Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Wed September 28, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 160928 951.75 955.75 944.50 945.50 -7.00 114,173 340,606 -7,747
Jan17 160928 958.00 961.75 951.00 952.00 -6.75 23,655 102,376 +1,892
Mar17 160928 964.00 967.50 957.75 958.25 -7.00 12,477 68,359 -1,304
May17 160928 970.00 973.00 964.00 964.75 -6.25 3,658 44,710 +86
Jul17 160928 974.75 978.25 969.00 970.00 -5.75 4,884 50,666 -60
Aug17 160928 974.00 975.75 969.00 969.25 -5.50 175 1,961 +15
Sep17 160928 959.75 961.75 956.50 957.25 -4.75 69 877 +5
Nov17 160928 951.00 954.50 947.00 948.00 -4.75 4,248 29,690 +565
Jan18 160928 951.00 951.00 951.00 951.00 -4.50 84 785 +23
Mar18 160928 957.00 959.50 952.50 952.50 -4.00 10 175 +5
May18 160928 955.25 962.50 954.50 954.50 -3.50 10 68 +0
Jul18 160928 965.50 965.50 958.75 958.75 -3.00 0 136 +0
Aug18 160928 953.75 953.75 953.75 953.75 -4.50 0 17 +0
Sep18 160928 938.50 938.50 938.50 938.50 -4.50 0 17 +0
Total Volume and Open Interest 163,448 640,698 -6,517
Soybean Meal(CBOT)
Oct16 160928 299.30 304.60 298.00 299.70 +0.40 20,334 22,712 -3,624
Dec16 160928 299.50 304.30 298.10 299.40 -0.20 54,033 170,919 +416
Jan17 160928 300.70 305.30 299.60 300.50 -0.30 6,829 42,481 +1,349
Mar17 160928 302.50 307.10 301.60 302.50 -0.10 5,666 44,640 +872
May17 160928 304.00 308.50 303.50 304.20 +0.20 3,533 29,408 +223
Jul17 160928 305.80 309.80 305.00 305.70 +0.30 4,587 32,232 +896
Aug17 160928 305.50 309.90 305.00 305.90 +0.40 921 3,761 +188
Sep17 160928 305.20 309.60 305.20 305.80 +0.60 706 4,305 +162
Oct17 160928 303.40 306.40 303.00 303.00 +0.50 641 3,939 +250
Dec17 160928 303.60 307.00 302.80 303.70 +0.70 1,754 13,288 +594
Total Volume and Open Interest 99,147 369,394 +1,386
Soybean Oil(CBOT)
Oct16 160928 33.13 33.13 32.44 32.64 -0.48 29,396 20,630 -5,849
Dec16 160928 33.37 33.37 32.67 32.89 -0.46 65,389 224,056 +3,068
Jan17 160928 33.58 33.58 32.91 33.13 -0.46 9,376 51,918 +1,378
Mar17 160928 33.63 33.63 33.16 33.37 -0.46 5,151 50,056 -320
May17 160928 34.00 34.00 33.34 33.54 -0.45 1,870 31,571 +25
Jul17 160928 33.90 33.91 33.51 33.70 -0.45 1,032 19,659 +122
Aug17 160928 34.10 34.10 33.55 33.74 -0.44 107 3,443 +24
Sep17 160928 33.95 33.95 33.57 33.71 -0.47 92 2,875 +21
Oct17 160928 33.50 33.56 33.48 33.52 -0.49 95 2,256 -1
Dec17 160928 33.67 33.69 33.41 33.53 -0.53 422 7,811 -48
Total Volume and Open Interest 112,976 414,613 -1,540
Canola(WCE)
Nov16 160928 466.0 466.0 463.3 464.2 -1.4 11,434 130,300 +396
Jan17 160928 473.5 473.5 471.0 472.0 -1.1 2,059 31,364 +627
Mar17 160928 477.5 478.1 475.9 477.0 -1.4 445 11,008 -38
May17 160928 482.0 482.8 480.2 481.7 -1.8 471 8,334 -68
Jul17 160928 485.0 486.1 483.1 484.7 -1.9 689 10,237 +14
Total Volume and Open Interest 15,261 198,822 +1,023
Corn(CBOT)
Dec16 160928 331.75 332.50 328.75 329.25 -2.50 160,536 762,249 +2,356
Mar17 160928 341.50 342.25 338.75 339.00 -2.75 38,813 241,880 -5,655
May17 160928 348.75 349.25 345.75 346.25 -2.50 10,615 64,468 +1,100
Jul17 160928 355.50 356.00 353.00 353.25 -2.50 9,409 114,189 +364
Sep17 160928 362.75 363.00 360.00 360.25 -2.50 1,976 41,748 +159
Dec17 160928 372.00 372.50 369.25 369.25 -2.75 4,351 73,456 +974
Mar18 160928 380.00 382.00 379.25 379.25 -2.50 345 4,969 -4
May18 160928 384.75 384.75 384.75 384.75 -2.50 5 1,051 -3
Jul18 160928 389.00 389.00 389.00 389.00 -2.25 164 1,372 -2
Sep18 160928 388.00 388.00 388.00 388.00 -2.50 4 489 +0
Total Volume and Open Interest 226,310 1,310,291 -642
Wheat(CBOT)
Dec16 160928 404.50 407.25 401.75 403.25 -0.75 55,425 306,710 +2,300
Mar17 160928 426.25 428.50 423.75 426.00 unch 9,353 90,551 -32
May17 160928 440.00 441.50 437.00 439.75 +0.25 2,424 23,191 +325
Jul17 160928 449.00 451.50 446.50 449.75 +1.25 2,329 34,300 +408
Sep17 160928 462.75 464.50 461.00 464.00 +1.50 567 3,569 +79
Dec17 160928 481.25 483.25 480.50 482.75 +1.75 412 6,318 +105
Total Volume and Open Interest 70,582 466,801 +3,188
Wheat(KCBT)
Dec16 160928 419.25 423.00 417.75 421.25 +2.00 12,718 139,969 -735
Mar17 160928 435.75 439.25 434.25 438.00 +2.00 2,225 45,144 +155
May17 160928 446.50 449.25 444.50 448.00 +2.00 774 18,409 +209
Jul17 160928 456.50 459.50 454.50 458.00 +2.00 607 23,340 +178
Sep17 160928 469.75 472.25 468.50 471.75 +2.25 44 2,903 +7
Dec17 160928 490.00 491.50 487.75 491.50 +2.75 76 2,266 +41
Mar18 160928 503.25 503.25 503.25 503.25 +3.25 0 210 +0
Total Volume and Open Interest 16,444 232,325 -145
Wheat(MGE)
Dec16 160928 501.75 509.25 501.50 508.50 +5.75 5,206 28,830 -498
Mar17 160928 510.25 516.75 509.75 516.00 +5.00 1,498 16,000 -37
May17 160928 518.00 524.00 517.50 523.50 +4.75 242 7,804 -44
Jul17 160928 527.00 532.00 526.75 531.75 +4.75 162 3,525 +20
Sep17 160928 536.00 541.25 536.00 540.75 +4.25 121 3,442 +8
Dec17 160928 554.25 555.25 552.25 555.25 +4.75 10 2,120 +10
Total Volume and Open Interest 7,239 61,727 -541
Oats(CBOT)
Dec16 160928 175.00 175.25 174.00 174.00 -0.50 260 8,748 +8
Mar17 160928 184.75 184.75 183.00 183.75 -1.00 40 1,931 +12
May17 160928 188.75 188.75 188.75 188.75 -1.00 0 52 +0
Jul17 160928 197.25 197.25 197.25 197.25 -0.50 0 26 +0
Total Volume and Open Interest 300 10,757 +20
Rough Rice(CBOT)
Nov16 160928 9.75 9.93 9.65 9.74 -0.04 250 9,772 -83
Jan17 160928 9.95 10.12 9.90 9.98 -0.03 111 1,069 -7
Mar17 160928 10.23 10.35 10.15 10.23 -0.03 26 90 +9
May17 160928 10.44 10.44 10.44 10.44 -0.02 0 7 +0
Total Volume and Open Interest 387 10,938 -81
Live Cattle(CME)
Oct16 160928 102.830 104.180 101.535 103.480 -0.350 7,876 41,471 +101
Dec16 160928 102.700 104.385 101.550 103.635 +0.500 17,077 117,908 +971
Feb17 160928 103.230 105.080 102.330 104.100 +0.450 6,060 49,053 +741
Apr17 160928 102.535 104.785 102.050 103.600 +0.215 3,145 35,634 +277
Jun17 160928 96.600 98.230 95.800 97.135 +0.135 680 11,938 +146
Aug17 160928 95.100 96.785 94.535 95.785 +0.335 318 6,900 +50
Total Volume and Open Interest 35,192 264,235 +2,293
Feeder Cattle(CME)
Sep16 160928 135.000 135.500 134.800 135.185 +0.360 455 1,602 -67
Oct16 160928 126.180 130.700 125.750 128.035 +1.185 3,855 14,442 -728
Nov16 160928 122.580 126.900 122.035 124.650 +1.265 3,609 16,290 +526
Jan17 160928 118.680 122.785 118.200 120.680 +1.450 984 5,793 +230
Mar17 160928 117.500 121.480 117.135 119.450 +1.350 656 4,243 +94
Apr17 160928 117.050 121.150 117.050 119.250 +1.170 133 640 +23
May17 160928 117.300 120.285 116.750 118.900 +0.850 83 694 +13
Total Volume and Open Interest 9,819 43,878 +111
Lean Hogs(CME)
Oct16 160928 52.300 52.450 51.500 51.700 unch 9,505 32,969 -1,286
Dec16 160928 47.000 47.450 46.150 46.700 +0.250 14,089 122,526 -157
Feb17 160928 51.680 52.000 50.985 51.200 -0.100 3,190 36,255 +213
Apr17 160928 57.900 58.450 57.450 57.680 -0.020 1,613 24,189 +408
May17 160928 65.500 65.500 65.300 65.300 -0.085 11 488 +2
Jun17 160928 69.080 69.850 68.950 69.230 +0.030 279 6,006 +73
Jul17 160928 68.580 69.330 68.500 68.680 unch 78 901 -2
Aug17 160928 67.900 68.535 67.900 68.400 +0.500 22 668 +8
Total Volume and Open Interest 28,803 224,499 -747
Class III Milk(CME)
Sep16 160928 16.38 16.41 16.37 16.41 +0.03 19 5,142 -6
Oct16 160928 15.20 15.33 15.10 15.27 +0.07 407 4,754 -95
Nov16 160928 15.43 15.71 15.36 15.67 +0.24 407 4,365 -7
Dec16 160928 15.25 15.53 15.25 15.51 +0.24 392 3,702 +124
Jan17 160928 15.21 15.36 15.21 15.33 +0.17 347 2,248 +135
Feb17 160928 15.36 15.48 15.36 15.46 +0.12 164 2,212 +73
Mar17 160928 15.46 15.60 15.46 15.56 +0.12 226 2,042 +151
Apr17 160928 15.60 15.69 15.60 15.65 +0.05 157 1,722 +75
May17 160928 15.85 15.88 15.85 15.88 +0.03 190 1,616 +91
Jun17 160928 16.08 16.10 16.08 16.10 +0.04 67 1,460 +61
Jul17 160928 16.35 16.35 16.35 16.35 +0.06 23 851 +13
Aug17 160928 16.50 16.55 16.50 16.50 +0.01 28 761 +13
Sep17 160928 16.61 16.61 16.61 16.61 +0.05 40 788 +16
Total Volume and Open Interest 2,555 33,166 +683
Cocoa(ICE)
Dec16 160928 2862 2868 2800 2825 -43 11,818 101,207 +201
Mar17 160928 2839 2841 2774 2800 -39 6,561 77,973 +512
May17 160928 2830 2831 2770 2794 -38 2,095 16,556 -693
Jul17 160928 2830 2830 2768 2792 -37 267 7,732 +57
Sep17 160928 2805 2805 2768 2789 -36 71 6,017 +52
Dec17 160928 2799 2803 2775 2782 -35 34 4,316 +27
Mar18 160928 2792 2792 2775 2775 -34 16 3,803 -12
Total Volume and Open Interest 20,862 217,656 +144
Coffee "C"(ICE)
Dec16 160928 153.90 154.60 151.00 153.10 -0.60 19,716 105,697 -1,279
Mar17 160928 157.05 157.80 154.40 156.40 -0.60 4,527 39,048 +146
May17 160928 159.05 159.70 156.30 158.30 -0.55 2,197 20,931 +1,925
Jul17 160928 160.75 161.30 158.00 160.00 -0.55 509 5,696 +30
Sep17 160928 162.70 162.70 159.50 161.50 -0.40 107 4,503 +15
Dec17 160928 161.40 163.85 161.40 163.40 -0.30 125 6,483 +26
Total Volume and Open Interest 27,195 184,185 +864
Orange Juice(ICE)
Nov16 160928 210.00 218.25 201.50 206.85 -2.45 482 14,006 +54
Jan17 160928 203.70 212.80 197.00 202.55 -0.35 168 2,122 +117
Mar17 160928 201.25 205.85 196.75 198.00 -1.70 1 513 +1
May17 160928 197.90 197.90 193.50 193.50 -2.55 8 180 +8
Jul17 160928 189.55 189.55 189.55 189.55 -1.60 5 7 +4
Sep17 160928 189.05 189.05 189.05 189.05 -1.60      
Total Volume and Open Interest 664 16,830 +184
Sugar #11(ICE)
Oct16 160928 23.20 23.36 22.95 23.27 +0.25 35,488 54,639 -16,506
Mar17 160928 23.59 23.85 23.36 23.78 +0.34 60,591 490,794 +7,052
May17 160928 22.67 22.89 22.53 22.85 +0.25 12,472 133,947 +1,010
Jul17 160928 21.74 21.90 21.59 21.86 +0.20 7,426 89,127 +1,428
Oct17 160928 21.08 21.17 20.94 21.14 +0.11 3,327 57,942 -40
Mar18 160928 20.55 20.70 20.51 20.67 +0.07 1,205 25,920 +293
May18 160928 19.81 19.86 19.74 19.81 +0.03 313 8,707 +143
Jul18 160928 19.16 19.16 19.08 19.10 +0.02 155 4,934 +2
Total Volume and Open Interest 121,247 873,140 -6,531
London Cocoa(LCE)
Dec16 160928 2285 2287 2241 2263 -22 9,716 97,473 -760
Mar17 160928 2228 2235 2187 2208 -25 9,534 73,952 -815
May17 160928 2230 2231 2187 2207 -25 3,504 38,093 +221
Jul17 160928 2231 2232 2190 2210 -23 1,553 10,849 +447
Sep17 160928 2219 2220 2189 2204 -22 794 15,043 +45
Dec17 160928 2199 2205 2174 2186 -19 424 7,391 +355
Mar18 160928 2189 2189 2162 2174 -19 97 116 +54
Total Volume and Open Interest 25,622 242,917 -453
London Sugar(LCE)
Dec16 160928 604.40 613.50 602.50 612.00 +6.80 4,846 37,463 +358
Mar17 160928 607.40 614.40 605.00 612.80 +5.70 2,134 21,805 -614
May17 160928 597.00 604.00 596.40 602.70 +5.40 792 13,612 +433
Aug17 160928 579.10 585.80 579.00 584.60 +4.40 322 6,882 +94
Oct17 160928 560.30 562.60 557.50 561.70 +2.20 122 4,551 +84
Total Volume and Open Interest 8,225 86,377 +363
Cotton(ICE)
Oct16 160928 68.13 68.13 68.13 68.13 -1.26 6 5 -4
Dec16 160928 69.90 69.91 68.28 68.48 -1.26 11,182 166,611 +844
Mar17 160928 70.29 70.37 68.79 68.98 -1.26 3,196 53,372 +1,516
May17 160928 70.65 70.66 69.23 69.41 -1.26 556 10,963 +50
Jul17 160928 70.71 70.72 69.34 69.48 -1.24 328 8,080 +82
Oct17 160928 68.94 68.94 68.94 68.94 -1.17      
Total Volume and Open Interest 15,529 253,449 +2,581
Lumber(CME)
Nov16 160928 322.5 327.2 322.5 325.6 -0.6 298 2,853 +3
Jan17 160928 333.4 335.6 332.0 335.0 +0.7 55 581 +18
Mar17 160928 339.2 340.0 339.0 339.2 -0.7 4 109 +3
May17 160928 338.2 338.2 338.2 338.2 -0.6 0 18 +0
Total Volume and Open Interest 357 3,578 +24
Crude Oil(NYM)
Nov16 160928 44.96 47.45 44.35 47.05 +2.38 527,119 531,922 +445
Dec16 160928 45.50 48.04 44.94 47.65 +2.41 146,465 302,156 +1,534
Jan17 160928 46.16 48.58 45.56 48.22 +2.40 42,625 144,246 +2,547
Feb17 160928 46.66 49.08 46.14 48.74 +2.36 19,075 78,596 -1,643
Mar17 160928 47.16 49.57 46.67 49.23 +2.31 25,743 144,959 +3,703
Apr17 160928 47.81 50.00 47.18 49.65 +2.26 8,908 44,693 +642
May17 160928 48.00 50.18 47.65 50.00 +2.21 5,365 34,081 +592
Jun17 160928 48.33 50.62 47.92 50.29 +2.16 23,871 116,236 +391
Jul17 160928 49.12 50.70 48.25 50.55 +2.12 2,696 24,148 +56
Aug17 160928 48.62 51.00 48.55 50.79 +2.09 3,084 20,800 +1,220
Sep17 160928 48.97 51.24 48.80 51.01 +2.05 4,237 36,486 -584
Oct17 160928 49.85 51.22 49.43 51.22 +2.02 2,785 16,773 +72
Nov17 160928 51.43 51.43 51.43 51.43 +1.99 1,481 16,869 +250
Dec17 160928 49.90 51.94 49.50 51.64 +1.96 26,541 167,131 +2,963
Jan18 160928 51.79 51.79 51.79 51.79 +1.94 403 16,349 +72
Feb18 160928 51.35 51.93 51.34 51.93 +1.91 174 5,337 +98
Total Volume and Open Interest 851,388 1,835,191 +12,686
e-miNY Crude Oil(NYM)
Nov16 160928 44.900 47.450 44.350 47.050 +2.375 11,542 2,303 +47
Dec16 160928 45.500 48.000 44.950 47.650 +2.400 611 1,082 +74
Jan17 160928 45.950 48.500 45.725 48.225 +2.400 28 208 +12
Feb17 160928 47.525 48.750 46.500 48.750 +2.375 14 185 -11
Mar17 160928 49.225 49.225 49.225 49.225 +2.300 13 160 -11
Apr17 160928 49.450 49.650 49.450 49.650 +2.250 1 140 -1
May17 160928 50.000 50.000 50.000 50.000 +2.200 0 59 +0
Jun17 160928 48.275 50.300 48.275 50.300 +2.175 3 137 +0
Jul17 160928 50.550 50.550 50.550 50.550 +2.125 0 75 +0
Aug17 160928 50.800 50.800 50.800 50.800 +2.100 0 87 +0
Total Volume and Open Interest 12,216 4,702 +107
NY Harbor ULSD(NYM)
Oct16 160928 141.63 149.50 141.02 149.10 +8.11 22,239 21,778 -2,933
Nov16 160928 142.30 150.05 141.59 149.56 +7.95 48,358 108,334 +488
Dec16 160928 143.77 151.09 142.73 150.59 +7.75 20,173 69,156 -284
Jan17 160928 145.14 152.47 144.15 151.95 +7.66 9,814 48,633 +591
Feb17 160928 146.20 153.50 145.36 153.02 +7.55 6,887 23,726 -192
Mar17 160928 146.70 153.87 146.11 153.52 +7.46 7,491 34,687 +373
Apr17 160928 147.41 153.64 146.04 153.35 +7.37 2,437 14,921 +1,283
May17 160928 148.00 153.64 146.62 153.57 +7.25 444 9,378 +51
Jun17 160928 149.48 154.25 146.84 154.00 +7.11 710 25,162 +100
Jul17 160928 150.20 154.90 150.20 154.89 +6.99 69 3,037 -11
Aug17 160928 154.97 155.98 154.97 155.95 +6.88 49 1,856 +7
Sep17 160928 150.74 157.22 150.74 157.14 +6.78 98 2,973 -9
Oct17 160928 158.31 158.31 158.31 158.31 +6.70 114 2,421 +85
Nov17 160928 153.50 159.38 153.47 159.38 +6.63 124 1,912 +31
Total Volume and Open Interest 120,250 403,682 -743
RBOB Gasoline(NYM)
Oct16 160928 140.82 148.67 139.20 147.77 +8.40 36,178 28,680 -10,275
Nov16 160928 137.48 144.67 135.96 143.85 +7.59 63,884 141,026 +4,074
Dec16 160928 134.31 140.93 132.82 140.25 +6.91 29,394 77,032 +1,777
Jan17 160928 133.54 140.14 132.13 139.57 +6.76 12,601 37,933 +1,218
Feb17 160928 134.33 141.11 133.36 140.60 +6.66 3,950 14,621 -24
Mar17 160928 136.70 143.36 135.62 142.83 +6.59 2,736 24,132 +513
Apr17 160928 156.48 161.35 154.23 160.99 +6.48 2,556 19,821 -31
May17 160928 157.28 162.30 155.26 161.96 +6.40 742 7,214 -85
Jun17 160928 156.63 161.97 154.95 161.59 +6.32 1,763 14,105 +303
Jul17 160928 155.79 160.64 154.24 160.64 +6.25 288 2,504 -26
Total Volume and Open Interest 156,273 394,836 -2,398
e-miNY RBOB Gasoline(NYM)
Oct16 160928 140.20 147.77 140.20 147.77 +8.40 0 1 +0
Nov16 160928 143.85 143.85 143.85 143.85 +7.59      
Dec16 160928 140.25 140.25 140.25 140.25 +6.91      
Jan17 160928 139.57 139.57 139.57 139.57 +6.76      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Oct16 160928 2.994 2.994 2.905 2.952 -0.044 44,209 18,953 -5,112
Nov16 160928 3.035 3.043 2.944 3.002 -0.048 92,383 287,563 +7,218
Dec16 160928 3.242 3.242 3.148 3.199 -0.043 31,762 95,113 +649
Jan17 160928 3.359 3.361 3.277 3.327 -0.041 29,242 156,551 +1,619
Feb17 160928 3.351 3.353 3.281 3.331 -0.038 10,452 41,855 +453
Mar17 160928 3.308 3.308 3.238 3.283 -0.036 17,080 98,728 +192
Apr17 160928 3.030 3.038 3.000 3.036 -0.021 16,170 90,964 -482
May17 160928 2.988 2.996 2.962 2.995 -0.019 6,581 32,939 +1,695
Jun17 160928 3.015 3.036 2.993 3.023 -0.018 4,726 31,462 +1,534
Jul17 160928 3.040 3.061 3.020 3.050 -0.016 2,768 18,853 -655
Aug17 160928 3.046 3.067 3.025 3.054 -0.016 1,619 16,375 -298
Sep17 160928 3.052 3.052 3.009 3.037 -0.015 2,535 19,291 +21
Oct17 160928 3.046 3.068 3.028 3.055 -0.016 6,554 44,203 +1,085
Nov17 160928 3.104 3.121 3.077 3.103 -0.017 5,423 15,367 +522
Dec17 160928 3.228 3.234 3.208 3.232 -0.017 4,363 20,544 -109
Jan18 160928 3.330 3.333 3.314 3.333 -0.017 2,014 15,917 +68
Total Volume and Open Interest 280,538 1,078,070 +8,568
Brent Crude Oil(ICE)
Nov16 160928 46.14 48.96 45.70 48.69 +2.72 208,153 134,251 -18,503
Dec16 160928 46.75 49.50 46.26 49.24 +2.72 236,073 549,827 +6,854
Jan17 160928 47.29 49.97 46.82 49.72 +2.65 76,262 246,542 +2,260
Feb17 160928 47.80 50.35 47.35 50.16 +2.57 39,327 128,950 +3,069
Mar17 160928 48.31 50.83 47.87 50.60 +2.50 31,863 180,265 -668
Apr17 160928 48.82 51.26 48.37 51.01 +2.43 12,130 65,911 +882
May17 160928 49.23 51.62 48.77 51.39 +2.40 10,390 53,187 +2,091
Jun17 160928 49.66 51.96 49.16 51.74 +2.37 29,148 133,908 +2,863
Jul17 160928 50.00 52.15 49.66 52.06 +2.34 3,196 33,608 +636
Aug17 160928 50.69 52.32 50.69 52.32 +2.30 662 24,397 +139
Sep17 160928 52.00 52.53 52.00 52.53 +2.26 2,012 49,981 -190
Oct17 160928 51.78 52.71 51.78 52.71 +2.22 623 21,702 -71
Nov17 160928 51.02 52.88 51.02 52.88 +2.17 361 20,161 +39
Dec17 160928 51.17 53.27 50.73 53.03 +2.13 25,635 196,973 +1,343
Total Volume and Open Interest 685,967 2,153,022 +1,351
Gas Oil(ICE)
Oct16 160928 413.50 437.75 411.75 416.00 +6.00 57,686 115,743 -6,480
Nov16 160928 415.25 439.00 413.25 417.50 +6.00 92,278 139,524 +12,034
Dec16 160928 416.50 440.00 414.50 418.50 +5.75 56,678 192,064 +3,138
Jan17 160928 420.25 442.75 418.25 422.25 +5.50 16,593 74,185 +2,882
Feb17 160928 424.25 445.75 422.00 426.00 +5.25 7,408 37,545 +408
Mar17 160928 427.75 448.75 425.75 429.25 +5.25 5,441 36,015 +329
Apr17 160928 429.75 450.75 428.75 432.00 +5.25 3,204 20,831 +431
May17 160928 432.50 451.50 431.50 434.75 +5.25 1,865 15,941 -179
Jun17 160928 435.25 456.25 433.75 437.50 +5.25 5,844 49,900 -671
Jul17 160928 440.50 458.75 440.50 441.25 +5.00 1,622 17,072 +617
Total Volume and Open Interest 256,643 883,888 +12,548
Ethanol(CBOT)
Oct16 160928 1.583 1.583 1.538 1.556 -0.018 254 373 -130
Nov16 160928 1.509 1.535 1.483 1.494 -0.013 292 1,694 +183
Dec16 160928 1.460 1.464 1.436 1.439 -0.013 18 1,244 -1
Jan17 160928 1.395 1.402 1.394 1.402 -0.016 47 594 +14
Feb17 160928 1.400 1.403 1.400 1.403 -0.016 10 185 +10
Mar17 160928 1.421 1.421 1.421 1.421 -0.016 0 141 +0
Apr17 160928 1.446 1.446 1.446 1.446 -0.016 0 219 +0
May17 160928 1.453 1.453 1.453 1.453 -0.016 0 5 +0
Total Volume and Open Interest 621 4,461 +76
WTI Crude Oil(ICE)
Nov16 160928 44.88 47.43 44.37 47.05 +2.38 48,182 68,840 +1,247
Dec16 160928 45.50 48.02 44.96 47.65 +2.41 37,633 126,714 +2,892
Jan17 160928 45.91 48.57 45.57 48.22 +2.40 14,846 36,158 +308
Feb17 160928 46.34 49.02 46.15 48.74 +2.36 6,729 27,625 +20
Mar17 160928 46.89 49.30 46.70 49.23 +2.31 6,382 42,339 +319
Apr17 160928 47.48 49.72 47.26 49.65 +2.26 2,536 10,474 -180
May17 160928 48.35 50.07 47.66 50.00 +2.21 1,463 6,803 +10
Jun17 160928 48.34 50.37 48.00 50.29 +2.16 4,767 42,373 -604
Jul17 160928 48.95 50.55 48.95 50.55 +2.12 642 7,031 +113
Aug17 160928 50.79 50.79 50.79 50.79 +2.09 518 1,509 -70
Sep17 160928 51.01 51.01 51.01 51.01 +2.05 294 10,391 -8
Oct17 160928 51.22 51.22 51.22 51.22 +2.02 296 1,515 -5
Nov17 160928 51.43 51.43 51.43 51.43 +1.99 54 1,323 +0
Dec17 160928 49.80 51.76 49.54 51.64 +1.96 4,151 75,474 +497
Jan18 160928 51.79 51.79 51.79 51.79 +1.94 1 599 +0
Feb18 160928 51.93 51.93 51.93 51.93 +1.91 0 637 +0
Total Volume and Open Interest 129,683 511,970 +4,588
US Dollar Index(ICE)
Dec16 160928 95.390 95.660 95.285 95.335 +0.022 10,782 46,344 +627
Mar17 160928 95.345 95.580 95.235 95.255 +0.022 98 3,211 +14
Jun17 160928 95.285 95.350 95.185 95.185 +0.022 2 282 +1
Total Volume and Open Interest 10,884 49,848 +644
Australian Dollar(CME)
Dec16 160928 76.53 76.79 76.29 76.74 +0.25 58,206 94,756 +1,190
Mar17 160928 76.40 76.61 76.16 76.59 +0.25 36 441 +19
Jun17 160928 76.30 76.42 76.19 76.42 +0.24 1 1 +0
Total Volume and Open Interest 58,243 95,199 +1,209
British Pound(CME)
Dec16 160928 130.42 130.53 129.99 130.44 +0.01 66,943 235,594 -2,414
Mar17 160928 130.50 130.75 130.26 130.68 +0.01 133 1,398 +126
Jun17 160928 130.96 130.99 130.60 130.96 unch 0 413 +0
Total Volume and Open Interest 67,076 237,506 -2,288
Canadian Dollar(CME)
Dec16 160928 75.80 76.51 75.40 76.44 +0.73 60,285 99,142 +1,690
Mar17 160928 75.80 76.55 75.47 76.49 +0.73 85 1,214 +25
Jun17 160928 75.80 76.55 75.55 76.55 +0.72 31 264 -20
Sep17 160928 76.61 76.61 75.62 76.61 +0.72 0 115 +0
Total Volume and Open Interest 60,401 100,840 +1,695
Japanese Yen(CME)
Dec16 160928 99.96 100.10 99.54 99.61 -0.47 94,291 153,393 +6,997
Mar17 160928 100.27 100.49 99.96 100.01 -0.47 34 476 +16
Jun17 160928 100.65 100.71 100.47 100.47 -0.48 0 101 +0
Total Volume and Open Interest 94,325 153,998 +7,013
Swiss Franc(CME)
Dec16 160928 103.51 103.67 103.18 103.46 -0.08 16,874 40,176 +1,596
Mar17 160928 104.00 104.19 103.75 104.00 -0.09 6 20 +0
Jun17 160928 104.64 104.64 104.48 104.64 -0.09 0 15 +0
Total Volume and Open Interest 16,880 40,213 +1,596
EuroFX(CME)
Dec16 160928 112.60 112.77 112.22 112.55 -0.07 119,056 318,684 +2,396
Mar17 160928 112.96 113.21 112.67 112.98 -0.08 4,778 4,504 +2,219
Jun17 160928 113.28 113.66 113.20 113.50 -0.08 32 1,083 +28
Total Volume and Open Interest 123,866 324,308 +4,643
Mexican Peso(CME)
Oct16 160928 515.25 515.25 515.25 515.25 +2.50 0 1 +0
Nov16 160928 511.50 513.75 511.50 513.75 +2.50      
Total Volume and Open Interest 40,074 158,738 -1,812
Brazilian Real(CME)
Oct16 160928 309.20 311.00 307.35 310.40 +1.20 1,237 23,799 -268
Nov16 160928 307.00 308.15 304.85 307.90 +1.15 117 227 +80
Dec16 160928 304.05 305.45 303.45 305.25 +1.15 31 3,834 +29
Jan17 160928 302.40 302.40 302.40 302.40 +0.95      
Total Volume and Open Interest 1,385 27,860 -159
30-Year T-Bonds(CBOT)
Dec16 160928 169~170 170~030 169~000 169~080 -0~060 167,451 559,572 +744
Mar17 160928 167~310 168~130 167~310 167~310 -0~060 1 5 +0
Jun17 160928 167~030 167~030 167~030 167~030 -0~060      
Total Volume and Open Interest 167,452 559,577 +744
10-Year T-Notes(CBOT)
Dec16 160928 131~165 131~200 131~105 131~140 -0~030 828,179 2,765,430 +51,273
Mar17 160928 130~285 130~285 130~280 130~285 -0~015 1 5 +1
Jun17 160928 130~205 130~205 130~205 130~205 -0~015      
Total Volume and Open Interest 828,180 2,765,435 +51,274
5-Year T-Notes(CBOT)
Sep16 160928 121~232 121~244 121~200 121~212 -0~012 9,930 43,284 -2,863
Dec16 160928 121~224 121~252 121~192 121~212 -0~012 424,972 2,762,452 +14,697
Mar17 160928 121~114 121~114 121~114 121~114 -0~012      
Total Volume and Open Interest 434,902 2,805,736 +11,834
2 Year T-Notes(CBOT)
Sep16 160928 109~130 109~134 109~114 109~120 -0~010 743 4,069 -508
Dec16 160928 109~092 109~100 109~080 109~084 -0~006 175,623 1,020,171 +20,420
Mar17 160928 109~080 109~080 109~080 109~080 -0~006      
Total Volume and Open Interest 176,366 1,024,240 +19,912
Eurodollars(CME)
Dec16 160928 99.090 99.105 99.075 99.085 unch 162,652 1,571,699 -16,447
Mar17 160928 99.055 99.070 99.040 99.055 unch 136,451 1,214,722 +18,874
Jun17 160928 99.025 99.035 99.005 99.020 unch 100,846 1,117,935 +5,642
Sep17 160928 98.985 99.005 98.975 98.990 unch 100,426 886,064 +4,546
Dec17 160928 98.950 98.965 98.935 98.950 unch 151,214 1,412,886 +86
Mar18 160928 98.930 98.950 98.915 98.930 unch 109,598 675,064 +20,000
Jun18 160928 98.905 98.920 98.885 98.900 -0.005 77,484 506,000 +4,309
Sep18 160928 98.870 98.890 98.855 98.870 -0.005 74,901 399,311 +322
Dec18 160928 98.830 98.855 98.810 98.830 -0.005 66,486 645,428 +1,545
Mar19 160928 98.810 98.830 98.790 98.805 -0.010 62,077 433,273 +4,856
Jun19 160928 98.780 98.800 98.760 98.775 -0.010 43,946 379,781 +4,542
Sep19 160928 98.750 98.770 98.725 98.740 -0.010 47,311 270,532 +7,347
Dec19 160928 98.710 98.725 98.685 98.700 -0.010 50,488 326,529 -678
Mar20 160928 98.680 98.700 98.655 98.670 -0.015 27,734 146,111 +1,366
Jun20 160928 98.645 98.660 98.620 98.635 -0.015 27,751 109,747 +937
Sep20 160928 98.605 98.625 98.585 98.595 -0.015 30,181 89,410 +2,376
Dec20 160928 98.560 98.580 98.540 98.550 -0.015 26,106 104,396 -3,791
Mar21 160928 98.525 98.540 98.500 98.515 -0.015 21,475 60,568 +1,677
Total Volume and Open Interest 1,385,408 10,859,868 +59,318
Ultra T-Bond(CBOT)
Sep16 160921 181~04 181~26 179~25 181~16 -0~03 891 2,673 -5,955
Dec16 160928 185~24 186~16 185~02 185~14 -0~08 58,442 600,306 -599
Mar17 160928 184~14 184~14 184~14 184~14 -0~08      
Total Volume and Open Interest 58,442 600,306 -599
Ultra 10-Yr T-Note(CBOT)
Sep16 160921 143~160 143~210 143~000 143~170 -0~010 795 1,857 -858
Dec16 160928 144~260 145~000 144~170 144~210 -0~050 44,479 224,688 +3,116
Mar17 160928 144~195 144~195 144~195 144~195 -0~050      
Total Volume and Open Interest 44,479 224,688 +3,116
30 Day Federal Funds(CBOT)
Sep16 160928 99.603 99.605 99.603 99.603 unch 618 94,861 -452
Oct16 160928 99.610 99.610 99.605 99.610 unch 12,191 316,442 -3,236
Nov16 160928 99.590 99.590 99.580 99.585 -0.005 20,688 204,829 -3,649
Dec16 160928 99.535 99.535 99.520 99.520 -0.010 4,976 101,183 -147
Jan17 160928 99.485 99.485 99.465 99.470 -0.015 15,600 149,009 -1,180
Feb17 160928 99.475 99.475 99.450 99.455 -0.015 4,561 66,534 -3,002
Total Volume and Open Interest 73,990 1,134,422 -10,355
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 160928 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160928 99.99 99.99 99.99 99.99 unch      
Jun17 160928 99.99 99.99 99.99 99.99 unch      
Sep17 160928 99.99 99.99 99.99 99.99 unch      
Dec17 160928 99.99 99.99 99.99 99.99 unch      
Mar18 160928 100.00 100.00 100.00 100.00 unch      
Jun18 160928 99.86 99.86 99.86 99.86 unch      
Sep18 160928 99.71 99.71 99.71 99.71 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Dec16 160928 152.22 152.41 152.20 152.33 +0.13 1,932 14,965 +599
Mar17 160928 152.25 152.25 152.25 152.25 +0.13      
Jun17 160928 152.25 152.25 152.25 152.25 +0.13      
Total Volume and Open Interest 1,932 14,965 +599
Euro-Buxl(EUREX)
Dec16 160928 193.24 193.80 192.14 193.62 +0.70 31,437 150,474 +1,037
Mar17 160928 191.74 192.04 190.50 191.94 +0.70 16 47 -6
Jun17 160928 190.62 190.62 190.62 190.62 +0.70 0 1 +0
Total Volume and Open Interest 31,453 150,522 +1,031
Euro-Bund(EUREX)
Dec16 160928 165.97 166.19 165.75 166.15 +0.17 534,174 1,703,875 -7,014
Mar17 160928 168.57 168.70 168.33 168.70 +0.16 2,359 43,368 +1,446
Jun17 160928 166.61 166.61 166.61 166.61 +0.17 1 1 +1
Total Volume and Open Interest 536,534 1,747,244 -5,567
Euro-Bobl(EUREX)
Dec16 160928 132.21 132.28 132.16 132.25 +0.01 263,851 1,292,427 -38,470
Mar17 160928 134.02 134.02 133.97 134.01 unch 1 1,065 +1
Jun17 160928 132.50 132.50 132.50 132.50 +0.01      
Total Volume and Open Interest 263,852 1,293,492 -38,469
Euro-Schatz(EUREX)
Dec16 160928 112.16 112.18 112.14 112.17 -0.00 180,502 1,148,385 +14,395
Mar17 160928 112.17 112.17 112.17 112.17 -0.00      
Jun17 160928 112.17 112.17 112.17 112.17 -0.00      
Total Volume and Open Interest 180,502 1,148,385 +14,395
3-Mth Euribor(EUREX)
Sep16 160919 100.300 100.300 100.300 100.300 -0.005 1 3,718 +0
Dec16 160928 100.310 100.310 100.310 100.310 +0.005 0 3,418 +0
Mar17 160928 100.335 100.335 100.335 100.335 +0.005 0 3,235 +0
Total Volume and Open Interest 201 74,087 +0
Long Gilt(LIFFE)
Sep16 160928 132~12 132~12 132~06 132~07 -0~04 50 7,556 -50
Dec16 160928 131~07 131~10 130~27 131~05 -0~02 131,603 539,948 +10,342
Total Volume and Open Interest 131,653 547,504 +10,292
3-Mth Short Sterling(LIFFE)
Dec16 160928 99.68 99.68 99.67 99.68 -0.00 28,568 497,884 +1,001
Mar17 160928 99.73 99.73 99.71 99.73 unch 34,496 387,347 +6,226
Jun17 160928 99.76 99.76 99.74 99.75 -0.01 45,724 352,485 +988
Sep17 160928 99.77 99.77 99.75 99.76 -0.01 24,979 315,516 +3,794
Dec17 160928 99.77 99.78 99.75 99.77 -0.01 39,229 376,987 +672
Mar18 160928 99.78 99.78 99.76 99.77 -0.01 43,039 205,457 -7,438
Total Volume and Open Interest 386,582 2,964,812 +14,833
3-Mth Euribor(LIFFE)
Dec16 160928 100.305 100.310 100.300 100.310 +0.010 67,309 411,938 +2,327
Mar17 160928 100.330 100.335 100.320 100.330 +0.005 36,684 397,692 +1,898
Jun17 160928 100.350 100.355 100.345 100.350 unch 28,197 410,480 +1,554
Total Volume and Open Interest 512,797 3,061,717 +30,714
3-Mth Aus T-Bills(SFE)
Dec16 160928 98.25 98.27 98.25 98.26 unch 15,158 186,537 -6,058
Mar17 160928 98.30 98.33 98.30 98.31 unch 10,796 208,029 +5,004
Jun17 160928 98.32 98.35 98.32 98.34 +0.01 7,042 191,552 +389
Sep17 160928 98.33 98.36 98.33 98.35 +0.01 7,218 118,401 +2,218
Dec17 160928 98.34 98.37 98.34 98.35 +0.01 5,655 131,506 +387
Mar18 160928 98.32 98.36 98.32 98.34 +0.01 2,038 72,639 +693
Jun18 160928 98.30 98.34 98.30 98.33 +0.02 902 57,428 +100
Sep18 160928 98.28 98.32 98.28 98.30 +0.01 1,219 25,396 -425
Dec18 160928 98.27 98.29 98.25 98.27 +0.02 108 6,207 +5
Mar19 160928 98.24 98.25 98.23 98.25 +0.03 120 3,137 +94
Total Volume and Open Interest 50,256 1,003,134 +2,407
10-Year Aus T-Bonds(SFE)
Dec16 160928 98.02 98.07 98.01 98.05 +0.03 98,270 814,053 +4,320
Mar17 160928 98.05 98.05 98.05 98.05 +0.03      
Total Volume and Open Interest 98,270 814,053 +4,320
3-Year Aus T-Bonds(SFE)
Dec16 160928 98.44 98.48 98.43 98.48 +0.04 79,713 813,628 +10,966
Mar17 160928 98.48 98.48 98.48 98.48 +0.04      
Total Volume and Open Interest 79,713 813,628 +10,966
Gold(CMX)
Oct16 160928 1326.4 1326.9 1316.9 1319.4 -6.6 7,355 23,516 -633
Dec16 160928 1330.1 1331.1 1321.1 1323.7 -6.7 126,603 458,129 +4,851
Feb17 160928 1333.9 1334.1 1324.9 1327.4 -6.7 2,925 48,169 +659
Apr17 160928 1333.6 1336.7 1328.1 1330.7 -6.6 3,002 15,672 +622
Jun17 160928 1339.3 1340.0 1333.0 1333.7 -6.7 3,015 20,756 +728
Aug17 160928 1339.4 1340.1 1336.6 1336.6 -6.7 1,740 7,702 -265
Oct17 160928 1341.1 1342.1 1339.2 1339.2 -6.7 136 2,021 +19
Dec17 160928 1348.5 1348.5 1341.8 1341.8 -6.6 284 12,263 +56
Feb18 160928 1344.2 1344.2 1344.2 1344.2 -6.5 0 163 +0
Apr18 160928 1346.3 1346.3 1346.3 1346.3 -6.5 0 3 +0
Jun18 160928 1348.4 1348.4 1348.4 1348.4 -6.5 0 4,181 +0
Total Volume and Open Interest 145,345 599,973 +6,138
Silver(CMX)
Sep16 160928 1905.0 1905.5 1904.4 1904.4 -4.3 38 498 -34
Dec16 160928 1919.0 1927.0 1897.5 1912.1 -4.4 54,905 177,137 -629
Mar17 160928 1928.0 1938.5 1909.5 1923.8 -4.2 2,031 14,507 +234
May17 160928 1936.0 1942.5 1930.5 1931.2 -4.2 338 1,372 +75
Jul17 160928 1936.5 1944.0 1935.0 1938.5 -4.2 243 2,854 +2
Sep17 160928 1944.9 1944.9 1944.9 1944.9 -4.1 1 486 +0
Dec17 160928 1962.5 1962.5 1953.5 1953.6 -4.1 16 2,453 -3
Total Volume and Open Interest 57,936 203,441 -267
Platinum(NYMEX)
Oct16 160928 1027.5 1030.6 1012.3 1022.3 -2.9 18,720 19,058 -7,037
Jan17 160928 1030.7 1035.6 1016.4 1027.0 -2.3 10,630 47,776 +5,988
Apr17 160928 1034.3 1036.4 1023.5 1031.1 -2.2 313 4,055 +231
Jul17 160928 1034.2 1034.2 1034.2 1034.2 -2.2 0 29 +0
Total Volume and Open Interest 29,672 70,923 -817
Palladium(NYMEX)
Dec16 160928 702.00 717.50 699.50 714.40 +13.35 3,501 25,157 +178
Mar17 160928 705.70 716.45 705.70 716.00 +13.35 35 454 +3
Jun17 160928 717.80 717.80 717.80 717.80 +13.35 0 31 +0
Total Volume and Open Interest 3,542 25,649 +173
Copper(CMX)
Sep16 160928 217.80 217.95 217.80 217.95 +1.80 745 1,323 -171
Dec16 160928 217.25 220.40 216.85 218.75 +1.65 50,783 128,933 -2,220
Mar17 160928 218.10 221.20 218.00 219.75 +1.60 6,361 33,055 -182
May17 160928 219.55 221.80 218.70 220.40 +1.55 997 6,265 +356
Jul17 160928 219.60 222.15 219.30 220.95 +1.55 61 2,339 +11
Total Volume and Open Interest 60,505 183,260 -1,667
E-mini DJIA Index(CBOT)
Dec16 160928 18127 18260 18090 18238 +99 128,492 118,448 +1,638
Mar17 160928 18049 18191 18037 18174 +97 39 476 +9
Jun17 160928 18098 18098 17958 18098 +97 0 4 +0
Sep17 160928 18013 18013 18013 18013 +97      
Total Volume and Open Interest 128,531 118,928 +1,647
S & P 500(CME)
Dec16 160928 2152.20 2165.30 2144.00 2163.20 +10.40 5,752 63,620 +25
Mar17 160928 2157.40 2157.40 2139.90 2157.40 +10.50 0 163 +0
Jun17 160928 2151.80 2151.80 2134.30 2151.80 +10.50 0 60 +0
Sep17 160928 2148.40 2148.40 2131.00 2148.40 +10.40      
Total Volume and Open Interest 5,752 63,843 +25
S & P 500 E-Mini(Globex)
Dec16 160928 2152.00 2165.25 2144.00 2163.25 +10.50 1,602,771 2,885,941 -19,575
Mar17 160928 2145.50 2159.25 2138.25 2157.50 +10.50 1,652 6,155 +333
Jun17 160928 2140.00 2153.25 2132.75 2151.75 +10.50 11 571 +0
Sep17 160928 2148.50 2148.50 2148.50 2148.50 +10.50 0 10 +0
Total Volume and Open Interest 1,604,434 2,892,677 -19,242
NASDAQ 100 E-Mini(Globex)
Dec16 160928 4857.50 4873.30 4844.80 4868.30 +7.50 209,587 290,403 -2,380
Mar17 160928 4844.00 4869.00 4842.00 4864.30 +7.50 55 223 -5
Jun17 160928 4858.30 4858.30 4858.30 4858.30 +7.50 0 10 +0
Total Volume and Open Interest 209,642 290,641 -2,385
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 160928 1540.10 1555.20 1533.00 1554.60 +14.60 16,782 81,735 +54
Mar17 160928 1541.00 1552.60 1531.70 1552.60 +14.60      
Total Volume and Open Interest 16,782 81,735 +54
Volatility Index(CBOE)
Sep16 160921 15.90 16.10 15.20 15.30 -0.58 83,892 73,593 -14,529
Oct16 160928 15.50 15.93 15.20 15.23 -0.30 109,174 252,234 -11,984
Nov16 160928 16.85 17.19 16.60 16.73 -0.15 59,341 95,684 +8,665
Dec16 160928 17.45 17.77 17.20 17.30 -0.18 18,439 58,757 +797
Total Volume and Open Interest 205,645 478,457 -1,490
Russell 2000(ICE)
Dec16 160928 1242.00 1253.40 1236.10 1252.70 +8.70 77,445 326,352 -644
Mar17 160928 1249.20 1249.20 1249.20 1249.20 +8.70 2 269 +0
Jun17 160928 1246.20 1246.20 1246.20 1246.20 +8.70 0 170 +0
Total Volume and Open Interest 77,447 326,930 -644
Nikkei 225(CME)
Dec16 160928 16540 16600 16410 16590 +80 9,552 33,686 +263
Mar17 160928 16490 16595 16455 16590 +80 1 14 +1
Total Volume and Open Interest 9,553 33,700 +264
Nikkei 225(SGX)
Dec16 160928 16515 16515 16360 16445 -95 65,727 158,106 +2,875
Mar17 160928 16355 16420 16310 16410 -90 1,051 633 -284
Jun17 160928 16275 16275 16275 16275 -105      
Total Volume and Open Interest 66,788 165,802 +2,581
Nikkei 225(CME) Yen
Sep16 160908 16990 17005 16830 16990 +20 87,426 48,721 -20,945
Dec16 160928 16500 16555 16365 16540 +75 44,203 49,457 +1,402
Mar17 160928 16360 16480 16305 16480 +75 29 57 -2
Total Volume and Open Interest 44,232 49,520 +1,400
Nikkei 225(CME) e-Mini Yen
Sep16 160908 16990 16990 16860 16990 +20 0 12 +0
Dec16 160928 16540 16540 16380 16540 +80 2 9 +2
Mar17 160928 16480 16480 16480 16480 +80      
Total Volume and Open Interest 2 9 +2
CAC 40(EURONEXT)
Oct16 160928 4404.5 4470.5 4398.0 4428.5 +34.5 100,604 281,152 +10,255
Nov16 160928 4422.0 4466.0 4422.0 4425.5 +34.5 59 4,182 +37
Dec16 160928 4395.5 4461.0 4395.5 4419.5 +34.0 391 21,543 +126
Total Volume and Open Interest 101,054 306,939 +10,418
Hang Seng Index(HKFE)
Sep16 160928 23600 23658 23364 23641 +19 147,234 117,934 -20,212
Oct16 160928 23580 23653 23351 23636 +15 54,358 55,941 +34,738
Total Volume and Open Interest 203,338 185,247 +15,158
DAX(EUREX)
Dec16 160928 10367.0 10514.0 10361.5 10427.0 +93.5 99,729 167,399 +8,713
Mar17 160928 10368.5 10506.5 10368.5 10424.0 +93.5 59 1,105 +21
Jun17 160928 10381.5 10480.0 10380.5 10446.5 +93.5 5 60 +0
Total Volume and Open Interest 99,793 168,564 +8,734
Mini-DAX(EUREX)
Sep16 160916 10420.0 10427.0 10264.0 10264.0 -180.5 36,525 13,993 +636
Dec16 160928 10373.0 10520.0 10361.0 10427.0 +93.5 34,999 11,687 +2,437
Mar17 160928 10369.0 10507.0 10369.0 10424.0 +93.5 47 1,028 +33
Total Volume and Open Interest 35,049 12,727 +2,470
FT-SE 100(EURONEXT)
Dec16 160928 6783.50 6866.50 6765.00 6804.00 +42.50 108,847 674,138 +742
Mar17 160928 6742.00 6791.00 6740.00 6743.50 +42.50 52 955 +51
Jun17 160928 6676.50 6676.50 6676.50 6676.50 +42.50      
Total Volume and Open Interest 108,899 675,093 +793
SPI 200(SFE)
Dec16 160928 5405.0 5423.0 5367.0 5401.0 -6.0 22,219 269,759 -2,429
Mar17 160928 5353.0 5353.0 5353.0 5353.0 -6.0 0 1,442 +0
Jun17 160928 5340.0 5340.0 5340.0 5340.0 -6.0 0 1,397 +0
Total Volume and Open Interest 22,292 274,013 -2,407
FTSE MIB(ISE)
Dec16 160928 16135.00 16330.00 16120.00 16172.00 +126.00 33,102 45,390 +2,088
Mar17 160928 16175.00 16260.00 16152.00 16152.00 +136.00 3 103 +0
Jun17 160928 15750.00 15750.00 15750.00 15750.00 +94.00      
Total Volume and Open Interest 33,105 45,493 +2,088
KOSPI 200(KFE)
Dec16 160928 259.95 260.00 258.80 258.90 -1.50 104,820 132,108 +1,892
Mar17 160928 256.90 257.25 256.15 256.25 -1.40 277 3,263 +130
Jun17 160928 257.20 257.30 257.20 257.20 -0.80 0 821 +0
Total Volume and Open Interest 105,097 139,178 +2,022
GSCI(CME)
Oct16 160928 352.00 362.40 349.35 360.25 +10.05 189 14,795 -19
Nov16 160928 362.75 364.20 352.25 362.75 +10.05 0 50 +0
Dec16 160928 366.35 366.35 366.35 366.35 +10.05      
Total Volume and Open Interest 189 14,845 -19
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.

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy