|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Tue August 27, 2019 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep19 |
190827 |
851.50 |
852.00 |
843.00 |
846.25 |
-7.50 |
35,504 |
44,496 |
-19,171 |
Nov19 |
190827 |
865.00 |
866.00 |
856.00 |
859.25 |
-8.00 |
156,671 |
359,637 |
+6,457 |
Jan20 |
190827 |
878.50 |
879.00 |
870.00 |
873.00 |
-7.50 |
38,420 |
91,118 |
+195 |
Mar20 |
190827 |
891.50 |
892.00 |
883.25 |
886.25 |
-7.25 |
32,963 |
75,788 |
+2,842 |
May20 |
190827 |
903.00 |
903.00 |
894.75 |
897.25 |
-7.00 |
6,353 |
29,057 |
+366 |
Jul20 |
190827 |
913.00 |
913.50 |
906.00 |
908.00 |
-6.75 |
6,907 |
30,181 |
+1,052 |
Aug20 |
190827 |
916.00 |
916.00 |
912.25 |
912.50 |
-6.50 |
819 |
2,718 |
+473 |
Sep20 |
190827 |
916.75 |
919.25 |
915.25 |
916.25 |
-6.25 |
490 |
1,266 |
+172 |
Nov20 |
190827 |
929.00 |
929.25 |
924.00 |
925.25 |
-5.75 |
3,532 |
15,999 |
-122 |
Jan21 |
190827 |
935.50 |
936.50 |
934.00 |
935.00 |
-5.25 |
107 |
273 |
+8 |
Mar21 |
190827 |
939.50 |
940.75 |
938.75 |
940.25 |
-4.25 |
9 |
173 |
+0 |
May21 |
190827 |
945.00 |
947.50 |
944.75 |
947.50 |
-4.00 |
2 |
43 |
+1 |
Jul21 |
190827 |
956.25 |
956.25 |
953.50 |
956.00 |
-3.25 |
0 |
50 |
+0 |
Aug21 |
190827 |
954.75 |
954.75 |
954.75 |
954.75 |
-3.00 |
0 |
24 |
+0 |
Total Volume and Open Interest |
281,808 |
651,045 |
-7,725 |
Soybean Meal(CBOT) |
Sep19 |
190827 |
291.50 |
292.60 |
289.10 |
291.50 |
-1.50 |
27,985 |
40,567 |
-6,188 |
Oct19 |
190827 |
293.40 |
294.60 |
291.20 |
293.60 |
-1.40 |
14,814 |
49,644 |
+2,190 |
Dec19 |
190827 |
297.10 |
298.00 |
294.60 |
297.00 |
-1.60 |
52,361 |
202,334 |
+1,312 |
Jan20 |
190827 |
298.80 |
299.20 |
296.10 |
298.40 |
-1.60 |
7,127 |
44,526 |
+868 |
Mar20 |
190827 |
301.80 |
301.90 |
299.10 |
301.10 |
-1.60 |
8,710 |
52,410 |
+2,036 |
May20 |
190827 |
305.10 |
305.10 |
302.50 |
304.20 |
-1.70 |
4,236 |
22,628 |
+1,042 |
Jul20 |
190827 |
309.20 |
309.20 |
306.50 |
308.10 |
-1.70 |
3,012 |
19,329 |
+876 |
Aug20 |
190827 |
309.80 |
310.50 |
308.30 |
309.80 |
-1.70 |
251 |
5,194 |
+92 |
Sep20 |
190827 |
311.30 |
312.10 |
310.00 |
311.50 |
-1.60 |
88 |
3,827 |
+11 |
Oct20 |
190827 |
312.70 |
312.90 |
310.90 |
312.40 |
-1.60 |
90 |
3,405 |
+8 |
Total Volume and Open Interest |
119,117 |
450,780 |
+2,495 |
Soybean Oil(CBOT) |
Sep19 |
190827 |
28.40 |
28.40 |
27.96 |
28.01 |
-0.32 |
23,839 |
29,368 |
-8,254 |
Oct19 |
190827 |
28.45 |
28.47 |
28.09 |
28.14 |
-0.31 |
18,254 |
41,825 |
+3,102 |
Dec19 |
190827 |
28.75 |
28.75 |
28.30 |
28.35 |
-0.34 |
50,453 |
221,767 |
+455 |
Jan20 |
190827 |
28.91 |
28.93 |
28.52 |
28.57 |
-0.34 |
8,490 |
61,848 |
+484 |
Mar20 |
190827 |
29.18 |
29.21 |
28.79 |
28.84 |
-0.34 |
7,702 |
67,816 |
+1,745 |
May20 |
190827 |
29.45 |
29.49 |
29.09 |
29.15 |
-0.31 |
1,683 |
24,354 |
-23 |
Jul20 |
190827 |
29.74 |
29.78 |
29.42 |
29.45 |
-0.32 |
1,718 |
17,518 |
-113 |
Aug20 |
190827 |
29.72 |
29.79 |
29.58 |
29.62 |
-0.32 |
382 |
2,398 |
+23 |
Sep20 |
190827 |
29.82 |
29.84 |
29.71 |
29.75 |
-0.32 |
834 |
2,980 |
+582 |
Oct20 |
190827 |
29.95 |
30.01 |
29.82 |
29.85 |
-0.32 |
846 |
1,861 |
+34 |
Total Volume and Open Interest |
114,485 |
479,013 |
-1,908 |
Canola(WCE) |
Nov19 |
190827 |
448.4 |
449.2 |
444.5 |
446.4 |
-2.0 |
7,647 |
113,569 |
+97 |
Jan20 |
190827 |
455.9 |
456.7 |
452.5 |
454.3 |
-1.9 |
1,494 |
36,936 |
-266 |
Mar20 |
190827 |
462.8 |
464.0 |
459.5 |
461.5 |
-1.7 |
572 |
7,261 |
+43 |
May20 |
190827 |
470.4 |
470.4 |
466.1 |
468.1 |
-1.5 |
214 |
2,530 |
-55 |
Jul20 |
190827 |
477.1 |
477.1 |
472.5 |
474.5 |
-1.6 |
176 |
2,649 |
+25 |
Total Volume and Open Interest |
10,205 |
164,667 |
-81 |
Corn(CBOT) |
Sep19 |
190827 |
359.00 |
360.00 |
356.75 |
357.00 |
-1.50 |
169,868 |
189,795 |
-69,712 |
Dec19 |
190827 |
368.25 |
369.25 |
365.75 |
366.25 |
-2.00 |
231,913 |
857,810 |
+6,288 |
Mar20 |
190827 |
380.75 |
381.25 |
377.75 |
377.75 |
-2.75 |
38,700 |
276,384 |
-2,442 |
May20 |
190827 |
389.00 |
389.00 |
386.00 |
386.00 |
-3.00 |
14,259 |
83,563 |
+3,113 |
Jul20 |
190827 |
396.00 |
396.25 |
393.00 |
393.00 |
-2.75 |
10,510 |
125,160 |
+1,212 |
Sep20 |
190827 |
399.25 |
399.50 |
397.00 |
397.00 |
-2.25 |
2,162 |
37,499 |
+640 |
Dec20 |
190827 |
404.75 |
405.00 |
402.50 |
403.25 |
-1.25 |
15,999 |
98,365 |
-1,553 |
Mar21 |
190827 |
414.50 |
414.50 |
412.75 |
413.00 |
-1.75 |
299 |
4,347 |
-68 |
May21 |
190827 |
420.00 |
420.00 |
418.50 |
418.75 |
-1.75 |
1 |
708 |
+0 |
Jul21 |
190827 |
423.25 |
423.50 |
422.50 |
422.50 |
-2.00 |
22 |
2,092 |
+1 |
Total Volume and Open Interest |
484,040 |
1,680,964 |
-62,369 |
Wheat(CBOT) |
Sep19 |
190827 |
472.75 |
477.50 |
470.75 |
473.75 |
+0.75 |
50,829 |
33,517 |
-25,834 |
Dec19 |
190827 |
474.50 |
479.75 |
472.75 |
476.75 |
+1.50 |
54,997 |
195,482 |
+1,776 |
Mar20 |
190827 |
481.25 |
485.25 |
479.25 |
481.75 |
+0.25 |
12,161 |
73,520 |
+629 |
May20 |
190827 |
484.75 |
488.00 |
483.00 |
484.25 |
-0.75 |
4,275 |
18,796 |
+601 |
Jul20 |
190827 |
488.25 |
490.75 |
486.00 |
487.00 |
-1.50 |
5,180 |
31,444 |
+263 |
Sep20 |
190827 |
495.25 |
498.25 |
493.75 |
494.75 |
-1.25 |
390 |
5,674 |
+36 |
Total Volume and Open Interest |
128,124 |
367,645 |
-22,441 |
Wheat(KCBT) |
Sep19 |
190827 |
389.00 |
394.50 |
387.50 |
392.75 |
+3.75 |
19,798 |
35,962 |
-8,156 |
Dec19 |
190827 |
401.75 |
406.25 |
400.25 |
404.75 |
+2.75 |
31,804 |
170,085 |
+4,663 |
Mar20 |
190827 |
416.25 |
421.25 |
415.50 |
420.00 |
+2.50 |
8,370 |
53,067 |
+991 |
May20 |
190827 |
427.50 |
431.00 |
426.50 |
429.75 |
+1.50 |
2,118 |
14,876 |
+11 |
Jul20 |
190827 |
437.00 |
440.50 |
437.00 |
439.25 |
+1.00 |
1,339 |
13,078 |
+166 |
Sep20 |
190827 |
452.75 |
452.75 |
449.50 |
451.75 |
+0.50 |
362 |
3,547 |
+10 |
Dec20 |
190827 |
469.25 |
470.25 |
466.75 |
469.25 |
+0.50 |
347 |
3,856 |
+175 |
Total Volume and Open Interest |
64,153 |
294,646 |
-2,139 |
Wheat(MGE) |
Sep19 |
190827 |
492.50 |
496.50 |
492.25 |
494.25 |
+1.50 |
5,586 |
11,184 |
-3,025 |
Dec19 |
190827 |
512.00 |
515.50 |
511.00 |
511.00 |
-0.75 |
6,683 |
38,536 |
+54 |
Mar20 |
190827 |
525.00 |
528.25 |
523.75 |
524.25 |
-1.00 |
3,073 |
11,381 |
+827 |
May20 |
190827 |
534.50 |
537.00 |
533.75 |
533.75 |
-0.75 |
598 |
4,043 |
+4 |
Jul20 |
190827 |
545.00 |
546.50 |
543.50 |
543.50 |
-0.25 |
730 |
3,659 |
+194 |
Sep20 |
190827 |
555.00 |
555.00 |
553.00 |
553.00 |
-0.50 |
777 |
2,745 |
+330 |
Total Volume and Open Interest |
17,868 |
72,913 |
-1,478 |
Oats(CBOT) |
Sep19 |
190827 |
257.50 |
258.75 |
252.00 |
256.25 |
-6.75 |
21 |
76 |
-58 |
Dec19 |
190827 |
268.75 |
271.00 |
266.75 |
267.00 |
-3.00 |
245 |
4,096 |
-24 |
Mar20 |
190827 |
274.00 |
274.00 |
271.25 |
271.25 |
-2.75 |
27 |
316 |
+20 |
May20 |
190827 |
271.00 |
271.00 |
271.00 |
271.00 |
-2.75 |
0 |
15 |
+0 |
Total Volume and Open Interest |
293 |
4,505 |
-62 |
Rough Rice(CBOT) |
Sep19 |
190827 |
11.20 |
11.20 |
11.13 |
11.15 |
-0.07 |
860 |
1,786 |
-721 |
Nov19 |
190827 |
11.51 |
11.53 |
11.43 |
11.45 |
-0.07 |
1,084 |
6,637 |
+187 |
Jan20 |
190827 |
11.71 |
11.71 |
11.66 |
11.69 |
-0.05 |
7 |
84 |
+1 |
Mar20 |
190827 |
11.86 |
11.86 |
11.86 |
11.86 |
-0.05 |
0 |
34 |
+0 |
Total Volume and Open Interest |
1,951 |
8,542 |
-533 |
Live Cattle(CME) |
Aug19 |
190827 |
105.500 |
105.550 |
104.700 |
104.750 |
-0.730 |
1,628 |
2,348 |
-994 |
Oct19 |
190827 |
101.100 |
101.330 |
99.200 |
99.785 |
-1.215 |
22,296 |
145,941 |
+44 |
Dec19 |
190827 |
106.180 |
106.250 |
104.285 |
104.800 |
-1.180 |
11,742 |
81,129 |
+1,256 |
Feb20 |
190827 |
111.000 |
111.385 |
109.785 |
110.385 |
-0.765 |
8,596 |
56,217 |
+121 |
Apr20 |
190827 |
113.000 |
113.230 |
111.830 |
112.480 |
-0.700 |
4,534 |
27,740 |
+977 |
Jun20 |
190827 |
105.885 |
106.080 |
104.750 |
105.400 |
-0.600 |
1,706 |
13,690 |
-6 |
Total Volume and Open Interest |
50,928 |
332,518 |
+1,429 |
Feeder Cattle(CME) |
Aug19 |
190827 |
138.880 |
138.900 |
138.435 |
138.550 |
-0.100 |
1,029 |
2,887 |
-10 |
Sep19 |
190827 |
136.000 |
136.535 |
133.285 |
133.785 |
-2.215 |
6,001 |
6,226 |
-759 |
Oct19 |
190827 |
134.200 |
134.825 |
131.650 |
132.500 |
-1.880 |
7,761 |
18,528 |
+801 |
Nov19 |
190827 |
134.050 |
134.550 |
131.485 |
132.600 |
-1.435 |
2,900 |
8,296 |
-2 |
Jan20 |
190827 |
132.050 |
133.000 |
129.685 |
131.200 |
-0.985 |
1,731 |
6,672 |
-114 |
Mar20 |
190827 |
132.100 |
132.485 |
129.435 |
131.035 |
-0.915 |
892 |
3,482 |
+86 |
Apr20 |
190827 |
133.485 |
133.485 |
130.485 |
132.075 |
-1.055 |
241 |
936 |
+53 |
Total Volume and Open Interest |
20,641 |
47,269 |
+74 |
Lean Hogs(CME) |
Oct19 |
190827 |
64.250 |
64.400 |
62.400 |
63.235 |
-0.565 |
23,204 |
95,097 |
-1,989 |
Dec19 |
190827 |
63.035 |
63.300 |
61.500 |
62.900 |
-0.135 |
16,278 |
60,576 |
-1,233 |
Feb20 |
190827 |
70.200 |
70.350 |
68.450 |
70.100 |
-0.100 |
8,206 |
46,192 |
+323 |
Apr20 |
190827 |
75.500 |
75.580 |
73.785 |
75.300 |
-0.180 |
3,382 |
32,582 |
+238 |
May20 |
190827 |
80.635 |
81.385 |
79.900 |
80.930 |
-0.470 |
14 |
649 |
+2 |
Jun20 |
190827 |
85.600 |
85.600 |
84.050 |
85.100 |
-0.630 |
1,556 |
15,342 |
-90 |
Jul20 |
190827 |
85.950 |
85.950 |
84.535 |
85.285 |
-0.765 |
350 |
4,277 |
+63 |
Aug20 |
190827 |
84.850 |
84.850 |
83.650 |
84.150 |
-1.135 |
220 |
2,206 |
+10 |
Total Volume and Open Interest |
53,372 |
260,467 |
-2,632 |
Class III Milk(CME) |
Aug19 |
190827 |
17.61 |
17.62 |
17.56 |
17.60 |
unch |
20 |
2,786 |
-15 |
Sep19 |
190827 |
17.25 |
17.30 |
17.22 |
17.30 |
+0.05 |
510 |
3,598 |
+46 |
Oct19 |
190827 |
17.45 |
17.49 |
17.40 |
17.43 |
-0.06 |
252 |
2,971 |
-20 |
Nov19 |
190827 |
17.31 |
17.35 |
17.26 |
17.29 |
-0.04 |
79 |
2,433 |
+11 |
Dec19 |
190827 |
16.94 |
16.94 |
16.90 |
16.91 |
-0.01 |
49 |
2,214 |
-5 |
Jan20 |
190827 |
16.43 |
16.47 |
16.43 |
16.47 |
-0.02 |
26 |
1,047 |
-1 |
Feb20 |
190827 |
16.28 |
16.30 |
16.28 |
16.28 |
-0.04 |
59 |
884 |
+33 |
Mar20 |
190827 |
16.34 |
16.36 |
16.34 |
16.34 |
unch |
15 |
860 |
+1 |
Apr20 |
190827 |
16.43 |
16.43 |
16.43 |
16.43 |
unch |
11 |
597 |
+0 |
May20 |
190827 |
16.57 |
16.57 |
16.57 |
16.57 |
unch |
10 |
643 |
-2 |
Jun20 |
190827 |
16.72 |
16.73 |
16.71 |
16.73 |
+0.02 |
17 |
667 |
+3 |
Jul20 |
190827 |
16.89 |
16.89 |
16.89 |
16.89 |
+0.01 |
21 |
331 |
+6 |
Aug20 |
190827 |
16.98 |
17.01 |
16.98 |
16.98 |
unch |
18 |
241 |
+13 |
Total Volume and Open Interest |
1,159 |
20,091 |
+92 |
Cocoa(ICE) |
Sep19 |
190827 |
2206 |
2206 |
2206 |
2206 |
+9 |
2 |
4 |
-2 |
Dec19 |
190827 |
2235 |
2261 |
2224 |
2247 |
+9 |
17,832 |
110,105 |
+1,763 |
Mar20 |
190827 |
2250 |
2272 |
2243 |
2264 |
+13 |
7,512 |
64,543 |
+606 |
May20 |
190827 |
2254 |
2278 |
2251 |
2272 |
+12 |
3,384 |
34,262 |
+730 |
Jul20 |
190827 |
2266 |
2283 |
2256 |
2276 |
+12 |
1,527 |
16,039 |
+92 |
Sep20 |
190827 |
2270 |
2281 |
2260 |
2274 |
+11 |
497 |
11,559 |
+27 |
Dec20 |
190827 |
2252 |
2265 |
2239 |
2259 |
+12 |
496 |
21,686 |
+72 |
Total Volume and Open Interest |
31,472 |
267,910 |
+3,372 |
Coffee "C"(ICE) |
Sep19 |
190827 |
93.85 |
93.85 |
93.40 |
93.80 |
-0.35 |
21 |
165 |
-31 |
Dec19 |
190827 |
97.35 |
98.00 |
96.40 |
97.15 |
-0.35 |
15,073 |
130,268 |
-1,426 |
Mar20 |
190827 |
101.10 |
101.55 |
100.05 |
100.75 |
-0.35 |
4,327 |
57,569 |
-734 |
May20 |
190827 |
103.50 |
103.75 |
102.45 |
103.05 |
-0.45 |
3,124 |
28,491 |
+377 |
Jul20 |
190827 |
105.60 |
105.90 |
104.60 |
105.25 |
-0.45 |
1,845 |
15,068 |
+466 |
Sep20 |
190827 |
107.90 |
107.90 |
106.65 |
107.20 |
-0.55 |
924 |
9,237 |
+246 |
Total Volume and Open Interest |
25,942 |
259,660 |
-1,110 |
Orange Juice(ICE) |
Sep19 |
190827 |
98.50 |
99.50 |
97.75 |
99.25 |
+0.75 |
934 |
3,635 |
-830 |
Nov19 |
190827 |
100.25 |
102.85 |
100.25 |
102.25 |
+1.05 |
1,238 |
13,041 |
+731 |
Jan20 |
190827 |
103.40 |
104.90 |
102.85 |
104.35 |
+1.10 |
152 |
1,316 |
+110 |
Mar20 |
190827 |
107.00 |
107.00 |
106.75 |
106.75 |
+1.20 |
33 |
683 |
+26 |
May20 |
190827 |
109.55 |
109.55 |
109.55 |
109.55 |
+1.20 |
3 |
477 |
+1 |
Jul20 |
190827 |
112.30 |
112.30 |
112.30 |
112.30 |
+1.20 |
2 |
294 |
+1 |
Total Volume and Open Interest |
2,362 |
19,750 |
+39 |
Sugar #11(ICE) |
Oct19 |
190827 |
11.42 |
11.48 |
11.16 |
11.24 |
-0.19 |
33,874 |
518,099 |
-2,375 |
Mar20 |
190827 |
12.48 |
12.52 |
12.27 |
12.35 |
-0.13 |
20,520 |
294,524 |
+2,843 |
May20 |
190827 |
12.59 |
12.63 |
12.40 |
12.49 |
-0.10 |
8,517 |
98,155 |
-584 |
Jul20 |
190827 |
12.69 |
12.73 |
12.51 |
12.60 |
-0.08 |
5,747 |
60,392 |
-156 |
Oct20 |
190827 |
12.88 |
12.92 |
12.73 |
12.81 |
-0.06 |
2,879 |
46,481 |
+154 |
Mar21 |
190827 |
13.42 |
13.45 |
13.28 |
13.35 |
-0.05 |
880 |
27,958 |
+266 |
May21 |
190827 |
13.47 |
13.48 |
13.35 |
13.40 |
-0.04 |
119 |
4,436 |
+46 |
Jul21 |
190827 |
13.49 |
13.50 |
13.37 |
13.42 |
-0.04 |
93 |
3,883 |
+43 |
Total Volume and Open Interest |
72,743 |
1,056,100 |
+315 |
London Cocoa(LCE) |
Sep19 |
190827 |
1647 |
1658 |
1631 |
1644 |
-3 |
2,063 |
44,291 |
-588 |
Dec19 |
190827 |
1714 |
1729 |
1705 |
1716 |
-1 |
13,684 |
77,987 |
-2,327 |
Mar20 |
190827 |
1730 |
1740 |
1719 |
1728 |
unch |
9,868 |
63,788 |
+585 |
May20 |
190827 |
1730 |
1741 |
1722 |
1729 |
+1 |
4,780 |
35,073 |
+744 |
Jul20 |
190827 |
1730 |
1742 |
1724 |
1730 |
-1 |
3,381 |
27,675 |
+207 |
Sep20 |
190827 |
1724 |
1735 |
1718 |
1722 |
-2 |
1,981 |
26,813 |
+557 |
Dec20 |
190827 |
1706 |
1716 |
1700 |
1705 |
-1 |
1,205 |
24,113 |
+372 |
Total Volume and Open Interest |
39,337 |
310,980 |
+370 |
London Sugar(LCE) |
Oct19 |
190827 |
310.70 |
311.00 |
305.20 |
306.10 |
-4.30 |
6,286 |
44,589 |
-1,199 |
Dec19 |
190827 |
321.80 |
321.80 |
315.30 |
316.00 |
-4.00 |
4,189 |
35,922 |
+145 |
Mar20 |
190827 |
330.70 |
330.80 |
324.50 |
325.30 |
-4.40 |
1,825 |
21,597 |
+361 |
May20 |
190827 |
337.80 |
338.30 |
332.00 |
333.30 |
-4.20 |
248 |
6,333 |
+70 |
Aug20 |
190827 |
345.80 |
346.10 |
340.70 |
341.50 |
-4.10 |
69 |
3,259 |
+8 |
Total Volume and Open Interest |
12,642 |
113,457 |
-615 |
Cotton(ICE) |
Oct19 |
190827 |
57.25 |
58.61 |
57.24 |
57.54 |
-0.12 |
7 |
268 |
-4 |
Dec19 |
190827 |
57.59 |
59.49 |
57.40 |
57.92 |
+0.10 |
15,075 |
136,645 |
-56 |
Mar20 |
190827 |
58.50 |
60.14 |
58.34 |
58.73 |
-0.01 |
3,217 |
46,862 |
-125 |
May20 |
190827 |
59.72 |
60.82 |
59.28 |
59.58 |
-0.07 |
870 |
8,930 |
+275 |
Jul20 |
190827 |
60.83 |
61.71 |
60.39 |
60.58 |
-0.16 |
810 |
7,716 |
+120 |
Oct20 |
190827 |
61.26 |
61.26 |
61.26 |
61.26 |
-0.17 |
|
|
|
Total Volume and Open Interest |
20,637 |
216,859 |
+378 |
Lumber(CME) |
Sep19 |
190827 |
364.4 |
368.8 |
360.0 |
368.2 |
+4.9 |
231 |
1,258 |
-92 |
Nov19 |
190827 |
358.0 |
364.6 |
355.7 |
364.5 |
+6.6 |
193 |
979 |
+33 |
Jan20 |
190827 |
363.0 |
370.5 |
362.5 |
370.5 |
+6.3 |
3 |
75 |
-1 |
Mar20 |
190827 |
377.1 |
377.1 |
377.1 |
377.1 |
+4.3 |
0 |
3 |
+0 |
Total Volume and Open Interest |
427 |
2,316 |
-60 |
Crude Oil(NYM) |
Oct19 |
190827 |
53.76 |
55.72 |
53.69 |
54.93 |
+1.29 |
807,151 |
361,189 |
-5,219 |
Nov19 |
190827 |
53.65 |
55.54 |
53.57 |
54.77 |
+1.27 |
119,109 |
202,027 |
+187 |
Dec19 |
190827 |
53.44 |
55.19 |
53.30 |
54.46 |
+1.22 |
132,267 |
266,486 |
-5,415 |
Jan20 |
190827 |
53.12 |
54.75 |
52.98 |
54.09 |
+1.18 |
35,764 |
141,802 |
+62 |
Feb20 |
190827 |
52.76 |
54.36 |
52.66 |
53.75 |
+1.15 |
25,404 |
68,831 |
+1,304 |
Mar20 |
190827 |
52.62 |
53.90 |
52.39 |
53.46 |
+1.12 |
27,684 |
92,807 |
-1,466 |
Apr20 |
190827 |
52.42 |
53.46 |
52.18 |
53.20 |
+1.10 |
4,984 |
40,391 |
+128 |
May20 |
190827 |
52.59 |
53.52 |
51.99 |
52.96 |
+1.08 |
3,950 |
41,762 |
-44 |
Jun20 |
190827 |
52.07 |
53.37 |
51.73 |
52.74 |
+1.06 |
35,775 |
163,676 |
-1,547 |
Jul20 |
190827 |
52.16 |
52.64 |
51.60 |
52.53 |
+1.04 |
3,763 |
40,847 |
+129 |
Aug20 |
190827 |
52.16 |
52.83 |
51.41 |
52.34 |
+1.02 |
2,481 |
26,875 |
-40 |
Sep20 |
190827 |
51.81 |
52.17 |
51.81 |
52.17 |
+1.00 |
6,369 |
51,241 |
+31 |
Oct20 |
190827 |
51.50 |
52.09 |
51.50 |
52.03 |
+0.99 |
4,443 |
33,981 |
+1,966 |
Nov20 |
190827 |
51.91 |
51.97 |
51.91 |
51.91 |
+0.98 |
1,353 |
23,355 |
-421 |
Dec20 |
190827 |
51.11 |
52.38 |
50.93 |
51.80 |
+0.95 |
43,038 |
161,828 |
+1,461 |
Jan21 |
190827 |
51.67 |
51.67 |
51.66 |
51.66 |
+0.93 |
347 |
23,442 |
+77 |
Total Volume and Open Interest |
1,276,851 |
1,977,760 |
-8,500 |
e-miNY Crude Oil(NYM) |
Oct19 |
190827 |
53.800 |
55.725 |
53.700 |
54.925 |
+1.275 |
34,592 |
1,795 |
+157 |
Nov19 |
190827 |
53.775 |
55.525 |
53.600 |
54.775 |
+1.275 |
561 |
729 |
+46 |
Dec19 |
190827 |
53.575 |
55.125 |
53.350 |
54.450 |
+1.200 |
146 |
458 |
+32 |
Jan20 |
190827 |
53.300 |
54.550 |
53.150 |
54.100 |
+1.200 |
3 |
122 |
-2 |
Feb20 |
190827 |
53.525 |
53.900 |
53.525 |
53.750 |
+1.150 |
4 |
83 |
-2 |
Mar20 |
190827 |
53.450 |
53.600 |
53.450 |
53.450 |
+1.100 |
0 |
80 |
+0 |
Apr20 |
190827 |
52.700 |
53.300 |
52.700 |
53.200 |
+1.100 |
2 |
132 |
+0 |
May20 |
190827 |
52.950 |
53.000 |
52.950 |
52.950 |
+1.075 |
0 |
138 |
+0 |
Jun20 |
190827 |
51.925 |
52.800 |
51.925 |
52.750 |
+1.075 |
7 |
19 |
+0 |
Jul20 |
190827 |
52.525 |
52.525 |
52.525 |
52.525 |
+1.025 |
0 |
5 |
+0 |
Total Volume and Open Interest |
35,316 |
3,638 |
+232 |
NY Harbor ULSD(NYM) |
Sep19 |
190827 |
179.70 |
183.30 |
179.50 |
181.59 |
+2.35 |
26,411 |
47,162 |
-8,812 |
Oct19 |
190827 |
180.24 |
184.05 |
180.24 |
182.30 |
+2.23 |
66,706 |
116,606 |
+2,228 |
Nov19 |
190827 |
181.04 |
184.22 |
180.70 |
182.60 |
+2.15 |
17,155 |
53,479 |
-17 |
Dec19 |
190827 |
181.20 |
184.42 |
180.90 |
182.73 |
+2.10 |
16,389 |
63,488 |
+2,474 |
Jan20 |
190827 |
181.53 |
184.42 |
181.04 |
182.81 |
+2.05 |
6,577 |
45,500 |
+569 |
Feb20 |
190827 |
180.82 |
183.84 |
180.52 |
182.26 |
+1.97 |
2,649 |
21,119 |
+551 |
Mar20 |
190827 |
180.02 |
182.72 |
179.39 |
181.15 |
+1.88 |
1,817 |
23,396 |
+60 |
Apr20 |
190827 |
179.72 |
179.73 |
178.15 |
179.73 |
+1.88 |
906 |
10,071 |
+195 |
May20 |
190827 |
177.62 |
179.36 |
177.24 |
178.88 |
+1.89 |
972 |
5,318 |
+223 |
Jun20 |
190827 |
177.88 |
179.75 |
176.56 |
178.36 |
+1.88 |
2,495 |
21,926 |
+56 |
Jul20 |
190827 |
177.35 |
178.58 |
177.25 |
178.58 |
+1.88 |
462 |
3,529 |
+199 |
Aug20 |
190827 |
178.10 |
178.89 |
178.10 |
178.89 |
+1.87 |
181 |
3,036 |
+45 |
Sep20 |
190827 |
178.50 |
179.22 |
178.23 |
179.22 |
+1.85 |
435 |
2,542 |
-12 |
Oct20 |
190827 |
178.50 |
179.49 |
178.50 |
179.49 |
+1.80 |
149 |
2,565 |
+14 |
Total Volume and Open Interest |
145,013 |
442,050 |
-1,865 |
RBOB Gasoline(NYM) |
Sep19 |
190827 |
162.60 |
166.49 |
161.89 |
164.99 |
+3.34 |
32,456 |
37,697 |
-10,782 |
Oct19 |
190827 |
151.62 |
155.30 |
151.04 |
153.87 |
+3.08 |
69,503 |
139,169 |
+4,061 |
Nov19 |
190827 |
148.78 |
152.00 |
148.10 |
150.54 |
+2.73 |
27,761 |
66,120 |
+1,938 |
Dec19 |
190827 |
146.11 |
149.47 |
145.75 |
148.03 |
+2.60 |
16,820 |
55,912 |
+1,266 |
Jan20 |
190827 |
145.62 |
148.52 |
145.11 |
147.18 |
+2.54 |
5,483 |
36,514 |
-325 |
Feb20 |
190827 |
146.72 |
147.92 |
145.59 |
147.51 |
+2.48 |
2,507 |
12,127 |
-219 |
Mar20 |
190827 |
147.94 |
149.30 |
147.05 |
148.97 |
+2.38 |
2,212 |
17,436 |
+412 |
Apr20 |
190827 |
166.19 |
166.62 |
164.85 |
166.50 |
+2.30 |
725 |
6,716 |
-31 |
May20 |
190827 |
166.81 |
167.21 |
165.63 |
167.21 |
+2.22 |
500 |
3,636 |
+69 |
Jun20 |
190827 |
166.25 |
167.40 |
164.74 |
166.70 |
+2.20 |
1,054 |
9,994 |
+306 |
Total Volume and Open Interest |
159,335 |
398,230 |
-3,266 |
e-miNY RBOB Gasoline(NYM) |
Sep19 |
190827 |
161.70 |
164.99 |
161.70 |
164.99 |
+3.34 |
3 |
3 |
+3 |
Oct19 |
190827 |
153.87 |
153.87 |
153.87 |
153.87 |
+3.08 |
0 |
1 |
+0 |
Nov19 |
190827 |
150.54 |
150.54 |
150.54 |
150.54 |
+2.73 |
|
|
|
Dec19 |
190827 |
148.03 |
148.03 |
148.03 |
148.03 |
+2.60 |
|
|
|
Total Volume and Open Interest |
3 |
4 |
+3 |
Natural Gas(NYM) |
Sep19 |
190827 |
2.231 |
2.233 |
2.175 |
2.202 |
-0.028 |
81,623 |
26,067 |
-21,590 |
Oct19 |
190827 |
2.229 |
2.235 |
2.175 |
2.192 |
-0.041 |
105,548 |
411,275 |
-637 |
Nov19 |
190827 |
2.282 |
2.288 |
2.232 |
2.245 |
-0.040 |
33,242 |
185,592 |
+194 |
Dec19 |
190827 |
2.461 |
2.465 |
2.412 |
2.426 |
-0.037 |
21,363 |
144,854 |
+2,541 |
Jan20 |
190827 |
2.567 |
2.573 |
2.527 |
2.538 |
-0.034 |
17,398 |
125,042 |
+668 |
Feb20 |
190827 |
2.540 |
2.545 |
2.501 |
2.512 |
-0.033 |
7,480 |
52,772 |
+29 |
Mar20 |
190827 |
2.461 |
2.466 |
2.427 |
2.438 |
-0.031 |
10,658 |
89,909 |
+317 |
Apr20 |
190827 |
2.283 |
2.294 |
2.262 |
2.271 |
-0.022 |
6,473 |
56,501 |
+931 |
May20 |
190827 |
2.274 |
2.275 |
2.249 |
2.259 |
-0.018 |
1,587 |
33,271 |
-81 |
Jun20 |
190827 |
2.313 |
2.313 |
2.291 |
2.297 |
-0.017 |
462 |
12,295 |
+51 |
Jul20 |
190827 |
2.348 |
2.355 |
2.329 |
2.338 |
-0.017 |
483 |
15,611 |
+24 |
Aug20 |
190827 |
2.355 |
2.355 |
2.340 |
2.347 |
-0.016 |
606 |
17,663 |
-141 |
Sep20 |
190827 |
2.335 |
2.335 |
2.322 |
2.329 |
-0.016 |
360 |
13,854 |
+91 |
Oct20 |
190827 |
2.375 |
2.375 |
2.343 |
2.352 |
-0.015 |
1,135 |
30,093 |
+253 |
Nov20 |
190827 |
2.417 |
2.418 |
2.405 |
2.414 |
-0.015 |
323 |
12,392 |
+16 |
Dec20 |
190827 |
2.574 |
2.578 |
2.570 |
2.577 |
-0.015 |
516 |
11,536 |
+135 |
Total Volume and Open Interest |
290,575 |
1,291,078 |
-16,996 |
Brent Crude Oil(ICE) |
Oct19 |
190827 |
58.80 |
60.17 |
58.51 |
59.51 |
+0.81 |
321,242 |
179,903 |
-33,997 |
Nov19 |
190827 |
58.26 |
59.70 |
58.06 |
59.03 |
+0.91 |
245,355 |
435,455 |
+10,401 |
Dec19 |
190827 |
57.60 |
59.06 |
57.45 |
58.40 |
+0.92 |
218,960 |
376,536 |
+8,230 |
Jan20 |
190827 |
57.27 |
58.56 |
57.03 |
57.98 |
+0.94 |
88,649 |
153,609 |
-1,741 |
Feb20 |
190827 |
57.03 |
58.30 |
56.79 |
57.72 |
+0.93 |
47,541 |
118,278 |
-1,545 |
Mar20 |
190827 |
56.79 |
57.98 |
56.66 |
57.56 |
+0.92 |
53,770 |
114,587 |
+1,835 |
Apr20 |
190827 |
56.81 |
57.91 |
56.53 |
57.43 |
+0.91 |
23,426 |
48,319 |
+1,218 |
May20 |
190827 |
56.65 |
57.71 |
56.42 |
57.31 |
+0.89 |
17,427 |
48,052 |
+2,371 |
Jun20 |
190827 |
56.46 |
57.65 |
56.31 |
57.19 |
+0.87 |
61,951 |
177,314 |
+6,674 |
Jul20 |
190827 |
57.07 |
57.07 |
57.07 |
57.07 |
+0.84 |
5,109 |
69,651 |
+680 |
Aug20 |
190827 |
56.98 |
56.98 |
56.98 |
56.98 |
+0.83 |
4,753 |
43,045 |
+55 |
Sep20 |
190827 |
56.87 |
56.87 |
56.87 |
56.87 |
+0.81 |
4,644 |
45,953 |
-114 |
Oct20 |
190827 |
56.76 |
56.76 |
56.76 |
56.76 |
+0.79 |
4,139 |
24,735 |
+616 |
Nov20 |
190827 |
56.65 |
56.65 |
56.65 |
56.65 |
+0.78 |
4,511 |
22,857 |
-483 |
Total Volume and Open Interest |
1,168,580 |
2,369,227 |
-5,677 |
Gas Oil(ICE) |
Sep19 |
190827 |
552.75 |
563.75 |
552.50 |
553.50 |
-4.50 |
62,160 |
122,260 |
-9,108 |
Oct19 |
190827 |
554.00 |
566.00 |
554.00 |
555.50 |
-4.50 |
93,938 |
216,123 |
+2,385 |
Nov19 |
190827 |
553.00 |
564.25 |
552.75 |
553.75 |
-4.50 |
39,401 |
131,544 |
+3,190 |
Dec19 |
190827 |
549.75 |
561.00 |
549.50 |
550.75 |
-4.25 |
41,813 |
158,186 |
+1,936 |
Jan20 |
190827 |
548.75 |
558.50 |
548.00 |
548.75 |
-4.25 |
9,661 |
68,309 |
-281 |
Feb20 |
190827 |
546.00 |
556.50 |
546.00 |
547.25 |
-4.25 |
6,601 |
45,151 |
-139 |
Mar20 |
190827 |
545.25 |
553.00 |
544.50 |
545.50 |
-4.00 |
6,936 |
41,424 |
+571 |
Apr20 |
190827 |
543.50 |
548.50 |
543.00 |
543.50 |
-4.00 |
2,481 |
23,357 |
+656 |
May20 |
190827 |
541.75 |
547.00 |
541.00 |
542.00 |
-4.00 |
922 |
25,542 |
+45 |
Jun20 |
190827 |
540.00 |
548.50 |
539.25 |
540.25 |
-4.00 |
6,737 |
65,226 |
-14 |
Total Volume and Open Interest |
281,390 |
1,063,350 |
+1,706 |
Ethanol(CBOT) |
Sep19 |
190827 |
1.292 |
1.302 |
1.292 |
1.295 |
unch |
28 |
182 |
-6 |
Oct19 |
190827 |
1.320 |
1.327 |
1.320 |
1.322 |
+0.008 |
22 |
435 |
+6 |
Nov19 |
190827 |
1.327 |
1.330 |
1.327 |
1.327 |
+0.008 |
3 |
47 |
+2 |
Dec19 |
190827 |
1.346 |
1.346 |
1.346 |
1.346 |
+0.008 |
0 |
20 |
+0 |
Jan20 |
190827 |
1.346 |
1.346 |
1.346 |
1.346 |
+0.008 |
|
|
|
Feb20 |
190827 |
1.346 |
1.346 |
1.346 |
1.346 |
+0.008 |
|
|
|
Mar20 |
190827 |
1.346 |
1.346 |
1.346 |
1.346 |
+0.008 |
|
|
|
Apr20 |
190827 |
1.390 |
1.390 |
1.390 |
1.390 |
+0.008 |
|
|
|
Total Volume and Open Interest |
53 |
684 |
+2 |
WTI Crude Oil(ICE) |
Oct19 |
190827 |
53.88 |
55.71 |
53.71 |
54.93 |
+1.29 |
49,637 |
93,751 |
+499 |
Nov19 |
190827 |
53.63 |
55.51 |
53.57 |
54.77 |
+1.27 |
38,310 |
59,671 |
+422 |
Dec19 |
190827 |
53.48 |
55.18 |
53.34 |
54.46 |
+1.22 |
52,093 |
118,459 |
-266 |
Jan20 |
190827 |
53.06 |
54.76 |
53.05 |
54.09 |
+1.18 |
13,941 |
33,483 |
+444 |
Feb20 |
190827 |
52.80 |
54.35 |
52.73 |
53.75 |
+1.15 |
4,465 |
17,772 |
+312 |
Mar20 |
190827 |
52.65 |
54.03 |
52.52 |
53.46 |
+1.12 |
7,142 |
23,398 |
+401 |
Apr20 |
190827 |
52.51 |
53.23 |
52.30 |
53.20 |
+1.10 |
857 |
8,883 |
+286 |
May20 |
190827 |
52.30 |
52.99 |
52.30 |
52.96 |
+1.08 |
611 |
8,661 |
+36 |
Jun20 |
190827 |
52.11 |
52.84 |
51.87 |
52.74 |
+1.06 |
10,979 |
62,954 |
+1,227 |
Jul20 |
190827 |
52.53 |
52.53 |
52.53 |
52.53 |
+1.04 |
311 |
7,664 |
-3 |
Aug20 |
190827 |
52.34 |
52.34 |
52.34 |
52.34 |
+1.02 |
140 |
6,933 |
-19 |
Sep20 |
190827 |
52.17 |
52.17 |
52.17 |
52.17 |
+1.00 |
264 |
11,520 |
+47 |
Oct20 |
190827 |
52.03 |
52.03 |
52.03 |
52.03 |
+0.99 |
50 |
6,038 |
-22 |
Nov20 |
190827 |
51.91 |
51.91 |
51.91 |
51.91 |
+0.98 |
63 |
5,133 |
-39 |
Dec20 |
190827 |
51.21 |
51.83 |
51.06 |
51.80 |
+0.95 |
7,701 |
72,476 |
+41 |
Jan21 |
190827 |
51.66 |
51.66 |
51.66 |
51.66 |
+0.93 |
1 |
2,952 |
-1 |
Total Volume and Open Interest |
191,141 |
624,648 |
+5,489 |
US Dollar Index(ICE) |
Sep19 |
190827 |
97.915 |
97.960 |
97.765 |
97.908 |
-0.082 |
29,650 |
52,935 |
-1,717 |
Dec19 |
190827 |
97.530 |
97.540 |
97.370 |
97.490 |
-0.090 |
509 |
1,779 |
+69 |
Mar20 |
190827 |
97.055 |
97.055 |
97.055 |
97.055 |
-0.090 |
19 |
233 |
+17 |
Total Volume and Open Interest |
30,200 |
55,144 |
-1,611 |
Australian Dollar(CME) |
Sep19 |
190827 |
67.80 |
67.85 |
67.51 |
67.60 |
-0.19 |
87,526 |
165,898 |
-2,135 |
Dec19 |
190827 |
67.99 |
68.00 |
67.68 |
67.76 |
-0.19 |
1,790 |
2,514 |
+620 |
Mar20 |
190827 |
67.90 |
67.90 |
67.86 |
67.90 |
-0.19 |
1 |
77 |
+1 |
Total Volume and Open Interest |
89,385 |
168,820 |
-1,511 |
British Pound(CME) |
Sep19 |
190827 |
122.32 |
123.20 |
122.19 |
123.05 |
+0.76 |
125,381 |
264,925 |
-2,569 |
Dec19 |
190827 |
122.72 |
123.61 |
122.62 |
123.46 |
+0.76 |
2,581 |
4,428 |
-409 |
Mar20 |
190827 |
123.63 |
123.98 |
123.63 |
123.86 |
+0.76 |
11 |
372 |
+0 |
Total Volume and Open Interest |
129,076 |
272,266 |
-3,256 |
Canadian Dollar(CME) |
Sep19 |
190827 |
75.49 |
75.65 |
75.21 |
75.28 |
-0.15 |
101,652 |
146,941 |
+2,308 |
Dec19 |
190827 |
75.57 |
75.72 |
75.30 |
75.36 |
-0.15 |
310 |
7,681 |
+20 |
Mar20 |
190827 |
75.70 |
75.73 |
75.35 |
75.42 |
-0.14 |
38 |
1,186 |
-17 |
Jun20 |
190827 |
75.43 |
75.43 |
75.43 |
75.43 |
-0.13 |
2 |
315 |
+1 |
Total Volume and Open Interest |
102,416 |
157,147 |
+2,372 |
Japanese Yen(CME) |
Sep19 |
190827 |
94.37 |
94.84 |
94.34 |
94.67 |
+0.35 |
187,370 |
155,952 |
+9,331 |
Dec19 |
190827 |
94.96 |
95.41 |
94.95 |
95.25 |
+0.35 |
1,001 |
1,284 |
+132 |
Mar20 |
190827 |
95.79 |
95.93 |
95.79 |
95.87 |
+0.35 |
2 |
207 |
+0 |
Total Volume and Open Interest |
189,371 |
160,266 |
+9,530 |
Swiss Franc(CME) |
Sep19 |
190827 |
102.32 |
102.48 |
101.84 |
102.12 |
-0.15 |
34,806 |
53,708 |
+276 |
Dec19 |
190827 |
103.17 |
103.28 |
102.66 |
102.93 |
-0.15 |
598 |
745 |
+504 |
Mar20 |
190827 |
103.78 |
103.94 |
103.66 |
103.78 |
-0.15 |
0 |
30 |
+0 |
Total Volume and Open Interest |
35,404 |
54,494 |
+780 |
EuroFX(CME) |
Sep19 |
190827 |
111.18 |
111.33 |
111.03 |
111.10 |
-0.06 |
215,588 |
504,347 |
-1,713 |
Dec19 |
190827 |
111.92 |
112.07 |
111.78 |
111.85 |
-0.06 |
6,207 |
9,994 |
+217 |
Mar20 |
190827 |
112.59 |
112.76 |
112.59 |
112.59 |
-0.06 |
92 |
7,872 |
-2 |
Total Volume and Open Interest |
222,394 |
525,922 |
-1,485 |
Mexican Peso(CME) |
Sep19 |
190827 |
500.13 |
501.25 |
496.00 |
498.13 |
-1.63 |
65,740 |
188,180 |
-3,522 |
Oct19 |
190827 |
496.00 |
498.38 |
494.25 |
496.00 |
-1.75 |
|
|
|
Total Volume and Open Interest |
65,821 |
189,422 |
-3,485 |
Brazilian Real(CME) |
Sep19 |
190827 |
240.85 |
242.55 |
238.40 |
241.45 |
+0.60 |
10,283 |
40,581 |
+16 |
Oct19 |
190827 |
240.20 |
242.00 |
237.90 |
240.90 |
+0.55 |
409 |
744 |
+101 |
Nov19 |
190827 |
239.00 |
241.25 |
237.60 |
240.30 |
+0.40 |
8 |
29 |
+1 |
Dec19 |
190827 |
238.00 |
240.60 |
238.00 |
239.80 |
+0.40 |
2 |
14 |
+0 |
Total Volume and Open Interest |
10,702 |
41,368 |
+118 |
30-Year T-Bonds(CBOT) |
Sep19 |
190827 |
165~070 |
166~290 |
165~060 |
166~160 |
+1~130 |
570,391 |
755,347 |
-141,582 |
Dec19 |
190827 |
164~150 |
166~050 |
164~130 |
165~230 |
+1~130 |
180,619 |
238,922 |
+84,622 |
Mar20 |
190827 |
164~230 |
164~230 |
164~230 |
164~230 |
+1~130 |
|
|
|
Total Volume and Open Interest |
751,010 |
994,269 |
-56,960 |
10-Year T-Notes(CBOT) |
Sep19 |
190827 |
130~275 |
131~095 |
130~270 |
131~045 |
+0~115 |
3,167,656 |
3,127,165 |
-474,327 |
Dec19 |
190827 |
131~170 |
131~305 |
131~165 |
131~255 |
+0~115 |
1,068,850 |
924,721 |
+418,491 |
Mar20 |
190827 |
132~000 |
132~000 |
131~255 |
131~255 |
+0~115 |
1 |
1 |
+1 |
Total Volume and Open Interest |
4,236,507 |
4,051,887 |
-55,835 |
5-Year T-Notes(CBOT) |
Sep19 |
190827 |
119~132 |
119~194 |
119~122 |
119~166 |
+0~056 |
2,094,599 |
3,199,337 |
-493,169 |
Dec19 |
190827 |
119~276 |
120~020 |
119~264 |
119~310 |
+0~056 |
1,010,133 |
1,249,737 |
+370,821 |
Mar20 |
190827 |
119~270 |
119~270 |
119~270 |
119~270 |
+0~056 |
|
|
|
Total Volume and Open Interest |
3,104,732 |
4,449,074 |
-122,348 |
2 Year T-Notes(CBOT) |
Sep19 |
190827 |
107~244 |
107~261 |
107~232 |
107~250 |
+0~011 |
1,353,343 |
2,482,197 |
-462,040 |
Dec19 |
190827 |
108~007 |
108~026 |
107~312 |
108~012 |
+0~010 |
797,428 |
1,281,653 |
+385,014 |
Mar20 |
190827 |
108~042 |
108~042 |
108~042 |
108~042 |
+0~010 |
|
|
|
Total Volume and Open Interest |
2,150,771 |
3,763,850 |
-77,026 |
Eurodollars(CME) |
Sep19 |
190827 |
97.948 |
97.965 |
97.942 |
97.957 |
+0.010 |
463,470 |
1,341,001 |
-15,164 |
Dec19 |
190827 |
98.170 |
98.195 |
98.140 |
98.175 |
unch |
490,450 |
1,898,078 |
-4,573 |
Mar20 |
190827 |
98.460 |
98.485 |
98.430 |
98.480 |
+0.025 |
377,087 |
1,336,718 |
+9,087 |
Jun20 |
190827 |
98.595 |
98.625 |
98.560 |
98.615 |
+0.030 |
351,928 |
1,186,765 |
+1,825 |
Sep20 |
190827 |
98.685 |
98.725 |
98.660 |
98.710 |
+0.035 |
313,833 |
1,140,726 |
-24,698 |
Dec20 |
190827 |
98.710 |
98.750 |
98.685 |
98.735 |
+0.040 |
289,304 |
1,137,184 |
-4,792 |
Mar21 |
190827 |
98.790 |
98.840 |
98.775 |
98.820 |
+0.045 |
250,210 |
767,280 |
-21,870 |
Jun21 |
190827 |
98.805 |
98.860 |
98.790 |
98.835 |
+0.045 |
267,570 |
807,112 |
-18,872 |
Sep21 |
190827 |
98.800 |
98.855 |
98.795 |
98.835 |
+0.045 |
171,032 |
551,169 |
-9,446 |
Dec21 |
190827 |
98.775 |
98.830 |
98.770 |
98.810 |
+0.045 |
134,694 |
595,305 |
+4,395 |
Mar22 |
190827 |
98.770 |
98.830 |
98.770 |
98.805 |
+0.045 |
128,111 |
443,123 |
-2,552 |
Jun22 |
190827 |
98.755 |
98.815 |
98.750 |
98.790 |
+0.050 |
113,289 |
331,183 |
+2,880 |
Sep22 |
190827 |
98.735 |
98.800 |
98.735 |
98.775 |
+0.050 |
78,607 |
335,608 |
-82 |
Dec22 |
190827 |
98.715 |
98.775 |
98.710 |
98.750 |
+0.045 |
88,547 |
217,426 |
-6,416 |
Mar23 |
190827 |
98.705 |
98.770 |
98.705 |
98.745 |
+0.045 |
65,352 |
259,671 |
-4,909 |
Jun23 |
190827 |
98.690 |
98.760 |
98.690 |
98.735 |
+0.050 |
49,371 |
121,408 |
-1,223 |
Sep23 |
190827 |
98.675 |
98.750 |
98.675 |
98.720 |
+0.050 |
37,138 |
98,553 |
-487 |
Dec23 |
190827 |
98.665 |
98.730 |
98.655 |
98.700 |
+0.055 |
50,068 |
72,452 |
+8,305 |
Total Volume and Open Interest |
3,825,890 |
13,026,432 |
-80,296 |
Ultra T-Bond(CBOT) |
Sep19 |
190827 |
194~09 |
197~17 |
194~06 |
196~27 |
+2~20 |
358,807 |
815,328 |
-128,175 |
Dec19 |
190827 |
195~09 |
198~17 |
195~09 |
197~27 |
+2~20 |
205,720 |
364,895 |
+124,069 |
Mar20 |
190827 |
197~27 |
197~27 |
197~27 |
197~27 |
+2~20 |
|
|
|
Total Volume and Open Interest |
564,527 |
1,180,223 |
-4,106 |
Ultra 10-Yr T-Note(CBOT) |
Sep19 |
190827 |
143~140 |
144~075 |
143~140 |
144~000 |
+0~195 |
418,332 |
643,215 |
-68,228 |
Dec19 |
190827 |
144~025 |
144~285 |
144~020 |
144~205 |
+0~195 |
167,487 |
171,729 |
+79,611 |
Mar20 |
190827 |
144~205 |
144~205 |
144~205 |
144~205 |
+0~195 |
|
|
|
Total Volume and Open Interest |
585,819 |
814,944 |
+11,383 |
30 Day Federal Funds(CBOT) |
Aug19 |
190827 |
97.872 |
97.875 |
97.872 |
97.872 |
unch |
10,615 |
435,718 |
-2,112 |
Sep19 |
190827 |
97.985 |
97.985 |
97.975 |
97.980 |
unch |
66,442 |
208,120 |
+7,292 |
Oct19 |
190827 |
98.155 |
98.170 |
98.140 |
98.155 |
unch |
281,312 |
368,519 |
+24,112 |
Nov19 |
190827 |
98.290 |
98.315 |
98.280 |
98.295 |
unch |
165,026 |
286,461 |
+12,518 |
Dec19 |
190827 |
98.395 |
98.415 |
98.370 |
98.395 |
unch |
47,589 |
139,923 |
+12,242 |
Jan20 |
190827 |
98.470 |
98.495 |
98.445 |
98.475 |
unch |
61,698 |
223,866 |
+2,328 |
Total Volume and Open Interest |
736,586 |
2,084,640 |
+61,350 |
Japanese Govt Bonds(SGX) |
Sep19 |
190827 |
155.20 |
155.22 |
155.01 |
155.18 |
-0.04 |
540 |
20,389 |
+321 |
Dec19 |
190827 |
155.36 |
155.36 |
155.30 |
155.30 |
-0.04 |
0 |
422 |
+320 |
Mar20 |
190827 |
155.30 |
155.30 |
155.30 |
155.30 |
-0.04 |
|
|
|
Total Volume and Open Interest |
540 |
20,811 |
+641 |
Euro-Buxl(EUREX) |
Sep19 |
190827 |
221.86 |
224.66 |
221.72 |
224.26 |
+2.24 |
65,463 |
250,572 |
-3,014 |
Dec19 |
190827 |
220.32 |
222.98 |
220.20 |
222.62 |
+2.24 |
2,277 |
23,405 |
+2,236 |
Mar20 |
190827 |
221.26 |
221.26 |
221.26 |
221.26 |
+2.24 |
|
|
|
Total Volume and Open Interest |
67,740 |
273,977 |
-778 |
Euro-Bund(EUREX) |
Sep19 |
190827 |
178.51 |
179.07 |
178.45 |
178.94 |
+0.42 |
648,613 |
1,715,221 |
-34,210 |
Dec19 |
190827 |
175.64 |
176.49 |
175.63 |
176.11 |
+0.42 |
17,027 |
130,187 |
+8,098 |
Mar20 |
190827 |
177.99 |
178.18 |
177.94 |
177.94 |
+0.42 |
4 |
28 |
+2 |
Total Volume and Open Interest |
665,644 |
1,845,436 |
-26,110 |
Euro-Bobl(EUREX) |
Sep19 |
190827 |
135.97 |
136.06 |
135.92 |
136.03 |
+0.07 |
379,343 |
1,249,003 |
-30,853 |
Dec19 |
190827 |
136.41 |
136.45 |
136.32 |
136.43 |
+0.07 |
4,694 |
33,764 |
+165 |
Mar20 |
190827 |
136.54 |
136.54 |
136.54 |
136.54 |
+0.07 |
0 |
3 |
+0 |
Total Volume and Open Interest |
384,037 |
1,282,770 |
-30,688 |
Euro-Schatz(EUREX) |
Sep19 |
190827 |
112.54 |
112.56 |
112.51 |
112.53 |
-0.01 |
260,380 |
1,674,845 |
-91,385 |
Dec19 |
190827 |
112.65 |
112.65 |
112.61 |
112.62 |
-0.01 |
4,249 |
44,820 |
+1,375 |
Mar20 |
190827 |
112.47 |
112.47 |
112.47 |
112.47 |
-0.01 |
|
|
|
Total Volume and Open Interest |
264,629 |
1,719,665 |
-90,010 |
3-Mth Euribor(EUREX) |
Sep19 |
190827 |
100.465 |
100.465 |
100.465 |
100.465 |
unch |
0 |
2,005 |
-107 |
Dec19 |
190827 |
100.540 |
100.540 |
100.540 |
100.540 |
unch |
0 |
1,807 |
+0 |
Mar20 |
190827 |
100.590 |
100.595 |
100.590 |
100.595 |
+0.005 |
0 |
759 |
-3 |
Total Volume and Open Interest |
7 |
7,824 |
-109 |
Long Gilt(LIFFE) |
Sep19 |
190827 |
134~15 |
135~04 |
134~11 |
135~02 |
+0~27 |
340,163 |
653,864 |
-21,932 |
Dec19 |
190827 |
133~22 |
134~04 |
133~12 |
134~03 |
+0~27 |
125,428 |
106,155 |
+101,231 |
Total Volume and Open Interest |
465,591 |
760,019 |
+79,299 |
3-Mth Short Sterling(LIFFE) |
Sep19 |
190827 |
99.24 |
99.25 |
99.24 |
99.24 |
unch |
47,888 |
582,061 |
+8,599 |
Dec19 |
190827 |
99.31 |
99.31 |
99.29 |
99.29 |
-0.01 |
94,651 |
818,931 |
+20,336 |
Mar20 |
190827 |
99.38 |
99.39 |
99.35 |
99.37 |
+0.01 |
67,156 |
561,055 |
-6,864 |
Jun20 |
190827 |
99.42 |
99.43 |
99.39 |
99.41 |
+0.01 |
55,999 |
581,233 |
+446 |
Sep20 |
190827 |
99.43 |
99.46 |
99.42 |
99.44 |
+0.03 |
131,560 |
512,686 |
-22,484 |
Dec20 |
190827 |
99.42 |
99.45 |
99.40 |
99.43 |
+0.04 |
64,512 |
425,859 |
+2,219 |
Total Volume and Open Interest |
794,694 |
4,551,880 |
+9,549 |
3-Mth Euribor(LIFFE) |
Sep19 |
190827 |
100.465 |
100.475 |
100.455 |
100.465 |
+0.005 |
73,222 |
481,769 |
+2,007 |
Dec19 |
190827 |
100.545 |
100.555 |
100.535 |
100.545 |
unch |
76,246 |
569,598 |
-8,589 |
Mar20 |
190827 |
100.590 |
100.605 |
100.585 |
100.590 |
unch |
71,572 |
401,512 |
-3,308 |
Total Volume and Open Interest |
719,200 |
4,108,763 |
-29,653 |
3-Mth Aus T-Bills(SFE) |
Sep19 |
190827 |
98.97 |
98.98 |
98.96 |
98.98 |
unch |
18,592 |
148,759 |
-2,026 |
Dec19 |
190827 |
99.15 |
99.15 |
99.12 |
99.14 |
-0.02 |
16,628 |
342,372 |
+3,824 |
Mar20 |
190827 |
99.27 |
99.27 |
99.24 |
99.26 |
-0.03 |
14,890 |
270,482 |
+2,626 |
Jun20 |
190827 |
99.33 |
99.33 |
99.30 |
99.32 |
-0.03 |
6,747 |
255,502 |
+265 |
Sep20 |
190827 |
99.36 |
99.37 |
99.33 |
99.36 |
-0.02 |
7,005 |
191,065 |
+1,522 |
Dec20 |
190827 |
99.35 |
99.35 |
99.31 |
99.34 |
-0.02 |
5,360 |
125,650 |
+2 |
Mar21 |
190827 |
99.34 |
99.34 |
99.31 |
99.33 |
-0.03 |
6,739 |
79,142 |
+3,157 |
Jun21 |
190827 |
99.33 |
99.33 |
99.30 |
99.32 |
-0.02 |
1,791 |
40,285 |
+118 |
Sep21 |
190827 |
99.29 |
99.29 |
99.29 |
99.29 |
-0.03 |
541 |
3,470 |
+491 |
Dec21 |
190827 |
99.26 |
99.26 |
99.26 |
99.26 |
-0.03 |
0 |
3,145 |
+0 |
Total Volume and Open Interest |
78,293 |
1,461,693 |
+9,979 |
10-Year Aus T-Bonds(SFE) |
Sep19 |
190827 |
99.09 |
99.10 |
99.05 |
99.09 |
-0.02 |
158,653 |
1,354,108 |
+4,254 |
Dec19 |
190827 |
99.08 |
99.10 |
99.08 |
99.10 |
-0.02 |
769 |
1,494 |
+737 |
Total Volume and Open Interest |
159,422 |
1,355,602 |
+4,991 |
3-Year Aus T-Bonds(SFE) |
Sep19 |
190827 |
99.33 |
99.33 |
99.29 |
99.31 |
-0.03 |
158,699 |
1,372,562 |
+11,737 |
Dec19 |
190827 |
99.36 |
99.36 |
99.36 |
99.36 |
-0.03 |
2,137 |
2,048 |
+1,794 |
Total Volume and Open Interest |
160,836 |
1,374,610 |
+13,531 |
Gold(CMX) |
Aug19 |
190827 |
1530.5 |
1542.1 |
1528.5 |
1541.0 |
+14.7 |
983 |
2,222 |
+835 |
Oct19 |
190827 |
1531.0 |
1548.2 |
1529.2 |
1545.6 |
+14.7 |
13,254 |
50,165 |
+2,546 |
Dec19 |
190827 |
1537.3 |
1554.5 |
1535.3 |
1551.8 |
+14.6 |
472,999 |
464,860 |
+23,050 |
Feb20 |
190827 |
1542.7 |
1559.9 |
1542.0 |
1558.0 |
+14.8 |
6,442 |
47,731 |
+137 |
Apr20 |
190827 |
1549.1 |
1565.4 |
1547.0 |
1563.1 |
+15.0 |
2,463 |
27,783 |
+1,189 |
Jun20 |
190827 |
1558.6 |
1568.8 |
1553.2 |
1567.2 |
+15.1 |
754 |
21,642 |
+34 |
Aug20 |
190827 |
1558.8 |
1573.5 |
1558.5 |
1571.1 |
+15.0 |
665 |
3,744 |
+343 |
Oct20 |
190827 |
1563.1 |
1575.9 |
1561.3 |
1574.6 |
+14.9 |
0 |
364 |
+0 |
Dec20 |
190827 |
1566.2 |
1579.3 |
1564.6 |
1578.0 |
+14.9 |
258 |
3,521 |
-54 |
Feb21 |
190827 |
1581.6 |
1581.6 |
1581.6 |
1581.6 |
+14.8 |
0 |
27 |
+0 |
Apr21 |
190827 |
1584.5 |
1584.5 |
1584.5 |
1584.5 |
+14.7 |
|
|
|
Jun21 |
190827 |
1587.2 |
1587.2 |
1587.2 |
1587.2 |
+14.6 |
30 |
751 |
+30 |
Total Volume and Open Interest |
500,619 |
626,134 |
+27,732 |
Silver(CMX) |
Sep19 |
190827 |
1764.0 |
1818.5 |
1761.0 |
1815.3 |
+51.2 |
112,351 |
59,232 |
-12,991 |
Dec19 |
190827 |
1778.0 |
1833.0 |
1775.5 |
1829.8 |
+51.3 |
53,309 |
141,657 |
+15,509 |
Mar20 |
190827 |
1794.5 |
1844.0 |
1788.0 |
1841.6 |
+51.4 |
1,522 |
25,842 |
+420 |
May20 |
190827 |
1797.0 |
1847.5 |
1793.0 |
1847.2 |
+51.5 |
317 |
4,922 |
+234 |
Jul20 |
190827 |
1807.5 |
1852.5 |
1805.0 |
1851.9 |
+51.3 |
383 |
5,097 |
+7 |
Sep20 |
190827 |
1838.0 |
1858.4 |
1838.0 |
1858.4 |
+51.3 |
52 |
581 |
+52 |
Dec20 |
190827 |
1845.0 |
1867.0 |
1845.0 |
1866.9 |
+51.3 |
155 |
1,181 |
+92 |
Total Volume and Open Interest |
168,431 |
239,093 |
+3,446 |
Platinum(NYMEX) |
Oct19 |
190827 |
859.3 |
871.7 |
857.6 |
868.2 |
+10.4 |
22,299 |
71,417 |
-541 |
Jan20 |
190827 |
865.0 |
876.5 |
862.7 |
873.2 |
+10.4 |
370 |
4,902 |
+125 |
Apr20 |
190827 |
874.1 |
878.5 |
873.8 |
878.1 |
+10.4 |
10 |
889 |
+8 |
Jul20 |
190827 |
879.5 |
879.5 |
879.5 |
879.5 |
+10.7 |
4 |
77 |
-4 |
Total Volume and Open Interest |
22,683 |
77,328 |
-415 |
Palladium(NYMEX) |
Sep19 |
190827 |
1470.40 |
1480.40 |
1467.00 |
1478.30 |
+6.00 |
6,014 |
7,940 |
-2,670 |
Dec19 |
190827 |
1473.00 |
1483.00 |
1469.30 |
1481.00 |
+6.10 |
3,344 |
13,316 |
+1,753 |
Mar20 |
190827 |
1475.80 |
1478.10 |
1473.30 |
1478.10 |
+5.90 |
55 |
590 |
+49 |
Total Volume and Open Interest |
9,413 |
21,849 |
-869 |
Copper(CMX) |
Sep19 |
190827 |
253.65 |
257.10 |
252.90 |
254.75 |
+0.40 |
83,853 |
58,321 |
-14,586 |
Dec19 |
190827 |
254.45 |
257.70 |
253.55 |
255.30 |
+0.30 |
56,093 |
152,866 |
+9,272 |
Mar20 |
190827 |
255.45 |
258.55 |
254.50 |
256.15 |
+0.20 |
5,885 |
34,018 |
+2,118 |
May20 |
190827 |
256.50 |
259.25 |
256.00 |
256.85 |
+0.15 |
608 |
11,524 |
+189 |
Jul20 |
190827 |
256.75 |
259.00 |
256.75 |
257.65 |
+0.15 |
162 |
3,344 |
+53 |
Total Volume and Open Interest |
147,775 |
273,141 |
-3,033 |
E-mini DJIA Index(CBOT) |
Sep19 |
190827 |
25924 |
26069 |
25711 |
25744 |
-199 |
339,653 |
81,641 |
-3,818 |
Dec19 |
190827 |
25903 |
26035 |
25688 |
25715 |
-201 |
654 |
977 |
+29 |
Mar20 |
190827 |
25864 |
25894 |
25667 |
25682 |
-173 |
0 |
41 |
+0 |
Jun20 |
190827 |
25644 |
25644 |
25644 |
25644 |
-172 |
|
|
|
Total Volume and Open Interest |
340,307 |
82,659 |
-3,789 |
S & P 500(CME) |
Sep19 |
190827 |
2882.00 |
2898.50 |
2861.00 |
2865.40 |
-17.90 |
2,905 |
33,430 |
+994 |
Dec19 |
190827 |
2865.90 |
2865.90 |
2865.90 |
2865.90 |
-18.00 |
0 |
161 |
+0 |
Mar20 |
190827 |
2866.80 |
2866.80 |
2866.80 |
2866.80 |
-17.50 |
|
|
|
Jun20 |
190827 |
2868.10 |
2868.10 |
2868.10 |
2868.10 |
-14.40 |
|
|
|
Total Volume and Open Interest |
2,905 |
33,591 |
+994 |
S & P 500 E-Mini(CME) |
Sep19 |
190827 |
2882.75 |
2899.50 |
2860.00 |
2865.50 |
-17.75 |
2,864,662 |
2,500,435 |
+14,358 |
Dec19 |
190827 |
2882.00 |
2900.25 |
2861.00 |
2866.00 |
-18.00 |
13,290 |
85,318 |
-589 |
Mar20 |
190827 |
2879.75 |
2900.00 |
2862.00 |
2866.75 |
-17.50 |
121 |
8,496 |
-10 |
Jun20 |
190827 |
2868.00 |
2883.25 |
2868.00 |
2868.00 |
-14.50 |
11 |
1,919 |
+10 |
Total Volume and Open Interest |
2,878,087 |
2,596,174 |
+13,771 |
NASDAQ 100 E-Mini(CME) |
Sep19 |
190827 |
7591.50 |
7648.50 |
7537.00 |
7562.75 |
-27.75 |
763,864 |
195,315 |
+5,403 |
Dec19 |
190827 |
7605.50 |
7664.00 |
7555.00 |
7579.25 |
-27.50 |
3,857 |
2,964 |
+239 |
Mar20 |
190827 |
7648.00 |
7677.00 |
7583.50 |
7603.00 |
-21.75 |
4 |
51 |
+0 |
Total Volume and Open Interest |
767,725 |
198,342 |
+5,642 |
S&P Midcap 400(CME) e-Mini |
Sep19 |
190827 |
1856.30 |
1864.80 |
1828.20 |
1831.90 |
-20.00 |
23,138 |
69,394 |
+1,674 |
Dec19 |
190827 |
1835.80 |
1862.60 |
1833.10 |
1835.80 |
-18.90 |
0 |
115 |
+0 |
Mar20 |
190827 |
1842.00 |
1842.00 |
1842.00 |
1842.00 |
-16.30 |
|
|
|
Total Volume and Open Interest |
23,138 |
69,509 |
+1,674 |
Volatility Index(CBOE) |
Aug19 |
190821 |
17.43 |
17.55 |
15.63 |
15.63 |
-1.60 |
62,034 |
47,705 |
-10,008 |
Sep19 |
190827 |
19.45 |
20.50 |
19.10 |
20.13 |
+0.70 |
239,796 |
188,171 |
+634 |
Oct19 |
190827 |
19.45 |
20.30 |
19.15 |
20.08 |
+0.65 |
100,739 |
65,325 |
+11,748 |
Nov19 |
190827 |
19.12 |
19.80 |
18.90 |
19.68 |
+0.60 |
33,762 |
36,396 |
+68 |
Total Volume and Open Interest |
422,264 |
366,459 |
+10,052 |
S & P 600(CME) |
Sep19 |
190827 |
895.60 |
895.60 |
895.60 |
895.60 |
-9.90 |
0 |
1,200 |
+0 |
Dec19 |
190827 |
896.20 |
896.20 |
896.20 |
896.20 |
-9.90 |
|
|
|
Total Volume and Open Interest |
0 |
1,200 |
+0 |
Russell 2000 Mini(CME) |
Sep19 |
190827 |
1480.60 |
1487.70 |
1452.60 |
1454.70 |
-25.60 |
229,888 |
455,818 |
+6,906 |
Dec19 |
190827 |
1481.20 |
1489.00 |
1454.50 |
1456.00 |
-25.70 |
191 |
1,120 |
+75 |
Mar20 |
190827 |
1484.40 |
1484.40 |
1457.10 |
1457.10 |
-24.70 |
|
|
|
Total Volume and Open Interest |
230,079 |
456,938 |
+6,981 |
Nikkei 225(CME) |
Sep19 |
190827 |
20530 |
20565 |
20365 |
20415 |
-125 |
14,454 |
26,843 |
-188 |
Dec19 |
190827 |
20380 |
20415 |
20245 |
20280 |
-125 |
209 |
4,047 |
+21 |
Total Volume and Open Interest |
14,663 |
30,890 |
-167 |
Nikkei 225(SGX) |
Sep19 |
190827 |
20290 |
20595 |
20290 |
20430 |
+105 |
62,293 |
154,567 |
-199 |
Dec19 |
190827 |
20360 |
20360 |
20265 |
20270 |
+105 |
409 |
5,403 |
-49 |
Mar20 |
190827 |
20225 |
20225 |
20225 |
20225 |
+105 |
0 |
401 |
+0 |
Total Volume and Open Interest |
63,094 |
184,766 |
+664 |
Nikkei 225 Mini(JPX) |
Sep19 |
190827 |
20420 |
20600 |
20415 |
20420 |
+120 |
694,345 |
569,754 |
-155 |
Dec19 |
190827 |
20240 |
20420 |
20235 |
20240 |
+130 |
27,659 |
28,329 |
+3,398 |
Mar20 |
190827 |
20150 |
20340 |
20150 |
20170 |
+130 |
474 |
2,882 |
-144 |
Total Volume and Open Interest |
729,345 |
635,424 |
+3,586 |
Nikkei 225(JPX) |
Sep19 |
190827 |
20420 |
20600 |
20410 |
20420 |
+120 |
44,785 |
264,229 |
+937 |
Dec19 |
190827 |
20230 |
20420 |
20230 |
20240 |
+130 |
517 |
48,911 |
+689 |
Mar20 |
190827 |
20170 |
20300 |
20170 |
20170 |
+130 |
2 |
13,067 |
+98 |
Total Volume and Open Interest |
45,305 |
400,857 |
+1,868 |
Nikkei 225(CME) Yen |
Sep19 |
190827 |
20530 |
20560 |
20370 |
20415 |
-125 |
62,450 |
52,581 |
-232 |
Dec19 |
190827 |
20225 |
20375 |
20200 |
20240 |
-120 |
180 |
4,182 |
+19 |
Mar20 |
190827 |
20325 |
20325 |
20325 |
20325 |
-105 |
|
|
|
Total Volume and Open Interest |
62,630 |
56,763 |
-213 |
Nikkei 225(CME) e-Mini Yen |
Sep19 |
190827 |
20420 |
20420 |
20410 |
20420 |
-120 |
0 |
5 |
+0 |
Dec19 |
190827 |
20240 |
20240 |
20240 |
20240 |
-120 |
|
|
|
Mar20 |
190827 |
20330 |
20330 |
20330 |
20330 |
-100 |
|
|
|
Total Volume and Open Interest |
0 |
5 |
+0 |
CAC 40(EURONEXT) |
Sep19 |
190827 |
5345.5 |
5397.0 |
5317.5 |
5384.0 |
+36.0 |
102,422 |
303,439 |
-691 |
Oct19 |
190827 |
5320.0 |
5374.5 |
5315.5 |
5374.5 |
+36.0 |
294 |
266 |
+236 |
Nov19 |
190827 |
5369.0 |
5369.0 |
5369.0 |
5369.0 |
+35.5 |
|
|
|
Dec19 |
190827 |
5301.5 |
5360.5 |
5301.5 |
5360.5 |
+36.0 |
8 |
54,698 |
+0 |
Total Volume and Open Interest |
102,724 |
372,911 |
-455 |
Hang Seng Index(HKFE) |
Aug19 |
190827 |
25700 |
25878 |
25533 |
25651 |
-10 |
169,224 |
102,405 |
-3,678 |
Sep19 |
190827 |
25632 |
25792 |
25448 |
25567 |
-2 |
8,035 |
25,320 |
+4,460 |
Total Volume and Open Interest |
178,039 |
141,694 |
+876 |
DAX(EUREX) |
Sep19 |
190827 |
11653.0 |
11775.5 |
11608.5 |
11701.5 |
+45.0 |
138,919 |
117,682 |
+2,834 |
Dec19 |
190827 |
11671.0 |
11755.5 |
11600.5 |
11682.5 |
+45.0 |
271 |
2,555 |
+172 |
Mar20 |
190827 |
11580.0 |
11671.0 |
11580.0 |
11667.0 |
+45.0 |
0 |
75 |
+0 |
Total Volume and Open Interest |
139,190 |
120,312 |
+3,006 |
Mini-DAX(EUREX) |
Sep19 |
190827 |
11667.0 |
11775.0 |
11608.0 |
11701.5 |
+45.0 |
62,870 |
23,791 |
-3,305 |
Dec19 |
190827 |
11623.0 |
11755.0 |
11597.0 |
11682.5 |
+45.0 |
114 |
319 |
-20 |
Mar20 |
190827 |
11667.0 |
11667.0 |
11667.0 |
11667.0 |
+45.0 |
0 |
7 |
-12 |
Total Volume and Open Interest |
62,984 |
24,117 |
-3,337 |
DJ EuroSTOXX 50(EUREX) |
Sep19 |
190827 |
3345 |
3379 |
3331 |
3361 |
+14 |
1,178,464 |
3,910,698 |
+15,786 |
Dec19 |
190827 |
3333 |
3361 |
3315 |
3344 |
+14 |
873 |
305,026 |
+585 |
Mar20 |
190827 |
3336 |
3336 |
3323 |
3328 |
+13 |
2 |
46,765 |
+2 |
Total Volume and Open Interest |
1,179,339 |
4,295,987 |
+16,373 |
Swiss Market Index(EUREX) |
Sep19 |
190827 |
9715 |
9786 |
9667 |
9751 |
+56 |
54,241 |
191,617 |
+3,364 |
Dec19 |
190827 |
9678 |
9757 |
9648 |
9724 |
+55 |
77 |
1,293 |
+24 |
Mar20 |
190827 |
9632 |
9632 |
9612 |
9612 |
+54 |
33 |
112 |
+7 |
Total Volume and Open Interest |
54,351 |
193,022 |
+3,395 |
FT-SE 100(EURONEXT) |
Sep19 |
190827 |
7107.00 |
7108.00 |
7036.50 |
7077.00 |
-27.00 |
115,797 |
797,858 |
-6,246 |
Dec19 |
190827 |
7039.00 |
7054.50 |
7022.50 |
7037.00 |
-27.00 |
7 |
6,371 |
+0 |
Mar20 |
190827 |
6967.00 |
6967.00 |
6967.00 |
6967.00 |
-27.50 |
0 |
6 |
+0 |
Total Volume and Open Interest |
115,804 |
804,235 |
-6,246 |
SPI 200(SFE) |
Sep19 |
190827 |
6419.0 |
6445.0 |
6384.0 |
6430.0 |
+30.0 |
33,251 |
397,094 |
-564 |
Dec19 |
190827 |
6406.0 |
6417.0 |
6406.0 |
6408.0 |
+30.0 |
114 |
8,706 |
+80 |
Mar20 |
190827 |
6338.0 |
6338.0 |
6338.0 |
6338.0 |
+30.0 |
572 |
811 |
+572 |
Total Volume and Open Interest |
34,361 |
407,000 |
+427 |
FTSE MIB(ISE) |
Sep19 |
190827 |
20705.00 |
21060.00 |
20650.00 |
20968.00 |
+292.00 |
34,440 |
112,748 |
+2,871 |
Dec19 |
190827 |
20565.00 |
20920.00 |
20565.00 |
20833.00 |
+294.00 |
113 |
1,095 |
+84 |
Mar20 |
190827 |
20721.00 |
20721.00 |
20721.00 |
20721.00 |
+294.00 |
0 |
31 |
+0 |
Total Volume and Open Interest |
34,553 |
113,882 |
+2,955 |
KOSPI 200(KFE) |
Sep19 |
190827 |
253.65 |
254.25 |
253.60 |
254.00 |
+1.40 |
178,631 |
357,350 |
-1,992 |
Dec19 |
190827 |
253.80 |
254.25 |
253.80 |
254.20 |
+1.50 |
2,053 |
61,396 |
-632 |
Mar20 |
190827 |
251.20 |
251.20 |
250.95 |
250.95 |
+1.50 |
6 |
5,456 |
+5 |
Total Volume and Open Interest |
180,691 |
459,753 |
-2,619 |
GSCI(CME) |
Sep19 |
190827 |
394.50 |
396.50 |
392.30 |
396.10 |
+2.60 |
12 |
13,050 |
-12 |
Oct19 |
190827 |
395.90 |
396.30 |
392.40 |
395.90 |
+2.85 |
25 |
75 |
+25 |
Nov19 |
190827 |
393.60 |
393.60 |
393.60 |
393.60 |
+2.85 |
|
|
|
Total Volume and Open Interest |
37 |
13,125 |
+13 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|