|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Tue November 29, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan17 |
161129 |
1055.00 |
1058.75 |
1039.25 |
1042.50 |
-13.50 |
76,517 |
329,481 |
+756 |
Mar17 |
161129 |
1063.00 |
1067.50 |
1048.00 |
1051.00 |
-13.50 |
35,552 |
144,972 |
+5,798 |
May17 |
161129 |
1069.00 |
1073.50 |
1054.25 |
1057.25 |
-13.25 |
13,402 |
73,183 |
+1,809 |
Jul17 |
161129 |
1073.50 |
1077.75 |
1059.25 |
1061.75 |
-13.25 |
14,201 |
84,587 |
+646 |
Aug17 |
161129 |
1070.00 |
1072.25 |
1058.00 |
1058.50 |
-12.75 |
285 |
4,518 |
+63 |
Sep17 |
161129 |
1050.00 |
1050.00 |
1040.50 |
1040.50 |
-10.75 |
375 |
2,018 |
+106 |
Nov17 |
161129 |
1030.25 |
1034.00 |
1023.25 |
1025.50 |
-8.50 |
7,980 |
50,044 |
+1,980 |
Jan18 |
161129 |
1031.50 |
1035.00 |
1024.75 |
1026.25 |
-8.75 |
253 |
2,417 |
+75 |
Mar18 |
161129 |
1020.00 |
1021.00 |
1017.50 |
1018.75 |
-8.25 |
1 |
1,725 |
-1 |
May18 |
161129 |
1018.50 |
1018.75 |
1016.00 |
1016.00 |
-8.50 |
0 |
353 |
+0 |
Jul18 |
161129 |
1025.75 |
1025.75 |
1017.25 |
1017.25 |
-8.50 |
2 |
601 |
+0 |
Aug18 |
161129 |
1012.00 |
1012.00 |
1012.00 |
1012.00 |
-8.25 |
0 |
17 |
+0 |
Sep18 |
161129 |
1000.00 |
1000.00 |
1000.00 |
1000.00 |
-8.25 |
0 |
17 |
+0 |
Nov18 |
161129 |
977.75 |
981.25 |
975.00 |
976.50 |
-5.75 |
85 |
799 |
-30 |
Total Volume and Open Interest |
148,653 |
694,767 |
+11,202 |
Soybean Meal(CBOT) |
Dec16 |
161129 |
325.50 |
326.00 |
320.60 |
321.70 |
-4.20 |
30,820 |
29,209 |
-9,699 |
Jan17 |
161129 |
327.60 |
328.50 |
323.00 |
324.20 |
-4.00 |
34,031 |
129,418 |
+369 |
Mar17 |
161129 |
330.50 |
331.00 |
325.50 |
326.70 |
-4.10 |
13,019 |
88,966 |
+1,494 |
May17 |
161129 |
332.00 |
332.20 |
327.40 |
328.20 |
-4.30 |
5,629 |
45,056 |
+1,566 |
Jul17 |
161129 |
332.90 |
334.00 |
329.50 |
330.00 |
-4.30 |
2,785 |
40,356 |
+824 |
Aug17 |
161129 |
332.10 |
333.00 |
328.90 |
329.00 |
-4.20 |
366 |
5,731 |
-1 |
Sep17 |
161129 |
327.40 |
328.60 |
326.90 |
327.00 |
-3.80 |
263 |
5,627 |
-5 |
Oct17 |
161129 |
323.70 |
324.80 |
322.60 |
322.70 |
-3.50 |
82 |
5,115 |
-22 |
Dec17 |
161129 |
324.20 |
324.90 |
321.70 |
322.30 |
-3.40 |
476 |
20,817 |
+14 |
Jan18 |
161129 |
322.00 |
322.00 |
321.20 |
321.20 |
-3.20 |
17 |
889 |
-15 |
Total Volume and Open Interest |
87,539 |
373,449 |
-5,487 |
Soybean Oil(CBOT) |
Dec16 |
161129 |
36.73 |
36.97 |
36.11 |
36.36 |
-0.35 |
34,777 |
43,690 |
-13,689 |
Jan17 |
161129 |
36.97 |
37.25 |
36.35 |
36.62 |
-0.35 |
62,327 |
158,408 |
-2,097 |
Mar17 |
161129 |
37.28 |
37.51 |
36.62 |
36.89 |
-0.35 |
20,600 |
109,045 |
+40 |
May17 |
161129 |
37.58 |
37.59 |
36.74 |
37.02 |
-0.34 |
7,701 |
51,927 |
+1,719 |
Jul17 |
161129 |
37.62 |
37.62 |
36.84 |
37.13 |
-0.31 |
4,906 |
44,184 |
+697 |
Aug17 |
161129 |
37.38 |
37.38 |
36.75 |
37.01 |
-0.30 |
1,103 |
5,210 |
+154 |
Sep17 |
161129 |
37.05 |
37.08 |
36.70 |
36.83 |
-0.31 |
1,311 |
3,930 |
+218 |
Oct17 |
161129 |
36.72 |
36.75 |
36.41 |
36.50 |
-0.28 |
268 |
3,666 |
+22 |
Dec17 |
161129 |
36.76 |
36.91 |
36.23 |
36.46 |
-0.26 |
1,052 |
11,466 |
+287 |
Jan18 |
161129 |
36.46 |
36.89 |
36.46 |
36.46 |
-0.25 |
0 |
551 |
+0 |
Total Volume and Open Interest |
134,046 |
433,038 |
-12,649 |
Canola(WCE) |
Jan17 |
161129 |
524.9 |
525.8 |
518.8 |
519.6 |
-5.3 |
8,766 |
148,695 |
+1,414 |
Mar17 |
161129 |
532.4 |
532.4 |
525.3 |
526.3 |
-5.1 |
6,044 |
35,635 |
+1,034 |
May17 |
161129 |
537.3 |
537.3 |
530.0 |
531.4 |
-5.0 |
3,316 |
19,916 |
+1,363 |
Jul17 |
161129 |
537.0 |
537.0 |
529.5 |
531.7 |
-4.3 |
1,932 |
15,108 |
+813 |
Nov17 |
161129 |
509.0 |
509.5 |
503.5 |
508.9 |
-0.1 |
1,702 |
11,906 |
+635 |
Total Volume and Open Interest |
21,796 |
232,847 |
+5,260 |
Corn(CBOT) |
Dec16 |
161129 |
348.00 |
348.25 |
335.50 |
336.75 |
-11.75 |
176,197 |
142,305 |
-74,179 |
Mar17 |
161129 |
357.50 |
357.75 |
348.00 |
349.00 |
-9.25 |
139,220 |
664,558 |
+23,314 |
May17 |
161129 |
364.75 |
365.00 |
355.75 |
356.50 |
-9.00 |
32,697 |
150,929 |
+1,283 |
Jul17 |
161129 |
372.25 |
372.75 |
363.50 |
364.00 |
-9.25 |
18,694 |
162,566 |
+5,569 |
Sep17 |
161129 |
379.00 |
379.75 |
370.75 |
371.00 |
-8.75 |
2,077 |
54,728 |
-39 |
Dec17 |
161129 |
387.25 |
387.25 |
379.00 |
379.75 |
-8.25 |
2,861 |
103,298 |
-943 |
Mar18 |
161129 |
395.75 |
395.75 |
388.00 |
388.75 |
-8.00 |
242 |
7,878 |
+66 |
May18 |
161129 |
398.75 |
398.75 |
394.75 |
394.75 |
-7.50 |
26 |
1,403 |
+4 |
Jul18 |
161129 |
403.50 |
403.50 |
399.00 |
399.00 |
-7.50 |
27 |
1,849 |
+13 |
Sep18 |
161129 |
395.25 |
400.50 |
395.25 |
395.25 |
-5.25 |
0 |
767 |
+0 |
Total Volume and Open Interest |
372,100 |
1,296,732 |
-44,888 |
Wheat(CBOT) |
Dec16 |
161129 |
389.00 |
389.00 |
382.75 |
384.00 |
-5.50 |
46,044 |
56,295 |
-26,366 |
Mar17 |
161129 |
415.50 |
415.75 |
407.75 |
408.75 |
-7.75 |
50,048 |
254,596 |
+1,527 |
May17 |
161129 |
429.50 |
429.50 |
421.50 |
422.25 |
-8.00 |
8,542 |
59,097 |
+380 |
Jul17 |
161129 |
445.75 |
445.75 |
437.00 |
437.75 |
-8.25 |
9,010 |
62,200 |
+1,795 |
Sep17 |
161129 |
460.25 |
460.50 |
452.50 |
453.00 |
-8.00 |
620 |
10,864 |
+66 |
Dec17 |
161129 |
478.00 |
478.00 |
470.25 |
471.25 |
-7.75 |
834 |
19,669 |
+221 |
Total Volume and Open Interest |
115,371 |
467,092 |
-22,287 |
Wheat(KCBT) |
Dec16 |
161129 |
411.25 |
411.25 |
397.75 |
398.75 |
-12.75 |
14,994 |
21,378 |
-9,028 |
Mar17 |
161129 |
430.00 |
430.00 |
417.25 |
418.25 |
-12.25 |
18,950 |
126,093 |
+1,282 |
May17 |
161129 |
442.25 |
442.25 |
429.50 |
430.00 |
-12.50 |
2,176 |
36,487 |
-137 |
Jul17 |
161129 |
452.75 |
452.75 |
440.25 |
441.00 |
-12.00 |
2,774 |
54,563 |
-719 |
Sep17 |
161129 |
462.75 |
462.75 |
454.75 |
455.50 |
-11.75 |
144 |
5,206 |
+15 |
Dec17 |
161129 |
483.25 |
483.25 |
474.25 |
474.25 |
-10.50 |
453 |
7,050 |
+11 |
Mar18 |
161129 |
485.25 |
486.00 |
485.25 |
486.00 |
-9.00 |
350 |
1,594 |
+107 |
Total Volume and Open Interest |
39,919 |
253,253 |
-8,477 |
Wheat(MGE) |
Dec16 |
161129 |
541.00 |
550.25 |
528.25 |
534.25 |
-7.00 |
2,507 |
7,188 |
-1,316 |
Mar17 |
161129 |
534.75 |
545.00 |
531.75 |
533.75 |
-1.75 |
4,439 |
30,524 |
+1,039 |
May17 |
161129 |
537.75 |
546.25 |
533.75 |
536.25 |
-1.50 |
1,557 |
11,758 |
+538 |
Jul17 |
161129 |
541.75 |
550.00 |
537.75 |
540.50 |
-1.25 |
434 |
5,649 |
+68 |
Sep17 |
161129 |
548.00 |
552.50 |
545.75 |
546.75 |
-1.25 |
200 |
3,848 |
+11 |
Dec17 |
161129 |
559.25 |
566.00 |
556.25 |
556.25 |
-2.00 |
108 |
2,650 |
-18 |
Total Volume and Open Interest |
9,245 |
61,687 |
+322 |
Oats(CBOT) |
Dec16 |
161129 |
204.25 |
205.00 |
198.25 |
198.50 |
-3.75 |
338 |
1,972 |
-251 |
Mar17 |
161129 |
217.75 |
219.25 |
210.75 |
212.00 |
-4.75 |
473 |
5,404 |
+105 |
May17 |
161129 |
221.00 |
221.00 |
215.50 |
216.25 |
-4.25 |
18 |
596 |
+0 |
Jul17 |
161129 |
219.00 |
219.25 |
219.00 |
219.25 |
-3.50 |
0 |
75 |
+0 |
Total Volume and Open Interest |
845 |
8,135 |
-132 |
Rough Rice(CBOT) |
Jan17 |
161129 |
9.59 |
9.65 |
9.52 |
9.53 |
-0.05 |
197 |
10,799 |
-60 |
Mar17 |
161129 |
9.84 |
9.88 |
9.78 |
9.78 |
-0.06 |
53 |
1,256 |
+1 |
May17 |
161129 |
10.03 |
10.03 |
10.00 |
10.03 |
-0.06 |
6 |
21 |
+0 |
Jul17 |
161129 |
10.21 |
10.21 |
10.20 |
10.21 |
-0.01 |
0 |
9 |
+0 |
Total Volume and Open Interest |
256 |
12,093 |
-59 |
Live Cattle(CME) |
Dec16 |
161129 |
109.080 |
109.480 |
108.580 |
108.930 |
-0.370 |
9,566 |
42,392 |
-2,065 |
Feb17 |
161129 |
110.600 |
111.080 |
109.830 |
110.300 |
-0.735 |
20,405 |
106,178 |
+3,266 |
Apr17 |
161129 |
110.385 |
110.750 |
109.635 |
110.200 |
-0.600 |
9,394 |
66,233 |
+1,226 |
Jun17 |
161129 |
101.385 |
101.885 |
100.980 |
101.600 |
-0.250 |
7,603 |
45,778 |
+638 |
Aug17 |
161129 |
98.050 |
98.580 |
97.785 |
98.450 |
-0.030 |
2,595 |
15,299 |
+150 |
Oct17 |
161129 |
98.200 |
98.885 |
98.080 |
98.800 |
+0.015 |
955 |
8,164 |
+131 |
Total Volume and Open Interest |
50,982 |
287,465 |
+3,502 |
Feeder Cattle(CME) |
Jan17 |
161129 |
126.230 |
127.750 |
125.580 |
126.980 |
+0.180 |
3,647 |
22,564 |
-120 |
Mar17 |
161129 |
122.600 |
123.650 |
121.480 |
123.285 |
+0.250 |
2,571 |
11,728 |
+408 |
Apr17 |
161129 |
122.385 |
123.285 |
121.230 |
123.035 |
+0.335 |
948 |
4,586 |
+33 |
May17 |
161129 |
121.000 |
122.250 |
120.385 |
122.035 |
+0.285 |
735 |
3,727 |
+30 |
Aug17 |
161129 |
121.830 |
122.885 |
121.450 |
122.580 |
-0.270 |
283 |
1,665 |
+57 |
Sep17 |
161129 |
120.580 |
121.135 |
119.930 |
120.680 |
-0.320 |
34 |
87 |
+12 |
Oct17 |
161129 |
119.250 |
120.000 |
118.600 |
119.250 |
+0.020 |
0 |
18 |
+0 |
Total Volume and Open Interest |
8,218 |
44,375 |
+420 |
Lean Hogs(CME) |
Dec16 |
161129 |
50.580 |
50.950 |
50.285 |
50.350 |
-0.080 |
5,663 |
40,182 |
-1,409 |
Feb17 |
161129 |
55.650 |
55.785 |
54.630 |
54.700 |
-1.130 |
9,204 |
99,015 |
-219 |
Apr17 |
161129 |
62.130 |
62.250 |
60.930 |
61.035 |
-1.265 |
3,996 |
44,130 |
-45 |
May17 |
161129 |
68.480 |
68.480 |
68.300 |
68.300 |
-1.380 |
13 |
869 |
+3 |
Jun17 |
161129 |
73.730 |
73.730 |
72.535 |
72.635 |
-1.065 |
2,397 |
19,133 |
-274 |
Jul17 |
161129 |
74.135 |
74.135 |
73.150 |
73.250 |
-0.980 |
1,145 |
10,208 |
+192 |
Aug17 |
161129 |
74.135 |
74.135 |
73.330 |
73.480 |
-0.850 |
420 |
6,825 |
+171 |
Oct17 |
161129 |
62.700 |
62.700 |
62.100 |
62.100 |
-1.000 |
188 |
2,113 |
+82 |
Total Volume and Open Interest |
23,026 |
223,711 |
-1,499 |
Class III Milk(CME) |
Nov16 |
161129 |
16.74 |
16.75 |
16.72 |
16.72 |
unch |
0 |
4,882 |
+0 |
Dec16 |
161129 |
16.90 |
17.00 |
16.89 |
16.92 |
-0.01 |
0 |
6,024 |
+0 |
Jan17 |
161129 |
16.39 |
16.47 |
16.36 |
16.43 |
+0.06 |
0 |
3,570 |
+0 |
Feb17 |
161129 |
16.27 |
16.34 |
16.26 |
16.34 |
+0.11 |
0 |
3,283 |
+0 |
Mar17 |
161129 |
16.26 |
16.33 |
16.26 |
16.31 |
+0.07 |
0 |
2,800 |
+0 |
Apr17 |
161129 |
16.28 |
16.32 |
16.26 |
16.32 |
+0.06 |
0 |
2,432 |
+0 |
May17 |
161129 |
16.35 |
16.37 |
16.32 |
16.37 |
+0.07 |
0 |
2,267 |
+0 |
Jun17 |
161129 |
16.54 |
16.56 |
16.50 |
16.53 |
+0.05 |
0 |
2,084 |
+0 |
Jul17 |
161129 |
16.76 |
16.79 |
16.75 |
16.79 |
+0.10 |
0 |
1,179 |
+0 |
Aug17 |
161129 |
16.92 |
16.92 |
16.90 |
16.90 |
+0.05 |
0 |
1,188 |
+0 |
Sep17 |
161129 |
17.10 |
17.10 |
17.07 |
17.10 |
+0.02 |
0 |
1,180 |
+0 |
Oct17 |
161129 |
17.03 |
17.03 |
17.03 |
17.03 |
+0.04 |
0 |
819 |
+0 |
Nov17 |
161129 |
16.96 |
16.96 |
16.96 |
16.96 |
+0.02 |
0 |
742 |
+0 |
Total Volume and Open Interest |
0 |
33,781 |
+0 |
Cocoa(ICE) |
Dec16 |
161129 |
2426 |
2426 |
2405 |
2405 |
+2 |
6 |
82 |
-6 |
Mar17 |
161129 |
2405 |
2428 |
2387 |
2415 |
+13 |
9,716 |
142,888 |
-795 |
May17 |
161129 |
2396 |
2419 |
2379 |
2407 |
+14 |
2,321 |
46,807 |
+343 |
Jul17 |
161129 |
2391 |
2413 |
2376 |
2403 |
+13 |
2,062 |
26,774 |
+1,247 |
Sep17 |
161129 |
2399 |
2420 |
2386 |
2412 |
+14 |
231 |
12,231 |
-39 |
Dec17 |
161129 |
2409 |
2424 |
2400 |
2422 |
+14 |
183 |
5,919 |
-6 |
Mar18 |
161129 |
2425 |
2437 |
2407 |
2433 |
+14 |
378 |
8,232 |
+251 |
Total Volume and Open Interest |
15,076 |
245,220 |
+1,163 |
Coffee "C"(ICE) |
Dec16 |
161129 |
152.65 |
152.65 |
149.85 |
149.90 |
-3.10 |
59 |
249 |
-107 |
Mar17 |
161129 |
157.00 |
157.40 |
152.50 |
153.05 |
-3.60 |
15,610 |
108,074 |
-270 |
May17 |
161129 |
159.35 |
159.55 |
154.80 |
155.35 |
-3.55 |
2,869 |
41,631 |
-1,185 |
Jul17 |
161129 |
161.05 |
161.45 |
156.90 |
157.40 |
-3.55 |
1,796 |
13,239 |
+83 |
Sep17 |
161129 |
162.85 |
163.30 |
158.80 |
159.30 |
-3.50 |
993 |
7,973 |
+192 |
Dec17 |
161129 |
164.95 |
165.60 |
161.65 |
162.10 |
-3.45 |
327 |
10,416 |
+129 |
Total Volume and Open Interest |
21,803 |
186,957 |
-1,177 |
Orange Juice(ICE) |
Jan17 |
161129 |
214.35 |
217.40 |
209.80 |
215.40 |
+0.95 |
669 |
13,665 |
+8 |
Mar17 |
161129 |
208.75 |
213.85 |
206.70 |
212.10 |
+0.95 |
104 |
1,648 |
+33 |
May17 |
161129 |
208.85 |
211.00 |
208.05 |
210.20 |
+0.50 |
34 |
464 |
+11 |
Jul17 |
161129 |
208.95 |
208.95 |
208.95 |
208.95 |
+0.80 |
5 |
124 |
+3 |
Sep17 |
161129 |
205.60 |
205.60 |
205.60 |
205.60 |
+0.80 |
|
|
|
Nov17 |
161129 |
202.70 |
202.70 |
202.70 |
202.70 |
+0.80 |
0 |
2 |
+0 |
Total Volume and Open Interest |
812 |
15,903 |
+55 |
Sugar #11(ICE) |
Mar17 |
161129 |
20.15 |
20.32 |
19.58 |
19.66 |
-0.28 |
30,333 |
394,529 |
+588 |
May17 |
161129 |
19.58 |
19.70 |
19.05 |
19.12 |
-0.24 |
11,224 |
163,562 |
+1,028 |
Jul17 |
161129 |
18.84 |
18.98 |
18.43 |
18.50 |
-0.22 |
7,189 |
121,207 |
-505 |
Oct17 |
161129 |
18.44 |
18.58 |
18.11 |
18.16 |
-0.21 |
2,578 |
70,152 |
+244 |
Mar18 |
161129 |
18.36 |
18.42 |
18.01 |
18.07 |
-0.20 |
1,004 |
38,115 |
-33 |
May18 |
161129 |
17.76 |
17.82 |
17.47 |
17.50 |
-0.18 |
440 |
13,105 |
+143 |
Jul18 |
161129 |
17.10 |
17.10 |
16.91 |
16.93 |
-0.17 |
100 |
9,322 |
+38 |
Oct18 |
161129 |
16.85 |
16.91 |
16.74 |
16.76 |
-0.15 |
56 |
8,036 |
+45 |
Total Volume and Open Interest |
53,249 |
823,139 |
+1,589 |
London Cocoa(LCE) |
Dec16 |
161129 |
2031 |
2031 |
1974 |
1993 |
-40 |
4,255 |
72,427 |
-549 |
Mar17 |
161129 |
1974 |
1974 |
1953 |
1968 |
-7 |
10,262 |
93,231 |
-284 |
May17 |
161129 |
1971 |
1971 |
1952 |
1967 |
-5 |
4,121 |
56,874 |
-31 |
Jul17 |
161129 |
1984 |
1984 |
1967 |
1980 |
-4 |
2,667 |
19,042 |
+24 |
Sep17 |
161129 |
1990 |
1992 |
1976 |
1989 |
-3 |
996 |
26,334 |
+59 |
Dec17 |
161129 |
1989 |
1991 |
1978 |
1989 |
-2 |
830 |
15,436 |
+560 |
Mar18 |
161129 |
1988 |
1995 |
1982 |
1990 |
unch |
390 |
6,825 |
+236 |
Total Volume and Open Interest |
23,531 |
290,543 |
+25 |
London Sugar(LCE) |
Mar17 |
161129 |
535.00 |
537.50 |
523.70 |
525.20 |
-4.20 |
3,111 |
36,643 |
-227 |
May17 |
161129 |
528.10 |
530.60 |
516.90 |
518.80 |
-4.00 |
2,030 |
19,819 |
+68 |
Aug17 |
161129 |
515.30 |
517.10 |
505.90 |
506.60 |
-3.70 |
905 |
8,186 |
+149 |
Oct17 |
161129 |
497.70 |
499.40 |
488.00 |
489.70 |
-3.40 |
296 |
10,254 |
-47 |
Dec17 |
161129 |
488.00 |
488.00 |
481.50 |
482.10 |
-3.50 |
22 |
2,029 |
-10 |
Total Volume and Open Interest |
6,366 |
78,616 |
-67 |
Cotton(ICE) |
Dec16 |
161129 |
73.50 |
73.50 |
72.25 |
72.38 |
-0.89 |
155 |
1,192 |
-157 |
Mar17 |
161129 |
72.10 |
72.10 |
70.87 |
71.30 |
-0.72 |
8,549 |
182,854 |
+355 |
May17 |
161129 |
72.24 |
72.52 |
71.44 |
71.75 |
-0.77 |
2,469 |
37,353 |
+359 |
Jul17 |
161129 |
72.27 |
72.40 |
71.55 |
71.75 |
-0.81 |
639 |
13,694 |
+126 |
Oct17 |
161129 |
70.94 |
70.94 |
70.94 |
70.94 |
-0.77 |
0 |
33 |
+0 |
Dec17 |
161129 |
69.75 |
70.11 |
69.55 |
69.67 |
-0.75 |
102 |
17,384 |
-15 |
Total Volume and Open Interest |
11,916 |
253,666 |
+668 |
Lumber(CME) |
Jan17 |
161129 |
336.8 |
336.8 |
328.8 |
330.3 |
-7.6 |
164 |
2,827 |
-119 |
Mar17 |
161129 |
345.1 |
345.9 |
339.7 |
341.2 |
-6.2 |
90 |
562 |
+32 |
May17 |
161129 |
347.6 |
347.6 |
344.5 |
347.0 |
-4.1 |
13 |
131 |
+4 |
Jul17 |
161129 |
352.9 |
360.9 |
352.6 |
352.9 |
-1.3 |
15 |
32 |
+3 |
Total Volume and Open Interest |
289 |
3,585 |
-76 |
Crude Oil(NYM) |
Jan17 |
161129 |
46.88 |
46.98 |
44.82 |
45.23 |
-1.85 |
465,977 |
633,895 |
-3,360 |
Feb17 |
161129 |
47.85 |
47.86 |
45.74 |
46.13 |
-1.86 |
72,641 |
169,418 |
+2,065 |
Mar17 |
161129 |
48.69 |
48.69 |
46.62 |
47.00 |
-1.86 |
36,912 |
235,910 |
+2,949 |
Apr17 |
161129 |
49.35 |
49.37 |
47.34 |
47.72 |
-1.85 |
20,523 |
102,163 |
-502 |
May17 |
161129 |
49.74 |
49.93 |
47.90 |
48.30 |
-1.83 |
11,323 |
83,003 |
+657 |
Jun17 |
161129 |
50.19 |
50.30 |
48.33 |
48.73 |
-1.82 |
26,458 |
188,575 |
+5,042 |
Jul17 |
161129 |
50.46 |
50.46 |
48.66 |
49.04 |
-1.81 |
4,905 |
40,236 |
+263 |
Aug17 |
161129 |
50.50 |
50.56 |
48.90 |
49.26 |
-1.79 |
1,821 |
33,774 |
+52 |
Sep17 |
161129 |
50.58 |
50.58 |
49.10 |
49.43 |
-1.78 |
3,471 |
49,454 |
-959 |
Oct17 |
161129 |
50.85 |
50.85 |
49.26 |
49.57 |
-1.77 |
1,122 |
28,706 |
+57 |
Nov17 |
161129 |
50.73 |
50.73 |
49.42 |
49.71 |
-1.75 |
512 |
29,298 |
+167 |
Dec17 |
161129 |
51.20 |
51.30 |
49.55 |
49.86 |
-1.74 |
15,317 |
181,440 |
-123 |
Jan18 |
161129 |
50.20 |
50.20 |
49.97 |
49.97 |
-1.73 |
281 |
28,455 |
+66 |
Feb18 |
161129 |
50.08 |
51.00 |
50.08 |
50.08 |
-1.72 |
146 |
8,088 |
+8 |
Mar18 |
161129 |
50.00 |
50.18 |
50.00 |
50.18 |
-1.71 |
385 |
23,990 |
+124 |
Apr18 |
161129 |
50.28 |
54.45 |
50.28 |
50.28 |
-1.70 |
127 |
4,722 |
+23 |
Total Volume and Open Interest |
670,728 |
2,011,189 |
+7,913 |
e-miNY Crude Oil(NYM) |
Jan17 |
161129 |
46.900 |
46.975 |
44.825 |
45.225 |
-1.850 |
9,926 |
2,643 |
+359 |
Feb17 |
161129 |
47.550 |
47.850 |
45.800 |
46.125 |
-1.875 |
170 |
966 |
+20 |
Mar17 |
161129 |
48.700 |
48.700 |
46.675 |
47.000 |
-1.850 |
53 |
315 |
+3 |
Apr17 |
161129 |
48.875 |
48.875 |
47.400 |
47.725 |
-1.850 |
8 |
246 |
+4 |
May17 |
161129 |
48.175 |
48.475 |
47.950 |
48.300 |
-1.825 |
1 |
118 |
+0 |
Jun17 |
161129 |
50.300 |
50.300 |
48.350 |
48.725 |
-1.825 |
23 |
190 |
+21 |
Jul17 |
161129 |
48.725 |
49.050 |
48.725 |
49.050 |
-1.800 |
22 |
103 |
-22 |
Aug17 |
161129 |
49.250 |
52.300 |
49.250 |
49.250 |
-1.800 |
0 |
135 |
+0 |
Sep17 |
161129 |
49.425 |
49.625 |
49.425 |
49.425 |
-1.775 |
10 |
49 |
-10 |
Oct17 |
161129 |
49.575 |
50.050 |
49.575 |
49.575 |
-1.775 |
10 |
31 |
-10 |
Total Volume and Open Interest |
10,234 |
4,975 |
+359 |
NY Harbor ULSD(NYM) |
Dec16 |
161129 |
151.08 |
151.13 |
145.52 |
146.27 |
-5.01 |
13,579 |
20,513 |
-6,555 |
Jan17 |
161129 |
152.07 |
152.63 |
146.84 |
147.78 |
-5.07 |
34,901 |
105,152 |
+1,737 |
Feb17 |
161129 |
153.85 |
154.01 |
148.24 |
149.18 |
-5.06 |
12,152 |
54,325 |
+940 |
Mar17 |
161129 |
154.70 |
154.97 |
149.31 |
150.18 |
-5.08 |
8,938 |
54,582 |
+859 |
Apr17 |
161129 |
153.94 |
153.95 |
149.64 |
150.42 |
-5.09 |
5,062 |
36,744 |
+692 |
May17 |
161129 |
153.09 |
153.09 |
150.41 |
151.18 |
-5.08 |
1,874 |
21,035 |
+9 |
Jun17 |
161129 |
155.41 |
155.41 |
151.26 |
151.97 |
-5.08 |
4,026 |
38,275 |
+603 |
Jul17 |
161129 |
153.56 |
154.11 |
153.08 |
153.08 |
-5.03 |
629 |
6,169 |
+38 |
Aug17 |
161129 |
154.52 |
155.06 |
154.21 |
154.21 |
-4.97 |
623 |
4,994 |
-138 |
Sep17 |
161129 |
156.00 |
156.38 |
155.48 |
155.48 |
-4.90 |
637 |
6,484 |
+124 |
Oct17 |
161129 |
157.44 |
157.44 |
156.67 |
156.67 |
-4.85 |
380 |
3,318 |
+2 |
Nov17 |
161129 |
158.31 |
158.50 |
157.80 |
157.80 |
-4.79 |
331 |
3,081 |
+28 |
Dec17 |
161129 |
162.24 |
162.52 |
158.25 |
158.87 |
-4.74 |
1,787 |
28,951 |
+179 |
Jan18 |
161129 |
160.70 |
160.70 |
160.03 |
160.03 |
-4.67 |
156 |
2,695 |
+117 |
Total Volume and Open Interest |
85,097 |
398,644 |
-1,361 |
RBOB Gasoline(NYM) |
Dec16 |
161129 |
141.27 |
141.27 |
136.25 |
137.71 |
-3.56 |
13,906 |
24,161 |
-3,792 |
Jan17 |
161129 |
141.40 |
141.49 |
136.38 |
137.72 |
-3.74 |
34,303 |
148,449 |
-493 |
Feb17 |
161129 |
142.30 |
142.32 |
137.20 |
138.51 |
-3.80 |
13,356 |
39,528 |
-224 |
Mar17 |
161129 |
144.50 |
144.50 |
139.39 |
140.65 |
-3.92 |
7,402 |
39,924 |
+707 |
Apr17 |
161129 |
164.16 |
164.17 |
159.21 |
160.41 |
-4.06 |
4,807 |
34,183 |
+700 |
May17 |
161129 |
165.21 |
165.21 |
160.65 |
161.81 |
-4.05 |
2,318 |
19,158 |
-116 |
Jun17 |
161129 |
164.68 |
164.68 |
160.66 |
161.75 |
-4.03 |
2,745 |
23,675 |
-108 |
Jul17 |
161129 |
161.60 |
161.60 |
160.67 |
160.72 |
-4.06 |
959 |
6,598 |
+47 |
Aug17 |
161129 |
160.41 |
160.41 |
158.72 |
159.07 |
-4.06 |
614 |
4,766 |
-40 |
Sep17 |
161129 |
158.04 |
158.04 |
156.36 |
156.63 |
-4.07 |
533 |
7,499 |
+11 |
Total Volume and Open Interest |
81,739 |
375,002 |
-3,338 |
e-miNY RBOB Gasoline(NYM) |
Dec16 |
161129 |
137.71 |
137.71 |
137.71 |
137.71 |
-3.56 |
1 |
0 |
-1 |
Jan17 |
161129 |
137.72 |
137.72 |
137.72 |
137.72 |
-3.74 |
|
|
|
Feb17 |
161129 |
138.51 |
138.51 |
138.51 |
138.51 |
-3.80 |
|
|
|
Mar17 |
161129 |
140.70 |
140.70 |
140.65 |
140.70 |
-3.87 |
|
|
|
Total Volume and Open Interest |
1 |
|
|
Natural Gas(NYM) |
Jan17 |
161129 |
3.359 |
3.367 |
3.277 |
3.315 |
-0.005 |
76,463 |
296,894 |
-1,442 |
Feb17 |
161129 |
3.381 |
3.392 |
3.302 |
3.341 |
-0.005 |
14,987 |
80,926 |
-700 |
Mar17 |
161129 |
3.355 |
3.368 |
3.275 |
3.319 |
-0.009 |
17,827 |
183,927 |
+1,125 |
Apr17 |
161129 |
3.270 |
3.273 |
3.187 |
3.233 |
-0.011 |
15,594 |
102,158 |
-1,119 |
May17 |
161129 |
3.261 |
3.261 |
3.177 |
3.227 |
-0.009 |
7,099 |
70,084 |
+735 |
Jun17 |
161129 |
3.280 |
3.290 |
3.200 |
3.253 |
-0.010 |
5,247 |
48,704 |
+707 |
Jul17 |
161129 |
3.300 |
3.311 |
3.233 |
3.280 |
-0.009 |
2,998 |
32,135 |
-668 |
Aug17 |
161129 |
3.306 |
3.306 |
3.228 |
3.275 |
-0.009 |
1,646 |
22,658 |
+229 |
Sep17 |
161129 |
3.283 |
3.283 |
3.215 |
3.257 |
-0.010 |
1,807 |
25,301 |
+235 |
Oct17 |
161129 |
3.300 |
3.304 |
3.236 |
3.276 |
-0.007 |
7,076 |
73,305 |
+1,381 |
Nov17 |
161129 |
3.339 |
3.340 |
3.277 |
3.319 |
-0.003 |
2,450 |
25,742 |
+328 |
Dec17 |
161129 |
3.458 |
3.465 |
3.419 |
3.451 |
-0.007 |
2,038 |
28,861 |
+524 |
Jan18 |
161129 |
3.559 |
3.560 |
3.493 |
3.545 |
-0.003 |
4,593 |
27,811 |
+237 |
Feb18 |
161129 |
3.516 |
3.516 |
3.488 |
3.500 |
-0.005 |
1,510 |
8,392 |
+492 |
Mar18 |
161129 |
3.421 |
3.421 |
3.386 |
3.405 |
-0.005 |
2,684 |
22,699 |
+1,043 |
Apr18 |
161129 |
2.892 |
2.900 |
2.850 |
2.882 |
-0.010 |
1,845 |
26,966 |
+756 |
Total Volume and Open Interest |
203,466 |
1,153,852 |
-4,881 |
Brent Crude Oil(ICE) |
Jan17 |
161129 |
48.07 |
48.10 |
45.92 |
46.38 |
-1.86 |
181,171 |
151,260 |
-24,513 |
Feb17 |
161129 |
49.06 |
49.07 |
46.91 |
47.32 |
-1.89 |
172,828 |
527,800 |
+2,528 |
Mar17 |
161129 |
49.79 |
49.81 |
47.70 |
48.09 |
-1.88 |
66,446 |
330,276 |
-3,246 |
Apr17 |
161129 |
50.40 |
50.42 |
48.36 |
48.74 |
-1.86 |
29,265 |
141,188 |
+1,315 |
May17 |
161129 |
50.94 |
50.95 |
48.95 |
49.30 |
-1.84 |
19,292 |
109,526 |
+328 |
Jun17 |
161129 |
51.39 |
51.42 |
49.43 |
49.79 |
-1.82 |
44,871 |
200,648 |
-15 |
Jul17 |
161129 |
51.77 |
51.77 |
49.85 |
50.18 |
-1.80 |
10,546 |
52,127 |
-1,173 |
Aug17 |
161129 |
52.05 |
52.05 |
50.18 |
50.47 |
-1.79 |
4,810 |
38,248 |
+774 |
Sep17 |
161129 |
52.28 |
52.28 |
50.44 |
50.71 |
-1.79 |
4,676 |
65,499 |
+537 |
Oct17 |
161129 |
52.18 |
52.18 |
50.91 |
50.91 |
-1.79 |
2,087 |
32,322 |
-266 |
Nov17 |
161129 |
52.92 |
52.92 |
51.10 |
51.10 |
-1.79 |
1,799 |
22,793 |
-573 |
Dec17 |
161129 |
52.81 |
52.86 |
51.06 |
51.30 |
-1.78 |
29,211 |
200,406 |
+2,027 |
Jan18 |
161129 |
52.33 |
52.33 |
51.50 |
51.50 |
-1.77 |
550 |
26,564 |
+76 |
Feb18 |
161129 |
52.53 |
52.53 |
51.70 |
51.70 |
-1.75 |
238 |
18,393 |
+11 |
Total Volume and Open Interest |
587,076 |
2,235,385 |
-22,732 |
Gas Oil(ICE) |
Dec16 |
161129 |
440.00 |
440.00 |
421.25 |
425.50 |
-14.75 |
44,793 |
115,558 |
-3,818 |
Jan17 |
161129 |
443.75 |
443.75 |
424.75 |
429.00 |
-14.75 |
53,696 |
154,598 |
+1,117 |
Feb17 |
161129 |
447.75 |
447.75 |
428.75 |
433.00 |
-14.50 |
19,011 |
82,991 |
+3,135 |
Mar17 |
161129 |
450.00 |
450.00 |
432.00 |
436.25 |
-14.50 |
13,418 |
57,028 |
+1,604 |
Apr17 |
161129 |
453.25 |
453.25 |
435.25 |
439.25 |
-14.25 |
7,398 |
35,429 |
+256 |
May17 |
161129 |
455.50 |
455.50 |
438.50 |
442.25 |
-14.50 |
2,949 |
30,708 |
+507 |
Jun17 |
161129 |
458.75 |
458.75 |
441.25 |
445.00 |
-14.50 |
8,503 |
75,831 |
-137 |
Jul17 |
161129 |
461.75 |
462.00 |
445.25 |
448.75 |
-14.25 |
976 |
22,660 |
+568 |
Aug17 |
161129 |
465.00 |
465.25 |
450.25 |
452.25 |
-14.00 |
1,158 |
15,411 |
-3 |
Sep17 |
161129 |
468.25 |
468.25 |
453.50 |
455.50 |
-14.00 |
1,655 |
28,929 |
-390 |
Total Volume and Open Interest |
163,484 |
823,415 |
+2,153 |
Ethanol(CBOT) |
Dec16 |
161129 |
1.606 |
1.606 |
1.580 |
1.599 |
-0.017 |
42 |
309 |
-12 |
Jan17 |
161129 |
1.550 |
1.550 |
1.515 |
1.518 |
-0.036 |
59 |
3,945 |
+35 |
Feb17 |
161129 |
1.520 |
1.520 |
1.488 |
1.489 |
-0.037 |
25 |
590 |
-21 |
Mar17 |
161129 |
1.520 |
1.520 |
1.495 |
1.496 |
-0.037 |
1 |
441 |
-1 |
Apr17 |
161129 |
1.522 |
1.522 |
1.510 |
1.510 |
-0.037 |
0 |
336 |
+0 |
May17 |
161129 |
1.517 |
1.517 |
1.482 |
1.517 |
-0.037 |
0 |
6 |
+0 |
Jun17 |
161129 |
1.516 |
1.516 |
1.516 |
1.516 |
-0.037 |
|
|
|
Jul17 |
161129 |
1.516 |
1.516 |
1.516 |
1.516 |
-0.037 |
|
|
|
Total Volume and Open Interest |
127 |
5,643 |
+1 |
WTI Crude Oil(ICE) |
Jan17 |
161129 |
46.92 |
46.96 |
44.83 |
45.23 |
-1.85 |
32,690 |
94,757 |
-2,106 |
Feb17 |
161129 |
47.80 |
47.80 |
45.72 |
46.13 |
-1.86 |
21,070 |
89,172 |
-103 |
Mar17 |
161129 |
48.66 |
48.66 |
46.61 |
47.00 |
-1.86 |
14,175 |
52,102 |
-1,073 |
Apr17 |
161129 |
49.16 |
49.20 |
47.34 |
47.72 |
-1.85 |
5,173 |
17,014 |
+247 |
May17 |
161129 |
49.88 |
49.88 |
47.91 |
48.30 |
-1.83 |
1,911 |
14,661 |
-125 |
Jun17 |
161129 |
50.26 |
50.26 |
48.35 |
48.73 |
-1.82 |
6,656 |
61,928 |
-14 |
Jul17 |
161129 |
50.47 |
50.47 |
48.68 |
49.04 |
-1.81 |
587 |
6,981 |
-4 |
Aug17 |
161129 |
49.39 |
49.44 |
49.21 |
49.26 |
-1.79 |
264 |
6,345 |
-40 |
Sep17 |
161129 |
50.83 |
50.83 |
49.21 |
49.43 |
-1.78 |
784 |
16,464 |
+216 |
Oct17 |
161129 |
49.57 |
49.57 |
49.57 |
49.57 |
-1.77 |
68 |
4,518 |
-2 |
Nov17 |
161129 |
49.71 |
49.71 |
49.71 |
49.71 |
-1.75 |
60 |
2,746 |
+18 |
Dec17 |
161129 |
50.73 |
50.73 |
49.58 |
49.86 |
-1.74 |
3,547 |
71,713 |
+539 |
Jan18 |
161129 |
49.97 |
49.97 |
49.97 |
49.97 |
-1.73 |
13 |
1,123 |
+13 |
Feb18 |
161129 |
50.08 |
50.08 |
50.08 |
50.08 |
-1.72 |
6 |
698 |
+0 |
Mar18 |
161129 |
50.18 |
50.18 |
50.18 |
50.18 |
-1.71 |
0 |
3,558 |
+0 |
Apr18 |
161129 |
50.28 |
50.28 |
50.28 |
50.28 |
-1.70 |
0 |
926 |
+0 |
Total Volume and Open Interest |
87,582 |
514,501 |
-2,435 |
US Dollar Index(ICE) |
Dec16 |
161129 |
101.270 |
101.690 |
100.940 |
100.950 |
-0.418 |
31,655 |
85,049 |
-2,289 |
Mar17 |
161129 |
101.200 |
101.590 |
100.850 |
100.855 |
-0.422 |
1,467 |
9,004 |
-127 |
Jun17 |
161129 |
101.145 |
101.450 |
100.780 |
100.780 |
-0.423 |
20 |
624 |
+10 |
Total Volume and Open Interest |
33,145 |
94,941 |
-2,405 |
Australian Dollar(CME) |
Dec16 |
161129 |
74.85 |
74.94 |
74.28 |
74.85 |
+0.15 |
110,680 |
94,584 |
-2,052 |
Mar17 |
161129 |
74.72 |
74.78 |
74.14 |
74.70 |
+0.14 |
1,376 |
2,793 |
+243 |
Jun17 |
161129 |
74.54 |
74.54 |
73.65 |
74.54 |
+0.15 |
5 |
65 |
+0 |
Total Volume and Open Interest |
112,061 |
97,459 |
-1,809 |
British Pound(CME) |
Dec16 |
161129 |
124.18 |
125.31 |
123.93 |
125.10 |
+0.92 |
113,603 |
231,959 |
-896 |
Mar17 |
161129 |
124.29 |
125.58 |
124.22 |
125.38 |
+0.92 |
1,088 |
9,734 |
+220 |
Jun17 |
161129 |
125.55 |
125.84 |
124.56 |
125.65 |
+0.89 |
5 |
627 |
-19 |
Total Volume and Open Interest |
114,696 |
242,506 |
-695 |
Canadian Dollar(CME) |
Dec16 |
161129 |
74.63 |
74.64 |
74.19 |
74.56 |
+0.02 |
60,567 |
112,213 |
-271 |
Mar17 |
161129 |
74.68 |
74.71 |
74.28 |
74.64 |
+0.02 |
752 |
4,098 |
+86 |
Jun17 |
161129 |
74.49 |
74.79 |
74.38 |
74.72 |
+0.01 |
56 |
615 |
+2 |
Sep17 |
161129 |
74.66 |
74.85 |
74.50 |
74.81 |
+0.01 |
4 |
350 |
+4 |
Total Volume and Open Interest |
61,380 |
117,668 |
-178 |
Japanese Yen(CME) |
Dec16 |
161129 |
89.47 |
89.65 |
88.29 |
89.11 |
-0.02 |
229,195 |
189,008 |
+6,208 |
Mar17 |
161129 |
89.89 |
90.05 |
88.72 |
89.53 |
-0.01 |
1,544 |
4,864 |
+280 |
Jun17 |
161129 |
90.33 |
90.38 |
89.23 |
89.96 |
-0.04 |
45 |
146 |
+8 |
Total Volume and Open Interest |
230,785 |
194,048 |
+6,496 |
Swiss Franc(CME) |
Dec16 |
161129 |
98.75 |
99.00 |
98.36 |
98.98 |
+0.26 |
27,609 |
64,136 |
+2,156 |
Mar17 |
161129 |
99.36 |
99.56 |
98.95 |
99.55 |
+0.26 |
55 |
336 |
+11 |
Jun17 |
161129 |
100.18 |
100.18 |
99.65 |
100.18 |
+0.24 |
0 |
15 |
+0 |
Total Volume and Open Interest |
27,664 |
64,496 |
+2,167 |
EuroFX(CME) |
Dec16 |
161129 |
106.19 |
106.63 |
105.74 |
106.56 |
+0.51 |
247,723 |
434,571 |
+4,639 |
Mar17 |
161129 |
106.69 |
107.11 |
106.22 |
107.04 |
+0.51 |
2,262 |
15,788 |
+485 |
Jun17 |
161129 |
107.03 |
107.60 |
106.78 |
107.55 |
+0.49 |
143 |
1,851 |
+5 |
Total Volume and Open Interest |
250,143 |
452,459 |
+5,141 |
Mexican Peso(CME) |
Dec16 |
161129 |
483.25 |
484.75 |
481.25 |
484.25 |
+1.00 |
35,361 |
127,172 |
+1,190 |
Jan17 |
161129 |
482.75 |
482.75 |
482.75 |
482.75 |
+1.00 |
|
|
|
Total Volume and Open Interest |
35,407 |
158,264 |
+1,206 |
Brazilian Real(CME) |
Dec16 |
161129 |
295.30 |
295.65 |
292.40 |
294.25 |
-0.45 |
10,543 |
20,297 |
-4,947 |
Jan17 |
161129 |
291.95 |
291.95 |
290.15 |
291.40 |
-0.60 |
8,910 |
8,569 |
+8,249 |
Feb17 |
161129 |
289.30 |
289.30 |
287.85 |
289.05 |
-0.30 |
|
|
|
Mar17 |
161129 |
285.80 |
286.90 |
283.85 |
286.85 |
-0.40 |
1,115 |
965 |
+697 |
Total Volume and Open Interest |
20,568 |
29,831 |
+3,999 |
30-Year T-Bonds(CBOT) |
Dec16 |
161129 |
153~240 |
154~110 |
153~030 |
154~040 |
+0~140 |
224,969 |
300,880 |
-51,138 |
Mar17 |
161129 |
152~110 |
153~000 |
151~240 |
152~250 |
+0~140 |
86,137 |
282,554 |
+37,973 |
Jun17 |
161129 |
151~290 |
151~290 |
151~180 |
151~290 |
+0~140 |
0 |
1 |
+0 |
Total Volume and Open Interest |
311,106 |
583,435 |
-13,165 |
10-Year T-Notes(CBOT) |
Dec16 |
161129 |
125~225 |
125~265 |
125~115 |
125~245 |
+0~040 |
1,479,196 |
1,456,202 |
-416,752 |
Mar17 |
161129 |
125~015 |
125~055 |
124~220 |
125~035 |
+0~040 |
741,277 |
1,688,530 |
+377,364 |
Jun17 |
161129 |
124~275 |
124~275 |
124~275 |
124~275 |
+0~040 |
|
|
|
Total Volume and Open Interest |
2,220,473 |
3,144,732 |
-39,388 |
5-Year T-Notes(CBOT) |
Dec16 |
161129 |
118~182 |
118~204 |
118~114 |
118~196 |
+0~032 |
1,076,744 |
1,232,762 |
-469,071 |
Mar17 |
161129 |
118~014 |
118~044 |
117~276 |
118~040 |
+0~030 |
660,377 |
1,869,271 |
+253,836 |
Jun17 |
161129 |
117~310 |
117~310 |
117~256 |
117~310 |
+0~030 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,737,121 |
3,102,034 |
-215,235 |
2 Year T-Notes(CBOT) |
Dec16 |
161129 |
108~212 |
108~220 |
108~196 |
108~216 |
+0~006 |
502,392 |
509,545 |
-127,428 |
Mar17 |
161129 |
108~134 |
108~144 |
108~120 |
108~142 |
+0~010 |
339,636 |
687,540 |
+134,241 |
Jun17 |
161129 |
108~142 |
108~142 |
108~142 |
108~142 |
+0~010 |
|
|
|
Total Volume and Open Interest |
842,028 |
1,197,085 |
+6,813 |
Eurodollars(CME) |
Dec16 |
161129 |
99.012 |
99.020 |
99.007 |
99.018 |
+0.010 |
218,074 |
1,387,836 |
-7,522 |
Mar17 |
161129 |
98.960 |
98.980 |
98.955 |
98.970 |
+0.015 |
159,716 |
1,422,263 |
+5,331 |
Jun17 |
161129 |
98.835 |
98.855 |
98.825 |
98.845 |
+0.015 |
145,406 |
1,497,113 |
-3,858 |
Sep17 |
161129 |
98.740 |
98.760 |
98.725 |
98.755 |
+0.025 |
124,978 |
1,087,512 |
-5,690 |
Dec17 |
161129 |
98.615 |
98.635 |
98.590 |
98.630 |
+0.025 |
242,918 |
1,535,845 |
-10,212 |
Mar18 |
161129 |
98.525 |
98.555 |
98.505 |
98.550 |
+0.035 |
154,682 |
813,450 |
-186 |
Jun18 |
161129 |
98.415 |
98.450 |
98.385 |
98.440 |
+0.030 |
110,358 |
633,847 |
+5,889 |
Sep18 |
161129 |
98.320 |
98.345 |
98.280 |
98.340 |
+0.035 |
92,849 |
481,611 |
+2,087 |
Dec18 |
161129 |
98.215 |
98.235 |
98.165 |
98.230 |
+0.035 |
133,455 |
764,196 |
-10,725 |
Mar19 |
161129 |
98.130 |
98.155 |
98.085 |
98.155 |
+0.040 |
92,802 |
568,393 |
+9,285 |
Jun19 |
161129 |
98.050 |
98.080 |
98.005 |
98.075 |
+0.040 |
72,054 |
495,515 |
+2,407 |
Sep19 |
161129 |
97.975 |
98.005 |
97.930 |
98.005 |
+0.045 |
76,960 |
398,010 |
-8,752 |
Dec19 |
161129 |
97.895 |
97.925 |
97.855 |
97.925 |
+0.045 |
72,279 |
355,521 |
-8,843 |
Mar20 |
161129 |
97.835 |
97.870 |
97.800 |
97.865 |
+0.045 |
48,247 |
230,706 |
-1,798 |
Jun20 |
161129 |
97.780 |
97.810 |
97.740 |
97.805 |
+0.045 |
32,598 |
147,677 |
-1,537 |
Sep20 |
161129 |
97.730 |
97.755 |
97.685 |
97.750 |
+0.040 |
31,810 |
113,886 |
-472 |
Dec20 |
161129 |
97.670 |
97.690 |
97.625 |
97.690 |
+0.040 |
27,476 |
131,943 |
+1,133 |
Mar21 |
161129 |
97.620 |
97.645 |
97.580 |
97.640 |
+0.035 |
26,384 |
97,640 |
-969 |
Total Volume and Open Interest |
1,921,395 |
12,429,556 |
-32,931 |
Ultra T-Bond(CBOT) |
Dec16 |
161129 |
163~06 |
164~02 |
162~14 |
163~23 |
+0~20 |
107,293 |
291,405 |
-44,671 |
Mar17 |
161129 |
162~20 |
163~19 |
161~29 |
163~09 |
+0~24 |
70,777 |
406,297 |
+39,614 |
Jun17 |
161129 |
162~19 |
162~19 |
162~19 |
162~19 |
+0~24 |
|
|
|
Total Volume and Open Interest |
178,070 |
697,702 |
-5,057 |
Ultra 10-Yr T-Note(CBOT) |
Dec16 |
161129 |
135~200 |
135~290 |
135~065 |
135~260 |
+0~080 |
90,058 |
145,793 |
-20,286 |
Mar17 |
161129 |
135~030 |
135~115 |
134~205 |
135~085 |
+0~080 |
38,436 |
166,386 |
+27,147 |
Jun17 |
161129 |
135~085 |
135~085 |
135~085 |
135~085 |
+0~080 |
|
|
|
Total Volume and Open Interest |
128,494 |
312,179 |
+6,861 |
30 Day Federal Funds(CBOT) |
Nov16 |
161129 |
99.595 |
99.595 |
99.592 |
99.592 |
unch |
805 |
187,019 |
-175 |
Dec16 |
161129 |
99.473 |
99.475 |
99.470 |
99.470 |
unch |
2,271 |
83,246 |
+118 |
Jan17 |
161129 |
99.370 |
99.375 |
99.365 |
99.370 |
unch |
18,385 |
222,556 |
+3,274 |
Feb17 |
161129 |
99.355 |
99.360 |
99.350 |
99.355 |
+0.005 |
8,357 |
83,680 |
+430 |
Mar17 |
161129 |
99.325 |
99.335 |
99.320 |
99.330 |
+0.010 |
9,645 |
68,954 |
+2,690 |
Apr17 |
161129 |
99.310 |
99.325 |
99.305 |
99.320 |
+0.015 |
9,183 |
99,169 |
-1,801 |
Total Volume and Open Interest |
63,911 |
970,774 |
+6,894 |
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 |
161128 |
99.94 |
99.94 |
99.94 |
99.94 |
unch |
0 |
7 |
+0 |
Mar17 |
161128 |
99.94 |
99.94 |
99.94 |
99.94 |
unch |
|
|
|
Jun17 |
161128 |
99.94 |
99.94 |
99.94 |
99.94 |
unch |
|
|
|
Sep17 |
161128 |
99.94 |
99.94 |
99.94 |
99.94 |
unch |
|
|
|
Dec17 |
161128 |
99.94 |
99.94 |
99.94 |
99.94 |
unch |
|
|
|
Mar18 |
161128 |
99.95 |
99.95 |
99.95 |
99.95 |
unch |
|
|
|
Jun18 |
161128 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
|
|
|
Sep18 |
161128 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Govt Bonds(SGX) |
Dec16 |
161128 |
150.43 |
150.66 |
150.43 |
150.62 |
+0.21 |
661 |
16,682 |
-157 |
Mar17 |
161128 |
150.34 |
150.34 |
150.34 |
150.34 |
+0.19 |
69 |
74 |
+68 |
Jun17 |
161128 |
150.34 |
150.34 |
150.34 |
150.34 |
+0.19 |
|
|
|
Total Volume and Open Interest |
730 |
16,756 |
-89 |
Euro-Buxl(EUREX) |
Dec16 |
161129 |
178.52 |
178.58 |
176.56 |
177.04 |
-1.72 |
36,000 |
164,100 |
-2,986 |
Mar17 |
161129 |
176.36 |
176.54 |
174.60 |
175.04 |
-1.76 |
6,177 |
59,852 |
+2,547 |
Jun17 |
161129 |
173.10 |
175.02 |
172.70 |
173.06 |
-1.72 |
19 |
5 |
+0 |
Total Volume and Open Interest |
42,196 |
223,957 |
-439 |
Euro-Bund(EUREX) |
Dec16 |
161129 |
161.98 |
162.01 |
161.33 |
161.50 |
-0.52 |
430,067 |
1,452,652 |
-65,926 |
Mar17 |
161129 |
163.77 |
163.77 |
163.01 |
163.19 |
-0.60 |
32,757 |
329,623 |
-1,089 |
Jun17 |
161129 |
160.75 |
160.75 |
160.50 |
160.50 |
-0.38 |
0 |
8 |
+0 |
Total Volume and Open Interest |
462,824 |
1,782,283 |
-67,015 |
Euro-Bobl(EUREX) |
Dec16 |
161129 |
131.64 |
131.66 |
131.46 |
131.52 |
-0.09 |
403,416 |
1,072,331 |
-48,398 |
Mar17 |
161129 |
133.16 |
133.16 |
132.92 |
132.99 |
-0.12 |
29,041 |
210,752 |
+21,900 |
Jun17 |
161129 |
131.77 |
131.77 |
131.77 |
131.77 |
-0.09 |
|
|
|
Total Volume and Open Interest |
432,457 |
1,283,083 |
-26,498 |
Euro-Schatz(EUREX) |
Dec16 |
161129 |
112.33 |
112.34 |
112.28 |
112.29 |
-0.01 |
260,035 |
1,000,705 |
-5,018 |
Mar17 |
161129 |
112.21 |
112.21 |
112.15 |
112.17 |
-0.03 |
48,017 |
171,660 |
+9,559 |
Jun17 |
161129 |
112.29 |
112.29 |
112.29 |
112.29 |
-0.01 |
|
|
|
Total Volume and Open Interest |
308,052 |
1,172,365 |
+4,541 |
3-Mth Euribor(EUREX) |
Dec16 |
161129 |
100.310 |
100.310 |
100.310 |
100.310 |
unch |
60 |
3,231 |
+0 |
Mar17 |
161129 |
100.295 |
100.295 |
100.295 |
100.295 |
unch |
101 |
3,345 |
+0 |
Jun17 |
161129 |
100.280 |
100.285 |
100.280 |
100.285 |
unch |
23 |
33,611 |
-15 |
Total Volume and Open Interest |
294 |
73,217 |
-58 |
Long Gilt(LIFFE) |
Dec16 |
161129 |
124~07 |
124~20 |
124~02 |
124~11 |
-0~03 |
327,425 |
221,764 |
-126,938 |
Mar17 |
161129 |
123~17 |
123~31 |
123~12 |
123~21 |
-0~04 |
225,035 |
470,239 |
+120,603 |
Total Volume and Open Interest |
552,460 |
692,003 |
-6,335 |
3-Mth Short Sterling(LIFFE) |
Dec16 |
161129 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
31,650 |
454,756 |
+6,345 |
Mar17 |
161129 |
99.58 |
99.59 |
99.57 |
99.58 |
unch |
23,478 |
377,529 |
+2,655 |
Jun17 |
161129 |
99.55 |
99.56 |
99.54 |
99.55 |
unch |
18,326 |
360,185 |
-500 |
Sep17 |
161129 |
99.52 |
99.52 |
99.50 |
99.51 |
-0.01 |
40,158 |
317,493 |
+1,792 |
Dec17 |
161129 |
99.47 |
99.48 |
99.46 |
99.47 |
unch |
47,119 |
288,456 |
+3,676 |
Mar18 |
161129 |
99.43 |
99.43 |
99.40 |
99.42 |
unch |
35,525 |
180,525 |
-1,156 |
Total Volume and Open Interest |
400,450 |
2,752,019 |
+8,472 |
3-Mth Euribor(LIFFE) |
Dec16 |
161129 |
100.310 |
100.315 |
100.305 |
100.310 |
unch |
16,663 |
418,419 |
-2,455 |
Mar17 |
161129 |
100.300 |
100.300 |
100.295 |
100.295 |
unch |
31,800 |
438,397 |
+1,683 |
Jun17 |
161129 |
100.285 |
100.290 |
100.280 |
100.285 |
unch |
30,729 |
401,621 |
+88 |
Total Volume and Open Interest |
297,983 |
3,281,423 |
+292 |
3-Mth Aus T-Bills(SFE) |
Dec16 |
161129 |
98.21 |
98.22 |
98.21 |
98.22 |
unch |
3,346 |
112,089 |
-4,303 |
Mar17 |
161129 |
98.22 |
98.23 |
98.21 |
98.23 |
unch |
9,686 |
204,144 |
-168 |
Jun17 |
161129 |
98.22 |
98.22 |
98.20 |
98.22 |
unch |
13,106 |
208,187 |
-692 |
Sep17 |
161129 |
98.17 |
98.18 |
98.16 |
98.17 |
-0.01 |
12,062 |
145,066 |
+1,294 |
Dec17 |
161129 |
98.11 |
98.12 |
98.09 |
98.10 |
-0.01 |
12,750 |
158,801 |
-267 |
Mar18 |
161129 |
98.03 |
98.05 |
98.02 |
98.02 |
-0.01 |
5,642 |
92,784 |
+1,234 |
Jun18 |
161129 |
97.95 |
97.96 |
97.92 |
97.94 |
-0.01 |
5,653 |
62,096 |
-9 |
Sep18 |
161129 |
97.86 |
97.87 |
97.84 |
97.85 |
-0.01 |
4,880 |
36,641 |
+1,596 |
Dec18 |
161129 |
97.76 |
97.77 |
97.76 |
97.76 |
-0.01 |
40 |
7,911 |
+9 |
Mar19 |
161129 |
97.68 |
97.68 |
97.67 |
97.68 |
unch |
4 |
3,393 |
-104 |
Total Volume and Open Interest |
67,169 |
1,034,030 |
-1,410 |
10-Year Aus T-Bonds(SFE) |
Dec16 |
161129 |
97.33 |
97.37 |
97.32 |
97.33 |
-0.01 |
87,010 |
951,919 |
-3,831 |
Mar17 |
161129 |
97.28 |
97.28 |
97.28 |
97.28 |
-0.02 |
0 |
15 |
+0 |
Total Volume and Open Interest |
87,010 |
951,934 |
-3,831 |
3-Year Aus T-Bonds(SFE) |
Dec16 |
161129 |
98.10 |
98.13 |
98.07 |
98.09 |
-0.02 |
205,073 |
954,775 |
+6,763 |
Mar17 |
161129 |
98.08 |
98.10 |
98.06 |
98.06 |
-0.02 |
334 |
384 |
+334 |
Total Volume and Open Interest |
205,407 |
955,159 |
+7,097 |
Gold(CMX) |
Dec16 |
161129 |
1193.2 |
1194.8 |
1179.4 |
1187.9 |
-2.9 |
300,283 |
77,556 |
-28,513 |
Feb17 |
161129 |
1196.6 |
1197.7 |
1182.6 |
1190.8 |
-3.0 |
90,855 |
222,491 |
+18,991 |
Apr17 |
161129 |
1199.5 |
1200.7 |
1185.9 |
1194.0 |
-3.0 |
5,218 |
33,251 |
+1,421 |
Jun17 |
161129 |
1203.4 |
1203.4 |
1189.0 |
1197.0 |
-3.0 |
5,324 |
37,953 |
-4 |
Aug17 |
161129 |
1194.2 |
1199.7 |
1194.2 |
1199.7 |
-3.0 |
337 |
10,409 |
+37 |
Oct17 |
161129 |
1206.0 |
1206.0 |
1202.4 |
1202.4 |
-3.0 |
86 |
2,029 |
+26 |
Dec17 |
161129 |
1210.2 |
1210.2 |
1197.1 |
1205.0 |
-3.1 |
600 |
19,346 |
+156 |
Feb18 |
161129 |
1206.0 |
1208.1 |
1206.0 |
1208.1 |
-3.1 |
73 |
206 |
+6 |
Apr18 |
161129 |
1206.0 |
1211.1 |
1206.0 |
1211.1 |
-3.1 |
90 |
47 |
+1 |
Jun18 |
161129 |
1209.9 |
1214.1 |
1206.8 |
1214.1 |
-3.1 |
589 |
4,320 |
+98 |
Aug18 |
161129 |
1217.2 |
1217.2 |
1217.2 |
1217.2 |
-3.1 |
|
|
|
Total Volume and Open Interest |
405,078 |
415,587 |
-7,799 |
Silver(CMX) |
Dec16 |
161129 |
1660.5 |
1670.0 |
1639.0 |
1666.1 |
+7.8 |
91,685 |
27,148 |
-13,247 |
Mar17 |
161129 |
1669.0 |
1678.0 |
1647.0 |
1674.0 |
+6.5 |
42,955 |
112,399 |
+10,627 |
May17 |
161129 |
1678.0 |
1684.5 |
1654.5 |
1680.7 |
+6.5 |
2,418 |
10,114 |
+973 |
Jul17 |
161129 |
1687.0 |
1687.5 |
1661.0 |
1687.2 |
+6.6 |
824 |
5,963 |
+76 |
Sep17 |
161129 |
1695.0 |
1695.0 |
1693.0 |
1693.4 |
+6.7 |
126 |
1,013 |
-10 |
Dec17 |
161129 |
1685.0 |
1703.5 |
1684.0 |
1702.0 |
+6.8 |
156 |
5,140 |
-2 |
Mar18 |
161129 |
1710.2 |
1720.0 |
1710.2 |
1710.2 |
+6.8 |
0 |
2 |
+0 |
Total Volume and Open Interest |
139,259 |
166,174 |
-1,409 |
Platinum(NYMEX) |
Jan17 |
161129 |
925.7 |
930.4 |
917.1 |
921.3 |
-2.0 |
18,832 |
58,330 |
+895 |
Apr17 |
161129 |
929.1 |
932.9 |
920.5 |
924.6 |
-1.9 |
1,042 |
8,503 |
+717 |
Jul17 |
161129 |
931.6 |
931.6 |
925.6 |
928.6 |
-1.8 |
14 |
187 |
+8 |
Oct17 |
161129 |
933.2 |
933.2 |
930.0 |
933.2 |
-1.0 |
2 |
189 |
+0 |
Total Volume and Open Interest |
19,993 |
67,280 |
+1,625 |
Palladium(NYMEX) |
Dec16 |
161129 |
755.55 |
766.00 |
754.00 |
763.65 |
+7.30 |
6,254 |
3,451 |
-3,080 |
Mar17 |
161129 |
759.10 |
767.65 |
755.05 |
765.25 |
+7.25 |
5,112 |
22,739 |
+2,746 |
Jun17 |
161129 |
760.00 |
767.05 |
760.00 |
766.05 |
+7.25 |
22 |
176 |
+5 |
Total Volume and Open Interest |
11,400 |
26,373 |
-330 |
Copper(CMX) |
Dec16 |
161129 |
265.15 |
266.20 |
257.35 |
259.50 |
-6.15 |
156,257 |
19,448 |
-12,663 |
Mar17 |
161129 |
266.55 |
267.70 |
258.90 |
261.00 |
-6.05 |
77,262 |
146,678 |
+5,167 |
May17 |
161129 |
267.40 |
267.45 |
259.70 |
261.65 |
-5.95 |
6,342 |
27,529 |
+2,379 |
Jul17 |
161129 |
262.85 |
264.90 |
260.10 |
262.10 |
-5.85 |
3,060 |
16,018 |
+373 |
Sep17 |
161129 |
263.60 |
264.25 |
260.55 |
262.35 |
-5.80 |
2,930 |
5,223 |
+377 |
Total Volume and Open Interest |
250,140 |
229,982 |
-3,422 |
E-mini DJIA Index(CBOT) |
Dec16 |
161129 |
19087 |
19132 |
19059 |
19115 |
+35 |
84,532 |
137,206 |
+1,335 |
Mar17 |
161129 |
19015 |
19066 |
18997 |
19052 |
+33 |
803 |
5,404 |
+340 |
Jun17 |
161129 |
18985 |
18985 |
18984 |
18984 |
+33 |
1 |
34 |
-1 |
Sep17 |
161129 |
18899 |
18899 |
18899 |
18899 |
+33 |
|
|
|
Total Volume and Open Interest |
85,336 |
142,644 |
+1,674 |
S & P 500(CME) |
Dec16 |
161129 |
2200.00 |
2205.30 |
2199.60 |
2203.80 |
+3.00 |
3,315 |
87,331 |
-259 |
Mar17 |
161129 |
2194.30 |
2204.00 |
2193.70 |
2198.70 |
+2.90 |
1 |
1,655 |
+1 |
Jun17 |
161129 |
2193.60 |
2198.90 |
2188.60 |
2193.60 |
+2.90 |
0 |
1,135 |
+0 |
Sep17 |
161129 |
2188.30 |
2193.60 |
2183.30 |
2188.30 |
+2.90 |
|
|
|
Total Volume and Open Interest |
3,316 |
90,121 |
-258 |
S & P 500 E-Mini(Globex) |
Dec16 |
161129 |
2200.25 |
2209.50 |
2196.25 |
2203.75 |
+3.00 |
561,560 |
2,997,249 |
+16,353 |
Mar17 |
161129 |
2195.25 |
2204.25 |
2191.50 |
2198.75 |
+3.00 |
8,839 |
65,693 |
+3,810 |
Jun17 |
161129 |
2189.50 |
2199.25 |
2187.50 |
2193.50 |
+2.75 |
48 |
2,817 |
-5 |
Sep17 |
161129 |
2188.25 |
2188.25 |
2184.00 |
2188.25 |
+2.75 |
23 |
37 |
+13 |
Total Volume and Open Interest |
570,472 |
3,065,817 |
+20,172 |
NASDAQ 100 E-Mini(Globex) |
Dec16 |
161129 |
4861.00 |
4897.80 |
4847.50 |
4875.00 |
+14.00 |
75,485 |
248,916 |
+431 |
Mar17 |
161129 |
4857.50 |
4897.00 |
4848.30 |
4874.50 |
+14.20 |
268 |
1,559 |
+30 |
Jun17 |
161129 |
4869.00 |
4889.00 |
4868.50 |
4868.50 |
+14.20 |
0 |
24 |
+0 |
Total Volume and Open Interest |
75,753 |
250,527 |
+461 |
S&P Midcap 400(CME) e-Mini |
Dec16 |
161129 |
1627.20 |
1636.60 |
1625.20 |
1631.00 |
+2.90 |
4,965 |
84,702 |
+553 |
Mar17 |
161129 |
1628.50 |
1628.50 |
1613.20 |
1628.50 |
+2.90 |
0 |
5 |
+0 |
Jun17 |
161129 |
1618.80 |
1618.80 |
1618.80 |
1618.80 |
+2.90 |
|
|
|
Total Volume and Open Interest |
4,965 |
84,707 |
+553 |
Volatility Index(CBOE) |
Nov16 |
161116 |
13.25 |
13.85 |
13.20 |
13.85 |
+0.65 |
87,681 |
63,965 |
-25,646 |
Dec16 |
161129 |
14.48 |
14.65 |
14.09 |
14.28 |
-0.15 |
32,270 |
211,962 |
-777 |
Jan17 |
161129 |
16.25 |
16.36 |
16.05 |
16.23 |
-0.04 |
19,793 |
86,651 |
+5,095 |
Feb17 |
161129 |
17.28 |
17.34 |
17.10 |
17.23 |
-0.05 |
7,470 |
31,715 |
+1,544 |
Total Volume and Open Interest |
65,391 |
399,405 |
+8,322 |
Russell 2000(ICE) |
Dec16 |
161129 |
1329.50 |
1336.50 |
1326.50 |
1329.10 |
-1.50 |
31,946 |
363,295 |
+3,570 |
Mar17 |
161129 |
1326.90 |
1332.30 |
1324.30 |
1325.90 |
-1.40 |
31 |
678 |
+4 |
Jun17 |
161129 |
1322.90 |
1322.90 |
1322.90 |
1322.90 |
-1.40 |
1 |
171 |
+1 |
Total Volume and Open Interest |
31,978 |
364,283 |
+3,575 |
Nikkei 225(CME) |
Dec16 |
161129 |
18265 |
18460 |
18245 |
18365 |
+70 |
15,009 |
35,305 |
-683 |
Mar17 |
161129 |
18310 |
18480 |
18300 |
18395 |
+70 |
188 |
377 |
+137 |
Total Volume and Open Interest |
15,197 |
35,682 |
-546 |
Nikkei 225(SGX) |
Dec16 |
161129 |
18285 |
18405 |
18280 |
18280 |
-30 |
62,868 |
205,502 |
-2,146 |
Mar17 |
161129 |
18250 |
18295 |
18245 |
18245 |
-30 |
42 |
8,932 |
+7 |
Jun17 |
161129 |
18120 |
18120 |
18120 |
18120 |
-30 |
0 |
1 |
+0 |
Total Volume and Open Interest |
63,130 |
220,681 |
-2,079 |
Nikkei 225(CME) Yen |
Dec16 |
161129 |
18250 |
18450 |
18235 |
18355 |
+75 |
60,987 |
72,788 |
+962 |
Mar17 |
161129 |
18200 |
18385 |
18195 |
18295 |
+70 |
47 |
409 |
-11 |
Jun17 |
161129 |
18165 |
18165 |
18165 |
18165 |
+70 |
|
|
|
Total Volume and Open Interest |
61,034 |
73,197 |
+951 |
Nikkei 225(CME) e-Mini Yen |
Dec16 |
161129 |
18300 |
18400 |
18300 |
18350 |
+70 |
7 |
306 |
+0 |
Mar17 |
161129 |
18290 |
18290 |
18290 |
18290 |
+60 |
|
|
|
Jun17 |
161129 |
18160 |
18160 |
18160 |
18160 |
+60 |
|
|
|
Total Volume and Open Interest |
7 |
306 |
+0 |
CAC 40(EURONEXT) |
Dec16 |
161129 |
4504.0 |
4562.0 |
4491.0 |
4549.5 |
+43.5 |
58,448 |
280,559 |
+8,268 |
Jan17 |
161129 |
4484.5 |
4553.0 |
4484.5 |
4540.5 |
+43.5 |
349 |
6,229 |
-2 |
Feb17 |
161129 |
4537.5 |
4537.5 |
4537.5 |
4537.5 |
+44.0 |
1 |
1 |
+1 |
Mar17 |
161129 |
4528.5 |
4536.5 |
4528.5 |
4536.5 |
+44.0 |
0 |
110 |
+0 |
Total Volume and Open Interest |
58,798 |
286,903 |
+8,267 |
Hang Seng Index(HKFE) |
Nov16 |
161129 |
22777 |
22834 |
22690 |
22790 |
+6 |
143,118 |
65,783 |
-33,160 |
Dec16 |
161129 |
22806 |
22871 |
22700 |
22804 |
+4 |
65,372 |
92,757 |
+28,345 |
Total Volume and Open Interest |
209,015 |
161,325 |
-4,617 |
DAX(EUREX) |
Dec16 |
161129 |
10568.0 |
10645.0 |
10536.0 |
10606.5 |
+31.5 |
49,153 |
129,672 |
-1,664 |
Mar17 |
161129 |
10568.5 |
10627.0 |
10534.5 |
10604.0 |
+31.5 |
76 |
6,678 |
+36 |
Jun17 |
161129 |
10563.0 |
10662.0 |
10563.0 |
10628.0 |
+31.5 |
14 |
188 |
-3 |
Total Volume and Open Interest |
49,243 |
136,538 |
-1,631 |
Mini-DAX(EUREX) |
Dec16 |
161129 |
10569.0 |
10645.0 |
10536.0 |
10606.5 |
+31.5 |
12,247 |
10,535 |
-42 |
Mar17 |
161129 |
10570.0 |
10629.0 |
10540.0 |
10604.0 |
+31.5 |
68 |
2,447 |
-1 |
Jun17 |
161129 |
10603.0 |
10648.0 |
10603.0 |
10628.0 |
+31.5 |
4 |
56 |
+0 |
Total Volume and Open Interest |
12,319 |
13,038 |
-43 |
FT-SE 100(EURONEXT) |
Dec16 |
161129 |
6785.50 |
6799.00 |
6727.00 |
6766.00 |
-25.50 |
57,797 |
735,885 |
+2,089 |
Mar17 |
161129 |
6710.00 |
6718.00 |
6678.00 |
6703.00 |
-25.50 |
53 |
12,436 |
+34 |
Jun17 |
161129 |
6633.00 |
6633.00 |
6633.00 |
6633.00 |
-25.50 |
0 |
15 |
+0 |
Total Volume and Open Interest |
57,850 |
748,336 |
+2,123 |
SPI 200(SFE) |
Dec16 |
161129 |
5472.0 |
5493.0 |
5451.0 |
5462.0 |
-10.0 |
27,981 |
277,511 |
+1,229 |
Mar17 |
161129 |
5421.0 |
5434.0 |
5405.0 |
5412.0 |
-10.0 |
167 |
2,124 |
+77 |
Jun17 |
161129 |
5396.0 |
5396.0 |
5396.0 |
5396.0 |
-10.0 |
0 |
1,397 |
-46 |
Total Volume and Open Interest |
28,148 |
282,248 |
+1,260 |
FTSE MIB(ISE) |
Dec16 |
161129 |
16180.00 |
16600.00 |
16160.00 |
16535.00 |
+335.00 |
19,499 |
40,562 |
+524 |
Mar17 |
161129 |
16250.00 |
16480.00 |
16250.00 |
16478.00 |
+338.00 |
19 |
1,493 |
+0 |
Jun17 |
161129 |
16128.00 |
16128.00 |
16128.00 |
16128.00 |
+338.00 |
|
|
|
Total Volume and Open Interest |
19,518 |
42,055 |
+524 |
KOSPI 200(KFE) |
Dec16 |
161129 |
253.00 |
253.05 |
252.80 |
252.80 |
-0.35 |
86,831 |
127,845 |
-150 |
Mar17 |
161129 |
250.00 |
250.00 |
249.85 |
249.85 |
-0.65 |
625 |
22,079 |
+217 |
Jun17 |
161129 |
250.80 |
250.80 |
250.80 |
250.80 |
-0.75 |
0 |
1,877 |
+0 |
Total Volume and Open Interest |
87,456 |
156,805 |
+67 |
GSCI(CME) |
Dec16 |
161129 |
363.15 |
363.90 |
359.10 |
359.80 |
-9.95 |
354 |
14,824 |
+16 |
Jan17 |
161129 |
363.00 |
363.00 |
362.65 |
363.00 |
-9.95 |
0 |
100 |
+0 |
Feb17 |
161129 |
365.25 |
365.25 |
365.25 |
365.25 |
-9.95 |
|
|
|
Total Volume and Open Interest |
354 |
14,924 |
+16 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|