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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 August 11, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug17 170811 934.00 935.75 931.25 935.50 +4.75 190 198 -201
Sep17 170811 934.50 939.50 930.25 938.25 +4.25 21,489 66,478 +635
Nov17 170811 941.00 946.50 937.00 945.00 +4.75 104,125 348,041 -4,690
Jan18 170811 950.00 955.25 946.00 953.75 +4.75 16,566 61,859 -1,073
Mar18 170811 958.00 963.75 954.75 962.00 +5.25 6,603 45,672 +143
May18 170811 964.75 971.50 962.50 969.75 +5.50 3,466 26,911 +699
Jul18 170811 970.75 978.25 969.25 976.25 +5.75 3,948 44,178 +780
Aug18 170811 972.50 978.75 971.75 977.25 +6.25 67 1,339 +9
Sep18 170811 963.75 969.75 962.75 968.75 +6.50 8 261 +3
Nov18 170811 956.75 964.00 955.50 962.75 +7.00 2,032 20,903 +597
Jan19 170811 967.25 967.25 967.25 967.25 +6.75 0 105 +0
Mar19 170811 969.50 969.50 969.50 969.50 +7.25 0 9 +0
May19 170811 969.25 969.25 969.25 969.25 +7.00 0 9 +0
Jul19 170811 972.25 972.25 972.25 972.25 +7.00 0 23 +0
Total Volume and Open Interest 158,496 616,254 -3,098
Soybean Meal(CBOT)
Aug17 170811 295.00 298.50 294.70 298.10 +3.90 731 598 -226
Sep17 170811 296.90 300.00 295.70 299.50 +3.70 19,181 52,455 -2,334
Oct17 170811 298.70 301.90 297.40 301.20 +3.70 7,113 27,538 +406
Dec17 170811 301.20 304.80 300.00 304.20 +4.00 40,915 168,295 -394
Jan18 170811 303.00 305.90 301.40 305.30 +3.90 7,149 28,696 -1,801
Mar18 170811 305.90 308.50 304.00 308.10 +3.90 3,219 29,429 +366
May18 170811 307.90 310.80 306.40 310.50 +4.10 3,136 15,845 +921
Jul18 170811 310.00 313.40 309.00 313.10 +4.40 2,456 11,951 -75
Aug18 170811 310.00 314.00 309.60 313.80 +4.70 149 2,889 +36
Sep18 170811 310.00 314.10 309.60 314.00 +5.00 147 2,580 +76
Total Volume and Open Interest 85,399 349,341 -2,976
Soybean Oil(CBOT)
Aug17 170811 33.70 33.84 33.53 33.53 -0.21 607 276 -409
Sep17 170811 33.78 34.07 33.53 33.63 -0.16 19,649 60,732 -369
Oct17 170811 33.89 34.18 33.65 33.74 -0.17 5,008 29,055 +542
Dec17 170811 34.09 34.44 33.90 33.99 -0.17 45,764 191,137 -2,212
Jan18 170811 34.26 34.59 34.03 34.13 -0.17 5,535 43,669 +65
Mar18 170811 34.43 34.72 34.19 34.29 -0.17 2,823 34,412 -97
May18 170811 34.53 34.83 34.30 34.41 -0.18 4,071 22,672 +1,159
Jul18 170811 34.62 34.91 34.37 34.47 -0.20 1,618 16,050 +283
Aug18 170811 34.59 34.84 34.33 34.43 -0.18 101 1,795 -20
Sep18 170811 34.46 34.76 34.28 34.35 -0.18 59 1,750 -6
Total Volume and Open Interest 86,127 412,217 -803
Canola(WCE)
Nov17 170811 506.0 509.2 505.2 506.9 +0.7 9,570 91,862 +159
Jan18 170811 510.5 514.0 510.5 512.0 +0.8 613 22,635 +214
Mar18 170811 517.0 517.3 515.3 515.6 +0.7 310 6,897 +274
May18 170811 517.2 519.4 517.0 517.4 +0.3 51 932 +12
Jul18 170811 518.9 521.3 518.7 519.3 +0.7 38 804 +6
Total Volume and Open Interest 10,584 123,739 +667
Corn(CBOT)
Sep17 170811 358.75 361.50 357.25 360.75 +3.50 182,886 359,909 -40,345
Dec17 170811 373.00 375.25 371.00 374.75 +3.75 232,030 624,066 +9,836
Mar18 170811 386.00 387.25 382.75 386.50 +3.50 47,044 169,683 +6,924
May18 170811 392.00 393.25 388.75 392.75 +3.50 12,912 42,122 +2,964
Jul18 170811 397.00 399.25 394.50 398.50 +4.00 14,052 83,494 +1,583
Sep18 170811 399.75 402.25 398.75 402.25 +4.50 2,606 23,993 +781
Dec18 170811 404.50 409.00 404.50 408.50 +4.50 10,753 70,853 +5,087
Mar19 170811 413.75 416.25 412.75 416.25 +4.50 99 1,515 +89
May19 170811 420.25 420.25 420.25 420.25 +3.75 0 303 +0
Jul19 170811 421.00 425.00 421.00 425.00 +3.75 0 735 +0
Total Volume and Open Interest 502,394 1,378,047 -13,079
Wheat(CBOT)
Sep17 170811 441.50 444.00 434.50 439.25 -1.25 76,420 136,359 -12,606
Dec17 170811 469.00 472.00 462.25 467.00 -1.75 62,709 184,412 +10,466
Mar18 170811 491.00 493.50 484.50 488.75 -1.50 17,352 62,331 +2,403
May18 170811 505.50 508.25 500.00 503.75 -1.50 2,920 20,873 +684
Jul18 170811 514.75 517.50 509.50 513.25 -1.00 1,321 31,149 +419
Sep18 170811 527.25 531.25 523.25 526.50 -0.75 136 2,431 +49
Total Volume and Open Interest 161,180 447,232 +1,480
Wheat(KCBT)
Sep17 170811 449.50 450.50 436.25 441.25 -7.00 26,692 70,298 -8,164
Dec17 170811 476.75 477.75 464.25 469.25 -6.50 25,931 93,138 +394
Mar18 170811 495.25 496.00 482.50 487.25 -6.50 9,372 67,047 +2,904
May18 170811 505.00 509.00 496.50 501.25 -6.50 822 10,334 +262
Jul18 170811 524.00 525.00 512.75 517.50 -5.50 673 18,648 -5
Sep18 170811 540.50 541.50 530.25 535.25 -4.75 259 2,493 +18
Dec18 170811 561.25 561.75 550.25 554.75 -5.75 225 2,188 +89
Total Volume and Open Interest 63,976 264,360 -4,502
Wheat(MGE)
Sep17 170811 705.50 712.75 666.00 674.00 -29.25 2,987 24,580 -67
Dec17 170811 718.25 725.00 680.25 688.25 -27.25 4,055 37,910 +387
Mar18 170811 719.00 724.00 681.75 690.25 -25.00 1,091 20,272 +483
May18 170811 710.50 710.50 675.00 680.75 -22.50 230 6,510 +82
Jul18 170811 698.50 701.00 669.00 672.25 -19.25 42 2,646 +2
Sep18 170811 637.00 637.00 620.25 623.25 -6.50 13 1,592 +6
Total Volume and Open Interest 8,418 94,268 +893
Oats(CBOT)
Sep17 170811 265.25 266.00 260.00 264.00 -2.00 116 573 -73
Dec17 170811 268.75 269.25 258.75 263.25 -3.75 161 5,642 +5
Mar18 170811 270.00 270.00 265.00 267.00 -3.75 12 544 +6
May18 170811 268.50 268.50 268.50 268.50 -3.75 0 15 +0
Total Volume and Open Interest 289 6,774 -62
Rough Rice(CBOT)
Sep17 170811 12.26 12.53 12.26 12.49 +0.24 652 6,764 -350
Nov17 170811 12.52 12.80 12.52 12.76 +0.24 492 2,926 +325
Jan18 170811 13.00 13.00 13.00 13.00 +0.24 4 113 +4
Mar18 170811 12.88 13.09 12.88 13.09 +0.24 0 128 +0
Total Volume and Open Interest 1,148 9,931 -21
Live Cattle(CME)
Aug17 170811 108.930 110.385 108.930 109.730 +0.880 6,552 13,426 -3,515
Oct17 170811 106.680 108.285 106.635 107.400 +0.800 30,878 166,165 -3,423
Dec17 170811 108.600 109.980 108.580 109.330 +0.730 14,561 67,871 -414
Feb18 170811 110.500 111.650 110.500 111.180 +0.630 10,127 38,156 -203
Apr18 170811 111.350 112.400 111.250 112.080 +0.750 4,312 21,214 +647
Jun18 170811 105.580 106.830 105.580 106.635 +1.000 1,316 9,805 +23
Total Volume and Open Interest 68,062 319,557 -6,797
Feeder Cattle(CME)
Aug17 170811 141.485 142.850 140.535 141.785 +0.600 4,394 11,507 -1,510
Sep17 170811 141.650 143.035 140.785 142.235 +0.935 7,885 17,655 -779
Oct17 170811 140.750 142.235 140.035 141.600 +1.115 5,585 15,336 +755
Nov17 170811 140.380 141.950 139.850 141.500 +1.370 1,934 6,130 +125
Jan18 170811 137.950 139.450 137.400 138.900 +1.020 1,033 6,174 -33
Mar18 170811 136.185 137.550 135.700 136.750 +0.650 438 2,219 +65
Apr18 170811 136.450 137.550 135.950 136.850 +0.525 88 351 +37
Total Volume and Open Interest 21,409 59,684 -1,327
Lean Hogs(CME)
Aug17 170811 84.600 84.750 84.500 84.650 +0.200 3,759 13,990 -907
Oct17 170811 68.200 68.885 67.830 68.635 +0.660 16,243 119,142 +1,122
Dec17 170811 62.750 63.350 62.500 63.250 +0.550 9,472 57,135 +911
Feb18 170811 67.135 67.535 66.800 67.450 +0.270 7,410 35,185 +1,547
Apr18 170811 71.200 71.480 70.830 71.050 -0.280 2,462 25,707 +427
May18 170811 75.850 75.850 75.500 75.500 -0.385 129 632 +90
Jun18 170811 79.250 79.480 78.900 79.000 -0.385 1,018 12,987 +345
Jul18 170811 78.535 78.750 78.285 78.350 -0.185 123 1,887 +44
Total Volume and Open Interest 40,657 267,624 +3,588
Class III Milk(CME)
Aug17 170811 16.41 16.49 16.40 16.47 +0.08 292 5,174 -36
Sep17 170811 16.81 17.13 16.80 17.09 +0.23 573 5,452 -16
Oct17 170811 17.12 17.38 17.08 17.30 +0.25 200 3,692 -34
Nov17 170811 17.04 17.27 17.03 17.21 +0.23 155 3,385 +42
Dec17 170811 16.83 17.00 16.83 17.00 +0.20 31 2,774 +2
Jan18 170811 16.61 16.69 16.57 16.68 +0.10 17 1,015 +12
Feb18 170811 16.60 16.65 16.60 16.65 +0.05 10 921 +0
Mar18 170811 16.60 16.64 16.60 16.64 +0.05 9 868 +1
Apr18 170811 16.57 16.62 16.57 16.62 +0.07 26 669 +6
May18 170811 16.62 16.65 16.62 16.65 +0.06 7 627 -1
Jun18 170811 16.75 16.75 16.75 16.75 +0.01 4 552 +0
Jul18 170811 16.80 16.82 16.80 16.80 unch 1 245 +1
Aug18 170811 16.85 16.85 16.85 16.85 unch 4 200 +0
Total Volume and Open Interest 1,351 26,084 -5
Cocoa(ICE)
Sep17 170811 1958 1998 1947 1990 +23 28,008 43,763 -12,471
Dec17 170811 1955 1988 1946 1977 +12 32,483 112,602 +4,773
Mar18 170811 1979 2009 1970 1999 +10 7,065 38,417 +329
May18 170811 1994 2025 1986 2014 +9 1,627 14,231 +153
Jul18 170811 2007 2037 2006 2030 +8 662 8,991 -11
Sep18 170811 2033 2050 2029 2047 +8 182 8,268 +45
Dec18 170811 2050 2064 2045 2063 +8 513 6,018 -21
Total Volume and Open Interest 70,800 240,462 -6,951
Coffee "C"(ICE)
Sep17 170811 138.50 140.80 136.85 140.30 +1.80 27,892 60,171 -6,715
Dec17 170811 141.95 144.35 140.50 143.85 +1.85 22,119 73,912 +3,620
Mar18 170811 145.70 147.65 144.05 147.40 +1.85 5,586 31,883 +21
May18 170811 147.65 149.90 146.25 149.65 +1.85 3,708 15,857 -1,315
Jul18 170811 149.95 152.10 148.50 151.85 +1.85 3,433 7,456 +1,587
Sep18 170811 152.00 154.10 151.05 153.85 +1.80 884 6,519 +152
Total Volume and Open Interest 64,065 202,753 -2,582
Orange Juice(ICE)
Sep17 170811 136.00 137.00 131.90 136.10 +0.55 834 6,673 -458
Nov17 170811 134.65 134.80 131.40 134.65 +0.95 540 4,299 +395
Jan18 170811 134.35 136.20 133.40 136.15 +0.80 9 1,176 +4
Mar18 170811 136.00 138.60 136.00 138.60 +0.75 1 440 -1
May18 170811 141.25 141.25 141.25 141.25 +0.50 0 182 +0
Jul18 170811 144.10 144.10 144.10 144.10 +0.70 0 18 +0
Total Volume and Open Interest 1,384 12,788 -60
Sugar #11(ICE)
Oct17 170811 13.30 13.39 13.11 13.20 -0.04 53,770 393,966 +1,662
Mar18 170811 14.17 14.25 14.01 14.05 -0.09 27,587 199,878 +1,674
May18 170811 14.54 14.57 14.31 14.35 -0.14 11,989 70,216 +1,376
Jul18 170811 14.81 14.85 14.59 14.62 -0.17 4,982 52,776 +1,637
Oct18 170811 15.14 15.15 14.93 14.97 -0.18 2,237 35,469 +48
Mar19 170811 15.67 15.67 15.46 15.50 -0.19 586 18,089 +315
May19 170811 15.69 15.69 15.50 15.51 -0.21 16 4,419 +6
Jul19 170811 15.71 15.71 15.53 15.53 -0.22 17 4,885 -2
Total Volume and Open Interest 101,187 785,904 +6,719
London Cocoa(LCE)
Sep17 170811 1536 1554 1522 1542 +4 5,980 65,537 -1,288
Dec17 170811 1542 1564 1532 1554 +6 7,335 74,165 +23
Mar18 170811 1568 1586 1556 1575 +4 3,666 51,060 +230
May18 170811 1579 1596 1569 1587 +3 940 19,972 +94
Jul18 170811 1590 1607 1582 1598 +3 547 14,472 -24
Sep18 170811 1602 1614 1592 1610 +3 1,250 11,843 +697
Dec18 170811 1612 1630 1607 1625 +3 174 7,010 +125
Total Volume and Open Interest 19,906 244,598 -143
London Sugar(LCE)
Oct17 170811 367.10 369.10 363.30 364.40 -2.10 5,658 45,185 -589
Dec17 170811 374.60 374.60 369.40 370.20 -2.90 3,418 17,612 +1
Mar18 170811 384.00 384.90 380.40 381.20 -2.90 1,612 12,510 +667
May18 170811 391.10 392.50 388.80 388.90 -2.90 233 4,673 -90
Aug18 170811 399.80 399.90 396.70 396.70 -2.60 369 4,482 +250
Total Volume and Open Interest 11,315 86,671 +261
Cotton(ICE)
Oct17 170811 69.11 69.85 69.07 69.24 -0.02 10 175 +3
Dec17 170811 68.02 69.15 67.75 68.25 +0.14 12,164 151,735 -126
Mar18 170811 67.80 68.87 67.53 68.05 +0.22 4,810 49,156 +2,259
May18 170811 68.22 69.32 68.05 68.54 +0.27 506 5,947 +230
Jul18 170811 68.81 69.38 68.60 68.99 +0.31 143 4,948 +66
Oct18 170811 67.99 67.99 67.99 67.99 +0.67 0 1 +0
Total Volume and Open Interest 17,740 221,546 +2,454
Lumber(CME)
Sep17 170811 363.1 366.0 360.4 365.4 -0.1 350 3,105 -93
Nov17 170811 350.2 352.9 347.5 352.5 +0.1 64 1,268 +20
Jan18 170811 355.9 356.8 352.1 356.8 -2.9 6 251 +2
Mar18 170811 361.4 361.4 361.4 361.4 -2.9 0 47 +0
Total Volume and Open Interest 420 4,676 -71
Crude Oil(NYM)
Sep17 170811 48.52 48.98 47.98 48.82 +0.23 858,250 364,643 -47,101
Oct17 170811 48.69 49.13 48.14 48.97 +0.22 217,639 338,138 +51,717
Nov17 170811 48.82 49.27 48.28 49.11 +0.23 94,683 162,864 +10,770
Dec17 170811 48.94 49.38 48.38 49.23 +0.23 108,417 316,424 +8,005
Jan18 170811 49.08 49.51 48.50 49.37 +0.25 37,484 135,670 +6,949
Feb18 170811 49.16 49.51 48.58 49.46 +0.26 23,330 65,718 +182
Mar18 170811 49.20 49.63 48.65 49.52 +0.27 32,552 107,853 +3,730
Apr18 170811 49.05 49.62 48.71 49.56 +0.28 9,876 36,442 +1,698
May18 170811 48.93 49.64 48.71 49.58 +0.28 12,427 38,163 +1,585
Jun18 170811 49.35 49.68 48.68 49.58 +0.28 34,365 156,029 +765
Jul18 170811 49.00 49.61 48.94 49.55 +0.27 3,906 31,409 +668
Aug18 170811 48.89 49.51 48.73 49.51 +0.25 1,347 21,312 +221
Sep18 170811 49.28 49.48 48.82 49.47 +0.22 2,761 51,841 +1,044
Oct18 170811 49.29 49.44 49.29 49.44 +0.20 673 20,379 +243
Nov18 170811 49.42 49.42 49.42 49.42 +0.18 790 22,995 +76
Dec18 170811 49.16 49.54 48.63 49.41 +0.16 28,820 176,464 -184
Total Volume and Open Interest 1,481,387 2,255,589 +40,041
e-miNY Crude Oil(NYM)
Sep17 170811 48.500 48.975 47.975 48.825 +0.225 11,465 3,791 +154
Oct17 170811 48.700 49.125 48.125 48.975 +0.225 273 708 +40
Nov17 170811 48.700 49.200 48.325 49.100 +0.225 89 120 -16
Dec17 170811 48.700 49.325 48.400 49.225 +0.225 9 615 +5
Jan18 170811 48.825 49.450 48.650 49.375 +0.250 10 365 +6
Feb18 170811 49.450 49.450 48.975 49.450 +0.250 0 89 +0
Mar18 170811 49.525 49.525 49.525 49.525 +0.275 0 3 +0
Apr18 170811 49.550 49.550 49.550 49.550 +0.275 0 60 +0
May18 170811 49.575 49.575 49.575 49.575 +0.275 0 93 +0
Jun18 170811 49.050 49.575 49.050 49.575 +0.275 2 29 -1
Total Volume and Open Interest 11,848 5,996 +188
NY Harbor ULSD(NYM)
Sep17 170811 163.08 164.18 161.12 163.46 +0.33 76,147 106,256 -6,344
Oct17 170811 163.29 164.52 161.47 163.83 +0.39 47,610 67,952 +5,432
Nov17 170811 163.52 164.75 161.73 164.04 +0.37 34,360 47,921 -1,903
Dec17 170811 163.86 164.89 161.91 164.21 +0.34 34,857 59,474 +1,536
Jan18 170811 164.31 165.10 162.23 164.45 +0.28 9,480 29,981 +158
Feb18 170811 164.18 165.04 162.25 164.41 +0.22 5,677 19,426 +999
Mar18 170811 163.73 164.50 161.83 163.93 +0.15 5,359 13,729 -475
Apr18 170811 162.13 163.53 160.94 163.06 +0.17 2,808 8,406 +460
May18 170811 161.60 162.87 160.47 162.59 +0.20 2,233 5,474 +661
Jun18 170811 161.00 162.52 160.11 162.20 +0.19 3,780 19,870 +364
Jul18 170811 160.83 162.50 160.18 162.26 +0.20 158 1,705 -51
Aug18 170811 162.55 162.74 160.47 162.50 +0.21 54 1,336 +9
Sep18 170811 162.46 163.27 160.85 162.78 +0.20 72 1,804 +30
Oct18 170811 163.09 163.47 161.25 163.09 +0.18 22 940 -6
Total Volume and Open Interest 223,965 414,125 +768
RBOB Gasoline(NYM)
Sep17 170811 159.68 162.15 158.52 161.30 +1.02 75,965 105,372 -7,028
Oct17 170811 150.24 152.60 149.08 151.79 +0.88 53,449 84,517 +3,884
Nov17 170811 147.59 149.45 146.36 148.68 +0.64 28,245 61,960 +1,419
Dec17 170811 145.00 147.27 144.44 146.51 +0.40 25,395 51,302 +845
Jan18 170811 144.77 146.94 144.21 146.22 +0.31 9,548 29,205 +863
Feb18 170811 145.76 147.66 145.10 147.02 +0.27 2,292 10,087 +436
Mar18 170811 147.61 149.36 146.93 148.77 +0.22 3,455 15,521 +847
Apr18 170811 164.80 166.60 164.26 166.09 +0.29 2,307 9,532 +71
May18 170811 165.89 166.52 165.65 166.40 +0.22 1,820 4,686 -33
Jun18 170811 164.54 166.09 163.91 165.57 +0.15 1,978 9,297 -130
Total Volume and Open Interest 205,515 394,358 +1,418
e-miNY RBOB Gasoline(NYM)
Sep17 170811 161.30 161.30 161.30 161.30 +1.02 0 1 +0
Oct17 170811 151.79 151.79 151.79 151.79 +0.88      
Nov17 170811 148.68 148.68 148.68 148.68 +0.64      
Dec17 170811 146.51 146.51 146.51 146.51 +0.40      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Sep17 170811 2.976 2.997 2.962 2.983 -0.002 184,358 239,796 -36,450
Oct17 170811 3.009 3.021 2.992 3.009 -0.008 97,193 240,426 +12,400
Nov17 170811 3.066 3.080 3.053 3.068 -0.008 52,759 104,001 +6,644
Dec17 170811 3.204 3.215 3.187 3.205 -0.004 27,384 81,937 +1,994
Jan18 170811 3.297 3.315 3.285 3.307 +0.001 32,417 135,757 +4,576
Feb18 170811 3.285 3.302 3.275 3.297 +0.003 11,408 55,930 -316
Mar18 170811 3.238 3.249 3.225 3.246 +0.002 15,058 82,161 +310
Apr18 170811 2.895 2.904 2.887 2.903 +0.005 14,629 106,438 +1,322
May18 170811 2.867 2.870 2.857 2.869 +0.004 7,154 43,876 +1,546
Jun18 170811 2.891 2.894 2.881 2.894 +0.004 4,605 25,612 -689
Jul18 170811 2.914 2.920 2.905 2.920 +0.004 1,690 27,255 -238
Aug18 170811 2.922 2.924 2.913 2.924 +0.004 2,161 24,035 +384
Sep18 170811 2.892 2.900 2.886 2.900 +0.004 1,666 19,634 -300
Oct18 170811 2.913 2.919 2.905 2.919 +0.005 4,098 46,260 -841
Nov18 170811 2.964 2.967 2.952 2.967 +0.004 1,217 21,755 -100
Dec18 170811 3.088 3.094 3.081 3.094 +0.004 639 22,634 -17
Total Volume and Open Interest 460,799 1,329,576 -9,643
Brent Crude Oil(ICE)
Oct17 170811 51.94 52.28 51.30 52.10 +0.20 265,606 429,322 -14,366
Nov17 170811 51.82 52.12 51.14 51.94 +0.16 162,645 386,072 +15,209
Dec17 170811 51.79 52.10 51.11 51.92 +0.15 169,457 403,127 +8,755
Jan18 170811 51.69 52.13 51.16 51.97 +0.15 56,594 132,557 +2,147
Feb18 170811 51.94 52.19 51.24 52.04 +0.16 31,769 91,082 +1,199
Mar18 170811 51.80 52.24 51.26 52.08 +0.15 33,189 89,469 +1,881
Apr18 170811 51.69 52.28 51.34 52.12 +0.15 7,946 31,009 -1,619
May18 170811 51.74 52.28 51.40 52.17 +0.15 6,002 31,815 +105
Jun18 170811 52.05 52.34 51.41 52.21 +0.14 29,597 127,898 +376
Jul18 170811 52.26 52.26 52.26 52.26 +0.13 1,952 23,689 -42
Aug18 170811 52.28 52.28 52.28 52.28 +0.12 720 19,867 -102
Sep18 170811 51.72 52.32 51.72 52.28 +0.11 3,554 36,338 +724
Oct18 170811 52.28 52.28 52.28 52.28 +0.11 319 19,018 +19
Nov18 170811 52.27 52.27 52.27 52.27 +0.09 388 17,514 -87
Total Volume and Open Interest 818,446 2,362,360 +15,923
Gas Oil(ICE)
Sep17 170811 482.50 484.75 474.75 482.50 -4.00 89,744 182,726 -6,010
Oct17 170811 482.50 485.00 475.00 482.75 -3.75 55,496 167,319 +17,154
Nov17 170811 479.00 481.25 471.50 479.25 -3.75 15,164 52,895 +2,217
Dec17 170811 475.50 477.50 468.50 475.50 -4.25 35,599 130,554 -3,138
Jan18 170811 473.75 477.00 468.25 474.75 -4.50 9,475 44,766 -42
Feb18 170811 475.50 477.25 468.75 475.00 -4.50 2,228 25,551 -147
Mar18 170811 472.25 476.25 469.50 475.00 -4.50 2,590 25,798 -117
Apr18 170811 471.75 476.00 468.75 474.75 -4.50 1,103 14,048 +74
May18 170811 471.75 475.50 470.25 474.25 -4.50 654 10,771 +16
Jun18 170811 470.00 475.50 469.50 474.00 -4.25 5,127 46,387 +1,823
Total Volume and Open Interest 257,755 897,447 -5,388
Ethanol(CBOT)
Sep17 170811 1.560 1.585 1.559 1.575 +0.025 294 831 -41
Oct17 170811 1.554 1.560 1.540 1.550 +0.019 100 409 +42
Nov17 170811 1.521 1.521 1.521 1.521 +0.019 43 214 +32
Dec17 170811 1.490 1.490 1.490 1.490 +0.019 7 338 -2
Jan18 170811 1.465 1.465 1.465 1.465 +0.019 2 13 +0
Feb18 170811 1.465 1.465 1.465 1.465 +0.019      
Mar18 170811 1.465 1.465 1.465 1.465 +0.019      
Apr18 170811 1.514 1.514 1.514 1.514 +0.019 0 4 +0
Total Volume and Open Interest 446 1,811 +31
WTI Crude Oil(ICE)
Sep17 170811 48.64 48.98 48.00 48.82 +0.23 40,665 66,383 -1,410
Oct17 170811 48.79 49.13 48.16 48.97 +0.22 49,251 77,055 +6,436
Nov17 170811 48.90 49.25 48.30 49.11 +0.23 27,868 27,798 +1,554
Dec17 170811 49.04 49.38 48.39 49.23 +0.23 36,251 125,164 -1,600
Jan18 170811 49.02 49.43 48.51 49.37 +0.25 9,938 21,727 +1,526
Feb18 170811 49.10 49.51 48.59 49.46 +0.26 3,389 10,518 -87
Mar18 170811 48.75 49.52 48.64 49.52 +0.27 2,740 14,081 +62
Apr18 170811 48.74 49.56 48.74 49.56 +0.28 612 4,474 +71
May18 170811 48.98 49.58 48.98 49.58 +0.28 893 9,228 +195
Jun18 170811 48.76 49.58 48.73 49.58 +0.28 7,897 52,815 -277
Jul18 170811 49.55 49.55 49.55 49.55 +0.27 952 3,903 +317
Aug18 170811 49.51 49.51 49.51 49.51 +0.25 255 2,104 +140
Sep18 170811 49.47 49.47 49.47 49.47 +0.22 187 6,614 +85
Oct18 170811 49.44 49.44 49.44 49.44 +0.20 129 1,679 +13
Nov18 170811 49.42 49.42 49.42 49.42 +0.18 508 4,024 +457
Dec18 170811 48.85 49.53 48.70 49.41 +0.16 6,194 119,755 +1,501
Total Volume and Open Interest 193,172 611,397 +9,447
US Dollar Index(ICE)
Sep17 170811 93.295 93.415 92.830 92.955 -0.350 20,176 49,104 +224
Dec17 170811 93.100 93.220 92.640 92.770 -0.350 160 3,253 +36
Mar18 170811 92.875 92.875 92.520 92.555 -0.340 1 449 +1
Total Volume and Open Interest 20,345 53,014 +266
Australian Dollar(CME)
Sep17 170811 78.69 79.06 78.35 78.93 +0.06 103,135 147,171 +1,342
Dec17 170811 78.60 78.95 78.27 78.83 +0.06 1,197 2,632 +201
Mar18 170811 78.74 78.78 78.31 78.74 +0.05 0 218 +0
Total Volume and Open Interest 104,729 151,363 +1,452
British Pound(CME)
Sep17 170811 129.92 130.46 129.54 130.28 +0.33 94,990 205,076 +48
Dec17 170811 130.47 130.85 129.95 130.68 +0.34 83 1,849 +33
Mar18 170811 131.16 131.20 130.42 131.09 +0.34 0 325 +0
Total Volume and Open Interest 95,279 208,134 +43
Canadian Dollar(CME)
Sep17 170811 78.52 79.07 78.45 78.89 +0.21 61,457 189,317 -9,251
Dec17 170811 78.60 79.13 78.52 78.95 +0.20 344 5,300 +37
Mar18 170811 79.01 79.15 78.61 79.00 +0.20 2 554 +0
Jun18 170811 79.05 79.17 78.68 79.05 +0.21 0 159 +0
Total Volume and Open Interest 61,990 196,761 -9,202
Japanese Yen(CME)
Sep17 170811 91.75 92.13 91.55 91.90 +0.24 188,640 224,070 -5,962
Dec17 170811 92.19 92.51 91.97 92.31 +0.25 678 2,212 +295
Mar18 170811 92.60 92.92 92.46 92.79 +0.24 1 318 -1
Total Volume and Open Interest 189,807 227,314 -5,513
Swiss Franc(CME)
Sep17 170811 104.15 104.61 103.97 104.27 +0.25 51,354 38,266 -4,442
Dec17 170811 104.99 105.17 104.61 104.88 +0.24 213 514 +148
Mar18 170811 105.57 105.79 105.57 105.57 +0.25 0 28 +0
Total Volume and Open Interest 51,568 38,829 -4,293
EuroFX(CME)
Sep17 170811 117.95 118.70 117.70 118.46 +0.54 207,001 448,194 -1,104
Dec17 170811 118.48 119.27 118.29 119.05 +0.55 2,846 7,216 +717
Mar18 170811 119.08 119.90 118.96 119.68 +0.55 500 1,241 +52
Total Volume and Open Interest 211,611 460,732 -420
Mexican Peso(CME)
Aug17 170811 560.75 561.75 554.75 560.75 +2.63      
Sep17 170811 553.25 559.25 551.38 557.88 +2.63 32,692 217,030 -1,750
Total Volume and Open Interest 32,738 217,170 -1,738
Brazilian Real(CME)
Sep17 170811 313.90 315.60 308.10 314.55 -0.15 1,887 26,410 +52
Oct17 170811 312.65 313.45 308.50 313.25 -0.15 5 263 +5
Nov17 170811 311.85 311.85 311.85 311.85 -0.20      
Dec17 170811 310.50 310.50 309.00 310.50 -0.15 0 2 +0
Total Volume and Open Interest 1,892 27,175 +57
30-Year T-Bonds(CBOT)
Sep17 170811 155~170 155~290 154~230 155~150 +0~040 254,109 752,782 -1,090
Dec17 170811 154~110 154~190 153~160 154~070 +0~040 1,453 3,195 +516
Mar18 170811 153~160 153~160 153~160 153~160 +0~040      
Total Volume and Open Interest 255,562 755,977 -574
10-Year T-Notes(CBOT)
Sep17 170811 126~215 126~280 126~175 126~260 +0~080 1,351,014 3,266,214 -6,777
Dec17 170811 126~110 126~175 126~075 126~160 +0~080 11,431 54,473 +4,623
Mar18 170811 126~040 126~040 126~040 126~040 +0~080      
Total Volume and Open Interest 1,362,445 3,320,687 -2,154
5-Year T-Notes(CBOT)
Sep17 170811 118~150 118~220 118~134 118~206 +0~072 603,917 3,024,882 +32,866
Dec17 170811 118~060 118~120 118~042 118~110 +0~074 2,047 25,211 +406
Mar18 170811 118~032 118~032 118~032 118~032 +0~074      
Total Volume and Open Interest 605,964 3,050,093 +33,272
2 Year T-Notes(CBOT)
Sep17 170811 108~064 108~096 108~062 108~092 +0~026 285,403 1,399,964 -882
Dec17 170811 108~032 108~062 108~032 108~060 +0~030 4,175 12,477 +2,816
Mar18 170811 108~042 108~042 108~042 108~042 +0~030      
Total Volume and Open Interest 289,578 1,412,441 +1,934
Eurodollars(CME)
Sep17 170811 98.675 98.680 98.665 98.675 unch 133,433 1,485,153 +6,904
Dec17 170811 98.550 98.580 98.550 98.575 +0.025 184,806 1,987,002 +3,912
Mar18 170811 98.480 98.515 98.480 98.515 +0.040 151,859 1,165,244 -3,682
Jun18 170811 98.425 98.465 98.420 98.465 +0.045 175,785 1,106,382 -7,031
Sep18 170811 98.370 98.415 98.365 98.410 +0.045 193,721 1,147,879 +17,201
Dec18 170811 98.290 98.345 98.285 98.335 +0.050 215,351 1,481,915 +18,886
Mar19 170811 98.250 98.300 98.245 98.295 +0.050 162,311 905,211 +5,150
Jun19 170811 98.210 98.260 98.200 98.250 +0.050 134,420 703,502 +2,071
Sep19 170811 98.165 98.210 98.155 98.205 +0.050 136,479 662,780 -1,097
Dec19 170811 98.100 98.145 98.090 98.140 +0.050 135,841 758,397 +14,352
Mar20 170811 98.065 98.110 98.055 98.100 +0.045 84,559 450,343 +871
Jun20 170811 98.025 98.070 98.020 98.060 +0.045 82,783 340,897 +3,846
Sep20 170811 97.985 98.020 97.975 98.015 +0.040 65,540 243,265 -492
Dec20 170811 97.930 97.965 97.915 97.955 +0.035 49,569 306,418 +2,149
Mar21 170811 97.890 97.925 97.875 97.920 +0.035 44,514 173,678 +3,885
Jun21 170811 97.850 97.880 97.830 97.875 +0.035 43,948 120,097 +408
Sep21 170811 97.805 97.830 97.785 97.825 +0.030 31,483 99,258 -442
Dec21 170811 97.755 97.775 97.730 97.770 +0.025 30,259 97,261 +780
Total Volume and Open Interest 2,120,535 13,570,607 +70,762
Ultra T-Bond(CBOT)
Sep17 170811 168~05 168~19 166~31 168~01 +0~06 91,689 838,605 +2,946
Dec17 170811 167~06 167~20 166~00 167~01 +0~05 226 11,989 +176
Mar18 170811 166~01 166~01 166~01 166~01 +0~05      
Total Volume and Open Interest 91,915 850,594 +3,122
Ultra 10-Yr T-Note(CBOT)
Sep17 170811 136~050 136~135 135~285 136~095 +0~090 98,303 412,591 -3,749
Dec17 170811 135~215 135~235 135~105 135~215 +0~090 1 0 -1
Mar18 170811 135~215 135~215 135~215 135~215 +0~090      
Total Volume and Open Interest 98,304 412,591 -3,750
30 Day Federal Funds(CBOT)
Aug17 170811 98.845 98.845 98.842 98.845 unch 4,036 179,171 -673
Sep17 170811 98.845 98.850 98.845 98.845 unch 1,763 84,969 +465
Oct17 170811 98.840 98.845 98.835 98.845 +0.010 8,247 306,516 +3,909
Nov17 170811 98.830 98.840 98.825 98.840 +0.015 18,164 221,163 +1,847
Dec17 170811 98.785 98.810 98.785 98.805 +0.025 8,732 88,615 -2,700
Jan18 170811 98.745 98.775 98.745 98.770 +0.030 34,710 252,732 +3,932
Total Volume and Open Interest 135,150 1,529,060 +15,578
Japanese Govt Bonds(SGX)
Sep17 170810 150.37 150.44 150.33 150.42 +0.03 454 13,368 +12
Dec17 170810 150.42 150.42 150.42 150.42 +0.03      
Mar18 170810 150.42 150.42 150.42 150.42 +0.03      
Total Volume and Open Interest 454 13,368 +12
Euro-Buxl(EUREX)
Sep17 170811 167.70 168.38 167.20 167.98 +0.96 34,565 206,163 -8,320
Dec17 170811 166.60 166.60 166.12 166.42 +0.96 3 2,290 +1,124
Mar18 170811 165.98 165.98 165.98 165.98 +0.96      
Total Volume and Open Interest 34,568 208,453 -7,196
Euro-Bund(EUREX)
Sep17 170811 164.34 164.64 164.19 164.54 +0.43 609,012 1,778,140 -29,676
Dec17 170811 161.44 161.72 161.34 161.65 +0.42 7,514 81,307 +19,247
Mar18 170811 161.08 161.08 161.08 161.08 +0.43 0 38 +0
Total Volume and Open Interest 616,526 1,859,485 -10,429
Euro-Bobl(EUREX)
Sep17 170811 132.71 132.87 132.66 132.85 +0.19 375,250 1,393,804 -23,762
Dec17 170811 131.10 131.25 131.10 131.25 +0.19 1,971 58,246 -284
Mar18 170811 131.25 131.25 131.25 131.25 +0.19      
Total Volume and Open Interest 377,221 1,452,050 -24,046
Euro-Schatz(EUREX)
Sep17 170811 112.14 112.19 112.13 112.18 +0.05 194,103 1,424,981 +26,405
Dec17 170811 112.03 112.07 112.03 112.07 +0.05 5,405 56,577 +325
Mar18 170811 112.18 112.18 112.18 112.18 +0.05      
Total Volume and Open Interest 199,508 1,481,558 +26,730
3-Mth Euribor(EUREX)
Sep17 170811 100.330 100.330 100.330 100.330 unch 5 5,871 +0
Dec17 170811 100.325 100.325 100.325 100.325 +0.005 27 7,069 +2
Mar18 170811 100.310 100.310 100.310 100.310 +0.010 33 6,147 +1
Total Volume and Open Interest 214 37,174 +13
Long Gilt(LIFFE)
Sep17 170811 127~27 128~08 127~23 127~29 +0~06 135,636 688,244 +4,551
Dec17 170811 126~23 126~29 126~23 126~29 +0~06 119 4,717 +117
Total Volume and Open Interest 135,755 692,961 +4,668
3-Mth Short Sterling(LIFFE)
Sep17 170811 99.71 99.71 99.70 99.71 unch 14,444 475,703 -2,572
Dec17 170811 99.64 99.65 99.63 99.64 unch 77,476 417,001 +15,483
Mar18 170811 99.58 99.60 99.58 99.59 unch 46,716 345,007 +11,441
Jun18 170811 99.54 99.56 99.53 99.54 unch 61,691 324,696 +782
Sep18 170811 99.50 99.51 99.49 99.50 unch 40,212 270,977 -400
Dec18 170811 99.45 99.47 99.44 99.45 unch 75,883 294,910 +1,901
Total Volume and Open Interest 631,519 3,049,664 +49,072
3-Mth Euribor(LIFFE)
Sep17 170811 100.330 100.330 100.325 100.330 unch 96,778 404,224 +22,041
Dec17 170811 100.320 100.325 100.315 100.325 +0.005 110,081 379,190 +6,338
Mar18 170811 100.305 100.310 100.300 100.305 unch 69,258 436,095 +4,642
Total Volume and Open Interest 749,445 3,755,918 +23,636
3-Mth Aus T-Bills(SFE)
Sep17 170811 98.28 98.29 98.27 98.29 +0.01 14,923 111,415 -2,481
Dec17 170811 98.24 98.26 98.24 98.26 +0.01 22,717 228,375 +5,286
Mar18 170811 98.18 98.21 98.18 98.21 +0.02 10,313 179,772 -1,593
Jun18 170811 98.11 98.15 98.11 98.14 +0.03 14,408 147,401 +506
Sep18 170811 98.02 98.08 98.02 98.06 +0.03 10,123 108,322 +1,467
Dec18 170811 97.95 98.00 97.95 97.99 +0.04 6,724 87,538 +16
Mar19 170811 97.87 97.93 97.87 97.91 +0.04 5,245 60,189 +303
Jun19 170811 97.79 97.85 97.79 97.84 +0.05 2,109 46,206 +1,117
Sep19 170811 97.71 97.77 97.71 97.77 +0.06 72 3,726 -31
Dec19 170811 97.68 97.72 97.68 97.71 +0.07 10 2,740 +0
Total Volume and Open Interest 86,644 978,198 +4,590
10-Year Aus T-Bonds(SFE)
Sep17 170811 97.34 97.43 97.34 97.42 +0.07 84,809 962,001 +1,115
Dec17 170811 97.42 97.42 97.42 97.42 +0.07 0 470 +0
Total Volume and Open Interest 84,809 962,471 +1,115
3-Year Aus T-Bonds(SFE)
Sep17 170811 98.02 98.09 98.02 98.08 +0.05 109,649 998,878 +7,517
Dec17 170811 97.96 98.08 97.96 98.08 +0.05 0 120 +0
Total Volume and Open Interest 109,649 998,998 +7,517
Gold(CMX)
Aug17 170811 1286.3 1291.1 1282.0 1287.7 +4.0 574 1,274 -1,032
Oct17 170811 1289.5 1294.6 1283.5 1290.7 +4.0 8,534 47,504 +519
Dec17 170811 1292.5 1298.1 1286.7 1294.0 +3.9 290,974 361,906 +16,139
Feb18 170811 1297.7 1300.8 1290.6 1297.4 +3.8 1,303 18,257 -332
Apr18 170811 1299.7 1304.4 1294.4 1300.9 +3.7 543 4,909 +75
Jun18 170811 1303.0 1308.0 1297.7 1304.5 +3.7 226 9,193 -12
Aug18 170811 1308.5 1311.5 1301.4 1308.1 +3.6 530 6,285 +91
Oct18 170811 1310.5 1315.0 1305.0 1311.6 +3.6 315 1,227 +187
Dec18 170811 1318.3 1318.3 1314.8 1315.2 +3.6 261 7,721 +90
Feb19 170811 1319.0 1319.0 1319.0 1319.0 +3.6 0 6 +0
Apr19 170811 1322.8 1322.8 1322.8 1322.8 +3.6      
Jun19 170811 1326.7 1326.7 1326.7 1326.7 +3.6 0 748 +0
Total Volume and Open Interest 304,558 464,397 +15,670
Silver(CMX)
Sep17 170811 1712.5 1719.5 1688.0 1707.0 +0.5 106,928 116,344 -3,565
Dec17 170811 1720.5 1728.0 1696.5 1715.6 +0.4 14,976 68,376 +3,504
Mar18 170811 1731.0 1735.5 1706.5 1724.7 +0.4 942 4,884 -10
May18 170811 1725.5 1731.0 1725.0 1731.0 +0.2 95 1,778 +34
Jul18 170811 1740.0 1740.0 1737.3 1737.3 +0.2 3 1,405 +3
Sep18 170811 1744.1 1744.1 1744.1 1744.1 +0.2 0 80 +0
Dec18 170811 1760.5 1760.5 1746.0 1754.5 +0.2 12 1,462 +1
Total Volume and Open Interest 123,081 195,132 -31
Platinum(NYMEX)
Oct17 170811 986.1 996.7 982.4 989.7 +3.8 16,730 62,906 +303
Jan18 170811 988.4 998.4 986.6 992.5 +3.8 210 7,427 +122
Apr18 170811 993.9 996.8 993.9 996.8 +3.9 48 379 +48
Jul18 170811 999.9 1001.5 999.9 1001.5 +3.9 0 291 +0
Total Volume and Open Interest 16,991 71,024 +474
Palladium(NYMEX)
Sep17 170811 898.40 901.40 892.10 894.70 -2.35 2,892 29,029 -798
Dec17 170811 892.90 895.70 886.90 889.60 -2.10 644 5,587 +261
Mar18 170811 884.15 884.15 884.15 884.15 -2.05 1 265 +0
Total Volume and Open Interest 3,537 34,897 -537
Copper(CMX)
Sep17 170811 290.30 292.20 287.15 291.20 +0.90 95,506 143,728 -6,501
Dec17 170811 292.70 294.30 289.35 293.30 +0.80 27,305 105,577 +1,766
Mar18 170811 292.45 296.00 291.60 295.05 +0.75 6,077 32,372 +787
May18 170811 293.30 296.15 293.30 295.95 +0.75 826 11,563 +272
Jul18 170811 294.25 297.05 293.00 296.65 +0.70 240 4,064 +131
Total Volume and Open Interest 131,091 325,256 -3,558
E-mini DJIA Index(CBOT)
Sep17 170811 21817 21884 21790 21848 +12 142,068 149,886 +7,639
Dec17 170811 21781 21840 21747 21806 +11 127 639 +10
Mar18 170811 21769 21788 21741 21769 +11 1 20 +0
Jun18 170811 21738 21738 21738 21738 +11 0 2 +0
Total Volume and Open Interest 142,196 150,547 +7,649
S & P 500(CME)
Sep17 170811 2436.10 2446.20 2430.60 2440.10 +2.50 1,924 59,110 +339
Dec17 170811 2438.20 2443.60 2433.50 2438.20 +2.60 0 225 +0
Mar18 170811 2436.60 2442.00 2431.90 2436.60 +2.60 0 30 +0
Jun18 170811 2435.80 2441.20 2431.10 2435.80 +2.60      
Total Volume and Open Interest 1,924 59,365 +339
S & P 500 E-Mini(CME)
Sep17 170811 2434.50 2446.50 2430.25 2440.00 +2.50 1,555,517 3,086,189 +21,558
Dec17 170811 2432.75 2444.25 2428.25 2438.25 +2.75 8,867 51,581 +4,477
Mar18 170811 2433.75 2442.25 2427.75 2436.50 +2.50 86 1,287 -2
Jun18 170811 2435.75 2439.00 2430.50 2435.75 +2.50 22 421 +10
Total Volume and Open Interest 1,564,492 3,139,480 +26,043
NASDAQ 100 E-Mini(CME)
Sep17 170811 5769.00 5845.80 5761.00 5838.30 +48.50 377,648 300,070 +2,188
Dec17 170811 5775.00 5852.80 5769.00 5845.80 +48.50 1,298 1,918 +62
Mar18 170811 5790.00 5854.30 5784.80 5854.30 +48.50 6 40 +4
Total Volume and Open Interest 378,952 302,028 +2,254
S&P Midcap 400(CME) e-Mini
Sep17 170811 1704.30 1712.00 1698.40 1709.80 +3.30 15,644 93,074 +525
Dec17 170811 1708.70 1708.90 1699.70 1708.70 +3.30 0 1 +0
Mar18 170811 1705.40 1705.40 1705.40 1705.40 +3.30      
Total Volume and Open Interest 15,644 93,075 +525
Volatility Index(CBOE)
Aug17 170811 15.55 16.55 14.30 15.43 -0.10 271,473 183,319 -29,660
Sep17 170811 15.15 15.55 14.25 15.28 +0.10 240,436 276,393 +22,775
Oct17 170811 15.22 15.70 14.60 15.53 +0.30 64,711 67,507 +3,406
Nov17 170811 15.45 15.85 14.93 15.73 +0.30 26,581 42,180 +727
Total Volume and Open Interest 635,474 673,424 +549
S & P 600(CME)
Sep17 170811 831.10 831.10 831.10 831.10 -0.20      
Dec17 170811 827.90 827.90 827.90 827.90 -0.20      
Total Volume and Open Interest      
Russell 2000 Mini(ICE)
Sep17 170811 1369.20 1375.40 1363.60 1372.00 +2.40 144,820 577,479 -355
Dec17 170811 1366.50 1372.60 1364.10 1371.20 +2.40 10 373 +0
Mar18 170811 1370.20 1370.20 1370.20 1370.20 +2.40 0 1 +0
Total Volume and Open Interest 144,830 577,855 -355
Nikkei 225(CME)
Sep17 170811 19365 19495 19300 19410 +45 15,911 34,809 -417
Dec17 170811 19300 19405 19250 19345 +45 10 19 +4
Total Volume and Open Interest 15,921 34,828 -413
Nikkei 225(SGX)
Sep17 170811 19715 19720 19290 19435 -285 117,521 231,291 +11,659
Dec17 170811 19560 19560 19250 19305 -285 10 2,884 +7
Mar18 170810 19550 19550 19550 19550 -20 0 205 +0
Total Volume and Open Interest 51,714 230,921 -1,648
Nikkei 225 Mini(JPX)
Sep17 170810 19740 19815 19665 19710 -20 342,778 485,927 +2,825
Dec17 170810 19605 19675 19535 19570 -30 5,499 14,019 +952
Mar18 170810 19560 19625 19490 19530 -20 126 2,775 -14
Total Volume and Open Interest 367,373 555,038 +26,738
Nikkei 225(JPX)
Sep17 170810 19740 19820 19660 19710 -20 28,144 333,452 +1,041
Dec17 170810 19610 19680 19530 19570 -30 218 40,629 +58
Mar18 170810 19550 19615 19480 19530 -20 12 3,234 -2
Total Volume and Open Interest 28,379 444,260 +1,099
Nikkei 225(CME) Yen
Sep17 170811 19350 19485 19295 19395 +40 55,826 55,788 +64
Dec17 170811 19265 19325 19180 19265 +40 2 42 +1
Mar18 170811 19225 19225 19225 19225 +40      
Total Volume and Open Interest 55,828 55,832 +65
Nikkei 225(CME) e-Mini Yen
Sep17 170811 19390 19470 19390 19390 +30 1 8 -1
Dec17 170811 19260 19260 19260 19260 +30      
Mar18 170811 19220 19220 19220 19220 +30      
Total Volume and Open Interest 1 8 -1
CAC 40(EURONEXT)
Aug17 170811 5077.5 5093.0 5045.5 5060.0 -54.0 112,268 343,964 +17,781
Sep17 170811 5074.0 5090.0 5046.5 5058.5 -54.0 2,913 26,305 +1,021
Oct17 170811 5055.0 5055.0 5042.0 5048.5 -54.0 7 1 +1
Total Volume and Open Interest 115,188 383,207 +18,803
Hang Seng Index(HKFE)
Aug17 170811 27377 27409 26834 26842 -543 103,131 149,206 -728
Sep17 170811 27230 27248 26680 26682 -567 3,085 19,280 +1,187
Total Volume and Open Interest 106,598 180,387 +469
DAX(EUREX)
Sep17 170811 11930.0 12043.0 11926.0 12006.0 +7.5 99,115 141,847 +705
Dec17 170811 11942.0 12012.0 11926.5 11996.0 +7.5 282 8,156 +74
Mar18 170811 11941.5 12014.0 11941.5 11993.0 +7.5 11 84 -2
Total Volume and Open Interest 99,408 150,087 +777
Mini-DAX(EUREX)
Sep17 170811 11934.0 12043.0 11928.0 12006.0 +7.5 35,151 12,794 +172
Dec17 170811 11930.0 12020.0 11930.0 11996.0 +7.5 56 325 -24
Mar18 170811 11921.0 11994.0 11921.0 11993.0 +7.5 3 31 +2
Total Volume and Open Interest 35,210 13,150 +150
DJ EuroSTOXX 50(EUREX)
Sep17 170811 3408 3420 3389 3399 -27 648,340 3,338,130 -18,153
Dec17 170811 3397 3404 3380 3385 -27 3,062 124,798 +386
Mar18 170811 3375 3379 3373 3373 -27 1 51,455 +3
Total Volume and Open Interest 651,403 3,514,383 -17,764
Swiss Market Index(EUREX)
Sep17 170811 8914 8927 8855 8878 -64 47,414 196,273 -2,616
Dec17 170811 8882 8882 8837 8852 -64 35 2,494 +0
Mar18 170811 8751 8751 8751 8751 -64 0 32 +0
Total Volume and Open Interest 47,449 198,799 -2,616
FT-SE 100(EURONEXT)
Sep17 170811 7331.00 7339.50 7276.00 7287.50 -81.00 104,434 759,415 +5,638
Dec17 170811 7290.00 7290.00 7240.00 7247.00 -81.00 4 11,408 +2
Mar18 170811 7187.00 7187.00 7187.00 7187.00 -81.00      
Total Volume and Open Interest 104,438 770,823 +5,640
SPI 200(SFE)
Sep17 170811 5696.0 5699.0 5614.0 5641.0 -58.0 30,834 258,514 +23
Dec17 170811 5609.0 5627.0 5609.0 5627.0 -58.0 4 1,480 +4
Mar18 170811 5580.0 5580.0 5580.0 5580.0 -58.0 0 1,477 +0
Total Volume and Open Interest 31,042 262,855 +183
FTSE MIB(ISE)
Sep17 170811 21555.00 21565.00 21315.00 21356.00 -336.00 28,894 30,528 -2,270
Dec17 170811 21550.00 21550.00 21215.00 21239.00 -328.00 23 164 -3
Total Volume and Open Interest 28,917 30,692 -2,273
KOSPI 200(KFE)
Sep17 170811 308.15 308.35 302.30 302.85 -5.75 285,994 268,711 +1,705
Dec17 170811 308.75 308.75 303.00 303.60 -5.85 657 42,814 +1,370
Mar18 170811 300.05 302.50 300.00 300.30 -4.70 5 9,566 +31
Total Volume and Open Interest 286,756 347,896 +3,106
GSCI(CME)
Aug17 170811 377.40 382.60 377.40 381.55 +0.60 2,528 5,865 -2,444
Sep17 170811 378.65 383.65 378.45 382.60 +0.40 2,490 9,403 +2,446
Oct17 170811 383.00 383.00 383.00 383.00 +0.40      
Total Volume and Open Interest 5,018 15,268 +2
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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