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 Wed August 31, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep16 160831 966.50 970.50 956.00 960.00 -5.50 13,450 9,857 -8,125
Nov16 160831 952.00 956.25 938.00 943.00 -7.75 82,017 376,916 -1,927
Jan17 160831 954.25 958.75 940.75 946.00 -7.50 11,355 78,064 +449
Mar17 160831 955.50 959.75 943.25 948.25 -6.75 6,086 68,756 +139
May17 160831 956.25 962.25 946.50 951.25 -6.75 2,545 37,281 +517
Jul17 160831 961.25 964.50 948.75 953.50 -6.75 2,420 37,318 -47
Aug17 160831 955.00 960.75 946.25 950.75 -6.00 11 818 -2
Sep17 160831 940.75 940.75 931.25 932.75 -5.25 1 559 +0
Nov17 160831 923.00 925.75 912.00 917.00 -5.50 1,574 25,748 -331
Jan18 160831 919.00 925.25 916.50 919.75 -5.25 59 709 +34
Mar18 160831 920.50 920.50 920.50 920.50 -5.00 5 159 +0
May18 160831 922.00 922.00 922.00 922.00 -5.25 0 50 +0
Jul18 160831 925.50 925.50 925.50 925.50 -5.25 0 127 +0
Aug18 160831 922.25 922.25 922.25 922.25 -5.25 0 17 +0
Total Volume and Open Interest 119,523 636,626 -9,293
Soybean Meal(CBOT)
Sep16 160831 315.00 316.20 311.50 312.20 -1.60 28,962 16,828 -7,247
Oct16 160831 311.60 313.00 307.40 308.40 -2.20 22,094 42,253 +1,517
Dec16 160831 309.60 311.30 305.50 306.70 -2.00 33,719 164,044 -823
Jan17 160831 308.10 309.80 304.00 305.50 -1.60 4,330 31,812 +267
Mar17 160831 306.60 308.20 302.50 303.80 -1.80 1,754 33,335 -179
May17 160831 306.10 307.40 302.20 303.50 -1.60 1,339 22,727 +116
Jul17 160831 306.70 307.90 303.10 304.20 -1.60 1,645 23,785 +179
Aug17 160831 306.30 307.30 302.60 303.60 -1.70 218 2,502 +46
Sep17 160831 305.20 306.50 302.30 302.80 -1.40 443 2,949 +219
Oct17 160831 299.30 301.70 297.00 298.10 -1.20 426 2,884 +66
Total Volume and Open Interest 95,185 353,449 -5,837
Soybean Oil(CBOT)
Sep16 160831 32.72 32.72 32.31 32.47 -0.26 24,482 10,744 -7,535
Oct16 160831 32.80 32.83 32.43 32.60 -0.27 21,190 54,980 +4,638
Dec16 160831 33.10 33.10 32.71 32.87 -0.27 44,167 207,693 +3,085
Jan17 160831 33.24 33.27 32.91 33.08 -0.26 5,691 39,860 +218
Mar17 160831 33.46 33.46 33.09 33.25 -0.25 3,336 34,963 +282
May17 160831 33.42 33.55 33.21 33.37 -0.26 3,881 23,979 +1,441
Jul17 160831 33.53 33.66 33.35 33.49 -0.29 1,471 10,853 +501
Aug17 160831 33.60 33.60 33.31 33.46 -0.29 236 3,205 -46
Sep17 160831 33.40 33.40 33.40 33.40 -0.28 235 2,790 +1
Oct17 160831 33.10 33.23 32.95 33.10 -0.31 452 2,126 +170
Total Volume and Open Interest 105,472 398,859 +2,880
Canola(WCE)
Nov16 160831 453.1 468.5 448.5 458.2 +5.2 8,997 127,819 +280
Jan17 160831 460.0 474.8 456.6 464.4 +4.1 2,870 25,447 +94
Mar17 160831 466.6 479.9 462.5 470.1 +3.5 1,286 9,637 +456
May17 160831 468.0 484.1 468.0 475.6 +3.2 1,411 5,105 +396
Jul17 160831 476.8 489.5 476.8 479.6 +2.8 1,059 8,057 +350
Total Volume and Open Interest 15,698 180,883 +1,626
Corn(CBOT)
Sep16 160831 304.00 307.25 301.00 301.50 -2.50 128,342 66,033 -28,643
Dec16 160831 315.75 319.50 314.75 315.50 -0.25 234,374 781,746 +9,955
Mar17 160831 326.00 329.25 325.00 326.00 +0.25 30,874 206,245 +3,825
May17 160831 333.25 336.75 332.50 333.50 +0.25 9,182 52,300 +956
Jul17 160831 341.25 344.25 340.25 341.25 +0.25 9,841 98,939 +1,685
Sep17 160831 349.00 351.75 348.25 349.00 +0.25 3,477 37,439 +919
Dec17 160831 360.00 362.00 358.50 359.50 -0.25 6,351 59,519 +1,577
Mar18 160831 371.50 372.25 369.50 370.25 -0.25 741 3,820 +419
May18 160831 375.00 376.00 375.00 376.00 -0.25 111 705 +40
Jul18 160831 380.00 382.00 379.00 379.75 -0.50 53 1,124 +15
Total Volume and Open Interest 423,573 1,310,763 -9,129
Wheat(CBOT)
Sep16 160831 363.50 367.00 359.50 361.00 -2.25 29,038 16,400 -14,820
Dec16 160831 392.50 395.75 386.75 388.25 -4.00 94,763 292,953 +3,518
Mar17 160831 415.50 418.25 409.00 410.25 -4.75 20,553 79,494 +1,637
May17 160831 430.00 432.25 423.25 424.25 -5.00 5,256 17,009 +130
Jul17 160831 438.00 442.00 433.00 434.25 -4.00 5,252 27,814 +1,049
Sep17 160831 455.50 456.50 451.00 451.50 -3.25 738 3,032 +109
Total Volume and Open Interest 156,824 443,933 -8,243
Wheat(KCBT)
Sep16 160831 368.25 376.00 368.25 371.25 +3.50 23,966 14,701 -13,876
Dec16 160831 397.50 403.75 395.00 397.50 +0.75 39,662 132,163 +3,927
Mar17 160831 414.25 420.25 411.50 414.00 +0.25 6,755 42,839 +1,946
May17 160831 423.50 430.50 422.00 424.75 +0.25 2,105 13,289 +419
Jul17 160831 435.00 441.00 432.00 434.50 unch 3,054 19,292 +305
Sep17 160831 452.00 454.00 450.25 450.25 -0.50 164 2,554 +23
Dec17 160831 475.50 480.00 474.00 474.25 -0.50 90 1,982 +19
Total Volume and Open Interest 75,826 227,074 -7,222
Wheat(MGE)
Sep16 160831 490.50 492.75 485.75 485.75 -5.00 2,291 3,012 -1,583
Dec16 160831 484.75 490.00 480.25 481.50 -4.25 6,998 30,130 +1,428
Mar17 160831 497.00 500.75 490.00 490.75 -6.25 1,845 14,077 +78
May17 160831 508.00 510.25 499.75 500.25 -6.75 1,199 6,324 +498
Jul17 160831 516.75 519.25 509.75 509.75 -7.00 441 3,059 -155
Sep17 160831 530.25 530.50 520.00 520.25 -7.00 896 2,830 +128
Total Volume and Open Interest 14,300 61,104 +750
Oats(CBOT)
Sep16 160831 163.50 163.50 158.50 161.00 -0.75 308 722 -172
Dec16 160831 177.50 178.25 172.25 176.00 -1.50 1,071 8,696 +156
Mar17 160831 191.75 191.75 187.50 190.25 -1.50 127 1,472 +16
May17 160831 193.00 197.25 193.00 197.25 -1.00 2 31 +2
Total Volume and Open Interest 1,511 10,927 +5
Rough Rice(CBOT)
Sep16 160831 9.32 9.32 9.16 9.19 -0.09 376 1,787 -146
Nov16 160831 9.56 9.58 9.40 9.43 -0.09 719 7,960 +144
Jan17 160831 9.78 9.78 9.65 9.69 -0.09 146 702 +90
Mar17 160831 9.90 9.93 9.90 9.92 -0.09 0 63 +0
Total Volume and Open Interest 1,241 10,514 +88
Live Cattle(CME)
Aug16 160831 111.550 113.000 111.550 111.950 +0.450 935 913 -752
Oct16 160831 107.800 108.450 106.080 106.580 -0.900 24,667 116,856 +1,030
Dec16 160831 109.500 109.900 107.785 108.385 -0.900 12,090 69,678 +621
Feb17 160831 109.450 109.700 107.680 108.550 -0.850 6,832 32,831 -167
Apr17 160831 108.500 108.700 106.900 107.900 -0.650 4,452 20,146 -384
Jun17 160831 102.150 102.150 100.350 101.300 -0.835 719 8,939 +80
Total Volume and Open Interest 50,072 253,868 +532
Feeder Cattle(CME)
Sep16 160831 143.080 143.250 138.500 140.535 -2.000 3,317 9,790 -42
Oct16 160831 140.250 140.330 135.880 138.350 -1.185 4,616 16,077 +251
Nov16 160831 136.900 137.050 132.825 135.435 -0.890 1,674 7,430 +132
Jan17 160831 131.935 132.235 128.400 130.350 -1.085 637 3,801 -11
Mar17 160831 130.575 130.575 126.980 128.950 -0.930 305 2,098 +22
Apr17 160831 130.600 130.600 127.050 128.750 -1.550 110 489 -1
May17 160831 130.000 130.000 126.500 128.400 -0.850 45 285 +19
Total Volume and Open Interest 10,704 39,970 +370
Lean Hogs(CME)
Oct16 160831 62.100 62.900 61.630 62.850 +0.800 11,263 89,334 -152
Dec16 160831 57.250 57.700 56.735 57.535 +0.435 6,320 61,625 +457
Feb17 160831 61.400 61.600 60.830 61.330 +0.130 1,688 27,792 +193
Apr17 160831 65.850 66.400 65.475 66.000 +0.115 671 20,900 -101
May17 160831 71.750 71.750 71.750 71.750 -0.050 8 339 +0
Jun17 160831 75.700 75.850 75.250 75.550 -0.030 246 4,597 +91
Jul17 160831 75.000 75.150 74.750 74.750 -0.250 43 653 +12
Aug17 160831 74.150 74.150 74.050 74.150 +0.115 7 345 -2
Total Volume and Open Interest 20,250 205,840 +498
Class III Milk(CME)
Aug16 160830 16.92 16.92 16.91 16.91 -0.01 17 4,650 +8
Sep16 160831 16.58 16.68 16.44 16.46 -0.14 552 5,616 -73
Oct16 160831 16.70 16.73 16.47 16.58 -0.04 441 4,831 +50
Nov16 160831 16.47 16.49 16.25 16.31 -0.08 158 4,036 +6
Dec16 160831 16.07 16.09 15.95 16.00 -0.07 177 3,381 +73
Jan17 160831 15.84 15.84 15.75 15.79 -0.05 35 1,756 +20
Feb17 160831 15.91 15.91 15.80 15.85 -0.08 66 1,697 +29
Mar17 160831 16.02 16.02 15.95 15.98 -0.05 37 1,551 +27
Apr17 160831 16.12 16.14 16.05 16.10 -0.05 33 1,308 +27
May17 160831 16.29 16.30 16.25 16.30 -0.03 32 1,236 +18
Jun17 160831 16.46 16.50 16.45 16.50 unch 28 1,125 +10
Jul17 160831 16.77 16.77 16.65 16.70 -0.08 22 609 +21
Aug17 160831 16.79 16.79 16.71 16.77 -0.07 14 543 +14
Total Volume and Open Interest 1,664 34,021 +233
Cocoa(ICE)
Sep16 160831 2921 2921 2921 2921 +8 3 137 -188
Dec16 160831 2899 2918 2861 2898 +8 20,144 99,630 -3,292
Mar17 160831 2877 2899 2843 2875 +7 4,899 64,583 +13
May17 160831 2874 2894 2840 2870 +7 1,150 14,764 +60
Jul17 160831 2870 2889 2836 2865 +8 333 4,679 +49
Sep17 160831 2850 2861 2832 2859 +9 30 4,298 +1
Dec17 160831 2842 2852 2826 2852 +11 1 1,162 +1
Total Volume and Open Interest 26,560 193,140 -3,356
Coffee "C"(ICE)
Sep16 160831 144.75 145.90 144.70 145.90 +1.15 14 175 -12
Dec16 160831 145.95 147.40 144.80 147.05 +1.00 13,216 97,441 +0
Mar17 160831 149.25 150.55 148.05 150.20 +0.95 1,399 35,846 +141
May17 160831 151.15 152.40 150.05 152.10 +0.90 352 16,602 -17
Jul17 160831 152.70 153.75 151.65 153.65 +0.85 326 3,884 +122
Sep17 160831 154.80 155.10 153.90 155.10 +0.85 77 3,066 +0
Total Volume and Open Interest 15,444 163,896 +230
Orange Juice(ICE)
Sep16 160831 187.00 187.00 180.95 182.10 -6.75 481 1,168 -368
Nov16 160831 188.20 189.15 183.15 184.10 -5.05 1,153 12,467 +448
Jan17 160831 187.85 187.90 182.90 182.90 -5.00 90 1,611 +63
Mar17 160831 180.35 180.80 180.10 180.80 -4.95 11 304 +2
May17 160831 178.00 178.00 178.00 178.00 -5.05 11 44 +1
Jul17 160831 176.80 176.80 176.80 176.80 -5.05      
Total Volume and Open Interest 1,746 15,596 +146
Sugar #11(ICE)
Oct16 160831 20.59 20.60 19.97 20.06 -0.46 37,659 416,940 -1,755
Mar17 160831 21.02 21.08 20.48 20.56 -0.45 19,346 278,694 +4,259
May17 160831 20.54 20.54 19.97 20.04 -0.38 4,565 84,862 +576
Jul17 160831 19.80 19.86 19.42 19.48 -0.32 1,578 54,168 +243
Oct17 160831 19.30 19.52 19.16 19.21 -0.29 818 36,818 +326
Mar18 160831 19.31 19.32 19.03 19.05 -0.25 290 17,447 +84
May18 160831 18.68 18.68 18.47 18.48 -0.19 36 5,491 -7
Jul18 160831 18.22 18.22 18.02 18.02 -0.18 8 4,869 -1
Total Volume and Open Interest 64,309 905,488 +3,730
London Cocoa(LCE)
Sep16 160831 2356 2370 2339 2359 -2 8,791 72,233 -2,568
Dec16 160831 2310 2321 2287 2308 +2 14,193 87,476 +90
Mar17 160831 2262 2274 2239 2259 +1 4,560 59,015 +137
May17 160831 2248 2264 2231 2249 +3 1,887 28,565 +13
Jul17 160831 2242 2259 2226 2242 +2 499 4,708 -89
Sep17 160831 2233 2247 2216 2230 -1 171 6,325 +18
Dec17 160831 2214 2232 2200 2215 -3 40 1,502 +40
Total Volume and Open Interest 30,141 259,825 -2,359
London Sugar(LCE)
Oct16 160831 536.50 537.60 528.10 529.10 -8.40 2,125 32,376 -370
Dec16 160831 545.00 545.40 536.30 537.30 -8.00 1,281 21,507 +240
Mar17 160831 548.70 549.50 540.60 541.50 -7.80 314 18,518 -25
May17 160831 540.40 540.70 534.50 535.70 -6.60 56 10,003 +13
Aug17 160831 531.00 531.00 526.00 527.20 -5.50 28 4,814 +2
Total Volume and Open Interest 3,826 91,644 -131
Cotton(ICE)
Oct16 160831 65.22 65.70 65.22 65.32 -0.65 19 168 -7
Dec16 160831 66.43 66.59 65.41 65.58 -0.71 13,361 155,994 -433
Mar17 160831 66.70 66.93 65.90 66.01 -0.66 2,066 48,724 +564
May17 160831 66.84 66.85 66.00 66.10 -0.68 334 6,206 +51
Jul17 160831 66.15 66.70 66.00 66.06 -0.66 380 6,166 +142
Oct17 160831 65.80 65.80 65.80 65.80 -0.58      
Total Volume and Open Interest 16,574 228,944 +462
Lumber(CME)
Sep16 160831 313.5 314.1 311.6 312.7 +0.3 542 1,058 -289
Nov16 160831 321.7 322.3 317.7 319.1 -0.7 591 3,333 -197
Jan17 160831 327.3 327.3 327.3 327.3 -1.5 68 233 +19
Mar17 160831 333.0 336.1 333.0 333.0 -1.5 11 64 -1
Total Volume and Open Interest 1,212 4,711 -468
Crude Oil(NYM)
Oct16 160831 46.24 46.41 44.51 44.70 -1.65 309,254 432,345 -1,571
Nov16 160831 46.93 47.05 45.14 45.31 -1.68 59,423 240,752 -1,807
Dec16 160831 47.52 47.67 45.74 45.91 -1.71 53,935 269,487 -451
Jan17 160831 48.00 48.28 46.36 46.51 -1.73 19,127 121,673 -254
Feb17 160831 48.27 48.85 46.92 47.06 -1.75 10,856 51,399 -9
Mar17 160831 48.90 49.29 47.41 47.54 -1.76 11,561 100,286 +2,247
Apr17 160831 49.34 49.59 47.90 47.96 -1.76 3,604 33,073 -466
May17 160831 49.61 49.63 48.22 48.29 -1.76 2,842 26,568 +397
Jun17 160831 49.82 50.33 48.40 48.54 -1.76 9,992 99,145 -41
Jul17 160831 49.99 50.03 48.68 48.75 -1.75 1,962 21,480 -151
Aug17 160831 50.58 50.58 48.91 48.94 -1.74 1,409 16,615 +158
Sep17 160831 50.78 50.82 49.14 49.14 -1.72 2,573 37,593 -719
Oct17 160831 49.34 49.34 49.34 49.34 -1.71 1,267 14,123 -226
Nov17 160831 49.56 49.56 49.56 49.56 -1.70 565 13,875 -15
Dec17 160831 51.07 51.54 49.64 49.79 -1.70 11,099 152,550 +185
Jan18 160831 51.19 51.24 49.89 49.95 -1.70 578 15,065 -135
Total Volume and Open Interest 501,688 1,774,102 -2,658
e-miNY Crude Oil(NYM)
Oct16 160831 46.250 46.400 44.525 44.700 -1.650 6,306 2,063 +144
Nov16 160831 46.800 47.050 45.150 45.300 -1.700 255 446 +111
Dec16 160831 47.600 47.650 45.800 45.900 -1.725 30 364 +0
Jan17 160831 47.250 47.250 46.500 46.500 -1.750 1 46 +0
Feb17 160831 47.050 47.050 47.050 47.050 -1.750 1 98 +1
Mar17 160831 47.550 47.550 47.550 47.550 -1.750 1 129 -1
Apr17 160831 47.950 47.950 47.950 47.950 -1.775 0 101 +0
May17 160831 49.900 50.350 48.300 48.300 -1.750 0 83 +0
Jun17 160831 50.575 50.575 48.550 48.550 -1.750 0 16 +0
Jul17 160831 48.750 48.750 48.750 48.750 -1.750 0 76 +0
Total Volume and Open Interest 6,607 3,678 +249
NY Harbor ULSD(NYM)
Sep16 160831 146.15 146.44 140.59 141.02 -6.09 20,142 12,668 -3,160
Oct16 160831 147.78 147.94 141.91 142.57 -5.90 37,618 86,049 +1,807
Nov16 160831 149.27 149.61 143.85 144.49 -5.62 13,994 74,517 +348
Dec16 160831 150.83 151.11 145.55 146.15 -5.37 10,083 64,820 +10
Jan17 160831 151.39 152.78 147.34 147.95 -5.21 5,010 38,455 +74
Feb17 160831 152.72 153.19 148.85 149.15 -5.14 2,328 15,597 +190
Mar17 160831 153.21 153.63 149.39 149.67 -5.05 2,745 18,886 -75
Apr17 160831 152.10 152.93 149.27 149.41 -5.01 957 8,752 -17
May17 160831 152.40 153.13 149.20 149.61 -5.04 776 7,131 +80
Jun17 160831 153.84 153.97 149.58 149.96 -5.04 1,888 24,279 -41
Jul17 160831 154.89 154.89 150.76 150.76 -5.01 193 2,718 +12
Aug17 160831 155.82 155.82 151.73 151.73 -4.97 99 1,633 -4
Sep17 160831 154.00 154.00 152.87 152.87 -4.92 71 2,345 -16
Oct17 160831 154.99 154.99 154.04 154.04 -4.86 70 1,830 +15
Total Volume and Open Interest 96,318 390,433 -847
RBOB Gasoline(NYM)
Sep16 160831 144.15 144.69 140.23 141.22 -3.61 23,302 13,679 -5,381
Oct16 160831 137.11 137.33 132.04 133.34 -4.11 54,990 131,018 +52
Nov16 160831 136.10 136.28 131.09 132.26 -4.09 22,168 70,882 +76
Dec16 160831 135.28 135.28 130.35 131.32 -4.18 17,272 55,634 +1,077
Jan17 160831 135.38 135.54 130.86 131.73 -4.17 4,794 25,806 -130
Feb17 160831 135.36 136.03 132.30 133.10 -4.12 1,752 9,418 +523
Mar17 160831 137.75 138.50 134.81 135.47 -4.10 1,083 21,453 +106
Apr17 160831 155.62 156.30 152.96 153.28 -4.20 316 17,487 +22
May17 160831 156.68 157.28 154.20 154.25 -4.25 188 6,453 -7
Jun17 160831 156.55 157.31 153.46 154.07 -4.29 190 11,043 +9
Total Volume and Open Interest 127,450 391,550 -3,626
e-miNY RBOB Gasoline(NYM)
Oct16 160831 133.34 133.34 133.34 133.34 -4.11      
Nov16 160831 132.26 132.26 132.26 132.26 -4.09      
Dec16 160831 131.32 131.32 131.32 131.32 -4.18      
Jan17 160831 131.73 131.73 131.73 131.73 -4.17      
Total Volume and Open Interest      
Natural Gas(NYM)
Oct16 160831 2.834 2.900 2.808 2.887 +0.060 119,653 237,794 -4,071
Nov16 160831 2.950 3.014 2.928 3.003 +0.054 42,105 190,954 +1,485
Dec16 160831 3.160 3.212 3.136 3.203 +0.046 18,618 77,086 -813
Jan17 160831 3.284 3.336 3.261 3.326 +0.048 24,114 123,490 -1,566
Feb17 160831 3.284 3.334 3.264 3.325 +0.046 6,314 31,309 -706
Mar17 160831 3.231 3.289 3.222 3.280 +0.042 12,262 87,395 -504
Apr17 160831 2.983 3.025 2.970 3.024 +0.030 8,522 70,428 -128
May17 160831 2.941 2.993 2.941 2.992 +0.026 4,133 25,738 -441
Jun17 160831 2.970 3.020 2.970 3.018 +0.024 3,414 23,408 +170
Jul17 160831 3.015 3.046 3.010 3.045 +0.023 2,551 16,175 +85
Aug17 160831 3.024 3.056 3.020 3.054 +0.023 1,494 14,520 +70
Sep17 160831 3.015 3.039 3.005 3.038 +0.023 2,487 15,986 -756
Oct17 160831 3.039 3.065 3.031 3.064 +0.025 3,187 30,285 -509
Nov17 160831 3.108 3.118 3.082 3.117 +0.025 1,112 13,795 +309
Dec17 160831 3.240 3.247 3.215 3.247 +0.023 1,523 16,994 -119
Jan18 160831 3.320 3.351 3.318 3.349 +0.022 1,678 13,934 -216
Total Volume and Open Interest 257,445 1,035,712 -13,994
Brent Crude Oil(ICE)
Oct16 160831 48.29 48.42 46.96 47.04 -1.33 209,244 110,969 +0
Nov16 160831 48.65 48.77 46.77 46.89 -1.84 187,604 510,641 +0
Dec16 160831 49.04 49.17 47.19 47.27 -1.87 113,818 409,826 +0
Jan17 160831 49.44 49.58 47.60 47.68 -1.87 30,057 139,181 +0
Feb17 160831 49.84 49.98 48.01 48.09 -1.86 15,888 91,937 +0
Mar17 160831 50.23 50.38 48.43 48.51 -1.85 19,381 128,469 +0
Apr17 160831 50.63 50.66 48.82 48.88 -1.84 9,834 42,651 +0
May17 160831 50.95 50.95 49.15 49.22 -1.82 5,071 41,797 +0
Jun17 160831 51.20 51.31 49.41 49.52 -1.79 21,107 119,971 +0
Jul17 160831 50.27 50.27 49.33 49.81 -1.77 627 22,315 +0
Aug17 160831 49.60 50.07 49.59 50.07 -1.76 427 18,696 +0
Sep17 160831 50.56 50.81 50.30 50.30 -1.76 2,166 47,886 +0
Oct17 160831 50.53 50.53 50.53 50.53 -1.76 289 19,478 +0
Nov17 160831 50.74 50.74 50.74 50.74 -1.75 266 16,298 +0
Total Volume and Open Interest 643,934 2,222,893 +0
Gas Oil(ICE)
Sep16 160831 426.25 427.25 409.25 414.50 -13.50 42,724 101,743 +0
Oct16 160831 431.50 432.25 414.25 419.75 -13.25 63,586 143,312 +0
Nov16 160831 434.75 435.00 417.75 422.75 -13.25 21,454 70,184 +0
Dec16 160831 436.75 437.75 421.00 425.75 -12.75 33,233 135,487 +0
Jan17 160831 441.25 441.25 425.50 430.00 -12.50 9,587 44,775 +0
Feb17 160831 444.25 445.25 430.00 434.25 -12.00 3,033 29,801 +0
Mar17 160831 447.50 448.25 434.00 437.50 -11.75 2,419 31,971 +0
Apr17 160831 450.00 451.00 436.75 440.25 -11.50 1,695 15,975 +0
May17 160831 452.50 453.50 441.75 442.75 -11.50 391 14,272 +0
Jun17 160831 455.00 456.00 441.25 445.00 -11.50 2,465 45,430 +0
Total Volume and Open Interest 187,372 802,455 +0
Ethanol(CBOT)
Sep16 160831 1.422 1.434 1.403 1.415 -0.019 194 137 -108
Oct16 160831 1.413 1.422 1.390 1.402 -0.010 465 1,839 -33
Nov16 160831 1.382 1.382 1.379 1.379 -0.009 38 637 +10
Dec16 160831 1.349 1.352 1.349 1.349 -0.007 10 1,159 +1
Jan17 160831 1.340 1.340 1.334 1.334 -0.007 0 259 -3
Feb17 160831 1.338 1.338 1.338 1.338 -0.007 0 163 +0
Mar17 160831 1.352 1.352 1.352 1.352 -0.007 0 7 +0
Apr17 160831 1.369 1.369 1.369 1.369 -0.007 0 7 +0
Total Volume and Open Interest 707 4,214 -133
WTI Crude Oil(ICE)
Oct16 160831 46.20 46.40 44.51 44.70 -1.65 48,152 73,583 +0
Nov16 160831 46.89 47.03 45.14 45.31 -1.68 27,938 71,511 +0
Dec16 160831 47.49 47.66 45.75 45.91 -1.71 24,707 103,843 +0
Jan17 160831 48.07 48.08 46.42 46.51 -1.73 7,352 29,423 +0
Feb17 160831 48.75 48.75 46.91 47.06 -1.75 6,508 22,166 +0
Mar17 160831 49.24 49.24 47.49 47.54 -1.76 3,280 29,634 +0
Apr17 160831 49.32 49.32 47.92 47.96 -1.76 1,638 6,404 +0
May17 160831 49.60 49.65 48.24 48.29 -1.76 612 6,091 +0
Jun17 160831 50.23 50.24 48.40 48.54 -1.76 3,226 35,944 +0
Jul17 160831 48.75 48.75 48.75 48.75 -1.75 306 3,925 +0
Aug17 160831 48.94 48.94 48.94 48.94 -1.74 78 913 +0
Sep17 160831 49.14 49.14 49.14 49.14 -1.72 112 9,778 +0
Oct17 160831 49.34 49.34 49.34 49.34 -1.71 44 1,298 +0
Nov17 160831 49.56 49.56 49.56 49.56 -1.70 4 1,102 +0
Dec17 160831 51.04 51.04 49.76 49.79 -1.70 4,498 67,606 +0
Jan18 160831 49.95 49.95 49.95 49.95 -1.70 0 455 +0
Total Volume and Open Interest 132,081 510,795 +0
US Dollar Index(ICE)
Sep16 160831 95.990 96.250 95.895 96.012 -0.028 17,793 45,551 -1,144
Dec16 160831 95.945 96.210 95.850 95.967 -0.028 1,238 9,339 +156
Mar17 160831 96.020 96.160 95.850 95.933 -0.032 80 2,171 +60
Total Volume and Open Interest 19,113 57,234 -926
Australian Dollar(CME)
Sep16 160831 75.07 75.29 74.87 75.10 +0.04 91,474 108,502 -2,886
Dec16 160831 74.94 75.12 74.72 74.94 +0.04 273 2,814 +30
Mar17 160831 74.81 74.84 74.76 74.81 +0.04 8 20 +8
Total Volume and Open Interest 91,756 111,337 -2,847
British Pound(CME)
Sep16 160831 130.83 131.62 130.67 131.30 +0.42 42,238 233,018 -92
Dec16 160831 131.18 131.86 130.97 131.55 +0.42 344 11,730 +78
Mar17 160831 131.72 132.02 131.33 131.82 +0.43 0 627 +0
Total Volume and Open Interest 42,582 245,859 -14
Canadian Dollar(CME)
Sep16 160831 76.35 76.46 76.08 76.24 -0.21 45,734 123,721 -2,472
Dec16 160831 76.39 76.49 76.12 76.28 -0.20 244 4,713 +30
Mar17 160831 76.37 76.48 76.21 76.32 -0.20 16 440 -1
Jun17 160831 76.41 76.41 76.28 76.37 -0.20 0 192 +0
Total Volume and Open Interest 45,994 129,146 -2,443
Japanese Yen(CME)
Sep16 160831 97.14 97.28 96.64 96.74 -0.43 89,303 161,702 -989
Dec16 160831 97.58 97.67 97.05 97.14 -0.43 1,856 4,697 +1,128
Mar17 160831 97.55 98.01 97.55 97.55 -0.44 2 266 +2
Total Volume and Open Interest 91,171 166,783 +141
Swiss Franc(CME)
Sep16 160831 101.76 101.94 101.48 101.80 +0.05 16,371 39,617 +566
Dec16 160831 102.38 102.49 102.04 102.34 +0.04 31 243 -7
Mar17 160831 102.88 102.88 102.77 102.88 +0.04      
Total Volume and Open Interest 16,402 39,877 +559
EuroFX(CME)
Sep16 160831 111.51 111.73 111.31 111.67 +0.17 115,729 349,410 -1,816
Dec16 160831 111.96 112.17 111.76 112.12 +0.18 1,639 10,010 +251
Mar17 160831 112.39 112.60 112.24 112.57 +0.17 14 1,379 +8
Total Volume and Open Interest 117,385 361,530 -1,558
Mexican Peso(CME)
Sep16 160831 530.50 532.25 528.25 529.75 -0.13 42,481 79,217 -1,528
Oct16 160831 528.25 528.25 528.25 528.25 -0.25      
Total Volume and Open Interest 42,640 111,405 -1,510
Brazilian Real(CME)
Sep16 160831 308.45 309.40 308.45 308.60 +0.45 9,562 12,309 -7,770
Oct16 160831 306.65 309.05 304.25 306.70 +1.30 8,949 9,851 +7,187
Nov16 160831 303.40 305.20 303.05 304.20 +1.45 2 2 +2
Dec16 160831 302.20 302.20 298.95 301.45 +1.35 1,531 2,463 -809
Total Volume and Open Interest 20,044 24,625 -1,390
30-Year T-Bonds(CBOT)
Sep16 160831 171~270 172~030 171~100 171~270 +0~020 381,336 97,852 -143,550
Dec16 160831 170~130 170~210 169~270 170~120 +0~020 295,892 506,976 +151,625
Mar17 160831 169~080 169~080 169~080 169~080 +0~020      
Total Volume and Open Interest 677,228 604,828 +8,075
10-Year T-Notes(CBOT)
Sep16 160831 131~295 132~025 131~230 131~280 -0~005 1,642,229 528,539 -563,048
Dec16 160831 130~310 131~040 130~245 130~295 unch 1,237,072 2,410,765 +489,515
Mar17 160831 130~035 130~035 130~035 130~035 unch      
Total Volume and Open Interest 2,879,301 2,939,304 -73,533
5-Year T-Notes(CBOT)
Sep16 160831 121~080 121~110 121~042 121~076 +0~002 1,133,711 562,990 -443,858
Dec16 160831 121~082 121~120 121~044 121~080 +0~004 904,044 2,483,089 +259,496
Mar17 160831 120~302 120~302 120~302 120~302 +0~004      
Total Volume and Open Interest 2,037,755 3,046,079 -184,362
2 Year T-Notes(CBOT)
Sep16 160831 109~076 109~086 109~064 109~080 +0~004 619,539 209,468 -289,990
Dec16 160831 109~046 109~056 109~032 109~050 +0~004 516,829 932,215 +214,462
Mar17 160831 109~044 109~044 109~044 109~044 +0~004      
Total Volume and Open Interest 1,136,368 1,141,683 -75,528
Eurodollars(CME)
Sep16 160831 99.115 99.120 99.107 99.115 +0.002 222,958 1,107,589 +3,518
Dec16 160831 99.055 99.060 99.040 99.050 unch 489,704 1,498,553 +1,580
Mar17 160831 99.015 99.020 98.995 99.010 unch 252,033 1,093,673 -9,290
Jun17 160831 98.970 98.975 98.945 98.965 unch 169,752 983,731 +3,727
Sep17 160831 98.930 98.940 98.905 98.925 +0.005 148,161 880,890 +1,068
Dec17 160831 98.885 98.900 98.860 98.880 +0.005 237,453 1,320,992 -3,126
Mar18 160831 98.860 98.875 98.840 98.855 +0.005 128,923 635,372 +2,641
Jun18 160831 98.835 98.850 98.805 98.825 +0.005 149,815 504,293 +9,161
Sep18 160831 98.800 98.820 98.775 98.795 unch 103,529 447,848 -56
Dec18 160831 98.760 98.785 98.735 98.755 unch 131,055 607,234 +12,211
Mar19 160831 98.740 98.760 98.710 98.730 unch 69,491 415,674 +1,859
Jun19 160831 98.710 98.730 98.680 98.700 unch 73,684 309,395 -1,294
Sep19 160831 98.670 98.695 98.650 98.665 -0.005 47,155 245,247 +769
Dec19 160831 98.635 98.655 98.610 98.625 -0.005 56,676 273,436 +4,582
Mar20 160831 98.605 98.625 98.585 98.600 -0.005 38,039 146,783 +2,842
Jun20 160831 98.575 98.595 98.550 98.565 -0.005 31,959 100,974 +2,475
Sep20 160831 98.540 98.560 98.515 98.530 -0.010 19,003 79,153 +1,833
Dec20 160831 98.500 98.520 98.480 98.490 -0.010 23,762 106,685 +2,629
Total Volume and Open Interest 2,436,962 11,092,139 +37,516
Ultra T-Bond(CBOT)
Sep16 160831 187~31 188~14 187~08 188~05 +0~11 250,833 137,309 -121,807
Dec16 160831 187~09 187~24 186~18 187~15 +0~10 202,022 506,502 +144,911
Mar17 160831 186~15 186~15 186~15 186~15 +0~10      
Total Volume and Open Interest 452,855 643,811 +23,104
Ultra 10-Yr T-Note(CBOT)
Sep16 160831 144~270 144~310 144~195 144~260 +0~005 79,984 59,552 -38,163
Dec16 160831 144~125 144~175 144~050 144~120 +0~005 59,042 164,592 +35,227
Mar17 160831 144~120 144~120 144~120 144~120 +0~005      
Total Volume and Open Interest 139,026 224,144 -2,936
30 Day Federal Funds(CBOT)
Aug16 160831 99.603 99.605 99.603 99.603 unch 1,678 131,259 +1,043
Sep16 160831 99.582 99.582 99.577 99.582 unch 17,471 64,696 -5,203
Oct16 160831 99.535 99.545 99.530 99.535 -0.005 48,413 234,967 +2,789
Nov16 160831 99.520 99.525 99.510 99.515 -0.010 15,451 136,322 +5,627
Dec16 160831 99.475 99.480 99.465 99.470 -0.010 7,250 78,866 +1,872
Jan17 160831 99.440 99.440 99.425 99.435 -0.005 11,654 102,350 -1,946
Total Volume and Open Interest 124,098 987,172 +9,006
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 160831 99.99 99.99 99.99 99.99 unch      
Dec16 160831 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160831 99.99 99.99 99.99 99.99 unch      
Jun17 160831 99.99 99.99 99.99 99.99 unch      
Sep17 160831 99.99 99.99 99.99 99.99 unch      
Dec17 160831 99.99 99.99 99.99 99.99 unch      
Mar18 160831 100.00 100.00 100.00 100.00 unch      
Jun18 160831 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160831 151.53 151.60 151.39 151.43 -0.12 1,173 17,470 +419
Dec16 160831 151.83 151.83 151.69 151.69 -0.13 69 144 +66
Mar17 160831 151.61 151.61 151.61 151.61 -0.13      
Total Volume and Open Interest 1,242 17,614 +485
Euro-Buxl(EUREX)
Sep16 160831 194.24 194.30 192.52 192.98 -1.24 17,699 138,428 -2,005
Dec16 160831 192.36 192.56 190.98 191.36 -1.24 3,310 5,687 +3,275
Mar17 160831 190.98 190.98 190.98 190.98 -1.24      
Total Volume and Open Interest 21,009 144,115 +1,270
Euro-Bund(EUREX)
Sep16 160831 167.74 167.76 167.25 167.38 -0.35 351,011 1,549,069 -72,555
Dec16 160831 165.07 165.07 164.55 164.67 -0.35 52,485 200,791 +28,854
Mar17 160831 167.33 167.43 167.11 167.14 -0.29 26 423 +25
Total Volume and Open Interest 403,522 1,750,283 -43,676
Euro-Bobl(EUREX)
Sep16 160831 133.66 133.68 133.55 133.59 -0.05 243,430 1,309,112 -143,439
Dec16 160831 131.66 131.68 131.56 131.59 -0.05 11,016 146,478 -557
Mar17 160831 133.54 133.54 133.54 133.54 -0.05      
Total Volume and Open Interest 254,446 1,455,590 -143,996
Euro-Schatz(EUREX)
Sep16 160831 112.01 112.03 112.01 112.01 -0.00 105,044 1,073,800 -29,222
Dec16 160831 111.99 112.00 111.99 111.99 -0.01 13,604 136,718 +1,883
Mar17 160831 112.01 112.01 112.01 112.01 -0.00      
Total Volume and Open Interest 118,648 1,210,518 -27,339
3-Mth Euribor(EUREX)
Sep16 160831 100.305 100.305 100.305 100.305 unch 0 3,847 +0
Dec16 160831 100.325 100.330 100.325 100.330 +0.010 4 2,925 -10
Mar17 160831 100.335 100.340 100.335 100.340 +0.010 0 3,208 +0
Total Volume and Open Interest 114 77,126 -621
Long Gilt(LIFFE)
Sep16 160831 132~20 132~31 132~16 132~21 +0~01 229,370 66,613 -90,251
Dec16 160831 131~17 131~28 131~11 131~17 +0~00 201,603 471,885 +65,987
Total Volume and Open Interest 430,973 538,498 -24,264
3-Mth Short Sterling(LIFFE)
Sep16 160831 99.62 99.63 99.61 99.63 +0.00 51,537 334,638 +1,314
Dec16 160831 99.69 99.70 99.68 99.70 +0.01 35,695 552,437 -10,021
Mar17 160831 99.71 99.73 99.70 99.72 +0.01 31,689 329,648 -1,921
Jun17 160831 99.72 99.74 99.71 99.73 +0.01 46,398 322,116 -5,739
Sep17 160831 99.73 99.75 99.72 99.74 +0.01 26,047 290,166 +4,451
Dec17 160831 99.73 99.75 99.72 99.74 +0.01 30,912 334,359 -158
Total Volume and Open Interest 368,725 3,108,236 +10,711
3-Mth Euribor(LIFFE)
Sep16 160831 100.305 100.310 100.300 100.305 +0.005 30,278 355,606 +0
Dec16 160831 100.320 100.330 100.320 100.325 +0.005 77,111 444,584 +0
Mar17 160831 100.335 100.340 100.330 100.335 +0.005 70,529 362,889 +0
Total Volume and Open Interest 515,345 3,089,657 +0
3-Mth Aus T-Bills(SFE)
Sep16 160831 98.25 98.26 98.25 98.26 +0.01 12,679 120,473 -10,517
Dec16 160831 98.34 98.35 98.34 98.35 +0.01 23,635 202,494 -3,578
Mar17 160831 98.39 98.41 98.39 98.41 +0.01 10,143 158,823 -2,408
Jun17 160831 98.42 98.44 98.42 98.44 +0.01 9,933 130,538 +62
Sep17 160831 98.44 98.46 98.43 98.45 +0.01 5,386 97,114 -1,656
Dec17 160831 98.43 98.46 98.43 98.46 +0.02 4,280 78,552 +451
Mar18 160831 98.42 98.46 98.42 98.45 +0.02 2,872 63,503 +109
Jun18 160831 98.41 98.44 98.41 98.44 +0.02 2,686 47,470 -419
Sep18 160831 98.40 98.42 98.40 98.42 +0.02 26 7,031 +25
Dec18 160831 98.37 98.39 98.37 98.39 +0.02 1 4,251 +0
Total Volume and Open Interest 71,855 913,503 -17,837
10-Year Aus T-Bonds(SFE)
Sep16 160831 98.15 98.17 98.14 98.17 +0.02 99,008 822,548 -17,631
Dec16 160831 98.16 98.18 98.16 98.18 +0.01 21 26 +21
Total Volume and Open Interest 99,029 822,574 -17,610
3-Year Aus T-Bonds(SFE)
Sep16 160831 98.61 98.63 98.60 98.62 +0.01 160,821 863,348 -3,200
Dec16 160831 98.68 98.68 98.68 98.68 +0.01 0 10 +0
Total Volume and Open Interest 160,821 863,358 -3,200
Gold(CMX)
Oct16 160831 1311.2 1315.6 1303.6 1307.9 -5.1 3,074 44,939 -229
Dec16 160831 1314.7 1319.2 1306.9 1311.4 -5.1 142,232 418,398 -1,053
Feb17 160831 1317.9 1322.2 1310.3 1314.6 -5.2 980 37,613 +19
Apr17 160831 1319.7 1319.7 1316.3 1317.2 -5.2 305 9,745 +147
Jun17 160831 1325.7 1325.7 1318.3 1319.7 -5.2 228 14,971 +26
Aug17 160831 1326.8 1326.8 1322.2 1322.3 -5.2 178 7,977 +1
Oct17 160831 1324.7 1324.8 1324.7 1324.8 -5.2 156 1,336 -17
Dec17 160831 1333.4 1333.4 1326.4 1327.2 -5.2 163 11,340 +8
Feb18 160831 1329.5 1329.5 1329.5 1329.5 -5.6 0 135 +0
Apr18 160831 1331.7 1331.7 1331.7 1331.7 -6.1 0 4 +0
Jun18 160831 1333.9 1333.9 1333.9 1333.9 -6.6 0 4,334 +0
Total Volume and Open Interest 147,754 559,043 -1,387
Silver(CMX)
Sep16 160831 1858.0 1879.5 1852.0 1862.2 +4.5 47,463 10,613 -13,135
Dec16 160831 1866.0 1893.0 1860.0 1870.7 +3.4 49,480 158,116 +9,793
Mar17 160831 1877.5 1902.5 1871.5 1881.4 +3.3 734 12,356 +227
May17 160831 1888.0 1891.5 1888.0 1888.0 +3.2 33 857 +2
Jul17 160831 1894.0 1894.5 1894.0 1894.5 +3.1 1 2,484 +1
Sep17 160831 1902.0 1902.0 1901.0 1901.1 +3.1 0 471 +0
Dec17 160831 1910.5 1910.5 1910.5 1910.5 +3.1 10 2,205 +10
Total Volume and Open Interest 98,177 190,711 -3,036
Platinum(NYMEX)
Oct16 160831 1059.6 1067.9 1051.2 1053.5 -3.1 8,483 69,523 -620
Jan17 160831 1065.5 1069.8 1054.2 1056.1 -3.1 242 8,378 +97
Apr17 160831 1058.8 1058.8 1058.8 1058.8 -3.1 0 733 +0
Jul17 160831 1060.8 1060.8 1060.8 1060.8 -3.1 0 16 +0
Total Volume and Open Interest 8,734 78,732 -523
Palladium(NYMEX)
Sep16 160831 683.40 687.70 668.30 668.70 -9.25 2,073 1,117 -1,793
Dec16 160831 679.75 690.75 668.50 669.95 -8.25 4,917 24,806 +1,426
Mar17 160831 675.60 675.95 671.30 671.30 -8.25 11 51 -8
Total Volume and Open Interest 7,014 26,007 -374
Copper(CMX)
Sep16 160831 206.95 208.25 206.70 206.95 +0.05 19,596 6,956 -7,539
Dec16 160831 207.65 209.10 207.45 207.75 +0.10 29,972 133,691 +5,921
Mar17 160831 208.55 210.00 208.35 208.65 +0.05 813 28,356 +160
May17 160831 209.60 210.60 209.05 209.35 +0.05 146 5,362 -100
Jul17 160831 210.50 210.50 209.90 209.90 unch 25 1,214 +9
Total Volume and Open Interest 51,260 185,373 -1,884
E-mini DJIA Index(CBOT)
Sep16 160831 18453 18454 18324 18395 -49 105,443 150,324 +5,174
Dec16 160831 18348 18363 18240 18309 -48 271 1,440 +116
Mar17 160831 18273 18278 18180 18242 -48 5 402 +0
Jun17 160831 18201 18201 18201 18201 -48 0 3 +0
Total Volume and Open Interest 105,719 152,169 +5,290
S & P 500(CME)
Sep16 160831 2175.80 2175.90 2160.50 2169.50 -5.70 7,253 98,029 +3,004
Dec16 160831 2164.20 2164.20 2153.90 2162.30 -5.60 671 2,226 +477
Mar17 160831 2156.00 2156.00 2147.60 2156.00 -5.60 0 60 +0
Jun17 160831 2150.10 2150.10 2141.70 2150.10 -5.60 0 60 +0
Total Volume and Open Interest 7,924 100,375 +3,481
S & P 500 E-Mini(Globex)
Sep16 160831 2175.75 2176.25 2159.50 2169.50 -5.75 1,245,215 2,971,033 +26,751
Dec16 160831 2168.25 2168.75 2152.50 2162.25 -5.75 20,294 89,674 +14,445
Mar17 160831 2160.25 2162.00 2146.50 2156.00 -5.50 32 864 +5
Jun17 160831 2150.00 2150.00 2145.75 2150.00 -5.75 203 472 +150
Total Volume and Open Interest 1,265,744 3,062,046 +41,351
NASDAQ 100 E-Mini(Globex)
Sep16 160831 4778.30 4779.30 4751.50 4773.80 -2.20 146,925 311,357 +5,396
Dec16 160831 4769.00 4772.00 4746.80 4768.00 -2.50 1,021 2,855 +379
Mar17 160831 4760.00 4762.00 4750.00 4762.00 -2.50 2 52 +2
Total Volume and Open Interest 147,952 314,271 +5,777
S&P Midcap 400(CME) e-Mini
Sep16 160831 1568.50 1570.40 1555.60 1563.80 -5.60 16,222 84,820 +1,148
Dec16 160831 1558.50 1558.50 1554.00 1558.50 -5.50      
Mar17 160831 1559.00 1559.00 1559.00 1559.00 -5.50      
Total Volume and Open Interest 16,222 84,830 +1,148
Volatility Index(CBOE)
Aug16 160817 12.80 13.00 12.55 12.65 -0.18 87,344 101,401 -15,417
Sep16 160831 14.55 15.17 14.50 14.58 +0.05 64,034 243,919 -23,245
Oct16 160831 16.75 17.15 16.70 16.73 -0.04 39,931 125,282 +10,170
Nov16 160831 17.84 18.09 17.75 17.78 -0.05 11,204 50,272 +2,017
Total Volume and Open Interest 126,170 505,106 -9,326
Russell 2000(ICE)
Sep16 160831 1245.40 1246.90 1231.50 1238.80 -7.10 53,362 335,419 +458
Dec16 160831 1240.80 1242.00 1227.20 1234.20 -7.10 55 1,098 +12
Mar17 160831 1230.70 1230.70 1230.70 1230.70 -7.10 0 250 +0
Total Volume and Open Interest 53,417 336,937 +470
Nikkei 225(CME)
Sep16 160831 16845 16930 16815 16925 +60 8,974 36,130 +547
Dec16 160831 16800 16875 16765 16875 +65 238 435 +77
Total Volume and Open Interest 9,212 36,565 +624
Nikkei 225(SGX)
Sep16 160831 16760 16920 16755 16885 +140 79,729 211,125 +2,324
Dec16 160831 16660 16780 16645 16775 +140 866 7,576 -88
Mar17 160831 16740 16740 16740 16740 +140 0 5 +0
Total Volume and Open Interest 81,129 225,339 +2,503
Nikkei 225(CME) Yen
Sep16 160831 16840 16920 16815 16910 +50 30,740 66,120 +1,071
Dec16 160831 16740 16785 16680 16775 +50 197 913 +169
Mar17 160831 16725 16725 16725 16725 +50      
Total Volume and Open Interest 30,937 67,033 +1,240
Nikkei 225(CME) e-Mini Yen
Sep16 160831 16910 16910 16830 16910 +50 0 11 +0
Dec16 160831 16770 16770 16770 16770 +50      
Mar17 160831 16720 16720 16720 16720 +50      
Total Volume and Open Interest 0 11 +0
CAC 40(EURONEXT)
Sep16 160831 4454.0 4487.0 4421.5 4438.0 -19.0 54,557 271,389 -635
Oct16 160831 4441.0 4471.0 4410.5 4426.5 -19.0 18 189 +26
Nov16 160831 4452.0 4461.0 4423.5 4423.5 -19.0 1 4 +1
Dec16 160831 4451.5 4463.0 4417.0 4417.0 -19.0 0 58 +1
Total Volume and Open Interest 54,576 271,701 -607
Hang Seng Index(HKFE)
Aug16 160830 22830 23045 22813 23003 +179 152,102 54,902 -42,744
Sep16 160831 22970 23035 22846 22929 -20 76,728 121,933 +19,439
Oct16 160831 22918 22955 22849 22916        
DAX(EUREX)
Sep16 160831 10645.0 10665.5 10551.0 10610.5 -53.5 64,413 148,348 -9,459
Dec16 160831 10635.0 10651.0 10545.0 10599.5 -53.0 185 7,182 +72
Mar17 160831 10611.0 10611.0 10592.0 10592.0 -53.5 4 205 +1
Total Volume and Open Interest 64,602 155,735 -9,386
Mini-DAX(EUREX)
Sep16 160831 10645.0 10665.0 10552.0 10610.5 -53.5 19,990 10,041 -621
Dec16 160831 10642.0 10651.0 10555.0 10599.5 -53.0 76 339 +11
Mar17 160831 10544.0 10592.0 10544.0 10592.0 -53.5 2 123 +0
Total Volume and Open Interest 20,068 10,503 -610
FT-SE 100(EURONEXT)
Sep16 160831 6825.00 6831.50 6762.00 6786.00 -40.50 84,539 689,641 -3,760
Dec16 160831 6771.00 6788.00 6730.00 6744.00 -39.50 119 1,974 +98
Mar17 160831 6680.00 6680.00 6680.00 6680.00 -45.50      
Total Volume and Open Interest 84,658 691,615 -3,662
SPI 200(SFE)
Sep16 160831 5460.0 5477.0 5394.0 5410.0 -49.0 31,828 307,471 -5,270
Dec16 160831 5452.0 5452.0 5387.0 5395.0 -49.0 49 2,994 -64
Mar17 160831 5346.0 5346.0 5346.0 5346.0 -49.0 0 1,436 -54
Total Volume and Open Interest 31,907 313,507 -5,358
FTSE MIB(ISE)
Sep16 160831 16825.00 17045.00 16825.00 16938.00 +64.00 18,652 40,701 +253
Dec16 160831 16780.00 16895.00 16780.00 16811.00 +64.00 18 293 +4
Mar17 160831 16781.00 16781.00 16781.00 16781.00 +64.00      
Total Volume and Open Interest 18,670 40,994 +257
KOSPI 200(KFE)
Sep16 160831 258.05 258.35 256.15 256.50 -1.45 105,637 142,834 +2,296
Dec16 160831 258.80 259.10 257.05 257.30 -1.50 1,925 16,809 +1,336
Mar17 160831 255.20 255.25 254.50 254.80 -1.60 16 1,216 +7
Total Volume and Open Interest 107,579 164,502 +3,638
GSCI(CME)
Sep16 160831 355.90 355.90 347.35 347.95 -7.95 54 13,183 -8
Oct16 160831 350.25 350.25 349.90 350.25 -7.95 1 125 +0
Nov16 160831 353.25 353.25 353.25 353.25 -7.95      
Total Volume and Open Interest 55 13,308 -8
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

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy