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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 26, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug16 160726 984.00 1002.75 980.50 993.50 +9.75 52,620 57,058 -30,191
Sep16 160726 977.25 994.00 974.00 985.00 +8.25 22,918 50,985 +1,598
Nov16 160726 966.00 983.00 963.00 973.75 +7.50 169,452 390,440 -11,400
Jan17 160726 966.25 983.25 963.75 974.50 +7.50 18,699 57,214 +1,229
Mar17 160726 955.00 970.75 952.50 963.25 +8.50 16,481 71,267 -1,306
May17 160726 948.25 966.00 947.75 959.00 +9.00 8,470 30,458 +627
Jul17 160726 950.75 967.00 949.00 960.25 +9.00 8,925 36,501 +368
Aug17 160726 952.50 958.00 952.50 952.50 +7.75 83 377 -32
Sep17 160726 936.00 936.25 936.00 936.25 +6.50 38 307 -19
Nov17 160726 916.50 928.75 916.50 923.75 +6.75 4,849 29,741 +130
Jan18 160726 925.75 925.75 925.75 925.75 +6.50 164 442 +132
Mar18 160726 924.75 924.75 924.75 924.75 +6.25 49 64 +14
May18 160726 926.50 926.50 926.50 926.50 +5.75 48 53 -4
Jul18 160726 930.75 930.75 930.75 930.75 +5.75 114 116 +61
Total Volume and Open Interest 303,015 725,265 -38,755
Soybean Meal(CBOT)
Aug16 160726 338.90 345.00 337.50 341.40 +2.50 28,448 27,911 -5,635
Sep16 160726 338.40 344.40 336.90 341.20 +2.80 20,687 53,006 -1,158
Oct16 160726 336.00 341.80 334.60 339.10 +3.30 10,269 28,968 +59
Dec16 160726 334.70 340.70 333.00 338.30 +3.80 60,369 156,178 -772
Jan17 160726 330.10 335.90 329.60 334.40 +4.30 9,011 25,763 +1,315
Mar17 160726 322.40 328.10 321.20 325.70 +3.90 4,352 31,591 +493
May17 160726 317.90 323.70 317.50 321.10 +3.20 4,340 19,475 +481
Jul17 160726 318.30 323.80 317.50 321.50 +3.20 4,268 14,890 +773
Aug17 160726 319.90 321.50 318.90 319.90 +3.10 528 2,044 +179
Sep17 160726 314.50 319.20 314.50 318.00 +2.90 292 1,388 +109
Total Volume and Open Interest 143,435 369,690 -3,967
Soybean Oil(CBOT)
Aug16 160726 29.46 29.89 29.44 29.56 +0.10 35,130 31,309 -5,817
Sep16 160726 29.59 30.01 29.57 29.68 +0.11 21,485 44,183 -1,349
Oct16 160726 29.71 30.12 29.70 29.80 +0.10 8,964 22,249 -1,266
Dec16 160726 30.00 30.40 29.96 30.08 +0.12 61,728 184,691 +2,404
Jan17 160726 30.24 30.63 30.24 30.32 +0.12 8,876 27,221 +1,617
Mar17 160726 30.41 30.81 30.41 30.49 +0.12 4,818 21,072 +312
May17 160726 30.53 30.99 30.53 30.70 +0.14 2,323 16,669 +559
Jul17 160726 30.76 31.22 30.76 30.92 +0.12 2,509 9,399 +654
Aug17 160726 31.29 31.33 30.90 31.01 +0.12 208 3,165 +70
Sep17 160726 31.35 31.35 30.96 31.05 +0.12 267 2,538 +59
Total Volume and Open Interest 147,019 368,625 -2,722
Canola(WCE)
Nov16 160726 444.1 448.7 443.7 447.1 +3.2 16,523 120,434 +787
Jan17 160726 451.4 456.0 451.4 454.6 +3.2 1,982 19,909 +1,201
Mar17 160726 461.4 462.3 459.1 461.0 +2.8 488 5,282 -299
May17 160726 465.4 465.8 463.0 465.0 +2.7 328 3,882 +48
Jul17 160726 469.2 470.2 467.7 468.8 +3.0 62 5,919 +20
Total Volume and Open Interest 19,402 159,366 +1,776
Corn(CBOT)
Sep16 160726 333.50 336.50 331.00 332.50 -2.25 101,545 490,506 -10,526
Dec16 160726 340.25 343.50 337.75 339.50 -1.75 161,101 532,349 -1,718
Mar17 160726 350.00 352.75 347.75 349.00 -2.00 28,716 121,940 +3,674
May17 160726 356.00 358.50 353.25 354.50 -2.25 5,588 31,091 +1,110
Jul17 160726 361.00 363.75 358.50 359.50 -2.50 6,527 65,175 -254
Sep17 160726 365.00 367.50 362.75 363.50 -2.50 2,774 14,067 +295
Dec17 160726 371.00 373.75 368.75 369.75 -2.00 4,328 42,022 +731
Mar18 160726 380.00 381.00 379.00 379.00 -2.25 172 1,897 +22
May18 160726 384.25 384.25 384.25 384.25 -2.50 108 602 +73
Jul18 160726 390.50 390.50 388.75 388.75 -2.50 251 799 +101
Total Volume and Open Interest 311,142 1,302,352 -6,475
Wheat(CBOT)
Sep16 160726 427.50 429.25 414.00 415.00 -14.00 82,418 253,479 -6,464
Dec16 160726 454.25 456.25 441.25 442.00 -14.25 39,026 123,785 +1,384
Mar17 160726 480.50 482.75 468.50 469.25 -14.25 13,867 43,493 +985
May17 160726 495.00 495.00 481.25 482.25 -13.50 3,621 10,318 +150
Jul17 160726 499.00 501.75 489.25 489.25 -13.50 2,567 22,896 +232
Sep17 160726 509.75 512.00 501.50 501.50 -13.00 393 2,594 +13
Total Volume and Open Interest 142,282 461,517 -3,549
Wheat(KCBT)
Sep16 160726 422.00 423.25 410.50 412.00 -11.25 32,737 138,993 +2,071
Dec16 160726 449.00 449.00 437.25 438.50 -11.00 10,128 54,448 +1,643
Mar17 160726 466.25 466.25 454.25 455.50 -11.00 5,043 25,390 +1,378
May17 160726 476.00 476.75 465.25 466.50 -11.00 1,497 8,135 -49
Jul17 160726 485.00 487.00 475.50 476.25 -11.00 1,095 14,842 +326
Sep17 160726 491.75 491.75 490.75 491.75 -10.75 376 1,572 +127
Dec17 160726 511.00 511.00 511.00 511.00 -10.50 76 657 +13
Total Volume and Open Interest 50,954 244,230 +5,509
Wheat(MGE)
Sep16 160726 496.00 496.00 485.50 486.50 -10.50 4,842 24,719 -45
Dec16 160726 510.75 511.00 501.50 502.50 -10.50 1,905 15,315 +539
Mar17 160726 527.75 527.75 517.50 518.50 -10.50 845 10,174 +280
May17 160726 530.75 533.50 528.25 528.75 -10.00 606 4,490 +119
Jul17 160726 543.00 543.00 538.50 538.50 -10.00 620 2,520 +50
Sep17 160726 554.00 554.00 548.00 548.00 -9.50 283 1,768 +85
Total Volume and Open Interest 9,393 59,681 +1,122
Oats(CBOT)
Sep16 160726 204.00 204.00 198.25 200.25 -4.00 72 3,256 -17
Dec16 160726 197.75 198.75 194.00 198.75 -0.75 185 5,798 +14
Mar17 160726 200.00 203.75 199.00 203.75 -0.50 26 835 +19
May17 160726 208.25 208.25 208.25 208.25 -0.50      
Total Volume and Open Interest 283 9,889 +16
Rough Rice(CBOT)
Sep16 160726 10.38 10.38 10.00 10.02 -0.34 414 7,703 -298
Nov16 160726 10.65 10.65 10.27 10.30 -0.34 73 1,776 +8
Jan17 160726 10.83 10.83 10.55 10.55 -0.34 0 104 +0
Mar17 160726 10.75 10.75 10.75 10.75 -0.34 0 45 +0
Total Volume and Open Interest 487 9,630 -290
Live Cattle(CME)
Aug16 160726 113.150 113.980 112.450 113.885 +0.935 12,877 47,690 -3,721
Oct16 160726 111.700 112.680 111.035 112.580 +1.500 18,287 112,594 +1,518
Dec16 160726 112.350 113.480 111.900 113.350 +1.150 9,469 51,244 +750
Feb17 160726 112.300 113.350 111.800 113.180 +0.880 4,041 19,799 +1,327
Apr17 160726 111.000 111.885 110.500 111.730 +0.780 1,256 10,920 +406
Jun17 160726 104.830 105.330 104.200 105.135 +0.535 286 4,598 +140
Total Volume and Open Interest 46,339 248,979 +450
Feeder Cattle(CME)
Aug16 160726 142.450 143.580 141.100 142.450 +0.750 4,501 17,853 -1,308
Sep16 160726 141.000 142.130 139.785 141.035 +0.705 3,023 10,930 -17
Oct16 160726 139.900 141.080 138.650 140.235 +0.935 3,254 7,512 +989
Nov16 160726 137.000 138.535 135.900 137.685 +0.700 865 3,832 -70
Jan17 160726 134.485 135.600 133.380 134.435 unch 395 3,025 +41
Mar17 160726 133.350 134.600 132.250 133.825 +0.790 370 754 +183
Apr17 160726 134.000 135.235 132.900 134.850 +1.150 66 123 +33
Total Volume and Open Interest 12,486 44,073 -143
Lean Hogs(CME)
Aug16 160726 75.730 75.930 74.480 74.600 -1.080 9,175 33,304 -3,176
Oct16 160726 64.100 64.430 63.200 63.630 -0.720 17,344 101,780 +777
Dec16 160726 58.850 59.180 58.000 58.500 -0.550 6,773 45,881 -544
Feb17 160726 63.630 63.735 62.580 63.100 -0.650 2,680 22,368 +588
Apr17 160726 67.635 68.100 67.080 67.475 -0.560 1,443 17,033 +434
May17 160726 72.550 72.550 72.550 72.550 -0.200 5 218 +5
Jun17 160726 76.350 76.830 75.730 76.250 -0.500 156 1,905 +62
Jul17 160726 75.050 75.930 75.050 75.300 -0.650 26 378 +4
Total Volume and Open Interest 37,626 223,032 -1,836
Class III Milk(CME)
Jul16 160726 15.28 15.30 15.27 15.27 -0.03 115 5,355 -31
Aug16 160726 16.99 17.12 16.80 16.86 -0.10 294 4,926 +54
Sep16 160726 16.89 17.02 16.60 16.74 -0.15 238 4,203 +46
Oct16 160726 16.83 16.94 16.53 16.57 -0.23 70 3,529 -26
Nov16 160726 16.59 16.60 16.30 16.35 -0.26 32 3,241 +18
Dec16 160726 16.10 16.10 16.00 16.02 -0.23 45 2,911 -3
Jan17 160726 15.96 15.96 15.96 15.96 -0.07 23 1,177 +4
Feb17 160726 16.09 16.09 16.09 16.09 -0.03 18 1,037 -4
Mar17 160726 16.15 16.15 16.13 16.15 -0.03 20 984 -6
Apr17 160726 16.19 16.19 16.19 16.19 -0.02 10 911 +5
May17 160726 16.36 16.36 16.26 16.26 -0.10 6 758 +3
Jun17 160726 16.50 16.50 16.35 16.35 -0.14 7 674 +3
Jul17 160726 16.55 16.55 16.55 16.55 unch 1 260 +1
Total Volume and Open Interest 881 31,075 +66
Cocoa(ICE)
Sep16 160726 2861 2888 2841 2851 -3 32,290 81,249 -4,835
Dec16 160726 2870 2894 2850 2860 unch 22,663 67,574 +2,270
Mar17 160726 2855 2878 2835 2846 +1 6,200 46,645 +600
May17 160726 2846 2867 2826 2836 -1 1,282 8,921 +103
Jul17 160726 2828 2853 2826 2830 -1 651 2,769 +74
Sep17 160726 2833 2846 2819 2823 -1 452 3,907 +42
Dec17 160726 2826 2840 2814 2817 -1 101 838 +17
Total Volume and Open Interest 63,666 215,775 -1,721
Coffee "C"(ICE)
Sep16 160726 141.60 143.05 140.40 141.60 +0.50 26,324 89,703 -3,781
Dec16 160726 144.70 146.10 143.55 144.75 +0.55 10,026 51,591 +280
Mar17 160726 147.70 148.95 146.45 147.65 +0.60 4,757 19,511 +218
May17 160726 149.30 150.55 148.45 149.35 +0.65 1,101 10,066 +179
Jul17 160726 150.90 150.90 150.60 150.65 +0.65 614 3,488 +226
Sep17 160726 152.00 152.10 151.50 151.95 +0.70 276 3,088 +76
Total Volume and Open Interest 43,156 183,452 -2,796
Orange Juice(ICE)
Sep16 160726 187.35 195.45 185.25 193.25 +5.90 876 14,665 -43
Nov16 160726 186.55 194.50 184.80 192.55 +6.10 473 2,704 +414
Jan17 160726 182.80 191.00 182.70 189.20 +6.40 28 870 +8
Mar17 160726 178.00 184.50 178.00 183.35 +5.35 18 185 +17
May17 160726 178.20 178.20 178.20 178.20 +4.15 0 10 +0
Jul17 160726 176.60 176.60 176.60 176.60 +4.15      
Total Volume and Open Interest 1,395 18,436 +396
Sugar #11(ICE)
Oct16 160726 19.98 20.07 19.34 19.52 -0.37 38,095 436,498 -4,028
Mar17 160726 20.15 20.26 19.61 19.76 -0.33 11,473 227,991 -13
May17 160726 19.37 19.41 18.88 19.03 -0.28 4,023 60,718 -1,133
Jul17 160726 18.69 18.78 18.31 18.48 -0.21 2,253 49,099 -225
Oct17 160726 18.35 18.43 17.98 18.18 -0.17 900 29,637 +17
Mar18 160726 18.21 18.27 17.84 18.05 -0.16 176 13,977 -66
May18 160726 17.76 17.76 17.40 17.59 -0.13 21 4,477 +1
Jul18 160726 17.14 17.30 17.11 17.30 -0.05 15 4,742 +0
Total Volume and Open Interest 57,001 833,131 -5,414
London Cocoa(LCE)
Sep16 160726 2350 2364 2335 2342 -5 19,437 106,093 -2,905
Dec16 160726 2288 2304 2275 2283 -1 12,083 71,851 +233
Mar17 160726 2238 2255 2228 2233 -1 5,989 55,791 -567
May17 160726 2226 2243 2216 2220 -2 1,488 21,257 +193
Jul17 160726 2226 2229 2213 2215 -2 645 3,405 +118
Sep17 160726 2219 2222 2206 2209 unch 250 3,121 +191
Dec17 160726 2200 2200 2197 2197 +1 29 500 +29
Total Volume and Open Interest 39,921 262,018 -2,708
London Sugar(LCE)
Oct16 160726 541.50 541.50 525.60 528.50 -9.00 4,485 46,967 -192
Dec16 160726 543.80 544.70 529.70 530.70 -10.30 2,303 17,380 +483
Mar17 160726 544.00 544.00 529.60 530.80 -9.10 1,130 16,669 -107
May17 160726 529.50 530.50 519.20 520.50 -7.90 254 7,612 +164
Aug17 160726 518.30 518.30 508.00 508.80 -8.00 33 3,723 -8
Total Volume and Open Interest 8,214 95,444 +345
Cotton(ICE)
Oct16 160726 72.48 74.42 72.48 73.63 +1.51 24 156 -7
Dec16 160726 72.41 74.23 72.17 73.95 +1.66 17,855 178,204 -1,073
Mar17 160726 73.00 74.47 72.94 74.37 +1.39 4,565 35,749 +864
May17 160726 72.97 74.22 72.92 74.12 +1.16 99 5,620 +3
Jul17 160726 72.80 73.85 72.76 73.75 +0.96 118 4,240 +54
Oct17 160726 73.16 73.16 73.16 73.16 +0.87      
Total Volume and Open Interest 22,773 232,300 -86
Lumber(CME)
Sep16 160726 327.1 332.2 326.0 330.2 +0.5 219 4,558 +46
Nov16 160726 333.9 337.9 333.9 337.0 +1.6 32 409 +13
Jan17 160726 342.3 342.3 340.7 342.3 +1.6 2 60 +2
Mar17 160726 343.3 343.3 343.3 343.3 +1.6 0 24 +0
Total Volume and Open Interest 253 5,080 +61
Crude Oil(NYM)
Sep16 160726 43.07 43.39 42.36 42.92 -0.21 428,407 529,218 +7,078
Oct16 160726 43.80 44.11 43.13 43.68 -0.19 68,040 146,659 -2,870
Nov16 160726 44.55 44.84 43.90 44.42 -0.19 24,538 117,715 -2,514
Dec16 160726 45.32 45.52 44.66 45.15 -0.18 38,855 252,875 -2,410
Jan17 160726 46.17 46.17 45.31 45.81 -0.17 9,913 74,294 +969
Feb17 160726 46.48 46.65 45.89 46.35 -0.16 4,453 35,828 -92
Mar17 160726 47.05 47.07 46.36 46.81 -0.16 6,861 67,957 +54
Apr17 160726 46.93 47.46 46.80 47.21 -0.15 3,054 21,338 -934
May17 160726 47.79 47.81 47.12 47.57 -0.15 1,724 20,089 +204
Jun17 160726 48.05 48.15 47.44 47.90 -0.15 12,044 79,451 -1,361
Jul17 160726 47.80 48.44 47.76 48.19 -0.15 1,078 16,490 -57
Aug17 160726 48.31 48.46 48.19 48.46 -0.15 611 15,393 +115
Sep17 160726 48.74 48.74 48.74 48.74 -0.15 1,836 32,308 -14
Oct17 160726 49.02 49.02 49.02 49.02 -0.15 221 11,302 +52
Nov17 160726 49.32 49.32 49.30 49.32 -0.15 343 12,071 +10
Dec17 160726 49.77 49.96 49.23 49.62 -0.16 19,149 139,945 +1,191
Total Volume and Open Interest 628,952 1,690,290 -350
e-miNY Crude Oil(NYM)
Sep16 160726 43.050 43.375 42.350 42.925 -0.200 9,954 2,344 +230
Oct16 160726 44.050 44.050 43.150 43.675 -0.200 313 368 +125
Nov16 160726 44.675 44.675 43.950 44.425 -0.175 34 47 +14
Dec16 160726 45.375 45.375 44.725 45.150 -0.175 33 331 +1
Jan17 160726 46.100 46.100 45.400 45.800 -0.175 2 21 +0
Feb17 160726 46.350 46.350 46.200 46.350 -0.150 0 12 +0
Mar17 160726 46.800 46.800 46.800 46.800 -0.175 0 12 +0
Apr17 160726 47.200 47.200 47.200 47.200 -0.150 0 2 +0
May17 160726 47.575 47.575 47.575 47.575 -0.150      
Jun17 160726 47.900 47.900 47.500 47.900 -0.150 2 15 +0
Total Volume and Open Interest 10,347 3,315 +373
NY Harbor ULSD(NYM)
Aug16 160726 132.25 133.50 131.14 132.60 +0.32 26,550 31,311 -3,812
Sep16 160726 135.15 136.10 133.73 135.29 +0.27 50,740 86,553 +2,925
Oct16 160726 137.44 138.52 136.29 137.74 +0.20 19,015 48,267 +2,470
Nov16 160726 139.65 140.63 138.48 139.87 +0.10 11,211 32,331 -209
Dec16 160726 142.34 142.59 140.48 141.81 -0.02 14,448 52,168 +718
Jan17 160726 143.90 144.29 142.51 143.77 -0.12 4,647 24,903 +935
Feb17 160726 145.22 145.76 143.99 145.06 -0.16 1,669 13,523 +188
Mar17 160726 145.88 146.08 144.55 145.59 -0.18 1,559 14,119 +329
Apr17 160726 144.50 145.81 144.50 145.49 -0.19 552 7,590 -44
May17 160726 145.21 146.21 144.78 145.87 -0.17 341 3,794 +22
Jun17 160726 146.37 147.15 145.49 146.57 -0.14 1,049 20,829 -139
Jul17 160726 146.92 147.87 146.92 147.53 -0.13 319 2,618 +193
Aug17 160726 148.10 148.62 148.10 148.62 -0.12 306 1,575 +66
Sep17 160726 149.00 149.90 149.00 149.90 -0.11 209 1,664 +13
Total Volume and Open Interest 133,821 369,398 +3,699
RBOB Gasoline(NYM)
Aug16 160726 133.11 134.85 130.93 134.52 +1.16 38,983 34,672 -7,906
Sep16 160726 133.50 134.67 130.95 134.36 +1.01 61,565 124,917 +763
Oct16 160726 125.40 126.51 123.40 126.26 +0.68 29,250 60,594 +714
Nov16 160726 125.02 125.78 123.05 125.56 +0.45 13,932 41,684 +1,665
Dec16 160726 125.10 125.43 122.93 125.23 +0.30 12,323 48,207 +594
Jan17 160726 126.01 126.19 123.87 126.03 +0.21 4,020 16,272 +275
Feb17 160726 126.23 127.58 125.77 127.55 +0.10 1,434 5,146 -16
Mar17 160726 128.38 129.98 128.09 129.84 unch 1,615 14,138 +329
Apr17 160726 147.48 148.99 147.48 148.93 +0.02 1,204 13,902 +265
May17 160726 149.68 149.95 149.49 149.95 -0.01 452 4,894 +117
Total Volume and Open Interest 166,846 401,932 -3,000
e-miNY RBOB Gasoline(NYM)
Aug16 160726 133.40 134.52 133.40 134.52 +1.16 0 1 +0
Sep16 160726 134.36 134.36 134.36 134.36 +1.01      
Oct16 160726 126.26 126.26 126.26 126.26 +0.68      
Nov16 160726 125.56 125.56 125.56 125.56 +0.45      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Aug16 160726 2.733 2.772 2.682 2.712 -0.035 95,596 25,347 -11,400
Sep16 160726 2.700 2.740 2.648 2.677 -0.035 109,108 273,785 +10,181
Oct16 160726 2.749 2.778 2.696 2.722 -0.034 38,050 111,154 +1,286
Nov16 160726 2.935 2.959 2.877 2.909 -0.026 22,358 85,723 -1,149
Dec16 160726 3.166 3.200 3.146 3.175 -0.019 12,909 56,642 -979
Jan17 160726 3.297 3.349 3.274 3.301 -0.021 26,644 112,540 -4,528
Feb17 160726 3.323 3.323 3.265 3.290 -0.021 5,020 30,638 +405
Mar17 160726 3.248 3.279 3.219 3.244 -0.020 11,422 62,464 -198
Apr17 160726 3.042 3.042 2.984 3.006 -0.012 13,085 55,030 +457
May17 160726 2.995 3.021 2.966 2.984 -0.011 5,215 21,609 -87
Jun17 160726 3.052 3.052 3.000 3.018 -0.009 1,221 20,965 +172
Jul17 160726 3.081 3.081 3.030 3.050 -0.008 1,325 13,078 -139
Aug17 160726 3.089 3.089 3.039 3.060 -0.008 1,452 14,979 +131
Sep17 160726 3.067 3.067 3.019 3.040 -0.008 1,993 9,397 -208
Oct17 160726 3.040 3.073 3.040 3.060 -0.009 2,534 21,416 +337
Nov17 160726 3.097 3.123 3.095 3.117 -0.008 1,072 9,650 +320
Total Volume and Open Interest 355,126 983,799 -7,077
Brent Crude Oil(ICE)
Sep16 160726 44.82 44.96 44.14 44.87 +0.15 243,489 191,711 -22,559
Oct16 160726 45.17 45.34 44.53 45.23 +0.10 192,591 381,350 +5,389
Nov16 160726 45.71 45.75 44.93 45.59 +0.05 84,028 272,966 +4,251
Dec16 160726 46.23 46.33 45.48 46.12 +0.01 100,398 377,954 -9,428
Jan17 160726 46.74 46.84 46.00 46.60 -0.02 21,329 101,587 +1,066
Feb17 160726 47.23 47.34 46.49 47.07 -0.04 8,548 77,999 +1,208
Mar17 160726 47.69 47.78 46.93 47.52 -0.05 8,731 75,677 +184
Apr17 160726 48.08 48.21 47.39 47.93 -0.07 2,170 29,206 +119
May17 160726 48.57 48.61 47.83 48.31 -0.09 2,176 40,638 +572
Jun17 160726 48.86 48.97 48.15 48.65 -0.11 19,084 109,971 +2,115
Jul17 160726 48.86 49.01 48.86 49.01 -0.11 866 19,759 +54
Aug17 160726 49.36 49.36 49.36 49.36 -0.12 521 18,087 -27
Sep17 160726 49.50 49.67 49.50 49.67 -0.13 2,454 40,355 -140
Oct17 160726 49.97 49.97 49.97 49.97 -0.14 419 14,894 -78
Total Volume and Open Interest 744,723 2,232,448 -11,737
Gas Oil(ICE)
Aug16 160726 387.25 390.25 383.50 386.25 -2.00 49,413 100,297 +2,210
Sep16 160726 393.75 396.50 389.75 392.75 -2.00 76,652 123,683 +5,755
Oct16 160726 400.25 403.25 396.75 399.75 -1.75 40,790 80,473 +3,117
Nov16 160726 405.00 407.25 401.25 404.25 -1.75 11,753 48,542 -686
Dec16 160726 409.75 411.75 405.75 408.50 -1.50 31,536 111,583 +2,744
Jan17 160726 414.75 416.00 410.75 413.50 -1.50 7,195 37,829 -725
Feb17 160726 419.00 420.75 415.50 418.00 -1.50 3,883 20,502 +472
Mar17 160726 421.75 423.25 419.25 421.75 -1.75 5,803 23,896 -236
Apr17 160726 426.00 427.75 422.75 424.75 -2.00 1,516 11,629 +436
May17 160726 429.25 429.50 426.00 427.75 -2.00 881 12,851 +55
Total Volume and Open Interest 249,791 751,897 +17,382
Ethanol(CBOT)
Aug16 160726 1.470 1.475 1.454 1.458 -0.014 392 436 -229
Sep16 160726 1.466 1.470 1.451 1.454 -0.012 373 1,717 +81
Oct16 160726 1.447 1.448 1.433 1.436 -0.004 155 533 -50
Nov16 160726 1.413 1.414 1.413 1.414 -0.004 31 402 -4
Dec16 160726 1.398 1.399 1.390 1.390 -0.005 80 1,120 +0
Jan17 160726 1.374 1.374 1.374 1.374 -0.005 80 193 -80
Feb17 160726 1.373 1.373 1.373 1.373 -0.005 0 158 +0
Mar17 160726 1.373 1.373 1.373 1.373 -0.005      
Total Volume and Open Interest 1,111 4,561 -282
WTI Crude Oil(ICE)
Sep16 160726 43.23 43.28 42.37 42.92 -0.21 35,034 81,500 -108
Oct16 160726 43.96 44.02 43.15 43.68 -0.19 23,415 54,979 +4,325
Nov16 160726 44.70 44.75 43.92 44.42 -0.19 11,850 30,198 -1,120
Dec16 160726 45.45 45.45 44.67 45.15 -0.18 16,257 96,412 +3,855
Jan17 160726 46.12 46.12 45.46 45.81 -0.17 1,516 18,599 +199
Feb17 160726 46.64 46.64 45.88 46.35 -0.16 422 20,024 +9
Mar17 160726 46.64 46.84 46.35 46.81 -0.16 931 21,979 +48
Apr17 160726 47.07 47.21 47.07 47.21 -0.15 358 3,704 +38
May17 160726 47.45 47.57 47.45 47.57 -0.15 754 2,800 +232
Jun17 160726 47.65 47.92 47.65 47.90 -0.15 3,534 31,777 +87
Jul17 160726 48.19 48.19 48.19 48.19 -0.15 1,096 3,259 +894
Aug17 160726 48.46 48.46 48.46 48.46 -0.15 46 900 +4
Sep17 160726 48.74 48.74 48.74 48.74 -0.15 76 10,184 -1
Oct17 160726 49.02 49.02 49.02 49.02 -0.15 31 1,028 +0
Nov17 160726 49.32 49.32 49.32 49.32 -0.15 34 1,001 +0
Dec17 160726 49.56 49.62 49.50 49.62 -0.16 4,574 58,942 +1,280
Total Volume and Open Interest 101,187 479,171 +10,319
US Dollar Index(ICE)
Sep16 160726 97.310 97.345 96.895 97.168 -0.157 19,034 56,476 +1,082
Dec16 160726 97.230 97.230 96.900 97.143 -0.167 347 3,925 +92
Mar17 160726 97.205 97.205 97.060 97.158 -0.162 34 1,587 +21
Total Volume and Open Interest 19,415 62,004 +1,195
Australian Dollar(CME)
Sep16 160726 74.57 75.27 74.49 74.92 +0.38 68,614 96,374 -389
Dec16 160726 74.75 75.06 74.32 74.72 +0.38 213 1,401 -32
Mar17 160726 74.55 74.55 74.55 74.55 +0.36 0 12 +0
Total Volume and Open Interest 68,827 97,788 -421
British Pound(CME)
Sep16 160726 131.46 131.90 130.67 131.43 +0.07 109,541 226,508 +2,812
Dec16 160726 131.22 132.09 130.90 131.66 +0.08 201 2,066 +14
Mar17 160726 131.28 132.31 131.28 131.91 +0.10 0 487 +0
Total Volume and Open Interest 109,792 229,861 +2,876
Canadian Dollar(CME)
Sep16 160726 75.66 75.93 75.52 75.81 +0.15 75,712 116,026 +2,890
Dec16 160726 75.84 75.94 75.56 75.83 +0.15 579 3,892 +26
Mar17 160726 75.78 75.94 75.59 75.86 +0.15 51 378 +31
Jun17 160726 75.89 75.97 75.64 75.89 +0.14 18 147 +11
Total Volume and Open Interest 76,365 120,497 +2,963
Japanese Yen(CME)
Sep16 160726 94.68 96.36 94.63 95.78 +1.09 89,180 155,045 -1,234
Dec16 160726 95.40 96.73 95.01 96.17 +1.11 240 1,444 -57
Mar17 160726 96.80 97.02 96.27 96.59 +1.09 1 45 +0
Total Volume and Open Interest 89,421 156,641 -1,291
Swiss Franc(CME)
Sep16 160726 101.70 101.97 100.95 101.05 -0.63 12,228 46,857 +657
Dec16 160726 101.65 102.46 101.56 101.60 -0.62 3 81 -3
Mar17 160726 102.11 102.11 102.11 102.11 -0.64      
Total Volume and Open Interest 12,231 46,958 +654
EuroFX(CME)
Sep16 160726 110.16 110.55 110.03 110.11 -0.03 124,231 390,774 +5,721
Dec16 160726 110.63 110.98 110.49 110.57 -0.01 275 4,814 +67
Mar17 160726 111.03 111.37 110.99 111.03 -0.01 60 1,183 +30
Total Volume and Open Interest 124,566 397,438 +5,818
Mexican Peso(CME)
Aug16 160726 530.75 530.75 530.75 530.75 -0.88      
Sep16 160726 529.63 531.25 527.63 528.88 -0.88 35,945 84,332 -4,020
Total Volume and Open Interest 44,050 107,646 +3,731
Brazilian Real(CME)
Aug16 160726 303.20 305.50 302.70 304.85 +1.25 406 22,580 +25
Sep16 160726 301.65 302.40 301.00 301.80 +1.20 111 3,590 +9
Oct16 160726 299.45 299.45 299.45 299.45 +1.15      
Nov16 160726 296.60 296.60 296.60 296.60 +1.15      
Total Volume and Open Interest 517 26,200 +34
30-Year T-Bonds(CBOT)
Sep16 160726 171~200 172~230 171~070 171~280 +0~100 208,978 570,018 -11,255
Dec16 160726 170~210 171~070 169~250 170~130 +0~100 135 187 -34
Mar17 160726 169~090 169~090 169~090 169~090 +0~100      
Total Volume and Open Interest 209,113 570,205 -11,289
10-Year T-Notes(CBOT)
Sep16 160726 132~010 132~110 131~275 132~040 +0~020 993,882 2,818,104 +25,536
Dec16 160726 131~075 131~120 130~305 131~060 +0~025 271 6,425 +203
Mar17 160726 130~120 130~120 130~120 130~120 +0~025      
Total Volume and Open Interest 994,153 2,824,529 +25,739
5-Year T-Notes(CBOT)
Sep16 160726 121~116 121~170 121~086 121~134 +0~006 510,097 2,661,668 -17,489
Dec16 160726 121~102 121~164 121~086 121~132 +0~006 2,794 5,805 +2,229
Total Volume and Open Interest 512,891 2,667,473 -15,260
2 Year T-Notes(CBOT)
Sep16 160726 109~090 109~104 109~082 109~094 unch 161,287 1,043,954 +7,124
Dec16 160726 109~072 109~080 109~062 109~072 +0~002 264 2,052 +133
Mar17 160726 109~066 109~066 109~066 109~066 +0~002      
Total Volume and Open Interest 161,551 1,046,006 +7,257
Eurodollars(CME)
Sep16 160726 99.165 99.180 99.160 99.170 unch 209,369 1,155,551 -785
Dec16 160726 99.085 99.105 99.085 99.100 +0.005 232,690 1,408,063 -16,534
Mar17 160726 99.035 99.060 99.035 99.055 +0.010 179,778 1,010,411 +18,665
Jun17 160726 98.985 99.020 98.985 99.010 +0.015 207,505 905,814 +11,798
Sep17 160726 98.945 98.980 98.945 98.970 +0.020 148,093 829,051 +4,059
Dec17 160726 98.895 98.935 98.895 98.920 +0.020 176,810 1,275,250 -2,704
Mar18 160726 98.865 98.905 98.865 98.895 +0.025 102,327 608,339 -479
Jun18 160726 98.830 98.870 98.830 98.860 +0.025 109,466 468,908 -5,363
Sep18 160726 98.800 98.835 98.800 98.825 +0.025 81,099 420,719 -3,396
Dec18 160726 98.755 98.790 98.755 98.780 +0.020 92,904 561,565 -2,210
Mar19 160726 98.725 98.760 98.725 98.750 +0.020 65,376 362,014 +1,101
Jun19 160726 98.695 98.725 98.685 98.715 +0.020 59,895 283,707 -889
Sep19 160726 98.650 98.685 98.645 98.675 +0.020 34,615 216,599 +6,063
Dec19 160726 98.610 98.640 98.595 98.625 +0.015 38,643 228,659 +6,834
Mar20 160726 98.585 98.605 98.555 98.590 +0.015 30,039 142,946 +34
Jun20 160726 98.530 98.565 98.515 98.550 +0.015 21,367 85,474 -1,079
Sep20 160726 98.495 98.525 98.475 98.510 +0.015 16,841 87,462 -979
Dec20 160726 98.445 98.480 98.425 98.460 +0.015 13,621 88,088 -686
Total Volume and Open Interest 1,877,470 10,457,067 +14,993
Ultra T-Bond(CBOT)
Sep16 160726 186~29 188~07 186~16 187~08 +0~14 63,442 595,965 +2,427
Dec16 160726 186~14 186~16 186~14 186~14 +0~14      
Mar17 160726 185~14 185~14 185~14 185~14 +0~14      
Total Volume and Open Interest 63,442 595,965 +2,427
Ultra 10-Yr T-Note(CBOT)
Sep16 160726 144~215 145~050 144~150 144~255 +0~035 49,459 171,080 -1,230
Dec16 160726 144~130 144~130 144~045 144~130 +0~030      
Mar17 160726 144~130 144~130 144~130 144~130 +0~030      
Total Volume and Open Interest 49,459 171,080 -1,230
30 Day Federal Funds(CBOT)
Jul16 160726 99.605 99.605 99.605 99.605 -0.002 474 168,268 -38
Aug16 160726 99.600 99.605 99.595 99.600 -0.005 8,289 143,519 -3,073
Sep16 160726 99.585 99.585 99.580 99.585 -0.005 4,340 55,507 -605
Oct16 160726 99.555 99.555 99.545 99.550 -0.005 16,275 155,394 +1,282
Nov16 160726 99.550 99.550 99.540 99.545 unch 6,778 72,604 +1,167
Dec16 160726 99.520 99.520 99.510 99.515 -0.005 5,308 44,516 +843
Total Volume and Open Interest 59,984 845,610 -2,340
3-Mth Euro-Yen(CME)
Sep16 160722 99.990 99.990 99.990 99.990 unch      
Dec16 160722 99.990 99.990 99.990 99.990 unch      
Mar17 160722 99.990 99.990 99.990 99.990 unch      
Jun17 160722 99.990 99.990 99.990 99.990 unch      
Sep17 160722 99.990 99.990 99.990 99.990 unch      
Dec17 160722 99.990 99.990 99.990 99.990 unch      
Mar18 160722 99.995 99.995 99.995 99.995 unch      
Jun18 160722 99.855 99.855 99.855 99.855 unch      
Sep18 160722 99.715 99.715 99.715 99.715 unch      
Dec18 160722 99.575 99.575 99.575 99.575 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep16 160726 99.99 99.99 99.99 99.99 unch      
Dec16 160726 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160726 99.99 99.99 99.99 99.99 unch      
Jun17 160726 99.99 99.99 99.99 99.99 unch      
Sep17 160726 99.99 99.99 99.99 99.99 unch      
Dec17 160726 99.99 99.99 99.99 99.99 unch      
Mar18 160726 100.00 100.00 100.00 100.00 unch      
Jun18 160726 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160726 153.35 153.61 153.34 153.58 +0.22 1,371 18,268 -584
Dec16 160726 153.72 153.72 153.72 153.72 +0.22 0 3 +0
Mar17 160726 153.64 153.64 153.64 153.64 +0.22      
Total Volume and Open Interest 1,371 18,271 -584
Euro-Buxl(EUREX)
Sep16 160726 192.82 194.14 191.96 192.18 -0.40 27,320 131,691 -8,180
Dec16 160726 191.04 191.04 190.54 190.54 -0.40 2 28 -2
Mar17 160726 190.54 190.54 190.54 190.54 -0.40      
Total Volume and Open Interest 27,322 131,719 -8,182
Euro-Bund(EUREX)
Sep16 160726 166.81 167.03 166.42 166.49 -0.23 481,428 1,610,815 -115,119
Dec16 160726 164.10 164.28 163.78 163.78 -0.23 2,477 19,339 +1,924
Mar17 160726 166.20 166.42 165.99 165.99 -0.23 4 26 +4
Total Volume and Open Interest 483,909 1,630,180 -113,191
Euro-Bobl(EUREX)
Sep16 160726 133.47 133.52 133.37 133.39 -0.07 380,489 1,324,593 -43,425
Dec16 160726 131.40 131.40 131.40 131.40 -0.06 0 821 -2
Mar17 160726 133.39 133.39 133.39 133.39 -0.07      
Total Volume and Open Interest 380,489 1,325,414 -43,427
Euro-Schatz(EUREX)
Sep16 160726 111.99 112.00 111.97 111.99 -0.00 175,498 1,106,177 -109,231
Dec16 160726 111.99 111.99 111.99 111.99 -0.00 0 185 +0
Mar17 160726 111.99 111.99 111.99 111.99 -0.00      
Total Volume and Open Interest 175,498 1,106,362 -109,231
3-Mth Euribor(EUREX)
Sep16 160726 100.310 100.315 100.310 100.315 unch 0 4,776 +0
Dec16 160726 100.330 100.330 100.330 100.330 unch 0 2,245 -60
Mar17 160726 100.335 100.335 100.335 100.335 -0.005 0 3,729 -2
Total Volume and Open Interest 744 77,665 +682
Long Gilt(LIFFE)
Sep16 160726 129~28 130~05 129~10 129~13 -0~08 154,236 565,243 +9,475
Dec16 160726 128~12 128~12 128~12 128~12 -0~08      
Total Volume and Open Interest 154,236 565,243 +9,475
3-Mth Short Sterling(LIFFE)
Sep16 160726 99.67 99.68 99.66 99.66 +0.02 129,631 473,051 +5,134
Dec16 160726 99.70 99.72 99.69 99.70 +0.02 88,862 637,222 +6,999
Mar17 160726 99.70 99.72 99.69 99.70 +0.02 61,616 363,446 -4,710
Jun17 160726 99.70 99.72 99.68 99.69 +0.01 62,385 355,538 +4,176
Sep17 160726 99.70 99.72 99.67 99.68 unch 59,073 281,485 +375
Dec17 160726 99.71 99.71 99.66 99.67 unch 49,221 303,044 -4,017
Total Volume and Open Interest 651,469 3,270,479 -8,646
3-Mth Euribor(LIFFE)
Sep16 160726 100.315 100.315 100.310 100.315 +0.005 21,391 346,967 -520
Dec16 160726 100.330 100.330 100.325 100.330 +0.005 38,312 467,423 -4,871
Mar17 160726 100.335 100.340 100.330 100.335 unch 38,371 412,559 -5,734
Total Volume and Open Interest 328,523 3,095,424 -12,004
3-Mth Aus T-Bills(SFE)
Sep16 160726 98.16 98.16 98.15 98.16 -0.01 22,402 181,898 -5,497
Dec16 160726 98.25 98.25 98.24 98.25 -0.01 22,437 180,906 -3,889
Mar17 160726 98.29 98.30 98.28 98.29 -0.01 20,537 143,387 -2,705
Jun17 160726 98.31 98.32 98.30 98.31 -0.01 10,801 125,186 -115
Sep17 160726 98.32 98.33 98.31 98.32 -0.01 8,259 89,538 -3,837
Dec17 160726 98.33 98.34 98.32 98.32 -0.02 7,159 76,673 -3,273
Mar18 160726 98.32 98.34 98.32 98.32 -0.01 3,129 50,018 -1,536
Jun18 160726 98.31 98.32 98.30 98.30 -0.02 2,294 39,171 -1,098
Sep18 160726 98.30 98.30 98.29 98.29 -0.02 368 6,796 -110
Dec18 160726 98.27 98.27 98.26 98.26 -0.01 483 3,906 +220
Total Volume and Open Interest 98,143 899,930 -21,825
10-Year Aus T-Bonds(SFE)
Sep16 160726 98.07 98.08 98.04 98.07 -0.01 123,895 839,835 +225
Dec16 160726 98.07 98.07 98.07 98.07 -0.01      
Total Volume and Open Interest 123,895 839,835 +225
3-Year Aus T-Bonds(SFE)
Sep16 160726 98.57 98.58 98.55 98.56 -0.02 190,475 771,249 +6,600
Dec16 160726 98.56 98.56 98.56 98.56 -0.02      
Total Volume and Open Interest 190,475 771,249 +6,600
Gold(CMX)
Aug16 160726 1315.5 1324.4 1313.6 1320.8 +1.3 232,263 199,570 -43,440
Oct16 160726 1319.1 1328.2 1318.0 1324.4 +1.1 5,418 44,461 -994
Dec16 160726 1323.1 1332.0 1321.3 1328.3 +1.1 64,304 284,437 +32,809
Feb17 160726 1325.7 1335.6 1325.5 1331.9 +1.2 4,468 19,224 +1,105
Apr17 160726 1332.3 1334.9 1332.3 1334.9 +1.2 177 7,498 +27
Jun17 160726 1336.9 1337.9 1331.4 1337.7 +1.2 242 13,044 +29
Aug17 160726 1339.4 1340.9 1338.1 1340.4 +1.2 443 2,238 +293
Oct17 160726 1343.1 1343.1 1343.1 1343.1 +1.1 32 736 +28
Dec17 160726 1340.6 1346.5 1340.6 1345.8 +1.1 37 9,179 +2
Feb18 160726 1348.2 1348.2 1348.2 1348.2 +1.1 0 45 +0
Apr18 160726 1350.5 1350.5 1350.5 1350.5 +1.1 0 3 +0
Jun18 160726 1352.8 1352.8 1352.8 1352.8 +1.1 0 3,785 +0
Total Volume and Open Interest 308,402 597,411 -10,132
Silver(CMX)
Jul16 160726 1967.5 1968.5 1959.0 1965.5 +4.0 75 247 -101
Sep16 160726 1962.5 1980.0 1949.0 1968.3 +3.6 45,736 158,488 -1,436
Dec16 160726 1977.0 1986.0 1961.0 1977.1 +3.8 3,076 44,945 +712
Mar17 160726 1981.5 1991.0 1981.5 1985.7 +4.0 169 8,275 +12
May17 160726 1985.0 1990.8 1985.0 1990.8 +4.0 2 461 +0
Jul17 160726 1997.0 1997.0 1995.8 1995.8 +4.0 10 2,495 +1
Sep17 160726 2000.9 2000.9 2000.9 2000.9 +4.0 0 323 +0
Total Volume and Open Interest 49,394 220,433 -813
Platinum(NYMEX)
Jul16 160726 1097.7 1097.7 1096.2 1096.4 +11.4 23 43 +0
Oct16 160726 1090.3 1101.1 1085.7 1099.0 +10.6 10,577 72,709 -140
Jan17 160726 1093.1 1102.3 1092.3 1101.0 +10.5 192 3,845 +134
Apr17 160726 1103.5 1103.9 1103.1 1103.1 +11.0 5 81 -2
Total Volume and Open Interest 10,810 76,754 -11
Palladium(NYMEX)
Sep16 160726 687.90 695.95 682.60 692.80 +4.05 4,020 23,981 +230
Dec16 160726 686.00 695.95 683.95 693.80 +4.05 62 1,218 +23
Mar17 160726 694.70 694.70 694.70 694.70 +4.05 0 40 +0
Total Volume and Open Interest 4,082 25,239 +253
Copper(CMX)
Jul16 160726 221.20 222.95 221.20 222.50 +0.90 317 545 -114
Sep16 160726 222.60 223.15 219.90 222.55 +0.85 64,948 103,177 -2,877
Dec16 160726 223.40 224.10 220.90 223.55 +0.95 4,843 43,606 +810
Mar17 160726 223.50 224.85 222.00 224.40 +1.00 1,642 19,459 +305
May17 160726 223.35 225.00 223.35 224.90 +1.10 143 4,153 +0
Total Volume and Open Interest 72,622 179,864 -1,689
E-mini DJIA Index(CBOT)
Sep16 160726 18428 18447 18311 18398 -22 94,200 129,706 +3,334
Dec16 160726 18298 18354 18223 18306 -16 44 430 -1
Mar17 160726 18228 18228 18191 18228 -16 0 64 +0
Jun17 160726 18187 18187 18180 18187 -16      
Total Volume and Open Interest 94,244 130,200 +3,333
S & P 500(CME)
Sep16 160726 2162.70 2167.50 2154.00 2163.30 +1.10 3,381 93,657 -493
Dec16 160726 2155.60 2159.30 2149.50 2155.60 +1.10 0 1,287 +0
Mar17 160726 2149.00 2152.70 2142.90 2149.00 +1.10 0 60 +0
Jun17 160726 2142.60 2146.30 2136.50 2142.60 +1.10 0 60 +0
Total Volume and Open Interest 3,381 95,064 -493
S & P 500 E-Mini(Globex)
Sep16 160726 2162.75 2168.00 2153.75 2163.25 +1.00 1,133,059 2,948,052 +23,888
Dec16 160726 2155.00 2160.00 2146.25 2155.50 +1.00 1,512 19,312 +355
Mar17 160726 2147.00 2152.75 2140.00 2149.00 +1.00 40 737 +16
Jun17 160726 2142.50 2142.50 2138.50 2142.50 +1.00 0 321 +0
Total Volume and Open Interest 1,134,611 2,968,422 +24,259
NASDAQ 100 E-Mini(Globex)
Sep16 160726 4658.50 4688.30 4641.00 4663.80 +10.00 152,974 266,491 +8,401
Dec16 160726 4649.30 4680.80 4634.00 4655.80 +10.80 36 349 +0
Mar17 160726 4649.80 4663.80 4649.80 4649.80 +10.80 0 48 +0
Total Volume and Open Interest 153,010 266,892 +8,401
S&P Midcap 400(CME) e-Mini
Sep16 160726 1542.60 1553.60 1541.10 1552.50 +8.20 11,231 81,625 +438
Dec16 160726 1547.10 1547.10 1547.10 1547.10 +8.20 0 10 +0
Mar17 160726 1547.60 1547.60 1547.60 1547.60 +8.20      
Total Volume and Open Interest 11,231 81,635 +438
Volatility Index(CBOE)
Jul16 160720 12.25 12.40 11.75 11.80 -0.43 82,582 88,919 -9,091
Aug16 160726 15.35 15.65 15.10 15.18 -0.15 68,205 281,930 -2,573
Sep16 160726 17.58 17.80 17.30 17.48 -0.10 42,367 76,001 +12,294
Oct16 160726 18.82 19.10 18.65 18.78 -0.05 17,203 39,146 +4,943
Total Volume and Open Interest 145,657 475,081 +20,024
Russell 2000(ICE)
Sep16 160726 1207.50 1216.60 1204.50 1214.00 +6.90 51,114 323,890 +638
Dec16 160726 1204.50 1209.50 1201.10 1209.50 +7.10 2 1,006 -1
Total Volume and Open Interest 51,116 325,311 +637
Nikkei 225(CME)
Sep16 160726 16620 16640 16290 16455 -160 9,908 36,270 -416
Dec16 160726 16480 16485 16260 16385 -160 0 176 +5
Total Volume and Open Interest 9,908 36,446 -411
Nikkei 225(SGX)
Sep16 160726 16645 16670 16295 16320 -295 86,443 208,521 -2,072
Dec16 160726 16335 16335 16190 16205 -295 45 6,017 +10
Mar17 160726 16170 16170 16170 16170 -300      
Total Volume and Open Interest 86,521 222,142 +1,809
Nikkei 225(CME) Yen
Sep16 160726 16570 16585 16235 16385 -175 36,342 78,902 -1,486
Dec16 160726 16255 16255 16115 16255 -175 0 40 +0
Mar17 160726 16205 16205 16205 16205 -175      
Total Volume and Open Interest 36,342 78,942 -1,486
Nikkei 225(CME) e-Mini Yen
Sep16 160726 16380 16440 16250 16390 -170 0 13 +0
Dec16 160726 16260 16260 16260 16260 -170      
Mar17 160726 16210 16210 16210 16210 -170      
Total Volume and Open Interest 0 13 +0
CAC 40(EURONEXT)
Aug16 160726 4393.5 4406.0 4352.0 4394.5 +8.0 64,347 253,962 +2,724
Sep16 160726 4391.0 4404.5 4353.0 4393.0 +8.0 472 9,611 -148
Oct16 160726 4382.5 4382.5 4382.5 4382.5 +8.0 0 10 +0
Total Volume and Open Interest 64,819 263,628 +2,576
Hang Seng Index(HKFE)
Jul16 160726 22049 22321 21868 22108 +58 89,105 105,500 -925
Aug16 160726 22002 22296 21836 22095 +75 5,983 13,502 +3,654
Sep16 160726 21906 22222 21765 22027 +78 140 5,861 -27
Total Volume and Open Interest 95,234 129,195 +2,704
DAX(EUREX)
Sep16 160726 10210.5 10271.0 10138.5 10246.5 +69.0 71,486 138,292 -5,095
Dec16 160726 10171.0 10249.0 10140.0 10232.5 +69.0 50 5,058 -29
Mar17 160726 10225.5 10225.5 10225.5 10225.5 +69.0 1 179 -1
Total Volume and Open Interest 71,537 143,529 -5,125
Mini-DAX(EUREX)
Sep16 160726 10205.0 10270.0 10138.0 10246.5 +69.0 19,970 10,366 -582
Dec16 160726 10197.0 10244.0 10137.0 10232.5 +69.0 48 160 +2
Mar17 160726 10212.0 10225.5 10212.0 10225.5 +69.0 0 8 +0
Total Volume and Open Interest 20,018 10,534 -580
FT-SE 100(EURONEXT)
Sep16 160726 6662.00 6692.00 6647.00 6678.50 +24.50 86,526 655,032 +6,223
Dec16 160726 6635.00 6637.50 6635.00 6637.50 +24.00 31 199 +25
Mar17 160726 6581.00 6581.00 6581.00 6581.00 +24.50      
Total Volume and Open Interest 86,557 655,231 +6,248
SPI 200(SFE)
Sep16 160726 5478.0 5503.0 5453.0 5491.0 +8.0 22,027 277,067 -160
Dec16 160726 5478.0 5478.0 5478.0 5478.0 +8.0 570 2,626 +286
Mar17 160726 5429.0 5429.0 5429.0 5429.0 +8.0 0 1,436 +0
Total Volume and Open Interest 22,624 286,958 -633
FTSE MIB(ISE)
Sep16 160726 16695.00 16755.00 16360.00 16702.00 +31.00 27,208 42,235 -790
Dec16 160726 16530.00 16600.00 16295.00 16575.00 +29.00 11 201 +2
Mar17 160726 16582.00 16582.00 16582.00 16582.00 +29.00      
Total Volume and Open Interest 27,219 42,436 -788
KOSPI 200(KFE)
Sep16 160726 251.05 253.30 250.35 253.30 +2.45 89,411 123,704 +1,561
Dec16 160726 251.70 254.10 251.20 254.10 +2.35 369 8,753 +111
Mar17 160726 249.40 251.40 249.40 251.20 +2.10 1 885 +1
Total Volume and Open Interest 89,782 136,293 +1,673
GSCI(CME)
Aug16 160726 344.60 345.15 342.15 344.60 -1.05 460 12,241 -342
Sep16 160726 347.65 347.65 347.65 347.65 -1.05 100 100 +100
Oct16 160726 351.25 351.25 351.25 351.25 -1.05      
Total Volume and Open Interest 560 12,341 -242
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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