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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue August 23, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep16 160823 1030.50 1036.75 1026.50 1034.25 -1.00 11,596 38,518 -715
Nov16 160823 1014.50 1016.75 1006.50 1013.50 -2.25 85,467 393,748 -1,979
Jan17 160823 1015.50 1017.50 1007.50 1014.25 -2.50 13,180 73,229 +19
Mar17 160823 1010.25 1013.00 1003.50 1010.75 -1.25 9,250 66,599 -411
May17 160823 1007.50 1009.00 1001.00 1007.75 -1.00 4,694 33,849 -177
Jul17 160823 1006.25 1008.25 1000.25 1006.50 -1.00 4,806 36,219 -235
Aug17 160823 998.50 1001.00 994.00 999.00 -1.75 413 729 +173
Sep17 160823 975.00 975.00 975.00 975.00 -1.50 8 527 +1
Nov17 160823 956.25 956.75 949.75 953.75 -2.00 2,764 27,312 -516
Jan18 160823 955.00 955.00 955.00 955.00 -1.25 0 558 +0
Mar18 160823 951.75 951.75 951.75 951.75 -1.25 0 71 +0
May18 160823 953.75 953.75 953.75 953.75 -1.00 0 50 +0
Jul18 160823 957.25 957.25 957.25 957.25 -1.00 0 127 +0
Aug18 160823 954.50 954.50 954.50 954.50 -1.00 0 17 +0
Total Volume and Open Interest 132,178 671,798 -3,840
Soybean Meal(CBOT)
Sep16 160823 334.00 334.80 329.60 332.40 -1.80 13,936 39,541 -846
Oct16 160823 331.90 332.60 327.80 330.50 -1.70 10,443 32,894 +894
Dec16 160823 330.60 331.60 326.00 328.50 -2.30 33,122 168,731 +1,244
Jan17 160823 328.40 328.80 324.00 326.30 -2.20 4,563 31,493 -401
Mar17 160823 325.40 325.80 321.30 323.80 -1.50 4,536 31,888 +1,031
May17 160823 322.00 322.10 317.90 320.50 -1.20 2,825 21,827 +402
Jul17 160823 321.60 321.60 317.30 319.90 -1.10 2,390 21,019 +384
Aug17 160823 318.30 318.40 316.40 318.10 -1.00 421 2,204 +23
Sep17 160823 315.70 316.30 314.10 315.90 -0.80 166 2,375 +55
Oct17 160823 309.80 310.10 308.20 309.90 -0.40 66 2,551 +15
Total Volume and Open Interest 72,622 363,810 +2,791
Soybean Oil(CBOT)
Sep16 160823 33.86 34.41 33.56 33.89 unch 11,105 46,480 -2,081
Oct16 160823 33.95 34.54 33.71 34.04 +0.02 9,601 42,728 +1,603
Dec16 160823 34.25 34.83 33.97 34.32 +0.01 52,706 188,393 +2,387
Jan17 160823 34.23 35.03 34.19 34.53 +0.01 11,194 39,279 +1,632
Mar17 160823 34.58 35.12 34.31 34.65 +0.02 4,965 29,684 +343
May17 160823 34.40 35.13 34.35 34.71 +0.04 5,935 19,636 +1,483
Jul17 160823 34.61 35.27 34.51 34.85 +0.03 3,220 10,335 -486
Aug17 160823 34.50 35.14 34.50 34.82 unch 165 3,392 -21
Sep17 160823 35.14 35.14 34.74 34.74 unch 17 2,759 +1
Oct17 160823 34.66 34.71 34.18 34.48 -0.01 34 1,832 -15
Total Volume and Open Interest 99,128 391,490 +4,870
Canola(WCE)
Nov16 160823 469.7 474.7 467.0 472.2 +1.7 11,135 126,148 -1,587
Jan17 160823 475.7 481.3 475.7 478.7 +1.7 880 25,051 +168
Mar17 160823 484.0 485.7 482.3 484.2 +2.1 529 6,604 +315
May17 160823 487.7 489.5 485.9 488.2 +2.2 75 4,937 -3
Jul17 160823 491.6 493.9 489.5 491.8 +2.2 57 7,469 +42
Total Volume and Open Interest 12,677 174,583 -1,064
Corn(CBOT)
Sep16 160823 333.00 333.00 326.50 328.50 -4.75 85,600 202,615 -23,130
Dec16 160823 342.00 342.25 335.25 337.25 -5.25 144,407 739,947 +1,607
Mar17 160823 352.00 352.00 345.00 347.00 -5.25 37,179 190,510 +1,709
May17 160823 358.00 358.00 352.00 353.75 -5.25 5,103 47,662 +180
Jul17 160823 365.00 365.00 358.75 360.75 -4.75 7,919 91,515 +982
Sep17 160823 370.00 370.25 365.75 367.75 -4.50 2,469 34,835 +231
Dec17 160823 380.75 381.00 375.00 377.25 -3.75 2,117 55,955 -480
Mar18 160823 386.50 387.75 384.50 386.75 -3.25 25 2,643 +16
May18 160823 391.50 391.50 391.50 391.50 -3.25 0 645 +0
Jul18 160823 393.00 395.50 392.50 394.75 -3.75 34 1,127 +26
Total Volume and Open Interest 285,176 1,370,161 -18,735
Wheat(CBOT)
Sep16 160823 415.00 415.00 406.75 407.75 -7.50 38,691 79,115 -6,209
Dec16 160823 435.00 435.25 427.00 427.50 -7.75 58,565 246,961 +7,408
Mar17 160823 458.00 458.00 449.75 450.00 -8.00 14,619 67,390 +4,469
May17 160823 472.25 472.25 464.25 464.50 -8.50 2,302 15,571 +32
Jul17 160823 478.00 479.75 472.75 473.50 -7.50 1,764 26,002 -179
Sep17 160823 493.25 494.25 487.50 487.50 -7.75 68 2,687 +2
Total Volume and Open Interest 116,130 444,417 +5,537
Wheat(KCBT)
Sep16 160823 413.75 414.00 406.25 407.25 -6.50 15,439 67,605 -3,418
Dec16 160823 440.00 440.00 432.50 433.50 -6.50 18,303 102,721 +3,687
Mar17 160823 456.00 456.00 448.50 449.75 -6.25 3,644 35,558 +916
May17 160823 465.00 465.00 459.25 460.25 -5.75 599 12,184 +59
Jul17 160823 474.50 474.50 469.00 469.75 -5.75 615 17,237 -9
Sep17 160823 488.00 488.00 485.00 485.50 -5.25 36 1,685 +2
Dec17 160823 509.25 510.25 508.75 508.75 -4.25 22 1,022 +4
Total Volume and Open Interest 38,658 238,213 +1,241
Wheat(MGE)
Sep16 160823 532.00 532.75 514.50 515.75 -16.25 2,498 10,617 -495
Dec16 160823 524.00 524.50 514.50 515.75 -8.75 4,048 23,913 +740
Mar17 160823 532.00 532.75 525.00 526.00 -7.00 722 13,170 +56
May17 160823 537.75 538.00 534.75 535.00 -6.00 220 5,358 -41
Jul17 160823 547.00 547.50 543.50 543.50 -5.75 128 2,718 -37
Sep17 160823 555.25 556.25 552.75 552.75 -5.50 84 2,140 +12
Total Volume and Open Interest 7,810 58,842 +235
Oats(CBOT)
Sep16 160823 173.00 173.75 170.50 171.50 -0.75 178 1,558 -16
Dec16 160823 188.00 188.25 186.00 186.25 -1.50 359 7,820 +49
Mar17 160823 198.00 200.25 198.00 198.50 unch 52 1,300 +28
May17 160823 201.75 201.75 201.75 201.75 -1.50 0 30 +0
Total Volume and Open Interest 589 10,711 +61
Rough Rice(CBOT)
Sep16 160823 10.46 10.48 10.27 10.31 -0.17 859 3,925 -543
Nov16 160823 10.58 10.58 10.31 10.35 -0.22 995 6,112 +285
Jan17 160823 10.70 10.70 10.62 10.62 -0.21 336 499 +129
Mar17 160823 10.87 10.87 10.87 10.87 -0.20 2 46 +0
Total Volume and Open Interest 2,192 10,584 -129
Live Cattle(CME)
Aug16 160823 113.285 113.650 112.830 113.250 -0.180 1,473 6,124 -915
Oct16 160823 110.250 110.800 109.450 109.730 -0.620 19,007 110,145 -793
Dec16 160823 111.600 111.785 110.650 110.980 -0.750 9,975 64,872 +448
Feb17 160823 111.730 111.730 110.800 111.135 -0.715 5,617 31,751 +654
Apr17 160823 110.430 110.535 109.785 110.080 -0.750 1,727 19,331 +230
Jun17 160823 104.250 104.250 103.450 103.600 -0.850 1,004 8,510 +14
Total Volume and Open Interest 38,961 244,882 -310
Feeder Cattle(CME)
Aug16 160823 146.800 147.050 146.150 146.450 -0.585 1,480 4,439 -522
Sep16 160823 143.950 144.985 143.535 143.935 -0.500 2,705 10,940 -72
Oct16 160823 141.235 141.850 140.300 140.450 -1.100 2,368 14,980 +160
Nov16 160823 138.000 138.435 137.050 137.200 -1.050 683 6,533 +142
Jan17 160823 133.535 133.985 132.535 132.700 -1.085 385 3,872 -107
Mar17 160823 131.685 131.750 130.750 131.150 -0.835 191 1,645 +46
Apr17 160823 131.500 131.500 130.630 130.735 -0.665 104 451 +56
Total Volume and Open Interest 7,948 43,078 -280
Lean Hogs(CME)
Oct16 160823 61.130 61.850 60.150 60.535 -0.615 13,701 93,177 -29
Dec16 160823 56.985 57.550 56.080 56.535 -0.515 6,851 58,959 +1,012
Feb17 160823 61.680 62.130 60.800 61.285 -0.545 2,326 26,864 +349
Apr17 160823 67.050 67.350 66.200 66.680 -0.670 768 20,636 +272
May17 160823 72.800 73.150 72.785 72.785 -0.265 15 321 +13
Jun17 160823 76.980 77.100 76.200 76.450 -0.650 434 3,744 +72
Jul17 160823 76.000 76.050 75.385 75.635 -0.665 35 618 +8
Aug17 160823 75.000 75.000 74.230 74.300 -0.700 40 306 +14
Total Volume and Open Interest 24,194 204,847 +1,718
Class III Milk(CME)
Aug16 160823 16.95 16.96 16.94 16.96 unch 26 4,773 +8
Sep16 160823 17.85 17.87 17.70 17.75 -0.07 304 5,468 +100
Oct16 160823 17.55 17.59 17.40 17.43 -0.12 398 4,732 +236
Nov16 160823 17.15 17.15 17.03 17.04 -0.06 128 3,708 +24
Dec16 160823 16.66 16.69 16.57 16.59 -0.04 67 3,186 +2
Jan17 160823 16.31 16.35 16.24 16.27 -0.08 31 1,529 +17
Feb17 160823 16.21 16.21 16.19 16.21 -0.03 28 1,392 +20
Mar17 160823 16.23 16.23 16.21 16.21 -0.02 24 1,296 +15
Apr17 160823 16.27 16.29 16.27 16.27 unch 28 1,119 +16
May17 160823 16.41 16.45 16.40 16.41 unch 25 1,035 +14
Jun17 160823 16.63 16.65 16.62 16.63 +0.03 34 955 +21
Jul17 160823 16.85 16.86 16.85 16.86 +0.01 7 468 +3
Aug17 160823 16.90 16.91 16.90 16.90 unch 7 398 +7
Total Volume and Open Interest 1,135 31,361 +500
Cocoa(ICE)
Sep16 160823 3011 3039 3004 3039 +56 67 1,663 -151
Dec16 160823 3020 3047 2983 3041 +57 20,791 104,438 +385
Mar17 160823 2996 3027 2961 3021 +59 8,471 63,929 +1,133
May17 160823 2989 3021 2955 3016 +61 2,462 14,319 +921
Jul17 160823 2983 3015 2952 3010 +61 496 3,810 +106
Sep17 160823 2976 3001 2953 3001 +60 129 4,309 +31
Dec17 160823 2959 2988 2959 2988 +59 69 1,128 +6
Total Volume and Open Interest 32,489 197,482 +2,429
Coffee "C"(ICE)
Sep16 160823 144.25 145.60 142.75 145.30 +1.20 6,248 4,504 -4,702
Dec16 160823 145.80 147.75 145.00 147.25 +0.85 21,633 97,646 +1,584
Mar17 160823 148.90 150.85 148.20 150.45 +0.85 7,953 34,948 +2,318
May17 160823 150.75 152.75 150.15 152.35 +0.80 3,767 15,948 +907
Jul17 160823 152.45 154.40 152.30 154.00 +0.70 321 3,713 +28
Sep17 160823 155.30 155.95 154.40 155.55 +0.65 87 3,100 +21
Total Volume and Open Interest 40,058 166,525 +167
Orange Juice(ICE)
Sep16 160823 181.90 188.70 179.05 187.10 +8.05 905 4,255 -712
Nov16 160823 179.75 188.00 179.20 186.60 +7.65 788 9,505 +416
Jan17 160823 180.80 186.55 180.80 186.20 +7.55 39 1,425 +21
Mar17 160823 183.00 184.35 183.00 184.35 +5.95 4 247 +0
May17 160823 183.00 183.00 183.00 183.00 +5.90 0 43 +0
Jul17 160823 181.80 181.80 181.80 181.80 +5.90      
Total Volume and Open Interest 1,736 15,477 -275
Sugar #11(ICE)
Oct16 160823 20.40 20.81 20.20 20.73 +0.31 35,203 425,250 -3,272
Mar17 160823 20.87 21.25 20.68 21.16 +0.28 17,847 262,233 +3,513
May17 160823 20.31 20.64 20.16 20.53 +0.19 6,532 80,930 +656
Jul17 160823 19.70 20.02 19.62 19.89 +0.10 1,625 53,047 -18
Oct17 160823 19.38 19.68 19.33 19.54 +0.05 1,678 32,750 +88
Mar18 160823 19.23 19.44 19.12 19.31 +0.02 436 16,522 +4
May18 160823 18.62 18.77 18.53 18.66 -0.03 136 5,149 +79
Jul18 160823 18.19 18.30 18.09 18.18 -0.07 21 4,927 -8
Total Volume and Open Interest 63,503 886,963 +1,030
London Cocoa(LCE)
Sep16 160823 2421 2440 2381 2434 +28 8,012 80,737 -3,137
Dec16 160823 2378 2398 2342 2391 +29 13,487 92,296 +3,261
Mar17 160823 2332 2354 2300 2347 +31 6,410 59,624 +258
May17 160823 2319 2341 2287 2334 +33 2,546 27,145 +534
Jul17 160823 2314 2334 2286 2328 +32 405 4,741 -44
Sep17 160823 2288 2321 2276 2318 +32 212 6,095 +23
Dec17 160823 2261 2302 2261 2302 +32 68 1,337 +44
Total Volume and Open Interest 31,140 271,976 +939
London Sugar(LCE)
Oct16 160823 539.90 545.00 532.20 542.10 +3.70 7,368 36,489 -274
Dec16 160823 546.40 551.90 540.20 549.60 +4.30 2,827 21,326 +5
Mar17 160823 551.50 557.00 545.60 554.40 +4.10 1,201 18,236 +79
May17 160823 543.50 548.00 537.40 546.10 +4.40 346 9,436 -53
Aug17 160823 534.40 538.70 534.40 536.10 +3.40 58 4,599 +43
Total Volume and Open Interest 11,811 94,316 -189
Cotton(ICE)
Oct16 160823 68.57 68.68 68.12 68.12 +0.20 47 178 +9
Dec16 160823 68.48 69.12 68.37 68.44 +0.16 18,205 161,381 -6,980
Mar17 160823 69.02 69.73 69.01 69.12 +0.17 4,512 47,183 +1,375
May17 160823 69.41 69.82 69.25 69.25 +0.17 395 5,869 -54
Jul17 160823 69.37 69.71 69.25 69.26 +0.18 406 5,695 -4
Oct17 160823 68.93 68.93 68.93 68.93 +0.16      
Total Volume and Open Interest 23,856 230,641 -5,607
Lumber(CME)
Sep16 160823 323.3 329.9 320.3 325.0 +1.8 259 2,898 -96
Nov16 160823 335.4 340.3 332.6 337.6 +2.3 186 2,149 +108
Jan17 160823 346.9 347.0 341.7 345.0 +2.5 4 142 +1
Mar17 160823 348.0 348.0 348.0 348.0 +6.5 2 67 +1
Total Volume and Open Interest 451 5,279 +14
Crude Oil(NYM)
Oct16 160823 47.39 48.32 46.59 48.10 +0.69 555,574 464,100 -334
Nov16 160823 48.02 48.98 47.27 48.75 +0.72 83,403 224,768 +3,348
Dec16 160823 48.65 49.61 47.92 49.39 +0.75 89,973 263,956 -5,757
Jan17 160823 49.16 50.23 48.56 50.01 +0.77 32,855 117,834 -2,068
Feb17 160823 49.59 50.65 49.07 50.53 +0.78 11,406 47,597 -557
Mar17 160823 49.80 51.14 49.55 50.97 +0.79 18,548 93,743 +221
Apr17 160823 50.04 51.38 49.88 51.33 +0.79 7,109 31,107 -236
May17 160823 50.29 51.66 50.23 51.61 +0.78 4,915 25,657 +57
Jun17 160823 50.95 52.00 50.41 51.83 +0.77 18,200 87,911 +195
Jul17 160823 50.89 52.06 50.71 52.02 +0.77 1,798 21,100 +499
Aug17 160823 50.98 52.22 50.98 52.19 +0.76 1,985 16,009 +198
Sep17 160823 52.36 52.36 51.56 52.36 +0.76 4,132 36,379 +74
Oct17 160823 52.54 52.54 51.72 52.54 +0.76 719 13,015 +27
Nov17 160823 52.73 52.73 51.93 52.73 +0.76 323 12,850 +86
Dec17 160823 51.99 53.14 51.55 52.95 +0.76 20,814 145,178 +370
Jan18 160823 52.94 53.10 52.05 53.10 +0.77 121 13,416 +24
Total Volume and Open Interest 1,019,768 1,766,215 -47,969
e-miNY Crude Oil(NYM)
Oct16 160823 47.375 48.325 46.575 48.100 +0.700 9,153 2,287 +58
Nov16 160823 48.100 48.975 47.300 48.750 +0.725 136 253 +31
Dec16 160823 48.650 49.550 47.950 49.400 +0.750 58 387 +26
Jan17 160823 49.300 50.150 48.650 50.000 +0.750 89 36 +10
Feb17 160823 50.525 50.625 49.200 50.525 +0.775 1 15 +1
Mar17 160823 50.925 51.050 49.675 50.975 +0.800 2 17 +2
Apr17 160823 51.325 51.325 50.300 51.325 +0.775 2 91 +2
May17 160823 51.600 51.600 51.600 51.600 +0.775 12 87 +12
Jun17 160823 51.825 51.925 50.575 51.825 +0.775 12 21 +8
Jul17 160823 52.025 52.025 52.025 52.025 +0.775 0 10 +0
Total Volume and Open Interest 9,491 3,419 -2,003
NY Harbor ULSD(NYM)
Sep16 160823 148.50 151.48 146.63 150.18 +1.54 36,041 46,244 -6,203
Oct16 160823 150.47 153.15 148.32 151.83 +1.35 38,315 76,779 +695
Nov16 160823 152.18 154.75 150.00 153.50 +1.28 14,942 70,485 +561
Dec16 160823 153.04 156.07 151.44 154.89 +1.27 17,580 61,574 +914
Jan17 160823 153.70 157.54 153.06 156.47 +1.25 4,702 35,877 -193
Feb17 160823 154.95 158.16 154.20 157.49 +1.27 2,505 14,033 -510
Mar17 160823 155.82 158.49 154.55 157.82 +1.30 3,450 17,966 +849
Apr17 160823 155.03 158.09 154.40 157.50 +1.30 642 8,913 -19
May17 160823 154.81 157.72 154.81 157.72 +1.30 355 6,649 +76
Jun17 160823 155.38 158.82 154.88 158.13 +1.31 1,080 23,695 +408
Jul17 160823 157.09 158.95 157.08 158.95 +1.36 90 2,718 +6
Aug17 160823 160.07 160.07 159.90 159.90 +1.36 67 1,631 -6
Sep17 160823 161.42 161.42 159.04 161.04 +1.39 65 2,199 -6
Oct17 160823 162.23 162.46 159.56 162.23 +1.42 31 1,686 +3
Total Volume and Open Interest 120,654 400,787 -3,172
RBOB Gasoline(NYM)
Sep16 160823 148.03 150.60 145.46 149.88 +1.46 48,644 48,984 -5,763
Oct16 160823 140.00 142.58 137.64 141.96 +1.50 63,988 123,797 +109
Nov16 160823 138.66 141.06 136.51 140.56 +1.49 26,337 72,056 +1,271
Dec16 160823 136.95 139.93 135.66 139.50 +1.50 24,143 53,893 -334
Jan17 160823 137.00 140.16 136.14 139.79 +1.54 9,677 25,804 -685
Feb17 160823 137.80 141.35 137.18 141.03 +1.69 2,463 6,879 -403
Mar17 160823 140.03 143.17 139.02 143.02 +1.83 2,878 20,433 -208
Apr17 160823 158.50 161.46 157.45 161.24 +1.68 1,609 17,130 -377
May17 160823 159.38 162.10 158.58 162.08 +1.68 893 5,752 +154
Jun17 160823 158.37 162.03 158.19 161.88 +1.72 577 11,838 +64
Total Volume and Open Interest 182,048 415,979 -6,088
e-miNY RBOB Gasoline(NYM)
Sep16 160823 149.88 149.88 149.88 149.88 +1.46 0 1 +0
Oct16 160823 141.96 141.96 141.96 141.96 +1.50 1 1 +1
Nov16 160823 140.56 140.56 140.56 140.56 +1.49      
Dec16 160823 139.50 139.50 139.50 139.50 +1.50      
Total Volume and Open Interest 1 2 +1
Natural Gas(NYM)
Sep16 160823 2.671 2.765 2.652 2.761 +0.082 122,687 70,758 -8,264
Oct16 160823 2.695 2.799 2.680 2.794 +0.093 92,645 243,593 +8,217
Nov16 160823 2.827 2.927 2.817 2.924 +0.086 36,710 186,706 -1,159
Dec16 160823 3.037 3.130 3.026 3.128 +0.082 25,712 78,910 +2,661
Jan17 160823 3.148 3.241 3.142 3.238 +0.074 33,984 136,296 +1,387
Feb17 160823 3.157 3.241 3.150 3.240 +0.073 7,733 35,130 -305
Mar17 160823 3.120 3.200 3.114 3.200 +0.070 15,705 85,193 +1,604
Apr17 160823 2.906 2.952 2.904 2.950 +0.044 12,290 63,857 +491
May17 160823 2.886 2.926 2.886 2.926 +0.040 4,891 23,564 +474
Jun17 160823 2.920 2.954 2.920 2.953 +0.035 3,756 22,416 +76
Jul17 160823 2.952 2.984 2.952 2.982 +0.031 2,597 15,231 -219
Aug17 160823 2.961 2.994 2.961 2.992 +0.031 1,824 13,683 -491
Sep17 160823 2.947 2.978 2.947 2.976 +0.031 1,452 15,598 -21
Oct17 160823 2.977 3.001 2.970 2.998 +0.032 3,740 26,540 +460
Nov17 160823 3.035 3.054 3.029 3.054 +0.030 1,683 12,230 +221
Dec17 160823 3.179 3.194 3.171 3.193 +0.027 872 15,971 -24
Total Volume and Open Interest 372,234 1,101,879 +6,262
Brent Crude Oil(ICE)
Oct16 160823 49.04 50.21 48.48 49.96 +0.80 252,338 264,643 -20,413
Nov16 160823 49.43 50.63 48.89 50.32 +0.76 138,485 465,142 +14,181
Dec16 160823 49.81 51.05 49.31 50.73 +0.75 100,459 396,313 +6,990
Jan17 160823 50.20 51.43 49.71 51.12 +0.74 27,324 128,341 +4,443
Feb17 160823 50.59 51.80 50.12 51.51 +0.73 15,147 94,145 +386
Mar17 160823 50.98 52.23 50.52 51.92 +0.74 16,841 115,224 +1,508
Apr17 160823 51.30 52.52 50.91 52.25 +0.75 7,883 37,896 +1,566
May17 160823 51.49 52.81 51.20 52.54 +0.75 4,433 41,363 +981
Jun17 160823 51.84 53.09 51.46 52.80 +0.75 20,288 119,119 +1,868
Jul17 160823 53.06 53.06 53.06 53.06 +0.74 2,504 22,087 +432
Aug17 160823 53.31 53.31 53.31 53.31 +0.74 1,367 18,776 +557
Sep17 160823 52.35 53.70 52.35 53.54 +0.73 2,158 48,216 +140
Oct17 160823 53.77 53.77 53.77 53.77 +0.73 832 18,972 +226
Nov17 160823 53.98 53.98 53.98 53.98 +0.73 320 16,053 +57
Total Volume and Open Interest 625,538 2,289,697 +14,256
Gas Oil(ICE)
Sep16 160823 433.50 442.25 427.75 440.25 +4.50 47,341 116,148 -5,116
Oct16 160823 438.75 447.50 433.25 445.25 +4.00 34,106 129,720 -838
Nov16 160823 442.25 450.00 436.25 448.00 +4.00 14,819 64,718 +280
Dec16 160823 444.75 452.75 438.75 450.50 +3.75 19,531 135,682 -469
Jan17 160823 447.00 455.50 442.75 454.00 +3.50 4,290 42,430 +86
Feb17 160823 452.25 459.00 446.25 457.50 +3.25 1,203 28,695 -176
Mar17 160823 452.75 460.75 448.75 460.25 +3.25 2,737 28,234 +623
Apr17 160823 455.25 464.25 451.75 462.75 +3.25 1,153 16,267 +60
May17 160823 459.00 466.75 454.25 465.25 +3.50 788 14,584 -140
Jun17 160823 461.25 469.00 456.75 467.50 +3.50 3,381 45,394 +360
Total Volume and Open Interest 138,514 792,851 -4,825
Ethanol(CBOT)
Sep16 160823 1.465 1.469 1.461 1.467 -0.011 369 560 -172
Oct16 160823 1.460 1.460 1.453 1.456 -0.015 283 1,525 +110
Nov16 160823 1.439 1.442 1.433 1.433 -0.020 110 598 +40
Dec16 160823 1.410 1.410 1.410 1.410 -0.020 54 1,151 +26
Jan17 160823 1.396 1.396 1.396 1.396 -0.020 1 192 +0
Feb17 160823 1.400 1.400 1.400 1.400 -0.020 0 163 +0
Mar17 160823 1.414 1.414 1.414 1.414 -0.020 0 7 +0
Apr17 160823 1.431 1.431 1.431 1.431 -0.020 0 7 +0
Total Volume and Open Interest 817 4,209 +4
WTI Crude Oil(ICE)
Oct16 160823 47.24 48.33 46.60 48.10 +0.69 66,721 96,219 -6,401
Nov16 160823 47.84 48.98 47.28 48.75 +0.72 32,769 50,191 +164
Dec16 160823 48.53 49.62 47.91 49.39 +0.75 29,711 102,373 -403
Jan17 160823 48.82 50.18 48.55 50.01 +0.77 10,743 28,431 +1,148
Feb17 160823 49.44 50.75 49.10 50.53 +0.78 2,815 23,576 +47
Mar17 160823 49.96 51.08 49.57 50.97 +0.79 2,656 29,032 +122
Apr17 160823 50.21 51.49 50.14 51.33 +0.79 2,004 6,055 -307
May17 160823 50.49 51.72 50.44 51.61 +0.78 1,046 4,972 +69
Jun17 160823 50.74 51.94 50.65 51.83 +0.77 4,575 29,902 -732
Jul17 160823 52.02 52.02 52.02 52.02 +0.77 271 3,358 +0
Aug17 160823 52.19 52.19 52.19 52.19 +0.76 233 669 -22
Sep17 160823 52.36 52.36 52.36 52.36 +0.76 313 9,658 -1
Oct17 160823 52.54 52.54 52.54 52.54 +0.76 41 1,157 +29
Nov17 160823 52.73 52.73 52.73 52.73 +0.76 113 1,067 +3
Dec17 160823 51.81 52.96 51.81 52.95 +0.76 5,595 63,002 +525
Jan18 160823 53.10 53.10 53.10 53.10 +0.77 0 450 +0
Total Volume and Open Interest 161,005 495,048 -32,607
US Dollar Index(ICE)
Sep16 160823 94.545 94.565 94.195 94.495 -0.005 24,047 46,543 -1,023
Dec16 160823 94.510 94.510 94.160 94.460 unch 1,187 8,395 +478
Mar17 160823 94.400 94.425 94.225 94.425 -0.005 32 1,932 +10
Total Volume and Open Interest 25,291 57,034 -510
Australian Dollar(CME)
Sep16 160823 76.30 76.50 76.08 76.18 -0.07 85,763 110,471 -619
Dec16 160823 76.08 76.32 75.92 76.01 -0.07 410 2,636 +125
Mar17 160823 76.00 76.00 75.87 75.87 -0.06 0 13 +0
Total Volume and Open Interest 86,173 113,120 -494
British Pound(CME)
Sep16 160823 131.43 132.18 131.35 131.99 +0.58 87,580 240,310 -1,356
Dec16 160823 131.69 132.40 131.59 132.24 +0.59 975 6,746 +591
Mar17 160823 132.48 132.60 132.38 132.50 +0.59 0 634 +0
Total Volume and Open Interest 88,555 248,103 -765
Canadian Dollar(CME)
Sep16 160823 77.29 77.78 77.25 77.47 +0.25 58,379 125,824 +1,011
Dec16 160823 77.35 77.80 77.29 77.51 +0.25 224 4,530 -17
Mar17 160823 77.47 77.80 77.47 77.54 +0.24 39 435 -3
Jun17 160823 77.59 77.82 77.59 77.59 +0.24 0 192 +0
Total Volume and Open Interest 58,642 131,061 +991
Japanese Yen(CME)
Sep16 160823 99.78 100.15 99.70 99.87 +0.05 74,595 161,241 +270
Dec16 160823 100.13 100.55 100.10 100.26 +0.05 546 2,832 +169
Mar17 160823 100.70 100.85 100.63 100.70 +0.05 0 263 +0
Total Volume and Open Interest 75,142 164,454 +438
Swiss Franc(CME)
Sep16 160823 104.10 104.38 103.94 104.01 -0.15 25,317 40,462 -338
Dec16 160823 104.68 104.92 104.53 104.57 -0.15 22 163 +4
Mar17 160823 105.13 105.13 105.13 105.13 -0.15      
Total Volume and Open Interest 25,339 40,642 -334
EuroFX(CME)
Sep16 160823 113.33 113.67 113.15 113.18 -0.19 122,551 353,301 -861
Dec16 160823 113.77 114.12 113.60 113.62 -0.19 2,055 9,007 -80
Mar17 160823 114.38 114.54 114.07 114.08 -0.20 7 1,326 +4
Total Volume and Open Interest 124,614 364,362 -937
Mexican Peso(CME)
Sep16 160823 545.00 547.88 537.25 540.13 -5.13 43,278 83,693 +1,104
Oct16 160823 538.75 538.75 538.75 538.75 -5.00      
Total Volume and Open Interest 43,544 115,675 +1,098
Brazilian Real(CME)
Sep16 160823 311.25 312.95 308.25 308.95 -1.85 1,921 24,875 -974
Oct16 160823 306.25 309.90 305.60 306.10 -1.90 46 329 +35
Nov16 160823 303.55 305.75 303.55 303.55 -1.70      
Dec16 160823 300.80 302.85 300.80 300.80 -1.75 0 150 +0
Total Volume and Open Interest 1,967 25,354 -939
30-Year T-Bonds(CBOT)
Sep16 160823 172~110 173~010 171~210 172~140 +0~020 195,488 581,517 +761
Dec16 160823 170~250 171~180 170~060 171~000 +0~030 2,519 4,500 +397
Mar17 160823 169~280 169~280 169~280 169~280 +0~030      
Total Volume and Open Interest 198,007 586,017 +1,158
10-Year T-Notes(CBOT)
Sep16 160823 132~085 132~135 132~015 132~070 -0~020 987,238 2,724,231 -21,560
Dec16 160823 131~075 131~140 131~020 131~075 -0~015 79,160 111,270 +27,870
Mar17 160823 130~135 130~135 130~135 130~135 -0~015      
Total Volume and Open Interest 1,066,398 2,835,501 +6,310
5-Year T-Notes(CBOT)
Sep16 160823 121~164 121~190 121~126 121~150 -0~016 530,657 2,673,408 -30,049
Dec16 160823 121~166 121~192 121~126 121~154 -0~014 54,127 161,258 +35,794
Mar17 160823 121~056 121~056 121~056 121~056 -0~014      
Total Volume and Open Interest 584,784 2,834,666 +5,745
2 Year T-Notes(CBOT)
Sep16 160823 109~104 109~110 109~092 109~096 -0~006 161,091 1,077,102 +5,162
Dec16 160823 109~076 109~084 109~066 109~074 -0~004 5,862 43,491 +2,548
Mar17 160823 109~070 109~070 109~070 109~070 -0~004      
Total Volume and Open Interest 166,953 1,120,593 +7,710
Eurodollars(CME)
Sep16 160823 99.125 99.132 99.118 99.120 -0.002 142,229 1,158,513 -15,335
Dec16 160823 99.070 99.085 99.065 99.070 unch 194,208 1,527,288 +11,270
Mar17 160823 99.045 99.055 99.035 99.040 -0.005 134,374 1,106,618 +2,020
Jun17 160823 99.010 99.020 98.995 99.005 -0.005 119,353 968,237 -6,425
Sep17 160823 98.980 98.990 98.960 98.970 -0.005 120,990 891,278 +304
Dec17 160823 98.935 98.950 98.915 98.930 -0.005 143,905 1,304,233 +1,608
Mar18 160823 98.915 98.930 98.895 98.910 -0.005 110,209 628,314 +310
Jun18 160823 98.890 98.900 98.870 98.880 -0.010 76,529 483,668 -4,029
Sep18 160823 98.860 98.875 98.840 98.850 -0.010 68,908 437,403 +4,105
Dec18 160823 98.820 98.835 98.795 98.810 -0.010 63,940 597,892 +3,904
Mar19 160823 98.795 98.815 98.775 98.785 -0.010 50,189 413,902 +784
Jun19 160823 98.760 98.785 98.740 98.755 -0.010 44,164 296,746 +765
Sep19 160823 98.730 98.755 98.710 98.720 -0.015 23,955 240,100 -183
Dec19 160823 98.685 98.710 98.665 98.680 -0.010 19,757 242,850 +457
Mar20 160823 98.650 98.685 98.635 98.650 -0.010 17,922 146,757 -28
Jun20 160823 98.615 98.645 98.595 98.610 -0.010 20,492 97,720 +197
Sep20 160823 98.570 98.610 98.560 98.575 -0.010 14,369 79,152 -64
Dec20 160823 98.530 98.570 98.515 98.530 -0.010 14,579 97,045 +2,674
Total Volume and Open Interest 1,420,620 11,034,138 +12,364
Ultra T-Bond(CBOT)
Sep16 160823 188~11 189~08 187~13 188~14 -0~01 60,555 601,809 -1,361
Dec16 160823 187~12 188~13 186~20 187~20 -0~01 3,454 14,379 +1,399
Mar17 160823 186~20 186~20 186~20 186~20 -0~01      
Total Volume and Open Interest 64,009 616,188 +38
Ultra 10-Yr T-Note(CBOT)
Sep16 160823 145~020 145~100 144~235 144~315 -0~045 51,395 194,387 +6,069
Dec16 160823 144~190 144~280 144~095 144~165 -0~045 1 140 +1
Mar17 160823 144~165 144~165 144~165 144~165 -0~045      
Total Volume and Open Interest 51,396 194,527 +6,070
30 Day Federal Funds(CBOT)
Aug16 160823 99.603 99.603 99.600 99.603 unch 230 132,982 +48
Sep16 160823 99.585 99.590 99.580 99.585 -0.005 675 79,412 +95
Oct16 160823 99.560 99.560 99.555 99.555 -0.010 13,642 204,319 +2,519
Nov16 160823 99.540 99.545 99.535 99.540 -0.005 7,599 104,551 -724
Dec16 160823 99.500 99.505 99.490 99.495 -0.010 4,789 60,540 -529
Jan17 160823 99.465 99.470 99.455 99.460 -0.010 9,318 103,436 -772
Total Volume and Open Interest 49,980 899,164 +1,343
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 160823 99.99 99.99 99.99 99.99 unch      
Dec16 160823 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160823 99.99 99.99 99.99 99.99 unch      
Jun17 160823 99.99 99.99 99.99 99.99 unch      
Sep17 160823 99.99 99.99 99.99 99.99 unch      
Dec17 160823 99.99 99.99 99.99 99.99 unch      
Mar18 160823 100.00 100.00 100.00 100.00 unch      
Jun18 160823 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160823 151.28 151.58 151.28 151.57 +0.27 550 16,795 -3
Dec16 160823 151.87 151.87 151.87 151.87 +0.25 0 95 +17
Mar17 160823 151.79 151.79 151.79 151.79 +0.25      
Total Volume and Open Interest 550 16,890 +14
Euro-Buxl(EUREX)
Sep16 160823 194.60 195.38 193.88 194.94 +0.56 18,894 137,148 -1,418
Dec16 160823 193.04 193.52 192.70 193.30 +0.56 258 1,001 +237
Mar17 160823 192.94 192.94 192.94 192.94 +0.56      
Total Volume and Open Interest 19,152 138,149 -1,181
Euro-Bund(EUREX)
Sep16 160823 167.50 167.84 167.37 167.67 +0.17 414,153 1,586,890 -12,799
Dec16 160823 164.83 165.10 164.66 164.95 +0.17 15,913 100,105 +15,365
Mar17 160823 167.10 167.45 167.10 167.30 +0.17 68 234 +63
Total Volume and Open Interest 430,134 1,687,229 +2,629
Euro-Bobl(EUREX)
Sep16 160823 133.62 133.67 133.57 133.63 +0.03 205,359 1,273,720 -32,316
Dec16 160823 131.61 131.67 131.61 131.63 +0.03 360 66,548 -319
Mar17 160823 133.58 133.58 133.58 133.58 +0.03      
Total Volume and Open Interest 205,719 1,340,268 -32,635
Euro-Schatz(EUREX)
Sep16 160823 112.00 112.01 112.00 112.00 +0.00 120,822 1,067,524 +29
Dec16 160823 111.98 112.00 111.98 111.98 +0.01 42,928 44,122 +25,426
Mar17 160823 112.00 112.00 112.00 112.00 +0.00      
Total Volume and Open Interest 163,750 1,111,646 +25,455
3-Mth Euribor(EUREX)
Sep16 160823 100.310 100.310 100.310 100.310 unch 0 3,849 +0
Dec16 160823 100.330 100.330 100.330 100.330 unch 0 2,890 +0
Mar17 160823 100.335 100.335 100.335 100.335 -0.005 0 3,188 +0
Total Volume and Open Interest 41 76,667 +2
Long Gilt(LIFFE)
Sep16 160823 132~09 132~23 132~04 132~17 +0~08 116,685 493,578 -9,077
Dec16 160823 131~07 131~20 131~02 131~14 +0~08 356 573 +230
Total Volume and Open Interest 117,041 494,151 -8,847
3-Mth Short Sterling(LIFFE)
Sep16 160823 99.64 99.64 99.63 99.63 unch 25,335 354,013 -6,302
Dec16 160823 99.72 99.73 99.71 99.72 unch 23,740 617,470 -3,181
Mar17 160823 99.74 99.75 99.73 99.74 unch 31,157 352,392 -2,879
Jun17 160823 99.75 99.75 99.74 99.75 unch 18,876 343,173 -285
Sep17 160823 99.75 99.76 99.74 99.75 unch 27,324 295,552 -1,497
Dec17 160823 99.75 99.76 99.74 99.75 unch 23,577 323,734 -797
Total Volume and Open Interest 344,432 3,182,335 -2,266
3-Mth Euribor(LIFFE)
Sep16 160823 100.305 100.310 100.305 100.310 +0.005 38,404 356,595 -1,660
Dec16 160823 100.330 100.330 100.325 100.325 unch 40,649 454,721 -3,894
Mar17 160823 100.335 100.340 100.330 100.335 unch 50,179 346,735 -7,900
Total Volume and Open Interest 402,936 3,102,082 -11,969
3-Mth Aus T-Bills(SFE)
Sep16 160823 98.23 98.25 98.23 98.25 +0.01 12,027 146,706 -59
Dec16 160823 98.32 98.35 98.32 98.34 +0.01 9,228 207,678 +1,325
Mar17 160823 98.38 98.40 98.37 98.40 +0.02 5,448 162,071 -1,759
Jun17 160823 98.41 98.43 98.40 98.43 +0.02 3,529 127,252 -138
Sep17 160823 98.41 98.44 98.41 98.44 +0.02 1,499 96,542 +131
Dec17 160823 98.41 98.43 98.41 98.43 +0.02 1,103 77,438 +837
Mar18 160823 98.39 98.42 98.39 98.42 +0.02 1,436 61,815 +102
Jun18 160823 98.38 98.41 98.38 98.41 +0.02 386 46,313 +7
Sep18 160823 98.36 98.39 98.36 98.39 +0.02 84 7,016 +1
Dec18 160823 98.35 98.36 98.35 98.36 +0.03 0 4,251 +0
Total Volume and Open Interest 34,740 940,241 +447
10-Year Aus T-Bonds(SFE)
Sep16 160823 98.09 98.15 98.09 98.14 +0.05 60,589 818,987 -971
Dec16 160823 98.14 98.14 98.14 98.14 +0.05      
Total Volume and Open Interest 60,589 818,987 -971
3-Year Aus T-Bonds(SFE)
Sep16 160823 98.61 98.64 98.60 98.64 +0.03 35,607 816,186 -7,757
Dec16 160823 98.64 98.64 98.64 98.64 +0.03      
Total Volume and Open Interest 35,607 816,186 -7,757
Gold(CMX)
Aug16 160823 1337.0 1341.2 1334.3 1340.6 +2.9 197 673 -165
Oct16 160823 1339.6 1344.9 1335.3 1342.1 +2.7 3,544 47,675 -277
Dec16 160823 1343.6 1348.8 1338.9 1346.1 +2.7 185,033 433,494 -4,999
Feb17 160823 1347.2 1352.7 1342.9 1350.0 +2.7 1,617 32,653 -88
Apr17 160823 1349.4 1354.8 1349.4 1353.4 +2.7 496 10,595 +362
Jun17 160823 1353.2 1358.4 1350.2 1356.4 +2.6 204 14,548 +63
Aug17 160823 1359.5 1359.6 1357.6 1359.4 +2.6 316 7,938 -179
Oct17 160823 1357.5 1362.4 1357.5 1362.4 +2.6 32 965 -1
Dec17 160823 1365.9 1366.8 1365.2 1365.2 +2.6 63 11,559 +7
Feb18 160823 1368.1 1368.1 1368.1 1368.1 +2.6 0 135 +0
Apr18 160823 1370.9 1370.9 1370.9 1370.9 +2.6 0 3 +0
Jun18 160823 1373.7 1373.7 1373.7 1373.7 +2.6 0 4,334 +0
Total Volume and Open Interest 192,002 574,502 -5,319
Silver(CMX)
Sep16 160823 1886.5 1909.0 1877.0 1892.2 +6.3 81,213 82,277 -10,659
Dec16 160823 1899.5 1922.5 1891.5 1906.5 +6.7 24,948 102,258 +9,751
Mar17 160823 1914.0 1934.0 1912.5 1918.6 +6.9 832 11,377 +6
May17 160823 1926.5 1931.0 1916.5 1925.9 +6.9 62 656 +7
Jul17 160823 1943.5 1943.5 1932.7 1932.7 +7.0 4 2,384 +1
Sep17 160823 1939.5 1939.5 1939.5 1939.5 +7.1 1 471 -1
Dec17 160823 1951.0 1959.0 1949.2 1949.2 +7.1 11 2,173 +7
Total Volume and Open Interest 107,184 205,116 -962
Platinum(NYMEX)
Oct16 160823 1107.8 1116.3 1103.5 1111.3 +3.1 8,766 74,414 -348
Jan17 160823 1109.1 1117.2 1107.1 1113.9 +3.2 283 6,247 +232
Apr17 160823 1116.5 1116.5 1116.5 1116.5 +3.2 2 240 +2
Jul17 160823 1118.3 1118.3 1118.3 1118.3 +3.2 0 15 +0
Total Volume and Open Interest 9,051 81,008 -141
Palladium(NYMEX)
Sep16 160823 692.15 703.20 683.15 699.85 +7.70 4,490 18,690 -1,328
Dec16 160823 694.70 705.00 685.00 701.70 +7.70 1,504 9,970 +1,036
Mar17 160823 701.35 702.70 701.35 702.70 +7.40 11 55 +1
Total Volume and Open Interest 6,005 28,727 -291
Copper(CMX)
Sep16 160823 214.30 214.85 211.05 211.50 -2.50 39,545 47,610 -2,432
Dec16 160823 215.95 215.95 212.10 212.60 -2.60 12,161 95,295 +3,047
Mar17 160823 216.50 216.85 213.15 213.55 -2.65 725 25,648 +186
May17 160823 216.30 216.30 213.85 214.20 -2.65 128 5,379 +67
Jul17 160823 216.00 216.00 214.70 214.75 -2.65 41 952 +0
Total Volume and Open Interest 53,178 184,623 +910
E-mini DJIA Index(CBOT)
Sep16 160823 18519 18615 18506 18528 +9 112,215 144,737 +42
Dec16 160823 18420 18521 18420 18443 +11 284 1,112 +12
Mar17 160823 18435 18442 18375 18376 +9 30 292 +30
Jun17 160823 18335 18335 18335 18335 +9 0 3 +0
Total Volume and Open Interest 112,529 146,144 +84
S & P 500(CME)
Sep16 160823 2180.30 2191.20 2180.10 2185.20 +3.80 5,074 97,336 +2,269
Dec16 160823 2181.00 2183.80 2178.00 2178.00 +3.80 4 1,246 +8
Mar17 160823 2171.20 2177.00 2171.20 2171.20 +3.80 0 60 +0
Jun17 160823 2165.00 2170.80 2165.00 2165.00 +3.80 0 60 +0
Total Volume and Open Interest 5,078 98,702 +2,277
S & P 500 E-Mini(Globex)
Sep16 160823 2180.75 2191.50 2179.25 2185.25 +3.75 1,431,860 2,911,683 +1,634
Dec16 160823 2173.50 2184.25 2172.25 2178.00 +3.75 4,488 57,261 +1,082
Mar17 160823 2169.00 2176.75 2165.75 2171.25 +3.75 44 925 -1
Jun17 160823 2160.00 2168.75 2160.00 2165.00 +3.75 0 321 +0
Total Volume and Open Interest 1,436,392 2,970,191 +2,715
NASDAQ 100 E-Mini(Globex)
Sep16 160823 4809.30 4836.80 4807.80 4817.00 +5.20 194,623 288,746 -6,374
Dec16 160823 4804.30 4829.50 4801.80 4810.50 +5.20 366 1,159 +166
Mar17 160823 4812.30 4816.80 4804.50 4804.50 +5.20 0 49 +0
Total Volume and Open Interest 194,989 289,961 -6,208
S&P Midcap 400(CME) e-Mini
Sep16 160823 1561.30 1574.90 1561.30 1569.40 +7.00 11,586 84,261 -646
Dec16 160823 1564.00 1567.60 1564.00 1564.00 +7.00 0 10 +0
Mar17 160823 1564.50 1564.50 1564.50 1564.50 +7.00      
Total Volume and Open Interest 11,586 84,271 -646
Volatility Index(CBOE)
Aug16 160817 12.80 13.00 12.55 12.65 -0.18 87,344 101,401 -15,417
Sep16 160823 14.85 14.85 14.50 14.68 -0.05 59,869 287,630 -4,700
Oct16 160823 16.80 16.90 16.55 16.88 +0.11 32,305 93,086 +4,552
Nov16 160823 17.80 17.95 17.65 17.93 +0.13 10,252 44,719 +1,347
Total Volume and Open Interest 113,009 500,921 +3,181
Russell 2000(ICE)
Sep16 160823 1237.40 1250.90 1236.70 1247.00 +8.90 51,982 331,631 +652
Dec16 160823 1235.50 1245.40 1235.50 1242.70 +9.20 8 1,043 -5
Mar17 160823 1239.20 1239.20 1239.20 1239.20 +9.20 0 250 +0
Total Volume and Open Interest 51,990 333,094 +647
Nikkei 225(CME)
Sep16 160823 16570 16660 16445 16555 +5 8,418 34,875 -70
Dec16 160823 16490 16595 16405 16500 +5 15 337 -39
Total Volume and Open Interest 8,433 35,212 -109
Nikkei 225(SGX)
Sep16 160823 16535 16650 16430 16495 -65 55,688 200,625 -1,356
Dec16 160823 16415 16495 16315 16380 -45 377 6,887 +173
Mar17 160823 16345 16345 16345 16345 -65 0 5 +0
Total Volume and Open Interest 56,135 212,982 +1,427
Nikkei 225(CME) Yen
Sep16 160823 16535 16640 16430 16540 -5 32,185 67,972 -3,008
Dec16 160823 16425 16490 16300 16405 unch 41 242 +5
Mar17 160823 16355 16355 16355 16355 unch      
Total Volume and Open Interest 32,226 68,214 -3,003
Nikkei 225(CME) e-Mini Yen
Sep16 160823 16540 16640 16440 16540 unch 1 11 +1
Dec16 160823 16410 16410 16410 16410 +10      
Mar17 160823 16360 16360 16360 16360 +10      
Total Volume and Open Interest 1 11 +1
CAC 40(EURONEXT)
Sep16 160823 4403.5 4436.5 4399.0 4421.0 +32.5 77,385 276,660 +11,179
Oct16 160823 4411.5 4424.0 4404.0 4409.5 +32.5 37 90 +15
Nov16 160823 4406.0 4406.0 4406.0 4406.0 +29.5      
Dec16 160823 4399.0 4400.0 4399.0 4400.0 +32.5 25 68 +23
Total Volume and Open Interest 95,725 276,939 -63,432
Hang Seng Index(HKFE)
Aug16 160823 22981 23050 22832 23041 +78 103,054 124,758 -1,775
Sep16 160823 22919 22992 22775 22985 +85 1,486 14,309 +518
Total Volume and Open Interest 104,622 144,578 -1,241
DAX(EUREX)
Sep16 160823 10519.5 10625.0 10509.5 10595.0 +118.5 82,012 157,820 +9,959
Dec16 160823 10516.5 10612.5 10506.5 10583.0 +117.0 147 6,584 +48
Mar17 160823 10576.0 10576.0 10576.0 10576.0 +118.0 9 203 +4
Total Volume and Open Interest 82,168 164,607 +10,011
Mini-DAX(EUREX)
Sep16 160823 10525.0 10625.0 10508.0 10595.0 +118.5 21,354 11,032 +596
Dec16 160823 10508.0 10610.0 10506.0 10583.0 +117.0 125 307 +2
Mar17 160823 10576.0 10576.0 10576.0 10576.0 +118.0 64 107 +50
Total Volume and Open Interest 21,543 11,446 +648
FT-SE 100(EURONEXT)
Sep16 160823 6843.00 6884.00 6837.50 6874.00 +61.00 81,265 693,912 +1,014
Dec16 160823 6823.00 6840.00 6815.00 6831.00 +61.00 10 954 +1
Mar17 160823 6773.00 6773.00 6773.00 6773.00 +61.00      
Total Volume and Open Interest 81,275 694,866 +1,015
SPI 200(SFE)
Sep16 160823 5486.0 5546.0 5475.0 5515.0 +24.0 23,702 294,845 -2,496
Dec16 160823 5490.0 5510.0 5490.0 5501.0 +25.0 74 2,854 +2
Mar17 160823 5452.0 5452.0 5452.0 5452.0 +25.0 0 1,436 +0
Total Volume and Open Interest 23,847 300,426 -9,041
FTSE MIB(ISE)
Sep16 160823 16435.00 16790.00 16425.00 16747.00 +388.00 37,105 41,161 +2,452
Dec16 160823 16320.00 16640.00 16320.00 16622.00 +383.00 64 287 +5
Mar17 160823 16592.00 16592.00 16592.00 16592.00 +383.00      
Total Volume and Open Interest 37,169 41,448 +2,457
KOSPI 200(KFE)
Sep16 160823 257.75 258.50 256.90 258.35 +1.15 92,385 142,689 +243
Dec16 160823 258.55 259.30 257.80 259.20 +1.15 917 14,057 +55
Mar17 160823 255.50 256.55 255.45 256.55 +1.05 9 1,141 -3
Total Volume and Open Interest 93,325 161,233 +295
GSCI(CME)
Sep16 160823 362.85 368.05 361.05 367.05 +2.45 375 13,310 +309
Oct16 160823 369.40 370.15 363.80 369.40 +2.30      
Nov16 160823 372.40 372.40 372.40 372.40 +2.30      
Total Volume and Open Interest 375 13,310 +309
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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