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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Fri August 26, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep16 160826 996.50 1002.25 982.50 990.75 -7.50 13,884 32,995 -2,953
Nov16 160826 974.25 980.25 960.50 967.25 -8.25 99,814 393,325 -1,700
Jan17 160826 976.25 982.00 963.00 969.75 -7.75 8,730 72,276 -178
Mar17 160826 978.50 981.75 963.50 970.50 -6.00 6,526 67,015 +211
May17 160826 975.00 981.25 965.00 972.00 -4.50 2,882 34,457 +316
Jul17 160826 976.25 982.00 966.50 973.75 -3.00 2,776 36,016 -76
Aug17 160826 970.00 976.00 963.50 969.25 -1.25 80 796 +44
Sep17 160826 947.75 951.75 947.25 949.75 +0.50 9 537 +0
Nov17 160826 930.25 938.00 926.75 932.50 +1.00 2,821 27,120 +86
Jan18 160826 934.75 937.75 932.00 935.25 +0.75 1 576 +1
Mar18 160826 936.25 939.00 936.25 936.25 +1.00 0 71 +0
May18 160826 937.75 937.75 937.75 937.75 +0.75 0 50 +0
Jul18 160826 941.25 941.25 941.25 941.25 +1.75 0 127 +0
Aug18 160826 938.50 938.50 938.50 938.50 +1.75 0 17 +0
Total Volume and Open Interest 137,523 665,625 -4,249
Soybean Meal(CBOT)
Sep16 160826 324.50 326.00 319.80 321.20 -3.10 18,528 33,973 -2,893
Oct16 160826 321.20 323.00 316.80 318.20 -3.10 14,044 38,685 +2,896
Dec16 160826 318.30 320.40 314.20 315.50 -3.30 36,531 167,097 -330
Jan17 160826 316.30 318.00 312.50 313.30 -3.30 3,999 31,802 -209
Mar17 160826 314.50 316.30 310.70 311.20 -3.30 3,214 32,698 -188
May17 160826 312.50 314.10 309.30 309.80 -2.40 1,993 21,937 -63
Jul17 160826 312.50 314.60 309.70 310.20 -2.20 963 21,495 -111
Aug17 160826 312.00 313.50 309.20 309.60 -1.60 126 2,200 +5
Sep17 160826 309.80 312.40 308.20 308.60 -1.10 37 2,368 +15
Oct17 160826 304.50 306.90 303.90 304.30 -0.20 54 2,750 +25
Total Volume and Open Interest 79,925 364,419 -792
Soybean Oil(CBOT)
Sep16 160826 32.93 33.18 32.58 32.95 +0.04 17,254 38,017 -2,546
Oct16 160826 33.08 33.30 32.70 33.06 +0.02 15,433 46,617 +2,219
Dec16 160826 33.37 33.59 32.98 33.35 +0.03 49,030 200,642 -248
Jan17 160826 33.51 33.77 33.16 33.54 +0.06 9,717 41,325 +437
Mar17 160826 33.60 33.86 33.26 33.67 +0.09 5,869 33,173 +1,305
May17 160826 33.63 33.94 33.35 33.77 +0.11 1,860 23,357 +356
Jul17 160826 33.86 34.11 33.51 33.94 +0.12 1,096 9,689 +63
Aug17 160826 33.65 33.96 33.47 33.89 +0.10 78 3,322 -50
Sep17 160826 33.81 33.81 33.81 33.81 +0.09 19 2,782 +4
Oct17 160826 33.54 33.62 33.34 33.54 -0.07 55 1,864 +22
Total Volume and Open Interest 100,855 407,792 +1,589
Canola(WCE)
Nov16 160826 460.0 461.1 456.1 459.7 +0.1 10,762 127,083 +1,291
Jan17 160826 467.0 467.8 463.2 467.0 +0.2 3,174 24,427 -913
Mar17 160826 473.1 474.1 469.8 473.7 +0.6 1,713 8,005 +1,332
May17 160826 477.3 479.3 475.0 479.0 +1.0 221 5,059 +121
Jul17 160826 480.5 483.9 479.7 483.4 +1.0 246 7,666 +26
Total Volume and Open Interest 16,243 176,914 +1,923
Corn(CBOT)
Sep16 160826 323.50 325.25 315.75 316.25 -7.25 77,905 163,255 -14,837
Dec16 160826 332.00 334.00 324.50 325.00 -7.00 139,722 761,488 +6,961
Mar17 160826 342.00 343.50 334.25 334.50 -7.50 32,971 202,427 +6,038
May17 160826 349.00 350.50 341.50 341.75 -7.25 4,751 50,896 +195
Jul17 160826 358.00 358.00 348.75 349.00 -6.75 5,099 93,097 +1,272
Sep17 160826 363.00 364.25 356.00 356.25 -6.75 1,648 35,435 +104
Dec17 160826 373.25 374.25 366.25 366.75 -6.25 4,561 56,953 +1,052
Mar18 160826 384.00 384.00 376.75 377.00 -5.75 372 3,032 +183
May18 160826 387.00 387.25 382.25 382.25 -5.50 0 645 +0
Jul18 160826 390.00 391.75 385.50 385.50 -5.50 17 1,139 -10
Total Volume and Open Interest 267,060 1,371,092 +960
Wheat(CBOT)
Sep16 160826 401.25 402.25 381.00 383.50 -17.75 25,597 55,042 -5,307
Dec16 160826 422.25 424.50 405.00 407.50 -16.25 54,496 270,160 +6,626
Mar17 160826 446.50 447.50 429.25 432.00 -14.75 10,484 76,112 +998
May17 160826 460.00 461.25 444.25 446.75 -14.00 3,508 16,367 +271
Jul17 160826 469.25 470.50 453.50 455.75 -14.25 1,911 26,743 +39
Sep17 160826 485.00 485.00 470.00 471.25 -12.75 88 2,774 +7
Total Volume and Open Interest 96,369 454,121 +2,588
Wheat(KCBT)
Sep16 160826 405.25 406.75 388.50 389.75 -15.75 17,992 44,698 -6,615
Dec16 160826 431.50 433.50 415.50 416.75 -15.50 23,713 115,232 +6,043
Mar17 160826 449.00 449.50 431.75 432.75 -15.75 2,596 39,556 +641
May17 160826 458.75 459.25 442.50 443.25 -15.50 552 12,652 +20
Jul17 160826 469.25 469.50 452.50 453.75 -14.50 1,037 18,403 +125
Sep17 160826 485.00 485.00 470.00 470.00 -14.50 34 1,927 +0
Dec17 160826 507.25 507.75 494.00 494.50 -13.25 59 1,320 +1
Total Volume and Open Interest 45,985 233,989 +215
Wheat(MGE)
Sep16 160826 496.25 499.75 491.50 492.50 -5.25 4,052 7,046 -2,172
Dec16 160826 503.75 504.50 491.75 492.75 -11.75 8,414 26,684 +1,161
Mar17 160826 515.25 516.25 504.00 505.00 -11.25 1,285 13,520 +131
May17 160826 522.75 523.00 513.75 514.75 -11.00 545 5,378 +102
Jul17 160826 535.00 535.00 523.50 524.25 -11.25 56 2,774 +2
Sep17 160826 545.25 545.25 534.75 534.75 -10.50 253 2,296 +98
Total Volume and Open Interest 14,640 58,641 -662
Oats(CBOT)
Sep16 160826 172.75 173.25 165.25 169.00 -3.75 353 1,277 -213
Dec16 160826 188.75 188.75 182.00 185.25 -3.75 824 8,409 +441
Mar17 160826 199.50 199.50 195.75 197.75 -4.25 42 1,382 +23
May17 160826 199.50 203.00 199.50 203.00 -2.75 0 30 +0
Total Volume and Open Interest 1,219 11,101 +251
Rough Rice(CBOT)
Sep16 160826 9.77 10.05 9.69 9.73 -0.06 823 2,576 -668
Nov16 160826 9.90 10.24 9.87 9.93 +0.03 1,020 7,248 +611
Jan17 160826 10.08 10.38 10.08 10.15 +0.10 70 536 +17
Mar17 160826 10.38 10.38 10.38 10.38 +0.07 2 48 -1
Total Volume and Open Interest 1,915 10,410 -41
Live Cattle(CME)
Aug16 160826 112.250 112.750 110.035 110.350 -2.130 1,762 3,239 -1,141
Oct16 160826 108.450 109.430 106.200 106.350 -2.185 21,267 111,416 +1,339
Dec16 160826 109.830 110.850 107.950 108.100 -1.850 8,426 66,424 -96
Feb17 160826 109.700 110.580 108.080 108.230 -1.555 5,090 32,744 -27
Apr17 160826 108.580 109.330 107.200 107.300 -1.280 1,585 19,668 +192
Jun17 160826 102.135 102.700 100.885 101.000 -1.100 527 8,671 +30
Total Volume and Open Interest 38,918 246,532 +375
Feeder Cattle(CME)
Sep16 160826 141.500 142.600 139.285 139.935 -1.865 2,737 10,644 -28
Oct16 160826 137.450 138.935 135.150 135.950 -2.150 3,067 15,152 -103
Nov16 160826 134.285 135.600 132.000 132.825 -2.025 1,069 6,898 +129
Jan17 160826 130.485 131.235 128.000 128.985 -1.715 530 3,778 -72
Mar17 160826 128.985 129.985 126.930 127.930 -1.605 321 1,936 +85
Apr17 160826 129.000 129.935 127.230 127.930 -1.005 56 470 +3
May17 160826 128.200 129.250 126.500 126.950 -1.250 18 231 -1
Total Volume and Open Interest 8,652 42,056 -437
Lean Hogs(CME)
Oct16 160826 59.330 61.700 59.330 61.330 +2.630 9,528 90,842 -294
Dec16 160826 55.000 57.350 55.000 56.630 +2.145 4,124 60,310 +271
Feb17 160826 59.800 62.000 59.750 60.950 +1.600 1,269 27,480 +69
Apr17 160826 65.250 66.785 65.250 65.975 +1.125 381 20,913 +30
May17 160826 71.480 71.830 71.480 71.830 +0.530 6 335 +6
Jun17 160826 75.000 76.900 75.000 75.800 +1.120 251 4,168 +85
Jul17 160826 75.250 75.250 74.650 75.000 +0.650 88 664 -6
Aug17 160826 74.700 75.200 73.700 74.000 +0.750 69 353 +14
Total Volume and Open Interest 15,733 205,305 +180
Class III Milk(CME)
Aug16 160826 16.91 16.92 16.91 16.91 unch 125 4,668 -63
Sep16 160826 17.11 17.13 16.43 16.60 -0.50 623 5,738 +91
Oct16 160826 17.00 17.14 16.52 16.57 -0.44 713 4,970 +109
Nov16 160826 16.73 16.74 16.16 16.24 -0.41 326 3,863 +76
Dec16 160826 16.23 16.23 15.90 15.94 -0.36 116 3,182 +11
Jan17 160826 16.07 16.07 15.78 15.78 -0.29 44 1,619 +29
Feb17 160826 16.08 16.08 15.88 15.90 -0.15 54 1,492 +47
Mar17 160826 16.13 16.13 16.02 16.02 -0.08 29 1,339 +19
Apr17 160826 16.24 16.24 16.19 16.20 -0.04 7 1,135 +7
May17 160826 16.39 16.42 16.36 16.36 -0.03 37 1,059 +9
Jun17 160826 16.60 16.62 16.57 16.57 -0.03 50 986 +22
Jul17 160826 16.85 16.87 16.85 16.85 -0.07 15 519 +13
Aug17 160826 16.99 16.99 16.90 16.90 -0.09 19 453 +16
Total Volume and Open Interest 2,235 32,478 +442
Cocoa(ICE)
Sep16 160826 3012 3012 3012 3012 -13 398 1,257 -29
Dec16 160826 3028 3051 2980 3015 -13 20,013 103,647 +1,685
Mar17 160826 3007 3026 2959 2990 -16 5,483 64,094 +718
May17 160826 3012 3019 2952 2983 -16 1,580 14,943 +263
Jul17 160826 3006 3006 2946 2975 -18 224 4,323 +66
Sep17 160826 2954 2967 2953 2967 -18 21 4,295 -1
Dec17 160826 2954 2954 2954 2954 -18 14 1,160 +6
Total Volume and Open Interest 27,733 197,605 +2,708
Coffee "C"(ICE)
Sep16 160826 144.70 146.15 142.35 143.90 +0.40 337 339 -258
Dec16 160826 144.30 147.60 143.25 144.85 +0.40 19,736 97,545 -892
Mar17 160826 147.60 150.75 146.45 148.00 +0.40 4,038 35,391 -72
May17 160826 149.50 152.60 148.45 149.90 +0.40 1,999 16,456 +348
Jul17 160826 151.35 154.20 150.45 151.55 +0.40 522 3,771 +21
Sep17 160826 153.40 155.30 151.80 153.05 +0.40 144 3,060 -9
Total Volume and Open Interest 26,995 163,426 -743
Orange Juice(ICE)
Sep16 160826 185.50 187.20 183.55 186.50 +0.65 513 2,221 -300
Nov16 160826 184.50 186.00 182.70 185.65 +0.40 1,105 11,660 +590
Jan17 160826 185.00 185.50 184.95 185.30 +0.05 25 1,483 +11
Mar17 160826 184.20 184.20 184.20 184.20 -0.05 1 302 +0
May17 160826 182.65 182.65 182.65 182.65 -0.10 0 43 +0
Jul17 160826 181.45 181.45 181.45 181.45 -0.10      
Total Volume and Open Interest 1,644 15,711 +301
Sugar #11(ICE)
Oct16 160826 20.66 20.72 20.32 20.61 +0.06 68,403 424,236 -4,583
Mar17 160826 21.17 21.17 20.80 21.09 +0.07 31,841 272,114 +2,460
May17 160826 20.49 20.52 20.21 20.49 +0.08 11,564 82,340 -769
Jul17 160826 19.89 19.91 19.61 19.86 +0.06 5,400 53,618 +66
Oct17 160826 19.58 19.60 19.32 19.53 +0.04 2,273 35,925 +1,016
Mar18 160826 19.36 19.37 19.13 19.32 +0.03 697 17,429 +155
May18 160826 18.73 18.73 18.68 18.68 +0.02 252 5,430 +30
Jul18 160826 18.21 18.21 18.21 18.21 +0.01 173 4,860 -52
Total Volume and Open Interest 120,684 902,123 -1,676
London Cocoa(LCE)
Sep16 160826 2425 2443 2408 2429 +3 3,512 75,768 -1,418
Dec16 160826 2378 2389 2355 2372 -6 12,118 87,420 -1,286
Mar17 160826 2329 2341 2305 2322 -8 5,344 59,386 -132
May17 160826 2315 2325 2291 2308 -9 2,029 28,772 +190
Jul17 160826 2309 2319 2287 2302 -9 916 4,656 -5
Sep17 160826 2303 2309 2279 2293 -9 442 6,268 +28
Dec17 160826 2280 2282 2280 2282 -8 51 1,428 +10
Total Volume and Open Interest 24,412 263,699 -2,613
London Sugar(LCE)
Oct16 160826 541.10 541.90 533.50 540.20 +1.50 6,692 32,985 -1,719
Dec16 160826 548.80 550.20 542.80 549.10 +2.40 3,436 21,120 -90
Mar17 160826 552.60 554.10 547.10 553.70 +2.90 960 18,190 -77
May17 160826 544.20 546.50 541.70 546.40 +3.40 285 9,924 +152
Aug17 160826 535.00 536.00 531.80 536.00 +2.90 159 4,793 +104
Total Volume and Open Interest 11,595 91,329 -1,610
Cotton(ICE)
Oct16 160826 67.87 68.45 67.71 67.71 -0.04 15 176 +4
Dec16 160826 68.12 68.77 67.55 68.03 -0.01 12,751 156,687 -989
Mar17 160826 68.16 68.96 67.93 68.36 +0.05 2,094 47,965 -133
May17 160826 68.22 68.89 68.06 68.52 +0.14 462 5,958 +56
Jul17 160826 68.20 68.89 68.10 68.57 +0.19 793 5,901 +70
Oct17 160826 68.16 68.16 68.16 68.16 +0.21      
Total Volume and Open Interest 17,346 227,913 -443
Lumber(CME)
Sep16 160826 318.5 320.3 316.8 316.9 unch 830 1,935 -420
Nov16 160826 337.0 337.9 329.2 329.7 -5.7 668 3,016 +460
Jan17 160826 343.2 345.0 338.0 339.7 -3.5 76 184 +38
Mar17 160826 346.0 347.9 345.0 345.8 -0.4 2 69 +1
Total Volume and Open Interest 1,576 5,227 +79
Crude Oil(NYM)
Oct16 160826 47.37 48.46 46.94 47.64 +0.31 603,495 431,386 -22,994
Nov16 160826 48.05 49.14 47.62 48.33 +0.30 127,197 240,403 +10,667
Dec16 160826 48.70 49.79 48.27 48.98 +0.29 96,744 269,171 +7,906
Jan17 160826 49.36 50.43 48.91 49.63 +0.28 25,863 121,596 +106
Feb17 160826 49.77 50.90 49.50 50.20 +0.28 16,573 50,214 +626
Mar17 160826 50.34 51.41 50.04 50.67 +0.29 19,945 95,516 +121
Apr17 160826 50.54 51.62 50.36 51.06 +0.29 9,135 31,703 -919
May17 160826 50.97 51.94 50.73 51.36 +0.29 5,714 25,361 -184
Jun17 160826 51.27 52.30 50.90 51.59 +0.28 29,038 93,657 +3,512
Jul17 160826 51.49 52.34 51.15 51.79 +0.27 4,507 20,944 +242
Aug17 160826 51.96 52.50 51.46 51.97 +0.26 2,940 16,275 +615
Sep17 160826 52.15 52.21 52.15 52.15 +0.26 5,156 37,811 +424
Oct17 160826 52.33 52.42 52.33 52.33 +0.25 2,522 13,978 +649
Nov17 160826 52.54 52.63 52.54 52.54 +0.25 1,600 13,215 +104
Dec17 160826 52.42 53.42 52.08 52.77 +0.25 29,486 150,033 +3,182
Jan18 160826 52.93 53.01 52.66 52.93 +0.25 704 13,883 +280
Total Volume and Open Interest 991,524 1,753,812 +6,562
e-miNY Crude Oil(NYM)
Oct16 160826 47.375 48.450 46.925 47.650 +0.325 12,250 2,052 -259
Nov16 160826 48.050 49.100 47.625 48.325 +0.300 289 320 +7
Dec16 160826 48.625 49.700 48.275 48.975 +0.275 102 373 +12
Jan17 160826 49.250 50.350 49.000 49.625 +0.275 3 45 -1
Feb17 160826 50.200 50.875 49.575 50.200 +0.275 2 97 -2
Mar17 160826 50.675 51.325 50.050 50.675 +0.300 2 124 -2
Apr17 160826 51.050 51.100 51.050 51.050 +0.275 2 95 -2
May17 160826 51.800 51.800 51.350 51.350 +0.275 1 91 +0
Jun17 160826 51.250 52.225 50.975 51.600 +0.300 4 24 -1
Jul17 160826 51.800 51.800 51.800 51.800 +0.275 50 78 +50
Total Volume and Open Interest 12,797 3,564 -131
NY Harbor ULSD(NYM)
Sep16 160826 150.91 153.02 148.30 149.72 -1.22 29,110 32,463 -6,555
Oct16 160826 152.25 154.38 149.71 151.11 -1.21 60,799 82,412 +3,015
Nov16 160826 153.75 155.87 151.31 152.69 -1.11 27,695 72,576 +658
Dec16 160826 155.00 157.17 152.76 154.12 -0.99 20,785 64,958 +652
Jan17 160826 156.74 158.72 154.44 155.80 -0.88 8,634 38,347 +870
Feb17 160826 156.69 159.45 155.60 156.86 -0.82 3,937 14,334 +441
Mar17 160826 156.82 159.61 155.92 157.20 -0.76 4,009 19,001 +341
Apr17 160826 155.99 159.05 155.56 156.83 -0.72 644 8,868 +24
May17 160826 156.88 158.48 156.74 156.99 -0.70 436 6,711 +55
Jun17 160826 157.21 159.95 156.05 157.32 -0.69 1,439 23,977 +8
Jul17 160826 159.66 159.66 157.82 158.08 -0.68 187 2,708 +28
Aug17 160826 160.56 160.56 158.16 158.99 -0.68 215 1,606 -21
Sep17 160826 160.78 161.91 159.98 160.07 -0.68 407 2,366 +37
Oct17 160826 162.50 162.50 161.17 161.17 -0.69 163 1,783 +37
Total Volume and Open Interest 159,708 402,714 -272
RBOB Gasoline(NYM)
Sep16 160826 151.00 152.57 149.12 151.28 +0.14 42,252 33,420 -7,632
Oct16 160826 142.23 144.34 140.71 142.84 +0.47 89,469 126,888 +371
Nov16 160826 140.28 142.56 138.80 140.92 +0.55 38,393 71,104 -1,151
Dec16 160826 138.98 141.27 137.62 139.63 +0.59 35,149 56,713 +1,416
Jan17 160826 137.71 141.45 137.71 139.86 +0.66 11,464 25,912 +0
Feb17 160826 139.37 142.46 139.37 141.11 +0.63 5,556 8,590 +753
Mar17 160826 141.16 144.50 141.16 143.29 +0.64 6,289 21,637 +737
Apr17 160826 159.67 162.25 159.25 161.20 +0.57 1,887 17,353 -210
May17 160826 161.02 162.58 160.17 162.10 +0.60 404 6,458 -12
Jun17 160826 160.78 163.25 160.00 161.92 +0.61 1,368 11,573 -2
Total Volume and Open Interest 235,337 408,499 -5,891
e-miNY RBOB Gasoline(NYM)
Sep16 160826 151.00 151.28 151.00 151.28 +0.14 0 1 +0
Oct16 160826 142.84 142.84 142.84 142.84 +0.47      
Nov16 160826 140.92 140.92 140.92 140.92 +0.55      
Dec16 160826 139.63 139.63 139.63 139.63 +0.59      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Sep16 160826 2.840 2.907 2.797 2.871 +0.025 108,008 23,443 -13,548
Oct16 160826 2.880 2.949 2.832 2.913 +0.028 134,119 238,766 -5,315
Nov16 160826 3.013 3.065 2.964 3.030 +0.020 31,607 188,143 +1,531
Dec16 160826 3.217 3.258 3.173 3.228 +0.016 19,731 78,160 -95
Jan17 160826 3.333 3.368 3.287 3.344 +0.018 24,974 127,142 -2,111
Feb17 160826 3.322 3.370 3.289 3.342 +0.018 8,023 33,988 -546
Mar17 160826 3.274 3.320 3.243 3.296 +0.017 14,161 89,114 -559
Apr17 160826 2.993 3.038 2.991 3.015 +0.009 11,842 66,592 +1,511
May17 160826 2.963 3.000 2.963 2.982 +0.008 5,269 23,861 +372
Jun17 160826 2.992 3.026 2.989 3.008 +0.009 3,726 24,052 +862
Jul17 160826 3.020 3.053 3.017 3.036 +0.009 2,950 15,481 +83
Aug17 160826 3.036 3.062 3.025 3.044 +0.009 1,454 14,453 +366
Sep17 160826 3.029 3.045 3.009 3.028 +0.009 1,467 16,223 +315
Oct17 160826 3.052 3.068 3.032 3.051 +0.009 3,910 28,518 +954
Nov17 160826 3.105 3.116 3.086 3.103 +0.008 1,877 13,093 +484
Dec17 160826 3.235 3.246 3.217 3.235 +0.008 1,109 16,060 -65
Total Volume and Open Interest 378,267 1,054,237 -15,315
Brent Crude Oil(ICE)
Oct16 160826 49.66 50.76 49.12 49.92 +0.25 280,915 166,366 -19,242
Nov16 160826 49.91 50.99 49.38 50.15 +0.23 218,501 517,934 +9,906
Dec16 160826 50.31 51.36 49.76 50.53 +0.23 147,400 410,249 +5,755
Jan17 160826 50.69 51.72 50.15 50.91 +0.24 37,406 139,262 -288
Feb17 160826 51.10 52.10 50.54 51.30 +0.24 23,709 95,233 +617
Mar17 160826 51.47 52.46 50.96 51.70 +0.24 28,783 126,344 +4,882
Apr17 160826 51.72 52.76 51.33 52.05 +0.25 8,074 40,905 +1,522
May17 160826 52.10 53.07 51.64 52.35 +0.26 4,723 40,728 +90
Jun17 160826 52.35 53.31 51.84 52.60 +0.26 21,460 118,643 -1,095
Jul17 160826 52.36 52.86 52.35 52.86 +0.27 1,536 22,404 +114
Aug17 160826 53.11 53.11 53.11 53.11 +0.28 1,254 18,656 -76
Sep17 160826 53.40 54.00 53.11 53.34 +0.28 3,555 47,619 +257
Oct17 160826 53.57 53.57 53.57 53.57 +0.28 1,040 19,296 -68
Nov17 160826 53.76 53.76 53.76 53.76 +0.27 738 16,315 +113
Total Volume and Open Interest 827,950 2,281,745 +1,545
Gas Oil(ICE)
Sep16 160826 440.00 445.25 432.00 437.75 +0.50 48,709 104,898 -6,185
Oct16 160826 444.50 449.75 436.75 442.75 +1.25 75,916 136,448 +8,412
Nov16 160826 446.50 452.50 439.75 445.75 +1.75 24,237 66,203 -3,019
Dec16 160826 449.00 455.50 442.50 448.50 +2.00 27,343 135,843 +695
Jan17 160826 450.25 458.75 446.50 452.50 +2.50 6,145 43,429 +804
Feb17 160826 453.50 462.50 450.00 456.25 +2.50 3,439 28,850 +208
Mar17 160826 456.75 465.25 453.50 459.25 +2.75 4,547 31,940 +217
Apr17 160826 459.25 467.75 455.50 461.75 +2.75 1,346 16,694 +18
May17 160826 460.75 469.00 458.00 464.00 +2.75 1,237 14,354 -196
Jun17 160826 463.25 469.75 460.50 466.25 +2.50 5,197 45,339 -135
Total Volume and Open Interest 206,197 791,741 +789
Ethanol(CBOT)
Sep16 160826 1.443 1.465 1.437 1.442 -0.006 162 305 -83
Oct16 160826 1.435 1.450 1.423 1.427 -0.008 397 1,708 +56
Nov16 160826 1.422 1.422 1.400 1.403 -0.014 48 626 -5
Dec16 160826 1.395 1.395 1.371 1.371 -0.019 12 1,156 +5
Jan17 160826 1.380 1.380 1.356 1.356 -0.020 0 197 +0
Feb17 160826 1.360 1.360 1.360 1.360 -0.020 0 163 +0
Mar17 160826 1.374 1.374 1.374 1.374 -0.020 0 7 +0
Apr17 160826 1.391 1.391 1.391 1.391 -0.020 0 7 +0
Total Volume and Open Interest 619 4,175 -27
WTI Crude Oil(ICE)
Oct16 160826 47.35 48.45 46.94 47.64 +0.31 72,304 75,807 -10,006
Nov16 160826 47.96 49.12 47.64 48.33 +0.30 49,857 69,522 +11,419
Dec16 160826 48.61 49.77 48.29 48.98 +0.29 32,112 106,031 +3,105
Jan17 160826 49.22 50.39 48.93 49.63 +0.28 8,077 30,858 +5
Feb17 160826 49.92 50.94 49.50 50.20 +0.28 6,312 24,685 -134
Mar17 160826 50.38 51.35 50.03 50.67 +0.29 3,521 30,500 +96
Apr17 160826 50.62 51.51 50.49 51.06 +0.29 2,056 6,037 +43
May17 160826 50.92 52.04 50.85 51.36 +0.29 646 5,643 +209
Jun17 160826 51.16 52.26 50.90 51.59 +0.28 3,387 33,208 +1,087
Jul17 160826 51.79 51.79 51.79 51.79 +0.27 812 3,773 +415
Aug17 160826 51.97 51.97 51.97 51.97 +0.26 107 761 +35
Sep17 160826 52.15 52.15 52.15 52.15 +0.26 290 9,781 +92
Oct17 160826 52.33 52.33 52.33 52.33 +0.25 31 1,194 +18
Nov17 160826 52.54 52.54 52.54 52.54 +0.25 38 1,102 +0
Dec17 160826 52.31 53.38 52.28 52.77 +0.25 3,461 65,768 +16
Jan18 160826 52.93 52.93 52.93 52.93 +0.25 0 455 +0
Total Volume and Open Interest 183,992 511,437 +6,525
US Dollar Index(ICE)
Sep16 160826 94.675 95.585 94.200 95.543 +0.800 13,896 47,938 +1,186
Dec16 160826 94.575 95.530 94.155 95.503 +0.795 676 8,981 +290
Mar17 160826 94.555 95.467 94.495 95.467 +0.795 27 2,058 +17
Total Volume and Open Interest 14,602 59,143 +1,492
Australian Dollar(CME)
Sep16 160826 76.15 76.88 75.47 75.49 -0.62 68,753 111,627 -108
Dec16 160826 76.06 76.70 75.30 75.32 -0.62 304 2,708 +4
Mar17 160826 75.19 76.36 75.19 75.19 -0.61 2 11 -2
Total Volume and Open Interest 69,059 114,346 -106
British Pound(CME)
Sep16 160826 131.92 132.85 131.27 131.31 -0.44 68,809 236,578 -1,995
Dec16 160826 132.44 133.08 131.53 131.57 -0.43 834 8,226 +205
Mar17 160826 132.76 133.30 131.84 131.84 -0.43 2 633 +0
Total Volume and Open Interest 69,645 245,921 -1,790
Canadian Dollar(CME)
Sep16 160826 77.41 77.95 76.86 76.88 -0.48 48,119 126,182 -179
Dec16 160826 77.48 77.98 76.90 76.91 -0.48 431 4,770 +228
Mar17 160826 77.62 77.97 76.95 76.95 -0.48 5 445 +2
Jun17 160826 77.01 77.98 77.01 77.01 -0.46 0 192 +0
Total Volume and Open Interest 48,555 131,669 +51
Japanese Yen(CME)
Sep16 160826 99.52 100.01 98.16 98.23 -1.28 77,740 160,492 -609
Dec16 160826 99.89 100.40 98.57 98.63 -1.28 817 3,363 +89
Mar17 160826 100.40 100.73 99.06 99.06 -1.28 0 263 +0
Total Volume and Open Interest 78,557 164,236 -520
Swiss Franc(CME)
Sep16 160826 103.46 103.95 102.23 102.26 -1.17 19,254 39,574 +288
Dec16 160826 104.01 104.48 102.80 102.82 -1.18 14 244 -7
Mar17 160826 103.37 104.89 103.37 103.37 -1.18      
Total Volume and Open Interest 19,268 39,835 +281
EuroFX(CME)
Sep16 160826 112.95 113.52 111.90 111.97 -0.92 121,460 350,303 -2,467
Dec16 160826 113.38 113.95 112.35 112.41 -0.92 1,286 9,154 -61
Mar17 160826 114.01 114.36 112.83 112.88 -0.92 10 1,339 +8
Total Volume and Open Interest 122,756 361,524 -2,520
Mexican Peso(CME)
Sep16 160826 543.25 549.50 536.25 536.50 -6.25 48,536 83,573 +1,881
Oct16 160826 535.13 535.13 535.13 535.13 -6.13      
Total Volume and Open Interest 48,859 115,595 +1,863
Brazilian Real(CME)
Sep16 160826 311.35 312.95 304.80 305.00 -4.10 589 24,545 -128
Oct16 160826 307.00 310.05 302.25 302.30 -4.05 122 434 +75
Nov16 160826 299.90 305.60 299.90 299.90 -3.75      
Dec16 160826 299.80 303.20 296.90 296.90 -4.10 3 153 +3
Total Volume and Open Interest 714 25,132 -50
30-Year T-Bonds(CBOT)
Sep16 160826 171~220 173~030 170~090 170~100 -1~130 229,275 506,750 -39,080
Dec16 160826 170~060 171~200 168~260 168~270 -1~130 64,155 86,636 +42,725
Mar17 160826 167~230 167~230 167~230 167~230 -1~130      
Total Volume and Open Interest 293,430 593,386 +3,645
10-Year T-Notes(CBOT)
Sep16 160826 132~015 132~140 131~115 131~120 -0~220 1,300,976 2,315,786 -254,359
Dec16 160826 131~025 131~145 130~125 130~130 -0~220 628,470 620,070 +376,564
Mar17 160826 129~190 129~190 129~190 129~190 -0~220      
Total Volume and Open Interest 1,929,446 2,935,856 +122,205
5-Year T-Notes(CBOT)
Sep16 160826 121~106 121~172 120~292 120~296 -0~142 1,337,551 2,257,580 -376,612
Dec16 160826 121~110 121~172 120~290 120~292 -0~150 898,172 760,602 +445,644
Mar17 160826 120~194 120~194 120~194 120~194 -0~150      
Total Volume and Open Interest 2,235,723 3,018,182 +69,032
2 Year T-Notes(CBOT)
Sep16 160826 109~080 109~104 109~042 109~044 -0~040 422,200 890,501 -116,425
Dec16 160826 109~056 109~074 109~012 109~012 -0~050 241,949 273,661 +137,138
Mar17 160826 109~006 109~006 109~006 109~006 -0~050      
Total Volume and Open Interest 664,149 1,164,162 +20,713
Eurodollars(CME)
Sep16 160826 99.130 99.137 99.092 99.095 -0.035 178,399 1,142,545 -720
Dec16 160826 99.070 99.085 99.025 99.030 -0.040 244,474 1,511,901 -28,662
Mar17 160826 99.035 99.055 98.980 98.985 -0.050 134,914 1,108,418 -1,700
Jun17 160826 98.990 99.015 98.935 98.935 -0.060 111,681 975,926 -1,496
Sep17 160826 98.955 98.980 98.890 98.890 -0.070 136,761 887,795 -5,286
Dec17 160826 98.905 98.935 98.840 98.840 -0.075 185,320 1,330,503 +10,816
Mar18 160826 98.880 98.910 98.810 98.815 -0.075 77,130 636,667 +1,912
Jun18 160826 98.850 98.880 98.775 98.780 -0.080 110,715 492,984 -2,353
Sep18 160826 98.820 98.850 98.745 98.745 -0.085 81,857 441,033 +4,362
Dec18 160826 98.775 98.810 98.695 98.700 -0.085 87,327 595,498 -6,063
Mar19 160826 98.750 98.785 98.670 98.675 -0.085 47,068 412,690 +1,088
Jun19 160826 98.720 98.755 98.640 98.640 -0.090 46,529 306,237 +2,848
Sep19 160826 98.685 98.725 98.605 98.605 -0.090 27,089 242,588 +2,969
Dec19 160826 98.645 98.690 98.560 98.560 -0.090 30,076 247,586 +3,378
Mar20 160826 98.615 98.660 98.530 98.530 -0.090 23,665 144,342 +146
Jun20 160826 98.575 98.620 98.495 98.495 -0.090 22,594 103,187 -729
Sep20 160826 98.540 98.590 98.460 98.460 -0.085 16,686 77,809 +934
Dec20 160826 98.500 98.550 98.415 98.415 -0.085 24,000 101,199 +4,448
Total Volume and Open Interest 1,637,095 11,081,132 -8,097
Ultra T-Bond(CBOT)
Sep16 160826 187~13 189~11 185~29 185~30 -1~15 127,181 522,631 -50,166
Dec16 160826 186~18 188~19 185~04 185~06 -1~14 65,985 92,838 +50,647
Mar17 160826 184~06 184~06 184~06 184~06 -1~14      
Total Volume and Open Interest 193,166 615,469 +481
Ultra 10-Yr T-Note(CBOT)
Sep16 160826 144~245 145~130 143~305 143~310 -0~250 81,009 166,044 -17,135
Dec16 160826 144~090 144~295 143~155 143~155 -0~245 34,504 37,577 +27,988
Mar17 160826 143~155 143~155 143~155 143~155 -0~245      
Total Volume and Open Interest 115,513 203,621 +10,853
30 Day Federal Funds(CBOT)
Aug16 160826 99.603 99.603 99.600 99.603 unch 730 132,147 -465
Sep16 160826 99.580 99.590 99.570 99.575 -0.010 11,679 74,492 +145
Oct16 160826 99.545 99.565 99.515 99.520 -0.025 30,934 215,493 +5,845
Nov16 160826 99.525 99.540 99.495 99.500 -0.025 17,772 107,868 +2,669
Dec16 160826 99.485 99.495 99.450 99.450 -0.030 10,628 66,417 +1,688
Jan17 160826 99.445 99.465 99.415 99.415 -0.030 14,369 111,985 +5,388
Total Volume and Open Interest 114,098 936,871 +21,067
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 160825 99.99 99.99 99.99 99.99 unch      
Dec16 160825 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160825 99.99 99.99 99.99 99.99 unch      
Jun17 160825 99.99 99.99 99.99 99.99 unch      
Sep17 160825 99.99 99.99 99.99 99.99 unch      
Dec17 160825 99.99 99.99 99.99 99.99 unch      
Mar18 160825 100.00 100.00 100.00 100.00 unch      
Jun18 160825 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160825 151.38 151.55 151.35 151.55 +0.14 577 16,889 +34
Dec16 160825 151.85 151.85 151.85 151.85 +0.14 23 78 -17
Mar17 160825 151.77 151.77 151.77 151.77 +0.14      
Total Volume and Open Interest 600 16,967 +17
Euro-Buxl(EUREX)
Sep16 160826 193.40 194.66 191.46 194.00 +0.40 18,967 137,188 -1,532
Dec16 160826 191.58 192.50 189.92 192.38 +0.40 836 2,245 +753
Mar17 160826 192.00 192.00 192.00 192.00 +0.40      
Total Volume and Open Interest 19,803 139,433 -779
Euro-Bund(EUREX)
Sep16 160826 167.49 167.76 166.87 167.70 +0.23 401,549 1,597,333 -20,966
Dec16 160826 164.74 165.04 164.18 164.98 +0.23 29,236 148,475 +21,853
Mar17 160826 167.48 167.55 167.00 167.40 +0.23 73 311 -29
Total Volume and Open Interest 430,858 1,746,119 +858
Euro-Bobl(EUREX)
Sep16 160826 133.53 133.63 133.38 133.62 +0.08 319,547 1,374,646 +12,438
Dec16 160826 131.53 131.62 131.40 131.62 +0.09 28,105 112,881 +21,038
Mar17 160826 133.57 133.57 133.57 133.57 +0.08      
Total Volume and Open Interest 347,652 1,487,527 +33,476
Euro-Schatz(EUREX)
Sep16 160826 111.98 112.00 111.97 112.00 +0.01 178,713 1,142,710 +34,275
Dec16 160826 111.96 111.98 111.96 111.98 +0.02 67,073 123,352 +58,522
Mar17 160826 112.00 112.00 112.00 112.00 +0.01      
Total Volume and Open Interest 245,786 1,266,062 +92,797
3-Mth Euribor(EUREX)
Sep16 160826 100.305 100.305 100.305 100.305 unch 0 3,847 +0
Dec16 160826 100.315 100.315 100.315 100.315 -0.005 6 2,925 +0
Mar17 160826 100.325 100.325 100.325 100.325 unch 5 3,183 -5
Total Volume and Open Interest 86 76,851 +11
Long Gilt(LIFFE)
Sep16 160826 132~06 132~22 132~02 132~21 +0~11 394,790 325,908 -158,359
Dec16 160826 131~04 131~20 130~30 131~18 +0~10 264,849 214,481 +190,294
Total Volume and Open Interest 659,639 540,389 +31,935
3-Mth Short Sterling(LIFFE)
Sep16 160826 99.62 99.62 99.61 99.62 -0.00 81,960 338,206 -7,761
Dec16 160826 99.69 99.69 99.68 99.69 -0.01 217,277 571,216 -44,569
Mar17 160826 99.72 99.72 99.70 99.71 -0.01 130,812 332,066 -19,333
Jun17 160826 99.72 99.73 99.70 99.72 unch 102,396 328,880 -10,048
Sep17 160826 99.73 99.74 99.71 99.73 unch 72,448 295,667 +3,482
Dec17 160826 99.72 99.73 99.70 99.73 +0.01 64,336 326,425 +5,104
Total Volume and Open Interest 942,699 3,113,348 -58,525
3-Mth Euribor(LIFFE)
Sep16 160826 100.300 100.305 100.300 100.300 -0.005 76,992 359,350 +4,959
Dec16 160826 100.310 100.320 100.310 100.315 -0.005 160,997 446,123 -12,634
Mar17 160826 100.320 100.330 100.320 100.325 unch 103,135 348,995 -4,157
Total Volume and Open Interest 704,824 3,094,083 -6,041
3-Mth Aus T-Bills(SFE)
Sep16 160826 98.25 98.25 98.24 98.25 -0.01 4,381 143,592 -3,929
Dec16 160826 98.35 98.35 98.33 98.34 -0.01 11,351 211,609 +1,893
Mar17 160826 98.40 98.41 98.38 98.40 unch 4,954 159,343 -82
Jun17 160826 98.43 98.43 98.41 98.43 -0.01 2,501 129,335 +430
Sep17 160826 98.44 98.44 98.42 98.43 -0.01 3,922 97,997 +985
Dec17 160826 98.43 98.43 98.41 98.43 -0.01 1,356 77,834 +243
Mar18 160826 98.42 98.42 98.41 98.42 -0.01 1,975 61,985 +321
Jun18 160826 98.40 98.41 98.39 98.41 -0.01 684 47,345 +87
Sep18 160826 98.39 98.39 98.38 98.39 -0.01 70 7,044 +28
Dec18 160826 98.36 98.36 98.36 98.36 -0.01 26 4,251 +0
Total Volume and Open Interest 31,238 943,494 -24
10-Year Aus T-Bonds(SFE)
Sep16 160826 98.13 98.14 98.10 98.14 unch 72,184 841,820 +6,854
Dec16 160826 98.16 98.16 98.15 98.15 unch      
Total Volume and Open Interest 72,184 841,820 +6,854
3-Year Aus T-Bonds(SFE)
Sep16 160826 98.63 98.63 98.59 98.62 -0.01 61,779 848,057 +12,307
Dec16 160826 98.68 98.68 98.67 98.67 -0.01      
Total Volume and Open Interest 61,779 848,057 +12,307
Gold(CMX)
Aug16 160826 1323.8 1340.5 1320.1 1321.5 +1.4 262 370 -321
Oct16 160826 1321.3 1342.3 1318.3 1322.6 +1.4 18,750 46,584 -254
Dec16 160826 1324.8 1346.0 1321.2 1325.9 +1.3 225,487 426,832 -5,956
Feb17 160826 1328.3 1349.0 1324.6 1329.0 +1.1 8,676 33,722 +501
Apr17 160826 1339.8 1351.2 1329.9 1331.5 +0.9 3,537 9,532 -787
Jun17 160826 1334.5 1352.7 1332.5 1333.9 +0.6 1,183 14,448 -189
Aug17 160826 1336.3 1340.1 1335.6 1336.3 +0.3 752 7,967 +42
Oct17 160826 1351.1 1355.0 1338.6 1338.6 -0.1 22 988 +20
Dec17 160826 1346.8 1355.5 1340.0 1341.0 -0.4 344 11,584 +49
Feb18 160826 1343.7 1343.7 1343.7 1343.7 -0.6 0 135 +0
Apr18 160826 1346.4 1346.4 1346.4 1346.4 -0.7 1 4 +1
Jun18 160826 1349.1 1349.1 1349.1 1349.1 -0.8 0 4,334 +0
Total Volume and Open Interest 259,942 565,896 -7,077
Silver(CMX)
Sep16 160826 1849.0 1903.5 1847.0 1865.1 +16.2 72,851 45,704 -8,918
Dec16 160826 1861.0 1914.0 1859.5 1874.5 +13.0 31,186 139,245 +8,255
Mar17 160826 1879.5 1921.0 1879.0 1885.4 +12.6 1,158 11,595 +133
May17 160826 1887.0 1922.5 1887.0 1892.3 +12.5 261 781 +91
Jul17 160826 1902.0 1927.5 1899.0 1899.0 +12.5 53 2,403 +1
Sep17 160826 1908.0 1934.0 1904.5 1905.6 +12.5 3 470 +0
Dec17 160826 1915.1 1915.1 1915.1 1915.1 +12.5 26 2,179 +3
Total Volume and Open Interest 105,984 205,845 -419
Platinum(NYMEX)
Oct16 160826 1078.1 1094.0 1060.3 1077.7 +0.7 16,601 73,023 -1,038
Jan17 160826 1082.0 1095.8 1063.4 1080.2 +0.7 1,010 8,217 +814
Apr17 160826 1082.9 1082.9 1082.9 1082.9 +0.7 3 244 +3
Jul17 160826 1084.9 1084.9 1084.9 1084.9 +0.7 1 16 +1
Total Volume and Open Interest 17,628 81,582 -219
Palladium(NYMEX)
Sep16 160826 688.95 702.90 682.05 692.15 +7.15 9,240 8,529 -4,189
Dec16 160826 691.00 704.00 683.20 693.75 +6.35 6,492 19,523 +4,499
Mar17 160826 694.75 696.95 692.70 695.45 +6.65 10 53 -2
Total Volume and Open Interest 15,764 28,127 +318
Copper(CMX)
Sep16 160826 207.70 209.95 207.05 207.85 +0.20 64,798 31,384 -8,732
Dec16 160826 208.30 210.45 207.75 208.45 +0.15 46,649 112,234 +3,655
Mar17 160826 209.05 211.25 208.65 209.30 +0.15 4,556 27,463 +763
May17 160826 210.70 211.90 209.40 210.00 +0.20 1,785 5,614 +126
Jul17 160826 211.90 212.40 209.95 210.50 +0.20 802 1,194 +171
Total Volume and Open Interest 121,056 188,123 -4,073
E-mini DJIA Index(CBOT)
Sep16 160826 18451 18554 18311 18380 -68 111,882 143,334 -1,407
Dec16 160826 18365 18462 18226 18294 -66 135 1,182 -60
Mar17 160826 18227 18359 18218 18227 -66 0 292 +0
Jun17 160826 18186 18186 18186 18186 -66 0 3 +0
Total Volume and Open Interest 112,017 144,811 -1,467
S & P 500(CME)
Sep16 160826 2173.80 2186.50 2157.50 2168.40 -5.20 5,640 98,094 -112
Dec16 160826 2178.50 2178.50 2152.50 2161.20 -5.30 3 1,239 -4
Mar17 160826 2154.60 2171.70 2145.70 2154.60 -5.10 0 60 +0
Jun17 160826 2148.70 2165.80 2139.80 2148.70 -5.10 0 60 +0
Total Volume and Open Interest 5,643 99,453 -116
S & P 500 E-Mini(Globex)
Sep16 160826 2174.00 2186.75 2157.50 2168.50 -5.00 1,508,048 2,941,003 +408
Dec16 160826 2166.75 2179.50 2150.75 2161.25 -5.25 6,698 65,098 +2,916
Mar17 160826 2159.00 2172.50 2144.25 2154.50 -5.25 121 839 -100
Jun17 160826 2162.00 2162.00 2141.00 2148.75 -5.00 4 327 +1
Total Volume and Open Interest 1,514,871 3,007,268 +3,225
NASDAQ 100 E-Mini(Globex)
Sep16 160826 4783.50 4817.50 4757.30 4785.80 +3.50 190,472 296,108 +390
Dec16 160826 4779.50 4810.80 4752.00 4779.80 +3.50 939 1,755 +205
Mar17 160826 4773.80 4792.50 4758.00 4773.80 +3.50 5 50 -5
Total Volume and Open Interest 191,416 297,920 +590
S&P Midcap 400(CME) e-Mini
Sep16 160826 1565.30 1575.60 1550.60 1557.90 -5.80 13,366 83,728 -284
Dec16 160826 1552.50 1568.20 1548.80 1552.50 -5.80 0 10 +0
Mar17 160826 1553.00 1553.00 1553.00 1553.00 -5.80      
Total Volume and Open Interest 13,366 83,738 -284
Volatility Index(CBOE)
Aug16 160817 12.80 13.00 12.55 12.65 -0.18 87,344 101,401 -15,417
Sep16 160826 15.00 15.73 14.48 15.13 +0.15 68,070 271,860 -24,011
Oct16 160826 16.90 17.45 16.50 17.02 +0.09 48,814 108,821 -6,785
Nov16 160826 17.90 18.32 17.57 18.03 +0.15 17,327 47,390 -1,586
Total Volume and Open Interest 150,395 507,880 -32,354
Russell 2000(ICE)
Sep16 160826 1240.20 1250.50 1229.00 1238.40 -1.00 66,450 332,641 -566
Dec16 160826 1238.80 1245.70 1224.80 1233.90 -1.00 38 1,047 +1
Mar17 160826 1230.40 1230.40 1230.40 1230.40 -1.00 0 250 +0
Total Volume and Open Interest 66,488 334,108 -565
Nikkei 225(CME)
Sep16 160826 16525 16600 16335 16595 +90 8,350 35,369 +281
Dec16 160826 16435 16540 16285 16540 +90 46 309 -7
Total Volume and Open Interest 8,396 35,678 +274
Nikkei 225(SGX)
Sep16 160826 16505 16525 16320 16410 -110 42,619 203,148 -4,468
Dec16 160826 16355 16360 16200 16280 -125 420 7,712 -156
Mar17 160825 16375 16375 16375 16375 -20 0 5 +0
Total Volume and Open Interest 71,499 221,665 +10,374
Nikkei 225(CME) Yen
Sep16 160826 16505 16600 16325 16590 +85 29,757 65,071 -885
Dec16 160826 16335 16455 16195 16455 +80 138 375 +15
Mar17 160826 16405 16405 16405 16405 +80      
Total Volume and Open Interest 29,895 65,446 -870
Nikkei 225(CME) e-Mini Yen
Sep16 160826 16590 16590 16340 16590 +80 0 11 +0
Dec16 160826 16450 16450 16450 16450 +70      
Mar17 160826 16400 16400 16400 16400 +70      
Total Volume and Open Interest 0 11 +0
CAC 40(EURONEXT)
Sep16 160826 4399.0 4457.0 4384.5 4441.5 +35.5 69,947 268,861 +7,086
Oct16 160826 4435.0 4445.0 4391.0 4430.0 +35.5 29 132 +19
Nov16 160826 4393.5 4427.0 4368.0 4427.0 +36.0      
Dec16 160826 4383.5 4420.5 4383.5 4420.5 +35.5 0 59 +0
Total Volume and Open Interest 69,976 269,113 +7,105
Hang Seng Index(HKFE)
Aug16 160826 22808 22996 22787 22914 +124 125,228 116,073 -6,403
Sep16 160826 22762 22949 22744 22874 +130 16,474 30,282 +7,908
Total Volume and Open Interest 141,869 152,090 +1,493
DAX(EUREX)
Sep16 160826 10507.0 10616.0 10452.5 10589.5 +61.0 76,645 152,765 +3,357
Dec16 160826 10497.0 10590.5 10442.0 10578.0 +61.0 201 6,950 +51
Mar17 160826 10570.5 10570.5 10570.5 10570.5 +61.0 2 203 +1
Total Volume and Open Interest 76,848 159,918 +3,409
Mini-DAX(EUREX)
Sep16 160826 10502.0 10615.0 10454.0 10589.5 +61.0 21,108 10,682 +576
Dec16 160826 10504.0 10597.0 10450.0 10578.0 +61.0 84 322 -8
Mar17 160826 10570.5 10570.5 10570.5 10570.5 +61.0 3 118 +2
Total Volume and Open Interest 21,195 11,122 +570
FT-SE 100(EURONEXT)
Sep16 160826 6818.00 6859.00 6769.50 6844.00 +26.00 78,961 695,427 -3,313
Dec16 160826 6769.00 6809.50 6727.00 6801.00 +26.00 50 1,253 +14
Mar17 160826 6743.00 6743.00 6743.00 6743.00 +26.00      
Total Volume and Open Interest 79,011 696,680 -3,299
SPI 200(SFE)
Sep16 160826 5506.0 5520.0 5480.0 5486.0 -27.0 25,589 307,766 +6,042
Dec16 160826 5494.0 5500.0 5471.0 5471.0 -27.0 108 3,012 +54
Mar17 160826 5422.0 5422.0 5422.0 5422.0 -27.0 72 1,490 +54
Total Volume and Open Interest 25,922 313,786 +6,303
FTSE MIB(ISE)
Sep16 160826 16705.00 16865.00 16560.00 16833.00 +113.00 28,848 40,520 +327
Dec16 160826 16525.00 16720.00 16480.00 16708.00 +113.00 35 290 +3
Mar17 160826 16678.00 16678.00 16678.00 16678.00 +113.00      
Total Volume and Open Interest 28,883 40,810 +330
KOSPI 200(KFE)
Sep16 160826 257.10 257.40 255.25 256.70 -0.70 93,157 139,944 -2,749
Dec16 160826 257.85 258.55 256.10 257.50 -0.55 869 14,444 +270
Mar17 160826 254.50 254.80 253.70 254.55 -1.35 51 1,175 +29
Total Volume and Open Interest 94,087 158,907 -2,450
GSCI(CME)
Sep16 160826 365.00 368.05 361.00 363.05 -0.45 65 13,209 -21
Oct16 160826 365.30 368.40 363.55 365.30 -0.45 26 75 +25
Nov16 160826 368.30 368.30 368.30 368.30 -0.45      
Total Volume and Open Interest 91 13,284 +4
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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