|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Fri October 27, 2017 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov17 |
171027 |
971.00 |
976.50 |
969.75 |
975.25 |
+4.00 |
165,668 |
166,031 |
-23,039 |
Jan18 |
171027 |
982.25 |
988.00 |
981.00 |
986.50 |
+4.00 |
116,830 |
292,983 |
+19,835 |
Mar18 |
171027 |
992.75 |
998.25 |
991.25 |
996.75 |
+3.75 |
29,422 |
112,053 |
+4,714 |
May18 |
171027 |
1001.75 |
1007.25 |
1000.50 |
1006.00 |
+3.75 |
8,940 |
63,763 |
+2,036 |
Jul18 |
171027 |
1009.00 |
1014.75 |
1008.25 |
1013.50 |
+3.50 |
6,753 |
82,839 |
+1,343 |
Aug18 |
171027 |
1010.75 |
1014.75 |
1009.50 |
1014.25 |
+3.50 |
103 |
3,355 |
+16 |
Sep18 |
171027 |
1000.75 |
1004.75 |
1000.25 |
1004.75 |
+3.25 |
143 |
1,535 |
+1 |
Nov18 |
171027 |
993.00 |
998.00 |
993.00 |
997.25 |
+3.50 |
2,018 |
44,173 |
+180 |
Jan19 |
171027 |
1002.00 |
1003.25 |
1000.00 |
1003.25 |
+3.50 |
25 |
800 |
-2 |
Mar19 |
171027 |
1004.25 |
1006.50 |
1003.50 |
1006.50 |
+3.75 |
70 |
1,140 |
+45 |
May19 |
171027 |
1009.00 |
1011.25 |
1009.00 |
1011.25 |
+3.25 |
5 |
219 |
+4 |
Jul19 |
171027 |
1014.75 |
1016.75 |
1014.75 |
1016.75 |
+2.75 |
28 |
250 |
+11 |
Aug19 |
171027 |
1015.00 |
1015.00 |
1015.00 |
1015.00 |
+2.50 |
0 |
15 |
+0 |
Sep19 |
171027 |
1008.75 |
1008.75 |
1008.75 |
1008.75 |
+2.50 |
0 |
21 |
+0 |
Total Volume and Open Interest |
330,073 |
770,166 |
+5,155 |
Soybean Meal(CBOT) |
Dec17 |
171027 |
312.10 |
313.50 |
311.50 |
312.10 |
unch |
48,978 |
136,498 |
-1,983 |
Jan18 |
171027 |
314.10 |
315.50 |
313.60 |
314.10 |
-0.10 |
18,446 |
92,709 |
+1,206 |
Mar18 |
171027 |
317.00 |
318.70 |
316.60 |
317.20 |
unch |
11,801 |
61,743 |
+910 |
May18 |
171027 |
319.60 |
321.10 |
319.20 |
319.70 |
unch |
3,280 |
35,623 |
+379 |
Jul18 |
171027 |
322.30 |
323.60 |
321.70 |
322.40 |
+0.10 |
2,811 |
25,391 |
+483 |
Aug18 |
171027 |
322.70 |
323.90 |
322.70 |
322.70 |
-0.10 |
183 |
4,388 |
+51 |
Sep18 |
171027 |
321.60 |
323.20 |
321.60 |
321.80 |
unch |
189 |
4,494 |
+6 |
Oct18 |
171027 |
318.80 |
319.60 |
318.80 |
319.00 |
+0.20 |
86 |
5,032 |
+36 |
Dec18 |
171027 |
319.80 |
321.10 |
319.20 |
319.60 |
-0.10 |
421 |
21,843 |
+57 |
Jan19 |
171027 |
321.30 |
321.30 |
320.40 |
320.40 |
unch |
2 |
920 |
+0 |
Total Volume and Open Interest |
86,231 |
393,041 |
+1,146 |
Soybean Oil(CBOT) |
Dec17 |
171027 |
34.50 |
34.90 |
34.35 |
34.84 |
+0.34 |
77,691 |
160,981 |
-756 |
Jan18 |
171027 |
34.66 |
35.06 |
34.51 |
35.01 |
+0.35 |
37,119 |
95,312 |
+116 |
Mar18 |
171027 |
34.88 |
35.27 |
34.73 |
35.21 |
+0.33 |
17,518 |
71,231 |
+2,010 |
May18 |
171027 |
35.10 |
35.47 |
34.96 |
35.42 |
+0.32 |
6,406 |
50,497 |
-55 |
Jul18 |
171027 |
35.28 |
35.65 |
35.13 |
35.60 |
+0.32 |
3,700 |
35,518 |
+856 |
Aug18 |
171027 |
35.39 |
35.56 |
35.19 |
35.56 |
+0.29 |
288 |
4,630 |
+37 |
Sep18 |
171027 |
35.30 |
35.51 |
35.15 |
35.47 |
+0.26 |
262 |
3,183 |
+25 |
Oct18 |
171027 |
35.09 |
35.27 |
34.93 |
35.26 |
+0.27 |
383 |
6,888 |
+197 |
Dec18 |
171027 |
35.04 |
35.29 |
34.81 |
35.21 |
+0.24 |
570 |
17,886 |
+29 |
Jan19 |
171027 |
35.16 |
35.23 |
35.16 |
35.23 |
+0.25 |
50 |
606 |
+45 |
Total Volume and Open Interest |
144,008 |
448,942 |
+2,507 |
Canola(WCE) |
Nov17 |
171027 |
506.9 |
510.9 |
506.9 |
510.2 |
+2.4 |
11,219 |
17,352 |
-6,964 |
Jan18 |
171027 |
516.0 |
519.7 |
515.3 |
519.2 |
+2.9 |
17,890 |
112,479 |
+3,213 |
Mar18 |
171027 |
522.0 |
525.7 |
521.6 |
525.3 |
+2.8 |
5,131 |
25,424 |
+1,531 |
May18 |
171027 |
525.3 |
528.3 |
525.3 |
528.0 |
+3.1 |
1,301 |
6,790 |
+73 |
Jul18 |
171027 |
528.2 |
529.6 |
528.1 |
529.2 |
+3.2 |
347 |
3,518 |
+182 |
Total Volume and Open Interest |
35,908 |
166,865 |
-1,950 |
Corn(CBOT) |
Dec17 |
171027 |
350.25 |
350.25 |
347.50 |
348.75 |
-1.75 |
200,921 |
764,330 |
-9,653 |
Mar18 |
171027 |
364.25 |
364.25 |
361.50 |
362.50 |
-2.00 |
74,889 |
316,767 |
+3,050 |
May18 |
171027 |
373.00 |
373.00 |
370.25 |
371.25 |
-2.00 |
19,293 |
130,464 |
+240 |
Jul18 |
171027 |
380.25 |
380.25 |
377.25 |
378.75 |
-1.75 |
13,446 |
155,067 |
+1,351 |
Sep18 |
171027 |
387.00 |
387.00 |
384.50 |
385.50 |
-1.75 |
3,364 |
48,568 |
+46 |
Dec18 |
171027 |
395.75 |
395.75 |
393.25 |
394.50 |
-1.75 |
17,615 |
106,064 |
+998 |
Mar19 |
171027 |
404.25 |
404.75 |
402.75 |
404.00 |
-1.25 |
218 |
12,963 |
+88 |
May19 |
171027 |
409.75 |
409.75 |
408.50 |
409.25 |
-1.50 |
15 |
1,997 |
-4 |
Jul19 |
171027 |
414.00 |
414.00 |
412.00 |
413.25 |
-1.50 |
31 |
2,299 |
+15 |
Sep19 |
171027 |
410.50 |
410.50 |
409.50 |
409.50 |
-1.50 |
0 |
458 |
+0 |
Total Volume and Open Interest |
330,081 |
1,542,616 |
-3,666 |
Wheat(CBOT) |
Dec17 |
171027 |
430.50 |
431.25 |
424.75 |
427.25 |
-4.50 |
59,314 |
268,103 |
-3,777 |
Mar18 |
171027 |
449.00 |
449.25 |
442.50 |
445.25 |
-5.00 |
21,864 |
113,129 |
+1,458 |
May18 |
171027 |
463.50 |
463.50 |
456.25 |
459.25 |
-5.00 |
6,541 |
39,756 |
+131 |
Jul18 |
171027 |
477.50 |
477.50 |
470.75 |
474.00 |
-4.50 |
7,601 |
50,701 |
+508 |
Sep18 |
171027 |
493.75 |
493.75 |
486.50 |
490.00 |
-4.50 |
3,021 |
18,410 |
+1,547 |
Dec18 |
171027 |
511.75 |
511.75 |
505.50 |
508.75 |
-3.75 |
2,262 |
21,130 |
+317 |
Total Volume and Open Interest |
100,652 |
514,325 |
+195 |
Wheat(KCBT) |
Dec17 |
171027 |
427.75 |
428.00 |
422.75 |
425.25 |
-3.00 |
18,083 |
147,902 |
+1,173 |
Mar18 |
171027 |
445.50 |
445.50 |
440.50 |
443.00 |
-3.00 |
11,086 |
87,538 |
+1,267 |
May18 |
171027 |
459.50 |
459.50 |
454.50 |
457.00 |
-3.25 |
2,176 |
23,091 |
+323 |
Jul18 |
171027 |
477.50 |
477.75 |
472.50 |
474.75 |
-3.75 |
1,978 |
30,119 |
+769 |
Sep18 |
171027 |
496.00 |
496.00 |
491.25 |
493.00 |
-4.00 |
479 |
9,111 |
-122 |
Dec18 |
171027 |
520.00 |
520.00 |
516.75 |
518.75 |
-4.25 |
707 |
7,853 |
+138 |
Mar19 |
171027 |
532.25 |
539.00 |
532.25 |
535.25 |
-4.25 |
33 |
685 |
+4 |
Total Volume and Open Interest |
34,546 |
306,526 |
+3,552 |
Wheat(MGE) |
Dec17 |
171027 |
620.25 |
620.50 |
615.25 |
617.00 |
-3.50 |
3,495 |
35,527 |
-399 |
Mar18 |
171027 |
632.00 |
632.25 |
627.00 |
628.50 |
-4.00 |
1,446 |
24,720 |
+210 |
May18 |
171027 |
635.75 |
636.00 |
634.00 |
635.50 |
-3.75 |
285 |
8,217 |
+68 |
Jul18 |
171027 |
641.75 |
641.75 |
638.25 |
639.25 |
-3.50 |
85 |
5,719 |
+17 |
Sep18 |
171027 |
637.00 |
637.00 |
631.25 |
633.00 |
-4.25 |
77 |
3,413 |
-13 |
Dec18 |
171027 |
644.75 |
644.75 |
640.00 |
641.25 |
-3.50 |
50 |
1,412 |
+23 |
Total Volume and Open Interest |
5,453 |
79,072 |
-86 |
Oats(CBOT) |
Dec17 |
171027 |
267.00 |
267.00 |
262.00 |
265.25 |
+2.75 |
398 |
5,143 |
+99 |
Mar18 |
171027 |
265.75 |
269.00 |
264.00 |
268.50 |
+3.00 |
113 |
1,862 |
+38 |
May18 |
171027 |
271.50 |
272.50 |
268.00 |
272.00 |
+3.50 |
21 |
386 |
+8 |
Jul18 |
171027 |
273.00 |
273.00 |
272.00 |
272.00 |
+5.50 |
3 |
28 |
+0 |
Total Volume and Open Interest |
535 |
7,421 |
+145 |
Rough Rice(CBOT) |
Nov17 |
171027 |
11.53 |
11.70 |
11.32 |
11.55 |
+0.06 |
703 |
2,920 |
-358 |
Jan18 |
171027 |
11.79 |
11.97 |
11.62 |
11.85 |
+0.06 |
1,018 |
6,508 |
+190 |
Mar18 |
171027 |
12.05 |
12.15 |
11.90 |
12.11 |
+0.05 |
163 |
495 |
+73 |
May18 |
171027 |
12.35 |
12.39 |
12.35 |
12.35 |
+0.05 |
0 |
3 |
+0 |
Total Volume and Open Interest |
1,885 |
9,928 |
-96 |
Live Cattle(CME) |
Oct17 |
171027 |
114.450 |
115.500 |
114.035 |
115.385 |
+1.235 |
1,977 |
1,694 |
-655 |
Dec17 |
171027 |
120.885 |
121.635 |
119.800 |
120.830 |
+0.130 |
29,693 |
138,267 |
-2,676 |
Feb18 |
171027 |
126.350 |
126.680 |
125.150 |
125.750 |
-0.350 |
15,138 |
77,460 |
+2,008 |
Apr18 |
171027 |
125.850 |
125.980 |
124.535 |
125.035 |
-0.600 |
10,571 |
65,082 |
+1,273 |
Jun18 |
171027 |
117.650 |
117.850 |
116.450 |
117.080 |
-0.500 |
4,742 |
36,227 |
+206 |
Aug18 |
171027 |
114.680 |
114.785 |
113.535 |
114.150 |
-0.400 |
1,743 |
11,328 |
+527 |
Total Volume and Open Interest |
64,373 |
336,774 |
+830 |
Feeder Cattle(CME) |
Nov17 |
171027 |
157.650 |
157.900 |
155.535 |
156.485 |
-0.700 |
4,171 |
13,263 |
-704 |
Jan18 |
171027 |
156.435 |
156.785 |
154.880 |
155.950 |
-0.150 |
7,523 |
24,528 |
+509 |
Mar18 |
171027 |
153.380 |
153.650 |
151.830 |
153.000 |
-0.080 |
3,423 |
14,257 |
+268 |
Apr18 |
171027 |
153.300 |
153.485 |
151.685 |
152.900 |
-0.100 |
1,101 |
3,348 |
+195 |
May18 |
171027 |
152.235 |
152.435 |
150.580 |
151.900 |
-0.100 |
629 |
4,248 |
+186 |
Aug18 |
171027 |
153.535 |
153.750 |
152.200 |
153.250 |
+0.015 |
372 |
1,431 |
+175 |
Sep18 |
171027 |
151.900 |
152.130 |
151.235 |
152.130 |
-0.450 |
0 |
27 |
+0 |
Total Volume and Open Interest |
18,324 |
63,318 |
+423 |
Lean Hogs(CME) |
Dec17 |
171027 |
65.035 |
65.150 |
63.680 |
64.450 |
-0.600 |
16,012 |
112,716 |
-2,015 |
Feb18 |
171027 |
70.480 |
70.500 |
69.385 |
70.250 |
-0.285 |
10,355 |
52,276 |
+2,086 |
Apr18 |
171027 |
74.350 |
74.400 |
73.350 |
74.250 |
-0.150 |
5,071 |
48,734 |
+417 |
May18 |
171027 |
77.800 |
78.200 |
77.535 |
78.180 |
-0.320 |
53 |
1,331 |
+26 |
Jun18 |
171027 |
81.400 |
81.400 |
80.500 |
81.330 |
-0.100 |
2,479 |
20,001 |
+236 |
Jul18 |
171027 |
81.385 |
81.400 |
80.480 |
81.230 |
-0.170 |
1,126 |
10,159 |
+352 |
Aug18 |
171027 |
80.330 |
80.330 |
79.400 |
79.950 |
-0.400 |
279 |
5,347 |
+91 |
Oct18 |
171027 |
68.150 |
68.200 |
67.450 |
67.950 |
-0.230 |
418 |
2,285 |
+185 |
Total Volume and Open Interest |
35,806 |
253,213 |
+1,385 |
Class III Milk(CME) |
Oct17 |
171027 |
16.70 |
16.71 |
16.70 |
16.71 |
+0.01 |
151 |
3,806 |
+8 |
Nov17 |
171027 |
16.34 |
16.43 |
16.24 |
16.42 |
+0.13 |
294 |
4,608 |
-6 |
Dec17 |
171027 |
15.79 |
15.84 |
15.74 |
15.81 |
unch |
323 |
4,030 |
-5 |
Jan18 |
171027 |
15.53 |
15.56 |
15.46 |
15.53 |
-0.03 |
275 |
2,311 |
+78 |
Feb18 |
171027 |
15.38 |
15.45 |
15.36 |
15.44 |
+0.01 |
242 |
1,838 |
+67 |
Mar18 |
171027 |
15.25 |
15.35 |
15.25 |
15.35 |
+0.04 |
204 |
1,695 |
+78 |
Apr18 |
171027 |
15.26 |
15.39 |
15.22 |
15.39 |
+0.08 |
155 |
1,218 |
+42 |
May18 |
171027 |
15.35 |
15.50 |
15.35 |
15.50 |
+0.04 |
142 |
1,198 |
+52 |
Jun18 |
171027 |
15.68 |
15.71 |
15.63 |
15.71 |
-0.02 |
144 |
1,150 |
+47 |
Jul18 |
171027 |
15.94 |
15.95 |
15.94 |
15.95 |
-0.04 |
16 |
519 |
+5 |
Aug18 |
171027 |
16.08 |
16.08 |
16.08 |
16.08 |
-0.01 |
17 |
626 |
+5 |
Sep18 |
171027 |
16.13 |
16.15 |
16.13 |
16.15 |
unch |
143 |
576 |
+140 |
Oct18 |
171027 |
16.24 |
16.24 |
16.20 |
16.20 |
+0.02 |
107 |
426 |
+81 |
Total Volume and Open Interest |
2,279 |
24,667 |
+634 |
Cocoa(ICE) |
Dec17 |
171027 |
2125 |
2125 |
2092 |
2115 |
-12 |
22,857 |
95,936 |
+978 |
Mar18 |
171027 |
2118 |
2118 |
2084 |
2104 |
-15 |
12,841 |
101,850 |
+1,196 |
May18 |
171027 |
2124 |
2126 |
2093 |
2112 |
-16 |
4,507 |
22,249 |
-34 |
Jul18 |
171027 |
2133 |
2133 |
2103 |
2122 |
-17 |
2,208 |
12,405 |
+53 |
Sep18 |
171027 |
2144 |
2144 |
2118 |
2133 |
-15 |
775 |
8,599 |
-315 |
Dec18 |
171027 |
2147 |
2151 |
2136 |
2146 |
-15 |
507 |
8,654 |
+258 |
Mar19 |
171027 |
2156 |
2161 |
2152 |
2161 |
-16 |
29 |
6,331 |
+14 |
Total Volume and Open Interest |
44,168 |
261,261 |
+2,559 |
Coffee "C"(ICE) |
Dec17 |
171027 |
124.00 |
127.50 |
123.70 |
126.60 |
+2.05 |
13,828 |
121,593 |
+224 |
Mar18 |
171027 |
127.70 |
130.95 |
127.35 |
130.15 |
+2.00 |
5,240 |
62,157 |
+551 |
May18 |
171027 |
130.15 |
133.35 |
129.80 |
132.55 |
+2.00 |
1,722 |
25,333 |
+583 |
Jul18 |
171027 |
132.85 |
135.60 |
132.25 |
134.90 |
+1.95 |
1,105 |
14,104 |
+59 |
Sep18 |
171027 |
135.05 |
138.00 |
134.60 |
137.15 |
+1.90 |
759 |
7,503 |
-49 |
Dec18 |
171027 |
138.55 |
140.90 |
138.10 |
140.50 |
+1.85 |
360 |
4,873 |
+4 |
Total Volume and Open Interest |
23,067 |
239,024 |
+1,380 |
Orange Juice(ICE) |
Nov17 |
171027 |
155.00 |
156.80 |
154.45 |
155.55 |
+1.85 |
382 |
906 |
-223 |
Jan18 |
171027 |
154.45 |
155.30 |
152.45 |
153.85 |
+0.25 |
427 |
5,753 |
+125 |
Mar18 |
171027 |
153.95 |
154.65 |
152.30 |
153.65 |
+0.45 |
36 |
1,295 |
+20 |
May18 |
171027 |
155.00 |
155.00 |
154.25 |
154.25 |
+0.20 |
1 |
406 |
+0 |
Jul18 |
171027 |
155.00 |
155.00 |
155.00 |
155.00 |
+0.15 |
0 |
92 |
+0 |
Sep18 |
171027 |
156.40 |
156.40 |
156.40 |
156.40 |
+0.15 |
0 |
26 |
+0 |
Total Volume and Open Interest |
846 |
8,478 |
-78 |
Sugar #11(ICE) |
Mar18 |
171027 |
14.04 |
14.70 |
14.03 |
14.63 |
+0.52 |
36,984 |
431,031 |
-3,980 |
May18 |
171027 |
14.14 |
14.73 |
14.14 |
14.67 |
+0.45 |
12,087 |
130,549 |
+435 |
Jul18 |
171027 |
14.26 |
14.77 |
14.26 |
14.71 |
+0.37 |
5,520 |
64,095 |
+796 |
Oct18 |
171027 |
14.59 |
14.99 |
14.54 |
14.94 |
+0.30 |
3,329 |
45,694 |
+817 |
Mar19 |
171027 |
15.15 |
15.46 |
15.10 |
15.43 |
+0.24 |
452 |
24,660 |
+96 |
May19 |
171027 |
15.18 |
15.44 |
15.14 |
15.44 |
+0.20 |
210 |
4,441 |
+30 |
Jul19 |
171027 |
15.23 |
15.45 |
15.18 |
15.45 |
+0.17 |
210 |
5,320 |
-52 |
Oct19 |
171027 |
15.36 |
15.60 |
15.36 |
15.60 |
+0.13 |
72 |
5,616 |
+16 |
Total Volume and Open Interest |
58,928 |
715,209 |
-1,808 |
London Cocoa(LCE) |
Dec17 |
171027 |
1583 |
1586 |
1559 |
1573 |
-3 |
8,745 |
107,447 |
+719 |
Mar18 |
171027 |
1609 |
1614 |
1588 |
1602 |
-2 |
4,393 |
66,791 |
+843 |
May18 |
171027 |
1623 |
1628 |
1601 |
1615 |
-3 |
1,833 |
25,560 |
-38 |
Jul18 |
171027 |
1636 |
1640 |
1612 |
1627 |
-3 |
1,076 |
29,017 |
-47 |
Sep18 |
171027 |
1647 |
1651 |
1626 |
1638 |
-3 |
1,341 |
20,025 |
+141 |
Dec18 |
171027 |
1658 |
1662 |
1640 |
1650 |
-3 |
133 |
12,759 |
-13 |
Mar19 |
171027 |
1670 |
1672 |
1650 |
1662 |
-3 |
105 |
2,317 |
+14 |
Total Volume and Open Interest |
17,630 |
264,492 |
+1,619 |
London Sugar(LCE) |
Dec17 |
171027 |
373.60 |
381.30 |
370.30 |
380.90 |
+7.50 |
4,703 |
34,064 |
-620 |
Mar18 |
171027 |
373.00 |
382.50 |
370.70 |
381.50 |
+7.90 |
2,700 |
31,150 |
+549 |
May18 |
171027 |
379.50 |
388.20 |
376.50 |
387.70 |
+8.30 |
911 |
10,460 |
+226 |
Aug18 |
171027 |
384.70 |
393.60 |
382.20 |
393.10 |
+8.40 |
431 |
8,634 |
+280 |
Oct18 |
171027 |
385.80 |
396.70 |
385.80 |
396.00 |
+7.70 |
103 |
2,525 |
+69 |
Total Volume and Open Interest |
8,952 |
89,415 |
+514 |
Cotton(ICE) |
Dec17 |
171027 |
68.49 |
68.49 |
67.80 |
68.20 |
+0.01 |
11,518 |
115,111 |
-2,165 |
Mar18 |
171027 |
68.19 |
68.21 |
67.69 |
68.11 |
+0.05 |
6,744 |
76,728 |
+745 |
May18 |
171027 |
69.15 |
69.22 |
68.76 |
69.16 |
+0.06 |
1,200 |
13,659 |
+380 |
Jul18 |
171027 |
69.89 |
69.94 |
69.50 |
69.89 |
+0.06 |
449 |
8,150 |
+34 |
Oct18 |
171027 |
69.39 |
69.39 |
69.39 |
69.39 |
+0.05 |
0 |
1 |
+0 |
Dec18 |
171027 |
68.97 |
68.97 |
68.60 |
68.97 |
+0.05 |
255 |
18,604 |
-13 |
Total Volume and Open Interest |
20,186 |
232,800 |
-1,022 |
Lumber(CME) |
Nov17 |
171027 |
443.0 |
450.9 |
440.8 |
450.9 |
+10.0 |
488 |
2,464 |
-134 |
Jan18 |
171027 |
436.7 |
445.3 |
435.1 |
444.2 |
+8.9 |
375 |
3,818 |
+123 |
Mar18 |
171027 |
424.7 |
434.0 |
424.0 |
429.8 |
+5.2 |
61 |
432 |
+21 |
May18 |
171027 |
407.4 |
416.0 |
407.0 |
415.3 |
+8.5 |
6 |
120 |
+4 |
Total Volume and Open Interest |
930 |
6,850 |
+14 |
Crude Oil(NYM) |
Dec17 |
171027 |
52.80 |
54.20 |
52.25 |
53.90 |
+1.26 |
681,739 |
603,459 |
+1,731 |
Jan18 |
171027 |
53.01 |
54.36 |
52.46 |
54.09 |
+1.23 |
207,827 |
308,794 |
+10,000 |
Feb18 |
171027 |
53.13 |
54.45 |
52.60 |
54.18 |
+1.18 |
69,265 |
125,507 |
+5,045 |
Mar18 |
171027 |
53.21 |
54.47 |
52.69 |
54.21 |
+1.11 |
70,307 |
238,682 |
+1,012 |
Apr18 |
171027 |
53.25 |
54.30 |
52.73 |
54.20 |
+1.05 |
54,124 |
79,829 |
+9,197 |
May18 |
171027 |
53.05 |
54.22 |
52.83 |
54.13 |
+1.00 |
26,677 |
58,993 |
+2,039 |
Jun18 |
171027 |
53.14 |
54.22 |
52.66 |
54.01 |
+0.95 |
45,402 |
198,259 |
-2,400 |
Jul18 |
171027 |
52.85 |
53.86 |
52.70 |
53.83 |
+0.90 |
5,113 |
49,072 |
+51 |
Aug18 |
171027 |
52.62 |
53.64 |
52.62 |
53.64 |
+0.86 |
4,674 |
38,435 |
+814 |
Sep18 |
171027 |
52.54 |
53.52 |
52.24 |
53.45 |
+0.82 |
4,365 |
66,180 |
+261 |
Oct18 |
171027 |
52.40 |
53.26 |
52.32 |
53.26 |
+0.79 |
1,381 |
44,237 |
+182 |
Nov18 |
171027 |
52.35 |
53.12 |
52.16 |
53.07 |
+0.75 |
2,266 |
36,499 |
+628 |
Dec18 |
171027 |
52.16 |
53.07 |
51.79 |
52.89 |
+0.71 |
43,350 |
259,047 |
+1,844 |
Jan19 |
171027 |
52.67 |
52.67 |
51.65 |
52.67 |
+0.67 |
1,160 |
30,664 |
+396 |
Feb19 |
171027 |
52.47 |
52.47 |
51.75 |
52.47 |
+0.64 |
660 |
16,474 |
+137 |
Mar19 |
171027 |
52.20 |
52.27 |
52.20 |
52.27 |
+0.60 |
1,590 |
26,648 |
-248 |
Total Volume and Open Interest |
1,234,315 |
2,404,647 |
+32,707 |
e-miNY Crude Oil(NYM) |
Dec17 |
171027 |
52.800 |
54.200 |
52.250 |
53.900 |
+1.250 |
10,141 |
2,759 |
-221 |
Jan18 |
171027 |
53.050 |
54.400 |
52.500 |
54.100 |
+1.250 |
106 |
832 |
+5 |
Feb18 |
171027 |
53.050 |
54.300 |
52.700 |
54.175 |
+1.175 |
18 |
451 |
+9 |
Mar18 |
171027 |
53.725 |
54.200 |
53.725 |
54.200 |
+1.100 |
0 |
19 |
+0 |
Apr18 |
171027 |
54.200 |
54.200 |
52.700 |
54.200 |
+1.050 |
0 |
43 |
+0 |
May18 |
171027 |
54.000 |
54.125 |
54.000 |
54.125 |
+1.000 |
0 |
61 |
+0 |
Jun18 |
171027 |
53.050 |
54.000 |
53.050 |
54.000 |
+0.950 |
22 |
26 |
+1 |
Jul18 |
171027 |
53.375 |
53.825 |
53.375 |
53.825 |
+0.900 |
0 |
15 |
+0 |
Aug18 |
171027 |
53.650 |
53.650 |
52.500 |
53.650 |
+0.875 |
0 |
75 |
+0 |
Sep18 |
171027 |
53.450 |
53.450 |
52.325 |
53.450 |
+0.825 |
1 |
42 |
+0 |
Total Volume and Open Interest |
10,304 |
4,478 |
-219 |
NY Harbor ULSD(NYM) |
Nov17 |
171027 |
184.19 |
187.75 |
183.15 |
186.69 |
+2.50 |
28,969 |
28,819 |
-3,755 |
Dec17 |
171027 |
184.82 |
187.73 |
183.01 |
186.62 |
+2.54 |
78,746 |
123,402 |
+2,672 |
Jan18 |
171027 |
184.58 |
187.54 |
182.87 |
186.56 |
+2.63 |
37,544 |
73,635 |
+231 |
Feb18 |
171027 |
184.21 |
186.90 |
182.34 |
186.06 |
+2.65 |
20,165 |
35,079 |
+1,799 |
Mar18 |
171027 |
183.37 |
185.98 |
181.61 |
185.20 |
+2.58 |
17,187 |
45,682 |
+234 |
Apr18 |
171027 |
181.92 |
184.24 |
180.30 |
183.76 |
+2.45 |
11,644 |
29,623 |
+462 |
May18 |
171027 |
180.86 |
183.20 |
179.36 |
182.88 |
+2.43 |
7,842 |
16,839 |
+674 |
Jun18 |
171027 |
180.15 |
182.58 |
178.41 |
182.24 |
+2.44 |
8,867 |
29,651 |
-35 |
Jul18 |
171027 |
178.48 |
181.98 |
178.39 |
181.98 |
+2.43 |
688 |
3,971 |
-6 |
Aug18 |
171027 |
181.29 |
181.95 |
181.29 |
181.82 |
+2.42 |
388 |
3,101 |
-29 |
Sep18 |
171027 |
178.75 |
181.81 |
178.50 |
181.81 |
+2.41 |
751 |
6,383 |
+16 |
Oct18 |
171027 |
181.88 |
181.89 |
181.88 |
181.89 |
+2.42 |
432 |
1,939 |
+87 |
Nov18 |
171027 |
181.91 |
182.07 |
181.91 |
182.07 |
+2.44 |
293 |
1,687 |
-6 |
Dec18 |
171027 |
179.82 |
182.56 |
178.63 |
182.16 |
+2.45 |
1,850 |
25,353 |
+184 |
Total Volume and Open Interest |
215,372 |
434,199 |
+2,534 |
RBOB Gasoline(NYM) |
Nov17 |
171027 |
175.29 |
177.57 |
173.47 |
176.86 |
+1.80 |
41,529 |
34,742 |
-8,859 |
Dec17 |
171027 |
170.25 |
172.38 |
168.43 |
171.74 |
+1.57 |
90,740 |
150,959 |
+3,311 |
Jan18 |
171027 |
167.40 |
169.74 |
165.88 |
169.26 |
+1.86 |
48,397 |
74,621 |
+1,320 |
Feb18 |
171027 |
167.21 |
169.87 |
166.07 |
169.43 |
+1.93 |
14,747 |
26,444 |
+1,837 |
Mar18 |
171027 |
168.58 |
171.20 |
167.43 |
170.70 |
+1.87 |
10,631 |
42,909 |
+605 |
Apr18 |
171027 |
185.09 |
187.72 |
184.22 |
187.23 |
+1.96 |
6,070 |
23,701 |
+572 |
May18 |
171027 |
185.03 |
187.46 |
184.20 |
187.22 |
+1.97 |
5,887 |
15,595 |
+1,594 |
Jun18 |
171027 |
183.66 |
186.01 |
183.09 |
185.86 |
+2.02 |
3,396 |
16,124 |
+103 |
Jul18 |
171027 |
181.54 |
184.06 |
180.79 |
183.76 |
+2.05 |
709 |
9,474 |
-41 |
Aug18 |
171027 |
179.52 |
180.99 |
179.52 |
180.99 |
+2.02 |
195 |
3,044 |
-4 |
Total Volume and Open Interest |
224,965 |
416,424 |
+335 |
e-miNY RBOB Gasoline(NYM) |
Nov17 |
171027 |
176.90 |
176.90 |
173.50 |
176.90 |
+1.84 |
0 |
1 |
+0 |
Dec17 |
171027 |
171.70 |
171.74 |
171.70 |
171.70 |
+1.53 |
|
|
|
Jan18 |
171027 |
169.30 |
169.30 |
169.26 |
169.30 |
+1.90 |
|
|
|
Feb18 |
171027 |
169.40 |
169.43 |
169.40 |
169.40 |
+1.90 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Nov17 |
171027 |
2.899 |
2.899 |
2.723 |
2.752 |
-0.138 |
65,776 |
18,945 |
-5,501 |
Dec17 |
171027 |
3.052 |
3.054 |
2.946 |
2.964 |
-0.087 |
115,555 |
275,062 |
+102 |
Jan18 |
171027 |
3.174 |
3.177 |
3.084 |
3.102 |
-0.073 |
41,322 |
204,931 |
+2,886 |
Feb18 |
171027 |
3.178 |
3.180 |
3.091 |
3.107 |
-0.071 |
18,793 |
83,521 |
-357 |
Mar18 |
171027 |
3.139 |
3.139 |
3.057 |
3.069 |
-0.070 |
26,954 |
171,917 |
-2,541 |
Apr18 |
171027 |
2.955 |
2.955 |
2.896 |
2.903 |
-0.050 |
22,142 |
127,416 |
-1,195 |
May18 |
171027 |
2.931 |
2.932 |
2.882 |
2.888 |
-0.045 |
8,063 |
80,396 |
+796 |
Jun18 |
171027 |
2.955 |
2.955 |
2.914 |
2.920 |
-0.041 |
1,627 |
32,616 |
+73 |
Jul18 |
171027 |
2.978 |
2.978 |
2.946 |
2.952 |
-0.038 |
2,709 |
43,295 |
+706 |
Aug18 |
171027 |
2.990 |
2.990 |
2.949 |
2.955 |
-0.037 |
894 |
32,022 |
+170 |
Sep18 |
171027 |
2.971 |
2.971 |
2.932 |
2.938 |
-0.036 |
1,421 |
34,261 |
+591 |
Oct18 |
171027 |
2.996 |
2.996 |
2.955 |
2.961 |
-0.035 |
6,589 |
71,312 |
+438 |
Nov18 |
171027 |
3.034 |
3.034 |
3.009 |
3.016 |
-0.033 |
676 |
28,698 |
+170 |
Dec18 |
171027 |
3.166 |
3.166 |
3.145 |
3.150 |
-0.032 |
946 |
29,004 |
-155 |
Jan19 |
171027 |
3.247 |
3.247 |
3.224 |
3.230 |
-0.032 |
2,812 |
28,545 |
-495 |
Feb19 |
171027 |
3.202 |
3.211 |
3.198 |
3.202 |
-0.031 |
861 |
8,698 |
+446 |
Total Volume and Open Interest |
324,217 |
1,350,800 |
-1,008 |
Brent Crude Oil(ICE) |
Dec17 |
171027 |
59.37 |
60.65 |
58.82 |
60.44 |
+1.14 |
260,548 |
206,422 |
-24,116 |
Jan18 |
171027 |
59.14 |
60.35 |
58.58 |
60.13 |
+1.09 |
258,536 |
632,299 |
+1,021 |
Feb18 |
171027 |
58.92 |
60.03 |
58.29 |
59.81 |
+1.07 |
123,790 |
258,193 |
+14,765 |
Mar18 |
171027 |
58.63 |
59.80 |
58.08 |
59.58 |
+1.05 |
75,848 |
236,241 |
+4,658 |
Apr18 |
171027 |
58.45 |
59.60 |
57.92 |
59.39 |
+1.03 |
43,579 |
93,550 |
+6,145 |
May18 |
171027 |
58.25 |
59.42 |
57.77 |
59.22 |
+1.01 |
31,257 |
80,424 |
+3,763 |
Jun18 |
171027 |
58.09 |
59.22 |
57.60 |
59.02 |
+0.98 |
56,173 |
213,749 |
+1,092 |
Jul18 |
171027 |
57.90 |
59.03 |
57.44 |
58.83 |
+0.96 |
5,451 |
37,568 |
+388 |
Aug18 |
171027 |
57.72 |
58.72 |
57.30 |
58.64 |
+0.95 |
3,112 |
28,082 |
+378 |
Sep18 |
171027 |
57.40 |
58.42 |
57.40 |
58.42 |
+0.93 |
6,561 |
38,377 |
+782 |
Oct18 |
171027 |
58.22 |
58.22 |
58.22 |
58.22 |
+0.91 |
1,269 |
22,875 |
+238 |
Nov18 |
171027 |
57.89 |
58.03 |
57.88 |
58.03 |
+0.90 |
1,069 |
22,779 |
+174 |
Dec18 |
171027 |
57.00 |
58.05 |
56.59 |
57.85 |
+0.89 |
36,288 |
194,367 |
-2,319 |
Jan19 |
171027 |
57.67 |
57.67 |
57.67 |
57.67 |
+0.88 |
1,581 |
28,657 |
+540 |
Total Volume and Open Interest |
921,995 |
2,504,561 |
+8,291 |
Gas Oil(ICE) |
Nov17 |
171027 |
542.00 |
550.50 |
537.25 |
548.75 |
+12.50 |
56,476 |
133,881 |
-3,126 |
Dec17 |
171027 |
537.75 |
546.25 |
532.75 |
544.00 |
+12.25 |
102,871 |
248,501 |
-251 |
Jan18 |
171027 |
535.75 |
544.00 |
530.50 |
542.00 |
+11.75 |
48,588 |
93,243 |
-4 |
Feb18 |
171027 |
535.00 |
543.00 |
529.75 |
541.00 |
+11.75 |
18,679 |
55,582 |
+3,009 |
Mar18 |
171027 |
533.00 |
541.50 |
528.75 |
539.25 |
+11.50 |
13,969 |
66,713 |
+649 |
Apr18 |
171027 |
531.25 |
539.50 |
527.25 |
537.50 |
+11.25 |
6,980 |
28,127 |
+837 |
May18 |
171027 |
529.75 |
537.00 |
525.50 |
535.75 |
+11.00 |
3,515 |
16,115 |
+23 |
Jun18 |
171027 |
528.00 |
535.25 |
523.75 |
533.75 |
+10.75 |
10,722 |
51,774 |
+220 |
Jul18 |
171027 |
527.50 |
534.50 |
523.25 |
533.00 |
+10.50 |
1,341 |
13,104 |
+188 |
Aug18 |
171027 |
527.25 |
533.50 |
524.00 |
532.50 |
+10.00 |
780 |
11,821 |
-2 |
Total Volume and Open Interest |
276,132 |
928,490 |
+2,137 |
Ethanol(CBOT) |
Nov17 |
171027 |
1.396 |
1.405 |
1.395 |
1.395 |
+0.006 |
260 |
210 |
-171 |
Dec17 |
171027 |
1.410 |
1.415 |
1.402 |
1.407 |
+0.009 |
399 |
1,088 |
+78 |
Jan18 |
171027 |
1.400 |
1.403 |
1.396 |
1.396 |
+0.003 |
185 |
226 |
+69 |
Feb18 |
171027 |
1.408 |
1.418 |
1.402 |
1.408 |
+0.003 |
3 |
59 |
+2 |
Mar18 |
171027 |
1.431 |
1.431 |
1.423 |
1.431 |
+0.003 |
0 |
14 |
+0 |
Apr18 |
171027 |
1.451 |
1.451 |
1.451 |
1.451 |
+0.003 |
0 |
7 |
+0 |
May18 |
171027 |
1.455 |
1.455 |
1.455 |
1.455 |
+0.003 |
|
|
|
Jun18 |
171027 |
1.447 |
1.447 |
1.447 |
1.447 |
+0.003 |
0 |
2 |
+0 |
Total Volume and Open Interest |
847 |
1,606 |
-22 |
WTI Crude Oil(ICE) |
Dec17 |
171027 |
52.68 |
54.18 |
52.25 |
53.90 |
+1.26 |
74,078 |
118,403 |
-4,852 |
Jan18 |
171027 |
52.87 |
54.36 |
52.47 |
54.09 |
+1.23 |
72,724 |
82,963 |
+2,486 |
Feb18 |
171027 |
53.01 |
54.43 |
52.62 |
54.18 |
+1.18 |
32,907 |
31,315 |
+2,933 |
Mar18 |
171027 |
53.06 |
54.46 |
52.71 |
54.21 |
+1.11 |
14,680 |
35,935 |
-332 |
Apr18 |
171027 |
53.14 |
54.26 |
52.75 |
54.20 |
+1.05 |
4,401 |
10,912 |
+254 |
May18 |
171027 |
53.12 |
54.13 |
52.79 |
54.13 |
+1.00 |
2,156 |
6,455 |
+46 |
Jun18 |
171027 |
52.99 |
54.08 |
52.66 |
54.01 |
+0.95 |
13,552 |
65,924 |
+606 |
Jul18 |
171027 |
53.83 |
53.83 |
53.83 |
53.83 |
+0.90 |
350 |
7,374 |
-2 |
Aug18 |
171027 |
53.64 |
53.64 |
53.64 |
53.64 |
+0.86 |
233 |
6,471 |
-54 |
Sep18 |
171027 |
53.48 |
53.48 |
53.45 |
53.45 |
+0.82 |
501 |
11,315 |
+165 |
Oct18 |
171027 |
53.26 |
53.26 |
53.26 |
53.26 |
+0.79 |
69 |
2,887 |
+2 |
Nov18 |
171027 |
53.07 |
53.07 |
53.07 |
53.07 |
+0.75 |
44 |
6,456 |
+5 |
Dec18 |
171027 |
52.10 |
52.94 |
51.80 |
52.89 |
+0.71 |
10,007 |
126,364 |
+521 |
Jan19 |
171027 |
52.10 |
52.67 |
52.10 |
52.67 |
+0.67 |
5 |
1,830 |
+0 |
Feb19 |
171027 |
52.47 |
52.47 |
52.47 |
52.47 |
+0.64 |
5 |
718 |
+1 |
Mar19 |
171027 |
52.27 |
52.27 |
52.27 |
52.27 |
+0.60 |
10 |
2,286 |
-3 |
Total Volume and Open Interest |
229,047 |
600,835 |
+2,855 |
US Dollar Index(ICE) |
Dec17 |
171027 |
94.660 |
95.060 |
94.630 |
94.823 |
+0.313 |
24,505 |
47,044 |
-1,416 |
Mar18 |
171027 |
94.385 |
94.730 |
94.345 |
94.518 |
+0.313 |
254 |
2,048 |
+26 |
Jun18 |
171027 |
94.200 |
94.360 |
94.145 |
94.262 |
+0.313 |
6 |
575 |
+1 |
Total Volume and Open Interest |
24,776 |
49,754 |
-1,378 |
Australian Dollar(CME) |
Dec17 |
171027 |
76.56 |
76.75 |
76.21 |
76.62 |
unch |
145,989 |
134,452 |
+2,928 |
Mar18 |
171027 |
76.54 |
76.67 |
76.23 |
76.57 |
unch |
139 |
697 |
-7 |
Jun18 |
171027 |
76.36 |
76.57 |
76.19 |
76.53 |
+0.01 |
6 |
244 |
+2 |
Total Volume and Open Interest |
147,274 |
137,736 |
+3,178 |
British Pound(CME) |
Dec17 |
171027 |
131.71 |
131.72 |
130.88 |
131.41 |
-0.34 |
152,257 |
179,869 |
-1,913 |
Mar18 |
171027 |
132.03 |
132.03 |
131.38 |
131.81 |
-0.34 |
248 |
2,781 |
+58 |
Jun18 |
171027 |
131.77 |
132.20 |
131.77 |
132.20 |
-0.33 |
1 |
249 |
-1 |
Total Volume and Open Interest |
153,729 |
186,132 |
-1,932 |
Canadian Dollar(CME) |
Dec17 |
171027 |
77.86 |
78.11 |
77.45 |
77.86 |
+0.01 |
137,626 |
169,426 |
+978 |
Mar18 |
171027 |
77.82 |
78.15 |
77.56 |
77.93 |
+0.02 |
439 |
1,879 |
+248 |
Jun18 |
171027 |
77.77 |
77.98 |
77.69 |
77.98 |
+0.01 |
27 |
376 |
+3 |
Sep18 |
171027 |
78.02 |
78.03 |
78.02 |
78.03 |
+0.02 |
46 |
198 |
+45 |
Total Volume and Open Interest |
139,985 |
174,486 |
+1,813 |
Japanese Yen(CME) |
Dec17 |
171027 |
87.90 |
88.20 |
87.56 |
88.07 |
+0.14 |
205,984 |
270,704 |
-1,870 |
Mar18 |
171027 |
88.28 |
88.60 |
88.08 |
88.54 |
+0.14 |
190 |
3,992 |
+37 |
Jun18 |
171027 |
88.75 |
89.01 |
88.75 |
89.01 |
+0.14 |
0 |
93 |
+0 |
Total Volume and Open Interest |
207,443 |
280,570 |
-1,660 |
Swiss Franc(CME) |
Dec17 |
171027 |
100.56 |
100.61 |
99.93 |
100.45 |
-0.12 |
35,577 |
64,351 |
+665 |
Mar18 |
171027 |
101.25 |
101.25 |
100.64 |
101.13 |
-0.13 |
55 |
176 |
+9 |
Jun18 |
171027 |
101.83 |
101.83 |
101.83 |
101.83 |
-0.12 |
0 |
29 |
+0 |
Total Volume and Open Interest |
35,632 |
64,566 |
+674 |
EuroFX(CME) |
Dec17 |
171027 |
116.84 |
116.86 |
116.04 |
116.29 |
-0.62 |
208,971 |
429,345 |
+797 |
Mar18 |
171027 |
117.41 |
117.42 |
116.74 |
116.96 |
-0.62 |
602 |
4,068 |
+229 |
Jun18 |
171027 |
118.02 |
118.03 |
117.63 |
117.64 |
-0.62 |
66 |
1,412 |
+14 |
Total Volume and Open Interest |
214,003 |
444,685 |
-333 |
Mexican Peso(CME) |
Nov17 |
171027 |
520.63 |
520.63 |
520.63 |
520.63 |
+1.75 |
80 |
36 |
-44 |
Dec17 |
171027 |
515.88 |
519.00 |
512.75 |
517.38 |
+1.75 |
80,091 |
177,991 |
-1,796 |
Total Volume and Open Interest |
80,195 |
178,690 |
-1,837 |
Brazilian Real(CME) |
Nov17 |
171027 |
303.60 |
309.00 |
302.80 |
307.30 |
+2.85 |
9,062 |
23,344 |
-1,606 |
Dec17 |
171027 |
303.45 |
307.80 |
301.65 |
306.20 |
+2.85 |
1,351 |
5,196 |
+808 |
Jan18 |
171027 |
305.15 |
305.15 |
305.15 |
305.15 |
+2.85 |
0 |
397 |
+0 |
Feb18 |
171027 |
304.05 |
304.05 |
304.05 |
304.05 |
+2.90 |
|
|
|
Total Volume and Open Interest |
10,413 |
29,237 |
-798 |
30-Year T-Bonds(CBOT) |
Dec17 |
171027 |
150~170 |
151~180 |
150~100 |
151~060 |
+0~150 |
373,665 |
746,649 |
+6,763 |
Mar18 |
171027 |
149~150 |
150~110 |
149~070 |
150~010 |
+0~150 |
744 |
900 |
+645 |
Jun18 |
171027 |
149~200 |
149~200 |
149~200 |
149~200 |
+0~150 |
|
|
|
Total Volume and Open Interest |
374,409 |
747,549 |
+7,408 |
10-Year T-Notes(CBOT) |
Dec17 |
171027 |
124~095 |
124~240 |
124~065 |
124~190 |
+0~070 |
2,025,047 |
3,206,532 |
+50,402 |
Mar18 |
171027 |
124~000 |
124~120 |
123~270 |
124~075 |
+0~075 |
3,004 |
16,883 |
+1,740 |
Jun18 |
171027 |
124~020 |
124~020 |
124~020 |
124~020 |
+0~075 |
|
|
|
Total Volume and Open Interest |
2,028,051 |
3,223,415 |
+52,142 |
5-Year T-Notes(CBOT) |
Dec17 |
171027 |
116~272 |
117~032 |
116~252 |
117~010 |
+0~042 |
1,016,898 |
3,064,433 |
+43,113 |
Mar18 |
171027 |
116~196 |
116~250 |
116~176 |
116~250 |
+0~042 |
849 |
6,794 |
+341 |
Jun18 |
171027 |
116~230 |
116~230 |
116~230 |
116~230 |
+0~042 |
|
|
|
Total Volume and Open Interest |
1,017,747 |
3,071,227 |
+43,454 |
2 Year T-Notes(CBOT) |
Dec17 |
171027 |
107~202 |
107~226 |
107~192 |
107~216 |
+0~012 |
329,677 |
1,673,091 |
-24,900 |
Mar18 |
171027 |
107~160 |
107~164 |
107~160 |
107~160 |
+0~012 |
819 |
6,349 |
+598 |
Jun18 |
171027 |
107~160 |
107~160 |
107~160 |
107~160 |
+0~012 |
|
|
|
Total Volume and Open Interest |
330,496 |
1,679,440 |
-24,302 |
Eurodollars(CME) |
Dec17 |
171027 |
98.485 |
98.490 |
98.480 |
98.485 |
unch |
252,499 |
1,772,335 |
-11,624 |
Mar18 |
171027 |
98.340 |
98.355 |
98.330 |
98.350 |
+0.010 |
224,315 |
1,286,772 |
-9,018 |
Jun18 |
171027 |
98.220 |
98.245 |
98.210 |
98.235 |
+0.015 |
208,750 |
1,242,027 |
+14,962 |
Sep18 |
171027 |
98.130 |
98.165 |
98.120 |
98.150 |
+0.020 |
226,373 |
1,058,955 |
-2,234 |
Dec18 |
171027 |
98.035 |
98.080 |
98.020 |
98.055 |
+0.020 |
381,026 |
1,610,678 |
-8,501 |
Mar19 |
171027 |
97.960 |
98.015 |
97.945 |
97.990 |
+0.025 |
233,032 |
1,030,563 |
+1,542 |
Jun19 |
171027 |
97.895 |
97.955 |
97.880 |
97.930 |
+0.030 |
232,622 |
908,708 |
+3,460 |
Sep19 |
171027 |
97.845 |
97.905 |
97.830 |
97.880 |
+0.030 |
198,152 |
682,591 |
-11,508 |
Dec19 |
171027 |
97.780 |
97.845 |
97.765 |
97.820 |
+0.035 |
213,681 |
871,510 |
+15,587 |
Mar20 |
171027 |
97.750 |
97.815 |
97.735 |
97.790 |
+0.035 |
125,104 |
479,967 |
+5,183 |
Jun20 |
171027 |
97.715 |
97.780 |
97.705 |
97.755 |
+0.035 |
118,289 |
359,250 |
-3,519 |
Sep20 |
171027 |
97.680 |
97.745 |
97.670 |
97.720 |
+0.035 |
114,021 |
265,778 |
-5,350 |
Dec20 |
171027 |
97.640 |
97.695 |
97.620 |
97.675 |
+0.035 |
125,151 |
299,937 |
-2,190 |
Mar21 |
171027 |
97.605 |
97.660 |
97.590 |
97.645 |
+0.035 |
98,647 |
210,029 |
+21 |
Jun21 |
171027 |
97.565 |
97.625 |
97.555 |
97.610 |
+0.035 |
69,579 |
179,844 |
+7,943 |
Sep21 |
171027 |
97.535 |
97.590 |
97.515 |
97.570 |
+0.035 |
47,105 |
96,520 |
-2,856 |
Dec21 |
171027 |
97.485 |
97.540 |
97.470 |
97.525 |
+0.035 |
47,009 |
131,987 |
+612 |
Mar22 |
171027 |
97.460 |
97.515 |
97.440 |
97.495 |
+0.035 |
37,367 |
77,281 |
+2,322 |
Total Volume and Open Interest |
3,041,331 |
12,843,903 |
-3,380 |
Ultra T-Bond(CBOT) |
Dec17 |
171027 |
161~29 |
163~14 |
161~22 |
162~30 |
+0~22 |
149,108 |
841,172 |
+6,793 |
Mar18 |
171027 |
162~00 |
162~00 |
161~00 |
162~00 |
+0~22 |
17,293 |
30,454 |
+15,671 |
Jun18 |
171027 |
161~05 |
161~05 |
161~05 |
161~05 |
+0~22 |
|
|
|
Total Volume and Open Interest |
166,401 |
871,626 |
+22,464 |
Ultra 10-Yr T-Note(CBOT) |
Dec17 |
171027 |
132~290 |
133~175 |
132~240 |
133~100 |
+0~095 |
155,054 |
435,993 |
+6,120 |
Mar18 |
171027 |
133~040 |
133~040 |
133~040 |
133~040 |
+0~085 |
|
|
|
Jun18 |
171027 |
133~040 |
133~040 |
133~040 |
133~040 |
+0~085 |
|
|
|
Total Volume and Open Interest |
155,054 |
435,993 |
+6,120 |
30 Day Federal Funds(CBOT) |
Oct17 |
171027 |
98.848 |
98.848 |
98.845 |
98.845 |
unch |
660 |
233,573 |
-183 |
Nov17 |
171027 |
98.840 |
98.845 |
98.840 |
98.840 |
unch |
3,116 |
207,477 |
+33 |
Dec17 |
171027 |
98.725 |
98.730 |
98.720 |
98.725 |
unch |
12,711 |
112,372 |
+6,843 |
Jan18 |
171027 |
98.630 |
98.635 |
98.620 |
98.630 |
unch |
22,962 |
349,028 |
+1,377 |
Feb18 |
171027 |
98.615 |
98.620 |
98.610 |
98.620 |
unch |
12,000 |
119,322 |
-3,345 |
Mar18 |
171027 |
98.585 |
98.590 |
98.575 |
98.585 |
unch |
4,970 |
50,268 |
-216 |
Total Volume and Open Interest |
112,407 |
1,564,143 |
+741 |
Japanese Govt Bonds(SGX) |
Dec17 |
171026 |
150.30 |
150.42 |
150.28 |
150.38 |
+0.06 |
1,048 |
12,661 |
-98 |
Mar18 |
171026 |
150.38 |
150.38 |
150.38 |
150.38 |
+0.06 |
|
|
|
Jun18 |
171026 |
150.38 |
150.38 |
150.38 |
150.38 |
+0.06 |
|
|
|
Total Volume and Open Interest |
1,048 |
12,661 |
-98 |
Euro-Buxl(EUREX) |
Dec17 |
171027 |
163.50 |
164.46 |
162.86 |
164.24 |
+0.80 |
55,522 |
235,168 |
+7,658 |
Mar18 |
171027 |
162.38 |
162.78 |
162.38 |
162.68 |
+0.78 |
284 |
1,553 |
+896 |
Jun18 |
171027 |
162.68 |
162.68 |
162.68 |
162.68 |
+0.78 |
|
|
|
Total Volume and Open Interest |
55,806 |
236,721 |
+8,554 |
Euro-Bund(EUREX) |
Dec17 |
171027 |
161.76 |
162.48 |
161.63 |
162.38 |
+0.77 |
801,864 |
2,175,380 |
+114,113 |
Mar18 |
171027 |
161.35 |
162.01 |
161.18 |
161.92 |
+0.79 |
7,094 |
92,621 |
+9,423 |
Jun18 |
171027 |
159.15 |
159.15 |
159.15 |
159.15 |
+0.77 |
0 |
1 |
+0 |
Total Volume and Open Interest |
808,958 |
2,268,002 |
+123,536 |
Euro-Bobl(EUREX) |
Dec17 |
171027 |
131.52 |
131.85 |
131.51 |
131.78 |
+0.32 |
524,477 |
1,695,748 |
+102,841 |
Mar18 |
171027 |
132.12 |
132.44 |
132.12 |
132.39 |
+0.35 |
4,412 |
84,826 |
-75 |
Jun18 |
171027 |
132.39 |
132.39 |
132.39 |
132.39 |
+0.35 |
|
|
|
Total Volume and Open Interest |
528,889 |
1,780,574 |
+102,766 |
Euro-Schatz(EUREX) |
Dec17 |
171027 |
112.25 |
112.32 |
112.24 |
112.29 |
+0.06 |
220,292 |
1,583,646 |
+107,220 |
Mar18 |
171027 |
112.13 |
112.18 |
112.13 |
112.16 |
+0.08 |
12,538 |
20,258 |
+3,873 |
Jun18 |
171027 |
112.16 |
112.16 |
112.16 |
112.16 |
+0.08 |
|
|
|
Total Volume and Open Interest |
232,830 |
1,603,904 |
+111,093 |
3-Mth Euribor(EUREX) |
Dec17 |
171027 |
100.325 |
100.330 |
100.325 |
100.330 |
unch |
2 |
8,169 |
-65 |
Mar18 |
171027 |
100.325 |
100.325 |
100.320 |
100.320 |
unch |
0 |
6,486 |
+300 |
Jun18 |
171027 |
100.315 |
100.315 |
100.315 |
100.315 |
unch |
0 |
1,361 |
+0 |
Total Volume and Open Interest |
23 |
37,978 |
+230 |
Long Gilt(LIFFE) |
Dec17 |
171027 |
123~21 |
124~07 |
123~17 |
124~03 |
+0~16 |
220,020 |
703,041 |
-1,313 |
Mar18 |
171027 |
123~07 |
123~07 |
123~07 |
123~07 |
+0~16 |
32 |
266 |
+120 |
Total Volume and Open Interest |
220,052 |
703,307 |
-1,193 |
3-Mth Short Sterling(LIFFE) |
Dec17 |
171027 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.00 |
130,952 |
557,746 |
-3,566 |
Mar18 |
171027 |
99.33 |
99.35 |
99.33 |
99.34 |
+0.01 |
186,991 |
477,677 |
-814 |
Jun18 |
171027 |
99.24 |
99.26 |
99.23 |
99.25 |
+0.02 |
154,374 |
432,688 |
-5,702 |
Sep18 |
171027 |
99.16 |
99.19 |
99.16 |
99.18 |
+0.02 |
163,015 |
312,822 |
-6,834 |
Dec18 |
171027 |
99.11 |
99.14 |
99.09 |
99.12 |
+0.02 |
178,806 |
380,526 |
-9,300 |
Mar19 |
171027 |
99.05 |
99.09 |
99.04 |
99.07 |
+0.02 |
104,153 |
221,351 |
-7,198 |
Total Volume and Open Interest |
1,727,008 |
3,487,406 |
-17,958 |
3-Mth Euribor(LIFFE) |
Dec17 |
171027 |
100.325 |
100.330 |
100.325 |
100.330 |
unch |
54,738 |
410,010 |
+2,198 |
Mar18 |
171027 |
100.320 |
100.325 |
100.315 |
100.320 |
unch |
42,671 |
453,027 |
-2,934 |
Jun18 |
171027 |
100.315 |
100.315 |
100.310 |
100.315 |
unch |
28,958 |
452,617 |
+85 |
Total Volume and Open Interest |
722,751 |
4,006,644 |
+8,854 |
3-Mth Aus T-Bills(SFE) |
Dec17 |
171027 |
98.29 |
98.29 |
98.27 |
98.28 |
-0.01 |
32,107 |
193,676 |
+86 |
Mar18 |
171027 |
98.25 |
98.26 |
98.24 |
98.25 |
-0.01 |
61,417 |
239,443 |
+12,769 |
Jun18 |
171027 |
98.17 |
98.18 |
98.15 |
98.17 |
-0.01 |
47,160 |
199,432 |
+1,215 |
Sep18 |
171027 |
98.08 |
98.08 |
98.05 |
98.07 |
-0.02 |
32,101 |
176,713 |
-2,789 |
Dec18 |
171027 |
97.99 |
98.00 |
97.97 |
97.98 |
-0.02 |
29,324 |
117,192 |
+7,081 |
Mar19 |
171027 |
97.90 |
97.90 |
97.87 |
97.88 |
-0.03 |
18,021 |
91,416 |
+1,652 |
Jun19 |
171027 |
97.81 |
97.82 |
97.79 |
97.80 |
-0.02 |
10,819 |
58,811 |
+1,473 |
Sep19 |
171027 |
97.73 |
97.73 |
97.70 |
97.71 |
-0.03 |
5,166 |
33,554 |
+211 |
Dec19 |
171027 |
97.65 |
97.65 |
97.64 |
97.64 |
-0.03 |
316 |
3,432 |
+156 |
Mar20 |
171027 |
97.57 |
97.58 |
97.57 |
97.57 |
-0.04 |
245 |
2,817 |
+19 |
Total Volume and Open Interest |
236,844 |
1,118,095 |
+21,478 |
10-Year Aus T-Bonds(SFE) |
Dec17 |
171027 |
97.21 |
97.22 |
97.17 |
97.20 |
-0.02 |
167,145 |
1,059,270 |
+13,204 |
Mar18 |
171027 |
97.19 |
97.19 |
97.19 |
97.19 |
-0.02 |
0 |
702 |
+0 |
Total Volume and Open Interest |
167,145 |
1,059,972 |
+13,204 |
3-Year Aus T-Bonds(SFE) |
Dec17 |
171027 |
97.92 |
97.94 |
97.90 |
97.93 |
-0.01 |
324,357 |
1,122,412 |
+20,902 |
Mar18 |
171027 |
97.92 |
97.92 |
97.92 |
97.92 |
-0.01 |
1,063 |
1,581 |
+564 |
Total Volume and Open Interest |
325,420 |
1,123,993 |
+21,466 |
Gold(CMX) |
Oct17 |
171027 |
1267.3 |
1268.5 |
1267.1 |
1268.5 |
+2.2 |
105 |
170 |
-64 |
Dec17 |
171027 |
1268.0 |
1275.2 |
1263.8 |
1271.8 |
+2.2 |
379,396 |
389,301 |
-3,526 |
Feb18 |
171027 |
1272.2 |
1279.0 |
1268.1 |
1276.0 |
+2.2 |
4,482 |
76,962 |
+2,292 |
Apr18 |
171027 |
1275.3 |
1282.1 |
1272.0 |
1279.8 |
+2.1 |
1,372 |
16,457 |
+392 |
Jun18 |
171027 |
1279.2 |
1286.8 |
1276.0 |
1283.7 |
+2.1 |
2,557 |
13,225 |
+919 |
Aug18 |
171027 |
1282.9 |
1287.7 |
1282.8 |
1287.7 |
+2.1 |
281 |
9,613 |
+26 |
Oct18 |
171027 |
1290.6 |
1293.5 |
1290.5 |
1291.7 |
+2.0 |
102 |
3,364 |
-3 |
Dec18 |
171027 |
1291.9 |
1298.2 |
1290.1 |
1295.9 |
+1.9 |
774 |
10,330 |
-458 |
Feb19 |
171027 |
1297.9 |
1300.2 |
1297.9 |
1300.2 |
+1.9 |
10 |
142 |
+0 |
Apr19 |
171027 |
1302.0 |
1304.5 |
1302.0 |
1304.5 |
+1.9 |
5 |
506 |
+5 |
Jun19 |
171027 |
1308.9 |
1308.9 |
1308.9 |
1308.9 |
+1.9 |
0 |
1,020 |
+0 |
Aug19 |
171027 |
1313.5 |
1313.5 |
1313.5 |
1313.5 |
+1.9 |
0 |
4 |
+0 |
Total Volume and Open Interest |
389,653 |
526,221 |
-453 |
Silver(CMX) |
Dec17 |
171027 |
1680.0 |
1687.0 |
1660.0 |
1675.2 |
-5.9 |
92,343 |
141,731 |
-937 |
Mar18 |
171027 |
1688.5 |
1695.5 |
1670.5 |
1685.0 |
-5.9 |
1,613 |
31,514 |
+441 |
May18 |
171027 |
1686.0 |
1697.0 |
1677.0 |
1691.2 |
-6.1 |
588 |
7,723 |
+228 |
Jul18 |
171027 |
1699.0 |
1699.0 |
1697.3 |
1697.3 |
-6.1 |
152 |
4,481 |
+40 |
Sep18 |
171027 |
1700.0 |
1703.3 |
1700.0 |
1703.3 |
-6.1 |
120 |
2,497 |
+18 |
Dec18 |
171027 |
1714.5 |
1715.0 |
1701.0 |
1712.1 |
-6.2 |
175 |
4,001 |
+102 |
Mar19 |
171027 |
1722.7 |
1722.7 |
1722.7 |
1722.7 |
-6.2 |
0 |
6 |
+0 |
Total Volume and Open Interest |
95,205 |
193,862 |
-37 |
Platinum(NYMEX) |
Jan18 |
171027 |
920.4 |
924.0 |
912.9 |
914.6 |
-7.5 |
18,603 |
70,177 |
+1,130 |
Apr18 |
171027 |
923.6 |
928.1 |
918.0 |
918.8 |
-7.6 |
556 |
6,443 |
+243 |
Jul18 |
171027 |
931.1 |
931.8 |
923.4 |
923.4 |
-7.5 |
3 |
324 |
+0 |
Oct18 |
171027 |
933.8 |
933.8 |
933.8 |
933.8 |
-7.5 |
0 |
24 |
+0 |
Total Volume and Open Interest |
19,178 |
77,054 |
+1,362 |
Palladium(NYMEX) |
Dec17 |
171027 |
966.20 |
967.20 |
956.35 |
958.25 |
-9.85 |
2,936 |
29,435 |
-271 |
Mar18 |
171027 |
957.50 |
958.00 |
949.00 |
950.65 |
-9.45 |
239 |
3,820 |
+200 |
Jun18 |
171027 |
948.70 |
948.70 |
945.20 |
945.20 |
-9.60 |
1 |
85 |
+0 |
Total Volume and Open Interest |
3,176 |
33,340 |
-71 |
Copper(CMX) |
Dec17 |
171027 |
317.85 |
317.95 |
307.30 |
310.35 |
-7.40 |
105,990 |
173,939 |
+665 |
Mar18 |
171027 |
319.80 |
319.80 |
309.30 |
312.35 |
-7.35 |
7,470 |
71,961 |
+1,541 |
May18 |
171027 |
320.45 |
320.45 |
310.70 |
313.55 |
-7.35 |
639 |
22,752 |
+73 |
Jul18 |
171027 |
319.50 |
319.50 |
312.00 |
314.50 |
-7.25 |
581 |
9,614 |
+146 |
Sep18 |
171027 |
321.10 |
321.10 |
314.35 |
315.30 |
-7.25 |
514 |
7,215 |
+51 |
Total Volume and Open Interest |
117,478 |
311,685 |
+2,689 |
E-mini DJIA Index(CBOT) |
Dec17 |
171027 |
23356 |
23408 |
23297 |
23372 |
+23 |
189,234 |
159,919 |
-666 |
Mar18 |
171027 |
23341 |
23386 |
23311 |
23363 |
+24 |
250 |
1,578 |
+101 |
Jun18 |
171027 |
23340 |
23340 |
23289 |
23336 |
+24 |
0 |
20 |
+0 |
Sep18 |
171027 |
23299 |
23299 |
23299 |
23299 |
+24 |
0 |
5 |
+0 |
Total Volume and Open Interest |
189,484 |
161,522 |
-565 |
S & P 500(CME) |
Dec17 |
171027 |
2559.00 |
2578.40 |
2558.60 |
2578.40 |
+16.80 |
4,740 |
59,506 |
-703 |
Mar18 |
171027 |
2578.60 |
2580.50 |
2578.60 |
2578.60 |
+16.80 |
110 |
200 |
+74 |
Jun18 |
171027 |
2578.80 |
2581.00 |
2578.80 |
2578.80 |
+16.80 |
|
|
|
Sep18 |
171027 |
2579.00 |
2580.50 |
2579.00 |
2579.00 |
+17.00 |
|
|
|
Total Volume and Open Interest |
4,850 |
59,706 |
-630 |
S & P 500 E-Mini(CME) |
Dec17 |
171027 |
2561.50 |
2580.75 |
2557.50 |
2578.50 |
+17.00 |
2,099,172 |
3,089,530 |
-20,768 |
Mar18 |
171027 |
2562.00 |
2580.75 |
2558.50 |
2578.50 |
+16.75 |
7,380 |
53,809 |
+4,127 |
Jun18 |
171027 |
2564.00 |
2579.50 |
2562.75 |
2578.75 |
+16.75 |
43 |
3,169 |
+1,142 |
Sep18 |
171027 |
2579.00 |
2579.00 |
2545.25 |
2579.00 |
+17.00 |
22 |
41 |
+13 |
Total Volume and Open Interest |
2,106,617 |
3,146,555 |
-15,486 |
NASDAQ 100 E-Mini(CME) |
Dec17 |
171027 |
6092.00 |
6225.80 |
6078.80 |
6215.30 |
+130.50 |
436,671 |
281,153 |
+3,003 |
Mar18 |
171027 |
6102.50 |
6238.00 |
6094.00 |
6228.00 |
+130.00 |
773 |
1,290 |
+83 |
Jun18 |
171027 |
6149.50 |
6240.00 |
6149.50 |
6237.80 |
+130.00 |
1 |
88 |
+1 |
Total Volume and Open Interest |
437,445 |
282,535 |
+3,087 |
S&P Midcap 400(CME) e-Mini |
Dec17 |
171027 |
1828.00 |
1839.30 |
1822.20 |
1837.60 |
+8.80 |
13,307 |
92,930 |
+897 |
Mar18 |
171027 |
1835.70 |
1835.70 |
1824.10 |
1835.70 |
+8.80 |
0 |
9 |
+0 |
Jun18 |
171027 |
1835.30 |
1835.30 |
1828.00 |
1835.30 |
+8.80 |
1 |
2 |
+1 |
Total Volume and Open Interest |
13,308 |
92,941 |
+898 |
Volatility Index(CBOE) |
Oct17 |
171018 |
10.35 |
10.55 |
10.25 |
10.30 |
-0.08 |
87,305 |
120,816 |
-21,065 |
Nov17 |
171027 |
12.05 |
12.25 |
11.40 |
11.43 |
-0.65 |
315,533 |
319,794 |
-15,847 |
Dec17 |
171027 |
12.65 |
12.75 |
12.10 |
12.23 |
-0.45 |
172,177 |
151,551 |
+4,784 |
Jan18 |
171027 |
13.68 |
13.75 |
13.25 |
13.33 |
-0.40 |
46,764 |
67,655 |
+2,098 |
Total Volume and Open Interest |
571,652 |
617,928 |
-6,895 |
S & P 600(CME) |
Dec17 |
171027 |
916.20 |
916.20 |
916.20 |
916.20 |
+4.90 |
|
|
|
Mar18 |
171027 |
913.00 |
913.00 |
913.00 |
913.00 |
+4.90 |
|
|
|
Total Volume and Open Interest |
|
|
|
Russell 2000 Mini(ICE) |
Dec17 |
171027 |
1499.20 |
1509.40 |
1492.40 |
1508.50 |
+9.00 |
43,614 |
64,957 |
+425 |
Mar18 |
171027 |
1495.00 |
1509.50 |
1495.00 |
1509.50 |
+9.00 |
0 |
65 |
+0 |
Jun18 |
171027 |
1509.50 |
1509.50 |
1509.50 |
1509.50 |
+9.00 |
0 |
2 |
+0 |
Total Volume and Open Interest |
43,614 |
65,024 |
+425 |
Nikkei 225(CME) |
Dec17 |
171027 |
21890 |
22140 |
21840 |
22075 |
+200 |
18,461 |
42,788 |
+207 |
Mar18 |
171027 |
21960 |
22100 |
21960 |
22085 |
+200 |
7 |
25 |
-2 |
Total Volume and Open Interest |
18,468 |
42,813 |
+205 |
Nikkei 225(SGX) |
Dec17 |
171027 |
22045 |
22125 |
22035 |
22035 |
+265 |
104,265 |
206,160 |
-703 |
Mar18 |
171027 |
22050 |
22050 |
21995 |
21995 |
+265 |
761 |
1,257 |
+584 |
Jun18 |
171026 |
21590 |
21590 |
21590 |
21590 |
+15 |
0 |
1,096 |
+0 |
Total Volume and Open Interest |
97,266 |
219,759 |
+1,218 |
Nikkei 225 Mini(JPX) |
Dec17 |
171026 |
21775 |
21830 |
21590 |
21770 |
+10 |
1,035,462 |
418,374 |
+9,751 |
Mar18 |
171026 |
21730 |
21785 |
21545 |
21720 |
+10 |
25,311 |
26,783 |
+563 |
Jun18 |
171026 |
21565 |
21620 |
21380 |
21560 |
+40 |
383 |
1,704 |
+37 |
Total Volume and Open Interest |
1,109,040 |
494,223 |
+20,753 |
Nikkei 225(JPX) |
Dec17 |
171026 |
21780 |
21830 |
21590 |
21770 |
+10 |
87,071 |
359,723 |
+1,937 |
Mar18 |
171026 |
21730 |
21780 |
21540 |
21720 |
+10 |
2,171 |
20,075 |
+1,212 |
Jun18 |
171026 |
21590 |
21600 |
21400 |
21560 |
+40 |
29 |
11,761 |
-7 |
Total Volume and Open Interest |
89,316 |
461,762 |
+3,388 |
Nikkei 225(CME) Yen |
Dec17 |
171027 |
21870 |
22125 |
21820 |
22050 |
+195 |
59,188 |
63,403 |
+3,366 |
Mar18 |
171027 |
21950 |
22050 |
21945 |
22005 |
+195 |
13 |
14 |
+1 |
Jun18 |
171027 |
21905 |
21905 |
21905 |
21905 |
+195 |
|
|
|
Total Volume and Open Interest |
59,201 |
63,417 |
+3,367 |
Nikkei 225(CME) e-Mini Yen |
Dec17 |
171027 |
22030 |
22050 |
22030 |
22050 |
+200 |
0 |
5 |
+0 |
Mar18 |
171027 |
22000 |
22005 |
22000 |
22000 |
+190 |
|
|
|
Jun18 |
171027 |
21900 |
21905 |
21900 |
21900 |
+190 |
|
|
|
Total Volume and Open Interest |
0 |
5 |
+0 |
CAC 40(EURONEXT) |
Nov17 |
171027 |
5462.0 |
5511.0 |
5462.0 |
5491.5 |
+38.5 |
74,347 |
323,181 |
-852 |
Dec17 |
171027 |
5456.0 |
5503.5 |
5456.0 |
5484.5 |
+38.5 |
693 |
47,861 |
+432 |
Jan18 |
171027 |
5476.5 |
5476.5 |
5476.5 |
5476.5 |
+38.5 |
|
|
|
Total Volume and Open Interest |
75,040 |
371,046 |
-420 |
Hang Seng Index(HKFE) |
Oct17 |
171027 |
28265 |
28488 |
28251 |
28432 |
+162 |
164,376 |
98,320 |
-28,426 |
Nov17 |
171027 |
28261 |
28485 |
28248 |
28427 |
+162 |
61,781 |
67,654 |
+35,808 |
Dec17 |
171027 |
28275 |
28500 |
28275 |
28444 |
+164 |
1,834 |
24,441 |
-77 |
Total Volume and Open Interest |
228,349 |
193,890 |
+7,073 |
DAX(EUREX) |
Dec17 |
171027 |
13165.0 |
13245.0 |
13165.0 |
13219.0 |
+83.0 |
94,868 |
157,285 |
+6,172 |
Mar18 |
171027 |
13181.0 |
13235.5 |
13172.0 |
13213.5 |
+83.5 |
225 |
1,749 |
+637 |
Jun18 |
171027 |
13203.5 |
13250.0 |
13200.0 |
13240.0 |
+83.5 |
91 |
622 |
+8 |
Total Volume and Open Interest |
95,184 |
159,656 |
+6,817 |
Mini-DAX(EUREX) |
Dec17 |
171027 |
13164.0 |
13245.0 |
13164.0 |
13219.0 |
+83.0 |
32,869 |
12,432 |
+72 |
Mar18 |
171027 |
13174.0 |
13235.0 |
13171.0 |
13213.5 |
+83.5 |
58 |
476 |
-48 |
Jun18 |
171027 |
13210.0 |
13259.0 |
13210.0 |
13240.0 |
+83.5 |
7 |
246 |
+1 |
Total Volume and Open Interest |
32,934 |
13,154 |
+25 |
DJ EuroSTOXX 50(EUREX) |
Dec17 |
171027 |
3638 |
3665 |
3638 |
3648 |
+15 |
638,401 |
3,356,516 |
+2,901 |
Mar18 |
171027 |
3628 |
3651 |
3627 |
3635 |
+15 |
296 |
121,907 |
+228 |
Jun18 |
171027 |
3551 |
3567 |
3549 |
3553 |
+15 |
676 |
800 |
+1 |
Total Volume and Open Interest |
639,373 |
3,479,223 |
+3,130 |
Swiss Market Index(EUREX) |
Dec17 |
171027 |
9183 |
9245 |
9150 |
9170 |
-7 |
39,065 |
210,085 |
-2,042 |
Mar18 |
171027 |
9082 |
9105 |
9068 |
9068 |
-7 |
14 |
751 |
+86 |
Jun18 |
171027 |
8902 |
8902 |
8902 |
8902 |
-7 |
0 |
10 |
+0 |
Total Volume and Open Interest |
39,079 |
210,846 |
-1,956 |
FT-SE 100(EURONEXT) |
Dec17 |
171027 |
7469.50 |
7491.50 |
7454.00 |
7479.50 |
+22.50 |
112,651 |
676,169 |
-2,678 |
Mar18 |
171027 |
7426.00 |
7428.00 |
7400.50 |
7420.50 |
+23.00 |
2 |
3,116 |
+0 |
Jun18 |
171027 |
7339.50 |
7339.50 |
7339.50 |
7339.50 |
+22.50 |
|
|
|
Total Volume and Open Interest |
112,653 |
679,285 |
-2,678 |
SPI 200(SFE) |
Dec17 |
171027 |
5898.0 |
5922.0 |
5830.0 |
5887.0 |
-11.0 |
22,900 |
266,754 |
+735 |
Mar18 |
171027 |
5853.0 |
5859.0 |
5800.0 |
5834.0 |
-10.0 |
2 |
1,524 |
+0 |
Jun18 |
171027 |
5818.0 |
5818.0 |
5818.0 |
5818.0 |
-10.0 |
0 |
3,362 |
+0 |
Total Volume and Open Interest |
22,947 |
274,340 |
+735 |
FTSE MIB(ISE) |
Dec17 |
171027 |
22870.00 |
22870.00 |
22550.00 |
22631.00 |
-137.00 |
23,349 |
32,530 |
-378 |
Mar18 |
171027 |
22760.00 |
22760.00 |
22470.00 |
22539.00 |
-134.00 |
23 |
73 |
+0 |
Jun18 |
171027 |
22082.00 |
22082.00 |
22082.00 |
22082.00 |
-134.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
23,372 |
32,608 |
-378 |
KOSPI 200(KFE) |
Dec17 |
171027 |
327.10 |
330.35 |
327.05 |
330.20 |
+3.10 |
182,825 |
256,128 |
+1,888 |
Mar18 |
171027 |
324.10 |
327.30 |
324.10 |
327.25 |
+2.70 |
265 |
18,221 |
+616 |
Jun18 |
171027 |
325.55 |
327.50 |
325.55 |
327.30 |
+1.15 |
4 |
12,706 |
+50 |
Total Volume and Open Interest |
183,094 |
317,478 |
+4,715 |
GSCI(CME) |
Nov17 |
171027 |
409.90 |
411.85 |
409.90 |
411.85 |
+3.25 |
6 |
16,285 |
-4 |
Dec17 |
171027 |
414.85 |
414.85 |
414.85 |
414.85 |
+3.25 |
|
|
|
Jan18 |
171027 |
414.95 |
414.95 |
414.95 |
414.95 |
+3.25 |
|
|
|
Total Volume and Open Interest |
6 |
16,285 |
-4 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|