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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue July 05, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul16 160705 1150.25 1150.25 1110.00 1117.00 -51.75 17,579 8,291 -3,763
Aug16 160705 1149.75 1149.75 1105.00 1110.00 -54.25 68,858 109,033 +1,110
Sep16 160705 1132.00 1132.50 1086.75 1091.50 -57.25 26,311 41,085 +878
Nov16 160705 1120.00 1120.00 1073.50 1077.25 -60.25 223,512 435,825 +13,217
Jan17 160705 1117.00 1117.75 1070.75 1074.50 -58.50 17,953 39,804 +1,381
Mar17 160705 1082.50 1082.50 1040.25 1044.50 -49.75 18,742 64,696 +160
May17 160705 1069.25 1069.25 1031.00 1032.75 -45.50 11,826 28,963 +453
Jul17 160705 1060.75 1062.50 1028.50 1030.75 -44.25 13,072 32,288 +686
Aug17 160705 1009.00 1014.25 1009.00 1014.25 -41.50 27 396 +5
Sep17 160705 978.00 978.00 978.00 978.00 -41.00 22 179 +4
Nov17 160705 981.75 981.75 951.00 959.25 -24.00 5,576 22,607 +547
Jan18 160705 959.00 959.25 959.00 959.25 -23.00 27 135 +8
Mar18 160705 957.50 957.50 957.50 957.50 -21.75 0 39 +0
May18 160705 959.00 959.00 959.00 959.00 -21.50 0 35 +0
Total Volume and Open Interest 403,513 783,575 +14,685
Soybean Meal(CBOT)
Jul16 160705 399.20 399.20 383.00 385.40 -19.40 7,042 4,510 -2,680
Aug16 160705 398.40 398.40 384.20 384.20 -20.00 33,163 51,667 -19
Sep16 160705 394.40 394.90 381.00 381.00 -20.00 23,005 48,629 +1,393
Oct16 160705 394.80 394.80 378.50 378.50 -20.00 15,463 29,402 -235
Dec16 160705 391.50 391.70 378.00 378.00 -20.00 75,362 162,573 +2,755
Jan17 160705 386.50 386.50 373.30 373.30 -20.00 7,350 22,295 +666
Mar17 160705 365.40 365.70 353.80 355.40 -18.40 3,175 23,481 +576
May17 160705 351.90 351.90 341.50 344.60 -16.50 1,722 16,722 -246
Jul17 160705 354.50 354.50 340.90 342.70 -15.40 1,407 11,690 +150
Aug17 160705 346.20 346.20 337.60 337.60 -14.20 82 1,753 +40
Total Volume and Open Interest 167,972 379,360 +2,442
Soybean Oil(CBOT)
Jul16 160705 31.03 31.37 30.52 30.82 -0.21 9,544 4,313 -3,921
Aug16 160705 31.33 31.52 30.64 30.95 -0.23 32,832 66,773 +405
Sep16 160705 31.32 31.64 30.76 31.05 -0.25 14,516 33,365 -197
Oct16 160705 31.39 31.73 30.81 31.11 -0.28 6,028 18,136 +239
Dec16 160705 31.85 31.99 31.01 31.32 -0.32 65,128 168,999 -1,873
Jan17 160705 32.04 32.22 31.25 31.54 -0.34 6,093 23,083 +515
Mar17 160705 32.06 32.36 31.41 31.72 -0.32 2,418 16,791 +196
May17 160705 32.25 32.50 31.54 31.85 -0.34 925 13,805 -9
Jul17 160705 32.45 32.74 31.78 32.09 -0.34 1,313 6,032 -266
Aug17 160705 32.00 32.17 32.00 32.17 -0.35 323 2,772 +32
Total Volume and Open Interest 139,652 360,572 -4,849
Canola(WCE)
Jul16 160705 483.9 483.9 480.7 482.6 -4.8 369 783 -228
Nov16 160705 492.3 492.5 481.1 483.1 -10.5 19,087 122,245 +2,624
Jan17 160705 499.7 499.7 487.7 489.9 -11.4 3,340 14,267 +1,170
Mar17 160705 503.8 505.2 493.0 495.3 -11.5 1,052 4,253 +359
May17 160705 507.6 509.5 496.9 499.1 -11.7 616 2,548 +247
Total Volume and Open Interest 26,027 149,313 +4,898
Corn(CBOT)
Jul16 160705 348.00 350.50 333.75 344.00 -9.00 37,491 10,624 -11,854
Sep16 160705 356.25 356.50 341.00 350.75 -9.25 186,180 574,285 +5,554
Dec16 160705 360.00 363.00 348.00 358.00 -9.00 317,923 489,556 +8,018
Mar17 160705 371.50 371.50 357.50 367.50 -8.50 38,067 98,082 -954
May17 160705 377.00 377.25 363.25 373.00 -8.25 13,074 23,339 +575
Jul17 160705 381.50 381.50 367.75 377.75 -8.00 14,353 58,404 -414
Sep17 160705 379.00 379.00 369.75 377.00 -5.75 2,312 11,415 +15
Dec17 160705 385.00 386.25 376.00 382.75 -5.25 10,967 34,781 +784
Mar18 160705 390.00 391.50 387.00 391.50 -5.25 223 1,353 +31
May18 160705 395.00 396.75 392.75 396.75 -5.00 86 424 +16
Total Volume and Open Interest 620,862 1,304,462 +1,824
Wheat(CBOT)
Jul16 160705 416.25 419.50 405.00 419.50 +3.25 2,435 1,258 -1,072
Sep16 160705 430.25 434.50 415.75 433.50 +3.25 112,073 246,506 +6,378
Dec16 160705 451.00 454.50 436.25 453.50 +2.75 41,719 102,043 +4,123
Mar17 160705 469.75 471.75 454.25 471.00 +2.25 12,256 33,035 +1,154
May17 160705 480.75 483.25 465.75 483.00 +2.75 1,947 7,505 +189
Jul17 160705 492.75 493.25 475.00 492.25 +3.75 2,425 19,247 +420
Total Volume and Open Interest 173,378 415,257 +11,260
Wheat(KCBT)
Jul16 160705 391.00 402.00 385.00 402.00 +7.75 1,949 1,603 -1,457
Sep16 160705 412.00 417.50 399.00 416.50 +5.00 37,561 134,006 +1,440
Dec16 160705 436.50 442.25 424.00 441.00 +4.75 10,560 46,990 +789
Mar17 160705 453.25 458.50 441.50 457.75 +5.00 2,138 16,215 +21
May17 160705 460.00 468.50 452.25 468.50 +5.00 854 6,984 +82
Jul17 160705 470.25 478.25 461.75 478.25 +5.00 891 10,604 +94
Sep17 160705 487.00 493.00 479.75 493.00 +6.25 332 580 +8
Total Volume and Open Interest 54,315 217,338 +982
Wheat(MGE)
Jul16 160705 503.75 503.75 503.75 503.75 +14.50 130 540 -104
Sep16 160705 500.00 509.25 493.75 508.25 +8.25 5,802 26,723 +615
Dec16 160705 516.00 524.00 509.25 523.25 +7.25 1,992 13,508 +34
Mar17 160705 530.00 538.50 524.50 538.25 +7.25 1,019 7,817 -35
May17 160705 539.00 548.00 534.25 548.00 +7.50 537 3,185 +83
Jul17 160705 546.75 556.50 543.75 556.50 +7.75 382 1,736 +174
Total Volume and Open Interest 9,966 54,118 +824
Oats(CBOT)
Jul16 160705 216.00 216.00 216.00 216.00 +10.50 38 252 -374
Sep16 160705 191.25 192.50 188.25 190.00 -1.25 156 3,422 -8
Dec16 160705 192.00 193.75 188.25 191.50 -1.25 273 5,464 -60
Mar17 160705 204.25 204.75 201.50 204.25 -1.00 11 740 +2
Total Volume and Open Interest 478 9,878 -440
Rough Rice(CBOT)
Jul16 160705 10.32 10.36 10.20 10.28 -0.08 104 98 -283
Sep16 160705 10.42 10.54 10.24 10.31 -0.14 690 7,530 +101
Nov16 160705 10.65 10.83 10.54 10.59 -0.14 111 1,552 +60
Jan17 160705 10.84 10.84 10.84 10.84 -0.15 5 98 +1
Total Volume and Open Interest 916 9,317 -119
Live Cattle(CME)
Aug16 160705 113.050 114.230 111.080 113.650 +0.670 24,514 115,972 -1,590
Oct16 160705 113.385 114.480 111.150 114.000 +0.715 12,986 62,260 +3,336
Dec16 160705 114.000 114.850 111.650 114.680 +0.895 10,159 40,707 +1,353
Feb17 160705 113.180 114.230 111.100 114.180 +0.930 2,645 11,469 +348
Apr17 160705 112.330 113.350 110.330 113.300 +0.870 1,126 8,159 +104
Jun17 160705 106.480 107.350 104.830 107.250 +0.450 315 2,770 +115
Total Volume and Open Interest 51,889 242,671 +3,103
Feeder Cattle(CME)
Aug16 160705 142.580 144.485 139.750 144.080 +1.630 5,338 24,916 -10
Sep16 160705 141.685 143.650 139.150 143.350 +1.650 1,947 6,010 +393
Oct16 160705 140.435 142.685 138.050 142.400 +1.850 1,095 5,118 +83
Nov16 160705 138.130 140.600 135.750 140.200 +2.015 597 4,706 +98
Jan17 160705 133.735 136.325 131.700 135.950 +1.765 217 1,472 +106
Mar17 160705 130.300 133.500 129.050 133.500 +2.150 54 373 -2
Apr17 160705 128.750 132.130 128.750 132.130 +1.330 10 39 +3
Total Volume and Open Interest 9,259 42,647 +672
Lean Hogs(CME)
Jul16 160705 82.750 83.650 81.950 82.050 -0.630 3,710 19,592 -866
Aug16 160705 83.950 84.830 82.180 83.250 -0.700 13,708 93,673 -2,352
Oct16 160705 72.230 72.885 70.980 72.150 -0.200 7,132 69,164 +2,236
Dec16 160705 64.330 64.930 63.600 64.680 +0.030 3,012 43,179 +924
Feb17 160705 67.135 67.635 66.450 67.580 +0.150 1,321 19,069 +380
Apr17 160705 70.730 71.430 70.330 71.350 +0.215 942 11,162 +339
May17 160705 75.930 75.930 75.930 75.930 +0.230 0 149 +0
Jun17 160705 79.000 79.450 78.400 79.330 +0.180 112 1,076 +52
Total Volume and Open Interest 29,952 257,308 +723
Class III Milk(CME)
Jul16 160705 15.05 15.08 14.89 14.97 -0.10 334 5,433 +83
Aug16 160705 15.98 15.98 15.59 15.70 -0.19 356 4,677 +51
Sep16 160705 16.02 16.10 15.73 15.88 -0.16 240 3,884 +77
Oct16 160705 16.00 16.02 15.84 16.00 -0.13 181 3,354 +46
Nov16 160705 15.94 16.00 15.90 15.92 -0.19 80 3,100 +26
Dec16 160705 15.80 15.83 15.73 15.78 -0.11 57 2,710 +16
Jan17 160705 15.72 15.72 15.67 15.67 -0.15 22 1,100 -3
Feb17 160705 15.73 15.73 15.70 15.73 -0.10 16 948 -4
Mar17 160705 15.84 15.85 15.84 15.84 -0.09 12 889 +0
Apr17 160705 15.95 15.95 15.90 15.95 -0.08 9 790 -3
May17 160705 16.22 16.22 16.10 16.10 -0.12 8 658 +4
Jun17 160705 16.32 16.32 16.18 16.22 -0.09 11 565 +9
Jul17 160705 16.37 16.37 16.36 16.36 unch 1 171 +1
Total Volume and Open Interest 1,328 29,054 +303
Cocoa(ICE)
Jul16 160705 3104 3104 3104 3104 +70 1 29 -14
Sep16 160705 3010 3069 2984 3065 +70 18,093 91,489 +784
Dec16 160705 2975 3039 2956 3034 +67 5,887 53,906 +811
Mar17 160705 2953 3003 2923 2999 +62 2,957 36,798 -73
May17 160705 2941 2986 2925 2982 +59 450 7,130 +22
Jul17 160705 2935 2974 2930 2970 +57 104 2,376 +35
Sep17 160705 2938 2962 2938 2958 +53 34 3,879 +10
Total Volume and Open Interest 27,543 199,992 +1,578
Coffee "C"(ICE)
Jul16 160705 145.60 145.60 143.00 144.20 -0.65 18 175 -10
Sep16 160705 146.05 147.20 144.10 145.55 -0.85 26,843 98,540 -171
Dec16 160705 148.95 149.95 147.00 148.40 -0.75 7,952 40,657 +284
Mar17 160705 150.75 152.35 149.75 151.00 -0.65 2,661 15,792 +313
May17 160705 152.00 153.60 151.30 152.40 -0.70 412 8,218 -39
Jul17 160705 153.85 154.85 152.50 153.70 -0.70 133 3,139 -10
Total Volume and Open Interest 38,315 174,603 +455
Orange Juice(ICE)
Jul16 160705 185.00 187.65 185.00 186.65 +5.80 318 593 -250
Sep16 160705 177.20 185.00 174.60 183.60 +5.35 1,380 13,970 +370
Nov16 160705 175.10 181.35 175.10 180.65 +2.50 108 1,905 +36
Jan17 160705 177.20 180.50 177.20 180.35 +2.30 20 680 -4
Mar17 160705 178.75 179.05 178.75 179.05 +2.15 11 39 +2
May17 160705 178.95 178.95 178.85 178.85 +1.55      
Total Volume and Open Interest 1,837 17,189 +154
Sugar #11(ICE)
Oct16 160705 20.56 21.10 20.46 20.87 +0.09 86,093 474,201 -8,915
Mar17 160705 20.66 21.13 20.55 20.94 +0.10 36,153 208,504 +176
May17 160705 19.53 19.99 19.44 19.87 +0.15 13,535 52,135 +1,745
Jul17 160705 18.63 19.12 18.61 19.02 +0.15 6,419 41,856 +475
Oct17 160705 18.36 18.61 18.24 18.52 +0.14 2,500 29,676 -91
Mar18 160705 17.94 18.27 17.94 18.23 +0.13 505 13,438 +79
May18 160705 17.56 17.71 17.48 17.71 +0.12 69 3,966 +9
Jul18 160705 17.11 17.38 17.11 17.38 +0.10 40 4,409 +0
Total Volume and Open Interest 145,355 833,482 -31,530
London Cocoa(LCE)
Jul16 160705 2420 2489 2420 2485 +68 11,592 35,120 -11,067
Sep16 160705 2387 2455 2387 2451 +65 8,554 89,282 +1,311
Dec16 160705 2327 2395 2327 2391 +63 1,883 65,988 +148
Mar17 160705 2275 2341 2274 2338 +61 1,625 46,386 +491
May17 160705 2276 2325 2262 2322 +62 573 16,031 +216
Jul17 160705 2267 2319 2267 2316 +63 26 2,407 +5
Sep17 160705 2281 2310 2281 2308 +63 0 1,416 +0
Total Volume and Open Interest 24,253 257,017 -8,896
London Sugar(LCE)
Aug16 160705 559.80 581.20 559.80 571.70 +6.80 6,362 26,127 -2,421
Oct16 160705 560.30 572.70 560.00 567.20 +3.20 7,065 36,345 +2,688
Dec16 160705 555.70 567.30 555.00 562.50 +3.30 755 15,326 +141
Mar17 160705 553.10 564.10 551.60 559.20 +2.40 543 15,243 -65
May17 160705 538.70 550.10 538.70 546.20 +2.70 331 5,248 +161
Total Volume and Open Interest 15,297 103,739 +605
Cotton(ICE)
Jul16 160705 62.92 63.75 62.92 63.75 +0.13 1 52 -1
Oct16 160705 65.13 65.91 65.13 65.33 +0.23 73 124 -12
Dec16 160705 65.50 66.14 64.25 65.21 +0.22 27,259 150,526 -2,678
Mar17 160705 65.70 66.33 64.54 65.44 +0.20 2,361 21,554 +276
May17 160705 66.52 66.54 64.87 65.74 +0.26 267 3,831 -31
Jul17 160705 66.84 66.85 65.43 66.20 +0.35 198 2,971 +34
Total Volume and Open Interest 30,412 184,116 -2,368
Lumber(CME)
Jul16 160705 308.5 317.5 306.3 317.5 +8.2 143 613 -55
Sep16 160705 315.1 325.0 311.6 322.8 +7.8 265 3,076 +2
Nov16 160705 324.0 327.4 323.9 327.4 +10.0 8 165 +4
Jan17 160705 330.4 330.4 330.4 330.4 +10.0 0 36 +0
Total Volume and Open Interest 416 3,942 -49
Crude Oil(NYM)
Aug16 160705 49.11 49.35 46.33 46.60 -2.39 508,736 428,546 -27,512
Sep16 160705 49.90 50.03 47.00 47.29 -2.36 147,276 280,788 +8,859
Oct16 160705 50.45 50.62 47.61 47.91 -2.34 69,564 103,326 -1,829
Nov16 160705 50.92 51.20 48.22 48.51 -2.31 27,416 102,560 +1,279
Dec16 160705 51.59 51.75 48.75 49.07 -2.27 62,406 241,570 +1,894
Jan17 160705 51.81 52.11 49.34 49.54 -2.23 13,591 52,844 +1,719
Feb17 160705 52.18 52.46 49.80 49.93 -2.18 5,030 29,431 -230
Mar17 160705 52.50 52.70 50.10 50.26 -2.13 10,398 66,456 +2,032
Apr17 160705 52.85 52.85 50.27 50.53 -2.08 2,013 19,870 -18
May17 160705 53.12 53.12 50.59 50.77 -2.04 1,324 18,606 -21
Jun17 160705 53.22 53.40 50.65 51.00 -2.00 12,497 70,317 -250
Jul17 160705 51.40 51.40 51.20 51.20 -1.96 1,083 17,037 +120
Aug17 160705 51.39 51.39 51.39 51.39 -1.92 720 13,186 +215
Sep17 160705 52.01 52.01 51.58 51.58 -1.89 4,199 29,705 +475
Oct17 160705 51.79 51.79 51.79 51.79 -1.86 767 10,288 +446
Nov17 160705 52.03 52.03 52.03 52.03 -1.84 889 10,985 -295
Total Volume and Open Interest 900,284 1,739,394 -9,119
e-miNY Crude Oil(NYM)
Aug16 160705 49.300 49.375 46.350 46.600 -2.400 10,367 1,702 -139
Sep16 160705 49.775 50.000 47.000 47.300 -2.350 229 476 +10
Oct16 160705 50.500 50.500 47.800 47.900 -2.350 26 95 +0
Nov16 160705 49.375 49.475 48.500 48.500 -2.325 1 25 +1
Dec16 160705 50.025 50.025 48.850 49.075 -2.275 12 291 +2
Jan17 160705 49.550 49.550 49.550 49.550 -2.225 0 15 +0
Feb17 160705 49.925 49.925 49.925 49.925 -2.175 0 9 +0
Mar17 160705 50.250 50.250 50.250 50.250 -2.150 0 12 +0
Apr17 160705 50.525 50.525 50.525 50.525 -2.075      
May17 160705 50.775 50.775 50.775 50.775 -2.025      
Total Volume and Open Interest 10,637 2,784 -125
NY Harbor ULSD(NYM)
Aug16 160705 151.74 152.58 143.33 144.56 -6.59 69,284 94,286 +1,249
Sep16 160705 153.43 154.44 145.48 146.73 -6.37 33,773 66,267 +1,226
Oct16 160705 155.50 156.08 147.43 148.70 -6.20 19,035 34,634 +1,419
Nov16 160705 157.15 157.25 149.37 150.64 -6.00 10,133 25,750 +543
Dec16 160705 158.76 159.55 151.18 152.46 -5.78 16,170 48,011 +34
Jan17 160705 159.91 159.99 153.18 154.30 -5.53 4,713 21,144 +322
Feb17 160705 161.53 161.61 154.48 155.65 -5.35 2,610 10,930 -107
Mar17 160705 161.59 161.59 155.00 156.27 -5.23 1,220 14,444 -88
Apr17 160705 161.19 161.39 155.00 156.01 -5.12 665 6,323 +363
May17 160705 161.67 161.93 155.25 156.10 -5.02 442 2,922 -42
Jun17 160705 161.89 162.60 155.39 156.48 -4.95 865 18,042 +101
Jul17 160705 156.27 157.24 156.27 157.24 -4.91 174 2,123 +1
Aug17 160705 157.50 158.13 157.40 158.13 -4.84 110 1,255 -11
Sep17 160705 159.21 159.21 159.21 159.21 -4.78 227 1,211 +23
Total Volume and Open Interest 160,267 375,309 -1,234
RBOB Gasoline(NYM)
Aug16 160705 151.76 152.49 141.57 142.87 -8.48 56,796 119,697 -929
Sep16 160705 152.23 153.17 142.74 144.13 -7.87 39,237 80,433 -2,686
Oct16 160705 143.65 143.99 134.43 135.78 -7.13 23,849 46,626 -1,887
Nov16 160705 141.70 141.92 133.52 134.76 -6.42 9,248 32,654 -164
Dec16 160705 140.24 141.00 132.70 133.99 -5.83 11,328 42,566 +1,034
Jan17 160705 141.21 141.21 133.23 134.51 -5.62 2,237 13,894 +131
Feb17 160705 141.64 142.31 134.76 135.92 -5.60 1,066 3,063 +68
Mar17 160705 144.24 144.24 136.63 137.81 -5.64 4,027 7,987 +578
Apr17 160705 159.71 160.50 156.85 158.06 -5.54 4,375 5,290 +886
May17 160705 161.15 161.30 158.74 158.83 -5.61 1,474 4,408 +176
Total Volume and Open Interest 158,747 387,071 -7,688
e-miNY RBOB Gasoline(NYM)
Aug16 160705 151.40 151.40 142.90 142.90 -8.50      
Sep16 160705 144.10 144.13 144.10 144.10 -7.90      
Oct16 160705 135.80 135.80 135.78 135.80 -7.10      
Nov16 160705 134.80 134.80 134.76 134.80 -6.40      
Total Volume and Open Interest      
Natural Gas(NYM)
Aug16 160705 2.915 2.945 2.752 2.764 -0.223 160,700 210,701 -4,316
Sep16 160705 2.915 2.944 2.752 2.758 -0.223 61,166 214,319 -2,121
Oct16 160705 2.960 2.981 2.798 2.802 -0.211 52,199 112,135 -7,845
Nov16 160705 3.065 3.115 2.946 2.955 -0.187 22,317 64,417 -358
Dec16 160705 3.296 3.343 3.193 3.206 -0.159 18,351 52,600 -963
Jan17 160705 3.410 3.472 3.327 3.341 -0.151 23,095 106,647 -265
Feb17 160705 3.403 3.449 3.316 3.332 -0.143 6,291 28,957 +665
Mar17 160705 3.335 3.395 3.268 3.284 -0.131 10,652 61,540 +932
Apr17 160705 3.096 3.104 3.013 3.043 -0.067 11,272 53,414 +1,275
May17 160705 3.026 3.087 2.993 3.019 -0.052 4,099 20,625 +22
Jun17 160705 3.040 3.082 3.025 3.051 -0.045 1,783 14,580 +219
Jul17 160705 3.103 3.111 3.056 3.082 -0.041 1,115 12,212 +405
Aug17 160705 3.095 3.124 3.078 3.093 -0.038 457 13,611 +28
Sep17 160705 3.072 3.124 3.060 3.075 -0.038 536 7,661 +188
Oct17 160705 3.120 3.136 3.073 3.099 -0.038 2,902 18,283 +856
Nov17 160705 3.161 3.161 3.123 3.147 -0.037 572 8,066 +92
Total Volume and Open Interest 379,127 1,051,892 -10,747
Brent Crude Oil(ICE)
Sep16 160705 50.03 50.05 47.54 47.96 -2.14 248,693 499,299 -8,257
Oct16 160705 50.63 50.65 48.18 48.57 -2.12 112,379 254,210 +4,116
Nov16 160705 51.04 51.07 48.62 49.00 -2.11 70,247 187,921 +7,989
Dec16 160705 51.61 51.63 49.19 49.58 -2.10 112,919 380,811 +5,799
Jan17 160705 52.09 52.09 49.71 50.07 -2.07 31,119 95,436 +3,227
Feb17 160705 52.48 52.48 50.11 50.49 -2.03 17,864 67,469 +4,191
Mar17 160705 52.76 52.76 50.49 50.87 -1.97 14,746 63,015 +238
Apr17 160705 53.06 53.06 50.89 51.21 -1.93 5,104 24,066 +441
May17 160705 52.82 52.82 51.29 51.54 -1.89 5,051 22,758 +896
Jun17 160705 53.64 53.64 51.52 51.87 -1.85 16,552 96,159 +1,788
Jul17 160705 52.20 52.20 52.20 52.20 -1.81 1,600 17,684 -22
Aug17 160705 52.49 52.49 52.49 52.49 -1.77 410 16,337 +53
Sep17 160705 52.74 52.74 52.74 52.74 -1.73 1,570 35,397 +173
Oct17 160705 52.99 52.99 52.99 52.99 -1.69 207 14,222 +55
Total Volume and Open Interest 680,262 2,228,701 +24,882
Gas Oil(ICE)
Jul16 160705 434.25 434.25 416.75 418.25 -17.25 65,547 51,435 -13,090
Aug16 160705 440.50 440.50 421.75 424.00 -17.50 103,721 133,972 -4,028
Sep16 160705 445.75 445.75 427.00 429.25 -17.25 54,883 70,429 +1,887
Oct16 160705 451.00 451.00 432.50 434.75 -17.00 23,435 45,371 +2,311
Nov16 160705 453.75 453.75 435.75 438.25 -17.00 19,730 41,774 +3,092
Dec16 160705 456.75 456.75 439.00 441.50 -17.00 36,495 92,271 -117
Jan17 160705 461.50 461.50 444.00 445.50 -17.00 5,563 28,531 +619
Feb17 160705 461.50 461.50 448.50 449.50 -16.75 3,100 13,611 +169
Mar17 160705 464.75 464.75 451.75 452.75 -16.50 2,452 21,681 +546
Apr17 160705 466.75 466.75 454.75 455.75 -16.25 1,256 10,002 +318
Total Volume and Open Interest 328,536 672,661 -7,643
Ethanol(CBOT)
Aug16 160705 1.586 1.596 1.566 1.587 -0.019 163 1,975 +13
Sep16 160705 1.570 1.570 1.544 1.563 -0.019 30 857 +9
Oct16 160705 1.526 1.526 1.526 1.526 -0.019 22 352 +18
Nov16 160705 1.489 1.489 1.489 1.489 -0.019 20 402 +20
Dec16 160705 1.454 1.454 1.454 1.454 -0.019 20 1,159 +0
Jan17 160705 1.430 1.430 1.430 1.430 -0.021 0 155 +0
Feb17 160705 1.427 1.427 1.427 1.427 -0.021 0 18 +0
Mar17 160705 1.427 1.427 1.427 1.427 -0.021      
Total Volume and Open Interest 283 4,953 +32
WTI Crude Oil(ICE)
Aug16 160705 48.66 48.66 46.33 46.60 -2.16 19,932 57,273 -1,850
Sep16 160705 49.30 49.33 47.00 47.29 -2.17 27,372 61,777 -1,237
Oct16 160705 49.92 49.96 47.61 47.91 -2.17 14,937 21,508 +354
Nov16 160705 50.26 50.35 48.24 48.51 -2.17 8,885 24,296 +307
Dec16 160705 50.95 50.95 48.81 49.07 -2.15 17,039 93,163 +2,475
Jan17 160705 51.07 51.07 49.42 49.54 -2.13 6,957 15,704 +1,685
Feb17 160705 50.90 50.90 49.93 49.93 -2.10 2,746 14,550 +1,296
Mar17 160705 51.27 51.27 50.26 50.26 -2.07 1,521 12,394 +118
Apr17 160705 50.53 50.53 50.53 50.53 -2.03 255 2,609 +71
May17 160705 50.77 50.77 50.77 50.77 -1.99 172 1,470 +8
Jun17 160705 51.69 51.81 51.00 51.00 -1.96 1,351 29,591 +635
Jul17 160705 51.20 51.20 51.20 51.20 -1.92 60 1,760 +5
Aug17 160705 51.39 51.39 51.39 51.39 -1.87 47 712 +18
Sep17 160705 51.58 51.58 51.58 51.58 -1.84 110 5,020 +12
Oct17 160705 53.20 53.20 51.79 51.79 -1.80 43 1,279 +1
Nov17 160705 52.03 52.03 52.03 52.03 -1.76 4 758 -4
Total Volume and Open Interest 105,897 444,618 +4,830
US Dollar Index(ICE)
Sep16 160705 95.625 96.340 95.375 96.260 +0.545 21,140 46,162 +2,643
Dec16 160705 95.745 96.340 95.465 96.300 +0.545 463 2,298 -48
Mar17 160705 95.570 96.365 95.570 96.340 +0.540 58 1,426 +3
Total Volume and Open Interest 21,661 49,902 +2,598
Australian Dollar(CME)
Sep16 160705 74.41 75.27 74.33 74.40 -0.23 123,104 71,555 +1,575
Dec16 160705 74.69 75.00 74.13 74.17 -0.23 20 1,053 +7
Mar17 160705 73.97 73.97 73.97 73.97 -0.23 0 11 +0
Total Volume and Open Interest 123,128 72,619 +1,580
British Pound(CME)
Sep16 160705 132.85 133.51 130.10 130.37 -2.56 182,471 216,020 +6,037
Dec16 160705 133.30 133.66 130.29 130.54 -2.54 592 1,523 +339
Mar17 160705 132.70 133.63 130.54 130.73 -2.54 5 98 +4
Total Volume and Open Interest 183,068 217,945 +6,380
Canadian Dollar(CME)
Sep16 160705 77.46 77.95 76.82 77.01 -0.43 70,346 110,017 +280
Dec16 160705 77.46 77.93 76.86 77.02 -0.42 76 3,676 -24
Mar17 160705 77.24 77.93 76.89 77.03 -0.42 41 327 +15
Jun17 160705 77.05 77.95 76.92 77.05 -0.43 2 116 +0
Total Volume and Open Interest 70,465 114,176 +271
Japanese Yen(CME)
Sep16 160705 97.69 98.81 97.50 98.71 +0.93 113,261 143,178 +1,287
Dec16 160705 98.00 99.13 97.86 99.05 +0.92 84 623 -30
Mar17 160705 98.90 99.43 98.41 99.43 +0.93 0 32 +0
Total Volume and Open Interest 113,345 143,939 +1,257
Swiss Franc(CME)
Sep16 160705 103.07 103.68 102.71 102.73 -0.38 23,708 35,545 +381
Dec16 160705 103.28 104.17 103.28 103.28 -0.37 7 81 +1
Mar17 160705 103.80 104.38 103.80 103.80 -0.40      
Total Volume and Open Interest 23,715 35,641 +382
EuroFX(CME)
Sep16 160705 111.65 112.16 110.92 111.01 -0.64 220,001 337,469 +3,631
Dec16 160705 111.98 112.54 111.31 111.40 -0.64 1,066 4,359 +409
Mar17 160705 112.76 112.86 111.79 111.81 -0.62 305 1,398 +101
Total Volume and Open Interest 221,378 343,973 +4,142
Mexican Peso(CME)
Jul16 160705 530.63 530.63 530.63 530.63 -11.75 0 6 +0
Aug16 160705 529.75 529.75 529.75 529.75 -11.75      
Total Volume and Open Interest 64,533 109,901 +2,617
Brazilian Real(CME)
Aug16 160705 306.00 306.50 300.30 301.05 -6.30 1,933 22,537 +142
Sep16 160705 304.35 304.35 298.00 298.15 -6.20 531 3,506 -95
Oct16 160705 295.45 295.45 295.45 295.45 -6.05      
Nov16 160705 292.85 292.85 292.85 292.85 -5.90      
Total Volume and Open Interest 2,464 26,073 -3,790
30-Year T-Bonds(CBOT)
Sep16 160705 174~130 176~130 173~240 176~080 +2~180 413,739 554,769 +5,794
Dec16 160705 172~280 174~270 172~140 174~240 +2~190 7 56 +2
Mar17 160705 173~200 173~200 173~200 173~200 +2~190      
Total Volume and Open Interest 413,746 554,825 +5,796
10-Year T-Notes(CBOT)
Sep16 160705 133~095 133~315 133~000 133~285 +0~260 1,943,875 2,753,697 -47,172
Dec16 160705 132~200 133~020 132~200 133~000 +0~270 8 174 +4
Mar17 160705 132~060 132~060 132~060 132~060 +0~270      
Total Volume and Open Interest 1,943,883 2,753,871 -47,168
5-Year T-Notes(CBOT)
Sep16 160705 122~074 122~184 122~026 122~154 +0~110 870,206 2,657,843 +28,909
Dec16 160705 122~154 122~154 122~154 122~154 +0~124      
Total Volume and Open Interest 870,206 2,657,843 -10,012
2 Year T-Notes(CBOT)
Sep16 160705 109~210 109~234 109~196 109~226 +0~024 445,162 1,052,265 +70,401
Dec16 160705 109~212 109~212 109~212 109~212 +0~024      
Mar17 160705 109~212 109~212 109~212 109~212 +0~024      
Total Volume and Open Interest 445,162 1,052,265 +65,425
Eurodollars(CME)
Sep16 160705 99.350 99.355 99.335 99.345 unch 209,268 1,193,927 +8,133
Dec16 160705 99.310 99.320 99.295 99.320 +0.010 291,475 1,321,080 +26,093
Mar17 160705 99.285 99.310 99.270 99.305 +0.025 200,776 930,616 +11,656
Jun17 160705 99.255 99.285 99.230 99.280 +0.035 178,298 810,904 -2,199
Sep17 160705 99.215 99.255 99.190 99.250 +0.045 245,006 801,145 -5,702
Dec17 160705 99.160 99.215 99.135 99.205 +0.055 280,140 1,147,287 +2,715
Mar18 160705 99.130 99.185 99.100 99.175 +0.060 147,927 586,780 +912
Jun18 160705 99.085 99.145 99.055 99.135 +0.065 141,640 445,740 +378
Sep18 160705 99.040 99.105 99.010 99.095 +0.070 116,859 401,706 -10,266
Dec18 160705 98.985 99.055 98.955 99.045 +0.075 140,440 556,040 +1,934
Mar19 160705 98.940 99.020 98.915 99.005 +0.075 81,493 322,031 +2,586
Jun19 160705 98.895 98.975 98.865 98.960 +0.080 79,556 263,699 +92
Sep19 160705 98.840 98.925 98.815 98.910 +0.085 65,023 212,269 -6,454
Dec19 160705 98.780 98.870 98.750 98.850 +0.085 59,454 220,512 +3,882
Mar20 160705 98.725 98.820 98.705 98.805 +0.090 37,767 124,525 +3,066
Jun20 160705 98.680 98.765 98.645 98.750 +0.095 36,009 75,410 +188
Sep20 160705 98.615 98.710 98.590 98.700 +0.105 32,913 84,986 +1,457
Dec20 160705 98.560 98.650 98.525 98.640 +0.105 25,876 89,942 +219
Total Volume and Open Interest 2,480,167 10,025,680 +37,266
Ultra T-Bond(CBOT)
Sep16 160705 189~21 192~14 188~22 192~06 +3~29 188,803 579,019 +967
Dec16 160705 191~09 191~09 191~09 191~09 +3~31      
Mar17 160705 190~09 190~09 190~09 190~09 +3~31      
Total Volume and Open Interest 188,803 579,019 +967
Ultra 10-Yr T-Note(CBOT)
Sep16 160705 146~090 147~135 145~310 147~095 +1~105 109,407 138,912 -1,895
Dec16 160705 147~015 147~015 147~015 147~015 +1~105      
Mar17 160705 147~015 147~015 147~015 147~015 +1~105      
Total Volume and Open Interest 109,407 138,912 -1,895
30 Day Federal Funds(CBOT)
Jul16 160705 99.615 99.618 99.615 99.618 -0.003 12,127 195,016 -1,501
Aug16 160705 99.625 99.625 99.620 99.625 unch 29,450 171,968 -16,931
Sep16 160705 99.620 99.625 99.615 99.620 unch 12,498 55,566 -54
Oct16 160705 99.625 99.625 99.615 99.620 unch 29,852 133,769 -8,611
Nov16 160705 99.625 99.625 99.620 99.620 unch 15,613 51,387 -1,511
Dec16 160705 99.620 99.620 99.610 99.615 unch 7,246 38,262 -427
Total Volume and Open Interest 134,884 833,947 -110,465
3-Mth Euro-Yen(CME)
Sep16 160705 99.990 99.990 99.990 99.990 unch      
Dec16 160705 99.990 99.990 99.990 99.990 unch      
Mar17 160705 99.990 99.990 99.990 99.990 unch      
Jun17 160705 99.990 99.990 99.990 99.990 unch      
Sep17 160705 99.990 99.990 99.990 99.990 unch      
Dec17 160705 99.990 99.990 99.990 99.990 unch      
Mar18 160705 99.995 99.995 99.995 99.995 unch      
Jun18 160705 99.855 99.855 99.855 99.855 unch      
Sep18 160705 99.715 99.715 99.715 99.715 unch      
Dec18 160705 99.575 99.575 99.575 99.575 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep16 160705 99.99 99.99 99.99 99.99 unch      
Dec16 160705 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160705 99.99 99.99 99.99 99.99 unch      
Jun17 160705 99.99 99.99 99.99 99.99 unch      
Sep17 160705 99.99 99.99 99.99 99.99 unch      
Dec17 160705 99.99 99.99 99.99 99.99 unch      
Mar18 160705 100.00 100.00 100.00 100.00 unch      
Jun18 160705 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160705 153.33 153.38 153.17 153.36 +0.53 1,878 17,631 +468
Dec16 160705 153.36 153.36 153.36 153.36 +0.53 0 1 +0
Mar17 160705 153.28 153.28 153.28 153.28 +0.53      
Total Volume and Open Interest 1,878 17,632 +468
Euro-Buxl(EUREX)
Sep16 160705 195.10 197.72 194.90 196.98 +2.68 42,134 122,911 -27,579
Dec16 160705 195.26 195.26 195.26 195.26 +2.70 1 25 +0
Mar17 160705 195.26 195.26 195.26 195.26 +2.70      
Total Volume and Open Interest 42,135 144,478 -6,037
Euro-Bund(EUREX)
Sep16 160705 167.30 167.99 167.23 167.77 +0.69 644,721 1,331,123 -457,533
Dec16 160705 164.63 165.19 164.63 165.05 +0.61 35 140 +13
Mar17 160705 166.95 167.30 166.95 167.27 +0.69 0 3 +0
Total Volume and Open Interest 644,756 1,649,536 -139,250
Euro-Bobl(EUREX)
Sep16 160705 133.72 133.92 133.69 133.88 +0.22 520,823 1,101,623 -213,821
Dec16 160705 131.81 131.81 131.81 131.81 +0.25 0 107 +0
Mar17 160705 133.88 133.88 133.88 133.88 +0.22      
Total Volume and Open Interest 520,823 1,280,437 -35,114
Euro-Schatz(EUREX)
Sep16 160705 112.10 112.13 112.08 112.11 +0.03 221,296 950,813 -165,279
Dec16 160705 112.08 112.08 112.08 112.08 +0.03 0 185 +0
Mar17 160705 112.08 112.08 112.08 112.08 +0.03      
Total Volume and Open Interest 221,296 1,071,727 -44,550
3-Mth Euribor(EUREX)
Sep16 160705 100.340 100.340 100.340 100.340 +0.005 11 5,007 +0
Dec16 160705 100.370 100.370 100.365 100.370 +0.005 8 2,152 -140
Mar17 160705 100.380 100.380 100.380 100.380 +0.005 7 3,780 +0
Total Volume and Open Interest 357 96,273 -54
Long Gilt(LIFFE)
Sep16 160705 129~08 130~00 129~08 129~27 +0~21 182,338 463,502 +2,819
Dec16 160705 128~25 128~25 128~25 128~25 +0~20      
Total Volume and Open Interest 182,338 463,502 +2,819
3-Mth Short Sterling(LIFFE)
Sep16 160705 99.68 99.72 99.68 99.71 +0.02 118,654 455,890 +2,948
Dec16 160705 99.71 99.74 99.71 99.73 +0.02 87,940 501,830 +17,963
Mar17 160705 99.72 99.74 99.72 99.73 +0.02 58,841 348,985 +4,257
Jun17 160705 99.71 99.74 99.71 99.73 +0.02 47,957 273,834 -3,447
Sep17 160705 99.71 99.73 99.70 99.72 +0.02 74,055 256,201 +3,824
Dec17 160705 99.70 99.72 99.69 99.71 +0.02 74,214 255,649 +6,656
Total Volume and Open Interest 731,912 2,928,775 +30,326
3-Mth Euribor(LIFFE)
Sep16 160705 100.340 100.345 100.335 100.340 +0.005 39,808 363,366 -9,746
Dec16 160705 100.365 100.370 100.360 100.365 +0.005 29,315 470,930 +3,956
Mar17 160705 100.380 100.385 100.375 100.380 +0.010 29,753 409,300 +1,979
Total Volume and Open Interest 310,330 3,076,647 -3,720
3-Mth Aus T-Bills(SFE)
Sep16 160705 98.10 98.11 98.05 98.10 unch 16,756 207,111 -1,311
Dec16 160705 98.18 98.20 98.13 98.19 +0.01 21,786 190,209 +4,595
Mar17 160705 98.22 98.25 98.18 98.24 +0.01 10,344 139,746 +1,095
Jun17 160705 98.24 98.29 98.22 98.28 +0.03 6,428 117,574 +1,135
Sep17 160705 98.27 98.32 98.23 98.30 +0.03 8,260 86,603 -455
Dec17 160705 98.28 98.33 98.25 98.32 +0.03 7,208 69,895 +2,408
Mar18 160705 98.27 98.33 98.26 98.31 +0.03 4,005 40,683 +870
Jun18 160705 98.26 98.31 98.25 98.31 +0.04 1,834 31,639 +1,002
Sep18 160705 98.25 98.30 98.23 98.30 +0.04 451 5,019 +148
Dec18 160705 98.21 98.27 98.21 98.27 +0.04 12 2,616 +12
Total Volume and Open Interest 77,086 893,563 +9,501
10-Year Aus T-Bonds(SFE)
Sep16 160705 97.98 98.08 97.98 98.05 +0.06 128,815 848,666 +4,216
Dec16 160705 98.05 98.05 98.05 98.05 +0.06      
Total Volume and Open Interest 128,815 848,666 +4,216
3-Year Aus T-Bonds(SFE)
Sep16 160705 98.48 98.54 98.47 98.52 +0.03 146,128 740,374 -6,828
Dec16 160705 98.52 98.52 98.52 98.52 +0.03 31 31 +31
Total Volume and Open Interest 146,159 740,405 -6,797
Gold(CMX)
Aug16 160705 1345.0 1360.3 1338.5 1358.7 +19.7 192,947 429,258 -4,509
Oct16 160705 1345.0 1363.5 1345.0 1362.2 +19.7 4,089 37,415 +1,295
Dec16 160705 1352.1 1366.9 1345.7 1365.8 +19.8 13,371 95,309 +2,579
Feb17 160705 1353.3 1369.1 1353.3 1368.9 +19.9 603 15,472 +172
Apr17 160705 1355.8 1371.6 1355.8 1371.6 +19.9 46 7,080 -30
Jun17 160705 1365.0 1374.2 1357.3 1374.2 +20.0 177 12,464 +6
Aug17 160705 1365.5 1376.5 1365.4 1376.5 +20.0 25 1,618 +15
Oct17 160705 1373.8 1378.7 1373.1 1378.7 +20.0 0 689 +0
Dec17 160705 1374.0 1380.6 1367.2 1380.6 +20.1 66 8,404 +1
Feb18 160705 1382.9 1382.9 1382.9 1382.9 +20.1 0 48 +0
Apr18 160705 1384.9 1384.9 1384.9 1384.9 +20.1      
Jun18 160705 1384.0 1386.9 1377.6 1386.9 +20.1 0 3,598 +0
Total Volume and Open Interest 211,964 621,235 -62
Silver(CMX)
Jul16 160705 1975.5 2109.5 1962.5 1986.6 +32.2 1,444 2,507 -450
Sep16 160705 1984.0 2122.5 1961.0 1990.7 +31.9 56,077 156,357 +2,935
Dec16 160705 1980.0 2125.0 1970.0 1998.3 +32.0 2,103 39,263 +458
Mar17 160705 2056.5 2106.5 1987.5 2005.8 +32.1 191 6,542 +96
May17 160705 2063.0 2063.0 2010.2 2010.2 +32.2 36 209 -17
Jul17 160705 2016.0 2026.0 2004.0 2014.6 +32.3 29 2,439 -24
Sep17 160705 2088.0 2088.0 2018.9 2018.9 +32.4 0 224 +0
Total Volume and Open Interest 60,198 211,529 +3,007
Platinum(NYMEX)
Jul16 160705 1064.6 1073.2 1052.0 1072.4 +17.7 129 661 -172
Oct16 160705 1062.0 1079.3 1050.2 1076.9 +19.8 14,200 57,588 -10
Jan17 160705 1068.8 1080.0 1053.8 1079.3 +20.0 102 2,644 -6
Apr17 160705 1080.0 1080.8 1079.0 1080.8 +20.0 1 79 +0
Total Volume and Open Interest 14,510 61,077 -169
Palladium(NYMEX)
Sep16 160705 605.65 617.40 590.60 602.65 -3.00 5,536 21,110 -155
Dec16 160705 609.65 612.80 598.05 603.35 -2.90 28 485 +3
Mar17 160705 604.75 604.75 604.75 604.75 -2.90 0 42 +0
Total Volume and Open Interest 5,573 21,648 -158
Copper(CMX)
Jul16 160705 222.90 224.55 216.15 218.15 -3.35 1,764 4,785 -842
Sep16 160705 223.00 224.80 216.20 218.35 -3.35 57,402 108,130 -380
Dec16 160705 223.95 225.35 217.25 219.25 -3.30 3,527 36,468 +232
Mar17 160705 223.55 224.00 218.60 219.95 -3.25 396 8,200 -57
May17 160705 219.95 220.50 219.95 220.50 -3.20 14 1,473 -2
Total Volume and Open Interest 63,614 166,000 -1,059
E-mini DJIA Index(CBOT)
Sep16 160705 17880 17924 17689 17762 -104 173,079 101,038 +4,241
Dec16 160705 17780 17807 17601 17668 -104 96 261 +8
Mar17 160705 17587 17587 17587 17587 -104 3 29 +3
Jun17 160705 17546 17546 17546 17546 -104      
Total Volume and Open Interest 173,178 101,328 +4,252
S & P 500(CME)
Sep16 160705 2098.50 2103.00 2081.20 2082.70 -13.60 10,989 84,773 -96
Dec16 160705 2074.10 2074.10 2065.70 2074.10 -13.60 275 1,369 -2
Mar17 160705 2066.50 2066.50 2058.20 2066.50 -13.70 0 1 +0
Jun17 160705 2061.20 2061.20 2052.90 2061.20 -13.70      
Total Volume and Open Interest 11,264 86,143 -98
S & P 500 E-Mini(Globex)
Sep16 160705 2099.75 2104.75 2072.50 2082.75 -13.50 2,301,226 2,999,878 -14,464
Dec16 160705 2089.50 2095.75 2064.00 2074.00 -13.75 3,746 12,219 -49
Mar17 160705 2080.00 2087.75 2056.50 2066.50 -13.75 93 388 +36
Jun17 160705 2080.00 2080.00 2055.50 2061.25 -13.75 0 207 +0
Total Volume and Open Interest 2,305,065 3,012,692 -14,477
NASDAQ 100 E-Mini(Globex)
Sep16 160705 4438.80 4451.50 4377.50 4404.00 -29.30 242,965 192,412 -948
Dec16 160705 4429.80 4442.00 4371.30 4396.50 -28.30 43 297 +1
Mar17 160705 4389.30 4424.80 4379.30 4389.30 -34.20 0 33 +0
Total Volume and Open Interest 243,008 192,745 -947
S&P Midcap 400(CME) e-Mini
Sep16 160705 1499.50 1503.70 1469.80 1478.20 -18.50 29,309 80,863 +947
Dec16 160705 1486.00 1493.00 1468.20 1472.80 -18.50 1 11 +0
Mar17 160705 1473.30 1473.30 1473.30 1473.30 -18.50      
Total Volume and Open Interest 29,310 80,874 +947
Volatility Index(CBOE)
Jul16 160705 16.75 17.77 16.64 16.83 +0.06 123,919 165,158 +0
Aug16 160705 18.20 18.95 18.12 18.33 +0.08 75,333 106,995 +0
Sep16 160705 19.25 19.94 19.25 19.38 +0.05 24,467 28,015 +0
Oct16 160705 19.89 20.54 19.86 19.98 +0.05 8,492 24,822 +0
Total Volume and Open Interest 244,585 373,702 -1,437
Russell 2000(ICE)
Sep16 160705 1155.10 1155.10 1128.90 1135.40 -18.80 71,160 330,008 -371
Dec16 160705 1130.40 1130.40 1130.40 1130.40 -18.80 10 931 +1
Total Volume and Open Interest 71,170 331,354 -370
Nikkei 225(CME)
Sep16 160705 15660 15870 15425 15515 -115 20,405 34,644 +878
Dec16 160705 15750 15850 15440 15485 -165 5 72 +2
Total Volume and Open Interest 20,410 34,716 +880
Nikkei 225(SGX)
Sep16 160705 15750 15750 15570 15580 -185 80,601 195,381 +600
Dec16 160705 15465 15465 15465 15465 -185 6 5,395 +2
Mar17 160705 15435 15435 15435 15435 +30      
Total Volume and Open Interest 79,986 212,015 -2,535
Nikkei 225(CME) Yen
Sep16 160705 15605 15800 15355 15445 -115 61,532 75,261 +377
Dec16 160705 15310 15645 15240 15310 -120 0 26 +0
Mar17 160705 15260 15510 15260 15260 -120      
Total Volume and Open Interest 61,532 75,287 +377
Nikkei 225(CME) e-Mini Yen
Sep16 160705 15630 15630 15370 15450 -110 4 11 +0
Dec16 160705 15310 15310 15310 15310 -120      
Mar17 160705 15260 15260 15260 15260 -120      
Total Volume and Open Interest 4 11 +0
CAC 40(EURONEXT)
Jul16 160705 4222.5 4233.0 4131.0 4162.5 -71.0 94,850 264,068 -1,255
Aug16 160705 4218.0 4218.0 4133.0 4160.5 -71.5 35 406 +25
Sep16 160705 4219.0 4221.0 4130.0 4158.0 -72.0 131 9,123 -229
Total Volume and Open Interest 95,016 273,642 -1,461
Hang Seng Index(HKFE)
Jul16 160705 21032 21075 20718 20725 -313 147,545 95,933 +2,398
Aug16 160705 20945 20953 20674 20674 -313 415 224 +224
Sep16 160705 20938 20938 20606 20606 -311 487 4,646 -37
Total Volume and Open Interest 148,525 104,573 -14,235
DAX(EUREX)
Sep16 160705 9692.5 9692.5 9453.5 9519.0 -185.5 88,195 103,573 -48,943
Dec16 160705 9650.0 9654.0 9457.0 9504.5 -185.0 103 3,729 +0
Mar17 160705 9533.5 9533.5 9489.0 9497.0 -186.5 4 158 +1
Total Volume and Open Interest 88,302 143,365 -13,037
Mini-DAX(EUREX)
Sep16 160705 9687.0 9691.0 9455.0 9519.0 -185.5 23,037 6,501 -5,089
Dec16 160705 9650.0 9660.0 9456.0 9504.5 -185.0 24 210 -8
Mar17 160705 9441.0 9497.0 9441.0 9497.0 -186.5 1 8 +1
Total Volume and Open Interest 23,062 10,349 -1,466
FT-SE 100(EURONEXT)
Sep16 160705 6509.00 6510.00 6418.50 6500.50 +32.00 190,449 588,626 +9,145
Dec16 160705 6446.00 6459.00 6408.50 6459.00 +30.00 0 103 +0
Mar17 160705 6416.00 6416.00 6416.00 6416.00 +30.00      
Total Volume and Open Interest 190,449 588,729 +9,145
SPI 200(SFE)
Sep16 160705 5248.0 5257.0 5176.0 5186.0 -64.0 34,982 256,401 +2,624
Dec16 160705 5231.0 5231.0 5172.0 5172.0 -64.0 56 2,485 +0
Mar17 160705 5123.0 5123.0 5123.0 5123.0 -64.0 0 1,431 +0
Total Volume and Open Interest 35,061 261,227 +2,635
FTSE MIB(ISE)
Sep16 160705 15900.00 16060.00 15735.00 15765.00 -247.00 35,215 46,599 -39
Dec16 160705 15790.00 15900.00 15625.00 15640.00 -247.00 18 189 -1
Mar17 160705 15647.00 15647.00 15647.00 15647.00 -247.00      
Total Volume and Open Interest 35,233 46,788 -40
KOSPI 200(KFE)
Sep16 160705 247.80 248.10 246.75 247.40 -0.65 146,676 112,236 +1,663
Dec16 160705 248.45 248.65 247.60 248.20 +0.05 509 6,939 +82
Mar17 160705 244.65 244.65 244.65 244.65 -0.65 7 778 +0
Total Volume and Open Interest 147,193 122,833 +1,745
GSCI(CME)
Jul16 160705 376.50 376.50 362.85 364.90 -12.10 257 11,523 -179
Aug16 160705 365.45 366.40 364.45 365.90 -11.95 150 200 +150
Sep16 160705 367.40 367.40 367.40 367.40 -11.95      
Total Volume and Open Interest 407 11,723 -29
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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