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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 12, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul16 160712 1080.00 1107.25 1080.00 1107.25 +24.50 1,670 1,807 -790
Aug16 160712 1079.00 1102.75 1073.00 1102.25 +25.25 29,280 110,333 -450
Sep16 160712 1065.75 1093.25 1060.00 1092.75 +29.25 13,013 43,249 +950
Nov16 160712 1057.50 1087.50 1051.25 1087.00 +32.00 115,045 404,341 -1,062
Jan17 160712 1056.50 1087.00 1050.75 1086.50 +32.00 10,625 42,310 +109
Mar17 160712 1034.75 1068.25 1034.75 1067.50 +31.25 8,714 69,815 +1,144
May17 160712 1029.00 1056.75 1027.25 1055.75 +28.00 4,701 30,833 +19
Jul17 160712 1026.00 1054.00 1025.50 1053.25 +26.75 4,813 32,230 +59
Aug17 160712 1024.00 1038.75 1023.75 1038.75 +26.75 6 402 +1
Sep17 160712 1005.00 1005.00 1005.00 1005.00 +23.00 7 181 +0
Nov17 160712 953.50 977.75 951.75 977.25 +22.75 2,261 26,700 +314
Jan18 160712 959.00 977.00 959.00 977.00 +22.50 2 275 +1
Mar18 160712 975.00 975.00 975.00 975.00 +22.25 0 45 +0
May18 160712 976.50 976.50 976.50 976.50 +21.75 0 61 +0
Total Volume and Open Interest 190,137 762,827 +295
Soybean Meal(CBOT)
Jul16 160712 374.00 378.30 369.20 378.30 +4.60 663 1,174 -395
Aug16 160712 372.60 379.10 369.60 378.70 +6.10 13,193 46,265 -1,388
Sep16 160712 370.00 377.90 367.30 377.50 +7.30 10,024 50,487 +967
Oct16 160712 368.00 376.50 365.20 376.10 +8.20 6,203 30,358 -123
Dec16 160712 367.80 376.40 364.60 376.00 +8.60 35,620 159,110 -900
Jan17 160712 364.00 373.40 361.80 373.00 +9.50 4,559 22,679 -305
Mar17 160712 355.50 365.10 352.90 364.40 +9.60 3,446 26,396 +977
May17 160712 347.80 355.60 344.30 355.10 +8.70 2,046 17,756 +424
Jul17 160712 346.10 352.50 342.90 352.50 +7.50 1,530 12,296 +229
Aug17 160712 342.60 347.70 342.60 347.70 +7.30 21 1,802 +3
Total Volume and Open Interest 77,659 375,162 -541
Soybean Oil(CBOT)
Jul16 160712 30.15 30.71 30.15 30.71 +0.46 478 337 -390
Aug16 160712 30.33 30.90 30.05 30.81 +0.48 17,048 59,510 -2,390
Sep16 160712 30.50 31.02 30.20 30.94 +0.50 7,799 34,286 +583
Oct16 160712 30.55 31.11 30.30 31.05 +0.50 5,106 20,368 +1,015
Dec16 160712 30.84 31.40 30.51 31.32 +0.57 41,464 175,951 -1,458
Jan17 160712 30.95 31.59 30.73 31.52 +0.57 7,733 23,110 -1,361
Mar17 160712 31.27 31.73 30.92 31.69 +0.56 2,069 18,530 +357
May17 160712 31.33 31.88 31.12 31.87 +0.56 1,352 14,263 +355
Jul17 160712 31.58 32.15 31.36 32.12 +0.57 673 6,290 +1
Aug17 160712 32.20 32.20 32.20 32.20 +0.56 55 3,122 +18
Total Volume and Open Interest 84,117 362,870 -3,326
Canola(WCE)
Jul16 160712 472.8 472.8 472.8 472.8 +4.9      
Nov16 160712 470.5 477.6 467.5 475.4 +4.9 16,063 120,101 -1,004
Jan17 160712 478.4 484.4 474.0 482.0 +4.9 2,256 14,968 -578
Mar17 160712 483.6 487.8 479.1 487.8 +5.3 616 4,450 +54
May17 160712 484.0 492.2 484.0 492.2 +5.5 351 2,597 -132
Total Volume and Open Interest 20,331 149,205 -1,093
Corn(CBOT)
Jul16 160712 343.00 350.25 339.75 349.75 +6.00 1,160 1,046 -854
Sep16 160712 349.00 355.00 342.50 352.25 +4.00 99,203 547,785 -3,905
Dec16 160712 356.25 362.75 350.00 360.25 +4.75 170,047 499,213 +11,130
Mar17 160712 365.00 370.75 358.75 368.75 +4.75 23,215 105,066 +1,970
May17 160712 370.25 375.75 364.50 373.75 +4.25 5,931 24,443 -13
Jul17 160712 375.25 379.75 370.00 378.25 +3.75 6,856 62,460 -345
Sep17 160712 376.00 379.25 371.00 379.25 +4.25 1,312 11,679 +332
Dec17 160712 380.75 385.25 376.50 384.75 +5.00 2,843 35,011 +171
Mar18 160712 390.25 393.75 388.00 393.75 +4.50 59 1,700 +37
May18 160712 394.00 398.75 394.00 398.75 +4.25 2 525 +0
Total Volume and Open Interest 310,644 1,291,247 +8,532
Wheat(CBOT)
Jul16 160712 416.25 424.00 415.50 424.00 +7.75 84 143 -96
Sep16 160712 429.75 439.50 423.75 438.50 +8.00 74,229 258,756 -1,412
Dec16 160712 452.00 461.75 446.75 461.00 +8.00 29,228 118,681 +2,463
Mar17 160712 471.00 480.50 465.50 479.50 +8.00 7,727 35,272 +743
May17 160712 483.00 491.75 478.00 491.25 +7.75 1,323 8,576 +207
Jul17 160712 491.75 499.75 486.50 499.25 +8.00 856 20,461 +186
Total Volume and Open Interest 113,612 448,061 +2,115
Wheat(KCBT)
Jul16 160712 401.00 407.75 397.25 407.75 +6.75 39 192 -148
Sep16 160712 415.00 424.00 410.25 423.00 +6.25 19,963 136,746 +959
Dec16 160712 436.00 449.00 435.50 448.25 +6.50 4,386 47,736 +315
Mar17 160712 458.00 466.00 452.00 465.00 +6.75 2,404 17,263 +255
May17 160712 468.00 475.75 464.25 475.75 +7.00 1,308 7,437 +410
Jul17 160712 477.50 485.50 473.00 485.50 +6.75 473 11,495 +191
Sep17 160712 490.00 500.00 486.25 499.75 +6.75 15 1,069 +1
Total Volume and Open Interest 28,597 222,545 +1,987
Wheat(MGE)
Jul16 160712 487.75 497.50 487.50 487.75 unch 7 2 -7
Sep16 160712 499.00 503.50 494.75 502.50 +2.75 3,511 27,763 -638
Dec16 160712 513.25 519.50 510.00 517.50 +2.75 1,182 14,471 +235
Mar17 160712 528.00 534.25 525.00 532.25 +3.25 580 8,425 +66
May17 160712 536.75 542.00 535.00 541.75 +3.25 163 3,698 +26
Jul17 160712 545.50 551.00 543.50 550.75 +3.25 61 2,160 +15
Total Volume and Open Interest 5,509 57,486 -302
Oats(CBOT)
Jul16 160712 250.00 250.25 236.50 236.50 unch 4 68 -3
Sep16 160712 204.00 209.25 204.00 206.75 +3.00 121 3,391 +2
Dec16 160712 205.00 208.50 204.25 205.75 unch 408 5,812 -14
Mar17 160712 213.00 213.00 210.50 210.75 -1.00 37 858 -33
Total Volume and Open Interest 570 10,129 -48
Rough Rice(CBOT)
Jul16 160712 10.73 10.73 10.73 10.73 -0.02      
Sep16 160712 10.71 10.85 10.63 10.68 -0.01 290 7,730 +37
Nov16 160712 11.06 11.10 10.90 10.94 unch 17 1,620 +2
Jan17 160712 11.19 11.19 11.19 11.19 +0.01 0 98 +0
Total Volume and Open Interest 307 9,495 +34
Live Cattle(CME)
Aug16 160712 109.400 110.150 108.180 108.900 -0.450 27,948 106,016 -5,301
Oct16 160712 109.150 109.885 107.900 108.900 -0.430 20,277 72,813 +3,176
Dec16 160712 111.050 111.500 109.600 110.785 -0.100 9,559 44,217 +497
Feb17 160712 111.285 111.650 109.785 111.000 -0.180 3,338 13,981 +721
Apr17 160712 110.680 111.035 109.300 110.500 -0.080 1,401 8,603 -129
Jun17 160712 104.850 105.200 103.600 104.400 -0.150 689 3,503 +328
Total Volume and Open Interest 63,359 250,828 -607
Feeder Cattle(CME)
Aug16 160712 139.080 140.400 136.880 138.600 -0.850 4,589 22,440 -1,220
Sep16 160712 138.000 139.380 135.935 137.650 -0.700 2,717 7,044 +759
Oct16 160712 137.000 138.450 135.000 136.600 -0.850 1,022 5,580 +104
Nov16 160712 134.750 136.200 133.000 134.300 -0.935 847 4,583 -218
Jan17 160712 131.650 132.950 130.035 131.600 -0.600 546 1,896 +166
Mar17 160712 130.000 131.035 128.700 129.985 -0.715 61 410 -2
Apr17 160712 129.785 131.400 129.785 129.785 -0.565 12 44 -2
Total Volume and Open Interest 9,799 42,017 -411
Lean Hogs(CME)
Jul16 160712 80.080 80.180 79.850 79.950 +0.315 3,600 9,047 -1,945
Aug16 160712 79.035 79.730 78.830 79.180 +0.830 28,104 72,944 -7,764
Oct16 160712 68.250 68.535 67.600 67.750 -0.180 19,859 77,586 +2,317
Dec16 160712 62.035 62.180 61.150 61.330 -0.250 5,923 45,989 +151
Feb17 160712 65.300 65.550 64.725 65.150 -0.050 1,457 20,322 -13
Apr17 160712 70.000 70.135 69.250 69.800 -0.130 1,383 13,777 +570
May17 160712 74.100 74.135 74.080 74.135 -0.365 6 171 +6
Jun17 160712 77.635 78.050 77.450 77.850 -0.330 74 1,494 +22
Total Volume and Open Interest 60,423 241,696 -6,653
Class III Milk(CME)
Jul16 160712 15.22 15.23 15.20 15.21 +0.02 322 5,400 -2
Aug16 160712 15.88 15.93 15.63 15.77 unch 201 4,572 -9
Sep16 160712 15.84 15.96 15.75 15.85 -0.04 135 3,955 +44
Oct16 160712 15.94 16.05 15.90 15.98 -0.05 60 3,422 +12
Nov16 160712 15.93 15.99 15.78 15.95 -0.09 33 3,131 +10
Dec16 160712 15.80 15.88 15.80 15.86 -0.03 47 2,764 +34
Jan17 160712 15.80 15.80 15.75 15.80 -0.02 1 1,119 +0
Feb17 160712 15.90 15.90 15.90 15.90 unch 0 969 +0
Mar17 160712 15.91 15.91 15.91 15.91 unch 33 917 +10
Apr17 160712 16.00 16.00 15.97 16.00 -0.05 11 844 +11
May17 160712 15.99 16.10 15.99 16.09 -0.07 24 712 +11
Jun17 160712 16.19 16.24 16.19 16.23 -0.09 31 615 +11
Jul17 160712 16.39 16.39 16.36 16.39 unch 20 188 +10
Total Volume and Open Interest 965 29,490 +189
Cocoa(ICE)
Jul16 160712 3155 3155 3153 3153 +15 15 15 +1
Sep16 160712 3112 3129 3083 3114 +13 15,343 93,288 +1,087
Dec16 160712 3076 3097 3058 3085 +15 8,894 61,825 +2,808
Mar17 160712 3049 3063 3025 3054 +17 3,445 41,964 +975
May17 160712 3034 3041 3009 3039 +18 473 8,298 +104
Jul17 160712 3008 3027 3008 3027 +18 186 2,660 +6
Sep17 160712 3017 3018 3016 3018 +18 121 3,869 -8
Total Volume and Open Interest 28,525 216,356 +5,007
Coffee "C"(ICE)
Jul16 160712 149.70 149.70 145.70 145.95 -2.00 2 32 -2
Sep16 160712 149.95 151.40 146.85 147.40 -1.90 13,168 94,949 -1,828
Dec16 160712 152.25 154.15 149.70 150.25 -1.90 3,304 43,672 +1,081
Mar17 160712 155.15 156.70 152.50 152.95 -1.85 1,373 16,059 +249
May17 160712 156.55 158.10 154.20 154.50 -1.85 515 9,087 +126
Jul17 160712 157.75 159.30 155.55 155.75 -1.85 210 3,090 -17
Total Volume and Open Interest 18,824 175,381 -361
Orange Juice(ICE)
Sep16 160712 179.20 180.85 175.25 176.80 -1.20 586 14,737 +139
Nov16 160712 177.15 180.00 175.00 176.50 -1.15 60 2,135 +0
Jan17 160712 175.60 176.00 174.50 176.00 -0.75 38 800 -6
Mar17 160712 175.00 175.40 174.00 175.40 -0.60 23 78 +17
May17 160712 174.80 174.80 174.80 174.80 -0.55 3 7 +3
Jul17 160712 173.20 173.20 173.20 173.20 -0.55      
Total Volume and Open Interest 739 18,244 +124
Sugar #11(ICE)
Oct16 160712 20.38 20.58 19.60 19.72 -0.56 43,643 460,641 -2,766
Mar17 160712 20.55 20.75 19.85 19.97 -0.48 18,288 213,737 +1,583
May17 160712 19.70 19.86 19.13 19.22 -0.44 9,782 56,418 -361
Jul17 160712 19.12 19.20 18.54 18.62 -0.42 5,091 45,440 +1,191
Oct17 160712 18.68 18.79 18.16 18.24 -0.39 1,519 30,416 +102
Mar18 160712 18.42 18.53 17.99 18.07 -0.35 489 13,585 -104
May18 160712 17.85 17.91 17.54 17.62 -0.26 288 4,006 +36
Jul18 160712 17.51 17.60 17.35 17.35 -0.21 375 4,380 -43
Total Volume and Open Interest 79,749 834,226 -106
London Cocoa(LCE)
Jul16 160712 2555 2555 2538 2545 -19 2,853 19,467 -1,969
Sep16 160712 2488 2490 2465 2468 -29 10,369 105,801 +1,821
Dec16 160712 2422 2423 2403 2405 -27 6,585 66,650 +501
Mar17 160712 2371 2372 2354 2356 -25 4,093 53,158 +703
May17 160712 2357 2358 2340 2342 -26 810 18,154 +22
Jul17 160712 2345 2348 2335 2336 -25 456 2,839 +347
Sep17 160712 2328 2328 2328 2328 -25 181 1,495 +8
Total Volume and Open Interest 25,522 267,995 +1,433
London Sugar(LCE)
Oct16 160712 558.80 561.50 540.40 544.20 -12.10 7,313 42,320 +1,844
Dec16 160712 553.70 556.50 537.00 540.50 -11.20 1,216 16,246 +207
Mar17 160712 550.40 553.70 534.10 537.30 -11.10 990 16,023 +128
May17 160712 540.00 542.00 525.40 527.40 -11.20 568 5,887 +88
Aug17 160712 526.80 526.80 514.40 517.00 -10.20 130 3,557 -51
Total Volume and Open Interest 15,820 102,743 -420
Cotton(ICE)
Oct16 160712 68.26 71.14 67.90 71.14 +3.00 19 122 +1
Dec16 160712 67.85 70.78 67.37 70.78 +3.00 26,090 151,693 +3,982
Mar17 160712 67.75 70.84 67.43 70.84 +3.00 3,852 23,362 +725
May17 160712 68.05 70.99 68.03 70.99 +3.00 563 4,230 +180
Jul17 160712 68.30 71.25 68.30 71.25 +3.00 238 3,116 +74
Oct17 160712 71.15 71.15 71.15 71.15 +2.84      
Total Volume and Open Interest 31,024 188,116 +5,120
Lumber(CME)
Jul16 160712 315.0 317.5 314.0 316.6 +2.1 95 220 -58
Sep16 160712 323.0 328.5 322.4 324.5 +2.3 288 3,582 +74
Nov16 160712 328.0 330.8 327.4 328.4 +1.8 31 256 +15
Jan17 160712 331.5 331.9 330.0 330.0 -0.1 2 37 +1
Total Volume and Open Interest 417 4,146 +33
Crude Oil(NYM)
Aug16 160712 44.58 46.93 44.51 46.80 +2.04 583,078 333,076 -39,946
Sep16 160712 45.39 47.69 45.30 47.57 +2.05 239,732 348,506 +33,898
Oct16 160712 46.06 48.37 46.05 48.24 +2.02 48,375 115,692 +3,223
Nov16 160712 46.92 49.06 46.81 48.92 +1.99 23,656 112,869 -1,535
Dec16 160712 47.49 49.72 47.45 49.57 +1.97 55,104 246,788 -1,258
Jan17 160712 48.14 50.24 48.14 50.12 +1.95 19,434 55,644 -50
Feb17 160712 48.70 50.62 48.70 50.58 +1.93 5,807 31,566 +60
Mar17 160712 49.15 51.02 49.15 50.96 +1.90 15,936 64,053 -2,434
Apr17 160712 49.34 51.37 49.34 51.27 +1.86 9,873 19,665 -89
May17 160712 50.05 51.62 50.05 51.53 +1.81 2,094 19,017 +392
Jun17 160712 50.05 51.87 49.93 51.77 +1.76 11,352 72,585 -712
Jul17 160712 50.31 51.99 50.31 51.98 +1.71 1,308 17,334 +33
Aug17 160712 52.18 52.18 52.18 52.18 +1.67 521 13,381 -40
Sep17 160712 52.35 52.40 52.35 52.40 +1.63 3,223 32,507 +407
Oct17 160712 52.60 52.63 52.60 52.63 +1.60 175 10,777 -4
Nov17 160712 52.88 52.88 52.88 52.88 +1.56 259 11,712 -87
Total Volume and Open Interest 1,049,165 1,759,042 -5,694
e-miNY Crude Oil(NYM)
Aug16 160712 44.600 46.950 44.525 46.800 +2.050 11,895 2,051 -92
Sep16 160712 45.400 47.675 45.300 47.575 +2.050 502 543 +4
Oct16 160712 46.175 48.300 46.175 48.250 +2.025 38 108 +1
Nov16 160712 48.125 48.975 47.925 48.925 +2.000 5 19 -4
Dec16 160712 47.725 49.575 47.725 49.575 +1.975 15 303 +2
Jan17 160712 49.000 50.125 49.000 50.125 +1.950 2 15 +0
Feb17 160712 50.575 50.575 50.575 50.575 +1.925 0 9 +0
Mar17 160712 50.950 50.950 50.950 50.950 +1.900 0 12 +0
Apr17 160712 51.275 51.275 51.275 51.275 +1.875      
May17 160712 51.525 51.525 51.525 51.525 +1.800      
Total Volume and Open Interest 12,459 3,235 -91
NY Harbor ULSD(NYM)
Aug16 160712 141.74 147.36 141.50 146.32 +4.69 60,055 70,554 -5,150
Sep16 160712 144.03 149.42 143.74 148.47 +4.61 37,987 72,324 +2,017
Oct16 160712 145.83 151.55 145.80 150.69 +4.62 20,026 38,757 +2,440
Nov16 160712 148.70 153.57 148.70 152.82 +4.67 9,975 24,841 +288
Dec16 160712 150.23 155.50 149.72 154.75 +4.67 13,504 48,973 +1,046
Jan17 160712 154.69 157.13 154.67 156.62 +4.70 2,913 22,118 +360
Feb17 160712 154.44 158.59 154.44 157.94 +4.68 1,706 11,308 +80
Mar17 160712 155.06 158.65 155.04 158.55 +4.66 1,607 15,024 -249
Apr17 160712 157.48 158.78 156.19 158.35 +4.64 852 6,827 +145
May17 160712 158.00 158.47 157.19 158.47 +4.58 380 3,195 -43
Jun17 160712 158.10 159.37 156.52 158.92 +4.50 1,853 19,388 +110
Jul17 160712 159.15 159.71 159.15 159.71 +4.44 164 2,360 +1
Aug17 160712 160.62 160.62 160.62 160.62 +4.40 41 1,512 +3
Sep17 160712 161.71 161.71 161.71 161.71 +4.34 162 1,666 +126
Total Volume and Open Interest 152,194 365,954 +933
RBOB Gasoline(NYM)
Aug16 160712 138.14 144.06 137.68 143.01 +4.66 63,271 95,609 -8,044
Sep16 160712 139.18 144.74 138.61 143.88 +4.66 39,738 86,653 +3,018
Oct16 160712 131.09 136.89 130.92 136.29 +4.64 23,494 48,351 -827
Nov16 160712 131.30 136.27 131.30 135.79 +4.67 14,535 30,082 +46
Dec16 160712 130.61 135.79 130.19 135.47 +4.67 16,249 42,512 +1,644
Jan17 160712 133.25 136.44 133.23 136.19 +4.63 3,658 13,889 -747
Feb17 160712 133.87 137.58 133.87 137.55 +4.57 1,582 2,728 -52
Mar17 160712 135.86 139.57 135.86 139.51 +4.49 2,438 10,860 +706
Apr17 160712 158.90 159.03 157.40 159.03 +4.38 2,247 9,850 +837
May17 160712 158.56 160.03 158.52 160.03 +4.41 765 4,586 +42
Total Volume and Open Interest 171,784 377,620 -3,020
e-miNY RBOB Gasoline(NYM)
Aug16 160712 143.00 143.01 143.00 143.00 +4.60 0 1 +0
Sep16 160712 143.90 143.90 143.88 143.90 +4.70      
Oct16 160712 136.30 136.30 136.29 136.30 +4.60      
Nov16 160712 135.80 135.80 135.79 135.80 +4.70      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Aug16 160712 2.717 2.751 2.687 2.734 +0.032 98,786 171,367 -15,269
Sep16 160712 2.700 2.734 2.667 2.700 +0.016 57,271 229,517 +3,506
Oct16 160712 2.749 2.785 2.715 2.747 +0.012 32,565 106,375 -2,075
Nov16 160712 2.930 2.964 2.904 2.929 +0.010 23,569 74,849 +2,955
Dec16 160712 3.214 3.235 3.180 3.201 +0.003 11,116 54,941 +770
Jan17 160712 3.342 3.371 3.314 3.334 +0.003 15,998 109,781 +913
Feb17 160712 3.335 3.352 3.304 3.323 +0.002 4,016 29,334 +1
Mar17 160712 3.305 3.310 3.257 3.276 +0.001 7,081 62,411 -730
Apr17 160712 3.058 3.075 3.030 3.047 -0.005 8,986 51,175 -84
May17 160712 3.044 3.053 3.011 3.026 -0.004 5,445 20,212 +119
Jun17 160712 3.085 3.085 3.054 3.065 -0.004 4,226 18,392 +1,353
Jul17 160712 3.116 3.116 3.087 3.098 -0.005 1,867 12,842 +253
Aug17 160712 3.131 3.131 3.096 3.106 -0.007 765 13,367 +108
Sep17 160712 3.107 3.107 3.075 3.084 -0.008 833 8,106 +143
Oct17 160712 3.130 3.130 3.097 3.106 -0.010 2,393 19,480 +49
Nov17 160712 3.181 3.181 3.151 3.159 -0.009 1,350 8,666 -32
Total Volume and Open Interest 279,218 1,047,123 -9,678
Brent Crude Oil(ICE)
Sep16 160712 46.17 48.57 46.09 48.47 +2.22 237,284 448,066 -16,707
Oct16 160712 46.65 49.15 46.65 49.05 +2.15 115,102 243,829 +7,653
Nov16 160712 47.35 49.70 47.35 49.59 +2.10 78,368 213,122 +13,431
Dec16 160712 48.05 50.36 48.05 50.24 +2.05 81,735 369,895 -3,893
Jan17 160712 48.62 50.89 48.61 50.77 +2.01 20,176 93,385 -1,517
Feb17 160712 49.12 51.31 49.10 51.21 +1.97 13,467 74,133 +2,784
Mar17 160712 49.77 51.72 49.70 51.60 +1.93 14,000 65,887 -183
Apr17 160712 49.98 52.05 49.98 51.98 +1.90 7,400 26,839 +869
May17 160712 50.60 52.40 50.52 52.35 +1.86 6,413 27,128 +2,936
Jun17 160712 50.76 52.75 50.76 52.68 +1.82 16,360 99,580 -640
Jul17 160712 52.25 53.01 52.24 53.01 +1.78 681 18,126 -49
Aug17 160712 52.16 53.86 52.16 53.32 +1.74 525 17,811 +107
Sep17 160712 52.85 53.59 52.85 53.59 +1.70 2,776 37,738 +31
Oct17 160712 53.85 53.85 53.85 53.85 +1.66 862 14,878 +220
Total Volume and Open Interest 632,748 2,219,655 +8,630
Gas Oil(ICE)
Jul16 160712 412.25 421.00 408.00 408.00 unch 31,496 20,203 -4,792
Aug16 160712 412.50 430.75 412.25 423.50 +8.25 106,939 109,447 -5,277
Sep16 160712 418.50 437.00 418.50 430.00 +8.50 60,841 72,122 -4,271
Oct16 160712 424.25 443.00 424.25 436.50 +9.25 25,598 51,646 +2,836
Nov16 160712 430.00 446.00 429.25 440.25 +9.50 15,702 49,817 +737
Dec16 160712 432.75 450.25 432.75 443.75 +9.50 30,543 97,921 +1,997
Jan17 160712 435.25 453.00 435.25 448.00 +9.50 6,103 33,161 +912
Feb17 160712 442.25 457.00 442.25 452.00 +9.25 2,471 14,795 -188
Mar17 160712 447.75 460.50 447.75 455.50 +9.00 1,409 22,907 +276
Apr17 160712 450.75 463.00 450.75 458.50 +8.75 635 10,756 -96
Total Volume and Open Interest 297,878 653,710 -4,268
Ethanol(CBOT)
Aug16 160712 1.583 1.594 1.573 1.591 +0.012 273 1,991 -41
Sep16 160712 1.552 1.565 1.552 1.565 +0.008 66 902 +6
Oct16 160712 1.507 1.527 1.507 1.527 +0.008 2 346 +0
Nov16 160712 1.486 1.486 1.476 1.486 +0.006 20 374 -20
Dec16 160712 1.441 1.449 1.441 1.449 +0.006 46 1,190 +23
Jan17 160712 1.425 1.425 1.425 1.425 +0.006 0 195 +0
Feb17 160712 1.422 1.422 1.422 1.422 +0.006 0 63 +0
Mar17 160712 1.422 1.422 1.422 1.422 +0.006      
Total Volume and Open Interest 407 5,061 -32
WTI Crude Oil(ICE)
Aug16 160712 44.60 46.92 44.58 46.80 +2.04 33,373 52,371 -2,729
Sep16 160712 45.39 47.67 45.39 47.57 +2.05 39,664 67,169 +2,667
Oct16 160712 46.07 48.36 46.07 48.24 +2.02 18,037 23,910 +784
Nov16 160712 47.05 49.04 46.95 48.92 +1.99 9,502 28,118 -28
Dec16 160712 47.73 49.70 47.64 49.57 +1.97 18,340 90,330 -1,463
Jan17 160712 48.95 50.22 48.95 50.12 +1.95 4,102 16,129 +387
Feb17 160712 49.84 50.66 49.59 50.58 +1.93 2,290 16,997 +607
Mar17 160712 49.43 51.04 49.35 50.96 +1.90 1,767 14,783 +176
Apr17 160712 49.78 51.36 49.78 51.27 +1.86 195 2,990 +5
May17 160712 51.53 51.53 51.53 51.53 +1.81 113 1,478 +1
Jun17 160712 50.38 51.86 50.30 51.77 +1.76 1,256 30,342 +371
Jul17 160712 51.98 51.98 51.98 51.98 +1.71 68 1,654 -16
Aug17 160712 52.18 52.18 52.18 52.18 +1.67 93 747 +33
Sep17 160712 52.40 52.40 52.40 52.40 +1.63 651 6,778 +490
Oct17 160712 52.63 52.63 52.63 52.63 +1.60 40 1,275 -4
Nov17 160712 52.88 52.88 52.88 52.88 +1.56 9 775 +0
Total Volume and Open Interest 132,960 458,093 +2,214
US Dollar Index(ICE)
Sep16 160712 96.550 96.660 96.075 96.488 -0.102 29,463 46,191 -977
Dec16 160712 96.660 96.660 96.150 96.503 -0.122 462 2,950 +113
Mar17 160712 96.360 96.558 96.360 96.558 -0.118 18 1,422 +5
Total Volume and Open Interest 29,943 50,579 -859
Australian Dollar(CME)
Sep16 160712 75.14 76.40 75.12 76.19 +1.03 111,712 76,783 +4,014
Dec16 160712 75.31 76.15 74.91 75.96 +1.03 54 1,196 -1
Mar17 160712 75.76 75.76 75.76 75.76 +1.01 0 11 +0
Total Volume and Open Interest 111,767 77,991 +4,014
British Pound(CME)
Sep16 160712 130.10 133.06 129.83 132.78 +2.64 103,414 229,922 +2,427
Dec16 160712 130.20 133.22 130.01 132.97 +2.66 191 1,940 -78
Mar17 160712 130.65 133.33 130.65 133.18 +2.66 0 127 +0
Total Volume and Open Interest 103,605 232,140 +2,349
Canadian Dollar(CME)
Sep16 160712 76.25 77.06 76.15 76.81 +0.65 64,234 110,255 +47
Dec16 160712 76.36 77.05 76.28 76.82 +0.65 152 3,707 +33
Mar17 160712 76.82 77.07 76.63 76.84 +0.65 16 337 +10
Jun17 160712 76.88 77.06 76.70 76.88 +0.67 0 116 +0
Total Volume and Open Interest 64,402 114,455 +90
Japanese Yen(CME)
Sep16 160712 97.51 97.84 95.47 95.66 -1.86 138,872 148,970 +885
Dec16 160712 98.02 98.19 95.84 96.02 -1.87 305 857 +125
Mar17 160712 96.41 98.30 96.26 96.41 -1.88 0 37 +0
Total Volume and Open Interest 139,181 149,966 +1,006
Swiss Franc(CME)
Sep16 160712 102.11 102.47 101.43 101.57 -0.56 20,525 35,898 +610
Dec16 160712 102.15 102.99 102.03 102.14 -0.57 5 66 +1
Mar17 160712 102.66 102.66 102.63 102.66 -0.57      
Total Volume and Open Interest 20,530 35,979 +611
EuroFX(CME)
Sep16 160712 110.88 111.55 110.80 110.96 +0.11 174,158 367,120 +622
Dec16 160712 111.44 111.93 111.20 111.36 +0.11 1,136 4,554 +48
Mar17 160712 111.79 112.28 111.56 111.79 +0.12 6 1,446 +0
Total Volume and Open Interest 175,349 373,787 +669
Mexican Peso(CME)
Jul16 160712 545.25 545.25 545.25 545.25 +4.63 0 8 +0
Aug16 160712 543.63 543.63 543.63 543.63 +3.88      
Total Volume and Open Interest 51,921 97,330 -4,464
Brazilian Real(CME)
Aug16 160712 300.70 304.35 300.70 302.20 +1.45 586 22,928 +287
Sep16 160712 301.05 302.30 299.20 299.20 +1.40 9 3,464 +0
Oct16 160712 296.80 296.80 296.80 296.80 +1.35      
Nov16 160712 294.10 294.10 294.10 294.10 +1.40      
Total Volume and Open Interest 595 26,422 +287
30-Year T-Bonds(CBOT)
Sep16 160712 175~270 176~070 173~070 173~260 -1~280 274,043 563,657 -2,161
Dec16 160712 174~060 174~060 171~280 172~110 -1~280 17 146 +5
Mar17 160712 171~070 171~070 171~070 171~070 -1~280      
Total Volume and Open Interest 274,060 563,803 -2,156
10-Year T-Notes(CBOT)
Sep16 160712 133~050 133~080 132~115 132~165 -0~205 1,455,703 2,851,343 +31,305
Dec16 160712 132~065 132~065 131~195 131~195 -0~215 144 2,811 -5
Mar17 160712 130~255 130~255 130~255 130~255 -0~215      
Total Volume and Open Interest 1,455,847 2,854,154 +31,300
5-Year T-Notes(CBOT)
Sep16 160712 122~004 122~026 121~204 121~236 -0~092 693,518 2,663,319 +15,919
Dec16 160712 121~236 121~236 121~236 121~236 -0~092 3 3 +3
Total Volume and Open Interest 693,521 2,663,322 +15,922
2 Year T-Notes(CBOT)
Sep16 160712 109~162 109~166 109~130 109~140 -0~022 273,811 1,059,191 -18,400
Dec16 160712 109~124 109~124 109~124 109~124 -0~022      
Mar17 160712 109~124 109~124 109~124 109~124 -0~022      
Total Volume and Open Interest 273,811 1,059,191 -18,400
Eurodollars(CME)
Sep16 160712 99.295 99.300 99.275 99.280 -0.020 347,099 1,219,902 +5,892
Dec16 160712 99.245 99.250 99.210 99.220 -0.025 470,972 1,394,921 -6,870
Mar17 160712 99.210 99.215 99.170 99.180 -0.030 365,590 984,891 +31,253
Jun17 160712 99.170 99.180 99.130 99.140 -0.035 329,383 847,590 +18,549
Sep17 160712 99.135 99.140 99.080 99.100 -0.035 387,026 841,885 +11,915
Dec17 160712 99.085 99.095 99.025 99.045 -0.040 460,759 1,262,329 +39,358
Mar18 160712 99.060 99.070 98.995 99.015 -0.045 260,370 600,292 +8,015
Jun18 160712 99.025 99.040 98.950 98.975 -0.055 234,698 464,767 +7,133
Sep18 160712 99.000 99.010 98.915 98.935 -0.060 154,482 432,233 +8,432
Dec18 160712 98.960 98.970 98.870 98.890 -0.065 203,787 590,653 +10,127
Mar19 160712 98.930 98.940 98.835 98.860 -0.070 132,953 352,926 +13,174
Jun19 160712 98.895 98.905 98.795 98.820 -0.075 134,674 280,815 +12,803
Sep19 160712 98.855 98.865 98.755 98.775 -0.080 74,679 233,559 +6,632
Dec19 160712 98.805 98.815 98.700 98.725 -0.080 91,660 221,068 -2,673
Mar20 160712 98.765 98.775 98.665 98.685 -0.085 48,604 123,254 +864
Jun20 160712 98.720 98.730 98.615 98.640 -0.085 44,292 89,892 -581
Sep20 160712 98.670 98.680 98.570 98.595 -0.080 32,148 88,940 +1,708
Dec20 160712 98.620 98.625 98.515 98.540 -0.080 30,563 87,226 +1,780
Total Volume and Open Interest 3,923,738 10,543,815 +170,770
Ultra T-Bond(CBOT)
Sep16 160712 191~24 192~08 188~00 188~24 -2~23 102,147 581,398 -2,363
Dec16 160712 187~27 187~27 187~27 187~27 -2~23      
Mar17 160712 186~27 186~27 186~27 186~27 -2~23      
Total Volume and Open Interest 102,147 581,398 -2,363
Ultra 10-Yr T-Note(CBOT)
Sep16 160712 146~140 146~190 145~055 145~130 -1~010 75,630 151,985 +4,174
Dec16 160712 145~050 145~050 145~050 145~050 -1~010      
Mar17 160712 145~050 145~050 145~050 145~050 -1~010      
Total Volume and Open Interest 75,630 151,985 +4,174
30 Day Federal Funds(CBOT)
Jul16 160712 99.613 99.613 99.610 99.613 unch 2,656 174,659 -18
Aug16 160712 99.615 99.615 99.610 99.615 unch 19,616 153,666 -1,956
Sep16 160712 99.605 99.605 99.595 99.600 -0.005 8,437 55,773 +366
Oct16 160712 99.590 99.590 99.570 99.580 -0.010 47,568 134,307 +5,782
Nov16 160712 99.590 99.590 99.575 99.575 -0.020 23,002 60,345 +2,839
Dec16 160712 99.570 99.570 99.550 99.555 -0.020 16,819 37,461 -585
Total Volume and Open Interest 171,668 817,194 +10,049
3-Mth Euro-Yen(CME)
Sep16 160712 99.990 99.990 99.990 99.990 unch      
Dec16 160712 99.990 99.990 99.990 99.990 unch      
Mar17 160712 99.990 99.990 99.990 99.990 unch      
Jun17 160712 99.990 99.990 99.990 99.990 unch      
Sep17 160712 99.990 99.990 99.990 99.990 unch      
Dec17 160712 99.990 99.990 99.990 99.990 unch      
Mar18 160712 99.995 99.995 99.995 99.995 unch      
Jun18 160712 99.855 99.855 99.855 99.855 unch      
Sep18 160712 99.715 99.715 99.715 99.715 unch      
Dec18 160712 99.575 99.575 99.575 99.575 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep16 160712 99.99 99.99 99.99 99.99 unch      
Dec16 160712 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160712 99.99 99.99 99.99 99.99 unch      
Jun17 160712 99.99 99.99 99.99 99.99 unch      
Sep17 160712 99.99 99.99 99.99 99.99 unch      
Dec17 160712 99.99 99.99 99.99 99.99 unch      
Mar18 160712 100.00 100.00 100.00 100.00 unch      
Jun18 160712 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160712 153.57 153.69 153.36 153.64 +0.08 997 18,548 -12
Dec16 160712 153.64 153.64 153.64 153.64 +0.08 2 3 +2
Mar17 160712 153.56 153.56 153.56 153.56 +0.08      
Total Volume and Open Interest 999 18,551 -10
Euro-Buxl(EUREX)
Sep16 160712 195.04 195.04 190.88 191.94 -3.56 26,195 131,938 -7,158
Dec16 160712 190.26 190.26 190.26 190.26 -3.52 0 25 +0
Mar17 160712 190.26 190.26 190.26 190.26 -3.52      
Total Volume and Open Interest 26,195 131,963 -7,158
Euro-Bund(EUREX)
Sep16 160712 167.43 167.47 166.32 166.65 -0.93 484,922 1,549,638 -39,405
Dec16 160712 164.75 164.75 163.97 163.97 -0.93 570 751 +559
Mar17 160712 167.00 167.00 166.15 166.15 -0.93 0 5 +0
Total Volume and Open Interest 485,492 1,550,394 -38,846
Euro-Bobl(EUREX)
Sep16 160712 133.90 133.90 133.64 133.70 -0.22 354,350 1,259,601 -50,830
Dec16 160712 131.81 131.81 131.69 131.69 -0.22 1 107 +0
Mar17 160712 133.70 133.70 133.70 133.70 -0.22      
Total Volume and Open Interest 354,351 1,259,708 -50,830
Euro-Schatz(EUREX)
Sep16 160712 112.14 112.14 112.08 112.11 -0.04 134,076 1,055,084 -37,840
Dec16 160712 112.07 112.07 112.07 112.07 -0.04 0 185 +0
Mar17 160712 112.07 112.07 112.07 112.07 -0.04      
Total Volume and Open Interest 134,076 1,055,269 -37,840
3-Mth Euribor(EUREX)
Sep16 160712 100.325 100.325 100.325 100.325 -0.005 0 5,007 +0
Dec16 160712 100.360 100.360 100.360 100.360 -0.010 10 2,150 +0
Mar17 160712 100.380 100.380 100.375 100.375 -0.015 431 3,805 -9
Total Volume and Open Interest 1,692 94,698 -1,799
Long Gilt(LIFFE)
Sep16 160712 129~28 130~03 129~11 129~19 -0~19 142,433 485,387 +5,834
Dec16 160712 128~17 128~17 128~17 128~17 -0~19      
Total Volume and Open Interest 142,433 485,387 +5,834
3-Mth Short Sterling(LIFFE)
Sep16 160712 99.68 99.69 99.67 99.68 unch 119,165 472,274 -10,859
Dec16 160712 99.72 99.72 99.69 99.71 unch 87,330 577,244 +29,571
Mar17 160712 99.71 99.71 99.69 99.70 unch 35,266 347,880 +4,153
Jun17 160712 99.70 99.70 99.67 99.69 unch 40,929 288,163 +4,542
Sep17 160712 99.68 99.69 99.66 99.67 -0.01 41,086 274,133 +6,061
Dec17 160712 99.66 99.67 99.64 99.65 -0.02 34,670 268,763 +1,861
Total Volume and Open Interest 489,974 3,081,441 +38,755
3-Mth Euribor(LIFFE)
Sep16 160712 100.330 100.335 100.320 100.325 -0.005 27,923 364,383 -7,608
Dec16 160712 100.370 100.370 100.350 100.360 -0.010 31,768 465,978 +1,021
Mar17 160712 100.390 100.390 100.365 100.380 -0.010 21,717 411,411 +683
Total Volume and Open Interest 359,840 3,130,649 +4,808
3-Mth Aus T-Bills(SFE)
Sep16 160712 98.12 98.13 98.10 98.11 -0.02 17,672 207,849 +1,294
Dec16 160712 98.21 98.21 98.18 98.20 -0.01 19,047 180,044 -1,089
Mar17 160712 98.26 98.26 98.22 98.24 -0.02 14,775 137,464 -1,263
Jun17 160712 98.28 98.29 98.25 98.27 -0.02 10,886 118,131 +835
Sep17 160712 98.30 98.30 98.26 98.28 -0.02 6,162 84,674 +172
Dec17 160712 98.31 98.31 98.27 98.29 -0.02 4,663 72,467 +1,209
Mar18 160712 98.30 98.31 98.26 98.29 -0.01 2,372 43,559 +466
Jun18 160712 98.29 98.30 98.25 98.27 -0.02 437 33,850 +218
Sep18 160712 98.24 98.25 98.23 98.25 -0.03 223 5,048 -99
Dec18 160712 98.22 98.22 98.21 98.21 -0.03 105 3,540 +4
Total Volume and Open Interest 76,369 889,145 +1,720
10-Year Aus T-Bonds(SFE)
Sep16 160712 98.09 98.11 98.03 98.05 -0.04 86,599 862,770 -5,907
Dec16 160712 98.05 98.05 98.05 98.05 -0.04      
Total Volume and Open Interest 86,599 862,770 -5,907
3-Year Aus T-Bonds(SFE)
Sep16 160712 98.51 98.53 98.47 98.49 -0.03 116,854 773,854 +6,060
Dec16 160712 98.49 98.49 98.49 98.49 -0.03      
Total Volume and Open Interest 116,854 773,854 +6,060
Gold(CMX)
Aug16 160712 1356.3 1358.9 1331.0 1335.3 -21.3 301,185 415,860 -12,030
Oct16 160712 1358.7 1362.0 1334.8 1339.0 -21.2 4,261 37,838 -354
Dec16 160712 1363.5 1366.2 1338.4 1342.8 -21.2 28,399 140,598 +11,578
Feb17 160712 1367.7 1368.8 1343.0 1346.1 -21.1 862 15,921 +198
Apr17 160712 1368.7 1370.6 1349.1 1349.1 -21.1 731 7,282 +370
Jun17 160712 1372.1 1372.1 1350.8 1351.6 -21.2 200 13,110 +90
Aug17 160712 1359.0 1359.0 1354.2 1354.2 -21.2 22 1,682 +7
Oct17 160712 1360.0 1360.0 1356.8 1356.8 -21.0 0 738 +0
Dec17 160712 1381.2 1381.2 1359.2 1359.2 -20.9 585 8,245 -7
Feb18 160712 1361.3 1361.3 1361.3 1361.3 -20.8 0 45 +0
Apr18 160712 1363.2 1363.2 1363.2 1363.2 -20.7 0 3 +0
Jun18 160712 1365.1 1365.1 1365.1 1365.1 -20.6 13 3,760 +0
Total Volume and Open Interest 338,378 655,955 +1,102
Silver(CMX)
Jul16 160712 2041.0 2046.5 2010.0 2013.0 -13.4 384 1,308 -91
Sep16 160712 2036.5 2059.5 2002.0 2017.1 -13.3 81,312 154,654 +1,797
Dec16 160712 2041.5 2067.0 2012.5 2025.4 -13.0 2,815 40,775 +430
Mar17 160712 2049.5 2053.5 2025.0 2033.5 -12.8 639 7,488 +389
May17 160712 2070.0 2070.0 2038.4 2038.4 -12.7 151 424 -3
Jul17 160712 2071.0 2071.0 2043.2 2043.2 -12.7 79 2,534 -22
Sep17 160712 2048.0 2048.0 2048.0 2048.0 -12.6 0 172 +0
Total Volume and Open Interest 85,782 211,873 +2,594
Platinum(NYMEX)
Jul16 160712 1097.2 1099.2 1094.0 1094.4 -10.3 31 121 -11
Oct16 160712 1104.9 1111.9 1090.7 1097.9 -10.2 16,723 64,927 +1,617
Jan17 160712 1103.0 1108.4 1098.0 1100.3 -10.2 282 2,971 +188
Apr17 160712 1102.0 1111.6 1102.0 1102.0 -10.2 7 80 +0
Total Volume and Open Interest 17,068 68,201 +1,785
Palladium(NYMEX)
Sep16 160712 626.90 631.40 613.25 628.95 +3.20 4,571 21,180 +390
Dec16 160712 625.15 630.25 622.75 629.85 +3.10 147 820 +122
Mar17 160712 631.20 631.20 631.20 631.20 +3.10 0 42 +0
Total Volume and Open Interest 4,719 22,051 +512
Copper(CMX)
Jul16 160712 214.60 222.10 214.60 221.10 +6.40 320 2,367 -117
Sep16 160712 214.70 222.50 214.45 221.30 +6.55 44,175 108,499 -250
Dec16 160712 215.45 223.35 215.40 222.25 +6.55 6,162 38,015 +45
Mar17 160712 216.50 224.15 216.45 223.15 +6.50 3,726 9,570 +1,266
May17 160712 221.30 223.75 220.50 223.75 +6.45 575 1,262 -50
Total Volume and Open Interest 55,288 166,945 +938
E-mini DJIA Index(CBOT)
Sep16 160712 18151 18287 18134 18264 +117 166,591 106,321 +4,784
Dec16 160712 18057 18185 18048 18167 +117 91 330 +13
Mar17 160712 18049 18086 18049 18086 +117 2 31 +0
Jun17 160712 18045 18045 18045 18045 +117      
Total Volume and Open Interest 166,684 106,682 +4,797
S & P 500(CME)
Sep16 160712 2130.80 2146.10 2129.60 2145.80 +15.50 9,997 88,604 +418
Dec16 160712 2137.50 2139.90 2137.40 2137.50 +15.60 1 1,393 +10
Mar17 160712 2130.50 2132.50 2130.00 2130.50 +16.00 0 1 +1
Jun17 160712 2123.60 2125.90 2123.40 2123.60 +15.70      
Total Volume and Open Interest 9,998 89,998 +429
S & P 500 E-Mini(Globex)
Sep16 160712 2130.75 2149.25 2128.50 2145.75 +15.50 1,962,358 2,990,354 +17,718
Dec16 160712 2122.50 2140.75 2120.50 2137.50 +15.50 3,711 12,820 -60
Mar17 160712 2115.25 2133.25 2113.50 2130.50 +16.00 395 486 -50
Jun17 160712 2123.50 2123.50 2123.50 2123.50 +15.50 6 212 +4
Total Volume and Open Interest 1,966,470 3,003,872 +17,612
NASDAQ 100 E-Mini(Globex)
Sep16 160712 4552.80 4582.00 4546.80 4569.80 +20.30 234,625 216,297 +13,172
Dec16 160712 4560.00 4572.30 4554.00 4561.30 +20.50 65 253 -1
Mar17 160712 4555.00 4558.00 4555.00 4555.00 +20.50 0 45 +0
Total Volume and Open Interest 234,690 216,598 +13,171
S&P Midcap 400(CME) e-Mini
Sep16 160712 1525.90 1545.70 1525.10 1540.90 +15.40 19,449 82,267 +565
Dec16 160712 1535.50 1537.80 1535.50 1535.50 +15.40 1 10 +0
Mar17 160712 1536.00 1536.00 1536.00 1536.00 +15.40      
Total Volume and Open Interest 19,450 82,277 +565
Volatility Index(CBOE)
Jul16 160712 14.66 14.85 14.15 14.28 -0.35 94,887 135,414 -11,390
Aug16 160712 16.72 16.75 16.20 16.23 -0.50 86,208 165,302 +9,922
Sep16 160712 18.18 18.19 17.75 17.78 -0.40 21,331 38,122 +670
Oct16 160712 19.05 19.10 18.70 18.73 -0.30 10,954 27,871 +283
Total Volume and Open Interest 224,489 422,917 +135
Russell 2000(ICE)
Sep16 160712 1188.00 1209.80 1186.60 1201.70 +14.20 101,404 327,928 -3,048
Dec16 160712 1197.40 1202.60 1189.50 1196.70 +14.20 3 932 -1
Total Volume and Open Interest 101,407 329,275 -3,049
Nikkei 225(CME)
Sep16 160712 16140 16640 16080 16600 +455 19,183 35,646 +799
Dec16 160712 16250 16550 16120 16545 +425 0 128 +0
Total Volume and Open Interest 19,183 35,774 +799
Nikkei 225(SGX)
Sep16 160712 15765 16225 15735 16175 +455 71,387 193,595 -3,817
Dec16 160712 16000 16060 16000 16060 +455 0 5,944 -2
Mar17 160712 16030 16030 16030 16030 +460      
Total Volume and Open Interest 71,387 206,619 -9,862
Nikkei 225(CME) Yen
Sep16 160712 16085 16565 16005 16515 +445 61,506 75,019 +3,912
Dec16 160712 16030 16415 15895 16385 +445 7 24 -2
Mar17 160712 16335 16335 16335 16335 +445      
Total Volume and Open Interest 61,513 75,043 +3,910
Nikkei 225(CME) e-Mini Yen
Sep16 160712 16380 16515 16380 16510 +440 8 12 +1
Dec16 160712 16380 16385 16380 16380 +440      
Mar17 160712 16330 16335 16330 16330 +440      
Total Volume and Open Interest 8 12 +1
CAC 40(EURONEXT)
Jul16 160712 4255.0 4343.0 4252.5 4331.0 +66.5 91,738 257,940 -2,115
Aug16 160712 4257.0 4341.0 4254.0 4329.0 +65.0 538 882 +57
Sep16 160712 4252.0 4337.5 4250.5 4328.0 +66.5 475 9,499 -304
Total Volume and Open Interest 92,751 268,366 -2,362
Hang Seng Index(HKFE)
Jul16 160712 20871 21292 20830 21277 +402 105,548 90,488 -500
Aug16 160712 20824 21230 20824 21227 +397 390 1,169 -23
Sep16 160712 20732 21161 20730 21161 +402 69 5,246 +2
Total Volume and Open Interest 106,064 100,820 -495
DAX(EUREX)
Sep16 160712 9798.5 10005.0 9786.0 9964.5 +142.0 87,985 143,522 +4,441
Dec16 160712 9778.0 9978.5 9777.5 9950.5 +142.0 146 4,837 +111
Mar17 160712 9781.0 9942.5 9781.0 9942.5 +141.5 2 162 +1
Total Volume and Open Interest 88,133 148,521 +4,553
Mini-DAX(EUREX)
Sep16 160712 9793.0 10006.0 9786.0 9964.5 +142.0 22,888 10,118 -340
Dec16 160712 9810.0 9989.0 9810.0 9950.5 +142.0 36 178 +13
Mar17 160712 9942.5 9942.5 9942.5 9942.5 +141.5 0 7 +0
Total Volume and Open Interest 22,924 10,303 -327
FT-SE 100(EURONEXT)
Sep16 160712 6618.00 6652.00 6606.50 6624.50 -6.00 111,315 636,066 +7,442
Dec16 160712 6572.00 6599.50 6571.50 6582.50 -6.50 28 137 +1
Mar17 160712 6526.00 6526.00 6526.00 6526.00 -8.00      
Total Volume and Open Interest 111,343 636,203 +7,443
SPI 200(SFE)
Sep16 160712 5300.0 5352.0 5294.0 5313.0 +12.0 21,949 249,522 -602
Dec16 160712 5300.0 5300.0 5300.0 5300.0 +13.0 0 2,486 +0
Mar17 160712 5251.0 5251.0 5251.0 5251.0 +13.0 0 1,431 +0
Total Volume and Open Interest 21,974 254,534 -588
FTSE MIB(ISE)
Sep16 160712 16260.00 16770.00 16230.00 16714.00 +477.00 45,548 46,540 +27
Dec16 160712 16280.00 16589.00 16280.00 16589.00 +482.00 16 193 +4
Mar17 160712 16596.00 16596.00 16596.00 16596.00 +482.00      
Total Volume and Open Interest 45,564 46,733 +31
KOSPI 200(KFE)
Sep16 160712 247.10 249.10 246.85 247.55 +0.25 148,482 107,700 +635
Dec16 160712 247.60 249.75 247.55 248.45 +0.40 444 7,294 -39
Mar17 160712 246.90 246.90 245.35 245.75 -0.05 7 808 +1
Total Volume and Open Interest 148,933 118,857 +597
GSCI(CME)
Jul16 160712 362.20 365.20 358.90 364.35 +8.90 1,605 9,618 -1,479
Aug16 160712 362.90 366.95 360.40 365.70 +8.70 1,587 2,098 +1,481
Sep16 160712 367.20 367.20 367.20 367.20 +8.70      
Total Volume and Open Interest 3,192 11,716 +2
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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