|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Wed November 29, 2017 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan18 |
171129 |
993.25 |
996.50 |
989.25 |
992.50 |
-0.50 |
133,815 |
310,026 |
-623 |
Mar18 |
171129 |
1005.00 |
1007.75 |
1001.25 |
1004.25 |
-0.50 |
49,668 |
163,548 |
+6,007 |
May18 |
171129 |
1014.75 |
1018.00 |
1011.00 |
1014.50 |
-0.25 |
21,132 |
95,518 |
+2,047 |
Jul18 |
171129 |
1022.75 |
1026.00 |
1019.50 |
1023.00 |
unch |
13,541 |
93,493 |
+385 |
Aug18 |
171129 |
1021.25 |
1026.50 |
1021.25 |
1023.50 |
-0.25 |
544 |
12,999 |
+72 |
Sep18 |
171129 |
1015.50 |
1015.50 |
1013.25 |
1013.25 |
-0.50 |
44 |
1,915 |
-6 |
Nov18 |
171129 |
1005.00 |
1007.25 |
1001.50 |
1004.50 |
-1.00 |
5,057 |
53,637 |
+1,044 |
Jan19 |
171129 |
1008.25 |
1012.00 |
1008.25 |
1010.25 |
-1.00 |
58 |
1,153 |
+21 |
Mar19 |
171129 |
1012.75 |
1015.75 |
1011.75 |
1013.75 |
-1.25 |
8 |
1,926 |
+4 |
May19 |
171129 |
1018.25 |
1018.50 |
1018.25 |
1018.25 |
-1.25 |
0 |
683 |
+0 |
Jul19 |
171129 |
1025.00 |
1025.00 |
1022.75 |
1023.75 |
-1.00 |
7 |
514 |
+3 |
Aug19 |
171129 |
1022.00 |
1022.00 |
1022.00 |
1022.00 |
-1.00 |
0 |
24 |
+0 |
Sep19 |
171129 |
1015.50 |
1015.50 |
1015.50 |
1015.50 |
-1.25 |
0 |
21 |
+0 |
Nov19 |
171129 |
999.50 |
1001.75 |
998.50 |
1000.25 |
-1.50 |
35 |
1,366 |
-13 |
Total Volume and Open Interest |
223,909 |
736,846 |
+8,941 |
Soybean Meal(CBOT) |
Dec17 |
171129 |
324.00 |
327.00 |
322.90 |
325.00 |
+1.50 |
46,462 |
21,774 |
-8,871 |
Jan18 |
171129 |
326.40 |
329.40 |
325.10 |
327.30 |
+1.50 |
87,419 |
140,578 |
+10,231 |
Mar18 |
171129 |
329.90 |
332.60 |
328.60 |
330.70 |
+1.30 |
33,064 |
108,914 |
+4,406 |
May18 |
171129 |
332.10 |
334.90 |
331.20 |
333.10 |
+1.20 |
10,912 |
59,968 |
-88 |
Jul18 |
171129 |
334.30 |
336.80 |
333.30 |
335.10 |
+1.30 |
8,557 |
38,048 |
+377 |
Aug18 |
171129 |
333.80 |
336.10 |
333.70 |
334.70 |
+1.00 |
710 |
4,789 |
+92 |
Sep18 |
171129 |
334.20 |
334.30 |
332.60 |
333.10 |
+1.00 |
396 |
5,140 |
-119 |
Oct18 |
171129 |
328.20 |
330.00 |
328.20 |
328.80 |
+0.90 |
618 |
6,257 |
-31 |
Dec18 |
171129 |
328.90 |
330.40 |
328.40 |
329.10 |
+0.90 |
861 |
27,041 |
-22 |
Jan19 |
171129 |
329.90 |
329.90 |
329.50 |
329.70 |
+0.80 |
1 |
1,380 |
-1 |
Total Volume and Open Interest |
189,035 |
419,511 |
+5,976 |
Soybean Oil(CBOT) |
Dec17 |
171129 |
33.91 |
34.03 |
33.64 |
33.95 |
-0.05 |
66,562 |
26,583 |
-17,641 |
Jan18 |
171129 |
34.03 |
34.17 |
33.78 |
34.07 |
-0.06 |
100,723 |
155,655 |
+6,694 |
Mar18 |
171129 |
34.25 |
34.39 |
33.99 |
34.29 |
-0.07 |
32,953 |
106,772 |
+4,087 |
May18 |
171129 |
34.48 |
34.59 |
34.20 |
34.50 |
-0.07 |
14,652 |
65,485 |
+1,712 |
Jul18 |
171129 |
34.65 |
34.78 |
34.40 |
34.69 |
-0.06 |
6,512 |
52,117 |
+852 |
Aug18 |
171129 |
34.60 |
34.72 |
34.37 |
34.65 |
-0.04 |
1,209 |
6,269 |
+31 |
Sep18 |
171129 |
34.47 |
34.61 |
34.32 |
34.55 |
-0.04 |
395 |
3,388 |
-132 |
Oct18 |
171129 |
34.25 |
34.40 |
34.09 |
34.32 |
-0.05 |
376 |
8,401 |
+56 |
Dec18 |
171129 |
34.17 |
34.34 |
34.01 |
34.25 |
-0.08 |
1,383 |
29,940 |
+335 |
Jan19 |
171129 |
34.25 |
34.29 |
34.09 |
34.25 |
-0.08 |
5 |
4,240 |
+0 |
Total Volume and Open Interest |
224,854 |
462,142 |
-4,005 |
Canola(WCE) |
Jan18 |
171129 |
508.1 |
512.3 |
507.0 |
510.4 |
+1.7 |
13,623 |
128,471 |
-1,947 |
Mar18 |
171129 |
517.0 |
521.2 |
515.6 |
519.4 |
+2.0 |
4,057 |
47,302 |
+1,707 |
May18 |
171129 |
523.2 |
527.2 |
522.0 |
525.5 |
+1.8 |
2,026 |
15,540 |
+988 |
Jul18 |
171129 |
526.4 |
530.6 |
525.2 |
528.8 |
+1.8 |
563 |
5,846 |
+192 |
Nov18 |
171129 |
502.7 |
507.9 |
502.5 |
506.5 |
+1.4 |
558 |
5,047 |
+134 |
Total Volume and Open Interest |
20,851 |
202,277 |
+1,094 |
Corn(CBOT) |
Dec17 |
171129 |
335.75 |
340.00 |
335.50 |
339.00 |
+2.75 |
281,557 |
183,242 |
-66,686 |
Mar18 |
171129 |
349.50 |
354.00 |
349.25 |
353.50 |
+3.75 |
304,710 |
803,706 |
+32,614 |
May18 |
171129 |
357.75 |
362.25 |
357.50 |
361.50 |
+3.50 |
48,598 |
200,062 |
+4,374 |
Jul18 |
171129 |
366.00 |
370.25 |
365.75 |
369.75 |
+3.50 |
25,367 |
199,191 |
-503 |
Sep18 |
171129 |
373.75 |
377.50 |
373.25 |
377.00 |
+3.25 |
5,715 |
60,863 |
+715 |
Dec18 |
171129 |
382.25 |
386.50 |
382.25 |
386.25 |
+3.50 |
18,082 |
126,017 |
-2,066 |
Mar19 |
171129 |
392.25 |
396.00 |
392.00 |
395.50 |
+3.25 |
1,096 |
18,214 |
+307 |
May19 |
171129 |
400.75 |
401.50 |
400.00 |
401.50 |
+3.25 |
241 |
2,693 |
+71 |
Jul19 |
171129 |
403.00 |
406.75 |
402.75 |
406.75 |
+3.50 |
208 |
3,327 |
+131 |
Sep19 |
171129 |
406.00 |
406.00 |
404.00 |
406.00 |
+3.25 |
1 |
606 |
+0 |
Total Volume and Open Interest |
685,816 |
1,603,756 |
-30,967 |
Wheat(CBOT) |
Dec17 |
171129 |
410.75 |
417.25 |
410.50 |
416.50 |
+5.75 |
43,929 |
47,288 |
-21,705 |
Mar18 |
171129 |
429.25 |
435.50 |
429.25 |
434.75 |
+5.50 |
79,395 |
282,348 |
+10,177 |
May18 |
171129 |
441.00 |
446.50 |
441.00 |
446.00 |
+5.25 |
17,133 |
72,560 |
+1,902 |
Jul18 |
171129 |
454.50 |
459.25 |
454.50 |
458.75 |
+4.50 |
10,974 |
56,994 |
+1,444 |
Sep18 |
171129 |
469.00 |
473.25 |
468.75 |
472.50 |
+3.50 |
1,542 |
26,672 |
+313 |
Dec18 |
171129 |
486.25 |
490.75 |
486.25 |
490.00 |
+2.75 |
1,949 |
32,069 |
+383 |
Total Volume and Open Interest |
155,307 |
521,428 |
-7,433 |
Wheat(KCBT) |
Dec17 |
171129 |
409.00 |
413.75 |
409.00 |
413.25 |
+4.00 |
21,163 |
23,809 |
-8,708 |
Mar18 |
171129 |
427.75 |
432.25 |
427.50 |
431.50 |
+3.75 |
31,200 |
194,053 |
+10,153 |
May18 |
171129 |
441.00 |
445.00 |
440.50 |
444.25 |
+3.75 |
3,886 |
39,306 |
+783 |
Jul18 |
171129 |
458.50 |
462.50 |
458.25 |
461.25 |
+3.00 |
2,920 |
33,413 |
+134 |
Sep18 |
171129 |
478.00 |
479.25 |
477.25 |
478.50 |
+2.50 |
879 |
13,937 |
+10 |
Dec18 |
171129 |
500.75 |
503.25 |
500.50 |
502.25 |
+1.50 |
1,073 |
11,773 |
+105 |
Mar19 |
171129 |
518.00 |
518.00 |
512.50 |
518.00 |
+1.50 |
249 |
2,131 |
+115 |
Total Volume and Open Interest |
61,396 |
318,679 |
+2,595 |
Wheat(MGE) |
Dec17 |
171129 |
603.50 |
605.75 |
599.00 |
603.50 |
unch |
9,451 |
8,439 |
-6,992 |
Mar18 |
171129 |
622.00 |
625.00 |
619.75 |
623.25 |
+1.25 |
11,339 |
40,380 |
+1,299 |
May18 |
171129 |
628.00 |
632.00 |
626.00 |
630.25 |
+2.00 |
883 |
10,221 |
+199 |
Jul18 |
171129 |
632.00 |
635.75 |
631.00 |
632.50 |
-0.25 |
477 |
5,782 |
+18 |
Sep18 |
171129 |
630.00 |
630.00 |
627.50 |
629.25 |
-1.00 |
305 |
3,782 |
+26 |
Dec18 |
171129 |
641.00 |
643.00 |
637.50 |
639.50 |
-2.00 |
170 |
1,724 |
+2 |
Total Volume and Open Interest |
22,640 |
70,457 |
-5,438 |
Oats(CBOT) |
Dec17 |
171129 |
245.25 |
248.50 |
240.00 |
246.50 |
+1.75 |
632 |
751 |
-593 |
Mar18 |
171129 |
260.50 |
264.00 |
256.75 |
263.75 |
+2.75 |
543 |
5,614 |
+197 |
May18 |
171129 |
264.25 |
270.00 |
262.00 |
270.00 |
+3.75 |
31 |
837 |
+22 |
Jul18 |
171129 |
269.00 |
275.00 |
269.00 |
275.00 |
+4.25 |
0 |
60 |
+0 |
Total Volume and Open Interest |
1,206 |
7,278 |
-374 |
Rough Rice(CBOT) |
Jan18 |
171129 |
12.31 |
12.43 |
12.28 |
12.38 |
+0.07 |
616 |
7,917 |
-241 |
Mar18 |
171129 |
12.61 |
12.72 |
12.60 |
12.68 |
+0.08 |
351 |
2,252 |
+294 |
May18 |
171129 |
12.82 |
12.92 |
12.81 |
12.92 |
+0.08 |
0 |
17 |
+0 |
Jul18 |
171129 |
12.83 |
12.97 |
12.81 |
12.97 |
+0.07 |
0 |
43 |
+0 |
Total Volume and Open Interest |
967 |
10,280 |
+53 |
Live Cattle(CME) |
Dec17 |
171129 |
119.650 |
120.550 |
119.580 |
120.480 |
+0.830 |
9,562 |
39,273 |
-2,608 |
Feb18 |
171129 |
125.750 |
126.680 |
125.550 |
126.600 |
+0.920 |
20,322 |
155,978 |
+2,436 |
Apr18 |
171129 |
126.330 |
127.200 |
126.285 |
127.100 |
+0.700 |
8,002 |
86,172 |
+549 |
Jun18 |
171129 |
118.950 |
119.680 |
118.680 |
119.600 |
+0.565 |
5,966 |
66,603 |
+849 |
Aug18 |
171129 |
115.430 |
116.200 |
115.330 |
116.100 |
+0.420 |
1,417 |
20,587 |
+265 |
Oct18 |
171129 |
115.300 |
115.750 |
115.035 |
115.700 |
+0.300 |
495 |
7,576 |
+104 |
Total Volume and Open Interest |
46,001 |
380,462 |
+1,694 |
Feeder Cattle(CME) |
Jan18 |
171129 |
154.700 |
155.880 |
154.500 |
155.580 |
+1.080 |
4,798 |
25,623 |
-179 |
Mar18 |
171129 |
152.800 |
153.950 |
152.600 |
153.785 |
+0.955 |
2,932 |
16,912 |
-177 |
Apr18 |
171129 |
152.735 |
153.700 |
152.485 |
153.630 |
+0.780 |
861 |
5,181 |
-42 |
May18 |
171129 |
152.000 |
152.750 |
151.550 |
152.630 |
+0.595 |
515 |
5,298 |
+20 |
Aug18 |
171129 |
153.985 |
154.485 |
153.150 |
154.130 |
+0.145 |
245 |
2,632 |
+46 |
Sep18 |
171129 |
152.600 |
152.880 |
152.350 |
152.880 |
+0.195 |
10 |
113 |
+3 |
Oct18 |
171129 |
150.985 |
151.235 |
150.950 |
151.235 |
+0.485 |
1 |
21 |
+0 |
Total Volume and Open Interest |
9,362 |
55,781 |
-329 |
Lean Hogs(CME) |
Dec17 |
171129 |
66.100 |
66.300 |
64.850 |
65.080 |
-0.670 |
7,758 |
31,806 |
-2,103 |
Feb18 |
171129 |
71.750 |
72.250 |
70.635 |
70.900 |
-0.635 |
11,279 |
93,414 |
+601 |
Apr18 |
171129 |
75.250 |
75.830 |
74.750 |
75.050 |
-0.100 |
4,677 |
59,707 |
+589 |
May18 |
171129 |
80.100 |
80.450 |
79.750 |
80.035 |
-0.115 |
10 |
1,661 |
+5 |
Jun18 |
171129 |
83.885 |
84.300 |
83.635 |
84.080 |
+0.195 |
1,677 |
27,020 |
+156 |
Jul18 |
171129 |
83.730 |
84.080 |
83.480 |
83.980 |
+0.230 |
962 |
16,330 |
+153 |
Aug18 |
171129 |
82.500 |
82.950 |
82.350 |
82.885 |
+0.155 |
605 |
8,719 |
+248 |
Oct18 |
171129 |
69.430 |
69.480 |
69.135 |
69.430 |
+0.080 |
244 |
6,863 |
+72 |
Total Volume and Open Interest |
27,335 |
246,999 |
-216 |
Class III Milk(CME) |
Nov17 |
171128 |
16.79 |
16.81 |
16.79 |
16.81 |
+0.01 |
0 |
4,271 |
+0 |
Dec17 |
171129 |
15.28 |
15.39 |
15.22 |
15.25 |
unch |
300 |
4,448 |
+21 |
Jan18 |
171129 |
14.49 |
14.62 |
14.43 |
14.47 |
+0.08 |
182 |
3,317 |
+87 |
Feb18 |
171129 |
14.55 |
14.64 |
14.49 |
14.52 |
+0.08 |
82 |
2,950 |
+7 |
Mar18 |
171129 |
14.64 |
14.64 |
14.50 |
14.57 |
+0.05 |
109 |
2,558 |
+84 |
Apr18 |
171129 |
14.78 |
14.83 |
14.74 |
14.75 |
+0.01 |
17 |
1,840 |
+16 |
May18 |
171129 |
15.02 |
15.05 |
15.00 |
15.00 |
+0.02 |
33 |
1,749 |
+28 |
Jun18 |
171129 |
15.32 |
15.33 |
15.27 |
15.27 |
unch |
34 |
1,637 |
-6 |
Jul18 |
171129 |
15.57 |
15.57 |
15.57 |
15.57 |
+0.02 |
26 |
942 |
+21 |
Aug18 |
171129 |
15.70 |
15.70 |
15.70 |
15.70 |
+0.10 |
59 |
949 |
+50 |
Sep18 |
171129 |
15.80 |
15.80 |
15.74 |
15.76 |
+0.05 |
21 |
1,056 |
+5 |
Oct18 |
171129 |
15.75 |
15.82 |
15.75 |
15.82 |
+0.07 |
18 |
836 |
+13 |
Nov18 |
171129 |
15.71 |
15.75 |
15.71 |
15.71 |
unch |
17 |
766 |
+7 |
Total Volume and Open Interest |
1,004 |
28,146 |
+341 |
Cocoa(ICE) |
Dec17 |
171129 |
2017 |
2113 |
2017 |
2096 |
+49 |
1 |
134 |
-268 |
Mar18 |
171129 |
2049 |
2118 |
2040 |
2106 |
+57 |
20,895 |
135,827 |
+873 |
May18 |
171129 |
2050 |
2115 |
2045 |
2104 |
+50 |
5,196 |
46,527 |
-349 |
Jul18 |
171129 |
2057 |
2119 |
2052 |
2110 |
+50 |
2,959 |
16,243 |
+334 |
Sep18 |
171129 |
2074 |
2131 |
2065 |
2122 |
+49 |
770 |
8,919 |
+32 |
Dec18 |
171129 |
2089 |
2148 |
2081 |
2138 |
+50 |
228 |
9,832 |
-131 |
Mar19 |
171129 |
2098 |
2164 |
2098 |
2154 |
+51 |
53 |
6,890 |
-12 |
Total Volume and Open Interest |
30,117 |
230,625 |
+490 |
Coffee "C"(ICE) |
Dec17 |
171129 |
127.70 |
129.65 |
127.55 |
129.60 |
+2.15 |
42 |
2,217 |
-32 |
Mar18 |
171129 |
130.05 |
132.80 |
129.20 |
132.20 |
+2.35 |
15,519 |
118,095 |
-1,196 |
May18 |
171129 |
132.15 |
134.95 |
131.50 |
134.40 |
+2.35 |
1,820 |
40,008 |
+146 |
Jul18 |
171129 |
134.60 |
137.20 |
133.80 |
136.65 |
+2.35 |
674 |
18,207 |
-184 |
Sep18 |
171129 |
136.85 |
139.45 |
136.10 |
138.90 |
+2.30 |
521 |
8,863 |
+164 |
Dec18 |
171129 |
140.05 |
142.75 |
139.45 |
142.20 |
+2.25 |
129 |
5,071 |
-73 |
Total Volume and Open Interest |
18,769 |
196,163 |
-1,148 |
Orange Juice(ICE) |
Jan18 |
171129 |
164.65 |
166.40 |
163.15 |
163.50 |
-1.80 |
395 |
8,358 |
+55 |
Mar18 |
171129 |
162.10 |
164.50 |
161.50 |
163.65 |
+0.25 |
40 |
1,730 |
+15 |
May18 |
171129 |
164.20 |
164.20 |
163.55 |
163.55 |
+0.35 |
5 |
570 |
+2 |
Jul18 |
171129 |
163.45 |
163.45 |
163.45 |
163.45 |
+0.45 |
3 |
149 |
+0 |
Sep18 |
171129 |
162.75 |
162.75 |
162.75 |
162.75 |
+0.55 |
3 |
27 |
+0 |
Nov18 |
171129 |
163.10 |
163.10 |
163.10 |
163.10 |
+0.55 |
0 |
2 |
+0 |
Total Volume and Open Interest |
446 |
10,836 |
+72 |
Sugar #11(ICE) |
Mar18 |
171129 |
15.14 |
15.24 |
14.92 |
15.07 |
+0.03 |
40,883 |
389,522 |
+945 |
May18 |
171129 |
15.09 |
15.20 |
14.90 |
15.03 |
+0.01 |
11,029 |
130,583 |
+777 |
Jul18 |
171129 |
15.09 |
15.20 |
14.95 |
15.05 |
+0.01 |
6,847 |
67,198 |
-199 |
Oct18 |
171129 |
15.31 |
15.39 |
15.16 |
15.24 |
unch |
3,085 |
64,505 |
+264 |
Mar19 |
171129 |
15.74 |
15.84 |
15.67 |
15.71 |
-0.01 |
1,350 |
31,260 |
+533 |
May19 |
171129 |
15.71 |
15.77 |
15.62 |
15.65 |
-0.03 |
302 |
6,017 |
+37 |
Jul19 |
171129 |
15.65 |
15.70 |
15.57 |
15.59 |
-0.05 |
113 |
5,008 |
+10 |
Oct19 |
171129 |
15.68 |
15.76 |
15.66 |
15.69 |
-0.04 |
71 |
6,269 |
+9 |
Total Volume and Open Interest |
63,763 |
705,747 |
+2,421 |
London Cocoa(LCE) |
Dec17 |
171129 |
1477 |
1500 |
1464 |
1496 |
+9 |
5,683 |
52,470 |
-1,735 |
Mar18 |
171129 |
1511 |
1542 |
1504 |
1538 |
+12 |
15,137 |
81,992 |
-1,415 |
May18 |
171129 |
1528 |
1556 |
1520 |
1553 |
+12 |
5,494 |
36,063 |
+551 |
Jul18 |
171129 |
1540 |
1570 |
1534 |
1568 |
+12 |
4,221 |
27,200 |
+157 |
Sep18 |
171129 |
1550 |
1584 |
1549 |
1582 |
+12 |
3,406 |
23,470 |
+716 |
Dec18 |
171129 |
1575 |
1602 |
1565 |
1600 |
+14 |
2,076 |
16,909 |
+635 |
Mar19 |
171129 |
1585 |
1616 |
1581 |
1616 |
+16 |
456 |
5,266 |
-47 |
Total Volume and Open Interest |
36,895 |
244,634 |
-1,040 |
London Sugar(LCE) |
Mar18 |
171129 |
389.20 |
392.40 |
388.00 |
389.30 |
-0.10 |
5,784 |
41,745 |
-509 |
May18 |
171129 |
392.20 |
394.80 |
390.80 |
391.90 |
-0.30 |
1,059 |
12,442 |
+157 |
Aug18 |
171129 |
396.70 |
399.50 |
395.40 |
396.80 |
+0.10 |
512 |
10,960 |
+307 |
Oct18 |
171129 |
398.50 |
398.70 |
398.20 |
398.70 |
unch |
47 |
3,012 |
+21 |
Dec18 |
171129 |
406.10 |
406.60 |
404.70 |
404.90 |
-0.20 |
38 |
1,332 |
+5 |
Total Volume and Open Interest |
7,462 |
72,025 |
-6 |
Cotton(ICE) |
Dec17 |
171129 |
72.45 |
75.52 |
72.45 |
75.52 |
+1.47 |
131 |
443 |
-117 |
Mar18 |
171129 |
72.08 |
73.46 |
71.75 |
73.43 |
+1.29 |
23,432 |
162,516 |
+952 |
May18 |
171129 |
72.78 |
74.01 |
72.41 |
73.97 |
+1.16 |
7,282 |
37,751 |
-62 |
Jul18 |
171129 |
73.01 |
74.17 |
72.74 |
74.15 |
+1.04 |
1,239 |
10,156 |
+312 |
Oct18 |
171129 |
71.50 |
71.70 |
71.50 |
71.70 |
+0.72 |
0 |
2 |
+0 |
Dec18 |
171129 |
70.40 |
71.00 |
70.40 |
70.97 |
+0.46 |
270 |
22,973 |
+83 |
Total Volume and Open Interest |
32,354 |
234,499 |
+1,168 |
Lumber(CME) |
Jan18 |
171129 |
428.6 |
429.7 |
419.8 |
421.8 |
-4.4 |
633 |
5,018 |
-189 |
Mar18 |
171129 |
419.5 |
419.5 |
409.3 |
411.5 |
-5.0 |
113 |
1,014 |
+5 |
May18 |
171129 |
404.7 |
404.7 |
398.0 |
398.0 |
-3.5 |
12 |
291 |
-1 |
Jul18 |
171129 |
384.2 |
384.7 |
383.3 |
383.3 |
-3.2 |
1 |
100 |
+0 |
Total Volume and Open Interest |
759 |
6,446 |
-185 |
Crude Oil(NYM) |
Jan18 |
171129 |
57.73 |
58.30 |
56.75 |
57.30 |
-0.69 |
690,078 |
556,293 |
-20,001 |
Feb18 |
171129 |
57.84 |
58.34 |
56.82 |
57.36 |
-0.69 |
204,056 |
200,939 |
+1,959 |
Mar18 |
171129 |
57.72 |
58.28 |
56.79 |
57.31 |
-0.69 |
133,922 |
290,766 |
+1,567 |
Apr18 |
171129 |
57.58 |
58.11 |
56.69 |
57.20 |
-0.68 |
73,251 |
137,510 |
+5,598 |
May18 |
171129 |
57.42 |
57.84 |
56.52 |
57.01 |
-0.67 |
47,415 |
115,008 |
+394 |
Jun18 |
171129 |
57.15 |
57.61 |
56.28 |
56.75 |
-0.65 |
82,005 |
241,155 |
+160 |
Jul18 |
171129 |
56.86 |
57.28 |
55.99 |
56.44 |
-0.66 |
14,743 |
54,970 |
+1,145 |
Aug18 |
171129 |
56.48 |
56.89 |
55.70 |
56.12 |
-0.63 |
7,253 |
57,065 |
+879 |
Sep18 |
171129 |
56.17 |
56.61 |
55.41 |
55.82 |
-0.64 |
10,852 |
79,223 |
-204 |
Oct18 |
171129 |
55.86 |
56.28 |
55.29 |
55.53 |
-0.62 |
2,573 |
57,050 |
-35 |
Nov18 |
171129 |
55.38 |
56.00 |
54.86 |
55.26 |
-0.61 |
5,776 |
47,997 |
+976 |
Dec18 |
171129 |
55.31 |
55.77 |
54.55 |
55.00 |
-0.57 |
62,005 |
265,667 |
+697 |
Jan19 |
171129 |
54.72 |
55.36 |
54.72 |
54.72 |
-0.54 |
4,149 |
45,290 |
-306 |
Feb19 |
171129 |
54.45 |
55.04 |
54.45 |
54.45 |
-0.51 |
5,843 |
21,760 |
+92 |
Mar19 |
171129 |
54.84 |
54.84 |
54.19 |
54.19 |
-0.49 |
6,580 |
27,037 |
+625 |
Apr19 |
171129 |
53.95 |
53.95 |
53.95 |
53.95 |
-0.47 |
378 |
10,413 |
+115 |
Total Volume and Open Interest |
1,387,661 |
2,483,769 |
-3,182 |
e-miNY Crude Oil(NYM) |
Jan18 |
171129 |
57.725 |
58.300 |
56.775 |
57.300 |
-0.700 |
9,606 |
3,540 |
-194 |
Feb18 |
171129 |
57.775 |
58.300 |
56.850 |
57.350 |
-0.700 |
225 |
539 |
-2 |
Mar18 |
171129 |
57.700 |
58.250 |
56.800 |
57.300 |
-0.700 |
57 |
130 |
-6 |
Apr18 |
171129 |
56.825 |
57.325 |
56.825 |
57.200 |
-0.675 |
1 |
77 |
+0 |
May18 |
171129 |
57.000 |
57.000 |
57.000 |
57.000 |
-0.675 |
0 |
87 |
+0 |
Jun18 |
171129 |
56.750 |
56.750 |
56.750 |
56.750 |
-0.650 |
40 |
20 |
-25 |
Jul18 |
171129 |
56.450 |
56.450 |
56.450 |
56.450 |
-0.650 |
40 |
13 |
-40 |
Aug18 |
171129 |
56.125 |
56.125 |
56.125 |
56.125 |
-0.625 |
0 |
74 |
+0 |
Sep18 |
171129 |
55.825 |
56.300 |
55.825 |
55.825 |
-0.625 |
0 |
42 |
+0 |
Oct18 |
171129 |
55.525 |
55.525 |
55.525 |
55.525 |
-0.625 |
0 |
28 |
+0 |
Total Volume and Open Interest |
9,971 |
4,686 |
-269 |
NY Harbor ULSD(NYM) |
Dec17 |
171129 |
194.32 |
195.57 |
191.44 |
192.21 |
-2.86 |
29,651 |
26,780 |
-12,838 |
Jan18 |
171129 |
194.75 |
195.84 |
191.60 |
192.38 |
-2.91 |
62,544 |
138,811 |
+3,276 |
Feb18 |
171129 |
194.58 |
195.72 |
191.49 |
192.27 |
-2.96 |
20,773 |
55,709 |
-666 |
Mar18 |
171129 |
193.72 |
194.79 |
190.65 |
191.41 |
-3.01 |
15,224 |
56,551 |
+892 |
Apr18 |
171129 |
192.00 |
193.03 |
188.95 |
189.72 |
-3.00 |
8,703 |
41,661 |
-120 |
May18 |
171129 |
190.94 |
191.63 |
187.72 |
188.51 |
-2.93 |
5,673 |
26,102 |
-50 |
Jun18 |
171129 |
189.14 |
190.45 |
186.62 |
187.44 |
-2.88 |
8,023 |
37,115 |
-1,083 |
Jul18 |
171129 |
188.64 |
189.22 |
186.46 |
187.02 |
-2.81 |
864 |
8,532 |
+155 |
Aug18 |
171129 |
187.96 |
188.68 |
186.71 |
186.77 |
-2.70 |
379 |
4,116 |
+53 |
Sep18 |
171129 |
187.92 |
188.95 |
186.46 |
186.79 |
-2.62 |
467 |
6,115 |
-38 |
Oct18 |
171129 |
186.53 |
187.21 |
186.53 |
186.95 |
-2.58 |
323 |
3,273 |
+30 |
Nov18 |
171129 |
189.45 |
189.45 |
186.85 |
187.17 |
-2.56 |
345 |
2,771 |
+62 |
Dec18 |
171129 |
187.63 |
189.73 |
186.72 |
187.34 |
-2.57 |
1,485 |
25,046 |
+115 |
Jan19 |
171129 |
187.48 |
187.48 |
187.48 |
187.48 |
-2.54 |
64 |
2,428 |
+13 |
Total Volume and Open Interest |
154,559 |
443,740 |
-10,202 |
RBOB Gasoline(NYM) |
Dec17 |
171129 |
176.64 |
177.71 |
172.77 |
173.09 |
-4.11 |
50,350 |
28,300 |
-17,978 |
Jan18 |
171129 |
176.40 |
177.60 |
172.83 |
173.39 |
-3.47 |
68,554 |
178,563 |
+2,073 |
Feb18 |
171129 |
177.15 |
178.24 |
173.79 |
174.51 |
-3.16 |
18,546 |
46,005 |
+584 |
Mar18 |
171129 |
178.34 |
179.60 |
175.29 |
176.03 |
-3.01 |
12,969 |
56,392 |
+1,578 |
Apr18 |
171129 |
194.65 |
196.05 |
191.87 |
192.65 |
-2.87 |
5,837 |
34,189 |
+311 |
May18 |
171129 |
194.81 |
195.71 |
191.91 |
192.71 |
-2.85 |
3,277 |
23,067 |
+422 |
Jun18 |
171129 |
193.10 |
194.04 |
190.18 |
191.08 |
-2.79 |
3,457 |
21,139 |
+5 |
Jul18 |
171129 |
190.31 |
191.66 |
188.05 |
188.78 |
-2.74 |
1,076 |
9,018 |
+85 |
Aug18 |
171129 |
187.63 |
187.97 |
185.36 |
186.17 |
-2.63 |
463 |
3,863 |
-25 |
Sep18 |
171129 |
184.10 |
184.10 |
183.08 |
183.08 |
-2.52 |
518 |
3,812 |
+49 |
Total Volume and Open Interest |
166,763 |
425,283 |
-12,493 |
e-miNY RBOB Gasoline(NYM) |
Dec17 |
171129 |
173.10 |
178.80 |
173.09 |
173.10 |
-4.10 |
1 |
0 |
-1 |
Jan18 |
171129 |
173.40 |
173.40 |
173.39 |
173.40 |
-3.46 |
|
|
|
Feb18 |
171129 |
174.50 |
174.51 |
174.50 |
174.50 |
-3.17 |
|
|
|
Mar18 |
171129 |
176.00 |
176.03 |
176.00 |
176.00 |
-3.04 |
|
|
|
Total Volume and Open Interest |
1 |
|
|
Natural Gas(NYM) |
Jan18 |
171129 |
3.131 |
3.218 |
3.127 |
3.179 |
+0.051 |
227,100 |
399,872 |
+14,312 |
Feb18 |
171129 |
3.133 |
3.210 |
3.129 |
3.179 |
+0.048 |
42,731 |
130,127 |
+1,268 |
Mar18 |
171129 |
3.093 |
3.164 |
3.090 |
3.137 |
+0.045 |
49,663 |
197,418 |
-73 |
Apr18 |
171129 |
2.923 |
2.966 |
2.920 |
2.945 |
+0.019 |
40,222 |
136,238 |
+3,074 |
May18 |
171129 |
2.914 |
2.947 |
2.907 |
2.928 |
+0.015 |
15,760 |
106,957 |
+815 |
Jun18 |
171129 |
2.935 |
2.970 |
2.933 |
2.953 |
+0.015 |
5,140 |
30,602 |
+314 |
Jul18 |
171129 |
2.968 |
2.997 |
2.968 |
2.982 |
+0.015 |
3,599 |
45,229 |
-472 |
Aug18 |
171129 |
2.972 |
3.000 |
2.972 |
2.985 |
+0.015 |
793 |
34,033 |
+39 |
Sep18 |
171129 |
2.970 |
2.985 |
2.959 |
2.968 |
+0.014 |
628 |
35,113 |
-50 |
Oct18 |
171129 |
2.979 |
3.009 |
2.978 |
2.991 |
+0.013 |
8,541 |
84,725 |
+857 |
Nov18 |
171129 |
3.040 |
3.057 |
3.030 |
3.043 |
+0.012 |
1,982 |
29,813 |
-109 |
Dec18 |
171129 |
3.178 |
3.190 |
3.166 |
3.176 |
+0.011 |
1,445 |
32,340 |
+78 |
Jan19 |
171129 |
3.266 |
3.276 |
3.248 |
3.262 |
+0.011 |
10,391 |
37,452 |
+2,170 |
Feb19 |
171129 |
3.240 |
3.247 |
3.224 |
3.230 |
+0.010 |
735 |
11,971 |
-66 |
Mar19 |
171129 |
3.156 |
3.173 |
3.146 |
3.157 |
+0.010 |
6,382 |
29,223 |
-1,047 |
Apr19 |
171129 |
2.798 |
2.799 |
2.782 |
2.788 |
-0.004 |
1,066 |
23,902 |
+57 |
Total Volume and Open Interest |
474,600 |
1,432,715 |
+4,699 |
Brent Crude Oil(ICE) |
Jan18 |
171129 |
63.30 |
64.07 |
62.50 |
63.11 |
-0.50 |
249,086 |
156,869 |
-61,174 |
Feb18 |
171129 |
63.02 |
63.59 |
61.93 |
62.53 |
-0.71 |
265,922 |
612,678 |
+7,109 |
Mar18 |
171129 |
62.70 |
63.28 |
61.67 |
62.24 |
-0.75 |
133,262 |
319,803 |
-1,196 |
Apr18 |
171129 |
62.42 |
63.02 |
61.45 |
61.99 |
-0.76 |
47,814 |
123,170 |
+878 |
May18 |
171129 |
62.29 |
62.79 |
61.29 |
61.78 |
-0.77 |
30,290 |
113,492 |
-3,310 |
Jun18 |
171129 |
62.13 |
62.61 |
61.11 |
61.60 |
-0.78 |
64,250 |
238,374 |
+3,500 |
Jul18 |
171129 |
61.88 |
62.40 |
60.93 |
61.40 |
-0.79 |
9,868 |
51,967 |
+1,165 |
Aug18 |
171129 |
61.62 |
62.16 |
60.69 |
61.16 |
-0.79 |
4,999 |
32,354 |
+122 |
Sep18 |
171129 |
61.37 |
61.83 |
60.48 |
60.89 |
-0.78 |
8,059 |
55,967 |
+531 |
Oct18 |
171129 |
60.61 |
60.61 |
60.61 |
60.61 |
-0.77 |
2,046 |
28,395 |
+143 |
Nov18 |
171129 |
60.58 |
60.80 |
60.33 |
60.33 |
-0.75 |
3,194 |
30,496 |
-196 |
Dec18 |
171129 |
60.50 |
61.00 |
59.63 |
60.05 |
-0.74 |
41,659 |
212,483 |
-2,874 |
Jan19 |
171129 |
59.81 |
59.81 |
59.81 |
59.81 |
-0.72 |
3,940 |
37,944 |
+756 |
Feb19 |
171129 |
59.61 |
59.61 |
59.61 |
59.61 |
-0.71 |
3,227 |
27,385 |
+2,032 |
Total Volume and Open Interest |
893,211 |
2,476,697 |
-51,853 |
Gas Oil(ICE) |
Dec17 |
171129 |
565.50 |
567.50 |
555.00 |
561.25 |
-4.50 |
58,389 |
106,674 |
-8,371 |
Jan18 |
171129 |
566.50 |
568.25 |
556.00 |
562.00 |
-4.50 |
69,969 |
205,847 |
-2,052 |
Feb18 |
171129 |
568.25 |
569.75 |
557.50 |
563.50 |
-4.25 |
43,059 |
105,671 |
+12,000 |
Mar18 |
171129 |
566.25 |
568.75 |
556.50 |
562.50 |
-4.00 |
15,496 |
65,239 |
+2,083 |
Apr18 |
171129 |
563.75 |
566.00 |
554.25 |
560.00 |
-3.75 |
12,110 |
39,306 |
+247 |
May18 |
171129 |
561.50 |
563.75 |
552.75 |
558.00 |
-4.00 |
4,239 |
25,606 |
+579 |
Jun18 |
171129 |
559.25 |
561.25 |
550.25 |
555.50 |
-4.00 |
10,674 |
57,644 |
-348 |
Jul18 |
171129 |
557.25 |
559.75 |
549.25 |
554.00 |
-4.25 |
1,131 |
16,001 |
+120 |
Aug18 |
171129 |
554.25 |
557.50 |
549.00 |
553.00 |
-4.00 |
1,590 |
14,014 |
+466 |
Sep18 |
171129 |
553.50 |
557.75 |
547.75 |
552.25 |
-4.00 |
1,939 |
21,105 |
+19 |
Total Volume and Open Interest |
229,411 |
862,697 |
+6,346 |
Ethanol(CBOT) |
Dec17 |
171129 |
1.352 |
1.370 |
1.345 |
1.352 |
-0.005 |
451 |
406 |
-216 |
Jan18 |
171129 |
1.355 |
1.371 |
1.349 |
1.357 |
-0.005 |
363 |
1,113 |
+116 |
Feb18 |
171129 |
1.372 |
1.372 |
1.366 |
1.371 |
-0.005 |
18 |
167 |
-4 |
Mar18 |
171129 |
1.395 |
1.395 |
1.391 |
1.391 |
-0.005 |
1 |
55 |
+0 |
Apr18 |
171129 |
1.415 |
1.425 |
1.415 |
1.415 |
-0.005 |
1 |
24 |
+0 |
May18 |
171129 |
1.427 |
1.427 |
1.427 |
1.427 |
-0.005 |
0 |
5 |
+0 |
Jun18 |
171129 |
1.456 |
1.456 |
1.444 |
1.448 |
-0.005 |
0 |
8 |
+0 |
Jul18 |
171129 |
1.450 |
1.450 |
1.450 |
1.450 |
-0.005 |
0 |
5 |
+0 |
Total Volume and Open Interest |
834 |
1,783 |
-104 |
WTI Crude Oil(ICE) |
Jan18 |
171129 |
57.73 |
58.30 |
56.76 |
57.30 |
-0.69 |
70,743 |
86,670 |
-4,048 |
Feb18 |
171129 |
57.80 |
58.34 |
56.83 |
57.36 |
-0.69 |
71,614 |
74,429 |
+3,021 |
Mar18 |
171129 |
57.72 |
58.28 |
56.79 |
57.31 |
-0.69 |
41,395 |
54,067 |
+418 |
Apr18 |
171129 |
57.63 |
58.12 |
56.71 |
57.20 |
-0.68 |
13,865 |
24,995 |
-780 |
May18 |
171129 |
57.30 |
57.90 |
56.56 |
57.01 |
-0.67 |
7,934 |
13,010 |
-860 |
Jun18 |
171129 |
57.15 |
57.60 |
56.30 |
56.75 |
-0.65 |
20,088 |
76,334 |
-965 |
Jul18 |
171129 |
56.83 |
57.19 |
56.17 |
56.44 |
-0.66 |
1,538 |
9,505 |
-50 |
Aug18 |
171129 |
56.28 |
56.28 |
56.12 |
56.12 |
-0.63 |
800 |
7,511 |
+7 |
Sep18 |
171129 |
56.18 |
56.25 |
55.49 |
55.82 |
-0.64 |
2,273 |
14,957 |
+423 |
Oct18 |
171129 |
55.53 |
55.53 |
55.53 |
55.53 |
-0.62 |
349 |
2,927 |
-8 |
Nov18 |
171129 |
55.26 |
55.26 |
55.26 |
55.26 |
-0.61 |
288 |
6,311 |
+74 |
Dec18 |
171129 |
55.31 |
55.70 |
54.64 |
55.00 |
-0.57 |
14,708 |
128,156 |
-636 |
Jan19 |
171129 |
54.72 |
54.72 |
54.72 |
54.72 |
-0.54 |
190 |
2,171 |
+6 |
Feb19 |
171129 |
54.45 |
54.45 |
54.45 |
54.45 |
-0.51 |
191 |
898 |
+4 |
Mar19 |
171129 |
54.19 |
54.19 |
54.19 |
54.19 |
-0.49 |
241 |
2,432 |
+41 |
Apr19 |
171129 |
53.95 |
53.95 |
53.95 |
53.95 |
-0.47 |
66 |
1,201 |
+19 |
Total Volume and Open Interest |
250,796 |
598,000 |
-3,972 |
US Dollar Index(ICE) |
Dec17 |
171129 |
93.175 |
93.375 |
92.925 |
93.107 |
-0.105 |
22,703 |
39,064 |
+714 |
Mar18 |
171129 |
92.880 |
93.060 |
92.650 |
92.802 |
-0.105 |
809 |
3,780 |
+349 |
Jun18 |
171129 |
92.450 |
92.785 |
92.440 |
92.507 |
-0.105 |
12 |
718 |
+4 |
Total Volume and Open Interest |
23,534 |
43,725 |
+1,065 |
Australian Dollar(CME) |
Dec17 |
171129 |
76.00 |
76.07 |
75.50 |
75.76 |
-0.19 |
92,050 |
129,870 |
-2,005 |
Mar18 |
171129 |
75.95 |
76.02 |
75.48 |
75.72 |
-0.20 |
1,055 |
1,939 |
+233 |
Jun18 |
171129 |
75.71 |
76.10 |
75.71 |
75.71 |
-0.19 |
6 |
256 |
-3 |
Total Volume and Open Interest |
97,351 |
133,500 |
-1,997 |
British Pound(CME) |
Dec17 |
171129 |
133.66 |
134.56 |
133.55 |
134.32 |
+0.52 |
104,181 |
172,633 |
-1,733 |
Mar18 |
171129 |
134.10 |
134.92 |
134.06 |
134.74 |
+0.51 |
296 |
4,008 |
+8 |
Jun18 |
171129 |
134.56 |
135.20 |
134.56 |
135.15 |
+0.50 |
82 |
707 |
+10 |
Total Volume and Open Interest |
106,670 |
179,431 |
-1,750 |
Canadian Dollar(CME) |
Dec17 |
171129 |
78.08 |
78.11 |
77.69 |
77.84 |
-0.20 |
65,237 |
136,406 |
-1,762 |
Mar18 |
171129 |
78.14 |
78.20 |
77.80 |
77.94 |
-0.19 |
468 |
3,915 |
+98 |
Jun18 |
171129 |
78.05 |
78.28 |
77.93 |
78.02 |
-0.19 |
35 |
638 |
+9 |
Sep18 |
171129 |
78.10 |
78.14 |
78.01 |
78.10 |
-0.20 |
3 |
292 |
+3 |
Total Volume and Open Interest |
66,267 |
142,763 |
-1,521 |
Japanese Yen(CME) |
Dec17 |
171129 |
89.77 |
89.86 |
89.24 |
89.51 |
-0.18 |
162,883 |
242,576 |
-494 |
Mar18 |
171129 |
90.15 |
90.29 |
89.70 |
89.96 |
-0.20 |
1,492 |
5,451 |
+432 |
Jun18 |
171129 |
90.37 |
90.44 |
90.37 |
90.44 |
-0.21 |
16 |
96 |
-16 |
Total Volume and Open Interest |
165,037 |
250,927 |
+40 |
Swiss Franc(CME) |
Dec17 |
171129 |
101.77 |
101.96 |
101.43 |
101.76 |
+0.06 |
20,371 |
78,530 |
+406 |
Mar18 |
171129 |
102.50 |
102.65 |
102.25 |
102.49 |
+0.06 |
144 |
411 |
+41 |
Jun18 |
171129 |
103.19 |
103.19 |
103.19 |
103.19 |
+0.04 |
0 |
37 |
+0 |
Total Volume and Open Interest |
20,515 |
78,988 |
+447 |
EuroFX(CME) |
Dec17 |
171129 |
118.61 |
118.96 |
118.29 |
118.75 |
+0.25 |
198,729 |
478,385 |
-159 |
Mar18 |
171129 |
119.34 |
119.65 |
119.00 |
119.45 |
+0.25 |
3,077 |
9,082 |
+763 |
Jun18 |
171129 |
119.95 |
120.24 |
119.80 |
120.14 |
+0.24 |
125 |
1,985 |
+29 |
Total Volume and Open Interest |
210,302 |
496,831 |
+897 |
Mexican Peso(CME) |
Dec17 |
171129 |
537.25 |
538.88 |
536.38 |
537.50 |
+1.38 |
49,825 |
171,334 |
-217 |
Jan18 |
171129 |
535.13 |
535.13 |
533.75 |
535.13 |
+1.38 |
15 |
45 |
+15 |
Total Volume and Open Interest |
49,985 |
172,275 |
-171 |
Brazilian Real(CME) |
Dec17 |
171129 |
311.50 |
312.10 |
307.90 |
309.30 |
-2.30 |
9,345 |
14,309 |
-3,511 |
Jan18 |
171129 |
310.60 |
311.05 |
307.05 |
308.35 |
-2.25 |
8,204 |
7,892 |
+5,908 |
Feb18 |
171129 |
306.95 |
306.95 |
306.95 |
306.95 |
-2.50 |
|
|
|
Mar18 |
171129 |
308.50 |
309.50 |
306.15 |
306.15 |
-2.35 |
1,018 |
911 |
+882 |
Total Volume and Open Interest |
18,567 |
23,417 |
+3,279 |
30-Year T-Bonds(CBOT) |
Dec17 |
171129 |
154~130 |
154~220 |
152~280 |
153~100 |
-0~310 |
588,301 |
375,281 |
-191,802 |
Mar18 |
171129 |
153~100 |
153~200 |
151~240 |
152~060 |
-1~000 |
398,748 |
473,685 |
+212,143 |
Jun18 |
171129 |
151~030 |
151~100 |
151~030 |
151~100 |
-1~000 |
0 |
2 |
+0 |
Total Volume and Open Interest |
987,049 |
848,968 |
+20,341 |
10-Year T-Notes(CBOT) |
Dec17 |
171129 |
125~015 |
125~035 |
124~165 |
124~230 |
-0~080 |
2,900,454 |
1,596,298 |
-892,589 |
Mar18 |
171129 |
124~260 |
124~275 |
124~085 |
124~150 |
-0~085 |
2,138,244 |
2,119,951 |
+1,018,819 |
Jun18 |
171129 |
124~065 |
124~065 |
124~065 |
124~065 |
-0~085 |
|
|
|
Total Volume and Open Interest |
5,038,698 |
3,716,249 |
+126,230 |
5-Year T-Notes(CBOT) |
Dec17 |
171129 |
116~304 |
116~314 |
116~220 |
116~262 |
-0~030 |
2,018,521 |
1,543,350 |
-794,838 |
Mar18 |
171129 |
116~244 |
116~252 |
116~154 |
116~200 |
-0~030 |
1,448,989 |
1,942,974 |
+732,476 |
Jun18 |
171129 |
116~180 |
116~180 |
116~180 |
116~180 |
-0~030 |
|
|
|
Total Volume and Open Interest |
3,467,510 |
3,486,324 |
-62,362 |
2 Year T-Notes(CBOT) |
Dec17 |
171129 |
107~146 |
107~150 |
107~126 |
107~136 |
-0~006 |
1,258,620 |
706,307 |
-450,676 |
Mar18 |
171129 |
107~092 |
107~094 |
107~072 |
107~084 |
-0~002 |
939,370 |
1,193,910 |
+461,785 |
Jun18 |
171129 |
107~084 |
107~084 |
107~084 |
107~084 |
-0~002 |
|
|
|
Total Volume and Open Interest |
2,197,990 |
1,900,217 |
+11,109 |
Eurodollars(CME) |
Dec17 |
171129 |
98.450 |
98.452 |
98.448 |
98.450 |
-0.003 |
160,317 |
1,654,547 |
+11,400 |
Mar18 |
171129 |
98.285 |
98.290 |
98.270 |
98.275 |
-0.010 |
161,994 |
1,511,429 |
+4,267 |
Jun18 |
171129 |
98.135 |
98.140 |
98.115 |
98.125 |
-0.010 |
158,485 |
1,302,114 |
+10,554 |
Sep18 |
171129 |
98.050 |
98.055 |
98.020 |
98.035 |
-0.010 |
190,541 |
1,159,776 |
+6,967 |
Dec18 |
171129 |
97.980 |
97.985 |
97.945 |
97.960 |
-0.015 |
237,624 |
1,649,501 |
-16,253 |
Mar19 |
171129 |
97.935 |
97.935 |
97.890 |
97.910 |
-0.020 |
142,666 |
1,061,225 |
+15,761 |
Jun19 |
171129 |
97.895 |
97.895 |
97.845 |
97.865 |
-0.020 |
122,516 |
961,602 |
+3,577 |
Sep19 |
171129 |
97.860 |
97.860 |
97.810 |
97.830 |
-0.020 |
113,978 |
694,778 |
+57 |
Dec19 |
171129 |
97.815 |
97.825 |
97.765 |
97.785 |
-0.020 |
156,129 |
1,068,633 |
+9,044 |
Mar20 |
171129 |
97.800 |
97.805 |
97.745 |
97.770 |
-0.020 |
82,180 |
510,661 |
+14,087 |
Jun20 |
171129 |
97.785 |
97.790 |
97.720 |
97.750 |
-0.020 |
85,293 |
436,999 |
+14,513 |
Sep20 |
171129 |
97.760 |
97.765 |
97.700 |
97.725 |
-0.025 |
61,234 |
307,834 |
+8,226 |
Dec20 |
171129 |
97.720 |
97.725 |
97.655 |
97.685 |
-0.025 |
52,193 |
409,851 |
+184 |
Mar21 |
171129 |
97.700 |
97.705 |
97.635 |
97.665 |
-0.025 |
33,061 |
215,794 |
+7,739 |
Jun21 |
171129 |
97.680 |
97.685 |
97.610 |
97.640 |
-0.025 |
27,454 |
196,994 |
-684 |
Sep21 |
171129 |
97.650 |
97.660 |
97.585 |
97.615 |
-0.025 |
21,513 |
111,140 |
+660 |
Dec21 |
171129 |
97.620 |
97.620 |
97.550 |
97.580 |
-0.025 |
22,416 |
123,089 |
-249 |
Mar22 |
171129 |
97.605 |
97.605 |
97.530 |
97.560 |
-0.030 |
22,370 |
77,353 |
-44 |
Total Volume and Open Interest |
1,913,838 |
13,741,303 |
+93,585 |
Ultra T-Bond(CBOT) |
Dec17 |
171129 |
167~28 |
168~06 |
165~19 |
166~07 |
-1~15 |
508,218 |
320,839 |
-269,275 |
Mar18 |
171129 |
167~00 |
167~10 |
164~22 |
165~10 |
-1~15 |
428,514 |
605,678 |
+217,853 |
Jun18 |
171129 |
164~15 |
164~15 |
164~15 |
164~15 |
-1~15 |
|
|
|
Total Volume and Open Interest |
936,732 |
926,517 |
-51,422 |
Ultra 10-Yr T-Note(CBOT) |
Dec17 |
171129 |
134~120 |
134~155 |
133~200 |
133~280 |
-0~130 |
355,862 |
180,378 |
-153,114 |
Mar18 |
171129 |
134~060 |
134~085 |
133~125 |
133~205 |
-0~135 |
289,228 |
305,448 |
+171,898 |
Jun18 |
171129 |
133~205 |
133~205 |
133~205 |
133~205 |
-0~135 |
|
|
|
Total Volume and Open Interest |
645,090 |
485,826 |
+18,784 |
30 Day Federal Funds(CBOT) |
Nov17 |
171129 |
98.845 |
98.845 |
98.842 |
98.842 |
unch |
2,423 |
205,408 |
-304 |
Dec17 |
171129 |
98.710 |
98.713 |
98.710 |
98.710 |
unch |
5,887 |
119,974 |
+2,368 |
Jan18 |
171129 |
98.610 |
98.610 |
98.605 |
98.610 |
unch |
9,528 |
338,768 |
-1,907 |
Feb18 |
171129 |
98.605 |
98.605 |
98.600 |
98.605 |
unch |
19,488 |
154,995 |
+8,779 |
Mar18 |
171129 |
98.565 |
98.565 |
98.555 |
98.560 |
unch |
5,923 |
54,934 |
-429 |
Apr18 |
171129 |
98.475 |
98.475 |
98.460 |
98.465 |
-0.005 |
8,803 |
138,203 |
+242 |
Total Volume and Open Interest |
138,553 |
1,497,886 |
+22,720 |
Japanese Govt Bonds(SGX) |
Dec17 |
171128 |
150.93 |
151.04 |
150.89 |
151.01 |
+0.10 |
2,145 |
19,250 |
+14 |
Mar18 |
171128 |
150.82 |
150.92 |
150.82 |
150.92 |
+0.10 |
18 |
233 |
+171 |
Jun18 |
171128 |
150.92 |
150.92 |
150.92 |
150.92 |
+0.10 |
|
|
|
Total Volume and Open Interest |
2,163 |
19,483 |
+185 |
Euro-Buxl(EUREX) |
Dec17 |
171129 |
167.32 |
167.52 |
166.16 |
166.42 |
-1.22 |
49,109 |
232,905 |
+5,897 |
Mar18 |
171129 |
165.86 |
165.90 |
164.62 |
164.88 |
-1.24 |
5,149 |
61,596 |
+18,171 |
Jun18 |
171129 |
164.42 |
164.42 |
164.42 |
164.42 |
-1.22 |
|
|
|
Total Volume and Open Interest |
54,258 |
294,501 |
+24,068 |
Euro-Bund(EUREX) |
Dec17 |
171129 |
163.05 |
163.10 |
162.40 |
162.48 |
-0.69 |
639,560 |
1,993,212 |
+10,498 |
Mar18 |
171129 |
162.75 |
162.78 |
162.07 |
162.15 |
-0.72 |
78,685 |
433,140 |
+72,327 |
Jun18 |
171129 |
159.31 |
159.31 |
159.31 |
159.31 |
-0.69 |
0 |
7 |
+0 |
Total Volume and Open Interest |
718,245 |
2,426,359 |
+82,825 |
Euro-Bobl(EUREX) |
Dec17 |
171129 |
131.71 |
131.73 |
131.44 |
131.50 |
-0.26 |
414,067 |
1,613,159 |
+2,685 |
Mar18 |
171129 |
132.35 |
132.36 |
132.06 |
132.14 |
-0.26 |
39,126 |
231,202 |
+29,237 |
Jun18 |
171128 |
131.76 |
131.76 |
131.76 |
131.76 |
+0.02 |
|
|
|
Total Volume and Open Interest |
309,733 |
1,812,439 |
+46,132 |
Euro-Schatz(EUREX) |
Dec17 |
171129 |
112.21 |
112.22 |
112.18 |
112.18 |
-0.04 |
301,770 |
1,713,082 |
+2,392 |
Mar18 |
171129 |
112.08 |
112.08 |
112.04 |
112.05 |
-0.03 |
41,199 |
248,134 |
+51,835 |
Jun18 |
171129 |
112.05 |
112.05 |
112.05 |
112.05 |
-0.03 |
|
|
|
Total Volume and Open Interest |
342,969 |
1,961,216 |
+54,227 |
3-Mth Euribor(EUREX) |
Dec17 |
171129 |
100.330 |
100.330 |
100.330 |
100.330 |
unch |
0 |
7,634 |
+0 |
Mar18 |
171129 |
100.320 |
100.320 |
100.320 |
100.320 |
unch |
0 |
6,387 |
+0 |
Jun18 |
171129 |
100.310 |
100.310 |
100.310 |
100.310 |
unch |
0 |
1,472 |
+0 |
Total Volume and Open Interest |
10 |
37,898 |
+0 |
Long Gilt(LIFFE) |
Dec17 |
171129 |
124~21 |
124~26 |
124~07 |
124~10 |
-1~00 |
329,233 |
214,381 |
-190,063 |
Mar18 |
171129 |
123~24 |
123~28 |
123~09 |
123~12 |
-1~00 |
257,389 |
562,628 |
+151,140 |
Total Volume and Open Interest |
586,622 |
777,009 |
-38,923 |
3-Mth Short Sterling(LIFFE) |
Dec17 |
171129 |
99.47 |
99.47 |
99.46 |
99.47 |
-0.00 |
23,125 |
483,844 |
-7,562 |
Mar18 |
171129 |
99.38 |
99.39 |
99.37 |
99.38 |
-0.02 |
54,665 |
468,272 |
-15,680 |
Jun18 |
171129 |
99.25 |
99.27 |
99.24 |
99.26 |
-0.03 |
91,193 |
418,194 |
-35,944 |
Sep18 |
171129 |
99.15 |
99.18 |
99.15 |
99.16 |
-0.04 |
55,271 |
352,686 |
-726 |
Dec18 |
171129 |
99.12 |
99.12 |
99.08 |
99.09 |
-0.05 |
66,091 |
330,439 |
+2,622 |
Mar19 |
171129 |
99.06 |
99.06 |
99.02 |
99.04 |
-0.05 |
39,497 |
262,567 |
-10,202 |
Total Volume and Open Interest |
567,343 |
3,513,184 |
-73,048 |
3-Mth Euribor(LIFFE) |
Dec17 |
171129 |
100.330 |
100.330 |
100.325 |
100.330 |
+0.005 |
14,064 |
399,888 |
-12,949 |
Mar18 |
171129 |
100.320 |
100.320 |
100.315 |
100.320 |
+0.005 |
38,220 |
476,238 |
-3,885 |
Jun18 |
171129 |
100.310 |
100.315 |
100.305 |
100.310 |
unch |
17,237 |
464,206 |
-14,941 |
Total Volume and Open Interest |
412,093 |
4,315,965 |
-65,384 |
3-Mth Aus T-Bills(SFE) |
Dec17 |
171129 |
98.25 |
98.26 |
98.25 |
98.26 |
unch |
3,712 |
134,657 |
-2,445 |
Mar18 |
171129 |
98.26 |
98.27 |
98.25 |
98.26 |
unch |
5,078 |
217,829 |
-1,206 |
Jun18 |
171129 |
98.22 |
98.23 |
98.21 |
98.22 |
unch |
10,697 |
182,009 |
+4,776 |
Sep18 |
171129 |
98.17 |
98.17 |
98.15 |
98.17 |
unch |
5,495 |
173,761 |
+389 |
Dec18 |
171129 |
98.10 |
98.11 |
98.09 |
98.11 |
unch |
4,535 |
135,731 |
-797 |
Mar19 |
171129 |
98.04 |
98.05 |
98.03 |
98.05 |
unch |
6,637 |
101,327 |
-315 |
Jun19 |
171129 |
97.98 |
97.99 |
97.97 |
97.99 |
+0.01 |
1,718 |
73,032 |
-554 |
Sep19 |
171129 |
97.91 |
97.93 |
97.90 |
97.93 |
+0.01 |
2,046 |
53,060 |
+149 |
Dec19 |
171129 |
97.86 |
97.88 |
97.85 |
97.88 |
+0.01 |
434 |
3,974 |
+16 |
Mar20 |
171129 |
97.81 |
97.83 |
97.81 |
97.83 |
+0.01 |
55 |
3,321 |
-9 |
Total Volume and Open Interest |
40,543 |
1,082,134 |
+40 |
10-Year Aus T-Bonds(SFE) |
Dec17 |
171129 |
97.49 |
97.52 |
97.48 |
97.52 |
+0.03 |
77,027 |
1,072,087 |
+4,708 |
Mar18 |
171129 |
97.48 |
97.50 |
97.48 |
97.50 |
+0.02 |
0 |
1,122 |
+0 |
Total Volume and Open Interest |
77,027 |
1,073,209 |
+4,708 |
3-Year Aus T-Bonds(SFE) |
Dec17 |
171129 |
98.08 |
98.11 |
98.08 |
98.11 |
+0.02 |
112,664 |
1,118,024 |
+23,787 |
Mar18 |
171129 |
98.10 |
98.12 |
98.10 |
98.12 |
+0.03 |
2,061 |
7,502 |
+2,061 |
Total Volume and Open Interest |
114,725 |
1,125,526 |
+25,848 |
Gold(CMX) |
Dec17 |
171129 |
1293.4 |
1296.2 |
1281.1 |
1282.1 |
-12.8 |
321,348 |
93,032 |
-34,627 |
Feb18 |
171129 |
1298.0 |
1300.4 |
1285.1 |
1286.2 |
-13.0 |
144,649 |
348,899 |
+37,233 |
Apr18 |
171129 |
1302.0 |
1304.5 |
1289.6 |
1290.6 |
-12.9 |
2,766 |
26,257 |
+236 |
Jun18 |
171129 |
1305.7 |
1308.8 |
1294.5 |
1295.1 |
-12.8 |
2,185 |
34,612 |
+1,073 |
Aug18 |
171129 |
1300.6 |
1302.4 |
1299.3 |
1299.5 |
-12.8 |
24 |
10,295 |
-7 |
Oct18 |
171129 |
1315.8 |
1315.8 |
1304.0 |
1304.0 |
-12.7 |
28 |
4,520 |
+16 |
Dec18 |
171129 |
1320.0 |
1322.4 |
1307.9 |
1308.6 |
-12.7 |
604 |
13,099 |
+198 |
Feb19 |
171129 |
1313.5 |
1313.5 |
1313.5 |
1313.5 |
-12.6 |
3 |
421 |
+1 |
Apr19 |
171129 |
1318.5 |
1324.6 |
1318.5 |
1318.5 |
-12.6 |
2 |
691 |
-2 |
Jun19 |
171129 |
1323.1 |
1323.1 |
1323.1 |
1323.1 |
-12.6 |
0 |
1,067 |
+0 |
Aug19 |
171129 |
1327.7 |
1327.7 |
1327.7 |
1327.7 |
-12.6 |
0 |
3 |
+0 |
Oct19 |
171129 |
1332.4 |
1332.4 |
1332.4 |
1332.4 |
|
|
|
|
Silver(CMX) |
Dec17 |
171129 |
1681.0 |
1686.5 |
1645.0 |
1645.7 |
-36.5 |
80,438 |
29,917 |
-13,643 |
Mar18 |
171129 |
1692.0 |
1696.5 |
1655.5 |
1656.1 |
-35.7 |
42,323 |
124,933 |
+9,166 |
May18 |
171129 |
1699.0 |
1702.5 |
1663.0 |
1663.1 |
-35.5 |
2,331 |
16,345 |
+133 |
Jul18 |
171129 |
1706.5 |
1706.5 |
1670.0 |
1670.1 |
-35.3 |
395 |
6,522 |
+27 |
Sep18 |
171129 |
1677.3 |
1677.3 |
1677.3 |
1677.3 |
-35.1 |
139 |
4,184 |
+33 |
Dec18 |
171129 |
1724.0 |
1724.0 |
1687.0 |
1688.1 |
-34.8 |
414 |
6,665 |
+220 |
Mar19 |
171129 |
1698.1 |
1698.1 |
1698.1 |
1698.1 |
-34.8 |
0 |
6 |
+0 |
Total Volume and Open Interest |
126,468 |
191,085 |
-4,033 |
Platinum(NYMEX) |
Jan18 |
171129 |
951.5 |
955.7 |
940.3 |
941.2 |
-11.6 |
16,861 |
67,915 |
-427 |
Apr18 |
171129 |
955.6 |
959.2 |
945.0 |
945.7 |
-11.5 |
423 |
10,031 |
+205 |
Jul18 |
171129 |
961.5 |
961.5 |
949.4 |
950.1 |
-11.2 |
13 |
445 |
+9 |
Oct18 |
171129 |
952.7 |
952.7 |
952.7 |
952.7 |
-11.2 |
0 |
25 |
+0 |
Total Volume and Open Interest |
17,307 |
78,446 |
-215 |
Palladium(NYMEX) |
Dec17 |
171129 |
1023.20 |
1023.95 |
1008.20 |
1009.95 |
-10.70 |
6,374 |
2,685 |
-3,626 |
Mar18 |
171129 |
1022.80 |
1023.80 |
1006.50 |
1008.50 |
-12.15 |
5,874 |
30,770 |
+3,699 |
Jun18 |
171129 |
1015.50 |
1015.50 |
1000.00 |
1001.90 |
-12.20 |
28 |
523 |
+20 |
Total Volume and Open Interest |
12,276 |
34,272 |
+93 |
Copper(CMX) |
Dec17 |
171129 |
306.80 |
308.35 |
303.25 |
304.00 |
-3.15 |
86,955 |
26,295 |
-14,878 |
Mar18 |
171129 |
309.50 |
311.25 |
306.15 |
306.85 |
-3.00 |
64,583 |
161,940 |
+12,296 |
May18 |
171129 |
311.05 |
312.65 |
307.50 |
308.25 |
-2.95 |
5,380 |
30,288 |
+1,052 |
Jul18 |
171129 |
313.35 |
313.35 |
308.60 |
309.35 |
-2.90 |
1,108 |
21,204 |
+183 |
Sep18 |
171129 |
310.90 |
311.20 |
310.05 |
310.30 |
-2.85 |
480 |
8,230 |
+72 |
Total Volume and Open Interest |
159,539 |
278,291 |
-1,224 |
E-mini DJIA Index(CBOT) |
Dec17 |
171129 |
23804 |
23946 |
23790 |
23918 |
+107 |
101,427 |
146,960 |
+248 |
Mar18 |
171129 |
23811 |
23946 |
23791 |
23921 |
+110 |
311 |
2,886 |
+82 |
Jun18 |
171129 |
23785 |
23939 |
23785 |
23907 |
+110 |
1 |
39 |
+1 |
Sep18 |
171129 |
23920 |
23920 |
23870 |
23870 |
+110 |
0 |
15 |
+0 |
Total Volume and Open Interest |
101,739 |
149,900 |
+331 |
S & P 500(CME) |
Dec17 |
171129 |
2625.60 |
2634.00 |
2620.00 |
2625.10 |
-0.90 |
3,063 |
70,177 |
+1,219 |
Mar18 |
171129 |
2630.50 |
2634.60 |
2622.60 |
2627.00 |
-0.60 |
67 |
5,220 |
+0 |
Jun18 |
171129 |
2627.90 |
2635.20 |
2623.20 |
2627.90 |
-0.30 |
0 |
300 |
+0 |
Sep18 |
171129 |
2629.80 |
2637.00 |
2625.00 |
2629.80 |
-0.20 |
|
|
|
Total Volume and Open Interest |
3,130 |
75,697 |
+1,219 |
S & P 500 E-Mini(CME) |
Dec17 |
171129 |
2625.50 |
2634.25 |
2619.75 |
2625.00 |
-1.00 |
960,112 |
3,200,150 |
-3,894 |
Mar18 |
171129 |
2626.75 |
2636.00 |
2621.75 |
2627.00 |
-0.50 |
26,601 |
128,613 |
+13,654 |
Jun18 |
171129 |
2626.75 |
2636.25 |
2622.50 |
2628.00 |
-0.25 |
89 |
7,317 |
+43 |
Sep18 |
171129 |
2628.50 |
2635.75 |
2626.25 |
2629.75 |
-0.25 |
0 |
79 |
+0 |
Total Volume and Open Interest |
986,805 |
3,336,198 |
+9,803 |
NASDAQ 100 E-Mini(CME) |
Dec17 |
171129 |
6423.50 |
6428.50 |
6283.00 |
6305.50 |
-114.80 |
204,123 |
289,778 |
-346 |
Mar18 |
171129 |
6440.50 |
6445.00 |
6301.00 |
6323.00 |
-114.00 |
1,441 |
2,951 |
+50 |
Jun18 |
171129 |
6455.00 |
6456.80 |
6323.30 |
6337.00 |
-114.00 |
14 |
302 |
+8 |
Total Volume and Open Interest |
205,578 |
293,037 |
-288 |
S&P Midcap 400(CME) e-Mini |
Dec17 |
171129 |
1879.20 |
1894.30 |
1877.70 |
1888.60 |
+8.60 |
10,724 |
93,286 |
-1,077 |
Mar18 |
171129 |
1890.00 |
1893.20 |
1886.10 |
1889.90 |
+8.60 |
2 |
11 |
+2 |
Jun18 |
171129 |
1889.50 |
1889.50 |
1889.50 |
1889.50 |
+8.60 |
0 |
2 |
+0 |
Total Volume and Open Interest |
10,726 |
93,299 |
-1,075 |
Volatility Index(CBOE) |
Nov17 |
171115 |
12.05 |
13.35 |
11.98 |
13.05 |
+1.00 |
100,058 |
113,622 |
-27,974 |
Dec17 |
171129 |
11.30 |
11.75 |
11.25 |
11.48 |
+0.20 |
72,645 |
325,194 |
-3,919 |
Jan18 |
171129 |
12.75 |
13.05 |
12.70 |
12.93 |
+0.20 |
40,965 |
172,415 |
+7,235 |
Feb18 |
171129 |
13.70 |
14.00 |
13.65 |
13.93 |
+0.25 |
17,035 |
54,934 |
+1,739 |
Total Volume and Open Interest |
142,526 |
635,948 |
+6,615 |
S & P 600(CME) |
Dec17 |
171129 |
943.90 |
943.90 |
943.90 |
943.90 |
+6.00 |
|
|
|
Mar18 |
171129 |
940.70 |
940.70 |
940.70 |
940.70 |
+6.00 |
|
|
|
Total Volume and Open Interest |
|
|
|
Russell 2000 Mini(ICE) |
Dec17 |
171129 |
1535.60 |
1550.60 |
1534.50 |
1541.20 |
+5.00 |
21,586 |
68,675 |
+192 |
Mar18 |
171129 |
1539.90 |
1548.80 |
1539.90 |
1543.10 |
+5.40 |
6 |
189 |
+5 |
Jun18 |
171129 |
1546.00 |
1546.00 |
1543.10 |
1543.10 |
+5.40 |
0 |
6 |
+0 |
Total Volume and Open Interest |
21,592 |
68,870 |
+197 |
Nikkei 225(CME) |
Dec17 |
171129 |
22600 |
22805 |
22525 |
22655 |
+20 |
13,268 |
41,474 |
-387 |
Mar18 |
171129 |
22690 |
22825 |
22570 |
22670 |
+15 |
146 |
399 |
+29 |
Total Volume and Open Interest |
13,414 |
41,873 |
-358 |
Nikkei 225(SGX) |
Dec17 |
171129 |
22625 |
22645 |
22605 |
22625 |
+120 |
65,651 |
203,278 |
+857 |
Mar18 |
171129 |
22595 |
22595 |
22585 |
22585 |
+125 |
571 |
4,532 |
+538 |
Jun18 |
171128 |
22320 |
22320 |
22320 |
22320 |
+5 |
0 |
1,096 |
+0 |
Total Volume and Open Interest |
46,741 |
216,735 |
-2,702 |
Nikkei 225 Mini(JPX) |
Dec17 |
171128 |
22515 |
22595 |
22370 |
22500 |
unch |
892,167 |
524,026 |
+7,754 |
Mar18 |
171128 |
22475 |
22545 |
22325 |
22460 |
unch |
41,589 |
57,959 |
+4,131 |
Jun18 |
171128 |
22310 |
22385 |
22170 |
22300 |
+10 |
235 |
2,531 |
+82 |
Total Volume and Open Interest |
945,918 |
640,833 |
+17,512 |
Nikkei 225(JPX) |
Dec17 |
171128 |
22520 |
22590 |
22370 |
22500 |
unch |
57,852 |
392,411 |
+96 |
Mar18 |
171128 |
22480 |
22540 |
22330 |
22460 |
unch |
1,971 |
40,911 |
+1,198 |
Jun18 |
171128 |
22360 |
22360 |
22220 |
22300 |
+10 |
20 |
13,567 |
+17 |
Total Volume and Open Interest |
59,854 |
523,285 |
+1,402 |
Nikkei 225(CME) Yen |
Dec17 |
171129 |
22595 |
22800 |
22510 |
22655 |
+25 |
35,923 |
62,280 |
+865 |
Mar18 |
171129 |
22590 |
22760 |
22500 |
22615 |
+30 |
229 |
333 |
+120 |
Jun18 |
171129 |
22455 |
22455 |
22455 |
22455 |
+30 |
|
|
|
Total Volume and Open Interest |
36,153 |
62,614 |
+986 |
Nikkei 225(CME) e-Mini Yen |
Dec17 |
171129 |
22530 |
22750 |
22530 |
22650 |
+20 |
0 |
15 |
+0 |
Mar18 |
171129 |
22610 |
22615 |
22610 |
22610 |
+30 |
|
|
|
Jun18 |
171129 |
22450 |
22455 |
22450 |
22450 |
+30 |
|
|
|
Total Volume and Open Interest |
0 |
15 |
+0 |
CAC 40(EURONEXT) |
Dec17 |
171129 |
5410.0 |
5437.0 |
5384.0 |
5393.5 |
+8.0 |
60,296 |
316,004 |
+2,413 |
Jan18 |
171129 |
5402.0 |
5427.5 |
5380.0 |
5385.5 |
+8.0 |
22 |
113 |
+1 |
Feb18 |
171129 |
5383.5 |
5383.5 |
5383.5 |
5383.5 |
+8.0 |
|
|
|
Mar18 |
171129 |
5414.5 |
5417.0 |
5381.5 |
5381.5 |
+8.5 |
2 |
15,070 |
+0 |
Total Volume and Open Interest |
60,320 |
331,191 |
+2,414 |
Hang Seng Index(HKFE) |
Nov17 |
171129 |
29655 |
29837 |
29559 |
29624 |
-35 |
205,376 |
68,805 |
-43,065 |
Dec17 |
171129 |
29689 |
29880 |
29593 |
29667 |
-32 |
88,538 |
103,163 |
+41,273 |
Total Volume and Open Interest |
294,785 |
178,816 |
-1,738 |
DAX(EUREX) |
Dec17 |
171129 |
13124.5 |
13197.0 |
13028.5 |
13052.0 |
-5.0 |
97,382 |
151,316 |
-4,389 |
Mar18 |
171129 |
13130.0 |
13190.0 |
13026.0 |
13047.0 |
-5.0 |
1,192 |
12,224 |
+544 |
Jun18 |
171129 |
13165.5 |
13204.0 |
13055.0 |
13071.0 |
-4.5 |
28 |
844 |
+6 |
Total Volume and Open Interest |
98,602 |
164,384 |
-3,839 |
Mini-DAX(EUREX) |
Dec17 |
171129 |
13125.0 |
13198.0 |
13029.0 |
13052.0 |
-5.0 |
38,762 |
13,522 |
+263 |
Mar18 |
171129 |
13128.0 |
13192.0 |
13035.0 |
13047.0 |
-5.0 |
161 |
294 |
+16 |
Jun18 |
171129 |
13071.0 |
13071.0 |
13071.0 |
13071.0 |
-4.5 |
3 |
470 |
+4 |
Total Volume and Open Interest |
38,926 |
14,286 |
+283 |
DJ EuroSTOXX 50(EUREX) |
Dec17 |
171129 |
3600 |
3617 |
3580 |
3587 |
+5 |
900,893 |
3,610,814 |
+9,532 |
Mar18 |
171129 |
3588 |
3604 |
3569 |
3574 |
+5 |
226,503 |
426,876 |
+2,666 |
Jun18 |
171129 |
3510 |
3520 |
3485 |
3491 |
+5 |
7 |
38,657 |
+2 |
Total Volume and Open Interest |
1,127,403 |
4,076,347 |
+12,200 |
Swiss Market Index(EUREX) |
Dec17 |
171129 |
9365 |
9373 |
9282 |
9315 |
-5 |
35,233 |
200,165 |
-1,710 |
Mar18 |
171129 |
9265 |
9265 |
9185 |
9216 |
-5 |
125 |
10,154 |
+1,747 |
Jun18 |
171129 |
9048 |
9048 |
9048 |
9048 |
-5 |
0 |
498 |
+150 |
Total Volume and Open Interest |
35,358 |
210,817 |
+187 |
FT-SE 100(EURONEXT) |
Dec17 |
171129 |
7439.50 |
7443.50 |
7352.00 |
7393.00 |
-73.50 |
84,466 |
623,775 |
-19,596 |
Mar18 |
171129 |
7384.50 |
7386.00 |
7319.50 |
7336.50 |
-73.00 |
1,142 |
15,604 |
+584 |
Jun18 |
171129 |
7255.50 |
7255.50 |
7255.50 |
7255.50 |
-72.50 |
|
|
|
Total Volume and Open Interest |
85,608 |
639,379 |
-19,012 |
SPI 200(SFE) |
Dec17 |
171129 |
5990.0 |
6042.0 |
5987.0 |
6019.0 |
+30.0 |
23,154 |
287,034 |
-134 |
Mar18 |
171129 |
5980.0 |
5980.0 |
5965.0 |
5965.0 |
+30.0 |
0 |
1,550 |
+0 |
Jun18 |
171129 |
5949.0 |
5949.0 |
5949.0 |
5949.0 |
+30.0 |
0 |
3,362 |
+0 |
Total Volume and Open Interest |
23,154 |
294,704 |
-134 |
FTSE MIB(ISE) |
Dec17 |
171129 |
22390.00 |
22510.00 |
22260.00 |
22296.00 |
+16.00 |
25,687 |
36,340 |
+1,600 |
Mar18 |
171129 |
22315.00 |
22415.00 |
22200.00 |
22219.00 |
+16.00 |
119 |
252 |
+61 |
Jun18 |
171129 |
21707.00 |
21707.00 |
21707.00 |
21707.00 |
+16.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
25,806 |
36,597 |
+1,661 |
KOSPI 200(KFE) |
Dec17 |
171129 |
331.15 |
331.15 |
330.85 |
331.05 |
unch |
229,967 |
278,401 |
+10,447 |
Mar18 |
171129 |
328.55 |
328.55 |
328.50 |
328.50 |
-0.10 |
1,271 |
33,830 |
+2,062 |
Jun18 |
171129 |
320.30 |
329.15 |
320.30 |
329.15 |
+0.30 |
12 |
15,139 |
+3 |
Total Volume and Open Interest |
231,254 |
369,037 |
+12,515 |
GSCI(CME) |
Dec17 |
171129 |
427.70 |
428.75 |
426.60 |
426.60 |
-2.05 |
353 |
14,700 |
-252 |
Jan18 |
171129 |
426.65 |
426.65 |
426.65 |
426.65 |
-1.80 |
0 |
520 |
+520 |
Feb18 |
171129 |
427.25 |
427.25 |
427.25 |
427.25 |
-1.80 |
|
|
|
Total Volume and Open Interest |
353 |
15,220 |
-252 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|