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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue September 06, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep16 160906 969.00 978.00 965.50 974.25 +5.75 809 3,835 -390
Nov16 160906 952.50 964.00 946.50 959.75 +7.25 81,080 372,317 +1,099
Jan17 160906 955.75 967.50 950.50 963.50 +7.75 14,019 79,954 +561
Mar17 160906 959.00 970.50 953.50 967.00 +8.50 6,615 69,279 +39
May17 160906 962.50 973.50 956.75 970.75 +9.25 2,767 38,126 +135
Jul17 160906 965.25 977.00 960.75 974.00 +9.50 4,674 38,193 -382
Aug17 160906 960.25 973.50 959.75 970.25 +8.75 46 1,072 +6
Sep17 160906 949.50 949.50 949.50 949.50 +6.50 47 584 +13
Nov17 160906 929.50 935.00 924.00 932.00 +4.75 2,757 26,524 +160
Jan18 160906 934.25 934.50 934.25 934.25 +4.25 68 704 -6
Mar18 160906 934.50 934.50 934.50 934.50 +4.00 10 159 +0
May18 160906 936.25 936.50 936.25 936.25 +3.75 0 50 +0
Jul18 160906 939.50 939.50 939.50 939.50 +3.75 0 127 +0
Aug18 160906 936.00 936.00 936.00 936.00 +3.75 0 17 +0
Total Volume and Open Interest 112,892 631,189 +1,235
Soybean Meal(CBOT)
Sep16 160906 313.70 317.40 311.50 317.10 +3.40 3,056 4,781 -1,623
Oct16 160906 309.60 313.30 307.00 312.30 +2.80 11,247 46,826 +561
Dec16 160906 307.20 310.90 304.80 310.10 +2.70 38,540 160,854 +908
Jan17 160906 306.40 310.00 304.00 309.00 +2.40 4,952 34,526 +824
Mar17 160906 306.10 308.80 303.30 308.20 +2.50 6,363 35,215 +806
May17 160906 306.00 309.00 303.50 308.20 +2.20 3,276 24,067 +973
Jul17 160906 306.90 309.80 304.30 309.10 +2.10 3,066 26,145 +331
Aug17 160906 306.00 309.00 305.10 308.10 +1.50 522 2,738 +78
Sep17 160906 306.40 308.00 304.00 306.40 +0.70 341 3,330 +97
Oct17 160906 300.00 302.70 299.30 301.20 +0.50 245 3,135 +93
Total Volume and Open Interest 72,433 353,551 +3,228
Soybean Oil(CBOT)
Sep16 160906 32.82 33.08 32.76 32.76 +0.10 2,686 2,092 -854
Oct16 160906 32.92 33.32 32.80 32.86 +0.09 13,504 54,826 -2,004
Dec16 160906 33.21 33.59 33.06 33.13 +0.09 51,358 207,680 -642
Jan17 160906 33.36 33.78 33.29 33.36 +0.10 6,464 40,397 -414
Mar17 160906 33.60 33.94 33.46 33.54 +0.12 5,723 37,369 +270
May17 160906 33.71 34.10 33.59 33.71 +0.14 3,092 26,214 +883
Jul17 160906 33.86 34.16 33.73 33.85 +0.14 1,657 12,467 -109
Aug17 160906 34.09 34.13 33.74 33.82 +0.13 100 3,083 +15
Sep17 160906 34.02 34.05 33.70 33.72 +0.10 58 2,799 +11
Oct17 160906 33.84 33.84 33.46 33.46 +0.12 22 2,165 -7
Total Volume and Open Interest 84,903 396,508 -2,898
Canola(WCE)
Nov16 160906 464.4 465.6 459.6 460.8 -4.5 12,839 130,963 -598
Jan17 160906 470.5 471.3 465.8 466.6 -4.3 1,550 26,914 +169
Mar17 160906 473.9 476.1 470.6 471.5 -4.7 350 10,240 +85
May17 160906 479.1 481.3 475.7 476.6 -5.0 134 5,121 +18
Jul17 160906 483.0 485.2 479.5 480.4 -5.1 130 8,267 -4
Total Volume and Open Interest 15,067 186,597 -289
Corn(CBOT)
Sep16 160906 316.00 317.75 312.25 316.75 +0.25 11,499 5,319 -4,327
Dec16 160906 327.75 329.50 323.25 328.50 unch 194,384 810,066 +3,331
Mar17 160906 337.75 339.25 333.25 338.75 +0.25 47,581 225,311 +5,089
May17 160906 344.50 346.50 340.25 346.00 +0.75 10,837 56,494 +1,205
Jul17 160906 352.00 354.00 347.50 353.25 +0.75 14,755 111,048 +1,847
Sep17 160906 358.75 361.00 355.00 360.25 +0.75 2,807 40,987 +324
Dec17 160906 369.00 371.50 365.50 371.00 +1.25 6,049 66,825 +886
Mar18 160906 381.50 381.50 376.25 381.00 +0.75 164 4,501 +36
May18 160906 387.00 387.00 385.00 387.00 +0.75 58 732 +18
Jul18 160906 389.00 390.75 386.50 390.75 +0.75 57 1,264 +31
Total Volume and Open Interest 288,522 1,325,768 +8,701
Wheat(CBOT)
Sep16 160906 371.00 376.50 369.75 371.00 -2.25 712 554 -407
Dec16 160906 399.00 402.75 394.75 398.50 -0.75 63,440 308,616 +3,971
Mar17 160906 420.75 423.50 415.75 419.25 -2.00 13,289 84,070 +1,881
May17 160906 433.00 436.50 428.50 431.50 -3.25 3,297 18,016 +200
Jul17 160906 446.25 447.50 440.00 443.50 -2.75 3,409 28,477 +210
Sep17 160906 457.50 463.75 457.00 459.50 -3.00 250 3,141 -17
Total Volume and Open Interest 85,089 450,116 +6,036
Wheat(KCBT)
Sep16 160906 385.00 387.50 384.00 384.00 -2.50 826 613 -602
Dec16 160906 412.00 416.00 408.25 410.25 -3.00 24,998 145,093 +1,554
Mar17 160906 429.50 432.25 425.00 426.75 -3.25 4,771 44,986 +677
May17 160906 438.25 442.00 435.25 437.00 -3.00 1,124 14,438 +296
Jul17 160906 444.75 451.00 444.50 447.25 -2.00 1,977 19,601 +86
Sep17 160906 462.50 465.00 459.75 463.00 -1.25 461 2,547 +34
Dec17 160906 484.00 487.50 482.00 485.50 -1.00 212 2,041 +7
Total Volume and Open Interest 34,369 229,575 +2,052
Wheat(MGE)
Sep16 160906 492.25 493.00 489.25 490.00 -6.25 370 557 -361
Dec16 160906 491.00 493.75 484.75 486.00 -5.50 5,270 30,823 +600
Mar17 160906 501.25 503.25 495.25 496.75 -5.00 997 15,141 +136
May17 160906 509.00 511.75 504.75 506.25 -4.75 325 6,736 +47
Jul17 160906 519.50 519.50 514.75 516.00 -4.00 193 3,237 +36
Sep17 160906 530.00 530.00 525.00 526.25 -4.00 184 2,948 -2
Total Volume and Open Interest 7,400 61,474 +466
Oats(CBOT)
Sep16 160906 159.00 159.00 158.50 158.50 -2.50 33 439 -9
Dec16 160906 178.50 178.50 173.00 173.50 -4.50 706 8,983 -103
Mar17 160906 191.75 191.75 187.25 188.50 -3.25 72 1,546 +18
May17 160906 196.75 196.75 196.75 196.75 -2.75 2 35 +0
Total Volume and Open Interest 813 11,026 -94
Rough Rice(CBOT)
Sep16 160906 9.39 9.39 9.39 9.39 -0.18 36 870 -13
Nov16 160906 9.65 9.68 9.51 9.52 -0.17 707 9,058 +129
Jan17 160906 9.90 9.90 9.78 9.78 -0.16 162 905 +19
Mar17 160906 10.02 10.02 10.02 10.02 -0.16 1 75 +1
Total Volume and Open Interest 906 10,910 +136
Live Cattle(CME)
Oct16 160906 101.400 102.200 99.385 100.035 -1.565 31,782 114,862 -612
Dec16 160906 103.250 103.950 101.285 101.930 -1.550 15,596 75,322 +1,209
Feb17 160906 104.180 104.500 102.135 102.700 -1.550 8,537 33,261 +179
Apr17 160906 103.500 104.100 102.250 102.750 -1.200 5,239 20,669 -203
Jun17 160906 97.550 97.980 96.385 96.850 -0.900 1,146 9,261 +79
Aug17 160906 97.000 97.250 95.550 96.250 -0.830 476 5,076 +229
Total Volume and Open Interest 62,807 258,625 +904
Feeder Cattle(CME)
Sep16 160906 134.600 134.750 130.380 130.500 -4.380 1,975 8,223 -193
Oct16 160906 131.800 132.075 127.580 128.200 -3.875 6,098 17,720 +457
Nov16 160906 129.400 129.485 125.250 126.080 -3.605 1,990 8,338 +307
Jan17 160906 124.500 124.930 121.250 122.180 -2.900 1,108 4,115 +176
Mar17 160906 123.730 123.900 120.300 121.580 -2.370 346 2,344 +69
Apr17 160906 121.050 123.930 120.580 121.730 -2.350 84 560 +31
May17 160906 122.500 123.430 121.500 121.580 -2.350 47 333 -1
Total Volume and Open Interest 11,673 41,673 +851
Lean Hogs(CME)
Oct16 160906 60.130 60.180 58.500 58.930 -1.820 17,476 88,493 -1,379
Dec16 160906 54.800 54.900 53.800 54.180 -1.200 11,166 64,904 +845
Feb17 160906 59.450 59.535 58.630 59.200 -0.900 3,781 28,987 +520
Apr17 160906 65.000 65.135 64.350 64.930 -0.620 911 21,357 +146
May17 160906 70.930 70.930 70.885 70.885 -0.965 6 341 +4
Jun17 160906 74.750 75.385 74.330 75.300 -0.235 269 4,833 +98
Jul17 160906 74.000 74.750 73.980 74.600 +0.050 48 782 +3
Aug17 160906 73.480 73.900 73.350 73.850 -0.250 72 380 +27
Total Volume and Open Interest 33,763 210,340 +274
Class III Milk(CME)
Sep16 160906 16.87 17.05 16.84 16.99 +0.12 606 5,589 +57
Oct16 160906 16.97 17.36 16.95 17.32 +0.34 794 4,848 +30
Nov16 160906 16.73 17.07 16.73 17.07 +0.37 273 4,079 +85
Dec16 160906 16.28 16.60 16.26 16.58 +0.30 163 3,451 +59
Jan17 160906 15.95 16.20 15.93 16.19 +0.23 120 1,794 -34
Feb17 160906 15.96 16.20 15.96 16.20 +0.24 36 1,781 +26
Mar17 160906 16.02 16.20 16.02 16.20 +0.16 73 1,649 +58
Apr17 160906 16.15 16.26 16.15 16.26 +0.13 63 1,421 +63
May17 160906 16.36 16.41 16.36 16.41 +0.11 38 1,305 +38
Jun17 160906 16.55 16.55 16.55 16.55 +0.09 42 1,205 +41
Jul17 160906 16.62 16.80 16.62 16.73 +0.08 13 660 -6
Aug17 160906 16.71 16.80 16.71 16.80 +0.06 16 602 +13
Sep17 160906 16.80 16.96 16.80 16.95 +0.19 16 540 +16
Total Volume and Open Interest 2,296 30,195 +478
Cocoa(ICE)
Sep16 160906 2931 2948 2931 2948 +25 0 107 +0
Dec16 160906 2902 2933 2891 2923 +23 21,546 100,172 +1,592
Mar17 160906 2879 2904 2866 2896 +21 10,388 64,609 +181
May17 160906 2868 2897 2860 2889 +21 2,577 14,124 -287
Jul17 160906 2865 2893 2865 2885 +22 457 4,643 -27
Sep17 160906 2879 2881 2867 2881 +23 52 4,320 +6
Dec17 160906 2861 2875 2860 2875 +24 12 1,290 +12
Total Volume and Open Interest 35,032 193,150 +1,477
Coffee "C"(ICE)
Sep16 160906 151.90 152.45 150.35 152.45 +2.35 12 149 -6
Dec16 160906 151.55 153.90 151.40 153.75 +2.35 31,480 101,550 +2,329
Mar17 160906 154.65 157.00 154.65 156.85 +2.35 7,016 38,601 +487
May17 160906 156.70 158.75 156.50 158.60 +2.35 2,852 17,069 +158
Jul17 160906 158.10 160.25 158.00 160.15 +2.40 1,237 4,313 +300
Sep17 160906 160.35 161.50 159.50 161.50 +2.45 660 3,575 +179
Total Volume and Open Interest 43,987 172,779 +3,955
Orange Juice(ICE)
Sep16 160906 188.30 192.00 187.50 191.80 +5.35 5 279 -2
Nov16 160906 185.65 192.70 185.20 191.90 +5.35 2,199 13,338 +778
Jan17 160906 184.50 190.40 184.25 190.00 +5.00 292 1,665 +57
Mar17 160906 182.80 188.10 182.80 188.10 +5.00 122 383 +68
May17 160906 182.30 185.15 182.30 185.15 +4.10 51 79 +35
Jul17 160906 183.90 183.90 183.90 183.90 +4.05      
Total Volume and Open Interest 2,669 15,746 +936
Sugar #11(ICE)
Oct16 160906 20.30 20.35 19.75 20.22 +0.04 95,792 398,433 -13,193
Mar17 160906 20.91 20.91 20.36 20.85 +0.08 62,229 299,748 +15,194
May17 160906 20.30 20.38 19.85 20.34 +0.09 20,270 89,681 +2,011
Jul17 160906 19.81 19.89 19.35 19.85 +0.12 11,742 56,858 +2,714
Oct17 160906 19.45 19.64 19.09 19.60 +0.13 5,470 39,196 +690
Mar18 160906 19.36 19.49 18.96 19.44 +0.10 1,499 18,478 +648
May18 160906 18.77 18.96 18.45 18.89 +0.10 478 5,802 +83
Jul18 160906 18.35 18.53 18.23 18.45 +0.10 342 4,880 -8
Total Volume and Open Interest 198,229 919,253 +8,148
London Cocoa(LCE)
Sep16 160906 2287 2298 2259 2277 -11 6,310 30,412 -7,756
Dec16 160906 2273 2287 2250 2269 -6 16,833 92,262 +5,082
Mar17 160906 2230 2243 2206 2225 -8 11,085 61,076 +1,990
May17 160906 2226 2237 2202 2218 -8 2,027 30,461 -199
Jul17 160906 2226 2230 2200 2216 -7 559 5,423 -135
Sep17 160906 2218 2218 2190 2205 -9 168 8,938 +90
Dec17 160906 2193 2193 2185 2190 -9 1,043 2,824 +1,029
Total Volume and Open Interest 38,025 231,397 +101
London Sugar(LCE)
Oct16 160906 540.00 540.90 528.00 539.20 -1.00 7,302 28,311 -1,360
Dec16 160906 543.90 548.20 534.90 546.40 +1.70 3,817 23,734 +253
Mar17 160906 549.50 553.30 540.30 551.90 +1.80 1,729 20,003 +284
May17 160906 542.00 546.30 534.20 545.30 +1.80 176 10,715 -6
Aug17 160906 530.90 535.80 525.10 535.50 +1.80 160 5,020 -68
Total Volume and Open Interest 13,399 92,657 -788
Cotton(ICE)
Oct16 160906 67.53 69.13 67.53 69.06 +1.55 28 165 +1
Dec16 160906 67.80 69.38 67.63 69.24 +1.45 25,493 154,460 +489
Mar17 160906 68.21 69.44 68.00 69.39 +1.28 5,873 49,010 +59
May17 160906 68.20 69.68 68.18 69.62 +1.42 773 6,492 +181
Jul17 160906 68.17 69.83 68.15 69.71 +1.56 385 6,646 +4
Oct17 160906 69.30 69.30 69.30 69.30 +1.40      
Total Volume and Open Interest 32,744 228,643 +683
Lumber(CME)
Sep16 160906 307.9 318.8 307.9 312.5 +10.1 433 541 -200
Nov16 160906 310.9 315.8 310.9 313.6 +7.8 829 3,004 -1
Jan17 160906 326.0 326.0 323.2 326.0 +10.0 39 247 +4
Mar17 160906 333.4 333.4 332.1 332.8 +9.4 6 63 -1
Total Volume and Open Interest 1,309 3,884 -196
Crude Oil(NYM)
Oct16 160906 44.15 46.53 43.84 44.83 +0.39 605,003 446,661 +5,145
Nov16 160906 44.76 47.19 44.47 45.46 +0.42 170,369 257,281 +4,815
Dec16 160906 45.37 47.85 45.09 46.10 +0.46 112,351 266,081 -3,982
Jan17 160906 45.93 48.45 45.71 46.74 +0.50 36,629 128,361 +1,237
Feb17 160906 46.54 49.01 46.27 47.32 +0.53 20,777 56,653 +473
Mar17 160906 46.99 49.42 46.78 47.84 +0.55 24,584 100,158 +2,063
Apr17 160906 47.60 49.90 47.23 48.29 +0.56 10,196 35,251 +1,188
May17 160906 48.05 50.06 47.58 48.64 +0.56 3,818 28,492 +237
Jun17 160906 48.18 50.48 47.84 48.92 +0.57 21,491 102,081 +2,569
Jul17 160906 49.05 50.67 48.08 49.15 +0.57 1,443 21,260 +161
Aug17 160906 49.36 50.70 48.35 49.35 +0.57 1,432 16,264 +66
Sep17 160906 49.85 50.84 48.66 49.55 +0.55 3,207 37,686 -417
Oct17 160906 49.75 49.75 48.98 49.75 +0.53 1,141 14,880 +176
Nov17 160906 49.96 49.96 49.96 49.96 +0.52 506 14,114 +90
Dec17 160906 49.40 51.68 49.20 50.19 +0.51 28,702 152,673 +2,622
Jan18 160906 50.35 50.35 50.35 50.35 +0.50 382 15,708 +14
Total Volume and Open Interest 1,048,984 1,823,700 +17,558
e-miNY Crude Oil(NYM)
Oct16 160906 44.200 46.550 43.850 44.825 +0.375 12,013 3,261 +549
Nov16 160906 44.800 47.175 44.475 45.450 +0.400 362 526 +17
Dec16 160906 45.400 47.775 45.150 46.100 +0.450 252 414 +67
Jan17 160906 46.000 47.525 45.775 46.750 +0.500 21 31 -13
Feb17 160906 47.825 47.825 46.350 47.325 +0.525 18 81 -18
Mar17 160906 47.325 47.850 46.875 47.850 +0.550 3 126 -3
Apr17 160906 48.300 48.500 48.300 48.300 +0.575 0 109 +0
May17 160906 49.600 49.600 47.900 48.650 +0.575 32 89 -2
Jun17 160906 49.000 49.200 47.950 48.925 +0.575 32 12 -4
Jul17 160906 48.225 49.150 48.225 49.150 +0.575 2 74 -2
Total Volume and Open Interest 12,798 5,040 +651
NY Harbor ULSD(NYM)
Oct16 160906 140.59 147.47 139.07 140.85 -0.11 64,446 81,830 -2,455
Nov16 160906 141.85 149.12 140.94 142.76 +0.06 33,290 76,433 -620
Dec16 160906 143.39 150.68 142.61 144.47 +0.20 26,453 63,255 -567
Jan17 160906 145.21 152.27 144.53 146.34 +0.27 13,722 36,943 -48
Feb17 160906 147.56 150.60 145.88 147.72 +0.34 6,635 16,114 +36
Mar17 160906 149.37 153.76 146.87 148.41 +0.40 6,366 20,707 +1,283
Apr17 160906 149.25 149.40 146.88 148.30 +0.45 2,434 9,772 +702
May17 160906 147.49 150.48 147.28 148.64 +0.52 1,156 7,497 +209
Jun17 160906 151.51 154.60 147.29 149.09 +0.57 2,587 24,592 -52
Jul17 160906 150.92 151.12 148.52 149.93 +0.57 353 2,751 +58
Aug17 160906 149.94 151.44 149.94 150.93 +0.57 118 1,650 +3
Sep17 160906 151.95 153.28 150.80 152.09 +0.58 74 2,387 +11
Oct17 160906 153.00 153.29 152.12 153.29 +0.60 51 1,860 +9
Nov17 160906 154.40 154.43 154.40 154.43 +0.59 80 1,744 -18
Total Volume and Open Interest 159,634 377,112 -1,295
RBOB Gasoline(NYM)
Oct16 160906 128.92 136.21 128.55 131.64 +1.48 66,425 129,088 -1,204
Nov16 160906 128.09 135.72 128.02 130.88 +1.22 39,926 74,309 +4,454
Dec16 160906 128.38 135.18 127.85 130.23 +1.16 28,570 62,330 +2,392
Jan17 160906 129.67 135.68 128.49 130.79 +1.15 10,151 28,843 +1,231
Feb17 160906 130.51 136.48 130.04 132.31 +1.21 3,840 10,814 +457
Mar17 160906 133.15 139.19 132.74 134.89 +1.24 3,440 23,456 -29
Apr17 160906 153.00 156.88 150.89 153.23 +1.41 2,273 18,644 +416
May17 160906 153.31 158.48 152.74 154.58 +1.50 855 6,265 -239
Jun17 160906 154.69 158.81 152.34 154.77 +1.58 945 11,183 -83
Jul17 160906 153.19 154.24 153.19 154.24 +1.68 140 2,311 +13
Total Volume and Open Interest 158,694 393,771 +7,706
e-miNY RBOB Gasoline(NYM)
Oct16 160906 131.64 131.64 131.64 131.64 +1.48 2 2 +2
Nov16 160906 130.88 130.88 130.88 130.88 +1.22      
Dec16 160906 130.23 130.23 130.23 130.23 +1.16      
Jan17 160906 130.79 130.79 130.79 130.79 +1.15      
Total Volume and Open Interest 2 2 +2
Natural Gas(NYM)
Oct16 160906 2.764 2.770 2.708 2.717 -0.075 157,509 226,156 -9,947
Nov16 160906 2.878 2.883 2.827 2.842 -0.056 55,082 195,964 +3,666
Dec16 160906 3.085 3.092 3.037 3.059 -0.042 34,453 75,347 -82
Jan17 160906 3.202 3.219 3.168 3.187 -0.039 40,958 128,484 +5,016
Feb17 160906 3.213 3.227 3.179 3.194 -0.040 8,266 31,946 +510
Mar17 160906 3.177 3.188 3.140 3.158 -0.037 17,945 87,852 +1,130
Apr17 160906 2.951 2.965 2.930 2.948 -0.024 16,283 74,276 +546
May17 160906 2.938 2.938 2.907 2.927 -0.021 3,910 26,634 -55
Jun17 160906 2.960 2.967 2.945 2.960 -0.018 3,973 25,004 -35
Jul17 160906 2.992 3.002 2.972 2.992 -0.014 2,444 17,226 -90
Aug17 160906 3.007 3.008 2.980 3.003 -0.012 2,436 14,049 -372
Sep17 160906 2.975 2.994 2.965 2.988 -0.011 2,196 17,662 +450
Oct17 160906 2.993 3.019 2.988 3.011 -0.012 5,080 32,331 +319
Nov17 160906 3.055 3.070 3.049 3.070 -0.009 2,236 13,890 -351
Dec17 160906 3.195 3.205 3.182 3.204 -0.006 2,464 17,364 +750
Jan18 160906 3.290 3.306 3.290 3.306 -0.006 2,762 14,523 -103
Total Volume and Open Interest 364,249 1,047,416 +1,844
Brent Crude Oil(ICE)
Nov16 160906 47.43 47.99 46.29 47.26 -0.37 279,344 465,612 -8,149
Dec16 160906 47.82 48.38 46.67 47.65 -0.36 153,072 411,937 +764
Jan17 160906 48.21 48.74 47.10 48.06 -0.33 44,330 155,466 +4,571
Feb17 160906 48.62 49.14 47.52 48.49 -0.30 28,317 92,996 +54
Mar17 160906 49.01 49.49 47.96 48.92 -0.29 31,064 133,986 +3,038
Apr17 160906 49.45 49.92 48.34 49.29 -0.29 11,190 50,760 +1,616
May17 160906 49.78 50.18 48.70 49.64 -0.28 6,600 44,628 +738
Jun17 160906 50.02 50.55 48.98 49.94 -0.27 29,924 116,071 +83
Jul17 160906 50.71 50.71 49.29 50.21 -0.27 1,791 23,293 -202
Aug17 160906 50.17 50.47 50.17 50.47 -0.26 938 18,816 -9
Sep17 160906 50.69 50.69 50.69 50.69 -0.26 2,554 47,742 -77
Oct17 160906 50.92 50.92 50.92 50.92 -0.25 1,016 20,602 +201
Nov17 160906 51.12 51.12 51.12 51.12 -0.25 652 16,989 +161
Dec17 160906 51.42 51.88 50.40 51.29 -0.25 41,706 206,947 +1,007
Total Volume and Open Interest 645,251 2,102,417 +4,776
Gas Oil(ICE)
Sep16 160906 413.50 417.50 403.50 408.00 -6.25 31,969 77,797 -5,084
Oct16 160906 417.75 422.25 408.00 412.75 -6.00 74,436 149,443 -565
Nov16 160906 421.75 425.50 411.50 416.00 -6.00 29,790 77,144 +1,665
Dec16 160906 425.25 428.25 414.75 419.25 -5.75 34,132 138,024 +1,391
Jan17 160906 429.75 432.50 419.25 423.75 -5.50 12,240 52,899 +1,334
Feb17 160906 436.00 436.00 423.75 428.00 -5.50 3,165 32,146 +671
Mar17 160906 437.25 440.00 427.00 431.25 -5.50 2,493 33,813 +354
Apr17 160906 442.75 442.75 430.00 434.25 -5.25 921 17,697 +184
May17 160906 443.50 443.50 433.00 436.75 -5.25 422 14,416 -41
Jun17 160906 447.50 447.50 435.00 439.25 -5.25 4,836 48,127 +146
Total Volume and Open Interest 203,220 822,707 +1,792
Ethanol(CBOT)
Oct16 160906 1.459 1.464 1.435 1.440 -0.006 384 1,853 -39
Nov16 160906 1.402 1.403 1.400 1.401 -0.011 215 834 +152
Dec16 160906 1.366 1.366 1.366 1.366 -0.011 24 1,173 +1
Jan17 160906 1.346 1.346 1.346 1.346 -0.011 126 533 +72
Feb17 160906 1.343 1.343 1.343 1.343 -0.011 1 158 +0
Mar17 160906 1.357 1.357 1.357 1.357 -0.011 5 67 +5
Apr17 160906 1.374 1.374 1.374 1.374 -0.011 0 167 +0
May17 160906 1.374 1.374 1.374 1.374 -0.011      
Total Volume and Open Interest 792 4,804 +164
WTI Crude Oil(ICE)
Oct16 160906 45.06 45.61 43.85 44.83 -0.36 35,273 72,571 +911
Nov16 160906 45.66 46.21 44.50 45.46 -0.32 35,418 76,504 +2,397
Dec16 160906 46.53 46.82 45.10 46.10 -0.30 24,516 104,745 -96
Jan17 160906 46.92 46.92 45.75 46.74 -0.25 8,705 33,227 +33
Feb17 160906 47.37 47.39 46.32 47.32 -0.21 6,269 22,489 +92
Mar17 160906 47.53 47.86 46.87 47.84 -0.17 3,802 34,643 +677
Apr17 160906 47.86 48.33 47.27 48.29 -0.14 1,759 7,052 +119
May17 160906 47.78 48.64 47.78 48.64 -0.13 1,274 6,751 +261
Jun17 160906 48.60 48.92 48.00 48.92 -0.11 7,740 34,931 +352
Jul17 160906 49.15 49.15 49.15 49.15 -0.09 2,601 5,940 +2,026
Aug17 160906 49.35 49.35 49.35 49.35 -0.08 149 823 -77
Sep17 160906 49.55 49.55 49.55 49.55 -0.07 221 10,030 +64
Oct17 160906 49.75 49.75 49.75 49.75 -0.07 213 1,620 +61
Nov17 160906 49.96 49.96 49.96 49.96 -0.06 32 1,099 +10
Dec17 160906 50.45 50.45 49.23 50.19 -0.08 6,540 64,641 +27
Jan18 160906 50.35 50.35 50.35 50.35 -0.09 34 522 -6
Total Volume and Open Interest 135,392 525,867 +7,034
US Dollar Index(ICE)
Sep16 160906 95.775 95.855 94.755 94.823 -1.022 34,951 42,065 -1,021
Dec16 160906 95.700 95.790 94.715 94.762 -1.033 2,974 11,455 +1,333
Mar17 160906 95.720 95.720 94.715 94.728 -1.033 70 2,287 +19
Total Volume and Open Interest 38,022 55,991 +340
Australian Dollar(CME)
Sep16 160906 75.70 76.86 75.60 76.80 +1.16 110,611 103,350 -556
Dec16 160906 75.51 76.69 75.36 76.63 +1.15 998 3,542 +66
Mar17 160906 75.40 76.48 75.40 76.48 +1.14 0 21 +0
Total Volume and Open Interest 111,609 106,914 -490
British Pound(CME)
Sep16 160906 133.00 134.48 132.90 134.40 +1.42 137,503 238,709 +684
Dec16 160906 133.30 134.71 133.17 134.64 +1.42 4,097 13,377 +690
Mar17 160906 133.68 134.92 133.49 134.89 +1.41 16 633 +6
Total Volume and Open Interest 141,625 253,211 +1,388
Canadian Dollar(CME)
Sep16 160906 77.00 77.97 76.96 77.91 +0.95 73,185 115,078 -2,542
Dec16 160906 77.00 78.00 77.00 77.94 +0.95 2,650 6,688 +1,820
Mar17 160906 77.07 78.00 77.07 77.97 +0.94 14 409 +0
Jun17 160906 77.53 78.02 77.53 78.01 +0.93 10 208 +8
Total Volume and Open Interest 75,859 122,463 -714
Japanese Yen(CME)
Sep16 160906 96.12 98.14 96.04 98.00 +1.75 129,207 153,908 -3,434
Dec16 160906 96.57 98.53 96.45 98.39 +1.74 4,082 8,248 +1,632
Mar17 160906 97.06 98.86 96.95 98.81 +1.75 5 272 +2
Total Volume and Open Interest 133,302 162,542 -1,804
Swiss Franc(CME)
Sep16 160906 102.03 103.22 101.96 103.15 +1.08 30,792 45,448 +1,620
Dec16 160906 102.85 103.74 102.50 103.68 +1.08 709 1,114 +384
Mar17 160906 104.22 104.22 103.11 104.22 +1.08      
Total Volume and Open Interest 31,501 46,579 +2,004
EuroFX(CME)
Sep16 160906 111.59 112.68 111.44 112.60 +0.95 174,294 346,482 -3,353
Dec16 160906 112.08 113.12 111.89 113.04 +0.94 3,740 12,863 +826
Mar17 160906 112.44 113.54 112.39 113.48 +0.93 16 1,357 +3
Total Volume and Open Interest 178,068 361,446 -2,521
Mexican Peso(CME)
Sep16 160906 537.75 547.25 536.75 546.38 +8.75 72,072 100,446 +14,062
Oct16 160906 545.00 545.00 545.00 545.00 +8.75      
Total Volume and Open Interest 73,172 132,891 +14,185
Brazilian Real(CME)
Oct16 160906 305.95 310.35 302.40 309.70 +3.75 2,203 22,985 +892
Nov16 160906 305.20 307.25 301.45 307.25 +3.90 0 4 +0
Dec16 160906 300.00 304.40 298.45 304.40 +3.75 1,132 3,799 +383
Jan17 160906 301.80 301.80 301.80 301.80 +3.70      
Total Volume and Open Interest 3,335 26,788 +1,275
30-Year T-Bonds(CBOT)
Sep16 160906 170~270 172~160 170~100 172~040 +1~050 23,105 14,325 -11,057
Dec16 160906 169~110 171~010 168~260 170~210 +1~050 245,659 548,855 +2,078
Mar17 160906 169~170 169~170 169~170 169~170 +1~050      
Total Volume and Open Interest 268,764 563,180 -8,979
10-Year T-Notes(CBOT)
Sep16 160906 131~215 132~115 131~180 132~095 +0~185 191,897 135,431 -31,133
Dec16 160906 130~225 131~140 130~195 131~115 +0~185 1,394,104 2,689,797 +17,224
Mar17 160906 130~175 130~175 130~175 130~175 +0~185      
Total Volume and Open Interest 1,586,001 2,825,228 -13,909
5-Year T-Notes(CBOT)
Sep16 160906 121~060 121~200 121~042 121~184 +0~104 97,496 184,465 -25,981
Dec16 160906 121~066 121~206 121~034 121~190 +0~114 663,781 2,648,588 +3,397
Mar17 160906 121~092 121~092 121~092 121~092 +0~114      
Total Volume and Open Interest 761,277 2,833,053 -22,584
2 Year T-Notes(CBOT)
Sep16 160906 109~076 109~114 109~072 109~112 +0~032 44,762 56,927 -20,630
Dec16 160906 109~044 109~086 109~032 109~080 +0~034 221,059 1,020,083 +10,976
Mar17 160906 109~074 109~074 109~074 109~074 +0~034      
Total Volume and Open Interest 265,821 1,077,010 -9,654
Eurodollars(CME)
Sep16 160906 99.135 99.155 99.128 99.150 +0.013 318,565 1,084,257 -12,616
Dec16 160906 99.055 99.095 99.045 99.085 +0.030 326,937 1,522,347 +14,765
Mar17 160906 99.010 99.060 99.000 99.055 +0.045 285,505 1,102,568 +11,537
Jun17 160906 98.965 99.030 98.955 99.025 +0.055 191,092 1,011,804 +6,495
Sep17 160906 98.925 99.005 98.915 98.995 +0.065 176,992 860,533 -3,985
Dec17 160906 98.880 98.965 98.870 98.955 +0.070 228,847 1,332,003 +8,244
Mar18 160906 98.860 98.950 98.845 98.940 +0.075 139,786 635,236 +6,147
Jun18 160906 98.830 98.920 98.815 98.915 +0.080 114,811 493,443 -1,366
Sep18 160906 98.795 98.895 98.780 98.885 +0.085 92,056 456,728 -1,759
Dec18 160906 98.750 98.855 98.735 98.845 +0.085 88,730 616,586 -7,725
Mar19 160906 98.725 98.835 98.710 98.820 +0.085 70,574 410,653 -1,920
Jun19 160906 98.695 98.800 98.680 98.790 +0.085 59,782 319,744 +2,982
Sep19 160906 98.660 98.765 98.645 98.755 +0.085 46,918 246,531 -857
Dec19 160906 98.615 98.720 98.605 98.715 +0.090 42,243 266,208 -3,664
Mar20 160906 98.585 98.690 98.575 98.685 +0.090 32,257 144,450 -426
Jun20 160906 98.550 98.650 98.535 98.645 +0.085 30,367 101,479 +133
Sep20 160906 98.510 98.610 98.500 98.605 +0.080 21,078 80,262 -253
Dec20 160906 98.470 98.565 98.460 98.560 +0.080 22,780 101,896 -2,984
Total Volume and Open Interest 2,348,164 11,143,448 +14,617
Ultra T-Bond(CBOT)
Sep16 160906 186~05 188~23 185~28 188~05 +1~12 20,413 25,642 -14,937
Dec16 160906 185~26 187~31 185~04 187~14 +1~12 87,137 593,412 -1,074
Mar17 160906 186~14 186~14 186~14 186~14 +1~12      
Total Volume and Open Interest 107,550 619,054 -16,011
Ultra 10-Yr T-Note(CBOT)
Sep16 160906 144~060 145~075 144~045 145~045 +0~215 11,047 15,589 -3,151
Dec16 160906 143~290 144~255 143~215 144~215 +0~215 80,735 184,726 +3,527
Mar17 160906 144~215 144~215 144~215 144~215 +0~215      
Total Volume and Open Interest 91,782 200,315 +376
30 Day Federal Funds(CBOT)
Sep16 160906 99.582 99.592 99.577 99.590 +0.005 8,403 62,394 +1,042
Oct16 160906 99.550 99.575 99.525 99.565 +0.020 97,238 286,646 +18,193
Nov16 160906 99.530 99.555 99.515 99.555 +0.025 31,441 142,030 +6,042
Dec16 160906 99.475 99.510 99.460 99.505 +0.030 13,346 82,898 +1,343
Jan17 160906 99.430 99.470 99.420 99.470 +0.030 27,296 109,452 +3,636
Feb17 160906 99.420 99.460 99.405 99.455 +0.030 15,096 69,553 -3,231
Total Volume and Open Interest 221,389 929,109 +27,219
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 160906 99.99 99.99 99.99 99.99 unch      
Dec16 160906 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160906 99.99 99.99 99.99 99.99 unch      
Jun17 160906 99.99 99.99 99.99 99.99 unch      
Sep17 160906 99.99 99.99 99.99 99.99 unch      
Dec17 160906 99.99 99.99 99.99 99.99 unch      
Mar18 160906 100.00 100.00 100.00 100.00 unch      
Jun18 160906 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160906 151.12 151.22 150.99 151.19 +0.07 1,751 17,316 -153
Dec16 160906 151.37 151.47 151.26 151.45 +0.07 1,141 2,002 +1,243
Mar17 160906 151.37 151.37 151.37 151.37 +0.07      
Total Volume and Open Interest 2,892 19,318 +1,090
Euro-Buxl(EUREX)
Sep16 160906 190.54 193.56 190.28 193.44 +2.84 47,930 147,034 -13,750
Dec16 160906 189.00 191.82 188.56 191.70 +2.82 20,407 42,131 +14,579
Mar17 160906 188.02 190.22 188.02 190.22 +2.16 4 3 +3
Total Volume and Open Interest 68,341 189,168 +832
Euro-Bund(EUREX)
Sep16 160906 167.29 168.21 167.15 168.06 +0.80 900,033 1,639,429 -146,319
Dec16 160906 164.56 165.47 164.44 165.32 +0.76 424,325 626,557 +209,980
Mar17 160906 166.95 167.83 166.95 167.74 +0.70 230 783 +212
Total Volume and Open Interest 1,324,588 2,266,769 +63,873
Euro-Bobl(EUREX)
Sep16 160906 133.67 134.03 133.65 133.94 +0.28 696,268 1,345,662 -78,345
Dec16 160906 131.67 132.01 131.64 131.91 +0.27 382,928 515,521 +181,061
Mar17 160906 133.69 133.69 133.69 133.69 +0.10      
Total Volume and Open Interest 1,079,196 1,861,183 +102,716
Euro-Schatz(EUREX)
Sep16 160906 112.05 112.13 112.05 112.10 +0.05 529,143 1,147,330 -31,852
Dec16 160906 112.05 112.11 112.04 112.09 +0.04 402,532 523,557 +177,765
Mar17 160906 112.10 112.10 112.10 112.10 +0.05      
Total Volume and Open Interest 931,675 1,670,887 +145,913
3-Mth Euribor(EUREX)
Sep16 160906 100.315 100.315 100.315 100.315 +0.005 0 3,817 -30
Dec16 160906 100.330 100.340 100.330 100.340 +0.005 0 2,915 +0
Mar17 160906 100.345 100.355 100.345 100.355 +0.010 25 3,235 +25
Total Volume and Open Interest 1,061 77,010 +11
Long Gilt(LIFFE)
Sep16 160906 131~24 132~13 131~24 132~10 +0~14 3,086 29,085 -1,608
Dec16 160906 130~20 131~11 130~17 131~06 +0~14 173,278 477,171 -2,940
Total Volume and Open Interest 176,364 506,256 -4,548
3-Mth Short Sterling(LIFFE)
Sep16 160906 99.62 99.63 99.62 99.62 unch 27,115 321,868 -6,672
Dec16 160906 99.68 99.69 99.67 99.68 unch 51,918 554,083 -9,046
Mar17 160906 99.70 99.72 99.69 99.71 +0.01 70,025 328,518 +5,903
Jun17 160906 99.71 99.73 99.70 99.72 +0.01 85,744 326,782 -137
Sep17 160906 99.71 99.74 99.71 99.73 +0.01 57,309 274,446 -3,832
Dec17 160906 99.72 99.74 99.71 99.73 +0.01 61,758 349,248 +1,419
Total Volume and Open Interest 575,455 3,100,013 -11,320
3-Mth Euribor(LIFFE)
Sep16 160906 100.310 100.315 100.305 100.310 unch 31,884 326,420 -730
Dec16 160906 100.335 100.345 100.330 100.340 +0.005 48,381 448,870 +1,090
Mar17 160906 100.340 100.360 100.340 100.355 +0.010 48,174 354,314 +494
Total Volume and Open Interest 453,291 3,073,568 +9,281
3-Mth Aus T-Bills(SFE)
Sep16 160906 98.24 98.25 98.23 98.24 -0.01 20,900 103,272 -4,204
Dec16 160906 98.31 98.32 98.28 98.30 -0.02 15,721 207,477 +2,484
Mar17 160906 98.37 98.38 98.34 98.36 -0.02 15,697 158,639 +3,040
Jun17 160906 98.40 98.42 98.38 98.39 -0.02 11,245 135,084 +2,360
Sep17 160906 98.42 98.44 98.41 98.42 -0.01 7,161 104,525 +871
Dec17 160906 98.43 98.44 98.42 98.42 -0.01 5,800 86,487 +2,144
Mar18 160906 98.42 98.44 98.41 98.42 unch 2,811 63,945 +311
Jun18 160906 98.41 98.42 98.40 98.41 unch 1,570 46,058 -190
Sep18 160906 98.39 98.41 98.39 98.39 unch 750 7,690 +443
Dec18 160906 98.37 98.37 98.36 98.36 unch 165 4,527 +16
Total Volume and Open Interest 81,829 920,989 +7,282
10-Year Aus T-Bonds(SFE)
Sep16 160906 98.10 98.11 98.08 98.09 -0.01 109,813 828,398 -3,898
Dec16 160906 98.12 98.12 98.10 98.11 unch 1,073 2,144 +935
Total Volume and Open Interest 110,886 830,542 -2,963
3-Year Aus T-Bonds(SFE)
Sep16 160906 98.56 98.58 98.54 98.56 -0.01 128,733 861,891 -152
Dec16 160906 98.64 98.64 98.61 98.63 -0.01 1,457 18,108 +989
Total Volume and Open Interest 130,190 879,999 +837
Gold(CMX)
Oct16 160906 1323.4 1353.3 1322.1 1350.4 +27.2 5,368 44,368 -468
Dec16 160906 1328.1 1357.2 1325.5 1354.0 +27.3 179,601 414,971 +1,940
Feb17 160906 1331.3 1360.1 1328.8 1357.3 +27.4 2,972 38,549 +213
Apr17 160906 1335.2 1360.0 1335.2 1360.0 +27.6 851 10,056 +197
Jun17 160906 1335.9 1362.3 1335.8 1362.3 +27.6 961 16,917 -105
Aug17 160906 1339.4 1365.0 1339.4 1364.6 +27.5 1,757 7,598 -394
Oct17 160906 1350.0 1366.7 1350.0 1366.7 +27.3 150 1,420 +85
Dec17 160906 1343.5 1370.8 1343.0 1368.9 +27.3 815 12,537 +543
Feb18 160906 1371.1 1371.1 1371.1 1371.1 +27.2 1 135 +0
Apr18 160906 1373.3 1373.3 1373.3 1373.3 +27.1 1 3 -1
Jun18 160906 1370.4 1375.5 1370.4 1375.5 +27.0 53 4,108 +0
Total Volume and Open Interest 193,265 556,801 +2,072
Silver(CMX)
Sep16 160906 1939.5 2010.0 1931.5 2004.9 +77.3 370 2,199 -304
Dec16 160906 1947.0 2022.0 1938.0 2013.8 +77.2 46,527 164,319 +553
Mar17 160906 1950.0 2032.0 1950.0 2024.7 +77.6 730 12,858 +157
May17 160906 1977.0 2033.0 1971.0 2031.3 +77.6 47 1,049 +8
Jul17 160906 1977.5 2039.0 1977.5 2037.8 +77.6 60 2,483 -1
Sep17 160906 1984.5 2045.5 1984.5 2044.3 +77.6 38 475 +2
Dec17 160906 1993.5 2054.5 1993.5 2053.3 +77.6 2 2,210 +1
Total Volume and Open Interest 48,005 189,265 +430
Platinum(NYMEX)
Oct16 160906 1066.9 1106.9 1064.7 1102.7 +40.5 13,626 66,265 -1,436
Jan17 160906 1069.7 1108.6 1067.8 1105.5 +40.6 1,620 10,566 +630
Apr17 160906 1072.4 1108.5 1072.4 1108.2 +40.7 344 1,085 +189
Jul17 160906 1110.5 1110.5 1110.5 1110.5 +40.7 1 16 +0
Total Volume and Open Interest 15,591 78,004 -617
Palladium(NYMEX)
Sep16 160906 679.55 701.20 679.55 701.20 +27.00 12 47 -19
Dec16 160906 679.70 701.85 675.20 700.65 +27.10 5,407 24,939 -310
Mar17 160906 679.90 702.35 679.90 702.20 +27.40 16 71 +11
Total Volume and Open Interest 5,439 25,100 -318
Copper(CMX)
Sep16 160906 207.40 209.20 206.95 208.40 +1.25 982 2,803 -221
Dec16 160906 207.45 209.90 207.20 208.90 +1.10 50,152 145,438 +4,710
Mar17 160906 208.65 210.70 208.35 209.75 +1.00 990 29,374 +131
May17 160906 209.80 211.05 209.30 210.40 +0.95 223 5,542 +57
Jul17 160906 211.40 211.45 210.35 210.95 +0.90 48 1,203 +24
Total Volume and Open Interest 52,789 194,680 +4,702
E-mini DJIA Index(CBOT)
Sep16 160906 18489 18545 18437 18523 +43 169,678 143,576 +948
Dec16 160906 18419 18456 18351 18435 +43 458 1,573 +132
Mar17 160906 18308 18368 18302 18368 +43 5 403 +0
Jun17 160906 18327 18327 18327 18327 +43 0 3 +0
Total Volume and Open Interest 170,141 145,555 +1,080
S & P 500(CME)
Sep16 160906 2179.20 2185.70 2173.70 2184.50 +6.50 6,531 96,285 +608
Dec16 160906 2168.50 2179.00 2168.00 2177.40 +6.50 267 3,977 -52
Mar17 160906 2171.10 2173.10 2163.10 2171.10 +6.50 0 60 +0
Jun17 160906 2165.20 2167.20 2157.20 2165.20 +6.50 0 60 +0
Total Volume and Open Interest 6,798 100,382 +556
S & P 500 E-Mini(Globex)
Sep16 160906 2179.25 2186.25 2173.00 2184.50 +6.50 1,943,431 2,968,916 -829
Dec16 160906 2172.25 2179.25 2166.00 2177.50 +6.50 28,348 132,239 +12,572
Mar17 160906 2168.25 2172.50 2160.25 2171.00 +6.50 47 882 -4
Jun17 160906 2156.25 2165.25 2155.75 2165.25 +6.50 7 470 -3
Total Volume and Open Interest 1,971,834 3,102,510 +11,736
NASDAQ 100 E-Mini(Globex)
Sep16 160906 4801.30 4831.50 4782.30 4827.50 +32.20 248,348 304,868 -118
Dec16 160906 4794.00 4825.50 4777.50 4821.80 +32.00 2,202 4,290 +1,186
Mar17 160906 4799.00 4815.80 4798.30 4815.80 +32.00 3 56 +2
Total Volume and Open Interest 250,553 309,221 +1,070
S&P Midcap 400(CME) e-Mini
Sep16 160906 1576.80 1581.00 1568.70 1574.90 -3.80 18,487 84,468 -328
Dec16 160906 1576.40 1577.10 1565.90 1571.50 -1.90 0 10 +0
Mar17 160906 1572.00 1572.00 1572.00 1572.00 -1.90      
Total Volume and Open Interest 18,487 84,478 -328
Volatility Index(CBOE)
Sep16 160906 13.92 14.00 13.35 13.38 -0.55 76,373 226,699 -7,945
Oct16 160906 16.25 16.33 15.85 15.88 -0.50 60,053 141,254 +5,382
Nov16 160906 17.51 17.58 17.16 17.18 -0.40 15,331 50,280 -829
Dec16 160906 18.03 18.05 17.70 17.73 -0.35 6,354 44,186 -391
Total Volume and Open Interest 169,070 509,398 -1,898
Russell 2000(ICE)
Sep16 160906 1249.30 1256.10 1245.80 1253.40 +2.00 85,232 335,527 -473
Dec16 160906 1246.00 1251.40 1241.80 1248.90 +2.10 1,638 3,904 +739
Mar17 160906 1245.40 1245.40 1245.40 1245.40 +2.10 0 250 +0
Total Volume and Open Interest 86,870 339,851 +266
Nikkei 225(CME)
Sep16 160906 17125 17170 16900 16945 -195 11,414 35,420 -1,487
Dec16 160906 17095 17135 16855 16905 -180 1,079 1,486 +651
Total Volume and Open Interest 12,494 36,918 -835
Nikkei 225(SGX)
Sep16 160906 17015 17100 17005 17080 +45 86,883 220,896 +9,413
Dec16 160906 16890 16970 16875 16950 +45 14,619 19,952 +10,278
Mar17 160906 16935 16935 16935 16935 +50 0 5 +0
Total Volume and Open Interest 101,545 247,343 +24,849
Nikkei 225(CME) Yen
Sep16 160906 17135 17160 16900 16945 -185 52,530 69,067 +2,024
Dec16 160906 17010 17025 16765 16815 -185 832 1,530 +105
Mar17 160906 16765 16765 16765 16765 -185      
Total Volume and Open Interest 53,362 70,597 +2,129
Nikkei 225(CME) e-Mini Yen
Sep16 160906 16950 17150 16910 16950 -180 3 12 +0
Dec16 160906 16820 16820 16820 16820 -180      
Mar17 160906 16770 16770 16770 16770 -180      
Total Volume and Open Interest 3 12 +0
CAC 40(EURONEXT)
Sep16 160906 4551.5 4562.5 4523.0 4529.5 -11.5 105,624 295,863 +5,692
Oct16 160906 4547.5 4547.5 4515.5 4518.0 -11.5 253 393 +46
Nov16 160906 4513.5 4513.5 4513.5 4513.5 -11.5 4 10 +5
Dec16 160906 4526.0 4535.5 4507.0 4507.5 -11.5 279 1,461 +92
Total Volume and Open Interest 106,160 297,788 +5,835
Hang Seng Index(HKFE)
Sep16 160906 23607 23736 23522 23714 +116 101,696 134,729 -1,751
Oct16 160906 23628 23722 23512 23704 +118 476 1,467 +307
Total Volume and Open Interest 102,503 144,860 -1,468
DAX(EUREX)
Sep16 160906 10692.0 10741.5 10653.5 10684.5 +6.0 98,901 163,023 +2,624
Dec16 160906 10684.5 10729.0 10647.0 10674.5 +6.5 480 7,908 +181
Mar17 160906 10697.5 10697.5 10666.5 10666.5 +6.0 2 205 -2
Total Volume and Open Interest 99,383 171,136 +2,803
Mini-DAX(EUREX)
Sep16 160906 10699.0 10741.0 10655.0 10684.5 +6.0 27,528 11,835 -89
Dec16 160906 10680.0 10728.0 10656.0 10674.5 +6.5 128 555 +13
Mar17 160906 10696.0 10696.0 10651.0 10666.5 +6.0 3 128 +1
Total Volume and Open Interest 27,659 12,518 -75
FT-SE 100(EURONEXT)
Sep16 160906 6888.00 6898.50 6817.00 6820.00 -65.00 183,316 709,720 +22,576
Dec16 160906 6857.50 6857.50 6778.00 6779.00 -64.00 2,380 18,577 +2,004
Mar17 160906 6715.00 6715.00 6715.00 6715.00 -64.00      
Total Volume and Open Interest 185,696 728,297 +24,580
SPI 200(SFE)
Sep16 160906 5420.0 5421.0 5389.0 5411.0 -7.0 40,637 300,826 +750
Dec16 160906 5403.0 5406.0 5385.0 5396.0 -8.0 357 2,996 +14
Mar17 160906 5361.0 5361.0 5347.0 5347.0 -8.0 0 1,436 +0
Total Volume and Open Interest 40,994 306,986 +764
FTSE MIB(ISE)
Sep16 160906 17255.00 17265.00 17040.00 17062.00 -118.00 34,626 40,150 +682
Dec16 160906 17105.00 17130.00 16920.00 16935.00 -115.00 62 720 +10
Mar17 160906 16905.00 16905.00 16905.00 16905.00 -115.00      
Total Volume and Open Interest 34,688 40,870 +692
KOSPI 200(KFE)
Sep16 160906 259.70 260.90 259.50 260.85 +1.05 91,034 133,181 -5,018
Dec16 160906 260.85 262.05 260.65 262.05 +1.05 2,875 29,113 +6,002
Mar17 160906 258.40 259.35 258.15 259.35 +1.15 49 1,499 +35
Total Volume and Open Interest 93,960 167,292 +1,019
GSCI(CME)
Sep16 160906 345.00 348.30 344.10 348.05 +1.15 173 13,002 -101
Oct16 160906 350.50 350.80 347.05 350.50 +1.30 0 125 +0
Nov16 160906 353.50 353.50 353.50 353.50 +1.30      
Total Volume and Open Interest 173 13,127 -101
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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