3 |
Total Volume and Open Interest |
48,298 |
189,148 |
+7,502 |
Euro-Bund(EUREX) |
Dec16 |
161027 |
163.02 |
163.19 |
161.72 |
161.97 |
-1.07 |
658,472 |
1,802,306 |
+32,295 |
Mar17 |
161027 |
165.10 |
165.28 |
163.73 |
163.98 |
-1.22 |
13,037 |
108,187 |
+5,335 |
Jun17 |
161027 |
161.43 |
161.43 |
161.43 |
161.43 |
-1.07 |
|
|
|
Total Volume and Open Interest |
671,509 |
1,910,493 |
+37,630 |
Euro-Bobl(EUREX) |
Dec16 |
161027 |
131.29 |
131.37 |
131.04 |
131.11 |
-0.24 |
357,901 |
1,278,014 |
+4,281 |
Mar17 |
161027 |
132.96 |
132.96 |
132.67 |
132.71 |
-0.28 |
39 |
34,464 |
-605 |
Jun17 |
161027 |
131.36 |
131.36 |
131.36 |
131.36 |
-0.24 |
|
|
|
Total Volume and Open Interest |
357,940 |
1,312,478 |
+3,676 |
Euro-Schatz(EUREX) |
Dec16 |
161027 |
112.00 |
112.03 |
111.97 |
111.99 |
-0.04 |
168,321 |
1,191,156 |
+35,678 |
Mar17 |
161027 |
112.01 |
112.01 |
111.97 |
111.97 |
-0.07 |
6 |
47 |
+6 |
Jun17 |
161027 |
111.99 |
111.99 |
111.99 |
111.99 |
-0.04 |
|
|
|
Total Volume and Open Interest |
168,327 |
1,191,203 |
+35,684 |
3-Mth Euribor(EUREX) |
Dec16 |
161027 |
100.310 |
100.310 |
100.310 |
100.310 |
+0.005 |
20 |
3,218 |
+0 |
Mar17 |
161027 |
100.295 |
100.295 |
100.295 |
100.295 |
-0.005 |
2 |
3,287 |
+2 |
Jun17 |
161027 |
100.290 |
100.290 |
100.290 |
100.290 |
-0.005 |
0 |
33,956 |
+0 |
Total Volume and Open Interest |
152 |
74,827 |
-28 |
Long Gilt(LIFFE) |
Dec16 |
161027 |
126~02 |
126~14 |
124~23 |
125~05 |
-0~30 |
238,318 |
688,761 |
-1,125 |
Mar17 |
161027 |
125~20 |
125~20 |
125~20 |
125~20 |
-0~30 |
|
|
|
Total Volume and Open Interest |
238,318 |
688,761 |
-1,125 |
3-Mth Short Sterling(LIFFE) |
Dec16 |
161027 |
99.60 |
99.61 |
99.58 |
99.59 |
unch |
27,032 |
470,785 |
-6,892 |
Mar17 |
161027 |
99.58 |
99.59 |
99.56 |
99.58 |
unch |
61,251 |
379,315 |
+11,090 |
Jun17 |
161027 |
99.57 |
99.57 |
99.54 |
99.56 |
unch |
43,139 |
350,471 |
-2,962 |
Sep17 |
161027 |
99.53 |
99.54 |
99.51 |
99.53 |
unch |
43,496 |
305,779 |
-1,409 |
Dec17 |
161027 |
99.50 |
99.51 |
99.47 |
99.49 |
-0.01 |
43,517 |
368,090 |
+7,858 |
Mar18 |
161027 |
99.47 |
99.48 |
99.43 |
99.45 |
-0.02 |
66,092 |
220,507 |
-18,021 |
Total Volume and Open Interest |
554,631 |
2,947,568 |
-12,285 |
3-Mth Euribor(LIFFE) |
Dec16 |
161027 |
100.305 |
100.310 |
100.305 |
100.305 |
unch |
42,428 |
411,879 |
+8,312 |
Mar17 |
161027 |
100.295 |
100.300 |
100.295 |
100.295 |
-0.005 |
41,709 |
441,845 |
+3,693 |
Jun17 |
161027 |
100.295 |
100.295 |
100.285 |
100.285 |
-0.010 |
68,291 |
413,008 |
+181 |
Total Volume and Open Interest |
610,742 |
3,239,012 |
+52,892 |
3-Mth Aus T-Bills(SFE) |
Dec16 |
161027 |
98.22 |
98.23 |
98.22 |
98.23 |
unch |
27,382 |
160,355 |
-17,360 |
Mar17 |
161027 |
98.24 |
98.25 |
98.24 |
98.25 |
unch |
38,702 |
233,231 |
+9,067 |
Jun17 |
161027 |
98.25 |
98.25 |
98.23 |
98.25 |
unch |
19,311 |
205,277 |
-4,389 |
Sep17 |
161027 |
98.23 |
98.23 |
98.21 |
98.23 |
unch |
8,569 |
139,315 |
-1,815 |
Dec17 |
161027 |
98.21 |
98.21 |
98.18 |
98.20 |
-0.01 |
7,337 |
151,231 |
-1,364 |
Mar18 |
161027 |
98.17 |
98.18 |
98.15 |
98.16 |
-0.02 |
8,111 |
81,037 |
-474 |
Jun18 |
161027 |
98.14 |
98.14 |
98.11 |
98.13 |
-0.01 |
8,445 |
62,454 |
+1,927 |
Sep18 |
161027 |
98.09 |
98.09 |
98.06 |
98.08 |
-0.02 |
2,776 |
29,764 |
+94 |
Dec18 |
161027 |
98.04 |
98.04 |
98.02 |
98.03 |
-0.02 |
208 |
7,186 |
+137 |
Mar19 |
161027 |
97.99 |
97.99 |
97.99 |
97.99 |
-0.02 |
41 |
3,672 |
+11 |
Total Volume and Open Interest |
121,194 |
1,075,760 |
-14,049 |
10-Year Aus T-Bonds(SFE) |
Dec16 |
161027 |
97.76 |
97.77 |
97.68 |
97.69 |
-0.07 |
113,632 |
885,279 |
-1,335 |
Mar17 |
161027 |
97.69 |
97.69 |
97.69 |
97.69 |
-0.07 |
|
|
|
Total Volume and Open Interest |
113,632 |
885,279 |
-1,335 |
3-Year Aus T-Bonds(SFE) |
Dec16 |
161027 |
98.28 |
98.29 |
98.25 |
98.27 |
-0.01 |
176,238 |
958,983 |
-40,200 |
Mar17 |
161027 |
98.27 |
98.27 |
98.27 |
98.27 |
-0.01 |
|
|
|
Total Volume and Open Interest |
176,238 |
958,983 |
-40,200 |
Gold(CMX) |
Oct16 |
161027 |
1269.4 |
1269.4 |
1267.9 |
1267.9 |
+3.1 |
61 |
107 |
-217 |
Dec16 |
161027 |
1267.2 |
1273.7 |
1265.2 |
1269.5 |
+2.9 |
140,027 |
372,221 |
-871 |
Feb17 |
161027 |
1270.2 |
1277.0 |
1269.5 |
1273.1 |
+2.8 |
5,551 |
56,739 |
+1,463 |
Apr17 |
161027 |
1276.2 |
1280.0 |
1274.9 |
1276.5 |
+3.0 |
1,067 |
15,941 |
-70 |
Jun17 |
161027 |
1277.0 |
1283.6 |
1276.3 |
1279.7 |
+3.1 |
1,845 |
25,733 |
+743 |
Aug17 |
161027 |
1280.1 |
1284.4 |
1278.9 |
1282.7 |
+3.2 |
200 |
8,179 |
-40 |
Oct17 |
161027 |
1284.2 |
1287.3 |
1283.3 |
1285.5 |
+3.3 |
103 |
2,252 |
+60 |
Dec17 |
161027 |
1288.0 |
1290.6 |
1285.2 |
1288.2 |
+3.3 |
131 |
13,948 |
-43 |
Feb18 |
161027 |
1291.0 |
1291.0 |
1277.8 |
1291.0 |
+3.4 |
0 |
176 |
+0 |
Apr18 |
161027 |
1293.5 |
1293.5 |
1293.5 |
1293.5 |
+3.5 |
0 |
3 |
+0 |
Jun18 |
161027 |
1293.1 |
1296.0 |
1293.1 |
1296.0 |
+3.7 |
0 |
4,174 |
+0 |
Aug18 |
161027 |
1299.2 |
1299.2 |
1299.2 |
1299.2 |
+3.9 |
|
|
|
Total Volume and Open Interest |
149,737 |
507,617 |
+849 |
Silver(CMX) |
Dec16 |
161027 |
1761.5 |
1772.5 |
1754.5 |
1763.9 |
+1.3 |
50,473 |
148,976 |
+628 |
Mar17 |
161027 |
1774.5 |
1783.5 |
1767.0 |
1775.4 |
+1.5 |
3,092 |
31,887 |
+1,228 |
May17 |
161027 |
1785.0 |
1785.0 |
1781.0 |
1781.0 |
+0.9 |
1,040 |
3,385 |
+590 |
Jul17 |
161027 |
1784.5 |
1786.5 |
1779.5 |
1786.5 |
+0.8 |
255 |
3,674 |
-87 |
Sep17 |
161027 |
1792.0 |
1798.0 |
1792.0 |
1792.0 |
-0.1 |
0 |
666 |
+0 |
Dec17 |
161027 |
1798.0 |
1805.5 |
1798.0 |
1800.5 |
-0.1 |
41 |
4,138 |
+16 |
Mar18 |
161027 |
1807.8 |
1807.8 |
1807.8 |
1807.8 |
-0.1 |
0 |
12 |
+0 |
Total Volume and Open Interest |
55,083 |
196,311 |
+2,332 |
Platinum(NYMEX) |
Jan17 |
161027 |
963.1 |
974.9 |
960.6 |
964.9 |
+0.9 |
18,434 |
64,468 |
-796 |
Apr17 |
161027 |
966.4 |
974.9 |
964.8 |
968.9 |
+0.9 |
161 |
5,639 |
-39 |
Jul17 |
161027 |
970.4 |
972.0 |
970.4 |
972.0 |
+0.9 |
5 |
36 |
+0 |
Oct17 |
161027 |
976.0 |
976.0 |
954.0 |
976.0 |
+0.9 |
45 |
73 |
+45 |
Total Volume and Open Interest |
18,664 |
70,383 |
-798 |
Palladium(NYMEX) |
Dec16 |
161027 |
621.50 |
626.35 |
611.15 |
613.20 |
-7.75 |
4,262 |
20,140 |
-395 |
Mar17 |
161027 |
626.00 |
627.00 |
614.45 |
615.05 |
-7.70 |
94 |
1,429 |
+35 |
Jun17 |
161027 |
616.85 |
616.85 |
616.85 |
616.85 |
-7.70 |
0 |
32 |
+0 |
Total Volume and Open Interest |
4,356 |
21,605 |
-360 |
Copper(CMX) |
Dec16 |
161027 |
214.25 |
216.70 |
213.05 |
216.35 |
+1.80 |
90,331 |
131,296 |
-10,433 |
Mar17 |
161027 |
215.25 |
217.75 |
214.35 |
217.50 |
+1.75 |
8,944 |
57,183 |
+1,319 |
May17 |
161027 |
215.10 |
218.20 |
214.90 |
218.15 |
+1.80 |
1,850 |
9,144 |
+55 |
Jul17 |
161027 |
218.30 |
218.85 |
217.70 |
218.65 |
+1.85 |
1,113 |
4,432 |
+90 |
Sep17 |
161027 |
215.85 |
219.25 |
215.85 |
219.15 |
+1.85 |
26 |
1,576 |
-6 |
Total Volume and Open Interest |
103,457 |
213,569 |
-8,625 |
E-mini DJIA Index(CBOT) |
Dec16 |
161027 |
18127 |
18183 |
18065 |
18082 |
-46 |
125,524 |
114,561 |
-2,682 |
Mar17 |
161027 |
18053 |
18119 |
18018 |
18018 |
-51 |
54 |
788 |
+0 |
Jun17 |
161027 |
17942 |
18000 |
17942 |
17942 |
-51 |
0 |
5 |
+0 |
Sep17 |
161027 |
17857 |
17857 |
17857 |
17857 |
-51 |
|
|
|
Total Volume and Open Interest |
125,578 |
115,354 |
-2,682 |
S & P 500(CME) |
Dec16 |
161027 |
2133.60 |
2143.10 |
2123.40 |
2123.40 |
-10.70 |
2,866 |
82,086 |
+1,639 |
Mar17 |
161027 |
2118.00 |
2135.70 |
2118.00 |
2118.00 |
-10.70 |
2 |
165 |
+0 |
Jun17 |
161027 |
2112.90 |
2130.60 |
2112.90 |
2112.90 |
-10.70 |
0 |
60 |
+0 |
Sep17 |
161027 |
2107.90 |
2125.60 |
2107.90 |
2107.90 |
-10.70 |
|
|
|
Total Volume and Open Interest |
2,868 |
82,311 |
+1,639 |
S & P 500 E-Mini(Globex) |
Dec16 |
161027 |
2133.75 |
2143.75 |
2122.50 |
2123.50 |
-10.50 |
1,198,210 |
2,979,531 |
-4,620 |
Mar17 |
161027 |
2128.00 |
2138.25 |
2118.00 |
2118.00 |
-10.75 |
2,325 |
20,371 |
+951 |
Jun17 |
161027 |
2125.00 |
2125.25 |
2113.00 |
2113.00 |
-10.50 |
15 |
801 |
+2 |
Sep17 |
161027 |
2108.00 |
2119.50 |
2108.00 |
2108.00 |
-10.50 |
0 |
17 |
+0 |
Total Volume and Open Interest |
1,200,550 |
3,000,750 |
-3,667 |
NASDAQ 100 E-Mini(Globex) |
Dec16 |
161027 |
4852.00 |
4880.30 |
4804.30 |
4807.00 |
-46.80 |
184,984 |
315,601 |
+1,266 |
Mar17 |
161027 |
4850.30 |
4878.50 |
4804.80 |
4806.00 |
-46.30 |
879 |
675 |
+149 |
Jun17 |
161027 |
4800.00 |
4875.00 |
4800.00 |
4800.00 |
-46.30 |
2 |
10 |
+0 |
Total Volume and Open Interest |
185,866 |
316,293 |
+1,416 |
S&P Midcap 400(CME) e-Mini |
Dec16 |
161027 |
1513.10 |
1518.50 |
1494.50 |
1498.50 |
-13.30 |
12,207 |
84,008 |
+331 |
Mar17 |
161027 |
1496.00 |
1527.50 |
1496.00 |
1496.00 |
-13.30 |
0 |
2 |
+0 |
Jun17 |
161027 |
1486.30 |
1486.30 |
1486.30 |
1486.30 |
-13.30 |
|
|
|
Total Volume and Open Interest |
12,207 |
84,010 |
+331 |
Volatility Index(CBOE) |
Oct16 |
161019 |
15.75 |
15.90 |
15.20 |
15.20 |
-0.48 |
78,748 |
81,232 |
-16,952 |
Nov16 |
161027 |
15.60 |
16.15 |
15.25 |
16.08 |
+0.45 |
72,584 |
233,643 |
-6,778 |
Dec16 |
161027 |
16.45 |
16.90 |
16.15 |
16.88 |
+0.40 |
44,810 |
108,320 |
+6,081 |
Jan17 |
161027 |
17.80 |
18.20 |
17.57 |
18.18 |
+0.35 |
15,042 |
42,364 |
+1,488 |
Total Volume and Open Interest |
149,696 |
442,741 |
+1,113 |
Russell 2000(ICE) |
Dec16 |
161027 |
1200.80 |
1207.90 |
1183.40 |
1183.80 |
-18.20 |
57,831 |
333,775 |
-1,863 |
Mar17 |
161027 |
1181.90 |
1181.90 |
1178.80 |
1178.80 |
-18.20 |
15 |
305 |
+15 |
Jun17 |
161027 |
1174.80 |
1174.80 |
1174.80 |
1174.80 |
-18.20 |
0 |
170 |
+0 |
Total Volume and Open Interest |
57,846 |
334,389 |
-1,848 |
Nikkei 225(CME) |
Dec16 |
161027 |
17385 |
17515 |
17305 |
17475 |
+90 |
8,800 |
34,660 |
+1,052 |
Mar17 |
161027 |
17350 |
17500 |
17350 |
17485 |
+90 |
7 |
41 |
+8 |
Total Volume and Open Interest |
8,807 |
34,701 |
+1,060 |
Nikkei 225(SGX) |
Dec16 |
161027 |
17370 |
17425 |
17355 |
17365 |
+5 |
47,012 |
187,248 |
+1,235 |
Mar17 |
161027 |
17275 |
17340 |
17275 |
17330 |
+10 |
350 |
4,468 |
+229 |
Jun17 |
161026 |
17195 |
17195 |
17195 |
17195 |
-20 |
|
|
|
Total Volume and Open Interest |
48,666 |
197,632 |
-2,738 |
Nikkei 225(CME) Yen |
Dec16 |
161027 |
17360 |
17490 |
17275 |
17450 |
+85 |
34,489 |
56,794 |
+2,564 |
Mar17 |
161027 |
17240 |
17400 |
17240 |
17400 |
+85 |
3 |
89 |
+1 |
Jun17 |
161027 |
17270 |
17270 |
17270 |
17270 |
+85 |
|
|
|
Total Volume and Open Interest |
34,492 |
56,883 |
+2,565 |
Nikkei 225(CME) e-Mini Yen |
Dec16 |
161027 |
17360 |
17500 |
17300 |
17450 |
+90 |
45 |
53 |
+42 |
Mar17 |
161027 |
17400 |
17400 |
17400 |
17400 |
+90 |
|
|
|
Jun17 |
161027 |
17270 |
17270 |
17270 |
17270 |
+90 |
|
|
|
Total Volume and Open Interest |
45 |
53 |
+42 |
CAC 40(EURONEXT) |
Nov16 |
161027 |
4512.0 |
4555.5 |
4499.5 |
4531.0 |
-1.0 |
62,530 |
288,305 |
+1,937 |
Dec16 |
161027 |
4508.0 |
4549.0 |
4494.5 |
4525.0 |
-1.0 |
151 |
22,280 |
-34 |
Jan17 |
161027 |
4517.0 |
4517.0 |
4517.0 |
4517.0 |
-1.0 |
|
|
|
Total Volume and Open Interest |
62,681 |
310,649 |
+1,903 |
Hang Seng Index(HKFE) |
Oct16 |
161027 |
23297 |
23389 |
22980 |
23144 |
-170 |
131,502 |
97,374 |
-30,153 |
Nov16 |
161027 |
23313 |
23377 |
22960 |
23124 |
-178 |
53,952 |
60,759 |
+30,539 |
Dec16 |
161027 |
23300 |
23384 |
22980 |
23144 |
-176 |
465 |
13,075 |
+185 |
Total Volume and Open Interest |
185,994 |
173,202 |
+573 |
DAX(EUREX) |
Dec16 |
161027 |
10642.0 |
10771.0 |
10641.0 |
10710.5 |
+5.5 |
72,256 |
161,601 |
+510 |
Mar17 |
161027 |
10621.0 |
10762.0 |
10621.0 |
10707.5 |
+5.5 |
368 |
3,675 |
+122 |
Jun17 |
161027 |
10699.0 |
10792.0 |
10697.0 |
10733.5 |
+5.5 |
2 |
179 |
+1 |
Total Volume and Open Interest |
72,626 |
165,455 |
+633 |
Mini-DAX(EUREX) |
Dec16 |
161027 |
10647.0 |
10770.0 |
10641.0 |
10710.5 |
+5.5 |
19,375 |
13,843 |
+252 |
Mar17 |
161027 |
10645.0 |
10763.0 |
10645.0 |
10707.5 |
+5.5 |
113 |
1,402 |
-3 |
Jun17 |
161027 |
10686.0 |
10781.0 |
10686.0 |
10733.5 |
+5.5 |
10 |
29 |
-18 |
Total Volume and Open Interest |
19,498 |
15,274 |
+231 |
FT-SE 100(EURONEXT) |
Dec16 |
161027 |
6905.00 |
6983.50 |
6882.00 |
6956.50 |
+29.50 |
107,188 |
783,051 |
+7,558 |
Mar17 |
161027 |
6890.00 |
6893.50 |
6890.00 |
6893.50 |
+28.50 |
6 |
1,833 |
+2 |
Jun17 |
161027 |
6821.50 |
6821.50 |
6821.50 |
6821.50 |
+28.50 |
|
|
|
Total Volume and Open Interest |
107,194 |
784,884 |
+7,560 |
SPI 200(SFE) |
Dec16 |
161027 |
5334.0 |
5352.0 |
5250.0 |
5253.0 |
-79.0 |
26,889 |
293,074 |
-76 |
Mar17 |
161027 |
5240.0 |
5240.0 |
5204.0 |
5204.0 |
-78.0 |
204 |
1,705 |
+122 |
Jun17 |
161027 |
5190.0 |
5190.0 |
5190.0 |
5190.0 |
-78.0 |
140 |
1,397 |
+0 |
Total Volume and Open Interest |
27,237 |
296,791 |
+50 |
FTSE MIB(ISE) |
Dec16 |
161027 |
17245.00 |
17380.00 |
17195.00 |
17347.00 |
+113.00 |
28,835 |
40,879 |
-528 |
Mar17 |
161027 |
17270.00 |
17330.00 |
17270.00 |
17330.00 |
+111.00 |
30 |
362 |
-8 |
Jun17 |
161027 |
16898.00 |
16898.00 |
16898.00 |
16898.00 |
+111.00 |
|
|
|
Total Volume and Open Interest |
28,865 |
41,241 |
-536 |
KOSPI 200(KFE) |
Dec16 |
161027 |
255.50 |
257.15 |
255.10 |
256.90 |
+1.20 |
83,864 |
129,130 |
+367 |
Mar17 |
161027 |
252.45 |
254.35 |
252.45 |
254.10 |
+1.30 |
488 |
6,069 |
-19 |
Jun17 |
161027 |
254.80 |
254.80 |
254.80 |
254.80 |
+1.20 |
0 |
1,148 |
+0 |
Total Volume and Open Interest |
84,352 |
140,508 |
+348 |
GSCI(CME) |
Nov16 |
161027 |
372.70 |
374.75 |
371.40 |
373.70 |
+3.50 |
16 |
14,721 |
+8 |
Dec16 |
161027 |
379.00 |
379.80 |
379.00 |
379.00 |
+3.50 |
0 |
175 |
+0 |
Jan17 |
161027 |
382.80 |
382.80 |
382.80 |
382.80 |
+3.50 |
|
|
|
Total Volume and Open Interest |
16 |
14,896 |
+8 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|