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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu August 11, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug16 160811 1022.25 1028.00 1017.50 1022.25 +5.25 865 1,868 -463
Sep16 160811 998.00 1007.50 995.50 1001.75 +3.25 13,648 48,687 -1,600
Nov16 160811 982.25 990.00 978.25 984.00 +1.75 81,169 382,472 +1,815
Jan17 160811 982.00 989.25 978.00 983.50 +1.50 11,527 65,557 +605
Mar17 160811 974.50 979.75 969.00 974.75 +3.25 8,186 67,891 -275
May17 160811 970.75 978.25 968.25 973.75 +4.00 4,273 34,748 +199
Jul17 160811 972.50 980.50 969.50 975.75 +4.25 4,347 39,640 +72
Aug17 160811 970.75 971.00 963.00 970.75 +4.50 47 441 +13
Sep17 160811 944.75 950.00 944.50 950.00 +4.25 25 431 +13
Nov17 160811 930.00 934.75 928.00 932.00 +3.50 2,781 31,319 -737
Jan18 160811 936.00 936.00 933.75 933.75 +3.25 0 540 +0
Mar18 160811 932.25 932.25 932.25 932.25 +2.50 0 71 +0
May18 160811 934.50 934.50 934.50 934.50 +2.50 0 50 +0
Jul18 160811 938.50 938.50 938.50 938.50 +2.25 0 128 +0
Total Volume and Open Interest 126,877 674,104 -355
Soybean Meal(CBOT)
Aug16 160811 338.80 340.20 333.70 333.90 -2.30 533 436 -192
Sep16 160811 334.00 338.20 333.10 333.90 -0.10 14,832 50,656 -2,705
Oct16 160811 332.20 336.00 331.00 331.80 -0.10 8,255 31,334 +1,368
Dec16 160811 329.80 334.10 329.00 329.90 -0.20 35,054 161,088 -1,260
Jan17 160811 327.00 331.20 326.40 327.30 +0.20 4,950 29,889 +1,078
Mar17 160811 318.60 322.60 317.90 318.80 +0.60 4,246 31,629 -565
May17 160811 316.00 320.40 316.00 316.80 +0.80 1,874 19,990 +17
Jul17 160811 317.80 321.10 316.50 317.60 +0.70 2,039 18,574 +13
Aug17 160811 317.00 319.50 316.40 316.50 +1.20 131 2,085 +37
Sep17 160811 313.30 317.00 313.30 314.60 +1.30 106 1,805 -2
Total Volume and Open Interest 72,474 357,482 -2,155
Soybean Oil(CBOT)
Aug16 160811 31.39 31.77 31.32 31.71 +0.21 863 437 -141
Sep16 160811 31.59 31.99 31.22 31.79 +0.22 23,641 48,049 -1,664
Oct16 160811 31.75 32.12 31.36 31.93 +0.22 11,159 31,088 +764
Dec16 160811 32.12 32.40 31.65 32.21 +0.22 51,704 177,463 -1,863
Jan17 160811 32.33 32.63 31.88 32.44 +0.21 6,690 33,055 +211
Mar17 160811 32.45 32.82 32.08 32.64 +0.22 3,785 25,989 +315
May17 160811 32.64 32.97 32.25 32.80 +0.22 1,604 18,395 +81
Jul17 160811 32.79 33.15 32.44 32.99 +0.21 1,482 11,103 +396
Aug17 160811 33.01 33.10 32.71 33.06 +0.21 143 3,439 +4
Sep17 160811 33.07 33.07 33.07 33.07 +0.20 107 2,704 +13
Total Volume and Open Interest 101,452 359,540 -1,836
Canola(WCE)
Nov16 160811 460.3 463.4 457.7 462.3 +1.4 12,654 122,622 +71
Jan17 160811 467.5 468.6 463.2 467.2 +0.6 2,490 24,159 +19
Mar17 160811 473.0 473.8 470.0 472.9 +0.4 1,125 5,668 +294
May17 160811 476.3 478.2 473.9 477.5 +0.1 539 4,801 -125
Jul17 160811 483.8 483.8 479.5 481.5 -0.1 833 7,121 +502
Total Volume and Open Interest 18,372 168,430 +912
Corn(CBOT)
Sep16 160811 322.25 323.75 320.50 321.00 -1.50 121,417 335,791 -24,062
Dec16 160811 333.00 334.25 331.00 331.75 -1.25 174,627 647,236 +22,037
Mar17 160811 343.50 344.25 341.25 342.00 -1.25 44,139 167,168 +4,659
May17 160811 349.75 350.75 348.00 349.00 -1.00 5,508 40,468 +771
Jul17 160811 356.50 357.50 354.75 355.75 -0.75 12,671 80,554 +2,997
Sep17 160811 363.25 364.00 361.75 362.75 -0.50 2,974 31,310 +804
Dec17 160811 372.25 373.00 371.00 372.25 unch 4,722 52,040 -85
Mar18 160811 382.00 382.00 381.50 381.50 unch 119 2,531 +66
May18 160811 386.25 386.25 386.25 386.25 -0.25 36 657 +20
Jul18 160811 388.50 389.50 388.50 389.50 +0.25 64 1,014 +36
Total Volume and Open Interest 366,278 1,360,945 +7,243
Wheat(CBOT)
Sep16 160811 420.00 424.00 413.50 416.25 -5.50 88,193 167,034 -21,760
Dec16 160811 439.00 443.50 434.50 437.00 -4.50 70,351 179,376 +12,056
Mar17 160811 461.50 464.50 457.25 460.25 -2.50 15,469 56,071 +1,735
May17 160811 473.00 475.75 469.50 473.00 -1.50 3,019 14,049 -86
Jul17 160811 480.00 482.50 476.25 479.50 -1.00 3,531 25,498 +215
Sep17 160811 494.25 497.00 491.00 493.75 -1.75 360 2,677 -38
Total Volume and Open Interest 181,172 451,314 -7,857
Wheat(KCBT)
Sep16 160811 410.25 415.50 408.50 412.25 +0.50 25,510 104,703 -6,617
Dec16 160811 435.50 441.00 434.25 438.00 +0.25 17,815 74,045 +4,231
Mar17 160811 453.25 457.25 450.75 454.25 unch 5,652 31,619 +1,190
May17 160811 465.00 467.75 462.00 465.00 unch 850 12,020 +122
Jul17 160811 472.00 477.00 471.25 474.00 unch 854 17,017 +86
Sep17 160811 489.75 490.50 489.50 490.00 +0.25 161 1,648 +12
Dec17 160811 513.25 513.25 512.00 512.00 -0.75 65 994 -53
Total Volume and Open Interest 50,908 242,243 -1,028
Wheat(MGE)
Sep16 160811 500.75 510.00 499.50 503.50 +2.25 5,703 20,947 -1,723
Dec16 160811 508.50 515.00 506.00 509.50 +1.00 3,312 18,288 +671
Mar17 160811 524.00 527.75 520.00 523.00 +0.25 758 11,252 +226
May17 160811 531.50 536.50 528.00 531.75 +0.25 118 5,195 +12
Jul17 160811 541.00 544.50 538.50 541.50 +0.75 207 2,732 -34
Sep17 160811 552.25 553.25 550.00 551.75 +1.25 162 2,079 -55
Total Volume and Open Interest 10,276 61,392 -913
Oats(CBOT)
Sep16 160811 173.25 173.25 167.00 169.00 -3.00 197 1,932 -80
Dec16 160811 184.50 185.00 179.00 182.00 -1.50 306 7,052 +73
Mar17 160811 193.00 193.00 189.50 191.75 -1.50 38 1,165 -4
May17 160811 196.00 196.00 196.00 196.00 -1.00 1 29 +0
Total Volume and Open Interest 542 10,178 -11
Rough Rice(CBOT)
Sep16 160811 9.52 9.55 9.31 9.31 -0.21 654 7,913 -226
Nov16 160811 9.81 9.81 9.55 9.55 -0.18 468 3,943 +63
Jan17 160811 9.94 9.94 9.76 9.78 -0.16 61 175 -6
Mar17 160811 9.98 9.98 9.98 9.98 -0.18 0 48 +0
Total Volume and Open Interest 1,183 12,081 -169
Live Cattle(CME)
Aug16 160811 116.800 117.080 115.135 116.035 -0.815 2,617 15,019 -1,051
Oct16 160811 114.930 115.285 113.050 114.550 -0.380 16,644 110,198 -1,186
Dec16 160811 115.885 116.250 114.100 115.300 -0.600 9,762 58,505 +105
Feb17 160811 115.430 115.680 113.650 114.650 -0.830 5,449 27,297 -106
Apr17 160811 114.250 114.300 112.450 113.480 -0.820 2,717 17,373 +317
Jun17 160811 107.250 107.450 105.785 106.600 -0.900 603 7,865 +94
Total Volume and Open Interest 38,042 239,760 -1,721
Feeder Cattle(CME)
Aug16 160811 149.485 150.150 146.550 148.735 -1.000 2,103 7,270 -660
Sep16 160811 148.450 148.985 145.150 146.985 -1.515 5,388 13,461 -595
Oct16 160811 145.580 146.185 142.380 144.050 -1.780 4,553 13,591 +708
Nov16 160811 142.400 143.130 139.700 141.435 -1.415 1,288 5,570 +356
Jan17 160811 138.380 138.950 136.035 137.485 -1.465 771 3,788 +89
Mar17 160811 136.285 136.300 134.035 135.435 -1.350 239 1,300 +98
Apr17 160811 135.500 135.630 133.825 134.075 -1.610 79 337 +19
Total Volume and Open Interest 14,454 45,485 +17
Lean Hogs(CME)
Aug16 160811 67.400 67.680 67.150 67.200 +0.065 2,664 15,504 -1,117
Oct16 160811 59.400 61.450 58.285 58.430 -0.555 17,497 101,178 -3,606
Dec16 160811 55.880 56.900 54.100 54.350 -1.000 9,105 54,959 +1,524
Feb17 160811 60.130 60.830 58.400 58.600 -1.330 3,506 25,335 -91
Apr17 160811 65.750 66.000 64.050 64.135 -1.445 820 19,116 +325
May17 160811 71.200 71.200 71.200 71.200 -0.500 0 250 +0
Jun17 160811 76.200 76.480 74.900 75.000 -1.285 276 2,643 +103
Jul17 160811 75.885 75.950 74.550 74.550 -1.150 0 450 +0
Total Volume and Open Interest 33,871 219,821 -2,859
Class III Milk(CME)
Aug16 160811 16.98 17.02 16.96 16.97 -0.01 162 4,868 -85
Sep16 160811 17.21 17.28 17.01 17.10 -0.08 305 4,980 +91
Oct16 160811 16.90 16.93 16.71 16.77 -0.12 259 3,875 +107
Nov16 160811 16.58 16.58 16.40 16.44 -0.10 126 3,383 +1
Dec16 160811 16.20 16.21 16.12 16.12 -0.08 82 2,995 +21
Jan17 160811 16.05 16.05 15.99 16.02 -0.02 44 1,350 +16
Feb17 160811 16.04 16.04 16.00 16.04 +0.03 28 1,129 +14
Mar17 160811 16.10 16.10 16.07 16.08 unch 31 1,146 +22
Apr17 160811 16.15 16.16 16.14 16.14 -0.01 43 1,031 +35
May17 160811 16.34 16.34 16.33 16.33 -0.03 58 910 +43
Jun17 160811 16.53 16.53 16.50 16.50 -0.04 74 828 +38
Jul17 160811 16.67 16.67 16.60 16.65 -0.02 34 366 +30
Aug17 160811 16.73 16.73 16.69 16.69 -0.04 16 317 +8
Total Volume and Open Interest 1,328 28,185 +378
Cocoa(ICE)
Sep16 160811 3014 3015 2991 3002 -18 23,809 29,194 -10,171
Dec16 160811 2995 3005 2974 2993 -12 31,809 100,322 +3,798
Mar17 160811 2963 2975 2944 2965 -13 9,821 58,523 +3,258
May17 160811 2950 2962 2935 2952 -13 1,632 10,435 +196
Jul17 160811 2943 2946 2935 2944 -13 384 3,526 +39
Sep17 160811 2925 2940 2925 2934 -13 78 3,977 +21
Dec17 160811 2923 2930 2923 2924 -13 34 1,022 +19
Total Volume and Open Interest 67,573 210,891 -2,840
Coffee "C"(ICE)
Sep16 160811 138.30 138.80 136.55 137.70 -0.95 27,272 50,766 -8,052
Dec16 160811 142.20 142.20 140.35 141.15 -1.20 20,158 80,607 +4,030
Mar17 160811 145.30 145.30 143.65 144.40 -1.15 6,321 26,400 +394
May17 160811 147.15 147.20 145.55 146.30 -1.15 3,416 13,791 +970
Jul17 160811 148.45 148.85 147.35 148.05 -1.15 331 3,503 -10
Sep17 160811 150.00 150.45 148.90 149.65 -1.20 167 3,309 -4
Total Volume and Open Interest 57,725 184,791 -2,638
Orange Juice(ICE)
Sep16 160811 181.40 186.00 180.95 183.55 +2.45 1,488 10,554 -650
Nov16 160811 183.95 187.40 183.00 185.25 +2.60 1,025 5,555 +736
Jan17 160811 184.20 186.70 183.15 185.05 +2.75 33 1,085 +20
Mar17 160811 181.95 183.00 181.80 182.50 +2.65 7 258 +4
May17 160811 180.00 180.00 180.00 180.00 +2.55 0 15 +0
Jul17 160811 178.30 178.30 178.30 178.30 +2.55      
Total Volume and Open Interest 2,553 17,469 +110
Sugar #11(ICE)
Oct16 160811 19.60 19.89 19.53 19.60 -0.04 45,166 438,530 -144
Mar17 160811 20.11 20.36 20.02 20.09 -0.02 25,902 243,870 +125
May17 160811 19.62 19.80 19.51 19.61 +0.04 12,650 70,596 +4,182
Jul17 160811 19.00 19.26 18.97 19.09 +0.09 3,296 50,965 -103
Oct17 160811 18.66 18.96 18.66 18.78 +0.11 831 31,879 +195
Mar18 160811 18.46 18.77 18.46 18.59 +0.10 285 15,422 +120
May18 160811 17.97 18.20 17.97 18.10 +0.09 46 4,642 +10
Jul18 160811 17.73 17.82 17.73 17.74 +0.06 29 4,904 +14
Total Volume and Open Interest 88,213 866,930 +4,398
London Cocoa(LCE)
Sep16 160811 2427 2427 2400 2413 -7 9,064 88,804 -1,471
Dec16 160811 2390 2390 2366 2377 -8 10,179 79,692 +122
Mar17 160811 2341 2341 2320 2332 -5 4,495 56,212 -471
May17 160811 2327 2327 2309 2319 -5 890 21,491 -71
Jul17 160811 2313 2318 2308 2314 -4 815 4,542 +167
Sep17 160811 2305 2311 2302 2306 -4 296 4,720 +157
Dec17 160811 2295 2296 2292 2296 -4 12 1,101 +12
Total Volume and Open Interest 25,751 256,563 -1,555
London Sugar(LCE)
Oct16 160811 531.20 538.80 531.10 532.70 +2.20 4,141 43,416 -524
Dec16 160811 534.20 541.20 534.20 535.90 +2.50 2,027 19,806 +610
Mar17 160811 537.80 542.80 536.60 538.30 +1.80 1,199 16,567 +275
May17 160811 531.30 533.60 529.80 529.90 +1.60 430 8,981 +37
Aug17 160811 519.80 521.70 519.00 519.00 +2.00 149 4,432 -13
Total Volume and Open Interest 8,045 97,328 +432
Cotton(ICE)
Oct16 160811 71.16 71.77 70.75 71.27 +0.11 58 199 -7
Dec16 160811 71.40 72.44 71.25 71.86 +0.42 22,029 182,722 -3,191
Mar17 160811 72.09 72.94 71.85 72.42 +0.43 3,520 41,133 -284
May17 160811 72.29 72.85 72.01 72.37 +0.42 623 5,993 +81
Jul17 160811 72.15 72.68 72.05 72.28 +0.47 352 5,273 +23
Oct17 160811 71.76 71.76 71.76 71.76 +0.30      
Total Volume and Open Interest 27,143 244,954 -3,344
Lumber(CME)
Sep16 160811 330.8 333.1 321.1 322.6 -8.1 522 3,900 -19
Nov16 160811 337.7 340.5 330.4 331.5 -6.4 231 1,372 +164
Jan17 160811 342.8 342.8 335.1 335.1 -6.2 35 82 +19
Mar17 160811 345.0 345.0 345.0 345.0 -3.0 0 31 +0
Total Volume and Open Interest 791 5,408 +161
Crude Oil(NYM)
Sep16 160811 41.48 43.86 41.10 43.49 +1.78 624,703 352,351 -62,652
Oct16 160811 42.21 44.59 41.85 44.23 +1.77 243,534 312,002 +44,499
Nov16 160811 43.01 45.35 42.64 44.99 +1.74 100,756 179,207 +13,024
Dec16 160811 43.82 46.07 43.38 45.71 +1.71 67,882 251,062 +3,733
Jan17 160811 44.44 46.72 44.09 46.38 +1.69 20,701 106,963 +3,371
Feb17 160811 45.04 47.24 44.65 46.91 +1.67 11,890 41,711 +357
Mar17 160811 45.56 47.63 45.13 47.36 +1.65 18,719 88,808 +2,090
Apr17 160811 46.03 47.86 45.55 47.75 +1.63 13,488 26,160 -323
May17 160811 46.16 48.21 45.91 48.08 +1.61 11,500 20,055 -441
Jun17 160811 46.57 48.63 46.21 48.35 +1.59 22,461 81,749 +1,770
Jul17 160811 47.35 48.71 46.64 48.57 +1.56 3,064 17,946 +368
Aug17 160811 46.96 48.78 46.96 48.78 +1.53 1,845 15,972 +83
Sep17 160811 48.93 49.07 48.89 48.98 +1.50 2,924 33,951 -160
Oct17 160811 49.13 49.26 49.13 49.18 +1.47 642 11,712 -221
Nov17 160811 49.35 49.39 49.35 49.39 +1.44 589 12,303 +78
Dec17 160811 48.05 49.91 47.67 49.62 +1.41 26,456 146,233 -1,367
Total Volume and Open Interest 1,180,803 1,829,979 +8,116
e-miNY Crude Oil(NYM)
Sep16 160811 41.525 43.850 41.100 43.500 +1.800 10,180 2,131 -15
Oct16 160811 42.275 44.575 41.875 44.225 +1.775 570 1,116 +101
Nov16 160811 42.850 45.350 42.750 45.000 +1.750 89 109 +13
Dec16 160811 43.675 46.050 43.500 45.700 +1.700 8 740 +0
Jan17 160811 44.500 46.400 44.425 46.375 +1.675 0 38 +0
Feb17 160811 46.900 46.900 46.900 46.900 +1.650 0 16 +0
Mar17 160811 47.350 47.350 47.350 47.350 +1.650 0 15 +0
Apr17 160811 47.750 47.750 47.750 47.750 +1.625 0 48 +0
May17 160811 48.075 48.075 48.075 48.075 +1.600 0 44 +0
Jun17 160811 46.400 48.350 46.400 48.350 +1.600 2 17 +0
Total Volume and Open Interest 10,850 4,492 +100
NY Harbor ULSD(NYM)
Sep16 160811 131.22 139.34 130.60 138.49 +6.65 57,132 80,711 -3,423
Oct16 160811 133.31 141.26 132.94 140.38 +6.15 31,544 72,267 +5,047
Nov16 160811 136.00 143.11 135.08 142.18 +5.74 20,380 54,697 +4,368
Dec16 160811 137.24 144.66 136.86 143.67 +5.43 14,011 56,074 +2,657
Jan17 160811 139.51 146.34 138.75 145.34 +5.21 5,234 31,220 +524
Feb17 160811 140.73 146.96 140.22 146.40 +5.06 1,816 13,885 -27
Mar17 160811 141.37 147.45 140.49 146.83 +4.91 2,523 15,763 +37
Apr17 160811 141.99 147.68 141.04 146.79 +4.78 1,854 7,756 -72
May17 160811 146.49 147.54 146.49 147.35 +4.67 1,378 5,424 +445
Jun17 160811 142.35 148.79 142.03 148.01 +4.55 1,119 21,433 +139
Jul17 160811 147.45 149.20 147.45 148.89 +4.45 138 2,887 -31
Aug17 160811 149.95 150.16 149.68 149.90 +4.37 60 1,754 +15
Sep17 160811 152.00 152.00 151.03 151.05 +4.31 108 2,052 +9
Oct17 160811 152.23 152.23 152.23 152.23 +4.25 67 1,657 +11
Total Volume and Open Interest 137,828 398,408 +9,788
RBOB Gasoline(NYM)
Sep16 160811 129.77 136.68 128.17 136.17 +6.03 71,704 101,815 -6,211
Oct16 160811 122.61 129.42 121.15 129.00 +5.96 60,175 92,469 +7,589
Nov16 160811 121.76 128.72 120.73 128.32 +5.78 34,970 53,946 +3,104
Dec16 160811 121.35 128.15 120.41 127.78 +5.61 25,027 52,722 +375
Jan17 160811 122.49 128.83 121.76 128.53 +5.52 7,148 23,979 +1,251
Feb17 160811 123.91 130.15 122.79 129.83 +5.42 2,902 7,403 +77
Mar17 160811 125.46 132.32 125.03 131.83 +5.23 3,875 16,969 +490
Apr17 160811 144.91 150.80 143.98 150.56 +5.10 1,678 14,875 +76
May17 160811 146.34 151.68 146.34 151.61 +4.99 634 5,452 +32
Jun17 160811 145.97 152.10 145.39 151.58 +4.83 729 11,381 +159
Total Volume and Open Interest 209,954 410,050 +6,830
e-miNY RBOB Gasoline(NYM)
Sep16 160811 136.17 136.17 136.17 136.17 +6.03 0 1 +0
Oct16 160811 129.00 129.00 129.00 129.00 +5.96      
Nov16 160811 128.32 128.32 128.32 128.32 +5.78      
Dec16 160811 127.78 127.78 127.78 127.78 +5.61      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Sep16 160811 2.570 2.605 2.529 2.551 -0.010 221,206 183,482 -17,330
Oct16 160811 2.620 2.659 2.584 2.607 -0.009 110,444 169,936 +11,667
Nov16 160811 2.805 2.841 2.769 2.792 -0.009 77,511 142,638 +13,315
Dec16 160811 3.063 3.098 3.028 3.051 -0.008 31,491 62,429 +645
Jan17 160811 3.200 3.234 3.166 3.190 -0.007 36,872 131,629 +3,764
Feb17 160811 3.206 3.221 3.156 3.185 -0.007 7,078 34,321 +600
Mar17 160811 3.161 3.180 3.123 3.147 -0.007 14,116 73,274 +984
Apr17 160811 2.937 2.954 2.900 2.931 -0.009 21,110 62,740 +1,857
May17 160811 2.905 2.928 2.887 2.909 -0.009 5,097 23,187 -56
Jun17 160811 2.948 2.960 2.912 2.945 -0.007 5,055 22,062 +311
Jul17 160811 2.974 2.985 2.942 2.976 -0.007 6,214 14,693 +627
Aug17 160811 2.991 2.995 2.957 2.985 -0.008 5,457 13,474 -290
Sep17 160811 2.977 2.981 2.935 2.970 -0.010 2,388 15,241 -22
Oct17 160811 3.014 3.015 2.966 2.994 -0.009 3,838 24,597 +434
Nov17 160811 3.056 3.061 3.029 3.052 -0.006 939 12,061 -9
Dec17 160811 3.195 3.204 3.162 3.195 -0.002 978 15,376 +173
Total Volume and Open Interest 555,983 1,055,048 +17,874
Brent Crude Oil(ICE)
Oct16 160811 43.78 46.30 43.46 46.04 +1.99 216,218 377,284 -21,291
Nov16 160811 44.20 46.61 43.83 46.36 +1.93 101,711 360,200 +24,352
Dec16 160811 44.74 47.09 44.36 46.83 +1.86 86,701 390,560 -12
Jan17 160811 45.22 47.52 44.85 47.25 +1.80 24,767 101,957 +307
Feb17 160811 45.71 47.94 45.32 47.67 +1.76 14,561 83,734 +2,320
Mar17 160811 46.11 48.35 45.76 48.07 +1.73 13,595 92,594 -157
Apr17 160811 46.53 48.70 46.15 48.42 +1.70 3,407 33,623 -268
May17 160811 46.90 49.04 46.53 48.75 +1.66 5,817 40,262 -1,139
Jun17 160811 47.22 49.36 46.88 49.06 +1.62 18,511 113,534 +428
Jul17 160811 48.40 49.37 48.40 49.37 +1.60 983 20,781 +11
Aug17 160811 48.39 49.66 48.33 49.66 +1.57 843 17,784 -54
Sep17 160811 49.92 49.92 49.92 49.92 +1.55 2,330 44,591 +661
Oct17 160811 50.05 50.18 50.05 50.18 +1.53 1,123 17,045 +341
Nov17 160811 50.41 50.41 50.41 50.41 +1.51 637 15,424 +94
Total Volume and Open Interest 547,063 2,197,866 +524
Gas Oil(ICE)
Sep16 160811 384.50 408.50 382.25 403.00 +16.75 67,021 153,131 +273
Oct16 160811 390.25 413.75 388.75 409.00 +16.00 40,110 112,867 +9,810
Nov16 160811 394.75 416.75 392.75 412.50 +15.50 11,394 63,614 +1,238
Dec16 160811 399.00 419.75 396.50 415.75 +14.75 26,234 131,226 +2,073
Jan17 160811 403.25 423.00 401.00 419.75 +14.00 5,378 39,631 +95
Feb17 160811 409.50 426.00 406.00 423.75 +13.75 3,001 24,817 +730
Mar17 160811 412.50 430.00 409.75 427.25 +13.50 1,947 25,272 +498
Apr17 160811 416.00 433.00 414.00 430.25 +13.25 500 14,228 -22
May17 160811 417.75 434.50 416.00 433.00 +13.00 731 14,083 -200
Jun17 160811 420.75 439.50 418.50 435.75 +12.75 2,464 44,813 +324
Total Volume and Open Interest 185,641 824,291 +8,057
Ethanol(CBOT)
Sep16 160811 1.420 1.425 1.414 1.416 -0.001 222 1,544 -65
Oct16 160811 1.409 1.415 1.407 1.407 -0.001 70 965 -7
Nov16 160811 1.384 1.384 1.384 1.384 +0.001 38 543 +6
Dec16 160811 1.364 1.364 1.364 1.364 +0.001 9 1,134 +0
Jan17 160811 1.353 1.353 1.353 1.353 +0.001 1 160 +0
Feb17 160811 1.357 1.357 1.357 1.357 +0.001 0 163 +0
Mar17 160811 1.371 1.371 1.371 1.371 +0.001 0 5 +0
Apr17 160811 1.388 1.388 1.388 1.388 +0.001      
Total Volume and Open Interest 340 4,520 -66
WTI Crude Oil(ICE)
Sep16 160811 41.48 43.86 41.11 43.49 +1.78 40,896 60,687 -1,594
Oct16 160811 42.24 44.58 41.88 44.23 +1.77 48,710 83,182 +160
Nov16 160811 43.02 45.35 42.65 44.99 +1.74 30,813 40,784 +3,845
Dec16 160811 43.75 46.07 43.40 45.71 +1.71 24,835 105,549 -2,736
Jan17 160811 44.40 46.71 44.12 46.38 +1.69 4,749 23,033 +487
Feb17 160811 44.96 47.05 44.80 46.91 +1.67 2,996 23,066 +157
Mar17 160811 45.28 47.52 45.28 47.36 +1.65 2,677 26,623 +37
Apr17 160811 45.59 47.90 45.59 47.75 +1.63 1,749 4,549 +164
May17 160811 47.58 48.22 47.58 48.08 +1.61 952 3,231 +482
Jun17 160811 46.38 48.49 46.25 48.35 +1.59 2,788 31,527 +18
Jul17 160811 48.57 48.57 48.57 48.57 +1.56 184 3,152 +0
Aug17 160811 48.78 48.78 48.78 48.78 +1.53 120 762 +37
Sep17 160811 48.98 48.98 48.98 48.98 +1.50 113 10,205 +25
Oct17 160811 48.90 49.18 48.90 49.18 +1.47 24 1,139 -16
Nov17 160811 49.39 49.39 49.39 49.39 +1.44 18 1,002 -2
Dec17 160811 47.86 49.89 47.68 49.62 +1.41 10,827 65,197 -575
Total Volume and Open Interest 173,614 526,827 +800
US Dollar Index(ICE)
Sep16 160811 95.530 95.910 95.460 95.838 +0.230 12,048 48,402 +1,405
Dec16 160811 95.470 95.850 95.455 95.798 +0.225 490 6,033 +130
Mar17 160811 95.450 95.762 95.425 95.762 +0.220 53 1,861 +31
Total Volume and Open Interest 12,591 56,359 +1,566
Australian Dollar(CME)
Sep16 160811 77.02 77.17 76.83 76.97 -0.04 75,191 100,228 +326
Dec16 160811 76.87 76.97 76.65 76.78 -0.04 277 1,819 +87
Mar17 160811 76.64 76.64 76.64 76.64 -0.04 2 12 +0
Total Volume and Open Interest 75,470 102,059 +413
British Pound(CME)
Sep16 160811 130.18 130.36 129.43 129.76 -0.44 75,170 239,468 +3,113
Dec16 160811 130.47 130.62 129.71 130.01 -0.46 1,478 3,001 +464
Mar17 160811 130.27 130.77 130.10 130.28 -0.46 42 610 -6
Total Volume and Open Interest 76,691 243,430 +3,571
Canadian Dollar(CME)
Sep16 160811 76.67 77.20 76.48 77.12 +0.51 61,236 111,108 -1,762
Dec16 160811 76.68 77.24 76.53 77.17 +0.51 284 3,970 +43
Mar17 160811 76.81 77.27 76.61 77.21 +0.50 31 446 -2
Jun17 160811 77.27 77.31 76.75 77.27 +0.51 19 192 +19
Total Volume and Open Interest 61,570 115,796 -1,702
Japanese Yen(CME)
Sep16 160811 98.94 99.12 98.11 98.24 -0.61 60,641 164,811 +1,617
Dec16 160811 99.47 99.51 98.53 98.65 -0.60 232 1,822 -24
Mar17 160811 99.07 99.81 98.98 99.07 -0.62 10 259 +8
Total Volume and Open Interest 60,883 167,011 +1,601
Swiss Franc(CME)
Sep16 160811 102.80 103.17 102.59 102.81 +0.08 9,000 43,283 +14
Dec16 160811 103.38 103.67 103.17 103.37 +0.09 0 102 +0
Mar17 160811 103.90 104.14 103.90 103.90 +0.09      
Total Volume and Open Interest 9,000 43,405 +14
EuroFX(CME)
Sep16 160811 111.99 112.09 111.51 111.59 -0.33 102,809 360,266 -886
Dec16 160811 112.50 112.53 111.96 112.04 -0.33 1,376 6,367 +139
Mar17 160811 112.79 112.91 112.44 112.50 -0.33 8 1,345 +1
Total Volume and Open Interest 104,195 368,693 -744
Mexican Peso(CME)
Aug16 160811 549.38 549.38 549.38 549.38 +5.13      
Sep16 160811 540.88 549.00 539.50 547.75 +5.38 50,307 95,906 -815
Total Volume and Open Interest 50,510 127,632 -948
Brazilian Real(CME)
Sep16 160811 317.40 318.45 315.10 317.05 -1.25 1,741 25,761 +833
Oct16 160811 314.20 314.20 312.60 314.20 -1.35 0 48 +0
Nov16 160811 311.40 311.40 309.80 311.40 -1.40      
Dec16 160811 309.00 309.00 307.10 308.65 -1.40 0 32 +0
Total Volume and Open Interest 1,741 25,841 +833
30-Year T-Bonds(CBOT)
Sep16 160811 173~130 173~160 171~190 171~250 -1~220 168,777 580,105 +4,575
Dec16 160811 171~310 172~000 170~050 170~100 -1~220 999 1,896 +539
Mar17 160811 169~060 169~060 169~060 169~060 -1~220      
Total Volume and Open Interest 169,776 582,001 +5,114
10-Year T-Notes(CBOT)
Sep16 160811 132~225 132~250 132~000 132~015 -0~220 924,123 2,795,366 +10,590
Dec16 160811 131~255 131~255 131~010 131~020 -0~220 15,798 40,291 +9,673
Mar17 160811 130~080 130~080 130~080 130~080 -0~220 50 0 +0
Total Volume and Open Interest 939,971 2,835,657 +20,263
5-Year T-Notes(CBOT)
Sep16 160811 121~262 121~280 121~126 121~136 -0~132 422,615 2,737,002 +8,916
Dec16 160811 121~266 121~276 121~126 121~132 -0~142 13,060 45,026 +8,472
Mar17 160811 121~034 121~034 121~034 121~034 -0~142      
Total Volume and Open Interest 435,675 2,782,028 +17,388
2 Year T-Notes(CBOT)
Sep16 160811 109~144 109~150 109~102 109~104 -0~040 182,456 1,086,103 -11,290
Dec16 160811 109~122 109~124 109~074 109~076 -0~046 4,445 18,464 +3,207
Mar17 160811 109~072 109~072 109~072 109~072 -0~046      
Total Volume and Open Interest 186,901 1,104,567 -8,083
Eurodollars(CME)
Sep16 160811 99.135 99.160 99.125 99.125 -0.005 255,960 1,218,026 -3,275
Dec16 160811 99.095 99.120 99.070 99.075 -0.020 397,077 1,555,203 +63,179
Mar17 160811 99.070 99.095 99.040 99.045 -0.030 285,528 1,069,128 +1,677
Jun17 160811 99.040 99.065 99.005 99.010 -0.035 292,533 953,647 -24,400
Sep17 160811 99.015 99.035 98.965 98.970 -0.045 217,240 843,377 -3,750
Dec17 160811 98.970 98.995 98.920 98.925 -0.050 270,856 1,292,854 +12,497
Mar18 160811 98.950 98.970 98.895 98.900 -0.055 184,157 622,759 +1,817
Jun18 160811 98.930 98.945 98.860 98.870 -0.060 121,296 479,605 -1,024
Sep18 160811 98.895 98.910 98.825 98.840 -0.060 111,841 442,832 +1,626
Dec18 160811 98.850 98.870 98.785 98.795 -0.060 92,773 583,232 +2,989
Mar19 160811 98.825 98.845 98.760 98.770 -0.060 87,255 400,267 +2,547
Jun19 160811 98.790 98.810 98.725 98.735 -0.065 57,517 294,687 -208
Sep19 160811 98.755 98.775 98.690 98.700 -0.065 48,379 235,341 -1,322
Dec19 160811 98.710 98.725 98.645 98.655 -0.065 59,552 242,752 -407
Mar20 160811 98.675 98.695 98.610 98.620 -0.065 20,498 146,906 +1,374
Jun20 160811 98.640 98.650 98.570 98.580 -0.065 24,294 96,309 +1,417
Sep20 160811 98.595 98.605 98.530 98.540 -0.065 22,564 84,989 +369
Dec20 160811 98.550 98.560 98.485 98.490 -0.065 13,407 93,580 +69
Total Volume and Open Interest 2,603,847 11,079,827 +55,411
Ultra T-Bond(CBOT)
Sep16 160811 188~30 189~00 186~22 186~29 -2~05 56,764 607,874 +1,168
Dec16 160811 186~03 186~03 185~29 186~03 -2~05 2 268 +2
Mar17 160811 185~03 185~03 185~03 185~03 -2~05      
Total Volume and Open Interest 56,766 608,142 +1,170
Ultra 10-Yr T-Note(CBOT)
Sep16 160811 145~200 145~225 144~215 144~235 -0~295 43,167 176,895 +503
Dec16 160811 144~100 144~100 144~100 144~100 -0~300      
Mar17 160811 144~100 144~100 144~100 144~100 -0~300      
Total Volume and Open Interest 43,167 176,895 +503
30 Day Federal Funds(CBOT)
Aug16 160811 99.603 99.603 99.600 99.600 -0.003 1,167 135,222 -494
Sep16 160811 99.590 99.590 99.585 99.590 -0.005 6,500 65,694 +2,190
Oct16 160811 99.575 99.575 99.560 99.570 -0.005 15,223 171,215 +1,679
Nov16 160811 99.570 99.575 99.555 99.560 -0.015 7,027 86,973 +1,611
Dec16 160811 99.540 99.540 99.515 99.525 -0.020 6,947 56,751 +1,044
Jan17 160811 99.510 99.510 99.475 99.480 -0.030 10,509 99,791 -2,230
Total Volume and Open Interest 82,577 811,087 +8,434
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 160811 99.99 99.99 99.99 99.99 unch      
Dec16 160811 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160811 99.99 99.99 99.99 99.99 unch      
Jun17 160811 99.99 99.99 99.99 99.99 unch      
Sep17 160811 99.99 99.99 99.99 99.99 unch      
Dec17 160811 99.99 99.99 99.99 99.99 unch      
Mar18 160811 100.00 100.00 100.00 100.00 unch      
Jun18 160811 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160811 151.62 151.79 151.62 151.66 +0.01 2,668 16,742 +254
Dec16 160811 151.81 151.81 151.81 151.81 unch 12 10 +6
Mar17 160811 151.73 151.73 151.73 151.73 unch      
Total Volume and Open Interest 2,680 16,752 +260
Euro-Buxl(EUREX)
Sep16 160811 195.54 195.74 193.50 194.36 -0.88 28,946 138,304 +8,347
Dec16 160811 192.68 192.68 192.68 192.68 -0.88 0 34 +0
Mar17 160811 192.68 192.68 192.68 192.68 -0.88      
Total Volume and Open Interest 28,946 138,338 +8,347
Euro-Bund(EUREX)
Sep16 160811 167.87 168.02 167.31 167.66 -0.18 438,210 1,603,942 +32,745
Dec16 160811 165.20 165.28 164.65 164.95 -0.18 4,923 61,206 +2,337
Mar17 160811 166.99 167.16 166.99 167.16 -0.18 0 37 +0
Total Volume and Open Interest 443,133 1,665,185 +35,082
Euro-Bobl(EUREX)
Sep16 160811 133.80 133.85 133.58 133.72 -0.04 265,947 1,267,618 +20,379
Dec16 160811 131.80 131.80 131.71 131.74 -0.04 8,007 22,653 +7,132
Mar17 160811 133.67 133.67 133.67 133.67 -0.04      
Total Volume and Open Interest 273,954 1,290,271 +27,511
Euro-Schatz(EUREX)
Sep16 160811 112.05 112.06 112.00 112.03 -0.01 102,185 1,047,141 -22,754
Dec16 160811 112.04 112.04 112.01 112.01 -0.00 545 3,740 +364
Mar17 160811 112.03 112.03 112.03 112.03 -0.01      
Total Volume and Open Interest 102,730 1,050,881 -22,390
3-Mth Euribor(EUREX)
Sep16 160811 100.315 100.315 100.315 100.315 unch 37 3,999 +0
Dec16 160811 100.340 100.340 100.340 100.340 unch 35 2,705 +0
Mar17 160811 100.350 100.350 100.350 100.350 unch 0 3,213 +0
Total Volume and Open Interest 572 76,827 -100
Long Gilt(LIFFE)
Sep16 160811 132~24 132~28 132~12 132~20 +0~04 183,181 504,918 -10,779
Dec16 160811 131~17 131~17 131~14 131~17 +0~03      
Total Volume and Open Interest 183,181 504,918 -10,779
3-Mth Short Sterling(LIFFE)
Sep16 160811 99.67 99.67 99.65 99.67 -0.00 55,333 425,218 +7,395
Dec16 160811 99.76 99.77 99.74 99.75 -0.02 41,762 673,287 -4,292
Mar17 160811 99.79 99.79 99.75 99.76 -0.02 25,466 370,777 -3,249
Jun17 160811 99.79 99.79 99.76 99.77 -0.02 35,575 355,192 -4,255
Sep17 160811 99.80 99.80 99.76 99.77 -0.02 36,761 300,269 +6,218
Dec17 160811 99.80 99.80 99.76 99.77 -0.02 35,539 325,189 -3,382
Total Volume and Open Interest 409,407 3,341,847 -2,875
3-Mth Euribor(LIFFE)
Sep16 160811 100.315 100.315 100.310 100.315 unch 13,919 345,405 +2,284
Dec16 160811 100.340 100.345 100.335 100.340 unch 28,603 457,138 -3,008
Mar17 160811 100.355 100.365 100.345 100.355 unch 29,608 377,693 -7,815
Total Volume and Open Interest 331,269 3,077,226 -7,013
3-Mth Aus T-Bills(SFE)
Sep16 160811 98.22 98.24 98.22 98.24 +0.01 10,018 157,939 -3,370
Dec16 160811 98.31 98.32 98.31 98.32 unch 16,970 192,796 -397
Mar17 160811 98.37 98.38 98.36 98.37 unch 13,199 155,390 -29
Jun17 160811 98.39 98.40 98.38 98.40 unch 10,106 126,547 -653
Sep17 160811 98.40 98.42 98.40 98.42 +0.01 7,987 93,145 +1,571
Dec17 160811 98.40 98.42 98.40 98.42 +0.01 6,228 74,688 +2,201
Mar18 160811 98.40 98.41 98.38 98.41 +0.01 3,970 59,622 +441
Jun18 160811 98.38 98.41 98.38 98.40 +0.01 1,758 44,305 +383
Sep18 160811 98.36 98.38 98.36 98.38 +0.01 255 6,878 +74
Dec18 160811 98.35 98.36 98.35 98.36 +0.01 392 4,203 +358
Total Volume and Open Interest 70,883 918,254 +579
10-Year Aus T-Bonds(SFE)
Sep16 160811 98.12 98.15 98.10 98.14 +0.02 98,714 827,082 +4,334
Dec16 160811 98.14 98.14 98.14 98.14 +0.02      
Total Volume and Open Interest 98,714 827,082 +4,334
3-Year Aus T-Bonds(SFE)
Sep16 160811 98.63 98.65 98.62 98.64 unch 177,059 827,732 +20,126
Dec16 160811 98.64 98.64 98.64 98.64 unch      
Total Volume and Open Interest 177,059 827,732 +20,126
Gold(CMX)
Aug16 160811 1341.6 1350.4 1334.8 1342.5 -1.8 620 2,581 +80
Oct16 160811 1347.9 1354.7 1337.3 1345.5 -1.9 6,437 46,889 -1,112
Dec16 160811 1353.2 1359.4 1341.4 1350.0 -1.9 124,480 437,820 +1,816
Feb17 160811 1357.1 1363.3 1345.8 1354.1 -1.9 5,858 28,709 -465
Apr17 160811 1360.9 1366.2 1352.0 1358.1 -2.0 2,766 9,545 +832
Jun17 160811 1359.5 1368.4 1358.4 1361.6 -2.1 637 13,638 +10
Aug17 160811 1363.7 1366.4 1357.8 1365.0 -2.2 235 8,087 -9
Oct17 160811 1368.2 1368.2 1368.2 1368.2 -2.2 24 944 -23
Dec17 160811 1370.4 1378.7 1365.0 1371.4 -2.2 99 11,788 -12
Feb18 160811 1374.3 1374.3 1374.3 1374.3 -2.1 0 133 +0
Apr18 160811 1377.1 1377.1 1377.1 1377.1 -2.0 0 3 +0
Jun18 160811 1379.9 1379.9 1379.9 1379.9 -1.9 0 4,334 +0
Total Volume and Open Interest 142,652 575,399 +605
Silver(CMX)
Sep16 160811 2019.0 2034.0 1990.5 2002.0 -15.0 44,727 122,051 -7,587
Dec16 160811 2030.0 2046.5 2004.0 2014.2 -14.9 11,769 69,277 +2,937
Mar17 160811 2038.0 2048.0 2018.0 2025.7 -14.8 1,909 10,441 +69
May17 160811 2036.0 2036.0 2031.5 2032.6 -14.6 172 567 +20
Jul17 160811 2039.8 2039.8 2039.0 2039.8 -14.6 87 2,392 -1
Sep17 160811 2046.7 2046.7 2046.0 2046.7 -14.2 0 489 +0
Dec17 160811 2063.0 2063.0 2055.0 2056.1 -13.9 194 2,155 +0
Total Volume and Open Interest 58,926 210,647 -4,597
Platinum(NYMEX)
Oct16 160811 1181.0 1185.0 1143.2 1156.7 -26.4 7,903 76,113 +115
Jan17 160811 1184.8 1185.5 1148.0 1159.0 -26.4 115 4,311 -1
Apr17 160811 1160.5 1161.5 1155.0 1161.4 -26.3 23 145 +7
Jul17 160811 1163.1 1163.1 1163.1 1163.1 -26.3 0 14 +0
Total Volume and Open Interest 8,045 80,645 +123
Palladium(NYMEX)
Sep16 160811 725.85 727.85 688.55 691.80 -34.60 3,361 25,197 -70
Dec16 160811 727.30 727.30 691.15 693.40 -34.55 556 5,023 +471
Mar17 160811 694.30 694.30 694.30 694.30 -34.90 6 41 +0
Total Volume and Open Interest 3,923 30,272 +401
Copper(CMX)
Sep16 160811 217.35 219.30 216.90 219.10 +2.00 56,544 80,453 -4,829
Dec16 160811 218.30 220.25 217.90 220.00 +1.90 18,196 69,832 +3,033
Mar17 160811 219.70 221.10 219.05 220.90 +1.85 2,816 22,815 +208
May17 160811 220.00 221.70 219.40 221.50 +1.85 770 5,297 +231
Jul17 160811 222.10 222.10 222.05 222.05 +1.85 23 901 -16
Total Volume and Open Interest 78,834 188,297 -1,402
E-mini DJIA Index(CBOT)
Sep16 160811 18450 18594 18433 18565 +113 87,302 141,090 -281
Dec16 160811 18362 18500 18351 18476 +116 51 670 +24
Mar17 160811 18325 18419 18325 18398 +116 11 245 +1
Jun17 160811 18357 18357 18357 18357 +116 1 5 +1
Total Volume and Open Interest 87,365 142,010 -255
S & P 500(CME)
Sep16 160811 2171.60 2185.00 2169.60 2181.80 +9.10 2,088 91,107 +144
Dec16 160811 2174.50 2176.40 2174.50 2174.50 +9.10 55 1,016 +10
Mar17 160811 2167.80 2169.70 2167.80 2167.80 +9.10 0 62 +0
Jun17 160811 2161.60 2163.50 2161.60 2161.60 +9.10 0 60 +0
Total Volume and Open Interest 2,143 92,245 +154
S & P 500 E-Mini(Globex)
Sep16 160811 2172.50 2185.25 2170.00 2181.75 +9.00 1,191,826 2,877,471 +21,566
Dec16 160811 2164.25 2177.75 2163.00 2174.50 +9.00 1,845 42,523 -205
Mar17 160811 2162.50 2170.75 2156.50 2167.75 +9.00 28 643 +7
Jun17 160811 2161.50 2161.50 2161.50 2161.50 +9.00 0 320 +0
Total Volume and Open Interest 1,193,699 2,920,958 +21,368
NASDAQ 100 E-Mini(Globex)
Sep16 160811 4782.30 4811.00 4775.80 4800.00 +18.50 134,336 288,224 +3,498
Dec16 160811 4777.00 4803.50 4770.30 4793.00 +18.50 530 922 +310
Mar17 160811 4787.00 4787.00 4787.00 4787.00 +18.50 0 49 +0
Total Volume and Open Interest 134,866 289,203 +3,808
S&P Midcap 400(CME) e-Mini
Sep16 160811 1554.00 1561.80 1551.00 1558.10 +3.80 8,595 83,188 -229
Dec16 160811 1552.70 1554.50 1552.70 1552.70 +3.80 0 10 +0
Mar17 160811 1553.20 1553.20 1553.20 1553.20 +3.80      
Total Volume and Open Interest 8,595 83,198 -229
Volatility Index(CBOE)
Aug16 160811 12.90 13.06 12.43 12.63 -0.25 97,247 192,934 -5,987
Sep16 160811 15.18 15.24 14.80 15.08 -0.10 106,321 191,650 +9,230
Oct16 160811 16.84 16.90 16.45 16.77 -0.06 30,437 59,496 -853
Nov16 160811 17.65 17.70 17.33 17.63 unch 11,219 39,461 +1,684
Total Volume and Open Interest 254,787 541,568 +4,463
Russell 2000(ICE)
Sep16 160811 1220.60 1230.00 1219.70 1227.30 +6.00 48,284 327,018 +2,466
Dec16 160811 1219.50 1225.20 1219.50 1222.80 +6.00 5 1,016 +0
Mar17 160811 1218.80 1218.80 1218.80 1218.80 +6.00 0 250 +0
Total Volume and Open Interest 48,289 328,454 +2,466
Nikkei 225(CME)
Sep16 160811 16665 16925 16605 16880 +175 7,702 35,157 +233
Dec16 160811 16700 16860 16560 16820 +175 36 184 -34
Total Volume and Open Interest 7,738 35,341 +199
Nikkei 225(SGX)
Sep16 160811 16765 16805 16585 16745 unch 50,581 192,928 -2,176
Dec16 160811 16635 16635 16465 16630 unch 50 6,660 -3
Mar17 160811 16600 16600 16600 16600 unch      
Total Volume and Open Interest 52,924 209,690 -989
Nikkei 225(CME) Yen
Sep16 160811 16655 16910 16590 16860 +180 30,822 68,240 -1,429
Dec16 160811 16730 16770 16475 16730 +180 0 41 +0
Mar17 160811 16680 16680 16680 16680 +180      
Total Volume and Open Interest 30,822 68,281 -1,429
Nikkei 225(CME) e-Mini Yen
Sep16 160811 16860 16890 16610 16860 +180 0 12 +0
Dec16 160811 16730 16730 16730 16730 +180      
Mar17 160811 16680 16680 16680 16680 +180      
Total Volume and Open Interest 0 12 +0
CAC 40(EURONEXT)
Aug16 160811 4457.0 4508.0 4446.0 4504.0 +51.5 73,555 265,409 +3,880
Sep16 160811 4451.5 4505.5 4445.0 4502.5 +51.5 7,538 18,519 +5,522
Oct16 160811 4453.0 4495.0 4446.0 4491.5 +52.0 3 21 +3
Total Volume and Open Interest 81,096 283,995 +9,405
Hang Seng Index(HKFE)
Aug16 160811 22422 22687 22322 22560 +140 71,603 114,407 -4,501
Sep16 160811 22376 22622 22280 22502 +133 788 8,481 +606
Total Volume and Open Interest 72,581 128,044 -3,878
DAX(EUREX)
Sep16 160811 10676.0 10744.0 10629.0 10720.5 +66.5 96,697 167,588 +19,318
Dec16 160811 10677.5 10729.5 10621.5 10708.5 +67.5 232 6,182 +144
Mar17 160811 10694.0 10710.0 10694.0 10701.5 +66.5 1 182 +0
Total Volume and Open Interest 96,930 173,952 +19,462
Mini-DAX(EUREX)
Sep16 160811 10676.0 10741.0 10630.0 10720.5 +66.5 23,979 11,522 +2,882
Dec16 160811 10685.0 10725.0 10627.0 10708.5 +67.5 387 242 +35
Mar17 160811 10701.5 10701.5 10701.5 10701.5 +66.5 9 17 +6
Total Volume and Open Interest 24,375 11,781 +2,923
FT-SE 100(EURONEXT)
Sep16 160811 6808.00 6909.00 6800.00 6889.50 +77.00 81,604 647,261 +1,680
Dec16 160811 6797.00 6863.00 6789.50 6845.50 +75.50 18 243 +3
Mar17 160811 6786.00 6786.00 6710.50 6786.00 +75.50      
Total Volume and Open Interest 81,622 647,504 +1,683
SPI 200(SFE)
Sep16 160811 5491.0 5500.0 5432.0 5465.0 -23.0 22,995 293,663 -1,505
Dec16 160811 5450.0 5450.0 5450.0 5450.0 -22.0 4 2,584 +1
Mar17 160811 5401.0 5401.0 5401.0 5401.0 -22.0 0 1,436 +0
Total Volume and Open Interest 23,026 299,291 -1,503
FTSE MIB(ISE)
Sep16 160811 16795.00 16980.00 16690.00 16940.00 +160.00 22,277 41,265 +51
Dec16 160811 16700.00 16813.00 16585.00 16813.00 +160.00 12 268 +0
Mar17 160811 16783.00 16783.00 16783.00 16783.00 +160.00      
Total Volume and Open Interest 22,289 41,533 +51
KOSPI 200(KFE)
Sep16 160811 255.45 256.15 254.60 256.05 +0.85 121,648 135,760 +4,705
Dec16 160811 256.10 256.90 255.40 256.85 +0.85 959 11,101 +1,420
Mar17 160811 253.90 253.90 252.70 253.75 -0.15 7 1,135 +13
Total Volume and Open Interest 122,614 151,023 +6,141
GSCI(CME)
Aug16 160811 345.40 348.50 338.60 346.00 +7.35 2,343 5,912 -1,959
Sep16 160811 346.65 351.30 341.65 348.95 +7.05 2,455 7,300 +2,372
Oct16 160811 352.45 352.45 352.45 352.45 +7.05      
Total Volume and Open Interest 4,798 13,212 +413
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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