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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 August 02, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug16 160802 994.25 998.50 976.00 985.25 -10.75 12,802 11,519 -4,866
Sep16 160802 979.50 986.50 961.50 971.25 -10.00 18,822 54,249 -2,233
Nov16 160802 960.00 968.00 943.00 953.00 -8.50 104,138 392,919 +6,095
Jan17 160802 960.75 968.25 944.25 954.25 -7.75 12,323 61,166 +596
Mar17 160802 951.00 961.25 938.00 948.50 -5.00 6,730 66,189 +255
May17 160802 949.25 959.25 937.25 947.50 -3.00 3,032 33,172 -205
Jul17 160802 949.50 960.50 940.25 950.25 -1.75 4,677 37,456 -74
Aug17 160802 938.00 947.00 938.00 944.00 -0.25 27 399 +7
Sep17 160802 924.25 924.25 924.25 924.25 -0.25 20 338 +20
Nov17 160802 907.75 920.25 903.50 911.25 -1.50 3,442 30,446 -1,608
Jan18 160802 913.75 913.75 913.75 913.75 -1.25 0 446 +0
Mar18 160802 923.25 923.25 913.75 913.75 -0.50 0 67 +0
May18 160802 916.00 916.00 916.00 916.00 -0.50 0 53 +0
Jul18 160802 920.00 920.00 920.00 920.00 -1.00 0 117 +0
Total Volume and Open Interest 166,017 688,781 -2,012
Soybean Meal(CBOT)
Aug16 160802 334.10 334.40 324.90 328.40 -5.60 6,745 4,303 -2,052
Sep16 160802 333.00 334.70 324.60 328.30 -5.40 18,248 59,671 -49
Oct16 160802 332.00 333.50 323.90 327.70 -5.10 8,334 29,178 -779
Dec16 160802 331.00 332.40 322.60 326.70 -4.90 36,425 162,220 +2,928
Jan17 160802 327.90 328.70 320.00 323.80 -4.30 3,887 27,629 +310
Mar17 160802 321.30 323.50 314.90 318.60 -2.70 1,796 31,402 +227
May17 160802 316.00 318.70 311.10 313.90 -2.90 917 19,536 +49
Jul17 160802 316.30 318.60 311.90 314.70 -2.20 1,103 16,993 +171
Aug17 160802 315.00 316.30 311.50 313.60 -1.70 210 1,931 +5
Sep17 160802 313.50 314.20 310.00 312.10 -1.40 107 1,451 -1
Total Volume and Open Interest 78,004 363,175 +803
Soybean Oil(CBOT)
Aug16 160802 29.76 30.24 29.61 30.06 +0.31 8,238 3,601 -1,997
Sep16 160802 29.87 30.39 29.72 30.18 +0.31 41,746 53,654 -1,130
Oct16 160802 29.95 30.51 29.86 30.29 +0.31 21,899 26,783 +1,891
Dec16 160802 30.22 30.75 30.06 30.54 +0.32 52,796 183,689 +952
Jan17 160802 30.44 30.98 30.28 30.77 +0.32 4,142 28,879 +14
Mar17 160802 30.59 31.14 30.47 30.95 +0.32 2,636 23,060 +311
May17 160802 30.67 31.32 30.67 31.13 +0.30 985 17,459 +19
Jul17 160802 31.01 31.56 30.90 31.34 +0.28 1,262 10,364 +62
Aug17 160802 31.42 31.42 31.42 31.42 +0.27 34 3,401 -3
Sep17 160802 31.45 31.45 31.45 31.45 +0.25 33 2,561 +10
Total Volume and Open Interest 134,363 360,319 +372
Canola(WCE)
Nov16 160802 450.0 452.2 444.0 447.5 -6.4 14,000 118,640 -1,608
Jan17 160802 456.4 458.2 450.9 453.9 -6.4 2,076 22,439 +637
Mar17 160802 459.8 464.6 458.1 460.5 -6.2 463 5,315 -11
May17 160802 464.5 468.1 462.8 465.3 -6.4 452 4,165 +98
Jul17 160802 468.6 473.4 466.5 469.6 -6.4 224 6,012 -4
Total Volume and Open Interest 17,347 160,542 -913
Corn(CBOT)
Sep16 160802 325.25 327.50 319.50 324.25 -1.50 102,314 462,734 -1,914
Dec16 160802 333.75 336.50 329.00 334.00 -0.25 132,365 554,104 +6,637
Mar17 160802 343.00 345.25 338.50 343.75 +0.50 22,954 131,443 +932
May17 160802 349.00 351.25 345.25 350.50 +1.50 4,434 34,672 +811
Jul17 160802 354.25 357.00 351.50 356.75 +2.00 7,186 65,209 +612
Sep17 160802 359.25 363.25 357.50 363.00 +3.25 2,442 16,251 +830
Dec17 160802 366.50 370.25 365.00 370.00 +3.50 3,740 48,339 +1,179
Mar18 160802 376.75 379.50 375.00 379.50 +3.25 32 1,951 +10
May18 160802 384.75 384.75 384.75 384.75 +3.00 10 608 +0
Jul18 160802 385.00 388.50 385.00 388.50 +3.25 22 832 +7
Total Volume and Open Interest 275,552 1,318,159 +9,086
Wheat(CBOT)
Sep16 160802 406.00 410.50 399.25 401.25 -4.75 61,173 246,564 -2,703
Dec16 160802 431.75 437.00 426.50 428.00 -5.00 36,001 139,400 +3,790
Mar17 160802 458.00 462.25 452.50 454.50 -4.00 15,009 50,029 +1,704
May17 160802 472.00 475.75 467.00 468.75 -3.25 2,572 12,269 +574
Jul17 160802 479.00 483.00 474.75 476.25 -3.50 4,113 24,580 +223
Sep17 160802 491.00 494.50 487.00 489.00 -2.50 94 2,617 +22
Total Volume and Open Interest 119,191 480,671 +3,707
Wheat(KCBT)
Sep16 160802 408.25 412.25 403.50 406.50 -2.75 17,730 129,982 -3,074
Dec16 160802 435.00 438.75 430.00 433.00 -2.50 5,755 54,112 +872
Mar17 160802 451.00 455.25 446.75 450.00 -2.50 1,306 29,167 +193
May17 160802 463.25 465.50 457.75 460.50 -2.75 508 8,264 -79
Jul17 160802 472.50 475.00 466.50 469.75 -2.50 1,083 15,872 -267
Sep17 160802 490.00 490.00 485.00 485.00 -2.25 22 1,583 +11
Dec17 160802 510.00 510.50 510.00 510.50 +4.75 32 665 +7
Total Volume and Open Interest 26,436 239,838 -2,337
Wheat(MGE)
Sep16 160802 484.25 487.75 482.50 486.50 +1.75 3,959 23,657 -416
Dec16 160802 500.00 502.75 497.00 500.75 +0.50 1,691 16,066 +164
Mar17 160802 515.00 517.00 512.25 515.50 unch 406 10,615 -11
May17 160802 526.00 527.25 525.00 525.00 -0.25 432 4,931 +142
Jul17 160802 534.75 534.75 532.50 534.25 -0.50 58 2,642 -14
Sep17 160802 542.75 544.25 542.25 544.25 -0.25 466 1,968 +208
Total Volume and Open Interest 7,035 60,665 +71
Oats(CBOT)
Sep16 160802 199.00 200.00 195.00 195.50 -4.25 588 2,522 -424
Dec16 160802 197.00 197.00 190.50 190.75 -6.75 826 6,280 +107
Mar17 160802 200.00 203.75 198.00 199.00 -3.00 174 1,010 +148
May17 160802 205.00 205.50 205.00 205.50 -1.75      
Total Volume and Open Interest 1,588 9,812 -169
Rough Rice(CBOT)
Sep16 160802 9.70 9.82 9.52 9.56 -0.12 687 8,216 -123
Nov16 160802 10.00 10.10 9.79 9.84 -0.13 534 2,576 +242
Jan17 160802 10.19 10.25 10.04 10.06 -0.13 52 130 +20
Mar17 160802 10.45 10.45 10.27 10.27 -0.14 0 45 +0
Total Volume and Open Interest 1,273 10,969 +139
Live Cattle(CME)
Aug16 160802 116.150 116.785 115.400 116.230 +0.300 6,320 36,795 -795
Oct16 160802 114.285 115.050 113.600 114.580 +0.500 17,583 113,335 +760
Dec16 160802 114.885 115.450 114.000 114.885 +0.285 7,117 54,492 +871
Feb17 160802 113.980 114.580 113.135 113.950 unch 3,850 24,765 +741
Apr17 160802 112.480 112.850 111.430 112.285 -0.015 1,741 13,732 +437
Jun17 160802 106.350 106.550 105.250 106.250 +0.050 638 5,738 +208
Total Volume and Open Interest 37,454 251,888 +2,329
Feeder Cattle(CME)
Aug16 160802 145.100 146.880 144.380 145.485 +0.935 2,589 14,091 -573
Sep16 160802 143.500 145.150 142.650 143.880 +0.800 2,813 12,712 +400
Oct16 160802 142.485 143.350 140.850 142.080 +0.200 2,367 8,984 +321
Nov16 160802 139.700 140.435 137.950 139.200 -0.100 1,043 4,568 +176
Jan17 160802 136.000 136.350 133.985 135.285 -0.540 460 3,266 +98
Mar17 160802 133.825 134.575 132.380 133.535 -0.345 93 966 +6
Apr17 160802 134.400 134.400 132.500 133.285 -0.915 60 257 +13
Total Volume and Open Interest 9,446 44,965 +456
Lean Hogs(CME)
Aug16 160802 68.700 69.230 68.680 68.930 +0.280 6,551 26,357 -674
Oct16 160802 60.500 61.850 60.050 60.535 -0.065 18,269 103,519 -1,430
Dec16 160802 56.500 57.035 55.485 56.250 -0.250 6,944 48,960 +1,402
Feb17 160802 60.785 61.450 60.000 60.785 -0.215 1,402 23,604 +287
Apr17 160802 65.400 66.200 64.800 65.535 -0.100 721 18,086 +286
May17 160802 71.400 71.400 71.180 71.180 +0.545 17 237 +6
Jun17 160802 75.300 76.250 74.900 75.785 +0.150 233 2,202 +44
Jul17 160802 75.050 75.300 74.200 75.135 +0.685 42 410 -3
Total Volume and Open Interest 34,185 223,584 -81
Class III Milk(CME)
Jul16 160802 15.27 15.28 15.26 15.26 unch 81 5,199 -56
Aug16 160802 16.89 17.07 16.89 17.02 +0.10 194 4,975 -33
Sep16 160802 16.90 17.05 16.90 17.02 +0.11 284 4,450 +90
Oct16 160802 16.80 16.98 16.79 16.91 +0.07 113 3,592 -6
Nov16 160802 16.45 16.54 16.45 16.48 +0.05 48 3,301 +10
Dec16 160802 16.09 16.10 16.08 16.08 -0.01 18 2,903 +5
Jan17 160802 15.99 16.00 15.95 15.95 -0.04 20 1,206 +5
Feb17 160802 16.00 16.00 15.96 15.99 +0.02 28 1,075 +21
Mar17 160802 16.10 16.16 16.10 16.10 unch 13 1,034 +8
Apr17 160802 16.15 16.18 16.15 16.15 unch 26 943 -5
May17 160802 16.30 16.31 16.30 16.30 unch 26 796 -5
Jun17 160802 16.45 16.45 16.41 16.42 -0.03 25 727 +8
Jul17 160802 16.60 16.60 16.60 16.60 unch 45 286 +5
Total Volume and Open Interest 1,045 31,613 -19
Cocoa(ICE)
Sep16 160802 2921 2963 2879 2896 -30 21,559 82,890 +59
Dec16 160802 2918 2954 2872 2889 -33 14,238 72,510 +2,769
Mar17 160802 2893 2930 2849 2866 -37 3,186 49,956 +631
May17 160802 2884 2915 2837 2855 -38 900 9,127 +169
Jul17 160802 2886 2907 2840 2851 -37 256 3,197 +102
Sep17 160802 2881 2881 2842 2845 -37 19 3,870 -6
Dec17 160802 2839 2839 2839 2839 -37 8 940 +3
Total Volume and Open Interest 40,166 226,370 +3,727
Coffee "C"(ICE)
Sep16 160802 143.85 145.75 140.55 141.25 -2.20 22,251 85,463 +988
Dec16 160802 147.00 149.00 143.90 144.60 -2.15 9,991 58,598 +2,603
Mar17 160802 149.90 151.95 146.90 147.60 -2.10 3,270 20,586 +93
May17 160802 151.30 153.20 148.65 149.35 -2.05 962 11,242 +158
Jul17 160802 154.15 154.35 150.55 150.70 -2.10 264 3,514 +21
Sep17 160802 155.35 155.60 152.00 152.00 -2.05 159 3,220 +54
Total Volume and Open Interest 36,997 188,676 +3,934
Orange Juice(ICE)
Sep16 160802 181.85 181.85 170.85 170.85 -10.00 2,218 13,444 -1,069
Nov16 160802 181.15 181.15 171.15 171.35 -9.80 638 3,828 +282
Jan17 160802 180.50 180.50 171.05 171.15 -9.40 119 1,003 +53
Mar17 160802 177.70 177.70 167.60 168.65 -8.95 6 263 -1
May17 160802 168.00 168.00 167.00 167.55 -7.35 2 12 +2
Jul17 160802 165.85 165.85 165.85 165.85 -7.35      
Total Volume and Open Interest 2,983 18,552 -733
Sugar #11(ICE)
Oct16 160802 18.80 19.21 18.73 19.05 +0.24 57,296 432,217 +417
Mar17 160802 19.26 19.60 19.18 19.48 +0.24 20,134 236,322 +2,037
May17 160802 18.67 18.98 18.63 18.89 +0.21 5,914 61,186 +1,044
Jul17 160802 18.19 18.45 18.15 18.39 +0.20 3,326 49,126 -638
Oct17 160802 17.91 18.15 17.89 18.14 +0.20 1,450 29,419 +58
Mar18 160802 17.79 18.01 17.79 18.01 +0.20 448 14,524 +104
May18 160802 17.43 17.63 17.43 17.63 +0.19 142 4,552 +47
Jul18 160802 17.37 17.37 17.37 17.37 +0.17 0 4,760 +0
Total Volume and Open Interest 88,710 838,064 +3,069
London Cocoa(LCE)
Sep16 160802 2352 2380 2315 2323 -33 12,358 95,735 -3,038
Dec16 160802 2309 2325 2269 2275 -33 9,446 64,490 -2,057
Mar17 160802 2254 2270 2216 2222 -34 3,799 58,200 -969
May17 160802 2240 2255 2203 2209 -35 1,596 21,033 +895
Jul17 160802 2236 2248 2201 2204 -35 628 3,964 +176
Sep17 160802 2241 2241 2197 2197 -36 640 4,175 +517
Dec17 160802 2221 2221 2185 2185 -36 209 862 +201
Total Volume and Open Interest 28,676 248,459 -4,275
London Sugar(LCE)
Oct16 160802 520.10 530.50 520.10 528.40 +7.70 5,487 44,747 +222
Dec16 160802 521.80 531.80 521.80 529.60 +6.90 1,528 18,615 +59
Mar17 160802 522.30 531.20 521.80 529.20 +6.40 1,141 16,234 +279
May17 160802 512.30 521.50 512.20 518.50 +5.60 558 8,175 +75
Aug17 160802 506.30 508.10 505.50 506.90 +4.90 192 3,979 +100
Total Volume and Open Interest 9,016 95,393 +833
Cotton(ICE)
Oct16 160802 74.24 74.24 72.94 73.67 -0.50 20 186 +7
Dec16 160802 74.33 74.55 73.17 73.98 -0.40 20,400 178,257 -667
Mar17 160802 74.40 74.54 73.30 74.22 -0.16 3,501 36,898 -217
May17 160802 74.29 74.35 73.15 74.02 -0.23 387 5,733 +38
Jul17 160802 74.00 74.00 73.10 73.85 -0.14 193 4,555 +91
Oct17 160802 73.41 73.41 73.41 73.41 +0.08      
Total Volume and Open Interest 24,601 234,326 -662
Lumber(CME)
Sep16 160802 315.6 319.4 314.6 314.9 +0.5 904 4,414 -243
Nov16 160802 323.2 327.0 322.5 322.5 unch 435 920 +295
Jan17 160802 328.1 332.5 328.1 329.5 +2.2 2 62 +0
Mar17 160802 335.2 335.2 333.0 335.2 +2.2 0 24 +0
Total Volume and Open Interest 1,341 5,446 +52
Crude Oil(NYM)
Sep16 160802 40.08 40.91 39.26 39.51 -0.55 478,763 536,032 +932
Oct16 160802 40.93 41.70 40.05 40.30 -0.54 115,016 182,262 +3,611
Nov16 160802 41.73 42.48 40.89 41.12 -0.50 37,543 121,219 +2,430
Dec16 160802 42.56 43.26 41.67 41.92 -0.47 60,114 248,572 -1,342
Jan17 160802 43.25 43.92 42.39 42.62 -0.46 14,857 83,782 +2,397
Feb17 160802 43.82 44.50 42.99 43.21 -0.45 7,583 39,532 -510
Mar17 160802 44.33 44.92 43.50 43.72 -0.44 14,185 74,776 +2,294
Apr17 160802 44.79 45.29 43.97 44.15 -0.43 3,816 22,949 +1,169
May17 160802 45.15 45.57 44.33 44.52 -0.41 2,670 20,061 -384
Jun17 160802 45.49 46.04 44.56 44.84 -0.40 13,515 81,860 -750
Jul17 160802 45.74 46.14 44.91 45.13 -0.39 1,422 16,776 -42
Aug17 160802 46.14 46.36 45.29 45.40 -0.38 1,124 15,181 -30
Sep17 160802 45.67 46.38 45.67 45.67 -0.38 2,440 33,186 +220
Oct17 160802 45.94 46.64 45.94 45.94 -0.38 660 11,376 +95
Nov17 160802 46.22 47.10 46.22 46.22 -0.38 874 12,195 +58
Dec17 160802 47.11 47.62 46.24 46.50 -0.39 21,427 141,336 +558
Total Volume and Open Interest 789,315 1,763,830 +13,187
e-miNY Crude Oil(NYM)
Sep16 160802 40.075 40.900 39.250 39.500 -0.550 8,748 2,794 -97
Oct16 160802 40.925 41.675 40.075 40.300 -0.550 270 932 +29
Nov16 160802 41.800 42.425 40.950 41.125 -0.500 32 82 +14
Dec16 160802 42.575 43.200 41.700 41.925 -0.475 29 543 +19
Jan17 160802 43.275 43.850 42.450 42.625 -0.450 1 22 +0
Feb17 160802 43.200 44.100 43.200 43.200 -0.450 0 12 +0
Mar17 160802 43.725 43.725 43.725 43.725 -0.425 0 13 +0
Apr17 160802 44.150 44.600 44.150 44.150 -0.425 0 2 +0
May17 160802 44.500 44.525 44.500 44.525 -0.400      
Jun17 160802 45.000 45.975 44.650 44.850 -0.400 0 16 +0
Total Volume and Open Interest 9,081 4,576 -34
NY Harbor ULSD(NYM)
Sep16 160802 126.32 129.90 124.66 125.90 +0.11 59,664 106,520 +3,975
Oct16 160802 129.00 132.27 127.20 128.25 -0.12 22,108 58,576 +1,346
Nov16 160802 131.11 134.33 129.35 130.30 -0.27 11,786 39,393 +1,550
Dec16 160802 133.17 136.12 131.24 132.16 -0.38 14,717 53,912 +2,233
Jan17 160802 135.19 137.85 133.38 134.15 -0.46 4,216 27,399 +1,298
Feb17 160802 136.90 139.09 134.72 135.50 -0.51 1,775 13,451 -2
Mar17 160802 137.37 139.80 135.56 136.17 -0.53 4,081 14,991 +520
Apr17 160802 139.18 139.18 135.99 136.20 -0.56 1,125 8,032 +252
May17 160802 139.35 139.93 136.17 136.80 -0.61 377 3,912 -14
Jun17 160802 139.12 141.14 137.07 137.68 -0.65 1,256 21,244 +102
Jul17 160802 139.63 140.91 138.54 138.78 -0.68 283 2,814 +49
Aug17 160802 142.08 142.08 139.80 139.98 -0.68 217 1,723 -11
Sep17 160802 142.21 142.90 141.01 141.30 -0.69 158 1,850 -2
Oct17 160802 143.54 144.15 142.61 142.61 -0.71 87 1,727 -1
Total Volume and Open Interest 123,045 383,383 +5,601
RBOB Gasoline(NYM)
Sep16 160802 131.27 134.81 129.54 131.16 +0.80 64,119 141,652 +4,134
Oct16 160802 121.87 124.76 120.00 121.44 +0.28 35,395 66,130 +1,677
Nov16 160802 120.60 123.09 118.70 120.00 -0.02 17,831 41,400 -252
Dec16 160802 119.90 122.18 118.00 119.25 -0.25 13,810 46,960 +1,013
Jan17 160802 120.77 122.65 118.60 119.88 -0.32 5,705 17,497 +559
Feb17 160802 123.48 124.13 120.26 121.45 -0.37 2,962 6,433 +562
Mar17 160802 125.85 126.73 122.79 124.01 -0.39 1,885 14,717 +259
Apr17 160802 145.87 146.15 142.42 143.33 -0.39 1,345 13,322 -295
May17 160802 146.74 147.06 143.43 144.39 -0.41 1,040 5,328 +123
Jun17 160802 145.80 147.01 143.19 144.28 -0.45 1,350 10,351 -133
Total Volume and Open Interest 147,135 392,591 +2,466
e-miNY RBOB Gasoline(NYM)
Sep16 160802 131.16 131.16 131.16 131.16 +0.80 0 1 +0
Oct16 160802 121.44 121.44 121.44 121.44 +0.28      
Nov16 160802 120.00 120.00 120.00 120.00 -0.02      
Dec16 160802 119.25 119.25 119.25 119.25 -0.25      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Sep16 160802 2.774 2.799 2.728 2.733 -0.038 116,827 272,008 -4,867
Oct16 160802 2.819 2.843 2.778 2.783 -0.035 49,159 120,632 -17
Nov16 160802 2.978 3.001 2.938 2.943 -0.037 37,251 99,013 +7,548
Dec16 160802 3.236 3.261 3.192 3.199 -0.040 14,634 55,950 +915
Jan17 160802 3.353 3.377 3.308 3.315 -0.042 25,338 119,519 +3,202
Feb17 160802 3.347 3.360 3.297 3.304 -0.040 6,138 32,127 +382
Mar17 160802 3.297 3.311 3.253 3.259 -0.036 12,103 65,157 +647
Apr17 160802 3.031 3.045 2.996 3.020 -0.010 13,510 55,849 +1,451
May17 160802 3.017 3.018 2.973 2.998 -0.004 3,500 21,445 +139
Jun17 160802 3.023 3.039 3.005 3.033 -0.001 1,672 20,644 -199
Jul17 160802 3.077 3.077 3.034 3.064 +0.001 748 13,481 +4
Aug17 160802 3.063 3.082 3.043 3.074 +0.001 809 14,590 -36
Sep17 160802 3.045 3.057 3.026 3.055 +0.001 1,608 9,642 +531
Oct17 160802 3.070 3.083 3.049 3.075 -0.003 3,394 23,823 +877
Nov17 160802 3.113 3.137 3.103 3.130 -0.003 1,311 10,541 +323
Dec17 160802 3.244 3.268 3.234 3.262 -0.003 953 14,659 +57
Total Volume and Open Interest 290,438 996,024 +11,337
Brent Crude Oil(ICE)
Oct16 160802 42.23 43.18 41.51 41.80 -0.34 286,584 407,830 +600
Nov16 160802 42.66 43.60 41.93 42.23 -0.37 92,953 292,919 +6,935
Dec16 160802 43.24 44.15 42.50 42.81 -0.38 113,679 384,804 +8,402
Jan17 160802 43.76 44.63 43.00 43.32 -0.40 22,987 95,144 -2,930
Feb17 160802 44.29 45.10 43.50 43.81 -0.41 14,305 79,758 +1,812
Mar17 160802 44.78 45.52 43.96 44.29 -0.41 17,318 84,727 +1,458
Apr17 160802 45.23 45.90 44.40 44.74 -0.40 3,274 30,412 +121
May17 160802 45.66 46.39 44.89 45.15 -0.40 2,712 41,372 +47
Jun17 160802 46.05 46.76 45.21 45.52 -0.40 21,440 112,918 -1,411
Jul17 160802 45.90 45.90 45.90 45.90 -0.40 1,127 19,856 -136
Aug17 160802 46.26 46.26 46.26 46.26 -0.39 918 18,301 +382
Sep17 160802 46.59 46.59 46.59 46.59 -0.39 1,820 42,793 +207
Oct17 160802 46.90 46.90 46.90 46.90 -0.39 397 15,712 +126
Nov17 160802 47.19 47.19 47.19 47.19 -0.39 650 14,855 +271
Total Volume and Open Interest 636,656 2,128,364 -28,052
Gas Oil(ICE)
Aug16 160802 357.75 368.50 353.50 357.25 unch 32,260 81,106 -1,685
Sep16 160802 364.50 375.00 360.25 364.00 unch 61,506 131,667 +2,357
Oct16 160802 373.00 383.00 368.25 372.00 -0.25 32,069 87,215 +2,929
Nov16 160802 378.00 387.25 373.00 376.75 -1.00 13,942 55,808 +2,422
Dec16 160802 383.25 391.75 377.50 381.00 -1.75 24,841 114,069 -1,218
Jan17 160802 388.00 396.50 382.50 386.00 -2.25 5,834 38,887 +1,024
Feb17 160802 393.00 401.00 387.25 391.00 -2.25 2,146 20,893 +409
Mar17 160802 397.25 405.00 391.50 395.00 -2.50 1,750 24,053 +31
Apr17 160802 401.00 408.25 395.00 398.50 -2.50 518 13,286 -86
May17 160802 404.75 411.75 398.75 402.00 -2.25 1,111 13,491 +6
Total Volume and Open Interest 190,547 773,694 +9,352
Ethanol(CBOT)
Aug16 160802 1.375 1.375 1.370 1.375 -0.025 15 26 -15
Sep16 160802 1.384 1.396 1.363 1.366 -0.029 199 1,736 -16
Oct16 160802 1.380 1.380 1.355 1.358 -0.024 120 621 -9
Nov16 160802 1.343 1.346 1.336 1.336 -0.024 1 464 +0
Dec16 160802 1.326 1.326 1.316 1.316 -0.022 36 1,100 -2
Jan17 160802 1.305 1.305 1.305 1.305 -0.021 0 153 +0
Feb17 160802 1.309 1.309 1.309 1.309 -0.021 0 158 +0
Mar17 160802 1.316 1.316 1.316 1.316 -0.021      
Total Volume and Open Interest 371 4,260 -42
WTI Crude Oil(ICE)
Sep16 160802 40.11 40.91 39.26 39.51 -0.55 29,073 60,261 -3,304
Oct16 160802 40.92 41.69 40.06 40.30 -0.54 34,033 79,820 -157
Nov16 160802 41.74 42.48 40.88 41.12 -0.50 13,679 31,497 +519
Dec16 160802 42.54 43.25 41.67 41.92 -0.47 16,691 106,797 +1,852
Jan17 160802 43.18 43.84 42.39 42.62 -0.46 3,346 19,479 +269
Feb17 160802 44.03 44.40 43.08 43.21 -0.45 1,384 20,404 +69
Mar17 160802 44.84 44.87 43.47 43.72 -0.44 1,268 22,528 +172
Apr17 160802 45.24 45.25 43.95 44.15 -0.43 722 3,829 +98
May17 160802 45.63 45.63 44.52 44.52 -0.41 164 2,859 +0
Jun17 160802 45.91 45.94 44.69 44.84 -0.40 2,447 31,131 -781
Jul17 160802 45.13 45.13 45.13 45.13 -0.39 74 3,242 +0
Aug17 160802 45.40 45.40 45.40 45.40 -0.38 93 740 -79
Sep17 160802 45.67 45.67 45.67 45.67 -0.38 85 10,131 +6
Oct17 160802 46.55 46.55 45.94 45.94 -0.38 34 1,081 +0
Nov17 160802 46.22 46.22 46.22 46.22 -0.38 1 1,054 +0
Dec17 160802 47.06 47.54 46.29 46.50 -0.39 3,497 63,283 +653
Total Volume and Open Interest 109,409 501,399 +276
US Dollar Index(ICE)
Sep16 160802 95.700 95.810 94.940 94.988 -0.690 35,780 51,984 -3,453
Dec16 160802 95.630 95.785 94.925 94.957 -0.690 1,326 4,759 +478
Mar17 160802 95.710 95.710 94.950 94.967 -0.680 16 1,709 +11
Total Volume and Open Interest 37,134 58,498 -2,955
Australian Dollar(CME)
Sep16 160802 75.26 76.27 74.66 75.96 +0.43 107,881 99,398 +5,876
Dec16 160802 74.95 76.06 74.70 75.77 +0.45 79 1,462 +23
Mar17 160802 75.62 75.71 74.67 75.62 +0.46 1 13 +0
Total Volume and Open Interest 107,962 100,874 +5,899
British Pound(CME)
Sep16 160802 131.87 133.76 131.81 133.57 +1.57 111,035 229,770 -2,953
Dec16 160802 132.34 133.97 132.06 133.80 +1.57 164 1,932 -23
Mar17 160802 133.00 134.10 132.43 134.03 +1.57 115 518 +42
Total Volume and Open Interest 111,644 232,766 -3,165
Canadian Dollar(CME)
Sep16 160802 76.20 76.91 76.11 76.42 +0.06 80,760 110,828 -2,580
Dec16 160802 76.25 76.92 76.15 76.45 +0.06 384 3,835 -44
Mar17 160802 76.74 76.90 76.23 76.47 +0.06 47 390 +9
Jun17 160802 76.50 76.92 76.35 76.50 +0.07 0 147 +0
Total Volume and Open Interest 81,191 115,270 -2,615
Japanese Yen(CME)
Sep16 160802 97.87 99.49 97.40 99.27 +1.41 283,426 157,999 +1,303
Dec16 160802 98.18 99.85 97.78 99.65 +1.43 1,334 1,727 +40
Mar17 160802 98.70 100.14 98.24 100.05 +1.44 1 243 +0
Total Volume and Open Interest 284,774 160,085 +1,350
Swiss Franc(CME)
Sep16 160802 103.57 104.07 103.50 103.99 +0.37 34,660 46,907 -2,161
Dec16 160802 104.08 104.58 104.08 104.54 +0.37 34 98 +6
Mar17 160802 105.07 105.07 105.07 105.07 +0.37      
Total Volume and Open Interest 34,694 47,025 -2,155
EuroFX(CME)
Sep16 160802 111.85 112.56 111.84 112.48 +0.57 192,318 379,203 -2,308
Dec16 160802 112.39 113.00 112.29 112.93 +0.57 894 5,851 +130
Mar17 160802 113.11 113.41 112.79 113.38 +0.58 11 1,291 +3
Total Volume and Open Interest 193,224 387,038 -2,174
Mexican Peso(CME)
Aug16 160802 527.25 527.25 527.25 527.25 -2.75      
Sep16 160802 527.00 529.38 524.25 525.25 -2.88 52,308 89,434 -2,306
Total Volume and Open Interest 52,363 121,224 -2,306
Brazilian Real(CME)
Sep16 160802 302.55 305.70 302.50 303.65 +0.75 1,036 22,245 +276
Oct16 160802 301.05 302.55 300.25 301.05 +0.75 0 2 +0
Nov16 160802 298.35 299.45 298.35 298.35 +0.70      
Dec16 160802 295.70 297.25 295.70 295.70 +0.70 0 30 +0
Total Volume and Open Interest 1,036 22,277 -13,929
30-Year T-Bonds(CBOT)
Sep16 160802 172~220 173~020 171~040 172~110 -1~080 316,084 566,998 -5,459
Dec16 160802 171~130 171~190 169~240 170~290 -1~080 584 641 +435
Mar17 160802 169~250 169~250 169~250 169~250 -1~080      
Total Volume and Open Interest 316,668 567,639 -5,024
10-Year T-Notes(CBOT)
Sep16 160802 132~190 132~230 132~065 132~175 -0~080 1,584,235 2,776,283 -891
Dec16 160802 131~245 131~245 131~085 131~195 -0~080 2,321 11,313 +1,184
Mar17 160802 130~255 130~255 130~255 130~255 -0~080      
Total Volume and Open Interest 1,586,556 2,787,596 +293
5-Year T-Notes(CBOT)
Sep16 160802 121~260 121~294 121~202 121~270 -0~030 779,633 2,697,696 +5,627
Dec16 160802 121~266 121~296 121~206 121~276 -0~026 1,450 12,256 +742
Mar17 160802 121~180 121~180 121~180 121~180 -0~026      
Total Volume and Open Interest 781,083 2,709,952 +6,369
2 Year T-Notes(CBOT)
Sep16 160802 109~142 109~152 109~130 109~150 +0~002 384,482 1,057,741 -13,893
Dec16 160802 109~124 109~136 109~112 109~132 +0~002 145 4,203 +141
Mar17 160802 109~126 109~126 109~126 109~126 +0~002      
Total Volume and Open Interest 384,627 1,061,944 -13,752
Eurodollars(CME)
Sep16 160802 99.210 99.210 99.175 99.180 -0.025 419,610 1,148,399 +12,483
Dec16 160802 99.155 99.160 99.125 99.135 -0.020 380,021 1,376,999 +4,420
Mar17 160802 99.120 99.130 99.100 99.110 -0.020 307,128 1,021,201 -9,742
Jun17 160802 99.090 99.100 99.065 99.080 -0.020 265,383 890,700 -13,537
Sep17 160802 99.065 99.070 99.030 99.055 -0.015 264,422 807,616 -9,676
Dec17 160802 99.020 99.030 98.985 99.015 -0.015 326,958 1,218,711 -9,277
Mar18 160802 99.000 99.005 98.960 98.990 -0.020 161,458 611,605 +12,171
Jun18 160802 98.965 98.970 98.925 98.955 -0.025 149,234 459,626 +7,791
Sep18 160802 98.925 98.935 98.890 98.920 -0.025 145,789 439,219 +9,550
Dec18 160802 98.880 98.890 98.840 98.870 -0.030 136,995 529,629 +5,621
Mar19 160802 98.850 98.855 98.805 98.835 -0.035 95,708 376,561 +3,632
Jun19 160802 98.805 98.815 98.765 98.795 -0.035 90,429 282,396 -3,213
Sep19 160802 98.760 98.775 98.720 98.750 -0.040 48,034 228,358 +5,755
Dec19 160802 98.710 98.725 98.670 98.700 -0.040 51,946 218,567 +387
Mar20 160802 98.670 98.685 98.625 98.660 -0.040 42,529 144,012 +1,367
Jun20 160802 98.620 98.635 98.575 98.610 -0.040 39,732 90,794 +3,494
Sep20 160802 98.575 98.590 98.525 98.560 -0.045 26,458 86,480 -905
Dec20 160802 98.525 98.535 98.470 98.505 -0.050 22,680 91,024 -306
Total Volume and Open Interest 3,068,914 10,400,697 +41,800
Ultra T-Bond(CBOT)
Sep16 160802 187~21 188~04 185~13 187~03 -1~28 122,391 599,756 -5,309
Dec16 160802 186~09 186~09 184~24 186~09 -1~29 1 6 +1
Mar17 160802 185~09 185~09 185~09 185~09 -1~29      
Total Volume and Open Interest 122,392 599,762 -5,308
Ultra 10-Yr T-Note(CBOT)
Sep16 160802 145~130 145~175 144~245 145~070 -0~165 90,578 172,099 -3,389
Dec16 160802 144~265 144~265 144~150 144~265 -0~165      
Mar17 160802 144~265 144~265 144~265 144~265 -0~165      
Total Volume and Open Interest 90,578 172,099 -3,389
30 Day Federal Funds(CBOT)
Aug16 160802 99.607 99.607 99.600 99.600 -0.007 17,624 148,659 +3,093
Sep16 160802 99.595 99.595 99.585 99.590 -0.005 13,252 57,637 -1,194
Oct16 160802 99.580 99.580 99.570 99.575 -0.005 61,307 164,827 -1,038
Nov16 160802 99.575 99.580 99.565 99.570 -0.005 32,487 81,179 +7,833
Dec16 160802 99.550 99.555 99.545 99.550 -0.005 16,970 49,995 +89
Jan17 160802 99.525 99.530 99.515 99.520 -0.005 37,583 94,046 +7,019
Total Volume and Open Interest 237,744 752,886 -136,155
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 160802 99.99 99.99 99.99 99.99 unch      
Dec16 160802 99.99 99.99 99.99 99.99 unch      
Mar17 160802 99.99 99.99 99.99 99.99 unch      
Jun17 160802 99.99 99.99 99.99 99.99 unch      
Sep17 160802 99.99 99.99 99.99 99.99 unch      
Dec17 160802 99.99 99.99 99.99 99.99 unch      
Mar18 160802 100.00 100.00 100.00 100.00 unch      
Jun18 160802 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160802 152.27 152.27 150.63 151.65 -0.65 3,437 0 -18,449
Dec16 160802 151.80 151.80 151.79 151.79 -0.65      
Mar17 160802 151.71 151.71 151.71 151.71 -0.65      
Total Volume and Open Interest 3,437 19,373 +860
Euro-Buxl(EUREX)
Sep16 160802 195.88 196.00 192.42 193.12 -3.00 33,403 137,387 +5,991
Dec16 160802 191.48 191.48 191.48 191.48 -3.00 2 30 +2
Mar17 160802 191.48 191.48 191.48 191.48 -3.00      
Total Volume and Open Interest 33,405 137,417 +5,993
Euro-Bund(EUREX)
Sep16 160802 167.35 167.40 166.38 166.59 -0.86 603,893 1,669,817 +74,708
Dec16 160802 164.55 164.60 163.68 163.88 -0.87 3,676 29,307 +2,579
Mar17 160802 167.00 167.00 166.27 166.34 -0.63 4 33 +2
Total Volume and Open Interest 607,573 1,699,157 +77,289
Euro-Bobl(EUREX)
Sep16 160802 133.57 133.57 133.29 133.35 -0.22 443,972 1,347,145 +59,057
Dec16 160802 131.46 131.52 131.32 131.37 -0.22 216 6,816 +209
Mar17 160802 133.30 133.30 133.30 133.30 -0.22      
Total Volume and Open Interest 444,188 1,353,961 +59,266
Euro-Schatz(EUREX)
Sep16 160802 111.99 112.00 111.94 111.96 -0.03 270,953 1,156,727 +57,791
Dec16 160802 111.96 111.96 111.96 111.96 -0.03 0 185 +0
Mar17 160802 111.96 111.96 111.96 111.96 -0.03      
Total Volume and Open Interest 270,953 1,156,912 +57,791
3-Mth Euribor(EUREX)
Sep16 160802 100.310 100.315 100.310 100.315 unch 0 4,623 +0
Dec16 160802 100.325 100.325 100.325 100.325 -0.005 0 2,392 -400
Mar17 160802 100.330 100.330 100.325 100.325 -0.015 0 3,729 -100
Total Volume and Open Interest 0 77,150 -517
Long Gilt(LIFFE)
Sep16 160802 130~00 130~05 129~09 129~20 -0~26 216,179 556,268 -18,521
Dec16 160802 128~19 128~19 128~19 128~19 -0~26      
Total Volume and Open Interest 216,179 556,268 -18,521
3-Mth Short Sterling(LIFFE)
Sep16 160802 99.66 99.67 99.65 99.65 -0.01 19,169 501,989 +876
Dec16 160802 99.70 99.71 99.68 99.69 -0.01 28,543 651,565 +1,557
Mar17 160802 99.70 99.71 99.68 99.69 -0.02 31,412 365,596 +607
Jun17 160802 99.71 99.71 99.68 99.69 -0.02 35,866 366,651 +5,051
Sep17 160802 99.70 99.70 99.67 99.68 -0.02 22,710 285,872 +1,224
Dec17 160802 99.69 99.69 99.65 99.67 -0.02 43,224 312,017 +10,544
Total Volume and Open Interest 366,517 3,361,223 +26,075
3-Mth Euribor(LIFFE)
Sep16 160802 100.310 100.315 100.310 100.315 unch 20,151 344,249 -705
Dec16 160802 100.325 100.330 100.315 100.325 -0.005 29,997 454,484 -3,640
Mar17 160802 100.335 100.340 100.320 100.330 -0.010 32,874 395,327 +381
Total Volume and Open Interest 308,307 3,089,840 -1,007
3-Mth Aus T-Bills(SFE)
Sep16 160802 98.17 98.25 98.17 98.24 +0.06 27,164 184,416 -2,019
Dec16 160802 98.27 98.36 98.25 98.33 +0.06 21,750 177,054 -6,318
Mar17 160802 98.31 98.41 98.31 98.38 +0.06 19,709 146,853 -3,113
Jun17 160802 98.34 98.42 98.34 98.40 +0.05 14,151 127,229 +319
Sep17 160802 98.35 98.43 98.34 98.40 +0.05 8,784 89,002 +1,844
Dec17 160802 98.35 98.43 98.34 98.40 +0.04 9,577 74,021 -3,892
Mar18 160802 98.34 98.42 98.34 98.40 +0.05 5,639 54,551 +1,441
Jun18 160802 98.33 98.41 98.32 98.39 +0.05 1,826 43,059 +904
Sep18 160802 98.33 98.38 98.32 98.37 +0.05 177 6,987 +28
Dec18 160802 98.31 98.36 98.31 98.34 +0.05 10 3,951 +0
Total Volume and Open Interest 108,797 909,778 -10,796
10-Year Aus T-Bonds(SFE)
Sep16 160802 98.14 98.20 98.12 98.17 +0.02 141,663 832,827 +5,295
Dec16 160802 98.17 98.17 98.17 98.17 +0.02      
Total Volume and Open Interest 141,663 832,827 +5,295
3-Year Aus T-Bonds(SFE)
Sep16 160802 98.62 98.70 98.60 98.67 +0.04 230,590 799,846 +27,241
Dec16 160802 98.67 98.67 98.67 98.67 +0.04      
Total Volume and Open Interest 230,590 799,846 +27,241
Gold(CMX)
Aug16 160802 1352.1 1366.1 1346.6 1364.4 +13.0 6,076 8,519 -5,883
Oct16 160802 1355.2 1369.7 1349.5 1368.2 +13.0 10,529 45,895 -564
Dec16 160802 1360.6 1374.2 1353.7 1372.6 +13.0 229,248 437,888 +10,407
Feb17 160802 1364.2 1378.1 1357.8 1376.6 +13.1 2,816 21,767 +732
Apr17 160802 1369.9 1380.5 1369.9 1379.9 +13.1 346 7,953 +129
Jun17 160802 1364.7 1383.1 1364.7 1382.9 +13.2 571 14,344 -12
Aug17 160802 1386.1 1386.4 1383.8 1385.9 +13.3 318 2,561 +26
Oct17 160802 1382.0 1388.7 1382.0 1388.7 +13.4 17 739 +3
Dec17 160802 1384.9 1392.6 1382.3 1391.4 +13.4 737 9,915 +213
Feb18 160802 1393.8 1393.8 1393.8 1393.8 +13.5 0 45 +0
Apr18 160802 1396.2 1396.2 1396.2 1396.2 +13.6 0 3 +0
Jun18 160802 1398.5 1398.5 1398.5 1398.5 +13.6 45 3,791 +0
Total Volume and Open Interest 253,414 568,798 +5,186
Silver(CMX)
Sep16 160802 2053.0 2083.5 2038.5 2070.1 +20.1 65,046 154,025 -2,287
Dec16 160802 2063.0 2092.5 2049.0 2081.0 +20.6 6,903 51,586 +2,573
Mar17 160802 2097.0 2097.0 2089.0 2091.5 +21.1 617 9,082 +144
May17 160802 2097.3 2098.0 2097.3 2097.3 +21.2 4 471 +0
Jul17 160802 2106.5 2106.5 2101.0 2102.9 +21.3 8 2,538 +5
Sep17 160802 2105.5 2109.4 2105.5 2109.4 +22.3 26 360 +2
Dec17 160802 2090.0 2119.0 2085.0 2118.3 +23.8 2 1,942 -5
Total Volume and Open Interest 72,776 223,343 +434
Platinum(NYMEX)
Oct16 160802 1161.8 1183.3 1159.0 1172.1 +8.8 14,382 74,607 +377
Jan17 160802 1162.1 1185.0 1162.1 1174.3 +8.8 131 4,004 +22
Apr17 160802 1181.0 1181.6 1176.4 1176.4 +8.9 0 83 +0
Jul17 160802 1178.1 1178.1 1178.1 1178.1 +8.9 0 14 +0
Total Volume and Open Interest 14,526 78,760 +379
Palladium(NYMEX)
Sep16 160802 717.70 724.70 713.90 717.70 +1.45 5,895 26,361 +505
Dec16 160802 719.15 724.95 716.00 719.05 +1.60 298 1,623 +108
Mar17 160802 719.95 719.95 719.95 719.95 +1.60 0 40 +0
Total Volume and Open Interest 6,209 28,025 +613
Copper(CMX)
Sep16 160802 219.25 224.55 219.20 220.90 +0.95 59,083 98,742 -731
Dec16 160802 220.60 225.55 220.50 222.10 +0.95 7,522 52,741 +1,743
Mar17 160802 221.50 226.40 221.50 223.05 +0.95 1,741 19,575 -445
May17 160802 224.10 226.75 223.65 223.65 +0.90 304 4,300 +18
Jul17 160802 224.70 227.35 224.00 224.25 +0.90 4 733 +2
Total Volume and Open Interest 68,943 184,096 +554
E-mini DJIA Index(CBOT)
Sep16 160802 18343 18375 18170 18248 -78 138,941 139,349 +2,944
Dec16 160802 18251 18271 18085 18153 -74 62 481 +9
Mar17 160802 18075 18075 18042 18075 -74 14 90 +11
Jun17 160802 18034 18034 18034 18034 -74      
Total Volume and Open Interest 139,017 139,920 +2,964
S & P 500(CME)
Sep16 160802 2166.10 2170.20 2142.00 2152.70 -11.70 8,111 91,190 -4,324
Dec16 160802 2145.00 2145.00 2133.70 2145.00 -11.70 0 1,289 +0
Mar17 160802 2138.20 2138.20 2126.90 2138.20 -11.70 0 60 +0
Jun17 160802 2131.80 2131.80 2120.50 2131.80 -11.70 0 60 +0
Total Volume and Open Interest 8,111 92,599 -4,324
S & P 500 E-Mini(Globex)
Sep16 160802 2166.00 2171.00 2141.50 2152.75 -11.75 1,718,155 2,881,534 -43,691
Dec16 160802 2158.25 2163.00 2134.00 2145.00 -11.75 3,283 35,106 +1,366
Mar17 160802 2156.00 2156.00 2127.75 2138.25 -11.75 194 851 +6
Jun17 160802 2122.00 2131.75 2122.00 2131.75 -11.75 0 319 +0
Total Volume and Open Interest 1,721,632 2,917,810 -42,319
NASDAQ 100 E-Mini(Globex)
Sep16 160802 4749.30 4759.50 4681.80 4714.30 -30.20 207,360 276,262 +223
Dec16 160802 4743.30 4749.50 4674.50 4706.30 -30.20 132 430 -37
Mar17 160802 4700.30 4734.00 4683.50 4700.30 -30.20 0 49 +0
Total Volume and Open Interest 207,495 276,748 +189
S&P Midcap 400(CME) e-Mini
Sep16 160802 1554.00 1557.90 1530.20 1534.20 -18.40 16,611 82,307 +12
Dec16 160802 1528.80 1550.30 1528.60 1528.80 -18.40 0 10 +0
Mar17 160802 1529.30 1529.30 1529.30 1529.30 -18.40      
Total Volume and Open Interest 16,611 82,317 +12
Volatility Index(CBOE)
Aug16 160802 13.70 14.86 13.50 14.23 +0.60 79,284 249,458 -5,601
Sep16 160802 16.20 17.10 16.05 16.63 +0.40 62,332 119,688 +5,765
Oct16 160802 17.85 18.67 17.75 18.28 +0.40 18,460 48,416 +2,792
Nov16 160802 18.15 18.93 18.05 18.58 +0.45 9,718 31,178 +1,625
Total Volume and Open Interest 182,754 501,600 +5,919
Russell 2000(ICE)
Sep16 160802 1218.20 1221.80 1196.40 1199.90 -17.50 85,686 326,600 +498
Dec16 160802 1209.80 1209.80 1192.20 1195.40 -17.50 6 1,012 -2
Mar17 160802 1191.40 1191.40 1191.40 1191.40 -17.50 0 250 +0
Total Volume and Open Interest 85,692 328,027 +496
Nikkei 225(CME)
Sep16 160802 16465 16560 16020 16125 -355 28,578 35,563 -435
Dec16 160802 16250 16490 15990 16080 -355 59 142 -27
Total Volume and Open Interest 28,637 35,705 -462
Nikkei 225(SGX)
Sep16 160802 16585 16600 16310 16340 -235 164,665 0 -203,710
Dec16 160802 16245 16350 16230 16230 -230 282 0 -6,072
Mar17 160802 16195 16195 16195 16195 -235      
Total Volume and Open Interest 164,967 218,435 -3,061
Nikkei 225(CME) Yen
Sep16 160802 16465 16525 15985 16095 -355 86,026 74,630 -2,258
Dec16 160802 15965 16365 15870 15965 -355 34 65 +24
Mar17 160802 15915 15915 15915 15915 -355      
Total Volume and Open Interest 86,060 74,695 -2,234
Nikkei 225(CME) e-Mini Yen
Sep16 160802 16100 16500 16000 16100 -350 0 11 +0
Dec16 160802 15970 15970 15970 15970 -350      
Mar17 160802 15920 15920 15920 15920 -350      
Total Volume and Open Interest 0 11 +0
CAC 40(EURONEXT)
Aug16 160802 4394.0 4400.0 4314.0 4327.5 -81.0 66,891 260,617 -6,336
Sep16 160802 4402.0 4402.0 4314.5 4326.0 -81.5 1,063 9,677 +233
Oct16 160802 4315.5 4315.5 4315.5 4315.5 -80.5 0 10 +0
Total Volume and Open Interest 67,954 270,349 -6,103
Hang Seng Index(HKFE)
Aug16 160801 21785 22245 21775 22120 +346 97,672 113,112 +3,731
Sep16 160801 21731 22175 21717 22060 +360 535 6,152 +282
Total Volume and Open Interest 117,346 141,768 -14,993
DAX(EUREX)
Sep16 160802 10300.0 10336.0 10111.0 10146.0 -190.5 72,925 145,964 -8,143
Dec16 160802 10294.5 10294.5 10100.0 10132.5 -191.0 49 5,793 -50
Mar17 160802 10280.0 10280.0 10125.5 10125.5 -190.5 7 184 +7
Total Volume and Open Interest 72,981 151,941 -8,186
Mini-DAX(EUREX)
Sep16 160802 10298.0 10335.0 10109.0 10146.0 -190.5 18,367 9,895 -350
Dec16 160802 10315.0 10315.0 10105.0 10132.5 -191.0 13 170 +8
Mar17 160802 10166.0 10166.0 10125.5 10125.5 -190.5 0 11 +0
Total Volume and Open Interest 18,380 10,076 -342
FT-SE 100(EURONEXT)
Sep16 160802 6626.50 6642.00 6577.50 6595.00 -53.50 110,086 655,475 -1,186
Dec16 160802 6548.00 6565.50 6548.00 6554.00 -53.50 11 197 -7
Mar17 160802 6494.50 6494.50 6494.50 6494.50 -53.50      
Total Volume and Open Interest 110,097 655,672 -1,193
SPI 200(SFE)
Sep16 160802 5546.0 5551.0 5488.0 5500.0 -46.0 41,536 289,467 +7,417
Dec16 160802 5490.0 5490.0 5485.0 5485.0 -47.0 6 2,592 +0
Mar17 160802 5436.0 5436.0 5436.0 5436.0 -47.0 0 1,436 +0
Total Volume and Open Interest 41,573 294,439 +7,439
FTSE MIB(ISE)
Sep16 160802 16535.00 16550.00 16030.00 16105.00 -472.00 31,180 41,348 +381
Dec16 160802 16330.00 16340.00 15925.00 15978.00 -474.00 110 227 +27
Mar17 160802 15985.00 15985.00 15985.00 15985.00 -474.00      
Total Volume and Open Interest 31,290 41,575 +408
KOSPI 200(KFE)
Sep16 160802 254.00 254.20 252.05 252.20 -2.10 139,482 128,412 +25
Dec16 160802 255.10 255.10 252.95 253.00 -1.95 387 9,066 +84
Mar17 160802 250.95 250.95 250.40 250.55 -1.75 30 847 -4
Total Volume and Open Interest 139,927 141,276 +105
GSCI(CME)
Aug16 160802 335.70 337.25 329.50 330.95 -1.40 221 11,784 -73
Sep16 160802 334.10 338.75 334.10 334.10 -1.30 0 351 +0
Oct16 160802 337.70 337.70 337.70 337.70 -1.30      
Total Volume and Open Interest 221 12,135 -73
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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