|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Tue November 15, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan17 |
161115 |
985.50 |
992.75 |
978.75 |
989.50 |
+5.25 |
216,064 |
298,601 |
-7,782 |
Mar17 |
161115 |
993.50 |
1001.25 |
987.00 |
998.00 |
+5.50 |
63,659 |
121,891 |
+4,192 |
May17 |
161115 |
1000.75 |
1008.25 |
994.50 |
1005.50 |
+5.50 |
27,455 |
68,651 |
+186 |
Jul17 |
161115 |
1006.50 |
1013.50 |
1000.00 |
1010.75 |
+5.25 |
21,173 |
78,885 |
+399 |
Aug17 |
161115 |
1004.50 |
1012.50 |
1002.25 |
1010.00 |
+5.25 |
727 |
3,482 |
+122 |
Sep17 |
161115 |
995.50 |
999.00 |
991.00 |
996.75 |
+5.25 |
382 |
1,650 |
+8 |
Nov17 |
161115 |
982.00 |
988.75 |
976.50 |
986.25 |
+5.00 |
8,781 |
39,494 |
+535 |
Jan18 |
161115 |
987.00 |
989.50 |
978.50 |
987.25 |
+4.50 |
208 |
1,658 |
+1 |
Mar18 |
161115 |
985.00 |
985.00 |
976.75 |
985.00 |
+4.50 |
49 |
889 |
-9 |
May18 |
161115 |
985.50 |
985.50 |
977.00 |
985.50 |
+4.75 |
22 |
277 |
-2 |
Jul18 |
161115 |
983.00 |
987.50 |
983.00 |
987.50 |
+4.00 |
7 |
427 |
+1 |
Aug18 |
161115 |
982.50 |
982.50 |
982.50 |
982.50 |
+4.00 |
0 |
17 |
+0 |
Sep18 |
161115 |
967.25 |
967.25 |
967.25 |
967.25 |
+4.00 |
0 |
17 |
+0 |
Nov18 |
161115 |
955.00 |
959.50 |
953.75 |
959.50 |
+4.75 |
74 |
776 |
+43 |
Total Volume and Open Interest |
341,159 |
617,389 |
-4,033 |
Soybean Meal(CBOT) |
Dec16 |
161115 |
310.50 |
311.50 |
307.30 |
310.10 |
+0.20 |
58,931 |
94,886 |
-4,723 |
Jan17 |
161115 |
312.50 |
313.70 |
309.60 |
312.30 |
+0.20 |
35,574 |
99,507 |
+6,209 |
Mar17 |
161115 |
314.10 |
315.10 |
311.00 |
314.40 |
+0.60 |
13,087 |
70,986 |
+1,379 |
May17 |
161115 |
315.60 |
316.40 |
312.50 |
315.90 |
+0.70 |
5,071 |
40,900 |
+680 |
Jul17 |
161115 |
317.30 |
318.60 |
314.50 |
317.70 |
+0.50 |
4,161 |
37,407 |
+848 |
Aug17 |
161115 |
317.60 |
318.10 |
314.30 |
317.30 |
+0.40 |
691 |
5,447 |
+353 |
Sep17 |
161115 |
313.60 |
317.10 |
313.60 |
316.40 |
+0.40 |
578 |
5,837 |
+260 |
Oct17 |
161115 |
311.70 |
313.70 |
311.50 |
313.70 |
+0.60 |
430 |
5,100 |
+61 |
Dec17 |
161115 |
314.40 |
315.00 |
311.70 |
314.10 |
+0.60 |
619 |
16,066 |
-34 |
Jan18 |
161115 |
313.90 |
313.90 |
313.90 |
313.90 |
+1.10 |
4 |
833 |
+0 |
Total Volume and Open Interest |
119,161 |
379,192 |
+5,034 |
Soybean Oil(CBOT) |
Dec16 |
161115 |
34.00 |
34.25 |
33.81 |
34.21 |
+0.26 |
85,196 |
133,027 |
-11,749 |
Jan17 |
161115 |
34.19 |
34.50 |
34.05 |
34.46 |
+0.28 |
47,048 |
129,658 |
+2,873 |
Mar17 |
161115 |
34.45 |
34.74 |
34.28 |
34.70 |
+0.30 |
21,359 |
74,743 |
-84 |
May17 |
161115 |
34.67 |
34.93 |
34.47 |
34.89 |
+0.31 |
6,463 |
47,307 |
-28 |
Jul17 |
161115 |
34.84 |
35.10 |
34.66 |
35.06 |
+0.29 |
3,966 |
40,580 |
+1,420 |
Aug17 |
161115 |
34.85 |
35.10 |
34.67 |
35.05 |
+0.27 |
239 |
4,666 |
+52 |
Sep17 |
161115 |
34.61 |
35.02 |
34.61 |
35.00 |
+0.29 |
110 |
3,739 |
+4 |
Oct17 |
161115 |
34.51 |
34.81 |
34.48 |
34.80 |
+0.27 |
195 |
3,392 |
+88 |
Dec17 |
161115 |
34.72 |
34.91 |
34.56 |
34.86 |
+0.26 |
364 |
11,632 |
+51 |
Jan18 |
161115 |
34.87 |
35.48 |
34.87 |
34.87 |
+0.24 |
0 |
519 |
+0 |
Total Volume and Open Interest |
164,986 |
450,242 |
-7,355 |
Canola(WCE) |
Nov16 |
161114 |
502.7 |
502.7 |
502.7 |
502.7 |
-4.2 |
|
|
|
Jan17 |
161115 |
509.7 |
512.4 |
509.2 |
511.1 |
+1.4 |
12,010 |
136,086 |
+604 |
Mar17 |
161115 |
516.0 |
519.2 |
515.8 |
518.0 |
+1.8 |
3,412 |
28,649 |
+857 |
May17 |
161115 |
519.7 |
522.4 |
518.5 |
521.1 |
+1.9 |
1,063 |
13,612 |
+191 |
Jul17 |
161115 |
520.7 |
523.6 |
519.0 |
522.0 |
+2.0 |
1,061 |
10,739 |
+625 |
Total Volume and Open Interest |
18,147 |
197,862 |
+2,573 |
Corn(CBOT) |
Dec16 |
161115 |
337.00 |
342.25 |
335.75 |
341.50 |
+4.25 |
212,977 |
429,829 |
-21,658 |
Mar17 |
161115 |
344.75 |
350.00 |
343.75 |
349.25 |
+4.00 |
128,995 |
538,252 |
+34,245 |
May17 |
161115 |
352.00 |
357.00 |
351.00 |
356.50 |
+4.00 |
26,392 |
115,560 |
+5,126 |
Jul17 |
161115 |
359.75 |
364.25 |
358.25 |
363.50 |
+3.75 |
14,777 |
154,760 |
+1,746 |
Sep17 |
161115 |
366.50 |
370.75 |
365.50 |
370.25 |
+3.75 |
4,243 |
52,311 |
+691 |
Dec17 |
161115 |
375.75 |
379.75 |
374.25 |
379.25 |
+3.50 |
9,652 |
102,660 |
+3,973 |
Mar18 |
161115 |
385.50 |
389.00 |
384.75 |
389.00 |
+3.25 |
255 |
7,026 |
+2 |
May18 |
161115 |
392.00 |
394.50 |
392.00 |
394.50 |
+3.00 |
144 |
1,411 |
+37 |
Jul18 |
161115 |
395.50 |
398.75 |
395.50 |
398.75 |
+3.25 |
340 |
1,838 |
+94 |
Sep18 |
161115 |
393.75 |
393.75 |
388.00 |
393.75 |
+3.75 |
0 |
765 |
+0 |
Total Volume and Open Interest |
397,947 |
1,410,294 |
+24,268 |
Wheat(CBOT) |
Dec16 |
161115 |
394.00 |
402.00 |
392.75 |
399.00 |
+5.00 |
82,170 |
184,785 |
-6,677 |
Mar17 |
161115 |
412.50 |
420.50 |
411.25 |
418.75 |
+6.25 |
60,238 |
201,286 |
+11,778 |
May17 |
161115 |
426.25 |
432.75 |
425.00 |
432.25 |
+6.00 |
8,589 |
38,269 |
+1,813 |
Jul17 |
161115 |
442.50 |
447.50 |
440.00 |
446.75 |
+5.25 |
5,992 |
56,570 |
+2,063 |
Sep17 |
161115 |
457.00 |
463.25 |
456.00 |
462.75 |
+4.75 |
672 |
9,755 |
-109 |
Dec17 |
161115 |
476.75 |
483.00 |
475.50 |
482.75 |
+5.00 |
1,163 |
16,751 |
+262 |
Total Volume and Open Interest |
158,942 |
510,983 |
+9,187 |
Wheat(KCBT) |
Dec16 |
161115 |
402.00 |
408.25 |
401.50 |
408.00 |
+5.25 |
27,226 |
68,285 |
-10,245 |
Mar17 |
161115 |
420.00 |
425.75 |
419.00 |
425.50 |
+5.00 |
22,686 |
95,437 |
+8,858 |
May17 |
161115 |
432.50 |
437.25 |
430.75 |
437.25 |
+5.00 |
3,371 |
28,867 |
-242 |
Jul17 |
161115 |
443.50 |
448.50 |
442.75 |
448.50 |
+4.75 |
3,021 |
51,751 |
+901 |
Sep17 |
161115 |
459.00 |
463.00 |
458.00 |
463.00 |
+4.50 |
142 |
5,004 |
+49 |
Dec17 |
161115 |
478.00 |
481.50 |
478.00 |
481.50 |
+3.00 |
32 |
6,275 |
-3 |
Mar18 |
161115 |
492.00 |
495.50 |
492.00 |
492.00 |
+0.25 |
0 |
1,039 |
+0 |
Total Volume and Open Interest |
56,478 |
257,267 |
-682 |
Wheat(MGE) |
Dec16 |
161115 |
512.00 |
518.00 |
512.00 |
514.75 |
+2.75 |
3,057 |
22,775 |
+58 |
Mar17 |
161115 |
516.00 |
521.75 |
516.00 |
518.00 |
+2.25 |
3,056 |
25,177 |
+160 |
May17 |
161115 |
522.25 |
526.50 |
522.25 |
524.50 |
+2.25 |
857 |
10,008 |
+189 |
Jul17 |
161115 |
530.25 |
532.25 |
530.25 |
531.50 |
+2.00 |
489 |
4,984 |
+37 |
Sep17 |
161115 |
538.50 |
541.00 |
538.25 |
539.00 |
+2.00 |
144 |
3,638 |
+39 |
Dec17 |
161115 |
550.00 |
550.50 |
549.75 |
549.75 |
+1.25 |
146 |
2,649 |
+65 |
Total Volume and Open Interest |
7,749 |
69,294 |
+548 |
Oats(CBOT) |
Dec16 |
161115 |
228.00 |
234.75 |
228.00 |
233.00 |
+5.25 |
168 |
4,271 |
-65 |
Mar17 |
161115 |
225.75 |
233.00 |
225.75 |
231.50 |
+6.00 |
225 |
3,427 |
+85 |
May17 |
161115 |
229.25 |
229.75 |
227.25 |
229.25 |
+2.00 |
24 |
517 |
+13 |
Jul17 |
161115 |
229.00 |
231.50 |
229.00 |
231.50 |
+1.00 |
5 |
71 |
+5 |
Total Volume and Open Interest |
422 |
8,351 |
+38 |
Rough Rice(CBOT) |
Nov16 |
161114 |
9.13 |
9.13 |
9.13 |
9.13 |
-0.36 |
80 |
154 |
+55 |
Jan17 |
161115 |
9.38 |
9.44 |
9.30 |
9.39 |
-0.01 |
454 |
10,212 |
+193 |
Mar17 |
161115 |
9.66 |
9.69 |
9.56 |
9.65 |
unch |
32 |
1,070 |
+16 |
May17 |
161115 |
9.89 |
10.31 |
9.89 |
9.89 |
unch |
0 |
11 |
+0 |
Total Volume and Open Interest |
616 |
11,563 |
+309 |
Live Cattle(CME) |
Dec16 |
161115 |
105.500 |
106.000 |
104.885 |
105.480 |
-0.100 |
30,161 |
73,941 |
-9,315 |
Feb17 |
161115 |
106.385 |
106.900 |
106.000 |
106.535 |
unch |
24,018 |
92,162 |
+7,315 |
Apr17 |
161115 |
106.050 |
107.000 |
105.785 |
106.950 |
+0.720 |
8,531 |
57,668 |
+701 |
Jun17 |
161115 |
97.980 |
98.900 |
97.650 |
98.830 |
+0.750 |
4,162 |
30,195 |
+486 |
Aug17 |
161115 |
95.430 |
96.035 |
95.100 |
96.000 |
+0.420 |
1,163 |
11,601 |
+252 |
Oct17 |
161115 |
96.250 |
96.635 |
95.850 |
96.600 |
+0.250 |
556 |
5,788 |
+139 |
Total Volume and Open Interest |
68,901 |
273,306 |
-369 |
Feeder Cattle(CME) |
Nov16 |
161115 |
126.250 |
126.635 |
125.950 |
126.600 |
+0.565 |
799 |
3,004 |
-84 |
Jan17 |
161115 |
122.730 |
123.285 |
121.635 |
123.035 |
+0.705 |
2,715 |
22,027 |
+49 |
Mar17 |
161115 |
118.580 |
118.980 |
117.385 |
118.785 |
+0.335 |
1,563 |
9,240 |
+177 |
Apr17 |
161115 |
118.200 |
118.400 |
116.950 |
118.285 |
+0.335 |
959 |
3,798 |
+330 |
May17 |
161115 |
117.285 |
117.785 |
116.200 |
117.680 |
+0.530 |
343 |
2,789 |
+58 |
Aug17 |
161115 |
117.830 |
118.385 |
117.080 |
118.150 |
+0.050 |
76 |
1,132 |
+19 |
Sep17 |
161115 |
116.580 |
116.580 |
116.550 |
116.580 |
+0.350 |
3 |
44 |
+1 |
Total Volume and Open Interest |
6,459 |
42,044 |
+551 |
Lean Hogs(CME) |
Dec16 |
161115 |
46.900 |
47.330 |
45.735 |
46.130 |
-0.770 |
27,993 |
67,812 |
-7,119 |
Feb17 |
161115 |
53.535 |
54.000 |
52.350 |
52.900 |
-0.700 |
22,033 |
85,060 |
+7,711 |
Apr17 |
161115 |
60.850 |
61.180 |
59.735 |
60.235 |
-0.665 |
7,699 |
43,534 |
+1,004 |
May17 |
161115 |
67.900 |
68.180 |
67.550 |
67.725 |
-0.705 |
62 |
790 |
+49 |
Jun17 |
161115 |
72.650 |
73.035 |
71.930 |
72.330 |
-0.620 |
3,142 |
16,336 |
+538 |
Jul17 |
161115 |
74.180 |
74.180 |
73.135 |
73.385 |
-0.795 |
1,565 |
10,111 |
+828 |
Aug17 |
161115 |
74.400 |
74.680 |
73.480 |
73.500 |
-1.180 |
361 |
5,531 |
+63 |
Oct17 |
161115 |
63.150 |
63.150 |
62.350 |
62.430 |
-1.120 |
121 |
1,696 |
+68 |
Total Volume and Open Interest |
63,003 |
231,990 |
+3,154 |
Class III Milk(CME) |
Nov16 |
161115 |
16.67 |
16.71 |
16.67 |
16.70 |
+0.02 |
362 |
5,344 |
+48 |
Dec16 |
161115 |
16.33 |
16.55 |
16.30 |
16.44 |
+0.11 |
524 |
5,421 |
+56 |
Jan17 |
161115 |
15.89 |
16.06 |
15.89 |
15.99 |
+0.14 |
76 |
2,918 |
+29 |
Feb17 |
161115 |
15.91 |
16.10 |
15.91 |
16.00 |
+0.09 |
44 |
2,720 |
+3 |
Mar17 |
161115 |
15.91 |
16.04 |
15.91 |
16.01 |
+0.06 |
42 |
2,497 |
+13 |
Apr17 |
161115 |
16.00 |
16.10 |
16.00 |
16.10 |
+0.11 |
35 |
2,284 |
+13 |
May17 |
161115 |
16.18 |
16.25 |
16.14 |
16.25 |
+0.11 |
47 |
2,192 |
+29 |
Jun17 |
161115 |
16.35 |
16.40 |
16.32 |
16.40 |
+0.05 |
18 |
2,009 |
+1 |
Jul17 |
161115 |
16.52 |
16.55 |
16.52 |
16.55 |
+0.09 |
6 |
1,104 |
-2 |
Aug17 |
161115 |
16.75 |
16.76 |
16.64 |
16.75 |
+0.05 |
0 |
1,111 |
+0 |
Sep17 |
161115 |
16.88 |
16.95 |
16.88 |
16.95 |
+0.07 |
5 |
1,121 |
+5 |
Oct17 |
161115 |
16.86 |
16.90 |
16.86 |
16.90 |
+0.04 |
0 |
747 |
+0 |
Nov17 |
161115 |
16.84 |
16.84 |
16.84 |
16.84 |
+0.11 |
0 |
672 |
+0 |
Total Volume and Open Interest |
1,209 |
31,279 |
+204 |
Cocoa(ICE) |
Dec16 |
161115 |
2381 |
2390 |
2361 |
2378 |
-14 |
7,881 |
7,722 |
-5,697 |
Mar17 |
161115 |
2407 |
2416 |
2385 |
2395 |
-23 |
26,186 |
142,322 |
+3,419 |
May17 |
161115 |
2405 |
2411 |
2383 |
2392 |
-23 |
6,072 |
38,734 |
+520 |
Jul17 |
161115 |
2411 |
2415 |
2389 |
2397 |
-25 |
2,517 |
19,842 |
+727 |
Sep17 |
161115 |
2415 |
2427 |
2399 |
2406 |
-25 |
960 |
11,369 |
+174 |
Dec17 |
161115 |
2423 |
2436 |
2405 |
2413 |
-27 |
256 |
6,859 |
+6 |
Mar18 |
161115 |
2435 |
2435 |
2421 |
2424 |
-28 |
76 |
7,780 |
+46 |
Total Volume and Open Interest |
43,953 |
235,410 |
-805 |
Coffee "C"(ICE) |
Dec16 |
161115 |
162.40 |
165.30 |
160.30 |
161.80 |
unch |
42,570 |
30,023 |
-16,453 |
Mar17 |
161115 |
166.05 |
169.00 |
163.80 |
165.30 |
-0.15 |
41,039 |
109,164 |
+6,152 |
May17 |
161115 |
168.50 |
171.30 |
166.30 |
167.70 |
-0.15 |
12,960 |
36,126 |
+1,305 |
Jul17 |
161115 |
170.50 |
173.35 |
168.45 |
169.80 |
-0.05 |
3,221 |
13,246 |
+835 |
Sep17 |
161115 |
172.20 |
175.05 |
170.25 |
171.65 |
unch |
744 |
8,467 |
+127 |
Dec17 |
161115 |
175.40 |
175.40 |
172.55 |
174.00 |
+0.05 |
156 |
9,869 |
+77 |
Total Volume and Open Interest |
100,730 |
211,683 |
-7,941 |
Orange Juice(ICE) |
Jan17 |
161115 |
206.25 |
212.45 |
205.50 |
208.65 |
+2.55 |
712 |
14,377 |
-62 |
Mar17 |
161115 |
203.10 |
209.70 |
203.10 |
205.55 |
+1.90 |
99 |
1,435 |
+42 |
May17 |
161115 |
204.90 |
207.90 |
204.10 |
204.75 |
+2.55 |
41 |
444 |
+2 |
Jul17 |
161115 |
206.40 |
206.40 |
204.05 |
204.05 |
+2.80 |
32 |
91 |
+7 |
Sep17 |
161115 |
200.80 |
200.80 |
200.80 |
200.80 |
+2.80 |
|
|
|
Nov17 |
161115 |
197.90 |
197.90 |
197.90 |
197.90 |
+2.80 |
0 |
2 |
+0 |
Total Volume and Open Interest |
884 |
16,349 |
-11 |
Sugar #11(ICE) |
Mar17 |
161115 |
21.79 |
21.83 |
20.77 |
21.15 |
-0.48 |
47,340 |
439,199 |
+1,397 |
May17 |
161115 |
21.11 |
21.15 |
20.26 |
20.59 |
-0.37 |
21,731 |
155,005 |
+1,089 |
Jul17 |
161115 |
20.32 |
20.32 |
19.56 |
19.84 |
-0.27 |
18,491 |
118,595 |
-581 |
Oct17 |
161115 |
19.70 |
19.71 |
19.09 |
19.34 |
-0.17 |
9,052 |
70,425 |
+606 |
Mar18 |
161115 |
19.30 |
19.40 |
18.87 |
19.09 |
-0.11 |
3,136 |
35,822 |
+125 |
May18 |
161115 |
18.57 |
18.71 |
18.24 |
18.42 |
-0.10 |
1,689 |
12,087 |
-171 |
Jul18 |
161115 |
17.98 |
18.05 |
17.63 |
17.80 |
-0.08 |
2,136 |
8,802 |
+641 |
Oct18 |
161115 |
17.75 |
17.75 |
17.44 |
17.60 |
-0.06 |
1,521 |
7,644 |
+712 |
Total Volume and Open Interest |
105,519 |
852,254 |
+3,926 |
London Cocoa(LCE) |
Dec16 |
161115 |
2030 |
2033 |
2015 |
2019 |
-15 |
2,839 |
81,218 |
-5 |
Mar17 |
161115 |
1999 |
2001 |
1987 |
1992 |
-7 |
10,439 |
98,007 |
+1,096 |
May17 |
161115 |
2003 |
2003 |
1986 |
1991 |
-7 |
4,832 |
55,552 |
+981 |
Jul17 |
161115 |
2009 |
2011 |
1997 |
2003 |
-8 |
2,715 |
18,656 |
+258 |
Sep17 |
161115 |
2017 |
2020 |
2005 |
2011 |
-9 |
1,466 |
25,713 |
-12 |
Dec17 |
161115 |
2015 |
2015 |
2002 |
2007 |
-11 |
4,786 |
15,191 |
+2,311 |
Mar18 |
161115 |
2011 |
2011 |
2001 |
2006 |
-10 |
96 |
5,983 |
+54 |
Total Volume and Open Interest |
27,173 |
300,566 |
+4,683 |
London Sugar(LCE) |
Mar17 |
161115 |
568.80 |
570.40 |
550.60 |
554.70 |
-12.60 |
6,781 |
34,980 |
+2,542 |
May17 |
161115 |
561.10 |
562.70 |
544.70 |
548.70 |
-10.80 |
752 |
18,576 |
-6 |
Aug17 |
161115 |
541.60 |
544.40 |
529.90 |
533.10 |
-8.00 |
576 |
8,126 |
+70 |
Oct17 |
161115 |
522.30 |
522.30 |
510.90 |
513.90 |
-5.30 |
528 |
10,326 |
-55 |
Dec17 |
161115 |
510.70 |
510.70 |
501.50 |
504.00 |
-4.40 |
165 |
2,023 |
+20 |
Total Volume and Open Interest |
15,539 |
91,650 |
-1,605 |
Cotton(ICE) |
Dec16 |
161115 |
69.10 |
71.34 |
69.09 |
70.69 |
+1.79 |
42,865 |
43,077 |
-17,866 |
Mar17 |
161115 |
69.73 |
70.52 |
69.41 |
70.48 |
+1.17 |
39,856 |
147,829 |
+9,897 |
May17 |
161115 |
70.38 |
71.16 |
70.09 |
71.10 |
+1.14 |
7,597 |
26,430 |
+1,936 |
Jul17 |
161115 |
70.78 |
71.46 |
70.54 |
71.46 |
+1.07 |
2,374 |
11,687 |
+911 |
Oct17 |
161115 |
71.01 |
71.01 |
71.01 |
71.01 |
+1.08 |
6 |
32 |
+4 |
Dec17 |
161115 |
69.45 |
70.10 |
69.27 |
70.09 |
+1.01 |
846 |
15,524 |
+97 |
Total Volume and Open Interest |
93,548 |
245,704 |
-5,021 |
Lumber(CME) |
Nov16 |
161115 |
290.2 |
293.5 |
286.9 |
290.0 |
-4.0 |
82 |
200 |
-15 |
Jan17 |
161115 |
310.9 |
314.5 |
306.7 |
312.9 |
-0.5 |
330 |
3,093 |
-46 |
Mar17 |
161115 |
320.4 |
323.7 |
316.4 |
321.3 |
-0.1 |
17 |
412 |
+2 |
May17 |
161115 |
325.1 |
332.5 |
321.6 |
330.0 |
+3.9 |
0 |
83 |
+0 |
Total Volume and Open Interest |
429 |
3,813 |
-59 |
Crude Oil(NYM) |
Dec16 |
161115 |
43.76 |
46.09 |
43.55 |
45.81 |
+2.49 |
631,135 |
304,212 |
-29,310 |
Jan17 |
161115 |
44.30 |
46.70 |
44.14 |
46.39 |
+2.45 |
296,744 |
548,672 |
+46,779 |
Feb17 |
161115 |
45.02 |
47.38 |
44.84 |
47.06 |
+2.41 |
69,213 |
142,802 |
+7,922 |
Mar17 |
161115 |
45.54 |
48.04 |
45.54 |
47.71 |
+2.36 |
57,532 |
192,594 |
+1,903 |
Apr17 |
161115 |
46.32 |
48.63 |
46.29 |
48.29 |
+2.31 |
29,058 |
96,401 |
+4,389 |
May17 |
161115 |
46.82 |
49.04 |
46.81 |
48.79 |
+2.27 |
20,278 |
62,668 |
+684 |
Jun17 |
161115 |
47.23 |
49.53 |
47.23 |
49.17 |
+2.22 |
35,904 |
153,391 |
+634 |
Jul17 |
161115 |
47.59 |
49.60 |
47.58 |
49.45 |
+2.18 |
16,591 |
40,378 |
-201 |
Aug17 |
161115 |
48.25 |
49.95 |
48.10 |
49.66 |
+2.13 |
10,793 |
32,831 |
+447 |
Sep17 |
161115 |
48.84 |
49.92 |
48.84 |
49.84 |
+2.09 |
11,399 |
47,843 |
+1,700 |
Oct17 |
161115 |
48.64 |
50.00 |
48.60 |
50.00 |
+2.05 |
3,171 |
26,984 |
+163 |
Nov17 |
161115 |
48.93 |
50.25 |
48.93 |
50.17 |
+2.02 |
3,259 |
27,296 |
-79 |
Dec17 |
161115 |
48.66 |
50.72 |
48.62 |
50.35 |
+1.99 |
38,844 |
179,389 |
-1,790 |
Jan18 |
161115 |
50.47 |
50.47 |
50.08 |
50.47 |
+1.96 |
3,240 |
20,987 |
-115 |
Feb18 |
161115 |
50.59 |
51.00 |
50.59 |
50.59 |
+1.92 |
317 |
7,511 |
-10 |
Mar18 |
161115 |
50.71 |
50.71 |
49.30 |
50.71 |
+1.88 |
2,336 |
21,479 |
-344 |
Total Volume and Open Interest |
1,248,814 |
2,070,055 |
+36,422 |
e-miNY Crude Oil(NYM) |
Dec16 |
161115 |
43.700 |
46.125 |
43.575 |
45.800 |
+2.475 |
9,072 |
4,341 |
+117 |
Jan17 |
161115 |
44.200 |
46.725 |
44.200 |
46.400 |
+2.450 |
985 |
1,405 |
+189 |
Feb17 |
161115 |
44.800 |
47.300 |
44.800 |
47.050 |
+2.400 |
78 |
612 |
-7 |
Mar17 |
161115 |
45.700 |
47.775 |
45.700 |
47.700 |
+2.350 |
41 |
194 |
+6 |
Apr17 |
161115 |
46.700 |
48.300 |
46.650 |
48.300 |
+2.325 |
18 |
151 |
+18 |
May17 |
161115 |
47.750 |
48.800 |
47.750 |
48.800 |
+2.275 |
14 |
84 |
+14 |
Jun17 |
161115 |
48.500 |
49.175 |
48.500 |
49.175 |
+2.225 |
17 |
144 |
+13 |
Jul17 |
161115 |
48.650 |
49.450 |
48.650 |
49.450 |
+2.175 |
2 |
119 |
+2 |
Aug17 |
161115 |
49.650 |
49.650 |
49.350 |
49.650 |
+2.125 |
0 |
144 |
+0 |
Sep17 |
161115 |
48.300 |
49.850 |
48.300 |
49.850 |
+2.100 |
2 |
65 |
+2 |
Total Volume and Open Interest |
10,239 |
7,480 |
+360 |
NY Harbor ULSD(NYM) |
Dec16 |
161115 |
139.28 |
145.29 |
138.71 |
144.39 |
+5.84 |
61,157 |
67,583 |
-2,011 |
Jan17 |
161115 |
140.75 |
146.66 |
140.09 |
145.80 |
+5.74 |
35,620 |
92,514 |
+1,244 |
Feb17 |
161115 |
142.03 |
148.08 |
141.54 |
147.21 |
+5.65 |
19,552 |
45,492 |
+1,044 |
Mar17 |
161115 |
143.02 |
148.62 |
143.02 |
148.08 |
+5.48 |
15,058 |
47,462 |
+1,959 |
Apr17 |
161115 |
143.66 |
148.79 |
143.66 |
148.32 |
+5.35 |
7,203 |
31,721 |
+689 |
May17 |
161115 |
145.57 |
149.54 |
145.57 |
149.09 |
+5.26 |
4,217 |
15,955 |
+93 |
Jun17 |
161115 |
146.25 |
150.84 |
146.02 |
149.98 |
+5.19 |
6,363 |
33,122 |
-907 |
Jul17 |
161115 |
148.93 |
151.71 |
148.93 |
151.22 |
+5.16 |
1,462 |
4,536 |
+69 |
Aug17 |
161115 |
149.55 |
153.06 |
149.55 |
152.51 |
+5.14 |
1,067 |
4,514 |
+223 |
Sep17 |
161115 |
151.83 |
154.46 |
151.83 |
153.90 |
+5.07 |
566 |
5,389 |
+19 |
Oct17 |
161115 |
152.90 |
155.76 |
152.90 |
155.20 |
+4.96 |
283 |
2,833 |
-50 |
Nov17 |
161115 |
150.28 |
156.81 |
150.26 |
156.38 |
+4.85 |
327 |
2,897 |
+70 |
Dec17 |
161115 |
154.14 |
158.23 |
153.92 |
157.49 |
+4.73 |
2,236 |
30,261 |
-55 |
Jan18 |
161115 |
157.72 |
160.01 |
157.72 |
158.67 |
+4.68 |
35 |
2,196 |
+14 |
Total Volume and Open Interest |
155,849 |
398,437 |
+2,787 |
RBOB Gasoline(NYM) |
Dec16 |
161115 |
128.34 |
134.28 |
128.11 |
133.50 |
+5.72 |
68,124 |
82,188 |
-5,117 |
Jan17 |
161115 |
128.58 |
134.51 |
128.58 |
133.76 |
+5.37 |
51,897 |
125,315 |
+4,025 |
Feb17 |
161115 |
129.75 |
135.69 |
129.75 |
135.01 |
+5.33 |
17,857 |
36,467 |
+744 |
Mar17 |
161115 |
132.63 |
137.96 |
132.63 |
137.22 |
+5.17 |
12,209 |
36,202 |
-219 |
Apr17 |
161115 |
153.17 |
157.52 |
153.17 |
156.95 |
+4.86 |
6,790 |
29,400 |
-152 |
May17 |
161115 |
153.77 |
159.06 |
153.77 |
158.32 |
+4.91 |
4,692 |
14,846 |
+130 |
Jun17 |
161115 |
155.19 |
158.88 |
155.00 |
158.38 |
+5.01 |
6,485 |
19,783 |
+1,296 |
Jul17 |
161115 |
154.80 |
157.50 |
154.80 |
157.50 |
+5.03 |
2,089 |
5,223 |
+446 |
Aug17 |
161115 |
154.00 |
156.03 |
154.00 |
156.03 |
+5.02 |
1,515 |
3,069 |
-45 |
Sep17 |
161115 |
151.86 |
153.86 |
151.86 |
153.86 |
+4.98 |
801 |
6,857 |
+49 |
Total Volume and Open Interest |
175,566 |
384,913 |
+1,501 |
e-miNY RBOB Gasoline(NYM) |
Dec16 |
161115 |
133.50 |
133.50 |
133.50 |
133.50 |
+5.72 |
0 |
1 |
+0 |
Jan17 |
161115 |
133.80 |
133.80 |
133.76 |
133.80 |
+5.41 |
|
|
|
Feb17 |
161115 |
135.01 |
135.01 |
135.01 |
135.01 |
+5.33 |
|
|
|
Mar17 |
161115 |
137.22 |
137.22 |
137.22 |
137.22 |
+5.17 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Dec16 |
161115 |
2.746 |
2.822 |
2.694 |
2.709 |
-0.040 |
162,827 |
114,583 |
-13,780 |
Jan17 |
161115 |
2.926 |
2.988 |
2.871 |
2.885 |
-0.052 |
117,126 |
277,302 |
+11,274 |
Feb17 |
161115 |
2.965 |
3.023 |
2.916 |
2.931 |
-0.043 |
32,730 |
74,510 |
-460 |
Mar17 |
161115 |
2.950 |
3.012 |
2.918 |
2.934 |
-0.033 |
43,578 |
172,208 |
+5,355 |
Apr17 |
161115 |
2.934 |
2.958 |
2.884 |
2.899 |
-0.018 |
39,783 |
96,035 |
+1,071 |
May17 |
161115 |
2.945 |
2.966 |
2.899 |
2.913 |
-0.014 |
14,480 |
67,699 |
-4 |
Jun17 |
161115 |
2.984 |
3.002 |
2.938 |
2.952 |
-0.014 |
8,276 |
46,342 |
+452 |
Jul17 |
161115 |
3.022 |
3.043 |
2.979 |
2.990 |
-0.014 |
6,934 |
31,113 |
-661 |
Aug17 |
161115 |
3.028 |
3.046 |
2.984 |
2.994 |
-0.014 |
5,947 |
21,929 |
-79 |
Sep17 |
161115 |
3.014 |
3.030 |
2.968 |
2.980 |
-0.015 |
4,439 |
23,117 |
+184 |
Oct17 |
161115 |
3.031 |
3.052 |
2.982 |
2.998 |
-0.017 |
12,705 |
69,714 |
+1,368 |
Nov17 |
161115 |
3.080 |
3.098 |
3.030 |
3.046 |
-0.016 |
5,094 |
24,364 |
+12 |
Dec17 |
161115 |
3.221 |
3.237 |
3.179 |
3.195 |
-0.014 |
3,060 |
27,209 |
+233 |
Jan18 |
161115 |
3.319 |
3.322 |
3.266 |
3.282 |
-0.013 |
3,355 |
22,975 |
+411 |
Feb18 |
161115 |
3.295 |
3.295 |
3.252 |
3.257 |
-0.013 |
1,822 |
7,468 |
+374 |
Mar18 |
161115 |
3.204 |
3.224 |
3.178 |
3.191 |
-0.013 |
1,670 |
19,260 |
-241 |
Total Volume and Open Interest |
465,393 |
1,185,679 |
+5,073 |
Brent Crude Oil(ICE) |
Jan17 |
161115 |
44.70 |
47.25 |
44.67 |
46.95 |
+2.52 |
286,705 |
444,141 |
-27,991 |
Feb17 |
161115 |
45.58 |
48.24 |
45.58 |
47.95 |
+2.47 |
144,261 |
351,830 |
+26,883 |
Mar17 |
161115 |
46.56 |
48.99 |
46.55 |
48.71 |
+2.42 |
91,821 |
275,352 |
+8,087 |
Apr17 |
161115 |
47.24 |
49.63 |
47.23 |
49.34 |
+2.37 |
43,547 |
121,960 |
-62 |
May17 |
161115 |
47.83 |
50.17 |
47.79 |
49.87 |
+2.34 |
28,807 |
93,214 |
+1,541 |
Jun17 |
161115 |
48.25 |
50.62 |
48.23 |
50.30 |
+2.31 |
50,218 |
190,657 |
+1,622 |
Jul17 |
161115 |
48.67 |
50.96 |
48.67 |
50.64 |
+2.27 |
9,664 |
42,449 |
+222 |
Aug17 |
161115 |
48.96 |
51.25 |
48.96 |
50.92 |
+2.22 |
8,461 |
37,423 |
+828 |
Sep17 |
161115 |
49.30 |
51.44 |
49.26 |
51.17 |
+2.17 |
11,732 |
65,965 |
+985 |
Oct17 |
161115 |
51.08 |
51.41 |
50.36 |
51.41 |
+2.14 |
2,653 |
31,804 |
+655 |
Nov17 |
161115 |
50.69 |
51.63 |
50.69 |
51.63 |
+2.10 |
1,223 |
22,604 |
-50 |
Dec17 |
161115 |
50.03 |
52.18 |
50.03 |
51.83 |
+2.06 |
38,317 |
212,322 |
-1,003 |
Jan18 |
161115 |
51.55 |
52.03 |
51.55 |
52.03 |
+2.02 |
1,614 |
25,971 |
+368 |
Feb18 |
161115 |
52.22 |
52.22 |
52.22 |
52.22 |
+1.98 |
1,324 |
18,381 |
+531 |
Total Volume and Open Interest |
751,380 |
2,243,554 |
+15,473 |
Gas Oil(ICE) |
Dec16 |
161115 |
405.50 |
425.75 |
405.50 |
417.00 |
+15.25 |
75,490 |
160,502 |
+985 |
Jan17 |
161115 |
410.00 |
429.00 |
409.75 |
420.75 |
+15.50 |
53,367 |
156,273 |
+3,959 |
Feb17 |
161115 |
414.25 |
433.00 |
413.75 |
425.00 |
+15.50 |
17,694 |
72,425 |
+1,412 |
Mar17 |
161115 |
418.75 |
436.75 |
418.75 |
429.00 |
+15.25 |
13,385 |
50,326 |
+793 |
Apr17 |
161115 |
422.25 |
440.25 |
422.00 |
432.75 |
+15.00 |
5,690 |
32,443 |
+790 |
May17 |
161115 |
427.25 |
443.25 |
427.25 |
436.00 |
+14.75 |
4,488 |
25,839 |
-1 |
Jun17 |
161115 |
429.25 |
445.75 |
428.75 |
439.25 |
+14.50 |
16,271 |
65,975 |
+2,565 |
Jul17 |
161115 |
436.50 |
449.25 |
436.00 |
443.00 |
+14.25 |
5,014 |
19,267 |
+1,098 |
Aug17 |
161115 |
440.50 |
452.25 |
440.00 |
446.75 |
+14.25 |
2,319 |
14,673 |
+300 |
Sep17 |
161115 |
442.00 |
455.50 |
442.00 |
450.25 |
+14.00 |
2,971 |
26,346 |
+1,108 |
Total Volume and Open Interest |
218,095 |
819,653 |
+14,618 |
Ethanol(CBOT) |
Dec16 |
161115 |
1.530 |
1.536 |
1.528 |
1.531 |
+0.010 |
476 |
2,797 |
-311 |
Jan17 |
161115 |
1.472 |
1.475 |
1.465 |
1.470 |
+0.009 |
422 |
1,620 |
+175 |
Feb17 |
161115 |
1.467 |
1.467 |
1.465 |
1.465 |
+0.010 |
4 |
596 |
+0 |
Mar17 |
161115 |
1.479 |
1.479 |
1.479 |
1.479 |
+0.011 |
7 |
274 |
+7 |
Apr17 |
161115 |
1.499 |
1.517 |
1.499 |
1.499 |
+0.011 |
0 |
235 |
+0 |
May17 |
161115 |
1.506 |
1.506 |
1.506 |
1.506 |
+0.011 |
0 |
5 |
+0 |
Jun17 |
161115 |
1.506 |
1.506 |
1.506 |
1.506 |
+0.011 |
|
|
|
Jul17 |
161115 |
1.506 |
1.506 |
1.506 |
1.506 |
+0.011 |
|
|
|
Total Volume and Open Interest |
909 |
5,543 |
-129 |
WTI Crude Oil(ICE) |
Dec16 |
161115 |
43.74 |
46.08 |
43.65 |
45.81 |
+2.49 |
60,146 |
70,229 |
-5,196 |
Jan17 |
161115 |
44.34 |
46.69 |
44.30 |
46.39 |
+2.45 |
63,619 |
106,668 |
+2,291 |
Feb17 |
161115 |
45.02 |
47.37 |
45.02 |
47.06 |
+2.41 |
26,599 |
61,235 |
+1,149 |
Mar17 |
161115 |
45.87 |
48.01 |
45.87 |
47.71 |
+2.36 |
12,800 |
45,606 |
+533 |
Apr17 |
161115 |
46.51 |
48.61 |
46.51 |
48.29 |
+2.31 |
5,477 |
17,509 |
+798 |
May17 |
161115 |
47.29 |
48.97 |
47.29 |
48.79 |
+2.27 |
3,966 |
11,088 |
+918 |
Jun17 |
161115 |
47.28 |
49.52 |
47.28 |
49.17 |
+2.22 |
9,945 |
48,820 |
+692 |
Jul17 |
161115 |
48.38 |
49.45 |
48.38 |
49.45 |
+2.18 |
3,803 |
8,059 |
+1,236 |
Aug17 |
161115 |
49.55 |
49.66 |
49.55 |
49.66 |
+2.13 |
1,595 |
6,244 |
+838 |
Sep17 |
161115 |
49.84 |
49.84 |
49.84 |
49.84 |
+2.09 |
1,345 |
14,893 |
-269 |
Oct17 |
161115 |
50.00 |
50.00 |
50.00 |
50.00 |
+2.05 |
282 |
3,627 |
-59 |
Nov17 |
161115 |
50.17 |
50.17 |
50.17 |
50.17 |
+2.02 |
334 |
2,008 |
+217 |
Dec17 |
161115 |
49.13 |
50.61 |
49.13 |
50.35 |
+1.99 |
12,291 |
73,053 |
-497 |
Jan18 |
161115 |
50.47 |
50.47 |
50.47 |
50.47 |
+1.96 |
11 |
986 |
-11 |
Feb18 |
161115 |
50.59 |
50.59 |
50.59 |
50.59 |
+1.92 |
14 |
598 |
+3 |
Mar18 |
161115 |
50.71 |
50.71 |
50.71 |
50.71 |
+1.88 |
11 |
3,537 |
+1 |
Total Volume and Open Interest |
207,247 |
547,468 |
+3,617 |
US Dollar Index(ICE) |
Dec16 |
161115 |
99.810 |
100.280 |
99.475 |
100.250 |
+0.130 |
33,351 |
72,624 |
-4,516 |
Mar17 |
161115 |
99.725 |
100.195 |
99.460 |
100.175 |
+0.120 |
760 |
5,193 |
+60 |
Jun17 |
161115 |
99.720 |
100.085 |
99.405 |
100.085 |
+0.120 |
20 |
350 |
+1 |
Total Volume and Open Interest |
34,142 |
78,339 |
-4,452 |
Australian Dollar(CME) |
Dec16 |
161115 |
75.54 |
75.74 |
75.04 |
75.43 |
+0.07 |
127,023 |
120,808 |
-1,838 |
Mar17 |
161115 |
75.50 |
75.58 |
74.87 |
75.28 |
+0.06 |
629 |
1,711 |
+55 |
Jun17 |
161115 |
75.25 |
75.30 |
74.91 |
75.12 |
+0.07 |
2 |
57 |
+2 |
Total Volume and Open Interest |
127,654 |
122,582 |
+0 |
British Pound(CME) |
Dec16 |
161115 |
125.09 |
125.36 |
123.86 |
124.77 |
-0.14 |
121,211 |
242,404 |
-6,299 |
Mar17 |
161115 |
125.50 |
125.60 |
124.12 |
125.03 |
-0.14 |
487 |
3,844 |
+48 |
Jun17 |
161115 |
124.50 |
125.73 |
124.48 |
125.30 |
-0.13 |
111 |
636 |
-5 |
Total Volume and Open Interest |
121,809 |
247,068 |
+0 |
Canadian Dollar(CME) |
Dec16 |
161115 |
73.82 |
74.41 |
73.80 |
74.29 |
+0.52 |
87,577 |
122,604 |
+3,389 |
Mar17 |
161115 |
73.95 |
74.47 |
73.88 |
74.36 |
+0.52 |
777 |
3,644 |
-61 |
Jun17 |
161115 |
74.12 |
74.52 |
74.04 |
74.42 |
+0.51 |
82 |
512 |
+38 |
Sep17 |
161115 |
74.50 |
74.56 |
74.49 |
74.49 |
+0.52 |
1 |
332 |
+1 |
Total Volume and Open Interest |
88,437 |
127,462 |
+0 |
Japanese Yen(CME) |
Dec16 |
161115 |
92.43 |
92.89 |
91.55 |
91.57 |
-0.70 |
158,180 |
169,144 |
+672 |
Mar17 |
161115 |
92.80 |
93.29 |
91.97 |
91.98 |
-0.69 |
355 |
3,295 |
+37 |
Jun17 |
161115 |
92.43 |
94.00 |
92.43 |
92.43 |
-0.68 |
1 |
126 |
+0 |
Total Volume and Open Interest |
158,536 |
172,595 |
+0 |
Swiss Franc(CME) |
Dec16 |
161115 |
100.42 |
100.87 |
99.81 |
99.95 |
-0.32 |
30,792 |
51,941 |
-328 |
Mar17 |
161115 |
101.07 |
101.40 |
100.44 |
100.50 |
-0.31 |
6 |
166 |
-3 |
Jun17 |
161115 |
101.13 |
104.04 |
101.13 |
101.13 |
-0.30 |
0 |
15 |
+0 |
Total Volume and Open Interest |
30,798 |
52,126 |
+0 |
EuroFX(CME) |
Dec16 |
161115 |
107.59 |
108.30 |
107.28 |
107.30 |
-0.09 |
187,179 |
400,650 |
+256 |
Mar17 |
161115 |
108.07 |
108.75 |
107.73 |
107.76 |
-0.08 |
1,199 |
11,624 |
+119 |
Jun17 |
161115 |
108.69 |
109.19 |
108.26 |
108.27 |
-0.08 |
52 |
1,359 |
+36 |
Total Volume and Open Interest |
188,432 |
413,826 |
+0 |
Mexican Peso(CME) |
Nov16 |
161114 |
480.50 |
480.50 |
480.50 |
480.50 |
+3.25 |
0 |
5 |
+0 |
Dec16 |
161115 |
480.75 |
492.88 |
479.63 |
491.25 |
+11.38 |
124,270 |
122,930 |
-1,229 |
Total Volume and Open Interest |
124,411 |
154,057 |
+0 |
Brazilian Real(CME) |
Dec16 |
161115 |
289.80 |
293.40 |
289.80 |
290.75 |
+2.05 |
8,282 |
27,128 |
-3,531 |
Jan17 |
161115 |
287.60 |
289.55 |
286.00 |
287.60 |
+1.55 |
52 |
42 |
+17 |
Feb17 |
161115 |
284.95 |
286.00 |
284.95 |
284.95 |
+1.15 |
|
|
|
Mar17 |
161115 |
283.05 |
284.05 |
283.05 |
283.05 |
+1.20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
8,334 |
27,171 |
+0 |
30-Year T-Bonds(CBOT) |
Dec16 |
161115 |
153~290 |
155~160 |
153~270 |
154~090 |
-0~040 |
125,416 |
590,748 |
-2,789 |
Mar17 |
161115 |
152~210 |
154~030 |
152~190 |
152~290 |
-0~030 |
1,685 |
4,920 |
+387 |
Jun17 |
161115 |
152~010 |
152~010 |
152~000 |
152~010 |
-0~030 |
|
|
|
Total Volume and Open Interest |
127,101 |
595,668 |
+0 |
10-Year T-Notes(CBOT) |
Dec16 |
161115 |
126~130 |
126~315 |
126~105 |
126~135 |
-0~075 |
596,168 |
2,922,903 |
-12,500 |
Mar17 |
161115 |
125~270 |
126~090 |
125~210 |
125~240 |
-0~070 |
8,542 |
58,895 |
+5,687 |
Jun17 |
161115 |
125~160 |
125~160 |
125~160 |
125~160 |
-0~070 |
|
|
|
Total Volume and Open Interest |
604,710 |
2,981,798 |
+0 |
5-Year T-Notes(CBOT) |
Dec16 |
161115 |
119~010 |
119~110 |
118~300 |
119~006 |
-0~046 |
267,528 |
2,807,649 |
+21,201 |
Mar17 |
161115 |
118~246 |
118~274 |
118~150 |
118~176 |
-0~044 |
1,552 |
98,089 |
+601 |
Jun17 |
161115 |
118~126 |
120~234 |
118~126 |
118~126 |
-0~044 |
0 |
3 |
+0 |
Total Volume and Open Interest |
269,080 |
2,905,741 |
+0 |
2 Year T-Notes(CBOT) |
Dec16 |
161115 |
108~254 |
108~276 |
108~240 |
108~256 |
-0~010 |
133,172 |
1,168,116 |
+5,598 |
Mar17 |
161115 |
108~186 |
108~190 |
108~172 |
108~184 |
-0~012 |
647 |
21,752 |
+371 |
Jun17 |
161115 |
108~184 |
108~184 |
108~184 |
108~184 |
-0~012 |
|
|
|
Total Volume and Open Interest |
133,819 |
1,189,868 |
+0 |
Eurodollars(CME) |
Dec16 |
161115 |
99.030 |
99.045 |
99.027 |
99.033 |
unch |
160,982 |
1,621,150 |
-28,014 |
Mar17 |
161115 |
98.985 |
99.010 |
98.985 |
98.995 |
unch |
149,209 |
1,340,682 |
+1,011 |
Jun17 |
161115 |
98.885 |
98.915 |
98.880 |
98.890 |
-0.010 |
179,309 |
1,388,813 |
-5,401 |
Sep17 |
161115 |
98.790 |
98.835 |
98.785 |
98.795 |
-0.015 |
134,007 |
1,074,360 |
+66 |
Dec17 |
161115 |
98.680 |
98.730 |
98.665 |
98.685 |
-0.015 |
362,317 |
1,576,689 |
+5,206 |
Mar18 |
161115 |
98.590 |
98.640 |
98.575 |
98.590 |
-0.015 |
225,989 |
784,031 |
+2,476 |
Jun18 |
161115 |
98.480 |
98.540 |
98.465 |
98.480 |
-0.020 |
173,548 |
627,464 |
-12,897 |
Sep18 |
161115 |
98.370 |
98.435 |
98.360 |
98.375 |
-0.020 |
91,535 |
462,012 |
-4,375 |
Dec18 |
161115 |
98.250 |
98.330 |
98.245 |
98.260 |
-0.020 |
176,295 |
776,737 |
-23,668 |
Mar19 |
161115 |
98.165 |
98.245 |
98.165 |
98.180 |
-0.020 |
123,134 |
529,246 |
-1,299 |
Jun19 |
161115 |
98.080 |
98.165 |
98.080 |
98.100 |
-0.015 |
106,134 |
439,350 |
+1,327 |
Sep19 |
161115 |
98.005 |
98.090 |
98.005 |
98.025 |
-0.015 |
62,676 |
328,748 |
+226 |
Dec19 |
161115 |
97.925 |
98.015 |
97.925 |
97.950 |
-0.015 |
95,283 |
375,206 |
-4,149 |
Mar20 |
161115 |
97.870 |
97.960 |
97.865 |
97.895 |
-0.015 |
73,805 |
226,499 |
+14,634 |
Jun20 |
161115 |
97.810 |
97.905 |
97.810 |
97.840 |
-0.010 |
29,075 |
127,740 |
-4,992 |
Sep20 |
161115 |
97.755 |
97.850 |
97.755 |
97.785 |
-0.010 |
22,895 |
112,572 |
-3,083 |
Dec20 |
161115 |
97.700 |
97.790 |
97.695 |
97.725 |
-0.010 |
29,379 |
129,878 |
-6,470 |
Mar21 |
161115 |
97.650 |
97.740 |
97.650 |
97.680 |
-0.010 |
16,674 |
88,612 |
-1,286 |
Total Volume and Open Interest |
2,257,647 |
12,366,106 |
+0 |
Ultra T-Bond(CBOT) |
Dec16 |
161115 |
162~31 |
165~07 |
162~31 |
163~23 |
+0~01 |
34,492 |
646,154 |
+446 |
Mar17 |
161115 |
164~01 |
164~04 |
162~25 |
162~26 |
+0~02 |
310 |
11,739 |
+251 |
Jun17 |
161115 |
162~04 |
162~04 |
162~04 |
162~04 |
+0~02 |
|
|
|
Total Volume and Open Interest |
34,802 |
657,893 |
+0 |
Ultra 10-Yr T-Note(CBOT) |
Dec16 |
161115 |
136~085 |
137~050 |
136~080 |
136~130 |
-0~085 |
41,271 |
269,688 |
+903 |
Mar17 |
161115 |
136~080 |
136~080 |
136~005 |
136~005 |
-0~085 |
0 |
1 |
+0 |
Jun17 |
161115 |
136~005 |
136~005 |
136~005 |
136~005 |
-0~085 |
|
|
|
Total Volume and Open Interest |
41,271 |
269,689 |
+903 |
30 Day Federal Funds(CBOT) |
Nov16 |
161115 |
99.595 |
99.595 |
99.592 |
99.592 |
unch |
4,942 |
205,575 |
-635 |
Dec16 |
161115 |
99.485 |
99.485 |
99.480 |
99.485 |
unch |
4,207 |
82,348 |
-844 |
Jan17 |
161115 |
99.395 |
99.400 |
99.385 |
99.390 |
-0.005 |
46,408 |
192,120 |
-7,243 |
Feb17 |
161115 |
99.385 |
99.385 |
99.375 |
99.375 |
-0.005 |
9,552 |
74,529 |
-1,126 |
Mar17 |
161115 |
99.360 |
99.365 |
99.350 |
99.355 |
-0.005 |
3,601 |
44,629 |
+49 |
Apr17 |
161115 |
99.350 |
99.360 |
99.340 |
99.345 |
unch |
9,740 |
69,098 |
+2,040 |
Total Volume and Open Interest |
100,349 |
876,382 |
+0 |
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 |
161115 |
174.64 |
176.34 |
174.60 |
175.88 |
+2.22 |
47,224 |
201,035 |
-15,724 |
Mar17 |
161115 |
173.14 |
174.18 |
173.14 |
173.98 |
+2.22 |
2,550 |
42,653 |
+1,953 |
Jun17 |
161115 |
172.64 |
172.64 |
171.60 |
172.28 |
+2.22 |
0 |
5 |
+0 |
Total Volume and Open Interest |
49,774 |
243,693 |
-13,771 |
Euro-Bund(EUREX) |
Dec16 |
161115 |
160.21 |
160.63 |
160.15 |
160.41 |
+0.51 |
756,215 |
2,027,765 |
-222,728 |
Mar17 |
161115 |
161.87 |
162.37 |
161.87 |
162.15 |
+0.62 |
21,875 |
219,753 |
-583 |
Jun17 |
161115 |
160.30 |
160.30 |
159.73 |
159.73 |
+0.51 |
1 |
1 |
+1 |
Total Volume and Open Interest |
778,091 |
2,247,519 |
-223,310 |
Euro-Bobl(EUREX) |
Dec16 |
161115 |
130.73 |
130.80 |
130.68 |
130.73 |
+0.09 |
555,146 |
1,407,537 |
-83,010 |
Mar17 |
161115 |
132.22 |
132.29 |
132.17 |
132.22 |
+0.12 |
9,442 |
109,116 |
+6,163 |
Jun17 |
161115 |
130.98 |
130.98 |
130.98 |
130.98 |
+0.09 |
|
|
|
Total Volume and Open Interest |
564,588 |
1,516,653 |
-76,847 |
Euro-Schatz(EUREX) |
Dec16 |
161115 |
112.00 |
112.02 |
111.99 |
112.00 |
+0.03 |
303,883 |
1,335,256 |
-27,033 |
Mar17 |
161115 |
111.93 |
111.94 |
111.93 |
111.93 |
+0.03 |
16,038 |
38,356 |
+15,132 |
Jun17 |
161115 |
112.00 |
112.00 |
112.00 |
112.00 |
+0.03 |
|
|
|
Total Volume and Open Interest |
319,921 |
1,373,612 |
-11,901 |
3-Mth Euribor(EUREX) |
Dec16 |
161115 |
100.300 |
100.305 |
100.300 |
100.305 |
unch |
0 |
3,193 |
+0 |
Mar17 |
161115 |
100.285 |
100.285 |
100.285 |
100.285 |
+0.005 |
1 |
3,254 |
+1 |
Jun17 |
161115 |
100.270 |
100.270 |
100.270 |
100.270 |
+0.010 |
1 |
33,645 |
-1 |
Total Volume and Open Interest |
449 |
73,801 |
-107 |
Long Gilt(LIFFE) |
Dec16 |
161115 |
123~23 |
124~13 |
123~20 |
124~04 |
+0~21 |
138,555 |
743,093 |
+2,568 |
Mar17 |
161115 |
123~03 |
123~23 |
123~03 |
123~23 |
+0~19 |
1 |
0 |
-1 |
Total Volume and Open Interest |
138,556 |
743,093 |
+2,567 |
3-Mth Short Sterling(LIFFE) |
Dec16 |
161115 |
99.60 |
99.60 |
99.59 |
99.60 |
+0.01 |
18,278 |
451,919 |
-1,103 |
Mar17 |
161115 |
99.57 |
99.58 |
99.56 |
99.57 |
+0.01 |
31,854 |
376,799 |
+4,669 |
Jun17 |
161115 |
99.54 |
99.54 |
99.52 |
99.53 |
+0.01 |
34,972 |
357,045 |
+3,089 |
Sep17 |
161115 |
99.50 |
99.51 |
99.47 |
99.49 |
+0.01 |
40,873 |
315,254 |
+2,369 |
Dec17 |
161115 |
99.44 |
99.46 |
99.42 |
99.44 |
+0.02 |
62,252 |
312,558 |
-2,603 |
Mar18 |
161115 |
99.38 |
99.40 |
99.37 |
99.38 |
+0.02 |
41,562 |
184,814 |
+2,374 |
Total Volume and Open Interest |
556,273 |
2,779,103 |
-3,942 |
3-Mth Euribor(LIFFE) |
Dec16 |
161115 |
100.305 |
100.305 |
100.300 |
100.300 |
unch |
41,991 |
434,774 |
-1,447 |
Mar17 |
161115 |
100.285 |
100.290 |
100.280 |
100.285 |
unch |
46,086 |
477,429 |
+448 |
Jun17 |
161115 |
100.270 |
100.275 |
100.265 |
100.270 |
+0.010 |
54,896 |
427,723 |
-5,876 |
Total Volume and Open Interest |
622,037 |
3,434,127 |
-13,668 |
3-Mth Aus T-Bills(SFE) |
Dec16 |
161115 |
98.22 |
98.22 |
98.20 |
98.22 |
unch |
13,476 |
132,421 |
+666 |
Mar17 |
161115 |
98.23 |
98.24 |
98.21 |
98.22 |
-0.02 |
24,137 |
227,086 |
-13,042 |
Jun17 |
161115 |
98.22 |
98.23 |
98.18 |
98.21 |
-0.01 |
44,515 |
197,659 |
-4,859 |
Sep17 |
161115 |
98.18 |
98.19 |
98.13 |
98.17 |
-0.02 |
32,165 |
142,914 |
-2,529 |
Dec17 |
161115 |
98.12 |
98.14 |
98.06 |
98.11 |
-0.02 |
18,449 |
157,734 |
-5,390 |
Mar18 |
161115 |
98.04 |
98.06 |
97.98 |
98.04 |
-0.02 |
13,259 |
89,162 |
-3,986 |
Jun18 |
161115 |
97.96 |
97.99 |
97.89 |
97.97 |
-0.01 |
13,701 |
64,163 |
+565 |
Sep18 |
161115 |
97.89 |
97.92 |
97.79 |
97.89 |
-0.01 |
14,418 |
34,680 |
+3,391 |
Dec18 |
161115 |
97.78 |
97.84 |
97.70 |
97.81 |
unch |
874 |
7,557 |
-78 |
Mar19 |
161115 |
97.69 |
97.75 |
97.60 |
97.73 |
+0.01 |
1,073 |
3,447 |
+25 |
Total Volume and Open Interest |
176,170 |
1,059,720 |
-25,460 |
10-Year Aus T-Bonds(SFE) |
Dec16 |
161115 |
97.38 |
97.41 |
97.29 |
97.38 |
unch |
217,232 |
980,461 |
-20,916 |
Mar17 |
161115 |
97.38 |
97.38 |
97.38 |
97.38 |
unch |
|
|
|
Total Volume and Open Interest |
217,232 |
980,461 |
-20,916 |
3-Year Aus T-Bonds(SFE) |
Dec16 |
161115 |
98.18 |
98.21 |
98.12 |
98.17 |
-0.01 |
260,494 |
995,253 |
-37,760 |
Mar17 |
161115 |
98.17 |
98.17 |
98.17 |
98.17 |
-0.01 |
|
|
|
Total Volume and Open Interest |
260,494 |
995,253 |
-37,760 |
Gold(CMX) |
Dec16 |
161115 |
1221.8 |
1231.4 |
1218.6 |
1224.5 |
+2.8 |
444,585 |
270,495 |
-27,834 |
Feb17 |
161115 |
1224.3 |
1234.1 |
1221.5 |
1227.4 |
+2.9 |
54,141 |
140,772 |
+11,627 |
Apr17 |
161115 |
1229.5 |
1236.0 |
1224.3 |
1230.2 |
+3.2 |
7,877 |
20,990 |
-1,461 |
Jun17 |
161115 |
1234.6 |
1238.2 |
1227.7 |
1233.0 |
+3.5 |
4,334 |
32,374 |
-903 |
Aug17 |
161115 |
1237.0 |
1238.1 |
1231.5 |
1235.6 |
+3.7 |
486 |
8,476 |
-84 |
Oct17 |
161115 |
1233.8 |
1242.7 |
1233.8 |
1238.3 |
+3.7 |
174 |
2,120 |
+23 |
Dec17 |
161115 |
1239.0 |
1245.0 |
1235.9 |
1241.0 |
+3.7 |
1,671 |
16,934 |
+775 |
Feb18 |
161115 |
1244.2 |
1244.2 |
1234.0 |
1244.2 |
+3.7 |
21 |
196 |
+3 |
Apr18 |
161115 |
1244.5 |
1247.3 |
1244.5 |
1247.3 |
+3.7 |
3 |
16 |
-3 |
Jun18 |
161115 |
1250.3 |
1254.5 |
1247.4 |
1250.3 |
+3.7 |
2 |
4,225 |
+0 |
Aug18 |
161115 |
1253.9 |
1253.9 |
1253.9 |
1253.9 |
+3.7 |
|
|
|
Total Volume and Open Interest |
514,460 |
504,128 |
-17,603 |
Silver(CMX) |
Dec16 |
161115 |
1692.0 |
1713.5 |
1682.0 |
1704.3 |
+15.0 |
171,369 |
92,323 |
-10,050 |
Mar17 |
161115 |
1700.0 |
1723.0 |
1692.5 |
1714.3 |
+15.3 |
24,865 |
69,235 |
+1,993 |
May17 |
161115 |
1722.0 |
1723.5 |
1707.5 |
1720.6 |
+15.5 |
1,232 |
3,172 |
-27 |
Jul17 |
161115 |
1726.5 |
1756.5 |
1692.0 |
1726.5 |
+15.5 |
856 |
5,673 |
+406 |
Sep17 |
161115 |
1737.0 |
1737.0 |
1732.2 |
1732.2 |
+15.4 |
8 |
981 |
+5 |
Dec17 |
161115 |
1744.5 |
1748.5 |
1726.0 |
1740.2 |
+15.0 |
457 |
4,226 |
-211 |
Mar18 |
161115 |
1747.5 |
1817.0 |
1747.5 |
1747.5 |
+15.0 |
0 |
2 |
+0 |
Total Volume and Open Interest |
199,696 |
179,361 |
-7,829 |
Platinum(NYMEX) |
Jan17 |
161115 |
932.2 |
948.7 |
930.2 |
934.7 |
+1.1 |
25,858 |
56,723 |
-843 |
Apr17 |
161115 |
939.6 |
951.7 |
934.0 |
937.7 |
+0.6 |
514 |
6,239 |
-19 |
Jul17 |
161115 |
939.0 |
946.0 |
939.0 |
941.4 |
+0.3 |
140 |
169 |
+121 |
Oct17 |
161115 |
945.3 |
954.0 |
945.3 |
945.3 |
+0.3 |
0 |
165 |
+0 |
Total Volume and Open Interest |
26,531 |
63,336 |
-741 |
Palladium(NYMEX) |
Dec16 |
161115 |
696.10 |
706.95 |
688.80 |
705.95 |
+8.25 |
10,006 |
14,814 |
-721 |
Mar17 |
161115 |
696.20 |
706.90 |
689.50 |
705.70 |
+7.95 |
989 |
7,237 |
+455 |
Jun17 |
161115 |
692.20 |
707.00 |
692.20 |
706.95 |
+8.25 |
1 |
40 |
+1 |
Total Volume and Open Interest |
10,996 |
22,092 |
-265 |
Copper(CMX) |
Dec16 |
161115 |
252.05 |
257.00 |
242.60 |
250.50 |
-1.60 |
272,593 |
98,497 |
-8,594 |
Mar17 |
161115 |
253.00 |
257.95 |
243.50 |
251.45 |
-1.70 |
48,534 |
87,925 |
+3,600 |
May17 |
161115 |
257.55 |
257.55 |
244.85 |
252.00 |
-1.65 |
5,477 |
15,802 |
+660 |
Jul17 |
161115 |
256.65 |
257.70 |
248.35 |
252.40 |
-1.60 |
2,399 |
14,601 |
+931 |
Sep17 |
161115 |
249.75 |
252.55 |
248.20 |
252.55 |
-1.60 |
717 |
4,145 |
+136 |
Total Volume and Open Interest |
332,467 |
233,646 |
-2,878 |
E-mini DJIA Index(CBOT) |
Dec16 |
161115 |
18821 |
18885 |
18756 |
18880 |
+58 |
205,161 |
121,152 |
-1,310 |
Mar17 |
161115 |
18741 |
18821 |
18697 |
18821 |
+62 |
273 |
1,593 |
+17 |
Jun17 |
161115 |
18745 |
18745 |
18687 |
18745 |
+62 |
2 |
30 |
-1 |
Sep17 |
161115 |
18660 |
18660 |
18660 |
18660 |
+62 |
|
|
|
Total Volume and Open Interest |
205,436 |
122,775 |
-1,294 |
S & P 500(CME) |
Dec16 |
161115 |
2161.50 |
2179.30 |
2158.70 |
2179.30 |
+18.90 |
2,951 |
82,086 |
-5,163 |
Mar17 |
161115 |
2174.40 |
2174.40 |
2171.00 |
2174.40 |
+19.00 |
10 |
1,174 |
-10 |
Jun17 |
161115 |
2169.00 |
2169.00 |
2165.50 |
2169.00 |
+19.10 |
10 |
1,033 |
-10 |
Sep17 |
161115 |
2163.70 |
2163.70 |
2160.20 |
2163.70 |
+19.10 |
|
|
|
Total Volume and Open Interest |
2,971 |
84,293 |
-5,183 |
S & P 500 E-Mini(Globex) |
Dec16 |
161115 |
2161.00 |
2179.75 |
2158.50 |
2179.25 |
+18.75 |
1,883,989 |
2,862,982 |
-64,527 |
Mar17 |
161115 |
2154.75 |
2174.75 |
2154.75 |
2174.50 |
+19.00 |
4,500 |
38,323 |
+1,505 |
Jun17 |
161115 |
2151.25 |
2169.00 |
2151.25 |
2169.00 |
+19.00 |
66 |
2,717 |
+10 |
Sep17 |
161115 |
2163.75 |
2163.75 |
2135.50 |
2163.75 |
+19.25 |
1 |
17 |
+0 |
Total Volume and Open Interest |
1,888,558 |
2,904,073 |
-63,014 |
NASDAQ 100 E-Mini(Globex) |
Dec16 |
161115 |
4692.80 |
4779.30 |
4688.00 |
4766.00 |
+71.50 |
324,940 |
255,210 |
+2,829 |
Mar17 |
161115 |
4695.00 |
4777.80 |
4695.00 |
4765.00 |
+71.70 |
445 |
940 |
-6 |
Jun17 |
161115 |
4744.50 |
4759.00 |
4744.50 |
4759.00 |
+71.70 |
3 |
17 |
+0 |
Total Volume and Open Interest |
325,388 |
256,195 |
+2,823 |
S&P Midcap 400(CME) e-Mini |
Dec16 |
161115 |
1584.20 |
1596.00 |
1581.20 |
1593.30 |
+6.80 |
14,585 |
75,789 |
-339 |
Mar17 |
161115 |
1584.00 |
1590.80 |
1584.00 |
1590.80 |
+6.80 |
0 |
2 |
+0 |
Jun17 |
161115 |
1581.10 |
1581.10 |
1581.10 |
1581.10 |
+6.80 |
|
|
|
Total Volume and Open Interest |
14,585 |
75,791 |
-339 |
Volatility Index(CBOE) |
Nov16 |
161115 |
14.50 |
14.65 |
13.15 |
13.20 |
-1.28 |
103,742 |
89,611 |
+0 |
Dec16 |
161115 |
16.05 |
16.15 |
15.27 |
15.28 |
-0.70 |
110,716 |
187,028 |
+0 |
Jan17 |
161115 |
17.32 |
17.42 |
16.90 |
16.93 |
-0.35 |
32,030 |
56,386 |
+0 |
Feb17 |
161115 |
17.95 |
18.08 |
17.55 |
17.73 |
-0.20 |
15,421 |
26,090 |
+0 |
Total Volume and Open Interest |
278,876 |
409,111 |
+0 |
Russell 2000(ICE) |
Dec16 |
161115 |
1298.10 |
1304.40 |
1288.40 |
1301.40 |
+3.40 |
198,748 |
331,253 |
+6,121 |
Mar17 |
161115 |
1287.50 |
1299.00 |
1286.00 |
1296.40 |
+3.40 |
43 |
424 |
+13 |
Jun17 |
161115 |
1292.40 |
1292.40 |
1292.40 |
1292.40 |
+3.40 |
0 |
170 |
+0 |
Total Volume and Open Interest |
198,791 |
331,986 |
+6,134 |
Nikkei 225(CME) |
Dec16 |
161115 |
17710 |
17930 |
17630 |
17920 |
+200 |
15,762 |
34,445 |
-282 |
Mar17 |
161115 |
17680 |
17950 |
17680 |
17950 |
+200 |
10 |
80 |
+4 |
Total Volume and Open Interest |
15,772 |
34,525 |
-278 |
Nikkei 225(SGX) |
Dec16 |
161115 |
17635 |
17675 |
17615 |
17635 |
+25 |
131,298 |
0 |
-210,814 |
Mar17 |
161115 |
17615 |
17615 |
17595 |
17595 |
+25 |
535 |
0 |
-5,194 |
Jun17 |
161110 |
17165 |
17165 |
17165 |
17165 |
+930 |
|
|
|
Total Volume and Open Interest |
59,871 |
208,134 |
-5,101 |
Nikkei 225(CME) Yen |
Dec16 |
161115 |
17695 |
17915 |
17610 |
17900 |
+200 |
62,248 |
65,681 |
+993 |
Mar17 |
161115 |
17660 |
17850 |
17580 |
17850 |
+200 |
21 |
52 |
-30 |
Jun17 |
161115 |
17720 |
17720 |
17720 |
17720 |
+200 |
|
|
|
Total Volume and Open Interest |
62,269 |
65,733 |
+963 |
Nikkei 225(CME) e-Mini Yen |
Dec16 |
161115 |
17870 |
17900 |
17860 |
17900 |
+200 |
0 |
207 |
+0 |
Mar17 |
161115 |
17850 |
17850 |
17850 |
17850 |
+200 |
|
|
|
Jun17 |
161115 |
17720 |
17720 |
17720 |
17720 |
+200 |
|
|
|
Total Volume and Open Interest |
0 |
207 |
+0 |
CAC 40(EURONEXT) |
Nov16 |
161115 |
4517.5 |
4554.0 |
4504.0 |
4536.5 |
+28.0 |
102,010 |
275,663 |
-16,145 |
Dec16 |
161115 |
4516.5 |
4548.5 |
4499.5 |
4531.0 |
+28.0 |
1,473 |
27,360 |
+844 |
Jan17 |
161115 |
4521.5 |
4521.5 |
4521.5 |
4521.5 |
+28.0 |
0 |
9 |
+0 |
Total Volume and Open Interest |
103,483 |
303,097 |
-15,301 |
Hang Seng Index(HKFE) |
Nov16 |
161115 |
22269 |
22412 |
22112 |
22328 |
+49 |
123,368 |
130,250 |
-2,961 |
Dec16 |
161115 |
22267 |
22428 |
22145 |
22343 |
+44 |
1,606 |
17,361 |
+296 |
Total Volume and Open Interest |
125,064 |
149,848 |
-2,667 |
DAX(EUREX) |
Dec16 |
161115 |
10704.0 |
10757.0 |
10660.5 |
10741.5 |
+40.0 |
111,214 |
177,414 |
-15,939 |
Mar17 |
161115 |
10705.5 |
10750.5 |
10662.0 |
10738.5 |
+40.0 |
111 |
6,173 |
-86 |
Jun17 |
161115 |
10715.0 |
10768.0 |
10708.0 |
10768.0 |
+40.0 |
4 |
193 |
-6 |
Total Volume and Open Interest |
111,329 |
183,780 |
-16,031 |
Mini-DAX(EUREX) |
Dec16 |
161115 |
10705.0 |
10756.0 |
10660.0 |
10741.5 |
+40.0 |
31,950 |
16,087 |
-1,195 |
Mar17 |
161115 |
10700.0 |
10746.0 |
10663.0 |
10738.5 |
+40.0 |
54 |
2,352 |
-103 |
Jun17 |
161115 |
10777.0 |
10777.0 |
10768.0 |
10768.0 |
+40.0 |
9 |
46 |
-2 |
Total Volume and Open Interest |
32,013 |
18,485 |
-1,300 |
FT-SE 100(EURONEXT) |
Dec16 |
161115 |
6766.00 |
6813.00 |
6755.50 |
6783.00 |
+35.00 |
157,511 |
742,673 |
-11,107 |
Mar17 |
161115 |
6735.00 |
6735.00 |
6710.50 |
6720.00 |
+35.00 |
528 |
8,150 |
-1 |
Jun17 |
161115 |
6656.00 |
6656.00 |
6656.00 |
6656.00 |
+35.00 |
|
|
|
Total Volume and Open Interest |
158,039 |
750,823 |
-11,108 |
SPI 200(SFE) |
Dec16 |
161115 |
5349.0 |
5349.0 |
5306.0 |
5324.0 |
-27.0 |
56,424 |
277,198 |
-12,325 |
Mar17 |
161115 |
5293.0 |
5293.0 |
5270.0 |
5274.0 |
-27.0 |
0 |
1,762 |
+0 |
Jun17 |
161115 |
5258.0 |
5258.0 |
5258.0 |
5258.0 |
-27.0 |
0 |
1,397 |
+0 |
Total Volume and Open Interest |
56,786 |
282,118 |
-12,024 |
FTSE MIB(ISE) |
Dec16 |
161115 |
16690.00 |
16715.00 |
16485.00 |
16620.00 |
-37.00 |
39,660 |
42,600 |
+575 |
Mar17 |
161115 |
16500.00 |
16560.00 |
16465.00 |
16560.00 |
-35.00 |
580 |
1,502 |
+497 |
Jun17 |
161115 |
16190.00 |
16190.00 |
16190.00 |
16190.00 |
-35.00 |
|
|
|
Total Volume and Open Interest |
40,240 |
44,102 |
+1,072 |
KOSPI 200(KFE) |
Dec16 |
161115 |
249.75 |
249.85 |
249.55 |
249.55 |
-1.10 |
140,416 |
132,341 |
+2,249 |
Mar17 |
161115 |
247.10 |
247.15 |
246.95 |
246.95 |
-1.10 |
692 |
12,977 |
+141 |
Jun17 |
161115 |
247.40 |
247.40 |
247.40 |
247.40 |
-1.10 |
10 |
1,973 |
+2 |
Total Volume and Open Interest |
141,118 |
151,996 |
+2,492 |
GSCI(CME) |
Dec16 |
161115 |
356.45 |
360.25 |
355.65 |
359.55 |
+9.65 |
3,433 |
13,981 |
+2,858 |
Jan17 |
161115 |
363.75 |
363.75 |
363.75 |
363.75 |
+10.05 |
|
|
|
Feb17 |
161115 |
366.00 |
366.00 |
366.00 |
366.00 |
|
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|