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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon September 19, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 160919 970.50 981.25 966.25 972.50 +6.50 76,306 352,209 -1,080
Jan17 160919 975.25 986.00 971.50 977.75 +6.50 21,543 92,130 +924
Mar17 160919 977.75 988.50 975.00 981.50 +7.75 9,721 67,871 -127
May17 160919 982.00 993.25 979.75 986.75 +8.00 4,398 45,606 +450
Jul17 160919 986.75 997.75 984.25 991.50 +7.75 5,255 46,844 +209
Aug17 160919 991.50 994.00 983.00 988.75 +8.00 99 1,258 -13
Sep17 160919 977.00 977.50 967.50 972.50 +7.75 54 772 +1
Nov17 160919 957.00 965.00 953.25 959.75 +7.00 2,329 27,588 -179
Jan18 160919 962.00 963.25 962.00 962.00 +7.25 0 720 +0
Mar18 160919 962.25 962.25 962.25 962.25 +6.75 0 166 +0
May18 160919 964.00 964.00 964.00 964.00 +6.50 0 72 +0
Jul18 160919 967.50 967.50 967.50 967.50 +6.25 0 134 +0
Aug18 160919 964.00 964.00 964.00 964.00 +6.25 0 17 +0
Sep18 160919 954.25 954.25 954.25 954.25 +6.25 0 17 +0
Total Volume and Open Interest 119,705 635,649 +185
Soybean Meal(CBOT)
Oct16 160919 314.70 317.50 309.50 311.90 -1.80 10,916 38,948 -2,475
Dec16 160919 314.40 316.70 308.60 311.10 -1.70 34,329 166,967 +122
Jan17 160919 317.10 317.10 308.90 311.40 -1.50 5,916 38,321 +284
Mar17 160919 314.80 316.20 308.90 311.40 -1.10 6,390 39,858 -684
May17 160919 316.40 316.60 309.50 312.10 -1.10 3,495 27,656 +569
Jul17 160919 315.40 318.00 310.70 313.30 -1.40 3,206 29,328 +584
Aug17 160919 316.70 317.10 310.60 312.90 -1.50 878 2,749 +15
Sep17 160919 314.60 316.20 309.40 311.70 -1.80 485 3,735 +121
Oct17 160919 310.00 312.10 305.00 307.40 -1.70 350 3,634 +93
Dec17 160919 311.50 312.10 305.00 307.30 -1.80 612 11,993 +238
Total Volume and Open Interest 66,577 364,651 -1,133
Soybean Oil(CBOT)
Oct16 160919 31.98 33.11 31.98 32.83 +0.85 14,178 35,203 -2,309
Dec16 160919 32.31 33.37 32.23 33.08 +0.85 49,564 197,226 -2,158
Jan17 160919 32.55 33.59 32.55 33.31 +0.85 11,771 45,691 +823
Mar17 160919 32.77 33.80 32.77 33.53 +0.84 8,095 41,528 +887
May17 160919 33.02 33.97 32.93 33.70 +0.85 1,924 30,697 +193
Jul17 160919 33.12 34.11 33.12 33.84 +0.86 1,549 19,072 +432
Aug17 160919 33.15 34.12 33.15 33.84 +0.85 69 3,134 +12
Sep17 160919 33.47 34.04 33.46 33.85 +0.86 113 2,735 -60
Oct17 160919 33.69 33.79 33.62 33.71 +0.85 158 2,216 -20
Dec17 160919 33.07 34.01 33.00 33.74 +0.84 415 7,865 +134
Total Volume and Open Interest 87,837 385,661 -2,066
Canola(WCE)
Nov16 160919 458.6 463.3 457.2 461.2 +4.2 6,800 136,267 -376
Jan17 160919 464.0 469.9 464.0 467.9 +4.7 2,342 29,184 +602
Mar17 160919 468.8 474.6 468.8 472.6 +5.0 1,059 10,904 +371
May17 160919 472.5 479.0 472.5 476.8 +5.0 268 6,636 -98
Jul17 160919 476.0 482.0 476.0 479.8 +5.0 180 9,207 +7
Total Volume and Open Interest 11,025 198,556 +558
Corn(CBOT)
Dec16 160919 337.25 340.00 332.25 337.25 +0.25 131,018 755,609 +10,294
Mar17 160919 347.00 350.00 342.50 347.50 +0.25 38,977 235,997 -1,967
May17 160919 354.50 357.25 349.75 354.75 +0.25 12,572 61,741 -771
Jul17 160919 361.25 363.75 356.50 361.50 +0.50 11,193 112,635 +469
Sep17 160919 369.50 370.50 363.25 368.00 +0.50 1,058 41,329 +26
Dec17 160919 376.50 379.75 372.75 377.50 +0.75 4,935 70,512 +215
Mar18 160919 389.25 389.50 383.25 387.50 +0.75 192 4,992 +94
May18 160919 392.00 393.00 391.25 393.00 +0.75 43 789 +22
Jul18 160919 397.25 398.75 393.00 397.00 +1.25 48 1,357 +18
Sep18 160919 396.25 396.25 396.25 396.25 +1.50 6 498 +0
Total Volume and Open Interest 200,086 1,289,462 +8,420
Wheat(CBOT)
Dec16 160919 404.00 409.00 399.75 404.00 +0.75 42,993 303,861 +378
Mar17 160919 425.25 429.75 420.50 424.75 -0.25 11,430 89,313 -253
May17 160919 440.00 443.25 434.00 438.25 -0.75 2,494 23,067 +327
Jul17 160919 449.50 453.25 444.00 448.00 -1.50 2,477 31,833 +607
Sep17 160919 464.75 468.00 459.75 462.75 -2.00 609 3,480 +112
Dec17 160919 487.75 488.00 479.25 482.75 -1.75 322 6,085 +137
Total Volume and Open Interest 60,348 459,737 +1,316
Wheat(KCBT)
Dec16 160919 418.50 421.75 412.50 416.50 -0.75 14,175 141,824 -330
Mar17 160919 436.25 437.75 429.00 433.00 -0.50 3,691 44,705 -339
May17 160919 444.25 447.75 439.75 443.25 -0.50 1,489 17,460 +613
Jul17 160919 457.00 458.00 449.50 453.50 -0.75 929 22,194 +566
Sep17 160919 472.00 472.75 464.75 468.50 -1.00 161 2,787 +9
Dec17 160919 493.50 493.75 485.25 489.25 -1.50 102 2,130 +48
Mar18 160919 500.00 500.00 500.00 500.00 -1.50 3 203 +2
Total Volume and Open Interest 20,550 231,382 +569
Wheat(MGE)
Dec16 160919 492.75 497.25 490.00 492.50 -0.25 2,983 30,420 -14
Mar17 160919 502.50 506.75 499.50 502.00 -0.75 838 15,422 -22
May17 160919 513.75 514.75 509.00 511.00 -0.75 651 7,622 +192
Jul17 160919 519.25 520.50 518.50 520.50 -0.50 208 3,326 -52
Sep17 160919 533.75 533.75 527.00 530.25 -0.50 584 3,337 +214
Dec17 160919 543.25 545.00 543.25 545.00 -1.00 150 2,156 +112
Total Volume and Open Interest 5,420 62,289 +436
Oats(CBOT)
Dec16 160919 176.50 177.00 172.75 173.00 -2.75 217 8,804 -10
Mar17 160919 187.75 188.25 184.50 184.50 -3.00 32 1,900 +22
May17 160919 190.00 190.00 190.00 190.00 -3.00 6 46 +2
Jul17 160919 196.50 196.50 196.50 196.50 -3.75 4 26 +0
Total Volume and Open Interest 259 10,776 +14
Rough Rice(CBOT)
Sep16 160914 9.58 9.58 9.30 9.58 +0.20 134 733 -4
Nov16 160919 9.82 9.91 9.73 9.76 -0.05 523 9,746 -32
Jan17 160919 10.13 10.15 9.99 10.01 -0.06 57 1,017 -18
Mar17 160919 10.36 10.36 10.25 10.25 -0.06 1 72 +0
Total Volume and Open Interest 582 10,838 -49
Live Cattle(CME)
Oct16 160919 108.050 108.200 107.180 107.900 +0.015 20,192 68,593 -3,976
Dec16 160919 108.300 108.480 106.830 107.350 -0.700 17,878 101,025 +3,417
Feb17 160919 108.450 108.700 107.330 107.800 -0.485 8,283 47,066 +1,410
Apr17 160919 107.135 107.500 106.230 107.250 +0.150 4,928 30,126 +1,918
Jun17 160919 99.950 100.200 99.000 99.930 +0.080 1,586 10,604 +315
Aug17 160919 98.650 98.885 97.500 98.285 -0.165 273 6,232 +50
Total Volume and Open Interest 53,176 264,215 +3,143
Feeder Cattle(CME)
Sep16 160919 136.400 136.400 134.500 135.450 -0.050 1,018 3,136 -318
Oct16 160919 133.900 133.900 131.100 131.785 -1.165 4,494 16,523 -19
Nov16 160919 131.250 131.380 129.075 129.800 -0.900 2,432 12,759 +183
Jan17 160919 127.000 127.000 124.600 125.930 -0.270 826 4,788 +94
Mar17 160919 125.350 125.580 123.250 124.385 -0.445 438 3,830 -19
Apr17 160919 124.580 124.800 123.330 124.450 -0.130 76 550 +18
May17 160919 125.000 125.000 122.980 123.785 -0.415 88 500 +31
Total Volume and Open Interest 9,383 42,183 -27
Lean Hogs(CME)
Oct16 160919 55.735 56.450 54.735 54.930 -0.555 18,290 47,033 -501
Dec16 160919 50.000 50.450 48.080 48.180 -1.770 18,895 105,704 +3,653
Feb17 160919 54.400 54.800 52.550 52.680 -1.700 4,128 34,463 +353
Apr17 160919 59.650 60.285 58.235 58.535 -1.395 2,259 21,667 +773
May17 160919 66.350 66.350 65.050 65.050 -1.200 80 383 +12
Jun17 160919 70.000 70.430 68.600 68.650 -1.385 895 5,836 -78
Jul17 160919 68.480 68.550 68.480 68.550 -0.950 128 834 +12
Aug17 160919 69.035 69.230 68.200 68.200 -0.800 105 508 +24
Total Volume and Open Interest 44,845 216,802 +4,281
Class III Milk(CME)
Sep16 160919 16.38 16.38 16.34 16.34 -0.02 427 5,086 +8
Oct16 160919 16.04 16.10 15.70 15.74 -0.33 424 5,013 +79
Nov16 160919 16.24 16.30 15.97 16.01 -0.23 106 4,269 +7
Dec16 160919 16.00 16.02 15.86 15.88 -0.12 20 3,510 +2
Jan17 160919 15.86 15.88 15.76 15.78 -0.08 20 1,864 +1
Feb17 160919 15.95 15.97 15.90 15.90 -0.06 17 1,870 +10
Mar17 160919 16.05 16.09 15.99 16.04 -0.01 47 1,750 +18
Apr17 160919 16.10 16.15 16.06 16.10 -0.05 2 1,534 +0
May17 160919 16.22 16.23 16.20 16.20 -0.03 2 1,398 +0
Jun17 160919 16.40 16.40 16.38 16.38 -0.02 2 1,293 +0
Jul17 160919 16.60 16.60 16.56 16.56 -0.04 2 735 +2
Aug17 160919 16.64 16.64 16.63 16.64 unch 2 678 +2
Sep17 160919 16.73 16.75 16.71 16.71 -0.02 2 592 +2
Total Volume and Open Interest 1,088 30,963 +138
Cocoa(ICE)
Dec16 160919 2817 2888 2816 2872 +69 14,844 101,027 +958
Mar17 160919 2795 2857 2795 2840 +58 8,588 73,251 +52
May17 160919 2795 2850 2795 2834 +55 1,872 17,475 +568
Jul17 160919 2803 2849 2798 2833 +55 885 6,512 +383
Sep17 160919 2797 2832 2797 2832 +55 150 4,661 +51
Dec17 160919 2795 2830 2795 2830 +55 504 2,743 +476
Mar18 160919 2826 2826 2826 2826 +55 1 3,785 +1
Total Volume and Open Interest 26,844 209,506 +2,487
Coffee "C"(ICE)
Sep16 160919 149.30 152.60 149.30 151.50 +4.40 5 14 -68
Dec16 160919 149.05 153.90 149.05 152.80 +4.40 15,084 104,540 -407
Mar17 160919 152.05 157.10 152.05 156.00 +4.35 3,383 39,383 -92
May17 160919 154.45 158.95 154.45 157.80 +4.25 1,560 17,519 -25
Jul17 160919 156.25 160.55 156.25 159.50 +4.15 449 5,370 +46
Sep17 160919 157.60 161.90 157.60 160.90 +4.20 136 3,977 +53
Total Volume and Open Interest 20,686 178,693 -532
Orange Juice(ICE)
Nov16 160919 195.90 199.00 192.40 198.90 +2.20 476 13,689 -108
Jan17 160919 194.35 196.35 191.90 196.35 +1.90 136 1,723 -2
Mar17 160919 190.00 192.20 189.65 192.20 +1.20 10 439 +2
May17 160919 188.05 190.05 188.05 190.05 +1.85 6 148 +0
Jul17 160919 188.65 188.65 188.65 188.65 +1.85 0 3 +0
Sep17 160919 188.15 188.15 188.15 188.15 +1.85      
Total Volume and Open Interest 628 16,004 -108
Sugar #11(ICE)
Oct16 160919 21.64 22.29 21.64 22.10 +0.32 104,351 152,069 -35,554
Mar17 160919 22.43 22.95 22.40 22.75 +0.28 93,526 443,870 +20,575
May17 160919 21.55 22.04 21.55 21.89 +0.30 25,584 121,585 +6,227
Jul17 160919 20.75 21.15 20.75 21.02 +0.25 15,038 75,227 +3,109
Oct17 160919 20.12 20.47 20.10 20.36 +0.25 4,641 52,417 +630
Mar18 160919 19.65 19.99 19.65 19.88 +0.22 997 21,851 +95
May18 160919 18.89 19.15 18.89 19.06 +0.19 131 6,973 +44
Jul18 160919 18.21 18.43 18.19 18.35 +0.16 32 4,942 -3
Total Volume and Open Interest 244,337 885,662 -4,875
London Cocoa(LCE)
Dec16 160919 2252 2307 2252 2298 +52 13,726 99,786 +4,077
Mar17 160919 2198 2242 2198 2232 +40 7,216 64,814 +1,643
May17 160919 2197 2235 2197 2227 +37 1,456 34,009 -38
Jul17 160919 2202 2235 2202 2227 +37 510 9,368 +51
Sep17 160919 2203 2229 2197 2222 +40 34 11,735 +0
Dec17 160919 2188 2205 2178 2205 +39 90 6,104 +66
Mar18 160919 2191 2191 2191 2191 +36 4 4 +3
Total Volume and Open Interest 23,036 225,820 +363
London Sugar(LCE)
Dec16 160919 582.80 590.80 580.80 587.40 +4.00 2,404 34,405 +186
Mar17 160919 580.70 591.50 580.70 588.60 +5.20 725 20,562 -107
May17 160919 574.50 581.00 573.00 579.00 +5.40 314 11,321 +68
Aug17 160919 557.10 565.50 557.10 563.30 +6.10 47 5,175 -15
Oct17 160919 537.60 542.10 537.00 541.00 +6.20 14 3,825 -6
Total Volume and Open Interest 3,505 76,728 -2,823
Cotton(ICE)
Oct16 160919 69.16 69.48 68.98 68.98 +1.24 8 218 -4
Dec16 160919 67.56 69.00 67.18 68.50 +1.22 8,025 152,861 -71
Mar17 160919 67.70 69.15 67.48 68.72 +1.11 1,756 48,964 +84
May17 160919 68.52 69.46 68.45 69.05 +1.06 511 9,229 +220
Jul17 160919 68.68 69.51 67.98 69.16 +0.97 69 7,322 -11
Oct17 160919 69.06 69.06 69.06 69.06 +1.00      
Total Volume and Open Interest 10,477 231,619 +280
Lumber(CME)
Nov16 160919 302.6 311.0 302.5 305.6 +1.7 680 2,727 +100
Jan17 160919 312.9 318.9 312.9 314.5 +1.0 105 359 +20
Mar17 160919 321.2 321.2 321.2 321.2 +0.4 17 92 +6
May17 160919 322.9 322.9 322.9 322.9 +0.4 15 18 +0
Total Volume and Open Interest 818 3,211 +114
Crude Oil(NYM)
Oct16 160919 43.18 44.15 43.12 43.30 +0.27 537,185 108,655 -59,983
Nov16 160919 43.70 44.70 43.66 43.86 +0.24 392,520 499,814 +31,638
Dec16 160919 44.47 45.41 44.39 44.56 +0.20 173,886 299,197 -2,110
Jan17 160919 45.21 46.10 45.11 45.25 +0.19 54,048 120,588 -1,048
Feb17 160919 46.20 46.74 45.79 45.91 +0.19 31,792 73,919 +254
Mar17 160919 46.82 47.35 46.40 46.52 +0.20 36,460 123,310 +4,047
Apr17 160919 47.47 47.82 46.96 47.04 +0.20 14,300 40,039 +4,928
May17 160919 47.92 48.28 47.48 47.48 +0.19 9,723 30,957 +1,992
Jun17 160919 48.07 48.67 47.74 47.86 +0.19 29,594 115,508 -740
Jul17 160919 48.60 48.94 48.19 48.19 +0.18 7,107 22,110 -118
Aug17 160919 48.88 49.24 48.48 48.48 +0.18 4,816 18,007 -658
Sep17 160919 49.27 49.42 48.71 48.74 +0.18 7,448 39,309 -47
Oct17 160919 49.38 49.38 48.98 48.98 +0.18 2,237 16,973 +62
Nov17 160919 49.22 49.46 49.22 49.22 +0.18 922 16,278 -88
Dec17 160919 49.60 50.27 49.33 49.47 +0.18 30,780 160,310 +2,727
Jan18 160919 49.66 49.91 49.66 49.66 +0.18 406 15,455 -48
Total Volume and Open Interest 1,342,064 1,837,689 -18,001
e-miNY Crude Oil(NYM)
Oct16 160919 43.200 44.150 43.050 43.300 +0.275 10,221 2,980 -160
Nov16 160919 43.775 44.700 43.600 43.850 +0.225 1,427 1,371 +284
Dec16 160919 44.700 45.375 44.450 44.550 +0.200 202 497 +7
Jan17 160919 45.550 46.000 45.150 45.250 +0.200 10 86 +2
Feb17 160919 45.900 46.650 45.900 45.900 +0.175 0 88 +0
Mar17 160919 46.525 47.250 46.525 46.525 +0.200 6 137 -1
Apr17 160919 47.050 47.775 47.050 47.050 +0.200 5 107 +0
May17 160919 47.650 48.225 47.450 47.475 +0.175 6 22 -6
Jun17 160919 48.125 48.600 47.825 47.850 +0.175 10 64 +4
Jul17 160919 48.200 48.900 48.200 48.200 +0.200 3 77 +2
Total Volume and Open Interest 11,957 5,787 +140
NY Harbor ULSD(NYM)
Oct16 160919 141.16 143.82 139.31 139.44 -1.07 58,474 59,127 -4,822
Nov16 160919 142.28 144.77 140.60 140.74 -0.86 49,344 90,606 +2,335
Dec16 160919 143.48 146.01 142.14 142.31 -0.61 39,104 62,260 +271
Jan17 160919 145.27 147.36 143.77 143.93 -0.42 18,926 41,973 +2,124
Feb17 160919 146.76 148.38 145.05 145.16 -0.35 9,900 19,866 +1,003
Mar17 160919 147.24 148.84 145.61 145.74 -0.31 5,340 27,800 +267
Apr17 160919 147.31 148.24 145.54 145.67 -0.25 4,233 12,751 +430
May17 160919 147.06 148.48 145.98 145.98 -0.16 1,408 8,858 +23
Jun17 160919 147.35 149.19 146.33 146.46 -0.08 4,375 24,848 -4
Jul17 160919 147.86 147.86 147.42 147.42 -0.03 260 3,050 -91
Aug17 160919 149.01 149.01 148.55 148.55 unch 169 1,884 -31
Sep17 160919 149.79 149.79 149.79 149.79 +0.03 296 2,893 +10
Oct17 160919 150.98 151.87 150.98 150.98 +0.05 119 2,276 +25
Nov17 160919 153.00 153.09 152.07 152.07 +0.07 114 2,015 +13
Total Volume and Open Interest 196,405 395,938 +2,570
RBOB Gasoline(NYM)
Oct16 160919 147.00 147.79 141.59 142.08 -4.08 97,174 68,558 -7,172
Nov16 160919 138.89 140.10 135.00 135.34 -3.05 115,922 130,958 +5,675
Dec16 160919 133.95 135.80 131.60 131.91 -1.92 80,775 70,830 +3,264
Jan17 160919 133.94 134.94 131.15 131.50 -1.38 32,482 27,452 -2,682
Feb17 160919 135.15 135.92 132.41 132.63 -1.11 9,430 12,055 -1,024
Mar17 160919 136.34 138.04 134.50 134.72 -0.93 10,460 23,820 -1,693
Apr17 160919 154.13 155.72 152.85 153.08 -0.32 4,884 19,537 -237
May17 160919 155.23 156.59 153.99 154.31 -0.24 1,456 7,030 -101
Jun17 160919 154.89 156.62 153.62 154.21 -0.09 1,511 12,511 -168
Jul17 160919 155.74 155.74 152.95 153.49 +0.03 173 2,393 -48
Total Volume and Open Interest 356,758 401,775 -4,020
e-miNY RBOB Gasoline(NYM)
Oct16 160919 142.10 142.50 142.08 142.08 -4.08 0 2 +0
Nov16 160919 135.34 135.34 135.34 135.34 -3.05      
Dec16 160919 131.91 131.91 131.91 131.91 -1.92      
Jan17 160919 131.50 131.50 131.50 131.50 -1.38      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Oct16 160919 2.956 2.958 2.890 2.934 -0.014 152,767 114,615 -10,197
Nov16 160919 3.032 3.033 2.968 3.005 -0.016 88,009 235,754 +6,558
Dec16 160919 3.217 3.224 3.169 3.197 -0.014 36,228 88,278 +1,707
Jan17 160919 3.328 3.334 3.293 3.322 -0.011 29,573 146,269 +1,474
Feb17 160919 3.334 3.334 3.297 3.330 -0.008 7,411 37,390 -76
Mar17 160919 3.304 3.304 3.263 3.291 -0.006 16,973 89,435 +1,081
Apr17 160919 3.040 3.061 3.029 3.061 -0.001 14,148 78,860 +1,370
May17 160919 3.009 3.036 3.006 3.036 +0.002 3,646 28,966 -119
Jun17 160919 3.038 3.065 3.034 3.065 +0.004 1,834 26,698 +596
Jul17 160919 3.086 3.093 3.062 3.093 +0.005 2,054 16,353 -998
Aug17 160919 3.093 3.100 3.070 3.100 +0.006 2,206 14,986 +940
Sep17 160919 3.076 3.083 3.054 3.083 +0.007 914 15,533 -4
Oct17 160919 3.094 3.100 3.069 3.100 +0.007 3,593 37,363 +782
Nov17 160919 3.144 3.153 3.119 3.153 +0.010 1,691 14,031 +130
Dec17 160919 3.256 3.275 3.246 3.275 +0.008 759 18,948 -39
Jan18 160919 3.360 3.369 3.344 3.369 +0.007 1,009 17,150 -191
Total Volume and Open Interest 367,847 1,042,467 +4,445
Brent Crude Oil(ICE)
Nov16 160919 46.01 46.93 45.85 45.95 +0.18 320,720 270,684 -35,482
Dec16 160919 46.51 47.38 46.33 46.42 +0.18 244,273 506,048 +34,040
Jan17 160919 46.75 47.89 46.75 46.94 +0.19 82,258 228,910 +2,798
Feb17 160919 47.41 48.37 47.36 47.45 +0.20 41,882 110,794 +922
Mar17 160919 48.12 48.88 47.88 47.95 +0.21 35,892 167,418 +1,616
Apr17 160919 48.94 49.29 48.31 48.41 +0.23 14,804 53,877 +2,090
May17 160919 49.08 49.65 48.76 48.83 +0.26 11,184 43,974 +1,349
Jun17 160919 49.43 50.07 49.06 49.21 +0.27 30,853 121,194 +1,026
Jul17 160919 50.02 50.02 49.51 49.55 +0.27 2,520 32,604 +317
Aug17 160919 50.09 50.09 49.84 49.84 +0.27 1,224 21,632 +135
Sep17 160919 50.07 50.07 50.07 50.07 +0.26 2,705 50,191 -199
Oct17 160919 50.30 50.30 50.30 50.30 +0.25 924 21,004 +29
Nov17 160919 50.52 50.52 50.52 50.52 +0.25 926 19,358 +209
Dec17 160919 51.03 51.52 50.57 50.71 +0.24 38,125 198,901 -2,166
Total Volume and Open Interest 845,496 2,148,662 +8,161
Gas Oil(ICE)
Oct16 160919 409.25 418.50 407.25 418.25 +5.75 90,100 137,516 +962
Nov16 160919 412.75 420.50 410.00 420.25 +5.75 72,223 102,155 -1,254
Dec16 160919 416.00 422.75 412.75 422.50 +6.00 58,869 163,024 +9,393
Jan17 160919 419.75 426.50 416.75 426.25 +6.00 15,666 67,452 +4,429
Feb17 160919 423.50 430.00 420.75 430.00 +6.00 10,337 37,128 +1,715
Mar17 160919 426.75 433.25 424.00 433.00 +5.75 12,853 35,454 -1,101
Apr17 160919 432.00 436.00 427.50 435.75 +5.75 6,184 19,876 +1,358
May17 160919 433.75 438.75 430.25 438.50 +5.75 2,334 14,244 -660
Jun17 160919 436.25 441.25 432.75 441.00 +5.75 8,171 50,407 +905
Jul17 160919 440.25 445.00 437.50 445.00 +5.75 1,029 15,071 -6
Total Volume and Open Interest 287,678 819,858 +16,331
Ethanol(CBOT)
Oct16 160919 1.503 1.525 1.475 1.496 -0.012 499 1,032 -141
Nov16 160919 1.445 1.445 1.414 1.434 -0.010 192 1,105 +91
Dec16 160919 1.384 1.390 1.384 1.390 -0.010 82 1,199 +15
Jan17 160919 1.365 1.365 1.359 1.363 -0.007 70 562 -10
Feb17 160919 1.368 1.368 1.368 1.368 -0.007 0 176 +0
Mar17 160919 1.389 1.389 1.389 1.389 -0.007 3 115 +2
Apr17 160919 1.419 1.419 1.419 1.419 -0.003 3 216 +3
May17 160919 1.426 1.426 1.426 1.426 -0.003 0 5 +0
Total Volume and Open Interest 849 4,416 -40
WTI Crude Oil(ICE)
Oct16 160919 43.22 44.15 43.22 43.30 +0.27 53,671 31,015 -7,787
Nov16 160919 44.04 44.71 43.73 43.86 +0.24 84,875 96,980 +7,229
Dec16 160919 44.74 45.40 44.43 44.56 +0.20 52,052 112,903 -74
Jan17 160919 45.51 46.07 45.16 45.25 +0.19 14,662 31,597 -510
Feb17 160919 46.18 46.72 45.81 45.91 +0.19 9,705 24,937 +249
Mar17 160919 46.80 47.32 46.42 46.52 +0.20 7,815 39,412 -229
Apr17 160919 47.32 47.83 47.01 47.04 +0.20 4,297 10,556 +332
May17 160919 47.80 48.13 47.45 47.48 +0.19 1,641 6,260 -7
Jun17 160919 48.00 48.62 47.78 47.86 +0.19 6,796 41,500 +733
Jul17 160919 48.19 48.19 48.19 48.19 +0.18 492 6,059 +0
Aug17 160919 48.48 48.48 48.48 48.48 +0.18 344 1,034 +73
Sep17 160919 48.74 48.74 48.74 48.74 +0.18 568 10,919 +75
Oct17 160919 48.98 48.98 48.98 48.98 +0.18 203 1,684 -8
Nov17 160919 49.22 49.22 49.22 49.22 +0.18 74 1,258 +0
Dec17 160919 49.90 50.22 49.39 49.47 +0.18 7,200 68,484 -126
Jan18 160919 49.66 49.66 49.66 49.66 +0.18 89 582 +56
Total Volume and Open Interest 246,085 537,166 -468
US Dollar Index(ICE)
Sep16 160919 96.030 96.045 95.770 95.770 -0.335 15,654 13,549 -4,505
Dec16 160919 96.015 96.015 95.565 95.760 -0.295 20,312 39,058 +4,637
Mar17 160919 95.810 95.920 95.635 95.705 -0.295 78 2,792 -6
Total Volume and Open Interest 36,064 55,644 +146
Australian Dollar(CME)
Sep16 160919 74.89 75.67 74.88 75.64 +0.85 142,493 38,781 -12,117
Dec16 160919 74.70 75.55 74.69 75.30 +0.68 57,582 82,731 +18,837
Mar17 160919 74.94 75.32 74.94 75.16 +0.68 2 341 +0
Total Volume and Open Interest 200,077 121,854 +6,720
British Pound(CME)
Sep16 160919 130.01 130.91 130.01 130.68 +0.66 116,318 53,405 -18,072
Dec16 160919 130.30 131.13 130.24 130.53 +0.31 71,752 209,999 +32,723
Mar17 160919 130.92 131.26 130.70 130.79 +0.31 15 659 -3
Total Volume and Open Interest 188,085 264,575 +14,648
Canadian Dollar(CME)
Sep16 160919 75.66 76.13 75.63 75.75 +0.07 91,125 57,918 -13,787
Dec16 160919 75.70 76.18 75.68 75.79 +0.07 53,865 73,630 +17,143
Mar17 160919 75.74 76.13 75.72 75.84 +0.07 169 900 +22
Jun17 160919 76.15 76.15 75.89 75.89 +0.07 32 216 -16
Total Volume and Open Interest 145,347 132,987 +3,518
Japanese Yen(CME)
Sep16 160919 97.78 98.45 97.64 98.37 +0.74 143,047 33,428 -20,119
Dec16 160919 98.18 98.85 98.03 98.62 +0.60 72,243 134,074 +20,802
Mar17 160919 98.91 99.18 98.91 99.03 +0.60 6 299 +4
Total Volume and Open Interest 215,305 167,938 +691
Swiss Franc(CME)
Sep16 160919 102.03 102.19 101.86 102.01 +0.08 35,808 21,276 -3,195
Dec16 160919 102.53 102.73 102.35 102.57 +0.13 16,706 32,178 +8,555
Mar17 160919 103.11 103.20 103.11 103.11 +0.12 5 18 +0
Total Volume and Open Interest 52,519 53,489 +5,360
EuroFX(CME)
Sep16 160919 111.57 111.84 111.51 111.78 +0.26 248,876 80,119 -54,665
Dec16 160919 111.96 112.40 111.93 112.19 +0.26 153,541 282,131 +39,428
Mar17 160919 112.56 112.83 112.42 112.63 +0.26 238 1,965 +73
Total Volume and Open Interest 402,672 365,105 -15,152
Mexican Peso(CME)
Sep16 160919 512.75 513.50 507.75 509.13 +1.25 80,436 42,144 -14,168
Oct16 160919 507.38 507.38 507.38 507.38 +0.63 1 1 +0
Total Volume and Open Interest 142,790 184,182 +9,793
Brazilian Real(CME)
Oct16 160919 298.65 308.00 298.60 305.30 +1.35 1,855 21,022 -1,174
Nov16 160919 302.40 302.40 302.40 302.40 +0.90 12 8 +0
Dec16 160919 299.15 301.10 299.15 299.85 +0.95 18 3,813 -18
Jan17 160919 296.95 296.95 296.95 296.95 +0.70      
Total Volume and Open Interest 1,885 24,843 -1,192
30-Year T-Bonds(CBOT)
Sep16 160919 167~110 167~230 166~300 167~080 +0~020 578 2,027 -217
Dec16 160919 165~250 166~080 165~110 165~230 +0~020 312,266 550,693 -4,047
Mar17 160919 164~190 164~190 164~190 164~190 +0~020 0 1 +0
Total Volume and Open Interest 312,844 552,721 -4,264
10-Year T-Notes(CBOT)
Sep16 160919 131~170 131~195 131~090 131~135 +0~005 12,250 40,418 -4,902
Dec16 160919 130~170 130~195 130~080 130~135 +0~005 1,392,491 2,730,571 -27,144
Mar17 160919 129~195 129~195 129~195 129~195 +0~005      
Total Volume and Open Interest 1,404,741 2,770,989 -32,046
5-Year T-Notes(CBOT)
Sep16 160919 121~080 121~102 121~044 121~070 +0~002 9,793 76,659 -8,399
Dec16 160919 121~074 121~096 121~030 121~060 +0~004 711,851 2,707,987 +21,109
Mar17 160919 120~282 120~282 120~282 120~282 +0~004      
Total Volume and Open Interest 721,644 2,784,646 +12,710
2 Year T-Notes(CBOT)
Sep16 160919 109~086 109~090 109~082 109~084 +0~002 2,877 7,827 -3,416
Dec16 160919 109~054 109~060 109~042 109~050 +0~002 297,055 942,451 -5,244
Mar17 160919 109~044 109~044 109~044 109~044 +0~002      
Total Volume and Open Interest 299,932 950,278 -8,660
Eurodollars(CME)
Sep16 160919 99.140 99.143 99.137 99.140 +0.003 236,036 983,296 -14,323
Dec16 160919 99.080 99.080 99.055 99.065 -0.005 366,681 1,589,430 +1,047
Mar17 160919 99.045 99.050 99.020 99.035 unch 305,957 1,170,435 +12,804
Jun17 160919 99.010 99.010 98.980 99.000 unch 275,957 1,020,551 +10,425
Sep17 160919 98.970 98.975 98.945 98.960 unch 235,707 894,538 +964
Dec17 160919 98.920 98.925 98.895 98.910 unch 345,465 1,445,558 +56,963
Mar18 160919 98.890 98.900 98.865 98.880 unch 219,782 676,595 +22,446
Jun18 160919 98.855 98.860 98.825 98.845 unch 169,693 520,651 +7,916
Sep18 160919 98.815 98.825 98.785 98.805 -0.005 141,164 475,211 +4,791
Dec18 160919 98.770 98.780 98.740 98.755 -0.005 151,683 634,859 +28,005
Mar19 160919 98.740 98.750 98.710 98.725 -0.005 151,712 438,658 +24,206
Jun19 160919 98.700 98.710 98.670 98.685 -0.005 99,549 370,349 +21,732
Sep19 160919 98.655 98.670 98.630 98.645 unch 76,919 264,537 +4,195
Dec19 160919 98.610 98.620 98.580 98.595 unch 92,733 312,674 +29,363
Mar20 160919 98.570 98.585 98.545 98.560 unch 62,649 145,702 +6,944
Jun20 160919 98.525 98.540 98.500 98.515 unch 45,404 117,367 +5,788
Sep20 160919 98.485 98.495 98.460 98.470 unch 39,362 80,667 -693
Dec20 160919 98.435 98.450 98.410 98.420 unch 29,383 111,256 +1,359
Total Volume and Open Interest 3,189,968 11,701,003 +250,031
Ultra T-Bond(CBOT)
Sep16 160919 181~00 181~23 180~23 181~04 +0~07 2,274 8,876 -1,491
Dec16 160919 180~13 180~31 179~26 180~10 +0~06 104,041 600,514 +375
Mar17 160919 179~10 179~10 179~10 179~10 +0~06      
Total Volume and Open Interest 106,315 609,390 -1,116
Ultra 10-Yr T-Note(CBOT)
Sep16 160919 143~145 143~225 143~075 143~145 +0~010 1,351 2,584 -1,146
Dec16 160919 142~300 143~060 142~215 142~295 +0~010 93,492 204,367 -6,241
Mar17 160919 142~295 142~295 142~295 142~295 +0~010      
Total Volume and Open Interest 94,843 206,951 -7,387
30 Day Federal Funds(CBOT)
Sep16 160919 99.590 99.595 99.590 99.592 unch 9,794 68,280 +2,521
Oct16 160919 99.580 99.580 99.570 99.575 unch 59,645 335,523 +19,712
Nov16 160919 99.550 99.555 99.550 99.555 +0.005 25,798 184,821 +2,356
Dec16 160919 99.500 99.505 99.495 99.500 unch 5,871 92,657 +241
Jan17 160919 99.460 99.460 99.445 99.455 unch 19,193 139,152 +1,730
Feb17 160919 99.445 99.445 99.430 99.445 unch 8,021 66,021 +1,270
Total Volume and Open Interest 148,996 1,078,908 +30,360
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 160919 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160919 99.99 99.99 99.99 99.99 unch      
Jun17 160919 99.99 99.99 99.99 99.99 unch      
Sep17 160919 99.99 99.99 99.99 99.99 unch      
Dec17 160919 99.99 99.99 99.99 99.99 unch      
Mar18 160919 100.00 100.00 100.00 100.00 unch      
Jun18 160919 99.86 99.86 99.86 99.86 unch      
Sep18 160919 99.71 99.71 99.71 99.71 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Dec16 160919 151.79 151.90 151.74 151.90 +0.15 2,074 14,570 +269
Mar17 160919 151.82 151.82 151.82 151.82 +0.15      
Jun17 160919 151.82 151.82 151.82 151.82 +0.15      
Total Volume and Open Interest 2,074 14,570 +269
Euro-Buxl(EUREX)
Dec16 160919 185.12 185.38 183.96 184.86 -0.46 34,147 133,964 -22,919
Mar17 160919 183.20 183.20 183.20 183.20 -0.46 12 9 +5
Jun17 160919 183.20 183.20 183.20 183.20 -0.46      
Total Volume and Open Interest 34,159 152,157 -4,730
Euro-Bund(EUREX)
Dec16 160919 163.86 164.11 163.63 163.75 -0.21 699,458 1,432,522 -339,934
Mar17 160919 166.34 166.34 166.00 166.08 -0.23 1,402 23,548 +1,321
Jun17 160919 165.75 165.75 165.75 165.75 +0.29      
Total Volume and Open Interest 700,860 1,781,520 -13,163
Euro-Bobl(EUREX)
Dec16 160919 131.64 131.74 131.60 131.63 -0.06 458,468 1,171,540 -212,979
Mar17 160919 133.33 133.33 133.33 133.33 -0.05 0 51 -1
Jun17 160919 131.88 131.88 131.88 131.88 -0.06      
Total Volume and Open Interest 458,468 1,342,576 -41,995
Euro-Schatz(EUREX)
Dec16 160919 112.06 112.08 112.05 112.06 -0.01 236,621 1,008,736 -136,595
Mar17 160919 112.06 112.06 112.06 112.06 -0.01      
Jun17 160919 112.06 112.06 112.06 112.06 -0.01      
Total Volume and Open Interest 236,621 1,133,907 -11,875
3-Mth Euribor(EUREX)
Sep16 160919 100.300 100.300 100.300 100.300 -0.005 1 3,718 +0
Dec16 160919 100.320 100.320 100.320 100.320 unch 252 3,411 +244
Mar17 160919 100.335 100.335 100.335 100.335 -0.005 0 3,235 +0
Total Volume and Open Interest 1,259 77,571 -178
Long Gilt(LIFFE)
Sep16 160919 130~02 130~02 130~02 130~02 -0~05 13,631 9,648 -12,823
Dec16 160919 129~01 129~04 128~27 128~30 -0~05 217,797 530,205 +2,823
Total Volume and Open Interest 231,428 539,853 -10,000
3-Mth Short Sterling(LIFFE)
Sep16 160919 99.62 99.63 99.62 99.63 unch 63,034 322,353 -9,723
Dec16 160919 99.69 99.70 99.69 99.70 unch 102,520 528,313 -3,656
Mar17 160919 99.71 99.73 99.71 99.72 unch 79,027 372,013 +2,295
Jun17 160919 99.73 99.74 99.72 99.73 unch 93,406 348,246 -9,454
Sep17 160919 99.72 99.74 99.72 99.74 +0.01 81,673 306,371 +6,309
Dec17 160919 99.72 99.74 99.72 99.73 unch 69,788 364,000 -4,916
Total Volume and Open Interest 771,589 3,181,488 -17,549
3-Mth Euribor(LIFFE)
Sep16 160919 100.300 100.305 100.300 100.300 unch 26,834 322,981 -2,380
Dec16 160919 100.320 100.325 100.310 100.315 -0.005 78,775 418,794 -6,309
Mar17 160919 100.335 100.340 100.330 100.335 unch 69,571 373,126 -323
Total Volume and Open Interest 628,764 3,226,207 +3,671
3-Mth Aus T-Bills(SFE)
Dec16 160919 98.28 98.29 98.26 98.27 -0.01 23,165 203,986 -598
Mar17 160919 98.34 98.35 98.31 98.32 -0.02 31,960 169,108 -826
Jun17 160919 98.36 98.38 98.33 98.34 -0.02 38,405 178,055 +11,443
Sep17 160919 98.37 98.39 98.33 98.35 -0.02 27,902 113,452 -2,337
Dec17 160919 98.37 98.39 98.33 98.35 -0.02 23,400 123,798 +4,812
Mar18 160919 98.35 98.38 98.30 98.32 -0.03 9,150 68,335 +1,651
Jun18 160919 98.33 98.35 98.28 98.29 -0.04 11,317 57,291 +864
Sep18 160919 98.29 98.32 98.24 98.25 -0.04 4,804 21,355 +1,072
Dec18 160919 98.24 98.25 98.18 98.20 -0.05 1,090 5,236 +47
Mar19 160919 98.23 98.23 98.14 98.15 -0.06 1,234 3,517 +679
Total Volume and Open Interest 174,280 946,595 +18,173
10-Year Aus T-Bonds(SFE)
Dec16 160919 97.89 97.93 97.82 97.88 -0.01 137,178 775,236 -13,371
Mar17 160919 97.88 97.88 97.88 97.88 -0.01      
Total Volume and Open Interest 156,747 813,784  
3-Year Aus T-Bonds(SFE)
Dec16 160919 98.44 98.48 98.38 98.41 -0.03 256,945 773,616 +61,279
Mar17 160919 98.41 98.41 98.41 98.41 -0.03      
Total Volume and Open Interest 293,249 822,777  
Gold(CMX)
Oct16 160919 1308.9 1317.5 1308.7 1313.8 +7.6 9,849 39,533 -257
Dec16 160919 1313.2 1321.8 1312.6 1317.8 +7.6 211,228 423,897 -3,461
Feb17 160919 1318.1 1325.2 1316.4 1321.4 +7.7 5,992 46,945 +95
Apr17 160919 1325.0 1325.9 1323.4 1324.3 +7.5 1,709 10,711 +358
Jun17 160919 1322.9 1328.1 1322.9 1327.0 +7.5 718 17,853 -16
Aug17 160919 1330.6 1333.6 1328.4 1329.6 +7.3 131 7,104 +64
Oct17 160919 1332.1 1332.1 1332.1 1332.1 +7.3 73 1,969 +40
Dec17 160919 1332.0 1336.1 1332.0 1334.4 +7.3 45 12,577 -14
Feb18 160919 1336.7 1336.7 1336.7 1336.7 +7.3 0 163 +0
Apr18 160919 1338.9 1338.9 1338.9 1338.9 +7.3 0 3 +0
Jun18 160919 1341.1 1341.1 1341.1 1341.1 +7.3 0 4,181 +0
Total Volume and Open Interest 229,978 570,619 -3,204
Silver(CMX)
Sep16 160919 1887.5 1923.5 1887.5 1920.6 +42.5 133 802 -28
Dec16 160919 1884.5 1938.0 1884.0 1929.0 +42.8 46,085 167,367 -920
Mar17 160919 1895.5 1947.5 1895.5 1939.5 +42.9 631 13,832 -34
May17 160919 1926.0 1947.5 1926.0 1946.3 +42.9 9 1,104 +3
Jul17 160919 1948.5 1952.6 1948.5 1952.6 +42.9 0 2,603 +0
Sep17 160919 1958.9 1958.9 1958.9 1958.9 +42.9 0 495 +0
Dec17 160919 1967.6 1967.6 1967.6 1967.6 +42.9 0 2,456 +0
Total Volume and Open Interest 47,175 192,474 -992
Platinum(NYMEX)
Oct16 160919 1020.0 1032.7 1018.8 1023.7 +6.1 13,572 51,518 -1,141
Jan17 160919 1023.0 1035.0 1022.0 1027.0 +6.3 1,756 21,511 +783
Apr17 160919 1038.1 1038.1 1030.7 1030.7 +6.1 26 2,505 +5
Jul17 160919 1033.7 1033.7 1033.7 1033.7 +6.1 0 28 +0
Total Volume and Open Interest 15,355 75,564 -352
Palladium(NYMEX)
Sep16 160919 686.70 686.70 686.70 686.70 +13.85 0 16 +0
Dec16 160919 672.40 695.00 671.25 686.25 +13.85 3,138 23,590 -249
Mar17 160919 683.40 695.20 683.40 688.05 +14.00 37 234 +21
Total Volume and Open Interest 3,175 23,882 -228
Copper(CMX)
Sep16 160919 213.70 214.90 213.70 214.90 -0.25 1,067 1,706 +398
Dec16 160919 215.70 215.95 213.90 215.65 -0.35 50,996 145,139 -5,120
Mar17 160919 216.35 216.70 214.90 216.50 -0.30 4,911 30,632 -11
May17 160919 216.30 217.20 215.75 217.15 -0.25 1,273 5,338 -400
Jul17 160919 216.70 217.70 216.40 217.70 -0.15 665 1,786 +219
Total Volume and Open Interest 59,390 194,947 -4,922
E-mini DJIA Index(CBOT)
Dec16 160919 18058 18171 18004 18052 -1 219,404 117,904 +5,648
Mar17 160919 17970 18100 17950 17987 -1 38 454 -2
Jun17 160919 17945 17978 17909 17911 -1 0 3 +0
Sep17 160919 17826 17826 17826 17826 -1      
Total Volume and Open Interest 246,137 155,980 +1,062
S & P 500(CME)
Dec16 160919 2131.40 2146.50 2128.00 2132.90 +0.40 4,623 49,613 +825
Mar17 160919 2126.80 2138.20 2121.70 2126.80 +0.60 0 63 +0
Jun17 160919 2121.10 2132.50 2116.00 2121.10 +0.60 0 60 +0
Sep17 160919 2117.90 2129.30 2112.80 2117.90 +0.60      
Total Volume and Open Interest 4,623 49,736 -75,450
S & P 500 E-Mini(Globex)
Dec16 160919 2132.25 2146.75 2127.75 2133.00 +0.50 2,301,296 2,818,070 +126,597
Mar17 160919 2125.50 2140.00 2121.75 2126.75 +0.50 941 1,811 -74
Jun17 160919 2124.25 2134.00 2116.25 2121.00 +0.50 13 375 +3
Sep17 160919 2118.00 2123.50 2118.00 2118.00 +0.75 10 7 +0
Total Volume and Open Interest 2,700,661 3,583,131 +58,684
NASDAQ 100 E-Mini(Globex)
Dec16 160919 4814.80 4841.80 4782.50 4794.30 -20.00 343,596 277,253 +27,791
Mar17 160919 4810.50 4835.00 4778.00 4790.50 -18.50 59 95 +15
Jun17 160919 4791.30 4812.00 4784.50 4784.50 -18.50 0 6 +0
Total Volume and Open Interest 405,381 342,046 +17,017
S&P Midcap 400(CME) e-Mini
Sep16 160916 1522.50 1523.60 1520.30 1522.70 -6.30 7,585 6,627 -2,829
Dec16 160919 1518.40 1538.40 1517.10 1528.60 +11.70 18,263 81,274 +1,456
Mar17 160919 1527.10 1532.70 1527.10 1527.10 +11.00      
Total Volume and Open Interest 21,182 86,543 +98
Volatility Index(CBOE)
Sep16 160919 16.00 16.10 14.93 15.68 -0.34 108,195 99,471 -21,802
Oct16 160919 17.40 17.70 16.85 17.13 -0.40 120,568 192,693 -811
Nov16 160919 18.40 18.44 17.75 18.03 -0.25 41,772 59,490 -902
Dec16 160919 18.70 18.87 18.24 18.53 -0.20 20,815 47,589 +1,021
Total Volume and Open Interest 306,412 458,004 -20,826
Russell 2000(ICE)
Dec16 160919 1219.30 1237.60 1219.10 1229.50 +8.80 108,617 314,627 +12,495
Mar17 160919 1225.50 1226.00 1225.50 1226.00 +8.80 0 263 +0
Jun17 160919 1223.50 1223.50 1223.50 1223.50 +8.80 0 170 +0
Total Volume and Open Interest 128,458 367,944 +5,977
Nikkei 225(CME)
Dec16 160919 16335 16425 16275 16330 +5 10,581 33,202 +230
Mar17 160919 16325 16410 16325 16325 +5 0 14 +1
Total Volume and Open Interest 10,581 33,216 +231
Nikkei 225(SGX)
Dec16 160919 16335 16355 16225 16300 -50 82,978 155,292 -2,230
Mar17 160919 16280 16280 16175 16265 -50 174 774 +90
Jun17 160919 16140 16140 16140 16140 +35      
Total Volume and Open Interest 76,372 164,983 +1,401
Nikkei 225(CME) Yen
Sep16 160908 16990 17005 16830 16990 +20 87,426 48,721 -20,945
Dec16 160919 16240 16350 16210 16245 +5 45,278 46,822 -1,393
Mar17 160919 16230 16280 16155 16185 +5 111 36 +13
Total Volume and Open Interest 45,389 46,858 -1,380
Nikkei 225(CME) e-Mini Yen
Sep16 160908 16990 16990 16860 16990 +20 0 12 +0
Dec16 160919 16290 16330 16210 16240 unch 6 5 +1
Mar17 160919 16180 16180 16180 16180 unch      
Total Volume and Open Interest 6 5 +1
CAC 40(EURONEXT)
Oct16 160919 4349.0 4387.5 4343.0 4382.0 +62.5 73,122 258,622 +8,742
Nov16 160919 4342.0 4379.5 4342.0 4378.5 +63.0 323 637 +40
Dec16 160919 4350.0 4375.0 4350.0 4372.5 +63.0 3,913 20,373 +2,150
Total Volume and Open Interest 195,383 372,954 -103,668
Hang Seng Index(HKFE)
Sep16 160919 23370 23622 23333 23531 +182 129,660 143,639 +4,247
Oct16 160919 23378 23610 23330 23522 +183 1,855 6,868 +115
Total Volume and Open Interest 131,884 160,674 +4,382
DAX(EUREX)
Dec16 160919 10336.0 10377.0 10314.0 10363.5 +105.5 58,023 120,398 -9,593
Mar17 160919 10334.0 10368.5 10317.0 10358.5 +106.0 66 578 -18
Jun17 160919 10384.5 10384.5 10384.5 10384.5        
Mini-DAX(EUREX)
Sep16 160916 10420.0 10427.0 10264.0 10264.0 -180.5 36,525 13,993 +636
Dec16 160919 10333.0 10377.0 10313.0 10363.5 +105.5 3,692 4,929 +184
Mar17 160919 10340.0 10364.0 10332.0 10358.5 +106.0 6 199 +2
Total Volume and Open Interest 34,805 16,779 -2,156
FT-SE 100(EURONEXT)
Dec16 160919 6724.00 6778.00 6714.50 6770.50 +107.00 109,643 660,895 +21,729
Mar17 160919 6662.50 6716.00 6662.50 6709.50 +107.50 0 5 +0
Jun17 160919 6643.00 6643.00 6643.00 6643.00 +107.50      
Total Volume and Open Interest 270,869 731,030 -25,690
SPI 200(SFE)
Dec16 160919 5271.0 5286.0 5246.0 5269.0 -6.0 39,147 265,304 -4,019
Mar17 160919 5223.0 5223.0 5223.0 5223.0 -3.0 1 1,441 +0
Jun17 160919 5210.0 5210.0 5210.0 5210.0 -3.0 0 1,397 +0
Total Volume and Open Interest 50,375 328,092 -75,837
FTSE MIB(ISE)
Dec16 160919 16180.00 16430.00 16180.00 16339.00 +270.00 22,778 40,580 +2,858
Mar17 160919 16240.00 16415.00 16240.00 16332.00 +275.00 107 108 +107
Jun17 160919 15952.00 15952.00 15952.00 15952.00 +275.00      
Total Volume and Open Interest 68,114 47,835 -5,085
KOSPI 200(KFE)
Dec16 160919 252.30 254.85 250.15 254.60 +2.55 164,741 126,053 -5,701
Mar17 160919 249.45 252.25 247.70 252.05 +2.75 178 2,558 +19
Jun17 160919 252.60 252.95 252.40 252.95 +1.75 5 822 +47
Total Volume and Open Interest 164,925 132,412 -5,434
GSCI(CME)
Oct16 160919 351.10 352.60 348.40 348.70 +0.05 229 12,769 -23
Nov16 160919 351.95 351.95 351.95 351.95 +0.05      
Dec16 160919 355.55 355.55 355.55 355.55 +0.05      
Total Volume and Open Interest 333 13,420  
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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