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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 12, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug16 160812 1023.50 1023.50 994.50 1003.25 -19.00 1,843 1,039 -829
Sep16 160812 1000.25 1010.00 981.00 999.00 -2.75 11,915 47,992 -695
Nov16 160812 983.00 992.75 962.50 981.75 -2.25 95,324 384,222 +1,750
Jan17 160812 983.00 992.75 963.25 982.25 -1.25 14,249 67,828 +2,271
Mar17 160812 974.25 985.75 957.50 976.50 +1.75 6,627 68,089 +198
May17 160812 975.50 985.75 957.50 975.00 +1.25 3,127 34,920 +172
Jul17 160812 974.75 985.00 959.00 976.25 +0.50 6,930 40,451 +811
Aug17 160812 974.50 974.50 960.75 972.00 +1.25 19 439 -2
Sep17 160812 952.50 957.75 945.00 949.75 -0.25 0 431 +0
Nov17 160812 934.00 941.00 919.75 931.00 -1.00 2,100 31,149 -170
Jan18 160812 936.00 936.00 929.00 932.50 -1.25 1 541 +1
Mar18 160812 931.00 931.00 931.00 931.00 -1.25 0 71 +0
May18 160812 933.25 933.25 933.25 933.25 -1.25 0 50 +0
Jul18 160812 936.75 936.75 936.75 936.75 -1.75 0 128 +0
Total Volume and Open Interest 142,135 677,611 +3,507
Soybean Meal(CBOT)
Aug16 160812 338.20 338.20 331.60 332.90 -1.00 311 207 -229
Sep16 160812 333.20 337.40 325.90 332.50 -1.40 13,441 49,093 -1,563
Oct16 160812 331.00 335.00 323.50 330.00 -1.80 6,544 31,810 +476
Dec16 160812 328.90 333.20 321.20 327.80 -2.10 35,679 162,470 +1,382
Jan17 160812 326.60 330.90 319.20 325.30 -2.00 5,357 30,606 +717
Mar17 160812 318.30 324.00 312.90 319.20 +0.40 4,572 31,376 -253
May17 160812 317.10 319.20 311.40 317.20 +0.40 2,503 20,229 +239
Jul17 160812 317.40 321.80 312.00 317.80 +0.20 2,987 19,597 +1,023
Aug17 160812 316.90 317.50 311.30 316.30 -0.20 110 2,122 +37
Sep17 160812 315.00 316.50 310.00 314.10 -0.50 118 1,812 +7
Total Volume and Open Interest 72,861 359,665 +2,183
Soybean Oil(CBOT)
Aug16 160812 31.58 31.94 31.56 31.90 +0.19 91 122 -315
Sep16 160812 31.74 32.26 31.50 32.03 +0.24 15,939 48,284 +235
Oct16 160812 31.93 32.34 31.69 32.16 +0.23 9,316 32,949 +1,861
Dec16 160812 32.20 32.67 31.92 32.45 +0.24 55,298 175,942 -1,521
Jan17 160812 32.44 32.82 32.14 32.67 +0.23 5,065 33,588 +533
Mar17 160812 32.65 33.05 32.36 32.86 +0.22 2,907 26,192 +203
May17 160812 32.84 33.13 32.56 33.01 +0.21 1,871 18,355 -40
Jul17 160812 33.02 33.41 32.74 33.19 +0.20 2,014 11,372 +269
Aug17 160812 33.00 33.25 33.00 33.25 +0.19 186 3,454 +15
Sep17 160812 32.81 33.32 32.81 33.26 +0.19 132 2,693 -11
Total Volume and Open Interest 93,697 360,844 +1,304
Canola(WCE)
Nov16 160812 462.3 463.4 453.5 461.4 -0.9 12,894 125,445 +2,823
Jan17 160812 467.0 468.4 459.8 467.3 +0.1 4,153 23,097 -1,062
Mar17 160812 472.9 473.8 466.1 473.4 +0.5 742 5,507 -161
May17 160812 473.7 478.4 472.2 478.4 +0.9 317 4,814 +13
Jul17 160812 480.2 482.4 476.0 482.0 +0.5 174 7,141 +20
Total Volume and Open Interest 18,319 170,090 +1,660
Corn(CBOT)
Sep16 160812 320.50 323.00 312.00 322.25 +1.25 148,918 308,388 -27,403
Dec16 160812 331.50 333.75 322.50 333.00 +1.25 174,940 670,168 +22,932
Mar17 160812 342.00 344.25 333.00 343.50 +1.50 39,721 174,087 +6,919
May17 160812 348.50 350.75 340.00 350.25 +1.25 5,256 41,682 +1,214
Jul17 160812 355.25 357.50 347.00 357.00 +1.25 8,351 81,646 +1,092
Sep17 160812 362.50 364.75 354.00 364.00 +1.25 2,628 31,411 +101
Dec17 160812 371.50 374.25 364.00 373.75 +1.50 4,043 52,221 +181
Mar18 160812 381.25 383.25 374.75 383.00 +1.50 84 2,519 -12
May18 160812 386.00 387.75 379.50 387.75 +1.50 49 649 -8
Jul18 160812 388.50 391.25 384.25 391.25 +1.75 66 1,045 +31
Total Volume and Open Interest 384,108 1,366,041 +5,096
Wheat(CBOT)
Sep16 160812 416.00 423.25 406.00 422.50 +6.25 90,634 154,674 -12,360
Dec16 160812 435.50 440.50 425.25 440.00 +3.00 67,683 194,776 +15,400
Mar17 160812 460.00 462.75 448.00 462.00 +1.75 14,137 57,124 +1,053
May17 160812 471.50 475.00 461.00 475.00 +2.00 2,600 14,312 +263
Jul17 160812 478.00 482.50 468.25 482.00 +2.50 2,372 25,695 +197
Sep17 160812 491.00 496.50 485.00 496.50 +2.75 326 2,648 -29
Total Volume and Open Interest 177,965 455,786 +4,472
Wheat(KCBT)
Sep16 160812 411.50 417.00 405.25 416.25 +4.00 26,141 101,670 -3,033
Dec16 160812 437.75 442.75 431.25 442.25 +4.25 18,792 79,403 +5,358
Mar17 160812 453.00 458.75 447.25 458.00 +3.75 6,363 31,445 -174
May17 160812 465.25 468.75 458.25 468.50 +3.50 1,790 12,096 +76
Jul17 160812 473.00 478.00 466.25 478.00 +4.00 826 16,914 -103
Sep17 160812 491.25 493.50 488.75 493.50 +3.50 56 1,674 +26
Dec17 160812 512.00 515.75 509.75 515.75 +3.75 17 1,004 +10
Total Volume and Open Interest 53,990 244,405 +2,162
Wheat(MGE)
Sep16 160812 502.00 514.00 501.75 513.75 +10.25 5,035 19,996 -951
Dec16 160812 508.25 516.50 505.50 516.00 +6.50 3,673 19,099 +811
Mar17 160812 522.75 529.50 518.50 529.00 +6.00 1,007 11,649 +397
May17 160812 533.00 537.75 530.00 537.75 +6.00 125 5,156 -39
Jul17 160812 541.00 547.25 541.00 547.00 +5.50 161 2,743 +11
Sep17 160812 547.50 557.00 547.50 557.00 +5.25 64 2,092 +13
Total Volume and Open Interest 10,084 61,634 +242
Oats(CBOT)
Sep16 160812 168.75 170.50 166.50 167.00 -2.00 216 1,802 -130
Dec16 160812 182.00 184.50 180.00 181.25 -0.75 349 7,222 +170
Mar17 160812 192.75 193.25 191.00 191.50 -0.25 65 1,195 +30
May17 160812 195.75 195.75 195.75 195.75 -0.25 0 29 +0
Total Volume and Open Interest 630 10,248 +70
Rough Rice(CBOT)
Sep16 160812 9.31 9.73 9.30 9.65 +0.34 504 7,824 -89
Nov16 160812 9.52 9.90 9.52 9.82 +0.27 382 4,173 +230
Jan17 160812 9.74 10.06 9.73 10.06 +0.28 20 173 -2
Mar17 160812 10.27 10.27 10.27 10.27 +0.29 0 48 +0
Total Volume and Open Interest 906 12,220 +139
Live Cattle(CME)
Aug16 160812 115.950 116.650 115.285 116.330 +0.295 2,564 14,236 -783
Oct16 160812 114.430 115.050 113.300 114.535 -0.015 12,924 109,754 -444
Dec16 160812 115.100 115.635 114.230 115.050 -0.250 8,673 59,653 +1,148
Feb17 160812 114.500 114.930 113.785 114.480 -0.170 5,794 28,044 +747
Apr17 160812 113.400 113.730 112.650 113.135 -0.345 2,941 17,876 +503
Jun17 160812 106.700 106.930 105.850 106.230 -0.370 305 7,913 +48
Total Volume and Open Interest 33,315 241,040 +1,280
Feeder Cattle(CME)
Aug16 160812 148.600 149.600 147.285 149.080 +0.345 1,105 6,905 -365
Sep16 160812 146.985 148.350 145.750 147.550 +0.565 3,851 12,854 -607
Oct16 160812 143.830 144.880 142.500 144.250 +0.200 3,429 14,121 +530
Nov16 160812 141.150 141.785 139.650 141.250 -0.185 842 5,740 +170
Jan17 160812 137.185 137.485 135.500 136.750 -0.735 749 3,858 +70
Mar17 160812 134.685 135.350 133.350 134.630 -0.805 220 1,362 +62
Apr17 160812 133.380 134.250 133.075 134.200 +0.125 44 353 +16
Total Volume and Open Interest 10,259 45,373 -112
Lean Hogs(CME)
Aug16 160812 67.350 67.475 67.135 67.150 -0.050 2,063 14,484 -1,020
Oct16 160812 58.580 60.330 57.850 60.000 +1.570 14,306 101,846 +668
Dec16 160812 54.500 55.485 53.680 54.950 +0.600 7,990 55,763 +804
Feb17 160812 58.700 59.400 57.880 59.000 +0.400 3,283 25,682 +347
Apr17 160812 64.350 64.535 63.330 64.285 +0.150 1,584 19,409 +293
May17 160812 70.500 70.635 69.900 70.000 -1.200 12 257 +7
Jun17 160812 75.000 75.300 74.150 75.180 +0.180 937 2,841 +198
Jul17 160812 73.930 74.250 73.730 73.930 -0.620 98 472 +22
Total Volume and Open Interest 30,396 221,179 +1,358
Class III Milk(CME)
Aug16 160812 16.99 17.02 16.95 16.97 unch 98 4,777 -91
Sep16 160812 17.09 17.26 16.92 17.10 unch 152 5,000 +20
Oct16 160812 16.62 16.89 16.60 16.77 unch 91 3,893 +18
Nov16 160812 16.43 16.55 16.33 16.46 +0.02 47 3,406 +23
Dec16 160812 16.13 16.18 16.12 16.14 +0.02 27 3,009 +14
Jan17 160812 16.00 16.03 15.98 16.03 +0.01 34 1,357 +7
Feb17 160812 16.00 16.03 15.97 16.03 -0.01 22 1,151 +22
Mar17 160812 16.05 16.05 16.01 16.04 -0.04 2 1,148 +2
Apr17 160812 16.04 16.11 16.04 16.11 -0.03 3 1,032 +1
May17 160812 16.29 16.34 16.29 16.32 -0.01 25 924 +14
Jun17 160812 16.50 16.50 16.45 16.45 -0.05 23 841 +13
Jul17 160812 16.64 16.64 16.60 16.60 -0.05 23 382 +16
Aug17 160812 16.69 16.69 16.68 16.69 unch 3 320 +3
Total Volume and Open Interest 553 28,248 +63
Cocoa(ICE)
Sep16 160812 3002 3022 2969 2993 -9 12,421 23,265 -5,929
Dec16 160812 2991 3013 2961 2981 -12 27,831 103,124 +2,802
Mar17 160812 2959 2982 2933 2954 -11 7,459 60,410 +1,887
May17 160812 2949 2966 2921 2942 -10 1,725 10,731 +296
Jul17 160812 2930 2954 2913 2934 -10 303 3,542 +16
Sep17 160812 2943 2943 2903 2925 -9 137 3,989 +12
Dec17 160812 2915 2915 2915 2915 -9 53 1,038 +16
Total Volume and Open Interest 49,931 209,991 -900
Coffee "C"(ICE)
Sep16 160812 138.05 138.40 136.50 136.85 -0.85 22,443 47,186 -3,580
Dec16 160812 141.50 141.80 140.00 140.35 -0.80 19,882 83,322 +2,715
Mar17 160812 144.45 145.00 143.30 143.55 -0.85 6,043 27,557 +1,157
May17 160812 146.75 146.75 145.25 145.45 -0.85 1,298 13,983 +192
Jul17 160812 148.45 148.45 146.95 147.15 -0.90 216 3,539 +36
Sep17 160812 149.75 149.75 148.55 148.75 -0.90 161 3,255 -54
Total Volume and Open Interest 50,200 185,308 +517
Orange Juice(ICE)
Sep16 160812 183.75 184.60 178.30 180.95 -2.60 1,861 9,549 -1,005
Nov16 160812 185.20 185.70 180.10 182.65 -2.60 1,258 6,102 +547
Jan17 160812 185.00 185.00 181.05 182.65 -2.40 31 1,098 +13
Mar17 160812 182.35 182.35 180.85 180.85 -1.65 3 257 -1
May17 160812 178.35 178.35 178.35 178.35 -1.65 0 15 +0
Jul17 160812 176.65 176.65 176.65 176.65 -1.65      
Total Volume and Open Interest 3,153 17,023 -446
Sugar #11(ICE)
Oct16 160812 19.55 19.95 19.50 19.71 +0.11 68,511 434,734 -3,796
Mar17 160812 20.04 20.42 20.00 20.20 +0.11 36,767 246,915 +3,045
May17 160812 19.55 19.90 19.51 19.70 +0.09 10,056 72,475 +1,879
Jul17 160812 19.07 19.35 19.00 19.16 +0.07 3,362 51,007 +42
Oct17 160812 18.78 19.02 18.73 18.84 +0.06 1,265 31,647 -232
Mar18 160812 18.64 18.80 18.60 18.65 +0.06 339 15,472 +50
May18 160812 18.12 18.14 18.12 18.14 +0.04 32 4,642 +0
Jul18 160812 17.73 17.77 17.73 17.77 +0.03 33 4,898 -6
Total Volume and Open Interest 120,440 867,928 +998
London Cocoa(LCE)
Sep16 160812 2409 2425 2401 2420 +7 7,540 87,639 -1,165
Dec16 160812 2375 2389 2364 2378 +1 13,139 80,776 +1,084
Mar17 160812 2322 2343 2319 2333 +1 4,956 56,498 +286
May17 160812 2309 2330 2305 2319 unch 1,384 21,667 +176
Jul17 160812 2315 2324 2300 2314 unch 199 4,533 -9
Sep17 160812 2307 2307 2304 2306 unch 34 4,725 +5
Dec17 160812 2291 2296 2291 2296 unch 16 1,116 +15
Total Volume and Open Interest 27,268 256,955 +392
London Sugar(LCE)
Oct16 160812 532.40 537.70 532.40 534.10 +1.40 4,828 42,038 -1,378
Dec16 160812 536.20 540.80 536.20 537.20 +1.30 2,098 19,928 +122
Mar17 160812 538.60 542.80 538.60 539.10 +0.80 1,286 16,864 +297
May17 160812 531.00 534.50 530.80 531.10 +1.20 478 9,210 +229
Aug17 160812 523.90 523.90 520.40 520.40 +1.40 170 4,508 +76
Total Volume and Open Interest 8,999 96,708 -620
Cotton(ICE)
Oct16 160812 71.31 71.89 69.80 69.88 -1.39 53 189 -10
Dec16 160812 72.20 72.72 70.20 70.65 -1.21 25,498 180,204 -2,518
Mar17 160812 72.81 73.14 70.69 71.11 -1.31 4,425 42,377 +1,244
May17 160812 72.43 72.93 70.69 71.16 -1.21 620 5,919 -74
Jul17 160812 72.30 72.68 70.72 71.13 -1.15 180 5,263 -10
Oct17 160812 70.82 70.82 70.82 70.82 -0.94      
Total Volume and Open Interest 31,083 243,729 -1,225
Lumber(CME)
Sep16 160812 321.8 325.0 321.2 324.1 +1.5 493 3,886 -14
Nov16 160812 330.5 333.6 329.5 333.2 +1.7 281 1,501 +129
Jan17 160812 334.0 335.9 334.0 335.9 +0.8 20 96 +14
Mar17 160812 343.4 343.4 343.4 343.4 -1.6 1 31 +0
Total Volume and Open Interest 795 5,537 +129
Crude Oil(NYM)
Sep16 160812 43.46 44.78 43.31 44.49 +1.00 676,148 300,284 -52,067
Oct16 160812 44.19 45.47 44.03 45.18 +0.95 255,727 344,388 +32,386
Nov16 160812 44.94 46.16 44.77 45.89 +0.90 109,371 193,709 +14,502
Dec16 160812 45.69 46.86 45.47 46.57 +0.86 89,173 254,339 +3,277
Jan17 160812 46.60 47.41 46.12 47.20 +0.82 30,644 114,241 +7,278
Feb17 160812 47.14 47.89 46.70 47.70 +0.79 14,437 41,788 +77
Mar17 160812 47.53 48.29 47.06 48.13 +0.77 19,681 91,858 +3,050
Apr17 160812 47.87 48.61 47.46 48.50 +0.75 18,830 28,762 +2,602
May17 160812 48.22 48.91 47.84 48.81 +0.73 12,939 21,785 +1,730
Jun17 160812 48.48 49.32 48.05 49.07 +0.72 22,968 81,599 -150
Jul17 160812 48.66 49.36 48.44 49.29 +0.72 2,665 18,055 +109
Aug17 160812 48.89 49.56 48.89 49.49 +0.71 1,483 15,792 -180
Sep17 160812 49.53 49.76 48.96 49.68 +0.70 2,667 34,108 +157
Oct17 160812 49.72 49.87 49.13 49.87 +0.69 586 11,591 -121
Nov17 160812 49.93 50.08 49.77 50.08 +0.69 420 12,286 -17
Dec17 160812 49.79 50.57 49.33 50.30 +0.68 25,284 146,360 +127
Total Volume and Open Interest 1,293,374 1,844,903 +14,924
e-miNY Crude Oil(NYM)
Sep16 160812 43.450 44.800 43.300 44.500 +1.000 13,654 2,425 +294
Oct16 160812 44.225 45.450 44.025 45.175 +0.950 908 1,436 +320
Nov16 160812 45.600 46.100 44.800 45.900 +0.900 43 124 +15
Dec16 160812 46.000 46.775 45.550 46.575 +0.875 45 753 +13
Jan17 160812 47.025 47.400 46.200 47.200 +0.825 1 37 -1
Feb17 160812 47.700 47.700 47.700 47.700 +0.800 4 16 +0
Mar17 160812 48.125 48.125 48.125 48.125 +0.775 4 15 +0
Apr17 160812 48.500 48.500 48.500 48.500 +0.750 0 48 +0
May17 160812 48.800 48.800 48.800 48.800 +0.725 0 44 +0
Jun17 160812 49.075 49.250 48.175 49.075 +0.725 2 17 +0
Total Volume and Open Interest 14,689 5,113 +621
NY Harbor ULSD(NYM)
Sep16 160812 138.09 141.48 136.76 140.86 +2.37 70,805 74,259 -6,452
Oct16 160812 139.98 143.31 138.76 142.74 +2.36 49,482 72,107 -160
Nov16 160812 142.09 145.06 140.73 144.55 +2.37 31,801 59,065 +4,368
Dec16 160812 143.76 146.57 142.30 146.04 +2.37 20,212 56,685 +611
Jan17 160812 144.88 148.10 144.26 147.69 +2.35 7,257 31,312 +92
Feb17 160812 146.59 149.05 145.36 148.73 +2.33 4,030 14,322 +437
Mar17 160812 147.09 149.41 145.80 149.15 +2.32 3,921 15,795 +32
Apr17 160812 148.50 149.23 146.12 149.06 +2.27 2,847 8,290 +534
May17 160812 147.75 149.56 147.70 149.54 +2.19 1,807 5,788 +364
Jun17 160812 147.16 150.57 146.98 150.11 +2.10 1,834 22,033 +600
Jul17 160812 150.93 150.96 150.93 150.96 +2.07 111 2,885 -2
Aug17 160812 151.44 151.95 151.20 151.95 +2.05 237 1,663 -91
Sep17 160812 152.50 153.07 152.50 153.07 +2.02 260 2,160 +108
Oct17 160812 154.00 154.22 152.16 154.22 +1.99 141 1,657 +0
Total Volume and Open Interest 196,261 399,696 +1,288
RBOB Gasoline(NYM)
Sep16 160812 135.71 137.91 134.11 137.09 +0.92 91,707 98,634 -3,181
Oct16 160812 128.64 130.72 127.28 129.97 +0.97 75,587 97,912 +5,443
Nov16 160812 127.97 130.10 126.69 129.47 +1.15 39,857 56,675 +2,729
Dec16 160812 127.43 129.60 126.24 129.05 +1.27 24,126 53,116 +394
Jan17 160812 128.13 130.12 127.25 129.73 +1.20 7,621 24,461 +482
Feb17 160812 129.52 131.35 128.34 131.00 +1.17 2,896 7,354 -49
Mar17 160812 132.85 133.45 130.72 133.02 +1.19 3,462 16,927 -42
Apr17 160812 150.53 151.95 149.14 151.75 +1.19 2,527 15,180 +305
May17 160812 151.61 152.81 151.61 152.81 +1.20 1,027 5,524 +72
Jun17 160812 151.55 153.18 150.39 152.79 +1.21 1,339 11,584 +203
Total Volume and Open Interest 252,342 416,657 +6,607
e-miNY RBOB Gasoline(NYM)
Sep16 160812 137.09 137.09 137.09 137.09 +0.92 1 1 +0
Oct16 160812 129.97 129.97 129.97 129.97 +0.97      
Nov16 160812 129.47 129.47 129.47 129.47 +1.15      
Dec16 160812 129.05 129.05 129.05 129.05 +1.27      
Total Volume and Open Interest 1 1 +0
Natural Gas(NYM)
Sep16 160812 2.535 2.625 2.523 2.586 +0.035 187,743 164,606 -18,876
Oct16 160812 2.586 2.672 2.580 2.626 +0.019 96,552 182,256 +12,320
Nov16 160812 2.769 2.848 2.767 2.804 +0.012 74,077 153,570 +10,932
Dec16 160812 3.031 3.097 3.022 3.064 +0.013 29,780 65,599 +3,170
Jan17 160812 3.168 3.231 3.161 3.202 +0.012 35,911 132,083 +454
Feb17 160812 3.174 3.224 3.160 3.197 +0.012 6,127 34,634 +313
Mar17 160812 3.148 3.182 3.121 3.158 +0.011 14,072 74,881 +1,607
Apr17 160812 2.923 2.951 2.909 2.925 -0.006 14,842 63,631 +891
May17 160812 2.901 2.925 2.887 2.903 -0.006 3,205 23,455 +268
Jun17 160812 2.948 2.962 2.924 2.936 -0.009 1,300 21,966 -96
Jul17 160812 2.975 2.992 2.959 2.966 -0.010 1,385 14,764 +71
Aug17 160812 2.984 3.001 2.966 2.975 -0.010 2,498 13,316 -158
Sep17 160812 2.968 2.984 2.953 2.959 -0.011 3,022 14,958 -283
Oct17 160812 2.991 3.005 2.975 2.982 -0.012 4,272 25,250 +653
Nov17 160812 3.048 3.061 3.033 3.039 -0.013 1,185 11,814 -247
Dec17 160812 3.192 3.205 3.178 3.182 -0.013 571 15,378 +2
Total Volume and Open Interest 479,522 1,066,144 +11,096
Brent Crude Oil(ICE)
Oct16 160812 46.18 47.25 45.74 46.97 +0.93 284,858 361,232 -16,052
Nov16 160812 46.50 47.52 46.03 47.26 +0.90 118,302 371,817 +11,617
Dec16 160812 46.99 47.96 46.47 47.71 +0.88 111,417 388,918 -1,642
Jan17 160812 47.36 48.35 46.88 48.10 +0.85 28,301 103,537 +1,580
Feb17 160812 47.79 48.71 47.30 48.49 +0.82 19,619 85,705 +1,971
Mar17 160812 48.20 49.11 47.69 48.87 +0.80 20,242 93,557 +963
Apr17 160812 48.59 49.28 48.05 49.22 +0.80 5,024 33,897 +274
May17 160812 49.06 49.78 48.39 49.54 +0.79 6,481 41,285 +1,023
Jun17 160812 49.25 50.08 48.73 49.84 +0.78 24,374 116,589 +3,055
Jul17 160812 49.45 50.13 49.39 50.13 +0.76 1,100 20,964 +183
Aug17 160812 50.21 50.41 50.19 50.41 +0.75 993 17,731 -53
Sep17 160812 50.47 50.66 50.47 50.66 +0.74 4,311 46,597 +2,006
Oct17 160812 50.75 50.90 50.74 50.90 +0.72 1,648 17,466 +421
Nov17 160812 50.94 51.11 50.86 51.11 +0.70 519 15,525 +101
Total Volume and Open Interest 676,340 2,209,634 +11,768
Gas Oil(ICE)
Sep16 160812 406.00 414.25 400.75 409.50 +6.50 103,704 164,112 +10,981
Oct16 160812 412.75 420.00 406.75 415.75 +6.75 55,255 116,378 +3,511
Nov16 160812 415.00 423.25 410.50 419.25 +6.75 18,864 63,503 -111
Dec16 160812 418.00 426.25 413.75 422.50 +6.75 31,447 134,306 +3,080
Jan17 160812 421.75 430.00 418.00 426.50 +6.75 10,089 39,795 +164
Feb17 160812 425.75 433.50 422.25 430.25 +6.50 4,579 25,434 +617
Mar17 160812 429.25 436.25 425.50 433.75 +6.50 5,687 26,480 +1,208
Apr17 160812 433.00 439.00 428.50 436.50 +6.25 2,075 14,737 +509
May17 160812 435.75 441.50 431.25 439.00 +6.00 1,221 14,581 +498
Jun17 160812 438.50 445.00 434.00 441.75 +6.00 4,011 45,089 +276
Total Volume and Open Interest 280,250 823,785 -506
Ethanol(CBOT)
Sep16 160812 1.414 1.417 1.393 1.409 -0.007 156 1,527 -17
Oct16 160812 1.390 1.405 1.390 1.402 -0.005 17 967 +2
Nov16 160812 1.392 1.392 1.379 1.379 -0.005 5 544 +1
Dec16 160812 1.364 1.364 1.359 1.359 -0.005 2 1,134 +0
Jan17 160812 1.341 1.348 1.341 1.348 -0.005 0 160 +0
Feb17 160812 1.352 1.352 1.352 1.352 -0.005 0 163 +0
Mar17 160812 1.366 1.366 1.366 1.366 -0.005 0 5 +0
Apr17 160812 1.383 1.383 1.383 1.383 -0.005      
Total Volume and Open Interest 180 4,506 -14
WTI Crude Oil(ICE)
Sep16 160812 43.68 44.77 43.32 44.49 +1.00 40,397 60,845 +158
Oct16 160812 44.41 45.45 44.06 45.18 +0.95 46,193 87,102 +3,920
Nov16 160812 45.16 46.14 44.82 45.89 +0.90 20,985 41,870 +1,086
Dec16 160812 45.88 46.78 45.50 46.57 +0.86 20,114 105,538 -11
Jan17 160812 46.48 47.24 46.15 47.20 +0.82 6,352 24,294 +1,261
Feb17 160812 47.35 47.76 46.68 47.70 +0.79 4,989 23,325 +259
Mar17 160812 47.78 48.13 47.28 48.13 +0.77 3,760 27,821 +1,198
Apr17 160812 48.17 48.50 47.89 48.50 +0.75 863 4,538 -11
May17 160812 48.23 48.81 48.23 48.81 +0.73 680 3,423 +192
Jun17 160812 48.61 49.26 48.41 49.07 +0.72 2,504 31,426 -101
Jul17 160812 49.29 49.29 49.29 49.29 +0.72 155 3,153 +1
Aug17 160812 49.49 49.49 49.49 49.49 +0.71 134 731 -31
Sep17 160812 49.68 49.68 49.68 49.68 +0.70 549 9,707 -498
Oct17 160812 49.87 49.87 49.87 49.87 +0.69 51 1,126 -13
Nov17 160812 50.08 50.08 50.08 50.08 +0.69 45 1,016 +14
Dec17 160812 49.70 50.52 49.70 50.30 +0.68 3,015 65,238 +41
Total Volume and Open Interest 151,300 534,377 +7,550
US Dollar Index(ICE)
Sep16 160812 95.900 95.960 95.190 95.683 -0.155 16,389 47,236 -1,166
Dec16 160812 95.845 95.920 95.145 95.643 -0.155 471 6,134 +101
Mar17 160812 95.510 95.607 95.230 95.607 -0.155 34 1,858 -3
Total Volume and Open Interest 16,896 55,293 -1,066
Australian Dollar(CME)
Sep16 160812 76.94 77.17 76.38 76.41 -0.56 97,178 104,246 +4,018
Dec16 160812 76.67 76.98 76.20 76.23 -0.55 306 1,930 +111
Mar17 160812 76.08 76.08 76.08 76.08 -0.56 4 12 +0
Total Volume and Open Interest 97,488 106,188 +4,129
British Pound(CME)
Sep16 160812 129.64 130.43 129.10 129.24 -0.52 74,777 242,219 +2,751
Dec16 160812 129.84 130.66 129.35 129.48 -0.53 464 3,087 +86
Mar17 160812 129.73 130.84 129.70 129.73 -0.55 0 610 +0
Total Volume and Open Interest 75,241 246,267 +2,837
Canadian Dollar(CME)
Sep16 160812 77.00 77.39 76.99 77.22 +0.10 85,743 107,575 -3,533
Dec16 160812 77.10 77.42 77.04 77.26 +0.09 333 3,995 +25
Mar17 160812 77.19 77.43 77.12 77.30 +0.09 28 454 +8
Jun17 160812 77.35 77.48 77.21 77.35 +0.08 12 192 +0
Total Volume and Open Interest 86,116 112,296 -3,500
Japanese Yen(CME)
Sep16 160812 98.22 99.32 97.90 98.89 +0.65 86,669 163,388 -1,423
Dec16 160812 98.63 99.71 98.31 99.30 +0.65 262 1,880 +58
Mar17 160812 99.72 100.04 98.82 99.72 +0.65 0 259 +0
Total Volume and Open Interest 86,931 165,646 -1,365
Swiss Franc(CME)
Sep16 160812 102.71 103.21 102.58 102.74 -0.07 14,213 42,439 -844
Dec16 160812 103.66 103.71 103.16 103.30 -0.07 6 105 +3
Mar17 160812 103.83 104.08 103.75 103.83 -0.07      
Total Volume and Open Interest 14,219 42,564 -841
EuroFX(CME)
Sep16 160812 111.55 112.37 111.47 111.78 +0.19 140,949 359,115 -1,151
Dec16 160812 112.04 112.81 111.92 112.22 +0.18 993 6,627 +260
Mar17 160812 112.52 113.24 112.43 112.67 +0.17 2 1,345 +0
Total Volume and Open Interest 141,974 367,804 -889
Mexican Peso(CME)
Aug16 160812 547.75 547.75 547.75 547.75 -1.63      
Sep16 160812 546.75 549.88 544.25 546.25 -1.50 46,392 95,563 -343
Total Volume and Open Interest 46,500 127,338 -294
Brazilian Real(CME)
Sep16 160812 315.30 315.80 311.35 312.35 -4.70 930 25,687 -74
Oct16 160812 309.00 309.70 308.65 309.70 -4.50 0 48 +0
Nov16 160812 306.95 306.95 306.35 306.95 -4.45      
Dec16 160812 304.20 304.20 303.50 304.20 -4.45 1 33 +1
Total Volume and Open Interest 931 25,768 -73
30-Year T-Bonds(CBOT)
Sep16 160812 172~010 173~300 171~280 172~310 +1~060 179,521 580,920 +815
Dec16 160812 170~280 172~140 170~200 171~160 +1~060 985 2,178 +282
Mar17 160812 170~120 170~120 170~120 170~120 +1~060      
Total Volume and Open Interest 180,506 583,098 +1,097
10-Year T-Notes(CBOT)
Sep16 160812 132~030 132~290 132~010 132~170 +0~155 1,027,376 2,800,496 +5,130
Dec16 160812 131~020 131~290 131~020 131~180 +0~160 5,513 41,108 +817
Mar17 160812 130~240 130~240 130~240 130~240 +0~160      
Total Volume and Open Interest 1,032,889 2,841,604 +5,947
5-Year T-Notes(CBOT)
Sep16 160812 121~136 121~300 121~124 121~222 +0~084 420,218 2,743,554 +6,552
Dec16 160812 121~156 121~300 121~126 121~224 +0~092 5,212 48,793 +3,767
Mar17 160812 121~126 121~126 121~126 121~126 +0~092      
Total Volume and Open Interest 425,430 2,792,347 +10,319
2 Year T-Notes(CBOT)
Sep16 160812 109~104 109~152 109~102 109~132 +0~026 193,571 1,082,530 -3,573
Dec16 160812 109~082 109~130 109~082 109~106 +0~030 3,653 21,956 +3,492
Mar17 160812 109~102 109~102 109~102 109~102 +0~030      
Total Volume and Open Interest 197,224 1,104,486 -81
Eurodollars(CME)
Sep16 160812 99.125 99.170 99.125 99.155 +0.030 283,604 1,220,618 +2,592
Dec16 160812 99.075 99.135 99.075 99.115 +0.040 396,867 1,499,524 -55,679
Mar17 160812 99.040 99.110 99.040 99.085 +0.040 204,185 1,055,092 -14,036
Jun17 160812 99.005 99.080 99.000 99.050 +0.040 187,276 961,786 +8,139
Sep17 160812 98.965 99.050 98.960 99.015 +0.045 164,963 846,449 +3,072
Dec17 160812 98.920 99.010 98.915 98.970 +0.045 197,687 1,301,647 +8,793
Mar18 160812 98.895 98.990 98.890 98.950 +0.050 115,342 610,544 -12,215
Jun18 160812 98.865 98.965 98.860 98.920 +0.050 87,304 477,122 -2,483
Sep18 160812 98.830 98.935 98.830 98.890 +0.050 95,032 449,381 +6,549
Dec18 160812 98.790 98.895 98.785 98.850 +0.055 89,988 587,481 +4,249
Mar19 160812 98.765 98.875 98.760 98.830 +0.060 55,854 398,538 -1,729
Jun19 160812 98.735 98.840 98.725 98.800 +0.065 58,245 295,967 +1,280
Sep19 160812 98.695 98.805 98.690 98.765 +0.065 41,908 236,149 +808
Dec19 160812 98.650 98.760 98.645 98.720 +0.065 50,761 250,525 +7,773
Mar20 160812 98.615 98.730 98.615 98.685 +0.065 24,640 148,670 +1,764
Jun20 160812 98.575 98.685 98.570 98.645 +0.065 24,873 96,032 -277
Sep20 160812 98.535 98.645 98.530 98.605 +0.065 20,667 86,531 +1,542
Dec20 160812 98.485 98.595 98.485 98.555 +0.065 15,747 93,913 +333
Total Volume and Open Interest 2,184,734 11,045,863 -33,964
Ultra T-Bond(CBOT)
Sep16 160812 187~04 189~25 187~00 188~20 +1~23 71,922 606,435 -1,439
Dec16 160812 187~26 188~29 187~26 187~26 +1~23 1,407 1,666 +1,398
Mar17 160812 186~26 186~26 186~26 186~26 +1~23      
Total Volume and Open Interest 73,329 608,101 -41
Ultra 10-Yr T-Note(CBOT)
Sep16 160812 144~255 145~285 144~240 145~130 +0~215 59,770 180,767 +3,872
Dec16 160812 144~315 145~100 144~315 144~315 +0~215 139 139 +139
Mar17 160812 144~315 144~315 144~315 144~315 +0~215      
Total Volume and Open Interest 59,909 180,906 +4,011
30 Day Federal Funds(CBOT)
Aug16 160812 99.603 99.603 99.600 99.603 +0.003 1,541 134,560 -662
Sep16 160812 99.590 99.595 99.590 99.595 +0.005 8,193 67,531 +1,837
Oct16 160812 99.570 99.585 99.565 99.585 +0.015 27,015 177,126 +5,911
Nov16 160812 99.560 99.585 99.560 99.580 +0.020 11,414 86,712 -261
Dec16 160812 99.525 99.550 99.525 99.545 +0.020 7,246 58,720 +1,969
Jan17 160812 99.480 99.520 99.480 99.505 +0.025 14,808 101,230 +1,439
Total Volume and Open Interest 96,568 825,802 +14,715
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 160812 194.10 194.96 193.58 194.54 +0.18 24,113 123,657 -14,647
Dec16 160812 192.86 192.86 192.86 192.86 +0.18 0 34 +0
Mar17 160812 192.54 192.54 192.54 192.54 -0.14      
Total Volume and Open Interest 24,113 136,258 -2,080
Euro-Bund(EUREX)
Sep16 160812 167.52 167.97 167.40 167.78 +0.12 490,783 1,647,733 +43,791
Dec16 160812 164.77 165.24 164.76 165.07 +0.12 1,445 61,459 +253
Mar17 160812 167.13 167.38 167.12 167.31 +0.15 13 50 +13
Total Volume and Open Interest 492,241 1,709,242 +44,057
Euro-Bobl(EUREX)
Sep16 160812 133.64 133.77 133.60 133.72 unch 307,704 1,297,999 +30,381
Dec16 160812 131.65 131.73 131.65 131.73 -0.01 2,127 20,876 -1,777
Mar17 160812 133.67 133.67 133.67 133.67 unch      
Total Volume and Open Interest 309,831 1,318,875 +28,604
Euro-Schatz(EUREX)
Sep16 160812 112.01 112.04 112.00 112.02 -0.01 150,431 1,079,980 +32,839
Dec16 160812 112.00 112.00 112.00 112.00 -0.01 2,512 6,048 +2,308
Mar17 160812 112.02 112.02 112.02 112.02 -0.01      
Total Volume and Open Interest 152,943 1,086,028 +35,147
3-Mth Euribor(EUREX)
Sep16 160812 100.315 100.315 100.315 100.315 unch 0 3,999 +0
Dec16 160812 100.335 100.340 100.335 100.340 unch 5 2,705 +0
Mar17 160812 100.355 100.355 100.355 100.355 +0.005 0 3,213 +0
Total Volume and Open Interest 573 76,927 +100
Long Gilt(LIFFE)
Sep16 160812 132~14 132~29 132~05 132~26 +0~05 197,247 503,110 -1,808
Dec16 160812 131~23 131~23 131~17 131~23 +0~05      
Total Volume and Open Interest 197,247 503,110 -1,808
3-Mth Short Sterling(LIFFE)
Sep16 160812 99.65 99.66 99.65 99.66 -0.00 60,540 415,023 -10,195
Dec16 160812 99.75 99.75 99.74 99.75 unch 40,187 672,264 -1,023
Mar17 160812 99.75 99.77 99.75 99.76 unch 24,155 369,853 -924
Jun17 160812 99.77 99.77 99.76 99.77 unch 32,104 353,068 -2,124
Sep17 160812 99.77 99.78 99.76 99.77 unch 35,064 297,260 -3,009
Dec17 160812 99.77 99.78 99.75 99.77 unch 59,057 325,879 +690
Total Volume and Open Interest 497,973 3,306,722 -35,125
3-Mth Euribor(LIFFE)
Sep16 160812 100.310 100.315 100.310 100.310 -0.005 13,746 347,343 +1,938
Dec16 160812 100.335 100.340 100.330 100.340 unch 28,077 458,271 +1,133
Mar17 160812 100.345 100.355 100.345 100.355 unch 45,671 381,486 +3,793
Total Volume and Open Interest 303,655 3,083,304 +6,078
3-Mth Aus T-Bills(SFE)
Sep16 160812 98.23 98.24 98.22 98.24 unch 13,794 158,450 +511
Dec16 160812 98.32 98.33 98.30 98.32 unch 27,620 198,672 +5,876
Mar17 160812 98.36 98.38 98.35 98.37 unch 23,968 158,661 +3,271
Jun17 160812 98.39 98.40 98.38 98.40 unch 16,515 128,853 +2,306
Sep17 160812 98.41 98.42 98.39 98.41 -0.01 5,915 93,114 -31
Dec17 160812 98.41 98.42 98.39 98.40 -0.02 3,900 75,453 +765
Mar18 160812 98.40 98.40 98.38 98.40 -0.01 3,566 59,247 -375
Jun18 160812 98.39 98.39 98.37 98.38 -0.02 1,815 45,130 +825
Sep18 160812 98.38 98.38 98.35 98.36 -0.02 161 6,933 +55
Dec18 160812 98.32 98.33 98.32 98.33 -0.03 52 4,062 -141
Total Volume and Open Interest 97,312 931,322 +13,068
10-Year Aus T-Bonds(SFE)
Sep16 160812 98.13 98.14 98.07 98.08 -0.06 115,528 829,614 +2,532
Dec16 160812 98.08 98.08 98.08 98.08 -0.06      
Total Volume and Open Interest 115,528 829,614 +2,532
3-Year Aus T-Bonds(SFE)
Sep16 160812 98.63 98.64 98.59 98.61 -0.03 124,358 828,117 +385
Dec16 160812 98.61 98.61 98.61 98.61 -0.03      
Total Volume and Open Interest 124,358 828,117 +385
Gold(CMX)
Aug16 160812 1336.8 1351.8 1333.2 1335.8 -6.7 110 2,470 -111
Oct16 160812 1340.4 1358.0 1334.2 1338.9 -6.6 5,604 47,301 +412
Dec16 160812 1344.7 1362.5 1338.3 1343.2 -6.8 191,322 434,831 -2,989
Feb17 160812 1348.3 1366.2 1343.6 1347.2 -6.9 4,312 29,696 +987
Apr17 160812 1351.7 1370.0 1348.9 1351.2 -6.9 1,689 10,096 +551
Jun17 160812 1354.9 1370.8 1352.8 1354.6 -7.0 384 13,594 -44
Aug17 160812 1373.9 1373.9 1355.1 1357.9 -7.1 197 8,078 -9
Oct17 160812 1375.1 1380.1 1361.1 1361.1 -7.1 43 961 +17
Dec17 160812 1378.9 1379.3 1361.3 1364.2 -7.2 297 12,015 +227
Feb18 160812 1367.1 1367.1 1367.1 1367.1 -7.2 0 133 +0
Apr18 160812 1369.9 1369.9 1369.9 1369.9 -7.2 0 3 +0
Jun18 160812 1372.7 1372.7 1372.7 1372.7 -7.2 0 4,334 +0
Total Volume and Open Interest 205,037 574,348 -1,051
Silver(CMX)
Sep16 160812 2000.0 2023.5 1966.0 1970.3 -31.7 73,110 119,476 -2,575
Dec16 160812 2013.5 2035.0 1978.0 1982.4 -31.8 13,536 73,152 +3,875
Mar17 160812 2010.0 2043.5 1992.5 1993.7 -32.0 1,930 10,645 +204
May17 160812 2047.0 2047.0 2000.0 2000.6 -32.0 121 640 +73
Jul17 160812 2053.5 2053.5 2007.5 2007.8 -32.0 68 2,394 +2
Sep17 160812 2014.7 2056.5 2014.5 2014.7 -32.0 0 489 +0
Dec17 160812 2042.0 2066.5 2020.0 2024.1 -32.0 121 2,143 -12
Total Volume and Open Interest 89,013 212,192 +1,545
Platinum(NYMEX)
Oct16 160812 1146.0 1157.9 1124.1 1129.3 -27.4 15,301 75,726 -387
Jan17 160812 1153.8 1159.0 1126.8 1131.7 -27.3 550 4,526 +215
Apr17 160812 1151.0 1151.0 1132.0 1134.2 -27.2 1 144 -1
Jul17 160812 1135.9 1135.9 1135.9 1135.9 -27.2 0 14 +0
Total Volume and Open Interest 15,868 80,472 -173
Palladium(NYMEX)
Sep16 160812 688.40 700.25 681.80 690.80 -1.00 9,380 24,398 -799
Dec16 160812 689.70 700.95 684.25 692.30 -1.10 1,131 5,580 +557
Mar17 160812 695.95 698.30 693.20 693.20 -1.10 3 40 -1
Total Volume and Open Interest 10,514 30,029 -243
Copper(CMX)
Sep16 160812 218.50 219.45 213.55 214.00 -5.10 80,308 70,969 -9,484
Dec16 160812 219.40 220.35 214.75 215.15 -4.85 20,729 72,423 +2,591
Mar17 160812 219.10 219.10 215.95 216.10 -4.80 2,965 23,419 +604
May17 160812 218.20 218.20 216.70 216.75 -4.75 389 5,384 +87
Jul17 160812 217.30 217.30 217.30 217.30 -4.75 26 905 +4
Total Volume and Open Interest 104,925 182,063 -6,234
E-mini DJIA Index(CBOT)
Sep16 160812 18565 18585 18486 18523 -42 96,005 140,313 -777
Dec16 160812 18483 18484 18392 18437 -39 55 677 +7
Mar17 160812 18359 18359 18359 18359 -39 12 246 +1
Jun17 160812 18318 18318 18318 18318 -39 1 4 -1
Total Volume and Open Interest 96,073 141,240 -770
S & P 500(CME)
Sep16 160812 2182.10 2183.80 2175.80 2180.20 -1.60 2,266 91,416 +309
Dec16 160812 2172.90 2174.70 2168.40 2172.90 -1.60 1 1,008 -8
Mar17 160812 2166.20 2168.00 2161.70 2166.20 -1.60 0 60 -2
Jun17 160812 2160.00 2161.80 2155.50 2160.00 -1.60 0 60 +0
Total Volume and Open Interest 2,267 92,544 +299
S & P 500 E-Mini(Globex)
Sep16 160812 2181.75 2184.00 2175.50 2180.25 -1.50 1,371,937 2,892,125 +14,654
Dec16 160812 2174.25 2176.75 2168.50 2173.00 -1.50 5,261 44,875 +2,352
Mar17 160812 2167.00 2169.50 2161.75 2166.25 -1.50 275 756 +113
Jun17 160812 2160.25 2160.25 2160.00 2160.00 -1.50 1 320 +0
Total Volume and Open Interest 1,377,474 2,938,077 +17,119
NASDAQ 100 E-Mini(Globex)
Sep16 160812 4800.00 4806.80 4787.00 4804.30 +4.30 141,495 290,867 +2,643
Dec16 160812 4795.50 4799.00 4781.80 4797.30 +4.30 76 934 +12
Mar17 160812 4791.30 4791.30 4786.30 4791.30 +4.30 0 49 +0
Total Volume and Open Interest 141,571 291,858 +2,655
S&P Midcap 400(CME) e-Mini
Sep16 160812 1559.40 1560.80 1551.60 1555.60 -2.50 12,883 82,902 -286
Dec16 160812 1550.20 1553.50 1550.10 1550.20 -2.50 0 10 +0
Mar17 160812 1550.70 1550.70 1550.70 1550.70 -2.50      
Total Volume and Open Interest 12,883 82,912 -286
Volatility Index(CBOE)
Aug16 160812 12.61 12.94 12.30 12.33 -0.30 89,405 162,647 -30,287
Sep16 160812 15.10 15.33 14.89 14.98 -0.10 89,524 218,694 +27,044
Oct16 160812 16.77 17.03 16.60 16.73 -0.04 26,273 62,605 +3,109
Nov16 160812 17.60 17.85 17.50 17.63 unch 12,668 39,452 -9
Total Volume and Open Interest 233,893 543,122 +1,554
Russell 2000(ICE)
Sep16 160812 1227.60 1230.70 1222.00 1227.20 -0.10 64,834 326,114 -904
Dec16 160812 1219.30 1222.70 1219.30 1222.70 -0.10 10 1,021 +5
Mar17 160812 1218.70 1218.70 1218.70 1218.70 -0.10 0 250 +0
Total Volume and Open Interest 64,844 327,555 -899
Nikkei 225(CME)
Sep16 160812 16880 16945 16785 16825 -55 8,812 35,534 +377
Dec16 160812 16740 16880 16740 16760 -60 123 312 +128
Total Volume and Open Interest 8,935 35,846 +505
Nikkei 225(SGX)
Sep16 160812 16710 16930 16670 16910 +165 79,372 196,105 +3,177
Dec16 160812 16750 16795 16670 16795 +165 100 6,635 -25
Mar17 160811 16600 16600 16600 16600 unch      
Total Volume and Open Interest 52,924 209,690 -989
Nikkei 225(CME) Yen
Sep16 160812 16860 16930 16770 16810 -50 33,630 72,057 +3,817
Dec16 160812 16705 16785 16660 16680 -50 6 40 -1
Mar17 160812 16630 16630 16630 16630 -50      
Total Volume and Open Interest 33,636 72,097 +3,816
Nikkei 225(CME) e-Mini Yen
Sep16 160812 16870 16910 16790 16810 -50 1 11 -1
Dec16 160812 16680 16680 16680 16680 -50      
Mar17 160812 16630 16630 16630 16630 -50      
Total Volume and Open Interest 1 11 -1
CAC 40(EURONEXT)
Aug16 160812 4501.5 4511.0 4488.5 4500.5 -3.5 53,319 260,972 -4,437
Sep16 160812 4500.5 4510.0 4489.5 4499.0 -3.5 1,087 18,459 -60
Oct16 160812 4488.0 4488.0 4488.0 4488.0 -3.5 1 22 +1
Total Volume and Open Interest 54,407 279,499 -4,496
Hang Seng Index(HKFE)
Aug16 160812 22564 22817 22564 22757 +197 96,780 114,650 +243
Sep16 160812 22525 22756 22525 22699 +197 2,135 9,917 +1,436
Total Volume and Open Interest 99,059 129,826 +1,782
DAX(EUREX)
Sep16 160812 10723.0 10734.5 10680.0 10717.0 -3.5 72,186 157,847 -9,741
Dec16 160812 10710.0 10716.0 10670.0 10705.0 -3.5 115 6,183 +1
Mar17 160812 10682.0 10705.0 10667.5 10696.5 -5.0 7 180 -2
Total Volume and Open Interest 72,308 164,210 -9,742
Mini-DAX(EUREX)
Sep16 160812 10722.0 10735.0 10681.0 10717.0 -3.5 17,690 8,070 -3,452
Dec16 160812 10706.0 10713.0 10679.0 10705.0 -3.5 58 275 +33
Mar17 160812 10701.0 10701.0 10696.5 10696.5 -5.0 1 17 +0
Total Volume and Open Interest 17,749 10,831 -950
FT-SE 100(EURONEXT)
Sep16 160812 6898.50 6922.50 6886.50 6911.50 +22.00 101,791 656,897 +9,636
Dec16 160812 6867.00 6877.50 6856.00 6868.00 +22.50 191 412 +169
Mar17 160812 6808.50 6808.50 6808.50 6808.50 +22.50      
Total Volume and Open Interest 101,982 657,309 +9,805
SPI 200(SFE)
Sep16 160812 5466.0 5511.0 5455.0 5485.0 +20.0 29,233 293,415 -248
Dec16 160812 5484.0 5484.0 5450.0 5470.0 +20.0 199 2,579 -5
Mar17 160812 5421.0 5421.0 5421.0 5421.0 +20.0 0 1,436 +0
Total Volume and Open Interest 29,738 299,205 -86
FTSE MIB(ISE)
Sep16 160812 16920.00 17045.00 16910.00 16991.00 +51.00 20,326 40,750 -515
Dec16 160812 16900.00 16900.00 16820.00 16866.00 +53.00 12 276 +8
Mar17 160812 16836.00 16836.00 16836.00 16836.00 +53.00      
Total Volume and Open Interest 20,338 41,026 -507
KOSPI 200(KFE)
Sep16 160812 255.95 258.20 255.75 256.25 +0.20 121,330 135,506 -254
Dec16 160812 256.60 258.95 256.60 257.15 +0.30 903 11,336 +235
Mar17 160812 263.25 263.25 254.70 254.70 +0.95 7 1,133 -2
Total Volume and Open Interest 122,240 151,196 +173
GSCI(CME)
Aug16 160812 346.30 350.85 346.15 349.95 +3.95 2,361 3,368 -2,544
Sep16 160812 348.45 353.75 348.45 352.60 +3.65 2,586 9,453 +2,153
Oct16 160812 356.10 356.10 356.10 356.10 +3.65      
Total Volume and Open Interest 4,947 12,821 -391
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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