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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon August 15, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep16 160815 998.50 1026.50 997.00 1023.75 +24.75 11,283 47,670 -322
Nov16 160815 981.50 1011.00 980.00 1009.25 +27.50 68,706 383,937 -285
Jan17 160815 982.25 1010.75 980.50 1008.50 +26.25 9,931 68,942 +1,114
Mar17 160815 978.25 1003.50 975.25 1001.75 +25.25 5,621 68,158 +69
May17 160815 975.00 1000.75 975.00 999.00 +24.00 2,908 35,373 +453
Jul17 160815 976.25 1000.75 975.75 999.00 +22.75 3,588 40,520 +69
Aug17 160815 982.00 996.00 982.00 992.50 +20.50 8 442 +3
Sep17 160815 965.25 970.25 963.50 966.75 +17.00 2 433 +2
Nov17 160815 931.25 951.00 931.25 944.00 +13.00 1,076 31,258 +109
Jan18 160815 945.50 945.50 945.50 945.50 +13.00 4 541 +0
Mar18 160815 943.75 943.75 943.75 943.75 +12.75 0 71 +0
May18 160815 946.00 946.00 946.00 946.00 +12.75 0 50 +0
Jul18 160815 949.50 949.50 949.50 949.50 +12.75 0 128 +0
Aug18 160815 946.75 946.75 946.75 946.75 +13.50 0 17 +0
Total Volume and Open Interest 104,460 678,187 +576
Soybean Meal(CBOT)
Sep16 160815 333.00 341.60 332.60 339.60 +7.10 14,131 47,322 -1,771
Oct16 160815 330.70 338.80 329.80 336.90 +6.90 4,580 31,802 -8
Dec16 160815 327.90 336.30 327.20 334.70 +6.90 28,526 163,439 +969
Jan17 160815 325.60 333.10 325.50 331.70 +6.40 5,299 31,757 +1,151
Mar17 160815 319.90 326.90 319.90 325.10 +5.90 4,112 30,952 -424
May17 160815 320.50 324.40 320.30 322.30 +5.10 1,448 20,460 +231
Jul17 160815 321.50 324.80 317.50 322.30 +4.50 1,365 19,629 +32
Aug17 160815 322.40 322.70 319.50 320.30 +4.00 206 2,153 +31
Sep17 160815 326.90 326.90 315.50 317.00 +2.90 95 1,841 +29
Oct17 160815 308.40 312.40 307.60 308.80 +1.60 61 2,221 +26
Total Volume and Open Interest 60,436 359,819 +154
Soybean Oil(CBOT)
Sep16 160815 32.03 33.47 31.91 33.21 +1.18 19,818 48,683 +399
Oct16 160815 32.16 33.60 32.05 33.35 +1.19 9,897 32,798 -151
Dec16 160815 32.45 33.91 32.32 33.64 +1.19 54,786 173,682 -2,260
Jan17 160815 32.68 34.13 32.57 33.87 +1.20 10,532 35,041 +1,453
Mar17 160815 32.84 34.28 32.84 34.03 +1.17 3,181 26,984 +792
May17 160815 33.00 34.42 33.00 34.17 +1.16 1,259 18,130 -225
Jul17 160815 33.11 34.59 33.04 34.34 +1.15 1,456 11,521 +149
Aug17 160815 34.47 34.51 34.39 34.39 +1.14 32 3,442 -12
Sep17 160815 33.88 34.50 33.88 34.38 +1.12 33 2,702 +9
Oct17 160815 33.05 34.43 33.03 34.24 +1.09 48 1,605 -22
Total Volume and Open Interest 101,577 361,058 +214
Canola(WCE)
Nov16 160815 462.4 471.0 462.0 468.5 +7.1 9,701 127,234 +1,789
Jan17 160815 469.8 477.6 469.8 475.0 +7.7 3,562 23,809 +712
Mar17 160815 476.4 483.3 476.4 480.6 +7.2 726 5,937 +430
May17 160815 479.2 488.1 479.2 485.6 +7.2 84 4,803 -11
Jul17 160815 482.6 491.5 482.6 489.5 +7.5 166 7,141 +0
Total Volume and Open Interest 14,540 172,903 +2,813
Corn(CBOT)
Sep16 160815 321.25 329.00 321.00 326.50 +4.25 125,764 293,469 -14,919
Dec16 160815 332.00 339.25 331.50 337.00 +4.00 152,017 687,618 +17,450
Mar17 160815 342.50 349.50 342.00 347.00 +3.50 27,421 175,453 +1,366
May17 160815 349.75 355.75 348.75 353.75 +3.50 7,309 42,651 +969
Jul17 160815 356.00 362.00 355.50 360.50 +3.50 11,010 84,660 +3,014
Sep17 160815 363.50 368.50 363.50 367.25 +3.25 3,569 32,522 +1,111
Dec17 160815 373.00 378.00 372.00 376.00 +2.25 4,773 53,584 +1,363
Mar18 160815 383.00 387.25 383.00 385.25 +2.25 126 2,545 +26
May18 160815 390.25 390.25 390.00 390.00 +2.25 55 618 -31
Jul18 160815 394.00 394.75 392.75 393.25 +2.00 37 1,076 +31
Total Volume and Open Interest 332,188 1,376,462 +10,421
Wheat(CBOT)
Sep16 160815 421.25 430.00 417.25 422.00 -0.50 98,818 138,152 -16,522
Dec16 160815 438.50 445.75 435.50 438.25 -1.75 78,294 212,858 +18,082
Mar17 160815 460.00 466.25 455.00 456.25 -5.75 14,194 59,286 +2,162
May17 160815 471.00 478.75 466.50 467.50 -7.50 2,702 14,303 -9
Jul17 160815 480.00 484.75 474.00 475.25 -6.75 1,925 25,726 +31
Sep17 160815 499.50 499.50 488.25 488.25 -8.25 343 2,643 -5
Total Volume and Open Interest 196,567 459,566 +3,780
Wheat(KCBT)
Sep16 160815 415.50 420.00 410.75 411.75 -4.50 28,324 95,295 -6,375
Dec16 160815 439.00 446.00 436.50 437.75 -4.50 21,607 84,981 +5,578
Mar17 160815 455.50 461.50 452.00 453.50 -4.50 4,828 31,899 +454
May17 160815 469.00 471.25 463.00 463.75 -4.75 868 12,568 +472
Jul17 160815 474.25 480.75 473.00 473.00 -5.00 296 16,937 +23
Sep17 160815 494.50 494.75 488.50 488.50 -5.00 95 1,658 -16
Dec17 160815 510.75 510.75 510.75 510.75 -5.00 72 1,007 +3
Total Volume and Open Interest 56,090 244,544 +139
Wheat(MGE)
Sep16 160815 512.50 523.00 512.00 515.25 +1.50 6,251 17,920 -2,076
Dec16 160815 514.50 524.50 514.00 517.00 +1.00 4,966 19,588 +489
Mar17 160815 528.00 535.00 527.75 528.75 -0.25 1,316 11,857 +208
May17 160815 538.00 542.00 537.25 537.25 -0.50 371 5,239 +83
Jul17 160815 547.25 548.75 545.00 546.50 -0.50 178 2,766 +23
Sep17 160815 560.00 560.00 556.00 556.00 -1.00 147 2,127 +35
Total Volume and Open Interest 13,237 60,401 -1,233
Oats(CBOT)
Sep16 160815 168.00 173.25 168.00 172.00 +5.00 181 1,785 -17
Dec16 160815 182.00 188.00 182.00 186.50 +5.25 514 7,272 +50
Mar17 160815 195.50 197.75 195.50 196.75 +5.25 51 1,212 +17
May17 160815 199.50 199.50 199.50 199.50 +3.75 0 29 +0
Total Volume and Open Interest 746 10,298 +50
Rough Rice(CBOT)
Sep16 160815 9.73 10.26 9.65 10.24 +0.59 842 7,709 -115
Nov16 160815 9.94 10.39 9.85 10.34 +0.52 654 4,296 +123
Jan17 160815 10.26 10.61 10.26 10.59 +0.53 88 194 +21
Mar17 160815 10.81 10.81 10.81 10.81 +0.54 0 48 +0
Total Volume and Open Interest 1,584 12,249 +29
Live Cattle(CME)
Aug16 160815 116.650 117.050 115.850 115.930 -0.400 3,772 12,289 -1,947
Oct16 160815 114.730 115.430 113.800 113.980 -0.555 22,306 109,883 +129
Dec16 160815 115.200 115.930 114.900 115.135 +0.085 11,156 61,458 +1,805
Feb17 160815 114.480 115.250 114.480 114.850 +0.370 6,357 28,699 +655
Apr17 160815 113.385 113.900 113.100 113.480 +0.345 2,523 18,216 +340
Jun17 160815 106.230 106.700 106.050 106.450 +0.220 486 7,984 +71
Total Volume and Open Interest 46,818 242,200 +1,160
Feeder Cattle(CME)
Aug16 160815 149.200 150.000 148.450 148.650 -0.430 1,746 6,461 -444
Sep16 160815 148.130 148.600 146.830 147.080 -0.470 5,119 12,061 -793
Oct16 160815 144.580 145.130 143.600 143.880 -0.370 4,606 14,839 +718
Nov16 160815 141.450 141.985 140.580 140.900 -0.350 1,218 6,053 +313
Jan17 160815 136.985 137.400 136.075 136.250 -0.500 824 3,981 +123
Mar17 160815 134.685 135.200 133.750 134.100 -0.530 202 1,436 +74
Apr17 160815 133.800 133.850 133.350 133.575 -0.625 37 350 -3
Total Volume and Open Interest 13,763 45,363 -10
Lean Hogs(CME)
Oct16 160815 60.630 62.800 60.430 62.500 +2.500 24,925 99,854 -1,992
Dec16 160815 55.400 57.350 55.150 57.035 +2.085 11,557 57,093 +1,330
Feb17 160815 59.130 61.630 59.130 61.300 +2.300 5,061 26,065 +383
Apr17 160815 64.580 66.500 64.350 66.035 +1.750 981 19,550 +141
May17 160815 70.950 71.635 70.950 71.635 +1.635 2 257 +0
Jun17 160815 75.180 76.250 75.000 76.230 +1.050 386 3,012 +171
Jul17 160815 74.635 75.480 74.580 75.300 +1.370 64 472 +0
Aug17 160815 73.800 74.200 73.750 74.200 +1.150 46 237 +9
Total Volume and Open Interest 47,158 219,441 -1,738
Class III Milk(CME)
Aug16 160815 17.00 17.02 16.98 17.00 +0.03 99 4,749 -28
Sep16 160815 17.05 17.40 17.05 17.22 +0.12 197 5,013 +13
Oct16 160815 16.83 17.10 16.79 16.90 +0.13 125 3,930 +37
Nov16 160815 16.50 16.80 16.50 16.60 +0.14 126 3,490 +84
Dec16 160815 16.25 16.31 16.20 16.20 +0.06 53 3,030 +21
Jan17 160815 16.07 16.11 16.06 16.06 +0.03 52 1,387 +30
Feb17 160815 16.07 16.11 16.07 16.10 +0.07 46 1,165 +14
Mar17 160815 16.05 16.18 16.05 16.14 +0.10 35 1,154 +6
Apr17 160815 16.15 16.20 16.15 16.16 +0.05 8 1,038 +6
May17 160815 16.32 16.35 16.32 16.35 +0.03 9 931 +7
Jun17 160815 16.50 16.50 16.48 16.48 +0.03 24 863 +22
Jul17 160815 16.65 16.65 16.62 16.62 +0.02 7 383 +1
Aug17 160815 16.70 16.71 16.70 16.71 +0.02 7 325 +5
Total Volume and Open Interest 806 28,482 +234
Cocoa(ICE)
Sep16 160815 3003 3039 3003 3030 +37 6,795 16,285 -6,980
Dec16 160815 2993 3029 2993 3015 +34 15,519 103,952 +828
Mar17 160815 2968 2998 2968 2986 +32 4,437 61,329 +919
May17 160815 2955 2981 2954 2970 +28 940 10,734 +3
Jul17 160815 2951 2971 2947 2960 +26 104 3,562 +20
Sep17 160815 2942 2961 2942 2950 +25 77 4,026 +37
Dec17 160815 2940 2947 2934 2939 +24 3 1,038 +0
Total Volume and Open Interest 27,876 204,817 -5,174
Coffee "C"(ICE)
Sep16 160815 136.95 140.75 136.30 136.95 +0.10 31,227 38,971 -8,215
Dec16 160815 140.30 144.20 139.80 140.55 +0.20 30,894 89,164 +5,842
Mar17 160815 143.75 147.25 143.10 143.75 +0.20 9,445 29,897 +2,340
May17 160815 145.70 149.10 145.00 145.60 +0.15 2,594 14,366 +383
Jul17 160815 146.70 150.70 146.70 147.35 +0.20 154 3,542 +3
Sep17 160815 148.95 148.95 148.95 148.95 +0.20 193 3,215 -40
Total Volume and Open Interest 74,662 185,723 +415
Orange Juice(ICE)
Sep16 160815 182.10 184.90 180.05 181.35 +0.40 1,057 8,969 -580
Nov16 160815 183.55 185.75 181.50 182.55 -0.10 619 6,406 +304
Jan17 160815 183.60 183.60 181.75 182.35 -0.30 89 1,154 +56
Mar17 160815 181.35 181.35 181.35 181.35 +0.50 9 266 +9
May17 160815 179.95 179.95 179.95 179.95 +1.60 0 15 +0
Jul17 160815 178.75 178.75 178.75 178.75 +2.10      
Total Volume and Open Interest 1,774 16,812 -211
Sugar #11(ICE)
Oct16 160815 19.89 20.08 19.54 19.98 +0.27 41,656 433,331 -1,403
Mar17 160815 20.34 20.54 20.02 20.45 +0.25 25,626 248,446 +1,531
May17 160815 19.78 19.99 19.53 19.92 +0.22 9,246 75,334 +2,859
Jul17 160815 19.19 19.43 18.98 19.37 +0.21 2,526 51,671 +664
Oct17 160815 18.88 19.10 18.65 19.03 +0.19 751 31,888 +241
Mar18 160815 18.78 18.89 18.43 18.82 +0.17 347 15,735 +263
May18 160815 18.00 18.26 17.91 18.26 +0.12 8 4,644 +2
Jul18 160815 17.61 17.86 17.57 17.86 +0.09 25 4,920 +22
Total Volume and Open Interest 80,193 872,109 +4,181
London Cocoa(LCE)
Sep16 160815 2422 2472 2422 2468 +48 5,407 86,033 -1,606
Dec16 160815 2381 2420 2381 2417 +39 10,081 81,150 +374
Mar17 160815 2337 2369 2337 2367 +34 3,442 56,671 +173
May17 160815 2328 2352 2326 2350 +31 976 21,531 -136
Jul17 160815 2323 2346 2323 2344 +30 280 4,616 +83
Sep17 160815 2325 2337 2325 2336 +30 232 4,800 +75
Dec17 160815 2316 2327 2316 2327 +31 71 1,183 +67
Total Volume and Open Interest 20,489 255,985 -970
London Sugar(LCE)
Oct16 160815 535.00 544.10 531.50 540.30 +6.20 4,518 40,914 -1,124
Dec16 160815 537.20 546.10 534.50 542.90 +5.70 2,322 20,044 +116
Mar17 160815 539.00 547.10 535.70 544.40 +5.30 924 17,090 +226
May17 160815 528.00 537.70 528.00 535.70 +4.60 189 9,216 +6
Aug17 160815 517.80 525.00 517.80 525.00 +4.60 63 4,493 -15
Total Volume and Open Interest 8,050 95,945 -763
Cotton(ICE)
Oct16 160815 70.48 70.52 68.01 68.09 -1.79 56 177 -12
Dec16 160815 70.95 71.51 68.77 68.86 -1.79 13,911 179,755 -449
Mar17 160815 71.42 71.91 69.33 69.41 -1.70 3,595 43,322 +945
May17 160815 71.80 71.85 69.42 69.52 -1.64 563 6,020 +101
Jul17 160815 71.73 71.79 69.40 69.46 -1.67 318 5,284 +21
Oct17 160815 69.06 69.06 69.06 69.06 -1.76      
Total Volume and Open Interest 18,632 244,463 +734
Lumber(CME)
Sep16 160815 324.5 325.8 322.8 324.6 +0.5 830 3,476 -410
Nov16 160815 333.0 335.5 332.1 335.0 +1.8 405 1,700 +199
Jan17 160815 338.6 338.7 335.8 338.7 +2.8 20 113 +17
Mar17 160815 346.4 346.4 340.1 340.2 -3.2 1 32 +1
Total Volume and Open Interest 1,256 5,344 -193
Crude Oil(NYM)
Sep16 160815 44.74 45.93 44.38 45.74 +1.25 682,235 270,175 -30,109
Oct16 160815 45.37 46.59 45.06 46.40 +1.22 264,353 389,598 +45,210
Nov16 160815 46.09 47.27 45.76 47.10 +1.21 97,100 214,454 +20,745
Dec16 160815 46.75 47.93 46.42 47.77 +1.20 83,508 259,014 +4,675
Jan17 160815 47.32 48.49 47.09 48.37 +1.17 23,648 119,956 +5,715
Feb17 160815 47.81 48.97 47.58 48.85 +1.15 12,356 40,864 -924
Mar17 160815 48.29 49.40 48.00 49.26 +1.13 21,083 93,885 +2,027
Apr17 160815 49.02 49.70 48.49 49.60 +1.10 13,670 30,538 +1,776
May17 160815 49.14 49.96 48.84 49.88 +1.07 10,531 24,497 +2,712
Jun17 160815 49.17 50.26 48.92 50.11 +1.04 23,121 82,899 +1,300
Jul17 160815 49.66 50.31 49.29 50.31 +1.02 2,524 18,206 +151
Aug17 160815 49.78 50.49 49.42 50.49 +1.00 2,906 15,780 -12
Sep17 160815 50.30 50.66 50.30 50.66 +0.98 2,994 34,182 +74
Oct17 160815 50.15 50.84 50.15 50.84 +0.97 1,430 11,754 +163
Nov17 160815 51.03 51.03 51.03 51.03 +0.95 936 12,320 +34
Dec17 160815 50.49 51.35 50.19 51.23 +0.93 26,871 147,724 +1,364
Total Volume and Open Interest 1,275,974 1,899,916 +55,013
e-miNY Crude Oil(NYM)
Sep16 160815 44.750 45.925 44.400 45.750 +1.250 13,920 2,523 +98
Oct16 160815 45.400 46.575 45.075 46.400 +1.225 837 1,378 -58
Nov16 160815 46.025 47.250 45.900 47.100 +1.200 86 157 +33
Dec16 160815 46.700 47.900 46.450 47.775 +1.200 68 761 +8
Jan17 160815 48.275 48.450 48.275 48.375 +1.175 11 35 -2
Feb17 160815 48.850 48.900 48.850 48.850 +1.150 4 12 -4
Mar17 160815 49.250 49.300 49.250 49.250 +1.125 4 19 +4
Apr17 160815 49.600 49.600 49.600 49.600 +1.100 1 49 +1
May17 160815 49.875 49.875 49.875 49.875 +1.075 27 31 -13
Jun17 160815 50.100 50.175 50.100 50.100 +1.025 27 17 +0
Total Volume and Open Interest 14,992 5,183 +70
NY Harbor ULSD(NYM)
Sep16 160815 141.45 145.59 140.99 144.99 +4.13 85,040 67,838 -6,421
Oct16 160815 143.26 147.43 142.85 146.87 +4.13 65,769 76,273 +4,166
Nov16 160815 145.02 149.19 144.64 148.68 +4.13 40,746 62,748 +3,683
Dec16 160815 146.52 150.63 146.10 150.14 +4.10 32,194 57,985 +1,300
Jan17 160815 148.27 152.09 147.91 151.78 +4.09 9,839 32,671 +1,359
Feb17 160815 149.18 153.03 149.13 152.76 +4.03 3,675 14,245 -77
Mar17 160815 149.54 153.18 149.45 153.08 +3.93 4,883 15,547 -248
Apr17 160815 149.42 153.17 149.42 152.89 +3.83 2,949 8,633 +343
May17 160815 151.08 153.29 151.08 153.29 +3.75 1,737 6,422 +634
Jun17 160815 152.14 154.21 151.81 153.79 +3.68 3,931 21,903 -130
Jul17 160815 152.64 154.57 152.64 154.57 +3.61 306 2,862 -23
Aug17 160815 153.54 155.52 153.54 155.52 +3.57 265 1,699 +36
Sep17 160815 156.62 156.62 156.62 156.62 +3.55 458 2,101 -59
Oct17 160815 157.73 157.73 157.73 157.73 +3.51 328 1,668 +11
Total Volume and Open Interest 253,647 404,109 +4,413
RBOB Gasoline(NYM)
Sep16 160815 137.59 140.40 135.41 140.07 +2.98 81,227 93,019 -5,615
Oct16 160815 129.97 133.84 128.66 133.52 +3.55 61,264 101,335 +3,423
Nov16 160815 129.44 133.50 128.50 133.19 +3.72 35,975 60,787 +4,112
Dec16 160815 129.24 133.21 128.17 132.87 +3.82 24,690 53,766 +650
Jan17 160815 130.50 133.66 129.20 133.46 +3.73 9,989 25,929 +1,468
Feb17 160815 131.97 134.65 130.60 134.61 +3.61 3,489 7,402 +48
Mar17 160815 132.62 136.67 132.62 136.51 +3.49 4,494 17,633 +706
Apr17 160815 152.30 155.50 151.40 155.22 +3.47 1,842 15,628 +448
May17 160815 154.30 156.42 152.54 156.25 +3.44 1,265 5,591 +67
Jun17 160815 154.70 156.54 152.43 156.18 +3.39 1,195 11,720 +136
Total Volume and Open Interest 227,690 421,810 +5,153
e-miNY RBOB Gasoline(NYM)
Sep16 160815 140.07 140.07 140.07 140.07 +2.98 0 1 +0
Oct16 160815 133.52 133.52 133.52 133.52 +3.55      
Nov16 160815 133.19 133.19 133.19 133.19 +3.72      
Dec16 160815 132.87 132.87 132.87 132.87 +3.82      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Sep16 160815 2.565 2.636 2.561 2.590 +0.004 181,826 146,050 -18,556
Oct16 160815 2.604 2.673 2.600 2.629 +0.003 107,031 195,412 +13,156
Nov16 160815 2.787 2.849 2.783 2.811 +0.007 74,702 173,297 +19,727
Dec16 160815 3.044 3.100 3.040 3.073 +0.009 32,339 68,592 +2,993
Jan17 160815 3.176 3.236 3.176 3.211 +0.009 43,990 133,883 +1,800
Feb17 160815 3.178 3.229 3.177 3.205 +0.008 7,619 34,773 +139
Mar17 160815 3.136 3.189 3.132 3.164 +0.006 14,497 77,426 +2,545
Apr17 160815 2.917 2.953 2.911 2.931 +0.006 14,933 63,003 -628
May17 160815 2.898 2.930 2.895 2.908 +0.005 5,975 23,930 +475
Jun17 160815 2.930 2.961 2.928 2.940 +0.004 3,891 22,398 +432
Jul17 160815 2.968 2.989 2.958 2.969 +0.003 3,197 15,026 +262
Aug17 160815 2.981 2.997 2.967 2.978 +0.003 1,677 13,850 +534
Sep17 160815 2.965 2.983 2.952 2.962 +0.003 1,005 15,010 +52
Oct17 160815 2.987 3.004 2.975 2.985 +0.003 3,389 25,477 +227
Nov17 160815 3.043 3.060 3.033 3.042 +0.003 1,566 11,941 +127
Dec17 160815 3.185 3.198 3.176 3.184 +0.002 1,915 15,468 +90
Total Volume and Open Interest 504,372 1,089,709 +23,565
Brent Crude Oil(ICE)
Oct16 160815 47.14 48.54 46.84 48.35 +1.38 335,527 353,603 -7,629
Nov16 160815 47.47 48.79 47.13 48.61 +1.35 151,683 381,514 +9,697
Dec16 160815 47.93 49.20 47.58 49.03 +1.32 137,343 387,561 -1,357
Jan17 160815 48.32 49.58 47.96 49.40 +1.30 35,799 103,836 +299
Feb17 160815 48.59 49.94 48.40 49.78 +1.29 24,382 86,538 +833
Mar17 160815 48.98 50.32 48.73 50.15 +1.28 23,150 96,848 +3,291
Apr17 160815 49.57 50.64 49.07 50.47 +1.25 7,793 33,994 +97
May17 160815 49.87 50.87 49.47 50.76 +1.22 6,096 40,799 -486
Jun17 160815 49.96 51.21 49.70 51.03 +1.19 31,369 112,158 -4,431
Jul17 160815 50.62 51.30 50.62 51.30 +1.17 932 20,903 -61
Aug17 160815 51.56 51.56 51.56 51.56 +1.15 1,276 17,730 -1
Sep17 160815 51.00 51.78 50.43 51.78 +1.12 2,839 46,790 +193
Oct17 160815 52.00 52.00 52.00 52.00 +1.10 1,297 17,810 +344
Nov17 160815 52.19 52.19 52.19 52.19 +1.08 634 15,529 +4
Total Volume and Open Interest 811,963 2,211,547 +1,913
Gas Oil(ICE)
Sep16 160815 414.25 426.25 412.75 422.50 +13.00 130,626 150,801 -13,311
Oct16 160815 420.00 432.00 418.75 428.25 +12.50 108,278 117,006 +628
Nov16 160815 423.50 435.25 422.25 431.25 +12.00 30,551 65,191 +1,688
Dec16 160815 426.75 438.25 425.25 434.50 +12.00 56,740 131,846 -2,460
Jan17 160815 430.50 442.25 429.25 438.50 +12.00 12,939 41,950 +2,155
Feb17 160815 435.25 445.50 433.00 442.00 +11.75 6,155 26,539 +1,105
Mar17 160815 437.75 448.50 436.25 445.00 +11.25 3,787 26,697 +217
Apr17 160815 440.50 450.25 439.25 447.50 +11.00 1,602 15,263 +526
May17 160815 443.00 453.00 441.75 450.00 +11.00 892 14,640 +59
Jun17 160815 445.50 455.75 444.25 452.50 +10.75 5,442 45,032 -57
Total Volume and Open Interest 365,745 807,759 -16,026
Ethanol(CBOT)
Sep16 160815 1.414 1.435 1.397 1.431 +0.022 180 1,544 +17
Oct16 160815 1.413 1.431 1.413 1.425 +0.023 15 974 +7
Nov16 160815 1.405 1.405 1.402 1.402 +0.023 0 544 +0
Dec16 160815 1.382 1.382 1.382 1.382 +0.023 0 1,134 +0
Jan17 160815 1.367 1.371 1.367 1.371 +0.023 0 160 +0
Feb17 160815 1.375 1.375 1.375 1.375 +0.023 0 163 +0
Mar17 160815 1.389 1.389 1.389 1.389 +0.023 0 5 +0
Apr17 160815 1.406 1.406 1.406 1.406 +0.023      
Total Volume and Open Interest 195 4,530 +24
WTI Crude Oil(ICE)
Sep16 160815 44.70 45.93 44.39 45.74 +1.25 55,560 57,840 -3,005
Oct16 160815 45.35 46.58 45.07 46.40 +1.22 53,333 92,041 +4,939
Nov16 160815 46.07 47.27 45.77 47.10 +1.21 20,870 45,649 +3,779
Dec16 160815 46.77 47.88 46.45 47.77 +1.20 21,336 104,809 -729
Jan17 160815 47.31 48.48 47.18 48.37 +1.17 5,476 25,175 +881
Feb17 160815 47.81 48.89 47.61 48.85 +1.15 2,681 23,449 +124
Mar17 160815 48.24 49.37 48.15 49.26 +1.13 2,828 28,349 +528
Apr17 160815 48.51 49.71 48.51 49.60 +1.10 1,420 4,974 +436
May17 160815 49.14 49.98 48.93 49.88 +1.07 1,110 3,791 +368
Jun17 160815 49.14 50.22 49.07 50.11 +1.04 4,761 31,635 +209
Jul17 160815 50.31 50.31 50.31 50.31 +1.02 107 3,153 +0
Aug17 160815 50.49 50.49 50.49 50.49 +1.00 127 701 -30
Sep17 160815 50.66 50.66 50.66 50.66 +0.98 143 9,711 +4
Oct17 160815 50.84 50.84 50.84 50.84 +0.97 31 1,126 +0
Nov17 160815 51.03 51.03 51.03 51.03 +0.95 2 1,016 +0
Dec17 160815 50.63 51.34 50.32 51.23 +0.93 4,624 65,339 +101
Total Volume and Open Interest 175,115 542,050 +7,673
US Dollar Index(ICE)
Sep16 160815 95.675 95.770 95.425 95.595 -0.088 9,065 46,582 -654
Dec16 160815 95.645 95.710 95.390 95.550 -0.092 617 6,231 +97
Mar17 160815 95.535 95.545 95.515 95.515 -0.092 40 1,867 +9
Total Volume and Open Interest 9,722 54,745 -548
Australian Dollar(CME)
Sep16 160815 76.50 76.84 76.29 76.71 +0.30 70,819 107,317 +3,071
Dec16 160815 76.42 76.64 76.12 76.53 +0.30 321 2,072 +142
Mar17 160815 76.58 76.58 76.37 76.37 +0.29 0 12 +0
Total Volume and Open Interest 71,140 109,401 +3,213
British Pound(CME)
Sep16 160815 129.25 129.53 128.72 128.80 -0.44 65,310 246,130 +3,911
Dec16 160815 129.42 129.75 128.96 129.03 -0.45 795 3,129 +42
Mar17 160815 129.45 129.87 129.28 129.28 -0.45 1 610 +0
Total Volume and Open Interest 66,216 250,280 +4,013
Canadian Dollar(CME)
Sep16 160815 77.23 77.52 77.07 77.45 +0.23 63,814 111,980 +4,405
Dec16 160815 77.20 77.54 77.13 77.48 +0.22 378 4,039 +44
Mar17 160815 77.49 77.57 77.24 77.51 +0.21 31 453 -1
Jun17 160815 77.55 77.56 77.55 77.55 +0.20 0 192 +0
Total Volume and Open Interest 64,223 116,744 +4,448
Japanese Yen(CME)
Sep16 160815 98.88 99.26 98.69 98.88 -0.01 59,764 162,618 -770
Dec16 160815 99.60 99.66 99.10 99.29 -0.01 141 1,861 -19
Mar17 160815 99.97 99.97 99.60 99.71 -0.01 0 259 +0
Total Volume and Open Interest 59,905 164,857 -789
Swiss Franc(CME)
Sep16 160815 102.75 103.14 102.65 103.00 +0.26 10,234 41,722 -717
Dec16 160815 103.55 103.64 103.21 103.55 +0.25 18 107 +2
Mar17 160815 104.07 104.07 104.07 104.07 +0.24      
Total Volume and Open Interest 10,252 41,849 -715
EuroFX(CME)
Sep16 160815 111.85 112.19 111.68 111.97 +0.19 103,011 358,067 -1,048
Dec16 160815 112.23 112.62 112.14 112.41 +0.19 903 7,003 +376
Mar17 160815 112.93 113.04 112.63 112.86 +0.19 1 1,345 +0
Total Volume and Open Interest 103,915 367,132 -672
Mexican Peso(CME)
Aug16 160815 552.88 552.88 546.75 552.88 +5.13      
Sep16 160815 545.38 554.13 545.38 551.50 +5.25 60,865 94,472 -1,091
Total Volume and Open Interest 61,455 126,393 -945
Brazilian Real(CME)
Sep16 160815 313.55 314.90 311.95 313.05 +0.70 458 25,924 +237
Oct16 160815 308.75 311.65 308.75 310.30 +0.60 0 48 +0
Nov16 160815 307.50 307.90 307.50 307.50 +0.55      
Dec16 160815 304.85 305.35 304.85 304.85 +0.65 1 34 +1
Total Volume and Open Interest 459 26,006 +238
30-Year T-Bonds(CBOT)
Sep16 160815 173~030 173~120 171~170 171~240 -1~070 208,052 590,034 +9,114
Dec16 160815 171~200 171~280 170~030 170~090 -1~070 970 2,341 +163
Mar17 160815 169~050 169~050 169~050 169~050 -1~070      
Total Volume and Open Interest 209,022 592,375 +9,277
10-Year T-Notes(CBOT)
Sep16 160815 132~175 132~225 132~055 132~080 -0~090 1,001,879 2,797,852 -2,644
Dec16 160815 131~205 131~235 131~070 131~085 -0~095 7,572 45,594 +4,486
Mar17 160815 130~145 130~145 130~145 130~145 -0~095      
Total Volume and Open Interest 1,009,451 2,843,446 +1,842
5-Year T-Notes(CBOT)
Sep16 160815 121~224 121~252 121~162 121~174 -0~046 523,886 2,734,714 -8,840
Dec16 160815 121~232 121~250 121~162 121~172 -0~052 5,462 51,250 +2,457
Mar17 160815 121~074 121~074 121~074 121~074 -0~052      
Total Volume and Open Interest 529,348 2,785,964 -6,383
2 Year T-Notes(CBOT)
Sep16 160815 109~132 109~142 109~114 109~120 -0~012 222,638 1,083,717 +1,187
Dec16 160815 109~112 109~114 109~092 109~094 -0~012 9,457 26,450 +4,494
Mar17 160815 109~090 109~090 109~090 109~090 -0~012      
Total Volume and Open Interest 232,095 1,110,167 +5,681
Eurodollars(CME)
Sep16 160815 99.155 99.180 99.152 99.177 +0.022 324,701 1,222,377 +1,759
Dec16 160815 99.110 99.145 99.110 99.130 +0.015 306,338 1,502,599 +3,075
Mar17 160815 99.085 99.115 99.085 99.095 +0.010 196,762 1,071,374 +16,282
Jun17 160815 99.055 99.075 99.045 99.055 +0.005 175,250 957,153 -4,633
Sep17 160815 99.015 99.035 99.005 99.015 unch 176,011 865,514 +19,065
Dec17 160815 98.970 98.990 98.955 98.970 unch 172,128 1,304,789 +3,142
Mar18 160815 98.955 98.965 98.930 98.945 -0.005 99,289 614,940 +4,396
Jun18 160815 98.920 98.935 98.900 98.910 -0.010 101,535 478,972 +1,850
Sep18 160815 98.895 98.905 98.865 98.875 -0.015 84,442 448,367 -1,014
Dec18 160815 98.855 98.865 98.820 98.830 -0.020 78,787 593,390 +5,909
Mar19 160815 98.825 98.840 98.795 98.805 -0.025 59,635 406,578 +8,040
Jun19 160815 98.795 98.810 98.760 98.770 -0.030 62,125 301,741 +5,774
Sep19 160815 98.760 98.775 98.720 98.730 -0.035 36,358 242,223 +6,074
Dec19 160815 98.725 98.735 98.675 98.680 -0.040 36,563 249,003 -1,522
Mar20 160815 98.695 98.700 98.635 98.645 -0.040 21,070 148,102 -568
Jun20 160815 98.650 98.660 98.595 98.600 -0.045 28,150 96,358 +326
Sep20 160815 98.605 98.620 98.550 98.560 -0.045 26,085 88,395 +1,864
Dec20 160815 98.560 98.570 98.505 98.510 -0.045 16,785 93,967 +54
Total Volume and Open Interest 2,085,660 11,124,803 +78,940
Ultra T-Bond(CBOT)
Sep16 160815 188~26 189~05 186~26 187~05 -1~15 84,591 605,189 -1,246
Dec16 160815 186~28 188~10 186~01 186~10 -1~16 7,182 7,918 +6,252
Mar17 160815 185~10 185~10 185~10 185~10 -1~16      
Total Volume and Open Interest 91,773 613,107 +5,006
Ultra 10-Yr T-Note(CBOT)
Sep16 160815 145~135 145~205 144~255 144~290 -0~160 50,646 183,774 +3,007
Dec16 160815 144~155 144~155 144~155 144~155 -0~160 0 139 +0
Mar17 160815 144~155 144~155 144~155 144~155 -0~160      
Total Volume and Open Interest 50,646 183,913 +3,007
30 Day Federal Funds(CBOT)
Aug16 160815 99.603 99.603 99.603 99.603 unch 3,664 133,947 -613
Sep16 160815 99.595 99.595 99.590 99.595 unch 5,087 68,848 +1,317
Oct16 160815 99.580 99.585 99.575 99.580 -0.005 29,753 177,386 +260
Nov16 160815 99.575 99.580 99.570 99.570 -0.010 18,734 87,788 +1,076
Dec16 160815 99.540 99.545 99.530 99.530 -0.015 8,299 57,912 -808
Jan17 160815 99.505 99.510 99.485 99.495 -0.010 26,108 98,110 -3,120
Total Volume and Open Interest 136,456 828,516 +2,714
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 160815 99.99 99.99 99.99 99.99 unch      
Dec16 160815 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160815 99.99 99.99 99.99 99.99 unch      
Jun17 160815 99.99 99.99 99.99 99.99 unch      
Sep17 160815 99.99 99.99 99.99 99.99 unch      
Dec17 160815 99.99 99.99 99.99 99.99 unch      
Mar18 160815 100.00 100.00 100.00 100.00 unch      
Jun18 160815 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160815 151.56 151.65 151.25 151.35 -0.31 1,149 16,827 +85
Dec16 160815 151.59 151.59 151.59 151.59 -0.22 3 13 +3
Mar17 160815 151.51 151.51 151.51 151.51 -0.22      
Total Volume and Open Interest 1,152 16,840 +88
Euro-Buxl(EUREX)
Sep16 160815 194.04 195.06 192.96 193.34 -1.20 19,509 134,050 +10,393
Dec16 160815 191.66 191.66 191.66 191.66 -1.20 0 34 +0
Mar17 160815 191.34 191.34 191.34 191.34 -1.20      
Total Volume and Open Interest 19,509 134,084 -2,174
Euro-Bund(EUREX)
Sep16 160815 167.65 167.86 167.17 167.24 -0.54 381,893 1,596,885 -50,848
Dec16 160815 165.10 165.10 164.52 164.53 -0.54 1,860 63,633 +2,174
Mar17 160815 167.40 167.40 166.87 166.87 -0.44 1 49 -1
Total Volume and Open Interest 383,754 1,660,567 -48,675
Euro-Bobl(EUREX)
Sep16 160815 133.72 133.73 133.53 133.54 -0.18 266,363 1,293,734 -4,265
Dec16 160815 131.71 131.71 131.55 131.55 -0.18 1,535 21,505 +629
Mar17 160815 133.49 133.49 133.49 133.49 -0.18      
Total Volume and Open Interest 267,898 1,315,239 -3,636
Euro-Schatz(EUREX)
Sep16 160815 112.03 112.03 111.99 112.00 -0.02 113,913 1,073,292 -6,688
Dec16 160815 112.01 112.01 111.98 111.98 -0.02 1,318 6,787 +739
Mar17 160815 112.00 112.00 112.00 112.00 -0.02      
Total Volume and Open Interest 115,231 1,080,079 -5,949
3-Mth Euribor(EUREX)
Sep16 160815 100.315 100.315 100.315 100.315 unch 0 3,999 +0
Dec16 160815 100.340 100.340 100.340 100.340 unch 0 2,705 +0
Mar17 160815 100.350 100.350 100.350 100.350 -0.005 0 3,213 +0
Total Volume and Open Interest 0 76,927 +0
Long Gilt(LIFFE)
Sep16 160815 132~21 132~31 132~12 132~18 -0~07 152,530 503,289 +179
Dec16 160815 131~14 131~14 131~14 131~14 -0~08      
Total Volume and Open Interest 152,530 503,289 +179
3-Mth Short Sterling(LIFFE)
Sep16 160815 99.66 99.67 99.65 99.66 unch 87,004 412,514 -2,509
Dec16 160815 99.75 99.76 99.74 99.75 unch 66,312 658,674 -13,590
Mar17 160815 99.76 99.78 99.75 99.77 +0.01 21,480 367,011 -2,842
Jun17 160815 99.77 99.78 99.76 99.77 unch 19,559 350,088 -2,980
Sep17 160815 99.78 99.79 99.76 99.77 unch 20,334 297,580 +320
Dec17 160815 99.77 99.78 99.76 99.77 unch 37,571 326,908 +1,029
Total Volume and Open Interest 379,810 3,289,665 -17,057
3-Mth Euribor(LIFFE)
Sep16 160815 100.310 100.315 100.310 100.310 unch 31,074 353,181 +5,838
Dec16 160815 100.340 100.340 100.335 100.335 -0.005 78,480 454,710 -3,561
Mar17 160815 100.355 100.355 100.345 100.345 -0.010 111,214 370,665 -10,821
Total Volume and Open Interest 634,499 3,102,863 +19,559
3-Mth Aus T-Bills(SFE)
Sep16 160815 98.23 98.24 98.23 98.24 unch 18,751 161,314 +2,864
Dec16 160815 98.31 98.33 98.31 98.33 +0.01 13,423 198,406 -266
Mar17 160815 98.37 98.39 98.36 98.39 +0.02 13,038 161,745 +3,084
Jun17 160815 98.39 98.41 98.38 98.41 +0.01 10,340 127,954 -899
Sep17 160815 98.40 98.42 98.39 98.42 +0.01 7,756 94,545 +1,431
Dec17 160815 98.40 98.43 98.39 98.43 +0.03 6,673 75,367 -86
Mar18 160815 98.39 98.42 98.39 98.42 +0.02 4,070 60,606 +1,359
Jun18 160815 98.37 98.41 98.37 98.41 +0.03 1,716 45,183 +53
Sep18 160815 98.37 98.39 98.37 98.39 +0.03 67 6,962 +29
Dec18 160815 98.35 98.36 98.35 98.36 +0.03 131 4,162 +100
Total Volume and Open Interest 75,965 938,991 +7,669
10-Year Aus T-Bonds(SFE)
Sep16 160815 98.08 98.15 98.07 98.12 +0.04 69,758 819,876 -9,738
Dec16 160815 98.12 98.12 98.12 98.12 +0.04      
Total Volume and Open Interest 69,758 819,876 -9,738
3-Year Aus T-Bonds(SFE)
Sep16 160815 98.61 98.65 98.60 98.63 +0.02 93,504 827,549 -568
Dec16 160815 98.63 98.63 98.63 98.63 +0.02      
Total Volume and Open Interest 93,504 827,549 -568
Gold(CMX)
Aug16 160815 1336.5 1340.6 1333.6 1340.3 +4.5 666 2,383 -87
Oct16 160815 1339.1 1344.9 1336.8 1343.2 +4.3 4,953 46,990 -311
Dec16 160815 1343.6 1349.1 1340.9 1347.5 +4.3 155,585 431,838 -2,993
Feb17 160815 1347.3 1352.9 1345.0 1351.4 +4.2 5,565 30,606 +910
Apr17 160815 1352.8 1355.2 1350.1 1355.2 +4.0 3,186 10,190 +94
Jun17 160815 1354.8 1359.0 1354.0 1358.4 +3.8 1,509 13,973 +379
Aug17 160815 1359.3 1361.8 1359.3 1361.7 +3.8 975 8,148 +70
Oct17 160815 1364.9 1364.9 1364.9 1364.9 +3.8 164 991 +30
Dec17 160815 1362.9 1368.0 1362.9 1368.0 +3.8 586 11,673 -342
Feb18 160815 1370.9 1370.9 1370.9 1370.9 +3.8 0 133 +0
Apr18 160815 1373.7 1373.7 1373.7 1373.7 +3.8 0 3 +0
Jun18 160815 1376.5 1376.5 1376.5 1376.5 +3.8 5 4,334 +0
Total Volume and Open Interest 174,065 571,993 -2,355
Silver(CMX)
Sep16 160815 1975.5 2005.0 1970.0 1984.7 +14.4 73,469 111,282 -8,194
Dec16 160815 1989.0 2015.5 1981.5 1996.5 +14.1 15,576 77,455 +4,303
Mar17 160815 1997.5 2009.0 1995.0 2007.5 +13.8 933 10,568 -77
May17 160815 2014.4 2014.5 2014.4 2014.4 +13.8 62 642 +2
Jul17 160815 2018.5 2022.5 2016.5 2021.6 +13.8 100 2,385 -9
Sep17 160815 2015.0 2028.5 2015.0 2028.5 +13.8 0 489 +0
Dec17 160815 2032.5 2039.5 2032.5 2037.9 +13.8 247 2,184 +41
Total Volume and Open Interest 90,599 208,328 -3,864
Platinum(NYMEX)
Oct16 160815 1128.2 1135.8 1114.1 1116.3 -13.0 12,396 75,514 -212
Jan17 160815 1131.6 1137.3 1117.3 1118.7 -13.0 291 4,622 +96
Apr17 160815 1130.0 1130.0 1121.0 1121.2 -13.0 26 170 +26
Jul17 160815 1122.9 1122.9 1121.7 1122.9 -13.0 0 14 +0
Total Volume and Open Interest 12,747 80,382 -90
Palladium(NYMEX)
Sep16 160815 682.70 696.25 682.70 692.25 +1.45 6,570 23,229 -1,169
Dec16 160815 687.50 697.30 685.00 693.85 +1.55 561 5,951 +371
Mar17 160815 688.40 694.75 688.40 694.75 +1.55 21 44 +4
Total Volume and Open Interest 7,152 29,235 -794
Copper(CMX)
Sep16 160815 214.00 215.60 213.30 215.15 +1.15 48,872 64,250 -6,719
Dec16 160815 215.15 216.60 214.55 216.20 +1.05 18,438 77,122 +4,699
Mar17 160815 216.40 217.45 216.05 217.20 +1.10 2,114 23,876 +457
May17 160815 216.40 218.05 216.35 217.85 +1.10 371 5,440 +56
Jul17 160815 218.05 218.35 218.05 218.35 +1.05 19 897 -8
Total Volume and Open Interest 70,252 180,580 -1,483
E-mini DJIA Index(CBOT)
Sep16 160815 18533 18623 18525 18582 +59 111,156 146,000 +5,687
Dec16 160815 18455 18535 18455 18492 +55 155 721 +44
Mar17 160815 18450 18450 18428 18428 +69 22 246 +0
Jun17 160815 18387 18387 18387 18387 +69 0 4 +0
Total Volume and Open Interest 111,333 146,971 +5,731
S & P 500(CME)
Sep16 160815 2180.60 2190.70 2180.60 2185.90 +5.70 5,067 91,167 -249
Dec16 160815 2178.50 2182.90 2178.50 2178.50 +5.60 9 1,004 -4
Mar17 160815 2171.80 2176.20 2171.80 2171.80 +5.60 0 60 +0
Jun17 160815 2165.60 2170.00 2165.60 2165.60 +5.60 0 60 +0
Total Volume and Open Interest 5,076 92,291 -253
S & P 500 E-Mini(Globex)
Sep16 160815 2180.75 2190.75 2180.50 2186.00 +5.75 1,326,004 2,894,148 +2,023
Dec16 160815 2173.25 2183.25 2173.25 2178.50 +5.50 4,312 46,767 +1,892
Mar17 160815 2171.00 2176.25 2169.25 2171.75 +5.50 39 767 +11
Jun17 160815 2162.00 2165.50 2162.00 2165.50 +5.50 0 320 +0
Total Volume and Open Interest 1,330,355 2,942,003 +3,926
NASDAQ 100 E-Mini(Globex)
Sep16 160815 4806.80 4835.30 4805.00 4822.80 +18.50 147,601 291,724 +857
Dec16 160815 4806.50 4827.80 4802.50 4816.30 +19.00 255 952 +18
Mar17 160815 4810.30 4810.30 4810.30 4810.30 +19.00 0 49 +0
Total Volume and Open Interest 147,856 292,733 +875
S&P Midcap 400(CME) e-Mini
Sep16 160815 1556.50 1570.70 1555.00 1567.90 +12.30 14,390 83,582 +680
Dec16 160815 1562.50 1563.30 1562.50 1562.50 +12.30 0 10 +0
Mar17 160815 1563.00 1563.00 1563.00 1563.00 +12.30      
Total Volume and Open Interest 14,390 83,592 +680
Volatility Index(CBOE)
Aug16 160815 12.40 12.42 12.05 12.23 -0.10 86,322 137,801 -24,846
Sep16 160815 14.85 14.97 14.70 14.83 -0.15 89,862 232,361 +13,667
Oct16 160815 16.70 16.70 16.35 16.52 -0.21 23,140 64,358 +1,753
Nov16 160815 17.65 17.65 17.35 17.53 -0.10 10,146 40,349 +897
Total Volume and Open Interest 218,673 538,401 -4,721
Russell 2000(ICE)
Sep16 160815 1226.60 1243.00 1226.60 1239.80 +12.60 63,565 326,842 +728
Dec16 160815 1225.00 1235.30 1225.00 1235.30 +12.60 41 1,037 +16
Mar17 160815 1231.30 1231.30 1231.30 1231.30 +12.60 0 250 +0
Total Volume and Open Interest 63,606 328,299 +744
Nikkei 225(CME)
Sep16 160815 16850 16945 16820 16885 +60 5,522 35,725 +191
Dec16 160815 16805 16875 16790 16825 +65 5 407 +95
Total Volume and Open Interest 5,527 36,132 +286
Nikkei 225(SGX)
Sep16 160815 16910 16930 16775 16845 -65 18,203 194,303 -1,802
Dec16 160815 16750 16750 16730 16730 -65 13 6,640 +5
Mar17 160815 16695 16695 16695 16695 +95      
Total Volume and Open Interest 89,188 208,032 -1,658
Nikkei 225(CME) Yen
Sep16 160815 16825 16930 16800 16870 +60 18,758 71,864 -193
Dec16 160815 16720 16780 16705 16740 +60 0 39 -1
Mar17 160815 16690 16690 16690 16690 +60      
Total Volume and Open Interest 18,758 71,903 -194
Nikkei 225(CME) e-Mini Yen
Sep16 160815 16880 16910 16870 16870 +60 0 11 +0
Dec16 160815 16740 16740 16740 16740 +60      
Mar17 160815 16690 16690 16690 16690 +60      
Total Volume and Open Interest 0 11 +0
CAC 40(EURONEXT)
Aug16 160815 4509.5 4528.5 4491.5 4498.0 -2.5 70,296 266,281 +5,309
Sep16 160815 4503.5 4527.0 4493.5 4496.5 -2.5 707 18,696 +237
Oct16 160815 4501.0 4501.0 4485.5 4485.5 -2.5 10 30 +8
Total Volume and Open Interest 71,013 285,053 +5,554
Hang Seng Index(HKFE)
Aug16 160815 22753 22981 22702 22927 +170 115,697 117,134 +2,484
Sep16 160815 22666 22920 22651 22872 +173 2,322 10,882 +965
Total Volume and Open Interest 118,379 133,234 +3,408
DAX(EUREX)
Sep16 160815 10721.0 10804.0 10710.5 10747.5 +30.5 85,880 162,189 +4,342
Dec16 160815 10707.0 10783.5 10705.0 10735.0 +30.0 145 6,275 +92
Mar17 160815 10728.0 10728.0 10728.0 10728.0 +31.5 4 180 +0
Total Volume and Open Interest 86,029 168,644 +4,434
Mini-DAX(EUREX)
Sep16 160815 10728.0 10804.0 10711.0 10747.5 +30.5 25,020 10,964 +2,894
Dec16 160815 10718.0 10779.0 10701.0 10735.0 +30.0 93 297 +22
Mar17 160815 10728.0 10728.0 10728.0 10728.0 +31.5 0 17 +0
Total Volume and Open Interest 25,113 11,278 +447
FT-SE 100(EURONEXT)
Sep16 160815 6909.00 6947.50 6901.00 6943.00 +31.50 102,362 667,765 +10,868
Dec16 160815 6884.00 6901.50 6884.00 6900.50 +32.50 97 476 +64
Mar17 160815 6841.00 6841.00 6841.00 6841.00 +32.50      
Total Volume and Open Interest 102,459 668,241 +10,932
SPI 200(SFE)
Sep16 160815 5488.0 5502.0 5467.0 5495.0 +10.0 34,809 296,520 +3,105
Dec16 160815 5475.0 5480.0 5475.0 5480.0 +10.0 249 2,709 +130
Mar17 160815 5431.0 5431.0 5431.0 5431.0 +10.0 0 1,436 +0
Total Volume and Open Interest 35,237 302,507 +3,302
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)
Sep16 160815 353.75 360.20 353.75 359.65 +7.05 2,190 11,562 +2,109
Oct16 160815 363.15 363.15 363.15 363.15 +7.05      
Nov16 160815 366.15 366.15 366.15 366.15        
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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