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 Wed July 27, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug16 160727 994.00 1015.50 991.25 1010.50 +17.00 40,930 46,179 -10,879
Sep16 160727 985.50 1007.00 983.75 999.75 +14.75 23,465 51,934 +949
Nov16 160727 974.75 995.00 971.50 986.00 +12.25 149,451 385,094 -5,346
Jan17 160727 975.00 995.25 972.50 986.25 +11.75 23,560 59,449 +2,235
Mar17 160727 964.75 985.75 963.75 975.00 +11.75 33,579 66,593 -4,674
May17 160727 959.00 981.50 959.00 970.25 +11.25 15,655 30,882 +424
Jul17 160727 964.50 982.50 963.25 971.00 +10.75 12,818 37,293 +792
Aug17 160727 964.00 973.50 963.00 963.00 +10.50 22 383 +6
Sep17 160727 946.75 946.75 946.75 946.75 +10.50 28 318 +11
Nov17 160727 927.50 937.75 926.00 928.25 +4.50 6,499 31,234 +1,493
Jan18 160727 930.25 930.25 930.25 930.25 +4.50 7 444 +2
Mar18 160727 928.25 928.25 928.25 928.25 +3.50 5 67 +3
May18 160727 930.00 930.00 930.00 930.00 +3.50 0 53 +0
Jul18 160727 934.25 934.25 934.25 934.25 +3.50 0 116 +0
Total Volume and Open Interest 306,023 710,282 -14,983
Soybean Meal(CBOT)
Aug16 160727 341.40 349.30 339.00 344.80 +3.40 18,092 23,769 -4,142
Sep16 160727 341.10 349.50 338.90 345.80 +4.60 10,820 53,432 +426
Oct16 160727 339.10 347.60 337.10 344.40 +5.30 5,560 28,941 -27
Dec16 160727 338.60 347.00 336.50 343.20 +4.90 51,252 155,780 -398
Jan17 160727 333.80 343.10 333.00 339.10 +4.70 7,169 25,586 -177
Mar17 160727 325.30 334.30 324.40 330.40 +4.70 10,418 31,617 +26
May17 160727 321.40 329.20 320.00 325.30 +4.20 3,951 19,482 +7
Jul17 160727 322.20 329.20 320.70 325.30 +3.80 5,398 16,864 +1,974
Aug17 160727 319.50 326.20 319.50 323.50 +3.60 402 2,079 +35
Sep17 160727 317.30 323.80 317.10 321.60 +3.60 202 1,406 +18
Total Volume and Open Interest 114,312 367,720 -1,970
Soybean Oil(CBOT)
Aug16 160727 29.58 29.88 29.40 29.53 -0.03 37,467 25,545 -5,764
Sep16 160727 29.69 30.00 29.52 29.66 -0.02 24,546 46,862 +2,679
Oct16 160727 29.86 30.11 29.64 29.77 -0.03 7,647 23,269 +1,020
Dec16 160727 30.09 30.40 29.88 30.02 -0.06 62,114 182,864 -1,827
Jan17 160727 30.35 30.60 30.14 30.26 -0.06 6,109 28,777 +1,556
Mar17 160727 30.54 30.80 30.31 30.45 -0.04 5,580 21,636 +564
May17 160727 30.79 30.98 30.52 30.66 -0.04 1,815 16,722 +53
Jul17 160727 31.09 31.18 30.75 30.91 -0.01 1,855 9,736 +337
Aug17 160727 30.89 31.06 30.89 31.00 -0.01 304 3,299 +134
Sep17 160727 30.96 31.10 30.96 31.03 -0.02 203 2,665 +127
Total Volume and Open Interest 148,873 367,660 -965
Canola(WCE)
Nov16 160727 447.2 456.9 447.2 453.9 +6.8 18,821 120,613 +179
Jan17 160727 455.0 464.5 455.0 461.2 +6.6 2,739 20,548 +639
Mar17 160727 464.0 469.3 464.0 467.3 +6.3 564 5,197 -85
May17 160727 467.7 473.1 467.7 471.5 +6.5 347 3,958 +76
Jul17 160727 471.0 478.9 471.0 475.4 +6.6 188 6,023 +104
Total Volume and Open Interest 22,694 160,285 +919
Corn(CBOT)
Sep16 160727 332.50 338.00 331.75 335.75 +3.25 92,724 476,446 -14,060
Dec16 160727 339.50 345.25 338.75 343.00 +3.50 135,013 536,011 +3,662
Mar17 160727 349.00 354.25 348.25 351.75 +2.75 21,864 124,911 +2,971
May17 160727 354.00 359.25 354.00 357.00 +2.50 10,354 32,708 +1,617
Jul17 160727 359.00 364.00 359.00 362.00 +2.50 13,729 63,742 -1,433
Sep17 160727 363.75 367.25 362.50 365.50 +2.00 1,655 14,206 +139
Dec17 160727 369.75 373.25 367.50 370.25 +0.50 4,235 43,881 +1,859
Mar18 160727 379.75 379.75 379.75 379.75 +0.75 149 1,919 +22
May18 160727 384.75 384.75 384.75 384.75 +0.50 78 608 +6
Jul18 160727 391.00 391.00 388.75 388.75 unch 96 838 +39
Total Volume and Open Interest 279,908 1,297,173 -5,179
Wheat(CBOT)
Sep16 160727 416.75 421.00 414.00 414.75 -0.25 89,270 255,627 +2,148
Dec16 160727 443.75 446.75 440.50 441.50 -0.50 53,175 127,200 +3,415
Mar17 160727 469.50 472.75 466.50 467.25 -2.00 19,139 46,444 +2,951
May17 160727 482.00 485.50 479.75 480.75 -1.50 3,064 10,762 +444
Jul17 160727 489.75 492.75 487.50 487.75 -1.50 2,875 23,679 +783
Sep17 160727 501.50 504.75 500.00 500.00 -1.50 176 2,626 +32
Total Volume and Open Interest 167,816 471,334 +9,817
Wheat(KCBT)
Sep16 160727 412.25 416.75 410.75 412.50 +0.50 29,388 137,833 -1,160
Dec16 160727 440.00 442.75 437.00 438.50 unch 14,737 53,703 -745
Mar17 160727 456.00 459.75 454.50 455.50 unch 5,128 26,866 +1,476
May17 160727 468.00 470.25 465.25 466.25 -0.25 596 8,276 +141
Jul17 160727 477.00 481.75 475.00 476.25 unch 1,470 15,338 +496
Sep17 160727 492.00 495.50 491.75 491.75 unch 58 1,567 -5
Dec17 160727 516.50 516.50 510.50 511.00 unch 14 655 -2
Total Volume and Open Interest 51,411 244,431 +201
Wheat(MGE)
Sep16 160727 486.50 495.25 486.50 488.25 +1.75 3,036 24,654 -65
Dec16 160727 503.25 510.75 503.00 503.75 +1.25 1,574 15,518 +203
Mar17 160727 519.50 525.50 518.00 519.00 +0.50 774 10,007 -167
May17 160727 534.50 534.50 527.75 528.75 unch 183 4,453 -37
Jul17 160727 545.00 545.00 537.50 538.75 +0.25 203 2,613 +93
Sep17 160727 550.25 550.25 548.00 548.00 unch 73 1,738 -30
Total Volume and Open Interest 5,883 59,700 +19
Oats(CBOT)
Sep16 160727 198.75 201.25 197.00 197.00 -3.25 139 3,199 -57
Dec16 160727 197.50 199.00 196.25 196.75 -2.00 355 5,891 +93
Mar17 160727 202.25 203.00 201.00 201.50 -2.25 26 853 +18
May17 160727 204.50 204.50 204.50 204.50 -3.75      
Total Volume and Open Interest 520 9,943 +54
Rough Rice(CBOT)
Sep16 160727 10.06 10.16 9.80 9.82 -0.20 279 7,657 -46
Nov16 160727 10.33 10.44 10.07 10.10 -0.19 99 1,822 +46
Jan17 160727 10.46 10.46 10.34 10.35 -0.19 0 104 +0
Mar17 160727 10.55 10.55 10.55 10.55 -0.20 0 45 +0
Total Volume and Open Interest 378 9,630 +0
Live Cattle(CME)
Aug16 160727 113.430 114.385 113.250 113.950 +0.065 12,378 45,050 -2,640
Oct16 160727 112.100 113.150 111.800 113.050 +0.470 19,007 113,236 +642
Dec16 160727 112.900 113.950 112.680 113.900 +0.550 12,211 50,984 -260
Feb17 160727 112.700 113.400 112.450 113.285 +0.105 7,620 22,338 +2,539
Apr17 160727 111.200 111.900 111.150 111.700 -0.030 3,162 12,374 +1,454
Jun17 160727 104.635 105.385 104.580 105.230 +0.095 986 4,826 +228
Total Volume and Open Interest 55,790 251,102 +2,123
Feeder Cattle(CME)
Aug16 160727 141.650 142.850 141.250 142.285 -0.165 3,903 16,841 -1,012
Sep16 160727 140.380 141.580 139.950 141.130 +0.095 2,519 11,054 +124
Oct16 160727 139.685 140.685 139.080 140.250 +0.015 2,005 7,771 +259
Nov16 160727 137.035 138.000 136.485 137.350 -0.335 718 3,915 +83
Jan17 160727 134.250 134.500 133.235 133.600 -0.835 604 3,052 +27
Mar17 160727 133.325 133.985 132.750 133.035 -0.790 299 818 +64
Apr17 160727 134.000 134.500 133.650 133.650 -1.200 178 207 +84
Total Volume and Open Interest 10,287 43,747 -326
Lean Hogs(CME)
Aug16 160727 74.450 74.580 71.600 71.680 -2.920 5,632 32,211 -1,093
Oct16 160727 63.380 63.485 60.650 61.050 -2.580 14,524 102,709 +929
Dec16 160727 58.250 58.450 56.050 56.450 -2.050 4,103 46,292 +411
Feb17 160727 62.750 62.900 60.650 61.000 -2.100 1,663 22,640 +272
Apr17 160727 67.080 67.580 65.535 65.580 -1.895 527 17,205 +172
May17 160727 72.250 72.385 71.350 71.350 -1.200 2 220 +2
Jun17 160727 75.850 76.300 74.635 74.785 -1.465 56 1,929 +24
Jul17 160727 75.230 75.400 73.830 73.980 -1.320 30 383 +5
Total Volume and Open Interest 26,563 223,764 +732
Class III Milk(CME)
Jul16 160727 15.28 15.30 15.25 15.27 unch 241 5,311 -44
Aug16 160727 16.84 17.04 16.81 16.94 +0.08 295 4,968 +42
Sep16 160727 16.72 16.84 16.70 16.78 +0.04 322 4,262 +59
Oct16 160727 16.57 16.69 16.57 16.65 +0.08 206 3,531 +2
Nov16 160727 16.29 16.48 16.29 16.40 +0.05 148 3,242 +1
Dec16 160727 16.01 16.10 16.00 16.05 +0.03 106 2,865 -46
Jan17 160727 15.95 15.98 15.93 15.98 +0.02 19 1,183 +6
Feb17 160727 15.98 16.03 15.98 16.00 -0.09 18 1,043 +6
Mar17 160727 16.07 16.08 16.07 16.07 -0.08 24 1,003 +19
Apr17 160727 16.22 16.22 16.22 16.22 +0.03 35 909 -2
May17 160727 16.27 16.32 16.27 16.32 +0.06 28 776 +18
Jun17 160727 16.38 16.39 16.38 16.38 +0.03 14 687 +13
Jul17 160727 16.55 16.55 16.55 16.55 unch 2 261 +1
Total Volume and Open Interest 1,465 31,156 +81
Cocoa(ICE)
Sep16 160727 2840 2879 2840 2857 +6 21,766 81,863 +614
Dec16 160727 2852 2887 2851 2866 +6 14,175 66,224 -1,350
Mar17 160727 2836 2872 2836 2852 +6 4,193 47,322 +677
May17 160727 2828 2861 2826 2842 +6 793 8,885 -36
Jul17 160727 2838 2848 2836 2836 +6 698 2,997 +228
Sep17 160727 2830 2841 2830 2831 +8 266 3,924 +17
Dec17 160727 2830 2833 2824 2824 +7 41 804 -34
Total Volume and Open Interest 41,932 215,891 +116
Coffee "C"(ICE)
Sep16 160727 142.20 142.70 139.60 141.20 -0.40 16,213 88,133 -1,570
Dec16 160727 145.50 145.75 142.80 144.35 -0.40 5,954 53,138 +1,547
Mar17 160727 148.30 148.55 145.70 147.30 -0.35 2,020 19,786 +275
May17 160727 150.00 150.00 147.45 149.00 -0.35 1,956 11,020 +954
Jul17 160727 151.00 151.00 149.50 150.35 -0.30 184 3,469 -19
Sep17 160727 152.30 152.30 150.70 151.60 -0.35 132 3,107 +19
Total Volume and Open Interest 26,474 184,661 +1,209
Orange Juice(ICE)
Sep16 160727 192.50 195.40 188.55 189.80 -3.45 1,083 14,986 +321
Nov16 160727 193.85 194.50 189.05 189.80 -2.75 236 2,810 +106
Jan17 160727 189.00 189.00 187.50 187.50 -1.70 68 913 +43
Mar17 160727 184.90 185.60 183.40 183.40 +0.05 42 221 +36
May17 160727 179.50 179.70 179.10 179.70 +1.50 0 10 +0
Jul17 160727 178.10 178.10 178.10 178.10 +1.50      
Total Volume and Open Interest 1,429 18,942 +506
Sugar #11(ICE)
Oct16 160727 19.46 19.54 18.99 19.10 -0.42 47,840 441,364 +4,866
Mar17 160727 19.72 19.78 19.28 19.39 -0.37 16,199 228,564 +573
May17 160727 18.96 19.05 18.64 18.76 -0.27 5,979 61,111 +393
Jul17 160727 18.48 18.51 18.16 18.28 -0.20 2,303 49,181 +82
Oct17 160727 18.13 18.20 17.89 18.03 -0.15 871 29,659 +22
Mar18 160727 18.00 18.08 17.80 17.94 -0.11 264 14,030 +53
May18 160727 17.55 17.60 17.41 17.57 -0.02 12 4,480 +3
Jul18 160727 17.20 17.34 17.18 17.33 +0.03 1 4,743 +1
Total Volume and Open Interest 73,471 839,125 +5,994
London Cocoa(LCE)
Sep16 160727 2334 2362 2334 2352 +10 8,802 104,888 -1,205
Dec16 160727 2285 2306 2278 2298 +15 10,060 69,462 -2,389
Mar17 160727 2246 2259 2231 2250 +17 7,651 56,691 +900
May17 160727 2223 2245 2218 2238 +18 4,060 20,364 -893
Jul17 160727 2216 2240 2213 2233 +18 451 3,593 +188
Sep17 160727 2210 2232 2210 2227 +18 131 3,200 +79
Dec17 160727 2212 2219 2206 2214 +17 7 503 +3
Total Volume and Open Interest 31,162 258,701 -3,317
London Sugar(LCE)
Oct16 160727 529.20 530.30 521.00 522.00 -6.50 5,059 47,326 +359
Dec16 160727 530.60 531.30 523.40 524.20 -6.50 2,275 17,582 +202
Mar17 160727 531.00 531.80 523.20 524.60 -6.20 907 16,647 -22
May17 160727 521.00 521.50 514.00 515.10 -5.40 228 7,722 +110
Aug17 160727 509.90 510.00 504.00 504.90 -3.90 157 3,754 +31
Total Volume and Open Interest 8,908 96,307 +863
Cotton(ICE)
Oct16 160727 74.53 75.00 73.32 73.83 +0.20 17 154 -2
Dec16 160727 73.96 74.78 73.22 73.55 -0.40 15,291 178,265 +61
Mar17 160727 74.28 74.82 73.51 73.80 -0.57 3,087 36,746 +997
May17 160727 74.03 74.48 73.48 73.56 -0.56 108 5,632 +12
Jul17 160727 73.95 73.99 73.21 73.21 -0.54 120 4,294 +54
Oct17 160727 72.64 72.64 72.64 72.64 -0.52      
Total Volume and Open Interest 18,812 233,403 +1,103
Lumber(CME)
Sep16 160727 329.0 332.7 326.8 328.3 -1.9 272 4,605 +47
Nov16 160727 338.6 338.6 336.5 336.8 -0.2 42 427 +18
Jan17 160727 342.2 342.2 340.7 342.2 -0.1 2 62 +2
Mar17 160727 343.2 343.2 343.2 343.2 -0.1 0 24 +0
Total Volume and Open Interest 319 5,144 +64
Crude Oil(NYM)
Sep16 160727 42.66 43.20 41.68 41.92 -1.00 389,837 534,151 +4,933
Oct16 160727 43.41 43.92 42.39 42.61 -1.07 71,819 150,340 +3,681
Nov16 160727 44.17 44.65 43.12 43.32 -1.10 35,356 113,182 -4,533
Dec16 160727 44.83 45.36 43.82 44.02 -1.13 56,441 249,607 -3,268
Jan17 160727 45.71 45.97 44.43 44.65 -1.16 15,715 77,351 +3,057
Feb17 160727 46.08 46.39 45.00 45.18 -1.17 7,566 37,004 +1,176
Mar17 160727 46.55 46.91 45.46 45.64 -1.17 6,778 69,000 +1,043
Apr17 160727 46.78 47.11 45.90 46.04 -1.17 1,505 21,692 +354
May17 160727 47.40 47.62 46.27 46.40 -1.17 918 20,019 -70
Jun17 160727 47.63 47.93 46.46 46.73 -1.17 9,398 80,363 +912
Jul17 160727 47.83 48.22 46.79 47.03 -1.16 591 16,495 +5
Aug17 160727 48.30 48.49 47.19 47.31 -1.15 397 15,293 -100
Sep17 160727 47.59 47.59 47.59 47.59 -1.15 735 32,454 +146
Oct17 160727 48.00 48.00 47.85 47.87 -1.15 275 11,288 -14
Nov17 160727 48.17 48.17 48.17 48.17 -1.15 158 12,066 -5
Dec17 160727 49.33 49.64 48.16 48.47 -1.15 15,703 139,709 -236
Total Volume and Open Interest 618,814 1,697,771 +7,481
e-miNY Crude Oil(NYM)
Sep16 160727 42.675 43.200 41.675 41.925 -1.000 5,967 2,622 +278
Oct16 160727 43.450 43.900 42.400 42.600 -1.075 328 574 +206
Nov16 160727 44.325 44.450 43.200 43.325 -1.100 31 55 +8
Dec16 160727 45.000 45.150 43.900 44.025 -1.125 117 326 -5
Jan17 160727 45.225 45.775 44.650 44.650 -1.150 1 22 +1
Feb17 160727 45.175 45.175 45.175 45.175 -1.175 0 12 +0
Mar17 160727 45.650 45.650 45.650 45.650 -1.150 0 12 +0
Apr17 160727 46.050 46.050 46.050 46.050 -1.150 0 2 +0
May17 160727 46.400 46.400 46.400 46.400 -1.175      
Jun17 160727 46.725 46.725 46.725 46.725 -1.175 1 16 +1
Total Volume and Open Interest 6,466 3,795 +480
NY Harbor ULSD(NYM)
Aug16 160727 131.49 133.04 129.15 129.50 -3.10 33,989 27,100 -4,211
Sep16 160727 134.24 135.64 131.87 132.29 -3.00 48,183 89,617 +3,064
Oct16 160727 136.54 138.04 134.35 134.76 -2.98 16,721 49,098 +831
Nov16 160727 138.66 140.15 136.46 136.87 -3.00 9,199 32,885 +554
Dec16 160727 140.84 142.03 138.31 138.72 -3.09 11,877 52,161 -7
Jan17 160727 142.99 143.91 140.37 140.62 -3.15 2,743 25,342 +439
Feb17 160727 143.87 145.13 141.56 141.92 -3.14 888 13,640 +117
Mar17 160727 144.87 145.65 142.30 142.49 -3.10 1,122 14,548 +429
Apr17 160727 144.57 145.40 142.41 142.41 -3.08 235 7,600 +10
May17 160727 145.11 145.54 142.81 142.81 -3.06 164 3,836 +42
Jun17 160727 145.67 146.41 143.20 143.53 -3.04 766 20,688 -141
Jul17 160727 147.36 147.36 144.45 144.50 -3.03 379 2,738 +120
Aug17 160727 145.59 145.59 145.59 145.59 -3.03 193 1,606 +31
Sep17 160727 146.87 146.87 146.87 146.87 -3.03 278 1,767 +103
Total Volume and Open Interest 129,771 370,992 +1,594
RBOB Gasoline(NYM)
Aug16 160727 134.07 136.00 130.35 132.14 -2.38 31,031 28,755 -5,917
Sep16 160727 133.94 135.79 129.95 131.72 -2.64 45,412 127,021 +2,104
Oct16 160727 125.89 127.21 121.96 123.34 -2.92 20,790 62,004 +1,410
Nov16 160727 124.69 126.33 121.39 122.66 -2.90 9,936 41,952 +268
Dec16 160727 125.06 126.00 121.17 122.36 -2.87 10,799 48,307 +100
Jan17 160727 125.38 126.75 122.23 123.18 -2.85 5,387 16,551 +279
Feb17 160727 127.63 128.19 123.89 124.75 -2.80 2,598 5,461 +315
Mar17 160727 129.54 130.56 126.36 127.16 -2.68 1,704 14,408 +270
Apr17 160727 148.74 149.52 145.84 146.43 -2.50 455 13,946 +44
May17 160727 149.10 149.10 146.93 147.46 -2.49 310 4,904 +10
Total Volume and Open Interest 130,481 400,984 -948
e-miNY RBOB Gasoline(NYM)
Aug16 160727 132.14 132.14 132.14 132.14 -2.38 0 1 +0
Sep16 160727 134.40 134.40 131.72 131.72 -2.64      
Oct16 160727 123.34 123.34 123.34 123.34 -2.92      
Nov16 160727 122.66 122.66 122.66 122.66 -2.90      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Aug16 160727 2.691 2.750 2.654 2.672 -0.040 46,357 18,872 -6,475
Sep16 160727 2.661 2.720 2.645 2.660 -0.017 108,516 265,612 -8,173
Oct16 160727 2.696 2.763 2.692 2.709 -0.013 47,449 114,434 +3,280
Nov16 160727 2.889 2.941 2.880 2.897 -0.012 27,500 85,062 -661
Dec16 160727 3.160 3.199 3.148 3.164 -0.011 14,134 56,030 -612
Jan17 160727 3.283 3.324 3.276 3.288 -0.013 16,759 113,910 +1,370
Feb17 160727 3.271 3.309 3.265 3.275 -0.015 3,825 30,652 +14
Mar17 160727 3.226 3.261 3.217 3.228 -0.016 5,767 62,610 +146
Apr17 160727 2.990 3.019 2.984 2.992 -0.014 6,262 55,022 -8
May17 160727 2.975 2.995 2.965 2.972 -0.012 2,735 21,391 -218
Jun17 160727 2.998 3.029 2.971 3.008 -0.010 1,040 21,001 +36
Jul17 160727 3.039 3.060 3.031 3.040 -0.010 1,123 13,409 +331
Aug17 160727 3.046 3.071 3.041 3.051 -0.009 824 15,019 +40
Sep17 160727 3.000 3.049 3.000 3.031 -0.009 686 9,448 +51
Oct17 160727 3.055 3.071 3.041 3.051 -0.009 1,024 21,636 +220
Nov17 160727 3.098 3.127 3.098 3.109 -0.008 880 9,498 -152
Total Volume and Open Interest 286,402 973,121 -10,678
Brent Crude Oil(ICE)
Sep16 160727 44.55 44.91 43.27 43.47 -1.40 188,805 163,966 -27,745
Oct16 160727 44.90 45.33 43.72 43.91 -1.32 143,156 376,926 -4,424
Nov16 160727 45.24 45.71 44.14 44.33 -1.26 55,704 280,510 +7,544
Dec16 160727 45.76 46.25 44.73 44.91 -1.21 75,875 375,278 -2,676
Jan17 160727 46.30 46.71 45.23 45.40 -1.20 15,766 101,021 -566
Feb17 160727 46.78 47.14 45.69 45.87 -1.20 9,754 78,933 +934
Mar17 160727 47.22 47.59 46.13 46.32 -1.20 12,966 79,036 +3,359
Apr17 160727 47.80 47.98 46.57 46.74 -1.19 2,105 29,235 +29
May17 160727 48.19 48.36 46.97 47.13 -1.18 2,319 40,762 +124
Jun17 160727 48.44 48.71 47.31 47.49 -1.16 12,863 111,020 +1,049
Jul17 160727 48.93 48.93 47.85 47.85 -1.16 370 19,752 -7
Aug17 160727 48.59 48.71 48.20 48.20 -1.16 368 18,085 -2
Sep17 160727 48.51 48.51 48.51 48.51 -1.16 1,204 40,370 +15
Oct17 160727 48.81 48.81 48.81 48.81 -1.16 345 14,995 +101
Total Volume and Open Interest 575,030 2,215,366 -17,082
Gas Oil(ICE)
Aug16 160727 384.50 388.00 376.75 382.25 -4.00 52,696 94,469 -5,828
Sep16 160727 390.75 394.25 382.50 388.25 -4.50 65,266 120,387 -3,296
Oct16 160727 397.50 401.00 389.75 395.25 -4.50 32,514 81,949 +1,476
Nov16 160727 402.00 405.50 394.25 399.50 -4.75 16,041 49,259 +717
Dec16 160727 406.25 409.75 398.50 403.50 -5.00 32,914 113,609 +2,026
Jan17 160727 411.25 414.50 403.50 408.50 -5.00 5,791 38,054 +225
Feb17 160727 417.75 419.00 408.25 413.00 -5.00 2,376 20,769 +267
Mar17 160727 421.50 422.25 412.50 417.00 -4.75 2,398 24,266 +370
Apr17 160727 423.00 425.25 416.25 420.00 -4.75 777 11,641 +12
May17 160727 425.50 428.00 419.50 423.00 -4.75 1,686 13,298 +447
Total Volume and Open Interest 232,910 752,495 +598
Ethanol(CBOT)
Aug16 160727 1.464 1.464 1.440 1.445 -0.013 303 257 -179
Sep16 160727 1.456 1.470 1.433 1.437 -0.017 387 1,668 -49
Oct16 160727 1.438 1.438 1.418 1.418 -0.018 246 546 +13
Nov16 160727 1.396 1.396 1.396 1.396 -0.018 54 440 +38
Dec16 160727 1.372 1.372 1.372 1.372 -0.018 0 1,120 +0
Jan17 160727 1.356 1.356 1.356 1.356 -0.018 0 193 +0
Feb17 160727 1.360 1.360 1.360 1.360 -0.013 0 158 +0
Mar17 160727 1.360 1.360 1.360 1.360 -0.013      
Total Volume and Open Interest 990 4,384 -177
WTI Crude Oil(ICE)
Sep16 160727 42.69 43.20 41.68 41.92 -1.00 36,409 76,311 -5,189
Oct16 160727 43.68 43.90 42.41 42.61 -1.07 29,101 61,978 +6,999
Nov16 160727 44.36 44.63 43.14 43.32 -1.10 15,400 28,138 -2,060
Dec16 160727 45.08 45.31 43.84 44.02 -1.13 18,236 101,928 +5,516
Jan17 160727 45.60 45.93 44.47 44.65 -1.16 1,868 18,629 +30
Feb17 160727 46.28 46.28 45.01 45.18 -1.17 1,170 20,184 +160
Mar17 160727 46.69 46.87 45.45 45.64 -1.17 1,102 22,250 +271
Apr17 160727 46.76 46.78 45.89 46.04 -1.17 119 3,718 +14
May17 160727 46.58 46.61 46.25 46.40 -1.17 67 2,804 +4
Jun17 160727 47.74 47.81 46.58 46.73 -1.17 1,506 31,956 +179
Jul17 160727 47.03 47.03 47.03 47.03 -1.16 76 3,242 -17
Aug17 160727 47.31 47.31 47.31 47.31 -1.15 75 903 +3
Sep17 160727 47.59 47.59 47.59 47.59 -1.15 98 10,134 -50
Oct17 160727 47.87 47.87 47.87 47.87 -1.15 7 1,028 +0
Nov17 160727 48.17 48.17 48.17 48.17 -1.15 0 1,001 +0
Dec17 160727 49.50 49.50 48.26 48.47 -1.15 3,162 60,058 +1,116
Total Volume and Open Interest 109,660 486,743 +7,572
US Dollar Index(ICE)
Sep16 160727 97.170 97.540 96.710 97.043 -0.125 11,319 57,856 +1,380
Dec16 160727 97.075 97.420 96.725 97.012 -0.130 200 3,966 +41
Mar17 160727 97.255 97.255 97.010 97.022 -0.135 27 1,607 +20
Total Volume and Open Interest 11,546 63,445 +1,441
Australian Dollar(CME)
Sep16 160727 74.95 75.68 74.07 74.69 -0.23 47,424 93,182 -3,192
Dec16 160727 74.80 75.29 73.94 74.49 -0.23 459 1,641 +240
Mar17 160727 74.32 74.63 74.24 74.32 -0.23 0 12 +0
Total Volume and Open Interest 47,883 94,836 -2,952
British Pound(CME)
Sep16 160727 131.46 132.47 130.82 131.98 +0.55 57,767 227,337 +829
Dec16 160727 131.88 132.68 131.07 132.22 +0.56 79 2,053 -13
Mar17 160727 132.21 132.77 131.48 132.48 +0.57 75 510 +23
Total Volume and Open Interest 57,971 230,750 +889
Canadian Dollar(CME)
Sep16 160727 75.85 76.32 75.46 75.73 -0.08 48,147 115,701 -325
Dec16 160727 75.99 76.03 75.50 75.75 -0.08 382 3,898 +6
Mar17 160727 75.77 76.03 75.64 75.77 -0.09 23 389 +11
Jun17 160727 75.81 76.06 75.68 75.81 -0.08 1 147 +0
Total Volume and Open Interest 48,561 120,197 -300
Japanese Yen(CME)
Sep16 160727 95.68 95.73 94.05 95.05 -0.73 78,950 156,130 +1,085
Dec16 160727 96.05 96.05 94.45 95.43 -0.74 310 1,528 +84
Mar17 160727 96.20 96.23 95.00 95.86 -0.73 202 246 +201
Total Volume and Open Interest 79,462 158,011 +1,370
Swiss Franc(CME)
Sep16 160727 101.07 101.72 100.34 101.25 +0.20 11,354 48,404 +1,547
Dec16 160727 101.45 102.21 101.35 101.79 +0.19 1 80 -1
Mar17 160727 102.31 102.56 101.98 102.31 +0.20      
Total Volume and Open Interest 11,355 48,504 +1,546
EuroFX(CME)
Sep16 160727 110.08 110.89 109.84 110.43 +0.32 87,057 391,009 +235
Dec16 160727 110.64 111.33 110.34 110.88 +0.31 1,014 5,280 +466
Mar17 160727 111.09 111.71 110.87 111.34 +0.31 415 1,265 +82
Total Volume and Open Interest 88,562 398,237 +799
Mexican Peso(CME)
Aug16 160727 530.88 530.88 530.88 530.88 +0.13      
Sep16 160727 529.38 530.75 525.38 529.00 +0.13 44,547 87,638 +3,306
Total Volume and Open Interest 51,133 116,953 +9,307
Brazilian Real(CME)
Aug16 160727 309.05 309.10 303.20 305.80 +0.95 803 22,539 -41
Sep16 160727 301.80 303.30 300.10 302.65 +0.85 484 3,568 -22
Oct16 160727 300.05 300.05 298.50 300.05 +0.60      
Nov16 160727 297.45 297.45 297.45 297.45 +0.85      
Total Volume and Open Interest 1,287 26,137 -63
30-Year T-Bonds(CBOT)
Sep16 160727 171~250 173~190 170~310 173~070 +1~110 145,806 567,693 -2,325
Dec16 160727 169~290 172~030 169~180 171~240 +1~110 51 192 +5
Mar17 160727 170~200 170~200 170~200 170~200 +1~110      
Total Volume and Open Interest 145,857 567,885 -2,320
10-Year T-Notes(CBOT)
Sep16 160727 132~045 132~215 131~265 132~175 +0~135 732,638 2,774,443 -43,661
Dec16 160727 131~070 131~235 130~290 131~195 +0~135 2,607 7,192 +767
Mar17 160727 130~255 130~255 130~255 130~255 +0~135      
Total Volume and Open Interest 735,245 2,781,635 -42,894
5-Year T-Notes(CBOT)
Sep16 160727 121~142 121~234 121~082 121~220 +0~084 401,978 2,679,017 +17,349
Dec16 160727 121~132 121~232 121~084 121~222 +0~090 877 6,678 +873
Total Volume and Open Interest 402,855 2,685,695 +18,222
2 Year T-Notes(CBOT)
Sep16 160727 109~100 109~120 109~084 109~120 +0~024 170,284 1,041,255 -2,699
Dec16 160727 109~070 109~096 109~066 109~096 +0~024 488 2,398 +346
Mar17 160727 109~092 109~092 109~092 109~092 +0~024      
Total Volume and Open Interest 170,772 1,043,653 -2,353
Eurodollars(CME)
Sep16 160727 99.175 99.190 99.150 99.180 +0.010 183,242 1,149,364 -6,187
Dec16 160727 99.100 99.130 99.075 99.115 +0.015 213,086 1,400,632 -7,431
Mar17 160727 99.060 99.085 99.030 99.075 +0.020 186,011 1,015,620 +5,209
Jun17 160727 99.015 99.050 98.980 99.035 +0.025 135,505 909,448 +3,634
Sep17 160727 98.980 99.010 98.940 99.000 +0.030 137,472 832,069 +3,018
Dec17 160727 98.930 98.965 98.895 98.955 +0.035 231,012 1,270,175 -5,075
Mar18 160727 98.905 98.945 98.870 98.930 +0.035 101,660 603,380 -4,959
Jun18 160727 98.870 98.915 98.835 98.900 +0.040 99,722 465,848 -3,060
Sep18 160727 98.835 98.880 98.800 98.870 +0.045 77,644 426,225 +5,506
Dec18 160727 98.790 98.840 98.750 98.830 +0.050 108,541 552,251 -9,314
Mar19 160727 98.760 98.815 98.720 98.800 +0.050 52,225 357,003 -5,011
Jun19 160727 98.720 98.780 98.680 98.765 +0.050 45,219 283,496 -211
Sep19 160727 98.675 98.745 98.640 98.725 +0.050 32,565 219,598 +2,999
Dec19 160727 98.630 98.700 98.590 98.680 +0.055 47,238 239,984 +11,325
Mar20 160727 98.590 98.660 98.550 98.645 +0.055 22,210 143,720 +774
Jun20 160727 98.540 98.625 98.510 98.600 +0.050 21,995 84,829 -645
Sep20 160727 98.505 98.585 98.465 98.560 +0.050 17,785 86,746 -716
Dec20 160727 98.455 98.535 98.415 98.510 +0.050 13,122 89,302 +1,214
Total Volume and Open Interest 1,793,670 10,465,194 +8,127
Ultra T-Bond(CBOT)
Sep16 160727 187~05 189~23 186~08 189~05 +1~29 60,840 599,859 +3,894
Dec16 160727 188~13 188~13 188~13 188~13 +1~31      
Mar17 160727 187~13 187~13 187~13 187~13 +1~31      
Total Volume and Open Interest 60,840 599,859 +3,894
Ultra 10-Yr T-Note(CBOT)
Sep16 160727 144~260 145~195 144~135 145~140 +0~205 34,795 171,556 +476
Dec16 160727 145~015 145~015 144~075 145~015 +0~205      
Mar17 160727 145~015 145~015 145~015 145~015 +0~205      
Total Volume and Open Interest 34,795 171,556 +476
30 Day Federal Funds(CBOT)
Jul16 160727 99.605 99.607 99.603 99.605 unch 587 168,181 -87
Aug16 160727 99.600 99.610 99.595 99.605 +0.005 746 143,158 -361
Sep16 160727 99.580 99.590 99.575 99.590 +0.005 2,275 55,618 +111
Oct16 160727 99.550 99.560 99.535 99.555 +0.005 13,359 154,293 -1,101
Nov16 160727 99.540 99.555 99.525 99.550 +0.005 5,384 73,764 +1,160
Dec16 160727 99.515 99.530 99.490 99.525 +0.010 3,653 45,227 +711
Total Volume and Open Interest 44,645 844,648 -962
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 160727 99.99 99.99 99.99 99.99 unch      
Dec16 160727 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160727 99.99 99.99 99.99 99.99 unch      
Jun17 160727 99.99 99.99 99.99 99.99 unch      
Sep17 160727 99.99 99.99 99.99 99.99 unch      
Dec17 160727 99.99 99.99 99.99 99.99 unch      
Mar18 160727 100.00 100.00 100.00 100.00 unch      
Jun18 160727 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160727 153.58 154.02 153.54 153.94 +0.36 1,247 18,186 -82
Dec16 160727 153.90 154.08 153.60 154.08 +0.36 0 3 +0
Mar17 160727 154.00 154.00 154.00 154.00 +0.36      
Total Volume and Open Interest 1,247 18,189 -82
Euro-Buxl(EUREX)
Sep16 160727 192.20 195.62 191.32 195.04 +2.86 21,805 128,879 -2,812
Dec16 160727 193.40 193.40 193.40 193.40 +2.86 1 29 +1
Mar17 160727 193.40 193.40 193.40 193.40 +2.86      
Total Volume and Open Interest 21,806 128,908 -2,811
Euro-Bund(EUREX)
Sep16 160727 166.54 167.61 166.36 167.36 +0.87 403,368 1,550,567 -60,248
Dec16 160727 163.67 164.64 163.67 164.64 +0.86 513 19,017 -322
Mar17 160727 166.86 166.86 166.86 166.86 +0.87 2 27 +1
Total Volume and Open Interest 403,883 1,569,611 -60,569
Euro-Bobl(EUREX)
Sep16 160727 133.39 133.66 133.35 133.61 +0.22 310,860 1,246,836 -77,757
Dec16 160727 131.49 131.63 131.49 131.63 +0.23 36 852 +31
Mar17 160727 133.56 133.56 133.56 133.56 +0.17      
Total Volume and Open Interest 310,896 1,247,688 -77,726
Euro-Schatz(EUREX)
Sep16 160727 111.98 112.02 111.97 112.01 +0.03 191,022 1,108,304 +2,127
Dec16 160727 112.01 112.01 112.01 112.01 +0.03 0 185 +0
Mar17 160727 112.01 112.01 112.01 112.01 +0.03      
Total Volume and Open Interest 191,022 1,108,489 +2,127
3-Mth Euribor(EUREX)
Sep16 160727 100.315 100.315 100.315 100.315 unch 100 4,676 -100
Dec16 160727 100.330 100.330 100.330 100.330 unch 100 2,345 +100
Mar17 160727 100.340 100.340 100.340 100.340 +0.005 0 3,729 +0
Total Volume and Open Interest 200 77,665 +0
Long Gilt(LIFFE)
Sep16 160727 129~15 130~18 129~14 130~14 +1~01 134,440 558,438 -6,805
Dec16 160727 129~13 129~13 129~13 129~13 +1~01      
Total Volume and Open Interest 134,440 558,438 -6,805
3-Mth Short Sterling(LIFFE)
Sep16 160727 99.66 99.67 99.66 99.67 +0.00 41,448 484,940 +11,889
Dec16 160727 99.69 99.71 99.69 99.70 unch 36,934 640,746 +3,524
Mar17 160727 99.69 99.72 99.69 99.71 +0.01 21,125 362,441 -1,005
Jun17 160727 99.70 99.72 99.69 99.71 +0.02 38,820 354,309 -1,229
Sep17 160727 99.68 99.72 99.68 99.71 +0.03 37,667 283,912 +2,427
Dec17 160727 99.67 99.71 99.67 99.70 +0.03 39,536 308,736 +5,692
Total Volume and Open Interest 314,989 3,294,887 +24,408
3-Mth Euribor(LIFFE)
Sep16 160727 100.315 100.315 100.310 100.310 -0.005 24,514 349,799 +2,832
Dec16 160727 100.325 100.330 100.325 100.330 unch 24,394 465,566 -1,857
Mar17 160727 100.335 100.340 100.330 100.340 +0.005 45,587 408,748 -3,811
Total Volume and Open Interest 287,718 3,089,070 -6,354
3-Mth Aus T-Bills(SFE)
Sep16 160727 98.16 98.16 98.11 98.13 -0.03 7,776 180,199 -1,699
Dec16 160727 98.24 98.25 98.17 98.22 -0.03 11,691 183,584 +2,678
Mar17 160727 98.29 98.29 98.21 98.26 -0.03 11,834 143,378 -9
Jun17 160727 98.31 98.31 98.23 98.28 -0.03 8,487 125,527 +341
Sep17 160727 98.31 98.32 98.25 98.28 -0.04 3,889 89,322 -216
Dec17 160727 98.32 98.32 98.25 98.29 -0.03 6,173 77,399 +726
Mar18 160727 98.31 98.32 98.24 98.28 -0.04 3,852 51,973 +1,955
Jun18 160727 98.30 98.31 98.25 98.26 -0.04 1,884 40,072 +901
Sep18 160727 98.29 98.29 98.21 98.24 -0.05 357 6,973 +177
Dec18 160727 98.21 98.21 98.21 98.21 -0.05 369 3,928 +22
Total Volume and Open Interest 56,744 904,994 +5,064
10-Year Aus T-Bonds(SFE)
Sep16 160727 98.07 98.09 98.01 98.04 -0.03 84,624 829,236 -10,599
Dec16 160727 98.04 98.04 98.04 98.04 -0.03      
Total Volume and Open Interest 84,624 829,236 -10,599
3-Year Aus T-Bonds(SFE)
Sep16 160727 98.56 98.57 98.47 98.53 -0.03 113,494 775,117 +3,868
Dec16 160727 98.53 98.53 98.53 98.53 -0.03      
Total Volume and Open Interest 113,494 775,117 +3,868
Gold(CMX)
Aug16 160727 1319.9 1342.3 1315.6 1326.7 +5.9 263,660 148,497 -51,073
Oct16 160727 1323.4 1346.0 1319.2 1330.4 +6.0 16,550 46,023 +1,562
Dec16 160727 1327.5 1350.0 1323.0 1334.5 +6.2 128,433 343,973 +59,536
Feb17 160727 1330.6 1353.1 1327.8 1338.3 +6.4 1,565 19,843 +619
Apr17 160727 1331.3 1352.0 1331.3 1341.4 +6.5 322 7,578 +80
Jun17 160727 1334.2 1354.9 1334.2 1344.2 +6.5 52 13,044 +0
Aug17 160727 1345.0 1358.6 1345.0 1347.0 +6.6 267 2,324 +86
Oct17 160727 1349.8 1349.8 1349.8 1349.8 +6.7 0 736 +0
Dec17 160727 1352.4 1364.0 1352.2 1352.5 +6.7 21 9,183 +4
Feb18 160727 1355.0 1355.0 1355.0 1355.0 +6.8 0 45 +0
Apr18 160727 1357.5 1357.5 1357.5 1357.5 +7.0 0 3 +0
Jun18 160727 1359.9 1359.9 1359.9 1359.9 +7.1 0 3,785 +0
Total Volume and Open Interest 413,123 609,422 +12,011
Silver(CMX)
Jul16 160727 1996.5 1996.5 1996.5 1996.5 +31.0 122 201 -46
Sep16 160727 1971.0 2047.0 1957.5 1999.5 +31.2 44,996 158,267 -221
Dec16 160727 1979.0 2055.0 1968.0 2008.4 +31.3 3,438 44,902 -43
Mar17 160727 1992.0 2060.0 1991.0 2017.2 +31.5 107 8,333 +58
May17 160727 2033.0 2043.0 2015.0 2022.4 +31.6 3 461 +0
Jul17 160727 2002.0 2067.0 2002.0 2027.5 +31.7 78 2,549 +54
Sep17 160727 2032.7 2033.5 2032.7 2032.7 +31.8 30 353 +30
Total Volume and Open Interest 49,026 220,312 -121
Platinum(NYMEX)
Oct16 160727 1098.8 1144.5 1093.5 1128.2 +29.2 12,746 72,359 -350
Jan17 160727 1100.2 1146.0 1095.8 1130.1 +29.1 72 3,850 +5
Apr17 160727 1131.9 1146.4 1131.8 1132.2 +29.1 0 81 +0
Jul17 160727 1133.9 1133.9 1133.9 1133.9 +29.1 0 13 +0
Total Volume and Open Interest 12,893 76,406 -348
Palladium(NYMEX)
Sep16 160727 691.30 707.90 686.75 703.90 +11.10 4,582 24,681 +700
Dec16 160727 691.00 708.55 689.25 704.90 +11.10 96 1,241 +23
Mar17 160727 690.05 705.80 690.05 705.80 +11.10 0 40 +0
Total Volume and Open Interest 4,678 25,962 +723
Copper(CMX)
Jul16 160727 221.10 221.45 218.50 218.50 -4.00 331 456 -89
Sep16 160727 222.40 223.45 218.15 218.50 -4.05 58,903 103,257 +80
Dec16 160727 223.45 224.35 219.20 219.45 -4.10 7,365 45,101 +1,495
Mar17 160727 225.20 225.20 220.10 220.30 -4.10 2,036 19,597 +138
May17 160727 223.35 223.35 220.60 220.80 -4.10 228 4,168 +15
Total Volume and Open Interest 69,423 181,440 +1,576
E-mini DJIA Index(CBOT)
Sep16 160727 18427 18471 18353 18390 -8 104,711 129,196 -510
Dec16 160727 18340 18369 18275 18298 -8 29 431 +1
Mar17 160727 18220 18220 18220 18220 -8 0 64 +0
Jun17 160727 18179 18179 18179 18179 -8      
Total Volume and Open Interest 104,740 129,691 -509
S & P 500(CME)
Sep16 160727 2164.60 2169.20 2153.70 2160.60 -2.70 2,609 93,514 -143
Dec16 160727 2152.90 2161.30 2145.80 2152.90 -2.70 28 1,290 +3
Mar17 160727 2146.30 2154.70 2139.20 2146.30 -2.70 0 60 +0
Jun17 160727 2139.90 2148.30 2132.80 2139.90 -2.70 0 60 +0
Total Volume and Open Interest 2,637 94,924 -140
S & P 500 E-Mini(Globex)
Sep16 160727 2166.00 2169.25 2152.00 2160.50 -2.75 1,264,905 2,933,070 -14,982
Dec16 160727 2156.75 2161.25 2143.00 2153.00 -2.50 7,197 25,276 +5,964
Mar17 160727 2152.50 2154.25 2140.00 2146.25 -2.75 98 791 +54
Jun17 160727 2140.00 2140.00 2137.75 2140.00 -2.50 5 319 -2
Total Volume and Open Interest 1,272,205 2,959,456 -8,966
NASDAQ 100 E-Mini(Globex)
Sep16 160727 4691.30 4714.00 4676.80 4707.80 +44.00 146,154 271,326 +4,835
Dec16 160727 4680.30 4705.00 4670.00 4700.00 +44.20 96 414 +65
Mar17 160727 4693.00 4694.00 4676.50 4694.00 +44.20 0 48 +0
Total Volume and Open Interest 146,250 271,792 +4,900
S&P Midcap 400(CME) e-Mini
Sep16 160727 1550.70 1556.00 1540.30 1546.20 -6.30 9,980 80,764 -861
Dec16 160727 1540.80 1549.10 1538.50 1540.80 -6.30 0 10 +0
Mar17 160727 1541.30 1541.30 1541.30 1541.30 -6.30      
Total Volume and Open Interest 9,980 80,774 -861
Volatility Index(CBOE)
Jul16 160720 12.25 12.40 11.75 11.80 -0.43 82,582 88,919 -9,091
Aug16 160727 15.15 15.45 14.60 14.78 -0.40 80,150 274,752 -7,178
Sep16 160727 17.49 17.69 17.10 17.28 -0.20 52,105 84,785 +8,784
Oct16 160727 18.80 19.05 18.56 18.68 -0.10 15,886 40,955 +1,809
Total Volume and Open Interest 161,939 478,237 +3,156
Russell 2000(ICE)
Sep16 160727 1216.00 1220.50 1209.10 1215.90 +1.90 47,219 325,027 +1,137
Dec16 160727 1214.10 1214.10 1211.40 1211.40 +1.90 7 1,011 +5
Total Volume and Open Interest 47,226 326,453 +1,142
Nikkei 225(CME)
Sep16 160727 16525 16895 16495 16645 +190 9,325 36,343 +73
Dec16 160727 16720 16810 16600 16600 +215 7 176 +0
Total Volume and Open Interest 9,332 36,519 +73
Nikkei 225(SGX)
Sep16 160727 16325 16825 16235 16755 +435 60,071 206,000 -2,521
Dec16 160727 16455 16660 16440 16640 +435 10 6,022 +5
Mar17 160727 16610 16610 16610 16610 +440      
Total Volume and Open Interest 60,101 219,626 -2,516
Nikkei 225(CME) Yen
Sep16 160727 16470 16825 16430 16590 +205 29,046 77,326 -1,576
Dec16 160727 16455 16670 16410 16460 +205 0 40 +0
Mar17 160727 16410 16410 16410 16410 +205      
Total Volume and Open Interest 29,046 77,366 -1,576
Nikkei 225(CME) e-Mini Yen
Sep16 160727 16590 16800 16590 16590 +200 0 13 +0
Dec16 160727 16460 16460 16460 16460 +200      
Mar17 160727 16410 16410 16410 16410 +200      
Total Volume and Open Interest 0 13 +0
CAC 40(EURONEXT)
Aug16 160727 4410.0 4470.5 4407.5 4446.5 +52.0 63,246 252,761 -1,201
Sep16 160727 4399.5 4468.5 4399.5 4445.0 +52.0 276 9,463 -148
Oct16 160727 4434.5 4434.5 4434.5 4434.5 +52.0 0 10 +0
Total Volume and Open Interest 63,522 262,279 -1,349
Hang Seng Index(HKFE)
Jul16 160727 22121 22286 22009 22168 +60 129,532 91,317 -14,183
Aug16 160727 22111 22269 21992 22153 +58 45,142 42,661 +29,159
Sep16 160727 22059 22182 21930 22083 +56 354 5,816 -45
Total Volume and Open Interest 175,386 144,212 +15,017
DAX(EUREX)
Sep16 160727 10282.0 10346.0 10274.5 10307.5 +61.0 75,143 140,149 +1,857
Dec16 160727 10290.0 10315.0 10277.5 10293.5 +61.0 45 5,045 -13
Mar17 160727 10321.0 10321.0 10286.5 10286.5 +61.0 3 178 -1
Total Volume and Open Interest 75,191 145,372 +1,843
Mini-DAX(EUREX)
Sep16 160727 10280.0 10347.0 10274.0 10307.5 +61.0 18,087 9,319 -1,047
Dec16 160727 10291.0 10330.0 10272.0 10293.5 +61.0 89 158 -2
Mar17 160727 10286.5 10286.5 10286.5 10286.5 +61.0 0 8 +0
Total Volume and Open Interest 18,176 9,485 -1,049
FT-SE 100(EURONEXT)
Sep16 160727 6685.50 6726.00 6675.00 6694.00 +15.50 71,232 652,452 -2,580
Dec16 160727 6653.00 6653.00 6653.00 6653.00 +15.50 12 198 -1
Mar17 160727 6596.50 6596.50 6596.50 6596.50 +15.50      
Total Volume and Open Interest 71,244 652,650 -2,581
SPI 200(SFE)
Sep16 160727 5491.0 5526.0 5473.0 5500.0 +9.0 22,414 277,133 +66
Dec16 160727 5474.0 5487.0 5474.0 5487.0 +9.0 88 2,590 -36
Mar17 160727 5438.0 5438.0 5438.0 5438.0 +9.0 0 1,436 +0
Total Volume and Open Interest 22,507 281,976 -4,982
FTSE MIB(ISE)
Sep16 160727 16725.00 16995.00 16725.00 16852.00 +150.00 22,685 42,211 -24
Dec16 160727 16800.00 16870.00 16670.00 16727.00 +152.00 9 201 +0
Mar17 160727 16734.00 16734.00 16734.00 16734.00 +152.00      
Total Volume and Open Interest 22,694 42,412 -24
KOSPI 200(KFE)
Sep16 160727 253.25 253.80 252.70 253.35 +0.05 107,669 124,243 +539
Dec16 160727 254.05 254.55 253.60 254.00 -0.10 350 8,771 +18
Mar17 160727 251.65 251.75 251.15 251.30 +0.10 43 892 +7
Total Volume and Open Interest 108,064 136,857 +564
GSCI(CME)
Aug16 160727 341.40 345.45 338.50 339.40 -5.20 289 11,963 -278
Sep16 160727 342.45 342.45 342.45 342.45 -5.20 251 351 +251
Oct16 160727 346.05 346.05 346.05 346.05 -5.20      
Total Volume and Open Interest 540 12,314 -27
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

Main Menu

MRCI Online

Free Links

Newsflash

Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!