Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Mon August 22, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep16 160822 1025.50 1041.25 1023.00 1035.25 +8.25 13,690 39,233 +792
Nov16 160822 1001.00 1020.00 999.00 1015.75 +11.25 113,996 395,727 +3,739
Jan17 160822 1001.50 1020.50 1000.25 1016.75 +11.75 27,136 73,210 +2,807
Mar17 160822 997.75 1014.75 995.50 1012.00 +11.75 11,315 67,010 -769
May17 160822 994.50 1011.00 993.75 1008.75 +11.00 5,044 34,026 -305
Jul17 160822 994.50 1010.25 993.50 1007.50 +10.25 5,737 36,454 +84
Aug17 160822 995.25 1003.50 987.75 1000.75 +11.00 309 556 +16
Sep17 160822 975.00 976.50 974.50 976.50 +10.50 20 526 -1
Nov17 160822 942.50 956.50 942.50 955.75 +9.50 3,165 27,828 +218
Jan18 160822 949.00 956.25 949.00 956.25 +8.75 0 558 +0
Mar18 160822 953.00 953.00 953.00 953.00 +8.75 0 71 +0
May18 160822 954.75 954.75 954.75 954.75 +8.50 0 50 +0
Jul18 160822 958.25 958.25 958.25 958.25 +8.50 2 127 +0
Aug18 160822 955.50 955.50 955.50 955.50 +8.50 0 17 +0
Total Volume and Open Interest 180,418 675,638 +6,584
Soybean Meal(CBOT)
Sep16 160822 329.60 337.80 328.60 334.20 +4.20 15,074 40,387 -1,492
Oct16 160822 326.70 335.70 326.00 332.20 +4.80 13,488 32,000 -742
Dec16 160822 324.30 334.00 323.80 330.80 +5.30 44,754 167,487 +1,826
Jan17 160822 322.00 331.50 322.00 328.50 +5.20 4,391 31,894 -135
Mar17 160822 319.00 327.50 318.40 325.30 +5.30 4,671 30,857 +249
May17 160822 316.60 323.50 315.30 321.70 +5.20 2,677 21,425 +148
Jul17 160822 315.40 322.90 315.40 321.00 +4.70 2,172 20,635 +133
Aug17 160822 316.30 320.20 315.90 319.10 +5.00 277 2,181 -8
Sep17 160822 314.50 318.00 313.10 316.70 +4.90 553 2,320 +386
Oct17 160822 308.30 311.60 308.30 310.30 +4.50 144 2,536 +29
Total Volume and Open Interest 89,444 361,019 +822
Soybean Oil(CBOT)
Sep16 160822 34.14 34.14 33.44 33.89 -0.25 14,291 48,561 +368
Oct16 160822 34.28 34.28 33.58 34.02 -0.26 13,221 41,125 +240
Dec16 160822 34.56 34.59 33.84 34.31 -0.25 59,503 186,006 +7,269
Jan17 160822 34.76 34.77 34.07 34.52 -0.26 5,452 37,647 +1,003
Mar17 160822 34.87 34.88 34.19 34.63 -0.28 3,002 29,341 +589
May17 160822 34.90 34.90 34.26 34.67 -0.32 1,789 18,153 +111
Jul17 160822 35.08 35.11 34.40 34.82 -0.29 2,399 10,821 +193
Aug17 160822 35.06 35.10 34.42 34.82 -0.22 178 3,413 -80
Sep17 160822 34.74 34.74 34.72 34.74 -0.23 40 2,758 +2
Oct17 160822 34.16 34.52 34.09 34.49 -0.29 79 1,847 +11
Total Volume and Open Interest 101,118 386,620 +9,830
Canola(WCE)
Nov16 160822 469.2 473.5 467.6 470.5 +1.3 11,716 127,735 -1,922
Jan17 160822 477.9 480.3 473.6 477.0 +1.5 2,196 24,883 -196
Mar17 160822 479.5 484.9 479.4 482.1 +1.1 548 6,289 +31
May17 160822 483.7 488.6 483.7 486.0 +1.0 393 4,940 -30
Jul17 160822 490.5 492.5 486.7 489.6 +1.3 511 7,427 +167
Total Volume and Open Interest 15,942 175,647 -1,815
Corn(CBOT)
Sep16 160822 333.75 334.50 330.50 333.25 -1.00 72,273 225,745 -8,040
Dec16 160822 343.25 344.00 340.00 342.50 -1.25 127,326 738,340 +11,079
Mar17 160822 353.00 353.50 349.75 352.25 -1.25 31,762 188,801 +85
May17 160822 359.50 360.00 356.00 359.00 -1.25 5,145 47,482 +342
Jul17 160822 366.50 366.75 363.00 365.50 -1.25 6,124 90,533 +1,083
Sep17 160822 373.25 374.00 370.00 372.25 -1.25 1,473 34,604 +261
Dec17 160822 381.75 382.50 379.25 381.00 -1.50 3,363 56,435 +170
Mar18 160822 389.00 390.25 388.75 390.00 -1.50 65 2,627 +30
May18 160822 394.75 394.75 394.75 394.75 -1.50 1 645 +0
Jul18 160822 397.50 399.25 397.50 398.50 -1.00 4 1,101 +4
Total Volume and Open Interest 247,592 1,388,896 +5,027
Wheat(CBOT)
Sep16 160822 427.00 429.25 414.00 415.25 -11.75 38,516 85,324 -7,182
Dec16 160822 444.50 446.25 434.25 435.25 -9.50 57,941 239,553 +4,958
Mar17 160822 464.00 465.25 456.25 458.00 -6.00 13,716 62,921 +1,691
May17 160822 477.75 477.75 470.75 473.00 -4.25 1,770 15,539 +377
Jul17 160822 485.00 485.75 479.00 481.00 -4.50 1,103 26,181 +214
Sep17 160822 498.00 499.00 494.00 495.25 -3.75 143 2,685 +33
Total Volume and Open Interest 113,378 438,880 +79
Wheat(KCBT)
Sep16 160822 418.00 421.25 412.50 413.75 -5.00 18,032 71,023 -4,648
Dec16 160822 443.00 446.75 438.75 440.00 -4.75 21,774 99,034 +2,264
Mar17 160822 459.00 463.00 454.75 456.00 -4.50 3,531 34,642 +618
May17 160822 467.25 471.25 464.50 466.00 -4.25 350 12,125 +19
Jul17 160822 479.75 480.25 474.25 475.50 -4.25 613 17,246 -14
Sep17 160822 491.00 491.00 490.25 490.75 -4.00 19 1,683 +0
Dec17 160822 516.00 516.00 512.00 513.00 -3.00 19 1,018 +1
Total Volume and Open Interest 44,338 236,972 -1,760
Wheat(MGE)
Sep16 160822 530.25 533.50 529.50 532.00 +1.25 3,143 11,112 -1,295
Dec16 160822 526.00 528.00 523.25 524.50 -2.75 5,513 23,173 +565
Mar17 160822 536.00 536.75 532.25 533.00 -2.75 1,262 13,114 +85
May17 160822 541.00 542.25 539.75 541.00 -2.00 369 5,399 +65
Jul17 160822 551.25 551.25 549.25 549.25 -2.00 236 2,755 -15
Sep17 160822 558.25 558.25 558.25 558.25 -1.75 78 2,128 +2
Total Volume and Open Interest 10,608 58,607 -596
Oats(CBOT)
Sep16 160822 168.75 173.00 168.75 172.25 +2.50 120 1,574 +13
Dec16 160822 184.00 188.50 183.50 187.75 +3.25 301 7,771 +7
Mar17 160822 195.50 199.00 195.50 198.50 +2.25 26 1,272 +3
May17 160822 203.25 203.25 203.25 203.25 +3.50 0 30 +0
Total Volume and Open Interest 447 10,650 +23
Rough Rice(CBOT)
Sep16 160822 10.29 10.48 10.28 10.48 +0.22 1,204 4,468 -706
Nov16 160822 10.35 10.59 10.34 10.57 +0.26 1,079 5,827 +525
Jan17 160822 10.61 10.84 10.61 10.83 +0.27 202 370 +54
Mar17 160822 11.07 11.07 11.07 11.07 +0.26 0 46 +0
Total Volume and Open Interest 2,485 10,713 -127
Live Cattle(CME)
Aug16 160822 113.500 113.950 112.750 113.430 -0.120 2,621 7,039 -1,418
Oct16 160822 110.250 111.800 109.200 110.350 +0.100 23,236 110,938 -82
Dec16 160822 111.580 112.850 110.600 111.730 unch 8,992 64,424 +2,248
Feb17 160822 111.800 112.730 110.700 111.850 unch 4,674 31,097 +382
Apr17 160822 110.750 111.600 109.885 110.830 -0.020 1,221 19,101 +107
Jun17 160822 104.135 105.180 103.680 104.450 -0.085 396 8,496 +20
Total Volume and Open Interest 41,461 245,192 +1,376
Feeder Cattle(CME)
Aug16 160822 146.350 147.600 145.985 147.035 +0.955 1,377 4,961 -320
Sep16 160822 144.035 146.250 142.900 144.435 +0.585 3,227 11,012 -368
Oct16 160822 141.200 143.185 139.985 141.550 +0.350 2,286 14,820 +32
Nov16 160822 137.900 139.800 136.685 138.250 +0.265 841 6,391 +48
Jan17 160822 133.485 135.325 132.450 133.785 +0.300 367 3,979 -29
Mar17 160822 131.285 133.000 130.350 131.985 +0.605 117 1,599 +20
Apr17 160822 130.400 132.500 130.325 131.400 -0.135 22 395 +0
Total Volume and Open Interest 8,255 43,358 -611
Lean Hogs(CME)
Oct16 160822 62.200 63.035 60.900 61.150 -0.780 12,086 93,206 -1,471
Dec16 160822 57.800 58.450 56.750 57.050 -0.400 4,531 57,947 +301
Feb17 160822 62.000 62.430 61.350 61.830 -0.020 1,683 26,515 -195
Apr17 160822 66.800 67.450 66.650 67.350 +0.250 310 20,364 -17
May17 160822 73.050 73.050 72.500 73.050 +0.250 3 308 +3
Jun17 160822 76.330 77.180 76.285 77.100 +0.450 175 3,672 +76
Jul17 160822 75.950 76.300 75.385 76.300 +0.570 25 610 +8
Aug17 160822 74.635 75.000 74.135 75.000 +0.465 0 292 +0
Total Volume and Open Interest 18,813 203,129 -1,295
Class III Milk(CME)
Aug16 160822 16.96 16.96 16.95 16.96 +0.01 64 4,765 -5
Sep16 160822 17.88 17.97 17.80 17.82 -0.06 511 5,368 +144
Oct16 160822 17.59 17.68 17.54 17.55 -0.03 422 4,496 +146
Nov16 160822 17.10 17.14 17.08 17.10 +0.03 328 3,684 +94
Dec16 160822 16.62 16.70 16.62 16.63 +0.03 192 3,184 +45
Jan17 160822 16.35 16.35 16.34 16.35 unch 60 1,512 +10
Feb17 160822 16.29 16.29 16.23 16.24 +0.04 86 1,372 +11
Mar17 160822 16.23 16.23 16.23 16.23 unch 63 1,281 +14
Apr17 160822 16.27 16.28 16.27 16.27 unch 29 1,103 +2
May17 160822 16.43 16.43 16.41 16.41 -0.02 37 1,021 +13
Jun17 160822 16.60 16.60 16.59 16.60 +0.01 26 934 +2
Jul17 160822 16.85 16.85 16.84 16.85 +0.06 42 465 +21
Aug17 160822 16.89 16.90 16.89 16.90 +0.05 34 391 +11
Total Volume and Open Interest 2,081 30,861 +571
Cocoa(ICE)
Sep16 160822 3071 3071 2983 2983 -112 129 1,814 -212
Dec16 160822 3079 3079 2977 2984 -115 22,700 104,053 -2,460
Mar17 160822 3051 3051 2954 2962 -107 8,571 62,796 -283
May17 160822 3041 3041 2946 2955 -104 2,328 13,398 +285
Jul17 160822 3032 3032 2942 2949 -101 247 3,704 +9
Sep17 160822 3015 3015 2941 2941 -98 49 4,278 +6
Dec17 160822 3000 3000 2929 2929 -97 10 1,122 +0
Total Volume and Open Interest 34,040 195,053 -2,658
Coffee "C"(ICE)
Sep16 160822 139.00 144.30 138.50 144.10 +5.30 6,996 9,206 -3,794
Dec16 160822 141.60 146.60 141.00 146.40 +4.80 25,087 96,062 +678
Mar17 160822 144.90 149.75 144.20 149.60 +4.80 5,246 32,630 +1,177
May17 160822 147.00 151.70 146.15 151.55 +4.80 1,500 15,041 +269
Jul17 160822 148.60 153.40 148.60 153.30 +4.80 324 3,685 +17
Sep17 160822 150.20 155.00 150.20 154.90 +4.80 257 3,079 -27
Total Volume and Open Interest 39,442 166,358 -1,673
Orange Juice(ICE)
Sep16 160822 179.50 182.80 178.25 179.05 -0.85 1,327 4,967 -957
Nov16 160822 180.20 183.00 178.20 178.95 -1.25 1,086 9,089 +646
Jan17 160822 179.00 179.00 178.65 178.65 -1.25 9 1,404 +6
Mar17 160822 180.30 180.95 178.40 178.40 -1.25 1 247 +0
May17 160822 177.10 177.10 177.10 177.10 -1.35 0 43 +0
Jul17 160822 175.90 175.90 175.90 175.90 -1.35      
Total Volume and Open Interest 2,423 15,752 -305
Sugar #11(ICE)
Oct16 160822 19.79 20.46 19.66 20.42 +0.65 38,770 428,522 -317
Mar17 160822 20.31 20.92 20.17 20.88 +0.60 17,663 258,720 +2,043
May17 160822 19.82 20.37 19.72 20.34 +0.52 5,699 80,274 +997
Jul17 160822 19.30 19.81 19.21 19.79 +0.50 2,363 53,065 +247
Oct17 160822 19.00 19.51 18.96 19.49 +0.49 1,510 32,662 +273
Mar18 160822 18.86 19.31 18.86 19.29 +0.46 646 16,518 +278
May18 160822 18.31 18.70 18.31 18.69 +0.42 239 5,070 +175
Jul18 160822 18.20 18.27 18.20 18.25 +0.36 28 4,935 -4
Total Volume and Open Interest 66,920 885,933 +3,692
London Cocoa(LCE)
Sep16 160822 2485 2485 2403 2406 -86 3,783 83,874 -588
Dec16 160822 2443 2444 2360 2362 -84 10,298 89,035 +2,047
Mar17 160822 2396 2396 2314 2316 -81 5,368 59,366 +1,966
May17 160822 2377 2377 2300 2301 -79 4,174 26,611 +2,466
Jul17 160822 2360 2360 2295 2296 -79 339 4,785 -16
Sep17 160822 2362 2362 2285 2286 -78 1,051 6,072 +1,001
Dec17 160822 2298 2299 2269 2270 -83 6 1,293 +6
Total Volume and Open Interest 25,019 271,037 +6,882
London Sugar(LCE)
Oct16 160822 525.50 539.60 524.40 538.40 +13.10 5,819 36,763 -1,177
Dec16 160822 533.40 546.40 532.60 545.30 +11.90 3,250 21,321 +803
Mar17 160822 538.70 551.10 538.40 550.30 +11.30 1,212 18,157 +529
May17 160822 531.60 542.00 531.10 541.70 +10.50 387 9,489 +211
Aug17 160822 522.00 533.20 521.50 532.70 +10.80 58 4,556 +18
Total Volume and Open Interest 10,726 94,505 +384
Cotton(ICE)
Oct16 160822 67.15 68.57 67.15 67.92 +0.35 23 169 -2
Dec16 160822 68.05 68.90 67.63 68.28 +0.25 16,712 168,361 -524
Mar17 160822 68.77 69.56 68.35 68.95 +0.19 3,815 45,808 +1,180
May17 160822 68.90 69.40 68.72 69.08 +0.29 266 5,923 +19
Jul17 160822 68.99 69.30 68.65 69.08 +0.41 181 5,699 +73
Oct17 160822 68.77 68.77 68.77 68.77 +0.50      
Total Volume and Open Interest 21,142 236,248 +794
Lumber(CME)
Sep16 160822 321.9 324.8 321.6 323.2 +0.9 367 2,994 -186
Nov16 160822 332.8 336.0 332.7 335.3 +2.3 252 2,041 +103
Jan17 160822 340.0 342.5 340.0 342.5 +3.6 17 141 +5
Mar17 160822 341.5 341.5 341.5 341.5 +1.4 21 66 +16
Total Volume and Open Interest 657 5,265 -62
Crude Oil(NYM)
Sep16 160822 48.40 48.40 46.75 47.05 -1.47 229,277 71,057 -24,803
Oct16 160822 49.02 49.08 47.33 47.41 -1.70 474,898 464,434 +16,438
Nov16 160822 49.58 49.62 47.98 48.03 -1.70 73,518 221,420 +2,469
Dec16 160822 50.19 50.20 48.58 48.64 -1.68 82,448 269,713 +2,906
Jan17 160822 50.67 50.67 49.19 49.24 -1.65 27,484 119,902 +943
Feb17 160822 51.18 51.18 49.68 49.75 -1.61 14,967 48,154 +2,667
Mar17 160822 51.54 51.54 50.13 50.18 -1.58 19,586 93,522 -229
Apr17 160822 51.58 51.58 50.48 50.54 -1.54 7,694 31,343 +353
May17 160822 51.82 51.82 50.83 50.83 -1.51 4,677 25,600 -320
Jun17 160822 52.33 52.33 51.02 51.06 -1.49 20,074 87,716 +1,428
Jul17 160822 51.89 52.06 51.25 51.25 -1.47 3,822 20,601 +1,131
Aug17 160822 52.15 52.15 51.43 51.43 -1.44 1,656 15,811 -116
Sep17 160822 51.60 51.60 51.60 51.60 -1.42 3,077 36,305 +163
Oct17 160822 51.78 51.78 51.78 51.78 -1.40 818 12,988 +242
Nov17 160822 51.97 51.97 51.97 51.97 -1.39 568 12,764 +158
Dec17 160822 53.24 53.43 52.10 52.19 -1.37 28,537 144,808 +576
Total Volume and Open Interest 1,003,746 1,814,184 +5,349
e-miNY Crude Oil(NYM)
Oct16 160822 49.050 49.050 47.325 47.400 -1.700 4,793 2,229 +438
Nov16 160822 49.125 49.575 47.975 48.025 -1.700 239 222 +26
Dec16 160822 50.075 50.075 48.575 48.650 -1.675 207 361 -12
Jan17 160822 50.650 50.650 49.250 49.250 -1.650 21 26 +6
Feb17 160822 50.800 50.800 49.750 49.750 -1.600 6 14 -2
Mar17 160822 50.175 50.175 50.175 50.175 -1.575 2 15 -2
Apr17 160822 50.550 50.550 50.550 50.550 -1.525 0 89 +0
May17 160822 50.825 50.825 50.825 50.825 -1.525 1 75 +0
Jun17 160822 51.050 51.050 51.050 51.050 -1.500 7 13 -2
Jul17 160822 51.250 51.250 51.250 51.250 -1.475 4 10 -4
Total Volume and Open Interest 11,188 5,422 +219
NY Harbor ULSD(NYM)
Sep16 160822 151.43 151.67 148.12 148.64 -3.32 55,325 52,447 -3,301
Oct16 160822 153.40 153.66 149.98 150.48 -3.38 42,853 76,084 +310
Nov16 160822 154.91 155.49 151.78 152.22 -3.47 20,617 69,924 +1,006
Dec16 160822 156.99 156.99 153.21 153.62 -3.51 21,508 60,660 +35
Jan17 160822 157.75 157.86 155.04 155.22 -3.50 6,030 36,070 -113
Feb17 160822 158.75 158.80 156.17 156.22 -3.47 3,223 14,543 +1,071
Mar17 160822 157.99 158.60 156.47 156.52 -3.43 2,889 17,117 +297
Apr17 160822 156.98 157.34 156.20 156.20 -3.42 503 8,932 -32
May17 160822 156.88 156.88 156.42 156.42 -3.44 278 6,573 +23
Jun17 160822 157.15 158.24 156.69 156.82 -3.47 911 23,287 +137
Jul17 160822 157.59 157.59 157.59 157.59 -3.47 170 2,712 -73
Aug17 160822 158.54 158.54 158.54 158.54 -3.46 91 1,637 +3
Sep17 160822 159.65 159.65 159.65 159.65 -3.44 74 2,205 -8
Oct17 160822 160.81 160.81 160.81 160.81 -3.41 42 1,683 +0
Total Volume and Open Interest 155,366 403,959 -963
RBOB Gasoline(NYM)
Sep16 160822 150.87 150.87 146.79 148.42 -2.87 49,262 54,747 -3,988
Oct16 160822 143.44 143.44 139.37 140.46 -3.39 51,321 123,688 +2,737
Nov16 160822 141.49 141.95 138.29 139.07 -3.55 22,731 70,785 +1,192
Dec16 160822 140.55 140.55 137.45 138.00 -3.64 16,421 54,227 +1,693
Jan17 160822 141.55 141.55 137.84 138.25 -3.68 5,380 26,489 -569
Feb17 160822 141.81 141.81 138.97 139.34 -3.67 2,727 7,282 +247
Mar17 160822 142.45 142.78 140.95 141.19 -3.59 2,058 20,641 -31
Apr17 160822 160.20 160.75 159.31 159.56 -3.54 780 17,507 -77
May17 160822 160.54 161.36 160.20 160.40 -3.55 378 5,598 +21
Jun17 160822 160.59 161.52 159.86 160.16 -3.54 420 11,774 +21
Total Volume and Open Interest 153,004 422,067 +1,435
e-miNY RBOB Gasoline(NYM)
Sep16 160822 148.42 148.42 148.42 148.42 -2.87 0 1 +0
Oct16 160822 142.10 142.10 140.46 140.46 -3.39      
Nov16 160822 139.07 139.07 139.07 139.07 -3.55      
Dec16 160822 138.00 138.00 138.00 138.00 -3.64      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Sep16 160822 2.596 2.696 2.596 2.679 +0.095 146,982 79,022 -14,149
Oct16 160822 2.632 2.718 2.632 2.701 +0.082 92,520 235,376 +6,693
Nov16 160822 2.789 2.862 2.789 2.838 +0.057 40,900 187,865 +4,213
Dec16 160822 3.039 3.080 3.023 3.046 +0.024 20,432 76,249 +2,852
Jan17 160822 3.159 3.206 3.150 3.164 +0.010 32,447 134,909 -2,015
Feb17 160822 3.180 3.209 3.153 3.167 +0.010 7,213 35,435 +117
Mar17 160822 3.146 3.174 3.117 3.130 +0.007 13,864 83,589 +973
Apr17 160822 2.910 2.941 2.895 2.906 +0.002 10,081 63,366 +200
May17 160822 2.892 2.917 2.876 2.886 +0.002 2,526 23,090 +11
Jun17 160822 2.925 2.947 2.908 2.918 +0.002 962 22,340 -108
Jul17 160822 2.971 2.974 2.942 2.951 +0.002 915 15,450 +47
Aug17 160822 2.980 2.983 2.955 2.961 +0.002 672 14,174 -80
Sep17 160822 2.961 2.969 2.932 2.945 +0.002 1,067 15,619 +25
Oct17 160822 2.975 2.991 2.954 2.966 +0.002 3,060 26,080 +462
Nov17 160822 3.046 3.048 3.014 3.024 +0.002 1,634 12,009 +111
Dec17 160822 3.185 3.192 3.157 3.166 unch 877 15,995 +34
Total Volume and Open Interest 378,028 1,095,617 -389
Brent Crude Oil(ICE)
Oct16 160822 50.70 50.70 49.07 49.16 -1.72 268,834 285,056 -12,651
Nov16 160822 50.90 50.90 49.46 49.56 -1.63 159,302 450,961 +11,498
Dec16 160822 51.32 51.32 49.88 49.98 -1.62 143,905 389,323 +1,355
Jan17 160822 51.71 51.71 50.27 50.38 -1.61 45,017 123,898 +4,901
Feb17 160822 52.11 52.11 50.67 50.78 -1.60 23,432 93,759 +1,478
Mar17 160822 52.39 52.47 51.06 51.18 -1.58 22,282 113,716 +3,405
Apr17 160822 52.69 52.76 51.41 51.50 -1.56 6,298 36,330 +509
May17 160822 52.97 53.05 51.75 51.79 -1.54 3,864 40,382 -125
Jun17 160822 53.31 53.31 51.95 52.05 -1.52 31,592 117,251 +2,097
Jul17 160822 51.99 52.55 51.99 52.32 -1.49 2,080 21,655 +908
Aug17 160822 52.57 52.57 52.57 52.57 -1.48 1,670 18,219 -123
Sep17 160822 53.50 53.50 52.81 52.81 -1.45 2,683 48,076 +283
Oct17 160822 53.04 53.04 53.04 53.04 -1.43 1,279 18,746 +421
Nov17 160822 53.25 53.25 53.25 53.25 -1.41 597 15,996 +14
Total Volume and Open Interest 765,306 2,275,441 +18,629
Gas Oil(ICE)
Sep16 160822 443.50 444.50 433.75 435.75 -5.75 63,891 121,264 -8,515
Oct16 160822 451.25 451.25 439.25 441.25 -6.25 52,303 130,558 +5,511
Nov16 160822 452.00 452.75 442.25 444.00 -6.50 21,845 64,438 +371
Dec16 160822 455.25 455.50 445.00 446.75 -6.50 30,698 136,151 +1,660
Jan17 160822 458.50 458.50 449.00 450.50 -6.50 7,973 42,344 +39
Feb17 160822 458.00 460.50 452.50 454.25 -6.50 2,043 28,871 +117
Mar17 160822 463.50 463.50 455.50 457.00 -6.50 4,657 27,611 +414
Apr17 160822 463.25 464.25 458.50 459.50 -6.50 2,047 16,207 +98
May17 160822 468.00 468.00 461.00 461.75 -6.50 1,410 14,724 +176
Jun17 160822 470.25 470.25 463.25 464.00 -6.50 6,517 45,034 -558
Total Volume and Open Interest 202,597 797,676 -2,705
Ethanol(CBOT)
Sep16 160822 1.471 1.484 1.470 1.478 -0.004 585 732 -383
Oct16 160822 1.476 1.477 1.468 1.471 -0.002 338 1,415 +222
Nov16 160822 1.453 1.453 1.448 1.453 -0.002 19 558 +11
Dec16 160822 1.430 1.430 1.430 1.430 -0.005 16 1,125 -2
Jan17 160822 1.416 1.416 1.416 1.416 -0.007 23 192 +13
Feb17 160822 1.420 1.420 1.420 1.420 -0.007 0 163 +0
Mar17 160822 1.434 1.434 1.434 1.434 -0.007 7 7 +2
Apr17 160822 1.451 1.451 1.451 1.451 -0.007 7 7 +7
Total Volume and Open Interest 995 4,205 -130
WTI Crude Oil(ICE)
Oct16 160822 48.91 48.98 47.34 47.41 -1.70 66,698 102,620 +369
Nov16 160822 49.51 49.52 47.98 48.03 -1.70 25,391 50,027 -400
Dec16 160822 50.07 50.09 48.59 48.64 -1.68 24,297 102,776 +736
Jan17 160822 50.57 50.57 49.18 49.24 -1.65 7,298 27,283 +1,261
Feb17 160822 50.56 50.62 49.75 49.75 -1.61 2,120 23,529 -351
Mar17 160822 50.96 51.03 50.18 50.18 -1.58 1,959 28,910 -91
Apr17 160822 51.01 51.01 50.54 50.54 -1.54 1,367 6,362 +49
May17 160822 51.30 51.32 50.83 50.83 -1.51 500 4,903 +47
Jun17 160822 51.37 51.56 51.05 51.06 -1.49 4,540 30,634 +142
Jul17 160822 51.25 51.25 51.25 51.25 -1.47 156 3,358 +50
Aug17 160822 51.43 51.43 51.43 51.43 -1.44 265 691 +29
Sep17 160822 51.60 51.60 51.60 51.60 -1.42 652 9,659 +111
Oct17 160822 51.78 51.78 51.78 51.78 -1.40 66 1,128 +0
Nov17 160822 51.97 51.97 51.97 51.97 -1.39 90 1,064 +19
Dec17 160822 52.91 52.91 52.16 52.19 -1.37 7,046 62,477 -96
Jan18 160822 52.33 52.33 52.33 52.33 -1.37 0 450 +0
Total Volume and Open Interest 170,302 527,655 -8,525
US Dollar Index(ICE)
Sep16 160822 94.570 94.940 94.425 94.500 +0.018 22,338 47,566 -212
Dec16 160822 94.600 94.895 94.390 94.460 +0.007 1,925 7,917 +832
Mar17 160822 94.735 94.815 94.430 94.430 +0.007 21 1,922 +10
Total Volume and Open Interest 24,304 57,544 +649
Australian Dollar(CME)
Sep16 160822 76.02 76.35 75.78 76.25 +0.10 92,293 111,090 +1,891
Dec16 160822 75.88 76.15 75.61 76.08 +0.11 544 2,511 +67
Mar17 160822 75.58 75.93 75.57 75.93 +0.10 0 13 +0
Total Volume and Open Interest 92,837 113,614 +1,958
British Pound(CME)
Sep16 160822 130.78 131.64 130.40 131.41 +0.56 101,765 241,666 -2,582
Dec16 160822 130.95 131.86 130.65 131.65 +0.57 2,851 6,155 +1,843
Mar17 160822 131.91 132.07 131.02 131.91 +0.56 19 634 +6
Total Volume and Open Interest 104,637 248,868 -733
Canadian Dollar(CME)
Sep16 160822 77.70 77.71 77.13 77.22 -0.55 56,199 124,813 +4,942
Dec16 160822 77.60 77.60 77.17 77.26 -0.54 2,349 4,547 +510
Mar17 160822 77.63 77.63 77.24 77.30 -0.54 15 438 -2
Jun17 160822 77.35 77.35 77.30 77.35 -0.54 0 192 +0
Total Volume and Open Interest 58,563 130,070 +5,450
Japanese Yen(CME)
Sep16 160822 99.42 99.88 99.16 99.82 -0.05 120,571 160,971 -1,658
Dec16 160822 99.89 100.27 99.56 100.21 -0.06 771 2,663 +108
Mar17 160822 100.65 100.65 100.08 100.65 -0.05 0 263 +0
Total Volume and Open Interest 121,342 164,016 -1,550
Swiss Franc(CME)
Sep16 160822 104.21 104.33 103.79 104.16 -0.20 24,174 40,800 -548
Dec16 160822 104.43 104.75 104.36 104.72 -0.21 102 159 -1
Mar17 160822 105.28 105.28 105.12 105.28 -0.20      
Total Volume and Open Interest 24,310 40,976 -552
EuroFX(CME)
Sep16 160822 113.26 113.43 112.83 113.37 +0.01 159,275 354,162 +101
Dec16 160822 113.74 113.86 113.28 113.81 +0.01 1,601 9,087 +728
Mar17 160822 114.15 114.28 113.74 114.28 +0.02 45 1,322 -17
Total Volume and Open Interest 160,940 365,299 +815
Mexican Peso(CME)
Sep16 160822 547.25 547.63 543.00 545.25 -0.88 48,191 82,589 -93
Oct16 160822 543.75 543.75 543.75 543.75 -0.88      
Total Volume and Open Interest 48,263 114,577 -75
Brazilian Real(CME)
Sep16 160822 308.90 311.55 307.45 310.80 +0.90 1,623 25,849 -800
Oct16 160822 306.00 308.40 305.95 308.00 +0.90 199 294 +131
Nov16 160822 305.25 305.25 303.95 305.25 +0.80      
Dec16 160822 300.45 302.55 300.45 302.55 +0.80 0 150 +0
Total Volume and Open Interest 1,822 26,293 -669
30-Year T-Bonds(CBOT)
Sep16 160822 170~300 172~160 170~210 172~120 +1~090 180,086 580,756 -1,549
Dec16 160822 169~160 171~000 169~060 170~290 +1~090 1,419 4,103 +323
Mar17 160822 169~250 169~250 169~250 169~250 +1~090      
Total Volume and Open Interest 181,505 584,859 -1,226
10-Year T-Notes(CBOT)
Sep16 160822 131~285 132~100 131~220 132~090 +0~105 884,807 2,745,791 -21,816
Dec16 160822 130~285 131~100 130~215 131~090 +0~105 11,241 83,400 -873
Mar17 160822 130~150 130~150 130~150 130~150 +0~105      
Total Volume and Open Interest 896,048 2,829,191 -22,689
5-Year T-Notes(CBOT)
Sep16 160822 121~106 121~176 121~064 121~166 +0~044 471,892 2,703,457 -2,176
Dec16 160822 121~080 121~174 121~060 121~170 +0~046 29,970 125,464 +11,499
Mar17 160822 121~072 121~072 121~072 121~072 +0~046      
Total Volume and Open Interest 501,862 2,828,921 +9,323
2 Year T-Notes(CBOT)
Sep16 160822 109~094 109~110 109~076 109~104 +0~004 199,986 1,071,940 -18,394
Dec16 160822 109~060 109~082 109~046 109~080 +0~004 8,128 40,943 +5,682
Mar17 160822 109~074 109~074 109~074 109~074 +0~004      
Total Volume and Open Interest 208,114 1,112,883 -12,712
Eurodollars(CME)
Sep16 160822 99.135 99.135 99.110 99.122 -0.010 183,913 1,173,848 -5,768
Dec16 160822 99.075 99.080 99.050 99.070 -0.010 255,654 1,516,018 -20,230
Mar17 160822 99.050 99.050 99.010 99.045 unch 155,420 1,104,598 -8,902
Jun17 160822 99.000 99.015 98.965 99.010 +0.005 117,315 974,662 -488
Sep17 160822 98.960 98.985 98.925 98.975 +0.010 126,642 890,974 +2,182
Dec17 160822 98.915 98.945 98.875 98.935 +0.015 150,516 1,302,625 -10,077
Mar18 160822 98.885 98.920 98.850 98.915 +0.020 80,296 628,004 -6,930
Jun18 160822 98.850 98.895 98.820 98.890 +0.025 71,730 487,697 +453
Sep18 160822 98.825 98.865 98.785 98.860 +0.030 66,026 433,298 -3,136
Dec18 160822 98.780 98.825 98.745 98.820 +0.035 73,116 593,988 +5,576
Mar19 160822 98.745 98.800 98.720 98.795 +0.035 41,863 413,118 +847
Jun19 160822 98.725 98.770 98.685 98.765 +0.040 41,326 295,981 +192
Sep19 160822 98.675 98.735 98.650 98.735 +0.045 20,489 240,283 +566
Dec19 160822 98.635 98.690 98.610 98.690 +0.045 23,592 242,393 +1,917
Mar20 160822 98.595 98.660 98.575 98.660 +0.050 20,631 146,785 +670
Jun20 160822 98.555 98.625 98.535 98.620 +0.050 17,023 97,523 +1,094
Sep20 160822 98.520 98.585 98.495 98.585 +0.055 11,437 79,216 +919
Dec20 160822 98.475 98.545 98.450 98.540 +0.055 9,465 94,371 +146
Total Volume and Open Interest 1,524,938 11,021,774 -27,043
Ultra T-Bond(CBOT)
Sep16 160822 186~18 188~22 186~08 188~15 +1~24 65,367 603,170 +2,099
Dec16 160822 185~21 187~27 185~13 187~21 +1~25 3,614 12,980 +1,515
Mar17 160822 186~21 186~21 186~21 186~21 +1~25      
Total Volume and Open Interest 68,981 616,150 +3,614
Ultra 10-Yr T-Note(CBOT)
Sep16 160822 144~180 145~060 144~105 145~040 +0~165 47,606 188,318 +1,062
Dec16 160822 144~130 144~240 143~285 144~210 +0~175 2 139 +0
Mar17 160822 144~210 144~210 144~210 144~210 +0~175      
Total Volume and Open Interest 47,608 188,457 +1,062
30 Day Federal Funds(CBOT)
Aug16 160822 99.600 99.603 99.600 99.603 +0.003 17 132,934 -8
Sep16 160822 99.585 99.590 99.585 99.590 unch 8,096 79,317 +4,155
Oct16 160822 99.565 99.565 99.555 99.565 -0.005 58,554 201,800 +14,965
Nov16 160822 99.545 99.545 99.535 99.545 -0.005 51,542 105,275 +12,927
Dec16 160822 99.505 99.505 99.495 99.505 unch 4,308 61,069 +229
Jan17 160822 99.460 99.470 99.450 99.470 unch 10,979 104,208 +1,862
Total Volume and Open Interest 148,846 897,821 +35,847
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 160822 99.99 99.99 99.99 99.99 unch      
Dec16 160822 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160822 99.99 99.99 99.99 99.99 unch      
Jun17 160822 99.99 99.99 99.99 99.99 unch      
Sep17 160822 99.99 99.99 99.99 99.99 unch      
Dec17 160822 99.99 99.99 99.99 99.99 unch      
Mar18 160822 100.00 100.00 100.00 100.00 unch      
Jun18 160822 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160822 151.45 151.46 151.29 151.30 -0.09 725 16,798 +26
Dec16 160822 151.62 151.62 151.62 151.62 -0.09 50 78 +50
Mar17 160822 151.54 151.54 151.54 151.54 -0.09      
Total Volume and Open Interest 775 16,876 +76
Euro-Buxl(EUREX)
Sep16 160822 192.74 194.94 192.50 194.38 +1.68 20,725 138,566 +3,409
Dec16 160822 191.76 192.80 191.76 192.74 +1.68 411 764 +401
Mar17 160822 192.38 192.38 192.38 192.38 +1.68      
Total Volume and Open Interest 21,136 139,330 +3,810
Euro-Bund(EUREX)
Sep16 160822 166.90 167.65 166.85 167.50 +0.53 400,111 1,599,689 -18,146
Dec16 160822 164.18 164.92 164.18 164.78 +0.52 4,409 84,740 +3,789
Mar17 160822 167.00 167.24 167.00 167.13 +0.56 15 171 +11
Total Volume and Open Interest 404,535 1,684,600 -14,346
Euro-Bobl(EUREX)
Sep16 160822 133.46 133.64 133.43 133.60 +0.12 272,614 1,306,036 +20,412
Dec16 160822 131.46 131.62 131.46 131.60 +0.11 21,585 66,867 +19,597
Mar17 160822 133.55 133.55 133.55 133.55 +0.12      
Total Volume and Open Interest 294,199 1,372,903 +40,009
Euro-Schatz(EUREX)
Sep16 160822 111.99 112.01 111.98 112.00 +0.01 105,291 1,067,495 -1,720
Dec16 160822 111.97 111.98 111.96 111.97 +0.00 453 18,696 +449
Mar17 160822 112.00 112.00 112.00 112.00 +0.01      
Total Volume and Open Interest 105,744 1,086,191 -1,271
3-Mth Euribor(EUREX)
Sep16 160822 100.310 100.310 100.310 100.310 unch 0 3,849 +0
Dec16 160822 100.330 100.330 100.330 100.330 unch 54 2,890 +10
Mar17 160822 100.340 100.340 100.340 100.340 +0.005 3 3,188 +0
Total Volume and Open Interest 114 76,665 +60
Long Gilt(LIFFE)
Sep16 160822 131~26 132~14 131~24 132~09 +0~15 113,382 502,655 -5,614
Dec16 160822 130~24 131~10 130~23 131~07 +0~15 413 343 +343
Total Volume and Open Interest 113,795 502,998 -5,271
3-Mth Short Sterling(LIFFE)
Sep16 160822 99.64 99.64 99.63 99.63 -0.01 55,767 360,315 -2,308
Dec16 160822 99.72 99.73 99.72 99.72 unch 40,394 620,651 -6,288
Mar17 160822 99.73 99.75 99.73 99.74 unch 27,842 355,271 -3,330
Jun17 160822 99.74 99.76 99.74 99.75 unch 38,788 343,458 -466
Sep17 160822 99.75 99.76 99.74 99.75 unch 41,462 297,049 +597
Dec17 160822 99.74 99.76 99.73 99.75 +0.01 24,632 324,531 -18
Total Volume and Open Interest 371,979 3,184,601 -11,050
3-Mth Euribor(LIFFE)
Sep16 160822 100.305 100.310 100.305 100.305 unch 18,363 358,255 +392
Dec16 160822 100.330 100.330 100.320 100.325 unch 58,794 458,615 +4,572
Mar17 160822 100.330 100.340 100.325 100.335 unch 70,803 354,635 +7,189
Total Volume and Open Interest 512,223 3,114,051 +55,901
3-Mth Aus T-Bills(SFE)
Sep16 160822 98.24 98.24 98.23 98.24 unch 18,523 146,765 -4,689
Dec16 160822 98.33 98.33 98.31 98.33 unch 20,534 206,353 +4,141
Mar17 160822 98.39 98.39 98.37 98.38 -0.01 12,528 163,830 +63
Jun17 160822 98.41 98.42 98.39 98.41 -0.01 9,624 127,390 +555
Sep17 160822 98.43 98.43 98.41 98.42 -0.01 5,169 96,411 -131
Dec17 160822 98.42 98.43 98.40 98.41 -0.02 3,694 76,601 -3,141
Mar18 160822 98.41 98.42 98.39 98.40 -0.03 1,148 61,713 -170
Jun18 160822 98.40 98.40 98.38 98.39 -0.02 793 46,306 -48
Sep18 160822 98.37 98.37 98.37 98.37 -0.02 49 7,015 -6
Dec18 160822 98.33 98.33 98.33 98.33 -0.04 10 4,251 +0
Total Volume and Open Interest 72,289 939,794 -3,223
10-Year Aus T-Bonds(SFE)
Sep16 160822 98.13 98.14 98.08 98.09 -0.04 97,417 819,958 -4,709
Dec16 160822 98.09 98.09 98.09 98.09 -0.04      
Total Volume and Open Interest 97,417 819,958 -4,709
3-Year Aus T-Bonds(SFE)
Sep16 160822 98.64 98.64 98.60 98.61 -0.03 111,123 823,943 +18,166
Dec16 160822 98.61 98.61 98.61 98.61 -0.03      
Total Volume and Open Interest 111,123 823,943 +18,166
Gold(CMX)
Aug16 160822 1334.4 1337.7 1333.3 1337.7 -2.7 140 838 -70
Oct16 160822 1341.0 1341.5 1331.6 1339.4 -2.8 5,002 47,952 +345
Dec16 160822 1345.0 1345.7 1335.4 1343.4 -2.8 170,557 438,493 +9,332
Feb17 160822 1346.1 1347.9 1339.5 1347.3 -2.7 664 32,741 -77
Apr17 160822 1348.9 1350.7 1347.6 1350.7 -2.8 344 10,233 +189
Jun17 160822 1349.8 1353.8 1346.9 1353.8 -2.8 199 14,485 +30
Aug17 160822 1356.8 1356.8 1356.8 1356.8 -2.8 210 8,117 -37
Oct17 160822 1357.1 1359.8 1357.1 1359.8 -2.8 15 966 -1
Dec17 160822 1359.6 1362.6 1356.2 1362.6 -2.8 52 11,552 -24
Feb18 160822 1365.5 1365.5 1365.5 1365.5 -2.8 0 135 +0
Apr18 160822 1368.3 1368.3 1368.3 1368.3 -2.8 0 3 +0
Jun18 160822 1371.1 1371.1 1371.1 1371.1 -2.8 0 4,334 +0
Total Volume and Open Interest 177,855 579,821 +9,616
Silver(CMX)
Sep16 160822 1925.0 1925.0 1871.0 1885.9 -45.8 71,168 92,936 -7,310
Dec16 160822 1938.0 1938.5 1855.0 1899.8 -45.1 22,486 92,507 +6,643
Mar17 160822 1942.0 1942.0 1900.0 1911.7 -44.9 402 11,371 +77
May17 160822 1925.5 1935.0 1919.0 1919.0 -44.7 48 649 +5
Jul17 160822 1937.0 1937.0 1925.7 1925.7 -44.7 9 2,383 +0
Sep17 160822 1939.5 1939.5 1932.4 1932.4 -44.7 68 472 -40
Dec17 160822 1951.0 1951.0 1939.0 1942.1 -44.7 44 2,166 -29
Total Volume and Open Interest 94,356 206,078 -647
Platinum(NYMEX)
Oct16 160822 1116.3 1119.5 1101.6 1108.2 -10.2 10,429 74,762 +0
Jan17 160822 1119.5 1121.9 1104.3 1110.7 -10.1 210 6,015 +69
Apr17 160822 1111.7 1114.4 1111.7 1113.3 -10.1 0 238 +0
Jul17 160822 1115.1 1115.1 1115.1 1115.1 -10.1 0 15 +0
Total Volume and Open Interest 10,787 81,149 +132
Palladium(NYMEX)
Sep16 160822 709.45 711.45 690.65 692.15 -17.20 5,630 20,018 -950
Dec16 160822 711.10 712.80 692.55 694.00 -17.10 1,601 8,934 +1,030
Mar17 160822 695.30 695.30 695.30 695.30 -17.10 8 54 -1
Total Volume and Open Interest 7,244 29,018 +75
Copper(CMX)
Sep16 160822 217.20 217.45 212.70 214.00 -2.70 63,379 50,042 -3,599
Dec16 160822 217.80 218.55 214.10 215.20 -2.55 21,827 92,248 +3,491
Mar17 160822 217.60 217.60 215.30 216.20 -2.50 2,327 25,462 +157
May17 160822 216.00 217.35 216.00 216.85 -2.50 241 5,312 -63
Jul17 160822 217.40 217.40 217.40 217.40 -2.40 11 952 +0
Total Volume and Open Interest 88,550 183,713 +157
E-mini DJIA Index(CBOT)
Sep16 160822 18544 18561 18442 18519 -21 92,435 144,695 -950
Dec16 160822 18450 18470 18357 18432 -22 73 1,100 +7
Mar17 160822 18367 18367 18333 18367 -22 0 262 +0
Jun17 160822 18326 18326 18313 18326 -22 0 3 +0
Total Volume and Open Interest 92,508 146,060 -943
S & P 500(CME)
Sep16 160822 2181.60 2184.40 2173.80 2181.40 -0.30 2,872 95,067 +463
Dec16 160822 2170.50 2175.90 2168.40 2174.20 -0.20 289 1,238 +232
Mar17 160822 2167.40 2169.10 2161.60 2167.40 -0.20 0 60 +0
Jun17 160822 2161.20 2162.90 2155.40 2161.20 -0.20 0 60 +0
Total Volume and Open Interest 3,161 96,425 +695
S & P 500 E-Mini(Globex)
Sep16 160822 2181.75 2184.50 2173.50 2181.50 -0.25 1,201,115 2,910,049 +14,396
Dec16 160822 2174.50 2177.00 2166.50 2174.25 -0.25 4,598 56,179 +2,475
Mar17 160822 2165.75 2169.75 2160.00 2167.50 unch 281 926 -42
Jun17 160822 2161.25 2161.25 2156.00 2161.25 -0.25 4 321 +0
Total Volume and Open Interest 1,205,998 2,967,476 +16,829
NASDAQ 100 E-Mini(Globex)
Sep16 160822 4809.30 4818.00 4789.50 4811.80 +4.80 149,002 295,120 -1,218
Dec16 160822 4799.50 4810.50 4783.80 4805.30 +5.00 78 993 -15
Mar17 160822 4799.30 4799.30 4791.80 4799.30 +5.00 0 49 +0
Total Volume and Open Interest 149,080 296,169 -1,233
S&P Midcap 400(CME) e-Mini
Sep16 160822 1561.00 1563.30 1554.20 1562.40 +1.40 14,365 84,907 +1,288
Dec16 160822 1557.00 1557.00 1552.50 1557.00 +1.40 0 10 +0
Mar17 160822 1557.50 1557.50 1557.50 1557.50 +1.40      
Total Volume and Open Interest 14,365 84,917 +1,288
Volatility Index(CBOE)
Aug16 160817 12.80 13.00 12.55 12.65 -0.18 87,344 101,401 -15,417
Sep16 160822 14.65 15.00 14.65 14.73 +0.05 65,419 292,330 -3,600
Oct16 160822 16.70 16.97 16.63 16.77 +0.09 35,371 88,534 +3,760
Nov16 160822 17.75 17.98 17.68 17.80 +0.07 14,337 43,372 +2,079
Total Volume and Open Interest 132,219 497,740 +3,147
Russell 2000(ICE)
Sep16 160822 1233.80 1239.50 1229.10 1238.10 +3.40 56,728 330,979 +1,462
Dec16 160822 1231.00 1234.00 1230.90 1233.50 +3.60 4 1,048 +1
Mar17 160822 1230.00 1230.00 1230.00 1230.00 +3.60 0 250 +0
Total Volume and Open Interest 56,732 332,447 +1,463
Nikkei 225(CME)
Sep16 160822 16560 16645 16495 16550 +65 9,169 34,945 -559
Dec16 160822 16510 16565 16450 16495 +65 42 376 -25
Total Volume and Open Interest 9,211 35,321 -584
Nikkei 225(SGX)
Sep16 160822 16495 16615 16400 16560 +25 77,494 201,981 +2,555
Dec16 160822 16315 16450 16315 16425 +5 1,288 6,714 -118
Mar17 160822 16410 16410 16410 16410 +35 0 5 +0
Total Volume and Open Interest 67,641 211,555 -1,225
Nikkei 225(CME) Yen
Sep16 160822 16550 16615 16480 16545 +70 34,287 70,980 +648
Dec16 160822 16460 16470 16345 16405 +70 10 237 -1
Mar17 160822 16355 16355 16355 16355 +70      
Total Volume and Open Interest 34,297 71,217 +647
Nikkei 225(CME) e-Mini Yen
Sep16 160822 16540 16590 16540 16540 +60 2 10 +0
Dec16 160822 16400 16400 16400 16400 +60      
Mar17 160822 16350 16350 16350 16350 +60      
Total Volume and Open Interest 2 10 +0
CAC 40(EURONEXT)
Sep16 160822 4394.0 4443.5 4375.0 4388.5 -11.0 64,290 265,481 +16,488
Oct16 160822 4392.0 4424.0 4371.0 4377.0 -11.0 61 75 -3
Nov16 160822 4376.5 4376.5 4376.5 4376.5        
Dec16 160822 4365.0 4367.5 4365.0 4367.5 -10.5 0 45 +0
Total Volume and Open Interest 149,687 340,371 -121,268
Hang Seng Index(HKFE)
Aug16 160822 22915 23018 22772 22963 +51 126,493 126,533 +4,717
Sep16 160822 22870 22957 22715 22900 +43 3,497 13,791 +105
Total Volume and Open Interest 130,951 145,819 +5,162
DAX(EUREX)
Sep16 160822 10528.0 10657.0 10386.0 10476.5 -71.5 58,738 147,861 -15,401
Dec16 160822 10523.5 10644.0 10380.0 10466.0 -70.5 53 6,536 -21
Mar17 160822 10458.0 10458.0 10458.0 10458.0 -72.0 16 199 +8
Total Volume and Open Interest 58,807 154,596 -15,414
Mini-DAX(EUREX)
Sep16 160822 10534.0 10658.0 10384.0 10476.5 -71.5 14,974 10,436 -455
Dec16 160822 10521.0 10642.0 10375.0 10466.0 -70.5 39 305 +9
Mar17 160822 10612.0 10612.0 10425.0 10458.0 -72.0 0 57 +0
Total Volume and Open Interest 15,013 10,798 -446
FT-SE 100(EURONEXT)
Sep16 160822 6860.50 6885.00 6810.00 6813.00 -43.00 91,028 692,898 +2,561
Dec16 160822 6813.00 6823.00 6768.00 6770.00 -43.50 19 953 +4
Mar17 160822 6712.00 6712.00 6712.00 6712.00 -43.50      
Total Volume and Open Interest 91,047 693,851 +2,565
SPI 200(SFE)
Sep16 160822 5494.0 5508.0 5475.0 5491.0 -5.0 32,998 297,341 -2,063
Dec16 160822 5473.0 5486.0 5473.0 5476.0 -5.0 192 2,852 +0
Mar17 160822 5427.0 5427.0 5427.0 5427.0 -5.0 0 1,436 +0
Total Volume and Open Interest 33,272 309,467 -2,023
FTSE MIB(ISE)
Sep16 160822 16300.00 16525.00 16245.00 16359.00 +43.00 19,972 38,709 -492
Dec16 160822 16200.00 16360.00 16140.00 16239.00 +45.00 18 282 -3
Mar17 160822 16209.00 16209.00 16209.00 16209.00 +45.00      
Total Volume and Open Interest 19,990 38,991 -495
KOSPI 200(KFE)
Sep16 160822 257.95 258.50 256.95 257.20 -1.25 109,219 142,446 +3,770
Dec16 160822 257.20 259.30 257.20 258.05 -1.40 1,047 14,002 +159
Mar17 160822 255.60 256.00 255.30 255.50 -1.25 11 1,144 -4
Total Volume and Open Interest 110,279 160,938 +3,923
GSCI(CME)
Sep16 160822 365.30 366.55 364.50 364.60 -5.80 129 13,001 -55
Oct16 160822 367.10 367.10 367.10 367.10 -6.80      
Nov16 160822 370.10 370.10 370.10 370.10 -6.80      
Total Volume and Open Interest 129 13,001 -55
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.

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!