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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Fri August 05, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug16 160805 990.50 1012.00 990.50 1003.75 +13.25 4,121 4,485 -1,772
Sep16 160805 974.25 994.75 974.25 988.00 +14.50 13,096 54,294 -1,191
Nov16 160805 957.00 979.75 957.00 974.50 +17.75 89,454 383,717 +1,432
Jan17 160805 957.00 979.25 957.00 974.50 +17.50 14,959 64,943 +686
Mar17 160805 953.00 971.25 952.00 965.75 +15.50 11,812 68,015 -489
May17 160805 951.25 970.00 951.25 964.50 +15.00 6,592 34,040 +446
Jul17 160805 955.50 972.50 954.50 967.00 +14.25 6,968 39,858 +1,251
Aug17 160805 953.25 961.00 953.25 961.00 +14.50 2 426 +1
Sep17 160805 942.50 942.50 942.50 942.50 +12.25 2 344 +0
Nov17 160805 916.25 931.25 916.25 925.75 +9.50 3,010 31,870 +603
Jan18 160805 921.00 927.50 921.00 927.50 +9.50 1 499 +0
Mar18 160805 927.00 927.00 927.00 927.00 +9.25 0 71 +0
May18 160805 929.25 929.25 929.25 929.25 +9.25 0 50 +0
Jul18 160805 933.25 933.25 933.25 933.25 +8.25 0 125 +0
Total Volume and Open Interest 150,018 682,989 +968
Soybean Meal(CBOT)
Aug16 160805 331.60 336.80 331.60 335.80 +6.10 1,447 2,147 -592
Sep16 160805 328.10 335.00 328.10 334.40 +6.40 13,824 55,975 -1,448
Oct16 160805 326.00 333.40 326.00 332.80 +6.70 8,157 29,774 +42
Dec16 160805 324.00 331.90 324.00 331.40 +7.40 32,202 161,755 +614
Jan17 160805 323.30 329.00 323.30 328.40 +8.00 4,510 27,259 +108
Mar17 160805 317.70 323.80 317.40 321.50 +5.80 5,072 32,661 +13
May17 160805 313.50 321.20 313.50 318.30 +5.60 2,450 19,354 +14
Jul17 160805 314.70 321.80 314.70 319.20 +5.60 1,722 17,328 +214
Aug17 160805 317.40 319.30 317.40 318.00 +5.20 266 1,669 +122
Sep17 160805 316.00 317.80 316.00 316.20 +4.50 202 1,598 -3
Total Volume and Open Interest 70,908 359,075 -671
Soybean Oil(CBOT)
Aug16 160805 30.49 30.69 30.36 30.52 -0.02 1,884 1,781 -282
Sep16 160805 30.74 30.83 30.33 30.62 -0.02 19,935 51,993 -266
Oct16 160805 30.85 30.94 30.47 30.74 -0.02 10,362 28,307 +1,989
Dec16 160805 31.13 31.22 30.72 31.01 -0.02 58,016 182,564 +460
Jan17 160805 31.24 31.45 30.94 31.24 -0.01 5,476 30,037 -3
Mar17 160805 31.41 31.60 31.11 31.42 -0.01 4,625 24,847 +826
May17 160805 31.54 31.76 31.30 31.60 +0.01 2,849 17,913 +131
Jul17 160805 31.79 31.98 31.51 31.81 +0.02 1,997 10,236 -169
Aug17 160805 31.80 31.97 31.72 31.88 unch 104 3,406 -12
Sep17 160805 31.75 31.92 31.75 31.92 +0.01 106 2,505 -23
Total Volume and Open Interest 106,144 361,075 +2,927
Canola(WCE)
Nov16 160805 447.3 455.4 447.3 449.8 +2.9 13,615 118,776 +273
Jan17 160805 453.5 462.0 453.5 456.5 +3.0 1,969 23,597 +453
Mar17 160805 464.0 467.4 461.4 462.8 +2.7 1,009 5,523 +161
May17 160805 470.0 473.3 467.8 469.1 +2.6 829 5,061 +400
Jul17 160805 474.6 480.0 472.5 474.4 +2.1 447 6,123 +154
Total Volume and Open Interest 18,004 163,084 +1,480
Corn(CBOT)
Sep16 160805 320.50 325.00 320.00 324.25 +3.50 91,696 431,183 -16,606
Dec16 160805 330.50 335.00 330.00 334.25 +3.25 128,188 561,752 -3,231
Mar17 160805 341.25 345.00 340.25 344.50 +3.00 26,506 148,898 +4,832
May17 160805 348.00 351.75 347.25 351.25 +3.00 5,723 37,516 +330
Jul17 160805 355.00 358.25 353.75 358.00 +3.00 16,055 72,600 +2,968
Sep17 160805 362.00 364.75 360.75 364.50 +2.50 6,747 23,496 +2,272
Dec17 160805 369.75 372.25 368.75 372.25 +2.25 6,281 49,758 +484
Mar18 160805 378.75 382.00 378.75 382.00 +2.50 123 2,228 +23
May18 160805 383.75 387.00 383.75 387.00 +2.25 0 633 +0
Jul18 160805 387.00 390.25 387.00 390.25 +3.00 62 965 +53
Total Volume and Open Interest 281,519 1,331,175 -8,823
Wheat(CBOT)
Sep16 160805 403.25 418.50 403.00 416.00 +12.75 66,098 237,249 -7,355
Dec16 160805 429.50 442.50 429.50 438.00 +7.50 33,576 146,110 +664
Mar17 160805 458.00 467.00 455.00 459.75 +2.75 12,424 54,580 +2,440
May17 160805 470.25 479.00 467.75 472.50 +2.00 2,408 12,851 +236
Jul17 160805 477.50 485.25 474.75 479.75 +2.25 3,450 25,873 +576
Sep17 160805 492.75 499.25 489.25 494.25 +2.75 352 2,625 +7
Total Volume and Open Interest 119,137 485,109 -3,133
Wheat(KCBT)
Sep16 160805 405.75 417.00 405.00 411.75 +6.00 27,226 126,158 +232
Dec16 160805 432.00 442.25 431.25 437.25 +5.25 13,764 55,079 -470
Mar17 160805 449.00 459.00 448.00 454.00 +5.00 4,241 29,871 +173
May17 160805 463.00 469.50 458.75 465.00 +5.25 583 11,208 -72
Jul17 160805 468.50 478.00 468.50 474.25 +5.00 2,306 16,750 +513
Sep17 160805 490.75 494.50 490.25 490.25 +5.00 515 1,603 -1
Dec17 160805 516.00 516.00 515.25 515.25 +5.75 443 879 +144
Total Volume and Open Interest 49,086 241,740 +519
Wheat(MGE)
Sep16 160805 487.00 495.75 487.00 495.00 +6.25 3,586 24,126 -769
Dec16 160805 500.00 507.50 499.75 504.75 +3.75 1,446 16,334 +407
Mar17 160805 514.00 521.25 513.25 517.50 +2.75 402 10,946 +65
May17 160805 522.25 526.00 522.25 525.25 +1.75 234 5,145 +63
Jul17 160805 532.50 537.00 532.50 534.00 +1.50 44 2,678 +22
Sep17 160805 540.50 543.75 540.50 543.75 +1.25 64 1,957 -11
Total Volume and Open Interest 5,826 62,029 -179
Oats(CBOT)
Sep16 160805 185.25 186.75 175.75 178.75 -6.25 76 2,207 -10
Dec16 160805 186.00 188.00 182.00 184.25 -1.50 605 6,768 +279
Mar17 160805 194.50 196.75 193.75 194.50 -1.25 41 1,074 +22
May17 160805 200.00 200.00 199.25 199.25 -2.50 14 15 +14
Total Volume and Open Interest 736 10,064 +305
Rough Rice(CBOT)
Sep16 160805 9.39 9.40 9.28 9.31 -0.02 330 8,070 +92
Nov16 160805 9.64 9.65 9.53 9.56 -0.02 135 3,367 +86
Jan17 160805 9.79 9.79 9.77 9.77 -0.01 21 185 +11
Mar17 160805 10.00 10.00 9.98 9.98 unch 0 45 +0
Total Volume and Open Interest 486 11,669 +189
Live Cattle(CME)
Aug16 160805 117.180 117.750 116.400 117.680 +1.350 8,324 29,631 -2,245
Oct16 160805 115.600 115.885 114.430 115.535 +0.750 19,632 113,157 +214
Dec16 160805 115.480 115.950 114.635 115.680 +0.795 8,185 58,339 +1,220
Feb17 160805 114.535 115.080 113.930 114.950 +0.870 3,923 25,605 +365
Apr17 160805 112.750 113.550 112.200 113.450 +1.020 2,321 15,509 +285
Jun17 160805 106.450 107.285 105.830 107.135 +0.805 976 7,000 +391
Total Volume and Open Interest 43,494 252,456 +214
Feeder Cattle(CME)
Aug16 160805 148.500 149.950 147.535 149.650 +2.070 2,474 11,988 -521
Sep16 160805 146.130 147.500 145.130 147.200 +1.965 3,556 13,601 +419
Oct16 160805 143.350 144.535 142.850 143.880 +0.895 2,576 10,325 +392
Nov16 160805 140.500 141.250 139.785 140.735 +0.785 1,116 4,654 -20
Jan17 160805 135.785 137.285 135.285 137.100 +1.665 350 3,410 +108
Mar17 160805 134.185 135.400 133.485 135.300 +1.725 69 1,007 +14
Apr17 160805 134.000 135.150 133.485 135.075 +1.290 24 275 +8
Total Volume and Open Interest 10,176 45,406 +409
Lean Hogs(CME)
Aug16 160805 67.750 68.100 67.350 67.450 -0.250 3,841 21,129 -1,082
Oct16 160805 58.535 59.285 58.180 58.300 -0.200 14,934 105,196 +1,074
Dec16 160805 54.350 54.750 53.750 54.080 -0.300 6,215 52,610 +753
Feb17 160805 59.250 59.630 58.785 59.050 -0.435 3,341 24,558 +278
Apr17 160805 64.680 65.135 64.300 65.035 +0.135 745 18,379 +141
May17 160805 70.730 70.730 70.730 70.730 +0.130 7 249 +6
Jun17 160805 74.600 75.450 74.600 75.330 +0.250 145 2,480 +19
Jul17 160805 74.680 74.680 74.480 74.680 +0.350 30 426 -6
Total Volume and Open Interest 29,374 225,354 +1,234
Class III Milk(CME)
Aug16 160805 17.02 17.12 16.98 17.10 +0.11 129 5,070 +27
Sep16 160805 16.99 17.20 16.90 17.16 +0.17 224 4,644 +80
Oct16 160805 16.75 16.98 16.75 16.92 +0.12 71 3,617 +17
Nov16 160805 16.34 16.48 16.28 16.47 +0.07 37 3,319 +10
Dec16 160805 15.90 16.08 15.90 16.08 +0.14 20 2,932 +7
Jan17 160805 15.91 15.99 15.89 15.99 +0.04 5 1,243 +2
Feb17 160805 16.02 16.06 15.98 16.00 -0.02 5 1,092 +4
Mar17 160805 16.12 16.13 16.02 16.08 -0.04 15 1,085 +8
Apr17 160805 16.15 16.21 16.08 16.13 -0.02 24 962 +0
May17 160805 16.25 16.39 16.23 16.26 -0.01 4 833 +2
Jun17 160805 16.41 16.46 16.40 16.46 +0.05 7 761 +6
Jul17 160805 16.60 16.63 16.60 16.63 +0.03 15 316 +10
Aug17 160805 16.65 16.75 16.65 16.73 +0.15 9 258 +5
Total Volume and Open Interest 599 27,062 +207
Cocoa(ICE)
Sep16 160805 3005 3041 2997 3021 +30 36,677 82,983 -412
Dec16 160805 2965 2999 2965 2987 +25 34,366 82,380 +8,602
Mar17 160805 2962 2967 2937 2959 +26 5,678 51,599 +855
May17 160805 2952 2953 2927 2946 +25 1,905 9,721 +380
Jul17 160805 2932 2946 2920 2940 +25 354 3,480 +135
Sep17 160805 2922 2938 2912 2932 +24 32 3,961 +0
Dec17 160805 2914 2929 2902 2922 +21 0 997 +0
Total Volume and Open Interest 79,012 239,013 +9,560
Coffee "C"(ICE)
Sep16 160805 142.90 143.90 141.25 142.50 +0.40 18,715 75,434 -5,440
Dec16 160805 146.70 147.40 144.90 146.15 +0.45 12,250 64,235 +1,801
Mar17 160805 149.50 150.45 148.00 149.30 +0.50 4,858 22,481 +877
May17 160805 151.20 152.15 149.90 151.05 +0.45 1,781 12,225 +696
Jul17 160805 152.85 153.45 151.65 152.70 +0.45 365 3,440 +22
Sep17 160805 154.95 155.10 154.30 154.30 +0.40 143 3,225 +60
Total Volume and Open Interest 38,194 187,203 -1,953
Orange Juice(ICE)
Sep16 160805 175.00 185.15 174.65 183.40 +8.25 1,677 11,811 -780
Nov16 160805 177.00 185.10 176.70 183.85 +8.60 602 4,353 +125
Jan17 160805 178.40 183.55 178.40 183.55 +8.70 50 1,041 +35
Mar17 160805 173.70 182.15 173.70 181.65 +9.50 2 263 +1
May17 160805 179.40 179.40 179.40 179.40 +9.40 0 14 +0
Jul17 160805 177.70 177.70 177.70 177.70 +9.40      
Total Volume and Open Interest 2,331 17,484 -619
Sugar #11(ICE)
Oct16 160805 19.80 20.47 19.61 20.35 +0.65 46,787 433,748 -1,499
Mar17 160805 20.25 20.81 20.02 20.71 +0.64 21,654 241,238 +2,296
May17 160805 19.40 20.09 19.35 20.02 +0.64 6,267 63,337 +600
Jul17 160805 18.75 19.45 18.75 19.38 +0.63 2,710 49,469 +4
Oct17 160805 18.45 19.12 18.44 19.05 +0.60 879 30,402 +229
Mar18 160805 18.34 18.93 18.29 18.86 +0.57 288 15,024 +118
May18 160805 17.83 18.40 17.83 18.34 +0.51 35 4,558 -4
Jul18 160805 17.51 17.97 17.51 17.91 +0.40 25 4,768 +8
Total Volume and Open Interest 78,703 848,507 +1,753
London Cocoa(LCE)
Sep16 160805 2409 2436 2399 2420 +16 11,591 97,284 -1,376
Dec16 160805 2355 2388 2350 2378 +23 20,602 74,263 +10,542
Mar17 160805 2300 2330 2293 2320 +24 5,198 57,291 -338
May17 160805 2283 2312 2278 2304 +25 2,209 21,230 +270
Jul17 160805 2280 2300 2271 2298 +26 908 4,257 +32
Sep17 160805 2272 2291 2271 2291 +27 415 4,517 +256
Dec17 160805 2260 2280 2259 2280 +29 77 978 +55
Total Volume and Open Interest 41,000 259,820 +9,441
London Sugar(LCE)
Oct16 160805 545.40 554.30 541.20 551.40 +8.70 2,184 44,621 +180
Dec16 160805 545.70 555.70 540.80 553.50 +11.80 1,333 19,029 +460
Mar17 160805 544.00 555.00 540.00 553.60 +12.80 695 16,077 -124
May17 160805 532.40 541.20 527.20 540.50 +13.40 76 8,429 +28
Aug17 160805 517.50 526.70 513.50 525.90 +13.00 43 4,066 +29
Total Volume and Open Interest 4,470 96,001 +705
Cotton(ICE)
Oct16 160805 76.16 77.80 75.61 76.64 +0.78 17 204 -3
Dec16 160805 75.90 77.98 75.84 76.74 +0.91 11,929 181,278 +1,609
Mar17 160805 75.93 78.00 75.93 76.97 +1.07 2,571 38,911 +959
May17 160805 75.51 77.28 75.51 76.41 +0.94 532 5,559 +5
Jul17 160805 75.15 76.89 74.63 75.98 +0.84 174 4,673 +59
Oct17 160805 75.13 75.13 75.13 75.13 +0.68      
Total Volume and Open Interest 15,453 239,795 +2,742
Lumber(CME)
Sep16 160805 323.9 326.0 321.8 322.6 +5.5 256 3,970 -117
Nov16 160805 332.4 333.8 330.2 331.1 +5.6 59 1,145 +20
Jan17 160805 335.4 335.4 328.1 335.4 +2.9 1 65 -1
Mar17 160805 341.1 341.1 341.1 341.1 +2.9 0 24 +0
Total Volume and Open Interest 316 5,230 -98
Crude Oil(NYM)
Sep16 160805 41.84 42.10 41.06 41.80 -0.13 655,186 541,095 +5,688
Oct16 160805 42.55 42.85 41.81 42.57 -0.12 176,231 200,756 +3,868
Nov16 160805 43.31 43.63 42.63 43.38 -0.09 63,711 131,278 +5,199
Dec16 160805 44.07 44.35 43.37 44.12 -0.08 70,168 251,510 +3,176
Jan17 160805 44.59 44.90 44.02 44.75 -0.07 14,616 85,508 +1,355
Feb17 160805 45.10 45.44 44.59 45.26 -0.08 6,193 41,072 +324
Mar17 160805 45.65 45.79 45.00 45.70 -0.07 9,461 78,869 +689
Apr17 160805 45.73 46.11 45.47 46.08 -0.05 5,103 23,764 -118
May17 160805 46.03 46.49 45.78 46.41 -0.02 3,405 21,916 +1,215
Jun17 160805 46.50 46.85 45.98 46.69 -0.01 15,296 81,218 +286
Jul17 160805 46.53 46.94 46.32 46.94 unch 2,778 16,792 -64
Aug17 160805 46.85 47.17 46.54 47.17 unch 1,817 15,432 +194
Sep17 160805 47.05 47.40 47.02 47.40 unch 2,504 33,414 +182
Oct17 160805 47.64 47.64 47.52 47.64 +0.01 508 11,463 +25
Nov17 160805 47.88 47.88 47.77 47.88 +0.01 356 12,119 +13
Dec17 160805 47.95 48.29 47.45 48.14 +0.02 22,759 145,679 +2,001
Total Volume and Open Interest 1,058,599 1,818,010 +25,370
e-miNY Crude Oil(NYM)
Sep16 160805 41.825 42.100 41.050 41.800 -0.125 13,529 2,526 -348
Oct16 160805 42.500 42.850 41.825 42.575 -0.125 441 1,004 +45
Nov16 160805 43.300 43.600 42.700 43.375 -0.100 42 82 +1
Dec16 160805 44.075 44.250 43.450 44.125 -0.075 24 714 -3
Jan17 160805 44.750 44.850 44.075 44.750 -0.075 11 22 +0
Feb17 160805 45.250 45.250 44.900 45.250 -0.100 1 13 +0
Mar17 160805 45.700 45.700 45.700 45.700 -0.075 1 13 +0
Apr17 160805 46.075 46.075 46.075 46.075 -0.050 0 2 +0
May17 160805 46.400 46.400 46.400 46.400 -0.025 0 1 +0
Jun17 160805 46.750 46.750 46.050 46.700 unch 0 17 +0
Total Volume and Open Interest 14,050 4,554 -306
NY Harbor ULSD(NYM)
Sep16 160805 132.10 132.80 129.90 131.70 -0.89 74,860 104,187 -2,400
Oct16 160805 134.11 134.89 132.16 133.98 -0.70 44,759 61,033 -424
Nov16 160805 136.05 136.83 134.21 136.11 -0.53 25,831 43,273 +1,218
Dec16 160805 137.86 138.57 136.03 137.92 -0.44 21,054 53,691 -1,204
Jan17 160805 139.94 140.00 137.94 139.80 -0.40 5,158 29,012 +138
Feb17 160805 140.41 141.33 139.13 141.00 -0.41 2,176 14,074 +157
Mar17 160805 140.60 141.89 139.98 141.54 -0.41 1,564 15,555 +164
Apr17 160805 140.36 141.62 140.00 141.50 -0.35 522 8,255 +48
May17 160805 141.01 142.07 140.30 141.97 -0.30 418 4,023 -11
Jun17 160805 142.47 142.90 140.76 142.66 -0.31 2,951 20,391 +61
Jul17 160805 142.42 143.59 142.42 143.59 -0.32 146 2,880 +3
Aug17 160805 143.90 144.66 143.69 144.66 -0.30 239 1,763 -64
Sep17 160805 144.25 145.82 144.25 145.82 -0.30 194 1,904 +38
Oct17 160805 146.21 146.97 146.21 146.97 -0.32 203 1,683 -45
Total Volume and Open Interest 182,897 392,195 -1,014
RBOB Gasoline(NYM)
Sep16 160805 136.70 137.97 135.04 137.63 +0.83 80,276 128,568 -4,151
Oct16 160805 127.38 128.50 125.89 128.33 +0.71 47,252 72,110 +4,372
Nov16 160805 125.35 126.73 124.36 126.55 +0.59 21,994 46,679 +2,671
Dec16 160805 124.84 125.59 123.44 125.39 +0.47 18,166 49,336 +874
Jan17 160805 125.15 126.00 124.08 125.85 +0.36 5,132 20,319 +729
Feb17 160805 126.39 127.37 125.37 127.10 +0.19 1,776 6,506 +3
Mar17 160805 128.42 129.65 127.75 129.32 +0.02 2,458 15,184 +600
Apr17 160805 147.48 148.80 146.95 148.45 -0.02 1,733 13,291 +166
May17 160805 148.73 149.46 148.08 149.46 unch 608 5,184 -55
Jun17 160805 148.80 149.70 147.72 149.28 -0.01 2,109 10,681 +100
Total Volume and Open Interest 184,294 396,524 +5,455
e-miNY RBOB Gasoline(NYM)
Sep16 160805 137.63 137.63 137.63 137.63 +0.83 0 2 +0
Oct16 160805 128.33 128.33 128.33 128.33 +0.71      
Nov16 160805 126.55 126.55 126.55 126.55 +0.59      
Dec16 160805 125.39 125.39 125.39 125.39 +0.47      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Sep16 160805 2.829 2.832 2.756 2.772 -0.062 155,704 254,871 -8,163
Oct16 160805 2.870 2.876 2.793 2.809 -0.068 61,505 134,053 +3,953
Nov16 160805 3.019 3.024 2.948 2.965 -0.057 46,704 101,456 -110
Dec16 160805 3.268 3.268 3.197 3.217 -0.050 22,380 57,725 +95
Jan17 160805 3.385 3.387 3.318 3.338 -0.047 32,765 117,333 +788
Feb17 160805 3.371 3.371 3.310 3.328 -0.044 6,679 33,153 +584
Mar17 160805 3.320 3.322 3.262 3.283 -0.041 12,338 68,755 +1,619
Apr17 160805 3.067 3.068 3.023 3.038 -0.030 13,858 58,917 +981
May17 160805 3.039 3.039 2.999 3.011 -0.029 5,079 22,186 +540
Jun17 160805 3.071 3.071 3.033 3.045 -0.027 2,512 21,378 +1
Jul17 160805 3.102 3.102 3.064 3.076 -0.026 3,582 14,248 +496
Aug17 160805 3.111 3.111 3.075 3.086 -0.025 3,109 15,238 +552
Sep17 160805 3.087 3.087 3.056 3.069 -0.023 6,238 12,581 +1,270
Oct17 160805 3.107 3.108 3.075 3.087 -0.022 5,701 24,005 +290
Nov17 160805 3.159 3.159 3.132 3.139 -0.022 2,583 11,462 +486
Dec17 160805 3.287 3.288 3.264 3.270 -0.020 1,432 15,042 +168
Total Volume and Open Interest 387,400 1,013,665 +4,687
Brent Crude Oil(ICE)
Oct16 160805 44.18 44.49 43.51 44.27 -0.02 320,440 422,110 +12,375
Nov16 160805 44.59 44.82 43.84 44.61 -0.02 124,337 311,203 +10,440
Dec16 160805 45.01 45.31 44.34 45.12 -0.03 129,503 383,072 +3,671
Jan17 160805 45.43 45.71 44.76 45.56 -0.02 31,505 92,811 -1,009
Feb17 160805 45.84 46.08 45.17 45.97 -0.02 20,670 79,210 +995
Mar17 160805 46.23 46.54 45.61 46.38 -0.01 21,192 89,330 +131
Apr17 160805 46.49 46.82 45.99 46.75 -0.01 5,989 32,533 +856
May17 160805 46.92 47.14 46.34 47.10 -0.01 4,045 42,328 +108
Jun17 160805 47.23 47.57 46.65 47.43 +0.01 28,174 113,835 +112
Jul17 160805 47.75 47.75 47.75 47.75 +0.01 1,543 20,392 +195
Aug17 160805 47.50 48.05 47.50 48.05 unch 1,549 18,080 -601
Sep17 160805 48.32 48.32 48.32 48.32 -0.01 3,700 43,601 +398
Oct17 160805 48.79 48.79 48.58 48.58 -0.01 1,079 16,272 +123
Nov17 160805 48.82 48.82 48.82 48.82 -0.02 608 15,278 +96
Total Volume and Open Interest 751,781 2,173,154 +31,259
Gas Oil(ICE)
Aug16 160805 376.25 380.00 371.50 372.50 +5.75 37,430 64,438 -2,332
Sep16 160805 382.00 386.00 377.50 378.25 +5.00 92,930 146,947 +7,192
Oct16 160805 389.00 392.75 384.50 385.00 +4.25 46,220 85,245 -720
Nov16 160805 394.25 396.50 388.50 388.75 +3.50 20,359 57,651 +892
Dec16 160805 398.00 400.50 392.50 392.75 +3.00 34,644 122,815 +2,625
Jan17 160805 401.25 404.75 397.00 397.50 +2.75 7,045 38,649 -69
Feb17 160805 407.50 409.00 401.25 401.75 +2.50 2,220 21,608 -96
Mar17 160805 411.00 412.50 405.00 405.25 +2.25 2,975 24,015 +42
Apr17 160805 412.50 415.00 408.25 408.50 +2.25 1,208 13,886 +147
May17 160805 414.75 418.50 411.50 411.50 +2.00 544 13,357 +25
Total Volume and Open Interest 267,584 792,116 +10,925
Ethanol(CBOT)
Sep16 160805 1.419 1.436 1.413 1.413 +0.009 443 1,768 +47
Oct16 160805 1.405 1.410 1.402 1.402 +0.012 154 744 +72
Nov16 160805 1.388 1.389 1.380 1.380 +0.011 113 460 -5
Dec16 160805 1.360 1.360 1.360 1.360 +0.011 95 1,074 +18
Jan17 160805 1.353 1.353 1.353 1.353 +0.011 9 160 -3
Feb17 160805 1.357 1.357 1.357 1.357 +0.011 5 163 +5
Mar17 160805 1.371 1.371 1.371 1.371 +0.011 5 5 +5
Apr17 160805 1.388 1.388 1.388 1.388 +0.011      
Total Volume and Open Interest 828 4,380 +139
WTI Crude Oil(ICE)
Sep16 160805 41.82 42.10 41.07 41.80 -0.13 53,263 61,235 +4,070
Oct16 160805 42.59 42.85 41.83 42.57 -0.12 56,565 84,349 +4,571
Nov16 160805 43.38 43.60 42.64 43.38 -0.09 28,839 31,600 +58
Dec16 160805 44.06 44.34 43.39 44.12 -0.08 28,354 108,815 -1,449
Jan17 160805 44.43 44.91 44.01 44.75 -0.07 6,449 20,247 +806
Feb17 160805 44.92 45.43 44.55 45.26 -0.08 3,296 22,329 +231
Mar17 160805 45.35 45.83 45.00 45.70 -0.07 2,024 22,599 +529
Apr17 160805 46.19 46.19 45.39 46.08 -0.05 1,163 4,123 +146
May17 160805 46.42 46.44 45.71 46.41 -0.02 232 2,742 +1
Jun17 160805 46.46 46.75 46.00 46.69 -0.01 3,584 31,578 +256
Jul17 160805 46.94 46.94 46.94 46.94 unch 180 3,147 +0
Aug17 160805 46.70 47.17 46.70 47.17 unch 315 651 -39
Sep17 160805 47.02 47.40 47.02 47.40 unch 69 10,169 +0
Oct17 160805 47.64 47.64 47.64 47.64 +0.01 15 1,130 +5
Nov17 160805 47.88 47.88 47.88 47.88 +0.01 8 1,016 +1
Dec17 160805 47.67 48.18 47.52 48.14 +0.02 5,273 66,595 +1,542
Total Volume and Open Interest 190,960 515,723 +10,554
US Dollar Index(ICE)
Sep16 160805 95.705 96.500 95.485 96.135 +0.418 12,676 47,603 -353
Dec16 160805 95.690 96.450 95.485 96.100 +0.412 444 5,338 +255
Mar17 160805 95.790 96.390 95.790 96.090 +0.407 59 1,785 +16
Total Volume and Open Interest 13,179 54,788 -82
Australian Dollar(CME)
Sep16 160805 76.17 76.55 75.88 76.17 -0.07 70,775 96,085 -1,455
Dec16 160805 76.15 76.34 75.71 75.98 -0.07 199 1,534 -25
Mar17 160805 75.83 76.03 75.71 75.83 -0.07 0 13 +0
Total Volume and Open Interest 70,974 97,632 -1,480
British Pound(CME)
Sep16 160805 131.25 131.84 130.28 130.90 -0.34 65,164 231,325 +1,143
Dec16 160805 131.58 132.06 130.53 131.14 -0.34 71 1,979 +14
Mar17 160805 132.16 132.20 130.87 131.42 -0.32 2 574 +2
Total Volume and Open Interest 65,456 234,206 +941
Canadian Dollar(CME)
Sep16 160805 76.81 76.89 75.77 76.00 -0.87 59,272 112,086 +689
Dec16 160805 76.84 76.91 75.81 76.04 -0.86 286 3,966 +161
Mar17 160805 76.86 76.86 75.89 76.09 -0.84 22 418 +12
Jun17 160805 76.33 76.33 75.96 76.14 -0.83 0 147 +0
Total Volume and Open Interest 59,580 116,687 +862
Japanese Yen(CME)
Sep16 160805 98.98 99.29 98.13 98.46 -0.54 92,193 153,584 -1,041
Dec16 160805 99.30 99.65 98.52 98.84 -0.52 101 1,688 -12
Mar17 160805 99.95 99.95 98.99 99.25 -0.52 10 249 -2
Total Volume and Open Interest 92,304 155,641 -1,055
Swiss Franc(CME)
Sep16 160805 102.87 103.05 101.95 102.30 -0.63 18,326 45,452 +721
Dec16 160805 102.64 103.54 102.54 102.85 -0.64 0 102 +0
Mar17 160805 103.38 103.38 103.14 103.38 -0.63      
Total Volume and Open Interest 18,326 45,574 +721
EuroFX(CME)
Sep16 160805 111.46 111.81 110.64 111.10 -0.40 116,852 362,826 -7,829
Dec16 160805 111.98 112.23 111.09 111.54 -0.40 379 5,940 +120
Mar17 160805 112.46 112.66 111.58 111.99 -0.40 195 1,307 -25
Total Volume and Open Interest 117,485 370,791 -7,709
Mexican Peso(CME)
Aug16 160805 533.13 533.13 533.13 533.13 +5.00      
Sep16 160805 526.63 531.75 525.63 531.25 +5.00 34,569 98,737 +2,351
Total Volume and Open Interest 34,588 130,536 +2,350
Brazilian Real(CME)
Sep16 160805 309.35 313.60 309.35 312.90 +3.75 762 23,977 +148
Oct16 160805 308.60 310.25 308.20 310.25 +3.80 238 167 +165
Nov16 160805 307.40 307.40 307.40 307.40 +3.45      
Dec16 160805 304.15 304.65 304.15 304.65 +3.40 0 30 +0
Total Volume and Open Interest 1,000 24,174 +313
30-Year T-Bonds(CBOT)
Sep16 160805 173~100 173~210 171~110 171~180 -1~190 203,141 564,700 +2,430
Dec16 160805 171~240 172~060 169~300 170~030 -1~190 519 1,172 +214
Mar17 160805 168~310 168~310 168~310 168~310 -1~190      
Total Volume and Open Interest 203,660 565,872 +2,644
10-Year T-Notes(CBOT)
Sep16 160805 133~005 133~020 132~015 132~045 -0~260 1,022,489 2,759,200 +2,767
Dec16 160805 132~005 132~025 131~030 131~055 -0~260 2,206 14,114 +1,055
Mar17 160805 130~115 130~115 130~115 130~115 -0~260      
Total Volume and Open Interest 1,024,695 2,773,314 +3,822
5-Year T-Notes(CBOT)
Sep16 160805 122~032 122~032 121~156 121~170 -0~172 410,830 2,740,332 +2,092
Dec16 160805 122~036 122~040 121~156 121~170 -0~182 1,921 18,779 +1,053
Mar17 160805 121~072 121~072 121~072 121~072 -0~182      
Total Volume and Open Interest 412,751 2,759,111 +3,145
2 Year T-Notes(CBOT)
Sep16 160805 109~166 109~170 109~110 109~114 -0~050 169,290 1,093,980 +4,790
Dec16 160805 109~150 109~152 109~086 109~090 -0~064 383 5,144 +369
Mar17 160805 109~084 109~084 109~084 109~084 -0~064      
Total Volume and Open Interest 169,673 1,099,124 +5,159
Eurodollars(CME)
Sep16 160805 99.165 99.170 99.130 99.135 -0.025 199,512 1,186,722 +11,772
Dec16 160805 99.135 99.140 99.080 99.085 -0.045 216,221 1,407,761 +14,235
Mar17 160805 99.120 99.125 99.040 99.050 -0.065 136,463 1,024,368 +7,553
Jun17 160805 99.095 99.100 99.000 99.010 -0.085 136,655 935,202 +7,525
Sep17 160805 99.070 99.075 98.970 98.975 -0.095 149,585 813,339 -3,054
Dec17 160805 99.035 99.040 98.925 98.930 -0.105 156,455 1,230,309 +16,762
Mar18 160805 99.015 99.020 98.900 98.905 -0.110 100,927 624,569 +8,695
Jun18 160805 98.990 98.990 98.865 98.875 -0.110 89,605 467,671 +3,098
Sep18 160805 98.955 98.960 98.830 98.840 -0.115 71,999 430,059 +1,523
Dec18 160805 98.910 98.915 98.785 98.790 -0.120 80,995 541,115 +6,384
Mar19 160805 98.885 98.890 98.755 98.760 -0.120 67,397 396,458 +6,458
Jun19 160805 98.845 98.850 98.715 98.725 -0.120 53,938 289,951 +2,255
Sep19 160805 98.805 98.815 98.680 98.685 -0.120 32,356 231,622 +28
Dec19 160805 98.760 98.765 98.630 98.635 -0.120 37,455 226,815 +2,310
Mar20 160805 98.715 98.725 98.590 98.600 -0.115 27,806 146,116 +3,866
Jun20 160805 98.670 98.680 98.545 98.555 -0.115 28,352 95,389 +3,021
Sep20 160805 98.625 98.635 98.500 98.510 -0.110 18,312 84,557 +1,825
Dec20 160805 98.565 98.580 98.445 98.460 -0.105 13,756 90,826 +582
Total Volume and Open Interest 1,692,630 10,619,274 +112,540
Ultra T-Bond(CBOT)
Sep16 160805 188~10 189~00 185~28 186~08 -2~00 67,200 600,513 -28
Dec16 160805 185~12 187~28 185~05 185~12 -2~01 0 6 +0
Mar17 160805 184~12 184~12 184~12 184~12 -2~01      
Total Volume and Open Interest 67,200 600,519 -28
Ultra 10-Yr T-Note(CBOT)
Sep16 160805 145~250 145~295 144~185 144~225 -1~005 48,225 176,511 +2,852
Dec16 160805 144~100 144~100 144~100 144~100 -1~005      
Mar17 160805 144~100 144~100 144~100 144~100 -1~005      
Total Volume and Open Interest 48,225 176,511 +2,852
30 Day Federal Funds(CBOT)
Aug16 160805 99.603 99.605 99.600 99.603 unch 13,838 139,025 -5,226
Sep16 160805 99.595 99.595 99.585 99.590 -0.005 4,363 62,194 -168
Oct16 160805 99.575 99.585 99.555 99.560 -0.020 11,024 163,279 -2,332
Nov16 160805 99.575 99.580 99.550 99.560 -0.015 9,632 84,509 +1,701
Dec16 160805 99.545 99.555 99.515 99.525 -0.020 6,031 51,229 +180
Jan17 160805 99.520 99.525 99.480 99.490 -0.030 17,602 96,574 +5,385
Total Volume and Open Interest 84,527 767,665 +3,466
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 160804 99.99 99.99 99.99 99.99 unch      
Dec16 160804 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160804 99.99 99.99 99.99 99.99 unch      
Jun17 160804 99.99 99.99 99.99 99.99 unch      
Sep17 160804 99.99 99.99 99.99 99.99 unch      
Dec17 160804 99.99 99.99 99.99 99.99 unch      
Mar18 160804 100.00 100.00 100.00 100.00 unch      
Jun18 160804 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160804 151.63 151.68 151.21 151.42 -0.19 4,813 17,616 -510
Dec16 160804 151.56 151.56 151.56 151.56 -0.19 30 34 -30
Mar17 160804 151.48 151.48 151.48 151.48 -0.19      
Total Volume and Open Interest 4,843 17,650 -540
Euro-Buxl(EUREX)
Sep16 160805 195.50 195.54 193.04 193.48 -1.78 25,020 136,322 -7,241
Dec16 160805 192.04 192.04 191.84 191.84 -1.78 0 32 +0
Mar17 160805 191.84 191.84 191.84 191.84 -1.78      
Total Volume and Open Interest 25,020 136,354 -7,241
Euro-Bund(EUREX)
Sep16 160805 167.62 167.64 167.05 167.15 -0.44 438,835 1,595,510 -129,340
Dec16 160805 164.72 164.73 164.37 164.43 -0.44 780 47,359 -1,396
Mar17 160805 166.65 166.65 166.65 166.65 -0.44 1 34 +0
Total Volume and Open Interest 439,616 1,642,903 -130,736
Euro-Bobl(EUREX)
Sep16 160805 133.65 133.77 133.52 133.56 -0.08 295,256 1,249,633 -65,687
Dec16 160805 131.61 131.66 131.56 131.58 -0.07 957 8,059 +924
Mar17 160805 133.51 133.51 133.51 133.51 -0.08      
Total Volume and Open Interest 296,213 1,257,692 -64,763
Euro-Schatz(EUREX)
Sep16 160805 112.00 112.02 111.99 112.00 -0.00 175,431 1,095,266 -34,208
Dec16 160805 111.97 111.97 111.97 111.97 -0.01 0 185 +0
Mar17 160805 112.00 112.00 112.00 112.00 -0.00      
Total Volume and Open Interest 175,431 1,095,451 -34,208
3-Mth Euribor(EUREX)
Sep16 160805 100.315 100.315 100.315 100.315 unch 0 3,969 -249
Dec16 160805 100.335 100.335 100.335 100.335 unch 200 2,707 +0
Mar17 160805 100.340 100.340 100.340 100.340 unch 448 3,278 -183
Total Volume and Open Interest 1,548 76,660 -132
Long Gilt(LIFFE)
Sep16 160805 131~11 131~19 131~01 131~08 -0~07 152,484 536,523 -4,540
Dec16 160805 130~06 130~06 130~06 130~06 -0~07      
Total Volume and Open Interest 152,484 536,523 -4,540
3-Mth Short Sterling(LIFFE)
Sep16 160805 99.68 99.69 99.67 99.68 unch 99,388 470,493 -17,811
Dec16 160805 99.77 99.78 99.75 99.76 unch 89,147 652,118 -693
Mar17 160805 99.79 99.80 99.76 99.77 unch 64,113 364,114 -4,241
Jun17 160805 99.79 99.80 99.75 99.77 unch 62,278 355,962 -14,913
Sep17 160805 99.78 99.79 99.75 99.76 -0.01 53,281 296,371 +10,446
Dec17 160805 99.77 99.78 99.74 99.75 -0.02 84,859 314,275 -2,603
Total Volume and Open Interest 738,632 3,333,481 -30,171
3-Mth Euribor(LIFFE)
Sep16 160805 100.315 100.315 100.310 100.310 -0.005 24,179 349,757 +3,163
Dec16 160805 100.330 100.335 100.330 100.330 -0.005 43,134 465,777 +1,965
Mar17 160805 100.340 100.345 100.335 100.340 -0.005 80,788 404,841 +2,302
Total Volume and Open Interest 376,054 3,113,868 +20,949
3-Mth Aus T-Bills(SFE)
Sep16 160805 98.23 98.24 98.22 98.23 unch 10,820 168,856 -8,227
Dec16 160805 98.31 98.32 98.30 98.31 unch 47,976 182,740 -927
Mar17 160805 98.35 98.37 98.34 98.36 +0.01 24,873 156,363 +2,323
Jun17 160805 98.37 98.39 98.35 98.38 +0.01 14,848 128,842 -2,784
Sep17 160805 98.37 98.39 98.36 98.39 +0.02 10,026 89,704 +418
Dec17 160805 98.36 98.38 98.35 98.38 +0.02 6,277 71,698 -525
Mar18 160805 98.35 98.37 98.35 98.37 +0.02 4,595 55,721 +1,771
Jun18 160805 98.36 98.36 98.34 98.36 +0.02 1,960 43,906 +767
Sep18 160805 98.34 98.34 98.33 98.34 +0.02 347 6,813 -99
Dec18 160805 98.31 98.31 98.31 98.31 +0.02 458 3,885 -148
Total Volume and Open Interest 122,339 911,269 -7,345
10-Year Aus T-Bonds(SFE)
Sep16 160805 98.04 98.12 98.04 98.12 +0.08 197,400 841,157 +17,770
Dec16 160805 98.12 98.12 98.12 98.12 +0.08      
Total Volume and Open Interest 197,400 841,157 +17,770
3-Year Aus T-Bonds(SFE)
Sep16 160805 98.60 98.63 98.59 98.61 +0.01 226,665 813,430 +13,827
Dec16 160805 98.61 98.61 98.61 98.61 +0.01      
Total Volume and Open Interest 226,665 813,430 +13,827
Gold(CMX)
Aug16 160805 1357.6 1360.8 1333.7 1336.4 -22.4 715 3,268 -886
Oct16 160805 1362.0 1366.1 1335.4 1339.5 -23.2 6,052 46,685 +701
Dec16 160805 1367.2 1371.0 1340.4 1344.4 -23.0 138,588 449,561 -1,828
Feb17 160805 1371.3 1375.2 1344.7 1348.7 -23.0 4,386 25,407 +2,008
Apr17 160805 1374.3 1376.0 1351.7 1352.6 -22.8 918 8,206 +93
Jun17 160805 1377.5 1381.7 1355.3 1356.1 -22.7 2,411 14,627 +210
Aug17 160805 1365.7 1365.7 1359.0 1359.6 -22.6 3,597 5,164 +1,501
Oct17 160805 1362.9 1362.9 1362.9 1362.9 -22.5 73 867 +4
Dec17 160805 1391.5 1391.5 1364.7 1366.1 -22.4 498 11,079 +130
Feb18 160805 1368.9 1368.9 1368.9 1368.9 -22.3 11 55 +10
Apr18 160805 1371.6 1371.6 1371.6 1371.6 -22.2 0 3 +0
Jun18 160805 1374.3 1396.6 1374.3 1374.3 -22.1 688 4,134 -25
Total Volume and Open Interest 160,980 583,911 +1,700
Silver(CMX)
Sep16 160805 2041.0 2047.0 1971.5 1981.7 -62.6 45,736 148,544 -1,473
Dec16 160805 2051.0 2057.0 1982.5 1993.0 -62.3 4,402 56,602 +85
Mar17 160805 2046.0 2050.5 1997.5 2003.4 -62.3 431 9,321 +36
May17 160805 2052.0 2052.0 2000.0 2009.4 -62.1 45 505 -27
Jul17 160805 2057.0 2062.0 2012.0 2015.4 -61.9 27 2,480 -19
Sep17 160805 2018.5 2022.0 2018.5 2021.8 -61.8 2 402 +1
Dec17 160805 2059.0 2059.0 2026.0 2031.1 -61.4 12 1,942 +0
Total Volume and Open Interest 50,884 223,142 -1,398
Platinum(NYMEX)
Oct16 160805 1162.7 1170.9 1142.4 1151.5 -13.5 9,522 75,454 +186
Jan17 160805 1164.5 1172.3 1144.5 1153.5 -13.6 278 4,157 +61
Apr17 160805 1174.5 1175.4 1155.9 1155.9 -13.3 0 108 +0
Jul17 160805 1157.6 1157.6 1157.6 1157.6 -13.3 0 14 +0
Total Volume and Open Interest 9,805 79,793 +252
Palladium(NYMEX)
Sep16 160805 704.05 707.95 690.05 696.30 -9.70 5,291 26,870 -89
Dec16 160805 706.95 708.95 693.00 697.80 -9.55 498 2,663 +375
Mar17 160805 698.70 698.70 698.70 698.70 -9.55 0 40 +0
Total Volume and Open Interest 5,789 29,573 +286
Copper(CMX)
Sep16 160805 217.40 218.15 215.05 215.40 -2.00 70,916 95,438 -229
Dec16 160805 218.65 219.55 216.55 216.85 -1.95 10,628 59,785 +1,203
Mar17 160805 220.15 220.15 217.60 217.90 -1.90 1,947 20,979 +234
May17 160805 219.95 219.95 218.45 218.60 -1.90 977 4,898 +316
Jul17 160805 219.45 219.80 219.00 219.20 -1.90 49 834 +34
Total Volume and Open Interest 85,824 190,790 +1,985
E-mini DJIA Index(CBOT)
Sep16 160805 18275 18474 18273 18454 +181 107,918 142,021 +3,121
Dec16 160805 18195 18373 18195 18356 +178 25 487 -3
Mar17 160805 18273 18279 18273 18278 +178 21 110 +20
Jun17 160805 18237 18237 18237 18237 +178      
Total Volume and Open Interest 107,964 142,618 +3,138
S & P 500(CME)
Sep16 160805 2160.00 2178.20 2159.80 2176.80 +17.50 2,011 93,586 -406
Dec16 160805 2168.80 2172.40 2168.80 2169.20 +17.50 110 1,101 -88
Mar17 160805 2162.40 2165.60 2162.40 2162.40 +17.50 0 60 +0
Jun17 160805 2156.00 2159.20 2156.00 2156.00 +17.50 0 60 +0
Total Volume and Open Interest 2,121 94,807 -494
S & P 500 E-Mini(Globex)
Sep16 160805 2159.50 2178.50 2159.25 2176.75 +17.50 1,371,176 2,900,807 -2,175
Dec16 160805 2152.50 2170.75 2152.25 2169.25 +17.50 3,196 40,288 +1,230
Mar17 160805 2148.00 2164.25 2146.00 2162.50 +17.50 6 869 +0
Jun17 160805 2156.00 2156.00 2156.00 2156.00 +17.50 0 320 +0
Total Volume and Open Interest 1,374,378 2,942,284 -945
NASDAQ 100 E-Mini(Globex)
Sep16 160805 4745.00 4797.80 4742.50 4783.00 +39.20 170,596 289,048 +5,083
Dec16 160805 4738.00 4790.00 4738.00 4775.00 +39.20 147 502 +12
Mar17 160805 4769.00 4773.30 4769.00 4769.00 +39.20 1 49 +0
Total Volume and Open Interest 170,744 289,606 +5,095
S&P Midcap 400(CME) e-Mini
Sep16 160805 1543.00 1562.20 1542.80 1559.90 +15.50 12,327 82,371 +390
Dec16 160805 1554.50 1554.90 1554.50 1554.50 +15.50 0 10 +0
Mar17 160805 1555.00 1555.00 1555.00 1555.00 +15.50      
Total Volume and Open Interest 12,327 82,381 +390
Volatility Index(CBOE)
Aug16 160805 13.46 13.50 12.70 12.88 -0.55 68,979 222,568 -15,393
Sep16 160805 15.90 15.92 15.25 15.33 -0.55 57,996 151,314 +10,532
Oct16 160805 17.70 17.77 17.15 17.28 -0.45 20,727 53,725 +424
Nov16 160805 18.25 18.30 17.80 17.98 -0.25 10,633 33,687 -984
Total Volume and Open Interest 166,471 517,248 -3,727
Russell 2000(ICE)
Sep16 160805 1210.80 1231.80 1210.50 1228.40 +17.90 67,583 326,856 -18
Dec16 160805 1208.50 1228.60 1208.50 1223.90 +17.90 3 1,012 -1
Mar17 160805 1219.90 1219.90 1219.90 1219.90 +17.90 0 250 +0
Total Volume and Open Interest 67,586 328,283 -19
Nikkei 225(CME)
Sep16 160805 16255 16505 16205 16440 +195 13,082 36,142 +276
Dec16 160805 16245 16440 16180 16405 +195 46 185 +34
Total Volume and Open Interest 13,128 36,327 +310
Nikkei 225(SGX)
Sep16 160805 16215 16335 16135 16235 +55 93,893 202,035 +2,790
Dec16 160805 16125 16200 16100 16120 +55 842 6,711 +402
Mar17 160804 16035 16035 16035 16035 +115      
Total Volume and Open Interest 62,174 213,632 -2,433
Nikkei 225(CME) Yen
Sep16 160805 16230 16475 16175 16410 +190 44,967 69,240 -2,221
Dec16 160805 16280 16335 16065 16280 +190 66 65 +0
Mar17 160805 16230 16230 16230 16230 +190      
Total Volume and Open Interest 45,033 69,305 -2,221
Nikkei 225(CME) e-Mini Yen
Sep16 160805 16420 16470 16200 16410 +190 2 11 +0
Dec16 160805 16280 16280 16280 16280 +190      
Mar17 160805 16230 16230 16230 16230 +190      
Total Volume and Open Interest 2 11 +0
CAC 40(EURONEXT)
Aug16 160805 4355.5 4417.5 4350.5 4410.5 +65.5 88,002 269,384 +772
Sep16 160805 4356.0 4410.5 4356.0 4409.0 +65.5 3,607 13,075 +1,615
Oct16 160805 4363.0 4397.5 4354.0 4397.5 +64.5 3 13 +3
Total Volume and Open Interest 91,612 282,517 +2,390
Hang Seng Index(HKFE)
Aug16 160805 21806 22171 21798 22123 +311 91,333 112,109 -4,480
Sep16 160805 21742 22103 21742 22063 +309 637 6,953 +144
Total Volume and Open Interest 92,007 123,906 -4,330
DAX(EUREX)
Sep16 160805 10250.0 10374.5 10209.0 10353.0 +139.0 82,533 148,329 -4,624
Dec16 160805 10225.5 10355.0 10198.0 10340.0 +139.0 64 5,822 -24
Mar17 160805 10333.0 10333.0 10333.0 10333.0 +139.0 2 186 +0
Total Volume and Open Interest 82,599 154,337 -4,648
Mini-DAX(EUREX)
Sep16 160805 10255.0 10371.0 10209.0 10353.0 +139.0 20,786 9,189 -999
Dec16 160805 10251.0 10354.0 10225.0 10340.0 +139.0 43 201 +7
Mar17 160805 10333.0 10333.0 10333.0 10333.0 +139.0 0 11 -3
Total Volume and Open Interest 20,829 9,401 -995
FT-SE 100(EURONEXT)
Sep16 160805 6707.00 6758.00 6691.00 6740.50 +51.00 114,986 647,632 -11,832
Dec16 160805 6675.00 6711.00 6664.50 6699.50 +51.50 1 202 +1
Mar17 160805 6640.00 6640.00 6640.00 6640.00 +51.50      
Total Volume and Open Interest 114,987 647,834 -11,831
SPI 200(SFE)
Sep16 160805 5438.0 5465.0 5425.0 5458.0 +23.0 33,269 295,472 +2,830
Dec16 160805 5420.0 5443.0 5419.0 5443.0 +23.0 1 2,583 +1
Mar17 160805 5394.0 5394.0 5394.0 5394.0 +23.0 0 1,436 +0
Total Volume and Open Interest 33,688 300,776 +3,153
FTSE MIB(ISE)
Sep16 160805 16270.00 16630.00 16260.00 16607.00 +396.00 32,354 39,966 -422
Dec16 160805 16180.00 16480.00 16180.00 16480.00 +394.00 47 260 +14
Mar17 160805 16487.00 16487.00 16487.00 16487.00 +394.00      
Total Volume and Open Interest 32,401 40,226 -408
KOSPI 200(KFE)
Sep16 160805 249.60 252.70 249.35 252.70 +3.10 138,744 127,189 -1,993
Dec16 160805 250.30 253.45 250.30 253.45 +3.10 606 9,571 +128
Mar17 160805 249.30 250.65 249.30 250.65 +3.00 35 1,129 +301
Total Volume and Open Interest 139,386 140,912 -1,564
GSCI(CME)
Aug16 160805 340.40 342.10 338.65 341.40 +0.25 1,688 12,281 +458
Sep16 160805 344.15 344.40 341.80 344.15 +0.05 499 850 +499
Oct16 160805 347.95 347.95 347.95 347.95 +0.25      
Total Volume and Open Interest 2,187 13,131 +957
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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