|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Mon November 20, 2017 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan18 |
171120 |
990.00 |
992.00 |
983.00 |
990.00 |
-0.50 |
90,050 |
327,103 |
+3,918 |
Mar18 |
171120 |
1000.75 |
1002.75 |
994.00 |
1001.25 |
-0.25 |
38,124 |
141,864 |
+1,023 |
May18 |
171120 |
1010.50 |
1012.50 |
1003.75 |
1010.75 |
-0.25 |
17,334 |
87,152 |
+1,817 |
Jul18 |
171120 |
1019.00 |
1020.50 |
1012.00 |
1019.25 |
-0.25 |
8,074 |
93,457 |
+490 |
Aug18 |
171120 |
1020.00 |
1021.25 |
1012.75 |
1020.00 |
-0.25 |
822 |
12,981 |
+125 |
Sep18 |
171120 |
1010.50 |
1010.50 |
1002.75 |
1010.25 |
+0.25 |
42 |
1,905 |
+5 |
Nov18 |
171120 |
1000.00 |
1002.25 |
994.00 |
1002.00 |
+1.00 |
2,232 |
50,644 |
-522 |
Jan19 |
171120 |
1005.00 |
1008.00 |
1000.00 |
1008.00 |
+1.00 |
21 |
1,077 |
+10 |
Mar19 |
171120 |
1011.00 |
1011.50 |
1005.00 |
1011.50 |
+1.00 |
17 |
1,792 |
+6 |
May19 |
171120 |
1015.00 |
1015.75 |
1010.00 |
1015.75 |
+1.00 |
4 |
709 |
-2 |
Jul19 |
171120 |
1015.75 |
1021.25 |
1015.00 |
1021.25 |
+1.50 |
16 |
482 |
+8 |
Aug19 |
171120 |
1019.50 |
1019.50 |
1019.50 |
1019.50 |
+1.50 |
0 |
24 |
+0 |
Sep19 |
171120 |
1013.25 |
1013.25 |
1013.25 |
1013.25 |
+1.50 |
0 |
21 |
+0 |
Nov19 |
171120 |
996.00 |
998.50 |
995.75 |
998.50 |
+2.00 |
32 |
1,295 |
+9 |
Total Volume and Open Interest |
156,768 |
720,529 |
+6,887 |
Soybean Meal(CBOT) |
Dec17 |
171120 |
318.60 |
320.30 |
315.30 |
319.80 |
+1.60 |
36,690 |
72,674 |
-3,918 |
Jan18 |
171120 |
320.30 |
322.20 |
317.50 |
322.00 |
+2.00 |
18,501 |
116,979 |
+1,162 |
Mar18 |
171120 |
323.70 |
325.30 |
320.70 |
325.30 |
+2.20 |
13,693 |
88,428 |
+2,302 |
May18 |
171120 |
325.70 |
327.70 |
323.20 |
327.70 |
+2.30 |
5,846 |
47,453 |
+494 |
Jul18 |
171120 |
328.50 |
329.90 |
325.30 |
329.90 |
+2.20 |
4,646 |
32,841 |
-206 |
Aug18 |
171120 |
328.90 |
329.80 |
325.50 |
329.80 |
+2.10 |
673 |
4,599 |
-253 |
Sep18 |
171120 |
326.40 |
328.60 |
325.30 |
328.60 |
+2.20 |
136 |
5,050 |
+60 |
Oct18 |
171120 |
323.90 |
325.50 |
321.60 |
325.50 |
+2.50 |
84 |
5,973 |
+18 |
Dec18 |
171120 |
324.90 |
326.50 |
322.00 |
326.30 |
+2.50 |
393 |
26,678 |
+43 |
Jan19 |
171120 |
324.30 |
327.00 |
324.30 |
327.00 |
+2.40 |
2 |
1,260 |
+0 |
Total Volume and Open Interest |
80,664 |
407,413 |
-298 |
Soybean Oil(CBOT) |
Dec17 |
171120 |
34.38 |
34.42 |
33.69 |
33.95 |
-0.49 |
54,590 |
100,087 |
-5,529 |
Jan18 |
171120 |
34.51 |
34.56 |
33.85 |
34.10 |
-0.49 |
41,280 |
131,347 |
+2,739 |
Mar18 |
171120 |
34.69 |
34.77 |
34.06 |
34.33 |
-0.47 |
22,110 |
93,463 |
+1,354 |
May18 |
171120 |
34.89 |
34.92 |
34.27 |
34.55 |
-0.45 |
10,994 |
57,060 |
+1,079 |
Jul18 |
171120 |
35.08 |
35.08 |
34.48 |
34.74 |
-0.44 |
6,358 |
47,884 |
+687 |
Aug18 |
171120 |
35.05 |
35.05 |
34.46 |
34.69 |
-0.45 |
466 |
5,638 |
+256 |
Sep18 |
171120 |
34.96 |
34.97 |
34.38 |
34.61 |
-0.44 |
112 |
3,488 |
+12 |
Oct18 |
171120 |
34.60 |
34.61 |
34.19 |
34.41 |
-0.41 |
519 |
8,762 |
+340 |
Dec18 |
171120 |
34.57 |
34.58 |
34.13 |
34.35 |
-0.40 |
1,089 |
26,953 |
+103 |
Jan19 |
171120 |
34.33 |
34.33 |
34.33 |
34.33 |
-0.40 |
28 |
773 |
+27 |
Total Volume and Open Interest |
137,546 |
478,630 |
+1,068 |
Canola(WCE) |
Nov17 |
171114 |
510.1 |
510.1 |
510.1 |
510.1 |
-2.5 |
0 |
12 |
+0 |
Jan18 |
171120 |
519.2 |
519.2 |
514.5 |
516.0 |
-3.4 |
10,107 |
137,353 |
+2,041 |
Mar18 |
171120 |
527.1 |
527.1 |
522.5 |
524.1 |
-3.1 |
4,200 |
41,518 |
+2,154 |
May18 |
171120 |
527.6 |
528.6 |
526.4 |
528.1 |
-3.0 |
897 |
12,017 |
+370 |
Jul18 |
171120 |
530.2 |
531.4 |
529.2 |
530.8 |
-3.1 |
386 |
5,175 |
+120 |
Total Volume and Open Interest |
16,078 |
200,476 |
+4,864 |
Corn(CBOT) |
Dec17 |
171120 |
342.50 |
345.25 |
341.50 |
345.00 |
+2.00 |
186,656 |
522,895 |
-17,684 |
Mar18 |
171120 |
354.50 |
357.00 |
353.25 |
356.50 |
+1.50 |
130,650 |
622,874 |
+22,802 |
May18 |
171120 |
363.00 |
365.25 |
361.50 |
364.75 |
+1.25 |
39,631 |
169,708 |
+4,744 |
Jul18 |
171120 |
371.00 |
373.00 |
369.25 |
372.50 |
+1.25 |
18,996 |
197,326 |
+1,712 |
Sep18 |
171120 |
378.00 |
380.00 |
376.25 |
379.50 |
+1.00 |
2,713 |
60,121 |
+578 |
Dec18 |
171120 |
386.75 |
388.75 |
384.75 |
388.00 |
+0.75 |
7,321 |
126,419 |
+1,415 |
Mar19 |
171120 |
395.00 |
397.00 |
394.00 |
396.50 |
+0.75 |
539 |
14,725 |
+186 |
May19 |
171120 |
399.25 |
402.50 |
399.25 |
402.50 |
+0.75 |
69 |
2,540 |
+17 |
Jul19 |
171120 |
405.50 |
407.00 |
405.00 |
407.00 |
+0.50 |
146 |
3,078 |
+67 |
Sep19 |
171120 |
405.50 |
405.50 |
405.50 |
405.50 |
+1.25 |
54 |
596 |
+47 |
Total Volume and Open Interest |
386,927 |
1,725,617 |
+14,015 |
Wheat(CBOT) |
Dec17 |
171120 |
427.75 |
428.00 |
419.25 |
422.00 |
-5.25 |
65,598 |
145,743 |
-10,995 |
Mar18 |
171120 |
443.00 |
443.75 |
436.00 |
438.50 |
-5.00 |
56,384 |
233,128 |
+7,318 |
May18 |
171120 |
454.50 |
454.50 |
447.50 |
449.75 |
-4.50 |
14,720 |
63,986 |
+1,597 |
Jul18 |
171120 |
466.75 |
466.75 |
460.25 |
462.25 |
-4.50 |
8,552 |
55,040 |
-1,009 |
Sep18 |
171120 |
478.50 |
478.50 |
475.00 |
476.50 |
-4.75 |
3,026 |
26,705 |
-502 |
Dec18 |
171120 |
497.25 |
497.25 |
492.75 |
494.50 |
-4.50 |
1,527 |
32,116 |
-94 |
Total Volume and Open Interest |
149,822 |
560,212 |
-3,678 |
Wheat(KCBT) |
Dec17 |
171120 |
422.00 |
422.50 |
414.25 |
416.00 |
-6.00 |
22,230 |
69,776 |
-6,774 |
Mar18 |
171120 |
439.00 |
439.75 |
431.75 |
433.75 |
-5.75 |
25,986 |
156,651 |
+4,053 |
May18 |
171120 |
452.75 |
452.75 |
444.50 |
446.25 |
-6.00 |
2,600 |
32,755 |
+85 |
Jul18 |
171120 |
470.00 |
470.00 |
462.25 |
464.00 |
-5.50 |
2,838 |
31,990 |
+817 |
Sep18 |
171120 |
483.50 |
484.50 |
479.75 |
481.25 |
-5.25 |
627 |
13,800 |
-39 |
Dec18 |
171120 |
507.50 |
507.75 |
503.00 |
505.00 |
-5.50 |
916 |
11,661 |
-41 |
Mar19 |
171120 |
517.00 |
519.75 |
517.00 |
519.75 |
-5.75 |
392 |
1,665 |
+184 |
Total Volume and Open Interest |
55,599 |
318,539 |
-1,713 |
Wheat(MGE) |
Dec17 |
171120 |
636.50 |
636.50 |
625.75 |
626.25 |
-8.75 |
3,297 |
24,526 |
-1,034 |
Mar18 |
171120 |
650.00 |
651.00 |
639.25 |
639.75 |
-10.25 |
3,884 |
34,204 |
+958 |
May18 |
171120 |
656.00 |
656.00 |
646.00 |
646.00 |
-10.00 |
507 |
9,657 |
+147 |
Jul18 |
171120 |
654.50 |
655.75 |
648.00 |
648.25 |
-9.00 |
249 |
5,673 |
+1 |
Sep18 |
171120 |
636.25 |
636.25 |
632.50 |
634.00 |
-5.75 |
207 |
3,734 |
-7 |
Dec18 |
171120 |
641.00 |
641.75 |
640.25 |
640.75 |
-4.00 |
59 |
1,659 |
+2 |
Total Volume and Open Interest |
8,204 |
79,573 |
+68 |
Oats(CBOT) |
Dec17 |
171120 |
256.25 |
256.75 |
251.25 |
255.00 |
-2.00 |
835 |
3,131 |
-459 |
Mar18 |
171120 |
270.50 |
272.00 |
267.50 |
271.00 |
-1.25 |
660 |
3,994 |
+194 |
May18 |
171120 |
277.75 |
278.00 |
275.00 |
278.00 |
-1.00 |
29 |
736 |
+14 |
Jul18 |
171120 |
281.75 |
282.75 |
281.75 |
282.75 |
+0.75 |
11 |
51 |
+5 |
Total Volume and Open Interest |
1,539 |
7,927 |
-244 |
Rough Rice(CBOT) |
Nov17 |
171114 |
11.15 |
11.27 |
11.15 |
11.24 |
+0.12 |
12 |
17 |
-35 |
Jan18 |
171120 |
12.28 |
12.38 |
12.14 |
12.38 |
+0.09 |
662 |
9,284 |
-110 |
Mar18 |
171120 |
12.52 |
12.66 |
12.41 |
12.66 |
+0.10 |
44 |
1,122 |
+11 |
May18 |
171120 |
12.82 |
12.90 |
12.82 |
12.90 |
+0.09 |
0 |
4 |
+0 |
Total Volume and Open Interest |
706 |
10,412 |
-99 |
Live Cattle(CME) |
Dec17 |
171120 |
118.500 |
118.800 |
116.785 |
117.100 |
-1.750 |
11,622 |
58,458 |
-4,316 |
Feb18 |
171120 |
124.285 |
124.500 |
122.650 |
123.035 |
-1.645 |
15,813 |
155,674 |
+322 |
Apr18 |
171120 |
124.650 |
124.650 |
123.330 |
123.700 |
-1.185 |
8,076 |
83,071 |
+887 |
Jun18 |
171120 |
116.980 |
117.100 |
116.050 |
116.350 |
-1.300 |
7,005 |
58,354 |
+2,172 |
Aug18 |
171120 |
113.500 |
113.600 |
112.600 |
112.785 |
-1.195 |
1,769 |
19,197 |
+204 |
Oct18 |
171120 |
113.250 |
113.500 |
112.330 |
112.500 |
-1.230 |
466 |
7,048 |
+77 |
Total Volume and Open Interest |
44,897 |
385,383 |
-606 |
Feeder Cattle(CME) |
Jan18 |
171120 |
151.000 |
151.850 |
149.300 |
149.550 |
-2.185 |
4,363 |
27,788 |
-358 |
Mar18 |
171120 |
149.380 |
150.200 |
147.785 |
148.050 |
-2.080 |
1,887 |
16,700 |
+110 |
Apr18 |
171120 |
149.580 |
150.285 |
147.650 |
147.850 |
-2.335 |
819 |
5,790 |
+23 |
May18 |
171120 |
148.935 |
149.500 |
146.785 |
147.050 |
-2.485 |
599 |
5,283 |
+67 |
Aug18 |
171120 |
150.500 |
151.150 |
148.400 |
148.630 |
-2.570 |
158 |
2,489 |
+15 |
Sep18 |
171120 |
148.650 |
148.880 |
147.750 |
147.750 |
-2.435 |
10 |
102 |
+1 |
Oct18 |
171120 |
147.485 |
147.485 |
146.700 |
146.700 |
-2.130 |
0 |
21 |
+0 |
Total Volume and Open Interest |
7,836 |
58,173 |
-3,105 |
Lean Hogs(CME) |
Dec17 |
171120 |
60.830 |
62.430 |
60.785 |
62.035 |
+1.385 |
17,829 |
45,720 |
-2,925 |
Feb18 |
171120 |
67.300 |
68.950 |
66.975 |
68.480 |
+1.400 |
17,082 |
93,446 |
+1,593 |
Apr18 |
171120 |
71.600 |
72.750 |
70.885 |
72.385 |
+1.235 |
6,109 |
59,889 |
-850 |
May18 |
171120 |
77.350 |
77.850 |
77.350 |
77.700 |
+1.050 |
59 |
1,660 |
-8 |
Jun18 |
171120 |
81.080 |
81.750 |
80.180 |
81.430 |
+0.750 |
2,979 |
25,622 |
+266 |
Jul18 |
171120 |
81.300 |
81.680 |
80.350 |
81.150 |
+0.250 |
605 |
16,777 |
+27 |
Aug18 |
171120 |
80.300 |
80.650 |
79.385 |
80.080 |
+0.030 |
239 |
8,267 |
+8 |
Oct18 |
171120 |
67.300 |
67.600 |
66.600 |
67.475 |
unch |
86 |
6,550 |
-7 |
Total Volume and Open Interest |
45,026 |
259,234 |
-1,882 |
Class III Milk(CME) |
Nov17 |
171120 |
16.79 |
16.83 |
16.78 |
16.83 |
+0.04 |
87 |
4,317 |
+5 |
Dec17 |
171120 |
15.25 |
15.44 |
15.25 |
15.40 |
+0.13 |
474 |
4,355 |
-78 |
Jan18 |
171120 |
14.46 |
14.67 |
14.46 |
14.64 |
+0.10 |
183 |
2,778 |
+81 |
Feb18 |
171120 |
14.46 |
14.61 |
14.45 |
14.59 |
+0.11 |
191 |
2,749 |
+114 |
Mar18 |
171120 |
14.41 |
14.54 |
14.40 |
14.54 |
+0.13 |
30 |
2,303 |
+21 |
Apr18 |
171120 |
14.57 |
14.70 |
14.55 |
14.65 |
+0.08 |
12 |
1,700 |
+10 |
May18 |
171120 |
14.80 |
14.89 |
14.77 |
14.87 |
+0.02 |
12 |
1,610 |
+7 |
Jun18 |
171120 |
15.19 |
15.22 |
15.11 |
15.18 |
-0.04 |
9 |
1,499 |
+8 |
Jul18 |
171120 |
15.53 |
15.53 |
15.48 |
15.49 |
-0.04 |
42 |
727 |
+34 |
Aug18 |
171120 |
15.65 |
15.65 |
15.65 |
15.65 |
unch |
1 |
736 |
+0 |
Sep18 |
171120 |
15.72 |
15.72 |
15.72 |
15.72 |
-0.03 |
1 |
917 |
+0 |
Oct18 |
171120 |
15.77 |
15.77 |
15.77 |
15.77 |
unch |
0 |
631 |
+0 |
Nov18 |
171120 |
15.71 |
15.71 |
15.68 |
15.71 |
-0.02 |
15 |
515 |
+15 |
Total Volume and Open Interest |
1,063 |
25,450 |
+217 |
Cocoa(ICE) |
Dec17 |
171120 |
2105 |
2105 |
2066 |
2084 |
-42 |
482 |
533 |
-440 |
Mar18 |
171120 |
2120 |
2121 |
2081 |
2089 |
-42 |
12,676 |
137,756 |
+859 |
May18 |
171120 |
2135 |
2135 |
2094 |
2101 |
-41 |
4,198 |
46,495 |
-190 |
Jul18 |
171120 |
2143 |
2144 |
2106 |
2113 |
-40 |
1,493 |
16,606 |
+140 |
Sep18 |
171120 |
2154 |
2154 |
2118 |
2125 |
-39 |
283 |
8,959 |
+7 |
Dec18 |
171120 |
2168 |
2168 |
2131 |
2137 |
-39 |
309 |
9,286 |
-45 |
Mar19 |
171120 |
2170 |
2170 |
2143 |
2150 |
-38 |
26 |
6,749 |
+4 |
Total Volume and Open Interest |
19,523 |
232,628 |
+338 |
Coffee "C"(ICE) |
Dec17 |
171120 |
122.50 |
123.70 |
121.15 |
122.90 |
-0.90 |
9,973 |
20,654 |
-3,315 |
Mar18 |
171120 |
126.90 |
127.20 |
124.85 |
125.75 |
-1.50 |
18,672 |
117,141 |
+799 |
May18 |
171120 |
129.20 |
129.45 |
127.10 |
128.00 |
-1.55 |
3,052 |
38,266 |
+115 |
Jul18 |
171120 |
131.65 |
131.85 |
129.45 |
130.40 |
-1.50 |
2,648 |
18,653 |
-177 |
Sep18 |
171120 |
134.00 |
134.15 |
131.75 |
132.65 |
-1.55 |
2,063 |
7,856 |
+263 |
Dec18 |
171120 |
137.55 |
137.55 |
135.10 |
136.05 |
-1.50 |
401 |
4,939 |
-40 |
Total Volume and Open Interest |
37,030 |
211,242 |
-2,291 |
Orange Juice(ICE) |
Jan18 |
171120 |
166.15 |
167.70 |
166.10 |
167.30 |
+0.50 |
762 |
7,408 |
+317 |
Mar18 |
171120 |
164.00 |
165.10 |
164.00 |
164.85 |
+0.25 |
61 |
1,688 |
+15 |
May18 |
171120 |
164.75 |
164.90 |
164.75 |
164.80 |
+0.30 |
25 |
558 |
+11 |
Jul18 |
171120 |
164.60 |
164.60 |
164.60 |
164.60 |
+0.20 |
26 |
135 |
+14 |
Sep18 |
171120 |
163.50 |
163.50 |
163.50 |
163.50 |
+0.45 |
18 |
26 |
+0 |
Nov18 |
171120 |
164.05 |
164.05 |
164.05 |
164.05 |
+0.45 |
0 |
2 |
+0 |
Total Volume and Open Interest |
892 |
9,817 |
+357 |
Sugar #11(ICE) |
Mar18 |
171120 |
15.30 |
15.30 |
14.92 |
14.98 |
-0.39 |
50,895 |
397,446 |
+2,157 |
May18 |
171120 |
15.29 |
15.29 |
14.92 |
14.99 |
-0.34 |
13,956 |
135,567 |
-349 |
Jul18 |
171120 |
15.23 |
15.23 |
14.90 |
15.02 |
-0.27 |
9,161 |
67,160 |
+605 |
Oct18 |
171120 |
15.40 |
15.40 |
15.09 |
15.23 |
-0.22 |
4,511 |
60,480 |
+175 |
Mar19 |
171120 |
15.76 |
15.76 |
15.56 |
15.69 |
-0.17 |
1,407 |
29,751 |
+180 |
May19 |
171120 |
15.63 |
15.65 |
15.52 |
15.62 |
-0.15 |
372 |
5,298 |
+184 |
Jul19 |
171120 |
15.56 |
15.59 |
15.47 |
15.55 |
-0.14 |
287 |
4,894 |
+34 |
Oct19 |
171120 |
15.60 |
15.68 |
15.56 |
15.64 |
-0.13 |
170 |
6,102 |
+99 |
Total Volume and Open Interest |
81,070 |
711,454 |
+3,376 |
London Cocoa(LCE) |
Dec17 |
171120 |
1570 |
1570 |
1536 |
1544 |
-33 |
3,900 |
61,331 |
-203 |
Mar18 |
171120 |
1599 |
1600 |
1568 |
1574 |
-33 |
8,175 |
80,002 |
+83 |
May18 |
171120 |
1618 |
1618 |
1586 |
1592 |
-32 |
1,021 |
33,696 |
-33 |
Jul18 |
171120 |
1631 |
1631 |
1600 |
1607 |
-31 |
1,152 |
26,531 |
+609 |
Sep18 |
171120 |
1643 |
1643 |
1613 |
1620 |
-30 |
942 |
21,138 |
+337 |
Dec18 |
171120 |
1653 |
1653 |
1627 |
1633 |
-28 |
358 |
14,506 |
+67 |
Mar19 |
171120 |
1663 |
1663 |
1637 |
1644 |
-24 |
55 |
4,794 |
-10 |
Total Volume and Open Interest |
15,604 |
243,144 |
+850 |
London Sugar(LCE) |
Mar18 |
171120 |
389.40 |
391.70 |
386.80 |
388.80 |
-5.00 |
3,453 |
42,607 |
-943 |
May18 |
171120 |
394.50 |
395.90 |
391.80 |
392.80 |
-5.40 |
435 |
11,651 |
-3 |
Aug18 |
171120 |
399.20 |
400.10 |
396.00 |
397.70 |
-5.00 |
88 |
10,409 |
+0 |
Oct18 |
171120 |
402.20 |
402.30 |
398.70 |
400.00 |
-4.30 |
13 |
2,762 |
+13 |
Dec18 |
171120 |
408.30 |
408.50 |
404.60 |
405.80 |
-3.90 |
0 |
1,291 |
+0 |
Total Volume and Open Interest |
3,989 |
71,100 |
-933 |
Cotton(ICE) |
Dec17 |
171120 |
69.80 |
71.50 |
69.79 |
71.37 |
+1.59 |
10,959 |
19,350 |
-5,530 |
Mar18 |
171120 |
69.42 |
70.92 |
69.41 |
70.85 |
+1.50 |
23,215 |
144,080 |
+2,697 |
May18 |
171120 |
70.39 |
71.66 |
70.33 |
71.61 |
+1.32 |
4,149 |
28,734 |
+1,683 |
Jul18 |
171120 |
70.97 |
72.01 |
70.87 |
71.97 |
+1.15 |
561 |
9,299 |
+68 |
Oct18 |
171120 |
70.77 |
70.77 |
70.77 |
70.77 |
+1.03 |
0 |
3 |
+0 |
Dec18 |
171120 |
69.74 |
70.50 |
69.69 |
70.50 |
+0.79 |
273 |
21,701 |
+50 |
Total Volume and Open Interest |
39,162 |
223,718 |
-1,032 |
Lumber(CME) |
Jan18 |
171120 |
438.5 |
440.3 |
429.7 |
429.7 |
-10.0 |
434 |
5,668 |
-2 |
Mar18 |
171120 |
426.9 |
428.9 |
417.6 |
418.0 |
-9.6 |
41 |
895 |
+5 |
May18 |
171120 |
409.1 |
409.1 |
402.9 |
403.6 |
-9.3 |
24 |
285 |
+0 |
Jul18 |
171120 |
392.0 |
392.0 |
388.1 |
391.2 |
-3.5 |
13 |
89 |
+11 |
Total Volume and Open Interest |
514 |
6,959 |
+16 |
Crude Oil(NYM) |
Jan18 |
171120 |
56.80 |
56.93 |
55.75 |
56.42 |
-0.29 |
438,927 |
579,065 |
+15,866 |
Feb18 |
171120 |
56.88 |
56.98 |
55.85 |
56.53 |
-0.28 |
99,581 |
193,140 |
+6,948 |
Mar18 |
171120 |
56.93 |
57.00 |
55.90 |
56.60 |
-0.27 |
70,214 |
287,699 |
-822 |
Apr18 |
171120 |
56.83 |
56.98 |
55.90 |
56.60 |
-0.29 |
39,078 |
127,474 |
-4,264 |
May18 |
171120 |
56.73 |
56.85 |
55.87 |
56.53 |
-0.28 |
28,646 |
103,378 |
+3,404 |
Jun18 |
171120 |
56.55 |
56.69 |
55.67 |
56.36 |
-0.29 |
64,544 |
233,871 |
-1,780 |
Jul18 |
171120 |
56.32 |
56.32 |
55.60 |
56.11 |
-0.28 |
9,268 |
58,978 |
+2,027 |
Aug18 |
171120 |
55.82 |
55.85 |
55.30 |
55.81 |
-0.28 |
4,355 |
54,374 |
+468 |
Sep18 |
171120 |
55.68 |
55.71 |
54.82 |
55.50 |
-0.27 |
7,923 |
73,963 |
-54 |
Oct18 |
171120 |
55.30 |
55.30 |
54.61 |
55.17 |
-0.27 |
3,446 |
52,500 |
+407 |
Nov18 |
171120 |
55.05 |
55.05 |
54.25 |
54.84 |
-0.28 |
2,130 |
51,542 |
+41 |
Dec18 |
171120 |
54.84 |
54.87 |
53.91 |
54.54 |
-0.27 |
50,813 |
260,418 |
+434 |
Jan19 |
171120 |
54.21 |
54.21 |
54.21 |
54.21 |
-0.27 |
2,379 |
39,822 |
+554 |
Feb19 |
171120 |
53.88 |
53.88 |
53.88 |
53.88 |
-0.29 |
6,092 |
21,480 |
+3,158 |
Mar19 |
171120 |
53.58 |
53.58 |
53.58 |
53.58 |
-0.28 |
8,430 |
27,798 |
-2,261 |
Apr19 |
171120 |
53.29 |
53.29 |
53.29 |
53.29 |
-0.29 |
2,094 |
8,892 |
+106 |
Total Volume and Open Interest |
1,076,579 |
2,524,039 |
-12,760 |
e-miNY Crude Oil(NYM) |
Jan18 |
171120 |
56.800 |
56.900 |
55.750 |
56.425 |
-0.275 |
2,809 |
2,617 |
+454 |
Feb18 |
171120 |
56.750 |
56.950 |
55.900 |
56.525 |
-0.275 |
50 |
517 |
+10 |
Mar18 |
171120 |
56.925 |
56.925 |
56.175 |
56.600 |
-0.275 |
3 |
41 |
+1 |
Apr18 |
171120 |
56.350 |
56.600 |
56.300 |
56.600 |
-0.300 |
10 |
50 |
+0 |
May18 |
171120 |
56.525 |
56.525 |
56.525 |
56.525 |
-0.275 |
0 |
80 |
+0 |
Jun18 |
171120 |
55.875 |
56.350 |
55.875 |
56.350 |
-0.300 |
0 |
13 |
+0 |
Jul18 |
171120 |
55.800 |
56.100 |
55.800 |
56.100 |
-0.300 |
0 |
18 |
+0 |
Aug18 |
171120 |
55.800 |
55.800 |
55.800 |
55.800 |
-0.300 |
0 |
74 |
+0 |
Sep18 |
171120 |
55.500 |
55.500 |
55.500 |
55.500 |
-0.275 |
0 |
42 |
+0 |
Oct18 |
171120 |
55.175 |
55.175 |
55.175 |
55.175 |
-0.275 |
0 |
28 |
+0 |
Total Volume and Open Interest |
10,921 |
5,402 |
+277 |
NY Harbor ULSD(NYM) |
Dec17 |
171120 |
194.67 |
195.00 |
190.56 |
193.21 |
-1.45 |
49,722 |
73,403 |
-7,741 |
Jan18 |
171120 |
194.93 |
195.22 |
190.81 |
193.43 |
-1.43 |
38,448 |
121,887 |
+5,302 |
Feb18 |
171120 |
194.89 |
194.89 |
190.58 |
193.17 |
-1.36 |
16,444 |
53,073 |
+994 |
Mar18 |
171120 |
193.49 |
193.49 |
189.57 |
192.04 |
-1.31 |
14,063 |
50,520 |
+1,108 |
Apr18 |
171120 |
191.34 |
191.54 |
187.87 |
190.22 |
-1.22 |
7,089 |
37,941 |
+289 |
May18 |
171120 |
189.71 |
189.71 |
186.60 |
188.79 |
-1.25 |
3,468 |
23,375 |
+42 |
Jun18 |
171120 |
188.85 |
188.85 |
185.56 |
187.61 |
-1.30 |
5,096 |
34,422 |
-286 |
Jul18 |
171120 |
188.19 |
188.38 |
185.17 |
187.06 |
-1.37 |
721 |
7,598 |
+114 |
Aug18 |
171120 |
185.70 |
186.63 |
185.12 |
186.63 |
-1.41 |
345 |
3,703 |
+41 |
Sep18 |
171120 |
185.40 |
186.47 |
184.72 |
186.47 |
-1.42 |
634 |
6,324 |
+123 |
Oct18 |
171120 |
185.57 |
186.65 |
184.72 |
186.57 |
-1.40 |
334 |
3,348 |
+114 |
Nov18 |
171120 |
185.70 |
186.79 |
185.50 |
186.79 |
-1.32 |
68 |
2,372 |
+18 |
Dec18 |
171120 |
187.64 |
188.07 |
185.47 |
186.96 |
-1.22 |
616 |
24,527 |
+229 |
Jan19 |
171120 |
187.07 |
187.07 |
187.07 |
187.07 |
-1.19 |
25 |
2,413 |
+22 |
Total Volume and Open Interest |
137,087 |
453,476 |
+375 |
RBOB Gasoline(NYM) |
Dec17 |
171120 |
174.55 |
174.79 |
171.74 |
174.38 |
-0.09 |
54,392 |
82,592 |
-5,813 |
Jan18 |
171120 |
174.80 |
174.80 |
171.48 |
173.78 |
-0.64 |
56,037 |
170,441 |
+5,369 |
Feb18 |
171120 |
174.83 |
175.06 |
172.00 |
174.18 |
-0.88 |
20,220 |
38,387 |
+548 |
Mar18 |
171120 |
176.42 |
176.42 |
173.34 |
175.39 |
-1.11 |
14,765 |
53,666 |
+741 |
Apr18 |
171120 |
192.61 |
192.88 |
190.14 |
192.06 |
-1.10 |
11,535 |
30,860 |
+2,413 |
May18 |
171120 |
192.93 |
192.93 |
190.12 |
191.97 |
-1.18 |
5,280 |
19,340 |
-164 |
Jun18 |
171120 |
191.48 |
191.48 |
188.60 |
190.37 |
-1.29 |
5,407 |
19,722 |
+570 |
Jul18 |
171120 |
187.31 |
188.22 |
186.35 |
188.07 |
-1.40 |
1,668 |
8,375 |
+154 |
Aug18 |
171120 |
186.42 |
186.42 |
183.96 |
185.35 |
-1.46 |
591 |
3,913 |
-118 |
Sep18 |
171120 |
181.54 |
182.14 |
180.38 |
182.14 |
-1.48 |
708 |
3,978 |
+192 |
Total Volume and Open Interest |
173,060 |
450,664 |
+4,295 |
e-miNY RBOB Gasoline(NYM) |
Dec17 |
171120 |
174.40 |
174.40 |
174.38 |
174.40 |
-0.07 |
1 |
1 |
+0 |
Jan18 |
171120 |
173.80 |
173.80 |
173.78 |
173.80 |
-0.62 |
|
|
|
Feb18 |
171120 |
174.20 |
174.20 |
174.18 |
174.20 |
-0.86 |
|
|
|
Mar18 |
171120 |
175.40 |
175.40 |
175.39 |
175.40 |
-1.10 |
|
|
|
Total Volume and Open Interest |
1 |
1 |
+0 |
Natural Gas(NYM) |
Dec17 |
171120 |
3.070 |
3.089 |
3.026 |
3.047 |
-0.050 |
186,922 |
92,941 |
-14,023 |
Jan18 |
171120 |
3.165 |
3.179 |
3.125 |
3.140 |
-0.051 |
110,436 |
310,495 |
+4,488 |
Feb18 |
171120 |
3.161 |
3.176 |
3.124 |
3.141 |
-0.049 |
37,763 |
104,351 |
-937 |
Mar18 |
171120 |
3.123 |
3.138 |
3.088 |
3.107 |
-0.045 |
41,896 |
180,331 |
-1,181 |
Apr18 |
171120 |
2.941 |
2.957 |
2.929 |
2.948 |
-0.013 |
37,884 |
125,022 |
+728 |
May18 |
171120 |
2.929 |
2.941 |
2.915 |
2.933 |
-0.010 |
14,871 |
93,889 |
+1,134 |
Jun18 |
171120 |
2.946 |
2.968 |
2.943 |
2.960 |
-0.010 |
3,363 |
29,923 |
+566 |
Jul18 |
171120 |
2.977 |
2.999 |
2.975 |
2.991 |
-0.009 |
3,055 |
43,531 |
-105 |
Aug18 |
171120 |
2.980 |
3.003 |
2.978 |
2.995 |
-0.008 |
1,590 |
33,640 |
+157 |
Sep18 |
171120 |
2.965 |
2.987 |
2.963 |
2.980 |
-0.007 |
2,388 |
34,710 |
-659 |
Oct18 |
171120 |
2.989 |
3.011 |
2.985 |
3.005 |
-0.007 |
8,532 |
81,046 |
+1,793 |
Nov18 |
171120 |
3.048 |
3.062 |
3.039 |
3.056 |
-0.008 |
1,957 |
28,862 |
-205 |
Dec18 |
171120 |
3.177 |
3.196 |
3.172 |
3.189 |
-0.009 |
2,708 |
32,176 |
+544 |
Jan19 |
171120 |
3.259 |
3.278 |
3.257 |
3.273 |
-0.009 |
4,851 |
34,629 |
+265 |
Feb19 |
171120 |
3.227 |
3.245 |
3.226 |
3.240 |
-0.010 |
1,307 |
11,927 |
+70 |
Mar19 |
171120 |
3.169 |
3.169 |
3.160 |
3.164 |
-0.008 |
4,422 |
28,978 |
+1,242 |
Total Volume and Open Interest |
476,166 |
1,349,027 |
+1,129 |
Brent Crude Oil(ICE) |
Jan18 |
171120 |
62.80 |
62.80 |
61.44 |
62.22 |
-0.50 |
314,062 |
392,517 |
-38,297 |
Feb18 |
171120 |
62.46 |
62.54 |
61.31 |
62.06 |
-0.49 |
214,034 |
471,757 |
-2,132 |
Mar18 |
171120 |
62.28 |
62.32 |
61.12 |
61.86 |
-0.47 |
112,881 |
292,193 |
+14,062 |
Apr18 |
171120 |
62.09 |
62.12 |
60.98 |
61.68 |
-0.45 |
43,918 |
115,223 |
+2,628 |
May18 |
171120 |
61.93 |
61.94 |
60.84 |
61.53 |
-0.42 |
30,223 |
118,232 |
+2,653 |
Jun18 |
171120 |
61.76 |
61.76 |
60.67 |
61.36 |
-0.41 |
63,198 |
237,871 |
+2,273 |
Jul18 |
171120 |
61.41 |
61.58 |
60.51 |
61.18 |
-0.40 |
8,079 |
47,963 |
+375 |
Aug18 |
171120 |
61.29 |
61.35 |
60.30 |
60.96 |
-0.39 |
6,749 |
30,190 |
+927 |
Sep18 |
171120 |
60.95 |
61.07 |
60.05 |
60.69 |
-0.39 |
11,404 |
51,469 |
+531 |
Oct18 |
171120 |
60.38 |
60.38 |
60.38 |
60.38 |
-0.39 |
4,540 |
29,071 |
+347 |
Nov18 |
171120 |
59.91 |
60.06 |
59.57 |
60.06 |
-0.40 |
4,579 |
29,692 |
+1,364 |
Dec18 |
171120 |
60.16 |
60.16 |
59.18 |
59.75 |
-0.39 |
43,386 |
210,578 |
+1,398 |
Jan19 |
171120 |
59.47 |
59.47 |
59.47 |
59.47 |
-0.39 |
2,571 |
34,562 |
+358 |
Feb19 |
171120 |
59.23 |
59.23 |
59.23 |
59.23 |
-0.39 |
2,492 |
22,559 |
+1,121 |
Total Volume and Open Interest |
892,111 |
2,507,911 |
-9,279 |
Gas Oil(ICE) |
Dec17 |
171120 |
563.50 |
564.00 |
552.25 |
556.00 |
-6.75 |
63,718 |
153,510 |
+675 |
Jan18 |
171120 |
563.50 |
564.50 |
553.50 |
557.00 |
-5.75 |
58,314 |
184,177 |
+5,723 |
Feb18 |
171120 |
563.50 |
564.50 |
554.25 |
557.75 |
-5.25 |
28,102 |
75,830 |
+1,255 |
Mar18 |
171120 |
561.75 |
562.75 |
553.00 |
556.25 |
-5.00 |
14,761 |
59,346 |
-673 |
Apr18 |
171120 |
559.00 |
559.50 |
551.00 |
553.75 |
-4.75 |
10,982 |
38,753 |
+1,852 |
May18 |
171120 |
556.75 |
557.25 |
548.75 |
551.75 |
-4.50 |
4,275 |
21,864 |
-347 |
Jun18 |
171120 |
554.50 |
555.00 |
546.50 |
549.50 |
-4.50 |
11,731 |
55,814 |
+1,149 |
Jul18 |
171120 |
553.00 |
553.50 |
546.75 |
548.50 |
-4.25 |
821 |
14,797 |
-8 |
Aug18 |
171120 |
551.00 |
551.00 |
545.00 |
547.50 |
-4.25 |
479 |
12,535 |
+58 |
Sep18 |
171120 |
551.50 |
551.50 |
544.25 |
546.75 |
-4.25 |
1,853 |
18,992 |
+480 |
Total Volume and Open Interest |
205,827 |
835,428 |
+10,865 |
Ethanol(CBOT) |
Dec17 |
171120 |
1.419 |
1.419 |
1.395 |
1.398 |
-0.017 |
113 |
1,033 |
-8 |
Jan18 |
171120 |
1.406 |
1.411 |
1.391 |
1.395 |
-0.008 |
145 |
805 |
+13 |
Feb18 |
171120 |
1.423 |
1.423 |
1.405 |
1.408 |
-0.007 |
17 |
138 |
+15 |
Mar18 |
171120 |
1.428 |
1.428 |
1.428 |
1.428 |
-0.007 |
24 |
61 |
+0 |
Apr18 |
171120 |
1.448 |
1.448 |
1.448 |
1.448 |
-0.007 |
0 |
24 |
+0 |
May18 |
171120 |
1.455 |
1.455 |
1.455 |
1.455 |
-0.007 |
0 |
5 |
+0 |
Jun18 |
171120 |
1.476 |
1.476 |
1.476 |
1.476 |
-0.007 |
0 |
8 |
+0 |
Jul18 |
171120 |
1.478 |
1.478 |
1.478 |
1.478 |
-0.007 |
0 |
5 |
+0 |
Total Volume and Open Interest |
299 |
2,079 |
+20 |
WTI Crude Oil(ICE) |
Dec17 |
171117 |
55.28 |
56.55 |
55.25 |
56.55 |
+1.41 |
44,392 |
38,100 |
-13,156 |
Jan18 |
171120 |
56.77 |
56.92 |
55.75 |
56.42 |
-0.29 |
85,734 |
101,076 |
+3,970 |
Feb18 |
171120 |
56.84 |
56.95 |
55.87 |
56.53 |
-0.28 |
40,526 |
62,291 |
+2,495 |
Mar18 |
171120 |
56.90 |
56.97 |
55.95 |
56.60 |
-0.27 |
16,546 |
50,964 |
+2,119 |
Apr18 |
171120 |
56.90 |
56.90 |
55.92 |
56.60 |
-0.29 |
6,748 |
19,364 |
+1,235 |
May18 |
171120 |
56.80 |
56.80 |
55.88 |
56.53 |
-0.28 |
4,415 |
13,495 |
+1,174 |
Jun18 |
171120 |
56.62 |
56.62 |
55.70 |
56.36 |
-0.29 |
9,987 |
78,353 |
+142 |
Jul18 |
171120 |
55.93 |
56.11 |
55.55 |
56.11 |
-0.28 |
762 |
8,410 |
+15 |
Aug18 |
171120 |
55.81 |
55.81 |
55.81 |
55.81 |
-0.28 |
297 |
6,643 |
+35 |
Sep18 |
171120 |
55.14 |
55.50 |
55.14 |
55.50 |
-0.27 |
196 |
13,089 |
-18 |
Oct18 |
171120 |
55.17 |
55.17 |
55.17 |
55.17 |
-0.27 |
281 |
2,936 |
+64 |
Nov18 |
171120 |
54.84 |
54.84 |
54.84 |
54.84 |
-0.28 |
147 |
6,387 |
+0 |
Dec18 |
171120 |
54.70 |
54.70 |
53.99 |
54.54 |
-0.27 |
7,442 |
128,338 |
-940 |
Jan19 |
171120 |
54.21 |
54.21 |
54.21 |
54.21 |
-0.27 |
93 |
1,917 |
+0 |
Feb19 |
171120 |
53.88 |
53.88 |
53.88 |
53.88 |
-0.29 |
37 |
850 |
+1 |
Mar19 |
171120 |
53.58 |
53.58 |
53.58 |
53.58 |
-0.28 |
18 |
2,436 |
+11 |
Total Volume and Open Interest |
216,991 |
621,993 |
+3,795 |
US Dollar Index(ICE) |
Dec17 |
171120 |
93.730 |
94.020 |
93.485 |
93.997 |
+0.423 |
12,190 |
39,766 |
-246 |
Mar18 |
171120 |
93.410 |
93.690 |
93.175 |
93.677 |
+0.423 |
156 |
2,728 |
+20 |
Jun18 |
171120 |
93.215 |
93.397 |
93.050 |
93.397 |
+0.423 |
9 |
693 |
+1 |
Total Volume and Open Interest |
12,357 |
43,338 |
-223 |
Australian Dollar(CME) |
Dec17 |
171120 |
75.55 |
75.72 |
75.41 |
75.44 |
-0.20 |
78,813 |
123,730 |
-2,964 |
Mar18 |
171120 |
75.51 |
75.65 |
75.39 |
75.40 |
-0.20 |
160 |
1,177 |
+80 |
Jun18 |
171120 |
75.41 |
75.41 |
75.38 |
75.38 |
-0.20 |
5 |
253 |
+1 |
Total Volume and Open Interest |
79,182 |
126,443 |
-2,868 |
British Pound(CME) |
Dec17 |
171120 |
132.26 |
132.90 |
131.96 |
132.47 |
+0.19 |
118,460 |
169,801 |
+1,306 |
Mar18 |
171120 |
132.68 |
133.29 |
132.44 |
132.90 |
+0.19 |
516 |
3,572 |
+117 |
Jun18 |
171120 |
133.47 |
133.60 |
133.33 |
133.33 |
+0.20 |
43 |
449 |
+43 |
Total Volume and Open Interest |
120,519 |
176,183 |
+1,550 |
Canadian Dollar(CME) |
Dec17 |
171120 |
78.33 |
78.43 |
78.01 |
78.09 |
-0.29 |
56,442 |
135,330 |
-2,041 |
Mar18 |
171120 |
78.39 |
78.45 |
78.11 |
78.18 |
-0.29 |
168 |
3,458 |
+59 |
Jun18 |
171120 |
78.40 |
78.40 |
78.20 |
78.26 |
-0.28 |
20 |
568 |
+14 |
Sep18 |
171120 |
78.32 |
78.32 |
78.32 |
78.32 |
-0.29 |
11 |
279 |
+11 |
Total Volume and Open Interest |
56,796 |
141,339 |
-1,979 |
Japanese Yen(CME) |
Dec17 |
171120 |
89.26 |
89.49 |
88.81 |
88.85 |
-0.44 |
143,523 |
266,614 |
-5,162 |
Mar18 |
171120 |
89.78 |
89.83 |
89.30 |
89.33 |
-0.43 |
103 |
4,723 |
-28 |
Jun18 |
171120 |
89.82 |
89.82 |
89.82 |
89.82 |
-0.44 |
0 |
111 |
+0 |
Total Volume and Open Interest |
144,351 |
274,277 |
-5,225 |
Swiss Franc(CME) |
Dec17 |
171120 |
101.20 |
101.40 |
100.80 |
100.85 |
-0.49 |
20,427 |
82,691 |
+1,865 |
Mar18 |
171120 |
102.08 |
102.08 |
101.57 |
101.59 |
-0.48 |
29 |
304 |
+6 |
Jun18 |
171120 |
102.31 |
102.31 |
102.31 |
102.31 |
-0.49 |
0 |
30 |
+0 |
Total Volume and Open Interest |
20,456 |
83,035 |
+1,871 |
EuroFX(CME) |
Dec17 |
171120 |
117.87 |
118.27 |
117.40 |
117.50 |
-0.65 |
178,838 |
457,469 |
-598 |
Mar18 |
171120 |
118.54 |
118.93 |
118.12 |
118.20 |
-0.65 |
1,372 |
7,183 |
-75 |
Jun18 |
171120 |
119.05 |
119.38 |
118.87 |
118.91 |
-0.64 |
149 |
1,914 |
+88 |
Total Volume and Open Interest |
183,140 |
473,337 |
-225 |
Mexican Peso(CME) |
Dec17 |
171120 |
525.63 |
525.88 |
522.25 |
523.88 |
-1.88 |
63,609 |
178,557 |
-4,309 |
Jan18 |
171120 |
520.25 |
521.75 |
520.25 |
521.75 |
-1.88 |
0 |
30 |
+0 |
Total Volume and Open Interest |
63,681 |
179,196 |
-4,328 |
Brazilian Real(CME) |
Dec17 |
171120 |
306.80 |
306.80 |
305.75 |
306.10 |
-0.30 |
4,387 |
23,420 |
-132 |
Jan18 |
171120 |
305.35 |
305.35 |
305.35 |
305.35 |
-0.20 |
127 |
476 |
+50 |
Feb18 |
171120 |
304.50 |
304.50 |
304.50 |
304.50 |
-0.05 |
|
|
|
Mar18 |
171120 |
303.55 |
303.55 |
303.55 |
303.55 |
unch |
25 |
25 |
+25 |
Total Volume and Open Interest |
4,539 |
24,226 |
-57 |
30-Year T-Bonds(CBOT) |
Dec17 |
171120 |
154~010 |
154~140 |
153~190 |
153~210 |
-0~040 |
275,369 |
756,246 |
-337 |
Mar18 |
171120 |
152~290 |
153~100 |
152~160 |
152~170 |
-0~040 |
12,988 |
56,077 |
+5,906 |
Jun18 |
171120 |
151~210 |
151~210 |
151~210 |
151~210 |
-0~040 |
0 |
2 |
+0 |
Total Volume and Open Interest |
288,357 |
812,325 |
+5,569 |
10-Year T-Notes(CBOT) |
Dec17 |
171120 |
124~310 |
125~045 |
124~220 |
124~220 |
-0~070 |
1,145,954 |
3,275,498 |
+47,956 |
Mar18 |
171120 |
124~230 |
124~280 |
124~135 |
124~135 |
-0~065 |
57,973 |
148,492 |
+28,595 |
Jun18 |
171120 |
124~060 |
124~060 |
124~060 |
124~060 |
-0~065 |
|
|
|
Total Volume and Open Interest |
1,203,927 |
3,423,990 |
+76,551 |
5-Year T-Notes(CBOT) |
Dec17 |
171120 |
116~312 |
117~014 |
116~244 |
116~244 |
-0~054 |
712,316 |
3,210,630 |
+66,868 |
Mar18 |
171120 |
116~246 |
116~274 |
116~182 |
116~184 |
-0~052 |
42,483 |
167,868 |
+26,911 |
Jun18 |
171120 |
116~164 |
116~164 |
116~164 |
116~164 |
-0~052 |
|
|
|
Total Volume and Open Interest |
754,799 |
3,378,498 |
+93,779 |
2 Year T-Notes(CBOT) |
Dec17 |
171120 |
107~154 |
107~162 |
107~136 |
107~136 |
-0~014 |
452,645 |
1,741,621 |
+9,817 |
Mar18 |
171120 |
107~104 |
107~110 |
107~080 |
107~082 |
-0~020 |
81,383 |
149,509 |
+43,310 |
Jun18 |
171120 |
107~082 |
107~082 |
107~082 |
107~082 |
-0~020 |
|
|
|
Total Volume and Open Interest |
534,028 |
1,891,130 |
+53,127 |
Eurodollars(CME) |
Dec17 |
171120 |
98.457 |
98.463 |
98.450 |
98.450 |
-0.007 |
345,385 |
1,678,030 |
-33,680 |
Mar18 |
171120 |
98.300 |
98.305 |
98.270 |
98.275 |
-0.020 |
186,025 |
1,384,991 |
+1,794 |
Jun18 |
171120 |
98.165 |
98.170 |
98.130 |
98.135 |
-0.025 |
204,892 |
1,274,074 |
+101 |
Sep18 |
171120 |
98.085 |
98.095 |
98.040 |
98.045 |
-0.035 |
165,836 |
1,112,596 |
+33,622 |
Dec18 |
171120 |
98.010 |
98.025 |
97.965 |
97.970 |
-0.040 |
253,290 |
1,638,453 |
+1,495 |
Mar19 |
171120 |
97.960 |
97.975 |
97.915 |
97.920 |
-0.040 |
197,544 |
1,027,159 |
+11,849 |
Jun19 |
171120 |
97.915 |
97.930 |
97.870 |
97.875 |
-0.035 |
174,803 |
954,378 |
+14,538 |
Sep19 |
171120 |
97.880 |
97.895 |
97.835 |
97.840 |
-0.035 |
133,626 |
689,213 |
+8,503 |
Dec19 |
171120 |
97.830 |
97.850 |
97.790 |
97.790 |
-0.035 |
180,895 |
961,550 |
-22,052 |
Mar20 |
171120 |
97.810 |
97.830 |
97.765 |
97.770 |
-0.035 |
82,195 |
469,206 |
+6,236 |
Jun20 |
171120 |
97.790 |
97.805 |
97.745 |
97.745 |
-0.035 |
85,384 |
373,012 |
+16,054 |
Sep20 |
171120 |
97.760 |
97.780 |
97.715 |
97.720 |
-0.035 |
77,429 |
302,069 |
+6,475 |
Dec20 |
171120 |
97.720 |
97.740 |
97.675 |
97.680 |
-0.030 |
76,086 |
399,456 |
+9,517 |
Mar21 |
171120 |
97.695 |
97.715 |
97.655 |
97.655 |
-0.030 |
33,376 |
216,905 |
+2,726 |
Jun21 |
171120 |
97.675 |
97.690 |
97.630 |
97.630 |
-0.030 |
25,875 |
198,462 |
+963 |
Sep21 |
171120 |
97.650 |
97.660 |
97.600 |
97.600 |
-0.030 |
30,366 |
109,463 |
+3,388 |
Dec21 |
171120 |
97.600 |
97.620 |
97.565 |
97.565 |
-0.025 |
21,067 |
119,851 |
-1,922 |
Mar22 |
171120 |
97.585 |
97.600 |
97.545 |
97.545 |
-0.025 |
19,722 |
73,909 |
+210 |
Total Volume and Open Interest |
2,342,995 |
13,227,335 |
+54,091 |
Ultra T-Bond(CBOT) |
Dec17 |
171120 |
167~13 |
167~31 |
166~24 |
167~00 |
-0~01 |
146,075 |
838,965 |
-4,573 |
Mar18 |
171120 |
166~18 |
167~01 |
165~28 |
166~03 |
-0~01 |
33,683 |
145,120 |
+25,837 |
Jun18 |
171120 |
165~08 |
165~08 |
165~08 |
165~08 |
-0~01 |
|
|
|
Total Volume and Open Interest |
179,758 |
984,085 |
+21,264 |
Ultra 10-Yr T-Note(CBOT) |
Dec17 |
171120 |
134~050 |
134~125 |
133~250 |
133~255 |
-0~080 |
99,517 |
436,689 |
+2,030 |
Mar18 |
171120 |
134~005 |
134~005 |
133~185 |
133~185 |
-0~080 |
185 |
3,260 |
+110 |
Jun18 |
171120 |
133~185 |
133~185 |
133~185 |
133~185 |
-0~080 |
|
|
|
Total Volume and Open Interest |
99,702 |
439,949 |
+2,140 |
30 Day Federal Funds(CBOT) |
Nov17 |
171120 |
98.842 |
98.845 |
98.842 |
98.842 |
unch |
27,931 |
206,411 |
+275 |
Dec17 |
171120 |
98.710 |
98.715 |
98.710 |
98.710 |
unch |
975 |
114,622 |
-66 |
Jan18 |
171120 |
98.610 |
98.610 |
98.605 |
98.610 |
unch |
30,851 |
343,550 |
-4,693 |
Feb18 |
171120 |
98.605 |
98.610 |
98.600 |
98.605 |
unch |
25,940 |
137,280 |
+4,403 |
Mar18 |
171120 |
98.570 |
98.570 |
98.555 |
98.560 |
-0.005 |
10,902 |
51,761 |
+0 |
Apr18 |
171120 |
98.480 |
98.480 |
98.460 |
98.470 |
-0.005 |
20,458 |
131,246 |
+862 |
Total Volume and Open Interest |
159,235 |
1,430,409 |
+3,905 |
Japanese Govt Bonds(SGX) |
Dec17 |
171116 |
150.84 |
150.88 |
150.76 |
150.78 |
-0.07 |
593 |
20,208 |
+65 |
Mar18 |
171116 |
150.72 |
150.72 |
150.72 |
150.72 |
-0.07 |
4 |
9 |
+3 |
Jun18 |
171116 |
150.72 |
150.72 |
150.72 |
150.72 |
-0.07 |
|
|
|
Total Volume and Open Interest |
597 |
20,217 |
+68 |
Euro-Buxl(EUREX) |
Dec17 |
171120 |
166.12 |
166.54 |
165.66 |
166.10 |
+0.52 |
41,741 |
234,094 |
+7,620 |
Mar18 |
171120 |
164.56 |
164.56 |
164.56 |
164.56 |
+0.52 |
5,744 |
23,742 |
+14,601 |
Jun18 |
171120 |
164.56 |
164.56 |
164.56 |
164.56 |
+0.52 |
|
|
|
Total Volume and Open Interest |
47,485 |
257,836 |
+22,221 |
Euro-Bund(EUREX) |
Dec17 |
171120 |
163.08 |
163.16 |
162.83 |
162.96 |
+0.10 |
551,299 |
1,956,441 |
-32,990 |
Mar18 |
171120 |
162.76 |
162.76 |
162.47 |
162.60 |
+0.12 |
12,433 |
218,732 |
+4,557 |
Jun18 |
171120 |
159.73 |
159.73 |
159.73 |
159.73 |
+0.10 |
0 |
1 |
+0 |
Total Volume and Open Interest |
563,732 |
2,175,174 |
-28,433 |
Euro-Bobl(EUREX) |
Dec17 |
171120 |
131.83 |
131.87 |
131.73 |
131.78 |
unch |
380,835 |
1,575,360 |
-27,078 |
Mar18 |
171120 |
132.48 |
132.48 |
132.40 |
132.42 |
unch |
8,635 |
127,826 |
+7,792 |
Jun18 |
171120 |
132.28 |
132.28 |
132.28 |
132.28 |
unch |
|
|
|
Total Volume and Open Interest |
389,470 |
1,703,186 |
-19,286 |
Euro-Schatz(EUREX) |
Dec17 |
171120 |
112.28 |
112.28 |
112.25 |
112.25 |
-0.01 |
197,978 |
1,610,904 |
-9,696 |
Mar18 |
171120 |
112.14 |
112.14 |
112.13 |
112.14 |
-0.01 |
3,139 |
107,814 |
+7,371 |
Jun18 |
171120 |
112.14 |
112.14 |
112.14 |
112.14 |
-0.01 |
|
|
|
Total Volume and Open Interest |
201,117 |
1,718,718 |
-2,325 |
3-Mth Euribor(EUREX) |
Dec17 |
171120 |
100.330 |
100.330 |
100.330 |
100.330 |
unch |
0 |
7,634 |
+0 |
Mar18 |
171120 |
100.325 |
100.325 |
100.320 |
100.320 |
unch |
5 |
6,386 |
+0 |
Jun18 |
171120 |
100.315 |
100.315 |
100.315 |
100.315 |
unch |
7 |
1,472 |
+0 |
Total Volume and Open Interest |
36 |
37,903 |
+0 |
Long Gilt(LIFFE) |
Dec17 |
171120 |
124~27 |
124~31 |
124~17 |
124~31 |
+0~08 |
168,783 |
700,917 |
+2,015 |
Mar18 |
171120 |
123~30 |
124~02 |
123~21 |
124~02 |
+0~08 |
286 |
15,464 |
+268 |
Total Volume and Open Interest |
169,069 |
716,381 |
+2,283 |
3-Mth Short Sterling(LIFFE) |
Dec17 |
171120 |
99.46 |
99.47 |
99.46 |
99.47 |
+0.01 |
9,089 |
514,196 |
+871 |
Mar18 |
171120 |
99.39 |
99.40 |
99.38 |
99.39 |
unch |
33,398 |
502,058 |
+26 |
Jun18 |
171120 |
99.28 |
99.29 |
99.27 |
99.28 |
unch |
37,811 |
470,996 |
-1,921 |
Sep18 |
171120 |
99.20 |
99.21 |
99.18 |
99.19 |
-0.01 |
47,619 |
370,560 |
+4,500 |
Dec18 |
171120 |
99.16 |
99.16 |
99.12 |
99.13 |
-0.01 |
46,287 |
343,217 |
-4,578 |
Mar19 |
171120 |
99.11 |
99.11 |
99.07 |
99.09 |
unch |
46,226 |
261,013 |
+3,303 |
Total Volume and Open Interest |
396,006 |
3,647,780 |
+9,912 |
3-Mth Euribor(LIFFE) |
Dec17 |
171120 |
100.330 |
100.330 |
100.325 |
100.330 |
unch |
40,213 |
428,493 |
-4,422 |
Mar18 |
171120 |
100.320 |
100.325 |
100.315 |
100.320 |
unch |
51,684 |
475,876 |
-4,857 |
Jun18 |
171120 |
100.315 |
100.315 |
100.310 |
100.315 |
unch |
12,814 |
475,857 |
+497 |
Total Volume and Open Interest |
392,419 |
4,322,739 |
+5,421 |
3-Mth Aus T-Bills(SFE) |
Dec17 |
171120 |
98.26 |
98.27 |
98.26 |
98.27 |
unch |
2,499 |
148,658 |
-5,524 |
Mar18 |
171120 |
98.25 |
98.25 |
98.24 |
98.25 |
unch |
30,560 |
225,748 |
+126 |
Jun18 |
171120 |
98.20 |
98.20 |
98.18 |
98.20 |
unch |
40,765 |
189,683 |
-3,929 |
Sep18 |
171120 |
98.13 |
98.14 |
98.11 |
98.14 |
+0.01 |
38,629 |
183,458 |
+2,951 |
Dec18 |
171120 |
98.05 |
98.07 |
98.03 |
98.07 |
+0.01 |
28,966 |
137,342 |
+1,611 |
Mar19 |
171120 |
97.98 |
98.00 |
97.96 |
98.00 |
+0.02 |
15,951 |
103,060 |
-2,279 |
Jun19 |
171120 |
97.90 |
97.93 |
97.88 |
97.93 |
+0.02 |
7,554 |
71,630 |
+280 |
Sep19 |
171120 |
97.84 |
97.87 |
97.82 |
97.87 |
+0.02 |
7,393 |
49,623 |
+629 |
Dec19 |
171120 |
97.77 |
97.81 |
97.77 |
97.81 |
+0.02 |
110 |
3,587 |
+100 |
Mar20 |
171120 |
97.74 |
97.76 |
97.74 |
97.76 |
+0.02 |
10 |
2,445 |
+0 |
Total Volume and Open Interest |
172,451 |
1,118,142 |
-6,036 |
10-Year Aus T-Bonds(SFE) |
Dec17 |
171120 |
97.41 |
97.45 |
97.40 |
97.44 |
+0.03 |
175,733 |
1,079,401 |
+3,279 |
Mar18 |
171120 |
97.43 |
97.43 |
97.43 |
97.43 |
+0.03 |
0 |
836 |
+0 |
Total Volume and Open Interest |
175,733 |
1,080,237 |
+3,279 |
3-Year Aus T-Bonds(SFE) |
Dec17 |
171120 |
98.05 |
98.06 |
98.03 |
98.06 |
+0.01 |
216,331 |
1,139,490 |
+7,066 |
Mar18 |
171120 |
98.06 |
98.06 |
98.06 |
98.06 |
+0.01 |
0 |
1,581 |
+0 |
Total Volume and Open Interest |
216,331 |
1,141,071 |
+7,066 |
Gold(CMX) |
Dec17 |
171120 |
1294.1 |
1295.1 |
1274.1 |
1275.3 |
-21.2 |
274,425 |
257,076 |
-11,953 |
Feb18 |
171120 |
1300.0 |
1300.0 |
1278.5 |
1279.7 |
-21.2 |
17,919 |
198,177 |
+5,964 |
Apr18 |
171120 |
1302.0 |
1303.6 |
1282.9 |
1284.0 |
-21.2 |
2,130 |
21,757 |
+612 |
Jun18 |
171120 |
1305.4 |
1306.7 |
1287.2 |
1288.3 |
-21.1 |
2,524 |
21,104 |
+166 |
Aug18 |
171120 |
1302.3 |
1302.7 |
1292.1 |
1292.6 |
-21.2 |
317 |
9,758 |
+157 |
Oct18 |
171120 |
1313.7 |
1313.7 |
1295.9 |
1297.0 |
-21.1 |
199 |
4,542 |
+10 |
Dec18 |
171120 |
1318.9 |
1318.9 |
1301.2 |
1301.5 |
-21.1 |
537 |
11,454 |
+23 |
Feb19 |
171120 |
1322.4 |
1322.4 |
1306.1 |
1306.1 |
-21.0 |
6 |
358 |
+3 |
Apr19 |
171120 |
1310.7 |
1310.7 |
1310.7 |
1310.7 |
-20.9 |
0 |
626 |
+0 |
Jun19 |
171120 |
1315.4 |
1315.4 |
1315.4 |
1315.4 |
-20.8 |
0 |
1,077 |
+0 |
Aug19 |
171120 |
1320.0 |
1320.0 |
1320.0 |
1320.0 |
-20.8 |
0 |
4 |
+0 |
Total Volume and Open Interest |
298,415 |
531,131 |
-5,167 |
Silver(CMX) |
Dec17 |
171120 |
1733.5 |
1733.5 |
1682.0 |
1684.2 |
-53.1 |
74,472 |
101,613 |
-4,981 |
Mar18 |
171120 |
1740.0 |
1741.0 |
1692.0 |
1694.1 |
-53.0 |
17,137 |
71,400 |
+4,050 |
May18 |
171120 |
1743.5 |
1743.5 |
1699.0 |
1700.6 |
-53.1 |
1,563 |
9,338 |
-970 |
Jul18 |
171120 |
1743.0 |
1743.0 |
1705.5 |
1707.2 |
-53.1 |
234 |
5,799 |
+141 |
Sep18 |
171120 |
1714.1 |
1714.1 |
1714.1 |
1714.1 |
-53.3 |
52 |
3,699 |
+22 |
Dec18 |
171120 |
1770.0 |
1770.0 |
1722.5 |
1724.4 |
-53.0 |
279 |
5,964 |
+13 |
Mar19 |
171120 |
1734.2 |
1734.2 |
1734.2 |
1734.2 |
-53.0 |
0 |
6 |
+0 |
Total Volume and Open Interest |
93,835 |
199,711 |
-1,745 |
Platinum(NYMEX) |
Jan18 |
171120 |
954.2 |
954.2 |
921.8 |
923.6 |
-31.0 |
10,640 |
69,519 |
-38 |
Apr18 |
171120 |
957.2 |
957.3 |
926.3 |
928.0 |
-31.0 |
295 |
8,219 |
+225 |
Jul18 |
171120 |
952.8 |
952.8 |
932.5 |
932.6 |
-31.0 |
2 |
433 |
+0 |
Oct18 |
171120 |
944.5 |
944.5 |
935.2 |
935.2 |
-31.0 |
0 |
24 |
+0 |
Total Volume and Open Interest |
10,952 |
78,223 |
+184 |
Palladium(NYMEX) |
Dec17 |
171120 |
990.45 |
998.25 |
982.75 |
986.10 |
-6.80 |
3,941 |
22,368 |
-1,278 |
Mar18 |
171120 |
987.90 |
993.45 |
979.15 |
982.45 |
-6.35 |
1,518 |
12,561 |
+1,215 |
Jun18 |
171120 |
981.55 |
982.90 |
975.45 |
975.45 |
-6.75 |
8 |
413 |
+4 |
Total Volume and Open Interest |
5,467 |
35,636 |
-59 |
Copper(CMX) |
Dec17 |
171120 |
307.00 |
309.40 |
304.95 |
309.30 |
+2.60 |
96,493 |
85,485 |
-10,538 |
Mar18 |
171120 |
309.50 |
311.65 |
307.30 |
311.55 |
+2.45 |
27,734 |
110,195 |
+6,168 |
May18 |
171120 |
310.65 |
312.80 |
308.85 |
312.80 |
+2.40 |
5,295 |
26,402 |
+1,029 |
Jul18 |
171120 |
310.20 |
313.80 |
310.20 |
313.80 |
+2.30 |
1,279 |
19,630 |
+345 |
Sep18 |
171120 |
312.45 |
314.55 |
311.30 |
314.55 |
+2.15 |
174 |
8,297 |
+123 |
Total Volume and Open Interest |
133,419 |
275,725 |
-4,451 |
E-mini DJIA Index(CBOT) |
Dec17 |
171120 |
23318 |
23427 |
23241 |
23395 |
+79 |
136,359 |
157,902 |
-794 |
Mar18 |
171120 |
23326 |
23418 |
23244 |
23389 |
+82 |
874 |
2,440 |
+568 |
Jun18 |
171120 |
23309 |
23375 |
23297 |
23375 |
+82 |
4 |
36 |
+0 |
Sep18 |
171120 |
23338 |
23338 |
23338 |
23338 |
+82 |
0 |
9 |
+0 |
Total Volume and Open Interest |
137,237 |
160,387 |
-226 |
S & P 500(CME) |
Dec17 |
171120 |
2574.40 |
2582.70 |
2567.80 |
2582.10 |
+5.80 |
2,784 |
65,063 |
+467 |
Mar18 |
171120 |
2579.50 |
2583.60 |
2578.60 |
2583.00 |
+5.90 |
20 |
5,180 |
+2 |
Jun18 |
171120 |
2583.10 |
2583.70 |
2583.10 |
2583.10 |
+5.90 |
0 |
95 |
+0 |
Sep18 |
171120 |
2583.50 |
2584.00 |
2583.50 |
2583.50 |
+6.00 |
|
|
|
Total Volume and Open Interest |
2,804 |
70,338 |
+469 |
S & P 500 E-Mini(CME) |
Dec17 |
171120 |
2576.00 |
2584.00 |
2567.75 |
2582.00 |
+5.75 |
1,528,865 |
3,219,914 |
+39,202 |
Mar18 |
171120 |
2577.00 |
2584.75 |
2568.75 |
2583.00 |
+6.00 |
20,065 |
95,818 |
+9,910 |
Jun18 |
171120 |
2578.50 |
2584.75 |
2569.00 |
2583.00 |
+5.75 |
374 |
3,884 |
+195 |
Sep18 |
171120 |
2587.00 |
2588.00 |
2570.75 |
2583.50 |
+6.00 |
0 |
54 |
+0 |
Total Volume and Open Interest |
1,549,310 |
3,319,709 |
+49,312 |
NASDAQ 100 E-Mini(CME) |
Dec17 |
171120 |
6312.00 |
6329.30 |
6291.30 |
6316.00 |
+2.70 |
339,694 |
292,214 |
+9,460 |
Mar18 |
171120 |
6332.30 |
6346.30 |
6308.00 |
6332.00 |
+2.50 |
952 |
2,452 |
+10 |
Jun18 |
171120 |
6325.00 |
6353.80 |
6325.00 |
6346.00 |
+6.70 |
70 |
149 |
+18 |
Total Volume and Open Interest |
340,716 |
294,821 |
+9,488 |
S&P Midcap 400(CME) e-Mini |
Dec17 |
171120 |
1838.50 |
1848.70 |
1833.40 |
1847.10 |
+6.90 |
17,951 |
94,260 |
+523 |
Mar18 |
171120 |
1845.20 |
1845.80 |
1835.70 |
1845.20 |
+6.90 |
0 |
9 |
+0 |
Jun18 |
171120 |
1844.80 |
1844.80 |
1844.80 |
1844.80 |
+6.90 |
0 |
2 |
+0 |
Total Volume and Open Interest |
17,951 |
94,271 |
+523 |
Volatility Index(CBOE) |
Nov17 |
171115 |
12.05 |
13.35 |
11.98 |
13.05 |
+1.00 |
100,058 |
113,622 |
-27,974 |
Dec17 |
171120 |
12.60 |
12.90 |
12.05 |
12.08 |
-0.55 |
140,077 |
365,764 |
-7,172 |
Jan18 |
171120 |
13.90 |
14.05 |
13.35 |
13.43 |
-0.45 |
62,570 |
118,598 |
+7,563 |
Feb18 |
171120 |
14.70 |
14.82 |
14.20 |
14.23 |
-0.47 |
21,718 |
50,951 |
+1,178 |
Total Volume and Open Interest |
258,601 |
610,467 |
+4,843 |
S & P 600(CME) |
Dec17 |
171120 |
916.00 |
916.00 |
916.00 |
916.00 |
+6.90 |
|
|
|
Mar18 |
171120 |
912.80 |
912.80 |
912.80 |
912.80 |
+6.90 |
|
|
|
Total Volume and Open Interest |
|
|
|
Russell 2000 Mini(ICE) |
Dec17 |
171120 |
1492.90 |
1504.40 |
1486.30 |
1504.00 |
+11.10 |
36,165 |
67,360 |
-726 |
Mar18 |
171120 |
1504.00 |
1505.50 |
1504.00 |
1505.50 |
+11.60 |
11 |
92 |
+6 |
Jun18 |
171120 |
1505.50 |
1505.50 |
1505.50 |
1505.50 |
+11.60 |
0 |
5 |
+0 |
Total Volume and Open Interest |
36,176 |
67,457 |
-720 |
Nikkei 225(CME) |
Dec17 |
171120 |
22250 |
22515 |
22185 |
22465 |
+120 |
24,358 |
41,472 |
-183 |
Mar18 |
171120 |
22295 |
22495 |
22215 |
22480 |
+120 |
75 |
167 |
-13 |
Total Volume and Open Interest |
24,433 |
41,639 |
-196 |
Nikkei 225(SGX) |
Dec17 |
171120 |
22230 |
22250 |
22170 |
22230 |
-245 |
130,896 |
208,412 |
-1,964 |
Mar18 |
171120 |
22145 |
22190 |
22145 |
22190 |
-245 |
60 |
2,761 |
-29 |
Jun18 |
171116 |
22195 |
22195 |
22195 |
22195 |
+340 |
0 |
1,096 |
+0 |
Total Volume and Open Interest |
112,218 |
228,068 |
+1,938 |
Nikkei 225 Mini(JPX) |
Dec17 |
171116 |
21985 |
22430 |
21835 |
22410 |
+370 |
1,184,602 |
511,232 |
-175,591 |
Mar18 |
171116 |
21935 |
22390 |
21790 |
22370 |
+370 |
38,100 |
37,482 |
-5,501 |
Jun18 |
171116 |
21790 |
22220 |
21630 |
22170 |
+330 |
828 |
2,217 |
+25 |
Total Volume and Open Interest |
1,230,239 |
588,968 |
-183,351 |
Nikkei 225(JPX) |
Dec17 |
171116 |
21980 |
22430 |
21830 |
22410 |
+370 |
81,313 |
400,223 |
-16,053 |
Mar18 |
171116 |
21940 |
22390 |
21790 |
22370 |
+370 |
1,764 |
32,813 |
+3,474 |
Jun18 |
171116 |
21760 |
22170 |
21630 |
22170 |
+330 |
37 |
13,224 |
+599 |
Total Volume and Open Interest |
83,137 |
519,805 |
-11,684 |
Nikkei 225(CME) Yen |
Dec17 |
171120 |
22300 |
22510 |
22170 |
22460 |
+130 |
59,504 |
59,101 |
-1,398 |
Mar18 |
171120 |
22175 |
22455 |
22135 |
22415 |
+130 |
53 |
97 |
-3 |
Jun18 |
171120 |
22315 |
22315 |
22315 |
22315 |
+130 |
|
|
|
Total Volume and Open Interest |
59,557 |
59,198 |
-1,401 |
Nikkei 225(CME) e-Mini Yen |
Dec17 |
171120 |
22460 |
22460 |
22460 |
22460 |
+130 |
1 |
15 |
+1 |
Mar18 |
171120 |
22410 |
22415 |
22410 |
22410 |
+120 |
|
|
|
Jun18 |
171120 |
22310 |
22315 |
22310 |
22310 |
+120 |
|
|
|
Total Volume and Open Interest |
1 |
15 |
+1 |
CAC 40(EURONEXT) |
Dec17 |
171120 |
5299.5 |
5343.0 |
5292.0 |
5334.5 |
+22.0 |
64,514 |
328,946 |
+25,299 |
Jan18 |
171120 |
5287.5 |
5326.0 |
5287.5 |
5326.0 |
+22.0 |
0 |
8 |
+0 |
Feb18 |
171120 |
5324.5 |
5324.5 |
5324.5 |
5324.5 |
|
|
|
|
Mar18 |
171120 |
5321.0 |
5321.0 |
5321.0 |
5321.0 |
+22.0 |
0 |
3 |
+0 |
Total Volume and Open Interest |
156,485 |
426,568 |
-81,314 |
Hang Seng Index(HKFE) |
Nov17 |
171120 |
29193 |
29238 |
29061 |
29198 |
+5 |
115,187 |
134,758 |
+64 |
Dec17 |
171120 |
29200 |
29254 |
29094 |
29216 |
unch |
856 |
26,997 |
-31 |
Total Volume and Open Interest |
116,643 |
166,712 |
+25 |
DAX(EUREX) |
Dec17 |
171120 |
12868.0 |
13084.0 |
12853.0 |
13060.0 |
+68.0 |
81,990 |
149,252 |
-6,422 |
Mar18 |
171120 |
12856.0 |
13072.0 |
12855.0 |
13054.5 |
+68.5 |
116 |
6,928 |
+1,134 |
Jun18 |
171120 |
12892.5 |
13099.0 |
12892.5 |
13077.5 |
+66.5 |
36 |
703 |
+0 |
Total Volume and Open Interest |
82,142 |
156,883 |
-5,288 |
Mini-DAX(EUREX) |
Dec17 |
171120 |
12870.0 |
13090.0 |
12854.0 |
13060.0 |
+68.0 |
23,074 |
13,794 |
-62 |
Mar18 |
171120 |
12870.0 |
13082.0 |
12867.0 |
13054.5 |
+68.5 |
61 |
340 |
+11 |
Jun18 |
171120 |
12915.0 |
13100.0 |
12905.0 |
13077.5 |
+66.5 |
4 |
464 |
+1 |
Total Volume and Open Interest |
23,139 |
14,598 |
-50 |
DJ EuroSTOXX 50(EUREX) |
Dec17 |
171120 |
3525 |
3564 |
3523 |
3559 |
+15 |
1,233,287 |
3,550,918 |
-13,530 |
Mar18 |
171120 |
3514 |
3550 |
3513 |
3546 |
+15 |
464 |
158,787 |
+343 |
Jun18 |
171120 |
3431 |
3463 |
3431 |
3463 |
+15 |
5,010 |
25,970 |
+0 |
Total Volume and Open Interest |
1,238,761 |
3,735,675 |
-13,187 |
Swiss Market Index(EUREX) |
Dec17 |
171120 |
9124 |
9310 |
9124 |
9298 |
+156 |
36,360 |
202,216 |
-2,456 |
Mar18 |
171120 |
9092 |
9198 |
9092 |
9196 |
+156 |
47 |
3,560 |
+497 |
Jun18 |
171120 |
9000 |
9031 |
9000 |
9031 |
+156 |
1 |
248 |
+0 |
Total Volume and Open Interest |
36,408 |
206,024 |
-1,959 |
FT-SE 100(EURONEXT) |
Dec17 |
171120 |
7375.50 |
7394.00 |
7342.50 |
7385.00 |
+10.00 |
84,326 |
646,108 |
-1,091 |
Mar18 |
171120 |
7310.00 |
7328.00 |
7310.00 |
7326.50 |
+10.00 |
4,749 |
7,789 |
+4,375 |
Jun18 |
171120 |
7246.50 |
7246.50 |
7246.50 |
7246.50 |
+10.00 |
|
|
|
Total Volume and Open Interest |
89,075 |
653,897 |
+3,284 |
SPI 200(SFE) |
Dec17 |
171120 |
5965.0 |
5982.0 |
5929.0 |
5961.0 |
-2.0 |
32,728 |
290,174 |
-6,134 |
Mar18 |
171120 |
5907.0 |
5907.0 |
5907.0 |
5907.0 |
-2.0 |
1 |
1,530 |
+0 |
Jun18 |
171120 |
5891.0 |
5891.0 |
5891.0 |
5891.0 |
-2.0 |
0 |
3,362 |
+0 |
Total Volume and Open Interest |
33,474 |
303,537 |
-6,037 |
FTSE MIB(ISE) |
Dec17 |
171120 |
21955.00 |
22210.00 |
21935.00 |
22179.00 |
+139.00 |
25,753 |
35,477 |
+1,053 |
Mar18 |
171120 |
21880.00 |
22110.00 |
21880.00 |
22092.00 |
+137.00 |
15 |
135 |
+0 |
Jun18 |
171120 |
21580.00 |
21580.00 |
21580.00 |
21580.00 |
+137.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
25,768 |
35,617 |
+1,053 |
KOSPI 200(KFE) |
Dec17 |
171120 |
332.90 |
333.25 |
332.80 |
332.80 |
-1.50 |
149,220 |
266,242 |
-1,434 |
Mar18 |
171120 |
331.90 |
333.15 |
330.20 |
330.30 |
-1.65 |
333 |
28,389 |
+394 |
Jun18 |
171120 |
333.40 |
333.40 |
330.95 |
331.30 |
-2.10 |
8 |
15,279 |
-3 |
Total Volume and Open Interest |
149,561 |
350,828 |
-843 |
GSCI(CME) |
Dec17 |
171120 |
422.40 |
422.70 |
420.35 |
422.65 |
-2.95 |
35 |
15,333 |
+35 |
Jan18 |
171120 |
422.75 |
422.75 |
422.75 |
422.75 |
-2.95 |
|
|
|
Feb18 |
171120 |
423.35 |
423.35 |
423.35 |
423.35 |
-2.95 |
|
|
|
Total Volume and Open Interest |
35 |
15,333 |
+35 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|