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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 20, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 160920 973.50 994.00 970.75 989.75 +17.25 102,819 353,156 +947
Jan17 160920 979.00 999.00 976.25 994.75 +17.00 30,132 93,954 +1,824
Mar17 160920 982.25 1001.75 980.50 998.00 +16.50 13,175 67,548 -323
May17 160920 989.00 1006.00 987.25 1002.75 +16.00 5,456 45,500 -106
Jul17 160920 992.25 1010.25 992.25 1006.75 +15.25 4,426 47,344 +500
Aug17 160920 996.25 1005.75 994.00 1004.00 +15.25 199 1,326 +68
Sep17 160920 979.00 988.25 978.25 987.25 +14.75 81 760 -12
Nov17 160920 959.25 976.00 959.00 973.00 +13.25 3,335 27,801 +213
Jan18 160920 971.00 976.25 971.00 975.25 +13.25 0 720 +0
Mar18 160920 975.50 975.50 975.50 975.50 +13.25 0 166 +0
May18 160920 977.25 977.25 977.25 977.25 +13.25 0 72 +0
Jul18 160920 981.00 981.00 981.00 981.00 +13.50 0 134 +0
Aug18 160920 977.50 977.50 977.50 977.50 +13.50 0 17 +0
Sep18 160920 967.75 967.75 967.75 967.75 +13.50 0 17 +0
Total Volume and Open Interest 159,626 638,759 +3,110
Soybean Meal(CBOT)
Oct16 160920 312.70 317.40 311.60 313.10 +1.20 17,077 35,576 -3,372
Dec16 160920 311.80 317.80 310.90 313.20 +2.10 44,667 167,071 +104
Jan17 160920 313.10 318.20 311.40 313.80 +2.40 4,781 39,111 +790
Mar17 160920 313.10 317.70 311.40 314.10 +2.70 5,768 40,829 +971
May17 160920 312.10 318.20 312.10 314.70 +2.60 2,448 27,932 +276
Jul17 160920 314.20 319.30 313.30 315.90 +2.60 1,099 29,372 +44
Aug17 160920 312.90 318.10 312.80 315.20 +2.30 422 2,842 +93
Sep17 160920 312.40 317.10 311.70 314.10 +2.40 172 3,755 +20
Oct17 160920 307.50 312.10 307.50 309.60 +2.20 143 3,692 +58
Dec17 160920 308.40 312.10 307.30 309.60 +2.30 334 11,946 -47
Total Volume and Open Interest 76,921 363,591 -1,060
Soybean Oil(CBOT)
Oct16 160920 32.83 33.94 32.73 33.83 +1.00 13,628 34,224 -979
Dec16 160920 33.07 34.20 32.97 34.09 +1.01 41,657 198,154 +928
Jan17 160920 33.28 34.43 33.22 34.31 +1.00 5,219 46,218 +527
Mar17 160920 33.53 34.63 33.47 34.53 +1.00 5,747 42,479 +951
May17 160920 33.93 34.77 33.93 34.68 +0.98 3,430 30,457 -240
Jul17 160920 34.33 34.94 34.18 34.83 +0.99 3,293 20,018 +946
Aug17 160920 34.37 34.94 34.23 34.85 +1.01 500 3,265 +131
Sep17 160920 34.53 34.95 34.25 34.82 +0.97 70 2,730 -5
Oct17 160920 34.31 34.72 34.29 34.62 +0.91 170 2,267 +51
Dec17 160920 33.85 34.80 33.85 34.68 +0.94 294 7,877 +12
Total Volume and Open Interest 74,008 387,983 +2,322
Canola(WCE)
Nov16 160920 461.2 470.9 460.2 469.7 +8.5 11,381 135,251 -1,016
Jan17 160920 468.1 477.9 468.1 476.6 +8.7 2,381 29,879 +695
Mar17 160920 472.8 483.9 472.8 483.3 +10.7 684 11,033 +129
May17 160920 477.6 489.2 477.6 489.2 +12.4 187 6,596 -40
Jul17 160920 480.3 493.5 480.3 493.5 +13.7 317 9,214 +7
Total Volume and Open Interest 15,629 198,477 -79
Corn(CBOT)
Dec16 160920 336.00 342.25 335.00 340.50 +3.25 165,288 754,439 -1,170
Mar17 160920 346.50 352.50 345.50 350.75 +3.25 39,140 237,075 +1,078
May17 160920 353.50 359.25 352.75 358.00 +3.25 11,780 61,512 -229
Jul17 160920 361.25 366.00 359.25 364.25 +2.75 11,379 112,348 -287
Sep17 160920 367.75 372.25 366.50 370.75 +2.75 2,241 41,484 +155
Dec17 160920 376.50 381.75 375.75 380.25 +2.75 9,528 70,393 -119
Mar18 160920 388.50 391.25 386.75 390.25 +2.75 487 4,995 +3
May18 160920 395.25 396.25 395.25 395.50 +2.50 273 1,056 +267
Jul18 160920 395.00 400.25 395.00 399.25 +2.25 63 1,361 +4
Sep18 160920 398.50 398.50 398.50 398.50 +2.25 5 493 -5
Total Volume and Open Interest 240,298 1,289,188 -274
Wheat(CBOT)
Dec16 160920 402.25 410.00 401.50 406.00 +2.00 49,762 302,399 -1,462
Mar17 160920 423.75 430.25 422.50 426.75 +2.00 8,864 89,395 +82
May17 160920 437.25 443.25 436.75 440.00 +1.75 2,212 23,009 -58
Jul17 160920 447.75 453.00 446.25 449.50 +1.50 1,371 32,057 +224
Sep17 160920 466.00 466.25 461.50 463.75 +1.00 148 3,495 +15
Dec17 160920 479.50 485.25 479.25 482.75 unch 272 6,101 +16
Total Volume and Open Interest 62,638 458,558 -1,179
Wheat(KCBT)
Dec16 160920 414.75 422.75 412.50 418.50 +2.00 12,653 141,203 -621
Mar17 160920 430.25 438.75 430.00 434.75 +1.75 2,468 44,808 +103
May17 160920 442.00 449.00 440.75 445.25 +2.00 2,046 17,790 +330
Jul17 160920 450.25 458.00 449.25 455.00 +1.50 1,871 22,833 +639
Sep17 160920 471.50 472.50 467.00 469.00 +0.50 170 2,837 +50
Dec17 160920 488.25 493.25 487.25 488.75 -0.50 59 2,140 +10
Mar18 160920 499.75 499.75 497.25 499.00 -1.00 0 203 +0
Total Volume and Open Interest 19,267 231,893 +511
Wheat(MGE)
Dec16 160920 492.50 496.25 490.25 491.25 -1.25 4,672 30,165 -255
Mar17 160920 502.00 505.50 500.25 501.25 -0.75 985 15,642 +220
May17 160920 511.00 514.25 510.25 510.25 -0.75 179 7,709 +87
Jul17 160920 520.50 520.50 519.00 519.00 -1.50 115 3,385 +59
Sep17 160920 530.25 530.25 528.25 529.00 -1.25 77 3,348 +11
Dec17 160920 547.00 547.00 543.00 543.25 -1.75 26 2,138 -18
Total Volume and Open Interest 6,054 62,393 +104
Oats(CBOT)
Dec16 160920 173.75 175.75 173.00 175.00 +2.00 343 8,781 -23
Mar17 160920 186.00 189.00 186.00 187.00 +2.50 54 1,909 +9
May17 160920 193.00 193.00 192.50 192.50 +2.50 0 46 +0
Jul17 160920 199.00 199.00 199.00 199.00 +2.50 0 26 +0
Total Volume and Open Interest 397 10,762 -14
Rough Rice(CBOT)
Sep16 160914 9.58 9.58 9.30 9.58 +0.20 134 733 -4
Nov16 160920 9.75 9.95 9.70 9.90 +0.14 162 9,763 +17
Jan17 160920 9.99 10.20 9.98 10.14 +0.13 16 1,027 +10
Mar17 160920 10.38 10.38 10.38 10.38 +0.13 1 71 -1
Total Volume and Open Interest 179 10,864 +26
Live Cattle(CME)
Oct16 160920 107.850 108.250 107.350 107.680 -0.220 22,309 65,732 -2,861
Dec16 160920 107.200 107.730 106.650 107.050 -0.300 14,545 101,883 +858
Feb17 160920 107.730 108.050 107.135 107.480 -0.320 6,474 47,938 +872
Apr17 160920 107.000 107.430 106.580 106.980 -0.270 3,293 30,716 +590
Jun17 160920 99.830 100.330 99.650 100.035 +0.105 1,223 10,972 +368
Aug17 160920 98.250 98.800 98.150 98.400 +0.115 267 6,228 -4
Total Volume and Open Interest 48,194 264,101 -114
Feeder Cattle(CME)
Sep16 160920 135.285 135.900 135.075 135.325 -0.125 1,401 2,965 -171
Oct16 160920 131.685 132.435 130.650 131.130 -0.655 5,106 16,758 +235
Nov16 160920 129.825 130.150 128.400 128.850 -0.950 2,060 12,946 +187
Jan17 160920 126.035 126.350 124.785 125.050 -0.880 855 4,938 +150
Mar17 160920 124.600 124.730 122.930 123.300 -1.085 364 3,944 +114
Apr17 160920 124.100 124.550 123.000 123.050 -1.400 96 545 -5
May17 160920 123.750 124.100 122.385 122.580 -1.205 80 530 +30
Total Volume and Open Interest 9,989 42,732 +549
Lean Hogs(CME)
Oct16 160920 55.050 55.700 54.680 55.550 +0.620 13,615 45,428 -1,605
Dec16 160920 48.300 49.250 47.630 49.080 +0.900 13,795 107,596 +1,892
Feb17 160920 52.785 53.500 52.200 53.380 +0.700 2,548 34,384 -79
Apr17 160920 58.580 59.350 58.050 59.235 +0.700 1,339 21,695 +28
May17 160920 65.285 65.475 65.285 65.475 +0.425 4 387 +4
Jun17 160920 69.000 69.480 68.250 69.350 +0.700 673 6,049 +213
Jul17 160920 68.830 69.350 68.300 68.980 +0.430 98 848 +14
Aug17 160920 68.135 69.050 68.000 68.900 +0.700 91 522 +14
Total Volume and Open Interest 32,245 217,319 +517
Class III Milk(CME)
Sep16 160920 16.35 16.36 16.34 16.35 +0.01 264 5,106 +20
Oct16 160920 15.73 16.25 15.67 16.20 +0.46 416 4,985 -28
Nov16 160920 15.98 16.52 15.96 16.48 +0.47 293 4,258 -11
Dec16 160920 15.85 16.30 15.79 16.26 +0.38 79 3,504 -6
Jan17 160920 15.78 16.02 15.74 15.94 +0.16 36 1,888 +24
Feb17 160920 15.90 16.00 15.88 15.99 +0.09 54 1,911 +41
Mar17 160920 16.03 16.09 15.95 16.05 +0.01 56 1,767 +17
Apr17 160920 16.10 16.13 16.07 16.13 +0.03 21 1,546 +12
May17 160920 16.20 16.22 16.20 16.22 +0.02 19 1,410 +12
Jun17 160920 16.38 16.43 16.37 16.43 +0.05 24 1,310 +17
Jul17 160920 16.60 16.62 16.60 16.62 +0.06 27 747 +12
Aug17 160920 16.67 16.70 16.67 16.70 +0.06 10 684 +6
Sep17 160920 16.71 16.72 16.71 16.72 +0.01 4 594 +2
Total Volume and Open Interest 1,303 31,081 +118
Cocoa(ICE)
Dec16 160920 2869 2882 2834 2866 -6 11,773 103,097 +2,070
Mar17 160920 2841 2852 2808 2836 -4 4,045 73,392 +141
May17 160920 2837 2846 2807 2830 -4 1,360 17,611 +136
Jul17 160920 2834 2835 2807 2829 -4 598 6,592 +80
Sep17 160920 2831 2831 2808 2828 -4 186 4,779 +118
Dec17 160920 2805 2825 2805 2825 -5 95 2,797 +54
Mar18 160920 2821 2821 2821 2821 -5 17 3,784 -1
Total Volume and Open Interest 18,074 212,104 +2,598
Coffee "C"(ICE)
Sep16 160920 155.50 155.50 155.50 155.50 +4.00 5 11 -3
Dec16 160920 153.20 157.80 152.80 156.80 +4.00 11,927 104,367 -173
Mar17 160920 156.25 160.90 155.95 159.90 +3.90 2,507 39,827 +444
May17 160920 158.15 162.60 157.80 161.50 +3.70 741 17,561 +42
Jul17 160920 159.65 164.05 159.50 163.00 +3.50 236 5,381 +11
Sep17 160920 161.05 165.30 160.95 164.35 +3.45 121 4,053 +76
Total Volume and Open Interest 15,561 179,094 +401
Orange Juice(ICE)
Nov16 160920 198.20 205.75 198.20 204.40 +5.50 451 13,805 +116
Jan17 160920 197.00 202.00 196.85 201.15 +4.80 166 1,746 +23
Mar17 160920 195.00 200.25 194.15 198.80 +6.60 21 456 +17
May17 160920 191.00 198.00 191.00 196.25 +6.20 11 151 +3
Jul17 160920 194.85 194.85 194.80 194.85 +6.20 2 3 +0
Sep17 160920 194.35 194.35 194.30 194.35 +6.20      
Total Volume and Open Interest 651 16,163 +159
Sugar #11(ICE)
Oct16 160920 22.07 22.29 21.81 22.13 +0.03 89,790 133,599 -18,470
Mar17 160920 22.74 22.85 22.37 22.70 -0.05 148,290 470,684 +26,814
May17 160920 21.80 21.99 21.64 21.94 +0.05 41,238 123,648 +2,063
Jul17 160920 21.02 21.20 20.88 21.14 +0.12 28,922 82,236 +7,009
Oct17 160920 20.43 20.54 20.28 20.50 +0.14 9,727 53,802 +1,385
Mar18 160920 19.80 20.10 19.80 20.06 +0.18 4,887 23,800 +1,949
May18 160920 19.15 19.29 19.14 19.23 +0.17 1,665 8,051 +1,078
Jul18 160920 18.41 18.56 18.35 18.50 +0.15 205 4,961 +19
Total Volume and Open Interest 324,944 907,581 +21,919
London Cocoa(LCE)
Dec16 160920 2285 2318 2285 2305 +7 8,167 100,118 +332
Mar17 160920 2227 2252 2223 2241 +9 7,401 67,049 +2,235
May17 160920 2219 2246 2218 2236 +9 1,885 34,111 +102
Jul17 160920 2220 2246 2218 2236 +9 933 9,382 +14
Sep17 160920 2219 2237 2219 2231 +9 323 11,803 +68
Dec17 160920 2213 2213 2212 2213 +8 167 6,241 +137
Mar18 160920 2199 2199 2199 2199 +8 0 4 +0
Total Volume and Open Interest 18,876 228,708 +2,888
London Sugar(LCE)
Dec16 160920 586.50 590.20 579.70 588.30 +0.90 5,025 35,534 +1,129
Mar17 160920 587.30 591.20 581.90 590.10 +1.50 4,231 20,418 -144
May17 160920 578.40 581.90 574.70 581.40 +2.40 2,460 12,249 +928
Aug17 160920 562.60 567.00 560.50 566.30 +3.00 953 5,471 +296
Oct17 160920 541.00 545.50 540.30 545.30 +4.30 630 4,206 +381
Total Volume and Open Interest 13,372 79,361 +2,633
Cotton(ICE)
Oct16 160920 68.49 70.82 68.49 70.82 +1.84 8 222 +4
Dec16 160920 68.21 70.90 67.83 70.80 +2.30 6,078 152,534 -327
Mar17 160920 68.55 70.90 68.24 70.83 +2.11 1,433 49,084 +120
May17 160920 69.01 71.06 69.01 71.06 +2.01 495 9,360 +131
Jul17 160920 69.10 71.02 69.10 71.02 +1.86 203 7,338 +16
Oct17 160920 70.75 70.75 70.75 70.75 +1.69      
Total Volume and Open Interest 8,372 231,593 -26
Lumber(CME)
Nov16 160920 308.4 309.7 305.2 306.3 +0.7 329 2,816 +89
Jan17 160920 316.5 317.7 313.5 314.5 unch 36 378 +19
Mar17 160920 322.4 322.4 320.2 320.2 -1.0 5 91 -1
May17 160920 321.9 322.9 321.9 321.9 -1.0 0 18 +0
Total Volume and Open Interest 374 3,320 +109
Crude Oil(NYM)
Oct16 160920 43.13 44.05 42.55 43.44 +0.14 231,191 71,403 -37,252
Nov16 160920 43.74 44.59 43.06 44.05 +0.19 421,422 526,196 +26,382
Dec16 160920 44.44 45.21 43.77 44.70 +0.14 120,066 297,493 -1,704
Jan17 160920 44.90 45.82 44.46 45.35 +0.10 32,301 122,865 +2,277
Feb17 160920 45.60 46.38 45.12 45.98 +0.07 18,099 74,753 +834
Mar17 160920 46.18 46.95 45.76 46.56 +0.04 19,502 123,464 +154
Apr17 160920 46.86 47.45 46.33 47.08 +0.04 7,958 41,116 +1,077
May17 160920 47.27 47.84 46.80 47.53 +0.05 5,728 31,119 +162
Jun17 160920 47.74 48.26 47.15 47.91 +0.05 21,168 117,217 +1,709
Jul17 160920 47.97 48.45 47.57 48.24 +0.05 3,350 21,668 -442
Aug17 160920 48.23 48.74 47.89 48.53 +0.05 2,676 18,899 +892
Sep17 160920 48.56 49.00 48.22 48.78 +0.04 4,872 38,498 -811
Oct17 160920 48.53 49.02 48.43 49.02 +0.04 1,638 16,536 -437
Nov17 160920 49.89 49.89 48.86 49.24 +0.02 1,063 16,122 -156
Dec17 160920 49.32 49.82 48.79 49.48 +0.01 25,611 161,105 +795
Jan18 160920 49.66 49.66 49.47 49.66 unch 640 15,569 +114
Total Volume and Open Interest 924,146 1,831,458 -6,231
e-miNY Crude Oil(NYM)
Nov16 160920 43.750 44.600 43.050 44.050 +0.200 3,716 1,674 +303
Dec16 160920 44.575 45.175 43.800 44.700 +0.150 174 560 +63
Jan17 160920 44.900 45.750 44.550 45.350 +0.100 2 87 +1
Feb17 160920 45.975 46.225 45.225 45.975 +0.075 0 88 +0
Mar17 160920 46.550 46.800 45.850 46.550 +0.025 0 137 +0
Apr17 160920 47.150 47.350 46.350 47.075 +0.025 2 107 +0
May17 160920 47.075 47.775 46.825 47.525 +0.050 1 22 +0
Jun17 160920 47.425 48.150 47.225 47.900 +0.050 6 62 -2
Jul17 160920 48.250 48.450 47.575 48.250 +0.050 2 79 +2
Aug17 160920 48.525 48.700 47.875 48.525 +0.050 0 91 +0
Total Volume and Open Interest 10,349 6,143 +356
NY Harbor ULSD(NYM)
Oct16 160920 139.45 141.24 137.00 140.50 +1.06 61,637 53,521 -5,606
Nov16 160920 140.79 142.43 138.47 141.68 +0.94 56,273 90,685 +79
Dec16 160920 142.26 143.92 140.15 143.13 +0.82 41,411 65,231 +2,971
Jan17 160920 143.74 145.50 141.95 144.75 +0.82 22,214 43,917 +1,944
Feb17 160920 144.93 146.63 143.37 145.98 +0.82 8,899 20,560 +694
Mar17 160920 145.76 147.21 144.03 146.51 +0.77 6,483 29,596 +1,796
Apr17 160920 145.39 146.98 144.26 146.41 +0.74 1,817 13,174 +423
May17 160920 145.01 147.08 144.72 146.68 +0.70 813 9,065 +207
Jun17 160920 146.02 147.92 144.81 147.13 +0.67 2,967 25,046 +198
Jul17 160920 146.00 148.24 146.00 148.08 +0.66 301 3,034 -16
Aug17 160920 147.75 149.21 147.75 149.21 +0.66 235 1,799 -85
Sep17 160920 148.52 150.44 148.52 150.44 +0.65 202 2,900 +7
Oct17 160920 149.52 151.65 149.52 151.65 +0.67 125 2,306 +30
Nov17 160920 152.73 152.73 152.73 152.73 +0.66 111 2,016 +1
Total Volume and Open Interest 205,445 399,088 +3,150
RBOB Gasoline(NYM)
Oct16 160920 141.64 142.16 133.92 136.46 -5.62 111,195 60,632 -7,926
Nov16 160920 135.15 135.48 130.09 132.54 -2.80 131,029 125,311 -5,647
Dec16 160920 131.79 131.97 127.98 130.48 -1.43 76,805 71,058 +228
Jan17 160920 131.31 131.67 128.11 130.45 -1.05 27,842 29,375 +1,923
Feb17 160920 131.31 132.92 129.68 131.87 -0.76 10,780 13,108 +1,053
Mar17 160920 133.57 135.34 132.19 134.33 -0.39 7,824 23,566 -254
Apr17 160920 152.00 153.91 151.03 152.88 -0.20 2,527 19,665 +128
May17 160920 153.37 154.57 152.19 154.15 -0.16 835 7,079 +49
Jun17 160920 153.42 154.88 152.20 154.05 -0.16 862 12,504 -7
Jul17 160920 152.51 153.41 151.95 153.37 -0.12 196 2,380 -13
Total Volume and Open Interest 371,856 391,409 -10,366
e-miNY RBOB Gasoline(NYM)
Oct16 160920 136.46 136.46 136.46 136.46 -5.62 1 1 -1
Nov16 160920 132.54 132.54 132.54 132.54 -2.80      
Dec16 160920 130.48 130.48 130.48 130.48 -1.43      
Jan17 160920 130.45 130.45 130.45 130.45 -1.05      
Total Volume and Open Interest 1 1 -1
Natural Gas(NYM)
Oct16 160920 2.936 3.072 2.935 3.047 +0.113 123,997 107,020 -7,595
Nov16 160920 3.010 3.133 3.005 3.109 +0.104 71,538 243,114 +7,360
Dec16 160920 3.205 3.312 3.202 3.291 +0.094 28,045 87,935 -343
Jan17 160920 3.330 3.431 3.327 3.410 +0.088 27,095 146,498 +229
Feb17 160920 3.335 3.431 3.335 3.413 +0.083 6,739 37,345 -45
Mar17 160920 3.294 3.383 3.294 3.365 +0.074 14,742 90,394 +959
Apr17 160920 3.070 3.108 3.070 3.096 +0.035 11,473 79,920 +1,060
May17 160920 3.044 3.069 3.044 3.058 +0.022 2,887 28,977 +11
Jun17 160920 3.075 3.096 3.072 3.083 +0.018 1,272 26,996 +298
Jul17 160920 3.102 3.123 3.098 3.109 +0.016 1,707 16,491 +138
Aug17 160920 3.107 3.131 3.100 3.113 +0.013 1,678 15,230 +244
Sep17 160920 3.090 3.107 3.084 3.096 +0.013 1,234 15,599 +66
Oct17 160920 3.105 3.124 3.100 3.113 +0.013 2,408 37,648 +285
Nov17 160920 3.156 3.174 3.152 3.160 +0.007 411 14,028 -3
Dec17 160920 3.277 3.288 3.271 3.280 +0.005 854 18,814 -134
Jan18 160920 3.373 3.383 3.367 3.376 +0.007 901 17,040 -110
Total Volume and Open Interest 299,866 1,045,649 +3,182
Brent Crude Oil(ICE)
Nov16 160920 45.91 46.30 45.09 45.88 -0.07 226,321 270,339 -345
Dec16 160920 46.31 46.77 45.57 46.36 -0.06 161,929 494,340 -11,708
Jan17 160920 46.88 47.28 46.11 46.88 -0.06 53,395 231,948 +3,038
Feb17 160920 47.39 47.79 46.63 47.40 -0.05 25,619 109,650 -1,144
Mar17 160920 47.90 48.30 47.16 47.92 -0.03 23,069 170,959 +3,541
Apr17 160920 48.36 48.77 47.65 48.40 -0.01 9,421 53,782 -95
May17 160920 48.66 49.19 48.13 48.84 +0.01 5,813 44,210 +236
Jun17 160920 49.15 49.58 48.51 49.23 +0.02 21,946 123,938 +2,744
Jul17 160920 49.41 49.82 48.96 49.58 +0.03 1,415 32,714 +110
Aug17 160920 49.27 49.86 49.27 49.86 +0.02 1,426 21,966 +334
Sep17 160920 49.90 50.10 49.90 50.10 +0.03 2,587 50,189 -2
Oct17 160920 50.10 50.32 50.10 50.32 +0.02 969 21,187 +183
Nov17 160920 50.30 50.53 50.25 50.53 +0.01 654 19,426 +68
Dec17 160920 50.64 50.99 50.06 50.71 unch 27,086 199,396 +495
Total Volume and Open Interest 572,176 2,147,604 -1,058
Gas Oil(ICE)
Oct16 160920 407.75 414.00 402.50 413.25 -5.00 63,518 143,364 +5,848
Nov16 160920 410.50 416.25 404.75 415.50 -4.75 48,136 107,331 +5,176
Dec16 160920 412.75 418.25 407.25 417.75 -4.75 35,266 165,649 +2,625
Jan17 160920 417.00 422.00 411.25 421.50 -4.75 12,055 68,453 +1,001
Feb17 160920 420.50 425.75 415.25 425.25 -4.75 7,654 35,588 -1,540
Mar17 160920 424.00 428.75 418.75 428.50 -4.50 4,061 35,541 +87
Apr17 160920 426.50 431.75 422.50 431.50 -4.25 2,241 19,635 -241
May17 160920 429.25 434.25 425.00 434.25 -4.25 1,101 14,166 -78
Jun17 160920 432.75 437.50 427.50 437.00 -4.00 2,460 50,451 +44
Jul17 160920 436.00 441.00 432.75 441.00 -4.00 343 15,050 -21
Total Volume and Open Interest 182,817 832,780 +12,922
Ethanol(CBOT)
Oct16 160920 1.504 1.504 1.472 1.480 -0.016 307 899 -133
Nov16 160920 1.424 1.433 1.419 1.419 -0.015 123 1,111 +6
Dec16 160920 1.388 1.388 1.377 1.377 -0.013 21 1,208 +9
Jan17 160920 1.362 1.362 1.355 1.355 -0.008 11 564 +2
Feb17 160920 1.361 1.361 1.361 1.361 -0.007 0 176 +0
Mar17 160920 1.389 1.389 1.389 1.389 unch 0 115 +0
Apr17 160920 1.419 1.419 1.419 1.419 unch 0 216 +0
May17 160920 1.426 1.426 1.426 1.426 unch 0 5 +0
Total Volume and Open Interest 462 4,300 -116
WTI Crude Oil(ICE)
Nov16 160920 43.76 44.57 43.07 44.05 +0.19 53,063 96,411 -569
Dec16 160920 44.37 45.19 43.77 44.70 +0.14 35,960 112,022 -881
Jan17 160920 45.01 45.80 44.51 45.35 +0.10 11,846 32,664 +1,067
Feb17 160920 45.67 46.40 45.13 45.98 +0.07 6,881 24,969 +32
Mar17 160920 46.21 46.93 45.80 46.56 +0.04 4,684 40,271 +859
Apr17 160920 46.48 47.44 46.36 47.08 +0.04 2,272 10,830 +274
May17 160920 47.10 47.81 46.91 47.53 +0.05 1,711 6,163 -97
Jun17 160920 47.65 48.15 47.14 47.91 +0.05 4,092 41,822 +322
Jul17 160920 47.87 48.24 47.87 48.24 +0.05 326 6,059 +0
Aug17 160920 48.53 48.53 48.53 48.53 +0.05 180 1,037 +3
Sep17 160920 48.78 48.78 48.78 48.78 +0.04 193 10,893 -26
Oct17 160920 49.02 49.02 49.02 49.02 +0.04 86 1,729 +45
Nov17 160920 49.24 49.24 49.24 49.24 +0.02 55 1,299 +41
Dec17 160920 49.12 49.71 48.80 49.48 +0.01 7,464 67,698 -786
Jan18 160920 49.66 49.66 49.66 49.66 unch 8 588 +6
Feb18 160920 49.84 49.84 49.84 49.84 -0.01 2 635 +0
Total Volume and Open Interest 154,655 527,980 -9,186
US Dollar Index(ICE)
Dec16 160920 95.775 95.985 95.525 95.975 +0.215 39,415 45,403 +6,345
Mar17 160920 95.695 96.060 95.500 95.910 +0.205 264 2,843 +51
Jun17 160920 95.675 95.840 95.640 95.840 +0.190 24 257 +12
Total Volume and Open Interest 54,607 55,416 -228
Australian Dollar(CME)
Sep16 160919 74.89 75.67 74.88 75.64 +0.85 142,493 38,781 -12,117
Dec16 160920 75.20 75.48 75.14 75.34 +0.04 84,410 85,409 +2,678
Mar17 160920 75.18 75.30 75.02 75.20 +0.04 47 354 +13
Total Volume and Open Interest 101,974 115,191 -6,663
British Pound(CME)
Sep16 160919 130.01 130.91 130.01 130.68 +0.66 116,318 53,405 -18,072
Dec16 160920 130.51 130.85 129.66 129.99 -0.54 114,600 230,176 +20,177
Mar17 160920 130.80 131.09 129.95 130.25 -0.54 447 1,067 +408
Total Volume and Open Interest 146,899 280,417 +15,842
Canadian Dollar(CME)
Sep16 160920 75.76 75.81 75.51 75.55 -0.20 28,689 48,148 -9,770
Dec16 160920 75.79 75.89 75.55 75.72 -0.07 86,028 87,776 +14,146
Mar17 160920 75.80 75.93 75.63 75.77 -0.07 194 923 +23
Jun17 160920 75.82 75.91 75.70 75.82 -0.07 36 246 +30
Total Volume and Open Interest 114,952 137,421 +4,434
Japanese Yen(CME)
Sep16 160919 97.78 98.45 97.64 98.37 +0.74 143,047 33,428 -20,119
Dec16 160920 98.56 98.88 98.37 98.56 -0.06 100,892 140,138 +6,064
Mar17 160920 98.95 99.27 98.79 98.98 -0.05 47 327 +28
Total Volume and Open Interest 130,232 168,303 +365
Swiss Franc(CME)
Sep16 160919 102.03 102.19 101.86 102.01 +0.08 35,808 21,276 -3,195
Dec16 160920 102.51 102.94 102.42 102.62 +0.05 30,554 39,162 +6,984
Mar17 160920 103.16 103.43 103.00 103.16 +0.05 0 18 +0
Total Volume and Open Interest 38,211 58,415 +4,926
EuroFX(CME)
Sep16 160919 111.57 111.84 111.51 111.78 +0.26 248,876 80,119 -54,665
Dec16 160920 112.18 112.55 111.91 111.99 -0.20 216,725 319,324 +37,193
Mar17 160920 112.91 112.98 112.36 112.43 -0.20 419 2,122 +157
Total Volume and Open Interest 278,606 380,380 +15,275
Mexican Peso(CME)
Sep16 160919 512.75 513.50 507.75 509.13 +1.25 80,436 42,144 -14,168
Oct16 160920 502.25 502.25 502.25 502.25 -5.13 0 1 +0
Total Volume and Open Interest 94,157 186,347 +2,165
Brazilian Real(CME)
Oct16 160920 300.65 307.10 300.60 306.30 +1.00 1,829 20,384 -638
Nov16 160920 303.90 303.90 303.90 303.90 +1.50 0 8 +0
Dec16 160920 301.25 301.25 301.25 301.25 +1.40 107 3,798 -15
Jan17 160920 298.50 298.50 298.50 298.50 +1.55      
Total Volume and Open Interest 1,936 24,190 -653
30-Year T-Bonds(CBOT)
Sep16 160920 167~190 168~070 166~310 167~170 +0~090 249 1,873 -154
Dec16 160920 165~140 166~230 165~130 166~000 +0~090 201,406 551,352 +659
Mar17 160920 165~080 166~000 164~280 164~280 +0~090 4 3 +2
Total Volume and Open Interest 201,659 553,228 +507
10-Year T-Notes(CBOT)
Sep16 160920 131~105 131~210 131~090 131~155 +0~020 3,162 38,606 -1,812
Dec16 160920 130~095 130~220 130~085 130~160 +0~025 936,587 2,718,016 -12,555
Mar17 160920 129~220 129~220 129~220 129~220 +0~025      
Total Volume and Open Interest 939,749 2,756,622 -14,367
5-Year T-Notes(CBOT)
Sep16 160920 121~050 121~102 121~042 121~074 +0~004 14,280 68,442 -8,217
Dec16 160920 121~040 121~096 121~030 121~064 +0~004 486,306 2,712,452 +4,465
Mar17 160920 120~286 120~286 120~286 120~286 +0~004      
Total Volume and Open Interest 500,586 2,780,894 -3,752
2 Year T-Notes(CBOT)
Sep16 160920 109~086 109~090 109~082 109~082 -0~002 2,918 7,616 -211
Dec16 160920 109~044 109~056 109~042 109~046 -0~002 275,214 940,044 -2,407
Mar17 160920 109~042 109~042 109~042 109~042 -0~002      
Total Volume and Open Interest 278,132 947,660 -2,618
Eurodollars(CME)
Dec16 160920 99.055 99.065 99.050 99.050 -0.015 312,823 1,606,908 +17,478
Mar17 160920 99.025 99.035 99.020 99.020 -0.015 205,934 1,180,509 +10,074
Jun17 160920 98.990 98.995 98.980 98.985 -0.015 218,495 1,030,829 +10,278
Sep17 160920 98.950 98.960 98.945 98.950 -0.010 248,212 887,360 -7,178
Dec17 160920 98.895 98.915 98.890 98.900 -0.010 261,516 1,480,742 +35,184
Mar18 160920 98.865 98.885 98.860 98.870 -0.010 149,158 676,312 -283
Jun18 160920 98.835 98.850 98.825 98.835 -0.010 145,468 517,625 -3,026
Sep18 160920 98.790 98.815 98.785 98.800 -0.005 139,698 400,011 -75,200
Dec18 160920 98.745 98.770 98.735 98.755 unch 116,336 633,938 -921
Mar19 160920 98.715 98.745 98.710 98.730 +0.005 99,924 442,439 +3,781
Jun19 160920 98.680 98.710 98.670 98.690 +0.005 84,177 374,944 +4,595
Sep19 160920 98.635 98.670 98.630 98.650 +0.005 72,511 258,670 -5,867
Dec19 160920 98.585 98.620 98.580 98.600 +0.005 70,883 322,929 +10,255
Mar20 160920 98.545 98.590 98.545 98.570 +0.010 38,420 147,068 +1,366
Jun20 160920 98.505 98.545 98.500 98.525 +0.010 35,760 114,932 -2,435
Sep20 160920 98.460 98.505 98.460 98.485 +0.015 31,944 82,151 +1,484
Dec20 160920 98.410 98.455 98.410 98.435 +0.015 25,936 111,407 +151
Mar21 160920 98.365 98.410 98.365 98.395 +0.015 16,064 61,587 -509
Total Volume and Open Interest 2,697,461 11,720,920 +19,917
Ultra T-Bond(CBOT)
Sep16 160920 180~29 182~18 180~26 181~19 +0~15 2,301 8,628 -248
Dec16 160920 179~29 181~23 179~27 180~23 +0~13 66,187 598,983 -1,531
Mar17 160920 179~23 179~23 179~23 179~23 +0~13      
Total Volume and Open Interest 68,488 607,611 -1,779
Ultra 10-Yr T-Note(CBOT)
Sep16 160920 143~260 143~265 143~100 143~180 +0~035 271 2,715 +131
Dec16 160920 142~225 143~100 142~225 143~015 +0~040 47,026 204,661 +294
Mar17 160920 143~015 143~015 143~015 143~015 +0~040      
Total Volume and Open Interest 47,297 207,376 +425
30 Day Federal Funds(CBOT)
Sep16 160920 99.592 99.592 99.588 99.590 -0.003 8,167 70,686 +2,406
Oct16 160920 99.575 99.580 99.565 99.570 -0.005 67,127 351,761 +16,238
Nov16 160920 99.555 99.555 99.540 99.550 -0.005 33,485 188,986 +4,165
Dec16 160920 99.500 99.500 99.485 99.495 -0.005 11,766 93,713 +1,056
Jan17 160920 99.450 99.450 99.440 99.445 -0.010 29,543 144,316 +5,164
Feb17 160920 99.435 99.440 99.425 99.430 -0.015 9,088 67,224 +1,203
Total Volume and Open Interest 174,641 1,108,572 +29,664
3-Mth Euro-Yen(CME)
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      
Mar19 160722 99.435 99.435 99.435 99.435 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Dec16 160920 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160920 99.99 99.99 99.99 99.99 unch      
Jun17 160920 99.99 99.99 99.99 99.99 unch      
Sep17 160920 99.99 99.99 99.99 99.99 unch      
Dec17 160920 99.99 99.99 99.99 99.99 unch      
Mar18 160920 100.00 100.00 100.00 100.00 unch      
Jun18 160920 99.86 99.86 99.86 99.86 unch      
Sep18 160920 99.71 99.71 99.71 99.71 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Dec16 160920 151.86 152.08 151.75 152.08 +0.18 1,453 13,928 -642
Mar17 160920 152.00 152.00 152.00 152.00 +0.18      
Jun17 160920 152.00 152.00 152.00 152.00 +0.18      
Total Volume and Open Interest 1,453 13,928 -642
Euro-Buxl(EUREX)
Dec16 160920 185.00 187.68 184.90 187.42 +2.56 40,527 158,922 +24,958
Mar17 160920 185.78 185.84 185.38 185.74 +2.54 0 9 +0
Jun17 160920 185.74 185.74 185.74 185.74 +2.54      
Total Volume and Open Interest 40,527 158,931 +6,774
Euro-Bund(EUREX)
Dec16 160920 163.65 164.29 163.65 164.18 +0.43 608,938 1,713,252 +280,730
Mar17 160920 166.22 166.62 166.22 166.56 +0.48 2,012 25,541 +1,993
Jun17 160920 165.88 165.88 165.88 165.88 +0.13      
Total Volume and Open Interest 610,950 1,738,793 -42,727
Euro-Bobl(EUREX)
Dec16 160920 131.63 131.75 131.62 131.71 +0.08 412,013 1,318,733 +147,193
Mar17 160920 133.40 133.41 133.40 133.41 +0.08 1 52 +1
Jun17 160920 131.96 131.96 131.96 131.96 +0.08      
Total Volume and Open Interest 412,014 1,318,785 -23,791
Euro-Schatz(EUREX)
Dec16 160920 112.06 112.08 112.06 112.07 +0.01 156,581 1,089,229 +80,493
Mar17 160920 112.07 112.07 112.07 112.07 +0.01      
Jun17 160920 112.07 112.07 112.07 112.07 +0.01      
Total Volume and Open Interest 156,581 1,089,229 -44,678
3-Mth Euribor(EUREX)
Sep16 160919 100.300 100.300 100.300 100.300 -0.005 1 3,718 +0
Dec16 160920 100.320 100.320 100.320 100.320 unch 19 3,406 -5
Mar17 160920 100.340 100.340 100.340 100.340 +0.005 5 3,235 +0
Total Volume and Open Interest 184 77,633 +62
Long Gilt(LIFFE)
Sep16 160920 130~11 130~29 130~11 130~28 +0~26 228 9,528 -120
Dec16 160920 129~02 129~27 128~32 129~24 +0~26 138,680 531,144 +939
Total Volume and Open Interest 138,908 540,672 +819
3-Mth Short Sterling(LIFFE)
Sep16 160920 99.62 99.63 99.62 99.62 -0.00 32,019 313,176 -9,177
Dec16 160920 99.70 99.71 99.69 99.70 unch 45,832 526,502 -1,811
Mar17 160920 99.73 99.74 99.72 99.73 +0.01 38,486 374,057 +2,044
Jun17 160920 99.73 99.75 99.73 99.74 +0.01 39,861 351,953 +3,707
Sep17 160920 99.73 99.76 99.73 99.75 +0.01 53,810 282,135 -24,236
Dec17 160920 99.73 99.75 99.72 99.75 +0.02 44,634 372,453 +8,453
Total Volume and Open Interest 527,047 3,179,337 -2,151
3-Mth Euribor(LIFFE)
Dec16 160920 100.315 100.320 100.315 100.320 +0.005 75,106 410,561 -8,233
Mar17 160920 100.330 100.340 100.330 100.335 unch 49,946 373,026 -100
Jun17 160920 100.345 100.360 100.345 100.355 +0.005 69,082 397,144 +3,085
Total Volume and Open Interest 622,241 3,197,087 -29,120
3-Mth Aus T-Bills(SFE)
Dec16 160920 98.26 98.26 98.24 98.26 -0.01 21,150 198,454 -5,532
Mar17 160920 98.31 98.31 98.28 98.30 -0.02 40,846 184,456 +15,348
Jun17 160920 98.33 98.34 98.30 98.32 -0.02 14,627 174,775 -3,280
Sep17 160920 98.34 98.35 98.30 98.33 -0.02 14,289 109,783 -3,669
Dec17 160920 98.33 98.34 98.30 98.33 -0.02 9,827 124,781 +983
Mar18 160920 98.31 98.31 98.28 98.31 -0.01 6,164 69,059 +724
Jun18 160920 98.28 98.28 98.25 98.28 -0.01 4,671 55,126 -2,165
Sep18 160920 98.24 98.24 98.22 98.24 -0.01 4,785 23,989 +2,634
Dec18 160920 98.19 98.19 98.17 98.19 -0.01 143 5,149 -87
Mar19 160920 98.12 98.15 98.12 98.15 unch 361 2,935 -582
Total Volume and Open Interest 117,007 951,080 +4,485
10-Year Aus T-Bonds(SFE)
Dec16 160920 97.87 97.89 97.83 97.88 unch 163,239 787,905 +12,669
Mar17 160920 97.88 97.88 97.88 97.88 unch      
Total Volume and Open Interest 163,239 787,905 -25,879
3-Year Aus T-Bonds(SFE)
Dec16 160920 98.40 98.42 98.36 98.40 -0.01 190,356 776,165 +2,549
Mar17 160920 98.40 98.40 98.40 98.40 -0.01      
Total Volume and Open Interest 190,356 776,165 -46,612
Gold(CMX)
Oct16 160920 1312.4 1317.1 1311.2 1314.0 +0.2 8,169 37,539 -1,994
Dec16 160920 1316.3 1321.1 1315.2 1318.2 +0.4 138,206 419,511 -4,386
Feb17 160920 1319.6 1324.3 1318.7 1321.7 +0.3 2,686 47,295 +350
Apr17 160920 1324.0 1325.9 1323.4 1324.6 +0.3 1,872 11,641 +930
Jun17 160920 1327.5 1328.8 1325.3 1327.4 +0.4 381 17,873 +20
Aug17 160920 1329.0 1332.3 1329.0 1330.2 +0.6 305 7,059 -45
Oct17 160920 1332.7 1332.7 1332.7 1332.7 +0.6 137 1,869 -100
Dec17 160920 1333.9 1335.0 1333.9 1335.0 +0.6 176 12,592 +15
Feb18 160920 1337.3 1337.3 1337.3 1337.3 +0.6 0 163 +0
Apr18 160920 1339.5 1339.5 1339.5 1339.5 +0.6 0 3 +0
Jun18 160920 1341.7 1341.7 1341.7 1341.7 +0.6 0 4,181 +0
Total Volume and Open Interest 152,236 565,539 -5,080
Silver(CMX)
Sep16 160920 1920.0 1920.0 1914.0 1919.5 -1.1 79 711 -91
Dec16 160920 1922.0 1936.5 1914.5 1927.7 -1.3 42,330 166,269 -1,098
Mar17 160920 1940.5 1944.5 1925.0 1938.2 -1.3 948 13,794 -38
May17 160920 1942.5 1945.5 1942.5 1945.0 -1.3 249 1,146 +42
Jul17 160920 1953.0 1953.0 1950.5 1951.3 -1.3 130 2,697 +94
Sep17 160920 1957.6 1957.6 1957.6 1957.6 -1.3 0 495 +0
Dec17 160920 1954.0 1966.5 1953.5 1966.3 -1.3 9 2,456 +0
Total Volume and Open Interest 44,385 191,496 -978
Platinum(NYMEX)
Oct16 160920 1022.0 1038.9 1020.5 1030.9 +7.2 15,523 50,110 -1,408
Jan17 160920 1026.3 1041.9 1024.5 1034.4 +7.4 2,299 22,586 +1,075
Apr17 160920 1032.7 1043.8 1032.7 1037.9 +7.2 42 2,531 +26
Jul17 160920 1040.9 1040.9 1040.9 1040.9 +7.2 0 28 +0
Total Volume and Open Interest 17,866 75,257 -307
Palladium(NYMEX)
Sep16 160920 683.95 683.95 683.95 683.95 -2.75 1 16 +0
Dec16 160920 685.10 691.50 679.00 683.50 -2.75 4,881 23,697 +107
Mar17 160920 686.60 692.95 682.25 685.30 -2.75 131 359 +125
Total Volume and Open Interest 5,017 24,110 +228
Copper(CMX)
Sep16 160920 214.80 216.05 214.40 215.55 +0.65 418 1,762 +56
Dec16 160920 215.55 217.25 214.60 216.50 +0.85 44,838 145,263 +124
Mar17 160920 216.40 218.05 215.55 217.40 +0.90 1,414 30,570 -62
May17 160920 217.20 218.70 216.65 218.05 +0.90 268 5,321 -17
Jul17 160920 217.75 218.80 217.75 218.65 +0.95 217 1,871 +85
Total Volume and Open Interest 47,473 195,101 +154
E-mini DJIA Index(CBOT)
Dec16 160920 18058 18145 18031 18047 -5 149,887 116,099 -1,805
Mar17 160920 18016 18066 17978 17982 -5 48 458 +4
Jun17 160920 17911 17950 17903 17906 -5 0 3 +0
Sep17 160920 17821 17821 17821 17821 -5      
Total Volume and Open Interest 149,935 116,560 -39,420
S & P 500(CME)
Dec16 160920 2133.90 2143.20 2129.00 2131.10 -1.80 11,477 55,589 +5,976
Mar17 160920 2125.10 2134.80 2123.80 2125.10 -1.70 0 63 +0
Jun17 160920 2119.60 2129.10 2118.10 2119.60 -1.50 0 60 +0
Sep17 160920 2116.40 2125.90 2114.90 2116.40 -1.50      
Total Volume and Open Interest 11,477 55,712 +5,976
S & P 500 E-Mini(Globex)
Dec16 160920 2133.75 2143.50 2129.00 2131.00 -2.00 2,064,530 2,860,255 +42,185
Mar17 160920 2127.50 2137.25 2123.50 2125.00 -1.75 1,144 1,893 +82
Jun17 160920 2128.00 2131.25 2118.00 2119.50 -1.50 1 376 +1
Sep17 160920 2116.50 2119.25 2116.50 2116.50 -1.50 0 7 +0
Total Volume and Open Interest 2,065,675 2,862,531 -720,600
NASDAQ 100 E-Mini(Globex)
Dec16 160920 4796.80 4820.50 4790.00 4798.50 +4.20 285,889 276,074 -1,179
Mar17 160920 4790.30 4812.30 4786.50 4794.50 +4.00 93 135 +40
Jun17 160920 4788.50 4788.50 4788.50 4788.50 +4.00 4 8 +2
Total Volume and Open Interest 285,986 276,218 -65,828
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 160920 1529.30 1535.90 1519.70 1521.70 -6.90 19,610 80,744 -530
Mar17 160920 1519.80 1530.20 1519.20 1519.80 -7.30      
Total Volume and Open Interest 19,610 80,744 -5,799
Volatility Index(CBOE)
Sep16 160920 15.70 16.25 14.85 15.88 +0.20 98,075 88,122 -11,349
Oct16 160920 17.15 17.48 16.85 17.43 +0.30 115,665 200,293 +7,600
Nov16 160920 18.00 18.25 17.79 18.23 +0.20 36,607 60,201 +711
Dec16 160920 18.52 18.75 18.34 18.73 +0.20 14,135 50,032 +2,443
Total Volume and Open Interest 275,496 458,798 +794
Russell 2000(ICE)
Dec16 160920 1227.80 1235.00 1221.30 1222.90 -6.60 84,516 316,627 +2,000
Mar17 160920 1214.50 1225.20 1214.50 1219.40 -6.60 1 264 +1
Jun17 160920 1216.40 1216.40 1216.40 1216.40 -7.10 0 170 +0
Total Volume and Open Interest 84,517 317,061 -50,883
Nikkei 225(CME)
Dec16 160920 16335 16575 16325 16415 +85 10,479 33,278 +76
Mar17 160920 16455 16570 16410 16410 +85 0 14 +0
Total Volume and Open Interest 10,479 33,292 +76
Nikkei 225(SGX)
Dec16 160920 16300 16455 16195 16310 +10 57,085 155,318 +26
Mar17 160920 16260 16390 16210 16275 +10 82 844 +70
Jun17 160920 16150 16150 16150 16150 +10      
Total Volume and Open Interest 57,187 163,230 -1,753
Nikkei 225(CME) Yen
Sep16 160908 16990 17005 16830 16990 +20 87,426 48,721 -20,945
Dec16 160920 16250 16460 16245 16335 +90 46,679 49,040 +2,218
Mar17 160920 16215 16395 16205 16275 +90 38 23 -13
Total Volume and Open Interest 46,717 49,063 +2,205
Nikkei 225(CME) e-Mini Yen
Sep16 160908 16990 16990 16860 16990 +20 0 12 +0
Dec16 160920 16330 16440 16330 16330 +90 2 5 +0
Mar17 160920 16270 16270 16270 16270 +90      
Total Volume and Open Interest 2 5 +0
CAC 40(EURONEXT)
Oct16 160920 4364.0 4409.5 4362.0 4376.5 -5.5 123,729 270,462 +11,840
Nov16 160920 4394.0 4396.5 4373.0 4373.0 -5.5 179 694 +57
Dec16 160920 4362.5 4395.0 4358.5 4367.0 -5.5 827 20,424 +51
Total Volume and Open Interest 151,192 291,653 -81,301
Hang Seng Index(HKFE)
Sep16 160920 23535 23584 23389 23509 -22 99,000 144,304 +665
Oct16 160920 23550 23570 23385 23503 -19 1,442 7,522 +654
Total Volume and Open Interest 101,151 162,086 +1,412
DAX(EUREX)
Dec16 160920 10341.0 10459.0 10341.0 10398.5 +35.0 128,058 167,347 +46,949
Mar17 160920 10353.0 10438.5 10353.0 10394.5 +36.0 53 628 +50
Jun17 160920 10419.5 10419.5 10419.5 10419.5 +35.0      
Total Volume and Open Interest 140,988 167,975  
Mini-DAX(EUREX)
Sep16 160916 10420.0 10427.0 10264.0 10264.0 -180.5 36,525 13,993 +636
Dec16 160920 10341.0 10459.0 10341.0 10398.5 +35.0 37,554 10,274 +5,345
Mar17 160920 10358.0 10447.0 10358.0 10394.5 +36.0 86 278 +79
Total Volume and Open Interest 39,770 10,552 -6,227
FT-SE 100(EURONEXT)
Dec16 160920 6743.00 6830.50 6743.00 6796.50 +26.00 150,800 665,500 +4,605
Mar17 160920 6691.00 6761.00 6690.50 6735.50 +26.00 2 7 +2
Jun17 160920 6669.00 6669.00 6669.00 6669.00 +26.00      
Total Volume and Open Interest 150,802 665,507 -65,523
SPI 200(SFE)
Dec16 160920 5265.0 5292.0 5257.0 5290.0 +21.0 37,288 268,830 +3,526
Mar17 160920 5243.0 5243.0 5243.0 5243.0 +20.0 1 1,441 +0
Jun17 160920 5230.0 5230.0 5230.0 5230.0 +20.0 0 1,397 +0
Total Volume and Open Interest 37,360 272,931 -55,161
FTSE MIB(ISE)
Dec16 160920 16315.00 16370.00 16145.00 16173.00 -166.00 45,027 43,807 +3,227
Mar17 160920 16350.00 16350.00 16145.00 16156.00 -176.00 1 109 +1
Jun17 160920 15776.00 15776.00 15776.00 15776.00 -176.00      
Total Volume and Open Interest 45,028 43,916 -3,919
KOSPI 200(KFE)
Dec16 160920 254.70 255.35 252.65 255.10 +0.50 144,588 123,203 -2,850
Mar17 160920 251.80 252.70 250.80 252.60 +0.55 220 2,617 +59
Jun17 160920 253.00 253.50 252.95 253.50 +0.55 1 824 +2
Total Volume and Open Interest 144,809 129,623 -2,789
GSCI(CME)
Oct16 160920 347.50 351.30 345.70 350.45 +1.75 1,205 13,925 +1,156
Nov16 160920 353.70 353.70 353.70 353.70 +1.75      
Dec16 160920 357.30 357.30 357.30 357.30 +1.75      
Total Volume and Open Interest 1,205 13,925 +505
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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