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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon July 04, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul16 160701 1175.00 1176.50 1164.75 1168.75 -6.25 33,419 12,054 -10,838
Aug16 160701 1170.75 1178.50 1163.00 1164.25 -10.00 48,718 107,923 +1,676
Sep16 160701 1161.75 1166.25 1148.00 1148.75 -13.50 11,358 40,207 -210
Nov16 160701 1153.00 1157.50 1136.25 1137.50 -15.75 100,629 422,608 -1,818
Jan17 160701 1146.00 1151.75 1131.50 1133.00 -15.25 7,285 38,423 -287
Mar17 160701 1102.25 1109.75 1092.25 1094.25 -10.50 4,917 64,536 -157
May17 160701 1086.50 1091.25 1075.00 1078.25 -9.75 2,406 28,510 -159
Jul17 160701 1082.25 1088.00 1073.50 1075.00 -10.25 2,752 31,602 -449
Aug17 160701 1061.00 1061.00 1055.75 1055.75 -9.50 11 391 -7
Sep17 160701 1020.00 1020.00 1019.00 1019.00 -11.75 31 175 -15
Nov17 160701 990.00 994.00 981.00 983.25 -10.25 1,620 22,060 +82
Jan18 160701 982.25 999.00 978.25 982.25 -10.00 0 127 +0
Mar18 160701 979.25 979.25 979.25 979.25 -8.75 0 39 +0
May18 160701 980.50 980.50 980.50 980.50 -8.75 0 35 +0
Total Volume and Open Interest 213,148 768,890 -12,182
Soybean Meal(CBOT)
Jul16 160701 404.70 406.20 402.50 404.80 -0.50 17,773 7,190 -5,599
Aug16 160701 404.50 406.50 402.50 404.20 -1.60 30,209 51,686 -476
Sep16 160701 403.70 404.20 399.70 401.00 -2.70 15,397 47,236 +335
Oct16 160701 401.40 401.90 397.00 398.50 -2.60 8,549 29,637 -549
Dec16 160701 400.40 402.20 396.50 398.00 -3.00 41,692 159,818 +1,241
Jan17 160701 397.10 397.60 391.90 393.30 -3.30 3,506 21,629 +500
Mar17 160701 375.90 378.70 371.90 373.80 -3.10 2,335 22,905 +421
May17 160701 363.50 366.70 359.90 361.10 -2.70 763 16,968 +66
Jul17 160701 360.50 363.50 357.10 358.10 -2.40 912 11,540 -52
Aug17 160701 351.80 351.80 351.80 351.80 -2.10 4 1,713 +3
Total Volume and Open Interest 121,284 376,918 -4,123
Soybean Oil(CBOT)
Jul16 160701 31.38 31.82 31.03 31.03 -0.35 31,891 8,234 -5,072
Aug16 160701 31.53 31.95 31.15 31.18 -0.35 44,552 66,368 +1,150
Sep16 160701 31.66 32.09 31.29 31.30 -0.36 11,954 33,562 -229
Oct16 160701 31.73 32.20 31.37 31.39 -0.39 5,737 17,897 -438
Dec16 160701 32.10 32.48 31.61 31.64 -0.43 50,917 170,872 +2,685
Jan17 160701 32.25 32.68 31.85 31.88 -0.42 4,892 22,568 +991
Mar17 160701 32.38 32.83 32.01 32.04 -0.39 3,140 16,595 -197
May17 160701 32.54 32.92 32.16 32.19 -0.37 1,012 13,814 -65
Jul17 160701 32.66 33.08 32.40 32.43 -0.38 728 6,298 +84
Aug17 160701 32.61 32.61 32.52 32.52 -0.37 48 2,740 +29
Total Volume and Open Interest 155,079 365,421 -1,017
Canola(WCE)
Jul16 160704 485.5 487.4 485.5 487.4 +1.9 3,061 1,011 -2,097
Nov16 160704 492.0 497.6 491.0 493.6 -2.1 13,350 119,621 -595
Jan17 160704 498.5 503.5 498.5 501.3 -1.9 1,547 13,097 -618
Mar17 160704 504.0 508.9 504.0 506.8 -2.1 1,183 3,894 +375
May17 160704 508.0 512.9 508.0 510.8 -2.1 842 2,301 +604
Total Volume and Open Interest 20,197 144,415 -2,270
Corn(CBOT)
Jul16 160701 360.75 361.50 352.00 353.00 -5.75 99,434 22,478 -24,348
Sep16 160701 367.50 368.75 358.75 360.00 -5.50 135,738 568,731 +1,662
Dec16 160701 373.25 375.00 365.75 367.00 -4.25 167,287 481,538 -9,734
Mar17 160701 381.50 384.25 374.75 376.00 -3.50 15,761 99,036 +46
May17 160701 384.75 389.50 380.50 381.25 -3.25 4,498 22,764 -108
Jul17 160701 391.50 393.25 384.50 385.75 -3.50 6,030 58,818 +974
Sep17 160701 382.50 384.50 382.00 382.75 unch 1,878 11,400 +485
Dec17 160701 391.00 392.00 387.00 388.00 -0.75 3,933 33,997 +524
Mar18 160701 400.00 400.00 396.75 396.75 -0.25 38 1,322 +8
May18 160701 402.50 403.50 401.75 401.75 -0.25 0 408 +0
Total Volume and Open Interest 434,670 1,302,638 -30,440
Wheat(CBOT)
Jul16 160701 430.25 431.00 414.25 416.25 -15.00 16,274 2,330 -7,039
Sep16 160701 445.75 446.00 428.00 430.25 -15.25 88,023 240,128 +12,214
Dec16 160701 465.25 465.50 448.00 450.75 -14.75 27,840 97,920 +1,384
Mar17 160701 483.00 483.00 466.00 468.75 -14.50 13,621 31,881 -20
May17 160701 493.50 493.50 477.50 480.25 -13.50 2,342 7,316 -98
Jul17 160701 502.00 502.00 486.00 488.50 -13.50 3,031 18,827 +343
Total Volume and Open Interest 152,361 403,997 +6,508
Wheat(KCBT)
Jul16 160701 401.00 402.25 392.50 394.25 -10.00 15,246 3,060 -6,476
Sep16 160701 422.25 422.50 409.00 411.50 -11.00 30,956 132,566 +5,551
Dec16 160701 445.00 447.75 434.25 436.25 -11.50 6,965 46,201 +269
Mar17 160701 464.25 464.25 450.75 452.75 -11.50 2,581 16,194 +252
May17 160701 469.50 470.00 463.00 463.50 -11.50 1,474 6,902 +57
Jul17 160701 479.25 479.75 472.50 473.25 -11.50 2,248 10,510 +1,046
Sep17 160701 487.00 488.00 486.00 486.75 -11.00 29 572 +13
Total Volume and Open Interest 59,505 216,356 +713
Wheat(MGE)
Jul16 160701 492.25 493.25 489.25 489.25 -6.00 3,074 644 -1,607
Sep16 160701 507.00 507.00 499.25 500.00 -8.25 8,048 26,108 +1,468
Dec16 160701 523.25 523.25 515.00 516.00 -7.75 3,440 13,474 +882
Mar17 160701 538.25 538.25 530.00 531.00 -7.25 1,502 7,852 +299
May17 160701 545.25 545.25 540.00 540.50 -7.00 870 3,102 +160
Jul17 160701 551.00 551.00 547.25 548.75 -7.25 275 1,562 +86
Total Volume and Open Interest 17,223 53,294 +1,283
Oats(CBOT)
Jul16 160701 208.00 208.50 205.25 205.50 +0.25 71 626 -16
Sep16 160701 201.75 203.75 190.50 191.25 -11.25 185 3,430 +11
Dec16 160701 201.50 203.75 190.75 192.75 -9.00 354 5,524 +119
Mar17 160701 215.00 215.00 202.50 205.25 -8.00 51 738 +14
Total Volume and Open Interest 661 10,318 +128
Rough Rice(CBOT)
Jul16 160701 10.51 10.51 10.36 10.36 -0.14 634 381 -465
Sep16 160701 10.65 10.79 10.44 10.45 -0.20 912 7,429 +301
Nov16 160701 10.95 11.05 10.73 10.73 -0.20 115 1,492 +63
Jan17 160701 10.99 10.99 10.99 10.99 -0.16 0 97 +0
Total Volume and Open Interest 1,661 9,436 -101
Live Cattle(CME)
Aug16 160701 114.850 115.350 112.785 112.980 -1.850 17,518 117,562 -2,325
Oct16 160701 114.550 115.285 112.980 113.285 -1.365 7,531 58,924 +352
Dec16 160701 114.680 115.635 113.550 113.785 -1.165 6,592 39,354 +314
Feb17 160701 114.250 114.830 112.930 113.250 -1.050 1,416 11,121 +107
Apr17 160701 113.535 113.900 112.180 112.430 -1.070 714 8,055 +62
Jun17 160701 107.950 108.430 106.480 106.800 -0.930 376 2,655 +125
Total Volume and Open Interest 36,072 239,568 -2,668
Feeder Cattle(CME)
Aug16 160701 143.700 145.050 141.880 142.450 -1.850 5,599 24,926 -310
Sep16 160701 143.035 144.185 141.250 141.700 -1.800 1,613 5,617 +197
Oct16 160701 141.600 142.880 140.000 140.550 -1.435 1,269 5,035 +128
Nov16 160701 139.000 140.400 137.630 138.185 -1.265 524 4,608 +41
Jan17 160701 135.750 136.075 133.600 134.185 -1.000 358 1,366 +152
Mar17 160701 132.400 132.880 130.685 131.350 -0.650 81 375 +50
Apr17 160701 132.000 132.150 130.400 130.800 -0.200 9 36 +0
Total Volume and Open Interest 9,456 41,975 +261
Lean Hogs(CME)
Jul16 160701 82.885 82.885 82.100 82.680 -0.170 4,007 20,458 -1,530
Aug16 160701 83.430 84.285 82.885 83.950 +0.665 12,980 96,025 -1,143
Oct16 160701 71.750 72.650 71.385 72.350 +0.650 6,190 66,928 +977
Dec16 160701 64.000 64.700 63.830 64.650 +0.450 3,143 42,255 +156
Feb17 160701 67.035 67.450 66.850 67.430 +0.080 1,137 18,689 +440
Apr17 160701 70.800 71.150 70.700 71.135 -0.015 864 10,823 +248
May17 160701 75.700 75.700 75.200 75.700 +0.065 6 149 +5
Jun17 160701 78.980 79.150 78.950 79.150 -0.200 15 1,024 +2
Total Volume and Open Interest 28,352 256,585 -841
Class III Milk(CME)
Jun16 160628 13.24 13.24 13.22 13.23 +0.01 88 4,306 -76
Jul16 160701 15.26 15.47 15.00 15.07 -0.18 392 5,350 -8
Aug16 160701 16.45 16.49 15.76 15.89 -0.48 644 4,626 +97
Sep16 160701 16.48 16.52 15.93 16.04 -0.35 510 3,807 +152
Oct16 160701 16.38 16.39 16.00 16.13 -0.17 354 3,308 +115
Nov16 160701 16.24 16.24 15.99 16.11 -0.13 168 3,074 +63
Dec16 160701 16.05 16.05 15.83 15.89 -0.11 137 2,694 +55
Jan17 160701 15.89 15.89 15.81 15.82 -0.09 70 1,103 +55
Feb17 160701 15.83 15.83 15.83 15.83 -0.09 43 952 +31
Mar17 160701 15.94 15.98 15.93 15.93 -0.02 40 889 +40
Apr17 160701 16.03 16.09 16.00 16.03 unch 18 793 +14
May17 160701 16.23 16.28 16.22 16.22 unch 19 654 +14
Jun17 160701 16.31 16.35 16.30 16.31 +0.01 29 556 +22
Total Volume and Open Interest 2,493 28,751 +697
Cocoa(ICE)
Jul16 160701 3040 3040 3034 3034 +30 24 43 -8
Sep16 160701 2976 3000 2968 2995 +32 12,985 90,705 +510
Dec16 160701 2951 2972 2943 2967 +29 5,906 53,095 +1,686
Mar17 160701 2907 2942 2907 2937 +30 2,291 36,871 -435
May17 160701 2905 2924 2900 2923 +30 430 7,108 +105
Jul17 160701 2908 2913 2908 2913 +30 66 2,341 +30
Sep17 160701 2902 2905 2902 2905 +29 0 3,869 +0
Total Volume and Open Interest 21,702 198,414 +1,940
Coffee "C"(ICE)
Jul16 160701 143.45 145.50 143.45 144.85 +0.75 74 185 -88
Sep16 160701 146.00 148.00 144.60 146.40 +0.75 16,818 98,711 +1,566
Dec16 160701 148.50 150.50 147.45 149.15 +0.85 4,904 40,373 +225
Mar17 160701 151.75 152.95 150.00 151.65 +0.90 1,592 15,479 +136
May17 160701 152.05 154.35 151.75 153.10 +0.95 316 8,257 +59
Jul17 160701 153.30 155.50 152.90 154.40 +1.05 220 3,149 +55
Total Volume and Open Interest 24,285 174,148 +2,002
Orange Juice(ICE)
Jul16 160701 180.75 183.00 180.75 180.85 +3.70 400 843 -238
Sep16 160701 178.30 179.80 177.20 178.25 +1.05 1,272 13,600 +292
Nov16 160701 177.25 179.40 177.25 178.15 +1.80 106 1,869 +64
Jan17 160701 176.65 178.55 176.65 178.05 +2.10 17 684 +13
Mar17 160701 176.50 177.10 176.50 176.90 +1.80 4 37 +4
May17 160701 177.30 177.30 177.30 177.30 +2.70      
Total Volume and Open Interest 1,799 17,035 +135
Sugar #11(ICE)
Oct16 160701 20.38 21.05 20.31 20.78 +0.45 110,069 483,116 +9,631
Mar17 160701 20.52 21.07 20.41 20.84 +0.41 43,467 208,328 +1,186
May17 160701 19.40 19.90 19.29 19.72 +0.42 14,715 50,390 +3,797
Jul17 160701 18.60 19.03 18.50 18.87 +0.37 5,996 41,381 +834
Oct17 160701 18.15 18.51 18.10 18.38 +0.32 2,459 29,767 +78
Mar18 160701 18.00 18.20 17.81 18.10 +0.28 1,233 13,359 +422
May18 160701 17.48 17.66 17.48 17.59 +0.24 288 3,957 +35
Jul18 160701 17.33 17.33 17.25 17.28 +0.24 130 4,409 +46
Total Volume and Open Interest 212,270 865,012 +9,251
London Cocoa(LCE)
Jul16 160704 2406 2429 2404 2417 +13 18,168 46,187 -15,725
Sep16 160704 2375 2398 2368 2386 +14 20,453 87,971 +7,333
Dec16 160704 2318 2337 2311 2328 +13 6,319 65,840 +369
Mar17 160704 2266 2284 2260 2277 +12 3,933 45,895 -114
May17 160704 2248 2266 2248 2260 +12 907 15,815 +338
Jul17 160704 2251 2254 2251 2253 +12 247 2,402 +28
Sep17 160704 2244 2245 2244 2245 +11 25 1,416 +24
Total Volume and Open Interest 50,077 265,913 -7,725
London Sugar(LCE)
Aug16 160704 563.70 566.70 559.10 564.90 +0.90 7,803 28,548 -3,001
Oct16 160704 564.00 565.70 559.20 564.00 unch 7,120 33,657 +972
Dec16 160704 560.40 561.20 555.80 559.20 -0.70 2,248 15,185 +361
Mar17 160704 553.60 558.30 553.60 556.80 -0.70 1,619 15,308 +528
May17 160704 540.30 543.50 540.30 543.50 +0.10 351 5,087 +152
Total Volume and Open Interest 19,530 103,134 -780
Cotton(ICE)
Jul16 160701 63.62 63.62 63.62 63.62 +0.80 1 53 -1
Oct16 160701 64.62 65.33 64.60 65.10 +0.48 21 136 +2
Dec16 160701 64.55 65.18 64.34 64.99 +0.82 14,648 153,204 +1,673
Mar17 160701 64.72 65.38 64.71 65.24 +0.67 2,019 21,278 +178
May17 160701 65.19 65.59 65.04 65.48 +0.54 443 3,862 +76
Jul17 160701 65.62 65.92 65.61 65.85 +0.45 149 2,937 +47
Total Volume and Open Interest 17,553 186,484 +2,227
Lumber(CME)
Jul16 160701 308.7 310.8 307.3 309.3 +5.4 149 668 -45
Sep16 160701 316.4 317.2 313.2 315.0 +7.3 217 3,074 +44
Nov16 160701 319.4 319.5 316.2 317.4 +6.9 6 161 -2
Jan17 160701 320.4 320.4 316.0 320.4 +4.3 2 36 +0
Total Volume and Open Interest 374 3,991 -3
Crude Oil(NYM)
Aug16 160701 48.38 49.30 47.90 48.99 +0.66 511,476 456,058 -1,095
Sep16 160701 49.03 49.97 48.58 49.65 +0.64 152,340 271,929 +14,811
Oct16 160701 49.70 50.57 49.14 50.25 +0.66 53,684 105,155 +3,054
Nov16 160701 50.31 51.13 49.72 50.82 +0.69 28,752 101,281 +4,489
Dec16 160701 50.69 51.67 50.14 51.34 +0.72 84,996 239,676 +1,492
Jan17 160701 51.14 52.11 50.58 51.77 +0.75 17,208 51,125 +2,295
Feb17 160701 51.03 52.35 50.92 52.11 +0.77 9,898 29,661 +989
Mar17 160701 51.74 52.63 51.27 52.39 +0.78 16,985 64,424 +46
Apr17 160701 51.92 52.84 51.57 52.61 +0.78 5,299 19,888 +474
May17 160701 51.90 52.82 51.90 52.81 +0.80 2,459 18,627 -191
Jun17 160701 52.38 53.29 51.84 53.00 +0.82 20,523 70,567 -1,012
Jul17 160701 52.75 53.16 52.60 53.16 +0.85 2,594 16,917 +331
Aug17 160701 53.31 53.60 52.04 53.31 +0.88 1,725 12,971 +327
Sep17 160701 52.81 53.47 52.81 53.47 +0.90 3,210 29,230 +567
Oct17 160701 53.65 54.00 53.52 53.65 +0.93 834 9,842 -67
Nov17 160701 53.87 53.87 53.73 53.87 +0.96 469 11,280 +72
Total Volume and Open Interest 967,120 1,748,513 +27,773
e-miNY Crude Oil(NYM)
Aug16 160701 48.375 49.275 47.900 49.000 +0.675 10,852 1,841 +43
Sep16 160701 48.975 49.950 48.600 49.650 +0.650 323 466 -34
Oct16 160701 49.850 50.425 49.275 50.250 +0.650 22 95 +7
Nov16 160701 49.900 50.975 49.900 50.825 +0.700 1 24 +0
Dec16 160701 50.600 51.350 50.400 51.350 +0.725 8 289 +3
Jan17 160701 51.775 51.775 51.775 51.775 +0.750 0 15 +0
Feb17 160701 52.100 52.100 52.100 52.100 +0.750 0 9 +0
Mar17 160701 52.400 52.400 52.250 52.400 +0.800 1 12 +0
Apr17 160701 52.600 52.600 52.600 52.600 +0.775      
May17 160701 52.800 52.800 52.800 52.800 +0.800      
Total Volume and Open Interest 11,211 2,909 +16
NY Harbor ULSD(NYM)
Aug16 160701 149.18 152.25 147.31 151.15 +2.28 72,839 93,037 +1,080
Sep16 160701 151.16 154.21 149.38 153.10 +2.27 27,998 65,041 +340
Oct16 160701 152.78 156.02 151.36 154.90 +2.21 15,421 33,215 +1,210
Nov16 160701 155.25 157.79 153.13 156.64 +2.30 8,558 25,207 +52
Dec16 160701 156.63 159.49 154.58 158.24 +2.40 15,537 47,977 -1,570
Jan17 160701 156.68 160.00 156.68 159.83 +2.45 3,888 20,822 +490
Feb17 160701 157.92 161.13 157.92 161.00 +2.49 1,965 11,037 -92
Mar17 160701 158.82 161.66 158.05 161.50 +2.50 1,634 14,532 +116
Apr17 160701 158.03 161.33 158.03 161.13 +2.50 529 5,960 +40
May17 160701 159.29 161.12 159.29 161.12 +2.48 402 2,964 +19
Jun17 160701 158.35 162.35 158.28 161.43 +2.51 1,233 17,941 +201
Jul17 160701 162.15 162.50 159.50 162.15 +2.53 400 2,122 +78
Aug17 160701 161.25 162.97 161.25 162.97 +2.54 227 1,266 +11
Sep17 160701 161.00 163.99 161.00 163.99 +2.58 326 1,188 +72
Total Volume and Open Interest 173,620 376,543 -5,314
RBOB Gasoline(NYM)
Aug16 160701 150.25 152.53 146.58 151.35 +1.22 83,806 120,626 -35
Sep16 160701 150.89 153.21 147.58 152.00 +1.26 59,528 83,119 +1,945
Oct16 160701 141.57 144.16 138.79 142.91 +1.68 35,418 48,513 +2,835
Nov16 160701 139.76 142.43 137.41 141.18 +1.93 14,077 32,818 +315
Dec16 160701 138.40 141.14 136.13 139.82 +2.06 19,226 41,532 -197
Jan17 160701 137.45 141.34 136.82 140.13 +2.18 7,744 13,763 +752
Feb17 160701 138.58 141.75 138.21 141.52 +2.23 1,790 2,995 +309
Mar17 160701 140.89 143.75 140.19 143.45 +2.19 3,612 7,409 +1,260
Apr17 160701 160.45 164.41 160.28 163.60 +2.06 1,039 4,404 -228
May17 160701 161.14 164.44 161.07 164.44 +2.14 1,356 4,232 -251
Total Volume and Open Interest 257,461 394,759 -1,087
e-miNY RBOB Gasoline(NYM)
Aug16 160701 151.40 151.40 151.35 151.40 +1.30      
Sep16 160701 152.00 152.00 152.00 152.00 +1.30      
Oct16 160701 142.90 142.91 142.90 142.90 +1.70      
Nov16 160701 141.20 141.20 141.18 141.20 +1.90      
Total Volume and Open Interest      
Natural Gas(NYM)
Aug16 160701 2.931 2.998 2.891 2.987 +0.063 147,245 215,017 -5,973
Sep16 160701 2.922 2.990 2.883 2.981 +0.063 60,249 216,440 -1,177
Oct16 160701 2.951 3.022 2.916 3.013 +0.065 49,991 119,980 +2,515
Nov16 160701 3.092 3.148 3.053 3.142 +0.057 26,429 64,775 -783
Dec16 160701 3.305 3.368 3.287 3.365 +0.046 17,552 53,563 +303
Jan17 160701 3.445 3.496 3.415 3.492 +0.046 27,903 106,912 +1,407
Feb17 160701 3.440 3.475 3.402 3.475 +0.046 7,920 28,292 -5
Mar17 160701 3.375 3.419 3.345 3.415 +0.047 15,131 60,608 +209
Apr17 160701 3.070 3.113 3.052 3.110 +0.040 14,553 52,139 +685
May17 160701 3.030 3.074 3.012 3.071 +0.042 6,314 20,603 +48
Jun17 160701 3.060 3.099 3.040 3.096 +0.041 3,512 14,361 +471
Jul17 160701 3.088 3.128 3.074 3.123 +0.039 4,321 11,807 +1,145
Aug17 160701 3.096 3.131 3.080 3.131 +0.039 3,570 13,583 +749
Sep17 160701 3.070 3.120 3.060 3.113 +0.040 1,485 7,473 -64
Oct17 160701 3.084 3.138 3.084 3.137 +0.039 3,549 17,427 +594
Nov17 160701 3.150 3.187 3.147 3.184 +0.038 1,063 7,974 +164
Total Volume and Open Interest 393,879 1,062,639 -310
Brent Crude Oil(ICE)
Sep16 160704 50.60 50.75 50.03 50.10 -0.25 309,512 507,556 -2,210
Oct16 160704 51.20 51.29 50.58 50.69 -0.20 112,873 250,094 +16,900
Nov16 160704 51.63 51.73 50.99 51.11 -0.21 58,743 179,932 +2,858
Dec16 160704 52.19 52.31 51.58 51.68 -0.21 96,848 375,012 +1,862
Jan17 160704 52.44 52.77 52.08 52.14 -0.20 20,987 92,209 +1,543
Feb17 160704 52.82 53.14 52.46 52.52 -0.19 9,362 63,278 -32
Mar17 160704 53.20 53.46 52.78 52.84 -0.19 13,101 62,777 -858
Apr17 160704 53.39 53.75 53.08 53.14 -0.18 4,934 23,625 -102
May17 160704 53.72 54.01 53.43 53.43 -0.18 2,633 21,862 -158
Jun17 160704 54.00 54.30 53.64 53.72 -0.17 17,811 94,371 +453
Jul17 160704 54.01 54.01 54.01 54.01 -0.17 1,256 17,706 +170
Aug17 160704 54.26 54.26 54.26 54.26 -0.17 767 16,284 +36
Sep17 160704 54.89 54.89 54.47 54.47 -0.17 2,425 35,224 -187
Oct17 160704 54.68 54.68 54.68 54.68 -0.17 1,016 14,167 +402
Total Volume and Open Interest 710,254 2,203,819 -15,147
Gas Oil(ICE)
Jul16 160704 442.50 444.75 433.75 435.50 +1.00 54,635 64,525 -17,757
Aug16 160704 448.75 449.75 440.00 441.50 +2.50 85,998 138,000 -3,247
Sep16 160704 453.25 454.00 445.50 446.50 +2.50 46,178 68,542 -3,235
Oct16 160704 457.00 458.75 450.75 451.75 +3.00 24,748 43,060 -3,402
Nov16 160704 461.00 461.75 454.25 455.25 +3.25 14,290 38,682 +2,002
Dec16 160704 463.00 464.50 457.00 458.50 +3.75 34,835 92,388 -388
Jan17 160704 465.00 467.75 461.50 462.50 +4.00 4,279 27,912 +879
Feb17 160704 468.50 470.75 465.50 466.25 +4.25 2,395 13,442 +150
Mar17 160704 474.50 474.50 468.75 469.25 +4.25 2,296 21,135 +261
Apr17 160704 476.50 476.50 471.25 472.00 +4.25 1,232 9,684 -7
Total Volume and Open Interest 286,280 680,304 -24,609
Ethanol(CBOT)
Jul16 160701 1.610 1.629 1.610 1.629 +0.005 105 63 -62
Aug16 160701 1.607 1.611 1.592 1.606 +0.002 259 1,962 +2
Sep16 160701 1.583 1.585 1.566 1.582 unch 183 848 -32
Oct16 160701 1.545 1.545 1.545 1.545 -0.009 77 334 +36
Nov16 160701 1.499 1.508 1.498 1.508 -0.012 54 382 +36
Dec16 160701 1.465 1.473 1.465 1.473 -0.012 49 1,159 +0
Jan17 160701 1.451 1.451 1.451 1.451 -0.012 0 155 +0
Feb17 160701 1.448 1.448 1.448 1.448 -0.012 0 18 +0
Total Volume and Open Interest 727 4,921 -20
WTI Crude Oil(ICE)
Aug16 160704 49.19 49.33 48.68 48.76 -0.23 34,743 59,123 -2,927
Sep16 160704 49.88 50.01 49.37 49.46 -0.19 47,821 63,014 +2,002
Oct16 160704 50.46 50.62 49.99 50.08 -0.17 25,977 21,154 -351
Nov16 160704 50.94 51.17 50.58 50.68 -0.14 10,495 23,989 +590
Dec16 160704 51.47 51.74 51.14 51.22 -0.12 16,047 90,688 +1,108
Jan17 160704 51.71 51.71 51.67 51.67 -0.10 2,374 14,019 +307
Feb17 160704 52.03 52.03 52.03 52.03 -0.08 1,863 13,254 +924
Mar17 160704 52.28 52.33 52.28 52.33 -0.06 1,887 12,276 +535
Apr17 160704 52.56 52.56 52.56 52.56 -0.05 429 2,538 -13
May17 160704 52.76 52.76 52.76 52.76 -0.05 105 1,462 -28
Jun17 160704 53.31 53.31 52.96 52.96 -0.04 1,482 28,956 -108
Jul17 160704 53.12 53.12 53.12 53.12 -0.04 96 1,755 +9
Aug17 160704 53.26 53.26 53.26 53.26 -0.05 46 694 +6
Sep17 160704 53.42 53.42 53.42 53.42 -0.05 319 5,008 -23
Oct17 160704 53.59 53.59 53.59 53.59 -0.06 63 1,278 +7
Nov17 160704 53.79 53.79 53.79 53.79 -0.08 81 762 +12
Total Volume and Open Interest 148,497 439,788 +1,462
US Dollar Index(ICE)
Sep16 160704 95.750 95.960 95.565 95.715 unch 40,027 43,519 -33
Dec16 160704 95.820 95.900 95.635 95.755 unch 531 2,346 -105
Mar17 160704 95.800 95.805 95.710 95.800 unch 93 1,423 +36
Total Volume and Open Interest 40,653 47,304 -101
Australian Dollar(CME)
Sep16 160701 74.23 74.83 74.16 74.63 +0.39 96,481 69,980 +727
Dec16 160701 74.36 74.58 73.95 74.40 +0.39 84 1,046 +36
Mar17 160701 74.20 74.20 74.20 74.20 +0.40 0 11 +0
Total Volume and Open Interest 96,565 71,039 +763
British Pound(CME)
Sep16 160701 133.02 133.59 132.55 132.93 +0.45 134,756 209,983 +4,904
Dec16 160701 133.22 133.70 132.71 133.08 +0.47 272 1,184 +109
Mar17 160701 133.27 133.71 133.15 133.27 +0.48 1 94 +1
Total Volume and Open Interest 135,029 211,565 +5,014
Canadian Dollar(CME)
Sep16 160701 77.27 77.74 77.08 77.44 +0.32 51,529 109,737 -547
Dec16 160701 77.20 77.73 77.11 77.44 +0.32 87 3,700 +2
Mar17 160701 77.63 77.70 77.44 77.45 +0.32 25 312 +25
Jun17 160701 77.48 77.71 77.12 77.48 +0.34 0 116 +0
Total Volume and Open Interest 51,641 113,905 -520
Japanese Yen(CME)
Sep16 160701 97.06 97.86 97.04 97.78 +0.71 87,760 141,891 -432
Dec16 160701 97.45 98.19 97.41 98.13 +0.71 60 653 -3
Mar17 160701 98.40 98.50 98.35 98.50 +0.72 2 32 +0
Total Volume and Open Interest 87,822 142,682 -435
Swiss Franc(CME)
Sep16 160701 102.87 103.41 102.66 103.11 +0.47 14,085 35,164 -242
Dec16 160701 103.61 103.90 103.53 103.65 +0.46 12 80 -6
Mar17 160701 104.20 104.37 104.20 104.20 +0.50      
Total Volume and Open Interest 14,097 35,259 -248
EuroFX(CME)
Sep16 160701 111.33 112.00 111.02 111.65 +0.57 156,177 333,838 +2,255
Dec16 160701 111.82 112.36 111.41 112.04 +0.59 869 3,950 +303
Mar17 160701 112.30 112.72 111.83 112.43 +0.59 155 1,297 +0
Total Volume and Open Interest 157,201 339,831 +2,558
Mexican Peso(CME)
Jul16 160701 544.63 545.00 542.38 542.38 -2.25 0 6 +0
Aug16 160701 541.50 541.50 541.50 541.50 -2.25      
Total Volume and Open Interest 39,888 107,284 -2,156
Brazilian Real(CME)
Aug16 160701 308.70 310.25 305.45 307.35 -1.20 3,956 22,395 +1,622
Sep16 160701 305.45 306.60 303.15 304.35 -1.30 259 3,601 -45
Oct16 160701 301.50 301.50 301.50 301.50 -1.65      
Nov16 160701 298.75 298.75 298.75 298.75 -1.70      
Total Volume and Open Interest 8,845 29,863 -463
30-Year T-Bonds(CBOT)
Sep16 160701 172~220 175~110 172~210 173~220 +1~110 257,380 548,975 -3,202
Dec16 160701 172~040 173~160 172~040 172~050 +1~090 68 54 +3
Mar17 160701 171~010 171~010 171~010 171~010 +1~090      
Total Volume and Open Interest 257,448 549,029 -3,199
10-Year T-Notes(CBOT)
Sep16 160701 133~010 133~295 132~315 133~025 +0~030 1,098,012 2,800,869 -9,556
Dec16 160701 132~050 132~130 132~050 132~050 +0~035 104 170 +101
Mar17 160701 131~110 131~110 131~110 131~110 +0~035      
Total Volume and Open Interest 1,098,116 2,801,039 -9,455
5-Year T-Notes(CBOT)
Sep16 160701 122~064 122~190 122~036 122~044 -0~006 515,071 2,628,934 +1,377
Dec16 160701 122~030 122~030 122~030 122~030 -0~006      
Total Volume and Open Interest 515,400 2,667,855 +1,259
2 Year T-Notes(CBOT)
Sep16 160701 109~214 109~240 109~200 109~202 -0~010 187,113 981,864 +414
Dec16 160701 109~186 109~186 109~186 109~186 -0~010      
Mar17 160701 109~186 109~186 109~186 109~186 -0~010      
Total Volume and Open Interest 187,646 986,840  
Eurodollars(CME)
Sep16 160701 99.360 99.370 99.345 99.345 -0.010 202,533 1,185,794 +6,102
Dec16 160701 99.330 99.340 99.305 99.310 -0.015 232,574 1,294,987 +1,218
Mar17 160701 99.305 99.320 99.280 99.280 -0.025 166,823 918,960 -631
Jun17 160701 99.270 99.290 99.240 99.245 -0.025 151,012 813,103 -4,979
Sep17 160701 99.235 99.260 99.200 99.205 -0.025 153,678 806,847 -1,521
Dec17 160701 99.180 99.215 99.145 99.150 -0.025 190,118 1,144,572 +1,036
Mar18 160701 99.145 99.190 99.105 99.115 -0.020 118,472 585,868 +3,433
Jun18 160701 99.100 99.150 99.055 99.070 -0.020 97,513 445,362 +3,819
Sep18 160701 99.050 99.110 99.010 99.025 -0.015 95,123 411,972 +1,420
Dec18 160701 98.990 99.055 98.955 98.970 -0.010 107,163 554,106 -5,873
Mar19 160701 98.950 99.020 98.910 98.930 -0.005 86,848 319,445 -9,954
Jun19 160701 98.895 98.975 98.860 98.880 -0.005 74,531 263,607 -7,083
Sep19 160701 98.840 98.925 98.810 98.825 -0.005 46,212 218,723 -3,110
Dec19 160701 98.775 98.870 98.745 98.765 unch 39,764 216,630 -3,178
Mar20 160701 98.725 98.820 98.695 98.715 +0.005 25,880 121,459 +1,544
Jun20 160701 98.660 98.765 98.640 98.655 +0.010 25,981 75,222 -907
Sep20 160701 98.605 98.710 98.585 98.595 +0.010 23,674 83,529 +2,070
Dec20 160701 98.535 98.650 98.520 98.535 +0.015 19,178 89,723 -198
Total Volume and Open Interest 1,954,633 9,988,414 +6,280
Ultra T-Bond(CBOT)
Sep16 160701 186~29 190~16 186~26 188~09 +1~29 122,521 578,052 -5,006
Dec16 160701 187~10 187~10 187~10 187~10 +1~29      
Mar17 160701 186~10 186~10 186~10 186~10 +1~29      
Total Volume and Open Interest 122,521 578,052 -5,006
Ultra 10-Yr T-Note(CBOT)
Sep16 160701 145~275 147~030 145~255 145~310 +0~095 65,626 140,807 +1,598
Dec16 160701 145~230 145~230 145~230 145~230 +0~095      
Mar17 160701 145~230 145~230 145~230 145~230 +0~095      
Total Volume and Open Interest 65,626 140,807 +1,598
30 Day Federal Funds(CBOT)
Jul16 160701 99.622 99.622 99.615 99.620 -0.002 34,766 196,517 +762
Aug16 160701 99.625 99.625 99.620 99.625 unch 38,076 188,899 -15,682
Sep16 160701 99.625 99.630 99.620 99.620 -0.010 8,937 55,620 -84
Oct16 160701 99.635 99.640 99.620 99.620 -0.025 23,627 142,380 -5,858
Nov16 160701 99.640 99.645 99.620 99.620 -0.025 19,770 52,898 +5,705
Dec16 160701 99.630 99.635 99.610 99.615 -0.020 8,201 38,689 +269
Total Volume and Open Interest 174,923 944,412 -9,606
3-Mth Euro-Yen(CME)
Sep16 160701 99.990 99.990 99.990 99.990 unch      
Dec16 160701 99.990 99.990 99.990 99.990 unch      
Mar17 160701 99.990 99.990 99.990 99.990 unch      
Jun17 160701 99.990 99.990 99.990 99.990 unch      
Sep17 160701 99.990 99.990 99.990 99.990 unch      
Dec17 160701 99.990 99.990 99.990 99.990 unch      
Mar18 160701 99.995 99.995 99.995 99.995 unch      
Jun18 160701 99.855 99.855 99.855 99.855 unch      
Sep18 160701 99.715 99.715 99.715 99.715 unch      
Dec18 160701 99.575 99.575 99.575 99.575 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep16 160630 99.99 99.99 99.99 99.99 unch      
Dec16 160630 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160630 99.99 99.99 99.99 99.99 unch      
Jun17 160630 99.99 99.99 99.99 99.99 unch      
Sep17 160630 99.99 99.99 99.99 99.99 unch      
Dec17 160630 99.99 99.99 99.99 99.99 unch      
Mar18 160630 100.00 100.00 100.00 100.00 unch      
Jun18 160630 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160630 152.99 153.01 152.78 152.83 -0.14 2,124 17,163 -341
Dec16 160630 152.83 152.83 152.83 152.83 -0.14 20 1 -20
Mar17 160630 152.75 152.75 152.75 152.75 -0.14      
Total Volume and Open Interest 2,144 17,164 -361
Euro-Buxl(EUREX)
Sep16 160704 195.10 195.10 193.58 194.30 -0.32 59,855 150,490 +14,324
Dec16 160704 192.46 192.56 192.46 192.56 -0.38 0 25 +0
Mar17 160704 192.56 192.56 192.56 192.56 -0.38      
Total Volume and Open Interest 59,855 150,515 +14,324
Euro-Bund(EUREX)
Sep16 160704 167.10 167.25 166.72 167.08 +0.11 851,364 1,788,656 +210,575
Dec16 160704 164.27 164.44 164.27 164.44 +0.11 19 127 -10
Mar17 160704 166.58 166.58 166.58 166.58 +0.11 0 3 +0
Total Volume and Open Interest 851,383 1,788,786 +210,565
Euro-Bobl(EUREX)
Sep16 160704 133.60 133.73 133.52 133.66 +0.10 558,656 1,315,444 +53,364
Dec16 160704 131.56 131.56 131.56 131.56 +0.10 0 107 +0
Mar17 160704 133.66 133.66 133.66 133.66 +0.10      
Total Volume and Open Interest 558,656 1,315,551 +53,364
Euro-Schatz(EUREX)
Sep16 160704 112.06 112.10 112.04 112.08 +0.03 284,862 1,116,092 +65,180
Dec16 160704 112.06 112.06 112.06 112.06 +0.04 0 185 +0
Mar17 160704 112.06 112.06 112.06 112.06 +0.04      
Total Volume and Open Interest 284,862 1,116,277 +65,180
3-Mth Euribor(EUREX)
Sep16 160704 100.335 100.335 100.335 100.335 +0.010 152 5,007 +152
Dec16 160704 100.365 100.365 100.365 100.365 +0.015 500 2,292 +262
Mar17 160704 100.375 100.375 100.375 100.375 +0.015 0 3,780 +0
Total Volume and Open Interest 656 96,327 +413
Long Gilt(LIFFE)
Sep16 160704 129~04 129~11 128~22 129~06 +0~12 202,650 460,683 +13,127
Dec16 160704 128~05 128~05 128~05 128~05 +0~12      
Total Volume and Open Interest 202,650 460,683 +13,127
3-Mth Short Sterling(LIFFE)
Sep16 160704 99.66 99.69 99.66 99.68 +0.02 149,607 452,942 +7,216
Dec16 160704 99.69 99.72 99.69 99.71 +0.02 149,600 483,867 +15,866
Mar17 160704 99.70 99.72 99.69 99.71 +0.01 105,698 344,728 -2,459
Jun17 160704 99.70 99.72 99.68 99.71 +0.01 84,310 277,281 -6,667
Sep17 160704 99.69 99.71 99.68 99.70 +0.01 113,847 252,377 +663
Dec17 160704 99.68 99.70 99.66 99.69 +0.01 103,794 248,993 -12,947
Total Volume and Open Interest 1,008,870 2,898,449 -1,903
3-Mth Euribor(LIFFE)
Sep16 160704 100.325 100.340 100.325 100.335 +0.005 116,901 373,112 -1,993
Dec16 160704 100.345 100.365 100.345 100.360 +0.010 65,490 466,974 +2,907
Mar17 160704 100.360 100.380 100.355 100.370 +0.010 69,075 407,321 +4,411
Total Volume and Open Interest 737,701 3,080,367 -58
3-Mth Aus T-Bills(SFE)
Sep16 160704 98.12 98.14 98.09 98.10 -0.02 12,988 208,422 -2,951
Dec16 160704 98.21 98.23 98.17 98.18 -0.03 14,939 185,614 -11,203
Mar17 160704 98.26 98.28 98.22 98.23 -0.03 14,532 138,651 -958
Jun17 160704 98.29 98.31 98.25 98.25 -0.04 9,955 116,439 -1,358
Sep17 160704 98.30 98.33 98.27 98.27 -0.03 10,227 87,058 +161
Dec17 160704 98.32 98.35 98.28 98.29 -0.03 8,556 67,487 -1,947
Mar18 160704 98.31 98.32 98.28 98.28 -0.03 3,753 39,813 -2,276
Jun18 160704 98.30 98.31 98.26 98.27 -0.02 2,528 30,637 -143
Sep18 160704 98.27 98.27 98.24 98.26 -0.01 2,071 4,871 +156
Dec18 160704 98.24 98.24 98.22 98.23 -0.02 841 2,604 +15
Total Volume and Open Interest 80,876 884,062 -20,500
10-Year Aus T-Bonds(SFE)
Sep16 160704 98.04 98.09 97.98 97.99 -0.05 120,126 844,450 +14,551
Dec16 160704 97.99 97.99 97.99 97.99 -0.05      
Total Volume and Open Interest 120,126 844,450 +14,551
3-Year Aus T-Bonds(SFE)
Sep16 160704 98.53 98.56 98.47 98.49 -0.05 169,272 747,202 +2,789
Dec16 160704 98.49 98.49 98.49 98.49 -0.05      
Total Volume and Open Interest 169,272 747,202 +2,789
Gold(CMX)
Aug16 160701 1324.8 1347.0 1323.1 1339.0 +18.4 176,817 433,767 +4,103
Oct16 160701 1329.1 1350.5 1326.9 1342.5 +18.5 4,179 36,120 +1,408
Dec16 160701 1331.5 1353.8 1330.0 1346.0 +18.6 8,296 92,730 +649
Feb17 160701 1341.6 1356.6 1341.6 1349.0 +18.7 2,174 15,300 +1,474
Apr17 160701 1336.7 1357.6 1336.7 1351.7 +18.8 162 7,110 +10
Jun17 160701 1345.0 1360.7 1345.0 1354.2 +18.9 359 12,458 +47
Aug17 160701 1349.0 1358.6 1349.0 1356.5 +19.0 103 1,603 +19
Oct17 160701 1358.7 1358.7 1339.5 1358.7 +19.1 62 689 +32
Dec17 160701 1355.0 1364.3 1355.0 1360.5 +19.0 235 8,403 +155
Feb18 160701 1358.0 1362.8 1358.0 1362.8 +19.3 0 48 +0
Apr18 160701 1364.8 1364.8 1364.8 1364.8 +19.3      
Jun18 160701 1366.8 1366.8 1366.8 1366.8 +19.3 0 3,598 +0
Total Volume and Open Interest 192,801 621,297 +7,769
Silver(CMX)
Jul16 160701 1879.0 1992.5 1877.5 1954.4 +96.2 26,073 2,957 -10,834
Sep16 160701 1881.5 1998.0 1879.5 1958.8 +96.5 90,510 153,422 +7,724
Dec16 160701 1895.0 2005.0 1888.0 1966.3 +96.9 4,039 38,805 +132
Mar17 160701 1918.0 2007.0 1918.0 1973.7 +97.3 155 6,446 +95
May17 160701 1962.5 1978.0 1962.5 1978.0 +97.5 13 226 -6
Jul17 160701 1982.3 1982.3 1881.0 1982.3 +97.7 26 2,463 +2
Sep17 160701 1952.5 1986.5 1952.5 1986.5 +97.9 5 224 -1
Total Volume and Open Interest 121,323 208,522 -2,874
Platinum(NYMEX)
Jul16 160701 1025.9 1058.1 1024.8 1054.7 +33.2 6,803 833 -4,143
Oct16 160701 1027.4 1066.1 1026.2 1057.1 +32.8 24,095 57,598 +2,537
Jan17 160701 1029.5 1063.0 1028.9 1059.3 +32.9 68 2,650 +10
Apr17 160701 1060.8 1060.8 1028.8 1060.8 +32.9 23 79 -37
Total Volume and Open Interest 31,023 61,246 -1,625
Palladium(NYMEX)
Sep16 160701 600.70 607.00 592.20 605.65 +8.30 5,989 21,265 +147
Dec16 160701 600.25 606.90 593.70 606.25 +8.30 58 482 +52
Mar17 160701 607.65 607.65 607.65 607.65 +8.30 0 42 +0
Total Volume and Open Interest 6,049 21,806 +199
Copper(CMX)
Jul16 160701 220.10 223.45 216.65 221.50 +2.05 7,536 5,627 -2,990
Sep16 160701 220.15 223.75 216.35 221.70 +2.15 49,762 108,510 +2,066
Dec16 160701 220.85 224.55 217.30 222.55 +2.10 3,301 36,236 +106
Mar17 160701 218.80 224.65 218.80 223.20 +2.10 419 8,257 +23
May17 160701 219.90 224.15 219.80 223.70 +2.05 119 1,475 -8
Total Volume and Open Interest 61,478 167,059 -741
E-mini DJIA Index(CBOT)
Sep16 160701 17789 17903 17762 17866 +47 170,563 96,797 +2,834
Dec16 160701 17700 17804 17671 17772 +48 123 253 +26
Mar17 160701 17691 17691 17400 17691 +48 3 26 +0
Jun17 160701 17650 17650 17650 17650 +48      
Total Volume and Open Interest 170,689 97,076 +2,860
S & P 500(CME)
Sep16 160701 2086.90 2096.60 2082.00 2096.30 +6.10 6,822 84,869 +2,947
Dec16 160701 2087.70 2091.70 2085.70 2087.70 +6.00 203 1,371 +10
Mar17 160701 2080.20 2084.30 2078.30 2080.20 +5.90 0 1 +1
Jun17 160701 2074.90 2079.00 2073.00 2074.90 +5.90      
Total Volume and Open Interest 7,025 86,241 +2,958
S & P 500 E-Mini(Globex)
Sep16 160701 2086.50 2100.75 2081.50 2096.25 +6.00 2,065,151 3,014,342 +75,787
Dec16 160701 2077.25 2092.00 2073.50 2087.75 +6.00 3,191 12,268 +490
Mar17 160701 2067.25 2084.25 2066.25 2080.25 +6.00 64 352 +11
Jun17 160701 2075.00 2075.00 2068.25 2075.00 +6.00 9 207 -4
Total Volume and Open Interest 2,068,415 3,027,169 +76,284
NASDAQ 100 E-Mini(Globex)
Sep16 160701 4397.00 4446.30 4386.30 4433.30 +26.30 260,013 193,360 -12,365
Dec16 160701 4388.30 4433.50 4379.30 4424.80 +26.30 39 296 +1
Mar17 160701 4423.50 4423.50 4390.50 4423.50 +26.20 0 33 +0
Total Volume and Open Interest 260,052 193,692 -12,364
S&P Midcap 400(CME) e-Mini
Sep16 160701 1491.10 1503.60 1486.80 1496.70 +3.70 27,907 79,916 +277
Dec16 160701 1491.30 1491.30 1480.00 1491.30 +3.70 0 11 +0
Mar17 160701 1491.80 1491.80 1491.80 1491.80 +3.70      
Total Volume and Open Interest 27,907 79,927 +277
Volatility Index(CBOE)
Jul16 160701 17.05 17.50 16.45 16.77 -0.21 123,708 165,158 -24,946
Aug16 160701 18.40 18.72 18.00 18.25 -0.08 75,012 106,995 -621
Sep16 160701 19.25 19.65 19.08 19.33 +0.08 21,831 28,015 +999
Oct16 160701 19.90 20.20 19.68 19.93 +0.15 9,190 24,822 -849
Total Volume and Open Interest 243,733 375,139 -24,103
Russell 2000(ICE)
Sep16 160704 1154.60 1159.30 1151.40 1154.20 unch 121,813 330,379 -6,570
Dec16 160704 1153.30 1153.30 1149.20 1149.20 unch 5 930 +1
Total Volume and Open Interest 121,818 331,724 -6,569
Nikkei 225(CME)
Sep16 160701 15790 15815 15610 15630 -190 15,291 33,766 -184
Dec16 160701 15775 15775 15650 15650 -190 1 70 +0
Total Volume and Open Interest 15,292 33,836 -184
Nikkei 225(SGX)
Sep16 160704 15750 15765 15720 15765 +110 80,079 194,781 -327
Dec16 160704 15445 15650 15445 15650 +110 5 5,393 +4
Mar17 160630 15405 15405 15405 15405 -15      
Total Volume and Open Interest 113,989 214,550 -3,583
Nikkei 225(CME) Yen
Sep16 160701 15700 15740 15525 15560 -180 52,668 74,884 -537
Dec16 160701 15430 15430 15420 15430 -180 0 26 +0
Mar17 160701 15380 15380 15380 15380 -180      
Total Volume and Open Interest 52,668 74,910 -537
Nikkei 225(CME) e-Mini Yen
Sep16 160701 15700 15700 15550 15560 -180 2 11 +0
Dec16 160701 15430 15430 15430 15430 -180      
Mar17 160701 15380 15380 15380 15380 -180      
Total Volume and Open Interest 2 11 +0
CAC 40(EURONEXT)
Jul16 160704 4268.5 4290.5 4229.0 4233.5 -36.5 125,595 265,323 +2,607
Aug16 160704 4282.0 4282.0 4232.0 4232.0 -36.5 147 381 +37
Sep16 160704 4264.5 4282.0 4227.0 4230.0 -36.5 486 9,352 +120
Total Volume and Open Interest 126,230 275,103 +2,765
Hang Seng Index(HKFE)
Jul16 160704 20935 21195 20801 21038 +91 110,205 93,535 +5,455
Aug16 160704 20878 21144 20760 20987 +90      
Sep16 160704 20796 21075 20691 20917 +92 1,054 4,683 +801
Total Volume and Open Interest 138,008 118,808 -13,812
DAX(EUREX)
Sep16 160704 9760.0 9801.0 9687.0 9704.5 -52.5 110,053 152,516 -6,333
Dec16 160704 9766.5 9779.5 9685.5 9689.5 -52.5 159 3,729 +72
Mar17 160704 9683.5 9683.5 9683.5 9683.5 -52.5 1 157 -2
Total Volume and Open Interest 110,213 156,402 -6,263
Mini-DAX(EUREX)
Sep16 160704 9762.0 9801.0 9686.0 9704.5 -52.5 25,930 11,590 -720
Dec16 160704 9760.0 9760.0 9680.0 9689.5 -52.5 48 218 +14
Mar17 160704 9683.5 9683.5 9683.5 9683.5 -52.5 1 7 +1
Total Volume and Open Interest 25,979 11,815 -705
FT-SE 100(EURONEXT)
Sep16 160704 6524.50 6574.00 6459.00 6468.50 -56.50 230,620 579,481 +6,016
Dec16 160704 6429.00 6429.00 6429.00 6429.00 -56.50 13 103 +5
Mar17 160704 6386.00 6386.00 6386.00 6386.00 -56.50      
Total Volume and Open Interest 230,633 579,584 +6,021
SPI 200(SFE)
Sep16 160704 5204.0 5254.0 5174.0 5250.0 +47.0 46,966 253,777 -6,091
Dec16 160704 5236.0 5236.0 5236.0 5236.0 +47.0 0 2,485 +0
Mar17 160704 5187.0 5187.0 5187.0 5187.0 +47.0 0 1,431 +0
Total Volume and Open Interest 46,980 258,592 -6,080
FTSE MIB(ISE)
Sep16 160704 16335.00 16365.00 15975.00 16012.00 -260.00 53,925 46,638 +1,579
Dec16 160704 15925.00 15925.00 15860.00 15887.00 -260.00 29 190 +4
Mar17 160704 15894.00 15894.00 15894.00 15894.00 -260.00      
Total Volume and Open Interest 53,954 46,828 +1,583
KOSPI 200(KFE)
Sep16 160704 246.85 248.25 246.50 248.05 +1.10 145,833 110,573 +2,344
Dec16 160704 247.70 248.95 247.30 248.15 +0.45 238 6,857 +22
Mar17 160704 245.30 245.30 245.30 245.30 unch 0 778 +0
Total Volume and Open Interest 146,074 121,088 +2,367
GSCI(CME)
Jul16 160701 373.20 377.10 373.00 377.00 +2.85 554 11,702 +329
Aug16 160701 377.85 377.85 374.25 377.85 +2.85 50 50 +50
Sep16 160701 379.35 379.35 379.35 379.35 +2.85      
Total Volume and Open Interest 604 11,752 +379
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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