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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 15, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 160915 943.00 953.00 941.25 950.50 +7.75 110,508 351,618 +1,131
Jan17 160915 948.25 958.25 946.50 955.75 +7.75 33,044 86,385 +896
Mar17 160915 953.50 962.00 950.25 958.75 +7.25 31,034 69,342 -680
May17 160915 959.25 967.75 956.25 964.50 +7.00 17,611 43,214 +1,704
Jul17 160915 964.00 973.50 961.75 970.00 +6.75 14,922 43,271 +927
Aug17 160915 963.50 969.75 961.25 967.00 +6.50 153 1,260 +28
Sep17 160915 948.00 953.00 948.00 951.25 +7.00 112 769 +48
Nov17 160915 932.50 941.50 929.50 939.00 +8.25 4,164 27,792 +297
Jan18 160915 941.25 941.25 941.25 941.25 +8.25 2 718 +1
Mar18 160915 941.75 941.75 941.75 941.75 +8.25 0 166 +0
May18 160915 944.00 944.00 944.00 944.00 +8.25 0 72 +0
Jul18 160915 947.75 947.75 947.75 947.75 +8.25 0 132 +0
Aug18 160915 944.25 944.25 944.25 944.25 +8.25 0 17 +0
Sep18 160915 938.75 938.75 938.75 938.75 +8.25 0 17 +0
Total Volume and Open Interest 211,806 625,277 +4,145
Soybean Meal(CBOT)
Oct16 160915 307.10 309.00 305.30 308.60 +1.50 13,041 42,493 +52
Dec16 160915 305.70 307.80 304.10 307.20 +1.50 43,617 167,004 +737
Jan17 160915 305.60 307.90 304.20 307.10 +1.50 8,018 37,663 +878
Mar17 160915 305.00 307.80 304.20 306.30 +1.30 9,789 40,255 +723
May17 160915 305.40 308.30 305.10 307.10 +1.70 4,582 26,871 +432
Jul17 160915 306.90 309.90 306.60 308.70 +1.80 4,464 28,792 +979
Aug17 160915 306.60 309.90 306.60 308.70 +2.10 662 2,720 +66
Sep17 160915 306.70 309.20 306.40 307.90 +2.30 424 3,606 +49
Oct17 160915 301.60 304.80 301.40 303.30 +2.70 253 3,510 +29
Dec17 160915 301.90 304.00 301.20 303.20 +2.80 734 11,606 +156
Total Volume and Open Interest 86,532 366,036 +3,579
Soybean Oil(CBOT)
Oct16 160915 31.70 32.21 31.55 32.04 +0.42 22,843 43,022 -2,971
Dec16 160915 31.94 32.46 31.77 32.28 +0.42 76,829 205,840 +2,611
Jan17 160915 32.18 32.69 32.02 32.51 +0.42 8,485 43,710 +1,082
Mar17 160915 32.47 32.93 32.28 32.76 +0.41 8,045 40,566 +624
May17 160915 32.66 33.11 32.48 32.95 +0.39 3,830 30,041 +675
Jul17 160915 32.66 33.26 32.65 33.11 +0.37 4,759 17,096 +1,309
Aug17 160915 32.90 33.20 32.72 33.14 +0.35 1,368 3,060 -229
Sep17 160915 33.19 33.21 33.15 33.15 +0.34 1,052 2,776 -50
Oct17 160915 32.80 33.00 32.80 32.98 +0.30 398 2,259 -2
Dec17 160915 32.78 33.18 32.67 33.03 +0.30 823 7,623 -18
Total Volume and Open Interest 128,665 396,331 +2,912
Canola(WCE)
Nov16 160915 458.0 460.6 455.3 455.7 -1.9 7,962 136,160 -689
Jan17 160915 464.0 466.5 461.7 462.2 -1.9 2,945 28,528 -155
Mar17 160915 469.8 470.6 466.2 466.4 -2.2 1,347 10,409 +132
May17 160915 474.5 474.7 470.4 470.6 -2.2 717 6,749 +170
Jul17 160915 476.9 477.0 473.1 473.3 -2.1 1,426 9,040 +562
Total Volume and Open Interest 14,455 197,178 +26
Corn(CBOT)
Dec16 160915 331.50 334.75 327.50 330.00 -1.75 167,394 752,307 -5,388
Mar17 160915 342.00 345.50 338.25 340.25 -2.25 36,495 234,694 +2,240
May17 160915 349.50 352.50 345.50 347.00 -3.00 12,500 61,626 +1,739
Jul17 160915 356.25 359.00 352.50 354.00 -2.50 7,783 112,093 +271
Sep17 160915 363.25 365.75 359.50 360.75 -2.50 2,054 41,022 +11
Dec17 160915 373.00 375.50 369.25 370.75 -2.50 4,792 70,535 +312
Mar18 160915 383.75 385.50 379.75 381.00 -3.00 122 4,770 +53
May18 160915 387.50 387.50 386.50 386.75 -2.75 10 765 +2
Jul18 160915 391.25 393.75 389.50 390.50 -2.25 17 1,332 -3
Sep18 160915 391.25 393.25 389.75 389.75 -1.25 0 498 +0
Total Volume and Open Interest 231,939 1,283,735 -1,202
Wheat(CBOT)
Dec16 160915 401.00 406.75 398.00 399.50 -3.50 52,181 307,083 -879
Mar17 160915 423.50 428.25 420.00 422.25 -2.25 11,950 88,887 -214
May17 160915 437.75 443.00 435.00 437.00 -2.50 5,156 21,778 +956
Jul17 160915 449.50 453.25 445.25 448.25 -1.50 3,330 30,358 +461
Sep17 160915 466.00 467.75 462.75 464.00 -0.25 411 3,384 +123
Dec17 160915 486.00 487.00 482.25 484.50 +0.50 348 5,766 +44
Total Volume and Open Interest 73,492 459,288 +474
Wheat(KCBT)
Dec16 160915 416.50 422.50 413.75 416.00 -2.25 18,785 142,482 -1,616
Mar17 160915 432.00 438.25 430.25 432.00 -2.50 5,434 45,622 +372
May17 160915 444.25 448.50 440.50 442.50 -2.50 2,040 16,429 +481
Jul17 160915 452.50 458.75 450.75 453.00 -2.00 1,739 21,362 +745
Sep17 160915 467.75 472.75 466.50 468.00 -2.00 46 2,775 +5
Dec17 160915 492.50 494.75 488.25 489.75 -1.50 106 2,078 +24
Mar18 160915 500.00 500.50 500.00 500.50 -1.75 0 192 +0
Total Volume and Open Interest 28,156 231,027 -36
Wheat(MGE)
Dec16 160915 493.00 497.50 490.25 491.25 -1.75 3,972 30,853 +698
Mar17 160915 503.00 507.50 500.50 501.75 -1.75 502 15,547 +32
May17 160915 513.50 515.50 510.25 510.75 -1.75 229 7,274 +99
Jul17 160915 524.75 525.75 519.00 519.75 -1.75 252 3,399 +6
Sep17 160915 531.00 535.25 529.00 529.75 -2.00 250 3,007 +12
Dec17 160915 549.00 551.25 544.50 544.50 -2.25 188 2,040 +23
Total Volume and Open Interest 5,403 62,132 +870
Oats(CBOT)
Dec16 160915 174.75 174.75 172.50 173.00 -1.50 407 8,974 +35
Mar17 160915 187.00 187.00 184.75 185.75 -1.50 28 1,809 +21
May17 160915 191.00 191.00 191.00 191.00 -2.75 0 44 +0
Jul17 160915 198.50 198.50 198.50 198.50 -2.25 3 26 +3
Total Volume and Open Interest 483 10,901 +100
Rough Rice(CBOT)
Sep16 160914 9.58 9.58 9.30 9.58 +0.20 134 733 -4
Nov16 160915 9.90 9.97 9.65 9.79 -0.11 276 9,716 +65
Jan17 160915 10.14 10.19 9.90 10.03 -0.11 35 1,010 -5
Mar17 160915 10.27 10.27 10.27 10.27 -0.11 0 71 +0
Total Volume and Open Interest 351 11,555 +83
Live Cattle(CME)
Oct16 160915 106.400 107.500 106.230 106.950 +1.150 30,481 79,391 -7,070
Dec16 160915 106.750 107.700 106.500 106.980 +0.595 24,665 92,731 +4,457
Feb17 160915 106.785 107.650 106.580 107.200 +0.750 7,732 43,847 +1,679
Apr17 160915 105.650 106.350 105.400 106.000 +0.615 2,838 27,745 +687
Jun17 160915 98.950 99.430 98.730 99.250 +0.465 670 10,021 +123
Aug17 160915 97.750 98.080 97.450 97.980 +0.630 283 6,147 +85
Total Volume and Open Interest 66,694 260,424 -20
Feeder Cattle(CME)
Sep16 160915 133.750 134.500 132.735 133.985 +1.300 797 3,638 -226
Oct16 160915 130.900 132.350 130.650 131.700 +1.570 5,656 16,799 -408
Nov16 160915 128.535 130.000 128.485 129.325 +1.195 3,243 11,509 +835
Jan17 160915 124.635 125.680 124.385 125.250 +1.020 980 4,639 +121
Mar17 160915 123.300 124.230 122.535 123.830 +1.130 447 3,656 +140
Apr17 160915 123.000 123.950 123.000 123.200 +0.720 92 552 -11
May17 160915 122.330 123.680 122.230 123.535 +1.235 49 449 +21
Total Volume and Open Interest 11,281 41,330 +482
Lean Hogs(CME)
Oct16 160915 55.250 55.985 54.550 55.150 +0.220 34,370 52,011 -4,989
Dec16 160915 49.500 50.580 48.380 49.450 +0.350 29,265 93,659 +7,827
Feb17 160915 53.650 54.550 52.900 53.850 +0.565 6,839 33,713 +377
Apr17 160915 59.100 59.900 58.600 59.300 +0.600 2,658 21,152 -181
May17 160915 66.400 66.400 65.200 65.200 -0.400 27 372 +8
Jun17 160915 69.785 70.385 68.885 68.980 -0.600 932 5,664 +170
Jul17 160915 69.400 70.230 68.830 68.980 -0.420 117 799 -8
Aug17 160915 69.035 69.285 68.400 68.600 -0.250 49 457 +2
Total Volume and Open Interest 74,290 208,137 +3,216
Class III Milk(CME)
Sep16 160915 16.40 16.44 16.39 16.41 -0.04 173 5,088 -50
Oct16 160915 16.42 16.48 16.30 16.33 -0.14 353 4,960 +35
Nov16 160915 16.42 16.49 16.31 16.40 -0.02 128 4,270 +27
Dec16 160915 16.09 16.18 16.05 16.12 -0.01 71 3,522 +26
Jan17 160915 15.92 15.95 15.89 15.92 unch 50 1,840 +16
Feb17 160915 15.95 16.00 15.94 15.99 +0.04 35 1,839 +22
Mar17 160915 16.05 16.13 16.04 16.13 +0.06 43 1,709 +38
Apr17 160915 16.13 16.13 16.13 16.13 +0.02 26 1,499 +9
May17 160915 16.25 16.25 16.25 16.25 unch 31 1,371 +14
Jun17 160915 16.46 16.46 16.46 16.46 unch 29 1,268 +19
Jul17 160915 16.60 16.60 16.60 16.60 +0.01 16 732 +8
Aug17 160915 16.68 16.68 16.68 16.68 +0.02 14 651 +8
Sep17 160915 16.73 16.73 16.73 16.73 +0.02 13 588 +7
Total Volume and Open Interest 1,007 30,701 +186
Cocoa(ICE)
Sep16 160915 2872 2872 2872 2872 +23 11 2 -10
Dec16 160915 2811 2838 2802 2832 +23 27,425 100,263 -4,416
Mar17 160915 2800 2818 2785 2813 +23 16,194 73,537 +4,755
May17 160915 2793 2815 2783 2810 +23 2,631 16,184 +320
Jul17 160915 2796 2814 2786 2810 +22 635 5,964 +89
Sep17 160915 2792 2811 2792 2809 +21 360 4,598 -26
Dec17 160915 2810 2810 2808 2808 +22 663 2,227 +450
Total Volume and Open Interest 47,929 206,611 +1,166
Coffee "C"(ICE)
Sep16 160915 148.20 148.20 147.60 147.60 -0.20 3 95 -2
Dec16 160915 148.60 151.00 148.10 148.90 unch 20,452 104,423 -895
Mar17 160915 151.95 154.10 151.30 152.10 unch 4,840 39,067 -506
May17 160915 153.95 155.70 153.20 153.95 unch 2,006 17,555 -124
Jul17 160915 155.55 157.45 154.95 155.70 unch 1,027 5,188 +81
Sep17 160915 157.05 158.55 156.95 157.10 unch 153 3,910 +20
Total Volume and Open Interest 28,566 178,115 -1,377
Orange Juice(ICE)
Nov16 160915 194.85 196.45 194.00 194.60 -0.90 961 13,831 +51
Jan17 160915 193.00 193.75 192.25 192.60 -0.75 120 1,718 +64
Mar17 160915 191.05 191.05 189.75 190.15 -0.90 35 437 +19
May17 160915 189.25 189.25 188.40 188.40 -0.90 60 141 +25
Jul17 160915 187.10 187.10 187.10 187.10 -1.70 3 3 +3
Sep17 160915 186.60 186.60 186.60 186.60 -1.70      
Total Volume and Open Interest 1,179 16,132 +162
Sugar #11(ICE)
Oct16 160915 20.19 20.63 20.08 20.48 +0.35 100,308 212,164 -20,463
Mar17 160915 20.85 21.20 20.71 21.16 +0.43 85,874 407,139 +22,174
May17 160915 20.34 20.71 20.26 20.68 +0.41 18,508 110,742 +4,612
Jul17 160915 19.73 20.12 19.73 20.10 +0.36 12,424 68,210 +2,778
Oct17 160915 19.40 19.73 19.39 19.71 +0.32 5,250 51,522 +826
Mar18 160915 19.15 19.50 19.15 19.49 +0.32 888 21,136 +67
May18 160915 18.51 18.81 18.48 18.81 +0.29 163 6,695 +102
Jul18 160915 18.05 18.24 17.94 18.24 +0.25 31 4,956 -13
Total Volume and Open Interest 223,464 889,291 +10,083
London Cocoa(LCE)
Sep16 160915 2257 2274 2257 2274 +29 17,360 9,591 -9,532
Dec16 160915 2237 2252 2230 2250 +14 32,638 93,806 +1,336
Mar17 160915 2184 2198 2177 2196 +13 11,952 62,044 +611
May17 160915 2180 2194 2175 2193 +14 3,222 34,063 -268
Jul17 160915 2185 2195 2176 2194 +14 727 9,274 -33
Sep17 160915 2177 2185 2170 2185 +13 536 11,634 +137
Dec17 160915 2160 2168 2157 2168 +13 82 5,917 +31
Total Volume and Open Interest 66,517 226,330 -7,718
London Sugar(LCE)
Dec16 160915 546.40 557.10 546.30 556.00 +9.60 11,200 33,495 +3,755
Mar17 160915 549.10 559.10 549.10 558.00 +8.60 1,980 20,656 +467
May17 160915 543.90 551.00 543.90 550.90 +7.90 545 11,264 +269
Aug17 160915 539.70 540.10 537.40 539.90 +7.40 218 5,193 +44
Oct17 160915 522.80 523.50 522.70 523.00 +7.10 251 3,857 +223
Total Volume and Open Interest 24,437 80,881 -336
Cotton(ICE)
Oct16 160915 67.62 68.38 67.58 68.38 +0.30 32 223 -3
Dec16 160915 67.76 67.95 66.82 67.72 +0.19 17,893 152,699 -432
Mar17 160915 67.91 68.13 67.00 67.91 +0.17 3,290 49,373 -69
May17 160915 67.71 68.50 67.43 68.31 +0.14 901 7,955 +333
Jul17 160915 67.88 68.52 67.61 68.51 +0.14 419 7,278 +196
Oct17 160915 68.41 68.41 68.41 68.41 +0.29      
Total Volume and Open Interest 22,884 230,433 +209
Lumber(CME)
Sep16 160915 311.3 311.3 297.0 298.8 -11.2 66 27 -53
Nov16 160915 308.1 310.2 299.8 301.0 -6.6 329 2,616 -33
Jan17 160915 319.6 319.7 309.4 310.7 -6.5 67 342 -1
Mar17 160915 326.0 326.0 317.6 317.6 -6.3 4 85 +3
Total Volume and Open Interest 469 3,102 -83
Crude Oil(NYM)
Oct16 160915 43.70 44.34 43.26 43.91 +0.33 657,775 197,746 -45,061
Nov16 160915 44.27 44.96 43.87 44.52 +0.37 319,462 427,858 +25,413
Dec16 160915 44.93 45.65 44.56 45.23 +0.45 128,311 294,385 +5,017
Jan17 160915 45.64 46.33 45.22 45.92 +0.48 38,985 121,311 -3,659
Feb17 160915 46.21 46.99 45.87 46.58 +0.48 25,121 72,235 +4,509
Mar17 160915 46.89 47.60 46.51 47.18 +0.48 21,153 118,854 +613
Apr17 160915 46.99 48.11 46.99 47.70 +0.49 10,036 35,436 -1,369
May17 160915 47.57 48.45 47.40 48.14 +0.50 9,643 28,023 -1,494
Jun17 160915 48.22 48.92 47.75 48.50 +0.49 30,412 113,209 +2,395
Jul17 160915 48.45 49.16 48.13 48.82 +0.50 2,714 21,424 +299
Aug17 160915 48.58 49.40 48.40 49.09 +0.51 3,184 18,496 +265
Sep17 160915 49.14 49.65 48.96 49.34 +0.52 8,934 37,909 -396
Oct17 160915 49.65 49.65 49.57 49.57 +0.52 3,943 17,240 +833
Nov17 160915 49.80 49.80 49.80 49.80 +0.53 1,160 15,709 +181
Dec17 160915 49.59 50.46 49.27 50.04 +0.53 28,597 158,960 +3,625
Jan18 160915 50.12 50.22 50.11 50.22 +0.53 464 15,491 -65
Total Volume and Open Interest 1,296,220 1,829,620 -8,737
e-miNY Crude Oil(NYM)
Oct16 160915 43.725 44.350 43.275 43.900 +0.325 10,543 3,086 +158
Nov16 160915 44.325 44.950 43.875 44.525 +0.375 724 1,017 -26
Dec16 160915 44.950 45.600 44.525 45.225 +0.450 111 439 -2
Jan17 160915 45.150 46.250 45.150 45.925 +0.475 4 66 +3
Feb17 160915 46.575 46.900 46.025 46.575 +0.475 2 74 +2
Mar17 160915 47.175 47.600 46.650 47.175 +0.475 0 138 +0
Apr17 160915 48.125 48.125 47.500 47.700 +0.500 4 106 -2
May17 160915 48.150 48.150 48.150 48.150 +0.500 46 36 -42
Jun17 160915 48.000 48.850 48.000 48.500 +0.500 44 54 +38
Jul17 160915 48.825 48.825 48.650 48.825 +0.500 0 73 +0
Total Volume and Open Interest 11,484 5,436 +135
NY Harbor ULSD(NYM)
Oct16 160915 138.88 142.71 138.01 141.62 +3.45 69,915 64,131 -2,591
Nov16 160915 140.58 144.26 139.82 143.09 +3.06 48,497 86,554 +657
Dec16 160915 142.37 145.87 141.72 144.69 +2.72 38,223 62,277 -1,069
Jan17 160915 144.29 147.53 143.72 146.36 +2.46 12,033 38,050 -22
Feb17 160915 146.17 148.76 145.10 147.63 +2.32 6,000 17,829 -402
Mar17 160915 147.27 149.30 145.81 148.21 +2.16 4,998 25,616 +486
Apr17 160915 147.78 148.95 146.47 148.04 +2.00 4,046 11,681 +1,067
May17 160915 146.98 148.68 146.81 148.21 +1.91 791 8,771 +87
Jun17 160915 146.69 149.63 146.41 148.55 +1.86 2,720 25,660 +806
Jul17 160915 149.92 149.94 149.36 149.41 +1.82 312 2,959 +57
Aug17 160915 151.01 151.01 150.46 150.46 +1.79 198 1,763 +24
Sep17 160915 152.01 152.01 151.64 151.64 +1.76 323 2,821 +38
Oct17 160915 153.48 153.48 152.80 152.80 +1.72 101 2,151 +40
Nov17 160915 156.08 156.08 153.85 153.85 +1.67 105 1,815 +29
Total Volume and Open Interest 191,561 385,339 -16
RBOB Gasoline(NYM)
Oct16 160915 136.52 144.33 136.10 143.02 +6.87 99,852 80,645 -7,812
Nov16 160915 133.55 138.78 132.77 137.85 +4.78 107,419 110,971 +6,440
Dec16 160915 131.27 135.18 130.45 134.41 +3.59 73,210 64,228 -6,034
Jan17 160915 130.90 134.60 130.65 133.85 +3.05 22,320 29,161 -505
Feb17 160915 132.47 135.56 131.69 134.84 +2.71 8,179 12,242 +74
Mar17 160915 134.65 137.53 134.10 136.80 +2.40 6,765 25,693 +314
Apr17 160915 153.95 155.39 152.24 154.69 +1.87 2,943 20,223 +358
May17 160915 154.90 156.17 154.41 155.80 +1.81 595 7,000 +5
Jun17 160915 154.00 156.45 153.37 155.55 +1.74 557 12,684 +136
Jul17 160915 154.85 155.40 154.70 154.70 +1.62 72 2,413 -22
Total Volume and Open Interest 323,902 391,889 -6,826
e-miNY RBOB Gasoline(NYM)
Oct16 160915 143.02 143.02 143.02 143.02 +6.87 0 2 +0
Nov16 160915 137.85 137.85 137.85 137.85 +4.78      
Dec16 160915 134.41 134.41 134.41 134.41 +3.59      
Jan17 160915 133.85 133.85 133.85 133.85 +3.05      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Oct16 160915 2.895 2.944 2.834 2.927 +0.038 140,057 137,789 -18,346
Nov16 160915 2.972 3.015 2.918 3.002 +0.033 89,807 220,374 -742
Dec16 160915 3.172 3.205 3.131 3.191 +0.018 31,700 84,431 +4,089
Jan17 160915 3.298 3.324 3.260 3.311 +0.012 41,083 143,041 +4,104
Feb17 160915 3.305 3.324 3.265 3.315 +0.012 11,353 35,151 +1,632
Mar17 160915 3.259 3.284 3.224 3.274 +0.014 17,799 89,829 +16
Apr17 160915 3.040 3.047 3.003 3.045 +0.014 14,505 76,188 -104
May17 160915 3.013 3.019 2.980 3.018 +0.013 4,322 28,475 +93
Jun17 160915 3.038 3.049 3.008 3.046 +0.015 2,539 26,033 +933
Jul17 160915 3.065 3.074 3.039 3.074 +0.016 1,522 17,163 -34
Aug17 160915 3.071 3.079 3.046 3.079 +0.015 1,772 13,890 -107
Sep17 160915 3.054 3.066 3.030 3.062 +0.015 1,659 16,269 +16
Oct17 160915 3.073 3.082 3.046 3.080 +0.014 5,225 35,659 +1,651
Nov17 160915 3.122 3.129 3.100 3.129 +0.013 1,255 13,856 +141
Dec17 160915 3.247 3.256 3.224 3.253 +0.011 981 18,573 +44
Jan18 160915 3.327 3.348 3.327 3.348 +0.011 2,896 16,719 +1,491
Total Volume and Open Interest 378,701 1,033,073 -223
Brent Crude Oil(ICE)
Nov16 160915 46.06 47.00 45.67 46.59 +0.74 280,023 334,135 -17,259
Dec16 160915 46.53 47.45 46.13 47.06 +0.75 184,070 456,274 +15,480
Jan17 160915 47.03 47.94 46.60 47.54 +0.74 68,177 209,153 +11,905
Feb17 160915 47.51 48.40 47.07 48.00 +0.72 34,700 108,131 -2,937
Mar17 160915 47.99 48.87 47.55 48.46 +0.68 35,136 164,646 -59
Apr17 160915 48.40 49.28 47.99 48.88 +0.66 10,267 51,933 -297
May17 160915 48.81 49.65 48.44 49.27 +0.64 9,268 43,553 -1,316
Jun17 160915 49.25 50.06 48.79 49.63 +0.60 33,033 119,573 -436
Jul17 160915 49.57 50.17 49.34 49.98 +0.58 5,482 30,033 +2,130
Aug17 160915 50.28 50.28 50.28 50.28 +0.57 1,713 20,740 -180
Sep17 160915 50.53 50.53 50.53 50.53 +0.55 4,090 50,485 +473
Oct17 160915 50.78 50.78 50.78 50.78 +0.54 1,451 21,101 +17
Nov17 160915 51.01 51.01 51.01 51.01 +0.51 1,126 18,668 +345
Dec17 160915 50.89 51.62 50.48 51.22 +0.50 45,403 200,422 -1,098
Total Volume and Open Interest 735,622 2,129,325 +8,317
Gas Oil(ICE)
Oct16 160915 407.00 417.75 404.75 415.00 +6.00 117,268 134,639 -13,694
Nov16 160915 410.25 420.25 407.75 417.75 +5.25 84,102 94,450 +3,797
Dec16 160915 413.50 422.75 410.75 420.25 +4.50 72,013 154,067 +8,266
Jan17 160915 418.00 426.25 415.00 424.25 +4.25 26,247 58,957 +5,989
Feb17 160915 422.00 430.50 419.50 428.25 +4.00 14,409 34,673 -649
Mar17 160915 426.00 433.75 423.00 431.50 +3.75 15,146 37,291 +313
Apr17 160915 428.75 435.50 426.75 434.50 +3.50 3,098 18,371 +39
May17 160915 431.75 439.25 429.50 437.25 +3.25 1,989 14,410 -39
Jun17 160915 434.75 442.00 432.25 439.75 +3.00 6,619 50,025 +508
Jul17 160915 439.75 445.75 438.00 443.75 +3.00 940 14,895 +208
Total Volume and Open Interest 353,577 787,264 +6,735
Ethanol(CBOT)
Oct16 160915 1.507 1.508 1.460 1.497 -0.008 317 1,280 -99
Nov16 160915 1.445 1.445 1.430 1.433 -0.010 99 930 +40
Dec16 160915 1.392 1.392 1.389 1.389 -0.010 50 1,206 +5
Jan17 160915 1.360 1.370 1.358 1.358 -0.010 121 592 +72
Feb17 160915 1.363 1.363 1.363 1.363 -0.007 0 178 +0
Mar17 160915 1.384 1.384 1.384 1.384 -0.007 0 113 +0
Apr17 160915 1.410 1.410 1.410 1.410 -0.007 5 213 +5
May17 160915 1.417 1.417 1.417 1.417 -0.007 0 5 +0
Total Volume and Open Interest 592 4,523 +23
WTI Crude Oil(ICE)
Oct16 160915 43.75 44.34 43.26 43.91 +0.33 46,159 50,077 -7,432
Nov16 160915 44.23 44.95 43.88 44.52 +0.37 53,726 86,898 +9,045
Dec16 160915 44.89 45.63 44.56 45.23 +0.45 35,625 110,277 -58
Jan17 160915 45.52 46.29 45.27 45.92 +0.48 10,818 32,136 -876
Feb17 160915 46.14 46.97 46.04 46.58 +0.48 8,227 24,532 +483
Mar17 160915 46.96 47.57 46.61 47.18 +0.48 5,397 39,782 -156
Apr17 160915 47.24 48.07 47.15 47.70 +0.49 2,685 9,974 +179
May17 160915 48.09 48.27 47.63 48.14 +0.50 2,078 6,253 -270
Jun17 160915 48.03 48.71 47.96 48.50 +0.49 4,276 40,058 -1
Jul17 160915 48.82 48.82 48.82 48.82 +0.50 333 6,053 +0
Aug17 160915 49.09 49.09 49.09 49.09 +0.51 98 924 +3
Sep17 160915 49.34 49.34 49.34 49.34 +0.52 222 10,827 +27
Oct17 160915 49.57 49.57 49.57 49.57 +0.52 131 1,817 -48
Nov17 160915 49.80 49.80 49.80 49.80 +0.53 33 1,212 +1
Dec17 160915 49.69 50.14 49.56 50.04 +0.53 6,358 68,390 +597
Jan18 160915 50.22 50.22 50.22 50.22 +0.53 14 530 -13
Total Volume and Open Interest 178,076 541,773 +2,117
US Dollar Index(ICE)
Sep16 160915 95.340 95.560 95.055 95.283 -0.040 25,795 29,843 -4,205
Dec16 160915 95.285 95.485 95.000 95.213 -0.040 8,829 22,941 +1,766
Mar17 160915 95.175 95.415 94.965 95.158 -0.040 117 2,494 +76
Total Volume and Open Interest 34,746 55,501 -2,362
Australian Dollar(CME)
Sep16 160915 74.73 75.22 74.45 75.15 +0.45 172,129 76,901 -9,771
Dec16 160915 74.57 75.05 74.29 74.98 +0.45 36,980 35,112 +17,392
Mar17 160915 74.68 74.85 74.22 74.83 +0.45 18 353 -6
Total Volume and Open Interest 209,127 112,367 +7,615
British Pound(CME)
Sep16 160915 132.42 132.81 131.70 132.40 +0.04 153,907 121,717 -49,656
Dec16 160915 132.61 133.00 132.00 132.60 +0.03 76,521 129,656 +54,358
Mar17 160915 132.70 133.14 132.39 132.85 +0.02 33 654 -14
Total Volume and Open Interest 230,461 252,539 +4,688
Canadian Dollar(CME)
Sep16 160915 75.78 76.16 75.56 76.01 +0.26 91,570 91,285 -7,050
Dec16 160915 75.83 76.20 75.60 76.06 +0.26 29,240 32,170 +11,531
Mar17 160915 75.86 76.21 75.70 76.10 +0.26 194 849 +133
Jun17 160915 75.71 76.25 75.71 76.14 +0.25 12 232 +0
Total Volume and Open Interest 121,030 124,676 +4,628
Japanese Yen(CME)
Sep16 160915 97.70 98.20 97.32 97.88 +0.21 165,517 86,974 -22,998
Dec16 160915 98.09 98.65 97.70 98.27 +0.21 62,031 79,944 +21,599
Mar17 160915 98.80 98.82 98.22 98.67 +0.20 8 289 +1
Total Volume and Open Interest 227,556 167,340 -1,398
Swiss Franc(CME)
Sep16 160915 102.77 103.21 102.39 102.93 +0.18 30,829 31,149 -5,070
Dec16 160915 103.27 103.71 102.88 103.43 +0.18 10,013 13,564 +6,850
Mar17 160915 104.04 104.04 103.63 103.95 +0.17 11 18 +8
Total Volume and Open Interest 40,853 44,748 +1,788
EuroFX(CME)
Sep16 160915 112.51 112.90 112.20 112.44 -0.08 225,113 232,219 -49,357
Dec16 160915 112.93 113.42 112.61 112.85 -0.09 101,157 145,023 +63,224
Mar17 160915 113.29 113.62 113.10 113.28 -0.10 157 1,605 +91
Total Volume and Open Interest 326,428 379,624 +13,958
Mexican Peso(CME)
Sep16 160915 518.25 522.13 515.50 518.88 -1.50 120,175 76,178 -28,626
Oct16 160915 517.25 517.75 517.25 517.75 -1.50 0 8 +0
Total Volume and Open Interest 181,318 168,729 +1,541
Brazilian Real(CME)
Oct16 160915 298.45 301.75 295.70 301.75 +3.70 1,536 22,766 -172
Nov16 160915 295.30 299.35 294.00 299.35 +3.70 0 4 +0
Dec16 160915 292.50 296.65 292.15 296.65 +3.75 282 3,808 +8
Jan17 160915 294.10 294.10 294.10 294.10 +3.35      
Total Volume and Open Interest 1,818 26,578 -164
30-Year T-Bonds(CBOT)
Sep16 160915 167~000 167~180 166~040 166~300 -0~150 1,392 2,821 -452
Dec16 160915 165~200 166~020 164~170 165~130 -0~150 345,670 557,234 +3,748
Mar17 160915 164~090 164~090 164~090 164~090 -0~150 2 1 +1
Total Volume and Open Interest 347,064 560,056 +3,297
10-Year T-Notes(CBOT)
Sep16 160915 131~120 131~260 131~040 131~145 +0~005 31,255 59,773 -13,564
Dec16 160915 130~110 130~270 130~035 130~145 +0~005 1,440,609 2,794,840 +9,439
Mar17 160915 129~205 129~205 129~205 129~205 +0~005      
Total Volume and Open Interest 1,471,864 2,854,613 -4,125
5-Year T-Notes(CBOT)
Sep16 160915 121~064 121~166 121~050 121~102 +0~016 14,541 93,615 -4,826
Dec16 160915 121~056 121~172 121~032 121~092 +0~014 686,926 2,678,350 +5,326
Mar17 160915 120~314 120~314 120~314 120~314 +0~014      
Total Volume and Open Interest 701,467 2,771,965 +500
2 Year T-Notes(CBOT)
Sep16 160915 109~102 109~116 109~092 109~110 +0~012 3,169 13,255 -741
Dec16 160915 109~062 109~094 109~056 109~076 +0~010 289,662 959,887 -11,981
Mar17 160915 109~072 109~072 109~072 109~072 +0~010      
Total Volume and Open Interest 292,831 973,142 -12,722
Eurodollars(CME)
Sep16 160915 99.145 99.147 99.143 99.143 -0.002 253,599 1,029,774 -36,693
Dec16 160915 99.085 99.105 99.080 99.095 +0.015 366,552 1,533,610 +35,988
Mar17 160915 99.050 99.080 99.045 99.065 +0.015 231,872 1,135,307 +906
Jun17 160915 99.015 99.050 99.010 99.030 +0.015 216,174 986,371 +9,151
Sep17 160915 98.975 99.015 98.970 98.995 +0.015 200,729 885,346 -772
Dec17 160915 98.930 98.970 98.920 98.950 +0.015 256,507 1,381,746 +17,365
Mar18 160915 98.905 98.950 98.890 98.920 +0.010 133,338 647,880 -2,049
Jun18 160915 98.870 98.920 98.855 98.885 +0.010 139,859 498,447 -7,069
Sep18 160915 98.830 98.885 98.815 98.845 +0.005 125,581 472,209 -3,251
Dec18 160915 98.780 98.835 98.765 98.795 +0.005 135,399 613,311 +1,822
Mar19 160915 98.745 98.810 98.735 98.760 unch 94,343 431,240 +2,934
Jun19 160915 98.705 98.770 98.690 98.715 -0.005 85,304 338,923 +7,450
Sep19 160915 98.660 98.725 98.645 98.670 -0.010 69,712 260,542 +1,820
Dec19 160915 98.615 98.675 98.590 98.615 -0.010 71,017 279,707 +11,362
Mar20 160915 98.575 98.630 98.550 98.575 -0.010 48,354 151,141 -1,833
Jun20 160915 98.525 98.590 98.500 98.525 -0.015 42,380 109,882 +193
Sep20 160915 98.480 98.540 98.450 98.480 -0.015 44,796 83,792 +4,547
Dec20 160915 98.425 98.490 98.400 98.425 -0.015 31,103 108,212 +3,106
Total Volume and Open Interest 2,638,556 11,344,404 +47,527
Ultra T-Bond(CBOT)
Sep16 160915 180~31 181~06 179~05 180~05 -0~29 2,426 11,654 -661
Dec16 160915 180~02 180~18 178~12 179~13 -0~29 115,376 595,210 +3,517
Mar17 160915 178~13 178~13 178~13 178~13 -0~29      
Total Volume and Open Interest 117,802 606,864 +2,856
Ultra 10-Yr T-Note(CBOT)
Sep16 160915 143~160 143~270 142~315 143~120 -0~060 1,834 3,931 -876
Dec16 160915 142~290 143~145 142~150 142~270 -0~060 76,298 204,321 +146
Mar17 160915 142~270 142~270 142~270 142~270 -0~060      
Total Volume and Open Interest 78,132 208,252 -730
30 Day Federal Funds(CBOT)
Sep16 160915 99.592 99.598 99.590 99.592 +0.003 6,315 65,488 +1,180
Oct16 160915 99.575 99.585 99.570 99.580 +0.005 32,948 314,198 -5,292
Nov16 160915 99.550 99.565 99.550 99.555 +0.005 32,026 182,901 -1,715
Dec16 160915 99.505 99.515 99.505 99.510 +0.005 5,738 93,089 +802
Jan17 160915 99.465 99.480 99.465 99.475 +0.010 14,543 133,999 +1,157
Feb17 160915 99.450 99.470 99.450 99.465 +0.015 6,803 67,227 -692
Total Volume and Open Interest 128,582 1,044,822 +1,124
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)
Dec16 160915 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160915 99.99 99.99 99.99 99.99 unch      
Jun17 160915 99.99 99.99 99.99 99.99 unch      
Sep17 160915 99.99 99.99 99.99 99.99 unch      
Dec17 160915 99.99 99.99 99.99 99.99 unch      
Mar18 160915 100.00 100.00 100.00 100.00 unch      
Jun18 160915 99.86 99.86 99.86 99.86 unch      
Sep18 160915 99.71 99.71 99.71 99.71 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Dec16 160915 151.67 151.81 151.64 151.75 +0.14 2,010 14,301 +396
Mar17 160915 151.67 151.67 151.67 151.67 +0.14      
Jun17 160915 151.67 151.67 151.67 151.67 +0.14      
Total Volume and Open Interest 2,010 14,301 +396
Euro-Buxl(EUREX)
Dec16 160915 184.90 185.62 183.22 184.16 -1.22 37,728 156,466 -6,191
Mar17 160915 182.08 182.56 182.08 182.56 -1.50 0 4 +0
Jun17 160915 182.56 182.56 182.56 182.56 -1.50      
Total Volume and Open Interest 37,728 156,470 -6,191
Euro-Bund(EUREX)
Dec16 160915 163.44 163.78 163.04 163.48 -0.05 757,025 1,794,917 -20,838
Mar17 160915 165.77 165.89 165.35 165.79 -0.07 2,732 20,661 -3,026
Jun17 160915 165.48 165.48 165.48 165.48 -0.05      
Total Volume and Open Interest 759,757 1,815,578 -23,864
Euro-Bobl(EUREX)
Dec16 160915 131.54 131.61 131.43 131.55 +0.01 486,497 1,395,614 -75,947
Mar17 160915 133.30 133.30 133.30 133.30 +0.01 1 52 -1
Jun17 160915 131.80 131.80 131.80 131.80 +0.01      
Total Volume and Open Interest 486,498 1,395,666 -75,948
Euro-Schatz(EUREX)
Dec16 160915 112.04 112.06 112.03 112.04 unch 358,567 1,110,864 +122,499
Mar17 160915 112.04 112.04 112.04 112.04 unch 0 451 +451
Jun17 160915 112.04 112.04 112.04 112.04 unch      
Total Volume and Open Interest 358,567 1,111,315 +122,950
3-Mth Euribor(EUREX)
Sep16 160915 100.305 100.305 100.305 100.305 unch 0 3,718 +0
Dec16 160915 100.320 100.325 100.320 100.320 -0.005 8 3,167 +1
Mar17 160915 100.335 100.335 100.335 100.335 -0.005 3 3,235 +0
Total Volume and Open Interest 3,022 77,704 +447
Long Gilt(LIFFE)
Sep16 160915 129~16 129~27 129~16 129~27 -0~03 82 22,521 -700
Dec16 160915 128~23 129~00 128~02 128~23 -0~02 221,124 526,375 +5,317
Total Volume and Open Interest 221,206 548,896 +4,617
3-Mth Short Sterling(LIFFE)
Sep16 160915 99.62 99.63 99.61 99.62 unch 15,143 332,389 -1,922
Dec16 160915 99.68 99.70 99.67 99.69 +0.01 32,702 546,620 -2,485
Mar17 160915 99.70 99.73 99.70 99.71 +0.01 46,045 375,648 +6,012
Jun17 160915 99.71 99.74 99.70 99.72 +0.01 67,648 355,574 -6,000
Sep17 160915 99.71 99.74 99.70 99.72 +0.01 68,969 285,912 -964
Dec17 160915 99.70 99.73 99.69 99.72 +0.02 69,903 369,882 +3,999
Total Volume and Open Interest 625,221 3,204,252 -20,792
3-Mth Euribor(LIFFE)
Sep16 160915 100.300 100.305 100.300 100.300 -0.005 19,644 333,425 -637
Dec16 160915 100.320 100.325 100.315 100.320 -0.005 47,614 427,369 -347
Mar17 160915 100.335 100.340 100.330 100.335 -0.005 56,372 374,318 +3,978
Total Volume and Open Interest 650,446 3,213,931 +6,455
3-Mth Aus T-Bills(SFE)
Sep16 160908 98.25 98.26 98.22 98.26 +0.01 38,798 54,375 -34,081
Dec16 160915 98.27 98.28 98.26 98.27 -0.01 11,914 205,034 -4,585
Mar17 160915 98.32 98.33 98.29 98.31 -0.01 18,755 168,365 +2,520
Jun17 160915 98.35 98.36 98.32 98.33 -0.02 23,238 163,997 -3,393
Sep17 160915 98.36 98.39 98.33 98.34 -0.03 10,442 113,366 -503
Dec17 160915 98.37 98.39 98.34 98.35 -0.02 17,866 115,298 +4,482
Mar18 160915 98.35 98.38 98.32 98.33 -0.03 10,643 69,400 +2,284
Jun18 160915 98.34 98.36 98.29 98.31 -0.03 5,903 53,047 +838
Sep18 160915 98.31 98.33 98.27 98.28 -0.03 3,879 17,999 +444
Dec18 160915 98.27 98.29 98.23 98.24 -0.03 1,474 5,530 +660
Total Volume and Open Interest 105,282 915,712 +2,617
10-Year Aus T-Bonds(SFE)
Sep16 160915 97.88 97.92 97.87 97.87 -0.01 638,501 417,790 -282,625
Dec16 160915 97.90 97.94 97.87 97.88 -0.02 595,071 733,356 +346,246
Total Volume and Open Interest 1,233,572 1,151,146 +63,621
3-Year Aus T-Bonds(SFE)
Sep16 160915 98.38 98.40 98.36 98.36 -0.01 509,451 508,588 -130,279
Dec16 160915 98.46 98.50 98.40 98.42 -0.04 480,910 600,957 +318,473
Total Volume and Open Interest 990,361 1,109,545 +188,194
Gold(CMX)
Oct16 160915 1321.7 1328.0 1308.2 1314.0 -8.0 6,705 40,836 -1,237
Dec16 160915 1325.8 1332.5 1312.1 1318.0 -8.1 180,759 429,064 -1,135
Feb17 160915 1329.9 1336.0 1315.8 1321.6 -8.1 4,809 45,611 +1,190
Apr17 160915 1333.2 1334.1 1320.4 1324.6 -8.2 1,127 10,268 +256
Jun17 160915 1336.7 1336.8 1323.5 1327.3 -8.2 1,548 17,826 -121
Aug17 160915 1337.0 1337.0 1327.9 1330.1 -8.2 1,460 6,973 -585
Oct17 160915 1332.6 1332.6 1332.6 1332.6 -8.2 171 1,903 -6
Dec17 160915 1331.0 1340.2 1330.0 1334.9 -8.2 1,795 12,592 +8
Feb18 160915 1337.2 1337.2 1337.2 1337.2 -8.2 0 163 +0
Apr18 160915 1339.4 1339.4 1339.4 1339.4 -8.3 0 3 +0
Jun18 160915 1341.6 1341.6 1341.6 1341.6 -8.4 0 4,181 +0
Total Volume and Open Interest 199,038 575,002 -1,717
Silver(CMX)
Sep16 160915 1896.5 1904.0 1881.0 1895.9 -2.3 76 886 -79
Dec16 160915 1902.0 1928.0 1887.5 1904.1 -2.5 60,570 168,561 -1,057
Mar17 160915 1914.0 1930.5 1900.0 1914.6 -2.5 2,337 14,062 -407
May17 160915 1921.5 1932.5 1908.0 1921.4 -2.5 176 1,098 +9
Jul17 160915 1927.7 1927.7 1927.5 1927.7 -2.5 38 2,603 +1
Sep17 160915 1934.0 1934.0 1934.0 1934.0 -2.5 0 495 +0
Dec17 160915 1942.7 1942.7 1942.5 1942.7 -2.5 2 2,456 +0
Total Volume and Open Interest 63,445 193,953 -1,541
Platinum(NYMEX)
Oct16 160915 1039.5 1044.6 1026.7 1033.8 -7.1 17,477 54,086 -841
Jan17 160915 1044.1 1047.5 1029.9 1037.0 -7.2 1,988 19,665 +1,267
Apr17 160915 1045.0 1045.0 1039.4 1040.5 -7.2 88 2,420 +79
Jul17 160915 1043.5 1043.5 1043.5 1043.5 -7.2 5 27 +3
Total Volume and Open Interest 19,558 76,199 +508
Palladium(NYMEX)
Sep16 160915 656.60 656.60 656.60 656.60 +0.10 4 20 -1
Dec16 160915 656.80 662.20 652.50 656.60 +0.10 4,483 24,217 -209
Mar17 160915 656.05 662.10 654.80 658.35 +0.20 6 198 +0
Total Volume and Open Interest 4,493 24,477 -210
Copper(CMX)
Sep16 160915 214.65 215.60 214.15 215.20 +0.40 474 1,401 -210
Dec16 160915 215.45 216.55 214.50 215.95 +0.45 59,906 153,908 +456
Mar17 160915 216.35 217.25 215.35 216.75 +0.60 4,595 30,859 +19
May17 160915 217.00 217.70 215.95 217.30 +0.60 1,013 5,756 +73
Jul17 160915 217.20 218.15 216.25 217.75 +0.60 240 1,511 +80
Total Volume and Open Interest 66,816 203,945 +428
E-mini DJIA Index(CBOT)
Sep16 160915 18017 18252 17962 18200 +200 84,678 52,015 -17,178
Dec16 160915 17934 18168 17882 18115 +195 285,892 104,656 +13,820
Mar17 160915 17926 18102 17836 18053 +197 53 455 +0
Jun17 160915 17977 17982 17771 17977 +197 0 3 +0
Total Volume and Open Interest 370,623 157,129 -3,358
S & P 500(CME)
Sep16 160915 2123.50 2151.00 2123.00 2145.00 +24.80 21,737 79,373 -5,254
Dec16 160915 2117.70 2144.30 2108.00 2137.90 +24.60 17,443 42,885 +2,526
Mar17 160915 2131.60 2137.40 2131.60 2131.60 +24.40 0 63 +0
Jun17 160915 2125.90 2131.70 2125.90 2125.90 +24.40 0 60 +0
Total Volume and Open Interest 39,180 122,381 -2,728
S & P 500 E-Mini(Globex)
Sep16 160915 2121.75 2151.50 2114.75 2145.00 +24.75 1,201,101 1,070,435 -477,724
Dec16 160915 2115.00 2144.50 2107.75 2138.00 +24.75 3,724,471 2,442,135 +456,912
Mar17 160915 2108.75 2137.75 2102.25 2131.50 +24.25 743 1,762 -106
Jun17 160915 2101.50 2132.00 2097.25 2126.00 +24.50 0 375 +0
Total Volume and Open Interest 4,926,315 3,514,714 -20,918
NASDAQ 100 E-Mini(Globex)
Sep16 160915 4734.00 4826.80 4720.50 4817.80 +85.30 142,822 96,081 -35,998
Dec16 160915 4729.00 4823.50 4716.30 4813.80 +85.30 460,083 225,296 +32,161
Mar17 160915 4723.50 4816.00 4714.30 4807.80 +85.30 17 77 -5
Total Volume and Open Interest 602,922 321,461 -3,842
S&P Midcap 400(CME) e-Mini
Sep16 160915 1509.50 1531.50 1505.60 1529.00 +16.40 26,854 9,456 -15,816
Dec16 160915 1507.90 1528.00 1501.70 1525.80 +16.50 45,663 76,291 +17,623
Mar17 160915 1526.30 1526.30 1509.30 1526.30 +16.50      
Total Volume and Open Interest 72,517 85,747 +1,807
Volatility Index(CBOE)
Sep16 160915 18.40 18.80 16.58 17.08 -1.30 248,857 151,928 -76,650
Oct16 160915 18.88 19.05 17.75 18.23 -0.65 236,372 197,725 -34,537
Nov16 160915 19.25 19.45 18.45 18.83 -0.45 61,167 59,039 -6,151
Dec16 160915 19.40 19.55 18.77 19.08 -0.35 32,339 45,835 -4,165
Total Volume and Open Interest 599,870 511,840 -120,599
Russell 2000(ICE)
Sep16 160915 1212.30 1227.90 1205.90 1225.80 +16.90 95,679 83,685 -61,920
Dec16 160915 1207.50 1223.80 1201.10 1221.70 +17.10 199,825 278,059 +61,775
Mar17 160915 1218.20 1218.20 1218.20 1218.20 +17.10 0 263 +0
Total Volume and Open Interest 295,504 362,177 -145
Nikkei 225(CME)
Dec16 160915 16445 16485 16300 16470 +40 12,423 32,789 +44
Mar17 160915 16465 16475 16350 16465 +40 0 12 +0
Total Volume and Open Interest 12,423 32,801 +44
Nikkei 225(SGX)
Dec16 160915 16500 16515 16220 16265 -255 79,591 156,161 -2,660
Mar17 160915 16310 16310 16175 16230 -255 168 582 +95
Jun17 160915 16105 16105 16105 16105 -255      
Total Volume and Open Interest 79,975 163,582 -2,459
Nikkei 225(CME) Yen
Sep16 160908 16990 17005 16830 16990 +20 87,426 48,721 -20,945
Dec16 160915 16365 16410 16215 16390 +30 57,758 50,696 -379
Mar17 160915 16315 16345 16165 16335 +30 32 20 +10
Total Volume and Open Interest 57,790 50,716 -369
Nikkei 225(CME) e-Mini Yen
Sep16 160908 16990 16990 16860 16990 +20 0 12 +0
Dec16 160915 16270 16390 16230 16390 +30 2 1 +0
Mar17 160915 16330 16330 16330 16330 +20      
Total Volume and Open Interest 2 1 +0
CAC 40(EURONEXT)
Sep16 160915 4360.0 4389.5 4339.0 4372.5 +3.0 240,929 293,928 -15,089
Oct16 160915 4349.5 4377.5 4327.0 4360.0 +2.0 150,089 168,009 +104,458
Nov16 160915 4360.0 4373.0 4324.5 4356.5 +2.5 55 424 +40
Dec16 160915 4339.0 4358.5 4320.5 4350.0 +2.0 4,105 13,644 +2,811
Total Volume and Open Interest 395,199 476,078 +92,231
Hang Seng Index(HKFE)
Sep16 160915 23250 23475 23185 23349 +97 141,826 139,392 -1,216
Oct16 160915 23224 23462 23182 23339 +98 1,982 6,753 +488
Total Volume and Open Interest 145,241 156,292 -127
DAX(EUREX)
Sep16 160915 10345.0 10476.0 10335.0 10444.5 +51.0 168,604 162,019 -21,531
Dec16 160915 10343.5 10465.0 10327.0 10434.5 +50.5 58,154 91,464 +35,856
Mar17 160915 10352.5 10429.0 10336.0 10429.0 +51.0 22 577 -36
Total Volume and Open Interest 226,780 254,060 +14,289
Mini-DAX(EUREX)
Sep16 160915 10348.0 10477.0 10335.0 10444.5 +51.0 38,698 13,357 -537
Dec16 160915 10344.0 10466.0 10326.0 10434.5 +50.5 1,429 2,417 +529
Mar17 160915 10392.0 10431.0 10348.0 10429.0 +51.0 32 200 +20
Total Volume and Open Interest 40,159 15,974 +12
FT-SE 100(EURONEXT)
Sep16 160915 6668.50 6751.00 6640.50 6736.00 +50.00 423,641 224,845 -193,724
Dec16 160915 6643.00 6709.50 6600.50 6695.00 +49.50 340,251 546,036 +218,074
Mar17 160915 6633.50 6633.50 6633.50 6633.50 +49.00 20 5 +3
Total Volume and Open Interest 763,912 770,886 +24,353
SPI 200(SFE)
Sep16 160915 5230.0 5240.0 5195.0 5204.0 -29.0 256,510 212,375 -81,161
Dec16 160915 5212.0 5232.0 5175.0 5229.0 +11.0 227,978 213,384 +137,860
Mar17 160915 5180.0 5180.0 5180.0 5180.0 +11.0 0 1,438 +0
Total Volume and Open Interest 484,525 429,583 +56,730
FTSE MIB(ISE)
Sep16 160915 16470.00 16650.00 16380.00 16596.00 +26.00 76,592 31,684 -6,750
Dec16 160915 16360.00 16515.00 16245.00 16464.00 +26.00 45,737 30,428 +19,536
Mar17 160915 16435.00 16454.00 16325.00 16454.00 +26.00      
Total Volume and Open Interest 122,329 62,112 +12,786
KOSPI 200(KFE)
Dec16 160913 251.45 254.60 250.40 252.05 +0.35 130,594 131,754 +431
Mar17 160913 248.50 251.95 247.75 249.30 +0.45 208 2,539 +91
Jun17 160913 251.20 251.20 251.20 251.20 -2.20 5 775 +2
Total Volume and Open Interest 130,807 137,846 +524
GSCI(CME)
Oct16 160915 348.15 350.70 346.40 349.10 +2.65 2,159 10,748 +1,917
Nov16 160915 352.35 352.35 352.35 352.35 +2.65      
Total Volume and Open Interest 4,324 13,142 +115
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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