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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu September 01, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep16 160901 960.25 965.00 954.00 959.00 -1.00 11,672 5,188 -4,669
Nov16 160901 942.25 948.50 937.00 943.75 +0.75 104,751 376,530 -386
Jan17 160901 945.00 951.25 940.25 947.25 +1.25 14,979 78,789 +725
Mar17 160901 947.75 954.00 943.00 950.00 +1.75 8,215 68,284 -472
May17 160901 951.50 956.75 946.00 953.25 +2.00 5,943 37,513 +232
Jul17 160901 952.25 959.50 948.50 955.75 +2.25 7,000 38,035 +717
Aug17 160901 953.00 953.25 948.50 952.50 +1.75 185 846 +28
Sep17 160901 933.00 934.75 932.50 934.75 +2.00 59 554 -5
Nov17 160901 916.50 922.00 913.00 920.25 +3.25 4,050 25,728 -20
Jan18 160901 919.00 922.75 916.00 922.75 +3.00 2 711 +2
Mar18 160901 923.75 923.75 923.75 923.75 +3.25 0 159 +0
May18 160901 925.00 925.00 925.00 925.00 +3.00 0 50 +0
Jul18 160901 927.75 927.75 927.75 927.75 +2.25 0 127 +0
Aug18 160901 924.25 924.25 924.25 924.25 +2.00 0 17 +0
Total Volume and Open Interest 156,857 632,779 -3,847
Soybean Meal(CBOT)
Sep16 160901 312.00 315.20 310.50 313.10 +0.90 25,858 8,284 -8,544
Oct16 160901 308.00 311.60 306.60 308.90 +0.50 28,473 45,251 +2,998
Dec16 160901 306.50 309.70 304.30 306.60 -0.10 42,125 163,636 -408
Jan17 160901 305.10 308.20 303.50 305.70 +0.20 4,642 32,206 +394
Mar17 160901 303.80 306.90 302.30 304.40 +0.60 4,777 33,194 -141
May17 160901 303.50 306.10 302.50 304.70 +1.20 3,971 22,697 -30
Jul17 160901 304.20 307.00 303.30 305.50 +1.30 4,041 24,855 +1,070
Aug17 160901 305.00 306.10 303.40 305.00 +1.40 749 2,657 +155
Sep17 160901 302.80 305.30 302.50 304.20 +1.40 532 3,146 +197
Oct17 160901 298.10 301.00 298.00 299.60 +1.50 260 2,961 +77
Total Volume and Open Interest 118,184 350,038 -3,411
Soybean Oil(CBOT)
Sep16 160901 32.28 32.44 31.95 32.20 -0.27 18,631 4,232 -6,512
Oct16 160901 32.57 32.59 32.04 32.29 -0.31 19,035 56,683 +1,703
Dec16 160901 32.82 32.87 32.31 32.55 -0.32 48,641 209,449 +1,756
Jan17 160901 33.05 33.08 32.53 32.77 -0.31 6,396 40,331 +471
Mar17 160901 33.21 33.21 32.69 32.93 -0.32 3,080 35,316 +353
May17 160901 33.20 33.33 32.82 33.07 -0.30 2,807 24,601 +622
Jul17 160901 33.33 33.46 32.99 33.22 -0.27 2,200 11,363 +510
Aug17 160901 33.33 33.44 33.03 33.22 -0.24 312 3,107 -98
Sep17 160901 33.32 33.33 33.09 33.15 -0.25 243 2,799 +9
Oct17 160901 32.96 32.96 32.74 32.88 -0.22 244 2,151 +25
Total Volume and Open Interest 103,056 397,673 -1,186
Canola(WCE)
Nov16 160901 458.1 463.7 457.8 462.2 +4.0 11,397 129,891 +2,072
Jan17 160901 464.4 470.4 464.4 468.5 +4.1 3,091 25,707 +260
Mar17 160901 473.8 476.2 473.6 474.1 +4.0 1,586 10,418 +781
May17 160901 479.0 481.4 478.6 479.3 +3.7 242 5,105 +0
Jul17 160901 483.1 485.3 482.6 483.2 +3.6 192 8,074 +17
Total Volume and Open Interest 16,612 184,087 +3,204
Corn(CBOT)
Sep16 160901 302.00 311.50 301.75 311.00 +9.50 132,215 19,043 -46,990
Dec16 160901 315.50 325.00 315.00 323.75 +8.25 257,650 791,854 +10,108
Mar17 160901 326.00 335.50 325.50 334.25 +8.25 47,692 214,803 +8,558
May17 160901 333.50 342.75 333.00 341.50 +8.00 7,764 53,958 +1,658
Jul17 160901 341.25 350.50 340.75 349.00 +7.75 22,467 105,787 +6,848
Sep17 160901 349.00 358.00 349.00 356.00 +7.00 7,823 39,924 +2,485
Dec17 160901 359.50 368.00 359.25 366.25 +6.75 9,091 62,306 +2,787
Mar18 160901 370.25 378.25 370.25 377.00 +6.75 395 3,987 +167
May18 160901 379.75 382.50 379.75 382.50 +6.50 150 772 +67
Jul18 160901 380.00 387.75 380.00 386.50 +6.75 267 1,213 +89
Total Volume and Open Interest 485,657 1,296,621 -14,142
Wheat(CBOT)
Sep16 160901 363.00 369.00 362.50 368.25 +7.25 27,620 2,354 -14,046
Dec16 160901 390.00 397.25 389.50 394.75 +6.50 94,812 302,286 +9,333
Mar17 160901 412.25 419.25 411.75 416.75 +6.50 21,086 79,856 +362
May17 160901 427.25 433.00 425.75 430.50 +6.25 3,185 17,009 +0
Jul17 160901 439.00 443.00 436.50 441.25 +7.00 2,113 27,858 +44
Sep17 160901 453.25 457.50 453.25 457.50 +6.00 596 3,094 +62
Total Volume and Open Interest 150,720 439,470 -4,463
Wheat(KCBT)
Sep16 160901 371.75 380.75 371.75 379.75 +8.50 19,984 2,887 -11,814
Dec16 160901 398.75 408.75 398.50 406.50 +9.00 42,592 143,372 +11,209
Mar17 160901 416.00 425.00 415.75 423.25 +9.25 7,893 43,419 +580
May17 160901 428.25 435.25 426.25 433.50 +8.75 2,711 13,462 +173
Jul17 160901 435.25 445.00 435.00 442.50 +8.00 1,230 19,628 +336
Sep17 160901 453.75 459.25 452.75 458.25 +8.00 173 2,580 +26
Dec17 160901 480.00 481.50 478.00 481.25 +7.00 69 1,970 -12
Total Volume and Open Interest 74,652 227,572 +498
Wheat(MGE)
Sep16 160901 488.75 492.25 488.50 490.50 +4.75 1,843 1,681 -1,331
Dec16 160901 482.25 488.00 482.00 486.00 +4.50 6,429 29,935 -195
Mar17 160901 490.75 498.25 490.75 496.50 +5.75 1,720 14,395 +318
May17 160901 503.00 508.00 501.75 505.50 +5.25 703 6,488 +164
Jul17 160901 514.25 517.25 513.50 515.00 +5.25 216 3,138 +79
Sep17 160901 522.25 527.50 521.00 524.75 +4.50 173 2,887 +57
Total Volume and Open Interest 11,099 60,195 -909
Oats(CBOT)
Sep16 160901 165.50 167.50 165.25 166.25 +5.25 342 474 -248
Dec16 160901 175.75 181.25 175.75 180.75 +4.75 945 8,984 +288
Mar17 160901 192.75 194.25 192.25 193.75 +3.50 231 1,518 +46
May17 160901 201.75 201.75 201.00 201.00 +3.75 17 34 +3
Total Volume and Open Interest 1,561 11,033 +106
Rough Rice(CBOT)
Sep16 160901 9.31 9.31 9.17 9.20 +0.01 1,083 1,123 -664
Nov16 160901 9.47 9.77 9.35 9.42 -0.01 1,521 8,536 +576
Jan17 160901 9.73 9.91 9.60 9.68 -0.01 80 735 +33
Mar17 160901 10.11 10.11 9.91 9.91 -0.01 9 67 +4
Total Volume and Open Interest 2,693 10,463 -51
Live Cattle(CME)
Oct16 160901 106.400 106.680 103.580 103.580 -3.000 35,859 116,264 -592
Dec16 160901 108.230 108.400 105.385 105.400 -2.985 17,865 71,802 +2,124
Feb17 160901 108.450 108.500 105.700 105.980 -2.570 9,642 32,584 -247
Apr17 160901 107.800 107.800 105.230 105.480 -2.420 6,005 20,749 +603
Jun17 160901 101.150 101.150 98.400 98.730 -2.570 1,223 8,976 +37
Aug17 160901 100.150 100.230 98.150 98.300 -2.050 674 4,613 +217
Total Volume and Open Interest 72,260 255,282 +1,414
Feeder Cattle(CME)
Sep16 160901 140.050 140.380 136.700 137.300 -3.235 4,429 9,469 -321
Oct16 160901 137.735 137.900 134.100 134.535 -3.815 7,568 16,509 +432
Nov16 160901 135.100 135.100 131.035 131.750 -3.685 2,327 7,753 +323
Jan17 160901 129.935 129.985 126.180 126.885 -3.465 1,289 3,844 +43
Mar17 160901 128.450 128.575 124.830 125.785 -3.165 388 2,188 +90
Apr17 160901 125.330 126.730 125.000 125.885 -2.865 93 510 +21
May17 160901 126.750 126.850 124.550 125.500 -2.900 48 315 +30
Total Volume and Open Interest 16,152 40,598 +628
Lean Hogs(CME)
Oct16 160901 62.750 63.850 62.180 63.330 +0.480 11,339 89,440 +106
Dec16 160901 57.500 58.330 57.050 58.000 +0.465 7,002 62,705 +1,080
Feb17 160901 61.285 61.900 60.880 61.830 +0.500 1,701 28,013 +221
Apr17 160901 66.000 66.550 65.635 66.535 +0.535 628 21,069 +169
May17 160901 71.750 72.000 71.750 72.000 +0.250 6 339 +0
Jun17 160901 75.635 76.285 75.350 76.100 +0.550 227 4,654 +57
Jul17 160901 75.250 75.300 74.700 75.200 +0.450 32 663 +10
Aug17 160901 74.230 74.500 73.900 74.500 +0.350 13 348 +3
Total Volume and Open Interest 20,975 207,484 +1,644
Class III Milk(CME)
Aug16 160830 16.92 16.92 16.91 16.91 -0.01 17 4,650 +8
Sep16 160901 16.48 16.83 16.44 16.77 +0.31 449 5,579 -37
Oct16 160901 16.56 16.85 16.48 16.84 +0.26 461 4,772 -59
Nov16 160901 16.37 16.60 16.31 16.56 +0.25 142 3,989 -47
Dec16 160901 16.09 16.17 15.97 16.15 +0.15 164 3,365 -16
Jan17 160901 15.79 15.93 15.78 15.86 +0.07 35 1,786 +30
Feb17 160901 15.85 15.95 15.78 15.90 +0.05 29 1,717 +20
Mar17 160901 15.98 16.04 15.94 16.00 +0.02 42 1,582 +31
Apr17 160901 16.08 16.13 16.08 16.12 +0.02 16 1,323 +15
May17 160901 16.30 16.30 16.30 16.30 unch 22 1,247 +11
Jun17 160901 16.46 16.50 16.46 16.50 unch 14 1,134 +9
Jul17 160901 16.70 16.70 16.70 16.70 unch 21 629 +20
Aug17 160901 16.77 16.79 16.75 16.75 -0.02 20 563 +20
Total Volume and Open Interest 1,482 29,441 -4,580
Cocoa(ICE)
Sep16 160901 2920 2920 2920 2920 -1 30 134 -3
Dec16 160901 2920 2929 2880 2897 -1 21,051 99,221 -409
Mar17 160901 2888 2904 2853 2870 -5 9,864 65,014 +431
May17 160901 2894 2898 2845 2863 -7 2,170 14,702 -62
Jul17 160901 2885 2889 2841 2858 -7 312 4,668 -11
Sep17 160901 2883 2883 2837 2852 -7 86 4,302 +4
Dec17 160901 2855 2870 2845 2845 -7 36 1,191 +29
Total Volume and Open Interest 33,551 193,120 -20
Coffee "C"(ICE)
Sep16 160901 150.75 151.40 150.10 150.10 +4.20 18 158 -17
Dec16 160901 146.70 152.90 146.60 151.40 +4.35 18,566 98,120 +679
Mar17 160901 149.70 156.00 149.70 154.50 +4.30 4,332 36,934 +1,088
May17 160901 151.90 157.70 151.75 156.30 +4.20 1,744 16,675 +73
Jul17 160901 153.45 159.30 153.30 157.85 +4.20 978 3,997 +113
Sep17 160901 156.65 160.45 156.05 159.20 +4.10 398 3,240 +174
Total Volume and Open Interest 26,110 166,041 +2,145
Orange Juice(ICE)
Sep16 160901 185.75 190.90 185.60 190.90 +8.80 790 785 -383
Nov16 160901 184.25 194.10 184.00 192.85 +8.75 1,169 12,549 +82
Jan17 160901 183.90 192.90 183.90 190.35 +7.45 13 1,602 -9
Mar17 160901 181.25 188.25 181.25 187.50 +6.70 10 314 +10
May17 160901 180.55 187.00 180.55 185.90 +7.90 0 44 +0
Jul17 160901 184.70 184.70 184.70 184.70 +7.90      
Total Volume and Open Interest 1,982 15,296 -300
Sugar #11(ICE)
Oct16 160901 20.03 20.20 19.53 19.59 -0.47 50,540 415,315 -1,625
Mar17 160901 20.55 20.71 20.10 20.18 -0.38 30,338 281,667 +2,973
May17 160901 20.04 20.17 19.63 19.72 -0.32 7,337 85,749 +887
Jul17 160901 19.48 19.61 19.11 19.21 -0.27 4,332 54,108 -60
Oct17 160901 19.20 19.34 18.84 18.93 -0.28 2,325 37,067 +249
Mar18 160901 19.12 19.17 18.70 18.80 -0.25 458 17,532 +85
May18 160901 18.54 18.55 18.19 18.27 -0.21 40 5,513 +22
Jul18 160901 18.07 18.11 17.81 17.89 -0.13 25 4,874 +5
Total Volume and Open Interest 95,403 908,026 +2,538
London Cocoa(LCE)
Sep16 160901 2355 2360 2300 2311 -48 7,409 69,800 -2,433
Dec16 160901 2304 2310 2270 2274 -34 21,342 88,836 +1,360
Mar17 160901 2258 2260 2224 2227 -32 11,222 58,962 -53
May17 160901 2246 2250 2216 2219 -30 4,443 28,797 +232
Jul17 160901 2240 2243 2212 2215 -27 1,484 4,668 -40
Sep17 160901 2228 2229 2206 2206 -24 570 6,603 +278
Dec17 160901 2209 2211 2191 2191 -24 86 1,543 +41
Total Volume and Open Interest 46,556 259,210 -615
London Sugar(LCE)
Oct16 160901 529.30 535.00 526.30 530.80 +1.70 5,710 31,039 -1,337
Dec16 160901 538.20 542.10 533.20 536.70 -0.60 4,216 21,789 +282
Mar17 160901 542.00 545.50 536.40 539.40 -2.10 1,634 19,255 +737
May17 160901 538.60 539.00 529.40 532.40 -3.30 656 10,318 +315
Aug17 160901 529.90 530.70 518.50 522.30 -4.90 130 4,822 +8
Total Volume and Open Interest 12,488 91,676 +32
Cotton(ICE)
Oct16 160901 66.00 68.08 65.99 68.01 +2.69 11 170 +2
Dec16 160901 65.50 68.30 65.45 68.18 +2.60 17,315 154,380 -1,614
Mar17 160901 65.90 68.33 65.85 68.19 +2.18 3,576 48,928 +204
May17 160901 66.00 68.37 66.00 68.18 +2.08 787 6,363 +157
Jul17 160901 65.96 68.08 65.96 68.08 +2.02 616 6,623 +457
Oct17 160901 67.83 67.83 67.83 67.83 +2.03      
Total Volume and Open Interest 22,619 228,192 -752
Lumber(CME)
Sep16 160901 313.4 313.5 307.2 308.7 -4.0 404 902 -156
Nov16 160901 319.5 319.8 309.1 311.1 -8.0 680 3,063 -270
Jan17 160901 326.2 326.2 318.3 319.0 -8.3 30 244 +11
Mar17 160901 325.0 326.6 323.0 323.4 -9.6 11 64 +0
Total Volume and Open Interest 1,129 4,300 -411
Crude Oil(NYM)
Oct16 160901 44.85 45.08 43.00 43.16 -1.54 464,449 435,848 +3,503
Nov16 160901 45.50 45.67 43.59 43.75 -1.56 115,703 247,463 +6,711
Dec16 160901 46.01 46.26 44.19 44.34 -1.57 80,112 268,650 -837
Jan17 160901 46.66 46.83 44.80 44.94 -1.57 33,192 124,499 +2,826
Feb17 160901 47.14 47.37 45.36 45.50 -1.56 20,448 54,696 +3,297
Mar17 160901 47.69 47.83 45.90 46.01 -1.53 21,993 97,278 -3,008
Apr17 160901 47.99 48.20 46.35 46.45 -1.51 8,857 32,919 -154
May17 160901 48.40 48.44 46.75 46.80 -1.49 4,360 26,982 +414
Jun17 160901 48.70 48.83 46.94 47.07 -1.47 12,595 99,406 +261
Jul17 160901 49.04 49.04 47.30 47.30 -1.45 4,052 21,637 +157
Aug17 160901 49.02 49.19 47.44 47.52 -1.42 2,193 16,035 -580
Sep17 160901 49.39 49.39 47.74 47.74 -1.40 3,180 37,821 +228
Oct17 160901 47.96 47.96 47.96 47.96 -1.38 1,438 14,439 +316
Nov17 160901 48.20 48.20 48.20 48.20 -1.36 648 13,965 +90
Dec17 160901 49.88 50.07 48.32 48.45 -1.34 12,815 152,055 -495
Jan18 160901 49.41 49.44 48.60 48.63 -1.32 530 15,474 +409
Total Volume and Open Interest 790,086 1,787,891 +13,789
e-miNY Crude Oil(NYM)
Oct16 160901 44.850 45.075 43.000 43.150 -1.550 8,551 2,264 +201
Nov16 160901 45.500 45.675 43.600 43.750 -1.550 246 439 -7
Dec16 160901 46.100 46.250 44.200 44.350 -1.550 71 361 -3
Jan17 160901 46.375 46.600 44.875 44.950 -1.550 5 45 -1
Feb17 160901 45.500 45.500 45.450 45.500 -1.550 4 99 +1
Mar17 160901 46.150 46.250 45.975 46.000 -1.550 1 129 +0
Apr17 160901 46.450 46.450 46.450 46.450 -1.500 8 109 +8
May17 160901 46.800 46.900 46.800 46.800 -1.500 8 91 +8
Jun17 160901 47.075 47.075 47.025 47.075 -1.475 0 16 +0
Jul17 160901 47.300 47.300 47.300 47.300 -1.450 0 76 +0
Total Volume and Open Interest 8,902 3,883 +205
NY Harbor ULSD(NYM)
Oct16 160901 143.17 143.58 137.67 138.19 -4.38 48,240 87,702 +1,653
Nov16 160901 145.04 145.52 139.57 140.00 -4.49 16,817 75,543 +1,026
Dec16 160901 146.47 147.17 141.27 141.68 -4.47 12,807 65,282 +462
Jan17 160901 148.28 148.72 143.14 143.57 -4.38 3,799 38,193 -262
Feb17 160901 149.90 149.90 144.50 144.90 -4.25 2,421 16,059 +462
Mar17 160901 150.00 150.42 145.13 145.54 -4.13 2,532 18,897 +11
Apr17 160901 148.57 149.71 145.00 145.35 -4.06 769 8,947 +195
May17 160901 148.52 148.52 145.47 145.62 -3.99 414 7,227 +96
Jun17 160901 150.79 150.95 145.65 146.03 -3.93 893 24,284 +5
Jul17 160901 147.62 147.62 146.70 146.88 -3.88 104 2,726 +8
Aug17 160901 150.25 150.25 147.54 147.88 -3.85 78 1,628 -5
Sep17 160901 150.78 150.78 149.03 149.03 -3.84 142 2,368 +23
Oct17 160901 150.25 150.25 150.21 150.21 -3.83 98 1,847 +17
Nov17 160901 151.39 151.39 151.39 151.39 -3.78 96 1,764 +17
Total Volume and Open Interest 108,123 387,074 -3,359
RBOB Gasoline(NYM)
Oct16 160901 133.75 134.42 126.68 127.24 -6.10 67,154 130,553 -465
Nov16 160901 132.66 133.28 126.10 126.65 -5.61 29,412 67,893 -2,989
Dec16 160901 131.62 132.27 125.50 126.05 -5.27 20,471 59,484 +3,850
Jan17 160901 132.16 132.28 126.09 126.64 -5.09 7,475 27,223 +1,417
Feb17 160901 131.82 133.38 127.65 128.12 -4.98 3,610 10,218 +800
Mar17 160901 135.38 135.87 130.18 130.67 -4.80 2,913 22,227 +774
Apr17 160901 152.72 153.44 148.12 148.65 -4.63 926 17,866 +379
May17 160901 151.87 152.00 149.33 149.83 -4.42 532 6,540 +87
Jun17 160901 152.90 154.48 149.39 149.92 -4.15 943 11,123 +80
Jul17 160901 151.49 151.49 149.28 149.28 -3.95 75 2,321 -4
Total Volume and Open Interest 157,037 387,814 -3,736
e-miNY RBOB Gasoline(NYM)
Oct16 160901 133.30 133.30 127.20 127.24 -6.10      
Nov16 160901 126.65 126.65 126.65 126.65 -5.61      
Dec16 160901 126.05 126.05 126.05 126.05 -5.27      
Jan17 160901 126.64 126.64 126.64 126.64 -5.09      
Total Volume and Open Interest      
Natural Gas(NYM)
Oct16 160901 2.879 2.890 2.785 2.792 -0.095 133,443 229,645 -8,149
Nov16 160901 2.995 3.002 2.901 2.908 -0.095 53,428 192,580 +1,626
Dec16 160901 3.182 3.199 3.105 3.113 -0.090 30,422 76,341 -745
Jan17 160901 3.307 3.322 3.231 3.242 -0.084 33,111 123,177 -313
Feb17 160901 3.309 3.326 3.238 3.248 -0.077 7,918 31,154 -155
Mar17 160901 3.263 3.277 3.193 3.208 -0.072 14,820 87,170 -225
Apr17 160901 3.010 3.023 2.962 2.980 -0.044 14,540 72,966 +2,538
May17 160901 2.986 2.992 2.936 2.953 -0.039 4,221 26,474 +736
Jun17 160901 3.004 3.019 2.964 2.982 -0.036 4,163 25,140 +1,732
Jul17 160901 3.037 3.045 3.001 3.010 -0.035 4,503 17,199 +1,024
Aug17 160901 3.046 3.070 3.014 3.020 -0.034 1,991 14,466 -54
Sep17 160901 3.039 3.056 2.998 3.004 -0.034 840 16,295 +309
Oct17 160901 3.057 3.063 3.013 3.029 -0.035 4,848 31,368 +1,083
Nov17 160901 3.111 3.111 3.076 3.084 -0.033 2,730 14,070 +275
Dec17 160901 3.242 3.243 3.201 3.215 -0.032 2,071 16,691 -303
Jan18 160901 3.341 3.341 3.309 3.318 -0.031 2,878 14,655 +721
Total Volume and Open Interest 320,036 1,037,375 +1,663
Brent Crude Oil(ICE)
Nov16 160901 46.98 47.24 45.32 45.45 -1.44 300,287 504,421 -6,220
Dec16 160901 47.34 47.61 45.70 45.83 -1.44 151,134 419,202 +9,376
Jan17 160901 47.80 48.01 46.09 46.22 -1.46 38,036 142,960 +3,779
Feb17 160901 48.18 48.41 46.51 46.64 -1.45 19,992 90,712 -1,225
Mar17 160901 48.61 48.83 46.95 47.08 -1.43 24,162 129,102 +633
Apr17 160901 49.07 49.20 47.34 47.48 -1.40 7,292 42,665 +14
May17 160901 49.39 49.50 47.71 47.84 -1.38 5,189 43,498 +1,701
Jun17 160901 49.69 49.82 48.02 48.15 -1.37 27,243 120,110 +139
Jul17 160901 49.78 49.79 48.42 48.44 -1.37 1,283 23,043 +728
Aug17 160901 48.71 48.71 48.71 48.71 -1.36 838 18,695 -1
Sep17 160901 48.90 48.96 48.90 48.96 -1.34 3,170 47,686 -200
Oct17 160901 50.40 50.40 49.20 49.20 -1.33 835 19,759 +281
Nov17 160901 49.42 49.42 49.42 49.42 -1.32 521 16,509 +211
Dec17 160901 51.02 51.22 49.50 49.62 -1.31 29,714 210,258 +1,086
Total Volume and Open Interest 745,459 2,166,947 -55,946
Gas Oil(ICE)
Sep16 160901 411.50 414.00 398.25 402.00 -12.50 42,530 92,502 -9,241
Oct16 160901 418.00 419.00 402.75 406.75 -13.00 73,179 149,531 +6,219
Nov16 160901 419.50 422.25 406.00 410.25 -12.50 30,084 72,045 +1,861
Dec16 160901 422.50 425.00 409.25 413.50 -12.25 30,403 131,437 -4,050
Jan17 160901 428.75 429.25 413.75 418.00 -12.00 5,697 45,850 +1,075
Feb17 160901 432.75 433.00 418.25 422.50 -11.75 3,798 29,766 -35
Mar17 160901 436.25 436.75 421.75 426.00 -11.50 4,091 32,143 +172
Apr17 160901 439.00 439.00 424.75 428.75 -11.50 679 15,922 -53
May17 160901 441.50 441.50 428.75 431.25 -11.50 451 14,065 -207
Jun17 160901 442.50 444.00 430.50 433.75 -11.25 4,812 46,200 +770
Total Volume and Open Interest 205,929 802,710 +255
Ethanol(CBOT)
Sep16 160901 1.445 1.450 1.445 1.447 +0.032 57 90 -47
Oct16 160901 1.406 1.438 1.406 1.430 +0.028 198 1,886 +47
Nov16 160901 1.400 1.407 1.395 1.407 +0.028 16 636 -1
Dec16 160901 1.350 1.375 1.350 1.375 +0.026 79 1,136 -23
Jan17 160901 1.331 1.355 1.331 1.355 +0.021 206 460 +201
Feb17 160901 1.355 1.355 1.350 1.352 +0.014 0 163 +0
Mar17 160901 1.370 1.372 1.366 1.366 +0.014 0 7 +0
Apr17 160901 1.383 1.383 1.383 1.383 +0.014 0 7 +0
Total Volume and Open Interest 556 4,391 +177
WTI Crude Oil(ICE)
Oct16 160901 44.84 45.07 43.00 43.16 -1.54 43,726 70,274 -3,309
Nov16 160901 45.44 45.66 43.59 43.75 -1.56 37,371 69,264 -2,247
Dec16 160901 46.01 46.25 44.18 44.34 -1.57 30,619 106,310 +2,467
Jan17 160901 46.76 46.76 44.83 44.94 -1.57 7,791 30,813 +1,390
Feb17 160901 47.30 47.35 45.40 45.50 -1.56 5,404 22,336 +170
Mar17 160901 47.30 47.51 45.88 46.01 -1.53 3,106 30,920 +1,286
Apr17 160901 47.57 47.57 46.43 46.45 -1.51 1,717 6,603 +199
May17 160901 47.90 47.90 46.71 46.80 -1.49 847 6,138 +47
Jun17 160901 48.81 48.81 46.98 47.07 -1.47 4,861 36,804 +860
Jul17 160901 47.30 47.30 47.30 47.30 -1.45 691 3,784 -141
Aug17 160901 47.52 47.52 47.52 47.52 -1.42 348 893 -20
Sep17 160901 47.74 47.74 47.74 47.74 -1.40 279 9,927 +149
Oct17 160901 47.96 47.96 47.96 47.96 -1.38 304 1,428 +130
Nov17 160901 48.20 48.20 48.20 48.20 -1.36 74 1,080 -22
Dec17 160901 49.68 49.68 48.37 48.45 -1.34 2,382 67,989 +383
Jan18 160901 48.63 48.63 48.63 48.63 -1.32 7 461 +6
Total Volume and Open Interest 140,082 512,356 +1,561
US Dollar Index(ICE)
Sep16 160901 96.015 96.245 95.595 95.660 -0.352 20,772 43,289 -2,262
Dec16 160901 95.950 96.175 95.555 95.610 -0.357 1,120 9,702 +363
Mar17 160901 95.935 96.070 95.560 95.575 -0.358 40 2,179 +8
Total Volume and Open Interest 21,934 55,341 -1,893
Australian Dollar(CME)
Sep16 160901 75.12 75.56 75.02 75.52 +0.42 101,564 107,093 -1,409
Dec16 160901 74.99 75.39 74.85 75.36 +0.42 553 2,925 +111
Mar17 160901 75.22 75.22 75.22 75.22 +0.41 1 21 +1
Total Volume and Open Interest 102,118 110,040 -1,297
British Pound(CME)
Sep16 160901 131.42 133.21 131.31 132.74 +1.44 66,694 235,401 +2,383
Dec16 160901 131.65 133.45 131.59 132.99 +1.44 356 11,898 +168
Mar17 160901 132.10 133.67 132.10 133.24 +1.42 0 627 +0
Total Volume and Open Interest 67,050 248,410 +2,551
Canadian Dollar(CME)
Sep16 160901 76.30 76.45 76.06 76.35 +0.11 59,188 120,287 -3,434
Dec16 160901 76.35 76.48 76.10 76.39 +0.11 429 4,748 +35
Mar17 160901 76.27 76.46 76.20 76.43 +0.11 35 409 -31
Jun17 160901 76.45 76.52 76.27 76.48 +0.11 0 192 +0
Total Volume and Open Interest 59,652 125,716 -3,430
Japanese Yen(CME)
Sep16 160901 96.77 97.08 96.19 96.82 +0.08 128,391 158,411 -3,291
Dec16 160901 97.20 97.47 96.60 97.22 +0.08 1,970 5,530 +833
Mar17 160901 97.30 97.80 97.09 97.63 +0.08 8 270 +4
Total Volume and Open Interest 130,369 164,329 -2,454
Swiss Franc(CME)
Sep16 160901 101.69 102.26 101.23 102.12 +0.32 21,421 42,030 +2,413
Dec16 160901 102.31 102.79 101.80 102.66 +0.32 38 247 +4
Mar17 160901 103.20 103.23 102.53 103.20 +0.32      
Total Volume and Open Interest 21,459 42,294 +2,417
EuroFX(CME)
Sep16 160901 111.65 112.11 111.33 112.05 +0.38 129,704 352,769 +3,359
Dec16 160901 112.07 112.55 111.79 112.49 +0.37 1,345 9,984 -26
Mar17 160901 112.28 112.97 112.27 112.95 +0.38 67 1,346 -33
Total Volume and Open Interest 131,132 364,843 +3,313
Mexican Peso(CME)
Sep16 160901 531.25 532.75 527.50 532.75 +3.00 59,471 81,875 +2,658
Oct16 160901 531.25 531.25 531.25 531.25 +3.00      
Total Volume and Open Interest 59,753 114,101 +2,696
Brazilian Real(CME)
Oct16 160901 308.05 308.05 303.95 305.85 -0.85 13,834 20,743 +10,892
Nov16 160901 303.25 303.25 302.65 303.25 -0.95 0 2 +0
Dec16 160901 302.20 302.20 298.50 300.50 -0.95 1,303 3,416 +953
Jan17 160901 298.35 298.35 298.35 298.35 -0.45      
Total Volume and Open Interest 30,363 33,489 +8,864
30-Year T-Bonds(CBOT)
Sep16 160901 171~230 172~090 170~200 171~300 +0~030 226,280 38,363 -59,489
Dec16 160901 170~080 170~270 169~060 170~150 +0~030 211,328 544,033 +37,057
Mar17 160901 169~110 169~110 169~110 169~110 +0~030      
Total Volume and Open Interest 437,608 582,396 -22,432
10-Year T-Notes(CBOT)
Sep16 160901 131~235 132~005 131~125 131~285 +0~005 986,143 216,907 -311,632
Dec16 160901 130~255 131~020 130~140 130~305 +0~010 959,138 2,641,861 +231,096
Mar17 160901 130~045 130~045 130~045 130~045 +0~010      
Total Volume and Open Interest 1,945,281 2,858,768 -80,536
5-Year T-Notes(CBOT)
Sep16 160901 121~052 121~102 120~316 121~082 +0~004 783,594 299,790 -263,200
Dec16 160901 121~052 121~100 120~310 121~080 unch 823,266 2,638,634 +155,545
Mar17 160901 120~302 120~302 120~302 120~302 unch      
Total Volume and Open Interest 1,606,860 2,938,424 -107,655
2 Year T-Notes(CBOT)
Sep16 160901 109~070 109~090 109~056 109~084 +0~004 279,496 108,506 -100,962
Dec16 160901 109~040 109~054 109~022 109~050 unch 274,706 1,001,766 +69,551
Mar17 160901 109~044 109~044 109~044 109~044 unch      
Total Volume and Open Interest 554,202 1,110,272 -31,411
Eurodollars(CME)
Sep16 160901 99.118 99.135 99.110 99.128 +0.013 193,704 1,095,907 -11,682
Dec16 160901 99.045 99.070 99.035 99.065 +0.015 256,665 1,495,846 -2,707
Mar17 160901 99.000 99.025 98.985 99.020 +0.010 155,024 1,098,097 +4,424
Jun17 160901 98.950 98.985 98.935 98.975 +0.010 197,787 993,214 +9,483
Sep17 160901 98.910 98.940 98.890 98.930 +0.005 158,422 880,094 -796
Dec17 160901 98.865 98.895 98.840 98.885 +0.005 205,141 1,328,659 +7,667
Mar18 160901 98.840 98.870 98.810 98.860 +0.005 127,570 629,495 -5,877
Jun18 160901 98.815 98.840 98.775 98.830 +0.005 138,803 496,844 -7,449
Sep18 160901 98.775 98.805 98.740 98.795 unch 98,392 449,144 +1,296
Dec18 160901 98.735 98.765 98.700 98.750 -0.005 102,312 609,898 +2,664
Mar19 160901 98.715 98.740 98.675 98.725 -0.005 65,427 416,655 +981
Jun19 160901 98.685 98.710 98.640 98.695 -0.005 70,702 313,705 +4,310
Sep19 160901 98.650 98.675 98.605 98.660 -0.005 44,677 244,192 -1,055
Dec19 160901 98.610 98.630 98.565 98.620 -0.005 57,074 271,688 -1,748
Mar20 160901 98.580 98.605 98.540 98.590 -0.010 40,667 145,530 -1,253
Jun20 160901 98.550 98.570 98.500 98.555 -0.010 34,168 100,473 -501
Sep20 160901 98.515 98.535 98.470 98.520 -0.010 20,567 78,547 -606
Dec20 160901 98.475 98.495 98.430 98.480 -0.010 22,261 107,190 +505
Total Volume and Open Interest 2,049,622 11,098,025 +5,886
Ultra T-Bond(CBOT)
Sep16 160901 188~04 188~21 186~20 188~03 -0~02 181,768 60,441 -76,868
Dec16 160901 187~15 187~31 185~29 187~13 -0~02 151,758 583,929 +77,427
Mar17 160901 186~13 186~13 186~13 186~13 -0~02      
Total Volume and Open Interest 333,526 644,370 +559
Ultra 10-Yr T-Note(CBOT)
Sep16 160901 144~200 144~300 144~045 144~245 -0~015 93,829 24,766 -34,786
Dec16 160901 144~065 144~155 143~215 144~100 -0~020 67,125 183,319 +18,727
Mar17 160901 144~100 144~100 144~100 144~100 -0~020      
Total Volume and Open Interest 160,954 208,085 -16,059
30 Day Federal Funds(CBOT)
Sep16 160901 99.580 99.585 99.577 99.582 unch 11,258 64,536 -160
Oct16 160901 99.535 99.550 99.525 99.540 +0.005 50,879 251,724 +16,757
Nov16 160901 99.515 99.530 99.505 99.520 +0.005 23,311 127,069 -9,253
Dec16 160901 99.470 99.485 99.460 99.470 unch 10,821 79,643 +777
Jan17 160901 99.430 99.445 99.420 99.435 unch 25,038 109,500 +7,150
Feb17 160901 99.415 99.435 99.410 99.425 +0.005 11,505 70,617 +6,247
Total Volume and Open Interest 171,817 1,018,072 +30,900
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 160901 99.99 99.99 99.99 99.99 unch      
Dec16 160901 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160901 99.99 99.99 99.99 99.99 unch      
Jun17 160901 99.99 99.99 99.99 99.99 unch      
Sep17 160901 99.99 99.99 99.99 99.99 unch      
Dec17 160901 99.99 99.99 99.99 99.99 unch      
Mar18 160901 100.00 100.00 100.00 100.00 unch      
Jun18 160901 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160901 151.36 151.48 151.12 151.14 -0.29 526 17,281 -189
Dec16 160901 151.66 151.70 151.41 151.41 -0.28 50 189 +45
Mar17 160901 151.33 151.33 151.33 151.33 -0.28      
Total Volume and Open Interest 576 17,470 -144
Euro-Buxl(EUREX)
Sep16 160901 192.50 192.72 190.92 191.94 -1.04 28,310 144,730 +6,302
Dec16 160901 190.86 190.86 189.32 190.32 -1.04 2,850 7,408 +1,721
Mar17 160901 189.40 189.40 189.40 189.40 -1.58      
Total Volume and Open Interest 31,160 152,138 +8,023
Euro-Bund(EUREX)
Sep16 160901 167.26 167.48 166.95 167.38 unch 530,082 1,626,254 +77,185
Dec16 160901 164.54 164.77 164.24 164.68 +0.01 41,684 218,796 +18,005
Mar17 160901 167.02 167.20 166.78 167.13 -0.01 49 461 +38
Total Volume and Open Interest 571,815 1,845,511 +95,228
Euro-Bobl(EUREX)
Sep16 160901 133.55 133.64 133.47 133.62 +0.03 361,398 1,338,003 +28,891
Dec16 160901 131.56 131.64 131.48 131.63 +0.04 31,985 170,368 +23,890
Mar17 160901 133.55 133.55 133.55 133.55 +0.01      
Total Volume and Open Interest 393,383 1,508,371 +52,781
Euro-Schatz(EUREX)
Sep16 160901 112.01 112.03 112.00 112.01 +0.00 209,214 1,125,370 +51,570
Dec16 160901 111.99 112.00 111.98 112.00 +0.01 31,801 160,873 +24,155
Mar17 160901 112.01 112.01 112.01 112.01 +0.00      
Total Volume and Open Interest 241,015 1,286,243 +75,725
3-Mth Euribor(EUREX)
Sep16 160901 100.305 100.305 100.305 100.305 unch 0 3,847 +0
Dec16 160901 100.330 100.330 100.330 100.330 unch 3 2,925 +0
Mar17 160901 100.340 100.340 100.340 100.340 unch 2 3,210 +2
Total Volume and Open Interest 316 77,069 -57
Long Gilt(LIFFE)
Sep16 160901 132~16 132~16 131~25 132~05 -0~15 43,982 45,991 -20,622
Dec16 160901 131~10 131~12 130~20 131~02 -0~15 189,178 486,016 +14,131
Total Volume and Open Interest 233,160 532,007 -6,491
3-Mth Short Sterling(LIFFE)
Sep16 160901 99.63 99.63 99.62 99.62 -0.00 30,785 332,021 -2,617
Dec16 160901 99.69 99.70 99.67 99.69 -0.01 19,059 551,720 -717
Mar17 160901 99.73 99.73 99.69 99.71 -0.01 17,651 326,992 -2,656
Jun17 160901 99.74 99.74 99.70 99.72 -0.01 27,626 321,332 -784
Sep17 160901 99.75 99.75 99.70 99.73 -0.01 26,899 282,234 -7,932
Dec17 160901 99.74 99.75 99.70 99.73 -0.01 17,221 336,109 +1,750
Total Volume and Open Interest 245,513 3,091,959 -16,277
3-Mth Euribor(LIFFE)
Sep16 160901 100.305 100.310 100.305 100.305 unch 28,085 355,241 -365
Dec16 160901 100.325 100.330 100.320 100.330 +0.005 21,083 446,230 +1,646
Mar17 160901 100.335 100.340 100.330 100.340 +0.005 14,441 357,524 -5,365
Total Volume and Open Interest 226,006 3,104,899 +15,242
3-Mth Aus T-Bills(SFE)
Sep16 160901 98.25 98.26 98.25 98.26 unch 12,849 113,473 -7,000
Dec16 160901 98.35 98.35 98.33 98.34 -0.01 16,356 207,335 +4,841
Mar17 160901 98.40 98.41 98.38 98.39 -0.02 11,760 156,379 -2,444
Jun17 160901 98.44 98.44 98.42 98.43 -0.01 8,238 129,726 -812
Sep17 160901 98.45 98.46 98.43 98.44 -0.01 5,926 96,536 -578
Dec17 160901 98.46 98.46 98.44 98.45 -0.01 2,622 77,482 -1,070
Mar18 160901 98.45 98.46 98.44 98.44 -0.01 3,569 63,657 +154
Jun18 160901 98.44 98.45 98.42 98.43 -0.01 2,288 46,777 -693
Sep18 160901 98.42 98.43 98.41 98.41 -0.01 501 7,272 +241
Dec18 160901 98.40 98.40 98.38 98.38 -0.01 100 4,341 +90
Total Volume and Open Interest 64,213 906,134 -7,369
10-Year Aus T-Bonds(SFE)
Sep16 160901 98.16 98.18 98.14 98.15 -0.02 68,177 830,891 +8,343
Dec16 160901 98.17 98.19 98.16 98.16 -0.02 320 346 +320
Total Volume and Open Interest 68,497 831,237 +8,663
3-Year Aus T-Bonds(SFE)
Sep16 160901 98.61 98.63 98.59 98.60 -0.02 158,644 877,305 +13,957
Dec16 160901 98.68 98.68 98.66 98.67 -0.01 11,106 11,104 +11,094
Total Volume and Open Interest 169,750 888,409 +25,051
Gold(CMX)
Oct16 160901 1308.2 1315.1 1302.1 1313.6 +5.7 3,734 45,199 +260
Dec16 160901 1311.7 1318.6 1305.5 1317.1 +5.7 159,325 416,384 -2,014
Feb17 160901 1315.1 1321.7 1308.9 1320.4 +5.8 3,075 38,295 +682
Apr17 160901 1318.2 1323.1 1314.0 1322.9 +5.7 1,559 9,873 +128
Jun17 160901 1319.7 1325.3 1314.2 1325.3 +5.6 1,988 15,478 +507
Aug17 160901 1319.5 1329.1 1319.5 1327.7 +5.4 363 7,984 +7
Oct17 160901 1330.1 1330.1 1330.1 1330.1 +5.3 46 1,334 -2
Dec17 160901 1326.5 1332.9 1322.5 1332.5 +5.3 1,570 11,447 +107
Feb18 160901 1329.5 1334.8 1329.5 1334.8 +5.3 0 135 +0
Apr18 160901 1332.1 1337.0 1332.1 1337.0 +5.3 0 4 +0
Jun18 160901 1339.2 1339.2 1339.1 1339.1 +5.2 5 4,334 +0
Total Volume and Open Interest 172,448 558,398 -645
Silver(CMX)
Sep16 160901 1870.0 1890.0 1857.5 1885.7 +23.5 14,289 3,412 -7,201
Dec16 160901 1872.0 1899.5 1865.0 1894.3 +23.6 55,575 163,845 +5,729
Mar17 160901 1888.5 1910.0 1876.5 1904.8 +23.4 834 12,507 +151
May17 160901 1889.5 1912.5 1889.5 1911.4 +23.4 5 859 +2
Jul17 160901 1898.5 1918.0 1896.5 1917.9 +23.4 2 2,482 -2
Sep17 160901 1924.5 1924.5 1924.5 1924.5 +23.4 3 472 +1
Dec17 160901 1933.9 1933.9 1933.9 1933.9 +23.4 3 2,208 +3
Total Volume and Open Interest 70,955 189,416 -1,295
Platinum(NYMEX)
Oct16 160901 1054.5 1059.4 1043.0 1048.9 -4.6 13,314 69,161 -362
Jan17 160901 1057.8 1061.7 1045.7 1051.5 -4.6 1,645 9,526 +1,148
Apr17 160901 1053.0 1055.2 1051.3 1054.1 -4.7 26 758 +25
Jul17 160901 1056.4 1056.4 1056.4 1056.4 -4.4 0 16 +0
Total Volume and Open Interest 14,985 79,543 +811
Palladium(NYMEX)
Sep16 160901 674.00 674.00 661.25 661.25 -7.45 1,442 116 -1,001
Dec16 160901 671.05 677.35 657.70 661.70 -8.25 6,244 25,332 +526
Mar17 160901 675.00 675.00 663.10 663.10 -8.20 19 53 +2
Total Volume and Open Interest 7,720 25,545 -462
Copper(CMX)
Sep16 160901 207.20 209.00 206.75 206.85 -0.10 9,506 3,748 -3,208
Dec16 160901 207.95 209.70 207.40 207.55 -0.20 52,722 137,405 +3,714
Mar17 160901 208.90 210.60 208.35 208.45 -0.20 2,870 28,831 +475
May17 160901 209.90 211.20 209.00 209.15 -0.20 401 5,464 +102
Jul17 160901 210.25 210.45 209.75 209.75 -0.15 168 1,177 -37
Total Volume and Open Interest 68,209 187,028 +1,655
E-mini DJIA Index(CBOT)
Sep16 160901 18393 18462 18286 18395 unch 114,677 143,821 -6,503
Dec16 160901 18302 18372 18200 18311 +2 233 1,448 +8
Mar17 160901 18270 18271 18190 18244 +2 0 402 +0
Jun17 160901 18203 18203 18154 18203 +2 0 3 +0
Total Volume and Open Interest 114,910 145,674 -6,495
S & P 500(CME)
Sep16 160901 2169.00 2176.90 2155.50 2167.30 -2.20 3,888 96,929 -1,100
Dec16 160901 2156.00 2163.80 2149.30 2160.20 -2.10 672 2,863 +637
Mar17 160901 2153.90 2157.50 2143.00 2153.90 -2.10 0 60 +0
Jun17 160901 2148.00 2151.60 2137.10 2148.00 -2.10 0 60 +0
Total Volume and Open Interest 4,560 99,912 -463
S & P 500 E-Mini(Globex)
Sep16 160901 2169.00 2177.25 2154.75 2167.25 -2.25 1,372,345 2,947,680 -23,353
Dec16 160901 2161.50 2169.50 2148.00 2160.25 -2.00 19,206 103,107 +13,433
Mar17 160901 2160.75 2162.75 2142.00 2154.00 -2.00 52 879 +15
Jun17 160901 2146.00 2152.25 2137.00 2148.00 -2.00 1 473 +1
Total Volume and Open Interest 1,391,604 3,052,142 -9,904
NASDAQ 100 E-Mini(Globex)
Sep16 160901 4774.00 4795.30 4749.50 4777.50 +3.70 186,259 302,435 -8,922
Dec16 160901 4767.80 4788.50 4744.50 4772.30 +4.30 864 2,945 +90
Mar17 160901 4768.50 4770.00 4748.50 4766.30 +4.30 0 52 +0
Total Volume and Open Interest 187,123 305,439 -8,832
S&P Midcap 400(CME) e-Mini
Sep16 160901 1564.60 1572.50 1551.40 1562.40 -1.40 11,766 85,936 +1,116
Dec16 160901 1557.10 1565.20 1549.50 1557.10 -1.40 4 10 +10
Mar17 160901 1557.60 1557.60 1557.10 1557.60 -1.40      
Total Volume and Open Interest 11,770 85,946 +1,116
Volatility Index(CBOE)
Sep16 160901 14.60 15.15 14.39 14.58 unch 63,035 240,865 -3,054
Oct16 160901 16.76 17.08 16.52 16.68 -0.05 40,493 132,554 +7,272
Nov16 160901 17.79 18.05 17.58 17.73 -0.05 12,676 51,486 +1,214
Dec16 160901 18.20 18.45 18.05 18.13 -0.05 5,089 44,602 +837
Total Volume and Open Interest 127,579 512,754 +7,648
Russell 2000(ICE)
Sep16 160901 1239.80 1245.80 1226.10 1238.40 -0.40 57,814 334,019 -1,400
Dec16 160901 1236.00 1241.00 1221.90 1233.90 -0.30 648 1,598 +500
Mar17 160901 1230.40 1230.40 1230.40 1230.40 -0.30 0 250 +0
Total Volume and Open Interest 58,462 336,037 -900
Nikkei 225(CME)
Sep16 160901 16885 17075 16855 16965 +40 10,185 36,298 +168
Dec16 160901 16830 17020 16800 16915 +40 286 498 +63
Total Volume and Open Interest 10,471 36,796 +231
Nikkei 225(SGX)
Sep16 160901 16895 16950 16815 16935 +50 36,022 206,492 -4,633
Dec16 160901 16770 16825 16680 16825 +50 732 7,860 +284
Mar17 160901 16790 16790 16790 16790 +50 0 5 +0
Total Volume and Open Interest 37,404 220,789 -4,550
Nikkei 225(CME) Yen
Sep16 160901 16885 17070 16845 16955 +45 36,213 65,653 -467
Dec16 160901 16710 16930 16710 16825 +50 101 935 +22
Mar17 160901 16775 16775 16775 16775 +50      
Total Volume and Open Interest 36,314 66,588 -445
Nikkei 225(CME) e-Mini Yen
Sep16 160901 16940 17060 16860 16950 +40 3 12 +1
Dec16 160901 16820 16820 16820 16820 +50      
Mar17 160901 16770 16770 16770 16770 +50      
Total Volume and Open Interest 3 12 +1
CAC 40(EURONEXT)
Sep16 160901 4445.5 4491.5 4421.0 4439.5 +1.5 68,809 273,150 +1,761
Oct16 160901 4435.5 4480.0 4410.0 4428.0 +1.5 122 259 +70
Nov16 160901 4441.0 4441.0 4425.0 4425.0 +1.5 2 5 +1
Dec16 160901 4463.5 4463.5 4407.5 4415.5 -1.5 0 58 +0
Total Volume and Open Interest 68,933 273,533 +1,832
Hang Seng Index(HKFE)
Sep16 160901 22918 23178 22765 23177 +248 95,176 130,356 +8,423
Oct16 160901 22931 23158 22760 23158 +242      
Total Volume and Open Interest 115,537 153,314  
DAX(EUREX)
Sep16 160901 10612.5 10678.0 10488.5 10523.5 -87.0 75,879 149,942 +1,594
Dec16 160901 10606.0 10659.0 10480.0 10513.0 -86.5 198 7,176 -6
Mar17 160901 10515.0 10547.5 10505.0 10505.0 -87.0 17 204 -1
Total Volume and Open Interest 76,094 157,322 +1,587
Mini-DAX(EUREX)
Sep16 160901 10614.0 10678.0 10489.0 10523.5 -87.0 22,154 10,479 +438
Dec16 160901 10604.0 10663.0 10488.0 10513.0 -86.5 88 348 +9
Mar17 160901 10505.0 10505.0 10505.0 10505.0 -87.0 2 125 +2
Total Volume and Open Interest 22,244 10,952 +449
FT-SE 100(EURONEXT)
Sep16 160901 6782.00 6827.00 6722.00 6745.00 -41.00 93,998 686,464 -3,177
Dec16 160901 6768.50 6784.00 6681.00 6701.50 -42.50 11,135 12,477 +10,503
Mar17 160901 6637.50 6637.50 6637.50 6637.50 -42.50      
Total Volume and Open Interest 105,133 698,941 +7,326
SPI 200(SFE)
Sep16 160901 5407.0 5423.0 5372.0 5406.0 -4.0 30,863 305,553 -1,918
Dec16 160901 5404.0 5405.0 5382.0 5391.0 -4.0 27 2,993 -1
Mar17 160901 5342.0 5342.0 5342.0 5342.0 -4.0 0 1,436 +0
Total Volume and Open Interest 30,900 311,598 -1,909
FTSE MIB(ISE)
Sep16 160901 16935.00 17255.00 16845.00 16899.00 -39.00 27,660 40,964 +263
Dec16 160901 16930.00 17120.00 16735.00 16769.00 -42.00 156 420 +127
Mar17 160901 16739.00 16739.00 16739.00 16739.00 -42.00      
Total Volume and Open Interest 27,816 41,384 +390
KOSPI 200(KFE)
Sep16 160901 256.55 256.65 254.05 256.25 -0.25 110,192 144,230 +1,396
Dec16 160901 257.30 257.45 254.95 257.05 -0.25 2,014 17,805 +996
Mar17 160901 252.70 254.15 252.15 254.05 -0.75 11 1,222 +6
Total Volume and Open Interest 112,217 166,950 +2,448
GSCI(CME)
Sep16 160901 346.50 346.60 341.40 341.95 -6.00 331 13,510 +327
Oct16 160901 344.25 344.25 343.90 344.25 -6.00 0 125 +0
Nov16 160901 347.25 347.25 347.25 347.25 -6.00      
Total Volume and Open Interest 331 13,635 +327
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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