Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Fri July 08, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul16 160708 1054.00 1090.75 1053.50 1089.75 +35.50 3,075 3,167 -1,212
Aug16 160708 1049.50 1084.50 1045.50 1083.25 +32.75 54,142 109,842 +50
Sep16 160708 1034.00 1069.50 1031.50 1068.50 +34.50 24,389 42,432 +930
Nov16 160708 1024.75 1059.25 1021.00 1057.75 +33.00 169,803 404,541 -6,230
Jan17 160708 1023.50 1058.25 1020.50 1057.00 +32.25 20,067 40,788 +834
Mar17 160708 1002.25 1038.25 999.50 1037.25 +34.00 15,409 68,295 +1,147
May17 160708 996.50 1029.00 994.00 1028.25 +30.75 9,777 30,408 +1,296
Jul17 160708 1004.50 1027.75 993.25 1027.25 +30.00 7,379 31,843 +342
Aug17 160708 1001.75 1012.75 1001.75 1012.75 +27.75 9 402 +8
Sep17 160708 975.00 982.75 975.00 982.75 +27.75 12 180 +0
Nov17 160708 938.00 960.00 936.75 959.50 +19.75 5,931 24,942 +1,242
Jan18 160708 959.75 959.75 959.75 959.75 +19.50 85 196 +51
Mar18 160708 958.50 958.50 958.50 958.50 +19.25 28 45 +6
May18 160708 960.00 960.00 960.00 960.00 +14.75 13 43 +8
Total Volume and Open Interest 310,192 757,342 -1,509
Soybean Meal(CBOT)
Jul16 160708 369.40 378.80 368.00 378.70 +8.70 1,723 2,041 -1,200
Aug16 160708 366.30 377.20 365.10 376.30 +9.10 24,572 48,691 -1,678
Sep16 160708 363.30 374.60 362.20 373.70 +9.90 18,516 49,997 +1,451
Oct16 160708 360.80 371.70 359.90 371.10 +9.90 11,595 31,166 +628
Dec16 160708 360.50 370.80 358.90 370.30 +9.60 64,490 159,997 -607
Jan17 160708 356.70 367.10 356.10 366.50 +9.60 5,240 23,330 +728
Mar17 160708 344.10 356.60 343.60 355.70 +11.20 3,158 24,616 +358
May17 160708 338.80 346.40 333.90 345.80 +9.00 2,489 17,021 -179
Jul17 160708 337.00 345.50 332.80 344.60 +8.60 2,122 11,880 +227
Aug17 160708 336.40 340.10 336.40 340.10 +7.70 201 1,817 +48
Total Volume and Open Interest 134,491 377,166 -301
Soybean Oil(CBOT)
Jul16 160708 29.77 30.29 29.73 30.27 +0.54 2,618 1,399 -694
Aug16 160708 29.86 30.54 29.72 30.35 +0.56 25,810 61,084 -686
Sep16 160708 29.95 30.65 29.84 30.46 +0.56 13,276 33,214 +392
Oct16 160708 29.97 30.72 29.95 30.57 +0.61 5,382 18,755 +50
Dec16 160708 30.25 30.93 30.14 30.78 +0.60 50,503 173,855 +677
Jan17 160708 30.47 31.14 30.40 30.97 +0.57 7,402 25,443 +298
Mar17 160708 30.61 31.32 30.56 31.14 +0.55 2,268 17,858 -51
May17 160708 30.84 31.50 30.79 31.31 +0.54 1,537 13,739 -132
Jul17 160708 31.20 31.74 31.06 31.55 +0.53 1,233 6,192 +129
Aug17 160708 31.82 31.82 31.63 31.63 +0.52 184 2,897 +123
Total Volume and Open Interest 110,574 361,188 +312
Canola(WCE)
Jul16 160708 467.4 467.4 467.4 467.4 +5.6      
Nov16 160708 462.3 475.0 462.3 470.0 +7.7 15,788 121,997 +760
Jan17 160708 469.7 480.1 469.7 476.7 +7.5 1,966 15,222 +893
Mar17 160708 475.7 485.1 475.7 482.4 +7.2 264 4,261 +29
May17 160708 480.7 490.0 480.7 486.8 +6.8 114 2,622 +25
Total Volume and Open Interest 18,182 149,898 +1,708
Corn(CBOT)
Jul16 160708 337.25 349.75 336.75 349.75 +14.25 4,287 3,019 -1,965
Sep16 160708 343.00 355.50 342.00 355.00 +13.25 118,331 556,220 -7,215
Dec16 160708 349.50 363.00 349.00 362.50 +14.00 179,630 481,956 -197
Mar17 160708 358.50 371.00 357.75 370.50 +13.25 29,771 101,397 +780
May17 160708 364.75 376.25 364.00 375.75 +12.50 7,488 23,611 -211
Jul17 160708 370.25 381.00 369.50 380.50 +11.75 11,042 61,451 -932
Sep17 160708 372.50 381.50 371.75 381.25 +10.25 1,742 11,053 -316
Dec17 160708 378.50 386.00 377.50 385.50 +9.00 6,465 34,900 +3
Mar18 160708 391.50 394.75 391.50 394.75 +8.50 127 1,659 +14
May18 160708 399.75 399.75 399.75 399.75 +8.25 25 525 -3
Total Volume and Open Interest 359,027 1,278,095 -10,015
Wheat(CBOT)
Jul16 160708 421.00 424.00 420.75 420.75 +8.75 355 371 -135
Sep16 160708 425.50 439.50 423.50 435.00 +9.50 62,532 255,402 +2,806
Dec16 160708 445.50 460.50 444.50 456.50 +10.25 19,934 113,056 +1,918
Mar17 160708 464.00 478.00 464.00 474.50 +10.50 5,473 34,103 +333
May17 160708 478.50 489.75 477.75 486.50 +10.50 1,517 7,961 +149
Jul17 160708 487.75 497.50 487.50 494.75 +9.75 1,402 20,087 +231
Total Volume and Open Interest 91,387 437,024 +5,323
Wheat(KCBT)
Jul16 160708 396.50 408.00 396.50 405.25 +8.75 204 610 -138
Sep16 160708 414.00 424.75 410.50 421.25 +9.00 17,989 136,597 -1,566
Dec16 160708 436.00 449.00 435.25 446.00 +9.50 5,970 46,985 -490
Mar17 160708 452.50 465.50 452.50 462.50 +9.75 1,017 16,761 -105
May17 160708 467.25 476.00 467.25 472.75 +9.25 440 7,131 +102
Jul17 160708 476.50 485.00 474.75 482.25 +9.25 728 11,166 +205
Sep17 160708 497.00 497.00 486.25 497.00 +9.00 12 952 +1
Total Volume and Open Interest 26,368 220,801 -1,989
Wheat(MGE)
Jul16 160708 497.75 498.00 497.75 497.75 +11.75 155 134 -143
Sep16 160708 497.00 505.50 497.00 501.00 +5.75 4,390 28,013 -162
Dec16 160708 512.50 521.50 512.50 516.25 +4.75 1,516 13,732 -975
Mar17 160708 529.50 535.75 527.75 530.75 +3.75 1,211 8,097 +99
May17 160708 537.50 545.75 537.50 540.25 +3.50 506 3,646 +8
Jul17 160708 548.75 553.25 546.75 548.25 +3.00 274 2,080 +1
Total Volume and Open Interest 8,336 56,669 -1,083
Oats(CBOT)
Jul16 160708 231.50 233.00 228.25 228.25 +0.75 9 71 -109
Sep16 160708 194.50 197.75 193.25 195.25 +1.25 144 3,395 -40
Dec16 160708 195.75 200.75 195.75 197.50 +2.00 324 5,764 +25
Mar17 160708 205.00 207.50 205.00 206.00 +1.25 114 896 +24
Total Volume and Open Interest 591 10,126 -100
Rough Rice(CBOT)
Jul16 160708 10.69 10.69 10.69 10.69 -0.28 0 5 -40
Sep16 160708 10.90 10.93 10.56 10.63 -0.28 432 7,798 +52
Nov16 160708 11.10 11.10 10.86 10.90 -0.27 105 1,622 -22
Jan17 160708 11.15 11.15 11.15 11.15 -0.27 0 98 +0
Total Volume and Open Interest 537 9,570 -10
Live Cattle(CME)
Aug16 160708 111.580 113.830 111.350 112.230 +0.430 19,044 111,932 -894
Oct16 160708 112.180 113.650 111.700 112.330 +0.100 10,649 67,134 +777
Dec16 160708 113.000 114.430 112.750 113.785 +0.500 6,475 43,586 +210
Feb17 160708 113.100 114.150 112.600 113.785 +0.635 2,513 12,388 +133
Apr17 160708 112.285 113.385 111.785 113.100 +0.800 1,566 8,564 +161
Jun17 160708 106.850 107.550 106.050 107.230 +0.930 345 3,016 +168
Total Volume and Open Interest 40,677 248,164 +579
Feeder Cattle(CME)
Aug16 160708 143.080 144.500 142.050 143.450 -0.180 4,981 24,030 -558
Sep16 160708 142.000 143.535 141.080 142.500 -0.150 1,831 6,123 +76
Oct16 160708 140.400 142.185 139.985 141.485 +0.200 1,199 5,365 +106
Nov16 160708 138.250 139.850 137.535 139.130 +0.280 720 4,803 +38
Jan17 160708 134.185 135.800 133.450 135.450 +0.875 179 1,670 +49
Mar17 160708 131.400 133.825 131.325 133.285 +1.155 56 402 +10
Apr17 160708 131.900 132.400 131.400 132.400 +1.400 8 45 +0
Total Volume and Open Interest 8,980 42,456 -274
Lean Hogs(CME)
Jul16 160708 81.250 81.250 80.000 80.050 -1.000 7,852 12,108 -3,610
Aug16 160708 80.135 80.135 78.635 78.830 -1.305 23,808 86,775 -4,174
Oct16 160708 69.430 69.450 68.350 68.600 -0.880 11,626 74,851 +271
Dec16 160708 62.485 62.630 61.950 62.180 -0.555 5,082 45,474 +211
Feb17 160708 65.950 65.950 65.300 65.850 -0.285 1,445 20,204 +251
Apr17 160708 70.550 70.800 69.785 70.650 -0.180 1,143 12,354 +298
May17 160708 74.535 74.885 74.500 74.885 -0.215 10 159 +10
Jun17 160708 77.750 78.750 77.750 78.730 +0.080 145 1,290 +85
Total Volume and Open Interest 51,235 253,567 -6,601
Class III Milk(CME)
Jul16 160708 15.22 15.32 15.19 15.20 -0.10 212 5,421 -22
Aug16 160708 16.09 16.32 15.88 15.96 -0.21 409 4,594 -107
Sep16 160708 16.35 16.38 15.97 16.06 -0.25 210 3,918 -7
Oct16 160708 16.32 16.32 16.09 16.15 -0.28 116 3,390 +2
Nov16 160708 16.24 16.24 16.09 16.10 -0.21 51 3,100 +6
Dec16 160708 15.93 15.97 15.87 15.90 -0.10 39 2,728 +14
Jan17 160708 15.82 15.82 15.82 15.82 unch 9 1,108 +2
Feb17 160708 15.90 15.90 15.90 15.90 unch 9 962 +7
Mar17 160708 15.92 15.92 15.91 15.91 -0.01 11 899 +8
Apr17 160708 16.05 16.05 16.05 16.05 unch 8 799 +6
May17 160708 16.20 16.20 16.16 16.16 -0.04 14 668 +6
Jun17 160708 16.32 16.32 16.32 16.32 -0.03 14 584 +9
Jul17 160708 16.38 16.39 16.36 16.36 -0.02 2 172 +2
Total Volume and Open Interest 1,137 29,140 -52
Cocoa(ICE)
Jul16 160708 3151 3159 3136 3136 -13 2 19 +0
Sep16 160708 3117 3133 3090 3097 -13 11,827 92,409 +143
Dec16 160708 3079 3095 3053 3059 -14 6,943 57,162 +1,073
Mar17 160708 3042 3057 3018 3025 -12 4,114 39,626 +1,120
May17 160708 3026 3036 3003 3010 -10 1,445 8,076 +727
Jul17 160708 3012 3022 2994 2998 -10 113 2,613 +36
Sep17 160708 3009 3012 2986 2989 -8 24 3,867 -1
Total Volume and Open Interest 24,479 208,175 +3,103
Coffee "C"(ICE)
Jul16 160708 142.50 142.75 142.50 142.75 +2.30 100 46 -65
Sep16 160708 142.25 144.35 141.60 144.10 +2.30 21,815 97,685 -1,673
Dec16 160708 144.90 147.25 144.60 147.05 +2.25 7,629 42,505 +1,053
Mar17 160708 147.70 149.95 147.40 149.80 +2.30 1,743 15,827 +2
May17 160708 149.60 151.60 149.60 151.45 +2.30 307 8,526 +106
Jul17 160708 151.80 152.85 151.15 152.80 +2.25 29 3,124 +2
Total Volume and Open Interest 31,676 176,019 -547
Orange Juice(ICE)
Jul16 160708 187.65 189.25 187.65 188.95 +2.20 35 532 -24
Sep16 160708 184.20 188.05 183.40 187.95 +2.05 1,255 14,380 +100
Nov16 160708 183.50 185.90 183.50 185.20 +1.30 274 2,166 +70
Jan17 160708 184.25 184.65 182.25 182.25 -1.25 88 788 +58
Mar17 160708 183.70 183.70 181.45 181.45 -1.55 2 57 +0
May17 160708 183.15 183.15 180.75 180.75 -1.80 1 4 +1
Total Volume and Open Interest 1,655 17,929 +205
Sugar #11(ICE)
Oct16 160708 19.61 19.89 19.44 19.57 -0.16 64,056 471,615 -3,347
Mar17 160708 19.92 20.13 19.72 19.81 -0.19 23,442 213,858 +4,131
May17 160708 19.06 19.37 18.93 19.08 -0.08 6,787 56,347 +781
Jul17 160708 18.40 18.76 18.25 18.49 +0.04 4,060 43,489 -379
Oct17 160708 17.95 18.39 17.91 18.16 +0.11 1,384 30,204 -346
Mar18 160708 17.85 18.22 17.75 18.01 +0.15 431 13,702 +12
May18 160708 17.57 17.73 17.55 17.57 +0.17 201 3,996 +0
Jul18 160708 17.31 17.46 17.30 17.34 +0.18 146 4,422 -3
Total Volume and Open Interest 100,583 842,976 +886
London Cocoa(LCE)
Jul16 160708 2550 2559 2540 2546 -3 2,191 27,153 -797
Sep16 160708 2510 2518 2496 2499 -14 17,306 98,829 +3,737
Dec16 160708 2444 2451 2431 2434 -11 7,233 67,241 -353
Mar17 160708 2390 2399 2378 2381 -9 7,107 50,444 +2,284
May17 160708 2377 2385 2365 2367 -9 1,094 17,849 +504
Jul17 160708 2369 2374 2359 2359 -9 270 2,466 +58
Sep17 160708 2356 2356 2350 2351 -9 9 1,485 +9
Total Volume and Open Interest 35,210 265,898 +5,442
London Sugar(LCE)
Aug16 160708 545.00 549.30 540.90 542.70 -4.40 6,985 20,892 -1,587
Oct16 160708 541.40 547.00 537.70 540.80 -2.80 8,199 40,216 +1,349
Dec16 160708 537.90 542.60 534.20 536.90 -2.50 1,050 15,906 +271
Mar17 160708 534.70 540.00 530.70 533.60 -3.20 1,189 15,712 +341
May17 160708 524.50 530.60 521.30 524.20 -2.60 450 5,578 +66
Total Volume and Open Interest 18,040 103,947 +503
Cotton(ICE)
Oct16 160708 64.85 66.70 64.85 65.92 +0.67 8 118 -2
Dec16 160708 64.90 66.75 64.45 65.81 +0.66 11,973 148,812 -675
Mar17 160708 64.97 66.73 64.60 65.93 +0.73 1,508 22,663 +387
May17 160708 64.90 66.92 64.90 66.14 +0.68 84 3,859 +26
Jul17 160708 66.00 67.32 65.97 66.57 +0.66 49 2,958 +11
Oct17 160708 66.84 66.84 66.84 66.84 +0.64      
Total Volume and Open Interest 13,672 183,711 -251
Lumber(CME)
Jul16 160708 314.6 315.3 311.0 312.1 unch 153 301 -99
Sep16 160708 318.2 321.5 318.1 319.2 +0.4 463 3,411 +74
Nov16 160708 324.1 326.7 324.1 325.2 +0.6 23 243 +5
Jan17 160708 329.1 329.1 329.0 329.1 unch 5 37 +1
Total Volume and Open Interest 647 4,042 -21
Crude Oil(NYM)
Aug16 160708 45.19 45.97 44.77 45.41 +0.27 607,663 387,673 -27,121
Sep16 160708 45.91 46.67 45.47 46.12 +0.28 217,435 294,110 +16,573
Oct16 160708 46.50 47.27 46.11 46.75 +0.29 66,017 108,881 +1,975
Nov16 160708 47.08 47.83 46.75 47.37 +0.30 40,563 115,551 +2,684
Dec16 160708 47.69 48.42 47.32 47.95 +0.31 102,937 246,149 +2,551
Jan17 160708 48.23 48.88 47.82 48.44 +0.32 13,677 56,409 +214
Feb17 160708 48.91 49.26 48.43 48.85 +0.32 6,344 30,652 +993
Mar17 160708 49.10 49.62 48.79 49.21 +0.33 15,574 66,971 -509
Apr17 160708 49.49 49.79 49.06 49.52 +0.34 3,099 19,173 -78
May17 160708 49.94 49.94 49.56 49.80 +0.34 2,395 18,544 +129
Jun17 160708 49.81 50.44 49.52 50.08 +0.35 27,227 72,940 +1,164
Jul17 160708 50.20 50.43 50.10 50.33 +0.37 1,731 16,905 -357
Aug17 160708 50.56 53.13 50.56 50.56 +0.38 767 13,334 +182
Sep17 160708 50.81 52.01 50.81 50.81 +0.40 3,624 31,541 +497
Oct17 160708 51.07 51.07 51.07 51.07 +0.41 777 10,585 +256
Nov17 160708 51.36 52.00 51.36 51.36 +0.43 445 11,541 +61
Total Volume and Open Interest 1,159,571 1,751,711 -112
e-miNY Crude Oil(NYM)
Aug16 160708 45.200 45.975 44.775 45.400 +0.250 11,384 1,848 -165
Sep16 160708 45.925 46.650 45.500 46.125 +0.275 402 547 +13
Oct16 160708 46.550 47.250 46.150 46.750 +0.300 54 102 +4
Nov16 160708 47.425 47.925 47.375 47.375 +0.300 8 28 +4
Dec16 160708 48.000 48.500 47.525 47.950 +0.300 19 300 +11
Jan17 160708 48.425 48.450 48.000 48.450 +0.325 0 15 +0
Feb17 160708 48.850 48.850 48.850 48.850 +0.325 0 9 +0
Mar17 160708 49.200 49.200 49.200 49.200 +0.325 0 12 +0
Apr17 160708 49.525 49.525 49.525 49.525 +0.350      
May17 160708 49.800 49.800 49.800 49.800 +0.350      
Total Volume and Open Interest 11,879 3,031 -123
NY Harbor ULSD(NYM)
Aug16 160708 141.42 143.20 139.89 141.23 +0.17 72,085 80,086 -8,464
Sep16 160708 143.77 145.57 142.45 143.72 +0.31 41,400 70,186 +2,740
Oct16 160708 145.74 147.64 144.67 145.99 +0.51 19,463 35,228 -475
Nov16 160708 148.30 149.65 146.91 148.11 +0.61 12,031 25,009 -411
Dec16 160708 150.43 151.58 148.84 150.08 +0.64 18,670 47,953 -866
Jan17 160708 151.93 153.20 150.92 151.97 +0.65 2,246 21,383 -41
Feb17 160708 153.00 154.81 152.42 153.36 +0.66 2,223 11,364 -157
Mar17 160708 154.27 154.73 153.10 154.02 +0.67 1,555 15,150 +97
Apr17 160708 153.69 154.09 153.12 153.83 +0.72 945 6,703 -12
May17 160708 154.21 154.41 153.74 154.01 +0.74 569 3,091 +24
Jun17 160708 154.56 155.00 153.37 154.52 +0.74 3,567 18,708 +151
Jul17 160708 155.50 155.50 155.37 155.37 +0.77 578 2,410 +167
Aug17 160708 156.32 157.50 156.32 156.32 +0.79 444 1,454 +220
Sep17 160708 157.47 158.00 157.47 157.47 +0.81 246 1,448 +98
Total Volume and Open Interest 179,979 366,966 -8,311
RBOB Gasoline(NYM)
Aug16 160708 136.77 138.84 135.23 137.08 +0.77 77,653 109,166 -4,344
Sep16 160708 138.42 140.05 136.72 138.48 +0.61 71,720 83,451 +5,790
Oct16 160708 130.56 132.49 129.44 131.11 +0.63 41,447 43,525 +2,222
Nov16 160708 130.37 131.78 129.26 130.60 +0.63 27,007 30,734 -2,055
Dec16 160708 129.88 131.45 129.05 130.27 +0.59 21,947 41,491 -410
Jan17 160708 130.49 132.11 129.86 131.02 +0.63 5,417 13,827 -30
Feb17 160708 132.39 133.08 131.31 132.39 +0.70 2,224 2,669 -303
Mar17 160708 133.77 135.04 133.16 134.31 +0.82 2,381 9,885 -218
Apr17 160708 153.63 154.78 153.01 154.20 +0.54 1,664 8,173 +389
May17 160708 154.26 155.38 154.26 155.26 +0.57 721 4,621 +171
Total Volume and Open Interest 255,243 378,858 +1,249
e-miNY RBOB Gasoline(NYM)
Aug16 160708 137.10 151.40 137.10 137.10 +0.80 0 1 +0
Sep16 160708 138.50 138.50 138.48 138.50 +0.60      
Oct16 160708 131.10 131.11 131.10 131.10 +0.60      
Nov16 160708 130.60 130.60 130.60 130.60 +0.60      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Aug16 160708 2.758 2.825 2.748 2.801 +0.024 135,881 192,344 -9,404
Sep16 160708 2.750 2.812 2.740 2.788 +0.024 59,282 222,910 +4,967
Oct16 160708 2.789 2.849 2.778 2.827 +0.025 37,176 108,779 -15
Nov16 160708 2.951 3.005 2.949 2.990 +0.033 23,678 69,915 +3,859
Dec16 160708 3.210 3.264 3.207 3.251 +0.037 13,538 53,343 +787
Jan17 160708 3.347 3.397 3.342 3.384 +0.037 19,098 108,353 -244
Feb17 160708 3.339 3.381 3.335 3.370 +0.034 6,112 29,466 +249
Mar17 160708 3.291 3.328 3.285 3.318 +0.031 10,750 63,207 -76
Apr17 160708 3.070 3.087 3.056 3.082 +0.018 15,058 52,012 -890
May17 160708 3.034 3.058 3.032 3.053 +0.012 5,980 20,512 -114
Jun17 160708 3.080 3.094 3.070 3.089 +0.010 3,889 15,898 +169
Jul17 160708 3.129 3.129 3.111 3.121 +0.008 2,729 12,838 +426
Aug17 160708 3.119 3.138 3.118 3.130 +0.007 2,603 13,184 -605
Sep17 160708 3.098 3.116 3.095 3.107 +0.006 1,457 7,993 +61
Oct17 160708 3.133 3.137 3.119 3.129 +0.006 5,152 19,327 -116
Nov17 160708 3.170 3.183 3.168 3.179 +0.007 1,891 8,797 +210
Total Volume and Open Interest 350,965 1,056,246 +312
Brent Crude Oil(ICE)
Sep16 160708 46.60 47.23 46.15 46.76 +0.36 279,124 475,066 -3,509
Oct16 160708 47.47 47.83 46.76 47.38 +0.38 135,213 230,899 -4,833
Nov16 160708 47.71 48.32 47.27 47.90 +0.41 89,679 199,209 +13,913
Dec16 160708 48.34 48.98 47.92 48.54 +0.41 139,194 374,456 -926
Jan17 160708 48.84 49.48 48.46 49.07 +0.41 39,285 96,501 +3,328
Feb17 160708 49.36 49.93 48.91 49.52 +0.41 20,128 69,494 +2,438
Mar17 160708 49.74 50.32 49.33 49.93 +0.42 23,344 64,919 +1,821
Apr17 160708 50.28 50.63 49.74 50.32 +0.44 6,443 24,868 -63
May17 160708 50.60 51.00 50.20 50.71 +0.46 4,364 23,127 +450
Jun17 160708 50.80 51.34 50.47 51.07 +0.46 28,122 99,530 +2,371
Jul17 160708 51.48 51.65 50.91 51.44 +0.47 1,130 17,794 +51
Aug17 160708 52.37 52.37 51.78 51.78 +0.48 1,293 17,097 +566
Sep17 160708 51.40 52.08 51.40 52.08 +0.49 4,929 37,199 +794
Oct17 160708 52.38 52.38 52.38 52.38 +0.50 794 14,373 +66
Total Volume and Open Interest 834,906 2,203,242 +17,195
Gas Oil(ICE)
Jul16 160708 411.25 414.00 403.25 407.25 -10.75 29,354 33,095 -7,018
Aug16 160708 415.50 420.75 410.50 414.25 -9.75 86,328 111,717 -12,078
Sep16 160708 422.25 427.00 417.50 421.00 -9.50 57,453 75,630 +1,089
Oct16 160708 428.00 432.75 423.25 427.00 -9.00 21,504 48,336 -399
Nov16 160708 433.25 436.50 427.25 431.00 -8.75 12,671 47,557 +1,920
Dec16 160708 437.75 439.75 430.75 434.50 -8.50 27,524 95,917 +1,767
Jan17 160708 441.50 444.00 435.75 438.75 -8.50 3,826 31,277 +52
Feb17 160708 445.75 448.00 439.50 443.00 -8.50 3,635 14,937 +317
Mar17 160708 449.25 450.75 443.75 446.75 -8.25 3,694 22,464 +754
Apr17 160708 452.25 453.00 447.75 450.00 -8.00 902 10,519 +282
Total Volume and Open Interest 266,909 657,700 -12,434
Ethanol(CBOT)
Aug16 160708 1.540 1.589 1.540 1.588 +0.029 230 2,089 +14
Sep16 160708 1.563 1.566 1.563 1.566 +0.031 17 891 +2
Oct16 160708 1.514 1.528 1.514 1.528 +0.030 4 350 +0
Nov16 160708 1.490 1.490 1.490 1.490 +0.029 17 396 -12
Dec16 160708 1.450 1.453 1.450 1.453 +0.027 0 1,167 +0
Jan17 160708 1.429 1.429 1.429 1.429 +0.027 0 195 +0
Feb17 160708 1.426 1.426 1.426 1.426 +0.027 0 63 +0
Mar17 160708 1.426 1.426 1.426 1.426 +0.027      
Total Volume and Open Interest 268 5,151 -4
WTI Crude Oil(ICE)
Aug16 160708 45.43 45.96 44.79 45.41 +0.27 31,754 54,465 -2,311
Sep16 160708 46.12 46.65 45.48 46.12 +0.28 46,735 60,966 +345
Oct16 160708 46.73 47.26 46.13 46.75 +0.29 25,505 22,554 +314
Nov16 160708 47.37 47.85 46.79 47.37 +0.30 17,937 26,872 +1,902
Dec16 160708 47.96 48.40 47.37 47.95 +0.31 25,182 91,592 -1,292
Jan17 160708 48.39 48.77 48.07 48.44 +0.32 3,791 15,691 -20
Feb17 160708 48.90 49.26 48.34 48.85 +0.32 3,163 15,843 +869
Mar17 160708 49.28 49.28 49.09 49.21 +0.33 3,215 13,998 +786
Apr17 160708 49.83 49.83 49.46 49.52 +0.34 1,017 2,882 +236
May17 160708 49.80 49.80 49.80 49.80 +0.34 220 1,488 +34
Jun17 160708 49.92 50.37 49.73 50.08 +0.35 1,966 29,478 +303
Jul17 160708 50.33 50.33 50.33 50.33 +0.37 80 1,746 -42
Aug17 160708 50.56 50.56 50.56 50.56 +0.38 71 727 +9
Sep17 160708 50.81 50.81 50.81 50.81 +0.40 115 5,765 -10
Oct17 160708 51.07 51.07 51.07 51.07 +0.41 52 1,280 +2
Nov17 160708 51.36 51.36 51.36 51.36 +0.43 76 779 +23
Total Volume and Open Interest 166,459 447,379 +1,028
US Dollar Index(ICE)
Sep16 160708 96.320 96.725 95.780 96.327 -0.055 31,233 48,387 +1,404
Dec16 160708 96.320 96.755 95.865 96.372 -0.055 639 2,778 +161
Mar17 160708 96.200 96.495 96.000 96.427 -0.050 85 1,417 -27
Total Volume and Open Interest 31,957 52,598 +1,538
Australian Dollar(CME)
Sep16 160708 74.62 75.55 74.52 75.51 +0.95 113,004 72,686 +839
Dec16 160708 74.66 75.30 74.30 75.28 +0.95 259 1,154 +23
Mar17 160708 75.08 75.08 75.08 75.08 +0.94 0 11 +0
Total Volume and Open Interest 113,263 73,851 +862
British Pound(CME)
Sep16 160708 129.23 130.30 128.92 129.59 +0.53 150,859 227,195 +1,401
Dec16 160708 129.61 130.43 129.11 129.76 +0.52 417 2,045 +152
Mar17 160708 129.95 130.44 129.43 129.95 +0.53 0 102 +0
Total Volume and Open Interest 151,276 229,492 +1,553
Canadian Dollar(CME)
Sep16 160708 76.92 76.99 76.39 76.66 -0.14 63,115 111,083 -1,241
Dec16 160708 76.82 76.98 76.41 76.67 -0.14 185 3,670 -18
Mar17 160708 76.50 76.95 76.45 76.69 -0.13 19 341 +15
Jun17 160708 76.72 76.98 76.50 76.72 -0.13 0 116 +0
Total Volume and Open Interest 63,319 115,250 -1,244
Japanese Yen(CME)
Sep16 160708 99.47 100.25 98.97 99.79 +0.32 137,339 148,102 -1,517
Dec16 160708 99.72 100.60 99.36 100.16 +0.32 146 670 +14
Mar17 160708 100.57 100.90 99.88 100.57 +0.34 3 37 +1
Total Volume and Open Interest 137,488 148,915 -1,502
Swiss Franc(CME)
Sep16 160708 102.56 102.85 101.58 102.12 -0.42 15,859 34,940 +240
Dec16 160708 102.90 103.36 102.33 102.69 -0.41 27 69 -12
Mar17 160708 103.20 103.20 103.10 103.20 -0.42      
Total Volume and Open Interest 15,886 35,024 +228
EuroFX(CME)
Sep16 160708 110.90 111.50 110.30 110.78 -0.06 144,979 361,563 +5,568
Dec16 160708 111.44 111.88 110.70 111.17 -0.06 292 4,499 -40
Mar17 160708 112.10 112.23 111.19 111.58 -0.07 9 1,446 -2
Total Volume and Open Interest 145,284 368,176 +5,527
Mexican Peso(CME)
Jul16 160708 539.63 540.50 539.63 539.63 +10.75 0 8 +0
Aug16 160708 538.75 538.75 538.75 538.75 +10.75      
Total Volume and Open Interest 54,167 100,282 -2,835
Brazilian Real(CME)
Aug16 160708 297.50 302.30 296.50 301.75 +5.80 532 22,831 +151
Sep16 160708 295.60 300.05 295.00 298.80 +5.70 33 3,468 -17
Oct16 160708 296.45 296.45 296.45 296.45 +5.65      
Nov16 160708 293.70 293.70 293.70 293.70 +5.55      
Total Volume and Open Interest 565 26,329 +134
30-Year T-Bonds(CBOT)
Sep16 160708 176~110 177~090 175~010 176~300 +0~220 291,388 568,609 +1,893
Dec16 160708 175~100 175~170 174~180 175~150 +0~220 40 142 +18
Mar17 160708 174~110 174~110 174~110 174~110 +0~220      
Total Volume and Open Interest 291,428 568,751 +1,911
10-Year T-Notes(CBOT)
Sep16 160708 133~220 134~005 133~015 133~255 +0~035 1,433,749 2,809,267 +1,373
Dec16 160708 132~125 132~295 132~080 132~285 +0~025 1,122 2,815 -243
Mar17 160708 132~025 132~025 132~025 132~025 +0~025      
Total Volume and Open Interest 1,434,871 2,812,082 +1,130
5-Year T-Notes(CBOT)
Sep16 160708 122~110 122~170 121~310 122~126 +0~010 600,372 2,642,023 +11,285
Dec16 160708 122~150 122~162 122~126 122~126 +0~010      
Total Volume and Open Interest 600,372 2,642,023 +11,285
2 Year T-Notes(CBOT)
Sep16 160708 109~202 109~210 109~156 109~190 -0~012 317,346 1,113,551 +12,270
Dec16 160708 109~174 109~174 109~174 109~174 -0~012      
Mar17 160708 109~174 109~174 109~174 109~174 -0~012      
Total Volume and Open Interest 317,346 1,113,551 +12,270
Eurodollars(CME)
Sep16 160708 99.320 99.325 99.300 99.310 -0.010 298,705 1,220,453 +15,463
Dec16 160708 99.290 99.300 99.250 99.275 -0.015 362,009 1,387,462 +43,235
Mar17 160708 99.270 99.285 99.220 99.255 -0.020 260,214 945,322 -2,221
Jun17 160708 99.245 99.260 99.180 99.230 -0.020 229,576 831,316 +7,470
Sep17 160708 99.210 99.225 99.145 99.200 -0.015 270,939 813,234 +9,442
Dec17 160708 99.165 99.185 99.100 99.160 -0.010 355,172 1,217,951 +43,498
Mar18 160708 99.140 99.160 99.065 99.140 -0.005 181,569 592,735 +2,674
Jun18 160708 99.110 99.130 99.030 99.115 +0.005 173,127 458,058 +6,279
Sep18 160708 99.065 99.100 98.990 99.085 +0.015 179,297 418,273 +7,718
Dec18 160708 99.025 99.055 98.945 99.040 +0.015 180,714 570,988 +9,561
Mar19 160708 98.995 99.025 98.910 99.015 +0.025 119,310 338,245 +9,090
Jun19 160708 98.945 98.985 98.870 98.980 +0.030 105,363 266,987 +1,421
Sep19 160708 98.900 98.945 98.830 98.940 +0.035 66,990 225,753 +3,088
Dec19 160708 98.850 98.895 98.780 98.890 +0.040 77,598 217,652 +2,463
Mar20 160708 98.805 98.860 98.740 98.850 +0.040 50,220 123,126 -2,197
Jun20 160708 98.755 98.815 98.690 98.805 +0.045 45,038 84,647 +3,489
Sep20 160708 98.705 98.770 98.640 98.760 +0.050 31,788 84,688 +1,000
Dec20 160708 98.655 98.715 98.585 98.705 +0.050 32,854 87,183 -1,058
Total Volume and Open Interest 3,112,931 10,306,031 +167,353
Ultra T-Bond(CBOT)
Sep16 160708 192~05 193~18 190~20 193~03 +1~02 113,458 582,885 +1,535
Dec16 160708 192~06 192~06 192~06 192~06 +1~02      
Mar17 160708 191~06 191~06 191~06 191~06 +1~02      
Total Volume and Open Interest 113,458 582,885 +1,535
Ultra 10-Yr T-Note(CBOT)
Sep16 160708 146~310 147~170 146~025 147~095 +0~090 79,464 146,231 +7,018
Dec16 160708 147~015 147~015 147~015 147~015 +0~090      
Mar17 160708 147~015 147~015 147~015 147~015 +0~090      
Total Volume and Open Interest 79,464 146,231 +7,018
30 Day Federal Funds(CBOT)
Jul16 160708 99.613 99.613 99.610 99.613 unch 24,818 179,257 -10,926
Aug16 160708 99.620 99.620 99.610 99.615 -0.005 15,730 158,091 -5,149
Sep16 160708 99.615 99.620 99.600 99.610 -0.010 17,560 55,999 +2,088
Oct16 160708 99.615 99.620 99.590 99.600 -0.020 30,870 135,146 +172
Nov16 160708 99.620 99.620 99.590 99.600 -0.020 16,785 55,559 +485
Dec16 160708 99.610 99.610 99.570 99.590 -0.025 5,718 38,172 -744
Total Volume and Open Interest 143,005 818,269 -16,123
3-Mth Euro-Yen(CME)
Sep16 160708 99.990 99.990 99.990 99.990 unch      
Dec16 160708 99.990 99.990 99.990 99.990 unch      
Mar17 160708 99.990 99.990 99.990 99.990 unch      
Jun17 160708 99.990 99.990 99.990 99.990 unch      
Sep17 160708 99.990 99.990 99.990 99.990 unch      
Dec17 160708 99.990 99.990 99.990 99.990 unch      
Mar18 160708 99.995 99.995 99.995 99.995 unch      
Jun18 160708 99.855 99.855 99.855 99.855 unch      
Sep18 160708 99.715 99.715 99.715 99.715 unch      
Dec18 160708 99.575 99.575 99.575 99.575 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep16 160707 99.99 99.99 99.99 99.99 unch      
Dec16 160707 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160707 99.99 99.99 99.99 99.99 unch      
Jun17 160707 99.99 99.99 99.99 99.99 unch      
Sep17 160707 99.99 99.99 99.99 99.99 unch      
Dec17 160707 99.99 99.99 99.99 99.99 unch      
Mar18 160707 100.00 100.00 100.00 100.00 unch      
Jun18 160707 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160707 153.48 153.64 153.35 153.57 +0.07 832 18,303 +35
Dec16 160707 153.57 153.57 153.57 153.57 +0.07 0 1 +0
Mar17 160707 153.49 153.49 153.49 153.49 +0.07      
Total Volume and Open Interest 832 18,304 +35
Euro-Buxl(EUREX)
Sep16 160708 196.10 196.98 194.72 196.18 +0.72 35,831 139,756 +45
Dec16 160708 194.46 194.46 194.46 194.46 +0.70 3 25 -2
Mar17 160708 194.46 194.46 194.46 194.46 +0.70      
Total Volume and Open Interest 35,834 139,781 +43
Euro-Bund(EUREX)
Sep16 160708 167.72 168.06 167.36 167.79 +0.22 612,857 1,595,638 +39,217
Dec16 160708 165.02 165.37 164.96 165.11 +0.21 65 202 +43
Mar17 160708 167.29 167.29 167.29 167.29 +0.22 1 5 +0
Total Volume and Open Interest 612,923 1,595,845 +39,260
Euro-Bobl(EUREX)
Sep16 160708 133.88 134.03 133.83 133.95 +0.09 468,894 1,290,178 +42,730
Dec16 160708 132.03 132.03 131.92 131.92 +0.12 0 107 +0
Mar17 160708 133.95 133.95 133.95 133.95 +0.09      
Total Volume and Open Interest 468,894 1,290,285 +42,730
Euro-Schatz(EUREX)
Sep16 160708 112.12 112.16 112.11 112.14 +0.02 247,159 1,103,842 +32,148
Dec16 160708 112.11 112.11 112.11 112.11 +0.02 0 185 +0
Mar17 160708 112.11 112.11 112.11 112.11 +0.02      
Total Volume and Open Interest 247,159 1,104,027 +32,148
3-Mth Euribor(EUREX)
Sep16 160708 100.335 100.335 100.335 100.335 unch 0 5,007 -11
Dec16 160708 100.370 100.375 100.370 100.375 +0.005 0 2,150 -25
Mar17 160708 100.390 100.390 100.390 100.390 +0.005 34 3,814 +4
Total Volume and Open Interest 107 96,490 -34
Long Gilt(LIFFE)
Sep16 160708 130~01 130~17 129~18 130~09 +0~14 162,496 476,546 +12,335
Dec16 160708 129~07 129~07 129~07 129~07 +0~15      
Total Volume and Open Interest 162,496 476,546 +12,335
3-Mth Short Sterling(LIFFE)
Sep16 160708 99.68 99.68 99.66 99.67 -0.01 76,128 483,195 -6,442
Dec16 160708 99.71 99.72 99.68 99.70 unch 62,393 541,389 +16,057
Mar17 160708 99.70 99.72 99.68 99.69 -0.01 73,130 341,411 -7,929
Jun17 160708 99.70 99.71 99.67 99.68 -0.01 70,624 276,580 -4,784
Sep17 160708 99.69 99.70 99.66 99.68 -0.01 52,214 263,816 +6,913
Dec17 160708 99.69 99.69 99.65 99.67 -0.01 56,854 264,738 -1,602
Total Volume and Open Interest 601,904 3,014,482 -969
3-Mth Euribor(LIFFE)
Sep16 160708 100.340 100.340 100.330 100.335 unch 42,045 374,414 +8,014
Dec16 160708 100.370 100.375 100.365 100.375 +0.010 54,619 459,753 +6,548
Mar17 160708 100.380 100.395 100.380 100.390 +0.010 44,419 409,482 -2,247
Total Volume and Open Interest 486,059 3,109,360 +21,729
3-Mth Aus T-Bills(SFE)
Sep16 160708 98.13 98.14 98.11 98.13 -0.01 29,025 206,336 -1,197
Dec16 160708 98.22 98.24 98.20 98.22 -0.01 54,021 187,866 +4,071
Mar17 160708 98.27 98.29 98.25 98.27 -0.01 28,400 139,147 +1,673
Jun17 160708 98.30 98.31 98.28 98.30 -0.01 14,535 120,468 +3,076
Sep17 160708 98.32 98.34 98.30 98.32 -0.01 10,152 88,032 -1,014
Dec17 160708 98.33 98.35 98.31 98.33 -0.01 13,311 68,349 -3,035
Mar18 160708 98.34 98.35 98.31 98.32 -0.02 6,358 42,685 +1,896
Jun18 160708 98.32 98.34 98.30 98.32 -0.01 2,343 33,833 +528
Sep18 160708 98.28 98.31 98.28 98.31 -0.01 476 5,236 +95
Dec18 160708 98.25 98.28 98.25 98.28 unch 147 2,841 +34
Total Volume and Open Interest 159,292 897,439 +6,367
10-Year Aus T-Bonds(SFE)
Sep16 160708 98.12 98.14 98.07 98.11 -0.02 141,061 865,264 +19,232
Dec16 160708 98.11 98.11 98.11 98.11 -0.02      
Total Volume and Open Interest 141,061 865,264 +19,232
3-Year Aus T-Bonds(SFE)
Sep16 160708 98.55 98.55 98.52 98.54 -0.02 200,035 790,151 +34,046
Dec16 160708 98.54 98.54 98.54 98.54 -0.02      
Total Volume and Open Interest 200,035 790,151 +34,046
Gold(CMX)
Aug16 160708 1361.0 1371.8 1336.3 1358.4 -3.7 237,060 437,373 -3,420
Oct16 160708 1364.2 1375.0 1340.0 1362.0 -3.7 2,278 38,355 +289
Dec16 160708 1368.7 1378.7 1343.7 1365.7 -3.7 14,477 122,115 +4,175
Feb17 160708 1372.7 1380.0 1347.1 1368.9 -3.6 751 15,694 +35
Apr17 160708 1350.0 1379.5 1350.0 1371.7 -3.5 137 6,913 +9
Jun17 160708 1372.8 1381.4 1354.0 1374.2 -3.5 2,785 12,915 +397
Aug17 160708 1377.1 1379.9 1359.0 1376.6 -3.5 29 1,652 +6
Oct17 160708 1379.0 1379.0 1378.2 1379.0 -3.4 39 716 -9
Dec17 160708 1380.4 1392.7 1367.9 1381.2 -3.4 1,934 8,150 +160
Feb18 160708 1383.0 1383.0 1383.0 1383.0 -3.4 0 45 +0
Apr18 160708 1384.7 1384.7 1384.7 1384.7 -3.3 0 3 +0
Jun18 160708 1386.4 1399.9 1386.4 1386.4 -3.1 337 3,760 +170
Total Volume and Open Interest 261,459 656,002 +3,031
Silver(CMX)
Jul16 160708 1973.5 2021.0 1940.0 2005.8 +26.0 407 1,477 -79
Sep16 160708 1973.5 2039.0 1928.0 2009.9 +26.1 77,469 153,528 -2,293
Dec16 160708 1982.5 2044.5 1936.5 2017.7 +26.1 3,205 40,116 +109
Mar17 160708 1992.0 2025.4 1992.0 2025.4 +26.1 524 7,008 +141
May17 160708 2001.0 2033.0 1998.0 2030.0 +26.0 215 431 +201
Jul17 160708 1997.5 2034.7 1979.5 2034.7 +26.0 0 2,523 +0
Sep17 160708 2039.1 2088.0 2039.1 2039.1 +26.1 50 172 -50
Total Volume and Open Interest 82,467 209,455 -1,892
Platinum(NYMEX)
Jul16 160708 1080.5 1097.0 1080.1 1097.0 +5.9 69 204 -8
Oct16 160708 1095.5 1105.0 1073.5 1100.2 +5.1 16,245 62,329 +1,640
Jan17 160708 1089.4 1105.1 1077.4 1102.7 +5.1 92 2,767 +28
Apr17 160708 1086.8 1103.3 1086.6 1103.3 +4.2 4 80 +0
Total Volume and Open Interest 16,421 65,497 +1,657
Palladium(NYMEX)
Sep16 160708 611.10 620.50 600.00 617.10 +4.75 4,308 20,882 -169
Dec16 160708 602.40 620.10 602.40 618.20 +4.85 118 626 +106
Mar17 160708 619.55 619.55 619.55 619.55 +4.80 0 42 +0
Total Volume and Open Interest 4,435 21,559 -61
Copper(CMX)
Jul16 160708 212.25 213.30 211.70 211.85 -0.40 1,122 2,746 -384
Sep16 160708 212.10 214.20 211.65 211.90 -0.45 71,263 105,219 -1,857
Dec16 160708 213.25 215.10 212.70 212.85 -0.45 4,034 37,646 -14
Mar17 160708 214.45 215.35 213.70 213.75 -0.30 844 8,230 +7
May17 160708 214.45 214.45 214.35 214.35 -0.30 209 1,315 -153
Total Volume and Open Interest 77,823 162,325 -2,340
E-mini DJIA Index(CBOT)
Sep16 160708 17819 18079 17782 18038 +220 179,302 102,333 +3,406
Dec16 160708 17730 17970 17708 17944 +220 68 335 +11
Mar17 160708 17907 17907 17863 17863 +220 0 29 +0
Jun17 160708 17822 17822 17822 17822 +220      
Total Volume and Open Interest 179,370 102,697 +3,417
S & P 500(CME)
Sep16 160708 2091.30 2121.00 2088.00 2120.50 +28.50 4,339 87,557 +542
Dec16 160708 2110.50 2116.90 2110.50 2112.00 +28.60 0 1,390 +0
Mar17 160708 2104.40 2109.20 2104.40 2104.40 +28.70      
Jun17 160708 2097.80 2103.00 2097.80 2097.80 +28.30      
Total Volume and Open Interest 4,339 88,947 +542
S & P 500 E-Mini(Globex)
Sep16 160708 2092.00 2125.50 2087.50 2120.50 +28.50 2,054,794 2,991,181 +896
Dec16 160708 2083.25 2116.75 2079.00 2112.00 +28.50 4,070 12,911 +100
Mar17 160708 2072.00 2109.00 2071.50 2104.50 +28.75 85 638 -4
Jun17 160708 2080.00 2097.75 2080.00 2097.75 +28.25 0 208 +0
Total Volume and Open Interest 2,058,949 3,004,938 +992
NASDAQ 100 E-Mini(Globex)
Sep16 160708 4451.80 4523.30 4439.80 4517.30 +65.00 253,791 205,624 +5,846
Dec16 160708 4444.50 4512.80 4433.80 4508.50 +63.70 32 258 -13
Mar17 160708 4502.30 4502.30 4502.30 4502.30 +64.80 0 45 +0
Total Volume and Open Interest 253,823 205,930 +5,833
S&P Midcap 400(CME) e-Mini
Sep16 160708 1489.90 1519.10 1487.80 1516.80 +28.20 19,191 81,642 +474
Dec16 160708 1507.00 1511.40 1507.00 1511.40 +28.20 0 10 +0
Mar17 160708 1511.90 1511.90 1511.90 1511.90 +28.20      
Total Volume and Open Interest 19,191 81,652 +474
Volatility Index(CBOE)
Jul16 160708 15.95 16.29 14.65 14.78 -1.15 112,994 152,216 -6,275
Aug16 160708 17.70 17.97 16.58 16.77 -0.91 89,765 144,639 +6,359
Sep16 160708 18.93 19.18 18.05 18.28 -0.65 20,184 36,112 +925
Oct16 160708 19.63 19.82 18.90 19.15 -0.48 9,333 26,735 +1,181
Total Volume and Open Interest 246,551 412,790 +3,405
Russell 2000(ICE)
Sep16 160708 1146.20 1176.00 1144.30 1173.50 +27.40 89,596 330,950 -48
Dec16 160708 1150.50 1168.50 1150.50 1168.50 +27.40 0 933 +0
Total Volume and Open Interest 89,596 332,298 -48
Nikkei 225(CME)
Sep16 160708 15370 15460 15160 15410 +50 20,751 35,136 +90
Dec16 160708 15380 15400 15200 15380 +50 4 128 -2
Total Volume and Open Interest 20,755 35,264 +88
Nikkei 225(SGX)
Sep16 160708 15295 15375 15075 15140 -130 97,802 194,064 +2,346
Dec16 160708 15030 15030 15030 15030 -125 202 5,948 +201
Mar17 160707 15125 15125 15125 15125 -15      
Total Volume and Open Interest 57,236 213,407 -187
Nikkei 225(CME) Yen
Sep16 160708 15300 15380 15080 15340 +50 69,154 71,063 -4,014
Dec16 160708 15010 15235 14960 15210 +55 0 26 +0
Mar17 160708 15160 15160 15015 15160 +55      
Total Volume and Open Interest 69,154 71,089 -4,014
Nikkei 225(CME) e-Mini Yen
Sep16 160708 15330 15340 15150 15340 +50 2 11 +1
Dec16 160708 15210 15210 15210 15210 +50      
Mar17 160708 15160 15160 15160 15160 +50      
Total Volume and Open Interest 2 11 +1
CAC 40(EURONEXT)
Jul16 160708 4105.0 4210.0 4094.5 4190.5 +73.5 134,831 264,718 -731
Aug16 160708 4103.0 4206.0 4103.0 4188.5 +73.5 386 777 +170
Sep16 160708 4112.5 4205.0 4095.5 4186.5 +73.5 766 9,730 +274
Total Volume and Open Interest 135,983 275,270 -287
Hang Seng Index(HKFE)
Jul16 160708 20727 20747 20448 20559 -147 138,400 89,894 -3,514
Aug16 160708 20633 20689 20400 20511 -144 1,554 1,172 +92
Sep16 160708 20605 20610 20340 20442 -144 180 5,235 +76
Total Volume and Open Interest 140,409 100,149 -3,209
DAX(EUREX)
Sep16 160708 9382.5 9644.5 9356.5 9629.5 +216.5 121,989 153,058 +13,711
Dec16 160708 9352.5 9615.5 9352.5 9615.5 +216.5 698 4,761 +539
Mar17 160708 9613.5 9613.5 9591.5 9607.5 +216.5 1 161 +1
Total Volume and Open Interest 122,688 157,980 +14,251
Mini-DAX(EUREX)
Sep16 160708 9377.0 9644.0 9356.0 9629.5 +216.5 29,466 11,808 +1,305
Dec16 160708 9423.0 9615.5 9423.0 9615.5 +216.5 61 174 +4
Mar17 160708 9607.5 9607.5 9607.5 9607.5 +216.5 15 7 -1
Total Volume and Open Interest 29,542 11,989 +1,308
FT-SE 100(EURONEXT)
Sep16 160708 6481.00 6554.50 6461.00 6549.00 +58.50 181,537 626,652 +3,348
Dec16 160708 6452.00 6507.00 6440.00 6507.00 +58.00 35 135 +23
Mar17 160708 6451.00 6451.00 6451.00 6451.00 +58.00      
Total Volume and Open Interest 181,572 626,787 +3,371
SPI 200(SFE)
Sep16 160708 5196.0 5208.0 5159.0 5189.0 -3.0 41,657 256,823 -269
Dec16 160708 5175.0 5175.0 5175.0 5175.0 -3.0 0 2,486 +0
Mar17 160708 5126.0 5126.0 5126.0 5126.0 -3.0 0 1,431 +0
Total Volume and Open Interest 41,764 261,810 -169
FTSE MIB(ISE)
Sep16 160708 15330.00 16085.00 15330.00 16049.00 +626.00 55,120 47,124 +936
Dec16 160708 15220.00 15950.00 15220.00 15924.00 +626.00 48 189 -2
Mar17 160708 15931.00 15931.00 15931.00 15931.00 +626.00      
Total Volume and Open Interest 55,168 47,313 +934
KOSPI 200(KFE)
Sep16 160708 245.25 245.80 243.20 244.15 -0.75 204,986 109,787 -1,044
Dec16 160708 245.60 246.50 244.00 244.75 -1.00 687 7,302 +71
Mar17 160708 243.25 243.25 241.55 241.80 -1.50 6 811 +2
Total Volume and Open Interest 205,680 120,954 -971
GSCI(CME)
Jul16 160708 355.05 358.75 354.90 357.50 +3.05 453 11,222 -413
Aug16 160708 357.10 359.00 357.10 359.00 +3.10 236 439 +236
Sep16 160708 360.50 360.50 360.50 360.50 +3.10      
Total Volume and Open Interest 689 11,661 -177
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.

Banner

Login

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy