|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Fri November 11, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov16 |
161111 |
997.00 |
1005.50 |
969.50 |
978.50 |
-10.50 |
3,399 |
3,296 |
-1,047 |
Jan17 |
161111 |
1002.50 |
1018.00 |
977.00 |
986.00 |
-12.00 |
181,090 |
315,519 |
-7,091 |
Mar17 |
161111 |
1010.50 |
1027.00 |
985.25 |
994.50 |
-12.00 |
40,425 |
109,629 |
+1,103 |
May17 |
161111 |
1017.75 |
1034.00 |
992.75 |
1002.25 |
-11.50 |
16,749 |
65,172 |
+780 |
Jul17 |
161111 |
1022.50 |
1039.00 |
998.00 |
1008.00 |
-11.50 |
18,354 |
76,330 |
+2,003 |
Aug17 |
161111 |
1034.25 |
1036.75 |
998.50 |
1007.00 |
-11.25 |
1,571 |
3,338 |
+102 |
Sep17 |
161111 |
1020.00 |
1020.00 |
987.50 |
993.75 |
-10.75 |
568 |
1,646 |
-140 |
Nov17 |
161111 |
997.75 |
1010.00 |
976.75 |
984.00 |
-9.75 |
10,262 |
37,874 |
-5 |
Jan18 |
161111 |
1005.00 |
1010.00 |
982.00 |
985.50 |
-9.50 |
545 |
1,622 |
+227 |
Mar18 |
161111 |
992.00 |
994.50 |
982.25 |
982.25 |
-9.25 |
110 |
838 |
+50 |
May18 |
161111 |
983.50 |
1000.00 |
983.50 |
983.50 |
-8.25 |
13 |
272 |
-2 |
Jul18 |
161111 |
1003.50 |
1003.50 |
986.50 |
986.50 |
-8.50 |
0 |
396 |
+0 |
Aug18 |
161111 |
981.50 |
981.50 |
981.50 |
981.50 |
-8.50 |
0 |
17 |
+0 |
Sep18 |
161111 |
966.25 |
966.25 |
966.25 |
966.25 |
-8.50 |
0 |
17 |
+0 |
Total Volume and Open Interest |
273,166 |
616,639 |
-4,002 |
Soybean Meal(CBOT) |
Dec16 |
161111 |
313.10 |
316.60 |
305.40 |
307.80 |
-3.60 |
72,024 |
104,312 |
-8,039 |
Jan17 |
161111 |
315.10 |
318.60 |
307.70 |
310.20 |
-3.50 |
41,887 |
89,380 |
+7,048 |
Mar17 |
161111 |
317.40 |
320.80 |
309.60 |
312.20 |
-3.40 |
16,181 |
67,754 |
+3,315 |
May17 |
161111 |
319.50 |
322.10 |
311.20 |
314.10 |
-3.20 |
6,588 |
39,751 |
+312 |
Jul17 |
161111 |
322.60 |
323.90 |
313.30 |
316.10 |
-3.10 |
6,856 |
36,845 |
+232 |
Aug17 |
161111 |
320.70 |
322.10 |
313.40 |
316.00 |
-3.20 |
1,161 |
5,028 |
+73 |
Sep17 |
161111 |
318.70 |
322.10 |
312.80 |
314.90 |
-3.30 |
866 |
5,574 |
+70 |
Oct17 |
161111 |
315.90 |
315.90 |
311.10 |
311.50 |
-3.40 |
492 |
5,030 |
+47 |
Dec17 |
161111 |
318.00 |
319.00 |
311.00 |
311.80 |
-3.40 |
1,817 |
16,135 |
+58 |
Jan18 |
161111 |
313.30 |
313.40 |
311.10 |
311.10 |
-3.10 |
45 |
836 |
-1 |
Total Volume and Open Interest |
147,999 |
372,864 |
+3,132 |
Soybean Oil(CBOT) |
Dec16 |
161111 |
34.77 |
35.72 |
34.10 |
34.44 |
-0.33 |
102,579 |
148,427 |
-15,845 |
Jan17 |
161111 |
35.03 |
35.95 |
34.34 |
34.66 |
-0.36 |
47,939 |
126,477 |
+2,209 |
Mar17 |
161111 |
35.24 |
36.18 |
34.58 |
34.89 |
-0.37 |
27,154 |
75,365 |
+1,923 |
May17 |
161111 |
35.68 |
36.33 |
34.76 |
35.07 |
-0.38 |
12,068 |
46,250 |
-1,109 |
Jul17 |
161111 |
35.79 |
36.53 |
34.96 |
35.25 |
-0.38 |
9,488 |
37,961 |
+1,071 |
Aug17 |
161111 |
35.70 |
36.50 |
35.00 |
35.26 |
-0.38 |
530 |
4,554 |
-20 |
Sep17 |
161111 |
36.09 |
36.20 |
34.98 |
35.18 |
-0.39 |
266 |
3,686 |
+27 |
Oct17 |
161111 |
36.00 |
36.00 |
34.82 |
35.00 |
-0.39 |
194 |
3,245 |
-11 |
Dec17 |
161111 |
35.64 |
36.34 |
34.79 |
35.07 |
-0.38 |
984 |
11,173 |
+121 |
Jan18 |
161111 |
35.10 |
35.48 |
35.10 |
35.10 |
-0.36 |
29 |
519 |
+6 |
Total Volume and Open Interest |
201,387 |
458,611 |
-11,573 |
Canola(WCE) |
Nov16 |
161110 |
506.9 |
506.9 |
506.9 |
506.9 |
+4.8 |
|
|
|
Jan17 |
161110 |
509.0 |
515.7 |
509.0 |
513.9 |
+4.8 |
17,196 |
135,214 |
-2,960 |
Mar17 |
161110 |
515.9 |
522.3 |
515.9 |
520.6 |
+4.6 |
4,598 |
26,619 |
+657 |
May17 |
161110 |
519.9 |
525.6 |
519.9 |
523.7 |
+3.9 |
1,283 |
13,575 |
+434 |
Jul17 |
161110 |
520.8 |
526.0 |
520.8 |
524.0 |
+3.8 |
471 |
9,765 |
-79 |
Total Volume and Open Interest |
24,331 |
193,743 |
-1,571 |
Corn(CBOT) |
Dec16 |
161111 |
343.25 |
345.00 |
339.00 |
340.25 |
-3.25 |
323,409 |
478,619 |
-18,384 |
Mar17 |
161111 |
351.50 |
353.50 |
347.50 |
349.00 |
-3.00 |
155,657 |
466,860 |
+31,272 |
May17 |
161111 |
359.00 |
360.75 |
355.00 |
356.50 |
-2.75 |
49,448 |
107,487 |
+2,961 |
Jul17 |
161111 |
366.50 |
367.50 |
362.25 |
364.00 |
-2.50 |
28,639 |
149,436 |
+4,016 |
Sep17 |
161111 |
373.25 |
374.25 |
369.25 |
370.75 |
-2.50 |
9,278 |
51,111 |
-261 |
Dec17 |
161111 |
382.00 |
383.25 |
378.00 |
379.50 |
-2.50 |
15,335 |
98,104 |
+1,572 |
Mar18 |
161111 |
392.00 |
392.00 |
387.75 |
389.25 |
-2.25 |
279 |
7,007 |
+84 |
May18 |
161111 |
394.50 |
395.00 |
393.75 |
395.00 |
-1.75 |
14 |
1,372 |
+0 |
Jul18 |
161111 |
399.00 |
399.50 |
397.25 |
399.25 |
-1.75 |
22 |
1,737 |
+14 |
Sep18 |
161111 |
395.00 |
405.25 |
395.00 |
395.00 |
-2.75 |
206 |
765 |
+44 |
Total Volume and Open Interest |
582,599 |
1,368,349 |
+21,389 |
Wheat(CBOT) |
Dec16 |
161111 |
404.25 |
407.50 |
401.00 |
403.00 |
-1.75 |
131,826 |
202,978 |
-18,000 |
Mar17 |
161111 |
422.75 |
425.50 |
419.25 |
421.50 |
-1.25 |
83,669 |
174,884 |
+15,160 |
May17 |
161111 |
439.00 |
440.00 |
434.25 |
436.75 |
-0.75 |
13,440 |
34,085 |
+819 |
Jul17 |
161111 |
452.00 |
455.50 |
449.75 |
452.25 |
unch |
10,333 |
54,621 |
+1,217 |
Sep17 |
161111 |
469.50 |
470.25 |
465.50 |
468.00 |
+0.25 |
872 |
9,843 |
+149 |
Dec17 |
161111 |
490.00 |
490.50 |
485.50 |
488.25 |
+0.50 |
1,467 |
16,289 |
+73 |
Total Volume and Open Interest |
241,994 |
496,072 |
-444 |
Wheat(KCBT) |
Dec16 |
161111 |
409.25 |
412.75 |
407.25 |
410.25 |
+1.50 |
37,697 |
87,082 |
-10,223 |
Mar17 |
161111 |
426.50 |
430.25 |
424.75 |
427.75 |
+1.25 |
30,306 |
85,014 |
+7,388 |
May17 |
161111 |
438.50 |
441.25 |
437.25 |
439.25 |
+1.25 |
5,883 |
28,886 |
-1,586 |
Jul17 |
161111 |
449.75 |
453.00 |
448.00 |
450.75 |
+1.25 |
4,956 |
49,499 |
+1,406 |
Sep17 |
161111 |
467.50 |
467.50 |
464.50 |
465.50 |
+1.50 |
194 |
4,955 |
+67 |
Dec17 |
161111 |
485.75 |
485.75 |
483.75 |
485.25 |
+1.50 |
79 |
6,282 |
+17 |
Mar18 |
161111 |
497.50 |
497.50 |
495.50 |
497.50 |
+1.25 |
3 |
1,039 |
+0 |
Total Volume and Open Interest |
79,120 |
263,366 |
-2,930 |
Wheat(MGE) |
Dec16 |
161111 |
514.75 |
520.50 |
513.75 |
520.00 |
+5.00 |
2,455 |
0 |
-25,200 |
Mar17 |
161111 |
520.00 |
524.50 |
518.00 |
523.75 |
+4.00 |
2,491 |
0 |
-23,420 |
May17 |
161111 |
527.50 |
531.75 |
525.50 |
530.75 |
+3.50 |
608 |
0 |
-9,631 |
Jul17 |
161111 |
535.25 |
539.00 |
533.00 |
537.75 |
+3.25 |
144 |
0 |
-4,945 |
Sep17 |
161111 |
542.50 |
546.00 |
541.50 |
545.00 |
+3.25 |
36 |
0 |
-3,576 |
Dec17 |
161111 |
553.75 |
557.50 |
553.75 |
556.50 |
+3.00 |
7 |
0 |
-2,574 |
Total Volume and Open Interest |
5,741 |
|
|
Oats(CBOT) |
Dec16 |
161111 |
221.50 |
225.00 |
221.00 |
224.75 |
+4.00 |
447 |
4,426 |
-133 |
Mar17 |
161111 |
223.00 |
225.25 |
222.50 |
224.50 |
+2.00 |
221 |
3,290 |
+69 |
May17 |
161111 |
224.25 |
227.50 |
224.25 |
226.50 |
+2.25 |
6 |
503 |
+0 |
Jul17 |
161111 |
227.25 |
228.50 |
227.25 |
228.50 |
+2.25 |
15 |
66 |
+14 |
Total Volume and Open Interest |
699 |
8,350 |
-50 |
Rough Rice(CBOT) |
Nov16 |
161111 |
9.48 |
9.65 |
9.48 |
9.48 |
-0.11 |
3 |
99 |
-1 |
Jan17 |
161111 |
9.84 |
9.89 |
9.67 |
9.71 |
-0.13 |
385 |
10,015 |
+5 |
Mar17 |
161111 |
10.12 |
10.12 |
9.94 |
9.97 |
-0.12 |
101 |
1,056 |
+33 |
May17 |
161111 |
10.21 |
10.31 |
10.21 |
10.21 |
-0.11 |
1 |
11 |
+1 |
Total Volume and Open Interest |
490 |
11,197 |
+38 |
Live Cattle(CME) |
Dec16 |
161111 |
104.800 |
105.700 |
104.430 |
105.600 |
+1.100 |
25,677 |
93,460 |
-4,809 |
Feb17 |
161111 |
105.750 |
106.480 |
105.050 |
106.300 |
+0.800 |
20,484 |
77,367 |
+4,297 |
Apr17 |
161111 |
105.635 |
106.180 |
105.050 |
106.100 |
+0.800 |
10,233 |
55,997 |
+700 |
Jun17 |
161111 |
97.535 |
97.980 |
97.180 |
97.900 |
+0.600 |
4,912 |
29,175 |
+711 |
Aug17 |
161111 |
95.035 |
95.385 |
94.635 |
95.300 |
+0.515 |
1,633 |
11,516 |
+263 |
Oct17 |
161111 |
96.100 |
96.300 |
95.700 |
96.250 |
+0.500 |
323 |
5,412 |
+61 |
Total Volume and Open Interest |
63,414 |
274,630 |
+1,289 |
Feeder Cattle(CME) |
Nov16 |
161111 |
124.950 |
125.785 |
124.950 |
125.730 |
+0.530 |
725 |
3,425 |
-243 |
Jan17 |
161111 |
120.550 |
121.200 |
119.980 |
121.035 |
+0.705 |
3,526 |
22,152 |
-163 |
Mar17 |
161111 |
117.100 |
117.930 |
116.750 |
117.450 |
+0.500 |
1,750 |
9,258 |
-166 |
Apr17 |
161111 |
116.750 |
117.500 |
116.385 |
116.930 |
+0.380 |
891 |
3,180 |
+260 |
May17 |
161111 |
116.080 |
116.535 |
115.500 |
116.080 |
+0.350 |
279 |
2,666 |
+51 |
Aug17 |
161111 |
116.730 |
117.550 |
116.550 |
116.950 |
+0.350 |
111 |
1,098 |
+25 |
Sep17 |
161111 |
115.730 |
115.800 |
115.730 |
115.800 |
+0.720 |
2 |
43 |
+1 |
Total Volume and Open Interest |
7,284 |
41,831 |
-235 |
Lean Hogs(CME) |
Dec16 |
161111 |
47.400 |
48.750 |
46.880 |
47.130 |
-0.250 |
24,438 |
83,628 |
-6,062 |
Feb17 |
161111 |
54.630 |
55.735 |
54.000 |
54.350 |
-0.230 |
19,165 |
69,572 |
+3,726 |
Apr17 |
161111 |
61.985 |
62.900 |
61.450 |
61.750 |
-0.130 |
8,016 |
41,662 |
+2,075 |
May17 |
161111 |
69.450 |
69.950 |
69.135 |
69.135 |
unch |
44 |
736 |
+20 |
Jun17 |
161111 |
73.400 |
74.250 |
73.035 |
73.730 |
+0.230 |
2,763 |
14,688 |
+854 |
Jul17 |
161111 |
74.885 |
74.950 |
74.180 |
74.850 |
-0.035 |
1,543 |
8,356 |
+923 |
Aug17 |
161111 |
75.300 |
75.500 |
74.600 |
75.300 |
-0.085 |
471 |
5,099 |
+249 |
Oct17 |
161111 |
63.680 |
63.850 |
63.380 |
63.850 |
+0.200 |
59 |
1,559 |
+33 |
Total Volume and Open Interest |
56,510 |
226,397 |
+1,820 |
Class III Milk(CME) |
Nov16 |
161111 |
16.83 |
16.83 |
16.65 |
16.71 |
-0.10 |
136 |
5,338 |
-46 |
Dec16 |
161111 |
16.68 |
16.80 |
16.25 |
16.28 |
-0.37 |
359 |
5,359 |
+10 |
Jan17 |
161111 |
16.05 |
16.05 |
15.76 |
15.82 |
-0.14 |
73 |
2,887 |
+7 |
Feb17 |
161111 |
16.00 |
16.03 |
15.85 |
15.90 |
-0.08 |
6 |
2,699 |
+3 |
Mar17 |
161111 |
16.08 |
16.10 |
15.90 |
15.96 |
-0.08 |
14 |
2,478 |
+0 |
Apr17 |
161111 |
16.04 |
16.04 |
15.98 |
16.00 |
-0.05 |
18 |
2,254 |
+6 |
May17 |
161111 |
16.12 |
16.12 |
15.98 |
16.11 |
+0.06 |
19 |
2,159 |
+12 |
Jun17 |
161111 |
16.20 |
16.30 |
16.20 |
16.30 |
+0.10 |
8 |
2,005 |
+4 |
Jul17 |
161111 |
16.39 |
16.53 |
16.34 |
16.39 |
+0.01 |
0 |
1,105 |
+0 |
Aug17 |
161111 |
16.65 |
16.68 |
16.65 |
16.65 |
unch |
0 |
1,103 |
+0 |
Sep17 |
161111 |
16.81 |
16.90 |
16.75 |
16.81 |
+0.01 |
0 |
1,116 |
+0 |
Oct17 |
161111 |
16.80 |
16.80 |
16.75 |
16.80 |
unch |
0 |
745 |
+0 |
Nov17 |
161111 |
16.71 |
16.71 |
16.70 |
16.71 |
+0.01 |
8 |
671 |
+8 |
Total Volume and Open Interest |
641 |
31,027 |
+4 |
Cocoa(ICE) |
Dec16 |
161111 |
2473 |
2499 |
2437 |
2453 |
+3 |
9,552 |
20,695 |
-5,789 |
Mar17 |
161111 |
2462 |
2488 |
2447 |
2471 |
+30 |
23,913 |
133,691 |
+1,047 |
May17 |
161111 |
2452 |
2482 |
2446 |
2465 |
+24 |
5,240 |
36,183 |
+362 |
Jul17 |
161111 |
2477 |
2493 |
2454 |
2472 |
+19 |
2,133 |
18,725 |
+472 |
Sep17 |
161111 |
2485 |
2499 |
2464 |
2481 |
+17 |
510 |
11,145 |
+200 |
Dec17 |
161111 |
2504 |
2504 |
2470 |
2487 |
+18 |
283 |
6,680 |
+10 |
Mar18 |
161111 |
2489 |
2501 |
2485 |
2494 |
+19 |
155 |
7,721 |
+87 |
Total Volume and Open Interest |
41,883 |
235,622 |
-3,597 |
Coffee "C"(ICE) |
Dec16 |
161111 |
161.70 |
163.85 |
157.90 |
159.45 |
-2.40 |
31,302 |
61,973 |
-11,653 |
Mar17 |
161111 |
166.40 |
167.65 |
161.75 |
163.10 |
-2.55 |
24,734 |
93,881 |
+7,572 |
May17 |
161111 |
168.05 |
169.85 |
164.05 |
165.40 |
-2.55 |
7,762 |
31,085 |
-66 |
Jul17 |
161111 |
170.15 |
171.75 |
166.05 |
167.40 |
-2.55 |
4,052 |
11,397 |
+204 |
Sep17 |
161111 |
172.20 |
172.50 |
168.00 |
169.20 |
-2.60 |
741 |
8,432 |
+149 |
Dec17 |
161111 |
173.00 |
174.70 |
170.20 |
171.45 |
-2.60 |
134 |
9,750 |
-1 |
Total Volume and Open Interest |
69,016 |
220,957 |
-3,581 |
Orange Juice(ICE) |
Jan17 |
161111 |
217.00 |
220.00 |
211.00 |
211.95 |
-5.20 |
475 |
14,519 |
+44 |
Mar17 |
161111 |
212.20 |
215.40 |
209.00 |
209.15 |
-4.00 |
40 |
1,375 |
+31 |
May17 |
161111 |
208.10 |
208.10 |
206.75 |
206.75 |
-2.75 |
9 |
441 |
-6 |
Jul17 |
161111 |
206.00 |
206.00 |
204.90 |
204.90 |
-2.15 |
0 |
84 |
+0 |
Sep17 |
161111 |
201.65 |
201.65 |
201.65 |
201.65 |
-2.15 |
|
|
|
Nov17 |
161111 |
198.75 |
198.75 |
198.75 |
198.75 |
-2.15 |
0 |
2 |
+0 |
Total Volume and Open Interest |
524 |
16,421 |
-581 |
Sugar #11(ICE) |
Mar17 |
161111 |
21.60 |
21.81 |
21.50 |
21.70 |
+0.05 |
51,643 |
440,768 |
-2,761 |
May17 |
161111 |
21.00 |
21.17 |
20.85 |
21.07 |
unch |
18,654 |
152,595 |
+3,144 |
Jul17 |
161111 |
20.24 |
20.35 |
20.04 |
20.28 |
-0.06 |
8,911 |
118,528 |
+257 |
Oct17 |
161111 |
19.70 |
19.75 |
19.42 |
19.70 |
-0.07 |
5,029 |
70,399 |
+910 |
Mar18 |
161111 |
19.40 |
19.45 |
19.08 |
19.38 |
-0.12 |
1,584 |
34,986 |
-251 |
May18 |
161111 |
18.70 |
18.76 |
18.31 |
18.69 |
-0.13 |
272 |
11,274 |
+10 |
Jul18 |
161111 |
18.02 |
18.11 |
17.57 |
18.05 |
-0.12 |
85 |
7,142 |
+32 |
Oct18 |
161111 |
17.76 |
17.83 |
17.21 |
17.78 |
-0.11 |
26 |
6,924 |
+20 |
Total Volume and Open Interest |
86,233 |
847,001 |
+1,373 |
London Cocoa(LCE) |
Dec16 |
161111 |
2059 |
2075 |
2042 |
2068 |
+13 |
5,081 |
84,825 |
-1,620 |
Mar17 |
161111 |
2014 |
2026 |
1998 |
2022 |
+11 |
19,725 |
93,264 |
-2,373 |
May17 |
161111 |
2018 |
2025 |
2001 |
2021 |
+7 |
6,311 |
51,935 |
+1,073 |
Jul17 |
161111 |
2035 |
2039 |
2016 |
2034 |
+4 |
4,688 |
18,022 |
+1,483 |
Sep17 |
161111 |
2040 |
2047 |
2025 |
2041 |
+2 |
3,924 |
25,756 |
+1,959 |
Dec17 |
161111 |
2032 |
2040 |
2023 |
2037 |
+1 |
942 |
12,628 |
-115 |
Mar18 |
161111 |
2036 |
2036 |
2020 |
2032 |
-4 |
451 |
5,914 |
+640 |
Total Volume and Open Interest |
41,127 |
292,570 |
+1,042 |
London Sugar(LCE) |
Mar17 |
161111 |
568.60 |
571.60 |
565.00 |
570.50 |
+1.60 |
5,203 |
31,382 |
+663 |
May17 |
161111 |
560.10 |
562.80 |
557.00 |
561.80 |
+0.30 |
333 |
17,528 |
-50 |
Aug17 |
161111 |
541.50 |
544.70 |
539.90 |
543.70 |
-1.80 |
167 |
8,003 |
+16 |
Oct17 |
161111 |
520.60 |
523.00 |
517.80 |
522.70 |
-2.20 |
80 |
10,329 |
+10 |
Dec17 |
161111 |
510.00 |
511.70 |
506.40 |
511.60 |
-2.50 |
3 |
1,951 |
-1 |
Total Volume and Open Interest |
12,256 |
91,764 |
-3,245 |
Cotton(ICE) |
Dec16 |
161111 |
69.35 |
71.44 |
68.31 |
68.44 |
-0.76 |
28,665 |
79,049 |
-9,046 |
Mar17 |
161111 |
70.01 |
72.08 |
68.84 |
69.03 |
-0.80 |
20,852 |
122,851 |
+9,636 |
May17 |
161111 |
70.68 |
72.60 |
69.52 |
69.70 |
-0.80 |
3,275 |
22,522 |
+1,204 |
Jul17 |
161111 |
71.32 |
72.85 |
70.07 |
70.14 |
-0.81 |
1,155 |
10,149 |
+473 |
Oct17 |
161111 |
71.05 |
71.40 |
69.64 |
69.64 |
-0.53 |
17 |
30 |
+15 |
Dec17 |
161111 |
69.85 |
70.50 |
68.73 |
68.87 |
-0.63 |
604 |
15,288 |
-175 |
Total Volume and Open Interest |
54,568 |
251,015 |
+2,104 |
Lumber(CME) |
Nov16 |
161111 |
305.7 |
306.6 |
303.3 |
304.9 |
+2.8 |
114 |
257 |
-62 |
Jan17 |
161111 |
320.4 |
322.7 |
318.7 |
319.8 |
+3.1 |
376 |
3,117 |
+51 |
Mar17 |
161111 |
330.4 |
330.4 |
326.6 |
327.1 |
+4.2 |
43 |
413 |
+11 |
May17 |
161111 |
330.0 |
330.0 |
327.0 |
330.0 |
+3.0 |
0 |
83 |
+0 |
Total Volume and Open Interest |
533 |
3,895 |
+0 |
Crude Oil(NYM) |
Dec16 |
161111 |
44.35 |
44.63 |
43.03 |
43.41 |
-1.25 |
946,512 |
375,825 |
-37,847 |
Jan17 |
161111 |
45.05 |
45.33 |
43.73 |
44.15 |
-1.21 |
414,385 |
445,668 |
+63,461 |
Feb17 |
161111 |
45.87 |
46.07 |
44.49 |
44.92 |
-1.20 |
133,244 |
130,839 |
-2,051 |
Mar17 |
161111 |
46.61 |
46.82 |
45.25 |
45.68 |
-1.20 |
98,278 |
188,863 |
-4,777 |
Apr17 |
161111 |
47.32 |
47.51 |
45.99 |
46.38 |
-1.21 |
52,935 |
86,079 |
+2,473 |
May17 |
161111 |
47.93 |
48.01 |
46.65 |
46.97 |
-1.21 |
30,173 |
58,007 |
+555 |
Jun17 |
161111 |
48.46 |
48.57 |
47.00 |
47.43 |
-1.22 |
66,975 |
150,279 |
-1,156 |
Jul17 |
161111 |
48.73 |
48.73 |
47.50 |
47.78 |
-1.24 |
18,115 |
40,611 |
-968 |
Aug17 |
161111 |
49.02 |
49.04 |
47.77 |
48.06 |
-1.26 |
10,607 |
32,420 |
+1,765 |
Sep17 |
161111 |
48.70 |
48.71 |
47.96 |
48.29 |
-1.27 |
9,586 |
46,074 |
-310 |
Oct17 |
161111 |
48.93 |
48.93 |
48.23 |
48.50 |
-1.27 |
4,949 |
26,750 |
+60 |
Nov17 |
161111 |
49.83 |
49.83 |
48.55 |
48.70 |
-1.28 |
4,653 |
27,462 |
+1,144 |
Dec17 |
161111 |
49.93 |
50.12 |
48.59 |
48.91 |
-1.28 |
50,773 |
179,013 |
+615 |
Jan18 |
161111 |
49.06 |
50.08 |
49.06 |
49.06 |
-1.28 |
1,049 |
20,990 |
-115 |
Feb18 |
161111 |
49.23 |
51.00 |
49.23 |
49.23 |
-1.27 |
182 |
7,545 |
+44 |
Mar18 |
161111 |
49.40 |
51.00 |
49.40 |
49.40 |
-1.26 |
1,039 |
21,673 |
+273 |
Total Volume and Open Interest |
1,861,909 |
1,997,982 |
+24,326 |
e-miNY Crude Oil(NYM) |
Dec16 |
161111 |
44.350 |
44.625 |
43.025 |
43.400 |
-1.250 |
19,207 |
3,956 |
-228 |
Jan17 |
161111 |
45.125 |
45.300 |
43.750 |
44.150 |
-1.200 |
1,613 |
1,191 |
+118 |
Feb17 |
161111 |
45.850 |
46.025 |
44.650 |
44.925 |
-1.200 |
292 |
588 |
+117 |
Mar17 |
161111 |
46.000 |
46.000 |
45.275 |
45.675 |
-1.200 |
39 |
179 |
-13 |
Apr17 |
161111 |
46.375 |
47.700 |
46.375 |
46.375 |
-1.225 |
10 |
121 |
-4 |
May17 |
161111 |
46.975 |
48.575 |
46.975 |
46.975 |
-1.200 |
30 |
50 |
+23 |
Jun17 |
161111 |
47.425 |
48.525 |
47.425 |
47.425 |
-1.225 |
66 |
110 |
-11 |
Jul17 |
161111 |
47.775 |
52.000 |
47.775 |
47.775 |
-1.250 |
36 |
117 |
+36 |
Aug17 |
161111 |
48.050 |
49.350 |
48.050 |
48.050 |
-1.275 |
0 |
144 |
+0 |
Sep17 |
161111 |
48.300 |
49.450 |
48.300 |
48.300 |
-1.250 |
0 |
63 |
+0 |
Total Volume and Open Interest |
21,303 |
6,734 |
+36 |
NY Harbor ULSD(NYM) |
Dec16 |
161111 |
143.13 |
143.52 |
138.74 |
140.12 |
-3.54 |
65,785 |
73,965 |
-4,209 |
Jan17 |
161111 |
144.83 |
145.11 |
140.54 |
141.75 |
-3.58 |
44,002 |
88,139 |
-288 |
Feb17 |
161111 |
146.45 |
146.71 |
142.21 |
143.38 |
-3.60 |
24,227 |
41,126 |
+602 |
Mar17 |
161111 |
147.51 |
147.78 |
143.37 |
144.52 |
-3.58 |
21,235 |
44,372 |
+1,245 |
Apr17 |
161111 |
146.68 |
147.01 |
143.97 |
144.97 |
-3.59 |
9,028 |
30,822 |
+913 |
May17 |
161111 |
147.19 |
147.47 |
145.10 |
145.83 |
-3.59 |
6,956 |
15,816 |
+411 |
Jun17 |
161111 |
149.89 |
149.95 |
145.75 |
146.75 |
-3.55 |
11,563 |
32,062 |
-1,346 |
Jul17 |
161111 |
149.14 |
149.14 |
147.25 |
147.96 |
-3.55 |
1,541 |
4,388 |
+85 |
Aug17 |
161111 |
150.37 |
150.37 |
148.75 |
149.22 |
-3.55 |
917 |
4,284 |
+19 |
Sep17 |
161111 |
151.68 |
151.85 |
150.09 |
150.63 |
-3.52 |
603 |
5,189 |
+80 |
Oct17 |
161111 |
151.52 |
152.00 |
151.52 |
152.00 |
-3.48 |
274 |
2,891 |
+1 |
Nov17 |
161111 |
154.15 |
154.32 |
152.70 |
153.27 |
-3.44 |
485 |
2,720 |
+123 |
Dec17 |
161111 |
156.43 |
156.49 |
153.66 |
154.48 |
-3.40 |
3,240 |
29,976 |
-484 |
Jan18 |
161111 |
155.37 |
156.00 |
155.37 |
155.70 |
-3.37 |
62 |
2,182 |
+27 |
Total Volume and Open Interest |
190,209 |
389,401 |
-2,605 |
RBOB Gasoline(NYM) |
Dec16 |
161111 |
133.69 |
135.00 |
129.61 |
130.53 |
-3.24 |
71,616 |
96,462 |
-9,200 |
Jan17 |
161111 |
133.39 |
134.52 |
129.83 |
130.77 |
-2.87 |
59,735 |
113,131 |
+3,396 |
Feb17 |
161111 |
134.56 |
135.53 |
131.07 |
132.05 |
-2.85 |
19,909 |
34,574 |
+426 |
Mar17 |
161111 |
136.76 |
137.44 |
133.41 |
134.32 |
-2.80 |
14,835 |
34,946 |
+465 |
Apr17 |
161111 |
156.38 |
156.86 |
153.34 |
154.22 |
-2.67 |
7,403 |
27,748 |
+401 |
May17 |
161111 |
158.07 |
158.07 |
154.72 |
155.42 |
-2.69 |
5,777 |
14,589 |
-200 |
Jun17 |
161111 |
157.90 |
157.90 |
154.47 |
155.28 |
-2.72 |
7,392 |
17,713 |
+300 |
Jul17 |
161111 |
155.73 |
156.18 |
154.20 |
154.29 |
-2.80 |
2,549 |
4,638 |
-648 |
Aug17 |
161111 |
155.20 |
155.67 |
152.46 |
152.76 |
-2.84 |
1,058 |
3,230 |
-173 |
Sep17 |
161111 |
150.54 |
150.73 |
150.54 |
150.60 |
-2.84 |
604 |
6,615 |
-39 |
Total Volume and Open Interest |
193,079 |
378,812 |
-5,067 |
e-miNY RBOB Gasoline(NYM) |
Dec16 |
161111 |
130.50 |
136.90 |
130.50 |
130.50 |
-3.27 |
1 |
1 |
+0 |
Jan17 |
161111 |
130.77 |
130.77 |
130.77 |
130.77 |
-2.87 |
|
|
|
Feb17 |
161111 |
132.10 |
132.10 |
132.05 |
132.10 |
-2.80 |
|
|
|
Mar17 |
161111 |
134.32 |
134.32 |
134.32 |
134.32 |
-2.80 |
|
|
|
Total Volume and Open Interest |
1 |
1 |
+0 |
Natural Gas(NYM) |
Dec16 |
161111 |
2.656 |
2.685 |
2.555 |
2.619 |
-0.013 |
209,317 |
142,141 |
-18,476 |
Jan17 |
161111 |
2.842 |
2.900 |
2.765 |
2.850 |
+0.039 |
138,532 |
253,528 |
+13,002 |
Feb17 |
161111 |
2.882 |
2.947 |
2.818 |
2.898 |
+0.040 |
43,621 |
73,754 |
+2,485 |
Mar17 |
161111 |
2.883 |
2.947 |
2.823 |
2.899 |
+0.039 |
48,596 |
162,932 |
+4,365 |
Apr17 |
161111 |
2.831 |
2.910 |
2.788 |
2.863 |
+0.045 |
52,934 |
95,478 |
-1,474 |
May17 |
161111 |
2.841 |
2.919 |
2.802 |
2.874 |
+0.046 |
15,724 |
64,964 |
+27 |
Jun17 |
161111 |
2.869 |
2.956 |
2.844 |
2.914 |
+0.048 |
14,952 |
45,852 |
-6 |
Jul17 |
161111 |
2.922 |
2.991 |
2.881 |
2.953 |
+0.049 |
8,828 |
31,817 |
-104 |
Aug17 |
161111 |
2.927 |
2.994 |
2.890 |
2.956 |
+0.048 |
6,726 |
22,838 |
+33 |
Sep17 |
161111 |
2.915 |
2.981 |
2.880 |
2.943 |
+0.046 |
4,798 |
22,949 |
+101 |
Oct17 |
161111 |
2.911 |
3.000 |
2.900 |
2.962 |
+0.045 |
14,827 |
68,229 |
+740 |
Nov17 |
161111 |
2.960 |
3.044 |
2.948 |
3.009 |
+0.043 |
3,958 |
24,857 |
-84 |
Dec17 |
161111 |
3.109 |
3.184 |
3.098 |
3.156 |
+0.039 |
2,486 |
27,280 |
+409 |
Jan18 |
161111 |
3.197 |
3.276 |
3.189 |
3.244 |
+0.037 |
5,417 |
21,793 |
+616 |
Feb18 |
161111 |
3.230 |
3.245 |
3.214 |
3.224 |
+0.034 |
1,765 |
7,135 |
+113 |
Mar18 |
161111 |
3.170 |
3.179 |
3.152 |
3.159 |
+0.030 |
2,363 |
19,376 |
+386 |
Total Volume and Open Interest |
578,324 |
1,174,554 |
+2,427 |
Brent Crude Oil(ICE) |
Jan17 |
161111 |
45.80 |
45.89 |
44.19 |
44.75 |
-1.09 |
448,124 |
491,096 |
-19,925 |
Feb17 |
161111 |
46.72 |
46.96 |
45.29 |
45.82 |
-1.10 |
238,637 |
293,705 |
+31,800 |
Mar17 |
161111 |
47.73 |
47.79 |
46.16 |
46.65 |
-1.12 |
128,543 |
256,418 |
+8,574 |
Apr17 |
161111 |
48.47 |
48.52 |
46.89 |
47.36 |
-1.16 |
57,116 |
126,440 |
+3,127 |
May17 |
161111 |
49.10 |
49.14 |
47.51 |
47.96 |
-1.19 |
35,809 |
90,309 |
+2,917 |
Jun17 |
161111 |
49.62 |
49.64 |
48.02 |
48.46 |
-1.21 |
86,181 |
185,157 |
+3,109 |
Jul17 |
161111 |
50.02 |
50.02 |
48.45 |
48.86 |
-1.23 |
10,421 |
41,831 |
-1,545 |
Aug17 |
161111 |
50.31 |
50.35 |
48.82 |
49.21 |
-1.25 |
8,806 |
36,448 |
-353 |
Sep17 |
161111 |
50.73 |
50.73 |
49.15 |
49.53 |
-1.26 |
15,519 |
64,357 |
+2,007 |
Oct17 |
161111 |
49.81 |
49.81 |
49.81 |
49.81 |
-1.27 |
3,187 |
30,318 |
+1,329 |
Nov17 |
161111 |
50.07 |
50.07 |
50.07 |
50.07 |
-1.28 |
1,632 |
22,609 |
+87 |
Dec17 |
161111 |
51.56 |
51.62 |
50.00 |
50.32 |
-1.29 |
66,536 |
214,843 |
-850 |
Jan18 |
161111 |
51.01 |
51.01 |
50.57 |
50.57 |
-1.29 |
2,987 |
25,142 |
+1,354 |
Feb18 |
161111 |
51.26 |
51.26 |
50.80 |
50.80 |
-1.29 |
1,315 |
17,563 |
+157 |
Total Volume and Open Interest |
1,136,902 |
2,201,472 |
+33,318 |
Gas Oil(ICE) |
Dec16 |
161111 |
418.50 |
420.00 |
405.25 |
406.75 |
-13.25 |
144,590 |
158,972 |
+7,171 |
Jan17 |
161111 |
422.25 |
423.50 |
409.00 |
410.50 |
-13.00 |
89,059 |
142,641 |
+2,586 |
Feb17 |
161111 |
427.00 |
427.00 |
413.25 |
414.75 |
-12.75 |
27,841 |
69,833 |
+2,343 |
Mar17 |
161111 |
431.00 |
431.00 |
417.75 |
419.00 |
-12.50 |
24,192 |
47,054 |
+1,234 |
Apr17 |
161111 |
434.00 |
434.00 |
421.50 |
423.00 |
-12.25 |
11,488 |
30,901 |
+978 |
May17 |
161111 |
437.75 |
437.75 |
426.25 |
426.50 |
-12.25 |
5,512 |
25,357 |
-781 |
Jun17 |
161111 |
441.50 |
441.50 |
428.50 |
429.75 |
-12.25 |
14,753 |
62,464 |
+2,453 |
Jul17 |
161111 |
444.25 |
445.50 |
434.00 |
434.00 |
-12.00 |
1,683 |
17,506 |
+353 |
Aug17 |
161111 |
447.50 |
447.50 |
437.50 |
437.75 |
-12.00 |
1,239 |
14,331 |
+126 |
Sep17 |
161111 |
452.50 |
452.50 |
441.25 |
441.50 |
-11.75 |
2,200 |
24,410 |
+206 |
Total Volume and Open Interest |
390,048 |
793,247 |
-10,911 |
Ethanol(CBOT) |
Dec16 |
161111 |
1.496 |
1.520 |
1.496 |
1.520 |
+0.010 |
312 |
3,300 |
-161 |
Jan17 |
161111 |
1.450 |
1.465 |
1.446 |
1.463 |
+0.003 |
333 |
1,267 |
+117 |
Feb17 |
161111 |
1.437 |
1.457 |
1.437 |
1.457 |
-0.001 |
7 |
571 |
+5 |
Mar17 |
161111 |
1.456 |
1.470 |
1.456 |
1.470 |
+0.004 |
2 |
263 |
+0 |
Apr17 |
161111 |
1.490 |
1.517 |
1.490 |
1.490 |
+0.004 |
0 |
235 |
+0 |
May17 |
161111 |
1.497 |
1.497 |
1.497 |
1.497 |
+0.004 |
0 |
5 |
+0 |
Jun17 |
161111 |
1.497 |
1.497 |
1.497 |
1.497 |
+0.004 |
|
|
|
Jul17 |
161111 |
1.497 |
1.497 |
1.497 |
1.497 |
+0.004 |
|
|
|
Total Volume and Open Interest |
654 |
5,647 |
-39 |
WTI Crude Oil(ICE) |
Dec16 |
161111 |
44.47 |
44.62 |
43.02 |
43.41 |
-1.25 |
80,130 |
81,373 |
-688 |
Jan17 |
161111 |
45.18 |
45.29 |
43.73 |
44.15 |
-1.21 |
100,637 |
102,871 |
-2,212 |
Feb17 |
161111 |
45.96 |
45.96 |
44.49 |
44.92 |
-1.20 |
62,794 |
56,543 |
+5,423 |
Mar17 |
161111 |
46.71 |
46.71 |
45.24 |
45.68 |
-1.20 |
25,583 |
44,598 |
+2,018 |
Apr17 |
161111 |
47.42 |
47.42 |
45.95 |
46.38 |
-1.21 |
12,695 |
16,126 |
-248 |
May17 |
161111 |
48.02 |
48.02 |
46.66 |
46.97 |
-1.21 |
8,457 |
9,462 |
+400 |
Jun17 |
161111 |
48.50 |
48.50 |
47.00 |
47.43 |
-1.22 |
17,930 |
47,030 |
+1,125 |
Jul17 |
161111 |
48.09 |
48.09 |
47.74 |
47.78 |
-1.24 |
1,416 |
6,834 |
-100 |
Aug17 |
161111 |
48.00 |
48.12 |
47.92 |
48.06 |
-1.26 |
838 |
5,498 |
+78 |
Sep17 |
161111 |
48.29 |
48.29 |
48.29 |
48.29 |
-1.27 |
992 |
15,476 |
+12 |
Oct17 |
161111 |
48.50 |
48.50 |
48.50 |
48.50 |
-1.27 |
337 |
3,767 |
+56 |
Nov17 |
161111 |
48.70 |
48.70 |
48.70 |
48.70 |
-1.28 |
225 |
1,679 |
+58 |
Dec17 |
161111 |
50.10 |
50.10 |
48.63 |
48.91 |
-1.28 |
13,738 |
75,086 |
-3,519 |
Jan18 |
161111 |
49.06 |
49.06 |
49.06 |
49.06 |
-1.28 |
53 |
997 |
-15 |
Feb18 |
161111 |
49.23 |
49.23 |
49.23 |
49.23 |
-1.27 |
0 |
595 |
+0 |
Mar18 |
161111 |
49.40 |
49.40 |
49.40 |
49.40 |
-1.26 |
6 |
3,533 |
+0 |
Total Volume and Open Interest |
329,951 |
543,537 |
+1,873 |
US Dollar Index(ICE) |
Dec16 |
161111 |
98.825 |
99.130 |
98.545 |
99.050 |
+0.275 |
88,378 |
79,041 |
-1,991 |
Mar17 |
161111 |
98.730 |
99.040 |
98.480 |
98.980 |
+0.275 |
2,821 |
4,576 |
+114 |
Jun17 |
161111 |
98.505 |
98.950 |
98.505 |
98.890 |
+0.275 |
167 |
346 |
+58 |
Total Volume and Open Interest |
91,409 |
84,131 |
-1,800 |
Australian Dollar(CME) |
Dec16 |
161111 |
76.03 |
76.23 |
75.18 |
75.27 |
-0.76 |
258,989 |
129,352 |
-6,631 |
Mar17 |
161111 |
75.86 |
76.06 |
75.04 |
75.13 |
-0.75 |
1,218 |
1,627 |
+94 |
Jun17 |
161111 |
75.49 |
75.49 |
74.96 |
74.96 |
-0.75 |
3 |
38 |
-1 |
Total Volume and Open Interest |
260,210 |
131,022 |
-6,538 |
British Pound(CME) |
Dec16 |
161111 |
125.58 |
126.82 |
125.32 |
126.09 |
+0.36 |
168,362 |
249,398 |
+272 |
Mar17 |
161111 |
125.85 |
127.00 |
125.72 |
126.34 |
+0.36 |
908 |
3,717 |
-32 |
Jun17 |
161111 |
127.05 |
127.06 |
126.60 |
126.60 |
+0.37 |
9 |
645 |
+1 |
Total Volume and Open Interest |
169,281 |
253,944 |
+241 |
Canadian Dollar(CME) |
Dec16 |
161111 |
74.27 |
74.34 |
73.82 |
73.83 |
-0.44 |
144,870 |
118,168 |
+908 |
Mar17 |
161111 |
74.34 |
74.40 |
73.89 |
73.89 |
-0.44 |
1,987 |
3,626 |
+818 |
Jun17 |
161111 |
74.12 |
74.19 |
73.96 |
73.96 |
-0.43 |
156 |
474 |
+63 |
Sep17 |
161111 |
74.27 |
74.27 |
74.02 |
74.02 |
-0.43 |
20 |
329 |
+11 |
Total Volume and Open Interest |
147,220 |
122,958 |
+1,965 |
Japanese Yen(CME) |
Dec16 |
161111 |
93.73 |
94.42 |
93.62 |
93.76 |
+0.03 |
581,035 |
161,513 |
+489 |
Mar17 |
161111 |
94.07 |
94.80 |
94.05 |
94.15 |
+0.03 |
2,003 |
3,247 |
+121 |
Jun17 |
161111 |
94.87 |
94.87 |
94.60 |
94.60 |
+0.04 |
25 |
125 |
-23 |
Total Volume and Open Interest |
583,063 |
164,915 |
+587 |
Swiss Franc(CME) |
Dec16 |
161111 |
101.45 |
101.88 |
101.24 |
101.33 |
-0.16 |
56,588 |
53,336 |
-104 |
Mar17 |
161111 |
101.83 |
101.89 |
101.83 |
101.87 |
-0.17 |
55 |
168 |
-5 |
Jun17 |
161111 |
102.50 |
104.04 |
102.50 |
102.50 |
-0.15 |
0 |
15 |
+0 |
Total Volume and Open Interest |
56,643 |
53,523 |
-109 |
EuroFX(CME) |
Dec16 |
161111 |
108.97 |
109.38 |
108.44 |
108.59 |
-0.47 |
461,271 |
403,604 |
-1,326 |
Mar17 |
161111 |
109.46 |
109.76 |
108.89 |
109.04 |
-0.47 |
5,961 |
11,731 |
+167 |
Jun17 |
161111 |
110.20 |
110.20 |
109.42 |
109.54 |
-0.47 |
40 |
1,318 |
-2 |
Total Volume and Open Interest |
467,285 |
416,848 |
-1,159 |
Mexican Peso(CME) |
Nov16 |
161111 |
477.25 |
541.88 |
477.25 |
477.25 |
-8.00 |
6 |
5 |
+0 |
Dec16 |
161111 |
483.25 |
485.25 |
465.13 |
475.00 |
-8.13 |
223,316 |
121,910 |
+3,630 |
Total Volume and Open Interest |
224,048 |
152,546 |
+3,680 |
Brazilian Real(CME) |
Dec16 |
161111 |
293.40 |
294.20 |
283.45 |
292.00 |
-3.55 |
2,984 |
30,645 |
+609 |
Jan17 |
161111 |
288.20 |
290.40 |
282.25 |
289.40 |
-3.65 |
12 |
10 |
+2 |
Feb17 |
161111 |
287.15 |
287.15 |
287.15 |
287.15 |
-3.10 |
|
|
|
Mar17 |
161111 |
285.20 |
285.20 |
285.20 |
285.20 |
-3.10 |
1 |
1 |
+1 |
Total Volume and Open Interest |
2,997 |
30,656 |
+612 |
30-Year T-Bonds(CBOT) |
Dec16 |
161111 |
155~260 |
156~120 |
155~000 |
155~050 |
-1~020 |
829,802 |
564,075 |
+21,451 |
Mar17 |
161111 |
154~140 |
154~290 |
153~220 |
153~240 |
-1~020 |
3,335 |
3,837 |
+900 |
Jun17 |
161111 |
152~280 |
152~280 |
152~280 |
152~280 |
-1~020 |
|
|
|
Total Volume and Open Interest |
833,137 |
567,912 |
+22,351 |
10-Year T-Notes(CBOT) |
Dec16 |
161111 |
127~115 |
127~220 |
127~025 |
127~055 |
-0~125 |
4,231,834 |
2,897,628 |
+39,056 |
Mar17 |
161111 |
126~255 |
127~000 |
126~140 |
126~160 |
-0~130 |
30,894 |
39,272 |
+7,522 |
Jun17 |
161111 |
126~080 |
126~080 |
126~080 |
126~080 |
-0~130 |
|
|
|
Total Volume and Open Interest |
4,262,728 |
2,936,900 |
+46,578 |
5-Year T-Notes(CBOT) |
Dec16 |
161111 |
119~202 |
119~252 |
119~144 |
119~162 |
-0~086 |
2,385,290 |
2,790,511 |
-50,500 |
Mar17 |
161111 |
119~070 |
119~106 |
119~014 |
119~014 |
-0~092 |
28,316 |
82,465 |
+4,837 |
Jun17 |
161111 |
118~284 |
120~234 |
118~284 |
118~284 |
-0~092 |
3 |
3 |
+3 |
Total Volume and Open Interest |
2,413,609 |
2,872,979 |
-45,660 |
2 Year T-Notes(CBOT) |
Dec16 |
161111 |
108~314 |
109~000 |
108~296 |
108~300 |
-0~020 |
832,882 |
1,175,319 |
-15,425 |
Mar17 |
161111 |
108~242 |
108~250 |
108~232 |
108~232 |
-0~022 |
8,251 |
20,851 |
+1,788 |
Jun17 |
161111 |
108~232 |
108~232 |
108~232 |
108~232 |
-0~022 |
|
|
|
Total Volume and Open Interest |
841,133 |
1,196,170 |
-13,637 |
Eurodollars(CME) |
Dec16 |
161111 |
99.055 |
99.060 |
99.040 |
99.045 |
-0.015 |
1,526,749 |
1,579,946 |
+1,137 |
Mar17 |
161111 |
99.025 |
99.030 |
99.005 |
99.015 |
-0.010 |
898,138 |
1,295,282 |
+10,311 |
Jun17 |
161111 |
98.945 |
98.945 |
98.915 |
98.925 |
-0.015 |
851,412 |
1,291,830 |
+46,033 |
Sep17 |
161111 |
98.865 |
98.880 |
98.825 |
98.840 |
-0.030 |
666,030 |
1,001,509 |
+6,064 |
Dec17 |
161111 |
98.770 |
98.785 |
98.725 |
98.735 |
-0.040 |
1,681,407 |
1,570,993 |
+27,670 |
Mar18 |
161111 |
98.690 |
98.710 |
98.640 |
98.650 |
-0.050 |
770,977 |
762,073 |
+46,414 |
Jun18 |
161111 |
98.585 |
98.615 |
98.545 |
98.550 |
-0.060 |
751,461 |
617,289 |
+25,112 |
Sep18 |
161111 |
98.495 |
98.525 |
98.445 |
98.450 |
-0.065 |
583,280 |
460,340 |
+276 |
Dec18 |
161111 |
98.385 |
98.420 |
98.340 |
98.345 |
-0.070 |
884,625 |
754,220 |
+22,988 |
Mar19 |
161111 |
98.315 |
98.345 |
98.265 |
98.265 |
-0.080 |
497,685 |
487,694 |
+47,784 |
Jun19 |
161111 |
98.240 |
98.270 |
98.180 |
98.185 |
-0.090 |
411,816 |
411,579 |
-1,313 |
Sep19 |
161111 |
98.170 |
98.200 |
98.105 |
98.110 |
-0.095 |
339,318 |
330,564 |
+1,790 |
Dec19 |
161111 |
98.090 |
98.125 |
98.025 |
98.030 |
-0.100 |
450,559 |
366,641 |
+6,373 |
Mar20 |
161111 |
98.035 |
98.070 |
97.965 |
97.970 |
-0.100 |
246,398 |
194,011 |
+11,756 |
Jun20 |
161111 |
97.975 |
98.010 |
97.905 |
97.910 |
-0.100 |
182,641 |
124,661 |
+9,657 |
Sep20 |
161111 |
97.925 |
97.955 |
97.845 |
97.855 |
-0.100 |
160,099 |
109,671 |
+2,734 |
Dec20 |
161111 |
97.860 |
97.890 |
97.780 |
97.790 |
-0.100 |
166,165 |
129,126 |
+13,764 |
Mar21 |
161111 |
97.805 |
97.840 |
97.725 |
97.735 |
-0.100 |
130,456 |
82,379 |
+9,662 |
Total Volume and Open Interest |
|
|
|
Ultra T-Bond(CBOT) |
Dec16 |
161111 |
165~06 |
165~26 |
163~16 |
163~27 |
-1~30 |
268,707 |
630,313 |
+7,778 |
Mar17 |
161111 |
163~16 |
163~16 |
162~27 |
162~27 |
-2~01 |
2,823 |
10,975 |
+2,004 |
Jun17 |
161111 |
162~05 |
162~05 |
162~05 |
162~05 |
-2~01 |
|
|
|
Total Volume and Open Interest |
271,530 |
641,288 |
+9,782 |
Ultra 10-Yr T-Note(CBOT) |
Dec16 |
161111 |
137~185 |
138~025 |
137~060 |
137~100 |
-0~205 |
300,843 |
262,102 |
+5,336 |
Mar17 |
161111 |
136~315 |
141~045 |
136~315 |
136~315 |
-0~205 |
0 |
1 |
+0 |
Jun17 |
161111 |
136~315 |
136~315 |
136~315 |
136~315 |
-0~205 |
|
|
|
Total Volume and Open Interest |
300,843 |
262,103 |
+5,336 |
30 Day Federal Funds(CBOT) |
Nov16 |
161111 |
99.592 |
99.595 |
99.592 |
99.592 |
unch |
34,013 |
205,790 |
-8,824 |
Dec16 |
161111 |
99.495 |
99.500 |
99.495 |
99.500 |
unch |
68,884 |
84,103 |
+2,608 |
Jan17 |
161111 |
99.420 |
99.420 |
99.410 |
99.415 |
-0.010 |
299,266 |
206,267 |
-6,973 |
Feb17 |
161111 |
99.405 |
99.410 |
99.395 |
99.405 |
-0.005 |
62,748 |
75,296 |
-1,993 |
Mar17 |
161111 |
99.385 |
99.385 |
99.375 |
99.380 |
-0.010 |
24,950 |
42,427 |
-3,143 |
Apr17 |
161111 |
99.380 |
99.380 |
99.360 |
99.365 |
-0.015 |
53,222 |
64,188 |
-1,741 |
Total Volume and Open Interest |
612,960 |
886,753 |
-15,966 |
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 |
161110 |
99.94 |
99.94 |
99.94 |
99.94 |
unch |
0 |
10 |
+0 |
Mar17 |
161110 |
99.94 |
99.94 |
99.94 |
99.94 |
unch |
|
|
|
Jun17 |
161110 |
99.94 |
99.94 |
99.94 |
99.94 |
unch |
|
|
|
Sep17 |
161110 |
99.94 |
99.94 |
99.94 |
99.94 |
unch |
|
|
|
Dec17 |
161110 |
99.94 |
99.94 |
99.94 |
99.94 |
unch |
|
|
|
Mar18 |
161110 |
99.95 |
99.95 |
99.95 |
99.95 |
unch |
|
|
|
Jun18 |
161110 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
|
|
|
Sep18 |
161110 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
10 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec16 |
161110 |
151.82 |
151.82 |
151.31 |
151.52 |
-0.33 |
665 |
14,507 |
-282 |
Mar17 |
161110 |
151.46 |
151.46 |
151.46 |
151.46 |
-0.33 |
|
|
|
Jun17 |
161110 |
151.46 |
151.46 |
151.46 |
151.46 |
-0.33 |
|
|
|
Total Volume and Open Interest |
665 |
14,507 |
-282 |
Euro-Buxl(EUREX) |
Dec16 |
161111 |
175.74 |
175.74 |
173.34 |
174.90 |
-0.82 |
87,538 |
221,921 |
+25,072 |
Mar17 |
161111 |
173.00 |
173.40 |
171.88 |
173.02 |
-0.82 |
2,409 |
39,268 |
+1,138 |
Jun17 |
161111 |
171.30 |
171.30 |
171.30 |
171.30 |
-0.82 |
44 |
7 |
+3 |
Total Volume and Open Interest |
89,991 |
261,196 |
+26,213 |
Euro-Bund(EUREX) |
Dec16 |
161111 |
160.62 |
160.62 |
159.77 |
160.27 |
-0.37 |
1,204,065 |
2,161,649 |
+315,013 |
Mar17 |
161111 |
162.32 |
162.32 |
161.48 |
161.97 |
-0.41 |
11,771 |
197,614 |
+5,108 |
Jun17 |
161111 |
160.24 |
160.24 |
159.73 |
159.73 |
-0.37 |
|
|
|
Total Volume and Open Interest |
1,215,836 |
2,359,263 |
+320,121 |
Euro-Bobl(EUREX) |
Dec16 |
161111 |
130.83 |
130.85 |
130.56 |
130.70 |
-0.15 |
744,387 |
1,406,164 |
+112,672 |
Mar17 |
161111 |
132.37 |
132.37 |
132.05 |
132.19 |
-0.19 |
18,756 |
111,304 |
+16,313 |
Jun17 |
161111 |
130.95 |
130.95 |
130.95 |
130.95 |
-0.15 |
|
|
|
Total Volume and Open Interest |
763,143 |
1,517,468 |
+128,985 |
Euro-Schatz(EUREX) |
Dec16 |
161111 |
111.99 |
112.00 |
111.93 |
111.96 |
-0.03 |
399,995 |
1,338,872 |
+141,337 |
Mar17 |
161111 |
111.89 |
111.89 |
111.86 |
111.89 |
-0.03 |
3,282 |
11,681 |
+3,281 |
Jun17 |
161111 |
111.96 |
111.96 |
111.96 |
111.96 |
-0.03 |
|
|
|
Total Volume and Open Interest |
403,277 |
1,350,553 |
+144,618 |
3-Mth Euribor(EUREX) |
Dec16 |
161111 |
100.305 |
100.305 |
100.305 |
100.305 |
+0.005 |
0 |
3,193 |
+0 |
Mar17 |
161111 |
100.280 |
100.280 |
100.280 |
100.280 |
+0.005 |
1 |
3,253 |
+0 |
Jun17 |
161111 |
100.265 |
100.265 |
100.260 |
100.260 |
unch |
3 |
33,646 |
+1 |
Total Volume and Open Interest |
307 |
73,999 |
-199 |
Long Gilt(LIFFE) |
Dec16 |
161111 |
123~23 |
124~15 |
123~19 |
124~07 |
-0~05 |
260,525 |
706,573 |
-5,998 |
Mar17 |
161111 |
123~27 |
124~01 |
123~27 |
124~01 |
-0~06 |
|
|
|
Total Volume and Open Interest |
260,525 |
706,573 |
-5,998 |
3-Mth Short Sterling(LIFFE) |
Dec16 |
161111 |
99.59 |
99.60 |
99.58 |
99.59 |
unch |
38,119 |
458,930 |
-1,661 |
Mar17 |
161111 |
99.57 |
99.58 |
99.56 |
99.57 |
unch |
55,203 |
366,439 |
-7,174 |
Jun17 |
161111 |
99.55 |
99.55 |
99.53 |
99.54 |
unch |
61,346 |
344,750 |
-4,444 |
Sep17 |
161111 |
99.51 |
99.52 |
99.49 |
99.50 |
-0.01 |
74,175 |
296,155 |
-6,410 |
Dec17 |
161111 |
99.46 |
99.47 |
99.44 |
99.45 |
-0.01 |
122,703 |
309,012 |
-7,952 |
Mar18 |
161111 |
99.42 |
99.42 |
99.39 |
99.40 |
-0.01 |
79,301 |
180,020 |
-715 |
Total Volume and Open Interest |
828,921 |
2,751,389 |
-43,818 |
3-Mth Euribor(LIFFE) |
Dec16 |
161111 |
100.300 |
100.305 |
100.290 |
100.305 |
+0.010 |
76,565 |
432,536 |
+1,079 |
Mar17 |
161111 |
100.280 |
100.285 |
100.265 |
100.280 |
+0.005 |
76,948 |
477,880 |
-3,127 |
Jun17 |
161111 |
100.265 |
100.265 |
100.245 |
100.260 |
unch |
67,511 |
435,136 |
-6,440 |
Total Volume and Open Interest |
897,364 |
3,448,572 |
-33,524 |
3-Mth Aus T-Bills(SFE) |
Dec16 |
161111 |
98.22 |
98.23 |
98.21 |
98.22 |
unch |
25,974 |
132,952 |
-3,095 |
Mar17 |
161111 |
98.25 |
98.25 |
98.23 |
98.25 |
unch |
67,293 |
231,775 |
-5,561 |
Jun17 |
161111 |
98.26 |
98.26 |
98.22 |
98.25 |
-0.01 |
58,603 |
196,468 |
+3,956 |
Sep17 |
161111 |
98.25 |
98.25 |
98.20 |
98.23 |
-0.02 |
28,850 |
139,963 |
+1,245 |
Dec17 |
161111 |
98.22 |
98.23 |
98.16 |
98.18 |
-0.04 |
27,237 |
158,570 |
+794 |
Mar18 |
161111 |
98.17 |
98.18 |
98.11 |
98.13 |
-0.05 |
11,240 |
87,364 |
-1,655 |
Jun18 |
161111 |
98.13 |
98.14 |
98.04 |
98.07 |
-0.06 |
8,675 |
62,803 |
-327 |
Sep18 |
161111 |
98.08 |
98.09 |
97.98 |
98.00 |
-0.08 |
2,930 |
30,688 |
-296 |
Dec18 |
161111 |
98.04 |
98.04 |
97.91 |
97.93 |
-0.09 |
238 |
7,385 |
+30 |
Mar19 |
161111 |
97.94 |
97.94 |
97.85 |
97.86 |
-0.11 |
1 |
3,444 |
+1 |
Total Volume and Open Interest |
231,042 |
1,053,547 |
-4,908 |
10-Year Aus T-Bonds(SFE) |
Dec16 |
161111 |
97.54 |
97.56 |
97.43 |
97.47 |
-0.06 |
233,637 |
962,889 |
+18,596 |
Mar17 |
161111 |
97.47 |
97.47 |
97.47 |
97.47 |
-0.06 |
|
|
|
Total Volume and Open Interest |
233,637 |
962,889 |
+18,596 |
3-Year Aus T-Bonds(SFE) |
Dec16 |
161111 |
98.27 |
98.29 |
98.20 |
98.23 |
-0.04 |
360,563 |
1,031,876 |
+62,691 |
Mar17 |
161111 |
98.23 |
98.23 |
98.23 |
98.23 |
-0.04 |
|
|
|
Total Volume and Open Interest |
360,563 |
1,031,876 |
+62,691 |
Gold(CMX) |
Dec16 |
161111 |
1258.7 |
1265.0 |
1218.7 |
1224.3 |
-42.1 |
816,531 |
318,162 |
-11,957 |
Feb17 |
161111 |
1261.8 |
1268.1 |
1221.3 |
1226.9 |
-42.8 |
64,801 |
113,127 |
+6,743 |
Apr17 |
161111 |
1263.8 |
1269.0 |
1225.6 |
1229.6 |
-43.2 |
7,791 |
20,514 |
+132 |
Jun17 |
161111 |
1272.9 |
1273.6 |
1229.0 |
1232.2 |
-43.5 |
5,914 |
34,150 |
+733 |
Aug17 |
161111 |
1270.7 |
1275.8 |
1230.0 |
1234.7 |
-43.7 |
659 |
8,526 |
-119 |
Oct17 |
161111 |
1275.5 |
1276.6 |
1234.7 |
1237.4 |
-43.8 |
238 |
2,205 |
+10 |
Dec17 |
161111 |
1269.0 |
1278.4 |
1235.5 |
1240.1 |
-43.9 |
332 |
15,901 |
+138 |
Feb18 |
161111 |
1280.0 |
1280.0 |
1240.0 |
1243.1 |
-43.9 |
3 |
193 |
+0 |
Apr18 |
161111 |
1262.9 |
1262.9 |
1245.9 |
1245.9 |
-43.9 |
3 |
19 |
+3 |
Jun18 |
161111 |
1248.6 |
1286.1 |
1248.6 |
1248.6 |
-43.9 |
20 |
4,225 |
+20 |
Aug18 |
161111 |
1251.9 |
1251.9 |
1251.9 |
1251.9 |
-43.9 |
|
|
|
Total Volume and Open Interest |
897,219 |
524,161 |
-4,042 |
Silver(CMX) |
Dec16 |
161111 |
1860.5 |
1885.0 |
1717.0 |
1738.2 |
-135.5 |
156,618 |
107,613 |
-8,120 |
Mar17 |
161111 |
1872.5 |
1895.0 |
1726.5 |
1747.8 |
-137.3 |
24,787 |
63,097 |
+6,996 |
May17 |
161111 |
1880.0 |
1894.0 |
1736.5 |
1754.0 |
-137.6 |
1,465 |
3,433 |
+412 |
Jul17 |
161111 |
1885.0 |
1885.0 |
1750.0 |
1760.3 |
-137.7 |
643 |
4,827 |
+330 |
Sep17 |
161111 |
1842.0 |
1842.0 |
1766.5 |
1766.5 |
-137.7 |
5 |
949 |
+0 |
Dec17 |
161111 |
1885.0 |
1895.0 |
1755.5 |
1775.4 |
-137.7 |
164 |
4,441 |
+1 |
Mar18 |
161111 |
1782.7 |
1817.0 |
1782.7 |
1782.7 |
-137.7 |
0 |
2 |
+0 |
Total Volume and Open Interest |
184,277 |
188,048 |
-217 |
Platinum(NYMEX) |
Jan17 |
161111 |
975.5 |
986.0 |
936.3 |
943.2 |
-39.0 |
27,478 |
59,790 |
-331 |
Apr17 |
161111 |
983.9 |
988.4 |
940.0 |
946.9 |
-39.1 |
476 |
6,157 |
+91 |
Jul17 |
161111 |
973.0 |
976.0 |
945.7 |
951.0 |
-39.0 |
2 |
40 |
+0 |
Oct17 |
161111 |
954.9 |
954.9 |
954.0 |
954.9 |
-39.0 |
0 |
165 |
+0 |
Total Volume and Open Interest |
28,010 |
66,192 |
-277 |
Palladium(NYMEX) |
Dec16 |
161111 |
689.00 |
697.85 |
669.95 |
684.70 |
-11.80 |
7,469 |
16,369 |
-381 |
Mar17 |
161111 |
691.60 |
696.00 |
672.40 |
685.70 |
-12.35 |
793 |
6,105 |
+595 |
Jun17 |
161111 |
680.20 |
687.15 |
680.20 |
687.15 |
-12.65 |
1 |
34 |
-1 |
Total Volume and Open Interest |
8,263 |
22,509 |
+213 |
Copper(CMX) |
Dec16 |
161111 |
253.40 |
273.45 |
249.60 |
250.90 |
-4.20 |
203,542 |
110,086 |
-4,039 |
Mar17 |
161111 |
254.60 |
274.40 |
250.70 |
252.00 |
-4.10 |
41,334 |
82,648 |
+2,141 |
May17 |
161111 |
255.70 |
274.00 |
251.35 |
252.50 |
-4.10 |
4,881 |
14,160 |
+12 |
Jul17 |
161111 |
256.00 |
275.00 |
252.75 |
252.90 |
-4.10 |
3,748 |
12,642 |
+2,516 |
Sep17 |
161111 |
263.65 |
271.25 |
253.10 |
253.10 |
-4.10 |
1,047 |
3,963 |
+621 |
Total Volume and Open Interest |
256,017 |
235,475 |
+1,553 |
E-mini DJIA Index(CBOT) |
Dec16 |
161111 |
18765 |
18833 |
18682 |
18787 |
+1 |
651,872 |
120,344 |
+5,036 |
Mar17 |
161111 |
18695 |
18759 |
18613 |
18723 |
+4 |
1,491 |
1,366 |
+308 |
Jun17 |
161111 |
18616 |
18647 |
18615 |
18647 |
+4 |
45 |
29 |
+23 |
Sep17 |
161111 |
18562 |
18562 |
18562 |
18562 |
+4 |
|
|
|
Total Volume and Open Interest |
653,408 |
121,739 |
+5,367 |
S & P 500(CME) |
Dec16 |
161111 |
2164.50 |
2169.20 |
2152.30 |
2161.60 |
-5.60 |
9,885 |
86,626 |
+1,871 |
Mar17 |
161111 |
2156.30 |
2158.70 |
2143.70 |
2156.30 |
-5.40 |
1,643 |
1,197 |
+121 |
Jun17 |
161111 |
2150.60 |
2153.00 |
2138.00 |
2150.60 |
-5.40 |
164 |
1,033 |
+72 |
Sep17 |
161111 |
2145.30 |
2147.70 |
2132.70 |
2145.30 |
-5.40 |
|
|
|
Total Volume and Open Interest |
11,692 |
88,856 |
+2,064 |
S & P 500 E-Mini(Globex) |
Dec16 |
161111 |
2165.00 |
2170.50 |
2148.50 |
2161.50 |
-5.75 |
5,280,237 |
2,934,892 |
+38,513 |
Mar17 |
161111 |
2159.25 |
2164.75 |
2143.25 |
2156.25 |
-5.50 |
19,529 |
34,015 |
+2,356 |
Jun17 |
161111 |
2157.00 |
2157.00 |
2137.50 |
2150.50 |
-5.50 |
1,081 |
3,109 |
+243 |
Sep17 |
161111 |
2135.50 |
2145.25 |
2135.50 |
2145.25 |
-5.50 |
10 |
18 |
-3 |
Total Volume and Open Interest |
5,300,860 |
2,972,070 |
+41,111 |
NASDAQ 100 E-Mini(Globex) |
Dec16 |
161111 |
4741.80 |
4758.00 |
4681.80 |
4748.00 |
+4.20 |
719,499 |
259,374 |
-38,679 |
Mar17 |
161111 |
4738.00 |
4755.80 |
4681.30 |
4746.80 |
+4.50 |
1,857 |
1,053 |
+37 |
Jun17 |
161111 |
4708.00 |
4740.80 |
4708.00 |
4740.80 |
+4.50 |
0 |
14 |
+0 |
Total Volume and Open Interest |
721,358 |
260,469 |
-38,642 |
S&P Midcap 400(CME) e-Mini |
Dec16 |
161111 |
1544.70 |
1563.40 |
1540.20 |
1560.80 |
+16.20 |
29,468 |
75,943 |
-1,153 |
Mar17 |
161111 |
1558.30 |
1558.30 |
1491.00 |
1558.30 |
+16.20 |
0 |
2 |
+0 |
Jun17 |
161111 |
1548.60 |
1548.60 |
1548.60 |
1548.60 |
+16.20 |
|
|
|
Total Volume and Open Interest |
29,468 |
75,945 |
-1,153 |
Volatility Index(CBOE) |
Nov16 |
161111 |
15.35 |
16.30 |
14.75 |
14.93 |
-0.40 |
275,642 |
104,574 |
-15,764 |
Dec16 |
161111 |
16.30 |
16.98 |
15.93 |
16.13 |
-0.14 |
222,166 |
175,583 |
+9,275 |
Jan17 |
161111 |
17.40 |
18.05 |
17.23 |
17.33 |
-0.05 |
60,197 |
56,894 |
-419 |
Feb17 |
161111 |
18.00 |
18.55 |
17.87 |
17.93 |
unch |
24,239 |
26,296 |
-1,772 |
Total Volume and Open Interest |
615,091 |
411,631 |
-8,369 |
Russell 2000(ICE) |
Dec16 |
161111 |
1254.90 |
1283.90 |
1250.40 |
1282.70 |
+27.80 |
244,157 |
319,873 |
+4,769 |
Mar17 |
161111 |
1253.70 |
1277.90 |
1250.40 |
1277.70 |
+27.80 |
582 |
415 |
+120 |
Jun17 |
161111 |
1273.70 |
1273.70 |
1273.70 |
1273.70 |
+27.80 |
0 |
170 |
+0 |
Total Volume and Open Interest |
244,739 |
320,597 |
+4,889 |
Nikkei 225(CME) |
Dec16 |
161111 |
17520 |
17635 |
17290 |
17440 |
-80 |
54,170 |
36,383 |
+1,480 |
Mar17 |
161111 |
17600 |
17600 |
17360 |
17470 |
-80 |
69 |
78 |
+33 |
Total Volume and Open Interest |
54,239 |
36,461 |
+1,513 |
Nikkei 225(SGX) |
Dec16 |
161111 |
17425 |
17490 |
17375 |
17445 |
+120 |
274,457 |
212,968 |
+19,665 |
Mar17 |
161111 |
17375 |
17550 |
17305 |
17410 |
+125 |
1,033 |
5,164 |
+474 |
Jun17 |
161110 |
17165 |
17165 |
17165 |
17165 |
+930 |
|
|
|
Total Volume and Open Interest |
59,871 |
208,134 |
-5,101 |
Nikkei 225(CME) Yen |
Dec16 |
161111 |
17495 |
17615 |
17270 |
17420 |
-75 |
228,994 |
73,134 |
+12,502 |
Mar17 |
161111 |
17460 |
17540 |
17260 |
17370 |
-75 |
259 |
189 |
+103 |
Jun17 |
161111 |
17240 |
17240 |
17240 |
17240 |
-75 |
|
|
|
Total Volume and Open Interest |
229,253 |
73,323 |
+12,605 |
Nikkei 225(CME) e-Mini Yen |
Dec16 |
161111 |
17420 |
17500 |
17390 |
17420 |
-70 |
2 |
40 |
+1 |
Mar17 |
161111 |
17370 |
17370 |
17370 |
17370 |
-70 |
|
|
|
Jun17 |
161111 |
17240 |
17240 |
17240 |
17240 |
-70 |
|
|
|
Total Volume and Open Interest |
2 |
40 |
+1 |
CAC 40(EURONEXT) |
Nov16 |
161111 |
4547.0 |
4555.0 |
4472.0 |
4489.5 |
-41.0 |
241,782 |
302,777 |
+13,798 |
Dec16 |
161111 |
4542.0 |
4545.5 |
4468.5 |
4484.0 |
-41.0 |
1,630 |
22,654 |
+33 |
Jan17 |
161111 |
4475.0 |
4475.0 |
4475.0 |
4475.0 |
-41.0 |
1 |
4 |
+1 |
Total Volume and Open Interest |
243,415 |
325,501 |
+13,834 |
Hang Seng Index(HKFE) |
Nov16 |
161111 |
22880 |
22942 |
22432 |
22489 |
-443 |
241,917 |
130,724 |
-7,456 |
Dec16 |
161111 |
22909 |
22951 |
22460 |
22506 |
-449 |
5,270 |
16,676 |
+544 |
Total Volume and Open Interest |
248,125 |
149,688 |
-6,624 |
DAX(EUREX) |
Dec16 |
161111 |
10672.0 |
10709.5 |
10581.5 |
10657.0 |
+28.0 |
200,955 |
202,340 |
+43,138 |
Mar17 |
161111 |
10660.5 |
10701.5 |
10585.5 |
10654.0 |
+28.0 |
1,598 |
5,595 |
+1,368 |
Jun17 |
161111 |
10700.0 |
10700.0 |
10683.5 |
10683.5 |
+28.5 |
37 |
200 |
+8 |
Total Volume and Open Interest |
202,590 |
208,135 |
+44,514 |
Mini-DAX(EUREX) |
Dec16 |
161111 |
10670.0 |
10710.0 |
10582.0 |
10657.0 |
+28.0 |
68,010 |
20,387 |
+6,484 |
Mar17 |
161111 |
10651.0 |
10689.0 |
10584.0 |
10654.0 |
+28.0 |
430 |
1,736 |
+156 |
Jun17 |
161111 |
10682.0 |
10683.5 |
10653.0 |
10683.5 |
+28.5 |
34 |
55 |
+8 |
Total Volume and Open Interest |
68,474 |
22,178 |
+6,648 |
FT-SE 100(EURONEXT) |
Dec16 |
161111 |
6826.00 |
6843.00 |
6698.00 |
6713.50 |
-113.00 |
199,276 |
755,896 |
-330 |
Mar17 |
161111 |
6774.00 |
6774.00 |
6650.00 |
6650.00 |
-113.00 |
116 |
8,097 |
+44 |
Jun17 |
161111 |
6586.00 |
6586.00 |
6586.00 |
6586.00 |
-107.00 |
|
|
|
Total Volume and Open Interest |
199,392 |
763,993 |
-286 |
SPI 200(SFE) |
Dec16 |
161111 |
5338.0 |
5371.0 |
5307.0 |
5357.0 |
+17.0 |
84,386 |
278,620 |
+5,074 |
Mar17 |
161111 |
5308.0 |
5308.0 |
5308.0 |
5308.0 |
+18.0 |
52 |
1,762 |
+19 |
Jun17 |
161111 |
5294.0 |
5294.0 |
5294.0 |
5294.0 |
+18.0 |
0 |
1,397 |
+0 |
Total Volume and Open Interest |
84,439 |
282,897 |
+5,093 |
FTSE MIB(ISE) |
Dec16 |
161111 |
16875.00 |
16920.00 |
16665.00 |
16716.00 |
-10.00 |
60,518 |
43,145 |
-822 |
Mar17 |
161111 |
16830.00 |
16860.00 |
16645.00 |
16656.00 |
-35.00 |
92 |
899 |
+60 |
Jun17 |
161111 |
16286.00 |
16286.00 |
16286.00 |
16286.00 |
+27.00 |
|
|
|
Total Volume and Open Interest |
60,610 |
44,044 |
-762 |
KOSPI 200(KFE) |
Dec16 |
161111 |
252.40 |
252.70 |
251.65 |
252.70 |
-2.60 |
487,609 |
133,244 |
+7,034 |
Mar17 |
161111 |
249.05 |
249.95 |
249.05 |
249.95 |
-2.55 |
1,278 |
12,868 |
+256 |
Jun17 |
161111 |
263.45 |
263.45 |
250.30 |
250.30 |
-1.70 |
8 |
1,972 |
-3 |
Total Volume and Open Interest |
488,896 |
152,689 |
+7,286 |
GSCI(CME) |
Nov16 |
161111 |
349.00 |
349.00 |
343.50 |
344.15 |
-6.45 |
2,713 |
6,350 |
-2,519 |
Dec16 |
161111 |
352.35 |
353.25 |
350.05 |
350.65 |
-6.25 |
3,061 |
9,074 |
+2,314 |
Jan17 |
161111 |
354.45 |
354.45 |
354.45 |
354.45 |
-6.25 |
|
|
|
Total Volume and Open Interest |
5,774 |
15,424 |
-205 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|