|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Wed September 20, 2017 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov17 |
170920 |
966.00 |
974.00 |
964.75 |
970.00 |
+4.50 |
102,033 |
359,365 |
-2,461 |
Jan18 |
170920 |
976.50 |
984.25 |
975.25 |
980.50 |
+4.50 |
21,847 |
100,119 |
+2,064 |
Mar18 |
170920 |
985.75 |
993.25 |
984.50 |
989.75 |
+4.50 |
9,176 |
67,994 |
+1,124 |
May18 |
170920 |
994.00 |
1001.50 |
994.00 |
998.00 |
+4.50 |
3,697 |
39,413 |
+236 |
Jul18 |
170920 |
1000.75 |
1008.00 |
1000.25 |
1004.75 |
+4.50 |
4,398 |
64,208 |
+194 |
Aug18 |
170920 |
1005.00 |
1005.00 |
1004.75 |
1004.75 |
+3.50 |
50 |
2,147 |
-1 |
Sep18 |
170920 |
996.50 |
996.50 |
996.00 |
996.25 |
+4.00 |
87 |
922 |
+19 |
Nov18 |
170920 |
984.75 |
991.50 |
984.75 |
988.25 |
+3.50 |
2,266 |
30,537 |
+275 |
Jan19 |
170920 |
995.00 |
995.00 |
994.25 |
994.25 |
+3.25 |
20 |
227 |
+10 |
Mar19 |
170920 |
997.25 |
999.50 |
996.00 |
997.25 |
+3.25 |
71 |
300 |
+7 |
May19 |
170920 |
1000.50 |
1000.50 |
1000.50 |
1000.50 |
+3.25 |
0 |
53 |
+0 |
Jul19 |
170920 |
1004.75 |
1004.75 |
1001.00 |
1004.75 |
+3.25 |
0 |
109 |
+0 |
Aug19 |
170920 |
1001.25 |
1001.25 |
1001.25 |
1001.25 |
+3.25 |
0 |
14 |
+0 |
Sep19 |
170920 |
997.00 |
997.00 |
997.00 |
997.00 |
+3.25 |
0 |
21 |
+0 |
Total Volume and Open Interest |
143,774 |
665,947 |
+1,516 |
Soybean Meal(CBOT) |
Oct17 |
170920 |
305.00 |
308.40 |
304.50 |
306.30 |
+1.30 |
14,099 |
37,668 |
-136 |
Dec17 |
170920 |
308.70 |
312.20 |
308.30 |
310.10 |
+1.40 |
42,915 |
184,826 |
-555 |
Jan18 |
170920 |
310.50 |
314.00 |
310.20 |
312.10 |
+1.50 |
9,484 |
42,396 |
+460 |
Mar18 |
170920 |
313.80 |
316.70 |
313.10 |
315.00 |
+1.50 |
4,480 |
44,801 |
+47 |
May18 |
170920 |
316.50 |
319.20 |
316.50 |
317.40 |
+1.40 |
900 |
27,025 |
+43 |
Jul18 |
170920 |
318.80 |
321.30 |
318.30 |
319.70 |
+1.10 |
1,513 |
19,764 |
+84 |
Aug18 |
170920 |
320.30 |
321.80 |
319.90 |
320.20 |
+0.90 |
98 |
4,485 |
-1 |
Sep18 |
170920 |
319.60 |
321.80 |
319.60 |
320.00 |
+0.80 |
229 |
4,462 |
-5 |
Oct18 |
170920 |
317.70 |
319.80 |
317.20 |
317.90 |
+0.70 |
308 |
4,158 |
-47 |
Dec18 |
170920 |
318.10 |
320.40 |
317.30 |
318.10 |
+0.40 |
802 |
11,164 |
+75 |
Total Volume and Open Interest |
75,082 |
383,301 |
+131 |
Soybean Oil(CBOT) |
Oct17 |
170920 |
34.56 |
34.81 |
34.38 |
34.67 |
+0.15 |
22,481 |
41,095 |
-1,015 |
Dec17 |
170920 |
34.82 |
35.05 |
34.62 |
34.91 |
+0.15 |
52,367 |
209,974 |
-3,933 |
Jan18 |
170920 |
34.99 |
35.19 |
34.78 |
35.06 |
+0.14 |
12,571 |
54,451 |
+2,908 |
Mar18 |
170920 |
35.23 |
35.40 |
35.03 |
35.30 |
+0.14 |
5,795 |
54,296 |
+1,950 |
May18 |
170920 |
35.53 |
35.59 |
35.20 |
35.47 |
+0.13 |
1,210 |
32,336 |
-92 |
Jul18 |
170920 |
35.51 |
35.72 |
35.32 |
35.61 |
+0.14 |
1,500 |
27,278 |
+137 |
Aug18 |
170920 |
35.48 |
35.64 |
35.38 |
35.59 |
+0.16 |
69 |
3,577 |
+1 |
Sep18 |
170920 |
35.34 |
35.55 |
35.26 |
35.48 |
+0.19 |
79 |
2,041 |
+21 |
Oct18 |
170920 |
35.00 |
35.34 |
34.95 |
35.22 |
+0.20 |
115 |
2,267 |
+22 |
Dec18 |
170920 |
35.13 |
35.36 |
34.92 |
35.24 |
+0.23 |
422 |
13,587 |
+79 |
Total Volume and Open Interest |
96,728 |
442,448 |
+134 |
Canola(WCE) |
Nov17 |
170920 |
491.1 |
495.1 |
490.9 |
492.9 |
+0.8 |
8,920 |
116,273 |
+626 |
Jan18 |
170920 |
498.8 |
501.8 |
497.7 |
499.7 |
+0.9 |
3,745 |
50,437 |
+1,568 |
Mar18 |
170920 |
504.5 |
507.3 |
503.6 |
504.6 |
+0.1 |
715 |
13,773 |
+141 |
May18 |
170920 |
508.6 |
511.0 |
507.3 |
508.2 |
-0.3 |
127 |
2,953 |
+33 |
Jul18 |
170920 |
510.5 |
512.6 |
509.5 |
510.0 |
-0.5 |
123 |
2,484 |
+76 |
Total Volume and Open Interest |
13,635 |
187,043 |
+2,448 |
Corn(CBOT) |
Dec17 |
170920 |
348.00 |
351.50 |
347.25 |
350.00 |
+1.75 |
113,073 |
799,619 |
+750 |
Mar18 |
170920 |
360.50 |
364.00 |
360.00 |
362.50 |
+1.75 |
39,400 |
236,304 |
+1,591 |
May18 |
170920 |
369.00 |
372.50 |
368.50 |
371.00 |
+1.75 |
21,319 |
98,223 |
+4,070 |
Jul18 |
170920 |
375.75 |
379.00 |
375.25 |
377.75 |
+1.50 |
8,392 |
128,421 |
+1,697 |
Sep18 |
170920 |
382.50 |
385.50 |
382.25 |
384.00 |
+1.50 |
1,561 |
31,670 |
+23 |
Dec18 |
170920 |
391.25 |
394.00 |
390.25 |
392.75 |
+1.50 |
7,232 |
81,432 |
-1,091 |
Mar19 |
170920 |
401.50 |
404.00 |
401.50 |
403.00 |
+1.50 |
100 |
7,732 |
+48 |
May19 |
170920 |
406.00 |
409.00 |
406.00 |
408.25 |
+1.50 |
10 |
680 |
-1 |
Jul19 |
170920 |
410.50 |
413.50 |
410.25 |
412.75 |
+1.25 |
29 |
1,059 |
+18 |
Sep19 |
170920 |
408.00 |
408.00 |
407.25 |
407.25 |
+1.50 |
8 |
254 |
+7 |
Total Volume and Open Interest |
191,280 |
1,387,310 |
+7,201 |
Wheat(CBOT) |
Dec17 |
170920 |
443.25 |
450.75 |
442.75 |
449.75 |
+6.75 |
54,102 |
258,433 |
-3,757 |
Mar18 |
170920 |
463.75 |
470.25 |
463.00 |
469.75 |
+5.75 |
15,863 |
81,597 |
+189 |
May18 |
170920 |
477.00 |
484.00 |
477.00 |
483.25 |
+5.25 |
3,913 |
32,519 |
+261 |
Jul18 |
170920 |
488.25 |
495.25 |
488.25 |
494.50 |
+5.25 |
2,077 |
42,239 |
+13 |
Sep18 |
170920 |
502.75 |
509.00 |
501.00 |
508.50 |
+5.00 |
476 |
6,662 |
+94 |
Dec18 |
170920 |
522.25 |
526.25 |
521.75 |
526.25 |
+4.75 |
472 |
9,308 |
+107 |
Total Volume and Open Interest |
76,934 |
433,250 |
-3,090 |
Wheat(KCBT) |
Dec17 |
170920 |
442.25 |
449.75 |
442.00 |
448.00 |
+6.00 |
14,925 |
142,192 |
-224 |
Mar18 |
170920 |
459.75 |
467.25 |
459.75 |
466.00 |
+6.25 |
3,203 |
76,766 |
+447 |
May18 |
170920 |
473.50 |
480.00 |
472.75 |
478.75 |
+6.00 |
2,392 |
19,235 |
+1,096 |
Jul18 |
170920 |
491.00 |
496.25 |
490.75 |
495.75 |
+6.25 |
1,540 |
25,290 |
+25 |
Sep18 |
170920 |
512.00 |
514.25 |
511.50 |
514.00 |
+6.00 |
381 |
4,732 |
-163 |
Dec18 |
170920 |
533.25 |
538.00 |
533.25 |
538.00 |
+5.75 |
221 |
3,840 |
+43 |
Mar19 |
170920 |
552.75 |
552.75 |
541.00 |
552.75 |
+5.50 |
11 |
123 |
-1 |
Total Volume and Open Interest |
22,690 |
272,328 |
+1,226 |
Wheat(MGE) |
Dec17 |
170920 |
617.00 |
626.25 |
614.50 |
621.50 |
+4.25 |
2,851 |
43,135 |
+19 |
Mar18 |
170920 |
631.00 |
639.00 |
628.75 |
634.25 |
+3.25 |
912 |
21,831 |
+65 |
May18 |
170920 |
635.25 |
643.50 |
635.25 |
638.25 |
+2.00 |
268 |
7,307 |
-12 |
Jul18 |
170920 |
634.25 |
642.00 |
634.00 |
637.75 |
+2.75 |
630 |
5,696 |
+179 |
Sep18 |
170920 |
627.50 |
632.00 |
627.50 |
629.50 |
+1.25 |
359 |
2,773 |
+293 |
Dec18 |
170920 |
639.00 |
642.25 |
639.00 |
640.75 |
+1.25 |
4 |
1,076 |
+0 |
Total Volume and Open Interest |
5,024 |
81,847 |
+544 |
Oats(CBOT) |
Dec17 |
170920 |
241.50 |
249.00 |
241.00 |
246.25 |
+6.00 |
298 |
4,732 |
-77 |
Mar18 |
170920 |
248.00 |
255.75 |
248.00 |
252.25 |
+4.50 |
37 |
1,079 |
+1 |
May18 |
170920 |
250.00 |
254.50 |
250.00 |
251.50 |
+4.25 |
0 |
81 |
+0 |
Jul18 |
170920 |
248.25 |
248.25 |
243.00 |
248.25 |
+3.25 |
2 |
28 |
+0 |
Total Volume and Open Interest |
337 |
5,920 |
-76 |
Rough Rice(CBOT) |
Sep17 |
170914 |
12.52 |
12.52 |
12.52 |
12.52 |
-0.12 |
26 |
54 |
-36 |
Nov17 |
170920 |
12.80 |
12.81 |
12.69 |
12.81 |
+0.03 |
263 |
9,868 |
-29 |
Jan18 |
170920 |
13.00 |
13.06 |
12.95 |
13.06 |
+0.03 |
8 |
595 |
+0 |
Mar18 |
170920 |
13.25 |
13.25 |
13.25 |
13.25 |
+0.05 |
0 |
293 |
+0 |
Total Volume and Open Interest |
271 |
10,758 |
-29 |
Live Cattle(CME) |
Oct17 |
170920 |
108.050 |
110.980 |
107.785 |
110.950 |
+2.970 |
23,237 |
77,239 |
-5,667 |
Dec17 |
170920 |
113.400 |
116.400 |
113.035 |
116.250 |
+2.850 |
19,443 |
124,541 |
+3,310 |
Feb18 |
170920 |
117.050 |
119.350 |
116.930 |
119.050 |
+1.870 |
10,889 |
55,357 |
+729 |
Apr18 |
170920 |
119.550 |
121.535 |
119.550 |
121.430 |
+1.545 |
8,210 |
39,452 |
+1,690 |
Jun18 |
170920 |
112.200 |
113.930 |
112.200 |
113.830 |
+1.430 |
3,798 |
19,275 |
+626 |
Aug18 |
170920 |
109.730 |
111.600 |
109.730 |
111.385 |
+1.455 |
1,051 |
6,838 |
+274 |
Total Volume and Open Interest |
66,827 |
325,913 |
+1,062 |
Feeder Cattle(CME) |
Sep17 |
170920 |
151.400 |
154.130 |
151.380 |
153.985 |
+2.405 |
1,063 |
4,155 |
-195 |
Oct17 |
170920 |
152.850 |
157.300 |
152.700 |
157.285 |
+4.485 |
5,081 |
15,209 |
-123 |
Nov17 |
170920 |
152.985 |
157.630 |
152.985 |
157.550 |
+4.420 |
4,204 |
14,762 |
+702 |
Jan18 |
170920 |
149.735 |
153.300 |
149.600 |
153.080 |
+3.330 |
2,082 |
8,474 |
+456 |
Mar18 |
170920 |
146.935 |
149.900 |
146.800 |
149.735 |
+2.700 |
1,020 |
6,537 |
+51 |
Apr18 |
170920 |
147.235 |
149.750 |
146.900 |
149.650 |
+2.520 |
205 |
2,033 |
+45 |
May18 |
170920 |
146.880 |
149.500 |
146.750 |
149.350 |
+2.365 |
315 |
1,837 |
+133 |
Total Volume and Open Interest |
14,030 |
53,168 |
+1,097 |
Lean Hogs(CME) |
Oct17 |
170920 |
59.350 |
59.600 |
58.485 |
58.650 |
-1.480 |
20,703 |
65,180 |
-971 |
Dec17 |
170920 |
59.000 |
60.100 |
58.735 |
59.930 |
+0.195 |
19,689 |
104,454 |
+4,133 |
Feb18 |
170920 |
63.830 |
64.635 |
63.500 |
64.500 |
+0.115 |
7,521 |
44,841 |
+946 |
Apr18 |
170920 |
69.300 |
70.150 |
68.930 |
70.100 |
+0.200 |
3,974 |
29,068 |
+1,787 |
May18 |
170920 |
74.885 |
75.785 |
74.885 |
75.785 |
+0.205 |
38 |
956 |
+11 |
Jun18 |
170920 |
78.230 |
78.800 |
77.480 |
78.800 |
+0.250 |
581 |
14,248 |
+125 |
Jul18 |
170920 |
78.330 |
78.700 |
77.850 |
78.680 |
+0.200 |
304 |
3,895 |
+155 |
Aug18 |
170920 |
78.000 |
78.000 |
77.080 |
78.000 |
+0.115 |
116 |
2,008 |
+54 |
Total Volume and Open Interest |
52,959 |
265,227 |
+6,253 |
Class III Milk(CME) |
Sep17 |
170920 |
16.27 |
16.34 |
16.25 |
16.26 |
-0.01 |
269 |
5,118 |
-29 |
Oct17 |
170920 |
15.78 |
15.95 |
15.69 |
15.91 |
+0.14 |
292 |
4,636 |
+39 |
Nov17 |
170920 |
15.67 |
15.83 |
15.61 |
15.78 |
+0.10 |
102 |
3,833 |
+51 |
Dec17 |
170920 |
15.57 |
15.70 |
15.55 |
15.70 |
+0.10 |
166 |
3,481 |
+99 |
Jan18 |
170920 |
15.46 |
15.54 |
15.45 |
15.51 |
+0.07 |
31 |
1,510 |
+27 |
Feb18 |
170920 |
15.50 |
15.61 |
15.50 |
15.58 |
+0.06 |
26 |
1,356 |
+19 |
Mar18 |
170920 |
15.55 |
15.65 |
15.55 |
15.58 |
+0.02 |
26 |
1,285 |
+24 |
Apr18 |
170920 |
15.63 |
15.64 |
15.58 |
15.61 |
-0.03 |
16 |
1,005 |
+15 |
May18 |
170920 |
15.76 |
15.76 |
15.73 |
15.73 |
-0.06 |
42 |
989 |
+35 |
Jun18 |
170920 |
15.89 |
15.91 |
15.88 |
15.90 |
unch |
34 |
919 |
+29 |
Jul18 |
170920 |
16.19 |
16.23 |
16.15 |
16.19 |
-0.01 |
17 |
403 |
+12 |
Aug18 |
170920 |
16.34 |
16.37 |
16.34 |
16.34 |
-0.01 |
14 |
419 |
+12 |
Sep18 |
170920 |
16.40 |
16.44 |
16.40 |
16.40 |
-0.02 |
14 |
378 |
+13 |
Total Volume and Open Interest |
1,090 |
26,117 |
+385 |
Cocoa(ICE) |
Dec17 |
170920 |
1966 |
2008 |
1964 |
1998 |
+33 |
20,771 |
143,084 |
-2,433 |
Mar18 |
170920 |
1983 |
2012 |
1976 |
2002 |
+27 |
7,498 |
60,179 |
-424 |
May18 |
170920 |
1992 |
2024 |
1990 |
2015 |
+26 |
2,163 |
20,622 |
-38 |
Jul18 |
170920 |
2004 |
2035 |
2003 |
2026 |
+25 |
732 |
12,151 |
+11 |
Sep18 |
170920 |
2015 |
2047 |
2015 |
2038 |
+25 |
262 |
8,933 |
+15 |
Dec18 |
170920 |
2040 |
2057 |
2040 |
2051 |
+27 |
453 |
7,866 |
+25 |
Mar19 |
170920 |
2043 |
2067 |
2043 |
2067 |
+27 |
18 |
6,195 |
+16 |
Total Volume and Open Interest |
31,904 |
261,269 |
-2,824 |
Coffee "C"(ICE) |
Sep17 |
170919 |
133.95 |
133.95 |
133.95 |
133.95 |
-5.00 |
7 |
30 |
-7 |
Dec17 |
170920 |
135.35 |
137.45 |
132.90 |
136.55 |
+1.20 |
25,795 |
104,907 |
-3,106 |
Mar18 |
170920 |
138.95 |
141.00 |
136.50 |
140.10 |
+1.20 |
7,383 |
43,955 |
-192 |
May18 |
170920 |
141.35 |
143.25 |
138.80 |
142.40 |
+1.20 |
2,938 |
18,997 |
-100 |
Jul18 |
170920 |
143.45 |
145.50 |
141.05 |
144.65 |
+1.25 |
2,107 |
10,351 |
-13 |
Sep18 |
170920 |
146.00 |
147.65 |
143.20 |
146.85 |
+1.30 |
1,047 |
6,900 |
-23 |
Total Volume and Open Interest |
39,752 |
192,166 |
-3,359 |
Orange Juice(ICE) |
Nov17 |
170920 |
152.05 |
156.85 |
152.05 |
154.70 |
+2.55 |
558 |
6,147 |
+32 |
Jan18 |
170920 |
153.50 |
155.35 |
152.00 |
153.50 |
+2.35 |
85 |
1,544 |
+11 |
Mar18 |
170920 |
154.90 |
155.50 |
153.45 |
153.45 |
+1.80 |
32 |
926 |
+21 |
May18 |
170920 |
154.50 |
154.55 |
154.50 |
154.55 |
+1.65 |
11 |
242 |
+11 |
Jul18 |
170920 |
156.30 |
156.30 |
156.30 |
156.30 |
+1.65 |
2 |
47 |
+2 |
Sep18 |
170920 |
157.60 |
157.60 |
157.60 |
157.60 |
+1.65 |
0 |
26 |
+0 |
Total Volume and Open Interest |
688 |
8,932 |
+77 |
Sugar #11(ICE) |
Oct17 |
170920 |
13.75 |
14.16 |
13.75 |
14.07 |
+0.31 |
97,206 |
134,589 |
-29,839 |
Mar18 |
170920 |
14.40 |
14.78 |
14.38 |
14.70 |
+0.33 |
121,869 |
394,662 |
+13,330 |
May18 |
170920 |
14.55 |
14.92 |
14.55 |
14.85 |
+0.33 |
28,793 |
111,253 |
-1,954 |
Jul18 |
170920 |
14.77 |
15.11 |
14.75 |
15.05 |
+0.32 |
6,288 |
57,977 |
+573 |
Oct18 |
170920 |
15.10 |
15.45 |
15.10 |
15.40 |
+0.30 |
2,110 |
44,065 |
+54 |
Mar19 |
170920 |
15.71 |
16.00 |
15.70 |
15.97 |
+0.30 |
810 |
21,462 |
+24 |
May19 |
170920 |
15.74 |
15.99 |
15.74 |
15.99 |
+0.29 |
100 |
4,218 |
+39 |
Jul19 |
170920 |
15.80 |
16.01 |
15.80 |
16.01 |
+0.28 |
191 |
4,897 |
+6 |
Total Volume and Open Interest |
257,732 |
780,638 |
-17,571 |
London Cocoa(LCE) |
Dec17 |
170920 |
1466 |
1483 |
1462 |
1480 |
+12 |
7,061 |
123,348 |
-441 |
Mar18 |
170920 |
1492 |
1504 |
1487 |
1501 |
+10 |
3,729 |
65,950 |
+926 |
May18 |
170920 |
1507 |
1518 |
1502 |
1516 |
+10 |
1,302 |
21,390 |
-52 |
Jul18 |
170920 |
1521 |
1533 |
1516 |
1531 |
+11 |
766 |
23,141 |
+270 |
Sep18 |
170920 |
1530 |
1545 |
1529 |
1543 |
+10 |
525 |
16,910 |
+14 |
Dec18 |
170920 |
1545 |
1561 |
1545 |
1558 |
+9 |
538 |
10,511 |
+202 |
Mar19 |
170920 |
1564 |
1574 |
1564 |
1574 |
+11 |
77 |
1,441 |
+8 |
Total Volume and Open Interest |
14,023 |
263,126 |
+942 |
London Sugar(LCE) |
Dec17 |
170920 |
367.20 |
373.50 |
367.20 |
371.00 |
+6.00 |
4,978 |
40,600 |
-10 |
Mar18 |
170920 |
377.40 |
382.50 |
376.70 |
379.60 |
+4.60 |
2,342 |
17,646 |
-116 |
May18 |
170920 |
387.20 |
393.00 |
387.20 |
390.30 |
+4.80 |
677 |
6,877 |
+171 |
Aug18 |
170920 |
398.50 |
400.40 |
396.60 |
399.50 |
+5.00 |
235 |
5,681 |
+120 |
Oct18 |
170920 |
403.80 |
406.40 |
402.30 |
405.50 |
+5.10 |
49 |
1,925 |
+18 |
Total Volume and Open Interest |
8,290 |
73,553 |
+192 |
Cotton(ICE) |
Oct17 |
170920 |
70.52 |
71.11 |
69.64 |
70.04 |
+0.06 |
45 |
151 |
-22 |
Dec17 |
170920 |
69.54 |
69.73 |
69.05 |
69.25 |
-0.02 |
14,524 |
139,056 |
-2,032 |
Mar18 |
170920 |
68.65 |
68.75 |
68.21 |
68.51 |
+0.21 |
5,764 |
71,013 |
-329 |
May18 |
170920 |
69.12 |
69.20 |
68.75 |
69.03 |
+0.26 |
811 |
8,778 |
-14 |
Jul18 |
170920 |
69.58 |
69.63 |
69.20 |
69.50 |
+0.27 |
323 |
5,459 |
+58 |
Oct18 |
170920 |
67.84 |
67.84 |
67.84 |
67.84 |
+0.24 |
0 |
1 |
+0 |
Total Volume and Open Interest |
21,651 |
239,663 |
-2,293 |
Lumber(CME) |
Nov17 |
170920 |
389.5 |
391.4 |
388.0 |
390.0 |
+8.2 |
330 |
4,456 |
-14 |
Jan18 |
170920 |
397.7 |
398.0 |
393.2 |
396.1 |
+5.8 |
71 |
944 |
-7 |
Mar18 |
170920 |
390.4 |
390.5 |
387.6 |
390.4 |
+5.1 |
6 |
139 |
+1 |
May18 |
170920 |
385.0 |
385.0 |
385.0 |
385.0 |
unch |
2 |
13 |
+2 |
Total Volume and Open Interest |
409 |
5,552 |
-18 |
Crude Oil(NYM) |
Oct17 |
170920 |
49.84 |
50.65 |
49.75 |
50.41 |
+0.93 |
189,605 |
84,082 |
-33,082 |
Nov17 |
170920 |
50.27 |
51.11 |
50.13 |
50.69 |
+0.79 |
551,173 |
561,995 |
+13,937 |
Dec17 |
170920 |
50.54 |
51.41 |
50.46 |
51.04 |
+0.80 |
133,663 |
351,078 |
+3,247 |
Jan18 |
170920 |
50.81 |
51.60 |
50.70 |
51.29 |
+0.79 |
46,171 |
214,524 |
+656 |
Feb18 |
170920 |
50.97 |
51.73 |
50.90 |
51.46 |
+0.77 |
27,110 |
89,556 |
+1,722 |
Mar18 |
170920 |
51.13 |
51.79 |
51.01 |
51.56 |
+0.74 |
33,266 |
169,212 |
+2,404 |
Apr18 |
170920 |
51.19 |
51.80 |
51.04 |
51.60 |
+0.70 |
11,633 |
46,835 |
-2,176 |
May18 |
170920 |
51.20 |
51.72 |
51.13 |
51.50 |
+0.56 |
7,496 |
44,981 |
-438 |
Jun18 |
170920 |
51.12 |
51.75 |
51.05 |
51.54 |
+0.59 |
34,984 |
174,293 |
+125 |
Jul18 |
170920 |
51.13 |
51.61 |
51.13 |
51.45 |
+0.52 |
2,286 |
37,499 |
+233 |
Aug18 |
170920 |
51.30 |
51.54 |
51.07 |
51.38 |
+0.47 |
4,446 |
25,953 |
-1,758 |
Sep18 |
170920 |
51.03 |
51.48 |
51.03 |
51.28 |
+0.39 |
3,741 |
63,297 |
+737 |
Oct18 |
170919 |
51.28 |
51.32 |
50.49 |
50.88 |
-0.25 |
1,116 |
27,684 |
+101 |
Nov18 |
170920 |
50.88 |
51.36 |
50.88 |
51.34 |
+0.47 |
1,272 |
29,424 |
+204 |
Dec18 |
170920 |
50.99 |
51.45 |
50.88 |
51.27 |
+0.40 |
38,511 |
229,845 |
+2,150 |
Jan19 |
170919 |
50.83 |
50.83 |
50.83 |
50.83 |
-0.25 |
659 |
26,135 |
+407 |
Total Volume and Open Interest |
1,255,408 |
2,400,293 |
-2,472 |
e-miNY Crude Oil(NYM) |
Nov17 |
170920 |
50.275 |
51.125 |
50.125 |
50.700 |
+0.800 |
4,783 |
2,410 |
+565 |
Dec17 |
170920 |
50.575 |
51.400 |
50.500 |
51.050 |
+0.800 |
143 |
780 |
+28 |
Jan18 |
170920 |
50.825 |
51.550 |
50.800 |
51.300 |
+0.800 |
24 |
692 |
+0 |
Feb18 |
170920 |
51.000 |
51.450 |
51.000 |
51.450 |
+0.750 |
4 |
461 |
+1 |
Mar18 |
170920 |
51.550 |
51.550 |
51.550 |
51.550 |
+0.725 |
0 |
29 |
-3 |
Apr18 |
170920 |
51.600 |
51.600 |
51.600 |
51.600 |
+0.700 |
0 |
54 |
+0 |
May18 |
170919 |
50.950 |
50.950 |
50.950 |
50.950 |
-0.300 |
0 |
89 |
+0 |
Jun18 |
170920 |
51.400 |
51.600 |
51.400 |
51.600 |
+0.650 |
4 |
15 |
+4 |
Jul18 |
170920 |
51.550 |
51.550 |
51.550 |
51.550 |
+0.625 |
4 |
16 |
+4 |
Aug18 |
170919 |
50.900 |
50.900 |
50.900 |
50.900 |
-0.275 |
0 |
3 |
+0 |
Total Volume and Open Interest |
10,337 |
8,739 |
-255 |
NY Harbor ULSD(NYM) |
Oct17 |
170920 |
178.31 |
181.01 |
177.32 |
180.70 |
+3.44 |
35,164 |
68,163 |
-4,393 |
Nov17 |
170920 |
177.56 |
180.34 |
176.65 |
179.91 |
+3.36 |
30,596 |
110,057 |
-1 |
Dec17 |
170920 |
176.90 |
179.43 |
175.93 |
178.99 |
+3.21 |
22,061 |
78,873 |
+1,257 |
Jan18 |
170920 |
175.77 |
178.63 |
175.32 |
178.17 |
+3.05 |
14,279 |
51,100 |
+244 |
Feb18 |
170920 |
174.65 |
177.38 |
174.29 |
176.94 |
+2.88 |
8,464 |
21,621 |
+556 |
Mar18 |
170920 |
172.86 |
175.64 |
172.77 |
175.29 |
+2.74 |
9,437 |
29,471 |
+791 |
Apr18 |
170920 |
171.62 |
173.36 |
171.07 |
173.03 |
+2.52 |
2,558 |
16,408 |
+644 |
May18 |
170920 |
169.45 |
171.62 |
169.45 |
171.61 |
+2.38 |
1,310 |
9,676 |
+338 |
Jun18 |
170920 |
169.07 |
171.08 |
168.68 |
170.73 |
+2.26 |
4,260 |
23,782 |
+406 |
Jul18 |
170920 |
169.45 |
170.63 |
169.16 |
170.63 |
+2.15 |
94 |
2,878 |
-1 |
Aug18 |
170920 |
170.74 |
170.79 |
170.47 |
170.79 |
+2.03 |
60 |
2,173 |
+9 |
Sep18 |
170920 |
169.89 |
171.33 |
169.89 |
171.16 |
+1.94 |
119 |
3,488 |
-36 |
Oct18 |
170920 |
171.58 |
171.58 |
171.58 |
171.58 |
+1.86 |
105 |
1,291 |
+7 |
Nov18 |
170920 |
172.04 |
172.04 |
172.04 |
172.04 |
+1.79 |
52 |
1,971 |
-1 |
Total Volume and Open Interest |
128,935 |
450,044 |
-137 |
RBOB Gasoline(NYM) |
Oct17 |
170920 |
166.30 |
166.88 |
164.19 |
165.51 |
+0.01 |
49,663 |
63,962 |
-4,972 |
Nov17 |
170920 |
161.69 |
162.16 |
160.27 |
161.58 |
+0.99 |
45,210 |
145,364 |
+647 |
Dec17 |
170920 |
158.20 |
159.14 |
157.42 |
158.84 |
+1.66 |
25,676 |
80,141 |
-1,715 |
Jan18 |
170920 |
156.92 |
157.97 |
156.32 |
157.79 |
+1.96 |
10,500 |
45,963 |
+430 |
Feb18 |
170920 |
157.24 |
158.46 |
156.77 |
158.27 |
+2.02 |
4,288 |
16,787 |
+455 |
Mar18 |
170920 |
158.38 |
159.77 |
158.12 |
159.67 |
+2.03 |
3,204 |
29,247 |
+706 |
Apr18 |
170920 |
174.92 |
176.05 |
174.60 |
176.05 |
+1.90 |
1,567 |
15,005 |
+166 |
May18 |
170920 |
175.41 |
176.29 |
174.89 |
176.17 |
+1.75 |
1,605 |
6,213 |
-60 |
Jun18 |
170920 |
174.26 |
175.27 |
173.95 |
175.20 |
+1.76 |
1,545 |
8,975 |
-243 |
Jul18 |
170920 |
172.13 |
173.07 |
172.13 |
173.07 |
+1.39 |
532 |
3,106 |
-7 |
Total Volume and Open Interest |
145,672 |
429,877 |
-4,548 |
e-miNY RBOB Gasoline(NYM) |
Oct17 |
170920 |
165.50 |
166.90 |
165.50 |
165.50 |
unch |
1 |
1 |
+0 |
Nov17 |
170920 |
161.60 |
161.60 |
161.58 |
161.60 |
+1.01 |
|
|
|
Dec17 |
170920 |
158.80 |
158.84 |
158.80 |
158.80 |
+1.62 |
|
|
|
Jan18 |
170920 |
157.80 |
157.80 |
157.79 |
157.80 |
+1.97 |
|
|
|
Total Volume and Open Interest |
1 |
1 |
+0 |
Natural Gas(NYM) |
Oct17 |
170920 |
3.118 |
3.148 |
3.077 |
3.082 |
-0.040 |
209,884 |
119,418 |
-14,308 |
Nov17 |
170920 |
3.171 |
3.203 |
3.136 |
3.141 |
-0.034 |
107,178 |
264,833 |
+15,403 |
Dec17 |
170920 |
3.315 |
3.341 |
3.280 |
3.282 |
-0.037 |
31,954 |
113,520 |
+232 |
Jan18 |
170920 |
3.414 |
3.437 |
3.380 |
3.384 |
-0.035 |
46,774 |
145,036 |
+289 |
Feb18 |
170920 |
3.419 |
3.435 |
3.383 |
3.386 |
-0.033 |
17,903 |
86,390 |
+75 |
Mar18 |
170920 |
3.368 |
3.386 |
3.337 |
3.341 |
-0.029 |
37,221 |
107,105 |
+1,099 |
Apr18 |
170920 |
2.985 |
2.990 |
2.974 |
2.986 |
unch |
28,510 |
120,971 |
-1,222 |
May18 |
170920 |
2.937 |
2.952 |
2.936 |
2.948 |
+0.001 |
13,985 |
65,094 |
+1,316 |
Jun18 |
170920 |
2.966 |
2.974 |
2.962 |
2.971 |
+0.001 |
6,219 |
34,868 |
+1,434 |
Jul18 |
170920 |
2.988 |
2.997 |
2.985 |
2.994 |
+0.001 |
5,248 |
30,507 |
+1,128 |
Aug18 |
170920 |
2.991 |
2.999 |
2.987 |
2.996 |
unch |
3,054 |
27,094 |
+131 |
Sep18 |
170920 |
2.975 |
2.979 |
2.967 |
2.975 |
unch |
4,073 |
28,764 |
+582 |
Oct18 |
170920 |
2.992 |
3.000 |
2.986 |
2.998 |
+0.001 |
9,317 |
58,185 |
+1,550 |
Nov18 |
170920 |
3.040 |
3.048 |
3.034 |
3.047 |
+0.001 |
2,715 |
26,492 |
+714 |
Dec18 |
170920 |
3.173 |
3.180 |
3.168 |
3.179 |
-0.001 |
1,986 |
27,276 |
+451 |
Jan19 |
170920 |
3.261 |
3.267 |
3.257 |
3.266 |
-0.001 |
1,552 |
15,895 |
+72 |
Total Volume and Open Interest |
530,208 |
1,332,910 |
+8,850 |
Brent Crude Oil(ICE) |
Nov17 |
170920 |
55.35 |
56.48 |
55.26 |
56.29 |
+1.15 |
278,120 |
295,959 |
-40,148 |
Dec17 |
170920 |
55.09 |
56.11 |
55.02 |
55.93 |
+1.03 |
286,385 |
563,891 |
+2,447 |
Jan18 |
170920 |
54.89 |
55.85 |
54.84 |
55.68 |
+0.96 |
115,342 |
282,641 |
+25,698 |
Feb18 |
170920 |
54.78 |
55.69 |
54.74 |
55.53 |
+0.90 |
48,671 |
122,862 |
-2,885 |
Mar18 |
170920 |
54.72 |
55.60 |
54.70 |
55.44 |
+0.85 |
43,514 |
160,008 |
+1,531 |
Apr18 |
170920 |
54.77 |
55.51 |
54.67 |
55.37 |
+0.80 |
17,093 |
43,634 |
+162 |
May18 |
170920 |
54.71 |
55.44 |
54.69 |
55.32 |
+0.75 |
7,978 |
41,400 |
+444 |
Jun18 |
170920 |
54.70 |
55.40 |
54.66 |
55.27 |
+0.71 |
35,071 |
149,707 |
+3,501 |
Jul18 |
170920 |
54.82 |
55.29 |
54.74 |
55.25 |
+0.68 |
1,292 |
31,754 |
-449 |
Aug18 |
170920 |
54.69 |
55.22 |
54.69 |
55.22 |
+0.64 |
1,612 |
23,977 |
-970 |
Sep18 |
170920 |
55.17 |
55.17 |
55.17 |
55.17 |
+0.60 |
2,361 |
42,655 |
+822 |
Oct18 |
170920 |
55.14 |
55.14 |
55.14 |
55.14 |
+0.57 |
705 |
20,084 |
-820 |
Nov18 |
170920 |
55.13 |
55.13 |
55.13 |
55.13 |
+0.55 |
936 |
19,275 |
-651 |
Dec18 |
170920 |
54.66 |
55.22 |
54.64 |
55.12 |
+0.53 |
32,051 |
190,399 |
+1,380 |
Total Volume and Open Interest |
884,549 |
2,374,096 |
-10,271 |
Gas Oil(ICE) |
Oct17 |
170920 |
528.75 |
539.75 |
525.75 |
537.00 |
+8.50 |
83,207 |
220,974 |
+2,006 |
Nov17 |
170920 |
523.00 |
532.75 |
520.50 |
530.25 |
+7.75 |
64,702 |
179,002 |
+9,566 |
Dec17 |
170920 |
515.75 |
523.75 |
513.25 |
521.50 |
+7.00 |
67,821 |
135,617 |
+2,178 |
Jan18 |
170920 |
511.25 |
518.75 |
510.00 |
517.25 |
+6.50 |
15,415 |
59,401 |
-841 |
Feb18 |
170920 |
508.75 |
516.00 |
508.00 |
514.50 |
+6.25 |
11,845 |
45,808 |
+2,514 |
Mar18 |
170920 |
505.75 |
512.75 |
505.25 |
511.25 |
+5.75 |
11,059 |
42,278 |
-258 |
Apr18 |
170920 |
503.50 |
508.75 |
502.75 |
508.50 |
+5.50 |
2,797 |
22,982 |
+349 |
May18 |
170920 |
502.75 |
507.25 |
501.50 |
506.75 |
+5.00 |
1,178 |
16,197 |
+202 |
Jun18 |
170920 |
501.00 |
506.50 |
499.75 |
505.25 |
+4.50 |
5,347 |
42,998 |
-44 |
Jul18 |
170920 |
501.50 |
506.75 |
500.25 |
505.50 |
+4.25 |
643 |
11,553 |
-201 |
Total Volume and Open Interest |
271,575 |
981,632 |
+16,612 |
Ethanol(CBOT) |
Oct17 |
170920 |
1.559 |
1.559 |
1.529 |
1.538 |
-0.019 |
136 |
526 |
-58 |
Nov17 |
170920 |
1.498 |
1.505 |
1.479 |
1.490 |
-0.011 |
15 |
488 |
+4 |
Dec17 |
170920 |
1.467 |
1.470 |
1.455 |
1.460 |
-0.011 |
0 |
218 |
+0 |
Jan18 |
170920 |
1.433 |
1.433 |
1.433 |
1.433 |
-0.011 |
0 |
23 |
+0 |
Feb18 |
170920 |
1.443 |
1.443 |
1.443 |
1.443 |
-0.011 |
0 |
16 |
+0 |
Mar18 |
170920 |
1.466 |
1.466 |
1.466 |
1.466 |
-0.011 |
0 |
4 |
+0 |
Apr18 |
170920 |
1.486 |
1.486 |
1.486 |
1.486 |
-0.011 |
0 |
7 |
+0 |
May18 |
170920 |
1.486 |
1.486 |
1.486 |
1.486 |
-0.011 |
|
|
|
Total Volume and Open Interest |
151 |
1,284 |
-54 |
WTI Crude Oil(ICE) |
Nov17 |
170920 |
50.25 |
51.11 |
50.14 |
50.69 |
+0.79 |
63,891 |
79,017 |
+1,440 |
Dec17 |
170920 |
50.52 |
51.41 |
50.48 |
51.04 |
+0.80 |
46,840 |
113,172 |
+2,468 |
Jan18 |
170920 |
50.76 |
51.61 |
50.73 |
51.29 |
+0.79 |
16,483 |
31,416 |
+447 |
Feb18 |
170920 |
51.01 |
51.73 |
50.91 |
51.46 |
+0.77 |
8,693 |
24,049 |
+1,401 |
Mar18 |
170920 |
51.23 |
51.75 |
51.01 |
51.56 |
+0.74 |
6,570 |
24,868 |
+1,268 |
Apr18 |
170920 |
51.36 |
51.77 |
51.15 |
51.60 |
+0.70 |
874 |
4,369 |
-37 |
May18 |
170920 |
51.39 |
51.80 |
51.29 |
51.60 |
+0.66 |
407 |
6,065 |
-290 |
Jun18 |
170920 |
51.35 |
51.68 |
51.16 |
51.58 |
+0.63 |
5,108 |
57,298 |
+684 |
Jul18 |
170920 |
51.41 |
51.53 |
51.41 |
51.53 |
+0.60 |
123 |
6,660 |
-32 |
Aug18 |
170920 |
51.48 |
51.48 |
51.48 |
51.48 |
+0.57 |
104 |
5,654 |
+3 |
Sep18 |
170920 |
51.43 |
51.43 |
51.43 |
51.43 |
+0.54 |
302 |
8,236 |
-46 |
Oct18 |
170920 |
51.39 |
51.39 |
51.39 |
51.39 |
+0.51 |
79 |
1,786 |
-27 |
Nov18 |
170920 |
51.36 |
51.36 |
51.36 |
51.36 |
+0.49 |
6 |
6,408 |
+0 |
Dec18 |
170920 |
50.99 |
51.43 |
50.99 |
51.33 |
+0.46 |
6,828 |
126,127 |
+24 |
Jan19 |
170920 |
51.26 |
51.26 |
51.26 |
51.26 |
+0.43 |
42 |
1,666 |
+0 |
Feb19 |
170920 |
51.20 |
51.20 |
51.20 |
51.20 |
+0.41 |
20 |
481 |
+8 |
Total Volume and Open Interest |
186,243 |
594,809 |
-1,954 |
US Dollar Index(ICE) |
Dec17 |
170920 |
91.620 |
92.495 |
91.215 |
92.295 |
+0.735 |
18,269 |
40,524 |
+1,349 |
Mar18 |
170920 |
91.275 |
92.215 |
91.000 |
92.050 |
+0.740 |
14 |
756 |
+8 |
Jun18 |
170920 |
90.905 |
91.820 |
90.905 |
91.820 |
+0.740 |
10 |
397 |
+10 |
Total Volume and Open Interest |
18,293 |
41,677 |
-11,582 |
Australian Dollar(CME) |
Dec17 |
170920 |
79.98 |
80.96 |
79.78 |
80.05 |
+0.02 |
90,936 |
157,156 |
+777 |
Mar18 |
170920 |
80.00 |
80.00 |
79.96 |
79.96 |
+0.01 |
31 |
344 |
+7 |
Jun18 |
170920 |
79.86 |
79.86 |
79.86 |
79.86 |
unch |
0 |
17 |
+0 |
Total Volume and Open Interest |
92,228 |
158,614 |
-72,605 |
British Pound(CME) |
Dec17 |
170920 |
135.48 |
136.95 |
134.87 |
135.19 |
-0.41 |
156,007 |
197,426 |
-722 |
Mar18 |
170920 |
136.43 |
136.44 |
135.40 |
135.55 |
-0.41 |
12 |
1,935 |
-2 |
Jun18 |
170920 |
135.89 |
136.10 |
135.89 |
135.89 |
-0.42 |
0 |
209 |
+0 |
Total Volume and Open Interest |
156,763 |
200,552 |
-71,315 |
Canadian Dollar(CME) |
Dec17 |
170920 |
81.42 |
82.02 |
80.75 |
80.99 |
-0.54 |
87,823 |
174,813 |
+828 |
Mar18 |
170920 |
81.51 |
82.00 |
80.87 |
80.99 |
-0.55 |
120 |
1,066 |
+44 |
Jun18 |
170920 |
80.97 |
81.88 |
80.97 |
80.97 |
-0.56 |
11 |
343 |
-9 |
Sep18 |
170920 |
80.95 |
80.95 |
80.95 |
80.95 |
-0.56 |
0 |
53 |
+0 |
Total Volume and Open Interest |
101,983 |
295,333 |
-2,784 |
Japanese Yen(CME) |
Dec17 |
170920 |
89.98 |
90.38 |
89.22 |
89.38 |
-0.69 |
127,436 |
181,283 |
-1,288 |
Mar18 |
170920 |
90.41 |
90.69 |
89.72 |
89.83 |
-0.69 |
79 |
817 |
+9 |
Jun18 |
170920 |
90.28 |
90.84 |
90.28 |
90.28 |
-0.71 |
2 |
47 |
+2 |
Total Volume and Open Interest |
128,205 |
183,549 |
-47,333 |
Swiss Franc(CME) |
Dec17 |
170920 |
104.50 |
104.88 |
103.49 |
103.66 |
-0.82 |
24,140 |
35,126 |
+346 |
Mar18 |
170920 |
104.34 |
104.34 |
104.34 |
104.34 |
-0.82 |
0 |
122 |
+0 |
Jun18 |
170920 |
105.78 |
105.78 |
105.01 |
105.01 |
-0.83 |
0 |
20 |
+0 |
Total Volume and Open Interest |
24,140 |
35,269 |
-7,582 |
EuroFX(CME) |
Dec17 |
170920 |
120.55 |
120.93 |
119.18 |
119.47 |
-1.08 |
161,099 |
417,069 |
+2,795 |
Mar18 |
170920 |
121.17 |
121.50 |
119.84 |
120.11 |
-1.09 |
243 |
2,201 |
+142 |
Jun18 |
170920 |
121.75 |
121.86 |
120.76 |
120.76 |
-1.10 |
5 |
1,165 |
+0 |
Total Volume and Open Interest |
165,286 |
423,955 |
-102,133 |
Mexican Peso(CME) |
Oct17 |
170920 |
563.00 |
563.00 |
559.00 |
559.00 |
-1.50 |
13 |
24 |
-7 |
Nov17 |
170920 |
556.50 |
556.50 |
556.50 |
556.50 |
-1.50 |
0 |
40 |
+0 |
Total Volume and Open Interest |
38,688 |
215,988 |
-60,602 |
Brazilian Real(CME) |
Oct17 |
170920 |
319.00 |
320.55 |
318.25 |
318.70 |
+0.20 |
1,646 |
26,342 |
+957 |
Nov17 |
170920 |
317.60 |
318.70 |
317.25 |
317.40 |
+0.20 |
50 |
119 |
+50 |
Dec17 |
170920 |
316.25 |
318.35 |
316.25 |
316.25 |
+0.35 |
1 |
4,113 |
+0 |
Jan18 |
170920 |
314.95 |
314.95 |
314.95 |
314.95 |
+0.30 |
0 |
312 |
+0 |
Total Volume and Open Interest |
1,697 |
31,186 |
+1,007 |
30-Year T-Bonds(CBOT) |
Sep17 |
170920 |
155~150 |
155~200 |
155~080 |
155~110 |
-0~020 |
1,506 |
8,340 |
-822 |
Dec17 |
170920 |
154~020 |
154~140 |
153~160 |
153~240 |
-0~120 |
182,233 |
724,785 |
+2,979 |
Mar18 |
170920 |
152~170 |
152~280 |
152~120 |
152~150 |
-0~180 |
3 |
3 |
+1 |
Total Volume and Open Interest |
183,742 |
733,128 |
+2,158 |
10-Year T-Notes(CBOT) |
Sep17 |
170920 |
126~100 |
126~140 |
126~095 |
126~110 |
+0~020 |
4,782 |
60,209 |
-2,335 |
Dec17 |
170920 |
125~305 |
126~055 |
125~170 |
125~200 |
-0~115 |
793,121 |
3,253,861 |
+6,131 |
Mar18 |
170920 |
125~225 |
125~225 |
125~085 |
125~095 |
-0~120 |
13 |
11 |
+11 |
Total Volume and Open Interest |
797,916 |
3,314,081 |
+3,807 |
5-Year T-Notes(CBOT) |
Sep17 |
170920 |
118~092 |
118~112 |
117~316 |
118~010 |
-0~070 |
4,295 |
26,636 |
-3,581 |
Dec17 |
170920 |
117~284 |
118~006 |
117~186 |
117~206 |
-0~080 |
445,517 |
2,989,105 |
-31,085 |
Mar18 |
170920 |
117~130 |
117~130 |
117~130 |
117~130 |
-0~080 |
|
|
|
Total Volume and Open Interest |
449,812 |
3,015,741 |
-34,666 |
2 Year T-Notes(CBOT) |
Sep17 |
170920 |
108~054 |
108~054 |
108~022 |
108~026 |
-0~020 |
2,374 |
13,920 |
-1,526 |
Dec17 |
170920 |
107~312 |
108~004 |
107~276 |
107~284 |
-0~026 |
247,303 |
1,487,164 |
+19,895 |
Mar18 |
170920 |
107~266 |
107~266 |
107~266 |
107~266 |
-0~026 |
|
|
|
Total Volume and Open Interest |
249,677 |
1,501,084 |
+18,369 |
Eurodollars(CME) |
Dec17 |
170920 |
98.525 |
98.545 |
98.495 |
98.505 |
-0.025 |
299,706 |
2,088,401 |
-3,084 |
Mar18 |
170920 |
98.435 |
98.460 |
98.400 |
98.410 |
-0.030 |
178,664 |
1,247,318 |
+12,462 |
Jun18 |
170920 |
98.365 |
98.390 |
98.315 |
98.325 |
-0.040 |
164,033 |
1,162,177 |
-8,054 |
Sep18 |
170920 |
98.305 |
98.330 |
98.245 |
98.255 |
-0.050 |
169,156 |
951,138 |
-21,140 |
Dec18 |
170920 |
98.225 |
98.255 |
98.160 |
98.170 |
-0.055 |
249,796 |
1,607,833 |
-866 |
Mar19 |
170920 |
98.180 |
98.210 |
98.115 |
98.125 |
-0.055 |
160,849 |
1,077,311 |
+3,351 |
Jun19 |
170920 |
98.145 |
98.175 |
98.075 |
98.085 |
-0.055 |
129,770 |
764,300 |
-6,747 |
Sep19 |
170920 |
98.110 |
98.135 |
98.035 |
98.050 |
-0.055 |
145,945 |
707,726 |
-23,596 |
Dec19 |
170920 |
98.050 |
98.080 |
97.975 |
97.990 |
-0.055 |
136,664 |
932,737 |
+19,124 |
Mar20 |
170920 |
98.015 |
98.045 |
97.945 |
97.960 |
-0.055 |
79,956 |
460,756 |
-5,611 |
Jun20 |
170920 |
97.980 |
98.010 |
97.915 |
97.930 |
-0.050 |
60,917 |
360,265 |
-11,700 |
Sep20 |
170920 |
97.945 |
97.970 |
97.880 |
97.895 |
-0.050 |
69,291 |
260,479 |
+11,184 |
Dec20 |
170920 |
97.895 |
97.920 |
97.830 |
97.845 |
-0.050 |
46,664 |
323,861 |
-4,960 |
Mar21 |
170920 |
97.860 |
97.890 |
97.795 |
97.815 |
-0.045 |
30,996 |
216,492 |
+1,039 |
Jun21 |
170920 |
97.825 |
97.845 |
97.755 |
97.775 |
-0.045 |
18,156 |
148,187 |
-540 |
Sep21 |
170920 |
97.775 |
97.800 |
97.715 |
97.735 |
-0.045 |
22,285 |
95,899 |
+138 |
Dec21 |
170920 |
97.725 |
97.750 |
97.665 |
97.685 |
-0.045 |
21,189 |
131,283 |
+1,501 |
Mar22 |
170920 |
97.690 |
97.715 |
97.635 |
97.655 |
-0.040 |
15,537 |
76,379 |
+1,298 |
Total Volume and Open Interest |
2,089,732 |
12,922,557 |
-1,202,074 |
Ultra T-Bond(CBOT) |
Sep17 |
170920 |
167~25 |
167~25 |
167~15 |
167~15 |
-0~03 |
1,437 |
4,441 |
-1,215 |
Dec17 |
170920 |
166~13 |
167~00 |
165~25 |
166~05 |
-0~10 |
69,211 |
822,963 |
-4,196 |
Mar18 |
170920 |
165~05 |
165~05 |
165~05 |
165~05 |
-0~10 |
|
|
|
Total Volume and Open Interest |
70,648 |
827,404 |
-5,411 |
Ultra 10-Yr T-Note(CBOT) |
Sep17 |
170920 |
135~290 |
136~015 |
135~285 |
135~285 |
+0~010 |
452 |
714 |
-170 |
Dec17 |
170920 |
135~060 |
135~150 |
134~210 |
134~250 |
-0~140 |
52,274 |
417,352 |
+88 |
Mar18 |
170920 |
134~250 |
134~250 |
134~250 |
134~250 |
-0~140 |
|
|
|
Total Volume and Open Interest |
52,726 |
418,066 |
-82 |
30 Day Federal Funds(CBOT) |
Sep17 |
170920 |
98.845 |
98.848 |
98.842 |
98.845 |
unch |
12,501 |
88,642 |
+2,764 |
Oct17 |
170920 |
98.840 |
98.850 |
98.840 |
98.845 |
unch |
7,171 |
256,705 |
-3,044 |
Nov17 |
170920 |
98.835 |
98.840 |
98.830 |
98.840 |
unch |
7,211 |
210,257 |
-2,770 |
Dec17 |
170920 |
98.770 |
98.780 |
98.750 |
98.755 |
-0.015 |
10,144 |
90,107 |
-1,758 |
Jan18 |
170920 |
98.705 |
98.730 |
98.680 |
98.685 |
-0.030 |
55,078 |
370,847 |
-3,446 |
Feb18 |
170920 |
98.700 |
98.720 |
98.675 |
98.680 |
-0.025 |
10,476 |
159,988 |
-111 |
Total Volume and Open Interest |
171,460 |
1,675,360 |
-14,246 |
Japanese Govt Bonds(SGX) |
Dec17 |
170919 |
150.76 |
150.87 |
150.62 |
150.75 |
-0.08 |
1,543 |
18,727 |
-303 |
Mar18 |
170919 |
150.75 |
150.75 |
150.75 |
150.75 |
-0.08 |
|
|
|
Jun18 |
170919 |
150.75 |
150.75 |
150.75 |
150.75 |
-0.08 |
|
|
|
Total Volume and Open Interest |
1,543 |
18,727 |
-303 |
Euro-Buxl(EUREX) |
Dec17 |
170920 |
163.10 |
164.04 |
162.74 |
163.74 |
+0.50 |
33,740 |
216,089 |
+1,688 |
Mar18 |
170920 |
162.10 |
162.10 |
162.10 |
162.10 |
+0.74 |
0 |
1 |
+0 |
Jun18 |
170920 |
162.10 |
162.10 |
162.10 |
162.10 |
+0.74 |
|
|
|
Total Volume and Open Interest |
33,740 |
216,090 |
+1,688 |
Euro-Bund(EUREX) |
Dec17 |
170920 |
161.07 |
161.41 |
160.76 |
161.32 |
+0.23 |
553,500 |
1,908,971 |
+515 |
Mar18 |
170920 |
160.84 |
160.84 |
160.84 |
160.84 |
+0.23 |
67 |
744 |
+170 |
Jun18 |
170920 |
158.05 |
158.05 |
158.05 |
158.05 |
+0.23 |
1 |
1 |
+0 |
Total Volume and Open Interest |
553,568 |
1,909,716 |
+685 |
Euro-Bobl(EUREX) |
Dec17 |
170920 |
131.19 |
131.27 |
131.02 |
131.24 |
+0.07 |
374,042 |
1,490,338 |
-5,308 |
Mar18 |
170920 |
131.76 |
131.76 |
131.76 |
131.76 |
+0.07 |
0 |
12 |
+0 |
Jun18 |
170920 |
131.76 |
131.76 |
131.76 |
131.76 |
+0.07 |
|
|
|
Total Volume and Open Interest |
374,042 |
1,490,350 |
-5,308 |
Euro-Schatz(EUREX) |
Dec17 |
170920 |
112.13 |
112.14 |
112.07 |
112.12 |
+0.01 |
192,871 |
1,336,397 |
-15,070 |
Mar18 |
170920 |
112.04 |
112.04 |
112.04 |
112.04 |
+0.01 |
0 |
2 |
+0 |
Jun18 |
170920 |
112.04 |
112.04 |
112.04 |
112.04 |
+0.01 |
|
|
|
Total Volume and Open Interest |
192,871 |
1,336,399 |
-15,070 |
3-Mth Euribor(EUREX) |
Sep17 |
170918 |
100.330 |
100.330 |
100.330 |
100.330 |
unch |
0 |
5,235 |
+0 |
Dec17 |
170920 |
100.320 |
100.320 |
100.320 |
100.320 |
unch |
1,126 |
8,250 |
+0 |
Mar18 |
170920 |
100.305 |
100.310 |
100.305 |
100.310 |
unch |
500 |
6,136 |
+0 |
Total Volume and Open Interest |
1,676 |
36,158 |
-14 |
Long Gilt(LIFFE) |
Sep17 |
170920 |
125~01 |
125~06 |
124~31 |
125~04 |
-0~02 |
4,091 |
88,589 |
-2,232 |
Dec17 |
170920 |
124~00 |
124~12 |
123~26 |
124~04 |
-0~02 |
189,907 |
670,478 |
-11,242 |
Total Volume and Open Interest |
193,998 |
759,068 |
-13,474 |
3-Mth Short Sterling(LIFFE) |
Sep17 |
170920 |
99.67 |
99.68 |
99.66 |
99.68 |
+0.01 |
19,120 |
342,081 |
-3,174 |
Dec17 |
170920 |
99.45 |
99.46 |
99.44 |
99.46 |
+0.01 |
148,237 |
540,856 |
+10,391 |
Mar18 |
170920 |
99.33 |
99.35 |
99.31 |
99.34 |
+0.01 |
163,259 |
411,485 |
-1,828 |
Jun18 |
170920 |
99.25 |
99.26 |
99.22 |
99.25 |
+0.01 |
133,901 |
381,032 |
+6,540 |
Sep18 |
170920 |
99.19 |
99.20 |
99.16 |
99.19 |
unch |
129,533 |
338,354 |
-1,223 |
Dec18 |
170920 |
99.14 |
99.15 |
99.11 |
99.14 |
+0.01 |
151,799 |
362,324 |
-13,972 |
Total Volume and Open Interest |
1,275,617 |
3,531,765 |
-11,563 |
3-Mth Euribor(LIFFE) |
Dec17 |
170920 |
100.320 |
100.325 |
100.320 |
100.320 |
-0.005 |
44,189 |
430,143 |
-5,711 |
Mar18 |
170920 |
100.305 |
100.310 |
100.305 |
100.310 |
unch |
49,293 |
446,653 |
-3,218 |
Jun18 |
170920 |
100.285 |
100.290 |
100.285 |
100.290 |
unch |
48,512 |
395,255 |
+2,382 |
Total Volume and Open Interest |
748,108 |
3,766,279 |
-324,819 |
3-Mth Aus T-Bills(SFE) |
Dec17 |
170920 |
98.21 |
98.22 |
98.20 |
98.21 |
unch |
33,628 |
231,213 |
-1,088 |
Mar18 |
170920 |
98.10 |
98.12 |
98.09 |
98.11 |
unch |
61,809 |
199,520 |
-170 |
Jun18 |
170920 |
97.99 |
98.01 |
97.98 |
97.99 |
-0.01 |
47,111 |
177,806 |
+1,235 |
Sep18 |
170920 |
97.88 |
97.90 |
97.86 |
97.88 |
-0.01 |
30,559 |
150,460 |
-971 |
Dec18 |
170920 |
97.77 |
97.79 |
97.76 |
97.78 |
unch |
21,798 |
99,934 |
+4,097 |
Mar19 |
170920 |
97.68 |
97.69 |
97.66 |
97.68 |
unch |
12,430 |
74,102 |
+2,198 |
Jun19 |
170920 |
97.58 |
97.61 |
97.56 |
97.59 |
unch |
7,580 |
55,100 |
-742 |
Sep19 |
170920 |
97.50 |
97.52 |
97.47 |
97.50 |
unch |
5,803 |
21,443 |
+2,380 |
Dec19 |
170920 |
97.43 |
97.44 |
97.40 |
97.42 |
-0.01 |
89 |
2,960 |
+61 |
Mar20 |
170920 |
97.36 |
97.36 |
97.35 |
97.35 |
-0.01 |
95 |
2,101 |
-1 |
Total Volume and Open Interest |
221,355 |
1,016,746 |
+7,384 |
10-Year Aus T-Bonds(SFE) |
Dec17 |
170920 |
97.15 |
97.18 |
97.12 |
97.14 |
-0.02 |
103,740 |
982,994 |
+13,510 |
Mar18 |
170920 |
97.13 |
97.13 |
97.13 |
97.13 |
-0.01 |
1 |
1 |
+1 |
Total Volume and Open Interest |
103,741 |
982,995 |
-48,904 |
3-Year Aus T-Bonds(SFE) |
Dec17 |
170920 |
97.79 |
97.81 |
97.75 |
97.78 |
-0.01 |
209,637 |
1,040,853 |
+36,598 |
Mar18 |
170920 |
97.76 |
97.76 |
97.76 |
97.76 |
-0.03 |
|
|
|
Total Volume and Open Interest |
209,637 |
1,040,853 |
-57,367 |
Gold(CMX) |
Oct17 |
170920 |
1310.7 |
1315.7 |
1295.9 |
1312.5 |
+5.8 |
10,631 |
35,413 |
-3,464 |
Dec17 |
170920 |
1314.7 |
1319.8 |
1299.8 |
1316.4 |
+5.8 |
271,326 |
448,496 |
-230 |
Feb18 |
170920 |
1318.8 |
1323.5 |
1304.4 |
1320.5 |
+5.7 |
1,665 |
39,207 |
+490 |
Apr18 |
170920 |
1323.3 |
1327.3 |
1307.8 |
1324.4 |
+5.7 |
770 |
8,965 |
+296 |
Jun18 |
170920 |
1328.7 |
1331.3 |
1312.6 |
1328.2 |
+5.7 |
1,352 |
9,932 |
+487 |
Aug18 |
170920 |
1334.1 |
1334.1 |
1318.4 |
1332.0 |
+5.7 |
916 |
8,711 |
-303 |
Oct18 |
170920 |
1335.5 |
1337.0 |
1321.1 |
1335.8 |
+5.7 |
340 |
3,164 |
+100 |
Dec18 |
170920 |
1340.2 |
1341.8 |
1325.0 |
1339.7 |
+5.6 |
803 |
10,607 |
+203 |
Feb19 |
170920 |
1343.7 |
1343.7 |
1340.2 |
1343.7 |
+5.6 |
1 |
130 |
+1 |
Apr19 |
170920 |
1347.8 |
1347.8 |
1347.8 |
1347.8 |
+5.7 |
0 |
1 |
+0 |
Jun19 |
170920 |
1351.9 |
1351.9 |
1350.4 |
1351.9 |
+5.7 |
1 |
1,029 |
-1 |
Total Volume and Open Interest |
288,029 |
571,011 |
-2,472 |
Silver(CMX) |
Sep17 |
170920 |
1725.5 |
1734.0 |
1701.0 |
1725.1 |
+5.6 |
208 |
486 |
-115 |
Dec17 |
170920 |
1734.5 |
1744.5 |
1701.0 |
1733.4 |
+5.5 |
86,394 |
156,584 |
-105 |
Mar18 |
170920 |
1746.0 |
1753.5 |
1711.5 |
1743.1 |
+5.4 |
3,236 |
20,132 |
+668 |
May18 |
170920 |
1755.5 |
1756.5 |
1734.0 |
1749.7 |
+5.0 |
362 |
6,180 |
-50 |
Jul18 |
170920 |
1757.0 |
1757.0 |
1755.0 |
1756.3 |
+4.6 |
293 |
2,691 |
+255 |
Sep18 |
170920 |
1769.5 |
1769.5 |
1750.5 |
1763.1 |
+4.3 |
41 |
2,337 |
+1 |
Dec18 |
170920 |
1772.0 |
1775.5 |
1748.0 |
1772.9 |
+4.0 |
84 |
3,282 |
+11 |
Total Volume and Open Interest |
90,860 |
193,459 |
+694 |
Platinum(NYMEX) |
Oct17 |
170920 |
953.5 |
960.0 |
935.8 |
945.4 |
-5.8 |
15,958 |
52,485 |
-2,798 |
Jan18 |
170920 |
958.7 |
963.5 |
939.9 |
949.4 |
-5.6 |
3,367 |
22,132 |
+1,698 |
Apr18 |
170920 |
964.7 |
965.0 |
944.9 |
953.6 |
-5.6 |
216 |
2,527 |
+93 |
Jul18 |
170920 |
958.5 |
958.6 |
958.5 |
958.6 |
-5.6 |
0 |
292 |
+0 |
Total Volume and Open Interest |
19,541 |
77,442 |
-1,007 |
Palladium(NYMEX) |
Sep17 |
170920 |
909.05 |
911.55 |
909.05 |
911.55 |
+5.85 |
0 |
12 |
+0 |
Dec17 |
170920 |
906.75 |
913.45 |
898.10 |
910.15 |
+5.85 |
2,766 |
31,431 |
+231 |
Mar18 |
170920 |
903.55 |
906.25 |
894.95 |
904.30 |
+5.45 |
48 |
1,048 |
+14 |
Total Volume and Open Interest |
2,815 |
32,518 |
+246 |
Copper(CMX) |
Sep17 |
170920 |
295.65 |
296.65 |
293.60 |
294.95 |
unch |
1,051 |
2,112 |
-527 |
Dec17 |
170920 |
297.70 |
299.30 |
295.35 |
296.90 |
-0.05 |
89,264 |
192,097 |
-4,075 |
Mar18 |
170920 |
299.55 |
301.20 |
297.30 |
298.80 |
-0.05 |
6,502 |
44,145 |
+509 |
May18 |
170920 |
301.10 |
301.65 |
298.65 |
300.00 |
-0.10 |
1,996 |
18,521 |
-621 |
Jul18 |
170920 |
301.60 |
301.60 |
300.45 |
301.05 |
-0.15 |
608 |
6,314 |
-61 |
Total Volume and Open Interest |
101,100 |
295,769 |
-4,939 |
E-mini DJIA Index(CBOT) |
Dec17 |
170920 |
22344 |
22389 |
22274 |
22376 |
+40 |
106,599 |
151,889 |
-1,661 |
Mar18 |
170920 |
22305 |
22348 |
22262 |
22346 |
+42 |
50 |
135 |
+26 |
Jun18 |
170920 |
22275 |
22315 |
22251 |
22315 |
+42 |
0 |
4 |
+0 |
Sep18 |
170920 |
22278 |
22278 |
22278 |
22278 |
+42 |
|
|
|
Total Volume and Open Interest |
106,649 |
152,028 |
-1,635 |
S & P 500(CME) |
Dec17 |
170920 |
2502.30 |
2507.00 |
2494.80 |
2505.20 |
+0.50 |
2,376 |
41,536 |
+1,771 |
Mar18 |
170920 |
2504.40 |
2505.90 |
2493.90 |
2504.40 |
+0.50 |
0 |
26 |
+0 |
Jun18 |
170920 |
2503.40 |
2504.90 |
2492.90 |
2503.40 |
+0.50 |
|
|
|
Sep18 |
170920 |
2503.20 |
2504.70 |
2492.70 |
2503.20 |
+0.50 |
|
|
|
Total Volume and Open Interest |
2,376 |
41,562 |
+1,771 |
S & P 500 E-Mini(CME) |
Dec17 |
170920 |
2503.75 |
2507.25 |
2494.00 |
2505.25 |
+0.50 |
1,090,827 |
3,107,021 |
+18,990 |
Mar18 |
170920 |
2502.00 |
2506.00 |
2493.75 |
2504.50 |
+0.50 |
834 |
11,697 |
+10 |
Jun18 |
170920 |
2504.75 |
2504.75 |
2493.25 |
2503.50 |
+0.50 |
139 |
458 |
+9 |
Sep18 |
170920 |
2503.25 |
2503.25 |
2496.00 |
2503.25 |
+0.50 |
3 |
20 |
+1 |
Total Volume and Open Interest |
1,091,803 |
3,119,196 |
+19,010 |
NASDAQ 100 E-Mini(CME) |
Dec17 |
170920 |
5997.00 |
6000.50 |
5930.50 |
5978.50 |
-18.50 |
235,721 |
272,263 |
+675 |
Mar18 |
170920 |
6001.00 |
6009.80 |
5941.50 |
5988.50 |
-18.80 |
409 |
256 |
+76 |
Jun18 |
170920 |
5998.80 |
6016.00 |
5959.80 |
5998.80 |
-18.70 |
13 |
41 |
+4 |
Total Volume and Open Interest |
236,145 |
272,562 |
+757 |
S&P Midcap 400(CME) e-Mini |
Sep17 |
170915 |
1741.90 |
1747.20 |
1740.50 |
1746.05 |
-0.95 |
7,464 |
7,406 |
-4,833 |
Dec17 |
170920 |
1761.00 |
1768.20 |
1760.40 |
1766.80 |
+5.20 |
10,122 |
85,463 |
+460 |
Mar18 |
170920 |
1763.70 |
1763.70 |
1763.70 |
1763.70 |
+5.30 |
|
|
|
Total Volume and Open Interest |
10,122 |
85,463 |
+460 |
Volatility Index(CBOE) |
Sep17 |
170920 |
10.80 |
10.90 |
10.40 |
10.45 |
-0.38 |
101,259 |
117,520 |
-14,656 |
Oct17 |
170920 |
12.40 |
12.80 |
12.24 |
12.28 |
-0.15 |
150,444 |
317,808 |
+9,202 |
Nov17 |
170920 |
13.25 |
13.55 |
13.05 |
13.18 |
-0.10 |
46,467 |
73,571 |
+2,243 |
Dec17 |
170920 |
13.95 |
14.05 |
13.70 |
13.78 |
-0.15 |
20,308 |
60,132 |
+1,968 |
Total Volume and Open Interest |
346,636 |
661,394 |
+922 |
S & P 600(CME) |
Sep17 |
170915 |
856.85 |
856.85 |
856.85 |
856.85 |
+1.15 |
|
|
|
Dec17 |
170920 |
866.10 |
866.10 |
866.10 |
866.10 |
+3.40 |
|
|
|
Total Volume and Open Interest |
|
|
|
Russell 2000 Mini(ICE) |
Dec17 |
170920 |
1439.90 |
1447.80 |
1439.30 |
1446.80 |
+5.50 |
49,621 |
56,798 |
-17 |
Mar18 |
170920 |
1440.90 |
1446.30 |
1440.90 |
1446.30 |
+6.00 |
0 |
12 |
+0 |
Jun18 |
170920 |
1445.30 |
1445.30 |
1445.30 |
1445.30 |
+6.00 |
0 |
2 |
+0 |
Total Volume and Open Interest |
49,621 |
56,812 |
-17 |
Nikkei 225(CME) |
Dec17 |
170920 |
20160 |
20320 |
20150 |
20315 |
+135 |
4,685 |
36,110 |
+825 |
Mar18 |
170920 |
20230 |
20335 |
20230 |
20335 |
+140 |
1 |
7 |
+1 |
Total Volume and Open Interest |
4,686 |
36,117 |
+826 |
Nikkei 225(SGX) |
Dec17 |
170920 |
20135 |
20160 |
20135 |
20135 |
+25 |
28,739 |
182,923 |
+450 |
Mar18 |
170919 |
19985 |
20115 |
19985 |
20070 |
+165 |
10 |
227 |
-1 |
Jun18 |
170919 |
19930 |
19930 |
19930 |
19930 |
+165 |
0 |
6 |
+0 |
Total Volume and Open Interest |
78,590 |
195,819 |
+4,026 |
Nikkei 225 Mini(JPX) |
Sep17 |
170907 |
19330 |
19485 |
19295 |
19400 |
+60 |
752,845 |
481,289 |
-38,511 |
Dec17 |
170919 |
19780 |
20180 |
19775 |
20150 |
+360 |
597,157 |
288,234 |
-3,216 |
Mar18 |
170919 |
19735 |
20130 |
19730 |
20100 |
+370 |
6,495 |
7,571 |
-52 |
Total Volume and Open Interest |
632,050 |
329,218 |
-4,265 |
Nikkei 225(JPX) |
Sep17 |
170907 |
19330 |
19490 |
19290 |
19400 |
+60 |
127,892 |
263,462 |
-61,940 |
Dec17 |
170919 |
19780 |
20190 |
19770 |
20150 |
+360 |
57,910 |
294,465 |
+6,674 |
Mar18 |
170919 |
19730 |
20130 |
19730 |
20100 |
+370 |
1,057 |
6,179 |
+1,467 |
Total Volume and Open Interest |
58,974 |
372,960 |
+8,142 |
Nikkei 225(CME) Yen |
Sep17 |
170907 |
19435 |
19480 |
19355 |
19415 |
-45 |
98,715 |
42,623 |
-14,780 |
Dec17 |
170920 |
20140 |
20285 |
20120 |
20285 |
+135 |
19,272 |
48,928 |
+1,235 |
Mar18 |
170920 |
20080 |
20240 |
20080 |
20240 |
+135 |
0 |
6 |
+0 |
Total Volume and Open Interest |
19,272 |
48,934 |
+1,235 |
Nikkei 225(CME) e-Mini Yen |
Sep17 |
170907 |
19420 |
19420 |
19420 |
19420 |
-40 |
0 |
12 |
+0 |
Dec17 |
170920 |
20280 |
20280 |
20190 |
20280 |
+130 |
0 |
1 |
+0 |
Mar18 |
170920 |
20240 |
20240 |
20240 |
20240 |
+140 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
CAC 40(EURONEXT) |
Oct17 |
170920 |
5223.0 |
5264.0 |
5217.0 |
5230.5 |
+4.5 |
48,492 |
306,748 |
-3,482 |
Nov17 |
170920 |
5227.0 |
5230.0 |
5226.5 |
5226.5 |
+4.5 |
74 |
71 |
+51 |
Dec17 |
170920 |
5221.0 |
5252.5 |
5213.0 |
5220.5 |
+4.5 |
213 |
43,365 |
-71 |
Total Volume and Open Interest |
48,779 |
350,188 |
-3,502 |
Hang Seng Index(HKFE) |
Sep17 |
170920 |
28035 |
28129 |
27994 |
28124 |
+89 |
102,184 |
144,721 |
+1,083 |
Oct17 |
170920 |
28024 |
28110 |
27977 |
28110 |
+93 |
1,473 |
5,714 |
+572 |
Total Volume and Open Interest |
104,436 |
172,735 |
+1,665 |
DAX(EUREX) |
Dec17 |
170920 |
12548.5 |
12629.0 |
12504.0 |
12556.0 |
+5.0 |
54,617 |
124,635 |
-3,968 |
Mar18 |
170920 |
12529.0 |
12598.0 |
12508.0 |
12553.0 |
+6.0 |
70 |
311 |
+4 |
Jun18 |
170920 |
12579.5 |
12586.0 |
12578.0 |
12584.5 |
+3.5 |
|
|
|
Total Volume and Open Interest |
54,687 |
124,946 |
-3,964 |
Mini-DAX(EUREX) |
Sep17 |
170915 |
12540.0 |
12564.0 |
12514.0 |
12544.0 |
-4.5 |
19,577 |
9,296 |
-496 |
Dec17 |
170920 |
12544.0 |
12631.0 |
12504.0 |
12556.0 |
+5.0 |
17,098 |
7,226 |
-306 |
Mar18 |
170920 |
12545.0 |
12620.0 |
12529.0 |
12553.0 |
+6.0 |
52 |
116 |
-1 |
Total Volume and Open Interest |
17,150 |
7,345 |
-304 |
DJ EuroSTOXX 50(EUREX) |
Sep17 |
170915 |
3528 |
3535 |
3521 |
3525 |
-5 |
2,223,957 |
969,658 |
-843,841 |
Dec17 |
170920 |
3514 |
3535 |
3507 |
3510 |
-6 |
979,470 |
3,250,195 |
-32,748 |
Mar18 |
170920 |
3498 |
3521 |
3495 |
3497 |
-6 |
811 |
68,218 |
+327 |
Total Volume and Open Interest |
980,286 |
3,318,428 |
-32,420 |
Swiss Market Index(EUREX) |
Sep17 |
170915 |
9051 |
9065 |
9038 |
9064 |
+4 |
108,556 |
99,287 |
-39,026 |
Dec17 |
170920 |
9066 |
9117 |
9049 |
9075 |
+5 |
20,821 |
192,573 |
+3,221 |
Mar18 |
170920 |
8955 |
8998 |
8950 |
8974 |
+5 |
1 |
656 |
-1 |
Total Volume and Open Interest |
20,822 |
193,229 |
+3,220 |
FT-SE 100(EURONEXT) |
Dec17 |
170920 |
7234.00 |
7254.50 |
7206.00 |
7223.00 |
-8.00 |
85,890 |
728,370 |
-7,776 |
Mar18 |
170920 |
7162.00 |
7162.00 |
7162.00 |
7162.00 |
-6.50 |
24 |
1 |
+0 |
Jun18 |
170920 |
7085.00 |
7085.00 |
7085.00 |
7085.00 |
-6.00 |
|
|
|
Total Volume and Open Interest |
85,914 |
728,371 |
-7,776 |
SPI 200(SFE) |
Sep17 |
170920 |
5713.0 |
5733.0 |
5677.0 |
5712.0 |
-2.0 |
100,844 |
229,977 |
-8,751 |
Dec17 |
170920 |
5703.0 |
5723.0 |
5666.0 |
5699.0 |
-3.0 |
77,234 |
89,556 |
+47,821 |
Mar18 |
170920 |
5652.0 |
5652.0 |
5652.0 |
5652.0 |
-3.0 |
0 |
1,477 |
+0 |
Total Volume and Open Interest |
178,108 |
323,602 |
+39,086 |
FTSE MIB(ISE) |
Dec17 |
170920 |
22335.00 |
22400.00 |
22260.00 |
22309.00 |
-43.00 |
14,461 |
21,116 |
-202 |
Mar18 |
170920 |
22300.00 |
22300.00 |
22232.00 |
22232.00 |
-40.00 |
9 |
14 |
+5 |
Jun18 |
170920 |
21725.00 |
21725.00 |
21725.00 |
21725.00 |
-42.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
14,470 |
21,131 |
-197 |
KOSPI 200(KFE) |
Dec17 |
170920 |
319.45 |
321.60 |
318.15 |
319.15 |
-0.25 |
217,195 |
271,074 |
+8,688 |
Mar18 |
170920 |
316.30 |
318.20 |
315.10 |
316.00 |
-0.20 |
295 |
12,352 |
+198 |
Jun18 |
170920 |
317.50 |
317.50 |
316.25 |
316.25 |
-0.45 |
6 |
8,176 |
-1 |
Total Volume and Open Interest |
217,515 |
315,063 |
+8,889 |
GSCI(CME) |
Oct17 |
170920 |
397.05 |
398.55 |
396.95 |
398.55 |
+4.50 |
635 |
14,593 |
+633 |
Nov17 |
170920 |
398.90 |
398.90 |
398.90 |
398.90 |
+4.50 |
|
|
|
Dec17 |
170920 |
399.55 |
399.55 |
399.55 |
399.55 |
+4.50 |
|
|
|
Total Volume and Open Interest |
635 |
14,593 |
-1,002 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|