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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu August 03, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug17 170803 965.50 965.50 945.50 950.50 -16.00 3,217 2,025 -1,045
Sep17 170803 969.00 969.50 949.00 954.00 -16.75 16,620 71,034 +475
Nov17 170803 975.75 976.25 955.50 960.50 -17.00 110,159 361,742 -1,806
Jan18 170803 984.50 985.00 964.75 969.75 -16.75 15,394 62,572 +510
Mar18 170803 991.50 992.25 972.75 977.75 -15.75 7,204 43,361 +1,036
May18 170803 997.50 997.50 978.75 984.25 -14.50 3,245 22,289 +336
Jul18 170803 1001.50 1003.00 984.75 990.25 -14.50 3,772 41,319 +101
Aug18 170803 991.75 992.50 983.50 989.25 -14.25 42 1,076 +2
Sep18 170803 979.25 981.00 975.50 980.00 -11.00 35 236 +3
Nov18 170803 979.00 979.50 966.00 973.00 -9.25 3,946 18,231 +910
Jan19 170803 978.50 979.50 971.50 977.75 -8.50 0 103 +0
Mar19 170803 979.75 979.75 975.00 979.75 -8.25 0 8 +0
May19 170803 979.50 979.50 978.25 979.50 -8.50 0 7 +0
Jul19 170803 983.00 983.00 983.00 983.00 -8.50 0 21 +0
Total Volume and Open Interest 163,639 624,173 +525
Soybean Meal(CBOT)
Aug17 170803 307.50 307.50 304.60 306.30 -2.70 3,400 3,021 -1,214
Sep17 170803 310.50 310.80 305.90 308.30 -2.90 31,694 55,954 +482
Oct17 170803 312.00 312.30 307.60 310.00 -2.80 9,969 26,124 +863
Dec17 170803 314.80 315.20 310.10 312.60 -2.90 65,122 164,800 +3,614
Jan18 170803 316.50 316.50 311.60 313.90 -3.00 8,416 31,531 +1,096
Mar18 170803 318.00 318.00 313.50 315.70 -2.80 4,018 26,191 +396
May18 170803 319.20 319.20 314.90 317.10 -2.50 2,470 14,741 +193
Jul18 170803 321.10 321.20 317.00 319.40 -2.20 2,262 11,599 +15
Aug18 170803 321.10 321.10 317.00 319.70 -1.70 212 2,544 -10
Sep18 170803 320.50 320.50 316.60 319.20 -1.20 117 2,146 +38
Total Volume and Open Interest 80,115 345,382 -620
Soybean Oil(CBOT)
Aug17 170803 34.13 34.13 33.24 33.38 -0.77 4,420 2,872 -489
Sep17 170803 34.26 34.27 33.33 33.48 -0.78 25,543 68,712 -2,005
Oct17 170803 34.33 34.38 33.44 33.60 -0.78 5,610 29,092 +578
Dec17 170803 34.55 34.58 33.64 33.80 -0.77 73,512 187,910 -156
Jan18 170803 34.64 34.72 33.79 33.95 -0.77 8,545 38,270 +2,442
Mar18 170803 34.77 34.82 33.90 34.08 -0.76 3,911 33,135 +1,035
May18 170803 34.85 34.85 34.00 34.18 -0.74 3,110 19,583 +455
Jul18 170803 34.98 35.04 34.10 34.27 -0.75 3,176 16,676 -133
Aug18 170803 34.52 34.52 34.08 34.21 -0.74 446 1,968 -21
Sep18 170803 34.15 34.17 33.99 34.10 -0.74 298 1,705 -27
Total Volume and Open Interest 93,013 414,975 +6,535
Canola(WCE)
Nov17 170803 500.1 500.1 495.0 497.6 -3.4 12,581 94,027 +1,216
Jan18 170803 504.5 504.5 500.3 502.9 -3.5 776 22,313 +49
Mar18 170803 506.0 508.4 504.9 506.7 -3.6 178 6,028 +1
May18 170803 511.1 511.1 507.6 509.5 -3.7 19 920 -8
Jul18 170803 513.5 513.5 509.2 511.9 -3.6 18 749 +14
Total Volume and Open Interest 11,007 123,381 -1,229
Corn(CBOT)
Sep17 170803 365.00 367.25 361.25 363.50 -1.50 108,461 519,549 +2,666
Dec17 170803 379.00 381.25 375.00 377.75 -1.25 177,898 585,295 +11,935
Mar18 170803 391.00 392.75 387.00 389.75 -1.25 28,202 141,820 +1,910
May18 170803 396.50 398.00 392.75 395.25 -1.25 7,673 34,118 +723
Jul18 170803 402.00 403.25 398.00 400.75 -1.25 13,402 77,317 +1,635
Sep18 170803 405.50 406.50 401.25 404.25 -1.00 2,878 16,483 +821
Dec18 170803 410.75 412.00 406.50 409.75 -1.00 6,768 55,948 -744
Mar19 170803 415.50 419.75 415.50 418.25 -0.75 106 1,339 +41
May19 170803 423.25 424.50 420.50 423.25 -0.25 75 307 +2
Jul19 170803 425.00 428.25 424.75 427.25 -0.25 108 772 -13
Total Volume and Open Interest 289,998 1,441,119 +6,872
Wheat(CBOT)
Sep17 170803 461.00 463.75 454.25 457.75 -3.00 83,058 173,346 +3,783
Dec17 170803 487.75 490.00 481.25 485.00 -2.75 44,660 154,173 +6,848
Mar18 170803 509.50 511.25 502.75 506.50 -2.75 11,538 55,795 +665
May18 170803 522.75 524.75 516.75 520.50 -2.50 2,646 18,229 +596
Jul18 170803 530.50 532.75 525.50 529.50 -2.50 4,661 29,272 +566
Sep18 170803 541.00 545.25 539.00 542.50 -2.75 673 2,324 +49
Total Volume and Open Interest 163,009 450,301 +7,898
Wheat(KCBT)
Sep17 170803 464.00 467.00 457.25 459.75 -4.75 51,636 97,710 -6,593
Dec17 170803 490.75 494.50 485.00 487.50 -4.50 38,472 90,888 +6,300
Mar18 170803 508.75 512.25 502.25 505.50 -4.25 6,324 53,335 +2,244
May18 170803 520.50 526.00 517.00 519.25 -4.50 925 8,607 +163
Jul18 170803 535.50 541.25 532.50 534.25 -4.75 1,539 18,954 +471
Sep18 170803 552.25 557.25 549.00 550.50 -4.50 109 2,412 +56
Dec18 170803 571.75 579.00 571.00 573.00 -2.50 34 1,277 +12
Total Volume and Open Interest 51,615 272,928 -461
Wheat(MGE)
Sep17 170803 722.00 722.00 707.50 713.25 -9.00 3,674 26,477 -94
Dec17 170803 734.00 735.00 720.75 726.25 -9.00 3,980 35,647 +206
Mar18 170803 731.00 734.00 722.00 728.75 -5.75 1,552 18,889 +264
May18 170803 717.50 722.50 713.50 719.00 -5.00 513 5,608 +166
Jul18 170803 704.75 718.00 704.25 708.50 -5.25 145 2,460 +35
Sep18 170803 646.75 648.75 642.50 645.00 -2.50 57 1,559 +12
Total Volume and Open Interest 9,841 91,513 +116
Oats(CBOT)
Sep17 170803 289.25 289.50 283.25 285.25 -4.25 224 860 -139
Dec17 170803 289.00 289.00 284.25 285.75 -3.75 443 5,646 +176
Mar18 170803 286.25 286.75 286.25 286.75 -2.25 8 485 +1
May18 170803 285.75 285.75 285.75 285.75 -2.25 0 11 +0
Total Volume and Open Interest 616 7,010 +8
Rough Rice(CBOT)
Sep17 170803 12.48 12.50 12.35 12.39 -0.10 566 7,778 -326
Nov17 170803 12.71 12.75 12.61 12.65 -0.10 380 1,960 +242
Jan18 170803 12.86 12.86 12.86 12.86 -0.08 0 67 +0
Mar18 170803 13.02 13.02 12.98 12.98 -0.08 0 124 +0
Total Volume and Open Interest 575 10,037 +108
Live Cattle(CME)
Aug17 170803 114.900 115.635 114.650 115.230 +0.695 7,300 38,710 -814
Oct17 170803 114.950 115.600 114.430 114.830 +0.150 21,981 178,008 -2,905
Dec17 170803 115.930 116.450 115.600 115.900 +0.015 7,779 68,977 -272
Feb18 170803 117.135 117.730 116.900 117.250 +0.115 6,219 37,552 -353
Apr18 170803 116.850 117.450 116.700 117.350 +0.450 3,262 18,567 -48
Jun18 170803 111.200 111.650 110.980 111.600 +0.270 1,356 7,941 +590
Total Volume and Open Interest 63,441 350,222 -1,900
Feeder Cattle(CME)
Aug17 170803 150.735 151.550 149.800 150.650 +0.400 3,925 17,442 -923
Sep17 170803 150.880 151.735 150.050 151.200 +0.600 4,020 16,986 +248
Oct17 170803 150.350 151.000 149.450 150.380 +0.280 2,796 11,265 +492
Nov17 170803 149.380 149.800 148.450 149.400 +0.365 1,594 4,952 +57
Jan18 170803 146.535 146.850 145.685 146.580 +0.545 1,500 5,806 +69
Mar18 170803 144.785 145.000 143.750 144.735 +0.335 1,064 2,072 +196
Apr18 170803 144.285 144.285 143.500 144.080 +0.080 50 254 +14
Total Volume and Open Interest 13,921 59,160 +141
Lean Hogs(CME)
Aug17 170803 82.250 82.350 80.800 81.980 +0.030 10,257 24,983 -3,284
Oct17 170803 66.100 66.330 64.680 65.500 -0.725 26,257 117,356 -2,337
Dec17 170803 60.400 60.735 59.380 60.535 -0.095 10,083 53,753 +905
Feb18 170803 65.400 65.650 64.080 64.950 -0.435 4,251 29,053 +66
Apr18 170803 69.350 69.750 68.500 69.550 +0.070 1,214 24,253 +21
May18 170803 74.300 75.330 74.300 74.950 +0.220 22 510 -1
Jun18 170803 78.450 78.950 77.885 78.785 +0.185 881 12,023 +237
Jul18 170803 78.050 78.500 77.400 78.500 +0.400 62 1,330 +16
Total Volume and Open Interest 55,537 261,953 -2,117
Class III Milk(CME)
Aug17 170803 16.45 16.67 16.40 16.42 -0.07 709 5,177 -138
Sep17 170803 17.00 17.26 16.80 16.86 -0.21 651 5,314 +100
Oct17 170803 17.16 17.36 17.00 17.07 -0.16 440 3,605 +43
Nov17 170803 17.20 17.26 17.04 17.10 -0.06 293 3,237 +99
Dec17 170803 16.99 17.00 16.86 16.87 -0.10 121 2,758 +36
Jan18 170803 16.68 16.68 16.63 16.63 -0.02 46 993 +8
Feb18 170803 16.64 16.64 16.62 16.62 -0.01 43 876 -1
Mar18 170803 16.64 16.64 16.60 16.60 -0.01 36 866 +0
Apr18 170803 16.53 16.53 16.53 16.53 -0.01 33 609 -5
May18 170803 16.58 16.58 16.53 16.53 -0.04 30 616 -7
Jun18 170803 16.68 16.68 16.68 16.68 unch 44 547 +14
Jul18 170803 16.83 16.83 16.79 16.83 unch 35 238 +27
Aug18 170803 16.87 16.87 16.80 16.80 +0.02 23 186 +6
Total Volume and Open Interest 1,889 25,610 +154
Cocoa(ICE)
Sep17 170803 2070 2084 2034 2061 +6 34,313 96,105 -5,950
Dec17 170803 2094 2110 2061 2086 +4 23,759 91,441 +1,315
Mar18 170803 2117 2131 2087 2112 +7 7,478 33,765 +350
May18 170803 2134 2146 2104 2130 +10 1,365 12,320 -146
Jul18 170803 2151 2161 2126 2146 +11 507 9,071 -122
Sep18 170803 2162 2162 2144 2162 +11 237 8,517 +98
Dec18 170803 2183 2183 2178 2178 +10 36 5,918 +17
Total Volume and Open Interest 44,474 262,220 -2,330
Coffee "C"(ICE)
Sep17 170803 140.70 141.55 138.80 140.20 -0.15 20,805 88,351 -2,053
Dec17 170803 144.20 145.05 142.50 143.80 -0.15 8,518 61,174 +155
Mar18 170803 147.80 148.55 146.05 147.35 -0.10 2,173 29,460 +487
May18 170803 150.00 150.75 148.50 149.60 -0.05 1,187 16,918 +259
Jul18 170803 152.00 152.80 150.40 151.65 -0.10 601 5,602 -67
Sep18 170803 153.95 154.65 152.70 153.65 -0.05 115 5,894 -33
Total Volume and Open Interest 31,289 213,440 -521
Orange Juice(ICE)
Sep17 170803 133.70 134.85 130.20 133.30 -0.60 683 7,378 -107
Nov17 170803 135.80 135.90 132.10 134.85 -0.95 249 3,012 +167
Jan18 170803 135.90 136.10 134.25 136.10 -1.25 17 1,149 +3
Mar18 170803 137.80 137.80 136.40 137.80 -1.75 4 410 +0
May18 170803 139.90 139.90 139.90 139.90 -1.90 0 165 +0
Jul18 170803 142.65 142.65 142.65 142.65 -1.90 0 15 +0
Total Volume and Open Interest 953 12,129 +63
Sugar #11(ICE)
Oct17 170803 14.78 14.82 13.92 14.31 -0.48 57,519 395,371 -3,524
Mar18 170803 15.50 15.53 14.65 15.05 -0.45 23,808 193,457 -1,564
May18 170803 15.64 15.66 14.81 15.22 -0.42 13,960 66,229 +174
Jul18 170803 15.68 15.78 15.00 15.36 -0.40 9,571 42,462 +1,778
Oct18 170803 15.87 15.96 15.25 15.56 -0.40 3,970 33,017 +310
Mar19 170803 16.33 16.42 15.84 16.03 -0.40 1,133 16,683 +44
May19 170803 16.36 16.36 15.80 15.99 -0.39 652 4,329 +190
Jul19 170803 16.27 16.27 15.78 15.97 -0.38 443 4,874 +47
Total Volume and Open Interest 68,127 764,365 +1,784
London Cocoa(LCE)
Sep17 170803 1587 1604 1579 1594 +14 11,652 79,037 -2,341
Dec17 170803 1598 1616 1592 1606 +13 9,747 67,384 -613
Mar18 170803 1618 1635 1613 1626 +14 6,369 50,857 -732
May18 170803 1632 1645 1625 1637 +15 2,035 19,191 +117
Jul18 170803 1644 1656 1635 1648 +15 1,651 14,064 -350
Sep18 170803 1652 1667 1646 1659 +15 795 10,485 +34
Dec18 170803 1677 1677 1674 1675 +15 55 6,915 +15
Total Volume and Open Interest 22,699 247,395 -1,079
London Sugar(LCE)
Oct17 170803 395.50 398.90 384.70 388.80 -8.30 4,531 46,195 -554
Dec17 170803 401.60 404.50 390.30 394.10 -8.40 2,287 15,846 +22
Mar18 170803 412.00 413.50 397.60 402.50 -9.00 898 10,476 +126
May18 170803 417.00 417.00 404.00 408.20 -8.20 293 4,828 -44
Aug18 170803 422.00 422.00 408.10 413.70 -7.90 157 3,906 -23
Total Volume and Open Interest 5,763 83,642 +322
Cotton(ICE)
Oct17 170803 72.15 72.43 71.23 71.55 -0.20 19 215 +3
Dec17 170803 70.30 70.58 69.96 70.16 -0.18 15,122 155,808 -192
Mar18 170803 69.54 69.85 69.35 69.71 +0.09 3,032 42,473 +250
May18 170803 69.89 70.18 69.75 70.09 +0.13 231 4,930 -14
Jul18 170803 70.28 70.54 70.15 70.54 +0.19 291 4,698 -36
Oct18 170803 69.26 69.26 69.26 69.26 +0.16 0 1 +0
Total Volume and Open Interest 24,708 217,339 +717
Lumber(CME)
Sep17 170803 386.3 387.6 377.1 383.8 -0.9 430 3,537 -65
Nov17 170803 368.7 370.4 360.6 367.1 -1.4 196 1,089 +101
Jan18 170803 372.9 374.0 365.2 372.1 -1.0 18 239 +15
Mar18 170803 374.7 374.7 374.7 374.7 -2.0 0 45 +0
Total Volume and Open Interest 679 5,094 +179
Crude Oil(NYM)
Sep17 170803 49.59 49.96 48.78 49.03 -0.56 1,008,583 567,795 -24,800
Oct17 170803 49.74 50.09 48.95 49.19 -0.54 210,221 200,523 +7,551
Nov17 170803 49.82 50.21 49.11 49.34 -0.53 83,225 130,148 +2,747
Dec17 170803 49.96 50.33 49.25 49.48 -0.51 136,904 327,294 -10,009
Jan18 170803 50.06 50.42 49.44 49.61 -0.50 50,906 115,017 +1,285
Feb18 170803 50.12 50.49 49.49 49.69 -0.49 29,480 58,349 +2,109
Mar18 170803 50.07 50.48 49.58 49.75 -0.48 33,372 91,031 +4,311
Apr18 170803 49.85 50.52 49.66 49.79 -0.47 10,212 32,976 +643
May18 170803 49.99 50.52 49.69 49.80 -0.46 7,552 34,060 +154
Jun18 170803 50.18 50.53 49.59 49.80 -0.46 39,514 155,711 +3,521
Jul18 170803 50.05 50.49 49.74 49.78 -0.46 5,804 28,668 +441
Aug18 170803 50.04 50.46 49.76 49.76 -0.46 4,271 19,281 +538
Sep18 170803 50.00 50.08 49.73 49.75 -0.45 4,233 47,836 +1,189
Oct18 170803 50.24 50.24 49.75 49.75 -0.44 1,037 17,124 +209
Nov18 170803 49.76 49.76 49.76 49.76 -0.43 681 21,010 -54
Dec18 170803 50.17 50.49 49.63 49.80 -0.42 51,751 172,968 -681
Total Volume and Open Interest 1,420,393 2,234,574 +14,883
e-miNY Crude Oil(NYM)
Sep17 170803 49.550 49.950 48.775 49.025 -0.575 12,789 3,193 +2
Oct17 170803 49.650 50.075 48.950 49.200 -0.525 435 625 -21
Nov17 170803 49.650 50.100 49.150 49.350 -0.525 47 134 -6
Dec17 170803 50.025 50.250 49.275 49.475 -0.525 43 552 -10
Jan18 170803 49.700 50.350 49.600 49.600 -0.500 33 252 -10
Feb18 170803 49.700 49.700 49.700 49.700 -0.475 1 36 +0
Mar18 170803 49.750 49.750 49.750 49.750 -0.475 1 3 +1
Apr18 170803 49.800 49.800 49.800 49.800 -0.450 1 28 -1
May18 170803 49.800 49.800 49.800 49.800 -0.450 0 61 +0
Jun18 170803 49.950 49.950 49.800 49.800 -0.450 4 29 +0
Total Volume and Open Interest 12,041 5,346 +308
NY Harbor ULSD(NYM)
Sep17 170803 165.72 166.29 163.51 163.89 -1.99 86,585 133,400 -1,157
Oct17 170803 166.29 166.63 163.93 164.29 -1.89 43,717 47,156 +2,150
Nov17 170803 166.22 166.89 164.26 164.65 -1.84 29,776 44,417 +2,873
Dec17 170803 166.19 167.07 164.45 164.87 -1.78 38,359 60,863 -175
Jan18 170803 166.29 167.27 164.74 165.13 -1.77 14,647 25,774 +1,197
Feb18 170803 165.82 167.21 164.71 165.12 -1.74 11,595 16,188 +2,979
Mar18 170803 165.67 166.60 164.26 164.58 -1.67 4,733 13,418 +8
Apr18 170803 164.00 165.46 163.13 163.46 -1.60 2,586 6,894 +181
May18 170803 163.08 164.32 162.69 162.76 -1.50 727 3,543 -65
Jun18 170803 163.89 164.31 162.13 162.41 -1.40 1,960 18,449 +257
Jul18 170803 163.20 164.36 162.27 162.51 -1.33 86 1,825 -20
Aug18 170803 162.74 164.59 162.52 162.74 -1.28 42 1,480 -1
Sep18 170803 163.02 164.84 162.92 163.02 -1.24 288 1,726 +54
Oct18 170803 164.88 165.23 163.31 163.42 -1.21 28 881 +9
Total Volume and Open Interest 168,959 405,177 +570
RBOB Gasoline(NYM)
Sep17 170803 164.56 165.69 162.09 163.19 -1.29 89,248 146,317 +2,710
Oct17 170803 154.54 155.65 152.21 153.68 -0.67 50,621 74,273 +1,709
Nov17 170803 151.17 152.62 149.43 150.83 -0.65 23,441 53,423 +970
Dec17 170803 148.91 150.29 147.30 148.58 -0.64 25,948 45,778 +2,687
Jan18 170803 148.39 149.75 146.87 148.11 -0.63 6,996 24,854 +20
Feb18 170803 148.82 150.51 147.71 148.89 -0.64 2,776 9,044 +615
Mar18 170803 150.16 152.28 149.58 150.67 -0.68 3,033 12,488 +324
Apr18 170803 167.55 169.61 166.96 167.98 -0.71 787 9,169 +129
May18 170803 169.55 169.79 167.91 168.33 -0.78 750 4,370 +155
Jun18 170803 168.37 169.02 166.67 167.51 -0.76 3,713 8,183 +181
Total Volume and Open Interest 266,482 413,957 +13,731
e-miNY RBOB Gasoline(NYM)
Sep17 170803 163.19 163.19 163.19 163.19 -1.29 1 1 +1
Oct17 170803 153.68 153.68 153.68 153.68 -0.67      
Nov17 170803 150.83 150.83 150.83 150.83 -0.65      
Dec17 170803 148.58 148.58 148.58 148.58 -0.64      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Sep17 170803 2.811 2.846 2.790 2.800 -0.011 151,158 345,204 +4,842
Oct17 170803 2.845 2.888 2.835 2.844 -0.007 63,742 189,214 +2,737
Nov17 170803 2.934 2.973 2.924 2.933 -0.003 32,171 90,051 +2,237
Dec17 170803 3.094 3.128 3.082 3.092 -0.002 26,465 76,288 +982
Jan18 170803 3.180 3.217 3.171 3.183 -0.001 28,420 122,342 -1,845
Feb18 170803 3.177 3.207 3.161 3.172 -0.003 9,842 51,831 +678
Mar18 170803 3.134 3.163 3.118 3.130 -0.002 17,040 82,484 -350
Apr18 170803 2.831 2.849 2.820 2.835 +0.009 15,976 107,632 -498
May18 170803 2.805 2.823 2.797 2.813 +0.011 8,524 41,762 +765
Jun18 170803 2.842 2.845 2.824 2.838 +0.011 1,845 25,171 +187
Jul18 170803 2.865 2.869 2.850 2.863 +0.011 3,239 25,532 +507
Aug18 170803 2.870 2.874 2.855 2.868 +0.011 1,857 20,838 +379
Sep18 170803 2.850 2.856 2.835 2.849 +0.011 1,114 19,988 -2
Oct18 170803 2.871 2.879 2.855 2.870 +0.010 4,839 47,813 +533
Nov18 170803 2.925 2.933 2.916 2.923 +0.011 1,853 22,060 +881
Dec18 170803 3.045 3.065 3.045 3.056 +0.012 1,603 22,116 -666
Total Volume and Open Interest 306,770 1,350,212 +6,440
Brent Crude Oil(ICE)
Oct17 170803 52.24 52.89 51.77 52.01 -0.35 392,641 537,117 +934
Nov17 170803 52.31 52.87 51.78 52.02 -0.42 223,969 287,952 +26,878
Dec17 170803 52.41 52.95 51.89 52.12 -0.44 229,317 372,495 -3,951
Jan18 170803 52.48 53.03 52.00 52.21 -0.45 45,120 127,068 -954
Feb18 170803 52.65 53.11 52.10 52.32 -0.45 37,646 85,251 -2,156
Mar18 170803 52.73 53.17 52.18 52.40 -0.45 35,951 76,482 +4,769
Apr18 170803 52.62 53.22 52.33 52.46 -0.46 8,243 28,719 +613
May18 170803 52.68 53.24 52.44 52.52 -0.45 6,345 32,174 -176
Jun18 170803 52.82 53.28 52.47 52.56 -0.45 30,037 123,078 +2,069
Jul18 170803 52.63 52.63 52.63 52.63 -0.45 1,781 23,650 +217
Aug18 170803 52.68 52.68 52.68 52.68 -0.45 1,089 19,324 -78
Sep18 170803 52.76 52.76 52.71 52.71 -0.45 3,545 33,092 +97
Oct18 170803 52.74 52.74 52.74 52.74 -0.45 909 18,169 -214
Nov18 170803 52.77 52.77 52.77 52.77 -0.45 541 17,072 +58
Total Volume and Open Interest 1,096,004 2,299,581 +2,799
Gas Oil(ICE)
Aug17 170803 491.50 494.00 484.75 493.00 +3.00 42,797 75,794 -5,908
Sep17 170803 490.25 492.75 483.75 492.00 +3.75 119,432 195,751 +6,067
Oct17 170803 489.25 491.00 482.50 490.50 +3.75 78,472 121,450 +4,762
Nov17 170803 484.75 487.00 479.00 486.75 +3.25 28,285 44,381 -1,715
Dec17 170803 481.25 484.00 476.00 483.75 +3.25 71,304 135,880 +4,136
Jan18 170803 481.00 483.50 476.50 483.50 +3.25 13,520 42,198 -1,172
Feb18 170803 481.00 484.00 477.25 484.00 +3.25 3,768 25,432 +16
Mar18 170803 479.25 484.25 477.25 484.25 +3.25 4,131 25,965 -630
Apr18 170803 478.25 484.00 477.25 484.00 +3.00 1,811 13,338 +485
May18 170803 478.75 483.75 477.00 483.75 +3.00 878 10,811 +60
Total Volume and Open Interest 243,989 921,755 +175
Ethanol(CBOT)
Sep17 170803 1.547 1.560 1.547 1.553 -0.006 145 963 -36
Oct17 170803 1.538 1.538 1.538 1.538 -0.007 19 373 -13
Nov17 170803 1.521 1.521 1.521 1.521 -0.007 3 98 +1
Dec17 170803 1.504 1.504 1.504 1.504 -0.007 1 357 +0
Jan18 170803 1.485 1.485 1.485 1.485 -0.008 0 13 +0
Feb18 170803 1.485 1.485 1.485 1.485 -0.008      
Mar18 170803 1.485 1.485 1.485 1.485 -0.008      
Apr18 170803 1.535 1.535 1.515 1.515 -0.029 0 3 +0
Total Volume and Open Interest 181 1,861 +10
WTI Crude Oil(ICE)
Sep17 170803 49.51 49.96 48.80 49.03 -0.56 53,103 78,801 -2,439
Oct17 170803 49.63 50.09 48.98 49.19 -0.54 70,912 57,328 -992
Nov17 170803 49.72 50.22 49.13 49.34 -0.53 31,205 21,034 +617
Dec17 170803 49.83 50.32 49.25 49.48 -0.51 40,694 133,449 +200
Jan18 170803 49.92 50.43 49.44 49.61 -0.50 10,890 18,714 -570
Feb18 170803 49.85 50.48 49.55 49.69 -0.49 5,527 9,319 +1,025
Mar18 170803 50.05 50.51 49.69 49.75 -0.48 4,227 13,383 +149
Apr18 170803 50.34 50.52 49.79 49.79 -0.47 829 3,513 +167
May18 170803 50.09 50.43 49.80 49.80 -0.46 435 8,351 +31
Jun18 170803 50.01 50.49 49.80 49.80 -0.46 6,549 51,657 +658
Jul18 170803 49.78 49.78 49.78 49.78 -0.46 237 3,100 +4
Aug18 170803 49.76 49.76 49.76 49.76 -0.46 339 1,779 +95
Sep18 170803 49.75 49.75 49.75 49.75 -0.45 266 5,347 +135
Oct18 170803 49.75 49.75 49.75 49.75 -0.44 19 1,567 +3
Nov18 170803 49.76 49.76 49.76 49.76 -0.43 17 2,545 +0
Dec18 170803 50.02 50.50 49.80 49.80 -0.42 9,951 114,396 +1,892
Total Volume and Open Interest 224,232 593,461 +8,474
US Dollar Index(ICE)
Sep17 170803 92.775 92.905 92.555 92.707 +0.007 18,708 48,255 -88
Dec17 170803 92.630 92.730 92.400 92.527 +0.007 421 2,537 +146
Mar18 170803 92.440 92.445 92.215 92.298 +0.007 11 446 +8
Total Volume and Open Interest 20,810 51,697 +273
Australian Dollar(CME)
Sep17 170803 79.63 79.63 79.11 79.39 -0.26 123,116 135,643 +394
Dec17 170803 79.40 79.45 79.02 79.30 -0.26 200 2,093 +1
Mar18 170803 79.01 79.25 79.01 79.22 -0.26 0 218 +0
Total Volume and Open Interest 82,964 139,478 +250
British Pound(CME)
Sep17 170803 132.43 132.87 131.30 131.53 -0.96 98,928 214,402 +4,586
Dec17 170803 132.80 133.23 131.70 131.91 -0.96 144 1,806 +68
Mar18 170803 132.25 133.54 132.14 132.32 -0.94 1 285 +1
Total Volume and Open Interest 78,668 217,100 -330
Canadian Dollar(CME)
Sep17 170803 79.63 79.72 79.31 79.51 -0.18 86,461 183,364 +507
Dec17 170803 79.72 79.78 79.38 79.58 -0.17 366 5,303 +76
Mar18 170803 79.50 79.79 79.46 79.63 -0.17 7 542 +0
Jun18 170803 79.67 79.67 79.55 79.67 -0.17 39 160 +32
Total Volume and Open Interest 77,476 196,109 +5,487
Japanese Yen(CME)
Sep17 170803 90.46 91.20 90.40 91.05 +0.43 146,946 239,975 +1,555
Dec17 170803 90.89 91.59 90.80 91.45 +0.44 111 1,556 +20
Mar18 170803 91.91 91.98 91.37 91.91 +0.44 0 318 +0
Total Volume and Open Interest 138,578 242,225 -651
Swiss Franc(CME)
Sep17 170803 103.34 103.67 103.17 103.44 +0.06 31,087 39,394 +25
Dec17 170803 104.05 104.26 103.81 104.05 +0.05 13 369 +0
Mar18 170803 104.72 104.84 104.54 104.72 +0.06 0 29 +0
Total Volume and Open Interest 33,557 41,236 +1,424
EuroFX(CME)
Sep17 170803 118.82 119.20 118.58 118.94 +0.04 213,451 445,698 +2,733
Dec17 170803 119.40 119.77 119.15 119.52 +0.04 1,017 5,852 +74
Mar18 170803 119.96 120.37 119.85 120.15 +0.04 38 1,218 -5
Total Volume and Open Interest 264,244 464,897 +7,643
Mexican Peso(CME)
Aug17 170803 558.50 561.00 558.38 558.50 -1.25 0 44 +0
Sep17 170803 557.38 558.25 554.88 555.38 -1.13 33,462 214,188 -425
Total Volume and Open Interest 31,210 213,673 -685
Brazilian Real(CME)
Sep17 170803 318.80 319.70 318.20 318.90 -0.30 2,224 24,526 +1,292
Oct17 170803 317.55 317.95 316.95 317.55 -0.20 0 250 +0
Nov17 170803 316.00 316.00 316.00 316.00 -0.25      
Dec17 170803 314.60 314.60 314.60 314.60 -0.30 0 2 +0
Total Volume and Open Interest 1,962 26,465 +1,187
30-Year T-Bonds(CBOT)
Sep17 170803 153~310 155~090 153~310 155~000 +0~250 315,326 735,948 +5,199
Dec17 170803 152~310 154~010 152~240 153~250 +0~260 919 1,525 +296
Mar18 170803 153~020 153~020 153~020 153~020 +0~260      
Total Volume and Open Interest 276,473 746,076 +8,603
10-Year T-Notes(CBOT)
Sep17 170803 126~015 126~150 126~010 126~115 +0~080 1,471,383 3,195,696 +26,721
Dec17 170803 125~245 126~040 125~235 126~010 +0~080 6,536 31,797 +3,152
Mar18 170803 125~210 125~210 125~210 125~210 +0~080      
Total Volume and Open Interest 1,340,868 3,271,183 +43,690
5-Year T-Notes(CBOT)
Sep17 170803 118~054 118~126 118~052 118~110 +0~044 649,357 2,964,044 +15,067
Dec17 170803 117~274 118~024 117~270 118~004 +0~044 5,498 14,956 +5,167
Mar18 170803 117~246 117~246 117~246 117~246 +0~044      
Total Volume and Open Interest 635,884 2,995,432 +16,432
2 Year T-Notes(CBOT)
Sep17 170803 108~044 108~066 108~044 108~062 +0~014 253,482 1,379,907 +3,656
Dec17 170803 108~012 108~026 108~012 108~022 +0~012 74 2,515 +1
Mar18 170803 108~004 108~004 108~004 108~004 +0~012      
Total Volume and Open Interest 304,482 1,411,905 +29,483
Eurodollars(CME)
Sep17 170803 98.665 98.675 98.665 98.675 +0.005 121,752 1,491,308 +6,589
Dec17 170803 98.545 98.560 98.540 98.555 +0.005 153,674 1,953,136 +22,191
Mar18 170803 98.460 98.480 98.455 98.475 +0.010 141,569 1,174,886 +3,350
Jun18 170803 98.400 98.425 98.395 98.415 +0.010 191,549 1,094,677 -6,255
Sep18 170803 98.335 98.365 98.335 98.355 +0.010 184,903 1,062,640 +7,122
Dec18 170803 98.255 98.290 98.255 98.280 +0.015 211,556 1,415,393 +13,131
Mar19 170803 98.210 98.250 98.210 98.240 +0.020 116,936 894,256 +3,526
Jun19 170803 98.165 98.205 98.165 98.195 +0.020 122,714 696,940 +2,790
Sep19 170803 98.120 98.160 98.115 98.150 +0.025 98,862 675,246 +5,243
Dec19 170803 98.045 98.100 98.045 98.085 +0.025 109,069 743,453 +1,877
Mar20 170803 98.010 98.060 98.005 98.050 +0.030 95,572 446,712 +9,983
Jun20 170803 97.970 98.020 97.970 98.010 +0.030 83,311 321,569 +4,325
Sep20 170803 97.925 97.980 97.920 97.965 +0.030 51,775 234,716 -380
Dec20 170803 97.865 97.920 97.865 97.905 +0.030 51,618 305,642 -1,850
Mar21 170803 97.825 97.880 97.820 97.865 +0.030 33,241 163,951 -115
Jun21 170803 97.775 97.835 97.775 97.820 +0.035 33,313 115,771 -457
Sep21 170803 97.730 97.785 97.730 97.775 +0.035 25,328 88,326 -360
Dec21 170803 97.675 97.735 97.675 97.720 +0.035 24,022 94,064 -2,229
Total Volume and Open Interest 1,831,223 13,319,995 +80,457
Ultra T-Bond(CBOT)
Sep17 170803 166~00 167~24 165~30 167~12 +1~03 116,430 818,996 +8,505
Dec17 170803 165~22 166~23 165~00 166~12 +1~03 32 2,581 +0
Mar18 170803 165~12 165~12 165~12 165~12 +1~03      
Total Volume and Open Interest 139,998 828,133 +6,556
Ultra 10-Yr T-Note(CBOT)
Sep17 170803 135~095 135~300 135~090 135~260 +0~130 127,503 403,257 -3,718
Dec17 170803 135~090 135~090 134~260 135~090 +0~130 0 1 +0
Mar18 170803 135~090 135~090 135~090 135~090 +0~130      
Total Volume and Open Interest 111,417 401,598 -1,660
30 Day Federal Funds(CBOT)
Aug17 170803 98.845 98.845 98.842 98.845 unch 3,011 184,903 -177
Sep17 170803 98.845 98.845 98.840 98.840 unch 1,145 85,686 -90
Oct17 170803 98.835 98.840 98.835 98.835 unch 16,188 301,829 +3,476
Nov17 170803 98.825 98.830 98.820 98.825 unch 6,204 215,093 -608
Dec17 170803 98.780 98.790 98.775 98.785 +0.005 3,747 82,357 -331
Jan18 170803 98.735 98.750 98.735 98.745 +0.005 18,201 232,141 -1,459
Total Volume and Open Interest 81,984 1,460,107 +8,135
Japanese Govt Bonds(SGX)
Sep17 170803 150.14 150.21 150.12 150.17 +0.03 534 13,380 +45
Dec17 170803 150.17 150.17 150.17 150.17 +0.03      
Mar18 170803 150.17 150.17 150.17 150.17 +0.03      
Total Volume and Open Interest 1,078 13,342 -38
Euro-Buxl(EUREX)
Sep17 170803 164.32 165.80 163.86 165.32 +1.14 41,472 214,546 -5,749
Dec17 170803 163.80 163.80 163.80 163.80 +1.14 0 325 +0
Mar18 170803 163.28 163.28 163.28 163.28 +1.14      
Total Volume and Open Interest 29,690 218,679 +3,808
Euro-Bund(EUREX)
Sep17 170803 162.86 163.48 162.71 163.30 +0.44 684,128 1,793,948 -70,971
Dec17 170803 159.97 160.59 159.84 160.42 +0.43 7,088 43,232 +1,650
Mar18 170803 159.30 159.30 159.30 159.30 +0.44 0 37 +0
Total Volume and Open Interest 495,828 1,849,394 +12,177
Euro-Bobl(EUREX)
Sep17 170803 132.37 132.43 132.26 132.39 +0.05 400,306 1,398,014 -23,219
Dec17 170803 130.68 130.81 130.67 130.80 +0.06 869 52,763 +1,949
Mar18 170803 130.80 130.80 130.80 130.80 +0.06      
Total Volume and Open Interest 317,253 1,459,955 +9,178
Euro-Schatz(EUREX)
Sep17 170803 112.11 112.11 112.08 112.10 -0.01 331,465 1,382,540 -43,357
Dec17 170803 111.99 111.99 111.97 111.98 -0.01 2,578 42,779 +17,926
Mar18 170803 112.10 112.10 112.10 112.10 -0.01      
Total Volume and Open Interest 277,560 1,410,846 -14,473
3-Mth Euribor(EUREX)
Sep17 170803 100.325 100.325 100.325 100.325 -0.005 10 5,871 -10
Dec17 170803 100.315 100.315 100.315 100.315 unch 0 7,067 -500
Mar18 170803 100.295 100.295 100.295 100.295 unch 4 6,430 -687
Total Volume and Open Interest 2,090 37,142 -307
Long Gilt(LIFFE)
Sep17 170803 125~27 126~32 125~26 126~27 +0~29 199,036 658,466 +7,673
Dec17 170803 125~31 125~31 125~31 125~31 +0~29      
Total Volume and Open Interest 186,904 662,463 +3,997
3-Mth Short Sterling(LIFFE)
Sep17 170803 99.66 99.69 99.65 99.68 +0.02 55,300 454,037 +10,003
Dec17 170803 99.57 99.62 99.56 99.61 +0.04 38,898 409,945 +4,866
Mar18 170803 99.50 99.56 99.48 99.55 +0.05 45,363 340,337 -450
Jun18 170803 99.45 99.51 99.43 99.50 +0.05 53,281 313,695 +8,181
Sep18 170803 99.40 99.47 99.38 99.46 +0.06 72,629 273,200 -7,440
Dec18 170803 99.35 99.42 99.33 99.41 +0.06 48,349 275,120 -6,275
Total Volume and Open Interest 603,469 2,937,857 +1,094
3-Mth Euribor(LIFFE)
Sep17 170803 100.330 100.330 100.325 100.325 unch 33,837 378,593 +3,218
Dec17 170803 100.315 100.315 100.310 100.310 unch 25,381 382,623 -1,803
Mar18 170803 100.295 100.300 100.290 100.290 unch 46,916 442,276 +3,728
Total Volume and Open Interest 417,822 3,740,714 +15,984
3-Mth Aus T-Bills(SFE)
Sep17 170803 98.28 98.29 98.28 98.29 unch 4,410 118,693 +505
Dec17 170803 98.26 98.27 98.25 98.27 +0.01 25,276 225,865 -341
Mar18 170803 98.20 98.21 98.19 98.21 +0.01 24,545 182,357 +2,275
Jun18 170803 98.13 98.14 98.12 98.14 +0.01 15,829 151,625 +2,447
Sep18 170803 98.05 98.06 98.04 98.06 +0.01 16,286 106,023 -504
Dec18 170803 97.96 97.98 97.95 97.98 +0.01 7,260 87,337 +1,416
Mar19 170803 97.88 97.90 97.88 97.90 +0.01 5,681 63,330 +1,348
Jun19 170803 97.80 97.83 97.80 97.83 +0.02 3,185 44,730 +940
Sep19 170803 97.73 97.75 97.73 97.75 +0.02 298 3,698 +44
Dec19 170803 97.67 97.68 97.67 97.68 +0.02 24 2,766 +0
Total Volume and Open Interest 62,032 978,765 -10,127
10-Year Aus T-Bonds(SFE)
Sep17 170803 97.30 97.34 97.28 97.34 +0.04 106,731 981,696 -855
Dec17 170803 97.34 97.34 97.34 97.34 +0.04 0 470 +0
Total Volume and Open Interest 181,726 978,990 -3,176
3-Year Aus T-Bonds(SFE)
Sep17 170803 98.03 98.06 98.03 98.06 +0.02 148,247 1,003,454 +20,549
Dec17 170803 98.06 98.06 98.06 98.06 +0.02 0 120 +0
Total Volume and Open Interest 203,953 1,003,537 -37
Gold(CMX)
Aug17 170803 1265.9 1269.8 1256.6 1267.8 -4.0 1,061 2,972 -1,290
Oct17 170803 1269.0 1273.7 1259.7 1271.1 -4.0 14,033 48,330 +5,233
Dec17 170803 1272.6 1277.0 1262.9 1274.4 -4.0 213,543 344,426 +7,744
Feb18 170803 1275.5 1279.9 1270.1 1278.0 -4.0 276 18,984 +91
Apr18 170803 1277.0 1282.3 1273.5 1281.4 -4.0 226 4,999 -161
Jun18 170803 1278.4 1287.3 1278.4 1284.9 -3.9 237 8,279 +74
Aug18 170803 1284.0 1288.6 1280.8 1288.4 -3.9 121 6,079 -95
Oct18 170803 1285.8 1291.9 1285.8 1291.9 -3.9 54 793 -50
Dec18 170803 1288.7 1295.6 1288.7 1295.4 -3.9 527 7,554 +223
Feb19 170803 1299.2 1299.2 1299.2 1299.2 -3.9 0 6 +0
Apr19 170803 1303.0 1303.0 1303.0 1303.0 -3.9      
Jun19 170803 1306.9 1306.9 1306.9 1306.9 -3.9 0 748 +0
Total Volume and Open Interest 219,215 455,605 +6,896
Silver(CMX)
Sep17 170803 1657.0 1668.0 1642.0 1663.0 -10.3 61,891 138,414 -1,493
Dec17 170803 1667.5 1677.0 1652.0 1672.5 -10.5 7,495 59,254 +1,033
Mar18 170803 1670.0 1684.0 1665.0 1682.4 -10.6 633 3,948 +267
May18 170803 1689.5 1689.5 1687.5 1688.9 -10.6 354 1,710 -138
Jul18 170803 1695.6 1695.6 1695.6 1695.6 -10.6 24 1,400 +0
Sep18 170803 1702.4 1702.4 1702.4 1702.4 -10.6 0 74 +0
Dec18 170803 1700.0 1714.5 1693.5 1712.8 -10.6 1 1,479 +0
Total Volume and Open Interest 86,303 206,233 -1,025
Platinum(NYMEX)
Oct17 170803 951.5 968.0 946.6 964.6 +10.8 14,731 65,089 +215
Jan18 170803 951.6 970.1 951.6 967.4 +10.7 212 6,904 +57
Apr18 170803 966.1 971.9 966.1 971.3 +10.6 2 85 -1
Jul18 170803 970.0 978.0 970.0 976.0 +10.6 0 287 +0
Total Volume and Open Interest 14,870 72,046 -375
Palladium(NYMEX)
Sep17 170803 893.35 894.95 879.20 881.00 -11.20 5,215 30,508 +15
Dec17 170803 885.00 887.20 874.40 874.80 -10.10 739 4,106 +199
Mar18 170803 867.35 867.35 867.35 867.35 -10.10 0 212 +0
Total Volume and Open Interest 4,928 35,404 +562
Copper(CMX)
Sep17 170803 288.50 289.50 286.00 287.80 -0.65 75,467 155,190 +2,934
Dec17 170803 290.30 291.35 287.95 289.80 -0.60 13,620 93,920 +4,227
Mar18 170803 291.65 292.95 289.60 291.55 -0.45 2,806 29,670 -18
May18 170803 290.40 292.40 290.40 292.30 -0.40 592 10,819 +280
Jul18 170803 293.00 293.55 291.95 293.05 -0.40 316 3,478 +125
Total Volume and Open Interest 89,931 322,436 +926
E-mini DJIA Index(CBOT)
Sep17 170803 21972 21989 21928 21974 +17 104,872 136,692 -467
Dec17 170803 21909 21945 21888 21933 +18 105 296 +0
Mar18 170803 21896 21896 21870 21896 +18 4 21 +1
Jun18 170803 21865 21865 21865 21865 +18 0 2 +0
Total Volume and Open Interest 98,653 139,823 +2,812
S & P 500(CME)
Sep17 170803 2472.30 2474.40 2467.00 2471.70 -1.80 2,509 56,500 +647
Dec17 170803 2469.70 2469.70 2466.00 2469.70 -1.80 0 225 -6
Mar18 170803 2468.10 2468.10 2464.40 2468.10 -1.80 0 30 +0
Jun18 170803 2467.30 2467.30 2463.60 2467.30 -1.80      
Total Volume and Open Interest 1,279 55,030 -1,725
S & P 500 E-Mini(CME)
Sep17 170803 2473.25 2474.50 2466.00 2471.75 -1.75 1,043,439 3,021,662 +27,107
Dec17 170803 2470.75 2472.25 2464.25 2469.75 -1.75 2,111 36,238 -91
Mar18 170803 2470.50 2470.50 2463.50 2468.00 -2.00 81 1,285 +17
Jun18 170803 2467.25 2467.25 2466.25 2467.25 -1.75 0 407 +0
Total Volume and Open Interest 1,308,981 3,060,265 +671
NASDAQ 100 E-Mini(CME)
Sep17 170803 5911.25 5924.50 5877.25 5890.00 -20.75 389,618 295,253 +3,944
Dec17 170803 5919.50 5930.00 5884.25 5897.00 -20.50 1,087 1,562 +105
Mar18 170803 5905.50 5928.00 5899.75 5905.50 -20.50 5 36 +1
Total Volume and Open Interest 390,710 296,851 +4,050
S&P Midcap 400(CME) e-Mini
Sep17 170803 1751.90 1753.50 1742.40 1746.20 -5.00 12,645 92,112 -152
Dec17 170803 1745.10 1745.10 1743.90 1745.10 -5.00 0 1 +0
Mar18 170803 1741.80 1741.80 1741.80 1741.80 -5.00      
Total Volume and Open Interest 15,845 92,298 +185
Volatility Index(CBOE)
Aug17 170803 11.28 11.50 11.20 11.33 +0.05 91,700 261,292 -9,407
Sep17 170803 12.60 12.80 12.55 12.73 +0.10 72,758 176,578 +8,155
Oct17 170803 13.30 13.54 13.25 13.48 +0.20 20,151 59,506 +1,592
Nov17 170803 13.73 13.96 13.72 13.88 +0.15 11,222 39,811 -260
Total Volume and Open Interest 251,562 638,876 +15,232
S & P 600(CME)
Sep17 170803 851.50 851.50 851.50 851.50 -3.10      
Dec17 170803 848.30 848.30 848.30 848.30 -3.10      
Total Volume and Open Interest      
Russell 2000 Mini(CME)
Sep17 170803 1411.20 1414.30 1400.50 1405.00 -6.90 18,192 7,262 +1,835
Dec17 170803 1411.40 1412.80 1400.00 1404.10 -7.60 2 2 +0
Mar18 170803 1403.30 1403.30 1403.30 1403.30 -7.70      
Total Volume and Open Interest 18,194 7,264 +1,835
Nikkei 225(CME)
Sep17 170803 20080 20080 19960 19970 -105 6,577 35,629 +31
Dec17 170803 19920 19950 19900 19900 -100 0 5 +0
Total Volume and Open Interest 7,535 35,491 -143
Nikkei 225(SGX)
Sep17 170803 20060 20090 19970 20010 -55 51,016 228,612 -2,758
Dec17 170803 19885 19885 19880 19880 -55 2 2,875 +1
Mar18 170803 19840 19840 19840 19840 -60 0 205 +0
Total Volume and Open Interest 71,031 237,387 -1,318
Nikkei 225 Mini(JPX)
Sep17 170803 20065 20090 19970 20010 -60 442,220 471,578 +24,788
Dec17 170803 19940 19955 19840 19880 -60 7,348 11,968 +404
Mar18 170803 19880 19900 19795 19860 -20 309 2,741 -67
Total Volume and Open Interest 573,538 500,309 -7,371
Nikkei 225(JPX)
Sep17 170803 20060 20090 19970 20010 -60 34,406 326,301 -1,843
Dec17 170803 19930 19950 19840 19880 -60 140 40,247 -11
Mar18 170803 19900 19900 19800 19860 -20 11 3,228 +2
Total Volume and Open Interest 44,298 436,850 +333
Nikkei 225(CME) Yen
Sep17 170803 20060 20060 19945 19955 -105 29,831 55,725 +931
Dec17 170803 19825 19825 19825 19825 -105 2 41 +1
Mar18 170803 19785 19785 19785 19785 -105      
Total Volume and Open Interest 32,932 55,165 -603
Nikkei 225(CME) e-Mini Yen
Sep17 170803 19960 19960 19960 19960 -100 0 9 +0
Dec17 170803 19830 19830 19830 19830 -100      
Mar18 170803 19790 19790 19790 19790 -100      
Total Volume and Open Interest 0 9 +0
CAC 40(EURONEXT)
Aug17 170803 5115.0 5142.0 5082.0 5130.0 +25.0 74,338 324,406 +3,600
Sep17 170803 5111.5 5140.0 5081.0 5130.0 +25.0 318 23,965 -409
Oct17 170803 5120.0 5120.0 5120.0 5120.0 +25.0      
Dec17 170803 5110.0 5110.0 5110.0 5110.0 +25.0 0 12,933 +0
Mar18 170803 5095.0 5095.0 5095.0 5095.0 +25.0      
Jun18 170803 4970.0 4970.0 4970.0 4970.0 +25.0 0 1 +0
Total Volume and Open Interest 63,338 354,836 -6,472
Hang Seng Index(HKFE)
Aug17 170803 27550 27594 27363 27498 -54 105,184 144,736 +1,999
Sep17 170803 27493 27507 27290 27419 -56 4,156 14,324 +2,304
Total Volume and Open Interest 121,670 172,510 +2,555
DAX(EUREX)
Sep17 170803 12166.0 12178.5 12085.0 12149.0 -17.5 93,986 136,182 -9,953
Dec17 170803 12154.0 12157.0 12084.0 12139.0 -17.5 182 7,007 +62
Mar18 170803 12110.0 12158.0 12110.0 12136.5 -17.0 3 79 +2
Total Volume and Open Interest 76,925 143,669 +401
Mini-DAX(EUREX)
Sep17 170803 12165.0 12178.0 12088.0 12149.0 -17.5 27,462 12,048 +299
Dec17 170803 12134.0 12156.0 12085.0 12139.0 -17.5 62 330 +0
Mar18 170803 12100.0 12136.5 12100.0 12136.5 -17.0 5 28 +0
Total Volume and Open Interest 26,063 12,324 -82
DJ EuroSTOXX 50(EUREX)
Sep17 170803 3455 3468 3433 3463 +10 833,764 3,345,970 +12,138
Dec17 170803 3435 3454 3421 3449 +10 147 119,284 +3,014
Mar18 170803 3433 3437 3433 3437 +10 3 51,450 +0
Total Volume and Open Interest 897,602 3,519,260 +2,556
Swiss Market Index(EUREX)
Sep17 170803 9135 9152 9083 9142 +37 30,995 193,451 +0
Dec17 170803 9100 9120 9065 9116 +37 13 2,453 +0
Mar18 170803 9013 9013 9013 9013 +37 0 32 +0
Total Volume and Open Interest 37,936 195,372 -564
FT-SE 100(EURONEXT)
Sep17 170803 7359.00 7428.50 7325.50 7421.50 +78.00 84,301 735,026 +9,308
Dec17 170803 7293.00 7386.50 7293.00 7381.00 +78.00 5 11,392 -2
Mar18 170803 7320.50 7320.50 7320.50 7320.50 +78.00      
Total Volume and Open Interest 74,861 744,446 -1,972
SPI 200(SFE)
Sep17 170803 5680.0 5704.0 5641.0 5665.0 -16.0 31,270 260,983 +2,795
Dec17 170803 5639.0 5652.0 5639.0 5652.0 -15.0 0 1,472 +0
Mar18 170803 5605.0 5605.0 5605.0 5605.0 -15.0 0 1,477 +0
Total Volume and Open Interest 36,763 266,266 +1,702
FTSE MIB(ISE)
Sep17 170803 21610.00 21805.00 21510.00 21758.00 +196.00 23,328 30,768 +122
Dec17 170803 21490.00 21650.00 21420.00 21638.00 +193.00 21 61 +6
Total Volume and Open Interest 17,387 30,252 -577
KOSPI 200(KFE)
Sep17 170803 318.40 318.45 310.70 313.00 -5.50 278,976 270,320 -5,202
Dec17 170803 319.05 319.15 311.60 313.70 -5.55      
Mar18 170803 315.25 315.25 308.80 310.30 -6.00 4 8,160 +0
Total Volume and Open Interest 139,061 343,551 +2,058
GSCI(CME)
Aug17 170803 385.65 386.80 382.30 382.90 -2.75 143 13,154 -12
Sep17 170803 384.15 387.80 383.80 384.15 -2.75 4 1,955 +0
Oct17 170803 384.35 384.35 384.35 384.35 -2.75      
Total Volume and Open Interest 556 15,090 -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.

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