|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Mon March 27, 2017 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May17 |
170327 |
976.00 |
978.50 |
968.25 |
971.50 |
-4.25 |
94,685 |
316,288 |
+1,591 |
Jul17 |
170327 |
986.50 |
989.00 |
978.50 |
981.75 |
-4.50 |
41,517 |
182,609 |
+4,326 |
Aug17 |
170327 |
990.25 |
991.00 |
981.00 |
983.75 |
-4.75 |
6,904 |
23,445 |
+1,028 |
Sep17 |
170327 |
982.50 |
982.50 |
975.00 |
976.50 |
-5.50 |
998 |
6,703 |
+101 |
Nov17 |
170327 |
977.25 |
979.50 |
970.00 |
971.00 |
-6.00 |
19,986 |
149,965 |
+611 |
Jan18 |
170327 |
982.50 |
982.50 |
975.50 |
976.50 |
-6.00 |
262 |
7,506 |
+16 |
Mar18 |
170327 |
983.50 |
984.50 |
978.25 |
979.25 |
-6.00 |
334 |
8,001 |
-29 |
May18 |
170327 |
987.25 |
987.25 |
982.00 |
982.25 |
-5.75 |
109 |
2,872 |
-6 |
Jul18 |
170327 |
987.75 |
991.50 |
986.50 |
987.00 |
-6.00 |
12 |
9,133 |
+6 |
Aug18 |
170327 |
986.75 |
987.25 |
981.75 |
981.75 |
-5.75 |
0 |
27 |
+0 |
Sep18 |
170327 |
977.00 |
977.75 |
968.75 |
968.75 |
-5.00 |
1 |
28 |
+0 |
Nov18 |
170327 |
966.00 |
966.00 |
961.00 |
961.25 |
-5.00 |
81 |
2,432 |
-1 |
Jan19 |
170327 |
964.00 |
964.00 |
964.00 |
964.00 |
-4.75 |
0 |
54 |
+0 |
Mar19 |
170327 |
964.00 |
964.00 |
964.00 |
964.00 |
-4.75 |
|
|
|
Total Volume and Open Interest |
164,889 |
709,100 |
+7,643 |
Soybean Meal(CBOT) |
May17 |
170327 |
318.30 |
319.20 |
315.20 |
315.30 |
-2.90 |
56,377 |
171,669 |
-3,761 |
Jul17 |
170327 |
321.50 |
322.30 |
318.40 |
318.60 |
-2.80 |
31,000 |
104,521 |
+3,751 |
Aug17 |
170327 |
322.10 |
322.60 |
319.30 |
319.30 |
-2.70 |
6,851 |
14,175 |
+994 |
Sep17 |
170327 |
321.40 |
322.70 |
319.10 |
319.10 |
-2.90 |
3,918 |
11,950 |
+928 |
Oct17 |
170327 |
321.10 |
321.10 |
317.50 |
317.50 |
-3.20 |
3,052 |
11,460 |
+741 |
Dec17 |
170327 |
321.90 |
322.00 |
317.70 |
318.00 |
-3.40 |
9,255 |
51,542 |
+1,121 |
Jan18 |
170327 |
320.00 |
320.20 |
317.90 |
318.00 |
-3.20 |
538 |
3,118 |
+157 |
Mar18 |
170327 |
321.10 |
321.10 |
317.80 |
317.90 |
-2.80 |
382 |
3,865 |
+81 |
May18 |
170327 |
320.90 |
320.90 |
317.80 |
317.80 |
-2.70 |
137 |
1,772 |
-6 |
Jul18 |
170327 |
321.60 |
321.60 |
319.00 |
319.00 |
-2.80 |
102 |
2,000 |
+35 |
Total Volume and Open Interest |
111,743 |
377,344 |
+4,080 |
Soybean Oil(CBOT) |
May17 |
170327 |
32.26 |
32.39 |
31.65 |
32.29 |
+0.06 |
84,304 |
185,156 |
-4,568 |
Jul17 |
170327 |
32.54 |
32.66 |
31.91 |
32.55 |
+0.06 |
41,830 |
99,375 |
+942 |
Aug17 |
170327 |
32.61 |
32.72 |
31.99 |
32.63 |
+0.07 |
6,533 |
17,211 |
+5 |
Sep17 |
170327 |
32.67 |
32.77 |
32.08 |
32.70 |
+0.07 |
2,310 |
12,885 |
+161 |
Oct17 |
170327 |
32.67 |
32.81 |
32.10 |
32.74 |
+0.07 |
1,476 |
11,835 |
+12 |
Dec17 |
170327 |
32.84 |
32.99 |
32.26 |
32.91 |
+0.07 |
13,730 |
53,866 |
+345 |
Jan18 |
170327 |
32.84 |
33.09 |
32.44 |
33.06 |
+0.07 |
406 |
3,657 |
+75 |
Mar18 |
170327 |
33.01 |
33.25 |
32.66 |
33.24 |
+0.10 |
741 |
4,679 |
-114 |
May18 |
170327 |
33.13 |
33.37 |
32.78 |
33.37 |
+0.10 |
480 |
1,459 |
-36 |
Jul18 |
170327 |
33.19 |
33.52 |
33.00 |
33.51 |
+0.09 |
82 |
1,633 |
+1 |
Total Volume and Open Interest |
151,904 |
393,635 |
-3,174 |
Canola(WCE) |
May17 |
170327 |
482.2 |
490.4 |
479.3 |
488.7 |
+6.2 |
17,655 |
76,780 |
+2,364 |
Jul17 |
170327 |
489.3 |
496.0 |
485.1 |
494.1 |
+4.8 |
10,386 |
53,281 |
+1,806 |
Nov17 |
170327 |
482.0 |
487.0 |
477.3 |
485.4 |
+2.8 |
6,032 |
56,830 |
+1,126 |
Jan18 |
170327 |
484.5 |
492.5 |
484.1 |
490.8 |
+2.7 |
485 |
6,384 |
-85 |
Mar18 |
170327 |
492.1 |
497.0 |
492.1 |
495.5 |
+2.6 |
56 |
467 |
+38 |
Total Volume and Open Interest |
34,631 |
193,892 |
+5,262 |
Corn(CBOT) |
May17 |
170327 |
356.75 |
358.25 |
354.25 |
355.75 |
-0.50 |
125,353 |
617,530 |
+4,918 |
Jul17 |
170327 |
364.50 |
366.00 |
361.75 |
363.50 |
-0.25 |
49,514 |
363,268 |
+1,377 |
Sep17 |
170327 |
372.00 |
373.50 |
369.50 |
371.25 |
-0.25 |
24,508 |
163,727 |
+3,190 |
Dec17 |
170327 |
380.25 |
381.75 |
378.25 |
380.00 |
+0.50 |
26,293 |
210,613 |
+220 |
Mar18 |
170327 |
389.25 |
390.75 |
387.75 |
389.75 |
+0.75 |
3,608 |
50,288 |
-770 |
May18 |
170327 |
395.50 |
395.75 |
393.25 |
394.75 |
+0.75 |
505 |
6,085 |
+25 |
Jul18 |
170327 |
399.50 |
399.50 |
397.00 |
398.50 |
+0.75 |
846 |
14,173 |
-21 |
Sep18 |
170327 |
392.50 |
392.50 |
392.00 |
392.50 |
-0.25 |
64 |
1,917 |
+32 |
Dec18 |
170327 |
394.25 |
395.25 |
392.50 |
394.00 |
+0.25 |
815 |
16,452 |
+230 |
Mar19 |
170327 |
401.00 |
401.50 |
401.00 |
401.50 |
unch |
39 |
239 |
+17 |
Total Volume and Open Interest |
231,545 |
1,444,893 |
+9,218 |
Wheat(CBOT) |
May17 |
170327 |
426.00 |
426.00 |
418.25 |
420.75 |
-4.00 |
48,848 |
258,685 |
+4,523 |
Jul17 |
170327 |
440.50 |
440.50 |
432.75 |
434.75 |
-4.75 |
30,102 |
123,004 |
+4,969 |
Sep17 |
170327 |
455.00 |
455.75 |
448.25 |
450.00 |
-4.50 |
8,528 |
50,937 |
+689 |
Dec17 |
170327 |
474.25 |
474.25 |
468.00 |
469.75 |
-4.00 |
3,858 |
60,977 |
+733 |
Mar18 |
170327 |
487.75 |
487.75 |
482.75 |
484.25 |
-4.00 |
397 |
10,614 |
+159 |
May18 |
170327 |
493.75 |
493.75 |
490.50 |
492.00 |
-3.75 |
73 |
1,163 |
+9 |
Total Volume and Open Interest |
92,070 |
507,276 |
+11,007 |
Wheat(KCBT) |
May17 |
170327 |
429.00 |
429.50 |
420.00 |
421.25 |
-6.75 |
24,571 |
102,187 |
+1,183 |
Jul17 |
170327 |
441.00 |
441.25 |
432.75 |
434.25 |
-6.75 |
17,796 |
81,040 |
+3,014 |
Sep17 |
170327 |
457.25 |
457.25 |
447.75 |
449.25 |
-6.75 |
3,898 |
18,682 |
+28 |
Dec17 |
170327 |
478.00 |
478.00 |
470.00 |
471.50 |
-6.25 |
1,520 |
21,756 |
-176 |
Mar18 |
170327 |
490.00 |
490.25 |
486.00 |
487.25 |
-5.75 |
189 |
5,486 |
+12 |
May18 |
170327 |
501.00 |
501.00 |
495.00 |
496.75 |
-5.50 |
47 |
1,839 |
-17 |
Jul18 |
170327 |
500.00 |
500.00 |
499.00 |
500.00 |
-6.00 |
34 |
1,494 |
+15 |
Total Volume and Open Interest |
48,055 |
232,844 |
+4,059 |
Wheat(MGE) |
May17 |
170327 |
536.25 |
538.00 |
532.00 |
533.00 |
-2.75 |
3,095 |
28,861 |
-558 |
Jul17 |
170327 |
544.50 |
544.50 |
539.00 |
539.75 |
-2.75 |
2,170 |
18,519 |
+68 |
Sep17 |
170327 |
551.00 |
551.25 |
546.00 |
546.50 |
-2.25 |
556 |
9,454 |
+159 |
Dec17 |
170327 |
559.25 |
559.25 |
555.50 |
556.25 |
-1.50 |
633 |
7,378 |
+192 |
Mar18 |
170327 |
570.00 |
570.75 |
566.00 |
566.50 |
-2.00 |
52 |
3,994 |
+14 |
May18 |
170327 |
575.25 |
575.25 |
572.00 |
572.00 |
-2.75 |
7 |
1,705 |
+5 |
Total Volume and Open Interest |
6,551 |
70,282 |
-88 |
Oats(CBOT) |
May17 |
170327 |
248.50 |
248.50 |
239.25 |
240.50 |
-5.75 |
257 |
4,625 |
-40 |
Jul17 |
170327 |
235.75 |
236.00 |
229.00 |
230.50 |
-5.75 |
172 |
1,154 |
+115 |
Sep17 |
170327 |
229.50 |
229.50 |
226.00 |
226.50 |
-3.00 |
4 |
42 |
-1 |
Dec17 |
170327 |
229.00 |
229.00 |
227.25 |
227.25 |
-1.75 |
5 |
577 |
+2 |
Total Volume and Open Interest |
438 |
6,458 |
+76 |
Rough Rice(CBOT) |
May17 |
170327 |
9.80 |
9.90 |
9.72 |
9.81 |
+0.03 |
284 |
10,148 |
-94 |
Jul17 |
170327 |
9.98 |
10.10 |
9.98 |
10.06 |
+0.02 |
11 |
1,182 |
+5 |
Sep17 |
170327 |
10.20 |
10.31 |
10.20 |
10.27 |
+0.03 |
0 |
54 |
+0 |
Nov17 |
170327 |
10.44 |
10.44 |
10.44 |
10.44 |
+0.06 |
0 |
20 |
+0 |
Total Volume and Open Interest |
295 |
11,404 |
-89 |
Live Cattle(CME) |
Apr17 |
170327 |
121.980 |
122.080 |
121.000 |
121.080 |
-1.020 |
15,961 |
51,178 |
-4,055 |
Jun17 |
170327 |
112.080 |
112.535 |
111.350 |
111.450 |
-1.400 |
31,322 |
169,593 |
+4,536 |
Aug17 |
170327 |
107.080 |
107.600 |
106.680 |
106.785 |
-1.015 |
14,728 |
74,534 |
+1,857 |
Oct17 |
170327 |
106.535 |
107.000 |
106.250 |
106.400 |
-0.885 |
9,335 |
51,425 |
+1,292 |
Dec17 |
170327 |
107.550 |
107.680 |
106.930 |
107.180 |
-0.750 |
3,092 |
21,404 |
+357 |
Feb18 |
170327 |
107.500 |
107.535 |
106.850 |
107.050 |
-0.900 |
623 |
8,017 |
+146 |
Total Volume and Open Interest |
75,540 |
379,469 |
+4,318 |
Feeder Cattle(CME) |
Mar17 |
170327 |
132.800 |
133.150 |
132.150 |
132.150 |
-1.230 |
636 |
2,325 |
-164 |
Apr17 |
170327 |
134.785 |
135.050 |
132.785 |
133.100 |
-2.475 |
7,140 |
10,753 |
-1,144 |
May17 |
170327 |
133.285 |
133.575 |
130.850 |
131.325 |
-2.475 |
5,723 |
21,025 |
+555 |
Aug17 |
170327 |
134.550 |
134.950 |
132.650 |
133.100 |
-2.185 |
3,739 |
17,411 |
+716 |
Sep17 |
170327 |
133.950 |
134.100 |
132.150 |
132.600 |
-2.185 |
834 |
2,930 |
+297 |
Oct17 |
170327 |
132.880 |
132.880 |
130.785 |
130.800 |
-2.635 |
277 |
1,036 |
+59 |
Nov17 |
170327 |
130.700 |
130.700 |
129.485 |
129.650 |
-2.050 |
136 |
617 |
+43 |
Total Volume and Open Interest |
18,539 |
56,433 |
+410 |
Lean Hogs(CME) |
Apr17 |
170327 |
67.050 |
67.080 |
65.580 |
65.650 |
-1.635 |
16,467 |
27,225 |
-6,492 |
May17 |
170327 |
71.400 |
71.400 |
70.180 |
70.330 |
-1.900 |
353 |
1,917 |
-52 |
Jun17 |
170327 |
75.300 |
75.330 |
73.385 |
73.535 |
-2.215 |
24,409 |
80,116 |
-1,043 |
Jul17 |
170327 |
75.285 |
75.285 |
73.900 |
74.000 |
-1.785 |
4,689 |
21,675 |
+184 |
Aug17 |
170327 |
75.350 |
75.350 |
74.000 |
74.150 |
-1.580 |
8,147 |
28,201 |
-479 |
Oct17 |
170327 |
66.350 |
66.350 |
65.500 |
65.750 |
-1.385 |
5,175 |
28,135 |
+773 |
Dec17 |
170327 |
63.100 |
63.100 |
61.680 |
62.130 |
-1.155 |
2,127 |
16,479 |
+353 |
Feb18 |
170327 |
65.200 |
65.250 |
64.700 |
65.080 |
-1.055 |
532 |
3,312 |
+6 |
Total Volume and Open Interest |
62,466 |
209,561 |
-6,669 |
Class III Milk(CME) |
Mar17 |
170327 |
15.81 |
15.83 |
15.81 |
15.83 |
+0.01 |
30 |
4,832 |
-8 |
Apr17 |
170327 |
14.99 |
15.14 |
14.88 |
15.00 |
+0.01 |
286 |
4,908 |
+0 |
May17 |
170327 |
15.25 |
15.39 |
15.10 |
15.29 |
+0.03 |
260 |
4,420 |
+5 |
Jun17 |
170327 |
15.65 |
15.76 |
15.56 |
15.72 |
+0.02 |
236 |
4,616 |
+44 |
Jul17 |
170327 |
16.28 |
16.35 |
16.21 |
16.32 |
+0.03 |
89 |
3,208 |
+35 |
Aug17 |
170327 |
16.62 |
16.70 |
16.61 |
16.67 |
+0.03 |
15 |
2,592 |
+2 |
Sep17 |
170327 |
16.75 |
16.80 |
16.71 |
16.78 |
+0.04 |
34 |
2,624 |
+4 |
Oct17 |
170327 |
16.58 |
16.60 |
16.58 |
16.60 |
+0.01 |
16 |
2,118 |
+8 |
Nov17 |
170327 |
16.47 |
16.50 |
16.45 |
16.47 |
+0.03 |
20 |
1,882 |
+15 |
Dec17 |
170327 |
16.37 |
16.38 |
16.37 |
16.37 |
+0.02 |
76 |
1,902 |
+44 |
Jan18 |
170327 |
16.30 |
16.30 |
16.30 |
16.30 |
unch |
1 |
569 |
+1 |
Feb18 |
170327 |
16.34 |
16.34 |
16.34 |
16.34 |
+0.06 |
1 |
526 |
+1 |
Mar18 |
170327 |
16.30 |
16.30 |
16.29 |
16.30 |
+0.07 |
1 |
403 |
+1 |
Total Volume and Open Interest |
1,065 |
35,635 |
+152 |
Cocoa(ICE) |
May17 |
170327 |
2151 |
2180 |
2128 |
2150 |
+19 |
15,850 |
101,340 |
-2,682 |
Jul17 |
170327 |
2155 |
2186 |
2136 |
2157 |
+18 |
9,310 |
76,081 |
+2,407 |
Sep17 |
170327 |
2171 |
2188 |
2142 |
2162 |
+18 |
4,839 |
42,726 |
+414 |
Dec17 |
170327 |
2185 |
2207 |
2161 |
2180 |
+17 |
2,042 |
24,329 |
+322 |
Mar18 |
170327 |
2213 |
2230 |
2185 |
2203 |
+16 |
1,523 |
17,386 |
-391 |
May18 |
170327 |
2232 |
2243 |
2210 |
2221 |
+15 |
1,064 |
6,597 |
-21 |
Jul18 |
170327 |
2249 |
2249 |
2238 |
2239 |
+15 |
677 |
7,448 |
+39 |
Total Volume and Open Interest |
38,310 |
283,841 |
+956 |
Coffee "C"(ICE) |
May17 |
170327 |
137.20 |
139.35 |
136.20 |
139.20 |
+1.60 |
12,818 |
93,686 |
+153 |
Jul17 |
170327 |
139.90 |
141.70 |
138.55 |
141.55 |
+1.55 |
4,792 |
42,504 |
+948 |
Sep17 |
170327 |
142.20 |
144.00 |
140.95 |
143.90 |
+1.50 |
2,127 |
23,601 |
+269 |
Dec17 |
170327 |
145.55 |
147.30 |
144.40 |
147.20 |
+1.50 |
1,651 |
16,431 |
+74 |
Mar18 |
170327 |
148.55 |
150.50 |
147.60 |
150.40 |
+1.50 |
327 |
5,754 |
-31 |
May18 |
170327 |
150.20 |
152.50 |
149.90 |
152.50 |
+1.60 |
82 |
2,547 |
-41 |
Total Volume and Open Interest |
22,028 |
189,411 |
+1,457 |
Orange Juice(ICE) |
May17 |
170327 |
180.00 |
180.15 |
171.20 |
175.00 |
-5.35 |
1,017 |
8,945 |
+12 |
Jul17 |
170327 |
172.25 |
172.25 |
164.90 |
168.25 |
-4.25 |
211 |
1,895 |
+100 |
Sep17 |
170327 |
166.70 |
166.70 |
162.50 |
165.35 |
-3.20 |
26 |
815 |
+3 |
Nov17 |
170327 |
163.50 |
163.50 |
161.50 |
162.25 |
-2.90 |
14 |
256 |
+0 |
Jan18 |
170327 |
160.60 |
160.60 |
160.60 |
160.60 |
-2.90 |
0 |
5 |
+0 |
Mar18 |
170327 |
160.60 |
160.60 |
160.60 |
160.60 |
-2.90 |
|
|
|
Total Volume and Open Interest |
1,268 |
11,916 |
+115 |
Sugar #11(ICE) |
May17 |
170327 |
17.65 |
17.90 |
17.45 |
17.70 |
-0.01 |
45,158 |
315,993 |
+1,609 |
Jul17 |
170327 |
17.55 |
17.88 |
17.49 |
17.68 |
-0.01 |
22,101 |
180,637 |
-93 |
Oct17 |
170327 |
17.73 |
17.97 |
17.66 |
17.79 |
-0.02 |
11,716 |
122,811 |
-22 |
Mar18 |
170327 |
18.08 |
18.28 |
18.02 |
18.13 |
-0.03 |
5,697 |
94,634 |
+634 |
May18 |
170327 |
17.83 |
17.97 |
17.78 |
17.88 |
-0.03 |
2,166 |
29,173 |
+48 |
Jul18 |
170327 |
17.62 |
17.80 |
17.59 |
17.64 |
-0.03 |
307 |
15,462 |
-66 |
Oct18 |
170327 |
17.52 |
17.66 |
17.52 |
17.59 |
-0.03 |
115 |
17,830 |
-24 |
Mar19 |
170327 |
17.66 |
17.77 |
17.66 |
17.74 |
-0.02 |
58 |
10,122 |
+31 |
Total Volume and Open Interest |
87,346 |
796,609 |
+2,122 |
London Cocoa(LCE) |
May17 |
170327 |
1712 |
1738 |
1695 |
1719 |
+5 |
7,950 |
99,558 |
-1,583 |
Jul17 |
170327 |
1727 |
1749 |
1708 |
1730 |
+3 |
4,505 |
60,209 |
-92 |
Sep17 |
170327 |
1732 |
1755 |
1718 |
1737 |
+3 |
4,096 |
40,627 |
-770 |
Dec17 |
170327 |
1748 |
1769 |
1735 |
1752 |
+2 |
3,072 |
42,224 |
+169 |
Mar18 |
170327 |
1765 |
1783 |
1751 |
1767 |
+2 |
2,982 |
27,456 |
+218 |
May18 |
170327 |
1792 |
1796 |
1767 |
1780 |
+1 |
1,189 |
9,424 |
-168 |
Jul18 |
170327 |
1805 |
1807 |
1793 |
1793 |
unch |
674 |
4,324 |
-4 |
Total Volume and Open Interest |
24,488 |
286,464 |
-2,229 |
London Sugar(LCE) |
May17 |
170327 |
502.10 |
503.50 |
493.60 |
497.90 |
-3.10 |
6,143 |
40,609 |
+68 |
Aug17 |
170327 |
495.00 |
496.60 |
488.80 |
492.70 |
-1.00 |
2,463 |
23,284 |
+244 |
Oct17 |
170327 |
481.40 |
483.30 |
477.00 |
480.20 |
unch |
568 |
16,299 |
+250 |
Dec17 |
170327 |
472.90 |
473.70 |
470.30 |
473.00 |
+0.60 |
279 |
6,717 |
+97 |
Mar18 |
170327 |
470.90 |
473.70 |
470.90 |
473.10 |
+0.90 |
254 |
4,878 |
+101 |
Total Volume and Open Interest |
9,817 |
94,847 |
+809 |
Cotton(ICE) |
May17 |
170327 |
77.47 |
77.73 |
76.90 |
76.94 |
-0.53 |
10,692 |
154,035 |
-1,256 |
Jul17 |
170327 |
78.76 |
78.93 |
78.22 |
78.31 |
-0.43 |
6,088 |
50,137 |
+1,669 |
Oct17 |
170327 |
76.00 |
76.00 |
75.60 |
75.60 |
-0.57 |
0 |
39 |
+0 |
Dec17 |
170327 |
75.35 |
75.49 |
74.98 |
75.02 |
-0.47 |
2,317 |
68,521 |
+1,193 |
Mar18 |
170327 |
75.02 |
75.02 |
74.64 |
74.65 |
-0.40 |
51 |
6,249 |
+1 |
May18 |
170327 |
74.94 |
74.94 |
74.60 |
74.61 |
-0.23 |
1 |
661 |
+0 |
Total Volume and Open Interest |
19,154 |
281,312 |
+1,609 |
Lumber(CME) |
May17 |
170327 |
374.9 |
375.9 |
371.0 |
372.6 |
-4.0 |
358 |
3,843 |
+58 |
Jul17 |
170327 |
382.5 |
382.5 |
379.4 |
379.5 |
-4.2 |
179 |
1,040 |
+60 |
Sep17 |
170327 |
382.0 |
382.7 |
382.0 |
382.7 |
-2.4 |
68 |
262 |
+32 |
Nov17 |
170327 |
380.2 |
380.2 |
380.2 |
380.2 |
-1.8 |
18 |
72 |
+11 |
Total Volume and Open Interest |
624 |
5,234 |
+162 |
Crude Oil(NYM) |
May17 |
170327 |
48.12 |
48.28 |
47.08 |
47.73 |
-0.24 |
499,878 |
632,705 |
+7,361 |
Jun17 |
170327 |
48.69 |
48.81 |
47.63 |
48.30 |
-0.21 |
129,872 |
328,361 |
+4,257 |
Jul17 |
170327 |
49.07 |
49.16 |
48.01 |
48.69 |
-0.18 |
41,708 |
137,885 |
+3,818 |
Aug17 |
170327 |
49.31 |
49.40 |
48.29 |
48.97 |
-0.16 |
27,471 |
93,904 |
+2,246 |
Sep17 |
170327 |
49.49 |
49.64 |
48.53 |
49.20 |
-0.13 |
41,706 |
154,153 |
+1,084 |
Oct17 |
170327 |
49.60 |
49.75 |
48.70 |
49.39 |
-0.09 |
22,947 |
67,782 |
+1,500 |
Nov17 |
170327 |
49.76 |
49.76 |
48.85 |
49.54 |
-0.06 |
11,681 |
49,681 |
+38 |
Dec17 |
170327 |
49.88 |
49.97 |
48.96 |
49.66 |
-0.04 |
59,557 |
251,128 |
+7,038 |
Jan18 |
170327 |
49.70 |
49.82 |
49.10 |
49.75 |
-0.02 |
3,865 |
53,962 |
+271 |
Feb18 |
170327 |
49.53 |
49.89 |
49.22 |
49.82 |
-0.01 |
2,795 |
29,618 |
+64 |
Mar18 |
170327 |
49.59 |
49.91 |
49.30 |
49.87 |
unch |
3,536 |
41,637 |
+570 |
Apr18 |
170327 |
49.83 |
49.91 |
49.40 |
49.91 |
+0.01 |
1,568 |
16,076 |
-9 |
May18 |
170327 |
49.94 |
49.94 |
49.94 |
49.94 |
+0.02 |
1,332 |
10,841 |
+109 |
Jun18 |
170327 |
50.08 |
50.08 |
49.32 |
49.96 |
+0.02 |
9,500 |
79,851 |
+563 |
Jul18 |
170327 |
49.95 |
49.95 |
49.95 |
49.95 |
+0.02 |
837 |
13,379 |
-261 |
Aug18 |
170327 |
49.94 |
49.94 |
49.94 |
49.94 |
+0.02 |
687 |
8,489 |
+119 |
Total Volume and Open Interest |
876,433 |
2,225,877 |
+27,830 |
e-miNY Crude Oil(NYM) |
May17 |
170327 |
48.125 |
48.275 |
47.075 |
47.725 |
-0.250 |
8,526 |
2,556 |
+273 |
Jun17 |
170327 |
48.700 |
48.750 |
47.625 |
48.300 |
-0.200 |
150 |
409 |
+1 |
Jul17 |
170327 |
48.750 |
48.800 |
48.075 |
48.700 |
-0.175 |
28 |
203 |
-2 |
Aug17 |
170327 |
49.050 |
49.100 |
48.975 |
48.975 |
-0.150 |
1 |
23 |
+0 |
Sep17 |
170327 |
48.675 |
49.200 |
48.675 |
49.200 |
-0.125 |
3 |
145 |
+0 |
Oct17 |
170327 |
49.000 |
49.400 |
49.000 |
49.400 |
-0.075 |
5 |
21 |
-3 |
Nov17 |
170327 |
49.500 |
49.550 |
49.500 |
49.550 |
-0.050 |
0 |
22 |
+0 |
Dec17 |
170327 |
49.000 |
49.650 |
49.000 |
49.650 |
-0.050 |
2 |
121 |
+0 |
Jan18 |
170327 |
49.750 |
49.750 |
49.750 |
49.750 |
-0.025 |
0 |
123 |
+0 |
Feb18 |
170327 |
49.825 |
49.825 |
49.825 |
49.825 |
unch |
0 |
41 |
+0 |
Total Volume and Open Interest |
8,719 |
3,801 |
+273 |
NY Harbor ULSD(NYM) |
Apr17 |
170327 |
150.28 |
150.79 |
147.63 |
150.25 |
+0.49 |
26,230 |
46,160 |
-9,760 |
May17 |
170327 |
151.07 |
151.49 |
148.27 |
150.85 |
+0.46 |
42,584 |
107,707 |
+4,493 |
Jun17 |
170327 |
152.06 |
152.06 |
149.10 |
151.63 |
+0.48 |
18,153 |
64,973 |
+1,254 |
Jul17 |
170327 |
151.85 |
152.63 |
150.04 |
152.51 |
+0.50 |
8,588 |
37,908 |
+720 |
Aug17 |
170327 |
153.35 |
153.66 |
151.16 |
153.57 |
+0.49 |
3,750 |
20,815 |
-112 |
Sep17 |
170327 |
153.67 |
154.92 |
152.38 |
154.84 |
+0.47 |
2,947 |
21,026 |
+320 |
Oct17 |
170327 |
155.49 |
156.09 |
153.68 |
156.03 |
+0.45 |
856 |
9,428 |
-139 |
Nov17 |
170327 |
156.51 |
157.14 |
154.98 |
157.04 |
+0.43 |
720 |
11,127 |
-23 |
Dec17 |
170327 |
156.71 |
157.95 |
155.52 |
157.85 |
+0.44 |
4,092 |
57,776 |
+337 |
Jan18 |
170327 |
158.09 |
158.71 |
156.81 |
158.71 |
+0.46 |
831 |
7,360 |
+174 |
Feb18 |
170327 |
158.54 |
159.13 |
158.54 |
159.13 |
+0.48 |
385 |
3,798 |
+307 |
Mar18 |
170327 |
157.20 |
159.00 |
156.95 |
159.00 |
+0.49 |
154 |
3,979 |
+96 |
Apr18 |
170327 |
158.36 |
158.36 |
158.26 |
158.26 |
+0.50 |
17 |
2,273 |
+10 |
May18 |
170327 |
157.68 |
157.68 |
157.68 |
157.68 |
+0.52 |
0 |
1,170 |
+0 |
Total Volume and Open Interest |
109,860 |
419,489 |
-2,237 |
RBOB Gasoline(NYM) |
Apr17 |
170327 |
161.09 |
162.00 |
159.00 |
161.89 |
+1.41 |
24,455 |
35,486 |
-3,081 |
May17 |
170327 |
162.17 |
162.77 |
159.96 |
162.63 |
+1.09 |
47,252 |
126,979 |
+2,983 |
Jun17 |
170327 |
162.64 |
163.00 |
160.33 |
162.82 |
+0.90 |
28,746 |
67,561 |
+3,472 |
Jul17 |
170327 |
161.73 |
162.25 |
159.74 |
162.05 |
+0.73 |
11,213 |
35,918 |
+943 |
Aug17 |
170327 |
159.96 |
160.67 |
158.44 |
160.57 |
+0.63 |
6,054 |
22,715 |
-452 |
Sep17 |
170327 |
158.58 |
158.58 |
156.10 |
158.34 |
+0.58 |
5,530 |
27,079 |
+134 |
Oct17 |
170327 |
144.40 |
145.50 |
143.60 |
145.46 |
+0.48 |
2,035 |
13,985 |
-220 |
Nov17 |
170327 |
141.68 |
142.80 |
140.70 |
142.73 |
+0.50 |
708 |
8,546 |
-110 |
Dec17 |
170327 |
140.10 |
140.76 |
138.50 |
140.64 |
+0.50 |
1,975 |
33,156 |
+19 |
Jan18 |
170327 |
140.07 |
140.07 |
140.07 |
140.07 |
+0.50 |
317 |
5,038 |
-35 |
Total Volume and Open Interest |
129,022 |
398,667 |
+3,881 |
e-miNY RBOB Gasoline(NYM) |
Apr17 |
170327 |
161.90 |
161.90 |
161.89 |
161.90 |
+1.42 |
0 |
1 |
+0 |
May17 |
170327 |
162.60 |
162.63 |
162.60 |
162.60 |
+1.06 |
|
|
|
Jun17 |
170327 |
162.80 |
162.82 |
162.80 |
162.80 |
+0.88 |
|
|
|
Jul17 |
170327 |
162.10 |
162.10 |
162.05 |
162.10 |
+0.78 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Apr17 |
170327 |
3.119 |
3.133 |
3.043 |
3.052 |
-0.024 |
147,427 |
42,712 |
-17,147 |
May17 |
170327 |
3.191 |
3.208 |
3.124 |
3.131 |
-0.022 |
120,259 |
295,033 |
+5,836 |
Jun17 |
170327 |
3.275 |
3.275 |
3.197 |
3.207 |
-0.021 |
45,849 |
127,489 |
+3,139 |
Jul17 |
170327 |
3.330 |
3.336 |
3.264 |
3.274 |
-0.023 |
34,466 |
127,343 |
+6,848 |
Aug17 |
170327 |
3.350 |
3.357 |
3.286 |
3.297 |
-0.024 |
17,193 |
56,208 |
+1,215 |
Sep17 |
170327 |
3.338 |
3.341 |
3.272 |
3.284 |
-0.023 |
16,257 |
96,998 |
+3,732 |
Oct17 |
170327 |
3.333 |
3.352 |
3.285 |
3.297 |
-0.022 |
28,566 |
116,538 |
+922 |
Nov17 |
170327 |
3.390 |
3.396 |
3.333 |
3.343 |
-0.020 |
6,151 |
41,440 |
+265 |
Dec17 |
170327 |
3.497 |
3.504 |
3.449 |
3.459 |
-0.013 |
8,884 |
53,141 |
+976 |
Jan18 |
170327 |
3.575 |
3.580 |
3.528 |
3.537 |
-0.012 |
12,414 |
79,472 |
+822 |
Feb18 |
170327 |
3.530 |
3.541 |
3.493 |
3.501 |
-0.010 |
3,448 |
29,584 |
+64 |
Mar18 |
170327 |
3.449 |
3.452 |
3.407 |
3.414 |
-0.010 |
5,907 |
50,295 |
+955 |
Apr18 |
170327 |
2.924 |
2.930 |
2.896 |
2.906 |
unch |
5,960 |
77,083 |
+894 |
May18 |
170327 |
2.865 |
2.865 |
2.840 |
2.852 |
+0.002 |
3,129 |
24,777 |
+693 |
Jun18 |
170327 |
2.872 |
2.872 |
2.865 |
2.871 |
+0.003 |
1,375 |
14,612 |
+25 |
Jul18 |
170327 |
2.890 |
2.892 |
2.884 |
2.891 |
+0.002 |
1,552 |
14,918 |
-475 |
Total Volume and Open Interest |
466,461 |
1,355,714 |
+10,177 |
Brent Crude Oil(ICE) |
May17 |
170327 |
51.03 |
51.10 |
50.03 |
50.75 |
-0.05 |
320,211 |
272,049 |
-38,314 |
Jun17 |
170327 |
51.15 |
51.19 |
50.13 |
50.90 |
-0.02 |
348,040 |
527,148 |
+19,289 |
Jul17 |
170327 |
51.34 |
51.42 |
50.38 |
51.17 |
+0.01 |
126,098 |
300,405 |
+15,030 |
Aug17 |
170327 |
51.56 |
51.63 |
50.61 |
51.40 |
+0.03 |
48,225 |
126,632 |
+880 |
Sep17 |
170327 |
51.65 |
51.73 |
50.77 |
51.56 |
+0.04 |
52,441 |
180,519 |
-1,564 |
Oct17 |
170327 |
51.75 |
51.76 |
50.89 |
51.69 |
+0.07 |
28,762 |
97,626 |
+3,861 |
Nov17 |
170327 |
51.81 |
51.82 |
50.98 |
51.76 |
+0.09 |
13,111 |
58,461 |
+513 |
Dec17 |
170327 |
51.85 |
51.99 |
51.02 |
51.82 |
+0.11 |
84,833 |
244,373 |
-3,220 |
Jan18 |
170327 |
51.64 |
51.91 |
51.18 |
51.88 |
+0.13 |
5,511 |
46,547 |
-2,359 |
Feb18 |
170327 |
51.91 |
51.91 |
51.91 |
51.91 |
+0.14 |
2,371 |
31,502 |
+371 |
Mar18 |
170327 |
51.47 |
51.93 |
51.41 |
51.93 |
+0.16 |
1,604 |
32,485 |
+217 |
Apr18 |
170327 |
51.94 |
51.94 |
51.94 |
51.94 |
+0.17 |
570 |
18,787 |
+23 |
May18 |
170327 |
51.93 |
51.93 |
51.93 |
51.93 |
+0.18 |
243 |
17,434 |
+70 |
Jun18 |
170327 |
51.65 |
51.94 |
51.18 |
51.89 |
+0.19 |
8,636 |
85,048 |
-410 |
Total Volume and Open Interest |
1,066,947 |
2,463,855 |
-2,963 |
Gas Oil(ICE) |
Apr17 |
170327 |
453.50 |
454.00 |
445.25 |
451.25 |
+2.25 |
68,356 |
157,217 |
-4,023 |
May17 |
170327 |
455.50 |
455.50 |
447.25 |
453.00 |
+2.25 |
56,375 |
111,199 |
-1,927 |
Jun17 |
170327 |
456.75 |
457.00 |
449.00 |
454.75 |
+2.50 |
50,683 |
136,438 |
+3,755 |
Jul17 |
170327 |
458.25 |
458.50 |
450.50 |
456.50 |
+2.75 |
25,316 |
76,069 |
+4,204 |
Aug17 |
170327 |
460.25 |
460.50 |
453.25 |
458.50 |
+2.75 |
10,708 |
39,748 |
+151 |
Sep17 |
170327 |
462.50 |
462.75 |
456.75 |
461.00 |
+2.75 |
7,863 |
42,792 |
+565 |
Oct17 |
170327 |
461.25 |
465.00 |
458.75 |
463.75 |
+2.75 |
3,085 |
40,293 |
-23 |
Nov17 |
170327 |
463.00 |
465.00 |
460.50 |
465.00 |
+2.75 |
1,437 |
18,026 |
+96 |
Dec17 |
170327 |
466.75 |
467.25 |
460.25 |
465.75 |
+2.75 |
22,254 |
85,770 |
-1,069 |
Jan18 |
170327 |
467.25 |
468.50 |
463.50 |
467.75 |
+2.75 |
3,976 |
16,056 |
+970 |
Total Volume and Open Interest |
258,257 |
895,908 |
+3,234 |
Ethanol(CBOT) |
Apr17 |
170327 |
1.556 |
1.556 |
1.540 |
1.540 |
-0.017 |
469 |
1,149 |
-259 |
May17 |
170327 |
1.576 |
1.578 |
1.561 |
1.564 |
-0.012 |
535 |
2,061 |
+295 |
Jun17 |
170327 |
1.574 |
1.574 |
1.560 |
1.568 |
-0.006 |
129 |
633 |
+87 |
Jul17 |
170327 |
1.564 |
1.564 |
1.564 |
1.564 |
-0.006 |
40 |
225 |
-8 |
Aug17 |
170327 |
1.559 |
1.559 |
1.559 |
1.559 |
-0.006 |
200 |
554 |
+27 |
Sep17 |
170327 |
1.555 |
1.555 |
1.555 |
1.555 |
-0.006 |
55 |
46 |
-18 |
Oct17 |
170327 |
1.539 |
1.539 |
1.539 |
1.539 |
-0.006 |
10 |
208 |
+0 |
Nov17 |
170327 |
1.519 |
1.519 |
1.519 |
1.519 |
-0.006 |
0 |
80 |
+0 |
Total Volume and Open Interest |
1,438 |
4,978 |
+124 |
WTI Crude Oil(ICE) |
May17 |
170327 |
48.16 |
48.25 |
47.08 |
47.73 |
-0.24 |
53,249 |
80,788 |
+1,573 |
Jun17 |
170327 |
48.67 |
48.79 |
47.64 |
48.30 |
-0.21 |
58,011 |
112,702 |
+185 |
Jul17 |
170327 |
48.93 |
49.15 |
48.01 |
48.69 |
-0.18 |
20,773 |
55,095 |
+183 |
Aug17 |
170327 |
49.39 |
49.39 |
48.29 |
48.97 |
-0.16 |
8,339 |
20,081 |
+954 |
Sep17 |
170327 |
49.59 |
49.59 |
48.51 |
49.20 |
-0.13 |
8,176 |
39,936 |
+1,445 |
Oct17 |
170327 |
49.74 |
49.74 |
48.69 |
49.39 |
-0.09 |
5,504 |
16,923 |
+2,595 |
Nov17 |
170327 |
49.20 |
49.61 |
48.93 |
49.54 |
-0.06 |
2,457 |
5,246 |
+95 |
Dec17 |
170327 |
49.95 |
49.95 |
49.01 |
49.66 |
-0.04 |
19,141 |
116,388 |
+2,006 |
Jan18 |
170327 |
49.75 |
49.75 |
49.75 |
49.75 |
-0.02 |
692 |
5,049 |
+99 |
Feb18 |
170327 |
49.82 |
49.82 |
49.82 |
49.82 |
-0.01 |
218 |
4,289 |
-45 |
Mar18 |
170327 |
49.87 |
49.87 |
49.87 |
49.87 |
unch |
229 |
9,229 |
+0 |
Apr18 |
170327 |
49.91 |
49.91 |
49.91 |
49.91 |
+0.01 |
69 |
2,058 |
-17 |
May18 |
170327 |
49.94 |
49.94 |
49.94 |
49.94 |
+0.02 |
34 |
1,003 |
+20 |
Jun18 |
170327 |
49.77 |
49.96 |
49.77 |
49.96 |
+0.02 |
897 |
30,788 |
-280 |
Jul18 |
170327 |
49.95 |
49.95 |
49.95 |
49.95 |
+0.02 |
0 |
367 |
+0 |
Aug18 |
170327 |
49.94 |
49.94 |
49.94 |
49.94 |
+0.02 |
1 |
1,588 |
+0 |
Total Volume and Open Interest |
181,473 |
625,836 |
+9,096 |
US Dollar Index(ICE) |
Jun17 |
170327 |
99.335 |
99.335 |
98.670 |
98.973 |
-0.470 |
23,583 |
73,024 |
+1,102 |
Sep17 |
170327 |
99.155 |
99.155 |
98.515 |
98.817 |
-0.475 |
99 |
929 |
+2 |
Dec17 |
170327 |
99.100 |
99.100 |
98.385 |
98.668 |
-0.475 |
15 |
457 |
+1 |
Total Volume and Open Interest |
23,705 |
74,431 |
+1,113 |
Australian Dollar(CME) |
Jun17 |
170327 |
76.20 |
76.37 |
75.97 |
76.12 |
-0.05 |
75,488 |
133,890 |
+15 |
Sep17 |
170327 |
76.12 |
76.25 |
75.87 |
76.01 |
-0.05 |
24 |
933 |
+13 |
Dec17 |
170327 |
76.00 |
76.00 |
75.85 |
75.91 |
-0.05 |
0 |
59 |
+0 |
Total Volume and Open Interest |
75,852 |
135,456 |
+24 |
British Pound(CME) |
Jun17 |
170327 |
125.17 |
126.43 |
125.17 |
125.93 |
+0.67 |
96,068 |
247,718 |
+786 |
Sep17 |
170327 |
125.69 |
126.71 |
125.50 |
126.23 |
+0.66 |
24 |
460 |
+4 |
Dec17 |
170327 |
126.50 |
127.04 |
126.47 |
126.57 |
+0.65 |
2 |
213 |
+0 |
Total Volume and Open Interest |
96,244 |
249,305 |
+839 |
Canadian Dollar(CME) |
Jun17 |
170327 |
74.94 |
75.16 |
74.69 |
74.86 |
+0.03 |
44,112 |
113,777 |
-1,030 |
Sep17 |
170327 |
75.07 |
75.24 |
74.80 |
74.96 |
+0.02 |
34 |
1,860 |
-4 |
Dec17 |
170327 |
75.20 |
75.33 |
74.97 |
75.08 |
+0.02 |
1 |
1,445 |
-1 |
Mar18 |
170327 |
75.13 |
75.47 |
75.11 |
75.21 |
+0.02 |
0 |
94 |
+0 |
Total Volume and Open Interest |
44,275 |
118,176 |
-1,013 |
Japanese Yen(CME) |
Jun17 |
170327 |
90.44 |
91.13 |
90.40 |
90.75 |
+0.17 |
209,146 |
191,015 |
-1,361 |
Sep17 |
170327 |
90.79 |
91.49 |
90.79 |
91.12 |
+0.16 |
110 |
905 |
+1 |
Dec17 |
170327 |
91.75 |
91.86 |
91.34 |
91.55 |
+0.15 |
23 |
112 |
+20 |
Total Volume and Open Interest |
210,724 |
192,683 |
-1,372 |
Swiss Franc(CME) |
Jun17 |
170327 |
101.64 |
102.42 |
101.57 |
102.04 |
+0.56 |
14,806 |
40,946 |
-667 |
Sep17 |
170327 |
102.65 |
103.01 |
102.65 |
102.65 |
+0.56 |
0 |
58 |
+0 |
Dec17 |
170327 |
103.29 |
103.61 |
103.29 |
103.29 |
+0.54 |
0 |
12 |
+0 |
Total Volume and Open Interest |
14,806 |
41,022 |
-667 |
EuroFX(CME) |
Jun17 |
170327 |
108.73 |
109.49 |
108.73 |
109.11 |
+0.60 |
157,681 |
402,121 |
+960 |
Sep17 |
170327 |
109.24 |
109.99 |
109.24 |
109.61 |
+0.60 |
177 |
1,426 |
-78 |
Dec17 |
170327 |
109.98 |
110.56 |
109.97 |
110.14 |
+0.58 |
45 |
372 |
-12 |
Total Volume and Open Interest |
159,031 |
405,260 |
+810 |
Mexican Peso(CME) |
Apr17 |
170327 |
527.75 |
527.75 |
527.75 |
527.75 |
-2.50 |
|
|
|
May17 |
170327 |
525.75 |
525.75 |
525.75 |
525.75 |
-2.38 |
|
|
|
Total Volume and Open Interest |
39,997 |
181,957 |
+536 |
Brazilian Real(CME) |
Apr17 |
170327 |
321.25 |
321.70 |
318.10 |
318.25 |
-2.85 |
732 |
23,148 |
+19 |
May17 |
170327 |
319.20 |
319.40 |
316.40 |
316.50 |
-2.80 |
57 |
111 |
+40 |
Jun17 |
170327 |
315.55 |
315.55 |
314.05 |
314.05 |
-2.75 |
749 |
5,487 |
+739 |
Jul17 |
170327 |
312.10 |
312.10 |
312.10 |
312.10 |
-2.70 |
|
|
|
Total Volume and Open Interest |
1,538 |
28,746 |
+798 |
30-Year T-Bonds(CBOT) |
Jun17 |
170327 |
150~290 |
152~030 |
150~270 |
151~150 |
+0~120 |
258,848 |
622,221 |
-6,567 |
Sep17 |
170327 |
150~220 |
150~220 |
150~000 |
150~080 |
+0~120 |
47 |
49 |
+39 |
Dec17 |
170327 |
150~080 |
150~080 |
150~080 |
150~080 |
+0~120 |
|
|
|
Total Volume and Open Interest |
258,895 |
622,270 |
-6,528 |
10-Year T-Notes(CBOT) |
Jun17 |
170327 |
124~135 |
124~295 |
124~135 |
124~215 |
+0~045 |
1,533,329 |
3,045,937 |
-2,242 |
Sep17 |
170327 |
124~000 |
124~115 |
124~000 |
124~050 |
+0~050 |
4 |
342 |
+0 |
Dec17 |
170327 |
124~050 |
124~050 |
124~050 |
124~050 |
+0~050 |
|
|
|
Total Volume and Open Interest |
1,533,333 |
3,046,279 |
-2,242 |
5-Year T-Notes(CBOT) |
Mar17 |
170327 |
118~054 |
118~054 |
118~022 |
118~034 |
+0~026 |
278 |
39,280 |
-139 |
Jun17 |
170327 |
117~190 |
117~286 |
117~186 |
117~240 |
+0~026 |
703,010 |
2,972,199 |
+10,519 |
Sep17 |
170327 |
117~054 |
117~054 |
117~054 |
117~054 |
+0~026 |
|
|
|
Total Volume and Open Interest |
703,288 |
3,011,479 |
+10,380 |
2 Year T-Notes(CBOT) |
Mar17 |
170327 |
108~182 |
108~182 |
108~146 |
108~146 |
-0~010 |
1,449 |
7,921 |
-786 |
Jun17 |
170327 |
108~056 |
108~084 |
108~056 |
108~064 |
unch |
293,488 |
1,412,770 |
-14,431 |
Sep17 |
170327 |
108~052 |
108~052 |
108~052 |
108~052 |
unch |
|
|
|
Total Volume and Open Interest |
294,937 |
1,420,691 |
-15,217 |
Eurodollars(CME) |
Jun17 |
170327 |
98.710 |
98.730 |
98.710 |
98.720 |
+0.005 |
363,612 |
1,564,033 |
-9,029 |
Sep17 |
170327 |
98.575 |
98.605 |
98.575 |
98.590 |
+0.010 |
266,119 |
1,242,817 |
-10,913 |
Dec17 |
170327 |
98.445 |
98.480 |
98.445 |
98.465 |
+0.015 |
332,791 |
1,428,823 |
-16,051 |
Mar18 |
170327 |
98.330 |
98.375 |
98.330 |
98.360 |
+0.020 |
254,424 |
1,041,171 |
-1,137 |
Jun18 |
170327 |
98.205 |
98.260 |
98.205 |
98.240 |
+0.020 |
270,947 |
989,409 |
-9,567 |
Sep18 |
170327 |
98.095 |
98.160 |
98.095 |
98.135 |
+0.025 |
206,227 |
797,740 |
-7,440 |
Dec18 |
170327 |
97.975 |
98.045 |
97.975 |
98.020 |
+0.030 |
290,855 |
1,210,861 |
+14,479 |
Mar19 |
170327 |
97.915 |
97.975 |
97.905 |
97.950 |
+0.035 |
183,670 |
621,711 |
-73 |
Jun19 |
170327 |
97.830 |
97.910 |
97.830 |
97.880 |
+0.035 |
162,126 |
624,545 |
+7,794 |
Sep19 |
170327 |
97.760 |
97.845 |
97.760 |
97.810 |
+0.035 |
140,190 |
559,981 |
+1,156 |
Dec19 |
170327 |
97.675 |
97.760 |
97.675 |
97.730 |
+0.040 |
136,263 |
571,444 |
+887 |
Mar20 |
170327 |
97.635 |
97.715 |
97.625 |
97.685 |
+0.045 |
96,215 |
304,499 |
-74 |
Jun20 |
170327 |
97.580 |
97.665 |
97.575 |
97.640 |
+0.045 |
55,289 |
202,856 |
-4,606 |
Sep20 |
170327 |
97.535 |
97.620 |
97.530 |
97.595 |
+0.045 |
47,087 |
196,746 |
+2,651 |
Dec20 |
170327 |
97.485 |
97.565 |
97.475 |
97.535 |
+0.045 |
50,636 |
220,255 |
-133 |
Mar21 |
170327 |
97.440 |
97.525 |
97.440 |
97.500 |
+0.045 |
41,001 |
101,909 |
+1,622 |
Jun21 |
170327 |
97.405 |
97.485 |
97.400 |
97.460 |
+0.045 |
26,576 |
109,160 |
+672 |
Sep21 |
170327 |
97.365 |
97.440 |
97.360 |
97.420 |
+0.045 |
26,901 |
58,817 |
-71 |
Total Volume and Open Interest |
3,047,742 |
12,335,266 |
-33,482 |
Ultra T-Bond(CBOT) |
Mar17 |
170322 |
161~18 |
162~12 |
161~17 |
161~22 |
+0~28 |
1,827 |
4,227 |
-1,135 |
Jun17 |
170327 |
160~24 |
162~09 |
160~22 |
161~19 |
+0~18 |
87,546 |
706,407 |
+23 |
Sep17 |
170327 |
160~17 |
160~17 |
160~17 |
160~17 |
+0~18 |
|
|
|
Total Volume and Open Interest |
87,546 |
706,407 |
+23 |
Ultra 10-Yr T-Note(CBOT) |
Mar17 |
170322 |
135~065 |
135~140 |
135~025 |
135~060 |
+0~130 |
689 |
5,435 |
-117 |
Jun17 |
170327 |
133~230 |
134~140 |
133~230 |
134~035 |
+0~090 |
100,333 |
334,925 |
+2,324 |
Sep17 |
170327 |
133~115 |
133~115 |
133~115 |
133~115 |
+0~010 |
|
|
|
Total Volume and Open Interest |
100,333 |
334,925 |
+2,324 |
30 Day Federal Funds(CBOT) |
Mar17 |
170327 |
99.215 |
99.215 |
99.215 |
99.215 |
unch |
1,051 |
103,971 |
-685 |
Apr17 |
170327 |
99.110 |
99.110 |
99.105 |
99.110 |
unch |
4,786 |
461,452 |
-1,415 |
May17 |
170327 |
99.095 |
99.100 |
99.095 |
99.095 |
unch |
14,507 |
265,773 |
-12 |
Jun17 |
170327 |
99.035 |
99.040 |
99.035 |
99.035 |
unch |
15,563 |
67,028 |
+3,101 |
Jul17 |
170327 |
98.980 |
98.990 |
98.980 |
98.985 |
+0.005 |
23,450 |
125,985 |
+233 |
Aug17 |
170327 |
98.950 |
98.960 |
98.950 |
98.955 |
+0.005 |
13,603 |
101,527 |
+247 |
Total Volume and Open Interest |
167,209 |
1,657,763 |
+10,516 |
Japanese Govt Bonds(SGX) |
Jun17 |
170323 |
150.46 |
150.52 |
150.43 |
150.44 |
-0.05 |
1,003 |
13,955 |
+55 |
Sep17 |
170323 |
150.44 |
150.44 |
150.44 |
150.44 |
-0.05 |
|
|
|
Dec17 |
170323 |
150.44 |
150.44 |
150.44 |
150.44 |
-0.05 |
|
|
|
Total Volume and Open Interest |
1,003 |
13,955 |
+55 |
Euro-Buxl(EUREX) |
Jun17 |
170327 |
167.78 |
169.50 |
167.18 |
167.36 |
+0.30 |
49,385 |
175,709 |
-19,235 |
Sep17 |
170327 |
166.44 |
167.10 |
165.40 |
165.56 |
+0.34 |
233 |
690 |
-1 |
Dec17 |
170327 |
163.82 |
163.82 |
163.82 |
163.82 |
+0.30 |
|
|
|
Total Volume and Open Interest |
49,618 |
185,615 |
-10,020 |
Euro-Bund(EUREX) |
Jun17 |
170327 |
160.51 |
161.00 |
160.23 |
160.26 |
+0.04 |
745,141 |
1,628,921 |
-253,685 |
Sep17 |
170327 |
162.00 |
162.51 |
161.86 |
161.86 |
+0.08 |
1,885 |
14,067 |
-33 |
Dec17 |
170327 |
159.19 |
159.76 |
159.19 |
159.76 |
-0.16 |
|
|
|
Total Volume and Open Interest |
747,026 |
1,868,497 |
-28,209 |
Euro-Bobl(EUREX) |
Jun17 |
170327 |
131.33 |
131.62 |
131.15 |
131.17 |
-0.09 |
490,591 |
1,191,332 |
-177,051 |
Sep17 |
170327 |
132.23 |
132.23 |
131.79 |
131.79 |
-0.10 |
511 |
3,558 |
+0 |
Dec17 |
170327 |
130.87 |
130.87 |
130.87 |
130.87 |
-0.09 |
|
|
|
Total Volume and Open Interest |
491,102 |
1,325,353 |
-46,588 |
Euro-Schatz(EUREX) |
Jun17 |
170327 |
112.17 |
112.21 |
112.07 |
112.08 |
-0.06 |
286,574 |
1,280,910 |
-148,297 |
Sep17 |
170327 |
111.89 |
111.89 |
111.89 |
111.89 |
-0.06 |
|
|
|
Dec17 |
170327 |
112.88 |
112.88 |
112.88 |
112.88 |
-0.06 |
|
|
|
Total Volume and Open Interest |
286,574 |
1,403,550 |
-25,657 |
3-Mth Euribor(EUREX) |
Mar17 |
170313 |
100.330 |
100.330 |
100.330 |
100.330 |
+0.005 |
0 |
3,484 |
+0 |
Jun17 |
170327 |
100.315 |
100.315 |
100.315 |
100.315 |
+0.005 |
0 |
33,916 |
+0 |
Sep17 |
170327 |
100.265 |
100.265 |
100.265 |
100.265 |
+0.005 |
2 |
4,682 |
+0 |
Total Volume and Open Interest |
31 |
70,547 |
+153 |
Long Gilt(LIFFE) |
Mar17 |
170327 |
128~03 |
128~03 |
128~02 |
128~03 |
+0~10 |
2,237 |
45,610 |
+25 |
Jun17 |
170327 |
127~04 |
127~09 |
126~29 |
126~32 |
+0~10 |
189,926 |
667,862 |
+5,164 |
Total Volume and Open Interest |
192,163 |
713,474 |
+5,189 |
3-Mth Short Sterling(LIFFE) |
Jun17 |
170327 |
99.62 |
99.62 |
99.61 |
99.62 |
+0.01 |
87,260 |
546,264 |
+4,984 |
Sep17 |
170327 |
99.56 |
99.57 |
99.55 |
99.56 |
+0.01 |
147,237 |
431,721 |
+16,161 |
Dec17 |
170327 |
99.51 |
99.51 |
99.49 |
99.50 |
unch |
227,762 |
358,324 |
+13,921 |
Mar18 |
170327 |
99.45 |
99.47 |
99.44 |
99.45 |
+0.01 |
158,445 |
272,143 |
+2,342 |
Jun18 |
170327 |
99.41 |
99.42 |
99.39 |
99.40 |
+0.01 |
195,127 |
325,134 |
-6,884 |
Sep18 |
170327 |
99.35 |
99.37 |
99.34 |
99.35 |
+0.01 |
146,753 |
228,568 |
+7,598 |
Total Volume and Open Interest |
1,693,513 |
3,098,427 |
+39,582 |
3-Mth Euribor(LIFFE) |
Jun17 |
170327 |
100.310 |
100.320 |
100.310 |
100.315 |
+0.005 |
64,434 |
506,861 |
+5,293 |
Sep17 |
170327 |
100.265 |
100.270 |
100.255 |
100.265 |
+0.005 |
75,265 |
420,079 |
-3,124 |
Dec17 |
170327 |
100.220 |
100.230 |
100.210 |
100.220 |
+0.005 |
86,177 |
361,365 |
+1,180 |
Total Volume and Open Interest |
867,384 |
4,002,827 |
+21,578 |
3-Mth Aus T-Bills(SFE) |
Jun17 |
170327 |
98.21 |
98.22 |
98.21 |
98.22 |
+0.01 |
7,351 |
188,691 |
-9,017 |
Sep17 |
170327 |
98.20 |
98.21 |
98.19 |
98.21 |
+0.01 |
20,504 |
187,982 |
-6,566 |
Dec17 |
170327 |
98.15 |
98.17 |
98.14 |
98.17 |
+0.02 |
27,176 |
239,528 |
-580 |
Mar18 |
170327 |
98.07 |
98.10 |
98.07 |
98.10 |
+0.03 |
15,021 |
123,202 |
-6,287 |
Jun18 |
170327 |
97.97 |
98.02 |
97.97 |
98.01 |
+0.03 |
17,897 |
108,859 |
-1,569 |
Sep18 |
170327 |
97.88 |
97.93 |
97.88 |
97.92 |
+0.03 |
11,359 |
79,385 |
-2,837 |
Dec18 |
170327 |
97.79 |
97.84 |
97.79 |
97.83 |
+0.04 |
9,873 |
51,445 |
+1,005 |
Mar19 |
170327 |
97.70 |
97.76 |
97.70 |
97.74 |
+0.03 |
4,561 |
26,676 |
+1,260 |
Jun19 |
170327 |
97.62 |
97.68 |
97.62 |
97.66 |
+0.04 |
769 |
7,040 |
+643 |
Sep19 |
170327 |
97.59 |
97.59 |
97.59 |
97.59 |
+0.04 |
352 |
723 |
-80 |
Total Volume and Open Interest |
115,483 |
1,018,557 |
-23,522 |
10-Year Aus T-Bonds(SFE) |
Jun17 |
170327 |
97.21 |
97.28 |
97.20 |
97.26 |
+0.05 |
142,597 |
970,399 |
+15,719 |
Sep17 |
170327 |
97.26 |
97.26 |
97.26 |
97.26 |
+0.05 |
|
|
|
Total Volume and Open Interest |
142,597 |
970,399 |
+15,719 |
3-Year Aus T-Bonds(SFE) |
Jun17 |
170327 |
98.01 |
98.06 |
97.99 |
98.04 |
+0.03 |
189,282 |
909,655 |
+6,877 |
Sep17 |
170327 |
98.04 |
98.04 |
98.04 |
98.04 |
+0.03 |
|
|
|
Total Volume and Open Interest |
189,282 |
909,655 |
+6,877 |
Gold(CMX) |
Apr17 |
170327 |
1245.5 |
1261.0 |
1245.5 |
1255.7 |
+7.2 |
234,768 |
159,356 |
-5,849 |
Jun17 |
170327 |
1247.2 |
1264.2 |
1247.2 |
1258.8 |
+7.1 |
39,791 |
199,172 |
+9,409 |
Aug17 |
170327 |
1254.0 |
1267.2 |
1254.0 |
1262.1 |
+7.1 |
5,703 |
38,429 |
+2,226 |
Oct17 |
170327 |
1257.1 |
1270.0 |
1257.1 |
1265.3 |
+7.1 |
1,086 |
5,577 |
-155 |
Dec17 |
170327 |
1262.9 |
1273.6 |
1262.9 |
1268.5 |
+7.0 |
6,158 |
33,304 |
+463 |
Feb18 |
170327 |
1262.4 |
1276.9 |
1262.4 |
1271.8 |
+7.0 |
326 |
6,776 |
+51 |
Apr18 |
170327 |
1278.2 |
1278.2 |
1275.3 |
1275.3 |
+7.0 |
1 |
594 |
+1 |
Jun18 |
170327 |
1278.9 |
1283.0 |
1278.9 |
1278.9 |
+7.0 |
63 |
4,697 |
+13 |
Aug18 |
170327 |
1282.6 |
1282.6 |
1282.6 |
1282.6 |
+7.0 |
1 |
302 |
+1 |
Oct18 |
170327 |
1286.4 |
1286.4 |
1286.4 |
1286.4 |
+7.0 |
0 |
15 |
+0 |
Dec18 |
170327 |
1282.9 |
1295.0 |
1281.9 |
1290.3 |
+7.0 |
549 |
5,775 |
-9 |
Total Volume and Open Interest |
289,174 |
459,089 |
+6,232 |
Silver(CMX) |
Mar17 |
170327 |
1810.0 |
1810.0 |
1808.0 |
1808.0 |
+36.0 |
29 |
335 |
-88 |
May17 |
170327 |
1780.5 |
1815.0 |
1778.0 |
1810.8 |
+36.0 |
51,803 |
143,925 |
+174 |
Jul17 |
170327 |
1790.0 |
1821.5 |
1790.0 |
1818.2 |
+36.1 |
888 |
23,996 |
+270 |
Sep17 |
170327 |
1803.5 |
1827.0 |
1803.0 |
1825.1 |
+36.1 |
334 |
7,408 |
+34 |
Dec17 |
170327 |
1811.0 |
1838.0 |
1811.0 |
1835.0 |
+36.1 |
214 |
13,561 |
+68 |
Mar18 |
170327 |
1826.5 |
1846.0 |
1826.5 |
1845.1 |
+36.1 |
0 |
364 |
+0 |
May18 |
170327 |
1851.6 |
1851.6 |
1851.6 |
1851.6 |
+36.1 |
0 |
26 |
+0 |
Total Volume and Open Interest |
53,399 |
191,977 |
+463 |
Platinum(NYMEX) |
Apr17 |
170327 |
964.8 |
984.5 |
964.4 |
969.0 |
+1.1 |
14,851 |
21,891 |
-2,862 |
Jul17 |
170327 |
971.3 |
987.8 |
970.6 |
972.4 |
+1.2 |
6,146 |
40,532 |
+2,689 |
Oct17 |
170327 |
976.8 |
990.6 |
975.8 |
976.4 |
+1.4 |
95 |
2,794 |
+57 |
Jan18 |
170327 |
995.0 |
995.0 |
980.4 |
980.4 |
+1.4 |
0 |
338 |
+0 |
Total Volume and Open Interest |
21,093 |
65,632 |
-115 |
Palladium(NYMEX) |
Mar17 |
170327 |
814.45 |
814.45 |
798.40 |
798.45 |
-16.65 |
0 |
26 |
+0 |
Jun17 |
170327 |
811.90 |
812.65 |
793.55 |
794.45 |
-18.90 |
5,800 |
31,261 |
+1,378 |
Sep17 |
170327 |
806.90 |
810.00 |
794.95 |
794.95 |
-18.85 |
23 |
469 |
+13 |
Total Volume and Open Interest |
5,827 |
31,787 |
+1,388 |
Copper(CMX) |
Mar17 |
170327 |
259.60 |
262.60 |
256.20 |
262.50 |
+0.15 |
388 |
869 |
-215 |
May17 |
170327 |
263.50 |
263.75 |
256.65 |
263.20 |
+0.10 |
73,651 |
128,504 |
-4,374 |
Jul17 |
170327 |
265.00 |
265.15 |
258.25 |
264.70 |
+0.10 |
4,463 |
46,162 |
+1,065 |
Sep17 |
170327 |
263.30 |
266.20 |
259.80 |
266.10 |
+0.10 |
1,975 |
19,787 |
+322 |
Dec17 |
170327 |
266.20 |
268.00 |
261.20 |
267.65 |
+0.10 |
1,104 |
31,084 |
+229 |
Total Volume and Open Interest |
82,113 |
265,520 |
-2,949 |
E-mini DJIA Index(CBOT) |
Jun17 |
170327 |
20527 |
20528 |
20356 |
20497 |
-78 |
187,184 |
133,302 |
-312 |
Sep17 |
170327 |
20478 |
20478 |
20310 |
20440 |
-74 |
48 |
290 |
+10 |
Dec17 |
170327 |
20375 |
20405 |
20322 |
20405 |
-74 |
0 |
24 |
+0 |
Mar18 |
170327 |
20375 |
20375 |
20375 |
20375 |
-74 |
|
|
|
Total Volume and Open Interest |
187,232 |
133,616 |
-302 |
S & P 500(CME) |
Jun17 |
170327 |
2336.80 |
2338.40 |
2318.00 |
2338.40 |
-6.40 |
3,966 |
51,714 |
+514 |
Sep17 |
170327 |
2335.10 |
2335.10 |
2316.00 |
2335.10 |
-6.40 |
0 |
86 |
+0 |
Dec17 |
170327 |
2332.90 |
2332.90 |
2313.80 |
2332.90 |
-6.40 |
0 |
2 |
+0 |
Mar18 |
170327 |
2330.90 |
2330.90 |
2311.80 |
2330.90 |
-6.40 |
|
|
|
Total Volume and Open Interest |
3,966 |
51,802 |
+514 |
S & P 500 E-Mini(Globex) |
Jun17 |
170327 |
2337.00 |
2341.50 |
2317.75 |
2338.50 |
-6.25 |
1,631,527 |
2,868,912 |
+11,622 |
Sep17 |
170327 |
2335.00 |
2338.25 |
2314.75 |
2335.00 |
-6.50 |
2,457 |
3,360 |
+91 |
Dec17 |
170327 |
2323.25 |
2334.00 |
2316.00 |
2333.00 |
-6.25 |
72 |
1,222 |
-3 |
Mar18 |
170327 |
2331.00 |
2331.00 |
2313.50 |
2331.00 |
-6.25 |
0 |
18 |
+0 |
Total Volume and Open Interest |
1,634,056 |
2,873,512 |
+11,710 |
NASDAQ 100 E-Mini(Globex) |
Jun17 |
170327 |
5360.00 |
5385.80 |
5317.30 |
5379.00 |
+0.20 |
269,772 |
238,273 |
-1,357 |
Sep17 |
170327 |
5361.00 |
5385.50 |
5320.00 |
5381.30 |
-0.20 |
49 |
235 |
-6 |
Dec17 |
170327 |
5382.80 |
5382.80 |
5330.30 |
5382.80 |
-0.20 |
0 |
19 |
+0 |
Total Volume and Open Interest |
269,821 |
238,537 |
-1,363 |
S&P Midcap 400(CME) e-Mini |
Mar17 |
170317 |
1730.40 |
1730.50 |
1727.00 |
1729.75 |
+1.55 |
10,865 |
15,233 |
-2,794 |
Jun17 |
170327 |
1692.50 |
1693.00 |
1670.80 |
1690.30 |
-2.80 |
18,967 |
90,921 |
-662 |
Sep17 |
170327 |
1688.90 |
1688.90 |
1672.70 |
1688.90 |
-2.80 |
|
|
|
Total Volume and Open Interest |
18,967 |
90,921 |
-662 |
Volatility Index(CBOE) |
Mar17 |
170322 |
12.30 |
12.85 |
12.15 |
12.15 |
-0.03 |
126,473 |
128,062 |
-24,004 |
Apr17 |
170327 |
14.10 |
14.80 |
13.55 |
13.58 |
-0.35 |
124,057 |
305,652 |
-20,510 |
May17 |
170327 |
14.50 |
15.04 |
14.00 |
14.08 |
-0.32 |
75,627 |
90,782 |
+2,703 |
Jun17 |
170327 |
15.15 |
15.57 |
14.70 |
14.73 |
-0.40 |
22,885 |
35,627 |
+925 |
Total Volume and Open Interest |
241,427 |
520,056 |
-11,392 |
S & P 600(CME) |
Mar17 |
170317 |
842.20 |
842.20 |
842.20 |
842.20 |
-1.90 |
|
|
|
Jun17 |
170327 |
825.10 |
825.10 |
825.10 |
825.10 |
+0.50 |
|
|
|
Total Volume and Open Interest |
|
|
|
Russell 2000 Mini(ICE) |
Jun17 |
170327 |
1351.70 |
1359.40 |
1332.20 |
1356.90 |
+2.30 |
190,992 |
544,515 |
-1,794 |
Sep17 |
170327 |
1347.70 |
1355.50 |
1339.90 |
1355.40 |
+2.30 |
19 |
217 |
-11 |
Dec17 |
170327 |
1353.90 |
1353.90 |
1353.90 |
1353.90 |
+2.30 |
0 |
80 |
+0 |
Total Volume and Open Interest |
191,011 |
544,812 |
-1,805 |
Nikkei 225(CME) |
Jun17 |
170327 |
19145 |
19145 |
18800 |
19055 |
-100 |
13,408 |
33,273 |
+652 |
Sep17 |
170327 |
19075 |
19075 |
19075 |
19075 |
-100 |
0 |
30 |
+0 |
Total Volume and Open Interest |
13,408 |
33,303 |
+652 |
Nikkei 225(SGX) |
Jun17 |
170327 |
18775 |
18820 |
18770 |
18775 |
-385 |
90,480 |
186,741 |
+2,887 |
Sep17 |
170327 |
18750 |
18750 |
18740 |
18740 |
-170 |
47 |
590 |
+27 |
Dec17 |
170327 |
18630 |
18630 |
18630 |
18630 |
-390 |
0 |
2,413 |
+0 |
Total Volume and Open Interest |
90,595 |
195,847 |
+2,899 |
Nikkei 225 Mini(JPX) |
Mar17 |
170309 |
19245 |
19410 |
19245 |
19310 |
+60 |
496,363 |
433,766 |
-10,601 |
Jun17 |
170323 |
18925 |
18975 |
18765 |
18930 |
+20 |
589,466 |
311,535 |
-202,720 |
Sep17 |
170323 |
18870 |
18925 |
18730 |
18890 |
+30 |
2,714 |
4,715 |
+19 |
Total Volume and Open Interest |
622,450 |
371,990 |
-218,171 |
Nikkei 225(JPX) |
Mar17 |
170309 |
19250 |
19410 |
19240 |
19310 |
+60 |
93,539 |
218,402 |
-117,245 |
Jun17 |
170323 |
18930 |
18980 |
18760 |
18930 |
+20 |
44,562 |
321,418 |
-15,266 |
Sep17 |
170323 |
18890 |
18920 |
18720 |
18890 |
+30 |
198 |
9,696 |
-6 |
Total Volume and Open Interest |
44,776 |
414,760 |
-15,024 |
Nikkei 225(CME) Yen |
Mar17 |
170309 |
19295 |
19435 |
19265 |
19415 |
+95 |
37,733 |
47,047 |
-5,302 |
Jun17 |
170327 |
19070 |
19070 |
18735 |
18980 |
-115 |
50,211 |
55,519 |
-907 |
Sep17 |
170327 |
18935 |
18935 |
18720 |
18935 |
-115 |
1 |
3 |
-1 |
Total Volume and Open Interest |
50,212 |
55,523 |
-908 |
Nikkei 225(CME) e-Mini Yen |
Mar17 |
170309 |
19290 |
19420 |
19290 |
19410 |
+90 |
2 |
92 |
-2 |
Jun17 |
170327 |
18980 |
18980 |
18980 |
18980 |
-110 |
0 |
13 |
+0 |
Sep17 |
170327 |
18940 |
18940 |
18935 |
18940 |
-110 |
|
|
|
Total Volume and Open Interest |
0 |
13 |
+0 |
CAC 40(EURONEXT) |
Apr17 |
170327 |
4983.0 |
5024.0 |
4963.0 |
5011.0 |
-1.0 |
84,805 |
357,055 |
-857 |
May17 |
170327 |
4903.0 |
4948.0 |
4903.0 |
4947.5 |
-1.0 |
93 |
202 |
+61 |
Jun17 |
170327 |
4869.0 |
4900.0 |
4850.0 |
4897.5 |
-1.0 |
191 |
16,961 |
+37 |
Total Volume and Open Interest |
85,089 |
378,233 |
-759 |
Hang Seng Index(HKFE) |
Mar17 |
170327 |
24384 |
24454 |
24148 |
24255 |
-126 |
105,058 |
133,515 |
-3,069 |
Apr17 |
170327 |
24393 |
24463 |
24164 |
24259 |
-133 |
6,211 |
19,460 |
+3,705 |
Total Volume and Open Interest |
113,640 |
168,031 |
+1,228 |
DAX(EUREX) |
Jun17 |
170327 |
12027.5 |
12062.0 |
11942.5 |
12020.5 |
-73.5 |
91,768 |
148,985 |
-24,087 |
Sep17 |
170327 |
12018.5 |
12045.0 |
11946.0 |
12012.0 |
-73.5 |
95 |
4,966 |
-13 |
Dec17 |
170327 |
11968.0 |
12004.0 |
11967.0 |
12004.0 |
-74.5 |
0 |
1 |
+0 |
Total Volume and Open Interest |
91,863 |
178,847 |
+795 |
Mini-DAX(EUREX) |
Mar17 |
170317 |
12057.0 |
12120.0 |
12020.0 |
12084.5 |
+0.5 |
22,207 |
5,898 |
-3,195 |
Jun17 |
170327 |
12030.0 |
12062.0 |
11944.0 |
12020.5 |
-73.5 |
28,277 |
7,223 |
-2,397 |
Sep17 |
170327 |
12018.0 |
12048.0 |
11947.0 |
12012.0 |
-73.5 |
58 |
114 |
-4 |
Total Volume and Open Interest |
28,337 |
9,173 |
-577 |
DJ EuroSTOXX 50(EUREX) |
Mar17 |
170317 |
3436 |
3456 |
3428 |
3455 |
+16 |
1,785,575 |
1,304,661 |
-1,146,452 |
Jun17 |
170327 |
3350 |
3372 |
3333 |
3362 |
-8 |
1,095,954 |
3,915,626 |
-28,561 |
Sep17 |
170327 |
3336 |
3361 |
3328 |
3353 |
-8 |
265 |
43,384 |
-49 |
Total Volume and Open Interest |
1,099,105 |
3,995,897 |
-28,541 |
Swiss Market Index(EUREX) |
Mar17 |
170317 |
8672 |
8681 |
8648 |
8680 |
+30 |
82,683 |
119,570 |
-24,285 |
Jun17 |
170327 |
8418 |
8479 |
8374 |
8439 |
-22 |
26,503 |
190,418 |
-7,321 |
Sep17 |
170327 |
8389 |
8415 |
8352 |
8415 |
-22 |
6 |
3,914 |
+0 |
Total Volume and Open Interest |
26,539 |
201,275 |
-408 |
FT-SE 100(EURONEXT) |
Jun17 |
170327 |
7234.00 |
7237.50 |
7180.50 |
7220.00 |
-39.50 |
93,629 |
749,740 |
-4,037 |
Sep17 |
170327 |
7155.50 |
7155.50 |
7155.50 |
7155.50 |
-39.50 |
20 |
23 |
+8 |
Dec17 |
170327 |
7115.50 |
7115.50 |
7115.50 |
7115.50 |
-39.50 |
0 |
150 |
+0 |
Total Volume and Open Interest |
93,649 |
749,913 |
-4,029 |
SPI 200(SFE) |
Jun17 |
170327 |
5747.0 |
5763.0 |
5685.0 |
5736.0 |
-11.0 |
32,844 |
265,072 |
+708 |
Sep17 |
170327 |
5672.0 |
5679.0 |
5672.0 |
5679.0 |
-12.0 |
1 |
1,965 |
+1 |
Dec17 |
170327 |
5667.0 |
5667.0 |
5667.0 |
5667.0 |
-12.0 |
0 |
1,478 |
+0 |
Total Volume and Open Interest |
32,872 |
269,392 |
+733 |
FTSE MIB(ISE) |
Jun17 |
170327 |
19605.00 |
19710.00 |
19500.00 |
19672.00 |
-80.00 |
25,239 |
32,732 |
+1,837 |
Sep17 |
170327 |
19525.00 |
19597.00 |
19455.00 |
19597.00 |
-68.00 |
77 |
65 |
+48 |
Dec17 |
170327 |
19487.00 |
19487.00 |
19487.00 |
19487.00 |
-68.00 |
0 |
25 |
+0 |
Total Volume and Open Interest |
25,316 |
32,822 |
+1,885 |
KOSPI 200(KFE) |
Jun17 |
170327 |
282.80 |
283.60 |
280.35 |
280.75 |
-2.10 |
110,339 |
138,490 |
+138,490 |
Sep17 |
170327 |
283.20 |
284.45 |
281.00 |
281.40 |
-1.95 |
231 |
4,943 |
+48 |
Dec17 |
170327 |
284.00 |
284.00 |
281.50 |
281.50 |
-2.45 |
0 |
8,741 |
+0 |
Total Volume and Open Interest |
110,570 |
155,445 |
-887 |
GSCI(CME) |
Apr17 |
170327 |
374.35 |
376.90 |
374.05 |
376.80 |
-1.45 |
83 |
15,499 |
+57 |
May17 |
170327 |
379.20 |
379.20 |
379.20 |
379.20 |
-1.45 |
|
|
|
Jun17 |
170327 |
380.20 |
380.20 |
380.20 |
380.20 |
-1.45 |
|
|
|
Total Volume and Open Interest |
83 |
15,499 |
+57 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|