|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Mon November 27, 2017 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan18 |
171127 |
993.75 |
1001.50 |
990.50 |
996.00 |
+2.75 |
116,670 |
312,715 |
-5,871 |
Mar18 |
171127 |
1005.00 |
1013.00 |
1002.00 |
1007.75 |
+3.00 |
46,836 |
154,663 |
+6,731 |
May18 |
171127 |
1014.75 |
1022.50 |
1011.50 |
1017.50 |
+2.75 |
14,552 |
91,759 |
+1,885 |
Jul18 |
171127 |
1023.00 |
1030.50 |
1019.50 |
1025.50 |
+3.00 |
10,441 |
92,406 |
+344 |
Aug18 |
171127 |
1022.00 |
1030.50 |
1021.50 |
1026.00 |
+2.75 |
1,788 |
12,900 |
+290 |
Sep18 |
171127 |
1014.25 |
1018.25 |
1014.00 |
1015.25 |
+2.00 |
92 |
1,926 |
-9 |
Nov18 |
171127 |
1004.25 |
1010.50 |
1002.50 |
1006.25 |
+1.50 |
4,553 |
52,153 |
+735 |
Jan19 |
171127 |
1011.00 |
1015.00 |
1011.00 |
1012.00 |
+1.25 |
92 |
1,129 |
+29 |
Mar19 |
171127 |
1018.75 |
1018.75 |
1014.75 |
1015.25 |
+1.00 |
108 |
1,918 |
+61 |
May19 |
171127 |
1019.50 |
1019.50 |
1019.50 |
1019.50 |
+1.00 |
0 |
683 |
+0 |
Jul19 |
171127 |
1027.00 |
1027.00 |
1024.50 |
1024.50 |
+0.50 |
51 |
511 |
+34 |
Aug19 |
171127 |
1023.00 |
1023.00 |
1023.00 |
1023.00 |
+0.50 |
0 |
24 |
+0 |
Sep19 |
171127 |
1016.75 |
1016.75 |
1016.75 |
1016.75 |
+0.50 |
0 |
21 |
+0 |
Nov19 |
171127 |
1002.25 |
1005.25 |
1000.00 |
1001.75 |
+1.25 |
100 |
1,378 |
+45 |
Total Volume and Open Interest |
195,283 |
724,209 |
+4,274 |
Soybean Meal(CBOT) |
Dec17 |
171127 |
323.90 |
329.80 |
322.90 |
327.10 |
+3.30 |
59,925 |
45,891 |
-6,294 |
Jan18 |
171127 |
325.90 |
331.90 |
324.80 |
329.30 |
+3.40 |
64,853 |
128,835 |
+5,974 |
Mar18 |
171127 |
329.40 |
335.00 |
327.90 |
332.50 |
+3.50 |
32,836 |
97,642 |
+4,028 |
May18 |
171127 |
332.30 |
337.40 |
330.50 |
334.90 |
+3.30 |
12,752 |
56,574 |
+4,551 |
Jul18 |
171127 |
333.40 |
339.30 |
332.50 |
337.00 |
+3.40 |
8,419 |
36,972 |
+1,569 |
Aug18 |
171127 |
334.60 |
338.60 |
333.00 |
336.60 |
+3.40 |
1,061 |
4,529 |
+19 |
Sep18 |
171127 |
335.10 |
336.50 |
333.60 |
334.50 |
+3.00 |
506 |
5,347 |
+76 |
Oct18 |
171127 |
329.20 |
332.50 |
327.20 |
330.10 |
+2.30 |
595 |
6,275 |
+183 |
Dec18 |
171127 |
329.80 |
333.00 |
327.40 |
330.50 |
+2.10 |
2,687 |
26,651 |
-213 |
Jan19 |
171127 |
331.10 |
331.10 |
331.10 |
331.10 |
+2.00 |
71 |
1,382 |
+21 |
Total Volume and Open Interest |
183,884 |
415,712 |
+9,983 |
Soybean Oil(CBOT) |
Dec17 |
171127 |
33.98 |
34.17 |
33.44 |
33.60 |
-0.34 |
44,423 |
67,363 |
-10,863 |
Jan18 |
171127 |
34.13 |
34.30 |
33.58 |
33.74 |
-0.34 |
61,542 |
143,324 |
-700 |
Mar18 |
171127 |
34.35 |
34.54 |
33.81 |
33.98 |
-0.34 |
33,149 |
99,738 |
+4,894 |
May18 |
171127 |
34.56 |
34.75 |
34.03 |
34.19 |
-0.34 |
14,344 |
63,775 |
+2,413 |
Jul18 |
171127 |
34.77 |
34.92 |
34.23 |
34.38 |
-0.34 |
7,251 |
50,903 |
+1,001 |
Aug18 |
171127 |
34.81 |
34.81 |
34.20 |
34.35 |
-0.32 |
892 |
6,134 |
+219 |
Sep18 |
171127 |
34.68 |
34.68 |
34.12 |
34.25 |
-0.29 |
242 |
3,526 |
+25 |
Oct18 |
171127 |
34.28 |
34.28 |
33.90 |
34.03 |
-0.27 |
411 |
8,382 |
+28 |
Dec18 |
171127 |
34.09 |
34.21 |
33.83 |
34.00 |
-0.23 |
1,844 |
27,980 |
+467 |
Jan19 |
171127 |
34.12 |
34.12 |
33.98 |
33.98 |
-0.23 |
109 |
4,241 |
-33 |
Total Volume and Open Interest |
164,380 |
478,634 |
-2,517 |
Canola(WCE) |
Jan18 |
171127 |
510.2 |
513.3 |
506.5 |
507.8 |
-3.2 |
4,583 |
133,974 |
-675 |
Mar18 |
171127 |
520.0 |
521.7 |
514.9 |
516.3 |
-3.1 |
877 |
46,700 |
+14 |
May18 |
171127 |
524.3 |
524.3 |
520.5 |
522.3 |
-2.1 |
392 |
13,483 |
-93 |
Jul18 |
171127 |
527.3 |
527.3 |
523.6 |
525.5 |
-1.8 |
69 |
5,724 |
+35 |
Nov18 |
171127 |
505.8 |
505.8 |
501.2 |
503.4 |
-2.2 |
222 |
5,181 |
+146 |
Total Volume and Open Interest |
6,143 |
205,113 |
-573 |
Corn(CBOT) |
Dec17 |
171127 |
342.50 |
342.50 |
338.50 |
338.75 |
-3.50 |
184,444 |
324,101 |
-41,879 |
Mar18 |
171127 |
354.75 |
355.25 |
351.25 |
351.75 |
-3.25 |
161,400 |
739,814 |
+31,905 |
May18 |
171127 |
363.00 |
363.50 |
359.75 |
360.00 |
-3.25 |
35,499 |
195,195 |
+6,961 |
Jul18 |
171127 |
371.25 |
371.50 |
367.75 |
368.25 |
-3.00 |
10,380 |
202,531 |
+1,922 |
Sep18 |
171127 |
379.00 |
379.00 |
375.25 |
375.50 |
-3.00 |
2,351 |
59,662 |
+452 |
Dec18 |
171127 |
387.50 |
388.00 |
384.25 |
384.50 |
-3.00 |
5,932 |
130,329 |
+340 |
Mar19 |
171127 |
396.00 |
396.50 |
393.75 |
394.00 |
-2.25 |
449 |
17,814 |
+237 |
May19 |
171127 |
402.00 |
402.00 |
400.00 |
400.00 |
-2.25 |
51 |
2,623 |
+40 |
Jul19 |
171127 |
406.50 |
407.00 |
404.75 |
405.00 |
-2.25 |
41 |
3,183 |
+7 |
Sep19 |
171127 |
404.00 |
404.75 |
404.00 |
404.75 |
-1.00 |
0 |
605 |
+0 |
Total Volume and Open Interest |
400,726 |
1,681,580 |
+127 |
Wheat(CBOT) |
Dec17 |
171127 |
415.50 |
416.00 |
408.75 |
409.50 |
-6.25 |
62,496 |
93,682 |
-15,076 |
Mar18 |
171127 |
434.00 |
434.50 |
427.50 |
428.25 |
-6.50 |
77,236 |
261,252 |
+10,648 |
May18 |
171127 |
447.50 |
447.50 |
440.50 |
441.00 |
-6.50 |
19,199 |
70,152 |
+1,216 |
Jul18 |
171127 |
460.75 |
461.25 |
455.00 |
455.50 |
-5.75 |
11,427 |
56,006 |
-681 |
Sep18 |
171127 |
475.75 |
476.50 |
470.50 |
470.75 |
-5.50 |
3,793 |
26,301 |
+244 |
Dec18 |
171127 |
495.00 |
495.25 |
489.50 |
489.75 |
-5.50 |
3,251 |
31,545 |
-499 |
Total Volume and Open Interest |
177,683 |
542,361 |
-4,274 |
Wheat(KCBT) |
Dec17 |
171127 |
414.00 |
414.25 |
407.00 |
407.25 |
-7.25 |
30,089 |
38,171 |
-12,678 |
Mar18 |
171127 |
432.00 |
432.00 |
424.75 |
425.25 |
-6.75 |
35,597 |
179,060 |
+8,291 |
May18 |
171127 |
445.25 |
445.25 |
438.25 |
438.50 |
-6.75 |
4,781 |
38,283 |
+1,811 |
Jul18 |
171127 |
463.50 |
463.50 |
456.50 |
456.50 |
-6.75 |
1,141 |
33,042 |
+249 |
Sep18 |
171127 |
479.00 |
479.00 |
474.25 |
474.25 |
-6.50 |
63 |
13,846 |
-2 |
Dec18 |
171127 |
503.00 |
503.00 |
499.00 |
499.00 |
-5.75 |
456 |
11,712 |
+95 |
Mar19 |
171127 |
517.75 |
518.00 |
514.00 |
515.00 |
-4.50 |
137 |
2,002 |
+76 |
Total Volume and Open Interest |
72,284 |
316,354 |
-2,139 |
Wheat(MGE) |
Dec17 |
171127 |
623.00 |
624.00 |
608.50 |
610.00 |
-13.50 |
3,089 |
19,022 |
-1,690 |
Mar18 |
171127 |
638.25 |
640.00 |
625.00 |
627.00 |
-11.50 |
3,798 |
36,546 |
+855 |
May18 |
171127 |
644.25 |
644.25 |
632.75 |
633.50 |
-10.00 |
277 |
9,857 |
-1 |
Jul18 |
171127 |
645.50 |
645.50 |
635.00 |
637.00 |
-9.50 |
58 |
5,772 |
-2 |
Sep18 |
171127 |
633.00 |
634.50 |
631.50 |
632.25 |
-1.25 |
23 |
3,730 |
+5 |
Dec18 |
171127 |
640.50 |
643.50 |
640.25 |
641.00 |
-0.50 |
40 |
1,690 |
+12 |
Total Volume and Open Interest |
7,287 |
76,738 |
-821 |
Oats(CBOT) |
Dec17 |
171127 |
249.50 |
255.50 |
249.50 |
250.50 |
+1.25 |
558 |
1,643 |
-322 |
Mar18 |
171127 |
269.00 |
271.75 |
267.00 |
267.75 |
+1.00 |
393 |
5,231 |
+232 |
May18 |
171127 |
274.75 |
274.75 |
274.00 |
274.00 |
+1.25 |
23 |
811 |
+19 |
Jul18 |
171127 |
278.75 |
278.75 |
278.75 |
278.75 |
+1.00 |
3 |
60 |
+1 |
Total Volume and Open Interest |
977 |
7,761 |
-70 |
Rough Rice(CBOT) |
Jan18 |
171127 |
12.39 |
12.43 |
12.24 |
12.30 |
-0.13 |
921 |
8,447 |
-429 |
Mar18 |
171127 |
12.66 |
12.69 |
12.56 |
12.60 |
-0.12 |
588 |
1,969 |
+481 |
May18 |
171127 |
12.84 |
12.84 |
12.84 |
12.84 |
-0.11 |
21 |
18 |
+9 |
Jul18 |
171127 |
12.92 |
12.92 |
12.92 |
12.92 |
-0.06 |
27 |
17 |
+10 |
Total Volume and Open Interest |
1,583 |
10,476 |
+84 |
Live Cattle(CME) |
Dec17 |
171127 |
118.680 |
120.100 |
118.385 |
119.830 |
+1.250 |
12,036 |
43,392 |
-2,596 |
Feb18 |
171127 |
124.700 |
126.285 |
124.350 |
126.050 |
+1.470 |
19,828 |
155,777 |
+186 |
Apr18 |
171127 |
125.400 |
126.900 |
125.080 |
126.850 |
+1.600 |
8,719 |
85,485 |
+1,454 |
Jun18 |
171127 |
118.400 |
119.450 |
117.980 |
119.330 |
+1.100 |
7,869 |
64,846 |
+1,989 |
Aug18 |
171127 |
115.000 |
115.900 |
114.635 |
115.885 |
+1.085 |
1,526 |
20,138 |
+172 |
Oct18 |
171127 |
114.730 |
115.600 |
114.400 |
115.550 |
+1.000 |
545 |
7,505 |
+114 |
Total Volume and Open Interest |
50,890 |
381,293 |
+1,517 |
Feeder Cattle(CME) |
Jan18 |
171127 |
153.330 |
155.130 |
152.785 |
154.450 |
+1.150 |
3,900 |
25,991 |
-235 |
Mar18 |
171127 |
151.735 |
152.830 |
150.985 |
152.550 |
+0.765 |
1,937 |
16,959 |
-72 |
Apr18 |
171127 |
151.500 |
152.750 |
150.950 |
152.485 |
+0.905 |
964 |
5,313 |
-70 |
May18 |
171127 |
150.950 |
151.985 |
150.250 |
151.785 |
+0.905 |
783 |
5,266 |
-2 |
Aug18 |
171127 |
153.080 |
153.900 |
152.235 |
153.735 |
+0.935 |
317 |
2,549 |
+87 |
Sep18 |
171127 |
151.500 |
152.485 |
151.500 |
152.485 |
+1.355 |
11 |
109 |
+4 |
Oct18 |
171127 |
150.350 |
150.350 |
150.350 |
150.350 |
+1.000 |
0 |
21 |
+0 |
Total Volume and Open Interest |
7,912 |
56,209 |
-288 |
Lean Hogs(CME) |
Dec17 |
171127 |
63.680 |
64.650 |
63.600 |
64.535 |
+1.285 |
9,256 |
34,625 |
-2,974 |
Feb18 |
171127 |
69.700 |
70.230 |
69.550 |
70.100 |
+0.700 |
14,611 |
93,394 |
+390 |
Apr18 |
171127 |
73.800 |
74.250 |
73.550 |
74.080 |
+0.500 |
5,890 |
58,623 |
+267 |
May18 |
171127 |
79.250 |
79.450 |
79.250 |
79.450 |
+0.450 |
25 |
1,657 |
+11 |
Jun18 |
171127 |
82.730 |
83.150 |
82.730 |
83.135 |
+0.435 |
3,134 |
26,624 |
+314 |
Jul18 |
171127 |
82.535 |
83.150 |
82.535 |
83.135 |
+0.600 |
863 |
16,298 |
+104 |
Aug18 |
171127 |
81.700 |
82.250 |
81.700 |
82.230 |
+0.595 |
646 |
8,349 |
+89 |
Oct18 |
171127 |
68.800 |
69.230 |
68.800 |
69.200 |
+0.600 |
276 |
6,662 |
+77 |
Total Volume and Open Interest |
34,834 |
247,599 |
-1,663 |
Class III Milk(CME) |
Nov17 |
171127 |
16.81 |
16.81 |
16.79 |
16.80 |
unch |
114 |
4,271 |
-14 |
Dec17 |
171127 |
15.45 |
15.55 |
15.14 |
15.21 |
-0.21 |
209 |
4,427 |
+23 |
Jan18 |
171127 |
14.65 |
14.74 |
14.39 |
14.46 |
-0.20 |
202 |
3,230 |
+91 |
Feb18 |
171127 |
14.67 |
14.75 |
14.48 |
14.54 |
-0.12 |
108 |
2,943 |
+38 |
Mar18 |
171127 |
14.70 |
14.70 |
14.56 |
14.56 |
-0.06 |
92 |
2,474 |
+37 |
Apr18 |
171127 |
14.82 |
14.82 |
14.71 |
14.74 |
unch |
73 |
1,824 |
+44 |
May18 |
171127 |
15.02 |
15.05 |
14.93 |
15.00 |
+0.07 |
63 |
1,721 |
+34 |
Jun18 |
171127 |
15.30 |
15.40 |
15.27 |
15.27 |
-0.03 |
73 |
1,643 |
+24 |
Jul18 |
171127 |
15.60 |
15.64 |
15.55 |
15.55 |
-0.04 |
60 |
921 |
+33 |
Aug18 |
171127 |
15.70 |
15.77 |
15.60 |
15.60 |
+0.01 |
64 |
899 |
+41 |
Sep18 |
171127 |
15.80 |
15.80 |
15.66 |
15.69 |
-0.02 |
64 |
1,051 |
+39 |
Oct18 |
171127 |
15.85 |
15.85 |
15.75 |
15.75 |
-0.04 |
62 |
823 |
+43 |
Nov18 |
171127 |
15.75 |
15.75 |
15.71 |
15.71 |
-0.02 |
91 |
759 |
+54 |
Total Volume and Open Interest |
1,315 |
27,805 |
+516 |
Cocoa(ICE) |
Dec17 |
171127 |
2065 |
2065 |
2065 |
2065 |
-44 |
5 |
407 |
+0 |
Mar18 |
171127 |
2107 |
2115 |
2059 |
2067 |
-40 |
10,023 |
135,425 |
-281 |
May18 |
171127 |
2115 |
2122 |
2070 |
2077 |
-39 |
3,688 |
47,088 |
+934 |
Jul18 |
171127 |
2124 |
2131 |
2080 |
2086 |
-39 |
2,396 |
15,935 |
-864 |
Sep18 |
171127 |
2132 |
2141 |
2091 |
2098 |
-38 |
610 |
8,980 |
-108 |
Dec18 |
171127 |
2142 |
2154 |
2105 |
2112 |
-38 |
488 |
10,001 |
+192 |
Mar19 |
171127 |
2169 |
2169 |
2122 |
2126 |
-38 |
168 |
6,901 |
+76 |
Total Volume and Open Interest |
17,399 |
230,977 |
-43 |
Coffee "C"(ICE) |
Dec17 |
171127 |
125.25 |
126.30 |
125.05 |
125.55 |
+0.75 |
83 |
2,308 |
-1,482 |
Mar18 |
171127 |
127.55 |
129.40 |
127.55 |
128.20 |
+0.65 |
12,569 |
120,649 |
-726 |
May18 |
171127 |
130.00 |
131.60 |
129.85 |
130.45 |
+0.60 |
2,786 |
39,594 |
-663 |
Jul18 |
171127 |
132.20 |
133.90 |
132.20 |
132.75 |
+0.60 |
1,692 |
18,273 |
-60 |
Sep18 |
171127 |
134.50 |
136.20 |
134.50 |
135.05 |
+0.60 |
310 |
8,635 |
+80 |
Dec18 |
171127 |
138.40 |
139.55 |
138.10 |
138.45 |
+0.65 |
181 |
5,134 |
-5 |
Total Volume and Open Interest |
17,716 |
198,261 |
-2,852 |
Orange Juice(ICE) |
Jan18 |
171127 |
165.10 |
167.50 |
164.30 |
166.80 |
+0.90 |
410 |
8,242 |
+96 |
Mar18 |
171127 |
165.00 |
165.70 |
164.25 |
164.95 |
+1.00 |
23 |
1,712 |
-7 |
May18 |
171127 |
164.30 |
165.70 |
164.30 |
164.85 |
+1.00 |
6 |
567 |
+2 |
Jul18 |
171127 |
164.70 |
164.70 |
164.70 |
164.70 |
+1.00 |
8 |
149 |
+1 |
Sep18 |
171127 |
163.80 |
163.80 |
163.80 |
163.80 |
+1.20 |
6 |
27 |
+0 |
Nov18 |
171127 |
164.15 |
164.15 |
164.15 |
164.15 |
+1.05 |
0 |
2 |
+0 |
Total Volume and Open Interest |
453 |
10,699 |
+92 |
Sugar #11(ICE) |
Mar18 |
171127 |
15.45 |
15.49 |
15.29 |
15.39 |
-0.06 |
60,523 |
383,765 |
+3,667 |
May18 |
171127 |
15.34 |
15.40 |
15.24 |
15.33 |
-0.03 |
17,223 |
131,671 |
-2,196 |
Jul18 |
171127 |
15.30 |
15.35 |
15.23 |
15.31 |
unch |
13,274 |
67,338 |
-13 |
Oct18 |
171127 |
15.44 |
15.49 |
15.40 |
15.47 |
+0.02 |
4,741 |
63,093 |
+1,151 |
Mar19 |
171127 |
15.83 |
15.93 |
15.83 |
15.92 |
+0.05 |
1,094 |
30,414 |
+239 |
May19 |
171127 |
15.77 |
15.86 |
15.77 |
15.86 |
+0.07 |
484 |
5,866 |
+98 |
Jul19 |
171127 |
15.75 |
15.80 |
15.75 |
15.80 |
+0.09 |
147 |
4,860 |
-5 |
Oct19 |
171127 |
15.84 |
15.88 |
15.84 |
15.88 |
+0.09 |
94 |
6,243 |
+15 |
Total Volume and Open Interest |
97,741 |
698,588 |
+3,025 |
London Cocoa(LCE) |
Dec17 |
171127 |
1530 |
1536 |
1500 |
1503 |
-30 |
3,429 |
55,542 |
-3,457 |
Mar18 |
171127 |
1567 |
1572 |
1537 |
1541 |
-28 |
4,088 |
81,717 |
+919 |
May18 |
171127 |
1585 |
1588 |
1554 |
1558 |
-28 |
1,150 |
35,296 |
+400 |
Jul18 |
171127 |
1601 |
1602 |
1568 |
1572 |
-28 |
1,649 |
27,318 |
+813 |
Sep18 |
171127 |
1612 |
1615 |
1583 |
1586 |
-27 |
1,442 |
22,553 |
+905 |
Dec18 |
171127 |
1626 |
1626 |
1597 |
1601 |
-25 |
342 |
16,158 |
+50 |
Mar19 |
171127 |
1639 |
1639 |
1610 |
1614 |
-25 |
140 |
5,242 |
+85 |
Total Volume and Open Interest |
12,241 |
244,992 |
-285 |
London Sugar(LCE) |
Mar18 |
171127 |
397.50 |
398.40 |
393.60 |
394.80 |
-2.30 |
976 |
41,652 |
-5 |
May18 |
171127 |
400.10 |
400.80 |
397.20 |
397.80 |
-1.90 |
79 |
12,146 |
-28 |
Aug18 |
171127 |
404.30 |
404.90 |
401.00 |
402.10 |
-2.00 |
27 |
10,569 |
+0 |
Oct18 |
171127 |
406.00 |
406.00 |
403.00 |
404.00 |
-1.80 |
11 |
2,972 |
+0 |
Dec18 |
171127 |
410.70 |
410.70 |
408.90 |
410.30 |
-0.60 |
0 |
1,322 |
+0 |
Total Volume and Open Interest |
1,093 |
71,162 |
-33 |
Cotton(ICE) |
Dec17 |
171127 |
71.91 |
72.65 |
71.84 |
72.15 |
-0.08 |
4,453 |
674 |
-2,224 |
Mar18 |
171127 |
71.98 |
72.39 |
71.19 |
71.42 |
-0.51 |
28,893 |
159,855 |
+5,653 |
May18 |
171127 |
72.84 |
73.19 |
72.09 |
72.24 |
-0.58 |
7,607 |
37,468 |
+2,451 |
Jul18 |
171127 |
73.25 |
73.52 |
72.56 |
72.67 |
-0.61 |
1,334 |
9,687 |
+415 |
Oct18 |
171127 |
70.91 |
70.91 |
70.91 |
70.91 |
-0.62 |
1 |
2 |
-1 |
Dec18 |
171127 |
71.05 |
71.16 |
70.70 |
70.76 |
-0.35 |
815 |
22,512 |
+229 |
Total Volume and Open Interest |
43,219 |
230,858 |
+6,618 |
Lumber(CME) |
Jan18 |
171127 |
421.1 |
421.1 |
411.2 |
416.2 |
-4.5 |
639 |
5,327 |
-140 |
Mar18 |
171127 |
409.8 |
409.8 |
401.5 |
406.5 |
-4.1 |
136 |
982 |
+18 |
May18 |
171127 |
394.0 |
395.0 |
391.0 |
391.5 |
-4.5 |
34 |
295 |
+6 |
Jul18 |
171127 |
380.8 |
380.8 |
375.6 |
376.5 |
-6.5 |
7 |
100 |
+3 |
Total Volume and Open Interest |
816 |
6,727 |
-113 |
Crude Oil(NYM) |
Jan18 |
171127 |
58.95 |
58.99 |
57.55 |
58.11 |
-0.84 |
837,411 |
577,680 |
-14,635 |
Feb18 |
171127 |
58.92 |
58.93 |
57.60 |
58.16 |
-0.75 |
279,281 |
198,673 |
-5,617 |
Mar18 |
171127 |
58.73 |
58.74 |
57.53 |
58.08 |
-0.65 |
202,904 |
292,651 |
-4,718 |
Apr18 |
171127 |
58.48 |
58.48 |
57.41 |
57.92 |
-0.56 |
102,565 |
132,632 |
+1,458 |
May18 |
171127 |
58.13 |
58.13 |
57.21 |
57.70 |
-0.47 |
69,099 |
111,726 |
+132 |
Jun18 |
171127 |
57.76 |
57.76 |
56.93 |
57.41 |
-0.40 |
116,563 |
237,345 |
-2,782 |
Jul18 |
171127 |
57.24 |
57.27 |
56.65 |
57.10 |
-0.32 |
23,524 |
54,124 |
-2,235 |
Aug18 |
171127 |
56.87 |
56.90 |
56.33 |
56.78 |
-0.26 |
23,725 |
55,693 |
-739 |
Sep18 |
171127 |
56.57 |
56.60 |
56.03 |
56.45 |
-0.23 |
36,087 |
73,359 |
+1,255 |
Oct18 |
171127 |
56.25 |
56.25 |
55.71 |
56.15 |
-0.19 |
16,266 |
56,901 |
-408 |
Nov18 |
171127 |
55.76 |
56.03 |
55.41 |
55.88 |
-0.14 |
10,263 |
46,806 |
-1,131 |
Dec18 |
171127 |
55.66 |
55.83 |
55.14 |
55.60 |
-0.11 |
91,884 |
262,245 |
-2,676 |
Jan19 |
171127 |
55.36 |
55.36 |
55.30 |
55.30 |
-0.07 |
4,725 |
43,517 |
+2,308 |
Feb19 |
171127 |
55.00 |
55.04 |
55.00 |
55.00 |
-0.03 |
5,868 |
21,790 |
-3,138 |
Mar19 |
171127 |
54.71 |
54.71 |
54.71 |
54.71 |
+0.01 |
12,945 |
26,808 |
-315 |
Apr19 |
171127 |
54.43 |
54.43 |
54.43 |
54.43 |
+0.04 |
2,187 |
10,153 |
-909 |
Total Volume and Open Interest |
1,880,801 |
2,474,541 |
-33,733 |
e-miNY Crude Oil(NYM) |
Jan18 |
171127 |
58.900 |
58.975 |
57.550 |
58.100 |
-0.850 |
10,317 |
3,824 |
-27 |
Feb18 |
171127 |
58.825 |
58.900 |
57.650 |
58.150 |
-0.750 |
273 |
535 |
-6 |
Mar18 |
171127 |
58.525 |
58.525 |
57.600 |
58.075 |
-0.650 |
62 |
107 |
+21 |
Apr18 |
171127 |
57.875 |
57.925 |
57.875 |
57.925 |
-0.550 |
27 |
76 |
+26 |
May18 |
171127 |
57.700 |
57.700 |
57.700 |
57.700 |
-0.475 |
16 |
89 |
+8 |
Jun18 |
171127 |
57.400 |
57.400 |
57.400 |
57.400 |
-0.400 |
43 |
45 |
+28 |
Jul18 |
171127 |
57.100 |
57.100 |
57.100 |
57.100 |
-0.325 |
37 |
54 |
+37 |
Aug18 |
171127 |
56.775 |
56.775 |
56.775 |
56.775 |
-0.275 |
0 |
74 |
+0 |
Sep18 |
171127 |
56.450 |
56.450 |
56.450 |
56.450 |
-0.225 |
0 |
42 |
+0 |
Oct18 |
171127 |
56.150 |
56.150 |
56.150 |
56.150 |
-0.200 |
0 |
28 |
+0 |
Total Volume and Open Interest |
10,780 |
5,012 |
+89 |
NY Harbor ULSD(NYM) |
Dec17 |
171127 |
195.29 |
196.20 |
192.93 |
194.78 |
-0.51 |
36,239 |
41,950 |
-10,005 |
Jan18 |
171127 |
195.56 |
196.52 |
193.18 |
195.05 |
-0.50 |
71,930 |
135,116 |
+4,875 |
Feb18 |
171127 |
195.49 |
196.43 |
193.16 |
195.03 |
-0.52 |
27,221 |
55,952 |
+1,820 |
Mar18 |
171127 |
194.74 |
195.62 |
192.49 |
194.31 |
-0.50 |
22,463 |
53,603 |
+1,810 |
Apr18 |
171127 |
193.12 |
193.94 |
191.00 |
192.71 |
-0.53 |
11,391 |
41,441 |
-241 |
May18 |
171127 |
191.93 |
192.57 |
189.87 |
191.50 |
-0.54 |
5,810 |
25,246 |
+626 |
Jun18 |
171127 |
191.02 |
191.44 |
188.88 |
190.45 |
-0.52 |
9,621 |
38,170 |
+828 |
Jul18 |
171127 |
190.19 |
190.91 |
188.39 |
189.99 |
-0.48 |
918 |
8,357 |
-123 |
Aug18 |
171127 |
189.56 |
190.59 |
188.13 |
189.65 |
-0.42 |
774 |
4,069 |
+36 |
Sep18 |
171127 |
189.60 |
190.25 |
188.11 |
189.58 |
-0.35 |
931 |
6,147 |
-219 |
Oct18 |
171127 |
189.96 |
190.40 |
188.73 |
189.69 |
-0.33 |
1,156 |
3,209 |
-217 |
Nov18 |
171127 |
189.22 |
190.68 |
188.80 |
189.89 |
-0.32 |
671 |
2,704 |
+258 |
Dec18 |
171127 |
190.00 |
190.90 |
188.57 |
190.01 |
-0.35 |
1,781 |
25,011 |
+48 |
Jan19 |
171127 |
190.09 |
190.09 |
190.09 |
190.09 |
-0.35 |
24 |
2,413 |
-4 |
Total Volume and Open Interest |
191,012 |
452,121 |
-496 |
RBOB Gasoline(NYM) |
Dec17 |
171127 |
178.61 |
179.88 |
177.70 |
178.93 |
+0.13 |
35,074 |
50,187 |
-11,182 |
Jan18 |
171127 |
177.85 |
179.40 |
176.95 |
178.51 |
+0.42 |
57,361 |
175,674 |
-354 |
Feb18 |
171127 |
178.64 |
179.79 |
177.32 |
178.98 |
+0.34 |
18,547 |
44,324 |
+1,759 |
Mar18 |
171127 |
179.50 |
180.71 |
178.37 |
180.03 |
+0.28 |
12,948 |
53,590 |
+686 |
Apr18 |
171127 |
195.60 |
196.94 |
194.73 |
196.30 |
+0.08 |
5,788 |
33,849 |
+262 |
May18 |
171127 |
195.93 |
196.60 |
194.92 |
196.19 |
unch |
3,076 |
22,075 |
+850 |
Jun18 |
171127 |
193.77 |
194.86 |
193.05 |
194.36 |
-0.13 |
2,859 |
20,928 |
+252 |
Jul18 |
171127 |
191.52 |
192.15 |
190.39 |
191.85 |
-0.24 |
1,263 |
8,762 |
+244 |
Aug18 |
171127 |
188.78 |
189.16 |
187.78 |
188.92 |
-0.28 |
814 |
3,939 |
+29 |
Sep18 |
171127 |
185.38 |
185.53 |
185.38 |
185.53 |
-0.33 |
490 |
3,696 |
-59 |
Total Volume and Open Interest |
140,109 |
437,533 |
-7,317 |
e-miNY RBOB Gasoline(NYM) |
Dec17 |
171127 |
178.80 |
178.93 |
178.80 |
178.90 |
+0.10 |
0 |
1 |
+0 |
Jan18 |
171127 |
178.51 |
178.51 |
178.50 |
178.51 |
+0.42 |
|
|
|
Feb18 |
171127 |
179.00 |
179.00 |
178.98 |
179.00 |
+0.36 |
|
|
|
Mar18 |
171127 |
180.00 |
180.03 |
180.00 |
180.00 |
+0.25 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Dec17 |
171127 |
2.927 |
2.950 |
2.876 |
2.928 |
+0.115 |
139,397 |
26,517 |
-21,403 |
Jan18 |
171127 |
3.013 |
3.038 |
2.971 |
3.017 |
+0.101 |
167,197 |
359,380 |
+18,208 |
Feb18 |
171127 |
3.021 |
3.043 |
2.983 |
3.023 |
+0.094 |
38,284 |
125,079 |
+7,662 |
Mar18 |
171127 |
2.999 |
3.017 |
2.960 |
2.990 |
+0.083 |
53,958 |
192,002 |
+8,174 |
Apr18 |
171127 |
2.877 |
2.898 |
2.854 |
2.867 |
+0.050 |
42,611 |
132,019 |
+5,504 |
May18 |
171127 |
2.878 |
2.895 |
2.850 |
2.860 |
+0.043 |
20,754 |
104,295 |
+4,325 |
Jun18 |
171127 |
2.910 |
2.923 |
2.880 |
2.888 |
+0.042 |
3,715 |
30,658 |
+378 |
Jul18 |
171127 |
2.957 |
2.957 |
2.912 |
2.920 |
+0.039 |
3,007 |
45,564 |
+704 |
Aug18 |
171127 |
2.940 |
2.942 |
2.920 |
2.924 |
+0.038 |
1,265 |
34,094 |
+235 |
Sep18 |
171127 |
2.914 |
2.921 |
2.903 |
2.908 |
+0.037 |
605 |
35,338 |
+206 |
Oct18 |
171127 |
2.956 |
2.971 |
2.927 |
2.933 |
+0.036 |
5,957 |
84,266 |
+15 |
Nov18 |
171127 |
3.008 |
3.008 |
2.983 |
2.988 |
+0.035 |
1,473 |
29,453 |
+253 |
Dec18 |
171127 |
3.148 |
3.148 |
3.119 |
3.125 |
+0.034 |
1,853 |
32,093 |
-154 |
Jan19 |
171127 |
3.222 |
3.246 |
3.207 |
3.213 |
+0.033 |
2,928 |
36,466 |
+572 |
Feb19 |
171127 |
3.218 |
3.218 |
3.182 |
3.184 |
+0.032 |
443 |
12,058 |
+115 |
Mar19 |
171127 |
3.110 |
3.122 |
3.109 |
3.115 |
+0.031 |
1,144 |
30,311 |
+623 |
Total Volume and Open Interest |
486,072 |
1,394,977 |
+25,923 |
Brent Crude Oil(ICE) |
Jan18 |
171127 |
63.80 |
63.99 |
63.10 |
63.84 |
-0.02 |
113,080 |
233,155 |
-13,386 |
Feb18 |
171127 |
63.58 |
63.58 |
62.70 |
63.38 |
-0.09 |
87,730 |
587,026 |
+7,004 |
Mar18 |
171127 |
63.21 |
63.23 |
62.42 |
63.09 |
-0.09 |
26,719 |
318,255 |
-280 |
Apr18 |
171127 |
62.97 |
62.98 |
62.19 |
62.83 |
-0.10 |
16,381 |
123,364 |
-1,271 |
May18 |
171127 |
62.69 |
62.75 |
61.99 |
62.61 |
-0.10 |
8,981 |
121,514 |
+158 |
Jun18 |
171127 |
62.51 |
62.56 |
61.81 |
62.42 |
-0.09 |
14,428 |
235,222 |
+98 |
Jul18 |
171127 |
62.12 |
62.29 |
61.64 |
62.22 |
-0.07 |
3,395 |
50,553 |
-191 |
Aug18 |
171127 |
61.95 |
62.05 |
61.42 |
61.98 |
-0.04 |
1,752 |
32,451 |
+423 |
Sep18 |
171127 |
61.64 |
61.81 |
61.13 |
61.70 |
-0.01 |
3,674 |
54,378 |
+308 |
Oct18 |
171127 |
61.33 |
61.40 |
61.00 |
61.40 |
+0.01 |
1,269 |
28,635 |
-570 |
Nov18 |
171127 |
61.15 |
61.15 |
61.10 |
61.10 |
+0.04 |
727 |
30,445 |
+27 |
Dec18 |
171127 |
60.69 |
60.92 |
60.24 |
60.80 |
+0.07 |
11,343 |
213,266 |
-638 |
Jan19 |
171127 |
60.00 |
60.53 |
60.00 |
60.53 |
+0.09 |
678 |
36,450 |
-61 |
Feb19 |
171127 |
60.31 |
60.31 |
60.31 |
60.31 |
+0.11 |
435 |
25,128 |
+53 |
Total Volume and Open Interest |
296,261 |
2,522,650 |
-8,284 |
Gas Oil(ICE) |
Dec17 |
171127 |
568.50 |
570.00 |
561.50 |
564.25 |
-0.50 |
24,543 |
121,108 |
-5,111 |
Jan18 |
171127 |
565.25 |
571.00 |
562.25 |
565.00 |
unch |
22,068 |
206,006 |
+948 |
Feb18 |
171127 |
570.00 |
571.75 |
563.50 |
566.25 |
+0.25 |
9,916 |
89,667 |
-272 |
Mar18 |
171127 |
568.50 |
570.25 |
562.25 |
565.00 |
+0.25 |
2,460 |
64,566 |
+5 |
Apr18 |
171127 |
566.00 |
567.50 |
560.00 |
562.25 |
+0.25 |
1,480 |
39,878 |
-110 |
May18 |
171127 |
564.00 |
565.25 |
558.25 |
560.25 |
unch |
1,366 |
24,407 |
+342 |
Jun18 |
171127 |
561.75 |
562.75 |
555.75 |
557.75 |
unch |
2,834 |
58,382 |
-164 |
Jul18 |
171127 |
558.75 |
559.00 |
555.25 |
556.25 |
-0.25 |
585 |
15,752 |
+172 |
Aug18 |
171127 |
557.50 |
560.00 |
554.00 |
555.00 |
-0.25 |
95 |
13,160 |
-2 |
Sep18 |
171127 |
554.75 |
558.75 |
552.25 |
554.00 |
unch |
221 |
21,355 |
+124 |
Total Volume and Open Interest |
66,885 |
857,308 |
-4,089 |
Ethanol(CBOT) |
Dec17 |
171127 |
1.379 |
1.387 |
1.367 |
1.384 |
+0.013 |
251 |
667 |
-158 |
Jan18 |
171127 |
1.365 |
1.385 |
1.363 |
1.384 |
+0.007 |
196 |
938 |
+27 |
Feb18 |
171127 |
1.376 |
1.395 |
1.376 |
1.395 |
+0.005 |
17 |
168 |
+3 |
Mar18 |
171127 |
1.400 |
1.415 |
1.400 |
1.415 |
+0.005 |
0 |
55 |
+0 |
Apr18 |
171127 |
1.435 |
1.435 |
1.435 |
1.435 |
+0.005 |
0 |
24 |
+0 |
May18 |
171127 |
1.443 |
1.443 |
1.443 |
1.443 |
+0.005 |
0 |
5 |
+0 |
Jun18 |
171127 |
1.464 |
1.464 |
1.464 |
1.464 |
+0.005 |
0 |
8 |
+0 |
Jul18 |
171127 |
1.466 |
1.466 |
1.466 |
1.466 |
+0.005 |
0 |
5 |
+0 |
Total Volume and Open Interest |
464 |
1,870 |
-128 |
WTI Crude Oil(ICE) |
Jan18 |
171127 |
58.93 |
58.96 |
57.56 |
58.11 |
-0.84 |
14,541 |
88,825 |
-717 |
Feb18 |
171127 |
58.89 |
58.90 |
57.60 |
58.16 |
-0.75 |
10,939 |
69,852 |
-927 |
Mar18 |
171127 |
58.71 |
58.73 |
57.53 |
58.08 |
-0.65 |
5,838 |
49,016 |
+839 |
Apr18 |
171127 |
58.39 |
58.44 |
57.40 |
57.92 |
-0.56 |
4,403 |
25,071 |
-111 |
May18 |
171127 |
58.14 |
58.14 |
57.20 |
57.70 |
-0.47 |
846 |
14,142 |
-69 |
Jun18 |
171127 |
57.71 |
57.71 |
56.94 |
57.41 |
-0.40 |
3,280 |
76,952 |
-911 |
Jul18 |
171127 |
57.17 |
57.22 |
56.76 |
57.10 |
-0.32 |
377 |
8,623 |
-64 |
Aug18 |
171127 |
56.84 |
56.91 |
56.78 |
56.78 |
-0.26 |
262 |
7,380 |
+122 |
Sep18 |
171127 |
56.54 |
56.54 |
56.06 |
56.45 |
-0.23 |
129 |
13,880 |
+12 |
Oct18 |
171127 |
56.23 |
56.23 |
56.15 |
56.15 |
-0.19 |
52 |
2,922 |
+1 |
Nov18 |
171127 |
55.88 |
55.88 |
55.88 |
55.88 |
-0.14 |
53 |
6,496 |
+1 |
Dec18 |
171127 |
55.51 |
55.77 |
55.21 |
55.60 |
-0.11 |
1,408 |
128,465 |
+151 |
Jan19 |
171127 |
55.36 |
55.36 |
55.30 |
55.30 |
-0.07 |
1 |
2,179 |
+0 |
Feb19 |
171127 |
55.00 |
55.04 |
55.00 |
55.00 |
-0.03 |
1 |
894 |
+1 |
Mar19 |
171127 |
54.71 |
54.71 |
54.71 |
54.71 |
+0.01 |
32 |
2,390 |
-16 |
Apr19 |
171127 |
54.43 |
54.43 |
54.43 |
54.43 |
+0.04 |
28 |
1,203 |
-27 |
Total Volume and Open Interest |
43,000 |
591,118 |
-1,630 |
US Dollar Index(ICE) |
Dec17 |
171127 |
92.665 |
92.865 |
92.430 |
92.825 |
+0.118 |
24,893 |
39,201 |
+0 |
Mar18 |
171127 |
92.400 |
92.550 |
92.130 |
92.530 |
+0.128 |
745 |
2,895 |
+0 |
Jun18 |
171127 |
92.230 |
92.235 |
92.000 |
92.235 |
+0.122 |
24 |
697 |
+0 |
Total Volume and Open Interest |
25,669 |
42,954 |
+0 |
Australian Dollar(CME) |
Dec17 |
171127 |
76.10 |
76.43 |
75.91 |
76.06 |
-0.06 |
89,856 |
130,701 |
+792 |
Mar18 |
171127 |
76.06 |
76.38 |
75.88 |
76.03 |
-0.05 |
512 |
1,642 |
+133 |
Jun18 |
171127 |
75.90 |
76.34 |
75.90 |
76.01 |
-0.06 |
11 |
258 |
-6 |
Total Volume and Open Interest |
92,256 |
133,852 |
+877 |
British Pound(CME) |
Dec17 |
171127 |
133.37 |
133.91 |
133.17 |
133.26 |
-0.13 |
111,687 |
172,132 |
+3,383 |
Mar18 |
171127 |
133.80 |
134.27 |
133.65 |
133.69 |
-0.13 |
1,141 |
4,072 |
+5 |
Jun18 |
171127 |
134.10 |
134.69 |
134.10 |
134.11 |
-0.13 |
254 |
697 |
+232 |
Total Volume and Open Interest |
114,905 |
178,947 |
+3,108 |
Canadian Dollar(CME) |
Dec17 |
171127 |
78.69 |
78.88 |
78.32 |
78.38 |
-0.30 |
66,017 |
137,837 |
+501 |
Mar18 |
171127 |
78.78 |
78.95 |
78.42 |
78.47 |
-0.30 |
276 |
3,772 |
+34 |
Jun18 |
171127 |
79.05 |
79.05 |
78.53 |
78.56 |
-0.30 |
25 |
627 |
+8 |
Sep18 |
171127 |
78.85 |
78.85 |
78.65 |
78.65 |
-0.29 |
11 |
289 |
+7 |
Total Volume and Open Interest |
67,051 |
143,956 |
+360 |
Japanese Yen(CME) |
Dec17 |
171127 |
89.69 |
90.30 |
89.61 |
90.16 |
+0.46 |
181,019 |
249,089 |
-4,595 |
Mar18 |
171127 |
90.16 |
90.73 |
90.10 |
90.63 |
+0.46 |
911 |
5,028 |
+255 |
Jun18 |
171127 |
90.67 |
91.12 |
90.65 |
91.12 |
+0.46 |
1 |
112 |
+1 |
Total Volume and Open Interest |
182,309 |
256,822 |
-4,197 |
Swiss Franc(CME) |
Dec17 |
171127 |
102.23 |
102.39 |
101.96 |
102.06 |
-0.16 |
29,505 |
80,653 |
-1,894 |
Mar18 |
171127 |
102.87 |
103.07 |
102.72 |
102.79 |
-0.16 |
96 |
347 |
+35 |
Jun18 |
171127 |
103.50 |
103.50 |
103.50 |
103.50 |
-0.17 |
0 |
37 |
+0 |
Total Volume and Open Interest |
29,601 |
81,047 |
-1,859 |
EuroFX(CME) |
Dec17 |
171127 |
119.48 |
119.75 |
119.09 |
119.14 |
-0.28 |
192,218 |
455,863 |
+5,827 |
Mar18 |
171127 |
120.10 |
120.44 |
119.81 |
119.84 |
-0.28 |
3,130 |
7,842 |
+408 |
Jun18 |
171127 |
120.72 |
121.13 |
120.55 |
120.55 |
-0.28 |
27 |
1,909 |
+2 |
Total Volume and Open Interest |
200,022 |
471,839 |
+6,532 |
Mexican Peso(CME) |
Dec17 |
171127 |
536.88 |
539.88 |
535.38 |
536.63 |
-0.38 |
58,920 |
173,440 |
-5,256 |
Jan18 |
171127 |
533.75 |
534.25 |
533.75 |
534.25 |
-0.50 |
0 |
30 |
+0 |
Total Volume and Open Interest |
59,029 |
174,321 |
-5,209 |
Brazilian Real(CME) |
Dec17 |
171127 |
309.85 |
311.40 |
309.35 |
310.20 |
+0.15 |
6,373 |
20,111 |
-1,756 |
Jan18 |
171127 |
309.00 |
309.95 |
308.40 |
309.25 |
+0.20 |
7 |
582 |
+7 |
Feb18 |
171127 |
308.10 |
308.10 |
308.10 |
308.10 |
+0.20 |
|
|
|
Mar18 |
171127 |
307.15 |
307.15 |
307.15 |
307.15 |
+0.30 |
1 |
26 |
+1 |
Total Volume and Open Interest |
6,381 |
21,024 |
-1,748 |
30-Year T-Bonds(CBOT) |
Dec17 |
171127 |
154~100 |
154~240 |
153~300 |
154~110 |
+0~030 |
325,328 |
614,101 |
-58,340 |
Mar18 |
171127 |
153~050 |
153~200 |
152~270 |
153~080 |
+0~040 |
99,712 |
234,074 |
+61,455 |
Jun18 |
171127 |
152~120 |
152~120 |
152~120 |
152~120 |
+0~040 |
0 |
2 |
+0 |
Total Volume and Open Interest |
425,040 |
848,177 |
+3,115 |
10-Year T-Notes(CBOT) |
Dec17 |
171127 |
124~315 |
125~045 |
124~270 |
125~040 |
+0~050 |
1,911,595 |
2,666,918 |
-332,787 |
Mar18 |
171127 |
124~230 |
124~290 |
124~190 |
124~285 |
+0~055 |
808,680 |
936,517 |
+333,821 |
Jun18 |
171127 |
124~200 |
124~200 |
124~200 |
124~200 |
+0~045 |
|
|
|
Total Volume and Open Interest |
2,720,275 |
3,603,435 |
+1,034 |
5-Year T-Notes(CBOT) |
Dec17 |
171127 |
116~286 |
117~000 |
116~260 |
116~316 |
+0~030 |
1,390,992 |
2,468,843 |
-224,536 |
Mar18 |
171127 |
116~222 |
116~260 |
116~196 |
116~256 |
+0~034 |
568,406 |
1,088,974 |
+274,242 |
Jun18 |
171127 |
116~236 |
116~236 |
116~236 |
116~236 |
+0~034 |
|
|
|
Total Volume and Open Interest |
1,959,398 |
3,557,817 |
+49,706 |
2 Year T-Notes(CBOT) |
Dec17 |
171127 |
107~146 |
107~152 |
107~136 |
107~152 |
+0~006 |
866,495 |
1,300,417 |
-275,338 |
Mar18 |
171127 |
107~086 |
107~094 |
107~074 |
107~092 |
+0~006 |
524,390 |
626,467 |
+209,889 |
Jun18 |
171127 |
107~092 |
107~092 |
107~092 |
107~092 |
+0~006 |
|
|
|
Total Volume and Open Interest |
1,390,885 |
1,926,884 |
-65,449 |
Eurodollars(CME) |
Dec17 |
171127 |
98.450 |
98.452 |
98.445 |
98.448 |
-0.002 |
271,843 |
1,659,144 |
-3,967 |
Mar18 |
171127 |
98.280 |
98.280 |
98.270 |
98.280 |
unch |
255,707 |
1,509,434 |
+38,096 |
Jun18 |
171127 |
98.130 |
98.140 |
98.115 |
98.135 |
+0.005 |
215,316 |
1,301,076 |
+7,598 |
Sep18 |
171127 |
98.040 |
98.055 |
98.025 |
98.050 |
+0.010 |
261,154 |
1,139,999 |
+14,640 |
Dec18 |
171127 |
97.970 |
97.990 |
97.960 |
97.985 |
+0.010 |
449,066 |
1,673,692 |
+15,262 |
Mar19 |
171127 |
97.930 |
97.945 |
97.910 |
97.940 |
+0.010 |
219,142 |
1,043,803 |
+1,532 |
Jun19 |
171127 |
97.885 |
97.900 |
97.865 |
97.900 |
+0.010 |
170,582 |
950,706 |
-6,370 |
Sep19 |
171127 |
97.850 |
97.870 |
97.835 |
97.865 |
+0.010 |
176,569 |
691,019 |
+4,718 |
Dec19 |
171127 |
97.805 |
97.825 |
97.785 |
97.820 |
+0.010 |
282,799 |
1,053,047 |
+44,244 |
Mar20 |
171127 |
97.790 |
97.810 |
97.770 |
97.805 |
+0.015 |
135,754 |
497,292 |
+12,017 |
Jun20 |
171127 |
97.765 |
97.790 |
97.750 |
97.785 |
+0.015 |
108,411 |
422,264 |
+14,747 |
Sep20 |
171127 |
97.740 |
97.770 |
97.725 |
97.765 |
+0.020 |
87,894 |
295,731 |
+8,366 |
Dec20 |
171127 |
97.705 |
97.730 |
97.685 |
97.725 |
+0.020 |
112,013 |
404,976 |
-1,525 |
Mar21 |
171127 |
97.680 |
97.710 |
97.665 |
97.705 |
+0.020 |
66,349 |
209,563 |
+372 |
Jun21 |
171127 |
97.655 |
97.685 |
97.645 |
97.680 |
+0.020 |
40,179 |
197,585 |
-1,090 |
Sep21 |
171127 |
97.630 |
97.660 |
97.615 |
97.655 |
+0.020 |
33,551 |
110,571 |
-1,740 |
Dec21 |
171127 |
97.595 |
97.625 |
97.580 |
97.620 |
+0.020 |
29,928 |
122,283 |
+506 |
Mar22 |
171127 |
97.580 |
97.605 |
97.565 |
97.605 |
+0.020 |
27,312 |
77,294 |
+384 |
Total Volume and Open Interest |
3,026,631 |
13,643,938 |
+141,890 |
Ultra T-Bond(CBOT) |
Dec17 |
171127 |
167~27 |
168~18 |
167~10 |
167~22 |
-0~04 |
144,353 |
600,754 |
-38,954 |
Mar18 |
171127 |
166~29 |
167~21 |
166~13 |
166~25 |
-0~04 |
66,362 |
372,660 |
+44,862 |
Jun18 |
171127 |
165~30 |
165~30 |
165~30 |
165~30 |
-0~04 |
|
|
|
Total Volume and Open Interest |
210,715 |
973,414 |
+5,908 |
Ultra 10-Yr T-Note(CBOT) |
Dec17 |
171127 |
134~075 |
134~140 |
134~025 |
134~130 |
+0~060 |
189,831 |
347,214 |
-42,929 |
Mar18 |
171127 |
134~010 |
134~075 |
133~280 |
134~060 |
+0~055 |
82,422 |
114,024 |
+48,719 |
Jun18 |
171127 |
134~060 |
134~060 |
134~060 |
134~060 |
+0~055 |
|
|
|
Total Volume and Open Interest |
272,253 |
461,238 |
+5,790 |
30 Day Federal Funds(CBOT) |
Nov17 |
171127 |
98.845 |
98.845 |
98.842 |
98.842 |
unch |
4,065 |
205,928 |
+72 |
Dec17 |
171127 |
98.710 |
98.713 |
98.710 |
98.710 |
unch |
2,660 |
117,870 |
+110 |
Jan18 |
171127 |
98.605 |
98.610 |
98.605 |
98.610 |
unch |
15,379 |
338,342 |
-1,120 |
Feb18 |
171127 |
98.605 |
98.605 |
98.600 |
98.605 |
unch |
6,715 |
145,975 |
+709 |
Mar18 |
171127 |
98.560 |
98.570 |
98.560 |
98.560 |
-0.005 |
11,024 |
55,005 |
+210 |
Apr18 |
171127 |
98.475 |
98.480 |
98.470 |
98.475 |
unch |
22,555 |
138,392 |
+4,273 |
Total Volume and Open Interest |
135,079 |
1,473,500 |
+20,302 |
Japanese Govt Bonds(SGX) |
Dec17 |
171123 |
151.10 |
151.12 |
151.03 |
151.06 |
-0.05 |
892 |
19,148 |
-41 |
Mar18 |
171123 |
150.93 |
150.99 |
150.93 |
150.99 |
-0.05 |
50 |
79 |
+0 |
Jun18 |
171123 |
150.99 |
150.99 |
150.99 |
150.99 |
-0.05 |
|
|
|
Total Volume and Open Interest |
942 |
19,227 |
-41 |
Euro-Buxl(EUREX) |
Dec17 |
171127 |
167.06 |
167.92 |
166.96 |
167.64 |
+0.50 |
25,513 |
224,521 |
+3,796 |
Mar18 |
171127 |
165.54 |
166.26 |
165.50 |
166.10 |
+0.50 |
4,512 |
39,609 |
+3,642 |
Jun18 |
171127 |
165.64 |
166.10 |
165.64 |
165.64 |
+0.04 |
|
|
|
Total Volume and Open Interest |
30,025 |
264,130 |
+7,438 |
Euro-Bund(EUREX) |
Dec17 |
171127 |
162.85 |
163.21 |
162.76 |
163.11 |
+0.25 |
254,615 |
1,977,370 |
+91,712 |
Mar18 |
171127 |
162.53 |
162.91 |
162.45 |
162.81 |
+0.26 |
12,500 |
310,193 |
+26,039 |
Jun18 |
171127 |
159.94 |
159.94 |
159.94 |
159.94 |
+0.25 |
0 |
7 |
+0 |
Total Volume and Open Interest |
267,115 |
2,287,570 |
+117,751 |
Euro-Bobl(EUREX) |
Dec17 |
171127 |
131.62 |
131.78 |
131.59 |
131.74 |
+0.09 |
199,314 |
1,592,846 |
+20,935 |
Mar18 |
171127 |
132.33 |
132.43 |
132.23 |
132.39 |
+0.10 |
14,439 |
173,461 |
+11,380 |
Jun18 |
171127 |
131.74 |
131.74 |
131.74 |
131.74 |
+0.09 |
|
|
|
Total Volume and Open Interest |
213,753 |
1,766,307 |
+32,315 |
Euro-Schatz(EUREX) |
Dec17 |
171127 |
112.19 |
112.23 |
112.19 |
112.22 |
+0.01 |
113,393 |
1,772,086 |
+141,506 |
Mar18 |
171127 |
112.07 |
112.10 |
112.07 |
112.10 |
+0.01 |
2,727 |
176,397 |
+45,450 |
Jun18 |
171127 |
112.10 |
112.10 |
112.10 |
112.10 |
+0.01 |
|
|
|
Total Volume and Open Interest |
116,120 |
1,948,483 |
+186,956 |
3-Mth Euribor(EUREX) |
Dec17 |
171127 |
100.330 |
100.330 |
100.330 |
100.330 |
unch |
13 |
7,634 |
-12 |
Mar18 |
171127 |
100.320 |
100.320 |
100.320 |
100.320 |
unch |
0 |
6,387 |
+0 |
Jun18 |
171127 |
100.315 |
100.315 |
100.315 |
100.315 |
+0.005 |
2 |
1,472 |
+0 |
Total Volume and Open Interest |
42 |
37,897 |
-15 |
Long Gilt(LIFFE) |
Dec17 |
171127 |
125~11 |
125~15 |
125~03 |
125~07 |
-0~04 |
134,346 |
620,265 |
-20,814 |
Mar18 |
171127 |
124~15 |
124~18 |
124~06 |
124~10 |
-0~04 |
69,550 |
144,210 |
+52,649 |
Total Volume and Open Interest |
203,896 |
764,475 |
+31,835 |
3-Mth Short Sterling(LIFFE) |
Dec17 |
171127 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
12,111 |
491,139 |
-992 |
Mar18 |
171127 |
99.40 |
99.41 |
99.40 |
99.40 |
unch |
53,467 |
482,250 |
-10,300 |
Jun18 |
171127 |
99.29 |
99.30 |
99.28 |
99.29 |
unch |
27,277 |
455,491 |
+3,619 |
Sep18 |
171127 |
99.21 |
99.22 |
99.20 |
99.20 |
unch |
21,237 |
354,216 |
+247 |
Dec18 |
171127 |
99.14 |
99.16 |
99.13 |
99.13 |
-0.01 |
21,886 |
322,990 |
-1,987 |
Mar19 |
171127 |
99.10 |
99.12 |
99.08 |
99.08 |
-0.02 |
30,199 |
272,814 |
-2,963 |
Total Volume and Open Interest |
279,614 |
3,581,562 |
-1,664 |
3-Mth Euribor(LIFFE) |
Dec17 |
171127 |
100.325 |
100.330 |
100.325 |
100.325 |
unch |
7,324 |
416,200 |
-15 |
Mar18 |
171127 |
100.315 |
100.320 |
100.315 |
100.315 |
unch |
22,518 |
482,118 |
+3,003 |
Jun18 |
171127 |
100.310 |
100.315 |
100.305 |
100.310 |
unch |
16,370 |
481,504 |
+342 |
Total Volume and Open Interest |
290,210 |
4,380,724 |
+21,524 |
3-Mth Aus T-Bills(SFE) |
Dec17 |
171127 |
98.25 |
98.26 |
98.25 |
98.26 |
unch |
993 |
145,906 |
-1,887 |
Mar18 |
171127 |
98.26 |
98.26 |
98.25 |
98.26 |
unch |
6,063 |
220,717 |
+789 |
Jun18 |
171127 |
98.21 |
98.22 |
98.20 |
98.21 |
unch |
25,135 |
178,412 |
-1,419 |
Sep18 |
171127 |
98.14 |
98.15 |
98.14 |
98.15 |
unch |
9,756 |
173,595 |
+932 |
Dec18 |
171127 |
98.08 |
98.09 |
98.07 |
98.08 |
unch |
7,328 |
136,551 |
+2,306 |
Mar19 |
171127 |
98.01 |
98.02 |
98.00 |
98.02 |
+0.01 |
4,889 |
100,990 |
-3 |
Jun19 |
171127 |
97.94 |
97.95 |
97.94 |
97.95 |
unch |
2,219 |
73,503 |
-179 |
Sep19 |
171127 |
97.88 |
97.89 |
97.88 |
97.89 |
unch |
4,582 |
52,027 |
-761 |
Dec19 |
171127 |
97.83 |
97.84 |
97.82 |
97.83 |
unch |
988 |
4,165 |
+540 |
Mar20 |
171127 |
97.77 |
97.78 |
97.77 |
97.78 |
unch |
340 |
2,722 |
+35 |
Total Volume and Open Interest |
62,497 |
1,091,620 |
+353 |
10-Year Aus T-Bonds(SFE) |
Dec17 |
171127 |
97.48 |
97.49 |
97.46 |
97.46 |
-0.02 |
113,049 |
1,072,789 |
-3,444 |
Mar18 |
171127 |
97.45 |
97.45 |
97.45 |
97.45 |
-0.02 |
177 |
1,122 |
+177 |
Total Volume and Open Interest |
113,226 |
1,073,911 |
-3,267 |
3-Year Aus T-Bonds(SFE) |
Dec17 |
171127 |
98.07 |
98.08 |
98.06 |
98.07 |
unch |
133,157 |
1,101,962 |
+12,432 |
Mar18 |
171127 |
98.07 |
98.07 |
98.07 |
98.07 |
+0.01 |
1 |
5,440 |
+1 |
Total Volume and Open Interest |
133,158 |
1,107,402 |
+12,433 |
Gold(CMX) |
Dec17 |
171127 |
1288.0 |
1299.0 |
1286.2 |
1294.4 |
+7.1 |
390,311 |
164,753 |
-40,909 |
Feb18 |
171127 |
1292.0 |
1303.4 |
1290.7 |
1298.9 |
+7.1 |
103,582 |
288,583 |
+45,124 |
Apr18 |
171127 |
1297.6 |
1307.5 |
1295.1 |
1303.2 |
+7.1 |
5,809 |
26,160 |
+1,460 |
Jun18 |
171127 |
1301.0 |
1311.7 |
1300.2 |
1307.6 |
+7.1 |
5,140 |
25,060 |
+1,570 |
Aug18 |
171127 |
1308.4 |
1314.1 |
1308.4 |
1312.0 |
+7.0 |
464 |
10,197 |
+139 |
Oct18 |
171127 |
1317.0 |
1320.1 |
1314.0 |
1316.4 |
+7.0 |
95 |
4,506 |
-2 |
Dec18 |
171127 |
1314.0 |
1325.4 |
1314.0 |
1321.0 |
+7.1 |
795 |
12,530 |
+312 |
Feb19 |
171127 |
1325.3 |
1325.8 |
1325.3 |
1325.8 |
+7.3 |
2 |
418 |
+0 |
Apr19 |
171127 |
1324.6 |
1330.8 |
1324.6 |
1330.8 |
+7.1 |
0 |
691 |
+0 |
Jun19 |
171127 |
1335.4 |
1335.4 |
1335.4 |
1335.4 |
+7.1 |
1 |
1,067 |
+0 |
Aug19 |
171127 |
1340.0 |
1340.0 |
1340.0 |
1340.0 |
+7.1 |
3 |
3 |
-1 |
Total Volume and Open Interest |
507,020 |
539,300 |
+7,688 |
Silver(CMX) |
Dec17 |
171127 |
1702.0 |
1717.0 |
1698.0 |
1702.0 |
+2.8 |
84,417 |
56,169 |
-9,536 |
Mar18 |
171127 |
1712.5 |
1727.0 |
1708.0 |
1711.9 |
+2.6 |
32,706 |
111,965 |
+7,582 |
May18 |
171127 |
1720.5 |
1733.0 |
1717.5 |
1718.8 |
+2.5 |
1,114 |
10,802 |
+105 |
Jul18 |
171127 |
1723.0 |
1740.0 |
1723.0 |
1725.6 |
+2.4 |
250 |
6,480 |
-51 |
Sep18 |
171127 |
1732.7 |
1732.7 |
1732.7 |
1732.7 |
+2.3 |
94 |
3,878 |
+21 |
Dec18 |
171127 |
1742.5 |
1756.5 |
1742.0 |
1743.3 |
+2.5 |
263 |
6,185 |
+106 |
Mar19 |
171127 |
1753.3 |
1753.3 |
1753.3 |
1753.3 |
+2.5 |
0 |
6 |
+0 |
Total Volume and Open Interest |
119,528 |
197,872 |
-1,530 |
Platinum(NYMEX) |
Jan18 |
171127 |
944.9 |
952.9 |
940.2 |
950.8 |
+5.5 |
13,402 |
68,384 |
-55 |
Apr18 |
171127 |
947.6 |
957.0 |
945.1 |
955.2 |
+5.5 |
733 |
9,659 |
+648 |
Jul18 |
171127 |
960.0 |
960.4 |
958.9 |
959.6 |
+5.4 |
11 |
435 |
+0 |
Oct18 |
171127 |
962.2 |
962.2 |
962.2 |
962.2 |
+5.4 |
0 |
25 |
+0 |
Total Volume and Open Interest |
14,155 |
78,535 |
+594 |
Palladium(NYMEX) |
Dec17 |
171127 |
994.35 |
1002.95 |
987.80 |
1001.05 |
+7.35 |
6,467 |
8,880 |
-3,313 |
Mar18 |
171127 |
993.70 |
1002.00 |
986.15 |
1000.50 |
+7.75 |
4,426 |
24,905 |
+3,088 |
Jun18 |
171127 |
986.95 |
994.60 |
986.95 |
993.95 |
+7.70 |
20 |
502 |
+0 |
Total Volume and Open Interest |
10,913 |
34,581 |
-225 |
Copper(CMX) |
Dec17 |
171127 |
317.20 |
317.60 |
312.15 |
313.45 |
-3.45 |
78,430 |
47,965 |
-7,907 |
Mar18 |
171127 |
319.65 |
319.75 |
314.35 |
315.75 |
-3.40 |
31,234 |
140,584 |
+5,397 |
May18 |
171127 |
320.95 |
321.00 |
316.00 |
317.05 |
-3.35 |
4,371 |
29,433 |
+1,466 |
Jul18 |
171127 |
321.30 |
321.30 |
317.00 |
318.00 |
-3.35 |
2,321 |
20,812 |
+658 |
Sep18 |
171127 |
318.70 |
319.00 |
318.50 |
318.80 |
-3.30 |
1,915 |
8,378 |
+301 |
Total Volume and Open Interest |
120,433 |
277,004 |
-122 |
E-mini DJIA Index(CBOT) |
Dec17 |
171127 |
23515 |
23616 |
23475 |
23562 |
+45 |
93,770 |
149,022 |
-3,898 |
Mar18 |
171127 |
23515 |
23610 |
23475 |
23560 |
+48 |
334 |
2,769 |
+133 |
Jun18 |
171127 |
23575 |
23575 |
23546 |
23546 |
+48 |
1 |
22 |
+0 |
Sep18 |
171127 |
23509 |
23509 |
23509 |
23509 |
+48 |
0 |
15 |
+0 |
Total Volume and Open Interest |
94,105 |
151,828 |
-3,765 |
S & P 500(CME) |
Dec17 |
171127 |
2603.00 |
2605.00 |
2596.90 |
2601.80 |
+0.80 |
4,237 |
68,915 |
+1,404 |
Mar18 |
171127 |
2604.50 |
2606.10 |
2601.10 |
2603.20 |
+1.10 |
45 |
5,222 |
+2 |
Jun18 |
171127 |
2603.50 |
2606.40 |
2601.40 |
2603.50 |
+1.10 |
0 |
300 |
+0 |
Sep18 |
171127 |
2604.00 |
2606.90 |
2601.90 |
2604.00 |
+1.10 |
|
|
|
Total Volume and Open Interest |
4,282 |
74,437 |
+1,406 |
S & P 500 E-Mini(CME) |
Dec17 |
171127 |
2601.00 |
2605.50 |
2596.50 |
2601.75 |
+0.75 |
770,812 |
3,196,045 |
-17,563 |
Mar18 |
171127 |
2602.00 |
2606.50 |
2597.75 |
2603.25 |
+1.25 |
11,087 |
113,478 |
+4,735 |
Jun18 |
171127 |
2604.50 |
2607.00 |
2598.50 |
2603.50 |
+1.00 |
79 |
7,205 |
+52 |
Sep18 |
171127 |
2604.00 |
2604.75 |
2604.00 |
2604.00 |
+1.00 |
1 |
77 |
+0 |
Total Volume and Open Interest |
781,979 |
3,316,844 |
-12,776 |
NASDAQ 100 E-Mini(CME) |
Dec17 |
171127 |
6414.30 |
6424.50 |
6394.80 |
6413.30 |
-0.20 |
191,140 |
292,729 |
+988 |
Mar18 |
171127 |
6433.50 |
6440.80 |
6411.50 |
6430.00 |
unch |
910 |
2,665 |
+82 |
Jun18 |
171127 |
6447.00 |
6450.50 |
6438.00 |
6444.00 |
unch |
5 |
293 |
-2 |
Total Volume and Open Interest |
192,055 |
295,693 |
+1,068 |
S&P Midcap 400(CME) e-Mini |
Dec17 |
171127 |
1858.10 |
1862.10 |
1854.30 |
1854.90 |
-2.70 |
10,815 |
94,024 |
-461 |
Mar18 |
171127 |
1860.10 |
1860.80 |
1854.50 |
1854.50 |
-2.70 |
0 |
9 |
+0 |
Jun18 |
171127 |
1854.10 |
1854.10 |
1854.10 |
1854.10 |
-2.70 |
0 |
2 |
+0 |
Total Volume and Open Interest |
10,815 |
94,035 |
-461 |
Volatility Index(CBOE) |
Nov17 |
171115 |
12.05 |
13.35 |
11.98 |
13.05 |
+1.00 |
100,058 |
113,622 |
-27,974 |
Dec17 |
171127 |
11.40 |
11.60 |
11.30 |
11.33 |
-0.10 |
5,692 |
337,035 |
-10,530 |
Jan18 |
171127 |
12.85 |
13.00 |
12.75 |
12.88 |
+0.05 |
4,271 |
157,214 |
+10,440 |
Feb18 |
171127 |
13.75 |
13.90 |
13.68 |
13.78 |
+0.03 |
1,776 |
53,920 |
-46 |
Total Volume and Open Interest |
21,892 |
628,881 |
+909 |
S & P 600(CME) |
Dec17 |
171127 |
922.50 |
922.50 |
922.50 |
922.50 |
-4.70 |
|
|
|
Mar18 |
171127 |
919.30 |
919.30 |
919.30 |
919.30 |
-4.70 |
|
|
|
Total Volume and Open Interest |
|
|
|
Russell 2000 Mini(ICE) |
Dec17 |
171127 |
1518.00 |
1524.50 |
1512.60 |
1513.20 |
-5.60 |
21,744 |
68,726 |
+0 |
Mar18 |
171127 |
1516.40 |
1516.40 |
1514.50 |
1514.50 |
-5.30 |
12 |
114 |
+0 |
Jun18 |
171127 |
1514.50 |
1514.50 |
1514.50 |
1514.50 |
-5.30 |
0 |
6 |
+0 |
Total Volume and Open Interest |
21,756 |
68,846 |
+0 |
Nikkei 225(CME) |
Dec17 |
171127 |
22675 |
22710 |
22425 |
22480 |
-175 |
15,637 |
41,971 |
-40 |
Mar18 |
171127 |
22720 |
22725 |
22460 |
22495 |
-175 |
66 |
350 |
+29 |
Total Volume and Open Interest |
15,703 |
42,321 |
-11 |
Nikkei 225(SGX) |
Dec17 |
171127 |
22520 |
22585 |
22475 |
22500 |
-65 |
27,444 |
203,786 |
-1,510 |
Mar18 |
171127 |
22475 |
22515 |
22450 |
22460 |
-65 |
25 |
3,816 |
-5 |
Jun18 |
171123 |
22195 |
22195 |
22195 |
22195 |
-230 |
0 |
1,096 |
+0 |
Total Volume and Open Interest |
74,923 |
221,042 |
+2,811 |
Nikkei 225 Mini(JPX) |
Dec17 |
171122 |
22440 |
22690 |
22435 |
22580 |
+130 |
934,243 |
519,342 |
+4,193 |
Mar18 |
171122 |
22405 |
22640 |
22390 |
22530 |
+120 |
29,572 |
51,666 |
+3,410 |
Jun18 |
171122 |
22200 |
22470 |
22200 |
22380 |
+130 |
461 |
2,399 |
+22 |
Total Volume and Open Interest |
974,588 |
622,960 |
+8,443 |
Nikkei 225(JPX) |
Dec17 |
171122 |
22440 |
22690 |
22430 |
22580 |
+130 |
62,908 |
393,820 |
-1,846 |
Mar18 |
171122 |
22390 |
22640 |
22390 |
22530 |
+120 |
1,380 |
37,811 |
+644 |
Jun18 |
171122 |
22250 |
22450 |
22250 |
22380 |
+130 |
16 |
13,548 |
+306 |
Total Volume and Open Interest |
64,315 |
521,485 |
+104 |
Nikkei 225(CME) Yen |
Dec17 |
171127 |
22665 |
22700 |
22420 |
22470 |
-180 |
40,622 |
60,064 |
-1,361 |
Mar18 |
171127 |
22605 |
22645 |
22385 |
22430 |
-175 |
37 |
212 |
+11 |
Jun18 |
171127 |
22270 |
22270 |
22270 |
22270 |
-235 |
|
|
|
Total Volume and Open Interest |
40,659 |
60,276 |
-1,350 |
Nikkei 225(CME) e-Mini Yen |
Dec17 |
171127 |
22470 |
22470 |
22470 |
22470 |
-180 |
9 |
15 |
+0 |
Mar18 |
171127 |
22430 |
22430 |
22430 |
22430 |
-170 |
|
|
|
Jun18 |
171127 |
22270 |
22270 |
22270 |
22270 |
-230 |
|
|
|
Total Volume and Open Interest |
9 |
15 |
+0 |
CAC 40(EURONEXT) |
Dec17 |
171127 |
5370.0 |
5404.5 |
5352.5 |
5355.0 |
-30.0 |
46,343 |
310,056 |
-5,784 |
Jan18 |
171127 |
5379.5 |
5393.0 |
5347.0 |
5347.0 |
-29.5 |
20 |
60 |
-3 |
Feb18 |
171127 |
5344.5 |
5344.5 |
5344.5 |
5344.5 |
-30.5 |
|
|
|
Mar18 |
171127 |
5360.0 |
5360.0 |
5342.5 |
5342.5 |
-30.0 |
55 |
15,056 |
+52 |
Total Volume and Open Interest |
46,418 |
325,176 |
-5,735 |
Hang Seng Index(HKFE) |
Nov17 |
171127 |
29907 |
30045 |
29641 |
29770 |
-140 |
182,700 |
129,021 |
-15,317 |
Dec17 |
171127 |
29948 |
30078 |
29676 |
29802 |
-137 |
20,041 |
40,341 |
+8,124 |
Total Volume and Open Interest |
205,030 |
176,027 |
-6,344 |
DAX(EUREX) |
Dec17 |
171127 |
13033.0 |
13116.0 |
12983.0 |
12994.5 |
-70.5 |
77,997 |
152,967 |
+5,960 |
Mar18 |
171127 |
13030.0 |
13108.5 |
12980.0 |
12989.5 |
-70.0 |
2,421 |
10,831 |
+57 |
Jun18 |
171127 |
13084.0 |
13120.5 |
13013.0 |
13013.0 |
-70.5 |
200 |
827 |
-2 |
Total Volume and Open Interest |
80,618 |
164,625 |
+6,015 |
Mini-DAX(EUREX) |
Dec17 |
171127 |
13040.0 |
13115.0 |
12984.0 |
12994.5 |
-70.5 |
29,242 |
13,195 |
-160 |
Mar18 |
171127 |
13010.0 |
13104.0 |
12989.5 |
12989.5 |
-70.0 |
50 |
390 |
-7 |
Jun18 |
171127 |
13122.0 |
13122.0 |
13013.0 |
13013.0 |
-70.5 |
10 |
465 |
-3 |
Total Volume and Open Interest |
29,302 |
14,050 |
-170 |
DJ EuroSTOXX 50(EUREX) |
Dec17 |
171127 |
3568 |
3594 |
3559 |
3562 |
-17 |
797,925 |
3,517,657 |
+25,238 |
Mar18 |
171127 |
3557 |
3580 |
3547 |
3549 |
-17 |
9,816 |
288,035 |
+126,786 |
Jun18 |
171127 |
3479 |
3495 |
3466 |
3466 |
-17 |
5,102 |
38,652 |
+12 |
Total Volume and Open Interest |
812,843 |
3,844,344 |
+152,036 |
Swiss Market Index(EUREX) |
Dec17 |
171127 |
9303 |
9337 |
9252 |
9289 |
-38 |
23,593 |
199,493 |
+965 |
Mar18 |
171127 |
9215 |
9235 |
9182 |
9188 |
-38 |
1,845 |
8,298 |
+349 |
Jun18 |
171127 |
9021 |
9021 |
9021 |
9021 |
-38 |
0 |
348 |
+100 |
Total Volume and Open Interest |
25,438 |
208,139 |
+1,414 |
FT-SE 100(EURONEXT) |
Dec17 |
171127 |
7424.00 |
7438.50 |
7380.50 |
7388.00 |
-26.50 |
59,714 |
644,164 |
+806 |
Mar18 |
171127 |
7347.00 |
7375.00 |
7328.00 |
7330.50 |
-26.00 |
3,482 |
12,573 |
+3,430 |
Jun18 |
171127 |
7249.00 |
7249.00 |
7248.50 |
7249.00 |
-26.00 |
|
|
|
Total Volume and Open Interest |
63,196 |
656,737 |
+4,236 |
SPI 200(SFE) |
Dec17 |
171127 |
5990.0 |
6019.0 |
5977.0 |
5991.0 |
-3.0 |
23,398 |
290,760 |
+1,201 |
Mar18 |
171127 |
5937.0 |
5937.0 |
5937.0 |
5937.0 |
-3.0 |
0 |
1,549 |
+0 |
Jun18 |
171127 |
5921.0 |
5921.0 |
5921.0 |
5921.0 |
-3.0 |
0 |
3,362 |
+0 |
Total Volume and Open Interest |
23,398 |
298,429 |
+1,201 |
FTSE MIB(ISE) |
Dec17 |
171127 |
22375.00 |
22495.00 |
22170.00 |
22189.00 |
-223.00 |
15,669 |
34,379 |
-392 |
Mar18 |
171127 |
22250.00 |
22400.00 |
22100.00 |
22114.00 |
-216.00 |
32 |
169 |
+18 |
Jun18 |
171127 |
21602.00 |
21602.00 |
21602.00 |
21602.00 |
-201.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
15,701 |
34,553 |
-374 |
KOSPI 200(KFE) |
Dec17 |
171127 |
329.70 |
330.55 |
329.25 |
329.25 |
-6.35 |
110,542 |
268,470 |
-1,551 |
Mar18 |
171127 |
327.65 |
328.05 |
326.85 |
326.85 |
-6.50 |
341 |
30,538 |
+942 |
Jun18 |
171127 |
331.50 |
331.50 |
328.80 |
328.80 |
-4.70 |
2 |
15,136 |
+1 |
Total Volume and Open Interest |
110,886 |
355,808 |
-2,586 |
GSCI(CME) |
Dec17 |
171127 |
429.30 |
430.50 |
427.75 |
429.90 |
-0.85 |
291 |
15,163 |
-259 |
Jan18 |
171127 |
429.70 |
429.70 |
429.70 |
429.70 |
-0.85 |
270 |
270 |
+270 |
Feb18 |
171127 |
430.30 |
430.30 |
430.30 |
430.30 |
-0.85 |
|
|
|
Total Volume and Open Interest |
561 |
15,433 |
+11 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|