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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 27, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 160927 946.75 953.50 934.00 952.50 +7.25 138,512 348,353 +679
Jan17 160927 952.75 959.75 940.50 958.75 +7.25 31,490 100,484 +93
Mar17 160927 958.75 966.00 947.50 965.25 +8.00 20,778 69,663 -172
May17 160927 966.25 971.50 954.25 971.00 +8.00 6,710 44,624 +191
Jul17 160927 969.00 976.25 959.75 975.75 +7.75 8,264 50,726 +1,733
Aug17 160927 969.25 974.75 960.25 974.75 +7.75 490 1,946 +220
Sep17 160927 956.00 962.00 950.75 962.00 +7.50 247 872 +97
Nov17 160927 945.25 954.00 940.50 952.75 +7.50 5,899 29,125 +286
Jan18 160927 950.75 955.50 946.00 955.50 +7.50 27 762 +14
Mar18 160927 955.00 957.00 954.50 956.50 +7.50 5 170 +5
May18 160927 958.00 958.00 958.00 958.00 +7.25 0 68 +0
Jul18 160927 961.75 961.75 961.75 961.75 +7.00 0 136 +0
Aug18 160927 958.25 958.25 958.25 958.25 +6.75 0 17 +0
Sep18 160927 943.00 943.00 943.00 943.00 +6.75 0 17 +0
Total Volume and Open Interest 212,422 647,215 +3,146
Soybean Meal(CBOT)
Oct16 160927 298.10 299.90 294.30 299.30 +1.70 18,297 26,336 -2,157
Dec16 160927 298.00 299.90 294.10 299.60 +2.00 55,397 170,503 +2,037
Jan17 160927 299.20 301.00 295.40 300.80 +2.30 9,346 41,132 +1,320
Mar17 160927 300.70 302.80 297.60 302.60 +2.50 9,299 43,768 +1,610
May17 160927 302.10 304.40 299.70 304.00 +2.80 4,485 29,185 +517
Jul17 160927 303.40 306.00 301.40 305.40 +2.80 4,432 31,336 +969
Aug17 160927 303.90 306.30 302.00 305.50 +2.50 1,344 3,573 +127
Sep17 160927 303.70 306.00 302.00 305.20 +2.60 698 4,143 +118
Oct17 160927 301.00 304.10 298.80 302.50 +2.50 418 3,689 +79
Dec17 160927 301.60 304.50 299.70 303.00 +2.40 1,855 12,694 +406
Total Volume and Open Interest 105,571 368,008 +5,026
Soybean Oil(CBOT)
Oct16 160927 33.17 33.25 32.67 33.12 unch 22,413 26,479 -3,839
Dec16 160927 33.37 33.49 32.90 33.35 unch 74,561 220,988 +5,691
Jan17 160927 33.62 33.71 33.14 33.59 unch 23,256 50,540 +1,621
Mar17 160927 33.90 33.91 33.38 33.83 unch 15,602 50,376 +5,279
May17 160927 33.97 34.02 33.57 33.99 unch 3,947 31,546 +651
Jul17 160927 34.23 34.23 33.73 34.15 unch 4,061 19,537 -170
Aug17 160927 34.05 34.21 33.75 34.18 +0.01 642 3,419 -44
Sep17 160927 33.97 34.19 33.80 34.18 +0.03 218 2,854 -25
Oct17 160927 33.72 34.04 33.69 34.01 +0.02 159 2,257 +16
Dec17 160927 34.10 34.10 33.60 34.06 +0.05 1,286 7,859 -55
Total Volume and Open Interest 146,158 416,153 +9,129
Canola(WCE)
Nov16 160927 467.0 467.4 464.2 465.6 -1.8 16,932 129,904 +1,809
Jan17 160927 474.3 474.9 471.5 473.1 -1.5 4,536 30,737 +249
Mar17 160927 479.5 480.1 477.4 478.4 -1.5 711 11,046 +84
May17 160927 482.9 485.2 482.0 483.5 -1.4 554 8,402 +292
Jul17 160927 486.5 488.3 485.0 486.6 -1.8 1,041 10,223 +478
Total Volume and Open Interest 24,494 197,799 +3,191
Corn(CBOT)
Dec16 160927 329.25 332.50 327.25 331.75 +2.75 150,668 759,893 +1,719
Mar17 160927 339.00 342.25 337.25 341.75 +2.75 52,587 247,535 +6,365
May17 160927 345.75 349.25 344.25 348.75 +2.75 18,036 63,368 -1,505
Jul17 160927 353.00 356.25 351.50 355.75 +3.00 11,354 113,825 +2,385
Sep17 160927 359.75 363.00 358.50 362.75 +3.00 1,439 41,589 +208
Dec17 160927 368.50 372.50 367.75 372.00 +2.50 4,944 72,482 +363
Mar18 160927 379.25 382.25 378.25 381.75 +2.25 82 4,973 +2
May18 160927 385.00 387.25 385.00 387.25 +2.25 7 1,054 +0
Jul18 160927 388.50 391.25 388.00 391.25 +2.25 57 1,374 +5
Sep18 160927 388.00 390.50 387.25 390.50 +2.50 17 489 -1
Total Volume and Open Interest 239,216 1,310,933 +9,546
Wheat(CBOT)
Dec16 160927 397.25 405.00 394.00 404.00 +8.00 44,340 304,410 +22
Mar17 160927 421.00 427.25 416.75 426.00 +6.25 9,524 90,583 +451
May17 160927 434.50 440.25 430.75 439.50 +5.75 3,013 22,866 -454
Jul17 160927 444.75 449.25 440.50 448.50 +5.00 2,716 33,892 +440
Sep17 160927 457.75 462.75 454.75 462.50 +5.00 273 3,490 +15
Dec17 160927 476.25 481.50 473.25 481.00 +5.00 509 6,213 +47
Total Volume and Open Interest 60,390 463,613 +524
Wheat(KCBT)
Dec16 160927 414.75 420.25 410.75 419.25 +5.25 14,608 140,704 -2,443
Mar17 160927 431.25 436.75 427.25 436.00 +5.25 4,884 44,989 +320
May17 160927 441.75 446.75 437.50 446.00 +5.25 897 18,200 +118
Jul17 160927 451.75 456.50 447.75 456.00 +5.25 855 23,162 +379
Sep17 160927 465.00 470.00 463.50 469.50 +5.25 59 2,896 +3
Dec17 160927 483.50 488.75 481.00 488.75 +6.00 70 2,225 +12
Mar18 160927 500.00 500.00 500.00 500.00 +6.50 0 210 +0
Total Volume and Open Interest 21,373 232,470 -1,611
Wheat(MGE)
Dec16 160927 494.00 504.00 493.25 502.75 +8.25 6,638 29,328 -480
Mar17 160927 502.00 511.50 501.25 511.00 +9.00 2,254 16,037 +203
May17 160927 509.00 518.75 509.00 518.75 +9.25 357 7,848 +118
Jul17 160927 518.00 527.00 518.00 527.00 +9.25 125 3,505 +7
Sep17 160927 529.50 536.50 527.00 536.50 +9.50 202 3,434 +76
Dec17 160927 544.25 550.50 544.25 550.50 +9.25 21 2,110 +8
Total Volume and Open Interest 9,597 62,268 -68
Oats(CBOT)
Dec16 160927 174.00 175.25 172.50 174.50 +1.25 250 8,740 +15
Mar17 160927 185.00 185.00 184.00 184.75 unch 16 1,919 +0
May17 160927 189.75 189.75 189.75 189.75 unch 0 52 +0
Jul17 160927 197.75 197.75 197.75 197.75 +0.50 0 26 +0
Total Volume and Open Interest 266 10,737 +15
Rough Rice(CBOT)
Nov16 160927 9.70 9.80 9.65 9.78 +0.10 262 9,855 +5
Jan17 160927 9.94 10.04 9.90 10.02 +0.10 58 1,076 -3
Mar17 160927 10.15 10.26 10.15 10.26 +0.11 0 81 +0
May17 160927 10.46 10.46 10.46 10.46 +0.11 0 7 +0
Total Volume and Open Interest 320 11,019 +2
Live Cattle(CME)
Oct16 160927 106.300 106.300 103.830 103.830 -3.000 19,710 41,370 -2,947
Dec16 160927 105.535 105.680 103.135 103.135 -3.000 30,780 116,937 +3,232
Feb17 160927 105.850 105.885 103.300 103.650 -2.650 11,273 48,312 +230
Apr17 160927 105.330 105.385 103.080 103.385 -2.400 7,078 35,357 +799
Jun17 160927 98.535 98.580 96.500 97.000 -1.980 1,715 11,792 +108
Aug17 160927 96.680 96.830 95.000 95.450 -1.835 669 6,850 +96
Total Volume and Open Interest 71,470 261,942 +1,656
Feeder Cattle(CME)
Sep16 160927 135.650 135.825 134.700 134.825 -1.225 1,003 1,669 -338
Oct16 160927 130.380 130.750 126.550 126.850 -4.200 6,583 15,170 -1,313
Nov16 160927 127.285 127.450 123.385 123.385 -4.500 5,358 15,764 +1,545
Jan17 160927 122.730 122.900 119.000 119.230 -4.155 1,351 5,563 +197
Mar17 160927 121.350 121.550 117.900 118.100 -3.750 766 4,149 +5
Apr17 160927 120.830 120.885 118.080 118.080 -3.555 147 617 +11
May17 160927 120.250 120.250 117.385 118.050 -3.050 139 681 +51
Total Volume and Open Interest 15,387 43,767 +187
Lean Hogs(CME)
Oct16 160927 53.300 53.850 51.500 51.700 -1.350 9,382 34,255 -1,371
Dec16 160927 48.785 49.300 46.285 46.450 -2.150 14,087 122,683 +1,077
Feb17 160927 52.950 53.500 51.150 51.300 -1.650 4,579 36,042 +714
Apr17 160927 59.100 59.600 57.600 57.700 -1.500 2,546 23,781 +861
May17 160927 66.635 66.635 65.330 65.385 -0.945 25 486 +16
Jun17 160927 70.350 70.800 69.050 69.200 -1.335 365 5,933 +54
Jul17 160927 69.930 70.050 68.680 68.680 -1.070 44 903 -2
Aug17 160927 69.500 69.500 67.900 67.900 -1.400 40 660 +13
Total Volume and Open Interest 31,081 225,246 +1,372
Class III Milk(CME)
Sep16 160927 16.40 16.40 16.38 16.38 unch 34 5,148 +5
Oct16 160927 15.32 15.40 15.12 15.20 -0.14 185 4,849 -41
Nov16 160927 15.57 15.63 15.32 15.43 -0.14 233 4,372 +26
Dec16 160927 15.45 15.50 15.20 15.27 -0.17 198 3,578 +37
Jan17 160927 15.27 15.30 15.09 15.16 -0.17 196 2,113 +164
Feb17 160927 15.41 15.41 15.25 15.34 -0.11 192 2,139 +171
Mar17 160927 15.50 15.50 15.38 15.44 -0.10 83 1,891 +60
Apr17 160927 15.62 15.63 15.54 15.60 -0.06 27 1,647 +24
May17 160927 15.82 15.85 15.75 15.85 +0.01 61 1,525 +32
Jun17 160927 16.06 16.07 15.95 16.06 -0.01 44 1,399 +36
Jul17 160927 16.36 16.37 16.28 16.29 -0.07 63 838 +52
Aug17 160927 16.54 16.55 16.45 16.49 -0.05 15 748 +6
Sep17 160927 16.64 16.65 16.56 16.56 -0.08 13 772 +4
Total Volume and Open Interest 1,446 32,483 +606
Cocoa(ICE)
Dec16 160927 2845 2876 2831 2868 +23 23,720 101,006 +233
Mar17 160927 2815 2847 2804 2839 +22 7,941 77,461 +587
May17 160927 2808 2840 2798 2832 +21 2,710 17,249 -153
Jul17 160927 2803 2835 2801 2829 +20 492 7,675 +37
Sep17 160927 2810 2828 2810 2825 +19 104 5,965 +55
Dec17 160927 2819 2822 2817 2817 +18 50 4,289 +5
Mar18 160927 2814 2816 2809 2809 +17 28 3,815 +28
Total Volume and Open Interest 35,045 217,512 +792
Coffee "C"(ICE)
Dec16 160927 153.25 154.35 151.50 153.70 +0.15 22,808 106,976 -1,284
Mar17 160927 156.75 157.65 154.80 157.00 +0.15 6,789 38,902 +144
May17 160927 158.75 159.50 156.80 158.85 +0.10 2,897 19,006 +618
Jul17 160927 160.00 161.10 158.60 160.55 +0.15 744 5,666 +19
Sep17 160927 161.75 162.50 160.35 161.90 +0.10 243 4,488 -10
Dec17 160927 162.90 164.05 162.90 163.70 +0.10 162 6,457 +57
Total Volume and Open Interest 33,656 183,321 -450
Orange Juice(ICE)
Nov16 160927 202.30 209.85 202.30 209.30 +4.95 636 13,952 -67
Jan17 160927 198.50 204.45 198.50 202.90 +2.45 92 2,005 +29
Mar17 160927 197.55 199.85 197.40 199.70 +1.70 1 512 +1
May17 160927 196.00 196.85 196.00 196.05 +0.35 0 172 +0
Jul17 160927 192.50 192.50 191.15 191.15 -1.65 0 3 +0
Sep17 160927 190.65 190.65 190.65 190.65 -1.65      
Total Volume and Open Interest 729 16,646 -37
Sugar #11(ICE)
Oct16 160927 22.64 23.12 22.37 23.02 +0.48 41,480 71,145 -16,007
Mar17 160927 23.13 23.55 22.84 23.44 +0.32 70,512 483,742 +6,397
May17 160927 22.39 22.69 22.09 22.60 +0.23 14,873 132,937 +994
Jul17 160927 21.54 21.73 21.24 21.66 +0.13 8,239 87,699 +1,961
Oct17 160927 20.95 21.08 20.67 21.03 +0.08 2,485 57,982 +523
Mar18 160927 20.50 20.65 20.26 20.60 +0.05 1,047 25,627 -75
May18 160927 19.72 19.83 19.45 19.78 +0.03 291 8,564 +66
Jul18 160927 19.00 19.12 18.81 19.08 +0.01 78 4,932 -19
Total Volume and Open Interest 139,099 879,671 -6,139
London Cocoa(LCE)
Dec16 160927 2275 2290 2266 2285 +12 17,320 98,233 -1,238
Mar17 160927 2220 2238 2215 2233 +12 10,704 74,767 +700
May17 160927 2219 2236 2215 2232 +12 4,439 37,872 +640
Jul17 160927 2220 2239 2218 2233 +12 1,281 10,402 +134
Sep17 160927 2219 2227 2219 2226 +12 817 14,998 +77
Dec17 160927 2198 2206 2197 2205 +14 532 7,036 +124
Mar18 160927 2193 2193 2179 2193 +14 16 62 +8
Total Volume and Open Interest 35,109 243,370 +445
London Sugar(LCE)
Dec16 160927 599.50 605.90 590.30 605.20 +6.30 3,745 37,105 +552
Mar17 160927 601.90 607.80 593.10 607.10 +6.40 1,707 22,419 +20
May17 160927 594.50 597.80 584.80 597.30 +5.30 676 13,179 +157
Aug17 160927 578.60 580.70 569.60 580.20 +3.00 352 6,788 +113
Oct17 160927 558.90 560.70 552.80 559.50 +1.40 140 4,467 +29
Total Volume and Open Interest 6,637 86,014 +869
Cotton(ICE)
Oct16 160927 69.39 69.39 69.39 69.39 +0.23 106 9 -78
Dec16 160927 70.07 70.77 69.36 69.74 -0.34 15,655 165,767 +259
Mar17 160927 70.53 71.15 69.84 70.24 -0.30 4,557 51,856 +1,387
May17 160927 70.85 71.52 70.33 70.67 -0.29 927 10,913 +92
Jul17 160927 70.87 71.52 70.39 70.72 -0.26 774 7,998 +77
Oct17 160927 70.11 70.11 70.11 70.11 -0.28      
Total Volume and Open Interest 22,776 250,868 +1,962
Lumber(CME)
Nov16 160927 327.0 329.0 321.7 326.2 -0.9 440 2,850 -1
Jan17 160927 334.6 336.3 330.6 334.3 -0.7 182 563 +43
Mar17 160927 340.0 340.0 335.1 339.9 +0.3 12 106 +7
May17 160927 338.8 338.8 338.8 338.8 -2.8 3 18 +0
Total Volume and Open Interest 637 3,554 +49
Crude Oil(NYM)
Nov16 160927 45.62 45.96 44.19 44.67 -1.26 718,395 531,477 -9,897
Dec16 160927 46.16 46.51 44.76 45.24 -1.25 205,352 300,622 +6,706
Jan17 160927 46.77 47.09 45.35 45.82 -1.26 59,960 141,699 +3,711
Feb17 160927 47.41 47.63 45.95 46.38 -1.28 36,435 80,239 +625
Mar17 160927 47.78 48.20 46.50 46.92 -1.29 34,768 141,256 +1,863
Apr17 160927 48.29 48.66 46.99 47.39 -1.29 15,514 44,051 +861
May17 160927 48.67 49.00 47.46 47.79 -1.28 12,551 33,489 -292
Jun17 160927 49.05 49.39 47.73 48.13 -1.27 37,927 115,845 -825
Jul17 160927 49.28 49.38 48.07 48.43 -1.25 8,248 24,092 +2,440
Aug17 160927 49.84 49.87 48.42 48.70 -1.22 4,397 19,580 +972
Sep17 160927 49.57 49.57 48.65 48.96 -1.19 7,758 37,070 +81
Oct17 160927 49.20 49.34 49.16 49.20 -1.16 2,324 16,701 +88
Nov17 160927 49.44 49.44 49.44 49.44 -1.14 1,836 16,619 -131
Dec17 160927 50.51 50.84 49.28 49.68 -1.12 32,294 164,168 +2,237
Jan18 160927 49.85 49.85 49.85 49.85 -1.10 866 16,277 +281
Feb18 160927 50.02 50.02 50.02 50.02 -1.09 336 5,239 +159
Total Volume and Open Interest 1,190,321 1,822,505 +9,963
e-miNY Crude Oil(NYM)
Nov16 160927 45.625 45.975 44.200 44.675 -1.250 13,883 2,256 +137
Dec16 160927 46.275 46.500 44.775 45.250 -1.250 819 1,008 +95
Jan17 160927 46.825 47.050 45.375 45.825 -1.250 21 196 -3
Feb17 160927 46.375 46.700 46.025 46.375 -1.275 1 196 +1
Mar17 160927 47.875 47.875 46.575 46.925 -1.275 0 171 +0
Apr17 160927 48.375 48.375 47.050 47.400 -1.275 1 141 +1
May17 160927 47.800 47.800 47.450 47.800 -1.275 6 59 -2
Jun17 160927 49.400 49.400 47.800 48.125 -1.275 8 137 -2
Jul17 160927 48.425 48.425 48.125 48.425 -1.250 4 75 -4
Aug17 160927 48.700 48.700 48.400 48.700 -1.225 4 87 -4
Total Volume and Open Interest 14,749 4,595 +221
NY Harbor ULSD(NYM)
Oct16 160927 143.76 144.57 139.67 140.99 -3.91 26,985 24,711 -6,140
Nov16 160927 144.91 145.50 140.44 141.61 -4.18 59,213 107,846 +5,155
Dec16 160927 146.39 146.70 141.80 142.84 -4.16 27,848 69,440 +2,158
Jan17 160927 147.30 148.05 143.39 144.29 -4.16 15,719 48,042 +2,061
Feb17 160927 148.77 148.77 144.61 145.47 -4.12 7,517 23,918 +214
Mar17 160927 149.10 149.10 145.30 146.06 -4.06 5,303 34,314 +942
Apr17 160927 147.19 147.40 145.36 145.98 -3.99 1,802 13,638 +287
May17 160927 147.71 147.71 145.78 146.32 -3.88 664 9,327 -62
Jun17 160927 149.47 149.47 146.14 146.89 -3.75 1,565 25,062 -13
Jul17 160927 148.50 148.57 147.76 147.90 -3.66 83 3,048 -1
Aug17 160927 150.20 150.20 149.07 149.07 -3.57 44 1,849 -3
Sep17 160927 149.85 150.36 149.85 150.36 -3.47 41 2,982 +1
Oct17 160927 151.61 151.61 151.61 151.61 -3.41 56 2,336 +16
Nov17 160927 153.61 153.61 152.75 152.75 -3.36 89 1,881 -20
Total Volume and Open Interest 148,698 404,425 +4,779
RBOB Gasoline(NYM)
Oct16 160927 139.86 141.18 136.55 139.37 -0.87 42,226 38,955 -6,426
Nov16 160927 138.06 138.44 134.71 136.26 -2.31 85,880 136,952 +2,137
Dec16 160927 135.68 135.68 132.02 133.34 -2.56 47,437 75,255 -2,338
Jan17 160927 134.41 134.98 131.49 132.81 -2.58 17,229 36,715 +2,183
Feb17 160927 134.41 134.62 132.65 133.94 -2.62 6,666 14,645 +569
Mar17 160927 136.21 136.93 135.00 136.24 -2.67 5,941 23,619 -544
Apr17 160927 156.00 156.22 153.39 154.51 -2.78 1,768 19,852 -48
May17 160927 155.47 156.08 154.53 155.56 -2.80 489 7,299 +56
Jun17 160927 157.34 157.54 154.09 155.27 -2.84 967 13,802 +282
Jul17 160927 154.93 155.03 153.66 154.39 -2.85 185 2,530 +106
Total Volume and Open Interest 209,896 397,234 -4,073
e-miNY RBOB Gasoline(NYM)
Oct16 160927 139.37 139.37 139.37 139.37 -0.87 0 1 +0
Nov16 160927 136.26 136.26 136.26 136.26 -2.31      
Dec16 160927 133.34 133.34 133.34 133.34 -2.56      
Jan17 160927 132.81 132.81 132.81 132.81 -2.58      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Oct16 160927 3.011 3.023 2.977 2.996 -0.001 93,791 24,065 -22,162
Nov16 160927 3.073 3.079 3.032 3.050 -0.005 99,222 280,345 +5,067
Dec16 160927 3.270 3.270 3.219 3.242 -0.008 30,200 94,464 +1,310
Jan17 160927 3.382 3.387 3.339 3.368 -0.003 25,476 154,932 +2,232
Feb17 160927 3.389 3.389 3.341 3.369 -0.005 8,184 41,402 +878
Mar17 160927 3.326 3.333 3.290 3.319 -0.005 16,366 98,536 +1,316
Apr17 160927 3.064 3.065 3.028 3.057 +0.001 17,520 91,446 -66
May17 160927 3.012 3.014 2.986 3.014 -0.001 4,255 31,244 -173
Jun17 160927 3.041 3.044 3.015 3.041 -0.003 2,136 29,928 +679
Jul17 160927 3.067 3.069 3.042 3.066 -0.004 1,652 19,508 +447
Aug17 160927 3.074 3.074 3.046 3.070 -0.005 957 16,673 +11
Sep17 160927 3.053 3.055 3.028 3.052 -0.005 1,776 19,270 +477
Oct17 160927 3.074 3.075 3.044 3.071 -0.004 6,079 43,118 -296
Nov17 160927 3.120 3.122 3.103 3.120 -0.005 3,755 14,845 -688
Dec17 160927 3.253 3.253 3.234 3.249 -0.007 1,935 20,653 -293
Jan18 160927 3.361 3.361 3.337 3.350 -0.009 3,410 15,849 -535
Total Volume and Open Interest 323,007 1,069,502 -10,835
Brent Crude Oil(ICE)
Nov16 160927 47.06 47.28 45.63 45.97 -1.38 306,857 152,754 -20,387
Dec16 160927 47.71 47.89 46.17 46.52 -1.41 309,962 542,973 +16,410
Jan17 160927 48.17 48.42 46.71 47.07 -1.38 77,382 244,282 +1,156
Feb17 160927 48.57 48.92 47.22 47.59 -1.37 46,012 125,881 +147
Mar17 160927 49.19 49.40 47.75 48.10 -1.35 53,848 180,933 +1,211
Apr17 160927 49.62 49.87 48.24 48.58 -1.35 21,621 65,029 +3,628
May17 160927 50.04 50.29 48.68 48.99 -1.36 14,361 51,096 -27
Jun17 160927 50.43 50.69 49.05 49.37 -1.34 48,732 131,045 +2,187
Jul17 160927 50.79 50.79 49.41 49.72 -1.32 3,830 32,972 -106
Aug17 160927 50.26 50.26 50.02 50.02 -1.30 2,268 24,258 +263
Sep17 160927 50.46 50.46 50.27 50.27 -1.28 4,466 50,171 -1,690
Oct17 160927 50.49 50.49 50.49 50.49 -1.26 1,023 21,773 -134
Nov17 160927 50.71 50.71 50.71 50.71 -1.24 696 20,122 -16
Dec17 160927 51.84 52.09 50.58 50.90 -1.22 47,940 195,630 -433
Total Volume and Open Interest 960,402 2,151,671 +2,690
Gas Oil(ICE)
Oct16 160927 421.75 423.75 409.25 410.00 -15.75 60,843 122,223 -6,278
Nov16 160927 423.50 425.50 410.75 411.50 -16.00 81,740 127,490 +9,502
Dec16 160927 424.50 426.75 412.25 412.75 -16.00 56,926 188,926 +7,980
Jan17 160927 428.50 430.25 416.25 416.75 -15.50 22,712 71,303 +3,053
Feb17 160927 431.25 434.00 420.25 420.75 -15.25 9,395 37,137 +91
Mar17 160927 434.50 437.25 423.75 424.00 -15.00 10,420 35,686 -754
Apr17 160927 437.25 438.75 426.50 426.75 -15.00 3,667 20,400 -99
May17 160927 440.00 442.75 429.50 429.50 -15.00 4,578 16,120 +978
Jun17 160927 442.50 445.25 432.25 432.25 -14.75 10,086 50,571 +321
Jul17 160927 443.00 443.25 436.00 436.25 -14.50 1,035 16,455 +217
Total Volume and Open Interest 275,310 871,340 +15,538
Ethanol(CBOT)
Oct16 160927 1.560 1.578 1.560 1.574 +0.025 245 503 -153
Nov16 160927 1.490 1.507 1.490 1.507 +0.025 397 1,511 +271
Dec16 160927 1.445 1.454 1.443 1.452 +0.020 116 1,245 +44
Jan17 160927 1.399 1.418 1.399 1.418 +0.020 59 580 +12
Feb17 160927 1.419 1.419 1.419 1.419 +0.020 52 175 -4
Mar17 160927 1.437 1.437 1.437 1.437 +0.020 78 141 +26
Apr17 160927 1.462 1.462 1.462 1.462 +0.020 0 219 +0
May17 160927 1.469 1.469 1.469 1.469 +0.020 0 5 +0
Total Volume and Open Interest 947 4,385 +196
WTI Crude Oil(ICE)
Nov16 160927 45.70 45.95 44.19 44.67 -1.26 60,349 67,593 -2,141
Dec16 160927 46.15 46.50 44.75 45.24 -1.25 55,712 123,822 +5,326
Jan17 160927 46.73 47.07 45.36 45.82 -1.26 18,521 35,850 +1,810
Feb17 160927 47.51 47.51 45.95 46.38 -1.28 9,631 27,605 -244
Mar17 160927 48.05 48.06 46.53 46.92 -1.29 8,217 42,020 +554
Apr17 160927 48.53 48.53 46.98 47.39 -1.29 2,997 10,654 -168
May17 160927 48.35 48.35 47.51 47.79 -1.28 1,896 6,793 -31
Jun17 160927 49.30 49.30 47.73 48.13 -1.27 8,356 42,977 +653
Jul17 160927 48.42 48.57 48.26 48.43 -1.25 1,174 6,918 +1
Aug17 160927 48.70 48.70 48.70 48.70 -1.22 769 1,579 -38
Sep17 160927 48.96 48.96 48.96 48.96 -1.19 1,240 10,399 -84
Oct17 160927 49.20 49.20 49.20 49.20 -1.16 394 1,520 -198
Nov17 160927 49.44 49.44 49.44 49.44 -1.14 129 1,323 +0
Dec17 160927 50.09 50.18 49.30 49.68 -1.12 8,626 74,977 +1,432
Jan18 160927 49.85 49.85 49.85 49.85 -1.10 17 599 +14
Feb18 160927 50.02 50.02 50.02 50.02 -1.09 7 637 +7
Total Volume and Open Interest 179,216 507,382 +7,115
US Dollar Index(ICE)
Dec16 160927 95.250 95.580 95.145 95.313 +0.103 16,219 45,717 +453
Mar17 160927 95.235 95.485 95.065 95.232 +0.092 201 3,197 +65
Jun17 160927 95.105 95.385 95.030 95.162 +0.092 2 281 +0
Total Volume and Open Interest 16,426 49,204 +522
Australian Dollar(CME)
Dec16 160927 76.22 76.80 75.96 76.49 +0.28 70,840 93,566 +132
Mar17 160927 75.89 76.63 75.82 76.34 +0.28 14 422 +2
Jun17 160927 76.00 76.30 75.81 76.18 +0.29 1 1 +1
Total Volume and Open Interest 70,855 93,990 +135
British Pound(CME)
Dec16 160927 129.94 130.48 129.58 130.43 +0.56 97,152 238,008 +5,026
Mar17 160927 129.98 130.70 129.84 130.67 +0.56 41 1,272 +15
Jun17 160927 130.96 130.96 130.26 130.96 +0.56 0 413 +0
Total Volume and Open Interest 97,193 239,794 +5,041
Canadian Dollar(CME)
Dec16 160927 75.64 76.00 75.33 75.71 +0.09 83,469 97,452 +3,092
Mar17 160927 75.70 76.04 75.39 75.76 +0.09 85 1,189 +21
Jun17 160927 75.83 76.08 75.50 75.83 +0.10 36 284 +6
Sep17 160927 75.89 76.05 75.59 75.89 +0.09 0 115 +0
Total Volume and Open Interest 83,590 99,145 +3,119
Japanese Yen(CME)
Dec16 160927 100.04 100.27 99.37 100.08 +0.08 102,299 146,396 +3,111
Mar17 160927 100.56 100.66 99.78 100.48 +0.08 101 460 +47
Jun17 160927 100.88 101.03 100.35 100.95 +0.10 0 101 +0
Total Volume and Open Interest 102,400 146,985 +3,158
Swiss Franc(CME)
Dec16 160927 103.65 104.00 103.27 103.54 -0.17 16,184 38,580 -665
Mar17 160927 104.09 104.48 103.85 104.09 -0.16 2 20 +2
Jun17 160927 104.73 104.73 104.72 104.73 -0.16 0 15 +0
Total Volume and Open Interest 16,186 38,617 -663
EuroFX(CME)
Dec16 160927 112.93 113.00 112.32 112.62 -0.34 129,823 316,288 -1,074
Mar17 160927 113.33 113.44 112.77 113.06 -0.33 360 2,285 +96
Jun17 160927 113.68 113.92 113.29 113.58 -0.33 26 1,055 +16
Total Volume and Open Interest 130,211 319,665 -960
Mexican Peso(CME)
Oct16 160927 512.75 512.75 512.75 512.75 +11.25 1 1 +0
Nov16 160927 511.25 511.25 511.25 511.25 +11.25      
Total Volume and Open Interest 37,428 160,550 +1,166
Brazilian Real(CME)
Oct16 160927 308.65 310.30 307.50 309.20 +1.45 963 24,067 +602
Nov16 160927 306.35 308.00 306.30 306.75 +1.50 142 147 +117
Dec16 160927 303.95 305.50 303.90 304.10 +1.40 5 3,805 +2
Jan17 160927 301.45 301.45 301.45 301.45 +1.40      
Total Volume and Open Interest 1,110 28,019 +721
30-Year T-Bonds(CBOT)
Dec16 160927 168~140 169~220 167~290 169~140 +1~060 161,292 558,828 -7,813
Mar17 160927 168~000 168~050 167~020 168~050 +1~010 0 5 +0
Jun17 160927 167~090 167~090 167~090 167~090 +1~010      
Total Volume and Open Interest 161,292 558,833 -7,813
10-Year T-Notes(CBOT)
Dec16 160927 131~115 131~215 131~045 131~170 +0~070 719,773 2,714,157 -34,793
Mar17 160927 130~300 130~300 130~300 130~300 +0~070 0 4 +0
Jun17 160927 130~220 130~220 130~220 130~220 +0~070      
Total Volume and Open Interest 719,773 2,714,161 -34,793
5-Year T-Notes(CBOT)
Sep16 160927 121~210 121~252 121~170 121~224 +0~030 817 46,147 -517
Dec16 160927 121~210 121~260 121~162 121~224 +0~030 356,167 2,747,755 -4,761
Mar17 160927 121~126 121~126 121~126 121~126 +0~030      
Total Volume and Open Interest 356,984 2,793,902 -5,278
2 Year T-Notes(CBOT)
Sep16 160927 109~116 109~132 109~110 109~130 +0~014 518 4,577 -189
Dec16 160927 109~084 109~100 109~070 109~092 +0~010 181,082 999,751 +7,483
Mar17 160927 109~086 109~086 109~086 109~086 +0~010      
Total Volume and Open Interest 181,600 1,004,328 +7,294
Eurodollars(CME)
Dec16 160927 99.100 99.100 99.070 99.085 -0.010 145,159 1,588,146 +2,082
Mar17 160927 99.065 99.065 99.040 99.055 unch 107,554 1,195,848 +5,148
Jun17 160927 99.020 99.030 99.000 99.020 +0.005 121,076 1,112,293 +5,370
Sep17 160927 98.995 99.000 98.970 98.990 +0.005 109,131 881,518 -81
Dec17 160927 98.955 98.960 98.930 98.950 +0.005 174,443 1,412,800 -8,256
Mar18 160927 98.930 98.945 98.910 98.930 +0.005 92,433 655,064 +5,122
Jun18 160927 98.905 98.915 98.880 98.905 +0.010 93,405 501,691 +7,925
Sep18 160927 98.875 98.885 98.850 98.875 +0.010 77,392 398,989 -3,942
Dec18 160927 98.830 98.850 98.805 98.835 +0.010 76,270 643,883 +8,638
Mar19 160927 98.815 98.830 98.785 98.815 +0.015 44,188 428,417 -1,680
Jun19 160927 98.780 98.800 98.755 98.785 +0.015 46,769 375,239 -1,455
Sep19 160927 98.750 98.765 98.720 98.750 +0.015 38,871 263,185 +746
Dec19 160927 98.700 98.725 98.675 98.710 +0.015 38,770 327,207 +2,044
Mar20 160927 98.670 98.695 98.645 98.685 +0.020 24,320 144,745 +1,268
Jun20 160927 98.630 98.660 98.605 98.650 +0.025 27,633 108,810 -715
Sep20 160927 98.595 98.625 98.570 98.610 +0.025 27,186 87,034 +2,888
Dec20 160927 98.545 98.575 98.520 98.565 +0.025 27,241 108,187 -2,657
Mar21 160927 98.505 98.540 98.480 98.530 +0.030 18,902 58,891 +272
Total Volume and Open Interest 1,379,750 10,800,550 +29,486
Ultra T-Bond(CBOT)
Sep16 160921 181~04 181~26 179~25 181~16 -0~03 891 2,673 -5,955
Dec16 160927 184~05 185~30 183~20 185~22 +1~22 52,202 600,905 +750
Mar17 160927 184~22 184~22 184~22 184~22 +1~22      
Total Volume and Open Interest 52,202 600,905 +750
Ultra 10-Yr T-Note(CBOT)
Sep16 160921 143~160 143~210 143~000 143~170 -0~010 795 1,857 -858
Dec16 160927 144~130 144~305 144~045 144~260 +0~145 41,147 221,572 +2,091
Mar17 160927 144~245 144~245 144~245 144~245 +0~140      
Total Volume and Open Interest 41,147 221,572 +2,091
30 Day Federal Funds(CBOT)
Sep16 160927 99.605 99.605 99.603 99.603 unch 3,999 95,313 -423
Oct16 160927 99.610 99.610 99.605 99.610 unch 11,394 319,678 +99
Nov16 160927 99.585 99.590 99.585 99.590 +0.005 20,754 208,478 +6,596
Dec16 160927 99.530 99.540 99.525 99.530 +0.005 7,789 101,330 +163
Jan17 160927 99.480 99.490 99.475 99.485 +0.005 8,969 150,189 -1,353
Feb17 160927 99.470 99.480 99.460 99.470 +0.010 5,839 69,536 +3,732
Total Volume and Open Interest 70,134 1,144,777 +11,852
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 160927 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160927 99.99 99.99 99.99 99.99 unch      
Jun17 160927 99.99 99.99 99.99 99.99 unch      
Sep17 160927 99.99 99.99 99.99 99.99 unch      
Dec17 160927 99.99 99.99 99.99 99.99 unch      
Mar18 160927 100.00 100.00 100.00 100.00 unch      
Jun18 160927 99.86 99.86 99.86 99.86 unch      
Sep18 160927 99.71 99.71 99.71 99.71 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Dec16 160927 151.94 152.20 151.91 152.20 +0.26 1,989 14,366 -447
Mar17 160927 152.12 152.12 152.12 152.12 +0.26      
Jun17 160927 152.12 152.12 152.12 152.12 +0.26      
Total Volume and Open Interest 1,989 14,366 -447
Euro-Buxl(EUREX)
Dec16 160927 191.80 193.90 191.62 192.92 +1.08 25,617 149,437 -5,867
Mar17 160927 190.00 191.70 190.00 191.24 +1.08 17 53 +8
Jun17 160927 189.00 191.00 189.00 189.92 +1.08 1 1 +0
Total Volume and Open Interest 25,635 149,491 -5,859
Euro-Bund(EUREX)
Dec16 160927 165.50 166.27 165.46 165.98 +0.48 484,150 1,710,889 -90,612
Mar17 160927 168.06 168.84 167.97 168.54 +0.53 2,817 41,922 +2,179
Jun17 160927 166.00 166.44 166.00 166.44 -0.76      
Total Volume and Open Interest 486,967 1,752,811 -88,433
Euro-Bobl(EUREX)
Dec16 160927 132.06 132.31 132.05 132.24 +0.21 311,458 1,330,897 -18,517
Mar17 160927 133.95 134.05 133.95 134.01 +0.22 1,010 1,064 +1,009
Jun17 160927 132.49 132.49 132.49 132.49 +0.21      
Total Volume and Open Interest 312,468 1,331,961 -17,508
Euro-Schatz(EUREX)
Dec16 160927 112.14 112.19 112.12 112.17 +0.06 177,976 1,133,990 -8,888
Mar17 160927 112.17 112.17 112.17 112.17 +0.06      
Jun17 160927 112.17 112.17 112.17 112.17 +0.06      
Total Volume and Open Interest 177,976 1,133,990 -8,888
3-Mth Euribor(EUREX)
Sep16 160919 100.300 100.300 100.300 100.300 -0.005 1 3,718 +0
Dec16 160927 100.295 100.305 100.295 100.305 -0.015 0 3,418 +0
Mar17 160927 100.320 100.330 100.320 100.330 -0.015 3 3,235 +0
Total Volume and Open Interest 208 74,087 -5
Long Gilt(LIFFE)
Sep16 160927 132~04 132~19 132~04 132~12 +0~15 515 7,606 -515
Dec16 160927 130~26 131~16 130~24 131~07 +0~15 103,650 529,606 -2,829
Total Volume and Open Interest 104,165 537,212 -3,344
3-Mth Short Sterling(LIFFE)
Dec16 160927 99.69 99.69 99.67 99.68 -0.01 110,920 496,883 -25,286
Mar17 160927 99.73 99.74 99.72 99.73 -0.01 92,862 381,121 +19,168
Jun17 160927 99.76 99.77 99.74 99.76 unch 82,632 351,497 -5,664
Sep17 160927 99.77 99.78 99.76 99.77 unch 77,859 311,722 +11,768
Dec17 160927 99.77 99.79 99.76 99.78 +0.01 27,160 376,315 -3,220
Mar18 160927 99.77 99.79 99.76 99.78 +0.01 36,134 212,895 -144
Total Volume and Open Interest 593,801 2,949,979 +17,343
3-Mth Euribor(LIFFE)
Dec16 160927 100.320 100.320 100.290 100.300 -0.015 79,498 409,611 -2,697
Mar17 160927 100.345 100.345 100.310 100.325 -0.015 68,337 395,794 +2,956
Jun17 160927 100.365 100.365 100.335 100.350 -0.010 52,916 408,926 -1,739
Total Volume and Open Interest 579,968 3,031,003 +5,498
3-Mth Aus T-Bills(SFE)
Dec16 160927 98.26 98.26 98.24 98.26 unch 19,606 192,595 +1,407
Mar17 160927 98.31 98.32 98.30 98.31 -0.01 17,182 203,025 -2,368
Jun17 160927 98.34 98.35 98.32 98.33 -0.01 5,827 191,163 +499
Sep17 160927 98.35 98.36 98.33 98.34 -0.01 11,480 116,183 +1,580
Dec17 160927 98.36 98.37 98.34 98.34 -0.02 4,811 131,119 -867
Mar18 160927 98.34 98.35 98.32 98.33 -0.01 4,106 71,946 +1,632
Jun18 160927 98.32 98.33 98.30 98.31 -0.01 2,791 57,328 +1,001
Sep18 160927 98.29 98.30 98.28 98.29 unch 2,347 25,821 +916
Dec18 160927 98.25 98.27 98.25 98.25 unch 116 6,202 +8
Mar19 160927 98.22 98.23 98.22 98.22 unch 103 3,043 +97
Total Volume and Open Interest 68,406 1,000,727 +3,924
10-Year Aus T-Bonds(SFE)
Dec16 160927 98.03 98.05 98.01 98.02 unch 148,636 809,733 +5,613
Mar17 160927 98.02 98.02 98.02 98.02 unch      
Total Volume and Open Interest 148,636 809,733 +5,613
3-Year Aus T-Bonds(SFE)
Dec16 160927 98.45 98.47 98.43 98.44 -0.01 140,767 802,662 +11,283
Mar17 160927 98.44 98.44 98.44 98.44 -0.01      
Total Volume and Open Interest 140,767 802,662 +11,283
Gold(CMX)
Oct16 160927 1338.1 1338.9 1323.3 1326.0 -13.8 5,690 24,149 -1,441
Dec16 160927 1342.0 1343.5 1327.7 1330.4 -13.7 113,260 453,278 +6,799
Feb17 160927 1346.0 1346.6 1332.0 1334.1 -13.8 5,542 47,510 +1,281
Apr17 160927 1348.9 1349.2 1335.6 1337.3 -13.8 2,035 15,050 +374
Jun17 160927 1352.9 1352.9 1338.7 1340.4 -13.7 1,165 20,028 -133
Aug17 160927 1351.0 1353.9 1342.2 1343.3 -13.7 347 7,967 -156
Oct17 160927 1353.0 1353.0 1345.9 1345.9 -13.7 38 2,002 -3
Dec17 160927 1352.9 1353.6 1346.6 1348.4 -13.7 61 12,207 -40
Feb18 160927 1350.7 1350.7 1350.7 1350.7 -13.7 0 163 +0
Apr18 160927 1352.8 1352.8 1352.8 1352.8 -13.7 0 3 +0
Jun18 160927 1354.9 1354.9 1354.9 1354.9 -13.7 5 4,181 -12
Total Volume and Open Interest 129,032 593,835 +7,023
Silver(CMX)
Sep16 160927 1938.0 1938.0 1908.7 1908.7 -42.9 48 532 -30
Dec16 160927 1951.0 1961.0 1904.5 1916.5 -43.1 48,150 177,766 +495
Mar17 160927 1963.0 1971.5 1916.0 1928.0 -43.1 1,639 14,273 +389
May17 160927 1966.0 1966.0 1934.0 1935.4 -43.0 53 1,297 -42
Jul17 160927 1968.5 1968.5 1942.5 1942.7 -42.8 161 2,852 +36
Sep17 160927 1949.0 1949.0 1949.0 1949.0 -42.8 1 486 -1
Dec17 160927 1983.0 1983.0 1957.5 1957.7 -42.8 9 2,456 -2
Total Volume and Open Interest 50,319 203,708 +862
Platinum(NYMEX)
Oct16 160927 1043.9 1050.1 1022.6 1025.2 -17.7 18,835 26,095 -7,397
Jan17 160927 1046.6 1054.0 1026.6 1029.3 -17.4 7,598 41,788 +4,091
Apr17 160927 1051.8 1052.5 1031.6 1033.3 -17.3 1,317 3,824 +1,277
Jul17 160927 1054.2 1054.2 1036.4 1036.4 -17.4 0 29 +0
Total Volume and Open Interest 27,752 71,740 -2,030
Palladium(NYMEX)
Sep16 160927 701.40 701.40 700.15 700.15 +4.10 6 8 -8
Dec16 160927 695.85 703.35 691.60 701.05 +4.90 3,970 24,979 +341
Mar17 160927 699.80 703.50 695.20 702.65 +5.00 32 451 -9
Total Volume and Open Interest 4,010 25,476 +323
Copper(CMX)
Sep16 160927 217.40 218.50 216.05 216.15 -2.85 723 1,494 +55
Dec16 160927 219.20 219.65 216.10 217.10 -2.75 57,639 131,153 -5,461
Mar17 160927 220.15 220.55 217.15 218.15 -2.70 5,496 33,237 +411
May17 160927 221.00 221.00 217.85 218.85 -2.70 1,345 5,909 +297
Jul17 160927 220.20 221.50 218.55 219.40 -2.70 103 2,328 +10
Total Volume and Open Interest 66,470 184,927 -4,662
E-mini DJIA Index(CBOT)
Dec16 160927 18011 18152 17959 18139 +125 104,660 116,810 -3,680
Mar17 160927 17930 18080 17903 18077 +124 197 467 -10
Jun17 160927 17787 18001 17787 18001 +124 0 4 +0
Sep17 160927 17916 17916 17916 17916 +124      
Total Volume and Open Interest 104,857 117,281 -3,690
S & P 500(CME)
Dec16 160927 2139.10 2153.70 2133.50 2152.80 +13.10 4,407 63,595 +1,085
Mar17 160927 2146.90 2146.90 2129.10 2146.90 +13.10 2 163 +0
Jun17 160927 2141.30 2141.30 2123.50 2141.30 +13.10 0 60 +0
Sep17 160927 2138.00 2138.00 2120.30 2138.00 +13.00      
Total Volume and Open Interest 4,409 63,818 +1,085
S & P 500 E-Mini(Globex)
Dec16 160927 2139.25 2154.00 2132.75 2152.75 +13.00 1,448,300 2,905,516 -6,591
Mar17 160927 2134.75 2147.75 2127.25 2147.00 +13.25 1,702 5,822 +751
Jun17 160927 2126.00 2141.75 2121.75 2141.25 +13.00 268 571 +170
Sep17 160927 2120.75 2138.00 2119.75 2138.00 +13.00 1 10 +1
Total Volume and Open Interest 1,450,271 2,911,919 -5,669
NASDAQ 100 E-Mini(Globex)
Dec16 160927 4813.80 4864.50 4800.80 4860.80 +45.80 197,323 292,783 +2,476
Mar17 160927 4804.50 4858.00 4797.30 4856.80 +46.00 59 228 +12
Jun17 160927 4829.00 4850.80 4828.00 4850.80 +46.00 0 10 +0
Total Volume and Open Interest 197,382 293,026 +2,488
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 160927 1541.50 1551.60 1532.80 1540.00 +1.70 13,909 81,681 -1,157
Mar17 160927 1538.00 1544.50 1531.50 1538.00 +1.60      
Total Volume and Open Interest 13,909 81,681 -1,157
Volatility Index(CBOE)
Sep16 160921 15.90 16.10 15.20 15.30 -0.58 83,892 73,593 -14,529
Oct16 160927 16.30 16.55 15.30 15.53 -0.74 102,138 264,218 +23,318
Nov16 160927 17.40 17.63 16.68 16.88 -0.50 53,165 87,019 +16,712
Dec16 160927 17.90 18.13 17.35 17.48 -0.45 22,984 57,960 +1,624
Total Volume and Open Interest 194,415 479,947 +46,415
Russell 2000(ICE)
Dec16 160927 1236.90 1247.70 1232.70 1244.00 +7.20 64,142 326,996 -3,408
Mar17 160927 1240.50 1240.50 1240.50 1240.50 +7.20 0 269 +0
Jun17 160927 1237.50 1237.50 1237.50 1237.50 +7.20 0 170 +0
Total Volume and Open Interest 64,142 327,574 -3,408
Nikkei 225(CME)
Dec16 160927 16335 16605 16205 16510 +180 8,618 33,423 -840
Mar17 160927 16310 16600 16250 16510 +180 0 13 +0
Total Volume and Open Interest 8,618 33,436 -840
Nikkei 225(SGX)
Dec16 160927 16370 16560 16150 16540 +155 82,258 155,231 -206
Mar17 160927 16200 16500 16100 16500 +150 1,979 917 -85
Jun17 160927 16380 16380 16380 16380 +155      
Total Volume and Open Interest 84,269 163,221 -2,188
Nikkei 225(CME) Yen
Sep16 160908 16990 17005 16830 16990 +20 87,426 48,721 -20,945
Dec16 160927 16300 16560 16155 16465 +185 35,277 48,055 -5,289
Mar17 160927 16145 16490 16095 16405 +185 31 59 +9
Total Volume and Open Interest 35,308 48,120 -5,280
Nikkei 225(CME) e-Mini Yen
Sep16 160908 16990 16990 16860 16990 +20 0 12 +0
Dec16 160927 16460 16530 16170 16460 +180 8 7 +0
Mar17 160927 16400 16400 16400 16400 +180      
Total Volume and Open Interest 8 7 +0
CAC 40(EURONEXT)
Oct16 160927 4422.5 4435.5 4357.0 4394.0 -1.5 71,612 270,897 +814
Nov16 160927 4420.0 4432.0 4365.0 4391.0 -1.5 58 4,145 +1
Dec16 160927 4420.5 4420.5 4355.0 4385.5 -1.5 300 21,417 +140
Total Volume and Open Interest 71,971 296,521 +955
Hang Seng Index(HKFE)
Sep16 160927 23320 23666 23182 23622 +307 120,759 138,146 -5,815
Oct16 160927 23328 23665 23188 23621 +310 15,347 21,203 +8,106
Total Volume and Open Interest 137,136 170,089 +2,715
DAX(EUREX)
Dec16 160927 10439.5 10456.0 10252.5 10333.5 -44.0 74,616 158,686 -14,065
Mar17 160927 10427.0 10445.0 10258.0 10330.5 -44.0 34 1,084 -31
Jun17 160927 10459.0 10460.5 10284.5 10353.0 -46.0 18 60 +16
Total Volume and Open Interest 74,668 159,830 -14,080
Mini-DAX(EUREX)
Sep16 160916 10420.0 10427.0 10264.0 10264.0 -180.5 36,525 13,993 +636
Dec16 160927 10435.0 10455.0 10253.0 10333.5 -44.0 26,770 9,250 -1,251
Mar17 160927 10439.0 10442.0 10258.0 10330.5 -44.0 27 995 -25
Total Volume and Open Interest 26,812 10,257 -1,275
FT-SE 100(EURONEXT)
Dec16 160927 6776.00 6832.00 6728.50 6761.50 -21.00 85,027 673,396 -8,666
Mar17 160927 6758.00 6760.00 6682.00 6701.00 -21.00 5 904 +4
Jun17 160927 6634.00 6634.00 6634.00 6634.00 -21.00      
Total Volume and Open Interest 85,032 674,300 -8,662
SPI 200(SFE)
Dec16 160927 5413.0 5414.0 5356.0 5407.0 -10.0 46,017 272,188 +10,444
Mar17 160927 5359.0 5359.0 5359.0 5359.0 -10.0 1 1,442 +1
Jun17 160927 5346.0 5346.0 5346.0 5346.0 -10.0 0 1,397 +0
Total Volume and Open Interest 46,092 276,420 +10,510
FTSE MIB(ISE)
Dec16 160927 16280.00 16295.00 15930.00 16046.00 -109.00 24,607 43,302 +1,792
Mar17 160927 16225.00 16225.00 16016.00 16016.00 -117.00 21 103 -6
Jun17 160927 15656.00 15656.00 15656.00 15656.00 -117.00      
Total Volume and Open Interest 24,628 43,405 +1,786
KOSPI 200(KFE)
Dec16 160927 257.80 260.40 255.90 260.40 +2.10 95,556 130,216 +1,433
Mar17 160927 255.00 257.65 253.30 257.65 +1.95 192 3,133 +57
Jun17 160927 256.25 258.50 256.25 258.00 +1.90 8 821 +5
Total Volume and Open Interest 95,756 137,156 +1,495
GSCI(CME)
Oct16 160927 352.80 352.80 348.90 350.20 -5.20 31 14,814 +16
Nov16 160927 352.70 352.70 352.70 352.70 -5.30 0 50 +0
Dec16 160927 356.30 356.30 356.30 356.30 -5.30      
Total Volume and Open Interest 31 14,864 +16
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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