|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Wed December 21, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan17 |
161221 |
1005.25 |
1012.25 |
1005.00 |
1006.75 |
+1.50 |
136,168 |
137,653 |
-15,098 |
Mar17 |
161221 |
1016.25 |
1022.50 |
1015.25 |
1017.00 |
+1.25 |
78,431 |
320,401 |
+9,961 |
May17 |
161221 |
1025.00 |
1031.50 |
1024.25 |
1026.25 |
+1.25 |
26,573 |
88,300 |
+1,610 |
Jul17 |
161221 |
1031.50 |
1038.00 |
1030.50 |
1033.00 |
+1.50 |
20,651 |
95,973 |
+1,851 |
Aug17 |
161221 |
1032.75 |
1034.75 |
1028.25 |
1030.00 |
+0.75 |
501 |
6,583 |
+2 |
Sep17 |
161221 |
1012.75 |
1016.50 |
1011.00 |
1012.25 |
+0.50 |
391 |
2,408 |
+117 |
Nov17 |
161221 |
996.50 |
1002.00 |
995.00 |
997.50 |
+0.75 |
5,584 |
72,644 |
+649 |
Jan18 |
161221 |
998.00 |
1004.00 |
997.00 |
1000.25 |
+1.50 |
129 |
2,985 |
+12 |
Mar18 |
161221 |
994.75 |
997.00 |
992.25 |
994.25 |
+1.75 |
89 |
2,322 |
+10 |
May18 |
161221 |
992.00 |
996.25 |
992.00 |
993.25 |
+1.75 |
49 |
480 |
+24 |
Jul18 |
161221 |
996.75 |
996.75 |
992.75 |
993.50 |
+1.00 |
5 |
742 |
+3 |
Aug18 |
161221 |
986.25 |
986.25 |
986.25 |
986.25 |
+1.00 |
0 |
18 |
+0 |
Sep18 |
161221 |
976.00 |
976.00 |
976.00 |
976.00 |
+2.75 |
0 |
17 |
+0 |
Nov18 |
161221 |
968.25 |
968.50 |
965.00 |
966.25 |
+1.75 |
63 |
1,063 |
+15 |
Total Volume and Open Interest |
268,634 |
731,617 |
-844 |
Soybean Meal(CBOT) |
Jan17 |
161221 |
308.90 |
311.20 |
308.00 |
309.50 |
+0.70 |
43,130 |
47,474 |
-7,268 |
Mar17 |
161221 |
313.10 |
315.30 |
312.10 |
313.60 |
+0.60 |
34,375 |
163,107 |
+3,478 |
May17 |
161221 |
316.20 |
317.90 |
315.00 |
316.40 |
+0.40 |
11,882 |
51,131 |
+714 |
Jul17 |
161221 |
319.50 |
321.20 |
318.40 |
319.80 |
+0.30 |
7,633 |
49,328 |
+1,583 |
Aug17 |
161221 |
319.10 |
320.00 |
317.50 |
318.90 |
+0.30 |
394 |
7,350 |
-41 |
Sep17 |
161221 |
316.20 |
317.60 |
315.10 |
316.50 |
+0.20 |
511 |
5,798 |
-46 |
Oct17 |
161221 |
312.40 |
313.00 |
310.80 |
311.90 |
-0.20 |
446 |
5,289 |
-10 |
Dec17 |
161221 |
312.90 |
313.80 |
311.10 |
312.50 |
-0.20 |
2,589 |
23,031 |
+608 |
Jan18 |
161221 |
311.70 |
313.20 |
311.30 |
312.30 |
+0.10 |
2 |
902 |
+2 |
Mar18 |
161221 |
311.10 |
311.10 |
309.90 |
310.60 |
+0.40 |
0 |
1,035 |
+0 |
Total Volume and Open Interest |
100,962 |
355,770 |
-980 |
Soybean Oil(CBOT) |
Jan17 |
161221 |
36.06 |
36.30 |
35.90 |
36.04 |
-0.02 |
58,378 |
77,832 |
-7,648 |
Mar17 |
161221 |
36.31 |
36.59 |
36.19 |
36.34 |
-0.01 |
40,709 |
180,991 |
+8,160 |
May17 |
161221 |
36.51 |
36.79 |
36.39 |
36.54 |
unch |
11,282 |
63,252 |
+2,271 |
Jul17 |
161221 |
36.76 |
36.96 |
36.57 |
36.73 |
-0.01 |
7,854 |
57,843 |
+1,600 |
Aug17 |
161221 |
36.74 |
36.85 |
36.50 |
36.64 |
+0.01 |
536 |
6,528 |
+57 |
Sep17 |
161221 |
36.45 |
36.66 |
36.30 |
36.43 |
+0.01 |
626 |
5,360 |
+141 |
Oct17 |
161221 |
36.00 |
36.34 |
35.96 |
36.07 |
+0.01 |
169 |
4,634 |
-2 |
Dec17 |
161221 |
35.97 |
36.30 |
35.84 |
36.03 |
+0.02 |
1,461 |
13,966 |
+111 |
Jan18 |
161221 |
36.00 |
36.23 |
35.91 |
36.02 |
+0.04 |
0 |
561 |
+0 |
Mar18 |
161221 |
36.00 |
36.17 |
35.89 |
35.98 |
-0.05 |
0 |
554 |
+0 |
Total Volume and Open Interest |
121,015 |
412,061 |
+4,690 |
Canola(WCE) |
Jan17 |
161221 |
512.1 |
514.4 |
509.5 |
511.6 |
-0.1 |
17,549 |
46,614 |
-15,248 |
Mar17 |
161221 |
521.5 |
524.0 |
519.0 |
520.9 |
-0.2 |
20,352 |
102,700 |
+14,296 |
May17 |
161221 |
525.6 |
529.3 |
524.4 |
526.3 |
+0.5 |
2,474 |
27,773 |
+698 |
Jul17 |
161221 |
528.7 |
532.1 |
527.5 |
529.6 |
+0.9 |
1,826 |
16,177 |
-206 |
Nov17 |
161221 |
501.7 |
504.0 |
499.5 |
502.2 |
+0.5 |
1,133 |
15,276 |
+568 |
Total Volume and Open Interest |
43,488 |
210,390 |
+262 |
Corn(CBOT) |
Mar17 |
161221 |
350.00 |
351.25 |
346.75 |
347.25 |
-3.00 |
93,939 |
692,715 |
-3,863 |
May17 |
161221 |
356.75 |
357.75 |
353.75 |
354.00 |
-3.00 |
16,665 |
169,113 |
+502 |
Jul17 |
161221 |
364.50 |
365.50 |
361.25 |
361.50 |
-3.00 |
11,668 |
168,598 |
+73 |
Sep17 |
161221 |
371.75 |
373.00 |
368.75 |
369.00 |
-3.25 |
3,468 |
58,065 |
+787 |
Dec17 |
161221 |
381.50 |
382.50 |
378.00 |
378.25 |
-3.50 |
6,545 |
108,020 |
-837 |
Mar18 |
161221 |
390.00 |
391.00 |
387.00 |
387.25 |
-3.25 |
321 |
10,074 |
+58 |
May18 |
161221 |
396.50 |
396.50 |
392.50 |
393.00 |
-3.25 |
24 |
1,729 |
-16 |
Jul18 |
161221 |
399.00 |
400.00 |
397.25 |
397.50 |
-3.00 |
57 |
1,916 |
+12 |
Sep18 |
161221 |
394.00 |
394.00 |
393.25 |
393.25 |
-2.75 |
19 |
859 |
+0 |
Dec18 |
161221 |
398.00 |
398.25 |
394.00 |
394.75 |
-3.25 |
84 |
7,354 |
+21 |
Total Volume and Open Interest |
132,790 |
1,218,673 |
-3,263 |
Wheat(CBOT) |
Mar17 |
161221 |
402.50 |
404.50 |
399.00 |
399.50 |
-3.75 |
52,115 |
263,073 |
+1,072 |
May17 |
161221 |
415.25 |
417.00 |
411.50 |
412.25 |
-3.75 |
12,060 |
70,038 |
+1,838 |
Jul17 |
161221 |
429.50 |
430.75 |
425.75 |
426.50 |
-4.00 |
10,382 |
67,699 |
+1,813 |
Sep17 |
161221 |
444.75 |
444.75 |
440.25 |
441.00 |
-3.50 |
1,614 |
12,753 |
-21 |
Dec17 |
161221 |
462.00 |
462.00 |
458.25 |
458.75 |
-2.75 |
1,478 |
25,057 |
+327 |
Mar18 |
161221 |
472.25 |
472.50 |
472.00 |
472.00 |
-1.25 |
3 |
3,904 |
+0 |
Total Volume and Open Interest |
77,669 |
444,111 |
+5,035 |
Wheat(KCBT) |
Mar17 |
161221 |
410.50 |
413.00 |
408.25 |
409.25 |
-3.50 |
21,312 |
129,332 |
-3,255 |
May17 |
161221 |
422.50 |
424.50 |
420.25 |
420.75 |
-3.75 |
8,664 |
34,086 |
-998 |
Jul17 |
161221 |
435.75 |
436.50 |
431.75 |
432.50 |
-4.00 |
9,775 |
63,549 |
-649 |
Sep17 |
161221 |
448.50 |
449.75 |
445.50 |
446.00 |
-4.25 |
2,189 |
8,008 |
+181 |
Dec17 |
161221 |
468.00 |
468.00 |
464.00 |
464.25 |
-4.00 |
885 |
9,041 |
-18 |
Mar18 |
161221 |
478.50 |
478.50 |
477.00 |
477.25 |
-3.00 |
57 |
3,176 |
+19 |
May18 |
161221 |
485.50 |
485.75 |
485.50 |
485.75 |
-3.25 |
12 |
940 |
+1 |
Total Volume and Open Interest |
42,910 |
248,665 |
-4,713 |
Wheat(MGE) |
Mar17 |
161221 |
539.00 |
542.50 |
538.50 |
539.50 |
-1.25 |
6,030 |
33,592 |
-317 |
May17 |
161221 |
536.75 |
538.75 |
536.00 |
536.25 |
-1.50 |
569 |
13,270 |
+129 |
Jul17 |
161221 |
540.75 |
541.75 |
538.50 |
539.00 |
-1.50 |
346 |
5,927 |
-39 |
Sep17 |
161221 |
546.50 |
546.50 |
544.00 |
544.50 |
-1.25 |
218 |
4,059 |
+38 |
Dec17 |
161221 |
553.00 |
553.00 |
552.25 |
552.25 |
-1.75 |
173 |
2,937 |
+31 |
Mar18 |
161221 |
560.50 |
561.00 |
560.00 |
560.75 |
+1.00 |
3 |
137 |
+3 |
Total Volume and Open Interest |
7,340 |
60,045 |
-155 |
Oats(CBOT) |
Mar17 |
161221 |
223.25 |
226.00 |
223.00 |
223.25 |
-0.50 |
155 |
5,819 |
-40 |
May17 |
161221 |
223.75 |
225.75 |
223.00 |
223.25 |
-0.50 |
32 |
1,046 |
+16 |
Jul17 |
161221 |
225.00 |
225.00 |
224.25 |
224.25 |
-1.25 |
0 |
148 |
+0 |
Sep17 |
161221 |
225.25 |
225.25 |
225.25 |
225.25 |
-0.75 |
0 |
3 |
+0 |
Total Volume and Open Interest |
187 |
7,117 |
-24 |
Rough Rice(CBOT) |
Jan17 |
161221 |
9.48 |
9.52 |
9.36 |
9.36 |
-0.10 |
1,037 |
5,064 |
-842 |
Mar17 |
161221 |
9.72 |
9.77 |
9.61 |
9.61 |
-0.10 |
1,009 |
6,976 |
+599 |
May17 |
161221 |
9.97 |
9.98 |
9.87 |
9.87 |
-0.11 |
153 |
335 |
+80 |
Jul17 |
161221 |
10.06 |
10.06 |
10.06 |
10.06 |
-0.10 |
0 |
21 |
+0 |
Total Volume and Open Interest |
2,199 |
12,404 |
-163 |
Live Cattle(CME) |
Dec16 |
161221 |
111.900 |
113.450 |
111.900 |
113.285 |
+1.185 |
4,793 |
4,351 |
-1,428 |
Feb17 |
161221 |
115.300 |
116.480 |
115.135 |
116.230 |
+0.730 |
20,385 |
122,897 |
-844 |
Apr17 |
161221 |
113.550 |
114.550 |
113.430 |
114.450 |
+0.620 |
11,899 |
69,786 |
-29 |
Jun17 |
161221 |
104.000 |
104.750 |
103.885 |
104.650 |
+0.350 |
7,410 |
60,529 |
+281 |
Aug17 |
161221 |
99.600 |
100.400 |
99.600 |
100.330 |
+0.500 |
2,792 |
21,481 |
+623 |
Oct17 |
161221 |
99.350 |
99.980 |
99.285 |
99.950 |
+0.350 |
1,505 |
11,750 |
+481 |
Total Volume and Open Interest |
49,833 |
295,845 |
-913 |
Feeder Cattle(CME) |
Jan17 |
161221 |
129.825 |
130.880 |
128.900 |
130.235 |
+0.235 |
3,490 |
13,159 |
-536 |
Mar17 |
161221 |
125.635 |
126.700 |
125.100 |
126.200 |
+0.350 |
3,070 |
18,149 |
+63 |
Apr17 |
161221 |
125.200 |
126.285 |
124.785 |
125.930 |
+0.630 |
737 |
4,536 |
+50 |
May17 |
161221 |
123.885 |
124.900 |
123.700 |
124.750 |
+0.600 |
669 |
5,561 |
+37 |
Aug17 |
161221 |
124.150 |
124.980 |
123.950 |
124.885 |
+0.535 |
260 |
2,530 |
+47 |
Sep17 |
161221 |
122.830 |
122.850 |
122.180 |
122.830 |
+0.630 |
12 |
264 |
+0 |
Oct17 |
161221 |
121.050 |
121.050 |
121.050 |
121.050 |
+0.070 |
0 |
74 |
+0 |
Total Volume and Open Interest |
8,240 |
44,294 |
-337 |
Lean Hogs(CME) |
Feb17 |
161221 |
63.830 |
65.475 |
62.900 |
64.900 |
+0.900 |
25,043 |
87,253 |
-1,569 |
Apr17 |
161221 |
67.350 |
68.080 |
66.785 |
68.000 |
+0.525 |
13,819 |
45,832 |
+1,067 |
May17 |
161221 |
72.500 |
73.080 |
72.500 |
72.885 |
+0.285 |
195 |
1,304 |
+15 |
Jun17 |
161221 |
76.200 |
76.980 |
75.900 |
76.850 |
+0.520 |
6,585 |
24,815 |
+57 |
Jul17 |
161221 |
75.980 |
76.635 |
75.850 |
76.430 |
+0.180 |
934 |
10,222 |
+29 |
Aug17 |
161221 |
76.385 |
77.000 |
76.135 |
76.580 |
-0.150 |
665 |
15,063 |
+73 |
Oct17 |
161221 |
65.500 |
66.000 |
65.150 |
65.800 |
+0.050 |
548 |
5,238 |
+178 |
Dec17 |
161221 |
60.350 |
61.130 |
60.035 |
61.080 |
+0.530 |
299 |
1,903 |
+189 |
Total Volume and Open Interest |
48,113 |
191,894 |
+58 |
Class III Milk(CME) |
Dec16 |
161221 |
17.33 |
17.37 |
17.30 |
17.31 |
-0.02 |
20 |
6,197 |
-20 |
Jan17 |
161221 |
17.04 |
17.11 |
16.55 |
16.62 |
-0.37 |
549 |
4,946 |
-117 |
Feb17 |
161221 |
17.29 |
17.29 |
16.81 |
16.90 |
-0.30 |
155 |
4,123 |
+41 |
Mar17 |
161221 |
17.50 |
17.50 |
17.11 |
17.20 |
-0.21 |
99 |
3,720 |
-9 |
Apr17 |
161221 |
17.64 |
17.65 |
17.36 |
17.40 |
-0.19 |
113 |
2,801 |
+26 |
May17 |
161221 |
17.65 |
17.65 |
17.44 |
17.49 |
-0.14 |
41 |
2,670 |
+3 |
Jun17 |
161221 |
17.64 |
17.66 |
17.51 |
17.58 |
-0.06 |
40 |
2,340 |
-2 |
Jul17 |
161221 |
17.74 |
17.78 |
17.70 |
17.74 |
+0.03 |
56 |
1,367 |
+42 |
Aug17 |
161221 |
17.80 |
17.80 |
17.76 |
17.78 |
+0.02 |
8 |
1,376 |
+4 |
Sep17 |
161221 |
17.90 |
17.90 |
17.83 |
17.85 |
unch |
19 |
1,308 |
+9 |
Oct17 |
161221 |
17.75 |
17.75 |
17.68 |
17.69 |
-0.02 |
13 |
1,080 |
+0 |
Nov17 |
161221 |
17.55 |
17.56 |
17.50 |
17.51 |
-0.04 |
27 |
1,112 |
+17 |
Dec17 |
161221 |
17.26 |
17.27 |
17.25 |
17.26 |
+0.04 |
34 |
972 |
+0 |
Total Volume and Open Interest |
1,210 |
34,836 |
+13 |
Cocoa(ICE) |
Mar17 |
161221 |
2256 |
2287 |
2252 |
2279 |
+23 |
13,593 |
127,247 |
-1,298 |
May17 |
161221 |
2254 |
2279 |
2248 |
2271 |
+20 |
3,343 |
52,291 |
+41 |
Jul17 |
161221 |
2256 |
2277 |
2249 |
2270 |
+18 |
1,613 |
32,507 |
+132 |
Sep17 |
161221 |
2272 |
2284 |
2266 |
2274 |
+16 |
311 |
14,420 |
-106 |
Dec17 |
161221 |
2291 |
2293 |
2275 |
2286 |
+16 |
212 |
7,910 |
-45 |
Mar18 |
161221 |
2306 |
2306 |
2287 |
2298 |
+14 |
276 |
9,690 |
-220 |
May18 |
161221 |
2322 |
2322 |
2316 |
2316 |
+13 |
19 |
3,247 |
+0 |
Total Volume and Open Interest |
19,387 |
249,772 |
-1,487 |
Coffee "C"(ICE) |
Dec16 |
161219 |
141.15 |
141.20 |
138.85 |
141.20 |
+3.00 |
2 |
99 |
-2 |
Mar17 |
161221 |
143.10 |
144.80 |
142.35 |
144.55 |
+0.70 |
11,847 |
96,724 |
+749 |
May17 |
161221 |
145.60 |
147.00 |
144.75 |
146.75 |
+0.65 |
3,274 |
39,738 |
-22 |
Jul17 |
161221 |
148.00 |
149.20 |
147.00 |
149.05 |
+0.70 |
2,346 |
21,667 |
+615 |
Sep17 |
161221 |
149.75 |
151.05 |
149.15 |
150.95 |
+0.75 |
681 |
12,306 |
+126 |
Dec17 |
161221 |
152.90 |
153.85 |
152.55 |
153.85 |
+0.70 |
243 |
11,200 |
+158 |
Total Volume and Open Interest |
18,397 |
187,437 |
+1,614 |
Orange Juice(ICE) |
Jan17 |
161221 |
201.80 |
203.00 |
197.55 |
197.85 |
-3.95 |
2,346 |
6,310 |
-1,511 |
Mar17 |
161221 |
198.75 |
199.75 |
194.00 |
194.85 |
-3.70 |
1,814 |
7,033 |
+1,177 |
May17 |
161221 |
197.65 |
197.65 |
193.30 |
193.30 |
-3.95 |
148 |
674 |
+32 |
Jul17 |
161221 |
195.70 |
195.70 |
191.75 |
191.75 |
-4.00 |
41 |
256 |
+7 |
Sep17 |
161221 |
189.95 |
189.95 |
189.95 |
189.95 |
-4.20 |
0 |
32 |
+0 |
Nov17 |
161221 |
187.80 |
187.80 |
187.80 |
187.80 |
-4.20 |
0 |
3 |
+0 |
Total Volume and Open Interest |
4,349 |
14,309 |
-295 |
Sugar #11(ICE) |
Mar17 |
161221 |
18.28 |
18.45 |
18.12 |
18.20 |
-0.05 |
28,961 |
366,618 |
-2,877 |
May17 |
161221 |
18.10 |
18.22 |
17.93 |
18.00 |
-0.06 |
13,911 |
164,346 |
+1,638 |
Jul17 |
161221 |
17.84 |
17.97 |
17.72 |
17.81 |
-0.03 |
8,867 |
112,601 |
+2,651 |
Oct17 |
161221 |
17.81 |
17.92 |
17.70 |
17.80 |
-0.02 |
2,249 |
77,282 |
+129 |
Mar18 |
161221 |
17.93 |
18.00 |
17.82 |
17.92 |
-0.02 |
1,214 |
42,661 |
+100 |
May18 |
161221 |
17.52 |
17.59 |
17.44 |
17.53 |
-0.03 |
422 |
16,460 |
+145 |
Jul18 |
161221 |
17.14 |
17.22 |
17.07 |
17.18 |
-0.02 |
256 |
11,678 |
+15 |
Oct18 |
161221 |
17.12 |
17.20 |
17.03 |
17.15 |
-0.02 |
306 |
11,106 |
+153 |
Total Volume and Open Interest |
56,303 |
810,034 |
+2,020 |
London Cocoa(LCE) |
Mar17 |
161221 |
1849 |
1861 |
1838 |
1852 |
+8 |
13,778 |
115,626 |
+190 |
May17 |
161221 |
1851 |
1865 |
1845 |
1853 |
+7 |
5,823 |
67,460 |
+1,132 |
Jul17 |
161221 |
1864 |
1884 |
1863 |
1871 |
+7 |
2,260 |
29,678 |
-1 |
Sep17 |
161221 |
1878 |
1895 |
1876 |
1881 |
+5 |
1,770 |
32,463 |
+36 |
Dec17 |
161221 |
1886 |
1893 |
1878 |
1883 |
+3 |
2,438 |
23,525 |
+317 |
Mar18 |
161221 |
1895 |
1905 |
1891 |
1896 |
+4 |
496 |
16,078 |
-26 |
May18 |
161221 |
1908 |
1911 |
1908 |
1911 |
+4 |
10 |
4,693 |
-3 |
Total Volume and Open Interest |
26,575 |
291,239 |
+1,645 |
London Sugar(LCE) |
Mar17 |
161221 |
493.10 |
496.60 |
489.90 |
491.80 |
-0.80 |
2,472 |
34,480 |
+173 |
May17 |
161221 |
489.90 |
493.50 |
487.00 |
488.60 |
-1.30 |
678 |
21,172 |
+249 |
Aug17 |
161221 |
484.60 |
485.70 |
482.00 |
483.40 |
-1.20 |
1,496 |
10,451 |
+661 |
Oct17 |
161221 |
472.70 |
474.00 |
472.00 |
473.70 |
-1.60 |
186 |
10,139 |
+53 |
Dec17 |
161221 |
467.60 |
469.40 |
467.40 |
469.10 |
-1.00 |
33 |
2,846 |
+31 |
Total Volume and Open Interest |
5,004 |
82,828 |
+1,258 |
Cotton(ICE) |
Mar17 |
161221 |
69.34 |
70.92 |
69.34 |
70.13 |
+0.79 |
27,404 |
169,968 |
-6,337 |
May17 |
161221 |
69.85 |
71.30 |
69.74 |
70.48 |
+0.71 |
5,925 |
41,959 |
+556 |
Jul17 |
161221 |
70.14 |
71.60 |
70.13 |
70.84 |
+0.67 |
2,361 |
14,935 |
+80 |
Oct17 |
161221 |
70.46 |
70.46 |
69.73 |
69.73 |
+0.22 |
27 |
61 |
+27 |
Dec17 |
161221 |
68.95 |
69.95 |
68.95 |
69.13 |
+0.50 |
1,251 |
19,254 |
+491 |
Mar18 |
161221 |
69.52 |
69.52 |
69.05 |
69.05 |
+0.45 |
51 |
411 |
+40 |
Total Volume and Open Interest |
37,019 |
247,375 |
-5,143 |
Lumber(CME) |
Jan17 |
161221 |
310.6 |
312.0 |
305.9 |
308.8 |
-2.1 |
268 |
1,546 |
-170 |
Mar17 |
161221 |
319.0 |
322.5 |
315.2 |
320.3 |
+0.4 |
251 |
2,128 |
+184 |
May17 |
161221 |
327.0 |
327.5 |
326.2 |
326.9 |
-3.4 |
62 |
298 |
+43 |
Jul17 |
161221 |
334.0 |
334.0 |
334.0 |
334.0 |
-1.5 |
1 |
53 |
+0 |
Total Volume and Open Interest |
582 |
4,056 |
+57 |
Crude Oil(NYM) |
Feb17 |
161221 |
53.56 |
53.79 |
52.32 |
52.49 |
-0.81 |
482,552 |
475,902 |
+28,602 |
Mar17 |
161221 |
54.34 |
54.64 |
53.25 |
53.38 |
-0.81 |
90,435 |
338,350 |
-4,394 |
Apr17 |
161221 |
55.11 |
55.31 |
54.00 |
54.10 |
-0.80 |
40,941 |
134,243 |
+2,278 |
May17 |
161221 |
55.59 |
55.83 |
54.57 |
54.66 |
-0.78 |
27,064 |
119,679 |
-1,432 |
Jun17 |
161221 |
56.00 |
56.21 |
54.96 |
55.07 |
-0.75 |
41,165 |
210,936 |
+326 |
Jul17 |
161221 |
56.26 |
56.41 |
55.24 |
55.33 |
-0.73 |
12,424 |
54,193 |
+302 |
Aug17 |
161221 |
56.41 |
56.47 |
55.38 |
55.48 |
-0.71 |
5,696 |
45,308 |
+292 |
Sep17 |
161221 |
56.40 |
56.58 |
55.46 |
55.56 |
-0.71 |
10,117 |
70,383 |
-622 |
Oct17 |
161221 |
56.56 |
56.60 |
55.50 |
55.61 |
-0.71 |
1,303 |
37,286 |
+224 |
Nov17 |
161221 |
56.52 |
56.64 |
55.54 |
55.65 |
-0.70 |
1,346 |
34,154 |
+55 |
Dec17 |
161221 |
56.51 |
56.72 |
55.57 |
55.67 |
-0.70 |
29,712 |
196,922 |
-1,364 |
Jan18 |
161221 |
55.50 |
55.60 |
55.50 |
55.60 |
-0.70 |
798 |
34,230 |
-52 |
Feb18 |
161221 |
55.53 |
55.53 |
55.53 |
55.53 |
-0.69 |
792 |
13,405 |
+79 |
Mar18 |
161221 |
55.45 |
55.45 |
55.45 |
55.45 |
-0.68 |
1,016 |
24,300 |
-96 |
Apr18 |
161221 |
55.35 |
55.35 |
55.35 |
55.35 |
-0.67 |
269 |
6,760 |
-5 |
May18 |
161221 |
55.26 |
55.26 |
55.26 |
55.26 |
-0.66 |
156 |
5,179 |
-5 |
Total Volume and Open Interest |
895,707 |
2,040,805 |
-26,103 |
e-miNY Crude Oil(NYM) |
Feb17 |
161221 |
53.550 |
53.775 |
52.300 |
52.500 |
-0.800 |
8,653 |
2,031 |
+228 |
Mar17 |
161221 |
54.350 |
54.600 |
53.225 |
53.375 |
-0.825 |
162 |
595 |
+53 |
Apr17 |
161221 |
55.050 |
55.300 |
54.025 |
54.100 |
-0.800 |
28 |
422 |
+9 |
May17 |
161221 |
54.650 |
55.625 |
54.650 |
54.650 |
-0.800 |
11 |
65 |
-2 |
Jun17 |
161221 |
56.100 |
56.100 |
55.075 |
55.075 |
-0.750 |
28 |
133 |
+10 |
Jul17 |
161221 |
56.350 |
56.350 |
55.325 |
55.325 |
-0.725 |
14 |
143 |
-6 |
Aug17 |
161221 |
55.475 |
56.350 |
55.475 |
55.475 |
-0.725 |
1 |
165 |
+1 |
Sep17 |
161221 |
55.550 |
56.425 |
55.550 |
55.550 |
-0.725 |
1 |
47 |
+1 |
Oct17 |
161221 |
55.600 |
56.450 |
55.600 |
55.600 |
-0.725 |
3 |
24 |
+1 |
Nov17 |
161221 |
55.650 |
55.650 |
55.650 |
55.650 |
-0.700 |
0 |
19 |
+0 |
Total Volume and Open Interest |
8,901 |
3,845 |
-1,616 |
NY Harbor ULSD(NYM) |
Jan17 |
161221 |
167.75 |
167.99 |
163.63 |
164.01 |
-2.87 |
40,197 |
53,633 |
-7,128 |
Feb17 |
161221 |
169.78 |
170.04 |
165.60 |
166.07 |
-2.81 |
34,192 |
100,386 |
+1,425 |
Mar17 |
161221 |
170.79 |
171.29 |
167.07 |
167.56 |
-2.63 |
20,144 |
82,727 |
-561 |
Apr17 |
161221 |
171.38 |
171.53 |
167.62 |
168.10 |
-2.49 |
9,652 |
40,932 |
+788 |
May17 |
161221 |
171.91 |
172.18 |
168.47 |
168.86 |
-2.46 |
4,930 |
26,290 |
-451 |
Jun17 |
161221 |
172.94 |
173.21 |
169.22 |
169.67 |
-2.41 |
5,984 |
46,854 |
+815 |
Jul17 |
161221 |
173.74 |
174.04 |
170.66 |
170.80 |
-2.32 |
2,041 |
11,178 |
+764 |
Aug17 |
161221 |
174.33 |
174.95 |
171.35 |
171.82 |
-2.21 |
671 |
4,820 |
+104 |
Sep17 |
161221 |
175.79 |
176.06 |
172.63 |
172.83 |
-2.09 |
918 |
8,653 |
-27 |
Oct17 |
161221 |
175.64 |
176.13 |
173.25 |
173.71 |
-1.98 |
414 |
5,482 |
+20 |
Nov17 |
161221 |
176.37 |
176.72 |
174.13 |
174.44 |
-1.86 |
211 |
3,968 |
+53 |
Dec17 |
161221 |
177.63 |
178.03 |
174.61 |
175.08 |
-1.75 |
1,171 |
35,500 |
-281 |
Jan18 |
161221 |
175.90 |
175.90 |
175.87 |
175.87 |
-1.67 |
16 |
3,002 |
+4 |
Feb18 |
161221 |
176.15 |
176.15 |
176.15 |
176.15 |
-1.59 |
5 |
1,835 |
-1 |
Total Volume and Open Interest |
120,650 |
440,185 |
-4,568 |
RBOB Gasoline(NYM) |
Jan17 |
161221 |
160.44 |
161.33 |
159.06 |
160.55 |
+1.19 |
38,023 |
48,280 |
-8,875 |
Feb17 |
161221 |
162.43 |
162.90 |
160.65 |
162.02 |
+0.91 |
31,356 |
103,916 |
+2,392 |
Mar17 |
161221 |
163.96 |
164.55 |
162.39 |
163.69 |
+0.53 |
11,880 |
65,494 |
+1,932 |
Apr17 |
161221 |
182.89 |
183.45 |
180.64 |
181.78 |
-0.76 |
6,815 |
41,729 |
+893 |
May17 |
161221 |
183.97 |
184.34 |
182.21 |
182.86 |
-0.84 |
6,195 |
25,961 |
+1,238 |
Jun17 |
161221 |
183.67 |
184.21 |
181.45 |
182.50 |
-0.97 |
4,760 |
34,226 |
-360 |
Jul17 |
161221 |
182.80 |
182.80 |
180.53 |
180.98 |
-1.11 |
1,877 |
11,504 |
+370 |
Aug17 |
161221 |
180.26 |
180.55 |
178.20 |
178.76 |
-1.20 |
1,127 |
4,958 |
-13 |
Sep17 |
161221 |
177.54 |
177.75 |
175.50 |
175.97 |
-1.24 |
1,690 |
13,739 |
+261 |
Oct17 |
161221 |
162.72 |
162.90 |
162.40 |
162.80 |
-1.22 |
905 |
5,057 |
+92 |
Total Volume and Open Interest |
106,944 |
386,474 |
-2,209 |
e-miNY RBOB Gasoline(NYM) |
Jan17 |
161221 |
159.50 |
160.55 |
159.50 |
160.55 |
+1.19 |
0 |
1 |
+0 |
Feb17 |
161221 |
162.02 |
162.02 |
162.02 |
162.02 |
+0.91 |
|
|
|
Mar17 |
161221 |
163.69 |
163.69 |
163.69 |
163.69 |
+0.53 |
|
|
|
Apr17 |
161221 |
181.78 |
181.78 |
181.78 |
181.78 |
-0.76 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Jan17 |
161221 |
3.311 |
3.593 |
3.307 |
3.542 |
+0.279 |
119,326 |
74,124 |
-21,069 |
Feb17 |
161221 |
3.327 |
3.609 |
3.327 |
3.567 |
+0.270 |
56,890 |
157,333 |
+3,261 |
Mar17 |
161221 |
3.327 |
3.566 |
3.321 |
3.527 |
+0.243 |
44,106 |
255,636 |
-486 |
Apr17 |
161221 |
3.258 |
3.437 |
3.255 |
3.407 |
+0.191 |
34,375 |
116,095 |
-165 |
May17 |
161221 |
3.249 |
3.403 |
3.248 |
3.380 |
+0.172 |
14,968 |
100,401 |
-499 |
Jun17 |
161221 |
3.286 |
3.422 |
3.281 |
3.401 |
+0.163 |
6,314 |
39,418 |
+139 |
Jul17 |
161221 |
3.311 |
3.450 |
3.311 |
3.426 |
+0.156 |
9,738 |
51,475 |
+509 |
Aug17 |
161221 |
3.310 |
3.431 |
3.308 |
3.416 |
+0.150 |
6,584 |
32,929 |
+31 |
Sep17 |
161221 |
3.288 |
3.408 |
3.288 |
3.396 |
+0.147 |
6,482 |
33,301 |
-936 |
Oct17 |
161221 |
3.300 |
3.436 |
3.300 |
3.413 |
+0.145 |
17,957 |
84,484 |
-633 |
Nov17 |
161221 |
3.349 |
3.463 |
3.349 |
3.451 |
+0.139 |
9,255 |
32,141 |
+360 |
Dec17 |
161221 |
3.486 |
3.570 |
3.468 |
3.556 |
+0.127 |
4,536 |
34,434 |
-163 |
Jan18 |
161221 |
3.559 |
3.645 |
3.555 |
3.638 |
+0.121 |
5,025 |
37,110 |
-139 |
Feb18 |
161221 |
3.511 |
3.586 |
3.511 |
3.586 |
+0.112 |
1,026 |
12,742 |
+33 |
Mar18 |
161221 |
3.462 |
3.490 |
3.429 |
3.482 |
+0.102 |
3,522 |
33,734 |
+435 |
Apr18 |
161221 |
2.909 |
2.930 |
2.897 |
2.930 |
+0.070 |
3,410 |
39,434 |
+1,161 |
Total Volume and Open Interest |
346,483 |
1,227,074 |
-17,716 |
Brent Crude Oil(ICE) |
Feb17 |
161221 |
55.52 |
55.87 |
54.32 |
54.46 |
-0.89 |
228,387 |
275,187 |
-16,887 |
Mar17 |
161221 |
56.20 |
56.50 |
55.12 |
55.22 |
-0.80 |
178,038 |
510,194 |
+2,562 |
Apr17 |
161221 |
56.82 |
57.08 |
55.77 |
55.87 |
-0.75 |
60,404 |
186,706 |
+10,196 |
May17 |
161221 |
57.35 |
57.57 |
56.30 |
56.40 |
-0.72 |
42,341 |
137,817 |
+1,144 |
Jun17 |
161221 |
57.70 |
57.95 |
56.70 |
56.81 |
-0.70 |
64,964 |
247,723 |
-1,983 |
Jul17 |
161221 |
57.93 |
58.17 |
56.96 |
57.07 |
-0.67 |
10,836 |
75,833 |
+2,152 |
Aug17 |
161221 |
58.03 |
58.26 |
57.07 |
57.18 |
-0.65 |
8,685 |
50,258 |
-1,024 |
Sep17 |
161221 |
58.09 |
58.26 |
57.09 |
57.20 |
-0.64 |
8,535 |
67,504 |
+1,798 |
Oct17 |
161221 |
58.01 |
58.23 |
57.08 |
57.19 |
-0.63 |
4,333 |
34,922 |
+768 |
Nov17 |
161221 |
57.13 |
57.17 |
56.80 |
57.17 |
-0.63 |
1,587 |
26,539 |
+102 |
Dec17 |
161221 |
57.92 |
58.17 |
57.03 |
57.13 |
-0.64 |
35,142 |
226,123 |
+2,532 |
Jan18 |
161221 |
57.11 |
57.11 |
57.11 |
57.11 |
-0.63 |
1,025 |
29,673 |
-19 |
Feb18 |
161221 |
57.07 |
57.07 |
57.07 |
57.07 |
-0.63 |
281 |
18,947 |
+35 |
Mar18 |
161221 |
57.04 |
57.04 |
57.04 |
57.04 |
-0.63 |
2,588 |
23,594 |
+454 |
Total Volume and Open Interest |
677,199 |
2,256,311 |
+5,327 |
Gas Oil(ICE) |
Jan17 |
161221 |
491.50 |
492.50 |
479.25 |
486.25 |
-5.25 |
39,371 |
129,464 |
-4,126 |
Feb17 |
161221 |
495.00 |
496.75 |
483.25 |
490.50 |
-4.75 |
29,375 |
132,138 |
+2,683 |
Mar17 |
161221 |
499.50 |
500.25 |
487.25 |
494.25 |
-4.25 |
16,000 |
80,720 |
+2,877 |
Apr17 |
161221 |
500.50 |
502.25 |
490.25 |
496.50 |
-4.25 |
7,982 |
45,924 |
-922 |
May17 |
161221 |
502.75 |
504.50 |
493.00 |
499.00 |
-3.75 |
9,783 |
39,715 |
+1,475 |
Jun17 |
161221 |
505.00 |
507.00 |
495.50 |
501.50 |
-3.25 |
13,638 |
77,727 |
+347 |
Jul17 |
161221 |
507.50 |
508.50 |
498.50 |
504.25 |
-3.00 |
2,677 |
25,297 |
+121 |
Aug17 |
161221 |
510.00 |
512.00 |
501.25 |
506.75 |
-2.50 |
1,664 |
16,172 |
-764 |
Sep17 |
161221 |
512.25 |
514.25 |
503.50 |
509.00 |
-2.25 |
2,274 |
30,613 |
+422 |
Oct17 |
161221 |
514.00 |
514.75 |
506.50 |
511.00 |
-2.00 |
529 |
23,108 |
+76 |
Total Volume and Open Interest |
132,441 |
790,386 |
+3,355 |
Ethanol(CBOT) |
Jan17 |
161221 |
1.569 |
1.588 |
1.541 |
1.549 |
-0.018 |
389 |
1,790 |
-272 |
Feb17 |
161221 |
1.514 |
1.543 |
1.507 |
1.518 |
-0.014 |
302 |
2,361 |
+225 |
Mar17 |
161221 |
1.537 |
1.539 |
1.517 |
1.524 |
-0.008 |
37 |
550 |
+32 |
Apr17 |
161221 |
1.529 |
1.539 |
1.524 |
1.529 |
-0.008 |
16 |
691 |
+15 |
May17 |
161221 |
1.531 |
1.531 |
1.526 |
1.531 |
-0.008 |
0 |
9 |
+0 |
Jun17 |
161221 |
1.519 |
1.519 |
1.519 |
1.519 |
-0.008 |
0 |
2 |
+0 |
Jul17 |
161221 |
1.516 |
1.516 |
1.507 |
1.516 |
-0.008 |
|
|
|
Aug17 |
161221 |
1.515 |
1.515 |
1.515 |
1.515 |
-0.015 |
|
|
|
Total Volume and Open Interest |
744 |
5,419 |
+0 |
WTI Crude Oil(ICE) |
Feb17 |
161221 |
53.53 |
53.78 |
52.33 |
52.49 |
-0.81 |
59,732 |
82,465 |
+1 |
Mar17 |
161221 |
54.39 |
54.63 |
53.27 |
53.38 |
-0.81 |
40,354 |
90,760 |
+2,150 |
Apr17 |
161221 |
55.08 |
55.31 |
54.02 |
54.10 |
-0.80 |
15,349 |
22,618 |
-268 |
May17 |
161221 |
55.62 |
55.77 |
54.59 |
54.66 |
-0.78 |
7,696 |
21,752 |
+2,438 |
Jun17 |
161221 |
56.00 |
56.01 |
55.03 |
55.07 |
-0.75 |
11,009 |
65,776 |
-438 |
Jul17 |
161221 |
56.22 |
56.24 |
55.28 |
55.33 |
-0.73 |
2,244 |
8,021 |
+100 |
Aug17 |
161221 |
56.34 |
56.35 |
55.41 |
55.48 |
-0.71 |
833 |
10,622 |
+158 |
Sep17 |
161221 |
56.41 |
56.53 |
55.53 |
55.56 |
-0.71 |
694 |
18,583 |
-43 |
Oct17 |
161221 |
56.46 |
56.50 |
55.56 |
55.61 |
-0.71 |
148 |
5,114 |
+36 |
Nov17 |
161221 |
55.65 |
55.65 |
55.65 |
55.65 |
-0.70 |
115 |
2,568 |
-33 |
Dec17 |
161221 |
56.50 |
56.64 |
55.61 |
55.67 |
-0.70 |
7,784 |
82,841 |
+377 |
Jan18 |
161221 |
55.60 |
55.60 |
55.60 |
55.60 |
-0.70 |
46 |
2,203 |
+3 |
Feb18 |
161221 |
55.53 |
55.53 |
55.53 |
55.53 |
-0.69 |
11 |
1,220 |
+8 |
Mar18 |
161221 |
55.45 |
55.45 |
55.45 |
55.45 |
-0.68 |
22 |
3,225 |
-15 |
Apr18 |
161221 |
55.35 |
55.35 |
55.35 |
55.35 |
-0.67 |
26 |
1,027 |
+6 |
May18 |
161221 |
55.26 |
55.26 |
55.26 |
55.26 |
-0.66 |
2 |
549 |
-2 |
Total Volume and Open Interest |
156,719 |
508,400 |
-13,994 |
US Dollar Index(ICE) |
Mar17 |
161221 |
103.285 |
103.375 |
102.750 |
103.030 |
-0.257 |
24,735 |
77,799 |
+612 |
Jun17 |
161221 |
103.100 |
103.140 |
102.750 |
103.000 |
-0.257 |
57 |
1,119 |
+9 |
Sep17 |
161221 |
103.005 |
103.180 |
102.640 |
102.925 |
-0.257 |
11 |
233 |
-4 |
Total Volume and Open Interest |
24,803 |
79,151 |
-8,067 |
Australian Dollar(CME) |
Mar17 |
161221 |
72.48 |
72.64 |
72.19 |
72.31 |
-0.07 |
73,324 |
73,617 |
+3,082 |
Jun17 |
161221 |
72.30 |
72.47 |
72.05 |
72.15 |
-0.07 |
133 |
181 |
+90 |
Sep17 |
161221 |
72.02 |
72.21 |
72.02 |
72.02 |
-0.07 |
0 |
7 |
+0 |
Total Volume and Open Interest |
73,457 |
73,837 |
-20,578 |
British Pound(CME) |
Mar17 |
161221 |
123.99 |
124.20 |
123.53 |
123.78 |
-0.17 |
90,848 |
202,821 |
+1,508 |
Jun17 |
161221 |
124.30 |
124.46 |
123.83 |
124.07 |
-0.17 |
121 |
818 |
+38 |
Sep17 |
161221 |
124.37 |
124.76 |
124.16 |
124.37 |
-0.18 |
10 |
162 |
+0 |
Total Volume and Open Interest |
90,980 |
203,850 |
-32,582 |
Canadian Dollar(CME) |
Mar17 |
161221 |
74.90 |
74.95 |
74.55 |
74.67 |
-0.20 |
41,041 |
77,324 |
-317 |
Jun17 |
161221 |
74.99 |
75.02 |
74.65 |
74.76 |
-0.19 |
98 |
1,706 |
+45 |
Sep17 |
161221 |
74.91 |
75.07 |
74.77 |
74.84 |
-0.20 |
5 |
438 |
+2 |
Dec17 |
161221 |
74.86 |
75.16 |
74.80 |
74.93 |
-0.20 |
0 |
405 |
+0 |
Total Volume and Open Interest |
45,581 |
104,178 |
-2,485 |
Japanese Yen(CME) |
Mar17 |
161221 |
85.15 |
85.70 |
85.01 |
85.37 |
+0.16 |
133,075 |
211,349 |
-991 |
Jun17 |
161221 |
85.60 |
86.10 |
85.43 |
85.77 |
+0.15 |
65 |
234 |
+10 |
Sep17 |
161221 |
86.18 |
86.48 |
85.93 |
86.18 |
+0.13 |
0 |
30 |
+0 |
Total Volume and Open Interest |
133,140 |
211,614 |
-140,551 |
Swiss Franc(CME) |
Mar17 |
161221 |
97.78 |
98.31 |
97.67 |
97.98 |
+0.21 |
18,970 |
55,063 |
-1,153 |
Jun17 |
161221 |
98.50 |
98.91 |
98.30 |
98.59 |
+0.21 |
18 |
77 |
+1 |
Sep17 |
161221 |
99.22 |
99.51 |
99.22 |
99.22 |
+0.21 |
0 |
4 |
+0 |
Total Volume and Open Interest |
18,988 |
55,149 |
-37,779 |
EuroFX(CME) |
Mar17 |
161221 |
104.37 |
104.97 |
104.28 |
104.72 |
+0.36 |
154,407 |
389,160 |
+2,731 |
Jun17 |
161221 |
104.90 |
105.48 |
104.81 |
105.23 |
+0.36 |
186 |
8,236 |
+8 |
Sep17 |
161221 |
105.94 |
105.98 |
105.37 |
105.76 |
+0.36 |
53 |
259 |
-24 |
Total Volume and Open Interest |
154,646 |
397,705 |
-69,421 |
Mexican Peso(CME) |
Jan17 |
161221 |
485.13 |
485.13 |
485.13 |
485.13 |
-2.63 |
|
|
|
Feb17 |
161221 |
483.25 |
483.25 |
483.25 |
483.25 |
-2.50 |
|
|
|
Total Volume and Open Interest |
42,108 |
138,353 |
-12,149 |
Brazilian Real(CME) |
Jan17 |
161221 |
297.50 |
300.20 |
297.35 |
299.50 |
+1.95 |
762 |
19,656 |
+297 |
Feb17 |
161221 |
297.00 |
297.50 |
296.60 |
296.95 |
+1.95 |
50 |
56 |
+24 |
Mar17 |
161221 |
293.25 |
296.20 |
293.25 |
294.95 |
+1.85 |
18 |
6,294 |
+2 |
Apr17 |
161221 |
292.35 |
292.35 |
292.35 |
292.35 |
+1.75 |
|
|
|
Total Volume and Open Interest |
830 |
26,006 |
+323 |
30-Year T-Bonds(CBOT) |
Dec16 |
161220 |
150~030 |
150~130 |
149~130 |
149~280 |
-0~140 |
281 |
584 |
-168 |
Mar17 |
161221 |
148~230 |
149~060 |
148~040 |
148~300 |
+0~170 |
170,935 |
592,201 |
-2,904 |
Jun17 |
161221 |
148~030 |
148~030 |
147~240 |
148~020 |
+0~170 |
0 |
3 |
+0 |
Total Volume and Open Interest |
171,274 |
592,641 |
-3,051 |
10-Year T-Notes(CBOT) |
Dec16 |
161220 |
124~000 |
124~030 |
123~215 |
123~300 |
-0~030 |
10,007 |
17,786 |
-3,308 |
Mar17 |
161221 |
123~070 |
123~120 |
123~005 |
123~095 |
+0~055 |
1,015,374 |
3,033,456 |
-9,273 |
Jun17 |
161221 |
122~245 |
122~245 |
122~245 |
122~245 |
+0~045 |
0 |
3 |
+0 |
Total Volume and Open Interest |
1,026,966 |
3,048,324 |
-12,194 |
5-Year T-Notes(CBOT) |
Dec16 |
161221 |
117~206 |
117~240 |
117~182 |
117~220 |
+0~024 |
2,402 |
27,229 |
-1,511 |
Mar17 |
161221 |
116~316 |
117~032 |
116~286 |
117~012 |
+0~030 |
540,793 |
2,906,503 |
+8,118 |
Jun17 |
161221 |
116~232 |
116~232 |
116~232 |
116~232 |
+0~030 |
0 |
1 |
+0 |
Total Volume and Open Interest |
543,195 |
2,933,733 |
+6,607 |
2 Year T-Notes(CBOT) |
Dec16 |
161221 |
108~166 |
108~172 |
108~162 |
108~170 |
+0~012 |
1,808 |
6,032 |
-847 |
Mar17 |
161221 |
108~054 |
108~066 |
108~050 |
108~060 |
+0~006 |
201,130 |
1,116,759 |
+11,112 |
Jun17 |
161221 |
108~060 |
108~060 |
108~060 |
108~060 |
+0~006 |
|
|
|
Total Volume and Open Interest |
202,938 |
1,122,791 |
+10,265 |
Eurodollars(CME) |
Mar17 |
161221 |
98.930 |
98.940 |
98.930 |
98.935 |
unch |
298,083 |
1,393,265 |
+13,995 |
Jun17 |
161221 |
98.755 |
98.765 |
98.750 |
98.760 |
+0.005 |
168,392 |
1,306,612 |
+7,724 |
Sep17 |
161221 |
98.595 |
98.610 |
98.585 |
98.605 |
+0.015 |
200,412 |
1,137,365 |
+8,389 |
Dec17 |
161221 |
98.420 |
98.445 |
98.415 |
98.435 |
+0.015 |
249,465 |
1,305,214 |
-21,140 |
Mar18 |
161221 |
98.285 |
98.310 |
98.275 |
98.300 |
+0.020 |
228,773 |
1,003,002 |
-6,282 |
Jun18 |
161221 |
98.145 |
98.175 |
98.135 |
98.165 |
+0.020 |
138,579 |
630,517 |
-11,935 |
Sep18 |
161221 |
98.025 |
98.055 |
98.010 |
98.040 |
+0.020 |
140,623 |
468,386 |
+361 |
Dec18 |
161221 |
97.885 |
97.920 |
97.870 |
97.905 |
+0.025 |
205,491 |
703,216 |
-24,165 |
Mar19 |
161221 |
97.790 |
97.820 |
97.775 |
97.805 |
+0.025 |
126,473 |
584,752 |
-3,852 |
Jun19 |
161221 |
97.695 |
97.725 |
97.680 |
97.710 |
+0.020 |
88,482 |
512,418 |
+5,728 |
Sep19 |
161221 |
97.615 |
97.645 |
97.600 |
97.630 |
+0.020 |
97,618 |
430,572 |
+3,317 |
Dec19 |
161221 |
97.525 |
97.555 |
97.510 |
97.540 |
+0.025 |
134,823 |
358,701 |
-7,104 |
Mar20 |
161221 |
97.470 |
97.495 |
97.450 |
97.485 |
+0.025 |
53,258 |
268,158 |
+2,967 |
Jun20 |
161221 |
97.415 |
97.445 |
97.400 |
97.430 |
+0.025 |
44,150 |
163,503 |
+8,366 |
Sep20 |
161221 |
97.360 |
97.390 |
97.350 |
97.380 |
+0.025 |
35,372 |
129,315 |
+149 |
Dec20 |
161221 |
97.300 |
97.330 |
97.285 |
97.315 |
+0.020 |
47,986 |
141,635 |
-3,459 |
Mar21 |
161221 |
97.250 |
97.285 |
97.245 |
97.270 |
+0.020 |
22,725 |
98,125 |
+706 |
Jun21 |
161221 |
97.205 |
97.240 |
97.195 |
97.225 |
+0.025 |
26,445 |
87,450 |
+1,063 |
Total Volume and Open Interest |
2,390,800 |
11,032,948 |
-1,254,445 |
Ultra T-Bond(CBOT) |
Dec16 |
161220 |
158~18 |
159~13 |
158~06 |
158~18 |
-0~22 |
2,561 |
3,764 |
-2,039 |
Mar17 |
161221 |
157~25 |
158~18 |
157~02 |
158~03 |
+0~21 |
68,778 |
680,782 |
+271 |
Jun17 |
161221 |
157~04 |
157~04 |
156~22 |
157~04 |
+0~12 |
|
|
|
Total Volume and Open Interest |
73,168 |
682,229 |
-2,046 |
Ultra 10-Yr T-Note(CBOT) |
Dec16 |
161220 |
132~280 |
133~050 |
132~215 |
133~005 |
-0~040 |
451 |
1,103 |
-208 |
Mar17 |
161221 |
132~150 |
132~240 |
132~065 |
132~195 |
+0~085 |
80,232 |
286,129 |
+214 |
Jun17 |
161221 |
132~035 |
132~035 |
132~035 |
132~035 |
-0~075 |
|
|
|
Total Volume and Open Interest |
80,250 |
287,218 |
+200 |
30 Day Federal Funds(CBOT) |
Dec16 |
161221 |
99.465 |
99.465 |
99.463 |
99.465 |
unch |
3,642 |
79,218 |
+630 |
Jan17 |
161221 |
99.355 |
99.360 |
99.355 |
99.355 |
unch |
9,283 |
213,325 |
-2,982 |
Feb17 |
161221 |
99.345 |
99.350 |
99.345 |
99.345 |
unch |
5,888 |
88,560 |
-239 |
Mar17 |
161221 |
99.315 |
99.315 |
99.310 |
99.315 |
unch |
6,209 |
82,078 |
+487 |
Apr17 |
161221 |
99.290 |
99.295 |
99.285 |
99.290 |
unch |
23,272 |
218,464 |
+1,355 |
May17 |
161221 |
99.255 |
99.260 |
99.250 |
99.255 |
unch |
8,758 |
68,191 |
+678 |
Total Volume and Open Interest |
74,049 |
1,005,363 |
+1,040 |
3-Mth Euro-Yen(CME) |
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 |
|
|
|
Jun19 |
160722 |
99.295 |
99.295 |
99.295 |
99.295 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Mar17 |
161221 |
99.95 |
99.95 |
99.95 |
99.95 |
unch |
|
|
|
Jun17 |
161221 |
99.95 |
99.95 |
99.95 |
99.95 |
unch |
|
|
|
Sep17 |
161221 |
99.95 |
99.95 |
99.95 |
99.95 |
unch |
|
|
|
Dec17 |
161221 |
99.95 |
99.95 |
99.95 |
99.95 |
unch |
|
|
|
Mar18 |
161221 |
99.96 |
99.96 |
99.96 |
99.96 |
unch |
|
|
|
Jun18 |
161221 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
|
|
|
Sep18 |
161221 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
|
|
|
Dec18 |
161221 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Govt Bonds(SGX) |
Mar17 |
161221 |
149.76 |
149.83 |
149.68 |
149.81 |
+0.07 |
956 |
14,317 |
-175 |
Jun17 |
161221 |
149.81 |
149.81 |
149.81 |
149.81 |
+0.07 |
|
|
|
Sep17 |
161221 |
149.81 |
149.81 |
149.81 |
149.81 |
+0.07 |
|
|
|
Total Volume and Open Interest |
956 |
14,317 |
-175 |
Euro-Buxl(EUREX) |
Mar17 |
161221 |
172.32 |
173.44 |
171.92 |
173.18 |
+1.22 |
32,559 |
196,543 |
-4,816 |
Jun17 |
161221 |
171.24 |
171.24 |
171.24 |
171.24 |
+1.22 |
3 |
3 |
-1 |
Sep17 |
161221 |
168.26 |
168.26 |
168.26 |
168.26 |
+1.22 |
7 |
10 |
+0 |
Total Volume and Open Interest |
32,569 |
196,556 |
-4,817 |
Euro-Bund(EUREX) |
Mar17 |
161221 |
163.13 |
163.36 |
163.00 |
163.28 |
+0.24 |
506,858 |
1,748,239 |
-43,084 |
Jun17 |
161221 |
159.99 |
160.15 |
159.94 |
160.09 |
+0.23 |
27 |
161 |
+1 |
Sep17 |
161221 |
160.09 |
160.09 |
160.09 |
160.09 |
+0.23 |
|
|
|
Total Volume and Open Interest |
506,885 |
1,748,400 |
-43,083 |
Euro-Bobl(EUREX) |
Mar17 |
161221 |
133.34 |
133.40 |
133.30 |
133.36 |
+0.05 |
296,853 |
1,336,899 |
+22,847 |
Jun17 |
161221 |
131.14 |
131.14 |
131.14 |
131.14 |
+0.05 |
1 |
10 |
-1 |
Sep17 |
161221 |
131.14 |
131.14 |
131.14 |
131.14 |
+0.05 |
|
|
|
Total Volume and Open Interest |
296,854 |
1,336,909 |
+22,846 |
Euro-Schatz(EUREX) |
Mar17 |
161221 |
112.29 |
112.32 |
112.28 |
112.29 |
-0.01 |
149,209 |
1,307,373 |
-4,624 |
Jun17 |
161221 |
112.18 |
112.18 |
112.18 |
112.18 |
-0.01 |
0 |
16 |
+0 |
Sep17 |
161221 |
112.18 |
112.18 |
112.18 |
112.18 |
-0.01 |
|
|
|
Total Volume and Open Interest |
149,209 |
1,307,389 |
-4,624 |
3-Mth Euribor(EUREX) |
Dec16 |
161219 |
100.313 |
100.313 |
100.313 |
100.313 |
-0.003 |
0 |
2,979 |
+0 |
Mar17 |
161221 |
100.300 |
100.305 |
100.300 |
100.305 |
+0.005 |
2 |
3,828 |
+0 |
Jun17 |
161221 |
100.290 |
100.290 |
100.290 |
100.290 |
+0.005 |
165 |
33,569 |
-3 |
Total Volume and Open Interest |
1,001 |
70,658 |
+95 |
Long Gilt(LIFFE) |
Dec16 |
161221 |
124~17 |
124~20 |
124~17 |
124~20 |
+0~15 |
8,421 |
8,502 |
-3,940 |
Mar17 |
161221 |
123~28 |
124~03 |
123~19 |
124~01 |
+0~17 |
92,764 |
585,676 |
-558 |
Total Volume and Open Interest |
101,185 |
594,178 |
-4,498 |
3-Mth Short Sterling(LIFFE) |
Dec16 |
161221 |
99.64 |
99.64 |
99.63 |
99.64 |
+0.01 |
9,717 |
416,767 |
-3,321 |
Mar17 |
161221 |
99.61 |
99.62 |
99.60 |
99.60 |
unch |
20,476 |
359,215 |
-3,263 |
Jun17 |
161221 |
99.56 |
99.57 |
99.55 |
99.55 |
unch |
38,749 |
386,817 |
-1,789 |
Sep17 |
161221 |
99.52 |
99.52 |
99.50 |
99.50 |
unch |
35,730 |
270,235 |
-1,127 |
Dec17 |
161221 |
99.47 |
99.48 |
99.45 |
99.45 |
unch |
37,780 |
297,309 |
+8,769 |
Mar18 |
161221 |
99.42 |
99.43 |
99.39 |
99.40 |
unch |
19,615 |
174,526 |
-901 |
Total Volume and Open Interest |
371,769 |
2,706,482 |
-21,332 |
3-Mth Euribor(LIFFE) |
Mar17 |
161221 |
100.300 |
100.305 |
100.300 |
100.305 |
unch |
63,999 |
391,777 |
-3,263 |
Jun17 |
161221 |
100.280 |
100.290 |
100.280 |
100.285 |
unch |
59,718 |
378,561 |
-11,311 |
Sep17 |
161221 |
100.265 |
100.275 |
100.260 |
100.265 |
-0.005 |
61,379 |
326,103 |
-3,948 |
Total Volume and Open Interest |
709,211 |
2,916,288 |
-344,562 |
3-Mth Aus T-Bills(SFE) |
Mar17 |
161221 |
98.17 |
98.18 |
98.15 |
98.18 |
unch |
16,898 |
202,673 |
-4,890 |
Jun17 |
161221 |
98.15 |
98.15 |
98.11 |
98.14 |
-0.01 |
28,765 |
218,959 |
-20,070 |
Sep17 |
161221 |
98.09 |
98.09 |
98.03 |
98.06 |
-0.03 |
26,259 |
166,258 |
-3,264 |
Dec17 |
161221 |
97.99 |
98.00 |
97.93 |
97.97 |
-0.03 |
11,711 |
170,751 |
-1,250 |
Mar18 |
161221 |
97.89 |
97.90 |
97.83 |
97.87 |
-0.03 |
5,897 |
86,936 |
-3,116 |
Jun18 |
161221 |
97.79 |
97.80 |
97.72 |
97.77 |
-0.03 |
7,338 |
70,991 |
-1,145 |
Sep18 |
161221 |
97.68 |
97.69 |
97.61 |
97.66 |
-0.03 |
4,601 |
47,117 |
-3,714 |
Dec18 |
161221 |
97.57 |
97.59 |
97.50 |
97.56 |
-0.02 |
2,825 |
23,723 |
-1,048 |
Mar19 |
161221 |
97.47 |
97.49 |
97.41 |
97.45 |
-0.03 |
642 |
5,229 |
-189 |
Jun19 |
161221 |
97.31 |
97.34 |
97.30 |
97.34 |
-0.03 |
10 |
3,069 |
+10 |
Total Volume and Open Interest |
105,047 |
996,863 |
-38,701 |
10-Year Aus T-Bonds(SFE) |
Mar17 |
161221 |
97.11 |
97.14 |
97.09 |
97.14 |
+0.02 |
71,892 |
895,702 |
-44,883 |
Jun17 |
161221 |
97.14 |
97.14 |
97.14 |
97.14 |
+0.02 |
|
|
|
Total Volume and Open Interest |
71,892 |
895,702 |
-44,883 |
3-Year Aus T-Bonds(SFE) |
Mar17 |
161221 |
97.92 |
97.93 |
97.86 |
97.91 |
-0.01 |
93,524 |
842,358 |
-114,479 |
Jun17 |
161221 |
97.91 |
97.91 |
97.91 |
97.91 |
-0.01 |
|
|
|
Total Volume and Open Interest |
93,524 |
842,358 |
-114,479 |
Gold(CMX) |
Dec16 |
161221 |
1136.1 |
1136.1 |
1130.0 |
1131.1 |
-0.4 |
249 |
732 |
-147 |
Feb17 |
161221 |
1134.0 |
1138.8 |
1131.0 |
1133.2 |
-0.4 |
119,183 |
277,398 |
-63 |
Apr17 |
161221 |
1137.1 |
1141.3 |
1134.0 |
1135.8 |
-0.5 |
2,007 |
37,903 |
+206 |
Jun17 |
161221 |
1138.0 |
1144.0 |
1137.1 |
1138.6 |
-0.5 |
3,042 |
36,483 |
-1,112 |
Aug17 |
161221 |
1145.1 |
1146.1 |
1140.5 |
1141.5 |
-0.4 |
733 |
11,036 |
+311 |
Oct17 |
161221 |
1148.7 |
1148.7 |
1144.6 |
1144.6 |
-0.4 |
46 |
3,263 |
-10 |
Dec17 |
161221 |
1149.5 |
1151.7 |
1146.9 |
1147.6 |
-0.5 |
283 |
21,237 |
-10 |
Feb18 |
161221 |
1150.9 |
1150.9 |
1150.9 |
1150.9 |
-0.5 |
6 |
207 |
+0 |
Apr18 |
161221 |
1154.4 |
1154.4 |
1154.4 |
1154.4 |
-0.5 |
4 |
163 |
+1 |
Jun18 |
161221 |
1158.1 |
1158.1 |
1158.1 |
1158.1 |
-0.5 |
36 |
4,214 |
+3 |
Aug18 |
161221 |
1161.8 |
1161.8 |
1161.8 |
1161.8 |
-0.5 |
0 |
6 |
+0 |
Oct18 |
161221 |
1165.5 |
1165.5 |
1165.5 |
1165.5 |
-0.5 |
3 |
3 |
+2 |
Total Volume and Open Interest |
126,665 |
400,742 |
-1,050 |
Silver(CMX) |
Dec16 |
161221 |
1610.5 |
1612.5 |
1591.8 |
1591.8 |
-13.6 |
9 |
270 |
-56 |
Mar17 |
161221 |
1615.0 |
1624.0 |
1595.0 |
1597.9 |
-13.8 |
37,658 |
131,640 |
-61 |
May17 |
161221 |
1606.5 |
1628.0 |
1600.5 |
1603.2 |
-13.7 |
296 |
14,464 |
+11 |
Jul17 |
161221 |
1610.5 |
1631.5 |
1608.2 |
1608.2 |
-13.7 |
257 |
5,607 |
+72 |
Sep17 |
161221 |
1619.5 |
1620.0 |
1613.1 |
1613.1 |
-13.8 |
74 |
1,166 |
+43 |
Dec17 |
161221 |
1637.5 |
1643.0 |
1621.0 |
1621.0 |
-13.9 |
98 |
5,171 |
-1 |
Mar18 |
161221 |
1629.8 |
1629.8 |
1629.8 |
1629.8 |
-13.9 |
0 |
14 |
+0 |
Total Volume and Open Interest |
38,890 |
160,229 |
-114 |
Platinum(NYMEX) |
Jan17 |
161221 |
921.1 |
922.5 |
910.1 |
914.4 |
-9.6 |
13,783 |
34,640 |
-2,536 |
Apr17 |
161221 |
924.0 |
924.5 |
912.0 |
916.5 |
-10.2 |
4,148 |
28,377 |
+1,007 |
Jul17 |
161221 |
922.7 |
922.7 |
916.1 |
920.1 |
-10.3 |
309 |
1,958 |
+259 |
Oct17 |
161221 |
922.5 |
923.9 |
922.2 |
923.9 |
-10.1 |
6 |
217 |
+1 |
Total Volume and Open Interest |
18,269 |
65,255 |
-1,261 |
Palladium(NYMEX) |
Dec16 |
161221 |
660.40 |
660.40 |
660.40 |
660.40 |
-10.95 |
0 |
25 |
+0 |
Mar17 |
161221 |
665.90 |
668.20 |
655.80 |
659.90 |
-10.95 |
4,573 |
24,940 |
-506 |
Jun17 |
161221 |
661.25 |
663.05 |
657.55 |
661.05 |
-10.75 |
144 |
653 |
+129 |
Total Volume and Open Interest |
4,724 |
25,637 |
-376 |
Copper(CMX) |
Dec16 |
161221 |
250.95 |
250.95 |
249.00 |
249.15 |
-0.80 |
382 |
1,684 |
-316 |
Mar17 |
161221 |
250.45 |
252.25 |
249.25 |
249.70 |
-0.55 |
67,037 |
155,786 |
-1,712 |
May17 |
161221 |
250.95 |
252.70 |
250.05 |
250.45 |
-0.50 |
1,779 |
27,543 |
-58 |
Jul17 |
161221 |
251.60 |
252.85 |
250.70 |
251.05 |
-0.45 |
1,392 |
20,256 |
+117 |
Sep17 |
161221 |
253.20 |
253.20 |
251.40 |
251.45 |
-0.40 |
396 |
6,879 |
+25 |
Total Volume and Open Interest |
72,300 |
235,579 |
-1,641 |
E-mini DJIA Index(CBOT) |
Mar17 |
161221 |
19916 |
19930 |
19872 |
19891 |
-8 |
87,037 |
128,586 |
+1,542 |
Jun17 |
161221 |
19858 |
19858 |
19818 |
19830 |
-8 |
0 |
117 |
+0 |
Sep17 |
161221 |
19778 |
19778 |
19778 |
19778 |
-8 |
|
|
|
Dec17 |
161221 |
19736 |
19736 |
19736 |
19736 |
-8 |
1 |
1 |
+1 |
Total Volume and Open Interest |
87,038 |
128,704 |
+1,543 |
S & P 500(CME) |
Mar17 |
161221 |
2267.00 |
2267.50 |
2258.30 |
2260.40 |
-6.10 |
5,352 |
53,816 |
+1,068 |
Jun17 |
161221 |
2255.10 |
2261.70 |
2255.10 |
2255.10 |
-6.10 |
0 |
1,892 |
+0 |
Sep17 |
161221 |
2250.70 |
2257.30 |
2250.70 |
2250.70 |
-6.10 |
0 |
27 |
+0 |
Dec17 |
161221 |
2245.90 |
2252.50 |
2245.90 |
2245.90 |
-6.10 |
|
|
|
Total Volume and Open Interest |
5,352 |
55,735 |
+1,068 |
S & P 500 E-Mini(Globex) |
Mar17 |
161221 |
2267.25 |
2268.00 |
2258.00 |
2260.50 |
-6.00 |
928,690 |
2,732,597 |
+6,074 |
Jun17 |
161221 |
2262.25 |
2262.50 |
2253.00 |
2255.00 |
-6.25 |
1,604 |
8,559 |
+573 |
Sep17 |
161221 |
2250.25 |
2257.50 |
2248.75 |
2250.75 |
-6.00 |
6 |
168 |
-1 |
Dec17 |
161221 |
2252.75 |
2252.75 |
2241.00 |
2246.00 |
-6.00 |
1 |
47 |
+1 |
Total Volume and Open Interest |
930,301 |
2,741,371 |
+6,647 |
NASDAQ 100 E-Mini(Globex) |
Mar17 |
161221 |
4956.00 |
4960.00 |
4939.30 |
4949.50 |
-6.50 |
146,138 |
221,736 |
+1,799 |
Jun17 |
161221 |
4951.00 |
4958.00 |
4939.00 |
4947.00 |
-6.50 |
222 |
251 |
+54 |
Sep17 |
161221 |
4958.00 |
4958.00 |
4945.30 |
4949.80 |
-6.50 |
9 |
37 |
+4 |
Total Volume and Open Interest |
146,369 |
222,038 |
+1,857 |
S&P Midcap 400(CME) e-Mini |
Dec16 |
161216 |
1674.40 |
1676.00 |
1669.90 |
1674.40 |
+3.00 |
8,085 |
12,763 |
-5,036 |
Mar17 |
161221 |
1685.00 |
1687.70 |
1676.50 |
1678.90 |
-7.50 |
10,879 |
97,149 |
+580 |
Jun17 |
161221 |
1669.20 |
1669.20 |
1669.20 |
1669.20 |
-7.50 |
|
|
|
Total Volume and Open Interest |
10,879 |
97,149 |
+580 |
Volatility Index(CBOE) |
Dec16 |
161221 |
11.50 |
11.60 |
11.30 |
11.45 |
-0.13 |
78,073 |
86,037 |
-33,842 |
Jan17 |
161221 |
14.20 |
14.30 |
14.00 |
14.03 |
-0.20 |
81,909 |
210,906 |
+16,584 |
Feb17 |
161221 |
15.75 |
15.85 |
15.55 |
15.68 |
-0.10 |
26,470 |
62,212 |
+15,036 |
Mar17 |
161221 |
16.95 |
17.10 |
16.80 |
16.93 |
-0.05 |
8,837 |
32,239 |
+1,383 |
Total Volume and Open Interest |
204,427 |
451,016 |
+323 |
Russell 2000 Mini(ICE) |
Mar17 |
161221 |
1383.50 |
1386.30 |
1372.00 |
1374.10 |
-9.20 |
100,873 |
672,672 |
-2,219 |
Jun17 |
161221 |
1371.10 |
1371.10 |
1371.10 |
1371.10 |
-9.20 |
3 |
344 |
+1 |
Sep17 |
161221 |
1368.10 |
1368.10 |
1368.10 |
1368.10 |
-9.20 |
0 |
201 |
+0 |
Total Volume and Open Interest |
100,876 |
673,297 |
-2,218 |
Nikkei 225(CME) |
Mar17 |
161221 |
19610 |
19615 |
19395 |
19470 |
-125 |
7,943 |
29,837 |
-47 |
Jun17 |
161221 |
19395 |
19530 |
19380 |
19395 |
-125 |
|
|
|
Total Volume and Open Interest |
7,943 |
29,837 |
-47 |
Nikkei 225(SGX) |
Mar17 |
161221 |
19505 |
19615 |
19335 |
19425 |
-50 |
59,330 |
193,321 |
-1,294 |
Jun17 |
161221 |
19380 |
19465 |
19220 |
19300 |
-50 |
3 |
327 |
+0 |
Sep17 |
161221 |
19275 |
19275 |
19275 |
19275 |
-50 |
0 |
5 |
+0 |
Total Volume and Open Interest |
59,403 |
200,025 |
-1,304 |
Nikkei 225 Mini(JPX) |
Dec16 |
161208 |
18525 |
18790 |
18485 |
18790 |
+290 |
877,826 |
406,905 |
-30,967 |
Mar17 |
161221 |
19510 |
19620 |
19330 |
19430 |
-70 |
669,349 |
304,386 |
+6,842 |
Jun17 |
161221 |
19365 |
19485 |
19200 |
19300 |
-50 |
3,156 |
6,211 |
+288 |
Total Volume and Open Interest |
709,997 |
445,598 |
+7,308 |
Nikkei 225(JPX) |
Dec16 |
161208 |
18530 |
18790 |
18490 |
18790 |
+290 |
173,401 |
259,863 |
-101,754 |
Mar17 |
161221 |
19510 |
19620 |
19330 |
19430 |
-70 |
59,389 |
344,873 |
+1,913 |
Jun17 |
161221 |
19370 |
19480 |
19200 |
19300 |
-50 |
217 |
18,093 |
-8 |
Total Volume and Open Interest |
59,620 |
438,486 |
+1,908 |
Nikkei 225(CME) Yen |
Dec16 |
161208 |
18630 |
18920 |
18610 |
18860 |
+230 |
67,553 |
53,178 |
-9,334 |
Mar17 |
161221 |
19555 |
19555 |
19335 |
19410 |
-130 |
38,441 |
54,965 |
-2,414 |
Jun17 |
161221 |
19310 |
19325 |
19225 |
19280 |
-130 |
0 |
2 |
+0 |
Total Volume and Open Interest |
38,441 |
54,968 |
-2,414 |
Nikkei 225(CME) e-Mini Yen |
Dec16 |
161208 |
18860 |
18900 |
18860 |
18860 |
+230 |
0 |
307 |
+0 |
Mar17 |
161221 |
19410 |
19410 |
19350 |
19410 |
-130 |
4 |
93 |
+4 |
Jun17 |
161221 |
19280 |
19280 |
19280 |
19280 |
-130 |
|
|
|
Total Volume and Open Interest |
4 |
93 |
+4 |
CAC 40(EURONEXT) |
Jan17 |
161221 |
4835.5 |
4852.0 |
4822.0 |
4835.0 |
-9.0 |
65,769 |
296,642 |
-7,601 |
Feb17 |
161221 |
4833.0 |
4848.5 |
4821.0 |
4832.5 |
-9.0 |
3 |
100 |
-4 |
Mar17 |
161221 |
4829.0 |
4841.0 |
4817.5 |
4830.0 |
-9.0 |
876 |
8,749 |
-315 |
Total Volume and Open Interest |
66,648 |
305,553 |
-7,920 |
Hang Seng Index(HKFE) |
Dec16 |
161221 |
21710 |
21927 |
21709 |
21838 |
+134 |
88,162 |
129,959 |
-1,485 |
Jan17 |
161221 |
21730 |
21936 |
21726 |
21845 |
+127 |
1,907 |
7,460 |
+1,150 |
Total Volume and Open Interest |
90,586 |
144,169 |
+1 |
DAX(EUREX) |
Mar17 |
161221 |
11447.0 |
11483.0 |
11444.0 |
11470.0 |
+1.5 |
52,340 |
156,085 |
+2,947 |
Jun17 |
161221 |
11479.0 |
11500.0 |
11479.0 |
11494.0 |
+1.5 |
159 |
735 |
+4 |
Sep17 |
161221 |
11483.0 |
11483.0 |
11483.0 |
11483.0 |
+1.5 |
1 |
3 |
+2 |
Total Volume and Open Interest |
52,500 |
156,823 |
+2,953 |
Mini-DAX(EUREX) |
Dec16 |
161216 |
11374.0 |
11452.0 |
11352.0 |
11406.5 |
+25.5 |
21,293 |
14,501 |
-209 |
Mar17 |
161221 |
11450.0 |
11484.0 |
11444.0 |
11470.0 |
+1.5 |
13,285 |
7,401 |
+7 |
Jun17 |
161221 |
11476.0 |
11499.0 |
11476.0 |
11494.0 |
+1.5 |
34 |
293 |
-6 |
Total Volume and Open Interest |
13,319 |
7,694 |
+1 |
FT-SE 100(EURONEXT) |
Mar17 |
161221 |
6972.00 |
6994.50 |
6962.50 |
6974.00 |
-6.50 |
68,469 |
726,929 |
-2,693 |
Jun17 |
161221 |
6902.00 |
6904.00 |
6896.50 |
6901.00 |
-6.50 |
2 |
29,313 |
+1 |
Sep17 |
161221 |
6839.00 |
6839.00 |
6839.00 |
6839.00 |
-9.50 |
|
|
|
Total Volume and Open Interest |
68,471 |
756,242 |
-2,692 |
SPI 200(SFE) |
Mar17 |
161221 |
5548.0 |
5589.0 |
5545.0 |
5579.0 |
+27.0 |
29,823 |
250,806 |
-9,749 |
Jun17 |
161221 |
5563.0 |
5563.0 |
5563.0 |
5563.0 |
+27.0 |
0 |
1,412 |
+0 |
Sep17 |
161221 |
5513.0 |
5513.0 |
5513.0 |
5513.0 |
+27.0 |
0 |
1,530 |
+0 |
Total Volume and Open Interest |
29,830 |
253,973 |
-9,754 |
FTSE MIB(ISE) |
Mar17 |
161221 |
19140.00 |
19245.00 |
19025.00 |
19186.00 |
+30.00 |
21,494 |
35,583 |
-474 |
Jun17 |
161221 |
18805.00 |
18805.00 |
18784.00 |
18784.00 |
+33.00 |
2 |
13 |
+1 |
Total Volume and Open Interest |
21,496 |
35,596 |
-473 |
KOSPI 200(KFE) |
Mar17 |
161221 |
259.30 |
259.60 |
259.15 |
259.20 |
-0.15 |
75,684 |
123,983 |
+354 |
Jun17 |
161221 |
260.20 |
261.55 |
259.80 |
259.80 |
-0.20 |
98 |
3,945 |
+25 |
Sep17 |
161221 |
261.05 |
261.05 |
261.05 |
261.05 |
-0.20 |
0 |
263 |
+40 |
Total Volume and Open Interest |
75,782 |
134,201 |
+419 |
GSCI(CME) |
Jan17 |
161221 |
393.45 |
394.30 |
389.90 |
390.90 |
-0.80 |
433 |
14,631 |
+393 |
Feb17 |
161221 |
393.60 |
393.60 |
393.60 |
393.60 |
-0.80 |
|
|
|
Mar17 |
161221 |
399.70 |
399.70 |
399.70 |
399.70 |
-0.80 |
|
|
|
Total Volume and Open Interest |
433 |
14,631 |
+393 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|