|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Tue September 05, 2017 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep17 |
170905 |
945.00 |
965.00 |
945.00 |
960.50 |
+18.50 |
4,217 |
2,845 |
-1,815 |
Nov17 |
170905 |
953.75 |
973.50 |
952.25 |
968.50 |
+19.00 |
122,195 |
383,732 |
+269 |
Jan18 |
170905 |
964.00 |
983.00 |
962.00 |
978.25 |
+19.00 |
19,357 |
81,005 |
+2,095 |
Mar18 |
170905 |
974.00 |
992.25 |
971.75 |
987.50 |
+19.00 |
10,745 |
66,073 |
+2,982 |
May18 |
170905 |
981.25 |
1000.75 |
980.75 |
996.25 |
+18.75 |
4,766 |
37,356 |
+215 |
Jul18 |
170905 |
988.50 |
1007.50 |
987.75 |
1003.25 |
+18.25 |
4,071 |
56,854 |
+512 |
Aug18 |
170905 |
994.00 |
1005.00 |
994.00 |
1004.00 |
+18.50 |
77 |
1,965 |
+8 |
Sep18 |
170905 |
996.25 |
996.50 |
993.25 |
995.50 |
+17.25 |
28 |
783 |
-10 |
Nov18 |
170905 |
975.75 |
993.50 |
975.25 |
988.25 |
+15.75 |
2,038 |
26,352 |
+255 |
Jan19 |
170905 |
977.00 |
993.50 |
977.00 |
993.50 |
+16.50 |
6 |
179 |
-1 |
Mar19 |
170905 |
989.25 |
996.00 |
989.25 |
996.00 |
+16.50 |
15 |
62 |
+3 |
May19 |
170905 |
998.75 |
998.75 |
998.75 |
998.75 |
+16.50 |
0 |
27 |
+0 |
Jul19 |
170905 |
1002.50 |
1002.50 |
1002.50 |
1002.50 |
+16.50 |
44 |
81 |
+35 |
Aug19 |
170905 |
1000.25 |
1000.25 |
1000.25 |
1000.25 |
+16.50 |
0 |
7 |
+0 |
Total Volume and Open Interest |
167,590 |
657,710 |
+4,569 |
Soybean Meal(CBOT) |
Sep17 |
170905 |
294.70 |
303.10 |
294.70 |
302.80 |
+9.60 |
5,277 |
3,847 |
-860 |
Oct17 |
170905 |
296.50 |
305.20 |
296.20 |
304.80 |
+9.30 |
15,654 |
50,307 |
-362 |
Dec17 |
170905 |
300.00 |
308.30 |
299.60 |
308.00 |
+9.20 |
40,550 |
185,901 |
-2,734 |
Jan18 |
170905 |
301.30 |
309.70 |
301.10 |
309.40 |
+9.00 |
6,263 |
41,345 |
+916 |
Mar18 |
170905 |
304.90 |
312.60 |
304.70 |
312.20 |
+8.70 |
3,632 |
40,796 |
+610 |
May18 |
170905 |
306.90 |
314.80 |
306.90 |
314.40 |
+8.60 |
1,751 |
24,553 |
+227 |
Jul18 |
170905 |
309.00 |
317.20 |
309.00 |
316.90 |
+8.70 |
1,995 |
17,766 |
+422 |
Aug18 |
170905 |
312.70 |
317.80 |
312.70 |
317.80 |
+8.80 |
276 |
3,921 |
+141 |
Sep18 |
170905 |
313.10 |
318.00 |
313.10 |
318.00 |
+8.60 |
256 |
3,981 |
+41 |
Oct18 |
170905 |
310.80 |
316.60 |
309.80 |
316.60 |
+8.20 |
296 |
3,680 |
+121 |
Total Volume and Open Interest |
76,697 |
386,570 |
-1,314 |
Soybean Oil(CBOT) |
Sep17 |
170905 |
35.50 |
35.60 |
35.01 |
35.10 |
-0.21 |
7,252 |
4,066 |
-1,796 |
Oct17 |
170905 |
35.59 |
35.75 |
35.09 |
35.19 |
-0.23 |
18,462 |
59,618 |
+607 |
Dec17 |
170905 |
35.87 |
35.99 |
35.34 |
35.44 |
-0.23 |
59,499 |
201,805 |
+3,542 |
Jan18 |
170905 |
35.97 |
36.12 |
35.49 |
35.59 |
-0.23 |
4,860 |
43,478 |
+345 |
Mar18 |
170905 |
36.21 |
36.31 |
35.68 |
35.79 |
-0.22 |
4,826 |
44,832 |
+481 |
May18 |
170905 |
36.27 |
36.45 |
35.85 |
35.96 |
-0.20 |
3,319 |
30,777 |
+1,237 |
Jul18 |
170905 |
36.28 |
36.54 |
35.95 |
36.09 |
-0.17 |
2,583 |
19,265 |
+433 |
Aug18 |
170905 |
36.26 |
36.43 |
35.92 |
36.00 |
-0.19 |
113 |
1,813 |
+25 |
Sep18 |
170905 |
36.05 |
36.32 |
35.78 |
35.83 |
-0.19 |
105 |
1,973 |
+10 |
Oct18 |
170905 |
35.71 |
36.05 |
35.46 |
35.55 |
-0.22 |
171 |
2,072 |
+74 |
Total Volume and Open Interest |
101,711 |
423,328 |
+5,078 |
Canola(WCE) |
Nov17 |
170905 |
497.4 |
501.8 |
496.3 |
497.2 |
-0.1 |
15,462 |
103,369 |
+5,429 |
Jan18 |
170905 |
504.9 |
508.7 |
503.2 |
504.0 |
+0.2 |
3,476 |
33,238 |
+1,609 |
Mar18 |
170905 |
511.2 |
515.3 |
509.3 |
510.7 |
+0.5 |
1,145 |
8,104 |
+434 |
May18 |
170905 |
515.0 |
518.0 |
512.5 |
513.5 |
+0.8 |
64 |
2,384 |
+9 |
Jul18 |
170905 |
516.8 |
518.7 |
513.2 |
514.0 |
+0.2 |
34 |
1,096 |
+15 |
Total Volume and Open Interest |
20,191 |
149,141 |
+7,499 |
Corn(CBOT) |
Sep17 |
170905 |
343.25 |
345.75 |
341.25 |
344.25 |
+4.25 |
14,612 |
6,780 |
-5,962 |
Dec17 |
170905 |
354.75 |
360.50 |
354.75 |
358.50 |
+3.25 |
281,176 |
781,766 |
+35 |
Mar18 |
170905 |
367.50 |
373.25 |
367.50 |
371.00 |
+3.25 |
68,353 |
251,026 |
+2,545 |
May18 |
170905 |
374.75 |
380.50 |
374.75 |
378.50 |
+3.25 |
14,008 |
57,807 |
+1,082 |
Jul18 |
170905 |
381.00 |
386.75 |
381.00 |
385.00 |
+3.25 |
29,399 |
113,614 |
+1,277 |
Sep18 |
170905 |
388.75 |
393.00 |
388.75 |
391.25 |
+3.25 |
4,871 |
28,041 |
-69 |
Dec18 |
170905 |
395.50 |
401.00 |
395.50 |
400.00 |
+3.50 |
16,167 |
71,609 |
+2,012 |
Mar19 |
170905 |
405.25 |
410.50 |
405.25 |
409.75 |
+3.50 |
259 |
2,414 |
+85 |
May19 |
170905 |
413.00 |
415.00 |
413.00 |
414.75 |
+3.50 |
64 |
549 |
+16 |
Jul19 |
170905 |
415.75 |
419.00 |
415.75 |
419.00 |
+3.25 |
48 |
882 |
-3 |
Total Volume and Open Interest |
429,227 |
1,316,468 |
+1,075 |
Wheat(CBOT) |
Sep17 |
170905 |
428.25 |
433.50 |
428.00 |
430.50 |
+10.00 |
1,462 |
917 |
-1,167 |
Dec17 |
170905 |
441.25 |
446.75 |
439.50 |
443.00 |
+4.25 |
81,232 |
268,709 |
-784 |
Mar18 |
170905 |
462.25 |
467.75 |
460.75 |
463.25 |
+3.25 |
19,282 |
85,725 |
+1,851 |
May18 |
170905 |
474.25 |
480.25 |
473.50 |
475.25 |
+2.25 |
5,996 |
26,511 |
+77 |
Jul18 |
170905 |
488.00 |
492.50 |
485.75 |
487.25 |
+1.50 |
6,565 |
40,103 |
+513 |
Sep18 |
170905 |
502.25 |
506.75 |
502.00 |
502.50 |
+1.75 |
1,603 |
5,988 |
+459 |
Total Volume and Open Interest |
117,180 |
439,268 |
+1,345 |
Wheat(KCBT) |
Sep17 |
170905 |
416.50 |
419.50 |
416.50 |
419.50 |
+7.00 |
2,389 |
1,290 |
-1,062 |
Dec17 |
170905 |
440.50 |
447.00 |
439.75 |
445.00 |
+6.25 |
34,831 |
151,326 |
+1,140 |
Mar18 |
170905 |
458.00 |
464.00 |
457.50 |
462.50 |
+6.25 |
14,815 |
76,047 |
+1,006 |
May18 |
170905 |
471.50 |
477.75 |
471.00 |
476.25 |
+6.25 |
4,532 |
17,749 |
+390 |
Jul18 |
170905 |
489.75 |
494.50 |
488.50 |
492.75 |
+5.75 |
2,007 |
22,462 |
+334 |
Sep18 |
170905 |
510.00 |
514.25 |
510.00 |
513.50 |
+5.75 |
291 |
4,379 |
+82 |
Dec18 |
170905 |
536.50 |
539.25 |
536.00 |
538.75 |
+5.00 |
170 |
3,066 |
-13 |
Total Volume and Open Interest |
59,041 |
276,586 |
+1,878 |
Wheat(MGE) |
Sep17 |
170905 |
609.75 |
609.75 |
609.75 |
609.75 |
-2.25 |
884 |
987 |
-602 |
Dec17 |
170905 |
632.75 |
635.00 |
626.00 |
629.00 |
-2.75 |
8,973 |
42,355 |
+613 |
Mar18 |
170905 |
646.00 |
646.00 |
638.00 |
640.00 |
-3.00 |
4,001 |
22,172 |
-605 |
May18 |
170905 |
639.25 |
643.25 |
638.00 |
638.75 |
-2.75 |
1,339 |
7,322 |
+85 |
Jul18 |
170905 |
636.50 |
637.50 |
633.75 |
633.75 |
-4.00 |
1,013 |
3,681 |
+479 |
Sep18 |
170905 |
625.50 |
626.50 |
623.00 |
623.00 |
-2.00 |
141 |
1,969 |
+6 |
Total Volume and Open Interest |
16,416 |
79,519 |
+3 |
Oats(CBOT) |
Sep17 |
170905 |
218.50 |
218.50 |
218.50 |
218.50 |
-5.00 |
7 |
10 |
-14 |
Dec17 |
170905 |
238.00 |
244.00 |
230.25 |
231.25 |
-5.00 |
697 |
4,764 |
-106 |
Mar18 |
170905 |
243.00 |
245.75 |
238.50 |
239.00 |
-4.00 |
89 |
882 |
+8 |
May18 |
170905 |
247.00 |
247.00 |
237.75 |
237.75 |
-3.00 |
11 |
38 |
+4 |
Total Volume and Open Interest |
804 |
5,722 |
-108 |
Rough Rice(CBOT) |
Sep17 |
170905 |
12.49 |
12.49 |
12.49 |
12.49 |
-0.17 |
408 |
401 |
-702 |
Nov17 |
170905 |
12.94 |
12.94 |
12.64 |
12.77 |
-0.17 |
717 |
9,109 |
+156 |
Jan18 |
170905 |
13.15 |
13.15 |
12.94 |
13.01 |
-0.16 |
58 |
452 |
+10 |
Mar18 |
170905 |
13.10 |
13.15 |
13.10 |
13.15 |
-0.13 |
35 |
179 |
+13 |
Total Volume and Open Interest |
1,218 |
10,143 |
-523 |
Live Cattle(CME) |
Oct17 |
170905 |
105.080 |
106.450 |
104.300 |
104.430 |
-0.720 |
34,841 |
140,262 |
-4,303 |
Dec17 |
170905 |
109.430 |
110.850 |
108.885 |
109.385 |
-0.095 |
15,283 |
82,042 |
+2,218 |
Feb18 |
170905 |
112.680 |
114.300 |
112.500 |
113.180 |
+0.250 |
7,218 |
46,564 |
-102 |
Apr18 |
170905 |
113.980 |
115.150 |
113.550 |
114.100 |
+0.020 |
3,872 |
26,585 |
+262 |
Jun18 |
170905 |
108.150 |
109.180 |
107.830 |
108.230 |
+0.095 |
1,263 |
12,760 |
-83 |
Aug18 |
170905 |
106.580 |
107.480 |
106.150 |
106.600 |
+0.120 |
365 |
4,627 |
+109 |
Total Volume and Open Interest |
62,973 |
314,333 |
-2,016 |
Feeder Cattle(CME) |
Sep17 |
170905 |
142.735 |
144.300 |
141.750 |
142.050 |
-0.685 |
2,533 |
8,247 |
-209 |
Oct17 |
170905 |
143.330 |
144.935 |
142.050 |
142.500 |
-1.050 |
5,462 |
17,633 |
+365 |
Nov17 |
170905 |
143.830 |
144.935 |
142.600 |
142.950 |
-1.000 |
2,947 |
9,707 |
+444 |
Jan18 |
170905 |
141.235 |
142.400 |
140.250 |
140.935 |
-0.415 |
1,852 |
7,049 |
-42 |
Mar18 |
170905 |
139.000 |
140.485 |
138.500 |
139.080 |
-0.205 |
1,259 |
4,190 |
+279 |
Apr18 |
170905 |
139.550 |
141.100 |
139.100 |
139.685 |
-0.145 |
249 |
1,786 |
-42 |
May18 |
170905 |
139.150 |
140.950 |
138.880 |
139.330 |
-0.550 |
61 |
1,070 |
+6 |
Total Volume and Open Interest |
14,363 |
49,682 |
-3,988 |
Lean Hogs(CME) |
Oct17 |
170905 |
62.080 |
64.450 |
61.880 |
63.750 |
+2.300 |
29,372 |
96,903 |
-3,699 |
Dec17 |
170905 |
58.550 |
60.750 |
58.350 |
60.180 |
+2.130 |
16,053 |
65,067 |
+3,210 |
Feb18 |
170905 |
63.080 |
64.900 |
63.000 |
64.550 |
+1.815 |
9,627 |
40,742 |
+99 |
Apr18 |
170905 |
67.400 |
68.930 |
67.330 |
68.785 |
+1.785 |
3,103 |
25,526 |
-457 |
May18 |
170905 |
73.500 |
74.230 |
73.500 |
74.135 |
+1.655 |
52 |
794 |
+9 |
Jun18 |
170905 |
76.550 |
77.930 |
76.550 |
77.800 |
+1.300 |
1,195 |
13,652 |
-3 |
Jul18 |
170905 |
77.885 |
77.980 |
77.100 |
77.500 |
+0.850 |
162 |
2,213 |
+20 |
Aug18 |
170905 |
76.580 |
77.480 |
76.580 |
77.000 |
+0.865 |
71 |
1,196 |
+5 |
Total Volume and Open Interest |
59,673 |
246,433 |
-804 |
Class III Milk(CME) |
Sep17 |
170905 |
16.21 |
16.35 |
16.15 |
16.28 |
+0.13 |
329 |
5,631 |
+74 |
Oct17 |
170905 |
16.37 |
16.46 |
16.28 |
16.36 |
unch |
456 |
3,878 |
-31 |
Nov17 |
170905 |
16.18 |
16.27 |
16.13 |
16.19 |
+0.03 |
172 |
3,409 |
+9 |
Dec17 |
170905 |
16.06 |
16.09 |
15.97 |
16.04 |
+0.03 |
116 |
3,117 |
+34 |
Jan18 |
170905 |
15.93 |
15.95 |
15.93 |
15.95 |
+0.02 |
96 |
1,262 |
+47 |
Feb18 |
170905 |
15.98 |
16.00 |
15.98 |
16.00 |
unch |
77 |
1,090 |
+50 |
Mar18 |
170905 |
16.01 |
16.01 |
16.01 |
16.01 |
unch |
89 |
1,018 |
+56 |
Apr18 |
170905 |
16.04 |
16.04 |
16.04 |
16.04 |
unch |
99 |
877 |
+55 |
May18 |
170905 |
16.19 |
16.19 |
16.15 |
16.15 |
unch |
88 |
836 |
+51 |
Jun18 |
170905 |
16.35 |
16.40 |
16.35 |
16.37 |
+0.11 |
117 |
783 |
+101 |
Jul18 |
170905 |
16.68 |
16.68 |
16.59 |
16.59 |
+0.09 |
74 |
366 |
+55 |
Aug18 |
170905 |
16.70 |
16.80 |
16.70 |
16.70 |
+0.11 |
94 |
345 |
+86 |
Sep18 |
170905 |
16.80 |
16.80 |
16.70 |
16.70 |
+0.10 |
99 |
322 |
+79 |
Total Volume and Open Interest |
2,150 |
23,618 |
+880 |
Cocoa(ICE) |
Sep17 |
170905 |
1974 |
1974 |
1974 |
1974 |
-13 |
55 |
162 |
-15 |
Dec17 |
170905 |
1947 |
1982 |
1941 |
1946 |
-1 |
18,203 |
144,229 |
+982 |
Mar18 |
170905 |
1970 |
2000 |
1959 |
1965 |
-3 |
8,455 |
49,367 |
+758 |
May18 |
170905 |
1982 |
2012 |
1973 |
1977 |
-5 |
3,272 |
19,232 |
+100 |
Jul18 |
170905 |
1997 |
2027 |
1991 |
1992 |
-5 |
1,790 |
11,148 |
-253 |
Sep18 |
170905 |
2021 |
2027 |
2006 |
2007 |
-6 |
1,100 |
9,125 |
-84 |
Dec18 |
170905 |
2043 |
2043 |
2022 |
2023 |
-7 |
956 |
6,999 |
+295 |
Total Volume and Open Interest |
34,018 |
248,633 |
+1,864 |
Coffee "C"(ICE) |
Sep17 |
170905 |
126.50 |
126.50 |
126.50 |
126.50 |
-1.25 |
7 |
377 |
-18 |
Dec17 |
170905 |
128.60 |
131.25 |
127.20 |
127.85 |
-1.20 |
19,137 |
111,517 |
+1,859 |
Mar18 |
170905 |
132.35 |
134.70 |
130.75 |
131.35 |
-1.30 |
4,578 |
46,624 |
+701 |
May18 |
170905 |
134.70 |
137.05 |
133.15 |
133.70 |
-1.25 |
2,086 |
18,671 |
+320 |
Jul18 |
170905 |
137.05 |
139.35 |
135.45 |
136.00 |
-1.30 |
811 |
8,870 |
+10 |
Sep18 |
170905 |
138.90 |
140.30 |
137.70 |
138.30 |
-1.30 |
504 |
6,808 |
+104 |
Total Volume and Open Interest |
27,490 |
199,662 |
+3,031 |
Orange Juice(ICE) |
Sep17 |
170905 |
146.60 |
146.60 |
145.50 |
145.50 |
+6.90 |
253 |
83 |
-203 |
Nov17 |
170905 |
140.25 |
146.40 |
140.25 |
145.00 |
+8.50 |
847 |
7,689 |
+166 |
Jan18 |
170905 |
139.50 |
145.00 |
139.50 |
143.45 |
+6.95 |
39 |
1,474 |
+4 |
Mar18 |
170905 |
141.50 |
145.00 |
141.50 |
144.50 |
+6.40 |
1 |
563 |
-1 |
May18 |
170905 |
146.85 |
146.85 |
146.85 |
146.85 |
+6.15 |
0 |
241 |
+0 |
Jul18 |
170905 |
149.45 |
149.45 |
149.45 |
149.45 |
+6.00 |
0 |
46 |
+0 |
Total Volume and Open Interest |
1,140 |
10,122 |
-34 |
Sugar #11(ICE) |
Oct17 |
170905 |
13.86 |
14.13 |
13.67 |
14.03 |
+0.28 |
73,262 |
373,160 |
-5,776 |
Mar18 |
170905 |
14.50 |
14.72 |
14.27 |
14.63 |
+0.27 |
36,791 |
245,712 |
+5,174 |
May18 |
170905 |
14.73 |
14.90 |
14.53 |
14.84 |
+0.23 |
11,147 |
83,560 |
+1,345 |
Jul18 |
170905 |
15.00 |
15.12 |
14.79 |
15.09 |
+0.23 |
7,299 |
56,683 |
+354 |
Oct18 |
170905 |
15.34 |
15.49 |
15.16 |
15.47 |
+0.24 |
2,617 |
38,479 |
+160 |
Mar19 |
170905 |
15.88 |
16.02 |
15.72 |
16.02 |
+0.25 |
498 |
22,198 |
-156 |
May19 |
170905 |
15.75 |
16.02 |
15.75 |
16.02 |
+0.25 |
212 |
4,262 |
-11 |
Jul19 |
170905 |
15.75 |
16.02 |
15.75 |
16.02 |
+0.24 |
256 |
4,918 |
-35 |
Total Volume and Open Interest |
132,442 |
835,949 |
+1,356 |
London Cocoa(LCE) |
Sep17 |
170905 |
1505 |
1529 |
1495 |
1498 |
+1 |
3,160 |
35,953 |
-1,607 |
Dec17 |
170905 |
1524 |
1549 |
1515 |
1519 |
unch |
8,859 |
97,205 |
-422 |
Mar18 |
170905 |
1549 |
1569 |
1533 |
1538 |
-3 |
3,247 |
57,776 |
+438 |
May18 |
170905 |
1562 |
1582 |
1548 |
1551 |
-3 |
989 |
20,156 |
+152 |
Jul18 |
170905 |
1574 |
1594 |
1561 |
1563 |
-3 |
1,070 |
19,753 |
+447 |
Sep18 |
170905 |
1589 |
1596 |
1572 |
1574 |
-5 |
1,031 |
15,285 |
+182 |
Dec18 |
170905 |
1612 |
1612 |
1589 |
1589 |
-5 |
221 |
8,949 |
+5 |
Total Volume and Open Interest |
18,631 |
256,330 |
-819 |
London Sugar(LCE) |
Oct17 |
170905 |
373.90 |
379.20 |
373.50 |
377.50 |
+3.40 |
9,521 |
34,070 |
+72 |
Dec17 |
170905 |
376.50 |
380.20 |
374.20 |
378.50 |
+1.90 |
5,191 |
27,452 |
+340 |
Mar18 |
170905 |
385.20 |
389.90 |
383.20 |
388.00 |
+2.10 |
1,529 |
15,916 |
+60 |
May18 |
170905 |
394.10 |
397.80 |
392.00 |
396.20 |
+2.30 |
496 |
5,736 |
-27 |
Aug18 |
170905 |
400.00 |
403.80 |
398.40 |
402.80 |
+2.40 |
288 |
5,172 |
+143 |
Total Volume and Open Interest |
17,082 |
90,843 |
+603 |
Cotton(ICE) |
Oct17 |
170905 |
72.95 |
75.55 |
72.95 |
75.26 |
+2.71 |
12 |
181 |
-6 |
Dec17 |
170905 |
72.00 |
74.88 |
72.00 |
74.88 |
+3.00 |
15,337 |
143,164 |
-887 |
Mar18 |
170905 |
71.00 |
73.79 |
71.00 |
73.61 |
+2.61 |
5,238 |
58,868 |
+1,215 |
May18 |
170905 |
71.54 |
73.85 |
71.44 |
73.78 |
+2.42 |
501 |
6,414 |
-84 |
Jul18 |
170905 |
71.72 |
73.81 |
71.72 |
73.81 |
+2.19 |
334 |
4,762 |
-66 |
Oct18 |
170905 |
71.63 |
71.63 |
71.20 |
71.63 |
+1.52 |
0 |
1 |
+0 |
Total Volume and Open Interest |
21,636 |
226,127 |
+346 |
Lumber(CME) |
Sep17 |
170905 |
389.8 |
398.3 |
389.6 |
396.4 |
+9.6 |
662 |
1,021 |
-274 |
Nov17 |
170905 |
375.8 |
384.2 |
375.7 |
384.2 |
+10.0 |
785 |
2,928 |
+440 |
Jan18 |
170905 |
383.4 |
392.2 |
382.8 |
392.2 |
+10.0 |
89 |
488 |
+52 |
Mar18 |
170905 |
382.4 |
388.7 |
380.8 |
388.0 |
+6.5 |
21 |
71 |
+13 |
Total Volume and Open Interest |
1,559 |
4,514 |
+231 |
Crude Oil(NYM) |
Oct17 |
170905 |
47.28 |
48.98 |
47.15 |
48.66 |
+1.37 |
882,983 |
527,656 |
+9,955 |
Nov17 |
170905 |
48.00 |
49.42 |
47.72 |
49.14 |
+1.15 |
317,070 |
252,111 |
+17,671 |
Dec17 |
170905 |
48.50 |
49.74 |
48.16 |
49.53 |
+0.99 |
233,775 |
311,442 |
-6,352 |
Jan18 |
170905 |
49.05 |
50.04 |
48.57 |
49.86 |
+0.87 |
107,257 |
177,307 |
+4,794 |
Feb18 |
170905 |
49.26 |
50.25 |
48.88 |
50.10 |
+0.78 |
50,640 |
68,391 |
-592 |
Mar18 |
170905 |
49.49 |
50.39 |
49.13 |
50.26 |
+0.71 |
67,422 |
125,393 |
-3,603 |
Apr18 |
170905 |
49.59 |
50.44 |
49.25 |
50.37 |
+0.66 |
15,480 |
41,214 |
-119 |
May18 |
170905 |
49.65 |
50.46 |
49.37 |
50.45 |
+0.63 |
12,458 |
40,816 |
-2,607 |
Jun18 |
170905 |
49.85 |
50.56 |
49.35 |
50.50 |
+0.60 |
52,262 |
151,142 |
-1,816 |
Jul18 |
170905 |
49.82 |
50.55 |
49.58 |
50.52 |
+0.57 |
5,729 |
32,788 |
-245 |
Aug18 |
170905 |
49.87 |
50.54 |
49.64 |
50.54 |
+0.54 |
3,740 |
23,942 |
-24 |
Sep18 |
170905 |
49.90 |
50.57 |
49.69 |
50.57 |
+0.52 |
8,456 |
53,971 |
-242 |
Oct18 |
170905 |
50.60 |
50.60 |
50.60 |
50.60 |
+0.50 |
2,866 |
22,823 |
-373 |
Nov18 |
170905 |
50.63 |
50.63 |
50.63 |
50.63 |
+0.47 |
1,989 |
26,470 |
+113 |
Dec18 |
170905 |
50.24 |
50.69 |
49.65 |
50.66 |
+0.45 |
39,259 |
190,691 |
+2,620 |
Jan19 |
170905 |
50.57 |
50.67 |
50.57 |
50.67 |
+0.44 |
1,205 |
22,489 |
-25 |
Total Volume and Open Interest |
1,823,491 |
2,265,965 |
+18,907 |
e-miNY Crude Oil(NYM) |
Oct17 |
170905 |
47.275 |
48.975 |
47.150 |
48.650 |
+1.350 |
16,592 |
5,354 |
-394 |
Nov17 |
170905 |
48.050 |
49.400 |
47.750 |
49.150 |
+1.150 |
300 |
496 |
+35 |
Dec17 |
170905 |
48.575 |
49.700 |
48.200 |
49.525 |
+0.975 |
68 |
681 |
+2 |
Jan18 |
170905 |
49.500 |
49.850 |
49.500 |
49.850 |
+0.850 |
144 |
681 |
+135 |
Feb18 |
170905 |
50.000 |
50.250 |
50.000 |
50.100 |
+0.775 |
146 |
428 |
+138 |
Mar18 |
170905 |
49.000 |
50.250 |
49.000 |
50.250 |
+0.700 |
13 |
24 |
+12 |
Apr18 |
170905 |
50.375 |
50.375 |
50.375 |
50.375 |
+0.675 |
8 |
62 |
+8 |
May18 |
170905 |
50.450 |
50.450 |
50.450 |
50.450 |
+0.625 |
0 |
95 |
+0 |
Jun18 |
170905 |
49.625 |
50.500 |
49.625 |
50.500 |
+0.600 |
1 |
27 |
+1 |
Jul18 |
170905 |
50.525 |
50.525 |
50.525 |
50.525 |
+0.575 |
0 |
3 |
+0 |
Total Volume and Open Interest |
17,272 |
7,977 |
-63 |
NY Harbor ULSD(NYM) |
Oct17 |
170905 |
175.30 |
177.36 |
169.74 |
174.80 |
+0.12 |
120,309 |
101,331 |
-410 |
Nov17 |
170905 |
173.61 |
175.25 |
168.29 |
173.23 |
+0.19 |
64,490 |
65,407 |
+1,355 |
Dec17 |
170905 |
173.03 |
173.10 |
166.91 |
171.71 |
+0.20 |
71,160 |
58,122 |
-1,487 |
Jan18 |
170905 |
172.61 |
172.61 |
166.05 |
170.65 |
+0.29 |
28,358 |
38,141 |
-392 |
Feb18 |
170905 |
168.26 |
170.13 |
164.75 |
169.31 |
+0.35 |
17,927 |
19,446 |
-123 |
Mar18 |
170905 |
165.26 |
168.70 |
163.52 |
167.87 |
+0.43 |
11,965 |
21,688 |
+795 |
Apr18 |
170905 |
164.39 |
167.14 |
162.25 |
166.46 |
+0.45 |
3,796 |
9,819 |
+817 |
May18 |
170905 |
163.76 |
166.18 |
163.76 |
165.81 |
+0.42 |
2,225 |
8,504 |
+129 |
Jun18 |
170905 |
161.86 |
166.08 |
161.62 |
165.46 |
+0.37 |
5,977 |
24,367 |
+18 |
Jul18 |
170905 |
164.50 |
166.00 |
164.50 |
165.72 |
+0.38 |
778 |
2,077 |
+9 |
Aug18 |
170905 |
165.65 |
166.24 |
165.65 |
166.09 |
+0.42 |
563 |
2,265 |
+93 |
Sep18 |
170905 |
166.88 |
166.88 |
166.07 |
166.58 |
+0.46 |
535 |
1,924 |
-58 |
Oct18 |
170905 |
165.82 |
167.14 |
165.82 |
167.14 |
+0.49 |
272 |
870 |
+2 |
Nov18 |
170905 |
167.73 |
167.73 |
167.73 |
167.73 |
+0.52 |
306 |
2,048 |
+0 |
Total Volume and Open Interest |
332,389 |
385,158 |
-10,493 |
RBOB Gasoline(NYM) |
Oct17 |
170905 |
175.09 |
175.09 |
165.79 |
169.91 |
-4.88 |
190,777 |
129,687 |
+1,664 |
Nov17 |
170905 |
160.40 |
160.40 |
154.30 |
158.86 |
-1.30 |
131,153 |
91,937 |
+8,502 |
Dec17 |
170905 |
153.20 |
153.95 |
149.25 |
153.40 |
-0.18 |
75,396 |
60,237 |
-614 |
Jan18 |
170905 |
151.43 |
152.13 |
147.96 |
151.87 |
+0.18 |
28,610 |
42,357 |
+361 |
Feb18 |
170905 |
151.92 |
152.52 |
148.71 |
152.39 |
+0.33 |
11,555 |
13,068 |
-116 |
Mar18 |
170905 |
152.72 |
153.96 |
150.22 |
153.87 |
+0.39 |
10,389 |
21,409 |
-694 |
Apr18 |
170905 |
170.79 |
171.57 |
167.82 |
171.47 |
+0.34 |
2,849 |
12,859 |
+138 |
May18 |
170905 |
170.90 |
171.80 |
168.73 |
171.80 |
+0.23 |
1,287 |
5,621 |
+191 |
Jun18 |
170905 |
169.04 |
170.99 |
167.49 |
170.95 |
+0.15 |
1,389 |
10,366 |
+32 |
Jul18 |
170905 |
167.76 |
169.28 |
167.42 |
169.28 |
+0.10 |
155 |
2,311 |
-13 |
Total Volume and Open Interest |
455,548 |
402,628 |
-3,750 |
e-miNY RBOB Gasoline(NYM) |
Oct17 |
170905 |
169.90 |
169.91 |
169.90 |
169.90 |
-4.89 |
|
|
|
Nov17 |
170905 |
158.90 |
158.90 |
158.86 |
158.90 |
-1.26 |
|
|
|
Dec17 |
170905 |
153.40 |
153.40 |
153.40 |
153.40 |
-0.18 |
|
|
|
Jan18 |
170905 |
151.90 |
151.90 |
151.87 |
151.90 |
+0.21 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Oct17 |
170905 |
3.013 |
3.059 |
2.965 |
2.972 |
-0.098 |
96,502 |
326,873 |
+3,410 |
Nov17 |
170905 |
3.093 |
3.129 |
3.037 |
3.044 |
-0.092 |
30,985 |
140,884 |
+2,977 |
Dec17 |
170905 |
3.238 |
3.265 |
3.180 |
3.189 |
-0.081 |
20,986 |
93,514 |
+1,346 |
Jan18 |
170905 |
3.333 |
3.363 |
3.278 |
3.287 |
-0.079 |
24,002 |
144,505 |
-64 |
Feb18 |
170905 |
3.333 |
3.355 |
3.275 |
3.285 |
-0.076 |
7,566 |
70,071 |
+648 |
Mar18 |
170905 |
3.287 |
3.312 |
3.236 |
3.244 |
-0.074 |
14,338 |
101,292 |
+1,144 |
Apr18 |
170905 |
2.922 |
2.945 |
2.902 |
2.911 |
-0.032 |
12,890 |
118,006 |
+1,900 |
May18 |
170905 |
2.896 |
2.903 |
2.864 |
2.875 |
-0.027 |
4,216 |
51,057 |
+876 |
Jun18 |
170905 |
2.918 |
2.927 |
2.891 |
2.901 |
-0.024 |
1,182 |
25,706 |
-52 |
Jul18 |
170905 |
2.941 |
2.954 |
2.918 |
2.927 |
-0.022 |
2,383 |
27,194 |
-133 |
Aug18 |
170905 |
2.943 |
2.954 |
2.921 |
2.931 |
-0.021 |
2,020 |
25,282 |
+36 |
Sep18 |
170905 |
2.921 |
2.935 |
2.896 |
2.907 |
-0.021 |
836 |
22,410 |
-75 |
Oct18 |
170905 |
2.941 |
2.954 |
2.916 |
2.926 |
-0.021 |
2,942 |
51,274 |
+281 |
Nov18 |
170905 |
3.000 |
3.000 |
2.964 |
2.975 |
-0.020 |
1,043 |
22,227 |
-144 |
Dec18 |
170905 |
3.126 |
3.126 |
3.093 |
3.102 |
-0.019 |
1,406 |
24,895 |
+249 |
Jan19 |
170905 |
3.196 |
3.198 |
3.174 |
3.184 |
-0.019 |
1,522 |
12,101 |
+12 |
Total Volume and Open Interest |
228,452 |
1,306,005 |
+13,058 |
Brent Crude Oil(ICE) |
Nov17 |
170905 |
52.30 |
53.66 |
52.09 |
53.38 |
+1.04 |
262,197 |
537,015 |
-21,491 |
Dec17 |
170905 |
52.26 |
53.62 |
52.13 |
53.36 |
+0.99 |
188,988 |
455,839 |
+15,385 |
Jan18 |
170905 |
52.39 |
53.65 |
52.22 |
53.41 |
+0.94 |
61,536 |
158,899 |
+4,953 |
Feb18 |
170905 |
52.51 |
53.73 |
52.36 |
53.50 |
+0.91 |
34,024 |
102,439 |
+2,696 |
Mar18 |
170905 |
52.60 |
53.81 |
52.49 |
53.59 |
+0.90 |
40,230 |
122,022 |
-2,078 |
Apr18 |
170905 |
52.69 |
53.85 |
52.58 |
53.65 |
+0.88 |
9,827 |
39,824 |
+1,582 |
May18 |
170905 |
52.77 |
53.90 |
52.66 |
53.71 |
+0.86 |
6,840 |
39,789 |
+1,577 |
Jun18 |
170905 |
52.84 |
53.97 |
52.74 |
53.77 |
+0.84 |
35,238 |
136,571 |
+2,079 |
Jul18 |
170905 |
52.95 |
53.93 |
52.90 |
53.85 |
+0.83 |
1,725 |
28,676 |
-311 |
Aug18 |
170905 |
53.91 |
53.91 |
53.91 |
53.91 |
+0.81 |
774 |
22,542 |
-118 |
Sep18 |
170905 |
53.94 |
53.94 |
53.94 |
53.94 |
+0.79 |
2,986 |
40,872 |
+510 |
Oct18 |
170905 |
54.03 |
54.03 |
53.98 |
53.98 |
+0.77 |
773 |
21,205 |
+87 |
Nov18 |
170905 |
54.03 |
54.03 |
54.03 |
54.03 |
+0.76 |
572 |
17,940 |
+91 |
Dec18 |
170905 |
53.29 |
54.25 |
53.16 |
54.07 |
+0.75 |
29,990 |
188,728 |
+805 |
Total Volume and Open Interest |
682,843 |
2,282,009 |
+5,079 |
Gas Oil(ICE) |
Sep17 |
170905 |
505.25 |
518.50 |
501.50 |
517.00 |
+12.50 |
42,963 |
101,280 |
-4,243 |
Oct17 |
170905 |
505.50 |
516.75 |
500.25 |
515.25 |
+12.00 |
108,309 |
224,375 |
-1,577 |
Nov17 |
170905 |
496.75 |
509.00 |
494.00 |
507.75 |
+10.75 |
57,221 |
90,991 |
+9,549 |
Dec17 |
170905 |
490.25 |
501.50 |
487.75 |
500.25 |
+9.75 |
89,431 |
130,242 |
+780 |
Jan18 |
170905 |
487.25 |
497.50 |
484.75 |
496.50 |
+9.25 |
23,299 |
51,823 |
+1,864 |
Feb18 |
170905 |
486.00 |
495.50 |
483.75 |
494.75 |
+8.75 |
13,526 |
37,698 |
+2,822 |
Mar18 |
170905 |
483.00 |
493.25 |
481.75 |
492.50 |
+8.25 |
19,365 |
34,044 |
+480 |
Apr18 |
170905 |
482.50 |
490.75 |
480.50 |
490.75 |
+8.25 |
4,277 |
17,612 |
+269 |
May18 |
170905 |
480.25 |
489.75 |
479.50 |
489.50 |
+8.25 |
4,076 |
13,098 |
+387 |
Jun18 |
170905 |
479.00 |
489.25 |
479.00 |
488.75 |
+8.25 |
16,855 |
41,030 |
-6,574 |
Total Volume and Open Interest |
393,344 |
945,745 |
+5,396 |
Ethanol(CBOT) |
Oct17 |
170905 |
1.500 |
1.510 |
1.499 |
1.505 |
+0.011 |
451 |
984 |
+106 |
Nov17 |
170905 |
1.465 |
1.465 |
1.465 |
1.465 |
+0.011 |
248 |
345 |
-6 |
Dec17 |
170905 |
1.435 |
1.446 |
1.435 |
1.446 |
+0.011 |
116 |
258 |
-1 |
Jan18 |
170905 |
1.423 |
1.423 |
1.423 |
1.423 |
+0.011 |
4 |
26 |
+1 |
Feb18 |
170905 |
1.435 |
1.435 |
1.435 |
1.435 |
+0.011 |
2 |
16 |
+1 |
Mar18 |
170905 |
1.466 |
1.466 |
1.466 |
1.466 |
+0.011 |
2 |
5 |
+1 |
Apr18 |
170905 |
1.525 |
1.525 |
1.525 |
1.525 |
+0.011 |
2 |
7 |
+1 |
May18 |
170905 |
1.525 |
1.525 |
1.525 |
1.525 |
+0.011 |
|
|
|
Total Volume and Open Interest |
883 |
1,708 |
+45 |
WTI Crude Oil(ICE) |
Oct17 |
170905 |
47.40 |
48.98 |
47.37 |
48.56 |
+1.16 |
51,277 |
74,638 |
+619 |
Nov17 |
170905 |
47.93 |
49.42 |
47.87 |
48.99 |
+1.03 |
57,466 |
63,746 |
+953 |
Dec17 |
170905 |
48.38 |
49.74 |
48.30 |
49.35 |
+0.92 |
48,647 |
103,678 |
-607 |
Jan18 |
170905 |
48.73 |
50.04 |
48.73 |
49.72 |
+0.88 |
14,739 |
27,984 |
+621 |
Feb18 |
170905 |
49.13 |
50.27 |
49.12 |
49.98 |
+0.83 |
8,589 |
12,510 |
-165 |
Mar18 |
170905 |
49.34 |
50.41 |
49.34 |
49.97 |
+0.61 |
8,243 |
17,302 |
+570 |
Apr18 |
170905 |
49.80 |
50.49 |
49.80 |
50.16 |
+0.66 |
1,386 |
3,741 |
-223 |
May18 |
170905 |
50.16 |
50.45 |
50.10 |
50.40 |
+0.81 |
786 |
6,946 |
+216 |
Jun18 |
170905 |
49.63 |
50.56 |
49.63 |
50.21 |
+0.56 |
9,885 |
54,837 |
+2,339 |
Jul18 |
170905 |
50.52 |
50.52 |
50.52 |
50.52 |
+0.82 |
182 |
6,400 |
+91 |
Aug18 |
170905 |
50.54 |
50.54 |
50.54 |
50.54 |
+0.80 |
59 |
2,862 |
+4 |
Sep18 |
170905 |
50.57 |
50.57 |
50.57 |
50.57 |
+0.79 |
264 |
7,114 |
-1 |
Oct18 |
170905 |
50.60 |
50.60 |
50.60 |
50.60 |
+0.78 |
109 |
1,661 |
-80 |
Nov18 |
170905 |
50.63 |
50.63 |
50.63 |
50.63 |
+0.76 |
40 |
6,214 |
+0 |
Dec18 |
170905 |
49.90 |
50.69 |
49.87 |
50.58 |
+0.67 |
9,456 |
119,811 |
+344 |
Jan19 |
170905 |
50.65 |
50.67 |
50.65 |
50.65 |
+0.72 |
2 |
1,502 |
+0 |
Total Volume and Open Interest |
212,364 |
578,224 |
+4,771 |
US Dollar Index(ICE) |
Sep17 |
170905 |
92.610 |
92.695 |
92.145 |
92.225 |
-0.545 |
44,564 |
48,677 |
-260 |
Dec17 |
170905 |
92.395 |
92.445 |
91.910 |
91.985 |
-0.545 |
2,223 |
5,697 |
+498 |
Mar18 |
170905 |
91.945 |
91.945 |
91.740 |
91.760 |
-0.545 |
6 |
591 |
+5 |
Total Volume and Open Interest |
46,796 |
55,294 |
+244 |
Australian Dollar(CME) |
Sep17 |
170905 |
79.54 |
80.28 |
79.41 |
79.96 |
+0.28 |
112,195 |
149,791 |
-1,568 |
Dec17 |
170905 |
79.50 |
80.16 |
79.32 |
79.87 |
+0.29 |
1,087 |
6,784 |
+11 |
Mar18 |
170905 |
79.78 |
79.78 |
79.78 |
79.78 |
+0.28 |
0 |
219 |
+0 |
Total Volume and Open Interest |
113,431 |
157,359 |
-1,574 |
British Pound(CME) |
Sep17 |
170905 |
129.70 |
130.49 |
129.13 |
130.47 |
+0.86 |
105,712 |
218,815 |
-244 |
Dec17 |
170905 |
129.96 |
130.87 |
129.58 |
130.85 |
+0.86 |
2,096 |
5,213 |
+310 |
Mar18 |
170905 |
130.77 |
131.27 |
130.77 |
131.27 |
+0.86 |
28 |
343 |
-1 |
Total Volume and Open Interest |
108,084 |
225,103 |
+158 |
Canadian Dollar(CME) |
Sep17 |
170905 |
80.65 |
81.08 |
80.49 |
80.81 |
+0.08 |
112,396 |
188,675 |
+3,958 |
Dec17 |
170905 |
80.69 |
81.12 |
80.54 |
80.86 |
+0.08 |
2,388 |
6,275 |
+249 |
Mar18 |
170905 |
81.10 |
81.10 |
80.76 |
80.90 |
+0.09 |
14 |
629 |
-9 |
Jun18 |
170905 |
81.09 |
81.09 |
80.80 |
80.90 |
+0.08 |
1 |
163 |
+0 |
Total Volume and Open Interest |
114,995 |
196,331 |
+4,258 |
Japanese Yen(CME) |
Sep17 |
170905 |
91.19 |
92.12 |
91.02 |
92.10 |
+1.33 |
160,783 |
198,830 |
+628 |
Dec17 |
170905 |
91.62 |
92.51 |
91.43 |
92.50 |
+1.34 |
2,271 |
6,767 |
+94 |
Mar18 |
170905 |
92.00 |
92.99 |
92.00 |
92.99 |
+1.34 |
67 |
401 |
+53 |
Total Volume and Open Interest |
163,523 |
206,474 |
+822 |
Swiss Franc(CME) |
Sep17 |
170905 |
104.22 |
104.98 |
104.06 |
104.86 |
+1.13 |
36,924 |
41,070 |
+674 |
Dec17 |
170905 |
104.81 |
105.58 |
104.74 |
105.48 |
+1.14 |
508 |
871 |
+220 |
Mar18 |
170905 |
106.17 |
106.17 |
106.17 |
106.17 |
+1.14 |
0 |
43 |
+0 |
Total Volume and Open Interest |
37,432 |
42,005 |
+894 |
EuroFX(CME) |
Sep17 |
170905 |
118.90 |
119.49 |
118.76 |
119.27 |
+0.51 |
252,044 |
447,703 |
-4,983 |
Dec17 |
170905 |
119.41 |
120.06 |
119.34 |
119.85 |
+0.51 |
7,394 |
13,034 |
+446 |
Mar18 |
170905 |
120.29 |
120.53 |
120.29 |
120.49 |
+0.51 |
303 |
1,484 |
-48 |
Total Volume and Open Interest |
264,037 |
464,843 |
-4,918 |
Mexican Peso(CME) |
Sep17 |
170905 |
558.88 |
561.63 |
555.25 |
557.25 |
-3.00 |
50,875 |
233,643 |
-4,578 |
Oct17 |
170905 |
554.75 |
554.75 |
554.75 |
554.75 |
-3.00 |
2 |
21 |
-2 |
Total Volume and Open Interest |
51,118 |
242,227 |
-4,454 |
Brazilian Real(CME) |
Oct17 |
170905 |
317.25 |
320.25 |
317.00 |
319.85 |
+2.85 |
2,727 |
18,783 |
+706 |
Nov17 |
170905 |
319.90 |
319.90 |
318.40 |
318.40 |
+2.70 |
0 |
61 |
+0 |
Dec17 |
170905 |
317.10 |
317.10 |
317.10 |
317.10 |
+2.60 |
14 |
5,176 |
+0 |
Jan18 |
170905 |
315.95 |
315.95 |
315.95 |
315.95 |
+2.65 |
0 |
312 |
+0 |
Total Volume and Open Interest |
2,741 |
24,632 |
-8,072 |
30-Year T-Bonds(CBOT) |
Sep17 |
170905 |
156~270 |
158~160 |
156~150 |
158~090 |
+1~260 |
63,392 |
45,701 |
-27,793 |
Dec17 |
170905 |
155~190 |
157~070 |
155~050 |
157~000 |
+1~260 |
271,648 |
720,569 |
+6,372 |
Mar18 |
170905 |
156~020 |
156~080 |
156~020 |
156~020 |
+1~200 |
0 |
2 |
+0 |
Total Volume and Open Interest |
335,040 |
766,272 |
-21,421 |
10-Year T-Notes(CBOT) |
Sep17 |
170905 |
127~055 |
127~230 |
127~005 |
127~215 |
+0~230 |
252,047 |
190,812 |
-75,129 |
Dec17 |
170905 |
126~295 |
127~150 |
126~240 |
127~135 |
+0~240 |
1,384,311 |
3,235,554 |
+962 |
Mar18 |
170905 |
127~015 |
127~015 |
127~015 |
127~015 |
+0~240 |
|
|
|
Total Volume and Open Interest |
1,636,358 |
3,426,366 |
-74,167 |
5-Year T-Notes(CBOT) |
Sep17 |
170905 |
118~244 |
119~030 |
118~230 |
119~024 |
+0~134 |
200,120 |
146,614 |
-42,381 |
Dec17 |
170905 |
118~166 |
118~270 |
118~134 |
118~262 |
+0~144 |
785,514 |
3,084,478 |
-2,075 |
Mar18 |
170905 |
118~184 |
118~184 |
118~184 |
118~184 |
+0~144 |
|
|
|
Total Volume and Open Interest |
985,634 |
3,231,092 |
-44,456 |
2 Year T-Notes(CBOT) |
Sep17 |
170905 |
108~090 |
108~110 |
108~084 |
108~110 |
+0~034 |
117,657 |
53,560 |
-53,389 |
Dec17 |
170905 |
108~050 |
108~076 |
108~042 |
108~074 |
+0~040 |
336,608 |
1,440,292 |
+49,228 |
Mar18 |
170905 |
108~056 |
108~056 |
108~056 |
108~056 |
+0~040 |
|
|
|
Total Volume and Open Interest |
454,265 |
1,493,852 |
-4,161 |
Eurodollars(CME) |
Sep17 |
170905 |
98.680 |
98.683 |
98.675 |
98.683 |
+0.005 |
123,880 |
1,359,470 |
+10,683 |
Dec17 |
170905 |
98.580 |
98.595 |
98.575 |
98.590 |
+0.015 |
163,090 |
2,025,949 |
+6,220 |
Mar18 |
170905 |
98.535 |
98.560 |
98.530 |
98.555 |
+0.030 |
133,425 |
1,177,311 |
+2,109 |
Jun18 |
170905 |
98.495 |
98.525 |
98.485 |
98.520 |
+0.045 |
139,261 |
1,089,349 |
+24,538 |
Sep18 |
170905 |
98.445 |
98.480 |
98.435 |
98.475 |
+0.050 |
161,908 |
1,050,077 |
+21,200 |
Dec18 |
170905 |
98.365 |
98.415 |
98.360 |
98.410 |
+0.060 |
199,088 |
1,563,810 |
+30,500 |
Mar19 |
170905 |
98.335 |
98.395 |
98.330 |
98.385 |
+0.070 |
133,740 |
1,007,344 |
+172 |
Jun19 |
170905 |
98.295 |
98.360 |
98.295 |
98.355 |
+0.075 |
112,826 |
762,207 |
+6,617 |
Sep19 |
170905 |
98.260 |
98.330 |
98.260 |
98.325 |
+0.080 |
93,847 |
717,739 |
+2,401 |
Dec19 |
170905 |
98.200 |
98.275 |
98.200 |
98.270 |
+0.085 |
97,148 |
859,350 |
+316 |
Mar20 |
170905 |
98.180 |
98.250 |
98.165 |
98.240 |
+0.090 |
65,881 |
445,963 |
+3,419 |
Jun20 |
170905 |
98.130 |
98.215 |
98.130 |
98.205 |
+0.090 |
60,982 |
370,384 |
+4,093 |
Sep20 |
170905 |
98.095 |
98.175 |
98.090 |
98.170 |
+0.095 |
41,208 |
261,470 |
+2,049 |
Dec20 |
170905 |
98.040 |
98.125 |
98.030 |
98.120 |
+0.100 |
43,954 |
344,269 |
+6,366 |
Mar21 |
170905 |
98.010 |
98.090 |
98.000 |
98.085 |
+0.100 |
26,252 |
207,406 |
+3,518 |
Jun21 |
170905 |
97.960 |
98.050 |
97.955 |
98.045 |
+0.100 |
28,190 |
138,473 |
+5,356 |
Sep21 |
170905 |
97.920 |
98.010 |
97.905 |
98.000 |
+0.100 |
17,671 |
110,472 |
+1,428 |
Dec21 |
170905 |
97.870 |
97.955 |
97.850 |
97.950 |
+0.100 |
25,063 |
116,430 |
-347 |
Total Volume and Open Interest |
1,704,250 |
13,870,530 |
+130,793 |
Ultra T-Bond(CBOT) |
Sep17 |
170905 |
169~11 |
171~15 |
168~23 |
171~08 |
+2~14 |
25,079 |
52,544 |
-8,556 |
Dec17 |
170905 |
168~07 |
170~16 |
167~22 |
170~08 |
+2~14 |
126,104 |
841,990 |
+10,712 |
Mar18 |
170905 |
169~08 |
169~08 |
169~08 |
169~08 |
+2~14 |
|
|
|
Total Volume and Open Interest |
151,183 |
894,534 |
+2,156 |
Ultra 10-Yr T-Note(CBOT) |
Sep17 |
170905 |
136~300 |
137~255 |
136~255 |
137~230 |
+1~005 |
29,615 |
12,233 |
-7,047 |
Dec17 |
170905 |
136~150 |
137~070 |
136~055 |
137~040 |
+1~015 |
162,357 |
414,176 |
+16,548 |
Mar18 |
170905 |
137~040 |
137~040 |
137~040 |
137~040 |
+1~015 |
|
|
|
Total Volume and Open Interest |
191,972 |
426,409 |
+9,501 |
30 Day Federal Funds(CBOT) |
Sep17 |
170905 |
98.845 |
98.848 |
98.845 |
98.845 |
unch |
9,810 |
89,424 |
-598 |
Oct17 |
170905 |
98.845 |
98.850 |
98.840 |
98.845 |
unch |
6,052 |
290,365 |
-230 |
Nov17 |
170905 |
98.840 |
98.845 |
98.835 |
98.840 |
+0.005 |
4,565 |
213,815 |
+1,226 |
Dec17 |
170905 |
98.800 |
98.810 |
98.795 |
98.810 |
+0.015 |
6,338 |
97,470 |
-921 |
Jan18 |
170905 |
98.760 |
98.780 |
98.755 |
98.775 |
+0.020 |
31,455 |
339,780 |
+13,215 |
Feb18 |
170905 |
98.765 |
98.780 |
98.755 |
98.775 |
+0.020 |
9,337 |
156,474 |
+3,944 |
Total Volume and Open Interest |
108,295 |
1,618,077 |
-147,590 |
Japanese Govt Bonds(SGX) |
Sep17 |
170904 |
151.27 |
151.30 |
151.21 |
151.25 |
+0.14 |
1,512 |
18,242 |
-153 |
Dec17 |
170904 |
151.06 |
151.09 |
151.02 |
151.04 |
+0.14 |
212 |
1,421 |
+83 |
Mar18 |
170904 |
151.04 |
151.04 |
151.04 |
151.04 |
+0.14 |
|
|
|
Total Volume and Open Interest |
1,724 |
19,663 |
-70 |
Euro-Buxl(EUREX) |
Sep17 |
170905 |
167.10 |
169.28 |
166.44 |
168.50 |
+1.32 |
83,752 |
208,440 |
-11,194 |
Dec17 |
170905 |
165.52 |
167.80 |
164.90 |
166.94 |
+1.32 |
38,986 |
130,305 |
+38,246 |
Mar18 |
170905 |
165.10 |
165.10 |
165.10 |
165.10 |
+1.32 |
|
|
|
Total Volume and Open Interest |
122,738 |
338,745 |
+27,052 |
Euro-Bund(EUREX) |
Sep17 |
170905 |
165.05 |
165.83 |
164.84 |
165.52 |
+0.48 |
959,778 |
1,643,934 |
-164,945 |
Dec17 |
170905 |
162.15 |
162.93 |
161.96 |
162.64 |
+0.48 |
397,281 |
1,144,804 |
+364,623 |
Mar18 |
170905 |
161.91 |
162.29 |
161.91 |
162.29 |
+0.48 |
6 |
34 |
+1 |
Total Volume and Open Interest |
1,357,065 |
2,788,772 |
+199,679 |
Euro-Bobl(EUREX) |
Sep17 |
170905 |
133.19 |
133.48 |
133.14 |
133.36 |
+0.16 |
693,980 |
1,384,334 |
-21,523 |
Dec17 |
170905 |
131.61 |
131.87 |
131.53 |
131.74 |
+0.15 |
388,236 |
1,000,356 |
+382,596 |
Mar18 |
170905 |
131.96 |
131.96 |
131.96 |
131.96 |
+0.16 |
|
|
|
Total Volume and Open Interest |
1,082,216 |
2,384,690 |
+361,073 |
Euro-Schatz(EUREX) |
Sep17 |
170905 |
112.29 |
112.36 |
112.29 |
112.32 |
+0.03 |
542,138 |
1,402,615 |
-6,761 |
Dec17 |
170905 |
112.21 |
112.26 |
112.19 |
112.22 |
+0.01 |
359,060 |
960,732 |
+371,701 |
Mar18 |
170905 |
112.32 |
112.32 |
112.32 |
112.32 |
+0.03 |
0 |
2 |
+0 |
Total Volume and Open Interest |
901,198 |
2,363,349 |
+364,940 |
3-Mth Euribor(EUREX) |
Sep17 |
170905 |
100.330 |
100.330 |
100.330 |
100.330 |
unch |
23 |
5,835 |
+0 |
Dec17 |
170905 |
100.330 |
100.330 |
100.330 |
100.330 |
+0.005 |
32 |
7,030 |
-9 |
Mar18 |
170905 |
100.320 |
100.320 |
100.320 |
100.320 |
+0.005 |
4 |
5,652 |
-447 |
Total Volume and Open Interest |
505 |
39,795 |
-455 |
Long Gilt(LIFFE) |
Sep17 |
170905 |
127~29 |
128~23 |
127~29 |
128~16 |
+0~14 |
7,566 |
132,685 |
-5,902 |
Dec17 |
170905 |
127~00 |
127~23 |
126~28 |
127~16 |
+0~14 |
166,912 |
694,021 |
+6,483 |
Total Volume and Open Interest |
174,478 |
826,706 |
+581 |
3-Mth Short Sterling(LIFFE) |
Sep17 |
170905 |
99.71 |
99.72 |
99.71 |
99.72 |
+0.01 |
24,428 |
438,032 |
+10,630 |
Dec17 |
170905 |
99.65 |
99.67 |
99.64 |
99.66 |
unch |
40,138 |
455,948 |
+4,272 |
Mar18 |
170905 |
99.60 |
99.61 |
99.59 |
99.61 |
+0.01 |
43,749 |
370,360 |
-9,105 |
Jun18 |
170905 |
99.55 |
99.58 |
99.54 |
99.57 |
+0.02 |
98,418 |
323,958 |
-20,054 |
Sep18 |
170905 |
99.51 |
99.54 |
99.49 |
99.53 |
+0.02 |
97,897 |
311,400 |
+6,051 |
Dec18 |
170905 |
99.46 |
99.50 |
99.44 |
99.49 |
+0.03 |
52,839 |
398,329 |
+6,648 |
Total Volume and Open Interest |
661,944 |
3,349,834 |
-23,745 |
3-Mth Euribor(LIFFE) |
Sep17 |
170905 |
100.330 |
100.330 |
100.325 |
100.325 |
unch |
23,826 |
401,451 |
-6,920 |
Dec17 |
170905 |
100.325 |
100.330 |
100.320 |
100.325 |
unch |
49,186 |
456,803 |
+7,638 |
Mar18 |
170905 |
100.320 |
100.325 |
100.310 |
100.320 |
+0.005 |
58,483 |
441,635 |
-272 |
Total Volume and Open Interest |
708,104 |
4,012,444 |
+17,945 |
3-Mth Aus T-Bills(SFE) |
Sep17 |
170905 |
98.24 |
98.25 |
98.23 |
98.25 |
+0.01 |
7,837 |
63,045 |
-5,790 |
Dec17 |
170905 |
98.21 |
98.22 |
98.19 |
98.21 |
-0.01 |
24,414 |
237,905 |
+1,113 |
Mar18 |
170905 |
98.16 |
98.17 |
98.13 |
98.14 |
-0.02 |
21,862 |
182,168 |
-2,436 |
Jun18 |
170905 |
98.09 |
98.09 |
98.04 |
98.06 |
-0.03 |
19,479 |
159,138 |
-1,527 |
Sep18 |
170905 |
98.01 |
98.02 |
97.96 |
97.98 |
-0.04 |
14,605 |
120,940 |
-1,141 |
Dec18 |
170905 |
97.95 |
97.95 |
97.89 |
97.90 |
-0.05 |
8,887 |
88,801 |
-2,871 |
Mar19 |
170905 |
97.88 |
97.88 |
97.82 |
97.84 |
-0.05 |
10,395 |
66,685 |
+1,274 |
Jun19 |
170905 |
97.82 |
97.82 |
97.77 |
97.78 |
-0.05 |
5,390 |
53,797 |
+1,019 |
Sep19 |
170905 |
97.76 |
97.76 |
97.71 |
97.71 |
-0.06 |
1,143 |
5,957 |
+676 |
Dec19 |
170905 |
97.68 |
97.68 |
97.64 |
97.65 |
-0.06 |
151 |
2,776 |
+19 |
Total Volume and Open Interest |
115,234 |
983,757 |
-9,664 |
10-Year Aus T-Bonds(SFE) |
Sep17 |
170905 |
97.38 |
97.38 |
97.32 |
97.33 |
-0.05 |
124,539 |
1,049,411 |
-3,789 |
Dec17 |
170905 |
97.35 |
97.35 |
97.29 |
97.30 |
-0.05 |
858 |
3,999 |
+145 |
Total Volume and Open Interest |
125,397 |
1,053,410 |
-3,644 |
3-Year Aus T-Bonds(SFE) |
Sep17 |
170905 |
98.03 |
98.03 |
97.96 |
97.98 |
-0.05 |
140,336 |
1,112,822 |
-5,668 |
Dec17 |
170905 |
97.97 |
97.97 |
97.94 |
97.94 |
-0.05 |
208 |
6,923 |
-28 |
Total Volume and Open Interest |
140,544 |
1,119,745 |
-5,696 |
Gold(CMX) |
Oct17 |
170905 |
1338.0 |
1345.6 |
1327.4 |
1340.6 |
+14.0 |
13,332 |
45,451 |
-4,825 |
Dec17 |
170905 |
1339.7 |
1349.7 |
1331.1 |
1344.5 |
+14.1 |
312,013 |
421,666 |
+1,623 |
Feb18 |
170905 |
1340.2 |
1353.1 |
1337.0 |
1348.4 |
+14.2 |
921 |
27,929 |
-67 |
Apr18 |
170905 |
1347.2 |
1356.5 |
1342.1 |
1351.9 |
+14.2 |
978 |
6,622 |
-227 |
Jun18 |
170905 |
1350.5 |
1359.9 |
1346.8 |
1355.5 |
+14.3 |
397 |
9,656 |
+15 |
Aug18 |
170905 |
1354.4 |
1360.8 |
1346.3 |
1359.0 |
+14.3 |
30 |
7,244 |
+4 |
Oct18 |
170905 |
1358.7 |
1362.6 |
1358.7 |
1362.6 |
+14.3 |
0 |
2,631 |
+0 |
Dec18 |
170905 |
1360.2 |
1368.5 |
1360.1 |
1366.4 |
+14.4 |
396 |
8,273 |
-2 |
Feb19 |
170905 |
1370.0 |
1370.0 |
1370.0 |
1370.0 |
+14.4 |
101 |
108 |
+99 |
Apr19 |
170905 |
1373.5 |
1373.5 |
1373.5 |
1373.5 |
+14.3 |
|
|
|
Jun19 |
170905 |
1366.0 |
1377.1 |
1366.0 |
1377.1 |
+14.2 |
0 |
773 |
+0 |
Total Volume and Open Interest |
328,551 |
534,902 |
-3,529 |
Silver(CMX) |
Sep17 |
170905 |
1778.0 |
1798.0 |
1777.5 |
1784.5 |
+12.6 |
21,198 |
4,103 |
-10,022 |
Dec17 |
170905 |
1788.0 |
1809.0 |
1783.5 |
1794.1 |
+12.5 |
88,593 |
156,730 |
+5,079 |
Mar18 |
170905 |
1797.5 |
1817.5 |
1797.5 |
1803.5 |
+12.6 |
1,252 |
9,594 |
+331 |
May18 |
170905 |
1821.0 |
1821.0 |
1809.6 |
1809.6 |
+12.7 |
66 |
2,742 |
+13 |
Jul18 |
170905 |
1815.7 |
1815.7 |
1815.7 |
1815.7 |
+12.7 |
27 |
1,482 |
+19 |
Sep18 |
170905 |
1824.0 |
1826.0 |
1821.5 |
1821.8 |
+12.7 |
47 |
422 |
+40 |
Dec18 |
170905 |
1832.0 |
1835.0 |
1831.3 |
1831.3 |
+12.7 |
66 |
1,736 |
+40 |
Total Volume and Open Interest |
111,488 |
178,349 |
-4,473 |
Platinum(NYMEX) |
Oct17 |
170905 |
1012.0 |
1018.0 |
1002.5 |
1009.0 |
unch |
18,905 |
63,700 |
-1,085 |
Jan18 |
170905 |
1015.4 |
1021.0 |
1006.0 |
1012.4 |
unch |
639 |
9,101 |
+120 |
Apr18 |
170905 |
1021.8 |
1023.4 |
1012.1 |
1016.8 |
+0.3 |
59 |
1,237 |
+45 |
Jul18 |
170905 |
1021.6 |
1021.6 |
1021.6 |
1021.6 |
+0.3 |
0 |
292 |
+0 |
Total Volume and Open Interest |
19,603 |
74,350 |
-920 |
Palladium(NYMEX) |
Sep17 |
170905 |
978.30 |
992.20 |
958.00 |
963.05 |
-18.10 |
1,495 |
287 |
-1,023 |
Dec17 |
170905 |
978.80 |
997.50 |
952.00 |
957.00 |
-20.10 |
4,591 |
33,844 |
+734 |
Mar18 |
170905 |
977.65 |
980.55 |
947.35 |
950.90 |
-17.80 |
27 |
585 |
+18 |
Total Volume and Open Interest |
6,113 |
34,732 |
-271 |
Copper(CMX) |
Sep17 |
170905 |
309.85 |
315.80 |
309.30 |
310.75 |
+0.95 |
15,355 |
8,980 |
-6,553 |
Dec17 |
170905 |
312.25 |
317.85 |
311.30 |
312.80 |
+1.00 |
77,576 |
222,574 |
+2,565 |
Mar18 |
170905 |
313.50 |
319.75 |
313.50 |
314.70 |
+0.95 |
5,662 |
45,372 |
+597 |
May18 |
170905 |
315.15 |
320.30 |
314.65 |
315.65 |
+0.85 |
1,899 |
13,478 |
+347 |
Jul18 |
170905 |
320.90 |
321.20 |
316.25 |
316.45 |
+0.75 |
455 |
5,425 |
-127 |
Total Volume and Open Interest |
103,311 |
326,577 |
-2,827 |
E-mini DJIA Index(CBOT) |
Sep17 |
170905 |
21885 |
21948 |
21703 |
21764 |
-216 |
114,407 |
150,918 |
+1,440 |
Dec17 |
170905 |
21899 |
21904 |
21661 |
21722 |
-219 |
629 |
1,600 |
+177 |
Mar18 |
170905 |
21840 |
21840 |
21687 |
21687 |
-219 |
1 |
35 |
+0 |
Jun18 |
170905 |
21700 |
21700 |
21656 |
21656 |
-219 |
0 |
2 |
+0 |
Total Volume and Open Interest |
115,037 |
152,555 |
+1,617 |
S & P 500(CME) |
Sep17 |
170905 |
2463.00 |
2471.00 |
2446.00 |
2459.70 |
-14.50 |
13,085 |
72,006 |
+2,006 |
Dec17 |
170905 |
2466.00 |
2467.30 |
2444.00 |
2457.90 |
-14.40 |
13 |
450 |
-12 |
Mar18 |
170905 |
2456.70 |
2456.70 |
2449.10 |
2456.70 |
-14.40 |
|
|
|
Jun18 |
170905 |
2455.30 |
2455.30 |
2447.70 |
2455.30 |
-14.40 |
|
|
|
Total Volume and Open Interest |
13,098 |
72,456 |
+1,994 |
S & P 500 E-Mini(CME) |
Sep17 |
170905 |
2461.25 |
2471.25 |
2445.50 |
2459.75 |
-14.50 |
1,752,826 |
3,208,773 |
+15,209 |
Dec17 |
170905 |
2460.25 |
2469.50 |
2443.75 |
2458.00 |
-14.25 |
42,085 |
147,656 |
+25,366 |
Mar18 |
170905 |
2459.00 |
2467.25 |
2443.00 |
2456.75 |
-14.25 |
270 |
9,908 |
+6 |
Jun18 |
170905 |
2455.25 |
2455.30 |
2444.25 |
2455.25 |
-14.50 |
8 |
466 |
+1 |
Total Volume and Open Interest |
1,795,189 |
3,366,821 |
+40,582 |
NASDAQ 100 E-Mini(CME) |
Sep17 |
170905 |
5956.50 |
5984.80 |
5889.50 |
5939.30 |
-49.00 |
273,833 |
293,170 |
+192 |
Dec17 |
170905 |
5973.80 |
5991.50 |
5897.00 |
5946.50 |
-48.80 |
2,923 |
4,040 |
+353 |
Mar18 |
170905 |
5983.00 |
5992.00 |
5908.50 |
5955.00 |
-48.80 |
14 |
55 |
+9 |
Total Volume and Open Interest |
276,770 |
297,265 |
+554 |
S&P Midcap 400(CME) e-Mini |
Sep17 |
170905 |
1728.30 |
1743.20 |
1710.70 |
1717.50 |
-19.20 |
13,379 |
87,051 |
+8 |
Dec17 |
170905 |
1738.30 |
1740.80 |
1710.30 |
1717.20 |
-18.70 |
2 |
11 |
+2 |
Mar18 |
170905 |
1713.90 |
1713.90 |
1713.90 |
1713.90 |
-18.70 |
|
|
|
Total Volume and Open Interest |
13,381 |
87,062 |
+10 |
Volatility Index(CBOE) |
Sep17 |
170905 |
13.44 |
14.30 |
12.85 |
13.18 |
+0.55 |
119,676 |
237,875 |
-9,219 |
Oct17 |
170905 |
14.37 |
14.81 |
13.95 |
14.03 |
+0.25 |
69,645 |
151,164 |
+7,013 |
Nov17 |
170905 |
14.74 |
15.12 |
14.41 |
14.48 |
+0.23 |
18,233 |
53,345 |
-768 |
Dec17 |
170905 |
14.83 |
15.13 |
14.57 |
14.58 |
+0.15 |
13,314 |
56,867 |
+1,245 |
Total Volume and Open Interest |
233,970 |
577,233 |
-1,601 |
S & P 600(CME) |
Sep17 |
170905 |
838.20 |
838.20 |
838.20 |
838.20 |
-8.90 |
|
|
|
Dec17 |
170905 |
835.00 |
835.00 |
835.00 |
835.00 |
-8.90 |
|
|
|
Total Volume and Open Interest |
|
|
|
Russell 2000 Mini(ICE) |
Sep17 |
170905 |
1418.00 |
1419.50 |
1393.50 |
1401.20 |
-10.90 |
86,775 |
546,109 |
-5,670 |
Dec17 |
170905 |
1409.30 |
1417.80 |
1392.90 |
1400.30 |
-10.70 |
1,425 |
1,842 |
+1,233 |
Mar18 |
170905 |
1399.30 |
1399.30 |
1399.30 |
1399.30 |
-10.70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
88,200 |
547,954 |
-4,437 |
Nikkei 225(CME) |
Sep17 |
170905 |
19510 |
19620 |
19270 |
19355 |
-340 |
13,291 |
32,596 |
-1,826 |
Dec17 |
170905 |
19400 |
19540 |
19190 |
19275 |
-340 |
3,466 |
2,651 |
+2,254 |
Total Volume and Open Interest |
16,757 |
35,247 |
+428 |
Nikkei 225(SGX) |
Sep17 |
170905 |
19400 |
19465 |
19395 |
19435 |
+5 |
80,209 |
236,384 |
+281 |
Dec17 |
170905 |
19270 |
19325 |
19270 |
19300 |
+10 |
8,432 |
15,667 |
+5,115 |
Mar18 |
170904 |
19260 |
19260 |
19260 |
19260 |
-265 |
0 |
205 |
+0 |
Total Volume and Open Interest |
105,485 |
260,178 |
-3,432 |
Nikkei 225 Mini(JPX) |
Sep17 |
170904 |
19710 |
19730 |
19450 |
19470 |
-220 |
957,014 |
548,996 |
-8,404 |
Dec17 |
170904 |
19575 |
19590 |
19315 |
19330 |
-220 |
49,728 |
36,534 |
-220 |
Mar18 |
170904 |
19520 |
19550 |
19275 |
19280 |
-220 |
823 |
3,745 |
+56 |
Total Volume and Open Interest |
1,016,847 |
612,509 |
-8,432 |
Nikkei 225(JPX) |
Sep17 |
170904 |
19710 |
19730 |
19450 |
19470 |
-220 |
81,581 |
355,190 |
-1,251 |
Dec17 |
170904 |
19580 |
19590 |
19310 |
19330 |
-220 |
6,680 |
45,170 |
+2,271 |
Mar18 |
170904 |
19510 |
19540 |
19280 |
19280 |
-220 |
53 |
3,345 |
-20 |
Total Volume and Open Interest |
88,435 |
471,316 |
+996 |
Nikkei 225(CME) Yen |
Sep17 |
170905 |
19450 |
19625 |
19265 |
19355 |
-335 |
43,274 |
56,705 |
+558 |
Dec17 |
170905 |
19430 |
19485 |
19130 |
19215 |
-340 |
711 |
1,133 |
+51 |
Mar18 |
170905 |
19175 |
19175 |
19175 |
19175 |
-340 |
|
|
|
Total Volume and Open Interest |
43,985 |
57,838 |
+609 |
Nikkei 225(CME) e-Mini Yen |
Sep17 |
170905 |
19360 |
19360 |
19355 |
19360 |
-330 |
0 |
12 |
+0 |
Dec17 |
170905 |
19220 |
19220 |
19215 |
19220 |
-330 |
|
|
|
Mar18 |
170905 |
19180 |
19180 |
19175 |
19180 |
-330 |
|
|
|
Total Volume and Open Interest |
0 |
12 |
+0 |
CAC 40(EURONEXT) |
Sep17 |
170905 |
5101.5 |
5125.5 |
5047.5 |
5085.0 |
-18.0 |
129,358 |
344,736 |
+11,372 |
Oct17 |
170905 |
5102.5 |
5110.0 |
5036.0 |
5073.5 |
-18.0 |
59,902 |
51,491 |
+50,133 |
Nov17 |
170905 |
5069.5 |
5069.5 |
5069.5 |
5069.5 |
-18.0 |
0 |
2 |
+0 |
Dec17 |
170905 |
5087.0 |
5102.5 |
5038.0 |
5064.5 |
-17.5 |
26 |
15,013 |
+3 |
Total Volume and Open Interest |
189,286 |
411,246 |
+61,508 |
Hang Seng Index(HKFE) |
Sep17 |
170905 |
27759 |
27824 |
27628 |
27711 |
-45 |
101,179 |
145,902 |
-310 |
Oct17 |
170905 |
27748 |
27800 |
27620 |
27693 |
-45 |
974 |
1,202 |
+633 |
Total Volume and Open Interest |
104,052 |
165,811 |
+761 |
DAX(EUREX) |
Sep17 |
170905 |
12110.5 |
12209.0 |
12038.5 |
12117.0 |
+11.0 |
80,298 |
127,429 |
-8,963 |
Dec17 |
170905 |
12103.5 |
12195.5 |
12030.5 |
12106.5 |
+11.0 |
573 |
12,267 |
+187 |
Mar18 |
170905 |
12114.0 |
12168.0 |
12102.5 |
12102.5 |
+11.0 |
2 |
157 |
+9 |
Total Volume and Open Interest |
80,873 |
139,853 |
-8,767 |
Mini-DAX(EUREX) |
Sep17 |
170905 |
12116.0 |
12210.0 |
12038.0 |
12117.0 |
+11.0 |
24,577 |
13,472 |
-652 |
Dec17 |
170905 |
12106.0 |
12199.0 |
12043.0 |
12106.5 |
+11.0 |
116 |
669 |
+28 |
Mar18 |
170905 |
12103.0 |
12103.0 |
12046.0 |
12102.5 |
+11.0 |
2 |
49 |
+0 |
Total Volume and Open Interest |
24,695 |
14,190 |
-624 |
DJ EuroSTOXX 50(EUREX) |
Sep17 |
170905 |
3431 |
3448 |
3394 |
3421 |
-10 |
861,680 |
3,388,136 |
+41,374 |
Dec17 |
170905 |
3415 |
3433 |
3380 |
3407 |
-10 |
8,059 |
242,205 |
+49,629 |
Mar18 |
170905 |
3419 |
3419 |
3380 |
3394 |
-10 |
19 |
51,660 |
-2 |
Total Volume and Open Interest |
869,758 |
3,682,002 |
+91,001 |
Swiss Market Index(EUREX) |
Sep17 |
170905 |
8850 |
8926 |
8804 |
8865 |
+5 |
31,202 |
179,600 |
-5,596 |
Dec17 |
170905 |
8842 |
8893 |
8792 |
8840 |
+5 |
2,100 |
7,115 |
+460 |
Mar18 |
170905 |
8739 |
8739 |
8739 |
8739 |
+5 |
0 |
35 |
+0 |
Total Volume and Open Interest |
33,302 |
186,750 |
-5,136 |
FT-SE 100(EURONEXT) |
Sep17 |
170905 |
7422.00 |
7433.00 |
7327.50 |
7369.50 |
-41.00 |
71,178 |
760,714 |
+45 |
Dec17 |
170905 |
7380.50 |
7390.00 |
7291.00 |
7328.50 |
-40.50 |
934 |
14,129 |
+280 |
Mar18 |
170905 |
7264.50 |
7264.50 |
7264.50 |
7264.50 |
-41.00 |
|
|
|
Total Volume and Open Interest |
72,112 |
774,843 |
+325 |
SPI 200(SFE) |
Sep17 |
170905 |
5677.0 |
5708.0 |
5644.0 |
5692.0 |
+12.0 |
27,086 |
251,024 |
-715 |
Dec17 |
170905 |
5669.0 |
5678.0 |
5634.0 |
5678.0 |
+13.0 |
169 |
1,872 |
+117 |
Mar18 |
170905 |
5631.0 |
5631.0 |
5631.0 |
5631.0 |
+13.0 |
0 |
1,477 |
+0 |
Total Volume and Open Interest |
27,265 |
256,377 |
-588 |
FTSE MIB(ISE) |
Sep17 |
170905 |
21800.00 |
21910.00 |
21545.00 |
21741.00 |
-45.00 |
19,853 |
30,559 |
-8 |
Dec17 |
170905 |
21710.00 |
21780.00 |
21470.00 |
21619.00 |
-45.00 |
41 |
211 |
+4 |
Mar18 |
170905 |
21539.00 |
21539.00 |
21539.00 |
21539.00 |
-45.00 |
0 |
1 |
|
Total Volume and Open Interest |
19,894 |
30,772 |
|
KOSPI 200(KFE) |
Sep17 |
170905 |
304.85 |
306.00 |
303.50 |
304.05 |
-0.80 |
191,953 |
282,351 |
+2,000 |
Dec17 |
170905 |
305.60 |
306.55 |
304.25 |
304.85 |
-0.75 |
2,277 |
56,846 |
+574 |
Mar18 |
170905 |
301.40 |
302.00 |
301.20 |
301.50 |
-1.75 |
9 |
9,716 |
+6 |
Total Volume and Open Interest |
194,242 |
379,123 |
+2,581 |
GSCI(CME) |
Sep17 |
170905 |
387.80 |
391.05 |
387.80 |
389.25 |
+3.10 |
1,313 |
13,714 |
-1,050 |
Oct17 |
170905 |
390.50 |
390.50 |
389.25 |
389.25 |
+3.05 |
725 |
1,020 |
+725 |
Nov17 |
170905 |
390.00 |
390.00 |
390.00 |
390.00 |
+3.05 |
|
|
|
Total Volume and Open Interest |
2,038 |
14,734 |
-325 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|