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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Wed August 03, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug16 160803 987.00 1000.50 985.75 990.50 +5.25 4,443 9,206 -2,313
Sep16 160803 972.00 985.50 969.25 973.50 +2.25 16,251 55,654 +1,405
Nov16 160803 953.00 966.50 950.00 955.50 +2.50 120,245 388,005 -4,914
Jan17 160803 954.25 967.00 951.25 955.50 +1.25 12,228 62,610 +1,444
Mar17 160803 949.25 959.50 945.50 947.75 -0.75 9,154 67,383 +1,194
May17 160803 946.75 958.50 945.00 947.25 -0.25 5,262 33,109 -63
Jul17 160803 953.00 961.75 947.75 950.25 unch 5,553 37,459 +3
Aug17 160803 947.25 947.25 944.50 944.50 +0.50 14 396 -3
Sep17 160803 925.00 925.00 925.00 925.00 +0.75 1 339 +1
Nov17 160803 914.00 921.25 912.75 915.50 +4.25 2,916 31,023 +577
Jan18 160803 917.75 917.75 917.75 917.75 +4.00 60 454 +8
Mar18 160803 917.25 917.25 917.25 917.25 +3.50 10 67 +0
May18 160803 919.50 919.50 919.50 919.50 +3.50 0 53 +0
Jul18 160803 923.50 923.50 923.50 923.50 +3.50 3 120 +3
Total Volume and Open Interest 176,152 686,126 -2,655
Soybean Meal(CBOT)
Aug16 160803 328.40 331.70 327.50 330.50 +2.10 1,979 3,563 -740
Sep16 160803 328.50 331.50 326.50 329.50 +1.20 15,110 58,288 -1,383
Oct16 160803 327.90 330.60 325.50 327.90 +0.20 9,378 29,513 +335
Dec16 160803 326.80 329.50 324.00 326.40 -0.30 46,077 159,899 -2,321
Jan17 160803 324.00 326.50 320.70 322.80 -1.00 5,932 27,414 -215
Mar17 160803 318.80 320.90 315.20 317.20 -1.40 4,325 31,705 +303
May17 160803 314.80 316.60 311.90 313.60 -0.30 2,953 19,060 -476
Jul17 160803 315.50 317.40 312.90 314.50 -0.20 3,298 16,975 -18
Aug17 160803 314.00 316.00 312.80 313.70 +0.10 1,309 1,492 -439
Sep17 160803 315.40 315.50 312.00 312.60 +0.50 551 1,543 +92
Total Volume and Open Interest 91,657 358,415 -4,760
Soybean Oil(CBOT)
Aug16 160803 30.05 30.63 30.05 30.30 +0.24 3,058 2,878 -723
Sep16 160803 30.12 30.87 30.04 30.42 +0.24 15,138 53,296 -358
Oct16 160803 30.26 30.98 30.18 30.54 +0.25 5,127 26,578 -205
Dec16 160803 30.48 31.25 30.40 30.81 +0.27 45,822 181,939 -1,750
Jan17 160803 30.73 31.46 30.66 31.04 +0.27 3,793 29,487 +608
Mar17 160803 30.90 31.61 30.83 31.23 +0.28 3,173 23,588 +528
May17 160803 31.10 31.76 31.05 31.40 +0.27 1,043 17,365 -94
Jul17 160803 31.38 31.96 31.29 31.61 +0.27 1,180 10,380 +16
Aug17 160803 31.68 31.81 31.68 31.68 +0.26 213 3,501 +100
Sep17 160803 32.00 32.00 31.70 31.70 +0.25 93 2,566 +5
Total Volume and Open Interest 79,063 358,563 -1,756
Canola(WCE)
Nov16 160803 445.7 454.4 445.2 446.0 -1.5 9,253 119,151 +511
Jan17 160803 452.0 460.7 451.4 452.1 -1.8 1,647 22,868 +429
Mar17 160803 466.5 467.3 457.8 458.7 -1.8 713 5,263 -52
May17 160803 472.0 472.8 463.6 464.6 -0.7 685 4,638 +473
Jul17 160803 472.8 477.4 468.7 470.0 +0.4 193 5,994 -18
Total Volume and Open Interest 12,654 161,888 +1,346
Corn(CBOT)
Sep16 160803 323.75 328.75 322.25 325.00 +0.75 83,565 457,394 -5,340
Dec16 160803 333.75 338.50 332.25 335.00 +1.00 130,854 562,726 +8,622
Mar17 160803 343.75 348.25 342.25 345.00 +1.25 19,006 134,737 +3,294
May17 160803 350.50 355.00 349.00 351.75 +1.25 6,124 34,966 +294
Jul17 160803 356.75 360.75 355.25 358.00 +1.25 9,484 66,750 +1,541
Sep17 160803 363.00 367.25 362.50 364.75 +1.75 4,118 17,725 +1,474
Dec17 160803 370.00 374.50 369.25 372.50 +2.50 4,322 48,496 +157
Mar18 160803 381.00 382.00 381.00 381.75 +2.25 235 1,993 +42
May18 160803 386.75 386.75 386.75 386.75 +2.00 51 646 +38
Jul18 160803 389.00 390.25 389.00 390.25 +1.75 0 832 +0
Total Volume and Open Interest 257,825 1,328,312 +10,153
Wheat(CBOT)
Sep16 160803 402.00 415.00 401.00 410.25 +9.00 68,357 245,414 -1,150
Dec16 160803 428.00 441.25 427.50 436.25 +8.25 34,751 142,796 +3,396
Mar17 160803 454.00 466.75 453.75 462.25 +7.75 7,976 51,265 +1,236
May17 160803 469.25 480.00 468.25 475.75 +7.00 1,804 12,514 +245
Jul17 160803 476.25 487.00 475.75 482.50 +6.25 2,875 25,193 +613
Sep17 160803 498.00 499.50 495.50 495.50 +6.50 65 2,631 +14
Total Volume and Open Interest 115,922 485,058 +4,387
Wheat(KCBT)
Sep16 160803 406.00 417.75 405.25 412.25 +5.75 20,415 128,524 -1,458
Dec16 160803 432.50 443.50 432.00 438.50 +5.50 6,369 54,605 +493
Mar17 160803 450.00 460.00 450.00 455.25 +5.25 1,235 29,280 +113
May17 160803 463.50 470.25 461.25 465.75 +5.25 3,434 11,193 +2,929
Jul17 160803 469.00 480.00 469.00 475.50 +5.75 733 16,117 +245
Sep17 160803 485.75 491.50 485.75 491.25 +6.25 50 1,584 +1
Dec17 160803 508.00 516.00 507.00 516.00 +5.50 0 665 +0
Total Volume and Open Interest 32,236 242,161 +2,323
Wheat(MGE)
Sep16 160803 486.00 494.25 486.00 492.50 +6.00 2,897 24,039 +382
Dec16 160803 500.75 508.25 500.25 505.75 +5.00 1,028 15,918 -148
Mar17 160803 517.00 522.25 516.50 519.75 +4.25 328 10,661 +46
May17 160803 531.00 531.00 527.00 528.75 +3.75 134 4,933 +2
Jul17 160803 534.25 538.75 534.25 537.75 +3.50 22 2,643 +1
Sep17 160803 548.50 550.00 546.00 547.50 +3.25 6 1,968 +0
Total Volume and Open Interest 4,431 60,954 +289
Oats(CBOT)
Sep16 160803 195.00 198.50 195.00 196.25 +0.75 316 2,279 -243
Dec16 160803 191.00 192.50 188.50 189.00 -1.75 552 6,371 +91
Mar17 160803 198.00 199.00 198.00 198.50 -0.50 4 1,011 +1
May17 160803 205.00 206.00 205.00 206.00 +0.50      
Total Volume and Open Interest 872 9,661 -151
Rough Rice(CBOT)
Sep16 160803 9.57 9.68 9.52 9.55 -0.02 824 8,122 -94
Nov16 160803 9.84 9.95 9.79 9.81 -0.02 684 3,032 +456
Jan17 160803 10.05 10.11 10.01 10.01 -0.05 23 136 +6
Mar17 160803 10.22 10.22 10.22 10.22 -0.05 1 45 +0
Total Volume and Open Interest 1,532 11,337 +368
Live Cattle(CME)
Aug16 160803 116.200 117.180 115.930 116.750 +0.520 11,352 33,328 -3,467
Oct16 160803 114.480 115.700 114.180 115.200 +0.620 24,792 113,917 +582
Dec16 160803 114.750 115.930 114.500 115.480 +0.595 11,334 56,145 +1,653
Feb17 160803 114.035 115.000 113.700 114.830 +0.880 5,680 25,497 +732
Apr17 160803 112.230 113.330 112.100 113.230 +0.945 3,244 14,556 +824
Jun17 160803 106.285 107.180 106.135 107.080 +0.830 1,434 6,178 +440
Total Volume and Open Interest 58,266 252,838 +950
Feeder Cattle(CME)
Aug16 160803 145.450 147.900 145.035 147.485 +2.000 3,363 13,438 -653
Sep16 160803 143.535 145.950 143.330 145.600 +1.720 3,699 12,794 +82
Oct16 160803 141.200 143.900 141.200 143.700 +1.620 2,700 9,344 +360
Nov16 160803 138.985 140.850 138.580 140.735 +1.535 852 4,659 +91
Jan17 160803 134.630 136.450 134.630 136.435 +1.150 485 3,247 -19
Mar17 160803 133.950 134.500 133.750 134.350 +0.815 157 938 -28
Apr17 160803 134.400 134.650 134.300 134.600 +1.315 13 256 -1
Total Volume and Open Interest 11,285 44,797 -168
Lean Hogs(CME)
Aug16 160803 68.885 69.100 68.300 68.350 -0.580 7,340 23,376 -2,981
Oct16 160803 60.330 60.680 59.430 59.500 -1.035 18,832 105,694 +2,175
Dec16 160803 56.000 56.485 55.330 55.380 -0.870 7,806 50,876 +1,916
Feb17 160803 60.450 61.180 60.200 60.450 -0.335 2,044 24,067 +463
Apr17 160803 65.150 65.930 65.100 65.450 -0.085 499 18,143 +57
May17 160803 71.150 71.150 71.150 71.150 -0.030 4 241 +4
Jun17 160803 75.450 75.830 75.150 75.400 -0.385 146 2,285 +83
Jul17 160803 74.850 74.850 74.450 74.850 -0.285 23 408 -2
Total Volume and Open Interest 36,701 225,304 +1,720
Class III Milk(CME)
Jul16 160802 15.27 15.28 15.26 15.26 unch 81 5,199 -56
Aug16 160803 17.05 17.09 16.94 17.02 unch 209 4,983 +8
Sep16 160803 17.04 17.15 16.95 17.07 +0.05 105 4,488 +38
Oct16 160803 16.94 16.94 16.80 16.90 -0.01 63 3,601 +9
Nov16 160803 16.51 16.51 16.34 16.42 -0.06 39 3,303 +2
Dec16 160803 15.99 16.02 15.95 16.02 -0.06 2 2,903 +0
Jan17 160803 15.95 15.95 15.88 15.95 unch 3 1,208 +2
Feb17 160803 16.02 16.03 15.96 16.02 +0.03 5 1,078 +3
Mar17 160803 16.08 16.11 16.08 16.10 unch 4 1,038 +4
Apr17 160803 16.20 16.20 16.13 16.13 -0.02 12 955 +12
May17 160803 16.37 16.37 16.27 16.27 -0.03 13 807 +11
Jun17 160803 16.43 16.43 16.42 16.42 unch 9 736 +9
Jul17 160803 16.60 16.64 16.60 16.60 unch 24 299 +13
Total Volume and Open Interest 579 31,708 +95
Cocoa(ICE)
Sep16 160803 2885 2999 2874 2993 +97 33,639 80,874 -2,016
Dec16 160803 2875 2976 2866 2971 +82 20,938 74,116 +1,606
Mar17 160803 2851 2950 2846 2946 +80 8,018 50,184 +228
May17 160803 2848 2939 2838 2935 +80 1,484 9,291 +164
Jul17 160803 2833 2934 2833 2930 +79 319 3,262 +65
Sep17 160803 2905 2929 2905 2925 +80 156 3,911 +41
Dec17 160803 2918 2918 2918 2918 +79 62 997 +57
Total Volume and Open Interest 64,636 226,527 +157
Coffee "C"(ICE)
Sep16 160803 141.25 142.10 139.85 140.40 -0.85 14,282 83,908 -1,555
Dec16 160803 145.00 145.50 143.25 143.85 -0.75 6,042 60,493 +1,895
Mar17 160803 147.70 148.35 146.30 146.95 -0.65 2,203 20,842 +256
May17 160803 149.60 150.15 148.10 148.75 -0.60 512 11,236 -6
Jul17 160803 150.75 151.35 149.60 150.25 -0.45 208 3,492 -22
Sep17 160803 152.20 152.20 150.95 151.65 -0.35 74 3,209 -11
Total Volume and Open Interest 23,365 189,259 +583
Orange Juice(ICE)
Sep16 160803 170.60 173.80 168.75 172.90 +2.05 1,281 13,179 -265
Nov16 160803 171.35 173.80 169.30 173.30 +1.95 402 3,994 +166
Jan17 160803 170.05 173.00 169.10 173.00 +1.85 10 987 -16
Mar17 160803 168.65 170.50 168.65 170.50 +1.85 6 267 +4
May17 160803 168.70 168.70 168.70 168.70 +1.15 0 12 +0
Jul17 160803 167.00 167.00 167.00 167.00 +1.15      
Total Volume and Open Interest 1,699 18,441 -111
Sugar #11(ICE)
Oct16 160803 19.05 19.28 18.86 19.04 -0.01 45,650 433,868 +1,651
Mar17 160803 19.45 19.66 19.28 19.45 -0.03 16,415 237,297 +975
May17 160803 18.84 19.07 18.72 18.88 -0.01 6,098 61,867 +681
Jul17 160803 18.33 18.54 18.22 18.38 -0.01 2,466 49,444 +318
Oct17 160803 18.00 18.29 17.95 18.14 unch 819 29,754 +335
Mar18 160803 17.82 18.16 17.81 18.03 +0.02 441 14,742 +218
May18 160803 17.44 17.70 17.43 17.64 +0.01 77 4,559 +7
Jul18 160803 17.20 17.42 17.20 17.38 +0.01 20 4,760 +0
Total Volume and Open Interest 72,010 842,253 +4,189
London Cocoa(LCE)
Sep16 160803 2325 2386 2307 2379 +56 17,788 92,151 -3,584
Dec16 160803 2271 2330 2259 2326 +51 12,821 63,681 -809
Mar17 160803 2217 2274 2207 2269 +47 7,550 57,970 -230
May17 160803 2205 2260 2196 2255 +46 2,113 20,807 -226
Jul17 160803 2200 2249 2194 2249 +45 748 4,209 +245
Sep17 160803 2191 2241 2187 2241 +44 168 4,278 +103
Dec17 160803 2179 2229 2175 2229 +44 76 908 +46
Total Volume and Open Interest 41,264 244,004 -4,455
London Sugar(LCE)
Oct16 160803 527.10 532.70 523.80 528.40 unch 3,792 44,458 -289
Dec16 160803 528.00 532.50 523.80 528.80 -0.80 901 18,690 +75
Mar17 160803 527.20 531.90 523.50 528.20 -1.00 659 16,292 +58
May17 160803 515.30 517.60 513.00 517.60 -0.90 522 8,326 +151
Aug17 160803 504.20 507.00 502.20 506.10 -0.80 52 4,017 +38
Total Volume and Open Interest 6,038 95,424 +31
Cotton(ICE)
Oct16 160803 73.67 73.84 73.20 73.84 +0.17 72 203 +17
Dec16 160803 74.00 74.45 73.22 74.29 +0.31 20,775 180,317 +2,060
Mar17 160803 74.42 74.61 73.59 74.52 +0.30 4,373 37,202 +304
May17 160803 74.21 74.33 73.37 74.20 +0.18 483 5,752 +19
Jul17 160803 73.96 74.00 73.07 73.97 +0.12 386 4,575 +20
Oct17 160803 73.47 73.47 73.47 73.47 +0.06      
Total Volume and Open Interest 26,387 236,890 +2,564
Lumber(CME)
Sep16 160803 316.0 317.6 314.5 315.0 +0.1 626 4,168 -246
Nov16 160803 324.0 324.7 322.6 322.7 +0.2 256 1,054 +134
Jan17 160803 329.7 332.5 328.1 329.7 +0.2 3 63 +1
Mar17 160803 335.4 335.4 335.4 335.4 +0.2 1 24 +0
Total Volume and Open Interest 886 5,335 -111
Crude Oil(NYM)
Sep16 160803 39.70 41.20 39.19 40.83 +1.32 533,020 541,325 +5,293
Oct16 160803 40.49 41.94 39.96 41.58 +1.28 168,088 194,091 +11,829
Nov16 160803 41.33 42.71 40.77 42.35 +1.23 53,939 121,237 +18
Dec16 160803 42.15 43.45 41.58 43.11 +1.19 66,979 247,557 -1,015
Jan17 160803 42.79 44.09 42.34 43.77 +1.15 18,997 82,160 -1,622
Feb17 160803 43.37 44.61 42.99 44.32 +1.11 10,102 41,203 +1,671
Mar17 160803 43.88 45.07 43.42 44.79 +1.07 13,972 76,178 +1,402
Apr17 160803 44.32 45.31 44.24 45.19 +1.04 4,169 24,513 +1,564
May17 160803 44.58 45.77 44.51 45.54 +1.02 1,926 20,429 +368
Jun17 160803 45.04 46.14 44.53 45.84 +1.00 14,332 81,554 -306
Jul17 160803 45.19 46.21 44.97 46.11 +0.98 1,622 16,897 +121
Aug17 160803 45.50 46.57 45.34 46.36 +0.96 1,486 15,134 -47
Sep17 160803 46.62 46.62 46.62 46.62 +0.95 1,631 33,476 +290
Oct17 160803 46.88 46.88 46.88 46.88 +0.94 585 11,573 +197
Nov17 160803 47.14 47.14 47.14 47.14 +0.92 692 12,103 -92
Dec17 160803 46.62 47.70 46.17 47.41 +0.91 17,320 141,740 +404
Total Volume and Open Interest 916,762 1,785,269 +21,439
e-miNY Crude Oil(NYM)
Sep16 160803 39.725 41.175 39.250 40.825 +1.325 8,530 2,998 +204
Oct16 160803 40.575 41.950 40.050 41.575 +1.275 293 955 +23
Nov16 160803 41.325 42.450 40.850 42.350 +1.225 45 92 +10
Dec16 160803 42.150 43.450 41.700 43.100 +1.175 116 641 +98
Jan17 160803 42.675 44.000 42.675 43.775 +1.150 0 22 +0
Feb17 160803 44.325 44.325 44.325 44.325 +1.125 2 13 +1
Mar17 160803 43.925 44.800 43.925 44.800 +1.075 1 13 +0
Apr17 160803 45.200 45.200 45.200 45.200 +1.050 0 2 +0
May17 160803 45.550 45.550 45.550 45.550 +1.025      
Jun17 160803 45.850 45.850 45.850 45.850 +1.000 0 16 +0
Total Volume and Open Interest 8,990 4,911 +335
NY Harbor ULSD(NYM)
Sep16 160803 126.58 129.79 125.61 128.75 +2.85 67,002 108,426 +1,906
Oct16 160803 128.53 131.92 127.92 131.02 +2.77 28,343 60,374 +1,798
Nov16 160803 130.79 133.98 129.95 133.17 +2.87 16,333 39,339 -54
Dec16 160803 132.63 135.85 131.77 135.07 +2.91 24,587 52,866 -1,046
Jan17 160803 134.34 137.81 133.90 137.01 +2.86 6,108 28,104 +705
Feb17 160803 135.21 138.70 135.21 138.29 +2.79 4,308 14,119 +668
Mar17 160803 136.25 139.33 136.25 138.88 +2.71 3,457 15,401 +410
Apr17 160803 137.00 139.26 137.00 138.86 +2.66 2,098 8,435 +403
May17 160803 137.70 139.84 137.70 139.37 +2.57 1,578 4,134 +222
Jun17 160803 138.79 140.90 137.39 140.17 +2.49 3,271 20,690 -554
Jul17 160803 139.97 141.20 139.97 141.20 +2.42 375 2,870 +56
Aug17 160803 141.27 142.35 141.27 142.35 +2.37 302 1,761 +38
Sep17 160803 142.50 144.00 142.50 143.61 +2.31 396 1,895 +45
Oct17 160803 144.85 144.85 144.85 144.85 +2.24 192 1,740 +13
Total Volume and Open Interest 162,900 389,546 +6,163
RBOB Gasoline(NYM)
Sep16 160803 131.03 135.34 129.67 134.99 +3.83 59,886 141,744 +92
Oct16 160803 121.11 125.79 120.29 125.36 +3.92 37,749 66,377 +247
Nov16 160803 120.25 124.15 119.01 123.77 +3.77 22,794 42,289 +889
Dec16 160803 119.64 123.28 118.39 122.83 +3.58 17,233 50,213 +3,253
Jan17 160803 119.72 123.84 119.05 123.45 +3.57 5,307 18,859 +1,362
Feb17 160803 121.64 125.18 120.65 124.96 +3.51 1,760 6,752 +319
Mar17 160803 124.17 127.67 123.20 127.48 +3.47 1,820 14,750 +33
Apr17 160803 143.18 147.10 142.61 146.73 +3.40 916 13,218 -104
May17 160803 144.56 147.83 143.86 147.65 +3.26 506 5,267 -61
Jun17 160803 143.76 147.87 143.71 147.41 +3.13 1,207 10,611 +260
Total Volume and Open Interest 151,382 398,689 +6,098
e-miNY RBOB Gasoline(NYM)
Sep16 160803 134.99 134.99 134.99 134.99 +3.83 1 2 +1
Oct16 160803 125.36 125.36 125.36 125.36 +3.92      
Nov16 160803 123.77 123.77 123.77 123.77 +3.77      
Dec16 160803 122.83 122.83 122.83 122.83 +3.58      
Total Volume and Open Interest 1 2 +1
Natural Gas(NYM)
Sep16 160803 2.734 2.866 2.722 2.839 +0.106 128,411 266,697 -5,311
Oct16 160803 2.781 2.905 2.774 2.881 +0.098 52,955 127,391 +6,759
Nov16 160803 2.942 3.054 2.935 3.034 +0.091 32,767 99,983 +970
Dec16 160803 3.194 3.288 3.190 3.276 +0.077 17,131 57,348 +1,398
Jan17 160803 3.308 3.401 3.308 3.392 +0.077 24,643 117,846 -1,673
Feb17 160803 3.311 3.385 3.300 3.378 +0.074 4,972 32,010 -117
Mar17 160803 3.252 3.333 3.252 3.328 +0.069 11,909 65,719 +562
Apr17 160803 3.018 3.075 3.015 3.072 +0.052 11,966 56,839 +990
May17 160803 3.007 3.044 2.994 3.043 +0.045 5,190 21,242 -203
Jun17 160803 3.043 3.074 3.029 3.074 +0.041 3,686 21,266 +622
Jul17 160803 3.076 3.104 3.062 3.103 +0.039 1,346 13,457 -24
Aug17 160803 3.081 3.111 3.068 3.111 +0.037 497 14,716 +126
Sep17 160803 3.050 3.091 3.049 3.090 +0.035 718 9,985 +343
Oct17 160803 3.078 3.111 3.072 3.109 +0.034 2,650 23,647 -176
Nov17 160803 3.135 3.164 3.127 3.162 +0.032 650 10,637 +96
Dec17 160803 3.268 3.295 3.258 3.292 +0.030 793 14,747 +88
Total Volume and Open Interest 305,916 1,002,669 +6,645
Brent Crude Oil(ICE)
Oct16 160803 41.94 43.47 41.56 43.10 +1.30 234,773 411,261 +3,431
Nov16 160803 42.41 43.82 41.96 43.48 +1.25 88,362 291,455 -1,464
Dec16 160803 42.92 44.39 42.51 44.03 +1.22 96,389 384,247 -557
Jan17 160803 43.47 44.84 42.99 44.49 +1.17 22,554 94,763 -381
Feb17 160803 43.95 45.25 43.46 44.95 +1.14 20,116 76,843 -2,915
Mar17 160803 44.47 45.70 43.95 45.40 +1.11 20,536 88,185 +3,458
Apr17 160803 44.91 46.10 44.45 45.81 +1.07 5,824 31,521 +1,109
May17 160803 45.32 46.48 44.85 46.20 +1.05 2,694 41,776 +404
Jun17 160803 45.59 46.85 45.19 46.55 +1.03 22,384 113,712 +794
Jul17 160803 46.41 46.91 46.41 46.91 +1.01 841 19,982 +126
Aug17 160803 47.26 47.26 46.74 47.24 +0.98 1,052 18,393 +92
Sep17 160803 46.82 47.55 46.53 47.54 +0.95 1,778 43,112 +319
Oct17 160803 47.83 47.83 47.83 47.83 +0.93 981 15,895 +183
Nov17 160803 46.61 48.10 46.61 48.10 +0.91 568 14,920 +65
Total Volume and Open Interest 563,701 2,132,939 +4,575
Gas Oil(ICE)
Aug16 160803 357.75 370.00 355.50 363.50 +6.25 40,455 77,522 -3,584
Sep16 160803 364.25 376.25 362.25 369.75 +5.75 87,056 135,924 +4,257
Oct16 160803 371.75 383.75 370.00 377.25 +5.25 49,859 86,719 -496
Nov16 160803 377.25 388.25 374.75 381.75 +5.00 19,253 56,915 +1,107
Dec16 160803 381.25 392.50 378.75 386.00 +5.00 37,914 118,899 +4,830
Jan17 160803 386.50 396.75 384.00 391.00 +5.00 8,900 39,838 +951
Feb17 160803 391.75 402.00 388.75 395.75 +4.75 3,139 21,365 +472
Mar17 160803 396.00 405.25 393.00 400.00 +5.00 3,172 24,394 +341
Apr17 160803 399.50 408.75 397.50 403.50 +5.00 1,919 13,343 +57
May17 160803 400.00 412.50 400.00 406.75 +4.75 747 13,486 -5
Total Volume and Open Interest 269,575 784,622 +10,928
Ethanol(CBOT)
Sep16 160803 1.371 1.382 1.360 1.375 +0.009 170 1,762 +26
Oct16 160803 1.375 1.375 1.362 1.363 +0.005 58 625 +4
Nov16 160803 1.350 1.351 1.342 1.342 +0.006 60 439 -25
Dec16 160803 1.337 1.337 1.322 1.322 +0.006 51 1,088 -12
Jan17 160803 1.315 1.315 1.315 1.315 +0.010 46 163 +10
Feb17 160803 1.319 1.319 1.319 1.319 +0.010 0 158 +0
Mar17 160803 1.333 1.333 1.333 1.333 +0.017      
Apr17 160803 1.350 1.350 1.350 1.350 +0.025      
Total Volume and Open Interest 409 4,259 -1
WTI Crude Oil(ICE)
Sep16 160803 39.73 41.19 39.24 40.83 +1.32 35,723 61,306 +1,045
Oct16 160803 40.52 41.94 40.03 41.58 +1.28 46,860 75,328 -4,492
Nov16 160803 41.32 42.70 40.84 42.35 +1.23 23,332 31,739 +242
Dec16 160803 42.13 43.45 41.62 43.11 +1.19 24,980 108,057 +1,260
Jan17 160803 42.82 44.02 42.34 43.77 +1.15 6,741 19,076 -403
Feb17 160803 43.20 44.63 42.98 44.32 +1.11 4,550 22,000 +1,596
Mar17 160803 43.84 44.96 43.55 44.79 +1.07 2,867 21,934 -594
Apr17 160803 43.90 45.21 43.90 45.19 +1.04 455 3,935 +106
May17 160803 45.54 45.54 45.54 45.54 +1.02 150 2,857 -2
Jun17 160803 44.83 45.85 44.83 45.84 +1.00 3,441 31,382 +251
Jul17 160803 46.11 46.11 46.11 46.11 +0.98 151 3,237 -5
Aug17 160803 46.36 46.36 46.36 46.36 +0.96 38 711 -29
Sep17 160803 46.62 46.62 46.62 46.62 +0.95 51 10,131 +0
Oct17 160803 46.88 46.88 46.88 46.88 +0.94 63 1,123 +42
Nov17 160803 47.14 47.14 47.14 47.14 +0.92 43 1,016 -38
Dec17 160803 46.64 47.57 46.30 47.41 +0.91 3,591 63,752 +469
Total Volume and Open Interest 153,822 501,081 -318
US Dollar Index(ICE)
Sep16 160803 95.075 95.545 95.075 95.525 +0.537 11,369 50,796 -1,188
Dec16 160803 95.085 95.500 95.070 95.495 +0.538 160 4,743 -16
Mar17 160803 95.080 95.495 95.080 95.495 +0.528 47 1,755 +46
Total Volume and Open Interest 11,579 57,343 -1,155
Australian Dollar(CME)
Sep16 160803 75.95 76.04 75.58 75.69 -0.27 71,349 97,890 -1,508
Dec16 160803 75.68 75.83 75.41 75.51 -0.26 151 1,465 +3
Mar17 160803 75.35 75.35 75.35 75.35 -0.27 0 13 +0
Total Volume and Open Interest 71,500 99,368 -1,506
British Pound(CME)
Sep16 160803 133.64 133.82 132.89 133.25 -0.32 60,969 232,440 +2,670
Dec16 160803 133.65 134.02 133.14 133.48 -0.32 125 1,950 +18
Mar17 160803 133.71 134.17 133.54 133.71 -0.32 0 518 +0
Total Volume and Open Interest 61,094 235,454 +2,688
Canadian Dollar(CME)
Sep16 160803 76.34 76.57 76.08 76.48 +0.06 40,005 111,317 +489
Dec16 160803 76.34 76.59 76.12 76.51 +0.06 65 3,830 -5
Mar17 160803 76.18 76.59 76.18 76.54 +0.07 14 394 +4
Jun17 160803 76.57 76.62 76.21 76.57 +0.07 0 147 +0
Total Volume and Open Interest 40,084 115,758 +488
Japanese Yen(CME)
Sep16 160803 99.27 99.42 98.61 99.03 -0.24 89,855 154,270 -3,729
Dec16 160803 99.52 99.78 98.99 99.40 -0.25 56 1,705 -22
Mar17 160803 100.29 100.49 99.49 99.80 -0.25 0 243 +0
Total Volume and Open Interest 89,915 156,338 -3,747
Swiss Franc(CME)
Sep16 160803 103.96 104.03 102.94 102.99 -1.00 16,623 45,679 -1,228
Dec16 160803 103.54 103.54 103.51 103.54 -1.00 32 101 +3
Mar17 160803 104.07 104.07 104.07 104.07 -1.00      
Total Volume and Open Interest 16,655 45,800 -1,225
EuroFX(CME)
Sep16 160803 112.44 112.45 111.62 111.67 -0.81 99,659 373,053 -6,150
Dec16 160803 112.83 112.83 112.08 112.13 -0.80 220 5,871 +20
Mar17 160803 113.13 113.15 112.57 112.58 -0.80 7 1,298 +7
Total Volume and Open Interest 99,886 380,915 -6,123
Mexican Peso(CME)
Aug16 160803 527.38 527.38 527.38 527.38 +0.13      
Sep16 160803 525.25 527.25 523.75 525.50 +0.25 31,775 91,843 +2,409
Total Volume and Open Interest 31,794 123,640 +2,416
Brazilian Real(CME)
Sep16 160803 303.60 305.95 301.10 305.15 +1.50 1,294 23,103 +858
Oct16 160803 299.20 302.95 299.20 302.45 +1.40 0 2 +0
Nov16 160803 299.90 299.90 296.40 299.90 +1.55      
Dec16 160803 297.25 297.25 293.65 297.25 +1.55 0 30 +0
Total Volume and Open Interest 1,294 23,135 +858
30-Year T-Bonds(CBOT)
Sep16 160803 171~310 172~210 171~140 172~050 -0~060 218,726 566,906 -92
Dec16 160803 170~140 171~050 170~010 170~230 -0~060 598 880 +239
Mar17 160803 169~190 169~190 169~190 169~190 -0~060      
Total Volume and Open Interest 219,324 567,786 +147
10-Year T-Notes(CBOT)
Sep16 160803 132~130 132~205 132~085 132~185 +0~010 1,025,550 2,762,893 -13,390
Dec16 160803 131~130 131~220 131~110 131~205 +0~010 2,358 12,343 +1,030
Mar17 160803 130~265 130~265 130~265 130~265 +0~010      
Total Volume and Open Interest 1,027,908 2,775,236 -12,360
5-Year T-Notes(CBOT)
Sep16 160803 121~250 121~290 121~220 121~280 +0~010 535,397 2,711,855 +14,159
Dec16 160803 121~270 121~292 121~226 121~284 +0~006 1,604 13,561 +1,305
Mar17 160803 121~186 121~186 121~186 121~186 +0~006      
Total Volume and Open Interest 537,001 2,725,416 +15,464
2 Year T-Notes(CBOT)
Sep16 160803 109~144 109~154 109~134 109~146 -0~002 274,912 1,065,309 +7,568
Dec16 160803 109~124 109~136 109~122 109~130 -0~002 408 4,556 +353
Mar17 160803 109~124 109~124 109~124 109~124 -0~002      
Total Volume and Open Interest 275,320 1,069,865 +7,921
Eurodollars(CME)
Sep16 160803 99.180 99.185 99.155 99.165 -0.015 214,295 1,160,875 +12,476
Dec16 160803 99.135 99.140 99.105 99.125 -0.010 257,107 1,392,118 +15,119
Mar17 160803 99.110 99.110 99.080 99.100 -0.010 185,420 1,020,388 -813
Jun17 160803 99.075 99.085 99.045 99.075 -0.005 157,323 909,030 +18,330
Sep17 160803 99.045 99.055 99.020 99.050 -0.005 159,598 817,998 +10,382
Dec17 160803 99.005 99.015 98.975 99.010 -0.005 191,645 1,214,683 -4,028
Mar18 160803 98.980 98.995 98.955 98.990 unch 127,113 613,252 +1,647
Jun18 160803 98.950 98.960 98.920 98.955 unch 125,037 456,214 -3,412
Sep18 160803 98.905 98.925 98.885 98.920 unch 129,006 429,888 -9,331
Dec18 160803 98.850 98.880 98.835 98.875 +0.005 83,921 530,370 +741
Mar19 160803 98.815 98.850 98.805 98.840 +0.005 61,092 376,490 -71
Jun19 160803 98.775 98.810 98.765 98.800 +0.005 61,655 284,105 +1,709
Sep19 160803 98.730 98.765 98.725 98.760 +0.010 30,123 228,556 +198
Dec19 160803 98.675 98.715 98.670 98.710 +0.010 31,263 218,741 +174
Mar20 160803 98.635 98.675 98.630 98.665 +0.005 25,892 143,230 -782
Jun20 160803 98.580 98.625 98.580 98.615 +0.005 26,304 91,612 +818
Sep20 160803 98.530 98.575 98.530 98.565 +0.005 18,733 85,554 -926
Dec20 160803 98.470 98.520 98.470 98.510 +0.005 15,755 90,011 -1,013
Total Volume and Open Interest 1,943,776 10,440,522 +39,825
Ultra T-Bond(CBOT)
Sep16 160803 186~13 187~17 185~27 186~27 -0~08 85,005 603,718 +3,962
Dec16 160803 186~00 186~10 185~16 186~00 -0~09 0 6 +0
Mar17 160803 185~00 185~00 185~00 185~00 -0~09      
Total Volume and Open Interest 85,005 603,724 +3,962
Ultra 10-Yr T-Note(CBOT)
Sep16 160803 144~315 145~100 144~240 145~050 -0~020 74,014 176,174 +4,075
Dec16 160803 144~245 144~245 144~225 144~245 -0~020      
Mar17 160803 144~245 144~245 144~245 144~245 -0~020      
Total Volume and Open Interest 74,014 176,174 +4,075
30 Day Federal Funds(CBOT)
Aug16 160803 99.600 99.603 99.600 99.600 unch 2,855 147,938 -721
Sep16 160803 99.590 99.590 99.585 99.590 unch 7,671 60,584 +2,947
Oct16 160803 99.575 99.575 99.570 99.575 unch 16,236 166,931 +2,104
Nov16 160803 99.570 99.575 99.565 99.565 -0.005 7,064 81,691 +512
Dec16 160803 99.545 99.555 99.540 99.545 -0.005 3,855 49,610 -385
Jan17 160803 99.520 99.525 99.510 99.515 -0.005 16,201 91,719 -2,327
Total Volume and Open Interest 81,492 760,252 +7,366
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 160803 99.99 99.99 99.99 99.99 unch      
Dec16 160803 99.99 99.99 99.99 99.99 unch 0 7 +7
Mar17 160803 99.99 99.99 99.99 99.99 unch      
Jun17 160803 99.99 99.99 99.99 99.99 unch      
Sep17 160803 99.99 99.99 99.99 99.99 unch      
Dec17 160803 99.99 99.99 99.99 99.99 unch      
Mar18 160803 100.00 100.00 100.00 100.00 unch      
Jun18 160803 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160803 151.61 151.74 151.37 151.61 -0.04 2,445 18,126 +18,126
Dec16 160803 151.75 151.75 151.75 151.75 -0.04 0 64 +64
Mar17 160803 151.67 151.67 151.67 151.67 -0.04      
Total Volume and Open Interest 2,445 18,190 -1,183
Euro-Buxl(EUREX)
Sep16 160803 193.00 193.98 192.52 193.04 -0.08 22,871 132,089 -5,298
Dec16 160803 191.40 191.40 191.40 191.40 -0.08 2 32 +2
Mar17 160803 191.40 191.40 191.40 191.40 -0.08      
Total Volume and Open Interest 22,873 132,121 -5,296
Euro-Bund(EUREX)
Sep16 160803 166.54 166.92 166.42 166.64 +0.05 364,278 1,565,840 -103,977
Dec16 160803 163.77 164.19 163.77 163.94 +0.06 6,089 35,076 +5,769
Mar17 160803 166.29 166.29 166.29 166.29 -0.05 1 34 +1
Total Volume and Open Interest 370,368 1,600,950 -98,207
Euro-Bobl(EUREX)
Sep16 160803 133.32 133.43 133.30 133.37 +0.02 288,142 1,253,174 -93,971
Dec16 160803 131.37 131.39 131.37 131.38 +0.01 205 6,990 +174
Mar17 160803 133.32 133.32 133.32 133.32 +0.02      
Total Volume and Open Interest 288,347 1,260,164 -93,797
Euro-Schatz(EUREX)
Sep16 160803 111.95 111.97 111.94 111.96 unch 142,654 1,059,673 -97,054
Dec16 160803 111.93 111.93 111.93 111.93 -0.03 0 185 +0
Mar17 160803 111.96 111.96 111.96 111.96 unch      
Total Volume and Open Interest 142,654 1,059,858 -97,054
3-Mth Euribor(EUREX)
Sep16 160803 100.315 100.315 100.315 100.315 unch 0 4,623 +0
Dec16 160803 100.325 100.325 100.325 100.325 unch 816 2,657 +265
Mar17 160803 100.325 100.330 100.325 100.330 +0.005 816 3,464 -265
Total Volume and Open Interest 1,632 77,150 +0
Long Gilt(LIFFE)
Sep16 160803 129~18 129~28 129~16 129~24 +0~04 140,334 551,031 -5,237
Dec16 160803 128~22 128~22 128~22 128~22 +0~04      
Total Volume and Open Interest 140,334 551,031 -5,237
3-Mth Short Sterling(LIFFE)
Sep16 160803 99.65 99.67 99.64 99.65 unch 56,855 492,589 -9,400
Dec16 160803 99.69 99.71 99.68 99.69 unch 34,263 647,927 -3,638
Mar17 160803 99.69 99.72 99.68 99.70 +0.01 23,843 367,689 +2,093
Jun17 160803 99.68 99.72 99.68 99.70 +0.01 23,674 367,508 +857
Sep17 160803 99.68 99.71 99.67 99.69 +0.01 31,719 285,776 -96
Dec17 160803 99.67 99.70 99.66 99.68 +0.01 24,336 314,157 +2,140
Total Volume and Open Interest 331,828 3,346,126 -15,097
3-Mth Euribor(LIFFE)
Sep16 160803 100.310 100.315 100.310 100.315 unch 22,905 344,882 +633
Dec16 160803 100.325 100.330 100.320 100.325 unch 14,244 454,153 -331
Mar17 160803 100.330 100.335 100.320 100.330 unch 21,288 397,130 +1,803
Total Volume and Open Interest 217,144 3,081,926 -7,914
3-Mth Aus T-Bills(SFE)
Sep16 160803 98.24 98.24 98.22 98.23 -0.01 11,862 183,516 -900
Dec16 160803 98.33 98.33 98.29 98.31 -0.02 19,654 178,226 +1,172
Mar17 160803 98.37 98.38 98.33 98.35 -0.03 19,857 151,850 +4,997
Jun17 160803 98.39 98.40 98.35 98.37 -0.03 12,830 129,790 +2,561
Sep17 160803 98.40 98.40 98.35 98.37 -0.03 6,860 90,874 +1,872
Dec17 160803 98.40 98.40 98.34 98.36 -0.04 6,581 73,887 -134
Mar18 160803 98.39 98.40 98.34 98.35 -0.05 2,828 54,632 +81
Jun18 160803 98.38 98.38 98.33 98.34 -0.05 1,401 42,855 -204
Sep18 160803 98.35 98.35 98.30 98.31 -0.06 238 6,821 -166
Dec18 160803 98.33 98.33 98.28 98.28 -0.06 0 3,951 +0
Total Volume and Open Interest 82,111 919,057 +9,279
10-Year Aus T-Bonds(SFE)
Sep16 160803 98.16 98.17 98.04 98.06 -0.11 73,174 818,946 -13,881
Dec16 160803 98.06 98.06 98.06 98.06 -0.11      
Total Volume and Open Interest 73,174 818,946 -13,881
3-Year Aus T-Bonds(SFE)
Sep16 160803 98.66 98.67 98.59 98.61 -0.06 77,264 791,581 -8,265
Dec16 160803 98.61 98.61 98.61 98.61 -0.06      
Total Volume and Open Interest 77,264 791,581 -8,265
Gold(CMX)
Aug16 160803 1362.4 1364.7 1353.3 1356.1 -8.3 1,257 6,519 -2,000
Oct16 160803 1366.6 1368.7 1356.2 1360.2 -8.0 4,303 45,729 -166
Dec16 160803 1370.5 1373.4 1360.6 1364.7 -7.9 112,655 439,352 +1,464
Feb17 160803 1374.2 1377.4 1364.9 1368.9 -7.7 2,298 22,645 +878
Apr17 160803 1377.0 1378.3 1369.4 1372.4 -7.5 356 7,950 -3
Jun17 160803 1377.6 1377.6 1373.4 1375.7 -7.2 472 14,506 +162
Aug17 160803 1378.4 1378.9 1378.4 1378.9 -7.0 84 2,549 -12
Oct17 160803 1389.4 1389.4 1382.0 1382.0 -6.7 14 751 +12
Dec17 160803 1390.0 1390.0 1383.3 1385.0 -6.4 499 10,041 +126
Feb18 160803 1397.9 1397.9 1387.6 1387.6 -6.2 0 45 +0
Apr18 160803 1390.2 1390.2 1390.2 1390.2 -6.0 0 3 +0
Jun18 160803 1392.7 1392.7 1392.7 1392.7 -5.8 113 3,889 +98
Total Volume and Open Interest 123,196 569,664 +866
Silver(CMX)
Sep16 160803 2067.5 2077.0 2040.5 2047.1 -23.0 57,831 150,638 -3,387
Dec16 160803 2078.0 2087.5 2052.0 2058.0 -23.0 9,589 53,360 +1,774
Mar17 160803 2089.5 2089.5 2066.5 2068.3 -23.2 563 9,225 +143
May17 160803 2094.5 2094.5 2074.0 2074.1 -23.2 68 474 +3
Jul17 160803 2079.8 2079.8 2079.8 2079.8 -23.1 85 2,535 -3
Sep17 160803 2086.3 2086.3 2086.3 2086.3 -23.1 73 400 +40
Dec17 160803 2095.2 2095.2 2094.5 2095.2 -23.1 26 1,943 +1
Total Volume and Open Interest 68,552 221,987 -1,356
Platinum(NYMEX)
Oct16 160803 1172.9 1174.2 1160.3 1169.6 -2.5 8,794 75,467 +860
Jan17 160803 1173.0 1173.5 1163.6 1171.6 -2.7 150 4,037 +33
Apr17 160803 1173.7 1173.7 1173.7 1173.7 -2.7 0 83 +0
Jul17 160803 1175.4 1175.4 1175.4 1175.4 -2.7 0 14 +0
Total Volume and Open Interest 8,947 79,654 +894
Palladium(NYMEX)
Sep16 160803 718.10 718.10 705.00 713.85 -3.85 4,217 26,729 +368
Dec16 160803 718.00 719.05 707.15 715.25 -3.80 437 1,897 +274
Mar17 160803 716.15 716.15 716.15 716.15 -3.80 0 40 +0
Total Volume and Open Interest 4,654 28,667 +642
Copper(CMX)
Sep16 160803 220.85 221.45 217.20 219.85 -1.05 62,189 98,678 -64
Dec16 160803 222.05 222.55 218.40 221.05 -1.05 14,278 57,007 +4,266
Mar17 160803 223.00 223.35 219.40 222.05 -1.00 3,160 20,297 +722
May17 160803 222.05 223.15 220.15 222.70 -0.95 568 4,549 +249
Jul17 160803 223.30 223.30 223.30 223.30 -0.95 69 758 +25
Total Volume and Open Interest 81,643 189,333 +5,237
E-mini DJIA Index(CBOT)
Sep16 160803 18248 18281 18188 18269 +21 129,503 139,319 -30
Dec16 160803 18149 18186 18103 18174 +21 116 497 +16
Mar17 160803 18096 18098 18054 18096 +21 0 90 +0
Jun17 160803 18055 18055 18055 18055 +21      
Total Volume and Open Interest 129,619 139,906 -14
S & P 500(CME)
Sep16 160803 2152.20 2158.20 2145.30 2157.00 +4.30 3,895 92,028 +838
Dec16 160803 2140.00 2149.40 2140.00 2149.40 +4.40 0 1,289 +0
Mar17 160803 2142.60 2142.60 2134.20 2142.60 +4.40 0 60 +0
Jun17 160803 2136.20 2136.20 2127.80 2136.20 +4.40 0 60 +0
Total Volume and Open Interest 3,895 93,437 +838
S & P 500 E-Mini(Globex)
Sep16 160803 2152.25 2158.25 2145.25 2157.00 +4.25 1,659,094 2,894,206 +12,672
Dec16 160803 2144.50 2150.50 2137.75 2149.50 +4.50 4,637 36,316 +1,210
Mar17 160803 2134.75 2143.00 2131.50 2142.50 +4.25 28 855 +4
Jun17 160803 2136.25 2136.25 2136.25 2136.25 +4.50 0 319 +0
Total Volume and Open Interest 1,663,759 2,931,696 +13,886
NASDAQ 100 E-Mini(Globex)
Sep16 160803 4713.30 4729.30 4698.00 4728.30 +14.00 199,516 282,018 +5,756
Dec16 160803 4698.80 4720.50 4691.30 4720.30 +14.00 195 463 +33
Mar17 160803 4694.00 4714.30 4694.00 4714.30 +14.00 0 49 +0
Total Volume and Open Interest 199,711 282,537 +5,789
S&P Midcap 400(CME) e-Mini
Sep16 160803 1536.90 1544.90 1529.80 1544.30 +10.10 13,292 82,281 -26
Dec16 160803 1538.90 1538.90 1528.20 1538.90 +10.10 0 10 +0
Mar17 160803 1539.40 1539.40 1539.40 1539.40 +10.10      
Total Volume and Open Interest 13,292 82,291 -26
Volatility Index(CBOE)
Aug16 160803 14.25 14.71 13.80 13.83 -0.40 91,967 245,281 -4,177
Sep16 160803 16.60 17.00 16.25 16.27 -0.36 72,087 132,513 +12,825
Oct16 160803 18.25 18.60 17.99 18.00 -0.28 25,570 50,965 +2,549
Nov16 160803 18.57 18.85 18.35 18.38 -0.20 12,244 32,883 +1,705
Total Volume and Open Interest 214,600 514,168 +12,568
Russell 2000(ICE)
Sep16 160803 1199.50 1211.40 1195.90 1211.00 +11.10 73,061 326,652 +52
Dec16 160803 1198.00 1206.50 1198.00 1206.50 +11.10 7 1,019 +7
Mar17 160803 1202.50 1202.50 1202.50 1202.50 +11.10 0 250 +0
Total Volume and Open Interest 73,068 328,086 +59
Nikkei 225(CME)
Sep16 160803 16155 16285 15980 16095 -30 12,267 35,689 +126
Dec16 160803 16115 16215 15950 16060 -20 7 146 +4
Total Volume and Open Interest 12,274 35,835 +130
Nikkei 225(SGX)
Sep16 160803 16335 16340 15985 16070 -270 78,131 201,699 +201,699
Dec16 160803 16000 16125 15900 15955 -275 117 6,295 +6,295
Mar17 160803 15920 15920 15920 15920 -275      
Total Volume and Open Interest 78,376 216,065 -2,370
Nikkei 225(CME) Yen
Sep16 160803 16125 16255 15945 16060 -35 43,724 70,967 -3,663
Dec16 160803 15930 16110 15835 15930 -35 0 65 +0
Mar17 160803 15880 15880 15880 15880 -35      
Total Volume and Open Interest 43,724 71,032 -3,663
Nikkei 225(CME) e-Mini Yen
Sep16 160803 16060 16250 15970 16060 -40 0 11 +0
Dec16 160803 15930 15930 15930 15930 -40      
Mar17 160803 15880 15880 15880 15880 -40      
Total Volume and Open Interest 0 11 +0
CAC 40(EURONEXT)
Aug16 160803 4321.5 4349.0 4293.0 4321.0 -6.5 51,365 261,138 +521
Sep16 160803 4324.5 4340.5 4291.5 4319.5 -6.5 3,546 10,380 +703
Oct16 160803 4334.0 4335.0 4308.5 4308.5 -7.0 0 10 +0
Total Volume and Open Interest 54,911 271,573 +1,224
Hang Seng Index(HKFE)
Aug16 160803 21780 21796 21670 21679 -441 126,259 117,227 +4,115
Sep16 160803 21753 21753 21619 21622 -438 801 5,904 -248
Total Volume and Open Interest 127,299 127,686 -14,082
DAX(EUREX)
Sep16 160803 10129.0 10216.5 10088.0 10164.5 +18.5 79,025 153,377 +7,413
Dec16 160803 10094.5 10199.5 10089.0 10151.5 +19.0 57 5,806 +13
Mar17 160803 10076.0 10190.0 10076.0 10144.5 +19.0 0 183 -1
Total Volume and Open Interest 79,082 159,366 +7,425
Mini-DAX(EUREX)
Sep16 160803 10124.0 10211.0 10088.0 10164.5 +18.5 20,752 10,793 +898
Dec16 160803 10135.0 10196.0 10079.0 10151.5 +19.0 58 187 +17
Mar17 160803 10144.5 10144.5 10144.5 10144.5 +19.0 0 11 +0
Total Volume and Open Interest 20,810 10,991 +915
FT-SE 100(EURONEXT)
Sep16 160803 6606.50 6623.50 6565.00 6583.00 -12.00 100,915 653,399 -2,076
Dec16 160803 6542.00 6542.00 6542.00 6542.00 -12.00 14 203 +6
Mar17 160803 6482.50 6482.50 6482.50 6482.50 -12.00      
Total Volume and Open Interest 100,929 653,602 -2,070
SPI 200(SFE)
Sep16 160803 5500.0 5501.0 5415.0 5419.0 -81.0 28,847 290,551 +1,084
Dec16 160803 5453.0 5453.0 5404.0 5404.0 -81.0 24 2,586 -6
Mar17 160803 5355.0 5355.0 5355.0 5355.0 -81.0 0 1,436 +0
Total Volume and Open Interest 28,899 295,526 +1,087
FTSE MIB(ISE)
Sep16 160803 16180.00 16230.00 15965.00 16137.00 +32.00 30,281 41,361 +13
Dec16 160803 15925.00 16090.00 15875.00 16015.00 +37.00 28 227 +0
Mar17 160803 16022.00 16022.00 16022.00 16022.00 +37.00      
Total Volume and Open Interest 30,309 41,588 +13
KOSPI 200(KFE)
Sep16 160803 251.50 251.70 248.75 249.00 -3.20 92,975 132,139 +3,727
Dec16 160803 252.55 252.55 249.65 249.80 -3.20 467 9,125 +59
Mar17 160803 248.70 248.70 247.00 248.40 -2.15 33 821 -26
Total Volume and Open Interest 93,480 145,036 +3,760
GSCI(CME)
Aug16 160803 333.85 338.55 331.85 337.15 +6.20 64 11,800 +16
Sep16 160803 340.15 341.55 340.15 340.15 +6.05 0 351 +0
Oct16 160803 343.75 343.75 343.75 343.75 +6.05      
Total Volume and Open Interest 64 12,151 +16
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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