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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Fri July 28, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug17 170728 992.75 1007.50 989.75 1000.75 +6.00 39,673 32,081 -7,349
Sep17 170728 998.00 1013.00 995.00 1006.00 +6.00 29,738 59,490 +1,480
Nov17 170728 1005.75 1019.75 1002.25 1013.00 +5.50 120,064 351,461 +3,079
Jan18 170728 1014.25 1028.25 1011.00 1021.50 +5.50 10,716 61,239 +503
Mar18 170728 1019.00 1031.00 1014.75 1025.25 +5.50 6,204 40,964 -767
May18 170728 1022.75 1034.75 1019.00 1028.00 +4.50 2,797 21,825 +384
Jul18 170728 1028.50 1038.50 1025.75 1032.75 +3.75 1,644 40,870 -173
Aug18 170728 1030.50 1030.50 1023.75 1030.50 +3.75 51 1,085 -14
Sep18 170728 1013.25 1015.25 1013.25 1015.25 +4.25 16 224 +2
Nov18 170728 999.00 1008.50 993.50 1001.75 +2.50 731 15,917 +174
Jan19 170728 1000.75 1005.75 1000.75 1005.75 +3.25 0 99 +0
Mar19 170728 1007.25 1023.00 1007.25 1007.25 +3.25 0 8 +0
May19 170728 1007.75 1008.75 999.75 1007.75 +3.25 0 7 +0
Jul19 170728 1011.50 1018.00 1006.25 1011.50 +3.25 0 21 +0
Total Volume and Open Interest 211,634 625,434 -2,681
Soybean Meal(CBOT)
Aug17 170728 321.90 324.90 320.70 321.00 -1.30 23,355 16,834 -4,209
Sep17 170728 323.60 327.00 322.90 323.30 -1.10 23,336 51,419 +583
Oct17 170728 325.80 328.90 324.90 325.30 -0.90 6,939 24,999 -381
Dec17 170728 328.60 331.90 327.80 328.50 -0.50 47,535 161,623 +534
Jan18 170728 330.50 333.30 329.50 330.00 -0.60 4,527 29,196 +691
Mar18 170728 331.20 334.00 329.90 330.50 -0.80 2,481 24,861 +118
May18 170728 331.80 333.80 329.90 330.50 -0.90 1,771 14,340 -79
Jul18 170728 332.60 335.10 331.00 331.60 -1.10 976 11,920 -130
Aug18 170728 332.40 334.60 331.00 331.00 -1.10 36 2,516 -2
Sep18 170728 332.30 333.20 328.80 329.00 -1.70 51 2,220 -6
Total Volume and Open Interest 111,382 346,847 -2,851
Soybean Oil(CBOT)
Aug17 170728 33.76 35.16 33.55 34.61 +0.76 38,912 22,929 -9,067
Sep17 170728 33.87 35.29 33.68 34.71 +0.74 34,069 68,719 +9,009
Oct17 170728 34.02 35.40 33.79 34.83 +0.76 6,491 24,761 +484
Dec17 170728 34.18 35.58 34.00 35.02 +0.73 51,697 178,793 +4,793
Jan18 170728 34.33 35.70 34.14 35.15 +0.72 3,594 33,944 +28
Mar18 170728 34.40 35.79 34.24 35.25 +0.71 3,507 32,877 -660
May18 170728 34.54 35.89 34.36 35.35 +0.71 1,439 18,222 +177
Jul18 170728 34.58 35.95 34.50 35.48 +0.70 1,246 16,414 +691
Aug18 170728 34.51 35.91 34.48 35.41 +0.70 115 2,067 +73
Sep18 170728 34.34 35.75 34.32 35.27 +0.72 66 2,136 -28
Total Volume and Open Interest 141,779 408,803 +5,542
Canola(WCE)
Nov17 170728 502.6 513.5 500.4 510.3 +6.5 14,354 91,733 +602
Jan18 170728 509.4 518.2 507.2 515.2 +6.1 2,128 22,191 +394
Mar18 170728 518.3 521.7 517.7 519.0 +5.6 602 6,002 +254
May18 170728 519.9 523.0 519.9 520.5 +3.8 43 804 +0
Jul18 170728 521.0 525.8 521.0 522.9 +3.2 92 656 +33
Total Volume and Open Interest 17,240 121,892 +1,294
Corn(CBOT)
Sep17 170728 373.75 377.00 373.00 374.25 unch 102,552 521,817 -4,457
Dec17 170728 387.00 390.75 386.50 388.00 +0.25 189,034 557,502 -4,746
Mar18 170728 398.75 402.25 398.00 399.75 +0.50 62,015 138,661 +3,413
May18 170728 404.00 407.75 403.50 405.00 +0.50 12,750 32,039 +1,898
Jul18 170728 408.50 412.50 408.50 410.00 +0.50 13,960 73,938 +764
Sep18 170728 411.50 414.00 411.50 412.50 +1.25 2,269 15,207 -298
Dec18 170728 415.00 418.50 415.00 417.25 +1.50 6,611 54,185 +67
Mar19 170728 423.50 424.75 423.25 424.75 +1.50 59 1,266 -2
May19 170728 428.75 429.75 428.75 429.75 +1.50 46 284 +17
Jul19 170728 432.00 434.00 432.00 433.50 +1.50 120 770 -61
Total Volume and Open Interest 389,463 1,396,697 -3,378
Wheat(CBOT)
Sep17 170728 480.25 489.25 478.00 481.00 +1.25 58,005 172,620 -3,390
Dec17 170728 505.50 514.25 503.25 506.00 +1.25 33,812 142,319 +2,988
Mar18 170728 525.25 534.00 523.50 526.25 +1.00 13,780 54,945 +1,628
May18 170728 536.50 545.25 535.50 538.00 +1.00 2,288 17,317 +343
Jul18 170728 545.00 552.75 543.00 545.25 +1.00 2,116 28,808 +105
Sep18 170728 557.50 561.75 555.75 555.75 +0.50 263 2,377 +84
Total Volume and Open Interest 110,631 428,205 +1,693
Wheat(KCBT)
Sep17 170728 481.00 490.25 479.75 481.00 unch 21,748 108,706 -651
Dec17 170728 508.00 517.25 506.75 508.25 +0.25 10,509 79,383 -61
Mar18 170728 525.75 535.00 524.50 526.00 +0.25 6,161 47,113 +2,973
May18 170728 545.00 547.50 538.00 538.75 -0.25 968 8,156 +52
Jul18 170728 554.00 560.25 552.00 552.00 -1.25 954 18,027 +156
Sep18 170728 570.00 575.25 566.75 566.75 -1.50 115 2,362 +25
Dec18 170728 592.00 592.00 585.25 585.25 -1.75 73 1,263 +13
Total Volume and Open Interest 40,553 265,194 +2,504
Wheat(MGE)
Sep17 170728 736.00 747.75 736.00 740.50 +4.00 5,263 26,398 -450
Dec17 170728 746.00 757.00 746.00 751.00 +4.50 5,590 33,644 -245
Mar18 170728 743.50 753.00 743.50 746.50 +2.25 1,456 17,957 +388
May18 170728 738.50 744.25 736.00 736.00 -0.50 418 5,368 +98
Jul18 170728 725.00 732.25 722.50 723.50 -2.75 216 2,250 +27
Sep18 170728 658.75 660.00 650.50 653.00 -4.25 77 1,518 +22
Total Volume and Open Interest 13,062 87,931 -173
Oats(CBOT)
Sep17 170728 292.75 296.25 288.75 290.25 -1.50 55 1,375 -3
Dec17 170728 291.00 295.50 290.00 291.75 +0.25 380 5,009 +48
Mar18 170728 292.75 292.75 290.75 290.75 +1.00 15 477 +7
May18 170728 289.75 289.75 289.75 289.75 +1.00 0 11 +0
Total Volume and Open Interest 450 6,872 +52
Rough Rice(CBOT)
Sep17 170728 12.33 12.45 12.33 12.41 +0.10 298 8,279 -13
Nov17 170728 12.57 12.68 12.57 12.66 +0.12 73 1,215 +27
Jan18 170728 12.80 12.89 12.80 12.88 +0.16 2 63 +1
Mar18 170728 12.98 12.98 12.64 12.98 +0.16 2 124 +0
Total Volume and Open Interest 375 9,681 +15
Live Cattle(CME)
Aug17 170728 114.300 114.350 112.285 112.900 -1.400 13,843 50,222 -3,228
Oct17 170728 113.580 113.635 111.730 112.430 -1.150 23,794 184,337 -1,687
Dec17 170728 114.400 114.400 112.800 113.400 -1.000 8,402 69,089 +139
Feb18 170728 116.330 116.330 114.680 115.285 -1.045 5,736 37,280 -405
Apr18 170728 115.950 116.100 114.750 115.350 -0.880 3,373 18,496 +695
Jun18 170728 109.285 109.535 108.285 109.330 -0.320 547 6,940 +35
Total Volume and Open Interest 55,845 368,430 -4,429
Feeder Cattle(CME)
Aug17 170728 148.000 148.080 145.080 146.050 -1.780 5,134 21,786 -373
Sep17 170728 148.950 149.000 146.250 147.100 -1.850 3,822 16,930 +223
Oct17 170728 148.000 148.200 145.935 146.850 -1.400 2,643 9,738 +126
Nov17 170728 146.850 146.950 144.785 145.800 -1.050 1,479 4,615 +102
Jan18 170728 144.000 144.035 142.130 143.330 -0.470 741 5,602 -31
Mar18 170728 140.535 141.300 139.600 141.100 +0.020 104 1,590 +28
Apr18 170728 139.200 140.000 138.900 139.785 -0.215 20 190 +3
Total Volume and Open Interest 13,952 60,625 +78
Lean Hogs(CME)
Aug17 170728 82.580 82.580 81.135 81.400 -0.850 7,697 34,474 -1,268
Oct17 170728 67.830 68.150 66.385 66.500 -1.180 15,099 118,150 +1,177
Dec17 170728 61.850 62.150 60.800 61.050 -0.750 6,463 51,687 +266
Feb18 170728 66.600 66.850 65.800 66.180 -0.295 3,822 28,196 +122
Apr18 170728 70.000 70.400 69.830 70.050 +0.100 460 24,534 +70
May18 170728 75.050 75.400 74.900 75.400 +0.250 18 506 +4
Jun18 170728 78.830 79.100 78.430 79.000 +0.365 1,155 10,794 +636
Jul18 170728 77.800 78.050 77.635 78.050 +0.250 174 1,159 +84
Total Volume and Open Interest 34,927 270,184 +1,101
Class III Milk(CME)
Jul17 170728 15.47 15.48 15.47 15.48 -0.01 85 5,190 +9
Aug17 170728 16.38 16.58 16.34 16.56 +0.11 204 5,287 -67
Sep17 170728 16.78 17.19 16.78 17.16 +0.25 260 4,860 +48
Oct17 170728 17.05 17.29 16.96 17.26 +0.16 73 3,446 +23
Nov17 170728 16.97 17.30 16.97 17.27 +0.12 48 2,975 +28
Dec17 170728 16.89 17.06 16.83 17.01 +0.12 34 2,677 +9
Jan18 170728 16.62 16.74 16.60 16.74 +0.08 19 933 +2
Feb18 170728 16.59 16.70 16.59 16.70 +0.06 15 808 +1
Mar18 170728 16.58 16.60 16.56 16.60 unch 11 802 -9
Apr18 170728 16.55 16.55 16.55 16.55 unch 0 593 +0
May18 170728 16.60 16.60 16.60 16.60 +0.02 0 598 +0
Jun18 170728 16.70 16.70 16.70 16.70 unch 2 518 +0
Jul18 170728 16.77 16.77 16.76 16.77 unch 0 199 +0
Total Volume and Open Interest 751 29,481 +44
Cocoa(ICE)
Sep17 170728 2013 2068 2007 2060 +47 18,785 116,101 +243
Dec17 170728 2034 2094 2030 2086 +52 11,000 84,486 +358
Mar18 170728 2055 2115 2053 2108 +52 4,696 34,493 +618
May18 170728 2072 2129 2071 2123 +52 710 12,835 +120
Jul18 170728 2097 2138 2097 2136 +50 345 9,273 -78
Sep18 170728 2121 2150 2118 2150 +49 342 8,451 -136
Dec18 170728 2155 2169 2145 2167 +48 306 6,029 -241
Total Volume and Open Interest 36,456 278,811 +1,135
Coffee "C"(ICE)
Sep17 170728 135.65 138.90 134.90 137.85 +1.90 22,679 97,850 -5,172
Dec17 170728 139.30 142.40 138.50 141.40 +1.90 10,115 60,300 +2,350
Mar18 170728 142.75 145.90 142.00 144.95 +1.90 1,961 29,273 +100
May18 170728 144.90 148.10 144.25 147.20 +1.90 902 16,597 -31
Jul18 170728 147.00 150.20 146.35 149.30 +1.90 785 5,715 -21
Sep18 170728 151.50 152.15 150.95 151.30 +1.90 145 5,930 +64
Total Volume and Open Interest 36,794 221,919 -2,575
Orange Juice(ICE)
Sep17 170728 137.80 138.60 134.75 136.30 -1.45 698 7,772 -145
Nov17 170728 137.50 138.60 135.80 137.30 -0.50 109 2,208 +73
Jan18 170728 138.00 139.00 137.50 137.50 -0.60 6 1,108 +0
Mar18 170728 138.95 138.95 138.95 138.95 -0.85 6 383 -2
May18 170728 140.75 140.75 140.75 140.75 -0.85 2 169 +1
Jul18 170728 143.60 143.60 143.60 143.60 -0.75 0 15 +0
Total Volume and Open Interest 821 11,655 -73
Sugar #11(ICE)
Oct17 170728 14.48 14.55 14.12 14.37 -0.06 56,931 411,732 -7,394
Mar18 170728 15.16 15.22 14.85 15.09 -0.04 22,469 188,739 -696
May18 170728 15.32 15.39 15.05 15.27 -0.02 12,052 65,767 +2,200
Jul18 170728 15.42 15.51 15.21 15.39 -0.03 3,665 35,909 -422
Oct18 170728 15.72 15.77 15.50 15.65 -0.04 715 31,984 -117
Mar19 170728 16.31 16.33 16.10 16.21 -0.06 287 15,769 -63
May19 170728 16.33 16.35 16.16 16.22 -0.08 67 3,967 -6
Jul19 170728 16.33 16.33 16.15 16.20 -0.10 42 4,789 +18
Total Volume and Open Interest 96,242 764,592 -6,468
London Cocoa(LCE)
Sep17 170728 1562 1598 1558 1595 +30 8,122 79,210 -908
Dec17 170728 1577 1612 1574 1610 +30 6,775 67,396 -1,534
Mar18 170728 1598 1633 1596 1632 +30 3,455 52,240 +531
May18 170728 1610 1645 1609 1644 +30 269 18,993 -25
Jul18 170728 1620 1656 1620 1655 +30 819 14,218 +671
Sep18 170728 1630 1666 1630 1665 +31 472 10,306 -7
Dec18 170728 1671 1683 1671 1682 +31 166 6,633 +119
Total Volume and Open Interest 20,079 249,551 -1,153
London Sugar(LCE)
Oct17 170728 393.90 393.90 384.40 389.80 -3.20 4,722 48,124 +153
Dec17 170728 397.70 398.50 390.00 397.10 -1.10 1,665 15,106 +356
Mar18 170728 405.00 407.40 398.50 406.10 +0.10 323 9,920 +58
May18 170728 408.80 413.20 404.60 412.00 +0.30 56 4,895 -25
Aug18 170728 413.20 417.10 409.00 416.10 +0.10 90 3,870 +49
Total Volume and Open Interest 6,856 83,957 +591
Cotton(ICE)
Oct17 170728 69.82 70.68 69.82 70.22 -0.28 200 181 +18
Dec17 170728 68.95 69.25 68.31 68.80 -0.09 11,250 157,442 -561
Mar18 170728 68.40 68.71 67.93 68.23 -0.21 3,336 41,517 +971
May18 170728 68.52 69.09 68.52 68.58 -0.29 414 4,847 +6
Jul18 170728 69.31 69.33 68.96 68.96 -0.38 283 4,634 -64
Oct18 170728 67.87 67.87 67.87 67.87 -0.39 0 1 +0
Total Volume and Open Interest 15,543 216,926 +342
Lumber(CME)
Sep17 170728 380.8 383.1 376.2 377.7 -3.7 304 3,633 +94
Nov17 170728 366.1 366.3 360.2 362.3 -2.7 141 787 +19
Jan18 170728 364.7 367.5 364.7 367.5 -2.5 15 207 +10
Mar18 170728 370.1 370.1 370.1 370.1 -5.4 0 44 +0
Total Volume and Open Interest 460 4,675 +123
Crude Oil(NYM)
Sep17 170728 49.17 49.81 48.86 49.71 +0.67 887,864 620,484 -1,209
Oct17 170728 49.27 49.90 49.00 49.81 +0.64 174,905 183,360 +9,865
Nov17 170728 49.44 50.02 49.17 49.93 +0.61 79,714 121,818 -155
Dec17 170728 49.55 50.10 49.29 50.00 +0.56 142,511 342,198 +5,971
Jan18 170728 49.66 50.15 49.40 50.06 +0.52 42,482 117,179 -1,033
Feb18 170728 49.73 50.18 49.48 50.08 +0.48 27,537 52,535 +668
Mar18 170728 49.60 50.19 49.59 50.10 +0.45 33,980 71,114 +2,685
Apr18 170728 49.82 50.15 49.60 50.10 +0.41 10,546 26,338 +1,173
May18 170728 49.74 50.15 49.61 50.09 +0.38 6,479 33,309 +1,231
Jun18 170728 49.86 50.17 49.65 50.08 +0.35 46,028 127,846 +3,069
Jul18 170728 49.85 50.10 49.72 50.05 +0.31 5,492 27,302 +1,499
Aug18 170728 49.70 50.08 49.70 50.03 +0.28 2,103 15,509 +838
Sep18 170728 50.02 50.02 49.56 50.02 +0.25 5,300 42,993 +2,765
Oct18 170728 50.01 50.03 50.01 50.01 +0.22 1,387 16,642 +232
Nov18 170728 50.01 50.03 50.01 50.02 +0.19 2,301 18,981 +330
Dec18 170728 49.96 50.12 49.74 50.05 +0.17 54,891 173,800 +3,335
Total Volume and Open Interest 1,537,338 2,183,786 +33,815
e-miNY Crude Oil(NYM)
Sep17 170728 49.125 49.825 48.850 49.700 +0.650 11,843 2,561 -168
Oct17 170728 49.250 49.900 49.025 49.800 +0.625 230 546 -66
Nov17 170728 49.425 50.000 49.325 49.925 +0.600 42 132 -8
Dec17 170728 49.450 50.000 49.450 50.000 +0.550 33 569 -4
Jan18 170728 49.675 50.050 49.675 50.050 +0.500 4 252 -1
Feb18 170728 50.075 50.075 50.075 50.075 +0.475 0 31 +0
Mar18 170728 50.100 50.100 49.275 50.100 +0.450 0 2 +0
Apr18 170728 50.100 50.100 50.100 50.100 +0.400 0 29 +0
May18 170728 50.100 50.100 50.100 50.100 +0.400 0 59 +0
Jun18 170728 50.075 50.075 49.200 50.075 +0.350 5 29 +3
Total Volume and Open Interest 12,167 4,333 -241
NY Harbor ULSD(NYM)
Aug17 170728 160.49 164.24 159.97 163.97 +3.65 23,543 17,002 -8,466
Sep17 170728 160.96 164.48 160.24 164.09 +3.38 74,621 137,701 +5,139
Oct17 170728 161.36 164.68 160.74 164.36 +3.23 31,495 45,880 -141
Nov17 170728 161.90 164.92 161.20 164.64 +3.03 22,971 36,067 +1,096
Dec17 170728 162.23 165.05 161.64 164.80 +2.85 25,985 58,899 -4
Jan18 170728 162.41 165.22 162.10 165.02 +2.70 5,484 24,596 -229
Feb18 170728 162.15 165.05 162.03 164.89 +2.53 1,965 12,180 +143
Mar18 170728 161.73 164.46 161.67 164.30 +2.29 2,135 13,608 +61
Apr18 170728 161.45 163.25 161.45 163.21 +2.05 379 6,259 -96
May18 170728 161.54 162.53 161.47 162.49 +1.87 273 3,497 -56
Jun18 170728 161.10 162.27 161.10 162.10 +1.69 1,961 18,654 +566
Jul18 170728 162.00 162.20 162.00 162.20 +1.57 57 1,860 -2
Aug18 170728 162.01 162.48 162.01 162.48 +1.50 36 1,482 -3
Sep18 170728 162.60 162.83 162.60 162.83 +1.45 8 1,474 +1
Total Volume and Open Interest 192,706 407,200 -2,227
RBOB Gasoline(NYM)
Aug17 170728 164.38 168.17 163.58 167.61 +3.15 30,949 18,750 -6,196
Sep17 170728 162.20 165.20 161.07 164.58 +2.61 81,895 137,677 +7,651
Oct17 170728 150.77 153.81 149.98 153.28 +2.45 46,166 74,362 +2,318
Nov17 170728 147.96 150.53 147.18 150.23 +2.24 16,881 47,583 +922
Dec17 170728 145.63 148.09 144.94 147.79 +2.02 15,820 47,662 -329
Jan18 170728 145.21 147.36 144.64 147.24 +1.77 3,597 17,057 +323
Feb18 170728 145.86 148.09 145.79 147.99 +1.69 1,609 8,882 +192
Mar18 170728 147.33 149.82 147.33 149.73 +1.69 1,677 10,438 -212
Apr18 170728 165.71 166.98 165.71 166.98 +1.50 498 8,279 +45
May18 170728 166.56 167.49 166.56 167.49 +1.44 431 3,649 +2
Total Volume and Open Interest 201,341 395,588 +4,298
e-miNY RBOB Gasoline(NYM)
Aug17 170728 167.60 167.60 159.60 167.60 +3.14 1 0 -1
Sep17 170728 164.60 164.60 164.58 164.60 +2.63      
Oct17 170728 153.30 153.30 153.28 153.30 +2.47      
Nov17 170728 150.20 150.23 150.20 150.20 +2.21      
Total Volume and Open Interest 1    
Natural Gas(NYM)
Sep17 170728 2.958 2.983 2.923 2.941 -0.026 110,727 327,706 +10,095
Oct17 170728 2.993 3.017 2.962 2.981 -0.022 35,162 187,963 -1,504
Nov17 170728 3.071 3.095 3.045 3.063 -0.019 15,754 86,233 -522
Dec17 170728 3.220 3.242 3.195 3.213 -0.018 11,109 74,953 +364
Jan18 170728 3.309 3.330 3.285 3.303 -0.017 16,713 123,714 +1,195
Feb18 170728 3.293 3.313 3.271 3.288 -0.017 8,757 49,360 -352
Mar18 170728 3.235 3.253 3.217 3.232 -0.014 11,038 83,201 +1,442
Apr18 170728 2.858 2.864 2.841 2.856 -0.001 11,465 105,477 +1,141
May18 170728 2.814 2.827 2.809 2.823 +0.004 4,509 40,583 +286
Jun18 170728 2.835 2.851 2.831 2.847 +0.005 1,429 24,325 -577
Jul18 170728 2.858 2.872 2.858 2.871 +0.005 1,644 24,985 -78
Aug18 170728 2.863 2.877 2.862 2.876 +0.005 766 19,934 -132
Sep18 170728 2.855 2.859 2.851 2.856 +0.006 592 19,860 -106
Oct18 170728 2.862 2.882 2.862 2.876 +0.006 4,172 46,970 +627
Nov18 170728 2.911 2.929 2.911 2.924 +0.006 923 20,813 +331
Dec18 170728 3.050 3.058 3.045 3.052 +0.007 337 22,214 +23
Total Volume and Open Interest 282,634 1,315,018 -839
Brent Crude Oil(ICE)
Sep17 170728 51.60 52.70 51.31 52.52 +1.03 258,949 156,947 -36,646
Oct17 170728 51.58 52.35 51.33 52.22 +0.70 295,738 512,588 +20,926
Nov17 170728 51.79 52.45 51.50 52.34 +0.65 121,552 226,049 -1,055
Dec17 170728 51.94 52.56 51.67 52.48 +0.63 143,023 378,800 -2,077
Jan18 170728 52.06 52.65 51.83 52.58 +0.60 23,942 124,892 -2,513
Feb18 170728 52.19 52.75 51.97 52.69 +0.57 17,397 85,334 +804
Mar18 170728 52.31 52.84 52.08 52.77 +0.53 17,786 70,298 +581
Apr18 170728 52.39 52.89 52.17 52.83 +0.50 5,584 26,081 +165
May18 170728 52.47 52.93 52.26 52.87 +0.47 4,168 31,898 -172
Jun18 170728 52.48 52.97 52.30 52.89 +0.43 31,195 121,560 +1,519
Jul18 170728 52.58 52.95 52.38 52.95 +0.40 2,024 23,666 -447
Aug18 170728 53.00 53.00 53.00 53.00 +0.37 1,221 19,583 -377
Sep18 170728 52.94 53.01 52.94 53.01 +0.34 3,550 32,205 -391
Oct18 170728 53.03 53.03 53.03 53.03 +0.31 697 17,970 +80
Total Volume and Open Interest 986,837 2,356,623 -20,929
Gas Oil(ICE)
Aug17 170728 477.00 487.50 475.25 485.00 +9.75 39,709 92,424 +1,237
Sep17 170728 478.00 487.25 475.50 485.00 +9.50 82,895 186,852 -542
Oct17 170728 477.00 486.50 476.00 484.50 +8.50 50,874 110,799 -2,704
Nov17 170728 474.75 483.00 473.25 480.75 +7.25 13,645 47,994 -280
Dec17 170728 472.75 480.00 471.00 477.75 +6.75 37,618 136,629 +258
Jan18 170728 473.00 480.00 471.00 477.50 +6.25 8,954 37,878 -705
Feb18 170728 473.00 480.50 472.00 478.00 +6.00 2,934 20,978 +61
Mar18 170728 473.00 480.50 472.50 478.25 +6.00 3,767 26,362 -130
Apr18 170728 473.25 480.50 472.75 478.25 +5.50 1,052 11,729 +22
May18 170728 473.25 480.25 473.25 478.25 +5.25 943 10,720 -146
Total Volume and Open Interest 257,337 909,560 -3,028
Ethanol(CBOT)
Aug17 170728 1.528 1.541 1.528 1.541 +0.011 164 74 -128
Sep17 170728 1.546 1.560 1.540 1.556 +0.009 344 907 +192
Oct17 170728 1.545 1.548 1.545 1.545 +0.009 3 370 +2
Nov17 170728 1.531 1.531 1.507 1.531 +0.009 6 158 +6
Dec17 170728 1.514 1.514 1.497 1.514 +0.009 2 358 +1
Jan18 170728 1.496 1.496 1.496 1.496 +0.009 0 13 +0
Feb18 170728 1.496 1.496 1.496 1.496 +0.009      
Mar18 170728 1.496 1.496 1.496 1.496 +0.009      
Total Volume and Open Interest 520 1,885 +74
WTI Crude Oil(ICE)
Sep17 170728 49.10 49.85 48.88 49.71 +0.67 63,200 81,380 -1,361
Oct17 170728 49.23 49.94 49.01 49.81 +0.64 56,681 54,015 +4,537
Nov17 170728 49.37 50.02 49.20 49.93 +0.61 29,056 19,037 -1,244
Dec17 170728 49.52 50.09 49.32 50.00 +0.56 45,190 132,348 +1,134
Jan18 170728 49.60 50.14 49.43 50.06 +0.52 8,850 16,752 -731
Feb18 170728 49.67 50.14 49.52 50.08 +0.48 3,329 8,016 +138
Mar18 170728 49.74 50.14 49.69 50.10 +0.45 2,882 12,839 +27
Apr18 170728 50.10 50.10 50.10 50.10 +0.41 786 3,221 +81
May18 170728 50.09 50.09 50.07 50.09 +0.38 759 6,613 +395
Jun18 170728 49.89 50.11 49.88 50.08 +0.35 10,603 49,402 +1,231
Jul18 170728 50.05 50.05 50.05 50.05 +0.31 302 1,450 +85
Aug18 170728 50.03 50.03 50.03 50.03 +0.28 126 1,707 +18
Sep18 170728 50.02 50.02 50.02 50.02 +0.25 740 4,932 +321
Oct18 170728 50.01 50.01 50.01 50.01 +0.22 34 1,542 +0
Nov18 170728 50.02 50.02 50.02 50.02 +0.19 131 1,699 +100
Dec18 170728 49.83 50.06 49.83 50.05 +0.17 11,774 109,906 +2,058
Total Volume and Open Interest 236,029 563,145 +6,932
US Dollar Index(ICE)
Sep17 170728 93.675 93.795 93.100 93.115 -0.600 30,052 49,610 +1,833
Dec17 170728 93.500 93.600 92.930 92.930 -0.595 496 1,994 +248
Mar18 170728 92.945 92.945 92.700 92.700 -0.595 66 391 +40
Total Volume and Open Interest 30,647 52,130 +2,146
Australian Dollar(CME)
Sep17 170728 79.59 80.03 79.32 79.89 +0.25 140,917 133,506 +3,594
Dec17 170728 79.53 79.87 79.35 79.80 +0.25 738 2,045 +102
Mar18 170728 79.71 79.71 79.27 79.71 +0.25 0 218 +0
Total Volume and Open Interest 142,354 136,602 +3,837
British Pound(CME)
Sep17 170728 130.85 131.74 130.83 131.70 +0.75 104,775 200,552 +2,580
Dec17 170728 131.32 132.08 131.30 132.08 +0.75 122 1,731 +37
Mar18 170728 132.48 132.48 132.48 132.48 +0.75 0 284 +0
Total Volume and Open Interest 104,996 203,324 +2,624
Canadian Dollar(CME)
Sep17 170728 79.68 80.58 79.63 80.50 +0.80 96,763 179,338 +8,342
Dec17 170728 79.83 80.62 79.77 80.56 +0.80 553 5,039 +25
Mar18 170728 80.59 80.60 80.59 80.60 +0.79 2 505 +0
Jun18 170728 80.62 80.62 80.62 80.62 +0.77 6 99 +1
Total Volume and Open Interest 97,795 185,851 +8,521
Japanese Yen(CME)
Sep17 170728 90.04 90.66 90.03 90.61 +0.40 147,671 232,721 -682
Dec17 170728 90.63 91.04 90.46 91.00 +0.39 89 822 +19
Mar18 170728 91.46 91.46 91.46 91.46 +0.39 0 290 +0
Total Volume and Open Interest 148,180 234,483 -657
Swiss Franc(CME)
Sep17 170728 103.91 104.14 103.12 103.62 -0.41 41,524 42,577 -2,013
Dec17 170728 103.99 104.50 103.78 104.23 -0.42 31 373 +7
Mar18 170728 104.90 104.90 104.90 104.90 -0.42 0 29 +0
Total Volume and Open Interest 41,555 42,999 -2,006
EuroFX(CME)
Sep17 170728 117.07 117.95 117.01 117.92 +0.77 267,201 436,621 -2,832
Dec17 170728 117.70 118.52 117.61 118.50 +0.77 1,696 5,300 +70
Mar18 170728 118.39 119.12 118.39 119.12 +0.76 65 1,175 +56
Total Volume and Open Interest 270,941 446,471 -2,615
Mexican Peso(CME)
Aug17 170728 561.00 561.63 561.00 561.63 -1.13 0 64 +0
Sep17 170728 559.25 561.38 556.00 558.50 -1.25 36,684 213,526 +1,322
Total Volume and Open Interest 36,684 213,668 +1,322
Brazilian Real(CME)
Aug17 170728 315.35 319.15 315.35 318.70 +1.95 10,334 10,728 -7,882
Sep17 170728 312.70 317.25 312.70 316.85 +2.00 9,887 15,039 +8,558
Oct17 170728 315.45 315.45 315.45 315.45 +2.15      
Nov17 170728 313.85 313.85 313.85 313.85 +2.00      
Total Volume and Open Interest 20,221 25,769 +676
30-Year T-Bonds(CBOT)
Sep17 170728 152~210 153~070 152~030 153~060 +0~190 269,563 735,083 +5,270
Dec17 170728 151~140 151~300 150~290 151~300 +0~190 197 890 +11
Mar18 170728 151~070 151~070 151~070 151~070 +0~190      
Total Volume and Open Interest 269,760 735,973 +5,281
10-Year T-Notes(CBOT)
Sep17 170728 125~260 125~315 125~175 125~305 +0~040 1,384,097 3,179,857 +3,435
Dec17 170728 125~160 125~200 125~075 125~195 +0~040 1,855 24,405 +810
Mar18 170728 125~075 125~075 125~075 125~075 +0~040      
Total Volume and Open Interest 1,385,952 3,204,262 +4,245
5-Year T-Notes(CBOT)
Sep17 170728 118~024 118~056 117~302 118~050 +0~016 996,574 3,007,816 +43,052
Dec17 170728 117~250 117~264 117~224 117~264 +0~020 1,870 9,299 +952
Mar18 150331 120~274 120~294 120~202 120~282 unch      
Total Volume and Open Interest      
2 Year T-Notes(CBOT)
Sep17 170728 108~050 108~060 108~040 108~056 +0~004 296,985 1,358,555 -5,700
Dec17 170728 108~020 108~020 108~012 108~020 +0~006 9 2,164 +7
Mar18 170728 108~002 108~002 108~002 108~002 +0~006      
Total Volume and Open Interest 296,994 1,360,719 -5,693
Eurodollars(CME)
Sep17 170728 98.670 98.670 98.660 98.670 +0.005 192,593 1,474,475 -20,627
Dec17 170728 98.550 98.555 98.540 98.555 +0.005 294,992 1,905,932 +25,486
Mar18 170728 98.465 98.480 98.450 98.475 +0.010 200,399 1,157,456 -6,867
Jun18 170728 98.395 98.415 98.385 98.415 +0.015 204,432 1,103,858 +3,880
Sep18 170728 98.330 98.355 98.310 98.350 +0.015 227,386 1,047,208 +20,315
Dec18 170728 98.245 98.275 98.225 98.270 +0.015 248,618 1,383,731 +13,057
Mar19 170728 98.195 98.225 98.170 98.220 +0.015 153,663 871,006 +4,177
Jun19 170728 98.140 98.175 98.115 98.170 +0.020 135,854 694,142 +6,264
Sep19 170728 98.090 98.120 98.060 98.120 +0.020 164,805 659,198 +9,358
Dec19 170728 98.010 98.050 97.985 98.050 +0.025 151,683 735,306 +4,861
Mar20 170728 97.970 98.005 97.940 98.005 +0.020 105,282 429,498 -2,975
Jun20 170728 97.930 97.960 97.895 97.960 +0.020 106,611 307,511 -1,051
Sep20 170728 97.880 97.915 97.845 97.915 +0.025 61,969 239,098 -289
Dec20 170728 97.820 97.850 97.785 97.850 +0.025 58,930 293,922 -2,489
Mar21 170728 97.775 97.805 97.740 97.805 +0.025 54,529 163,821 +1,840
Jun21 170728 97.720 97.755 97.685 97.755 +0.025 43,039 114,690 -439
Sep21 170728 97.670 97.705 97.640 97.705 +0.025 34,072 87,921 +764
Dec21 170728 97.615 97.650 97.585 97.650 +0.025 30,769 93,297 -2,049
Total Volume and Open Interest 2,554,103 13,028,201 +54,290
Ultra T-Bond(CBOT)
Sep17 170728 163~24 164~22 163~05 164~19 +0~31 102,438 805,595 -492
Dec17 170728 162~26 163~19 162~24 163~19 +0~31 86 2,078 +37
Mar18 170728 162~19 162~19 162~19 162~19 +0~31      
Total Volume and Open Interest 102,524 807,673 -455
Ultra 10-Yr T-Note(CBOT)
Sep17 170728 134~270 135~040 134~160 135~030 +0~085 108,141 400,818 -1,088
Dec17 170728 134~180 134~180 134~180 134~180 +0~085 0 1 +0
Mar18 170728 134~180 134~180 134~180 134~180 +0~085      
Total Volume and Open Interest 108,141 400,819 -1,088
30 Day Federal Funds(CBOT)
Jul17 170728 98.850 98.850 98.848 98.850 unch 6,082 267,433 -449
Aug17 170728 98.845 98.845 98.840 98.845 unch 14,444 184,266 +85
Sep17 170728 98.840 98.845 98.840 98.840 unch 7,706 84,735 +1,729
Oct17 170728 98.835 98.840 98.830 98.835 unch 48,980 278,987 +6,851
Nov17 170728 98.825 98.825 98.820 98.825 -0.005 19,636 201,907 -2,424
Dec17 170728 98.780 98.780 98.770 98.780 unch 10,520 77,770 -1,093
Total Volume and Open Interest 233,304 1,657,273 +7,777
Japanese Govt Bonds(SGX)
Sep17 170727 150.15 150.28 150.14 150.21 +0.06 829 14,007 -558
Dec17 170727 150.21 150.21 150.21 150.21 +0.06      
Mar18 170727 150.21 150.21 150.21 150.21 +0.06      
Total Volume and Open Interest 829 14,007 -558
Euro-Buxl(EUREX)
Sep17 170728 162.10 162.50 160.22 161.54 -0.64 31,283 215,267 +4,986
Dec17 170728 160.02 160.02 160.02 160.02 -0.64 0 281 +250
Mar18 170728 159.54 159.54 159.54 159.54 -0.64      
Total Volume and Open Interest 31,283 215,548 +5,236
Euro-Bund(EUREX)
Sep17 170728 162.19 162.38 161.37 161.98 -0.25 486,324 1,805,912 +30,615
Dec17 170728 159.42 159.42 158.53 159.10 -0.23 1,916 31,735 +1,494
Mar18 170728 157.98 157.98 157.98 157.98 -0.25 0 37 +0
Total Volume and Open Interest 488,240 1,837,684 +32,109
Euro-Bobl(EUREX)
Sep17 170728 132.09 132.15 131.87 132.11 +0.01 291,166 1,375,768 +10,806
Dec17 170728 130.30 130.50 130.30 130.50 unch 504 50,371 +348
Mar18 170728 130.50 130.50 130.50 130.50 unch      
Total Volume and Open Interest 291,670 1,426,139 +11,154
Euro-Schatz(EUREX)
Sep17 170728 112.06 112.08 112.02 112.07 +0.01 201,832 1,391,807 +28,237
Dec17 170728 111.90 111.96 111.90 111.95 +0.01 580 18,595 +2,449
Mar18 170728 112.07 112.07 112.07 112.07 +0.01      
Total Volume and Open Interest 202,412 1,410,402 +30,686
3-Mth Euribor(EUREX)
Sep17 170728 100.330 100.330 100.330 100.330 unch 7 5,871 -7
Dec17 170728 100.310 100.315 100.310 100.315 unch 8 7,707 +140
Mar18 170728 100.285 100.290 100.285 100.290 unch 0 7,113 +0
Total Volume and Open Interest 49 38,908 +145
Long Gilt(LIFFE)
Sep17 170728 126~12 126~16 125~29 126~05 -0~06 107,525 653,620 -3,176
Dec17 170728 125~08 125~08 125~08 125~08 -0~06      
Total Volume and Open Interest 107,525 653,620 -3,176
3-Mth Short Sterling(LIFFE)
Sep17 170728 99.68 99.68 99.67 99.68 unch 48,663 442,695 -3,719
Dec17 170728 99.60 99.61 99.59 99.60 unch 44,464 384,218 +9,382
Mar18 170728 99.54 99.56 99.53 99.54 unch 61,338 326,241 -6,267
Jun18 170728 99.49 99.51 99.47 99.49 unch 27,383 306,107 +1,846
Sep18 170728 99.44 99.46 99.43 99.44 unch 39,820 276,378 +8,459
Dec18 170728 99.39 99.41 99.37 99.39 unch 29,338 282,180 -1,871
Total Volume and Open Interest 450,638 2,851,417 +11,745
3-Mth Euribor(LIFFE)
Sep17 170728 100.325 100.330 100.325 100.330 +0.005 25,086 383,603 -5,104
Dec17 170728 100.310 100.315 100.305 100.315 +0.005 38,170 385,303 +3,563
Mar18 170728 100.290 100.295 100.285 100.290 unch 45,116 433,178 -1,368
Total Volume and Open Interest 568,891 3,742,346 -26,934
3-Mth Aus T-Bills(SFE)
Sep17 170728 98.29 98.29 98.28 98.29 unch 12,074 119,539 -1,134
Dec17 170728 98.25 98.25 98.24 98.25 unch 37,350 227,031 -1,403
Mar18 170728 98.19 98.19 98.17 98.19 unch 30,425 175,512 +3,826
Jun18 170728 98.10 98.11 98.09 98.11 unch 22,298 153,092 -4,632
Sep18 170728 98.02 98.03 98.00 98.03 unch 18,116 106,916 +3,407
Dec18 170728 97.95 97.95 97.92 97.95 unch 11,538 87,790 +1,796
Mar19 170728 97.87 97.88 97.85 97.87 unch 7,077 60,401 +1,721
Jun19 170728 97.78 97.79 97.77 97.79 unch 4,959 42,716 +938
Sep19 170728 97.70 97.72 97.70 97.71 unch 756 3,553 +150
Dec19 170728 97.65 97.65 97.64 97.64 unch 553 3,171 +376
Total Volume and Open Interest 145,405 982,288 +5,238
10-Year Aus T-Bonds(SFE)
Sep17 170728 97.31 97.32 97.29 97.32 +0.01 163,230 977,671 +7,476
Dec17 170728 97.31 97.32 97.31 97.32 +0.01 0 430 +0
Total Volume and Open Interest 163,230 978,101 +7,476
3-Year Aus T-Bonds(SFE)
Sep17 170728 98.03 98.04 98.01 98.03 unch 298,699 1,003,687 +17,937
Dec17 170728 98.03 98.03 98.03 98.03 unch 120 120 +120
Total Volume and Open Interest 298,819 1,003,807 +18,057
Gold(CMX)
Aug17 170728 1258.4 1270.0 1256.9 1268.4 +8.4 256,115 75,246 -33,423
Oct17 170728 1261.9 1273.7 1260.3 1271.9 +8.7 18,162 38,052 +7,733
Dec17 170728 1265.0 1277.0 1263.2 1275.3 +8.8 95,791 285,609 +9,926
Feb18 170728 1268.8 1280.3 1267.6 1278.8 +8.8 3,472 18,185 +1,904
Apr18 170728 1272.0 1282.7 1272.0 1282.2 +8.8 63 5,197 +6
Jun18 170728 1280.2 1286.0 1280.2 1285.7 +8.8 59 8,094 +4
Aug18 170728 1278.8 1290.0 1278.8 1289.2 +8.9 27 6,114 +7
Oct18 170728 1292.7 1292.7 1277.7 1292.7 +8.9 6 843 -2
Dec18 170728 1291.0 1296.2 1291.0 1296.2 +8.9 96 7,493 +6
Feb19 170728 1295.9 1300.0 1295.9 1300.0 +8.9 3 6 +1
Apr19 170728 1303.8 1303.8 1303.8 1303.8 +8.9      
Jun19 170728 1307.7 1307.7 1307.7 1307.7 +8.9 0 748 +0
Total Volume and Open Interest 375,537 450,321 -13,506
Silver(CMX)
Sep17 170728 1657.5 1675.0 1650.5 1669.5 +12.2 67,137 146,097 -660
Dec17 170728 1666.0 1684.0 1660.0 1679.3 +12.3 3,243 52,614 +1,830
Mar18 170728 1683.0 1690.0 1683.0 1689.1 +12.3 402 3,152 +146
May18 170728 1689.5 1697.0 1689.5 1695.6 +12.3 45 1,780 +5
Jul18 170728 1698.0 1702.3 1698.0 1702.3 +12.3 7 1,396 +0
Sep18 170728 1709.1 1709.1 1709.1 1709.1 +12.3 0 91 +0
Dec18 170728 1706.5 1719.5 1705.0 1719.5 +12.3 7 1,459 -6
Total Volume and Open Interest 71,180 207,699 +1,352
Platinum(NYMEX)
Oct17 170728 926.0 938.1 926.0 936.6 +10.2 15,060 64,760 +939
Jan18 170728 929.6 940.3 929.3 939.6 +10.1 199 6,973 +16
Apr18 170728 943.9 943.9 943.2 943.2 +10.1 0 59 +0
Jul18 170728 949.6 949.6 947.5 949.6 +10.1 150 287 +150
Total Volume and Open Interest 15,435 72,158 +1,096
Palladium(NYMEX)
Sep17 170728 875.70 882.25 868.25 880.15 +3.25 4,419 29,832 +237
Dec17 170728 866.75 874.20 863.90 872.50 +1.75 227 3,776 +3
Mar18 170728 866.80 866.80 859.10 866.80 +1.30 0 134 +0
Total Volume and Open Interest 4,646 33,763 +234
Copper(CMX)
Sep17 170728 286.75 288.35 284.10 287.50 -0.25 150,118 147,815 -1,102
Dec17 170728 288.95 290.40 286.25 289.60 -0.25 17,884 82,542 +3,075
Mar18 170728 291.00 291.90 289.50 291.40 -0.25 2,132 29,335 +1,070
May18 170728 292.30 292.70 292.25 292.30 -0.25 217 9,928 +16
Jul18 170728 293.35 293.45 292.60 293.15 -0.30 56 3,181 +4
Total Volume and Open Interest 172,642 300,983 +2,719
E-mini DJIA Index(CBOT)
Sep17 170728 21740 21784 21684 21775 +32 103,284 128,386 -1,676
Dec17 170728 21635 21750 21633 21732 +33 96 238 +13
Mar18 170728 21695 21695 21400 21695 +33 4 14 +0
Jun18 170728 21664 21664 21664 21664 +33 0 2 +0
Total Volume and Open Interest 103,384 128,640 -1,663
S & P 500(CME)
Sep17 170728 2462.60 2470.80 2461.80 2470.30 -1.60 1,143 55,262 -270
Dec17 170728 2468.30 2468.30 2459.40 2468.30 -1.60 0 225 +0
Mar18 170728 2466.60 2466.60 2457.70 2466.60 -1.60 0 30 +0
Jun18 170728 2465.80 2465.80 2456.90 2465.80 -1.60      
Total Volume and Open Interest 1,143 55,517 -270
S & P 500 E-Mini(CME)
Sep17 170728 2472.00 2472.00 2461.50 2470.25 -1.75 972,444 2,948,345 -14,295
Dec17 170728 2468.50 2469.25 2459.25 2468.25 -1.75 4,239 32,649 +1,172
Mar18 170728 2461.00 2466.50 2460.00 2466.50 -1.75 514 1,259 +249
Jun18 170728 2466.25 2466.25 2465.75 2465.75 -1.75 0 405 -3
Total Volume and Open Interest 977,197 2,982,660 -12,877
NASDAQ 100 E-Mini(CME)
Sep17 170728 5909.00 5918.30 5850.00 5910.30 +0.80 190,190 289,058 +32
Dec17 170728 5912.00 5924.30 5857.00 5917.00 +0.70 408 1,207 +57
Mar18 170728 5880.00 5925.50 5874.00 5925.50 +0.70 1 39 +0
Total Volume and Open Interest 190,599 290,304 +89
S&P Midcap 400(CME) e-Mini
Sep17 170728 1769.00 1770.50 1757.50 1762.10 -8.50 11,463 92,527 -509
Dec17 170728 1761.00 1761.00 1758.80 1761.00 -8.50 0 1 +0
Mar18 170728 1757.70 1757.70 1757.70 1757.70 -8.50      
Total Volume and Open Interest 11,463 92,528 -509
Volatility Index(CBOE)
Jul17 170719 10.15 10.25 9.74 9.85 -0.28 114,205 111,803 -22,203
Aug17 170728 11.43 11.95 11.35 11.38 -0.05 72,318 304,683 -5,741
Sep17 170728 12.63 12.97 12.60 12.63 unch 47,399 140,312 +8,822
Oct17 170728 13.35 13.63 13.30 13.38 +0.05 22,475 53,425 +2,303
Total Volume and Open Interest 165,754 611,832 +10,836
S & P 600(CME)
Sep17 170728 872.40 872.40 867.60 872.40 -1.60      
Dec17 170728 869.20 869.20 869.20 869.20 -1.60      
Total Volume and Open Interest      
Russell 2000 Mini(ICE)
Sep17 170728 1430.30 1433.00 1424.00 1429.90 -0.80 81,468 571,346 +254
Dec17 170728 1424.80 1429.10 1424.80 1429.10 -0.80 1 379 -1
Mar18 170728 1428.10 1428.10 1428.10 1428.10 -0.80      
Total Volume and Open Interest 81,469 571,727 +253
Nikkei 225(CME)
Sep17 170728 20060 20080 19925 19970 -75 6,163 36,093 +196
Dec17 170728 19895 19980 19895 19895 -75 0 4 +0
Total Volume and Open Interest 6,163 36,097 +196
Nikkei 225(SGX)
Sep17 170728 19960 19970 19940 19960 -95 62,470 229,486 +1,386
Dec17 170728 19975 19975 19830 19830 -95 6 2,894 -1
Mar18 170727 19890 19890 19890 19890 +25 0 205 +0
Total Volume and Open Interest 53,288 238,212 -1,372
Nikkei 225 Mini(JPX)
Sep17 170727 20055 20165 19990 20050 +10 518,349 432,786 +2,744
Dec17 170727 19920 20030 19865 19910 unch 4,122 10,843 +224
Mar18 170727 19860 19980 19815 19870 +10 379 2,694 +94
Total Volume and Open Interest 544,861 464,788 +4,109
Nikkei 225(JPX)
Sep17 170727 20060 20170 19990 20050 +10 37,406 325,447 -90
Dec17 170727 19920 20030 19870 19910 unch 284 40,894 +264
Mar18 170727 19890 19980 19830 19870 +10 66 2,894 +29
Total Volume and Open Interest 37,756 435,333 +203
Nikkei 225(CME) Yen
Sep17 170728 20035 20050 19900 19960 -70 25,235 56,516 -167
Dec17 170728 19830 19975 19830 19830 -70 0 39 -1
Mar18 170728 19790 19790 19790 19790 -70      
Total Volume and Open Interest 25,235 56,557 -168
Nikkei 225(CME) e-Mini Yen
Sep17 170728 19960 19960 19930 19960 -70 0 9 +0
Dec17 170728 19830 19830 19830 19830 -70      
Mar18 170728 19790 19790 19790 19790 -70      
Total Volume and Open Interest 0 9 +0
CAC 40(EURONEXT)
Aug17 170728 5152.5 5159.5 5102.5 5129.0 -56.5 83,801 334,669 -1,739
Sep17 170728 5154.0 5155.0 5105.0 5128.0 -56.5 301 23,806 -5
Oct17 170728 5117.5 5117.5 5117.5 5117.5 -56.5      
Total Volume and Open Interest 84,102 371,411 -1,745
Hang Seng Index(HKFE)
Jul17 170728 27119 27140 26959 26987 -140 156,946 58,057 -42,509
Aug17 170728 27052 27069 26870 26943 -114 87,810 114,164 +46,536
Sep17 170728 26945 26964 26775 26848 -101 341 11,555 +95
Total Volume and Open Interest 245,546 192,532 +4,389
DAX(EUREX)
Sep17 170728 12144.0 12177.0 12088.0 12139.0 -49.5 69,923 144,989 +4,376
Dec17 170728 12128.5 12160.0 12098.0 12129.5 -49.5 71 6,597 +2
Mar18 170728 12102.5 12159.0 12102.5 12126.0 -49.5 2 75 -4
Total Volume and Open Interest 69,996 151,661 +4,374
Mini-DAX(EUREX)
Sep17 170728 12144.0 12177.0 12088.0 12139.0 -49.5 20,639 11,556 +331
Dec17 170728 12127.0 12147.0 12082.0 12129.5 -49.5 32 325 +3
Mar18 170728 12120.0 12126.0 12099.0 12126.0 -49.5 1 22 +0
Total Volume and Open Interest 20,672 11,903 +334
DJ EuroSTOXX 50(EUREX)
Sep17 170728 3466 3470 3443 3456 -25 838,100 3,281,976 -8,413
Dec17 170728 3451 3456 3433 3442 -26 151 104,044 +3
Mar18 170728 3443 3443 3425 3431 -24 0 51,446 +0
Total Volume and Open Interest 838,251 3,437,466 -8,410
Swiss Market Index(EUREX)
Sep17 170728 8987 9033 8943 9009 -9 29,054 189,829 +3,129
Dec17 170728 8918 8984 8918 8983 -9 14 2,399 +2
Mar18 170728 8880 8880 8880 8880 -9 0 32 +0
Total Volume and Open Interest 29,068 192,260 +3,131
FT-SE 100(EURONEXT)
Sep17 170728 7356.50 7360.00 7274.50 7299.00 -79.00 80,448 735,527 +2,943
Dec17 170728 7302.50 7302.50 7259.00 7259.00 -79.00 3 11,395 +2
Mar18 170728 7199.00 7199.00 7199.00 7199.00 -79.00      
Total Volume and Open Interest 80,451 746,922 +2,945
SPI 200(SFE)
Sep17 170728 5720.0 5732.0 5630.0 5634.0 -86.0 30,851 263,855 +1,860
Dec17 170728 5620.0 5620.0 5620.0 5620.0 -86.0 2 1,475 +0
Mar18 170728 5573.0 5573.0 5573.0 5573.0 -86.0 0 1,477 +0
Total Volume and Open Interest 30,951 267,438 +1,957
FTSE MIB(ISE)
Sep17 170728 21550.00 21555.00 21360.00 21414.00 -212.00 19,195 31,773 +498
Dec17 170728 21390.00 21390.00 21270.00 21294.00 -210.00 6 56 +2
Total Volume and Open Interest 19,201 31,829 +500
KOSPI 200(KFE)
Sep17 170728 321.20 321.25 313.90 313.90 -7.30 218,120 275,822 -511
Dec17 170728 321.90 322.00 314.70 314.70 -7.10 255 37,800 +2,489
Mar18 170728 317.35 317.35 314.10 314.10 -4.55 13 7,849 +12
Total Volume and Open Interest 218,392 346,222 +1,993
GSCI(CME)
Aug17 170728 386.80 387.00 386.45 387.00 +3.05 40 14,524 -33
Sep17 170728 388.25 388.25 388.25 388.25 +3.00 0 786 +0
Oct17 170728 388.45 388.45 388.45 388.45 +3.00      
Total Volume and Open Interest 40 15,310 -33
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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