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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue August 11, 2015
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug15 150811 1039.00 1039.50 1013.00 1014.00 -30.75 1,000 3,023 -602
Sep15 150811 1004.50 1005.00 978.75 981.00 -27.25 13,818 49,245 -1,039
Nov15 150811 991.75 992.00 967.50 971.50 -23.00 116,239 354,648 -2,072
Jan16 150811 996.25 996.25 972.25 976.00 -23.25 21,170 62,137 -274
Mar16 150811 990.25 990.25 966.50 970.75 -21.50 12,039 82,165 +4
May16 150811 980.50 980.50 958.25 963.00 -20.00 10,857 50,844 +1,136
Jul16 150811 979.50 979.50 960.25 965.00 -19.00 5,191 29,371 +583
Aug16 150811 957.75 957.75 957.75 957.75 -17.75 73 698 +26
Sep16 150811 937.25 937.25 936.50 936.50 -16.50 19 428 +7
Nov16 150811 936.00 936.25 921.50 925.50 -15.75 1,807 15,010 +260
Jan17 150811 931.00 931.00 931.00 931.00 -16.00 20 99 +11
Mar17 150811 935.00 935.00 935.00 935.00 -16.00 36 92 +9
May17 150811 937.50 937.50 937.50 937.50 -16.00 20 46 +10
Jul17 150811 942.25 942.25 942.25 942.25 -15.75 6 88 +4
Total Volume and Open Interest 182,305 648,257 -1,932
Soybean Meal(CBOT)
Aug15 150811 359.80 359.80 346.60 347.90 -14.60 1,380 1,337 -758
Sep15 150811 352.40 353.00 341.30 341.70 -11.90 12,960 63,261 +90
Oct15 150811 345.10 345.10 333.90 334.60 -11.60 9,321 35,730 +565
Dec15 150811 342.00 342.90 331.20 332.10 -11.30 38,311 175,928 +1,366
Jan16 150811 340.20 340.20 329.10 330.20 -10.80 5,798 20,529 +698
Mar16 150811 334.60 335.50 324.70 326.20 -10.30 5,627 26,831 +1,442
May16 150811 329.10 329.10 318.90 320.20 -10.10 3,764 26,047 +130
Jul16 150811 328.10 328.40 318.50 319.90 -9.60 2,741 19,538 +507
Aug16 150811 324.40 324.50 317.50 318.50 -8.90 491 2,761 +102
Sep16 150811 321.40 322.00 315.00 316.20 -7.50 460 3,939 +163
Total Volume and Open Interest 81,763 386,242 +4,638
Soybean Oil(CBOT)
Aug15 150811 30.41 30.41 29.81 30.08 -0.33 406 511 -300
Sep15 150811 30.48 30.50 29.72 30.16 -0.33 23,008 57,111 -3,029
Oct15 150811 30.58 30.59 29.84 30.26 -0.34 11,035 33,574 +1,675
Dec15 150811 30.84 30.84 30.05 30.47 -0.36 50,419 187,903 -914
Jan16 150811 31.05 31.05 30.32 30.73 -0.36 4,466 32,011 +434
Mar16 150811 31.27 31.27 30.50 30.92 -0.35 4,786 23,414 +1,197
May16 150811 31.23 31.28 30.57 30.98 -0.35 3,744 22,267 +725
Jul16 150811 31.33 31.37 30.70 31.10 -0.33 2,398 14,627 +681
Aug16 150811 31.45 31.45 30.80 31.12 -0.33 90 2,904 +16
Sep16 150811 30.95 31.13 30.69 31.13 -0.31 65 2,244 +8
Total Volume and Open Interest 100,807 383,171 +676
Canola(WCE)
Nov15 150811 511.5 511.5 504.2 507.6 -3.8 4,874 134,996 -209
Jan16 150811 509.5 509.5 503.2 506.5 -3.8 1,250 24,197 +330
Mar16 150811 505.0 506.5 503.3 505.4 -3.4 221 8,483 +140
May16 150811 501.4 501.4 501.4 501.4 -2.9 12 824 +0
Jul16 150811 496.4 496.4 496.4 496.4 -2.8 1 2,662 +1
Total Volume and Open Interest 6,358 172,286 +262
Corn(CBOT)
Sep15 150811 388.50 388.50 376.00 376.50 -13.75 135,952 387,515 -18,373
Dec15 150811 399.25 399.25 387.00 387.50 -13.50 176,785 641,045 +17,324
Mar16 150811 410.50 410.50 398.00 398.75 -13.25 26,620 167,639 +6,845
May16 150811 417.00 417.00 404.25 404.75 -13.25 4,084 35,522 +836
Jul16 150811 420.50 420.50 408.75 409.25 -13.00 4,984 67,368 +480
Sep16 150811 402.50 403.75 395.00 395.00 -11.75 1,578 18,752 +781
Dec16 150811 409.75 409.75 398.25 399.00 -11.50 5,210 66,293 +70
Mar17 150811 418.00 418.00 409.25 409.25 -11.25 113 2,272 +39
May17 150811 415.75 415.75 415.75 415.75 -11.00 127 913 -2
Jul17 150811 426.50 426.50 421.00 421.00 -11.00 83 915 +13
Total Volume and Open Interest 355,537 1,390,144 +8,013
Wheat(CBOT)
Sep15 150811 522.50 524.25 504.00 507.25 -18.25 82,793 172,403 -10,604
Dec15 150811 525.50 528.00 509.25 512.25 -17.25 62,833 158,474 +6,964
Mar16 150811 534.25 534.25 516.75 519.50 -17.25 13,060 50,783 -436
May16 150811 539.25 539.25 522.00 524.75 -17.00 4,305 13,979 +1,093
Jul16 150811 540.00 541.50 526.00 528.00 -17.50 5,670 22,973 +1,847
Sep16 150811 553.25 553.25 536.00 537.25 -17.50 308 1,086 +18
Total Volume and Open Interest 169,407 423,077 -1,064
Wheat(KCBT)
Sep15 150811 501.50 503.50 484.00 488.00 -16.50 16,804 95,409 -5,077
Dec15 150811 524.00 524.75 505.25 509.50 -16.00 15,704 59,672 +2,491
Mar16 150811 537.75 537.75 519.50 523.75 -15.75 2,104 23,345 +291
May16 150811 548.00 548.00 530.00 534.00 -15.50 864 6,109 +193
Jul16 150811 557.50 557.50 540.00 543.50 -15.00 1,141 13,795 +226
Sep16 150811 571.50 571.50 553.00 557.50 -14.75 389 1,322 +136
Total Volume and Open Interest 37,150 200,819 -1,701
Wheat(MGE)
Sep15 150811 532.75 534.00 516.75 519.25 -15.00 5,090 23,287 -675
Dec15 150811 550.00 550.50 533.00 535.25 -15.25 5,285 20,766 +649
Mar16 150811 566.75 566.75 550.25 551.75 -15.00 689 10,688 +107
May16 150811 578.00 578.50 562.50 563.00 -15.50 176 4,443 -26
Jul16 150811 575.50 578.00 573.25 573.25 -16.00 233 2,992 +77
Total Volume and Open Interest 11,627 63,167 +211
Oats(CBOT)
Sep15 150811 233.75 234.00 226.75 226.75 -7.00 47 1,334 -17
Dec15 150811 247.75 247.75 239.50 240.00 -7.75 186 6,244 +1
Mar16 150811 255.50 255.50 251.75 251.75 -5.50 92 561 +51
May16 150811 259.00 259.00 258.25 258.25 -3.75 2 3 +1
Total Volume and Open Interest 327 8,142 +36
Rough Rice(CBOT)
Sep15 150811 11.70 12.07 11.70 11.79 -0.07 292 6,448 -86
Nov15 150811 12.06 12.34 12.06 12.07 -0.06 164 2,484 +37
Jan16 150811 12.53 12.58 12.36 12.36 -0.05 12 1,036 -3
Mar16 150811 12.66 12.68 12.56 12.56 -0.05 0 12 +0
Total Volume and Open Interest 468 9,980 -52
Live Cattle(CME)
Aug15 150811 150.075 150.450 149.880 150.185 -0.065 9,541 18,480 -5,427
Oct15 150811 149.075 149.500 148.985 149.150 -0.150 13,296 104,089 -765
Dec15 150811 150.450 151.000 150.350 150.630 -0.155 7,667 52,327 -792
Feb16 150811 149.630 150.150 149.600 149.935 -0.100 5,623 29,381 -684
Apr16 150811 148.000 148.685 148.000 148.535 -0.040 4,515 18,740 +1,858
Jun16 150811 141.500 141.650 140.985 141.100 -0.400 969 6,931 +280
Total Volume and Open Interest 41,648 232,049 -5,520
Feeder Cattle(CME)
Aug15 150811 214.500 215.050 213.800 214.080 -0.170 2,657 11,685 -950
Sep15 150811 210.500 211.130 210.150 210.435 +0.055 2,936 7,652 +169
Oct15 150811 208.450 208.830 207.800 208.185 -0.050 3,569 10,995 +726
Nov15 150811 206.250 206.650 205.750 206.100 -0.085 1,330 5,296 +134
Jan16 150811 200.785 201.150 200.250 200.600 -0.400 540 4,470 +158
Mar16 150811 198.050 198.380 197.700 198.000 -0.350 143 1,734 +0
Apr16 150811 198.035 198.700 198.000 198.330 -0.550 72 339 +23
Total Volume and Open Interest 11,267 42,498 +267
Lean Hogs(CME)
Aug15 150811 77.080 77.885 76.535 76.725 +0.075 5,487 12,341 -1,642
Oct15 150811 63.080 63.350 62.250 62.350 -0.635 14,604 88,133 -1,298
Dec15 150811 59.380 60.035 58.900 59.400 -0.050 7,268 50,389 -594
Feb16 150811 65.300 65.785 64.850 65.225 -0.075 4,643 26,454 +467
Apr16 150811 70.580 71.330 70.250 70.975 +0.225 2,375 18,512 +1,256
May16 150811 76.000 76.250 76.000 76.080 +0.330 5 299 +0
Jun16 150811 79.000 79.975 78.975 79.750 +0.365 568 6,851 +178
Jul16 150811 78.250 78.700 78.250 78.700 +0.450 18 1,050 -2
Total Volume and Open Interest 34,998 205,270 -1,633
Class III Milk(CME)
Aug15 150811 16.49 16.55 16.40 16.44 unch 76 4,472 -6
Sep15 150811 16.71 16.79 16.54 16.62 -0.08 153 4,651 +2
Oct15 150811 16.66 16.69 16.51 16.56 -0.05 171 4,169 +55
Nov15 150811 16.36 16.40 16.28 16.29 -0.03 91 3,761 +48
Dec15 150811 16.00 16.05 15.99 15.99 unch 49 3,469 +36
Jan16 150811 15.51 15.55 15.50 15.51 -0.01 32 1,209 +26
Feb16 150811 15.37 15.40 15.37 15.40 +0.01 34 1,136 +19
Mar16 150811 15.36 15.38 15.34 15.34 -0.03 27 1,058 +9
Apr16 150811 15.44 15.46 15.41 15.44 -0.06 11 788 +4
May16 150811 15.79 15.81 15.75 15.78 unch 25 759 +8
Jun16 150811 16.09 16.09 16.09 16.09 unch 17 568 +5
Jul16 150811 16.40 16.41 16.40 16.41 +0.01 14 441 +6
Aug16 150811 16.70 16.71 16.70 16.70 unch 12 343 +10
Total Volume and Open Interest 735 28,175 +239
Cocoa(ICE)
Sep15 150811 3094 3151 3027 3082 -13 29,664 37,648 -20,079
Dec15 150811 3099 3164 3040 3096 -13 29,972 80,867 +2,203
Mar16 150811 3114 3168 3046 3102 -12 6,933 41,554 +1,086
May16 150811 3112 3168 3048 3104 -12 1,413 11,090 +243
Jul16 150811 3108 3164 3047 3102 -12 269 8,108 +48
Sep16 150811 3139 3161 3057 3103 -12 79 1,864 -15
Dec16 150811 3136 3142 3046 3098 -12 31 3,453 +6
Total Volume and Open Interest 68,368 186,355 -16,503
Coffee "C"(ICE)
Sep15 150811 133.75 137.55 133.40 137.20 +3.70 26,356 76,664 -5,624
Dec15 150811 136.65 140.65 136.55 140.35 +3.80 18,694 67,599 +5,229
Mar16 150811 140.00 143.80 140.00 143.65 +3.75 2,305 20,722 +780
May16 150811 142.10 145.90 142.10 145.75 +3.75 480 11,792 +65
Jul16 150811 144.00 147.80 144.00 147.80 +3.85 395 3,987 +66
Sep16 150811 145.50 149.60 145.50 149.60 +3.75 362 4,055 +40
Total Volume and Open Interest 48,866 193,110 +649
Orange Juice(ICE)
Sep15 150811 126.80 131.60 126.80 131.40 +4.80 1,102 7,239 +101
Nov15 150811 127.80 132.00 127.80 131.90 +4.60 141 5,296 +155
Jan16 150811 130.35 133.30 130.35 133.30 +4.70 2 747 +0
Mar16 150811 134.75 134.75 134.75 134.75 +4.30 2 307 +1
May16 150811 136.75 136.75 136.75 136.75 +4.55 0 1 +0
Jul16 150811 137.85 137.85 137.85 137.85 +4.55      
Total Volume and Open Interest 1,247 13,590 +257
Sugar #11(ICE)
Oct15 150811 10.60 10.71 10.37 10.62 +0.05 70,974 450,219 +1,783
Mar16 150811 11.90 11.97 11.65 11.85 unch 39,133 223,053 +4,732
May16 150811 12.06 12.11 11.82 12.03 +0.03 9,794 50,751 +619
Jul16 150811 12.10 12.18 11.92 12.12 +0.04 4,798 43,245 +32
Oct16 150811 12.34 12.41 12.16 12.36 +0.05 2,202 35,133 +596
Mar17 150811 12.87 12.98 12.77 12.93 +0.03 639 16,558 +62
May17 150811 13.08 13.11 12.93 13.08 +0.04 133 3,129 +24
Jul17 150811 13.21 13.23 13.06 13.20 +0.04 181 3,186 +128
Total Volume and Open Interest 127,943 830,519 +7,968
London Cocoa(LCE)
Sep15 150811 2062 2085 2016 2049 -13 10,387 61,314 -1,767
Dec15 150811 2082 2105 2035 2069 -13 16,582 72,628 -1,369
Mar16 150811 2070 2095 2025 2058 -12 6,547 67,515 +196
May16 150811 2057 2092 2023 2056 -12 2,995 20,014 +911
Jul16 150811 2055 2087 2020 2052 -12 1,588 25,590 -1
Sep16 150811 2046 2078 2031 2046 -11 389 17,849 +139
Dec16 150811 2035 2062 2018 2033 -11 109 2,428 +90
Total Volume and Open Interest 38,601 270,465 -1,797
London Sugar(LCE)
Oct15 150811 348.60 355.20 348.60 352.60 +5.70 4,376 36,756 -437
Dec15 150811 340.40 346.20 340.40 345.30 +5.50 2,584 19,658 +524
Mar16 150811 340.70 343.20 337.00 341.60 +1.40 1,758 18,785 +949
May16 150811 345.00 346.00 340.20 345.10 +1.80 428 6,079 +64
Aug16 150811 348.90 349.90 344.80 348.90 +1.00 201 3,078 -43
Total Volume and Open Interest 9,531 86,826 +1,135
Cotton(ICE)
Oct15 150811 63.12 63.12 62.71 62.71 -0.41 36 219 -5
Dec15 150811 61.85 62.30 61.57 61.82 -0.14 18,584 140,607 -427
Mar16 150811 61.85 62.20 61.59 61.83 -0.12 2,965 32,768 +815
May16 150811 62.53 62.60 62.08 62.32 -0.09 450 3,061 +209
Jul16 150811 62.96 62.96 62.54 62.77 -0.07 681 4,279 +54
Oct16 150811 62.83 62.83 62.83 62.83 -0.12 0 5 +0
Total Volume and Open Interest 23,010 183,978 +837
Lumber(CME)
Sep15 150811 259.2 259.2 249.1 250.1 -9.0 313 3,601 -24
Nov15 150811 254.2 254.2 245.2 245.8 -9.4 160 1,861 +14
Jan16 150811 264.9 264.9 256.1 256.4 -9.7 1 353 +1
Mar16 150811 271.4 271.4 265.4 266.4 -7.1 2 29 +2
Total Volume and Open Interest 478 5,849 -5
Crude Oil(NYM)
Sep15 150811 44.81 45.34 42.69 43.08 -1.88 400,070 384,492 -70,831
Oct15 150811 45.51 46.01 43.53 43.87 -1.79 184,851 284,475 +21,255
Nov15 150811 46.33 46.89 44.56 44.83 -1.70 63,166 127,615 +9,220
Dec15 150811 47.15 47.71 45.44 45.68 -1.64 64,573 217,428 -4,243
Jan16 150811 47.85 48.45 46.29 46.49 -1.59 21,947 89,459 +1,326
Feb16 150811 48.42 48.94 47.00 47.22 -1.53 9,910 42,641 +514
Mar16 150811 49.18 49.61 47.71 47.90 -1.47 15,163 71,141 +731
Apr16 150811 50.17 50.17 48.25 48.53 -1.41 4,979 25,302 +269
May16 150811 50.53 50.69 48.98 49.08 -1.37 4,259 22,829 +493
Jun16 150811 50.59 51.31 49.36 49.56 -1.34 16,848 90,935 -111
Jul16 150811 49.96 49.96 49.96 49.96 -1.30 1,611 18,925 +261
Aug16 150811 50.33 50.36 50.28 50.36 -1.26 921 16,635 +118
Sep16 150811 50.79 50.79 50.79 50.79 -1.22 1,562 38,292 -101
Oct16 150811 51.23 51.23 51.23 51.23 -1.19 325 15,687 +65
Nov16 150811 51.68 51.68 51.68 51.68 -1.17 246 16,339 -8
Dec16 150811 52.96 53.70 51.87 52.14 -1.13 17,651 125,866 -2,361
Total Volume and Open Interest 814,185 1,735,380 -43,453
e-miNY Crude Oil(NYM)
Aug15 150720 50.725 51.250 49.875 50.150 -0.750 6,910 3,534 +80
Sep15 150811 44.800 45.325 42.700 43.075 -1.875 6,090 3,088 +173
Oct15 150811 45.400 46.000 43.550 43.875 -1.775 320 2,976 +36
Nov15 150811 46.200 46.500 44.650 44.825 -1.700 142 1,126 +59
Dec15 150811 47.100 47.100 45.500 45.675 -1.650 76 1,303 +30
Jan16 150811 46.575 46.575 46.500 46.500 -1.575 3 22 +2
Feb16 150811 47.300 47.300 47.225 47.225 -1.525 4 27 +0
Mar16 150811 47.900 47.900 47.900 47.900 -1.475 1 17 +0
Apr16 150811 48.525 48.525 48.525 48.525 -1.425 1 2 -1
May16 150811 49.075 49.075 49.075 49.075 -1.375 0 1 +0
Total Volume and Open Interest 6,637 8,651 +299
NY Harbor ULSD(NYM)
Sep15 150811 158.40 160.51 154.30 156.29 -2.92 64,406 93,264 -5,799
Oct15 150811 159.65 161.47 155.31 157.25 -3.03 34,732 63,000 +2,961
Nov15 150811 161.04 162.65 156.76 158.59 -3.09 24,269 48,995 +2,455
Dec15 150811 162.03 164.25 158.28 159.98 -3.18 20,043 58,649 +83
Jan16 150811 163.87 165.40 159.92 161.43 -3.24 7,170 32,604 +870
Feb16 150811 165.37 166.00 160.81 162.25 -3.20 2,918 21,017 +342
Mar16 150811 163.81 164.35 160.74 162.06 -3.13 2,657 25,568 -218
Apr16 150811 162.47 162.47 160.19 161.44 -3.02 952 12,070 +35
May16 150811 164.00 164.00 161.02 161.98 -2.96 521 6,447 +2
Jun16 150811 165.86 166.69 161.50 162.95 -2.91 2,507 22,559 -247
Jul16 150811 165.44 165.44 163.33 164.43 -2.93 271 3,932 +215
Aug16 150811 167.39 167.39 165.10 165.94 -3.06 50 3,771 +7
Sep16 150811 167.18 167.64 166.50 167.64 -3.13 31 3,396 -5
Oct16 150811 169.00 169.65 168.65 169.21 -3.12 18 2,304 +9
Total Volume and Open Interest 161,039 422,010 +1,043
RBOB Gasoline(NYM)
Sep15 150811 169.34 171.09 165.66 169.37 -0.03 62,223 95,724 -6,682
Oct15 150811 151.05 152.84 147.73 150.46 -1.03 44,882 73,389 +4,057
Nov15 150811 145.22 146.76 142.01 144.12 -1.54 24,489 46,156 +2,082
Dec15 150811 141.82 143.41 138.47 140.44 -1.82 15,509 49,037 +906
Jan16 150811 141.12 142.91 138.03 139.88 -1.97 7,563 23,652 +1,028
Feb16 150811 142.22 143.53 139.22 141.03 -2.04 2,901 9,739 +152
Mar16 150811 145.42 146.09 141.46 143.19 -2.15 2,556 14,702 +113
Apr16 150811 166.00 166.31 163.20 164.66 -2.20 1,496 10,434 +689
May16 150811 164.73 165.64 164.17 165.64 -2.24 864 9,249 +119
Jun16 150811 167.73 168.57 163.96 165.48 -2.21 1,022 15,248 +136
Total Volume and Open Interest 166,879 374,310 +2,774
e-miNY RBOB Gasoline(NYM)
Sep15 150811 169.37 169.37 169.37 169.37 -0.03 0 1 +0
Oct15 150811 150.46 150.46 150.46 150.46 -1.03      
Nov15 150811 144.12 144.12 144.12 144.12 -1.54      
Dec15 150811 140.44 140.44 140.44 140.44 -1.82      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Sep15 150811 2.835 2.861 2.796 2.844 +0.002 155,079 211,294 -20,142
Oct15 150811 2.861 2.889 2.824 2.871 +0.003 72,817 163,734 +4,919
Nov15 150811 2.963 2.988 2.930 2.973 +0.001 56,359 124,158 +8,815
Dec15 150811 3.128 3.146 3.089 3.128 -0.003 19,311 76,092 -515
Jan16 150811 3.214 3.245 3.190 3.229 -0.004 22,231 100,703 +3,563
Feb16 150811 3.219 3.227 3.184 3.222 -0.004 4,096 20,614 +303
Mar16 150811 3.172 3.184 3.135 3.175 -0.003 5,687 51,966 +394
Apr16 150811 2.990 3.011 2.969 3.000 -0.003 5,451 52,593 +564
May16 150811 2.970 2.996 2.964 2.993 -0.002 1,165 20,890 +90
Jun16 150811 2.995 3.018 2.991 3.017 -0.003 592 16,916 +36
Jul16 150811 3.041 3.047 3.024 3.047 -0.003 919 15,939 +430
Aug16 150811 3.049 3.056 3.031 3.055 -0.003 508 15,430 +184
Sep16 150811 3.041 3.048 3.026 3.047 -0.005 397 7,488 -22
Oct16 150811 3.070 3.083 3.053 3.080 -0.004 454 19,244 -48
Nov16 150811 3.130 3.153 3.130 3.153 -0.006 150 5,604 +3
Dec16 150811 3.305 3.317 3.305 3.314 -0.006 340 8,918 +147
Total Volume and Open Interest 346,130 964,621 -1,047
Brent Crude Oil(ICE)
Sep15 150811 50.22 51.10 48.61 49.18 -1.23 245,821 207,694 -31,985
Oct15 150811 51.10 51.69 49.18 49.71 -1.31 191,261 327,301 +1,533
Nov15 150811 51.66 52.43 49.98 50.50 -1.30 67,817 186,576 +6,666
Dec15 150811 52.28 53.17 50.76 51.29 -1.26 88,143 250,151 +4,812
Jan16 150811 52.96 53.81 51.55 52.05 -1.22 18,629 93,744 +1,848
Feb16 150811 53.71 54.28 52.27 52.78 -1.20 16,044 85,795 +2,779
Mar16 150811 54.27 55.11 52.92 53.40 -1.18 18,601 99,689 +72
Apr16 150811 54.77 55.49 53.56 54.03 -1.16 8,536 58,029 +178
May16 150811 55.36 56.06 54.16 54.62 -1.15 6,419 41,315 +913
Jun16 150811 55.90 56.80 54.71 55.17 -1.14 24,579 100,309 +322
Jul16 150811 55.65 55.67 55.61 55.67 -1.13 4,649 25,209 +632
Aug16 150811 56.08 56.13 56.08 56.13 -1.11 1,678 23,965 +493
Sep16 150811 56.85 56.85 55.94 56.58 -1.10 3,572 35,291 -39
Oct16 150811 57.01 57.01 57.01 57.01 -1.09 1,432 17,252 +176
Total Volume and Open Interest 740,117 1,915,136 -9,842
Gas Oil(ICE)
Aug15 150811 483.50 489.25 469.00 469.50 -10.00 28,815 41,872 -10,601
Sep15 150811 485.50 491.25 470.75 471.25 -10.25 85,177 174,760 -12,965
Oct15 150811 490.25 495.75 475.50 476.00 -10.00 45,922 141,451 -4,761
Nov15 150811 491.25 497.25 477.50 478.00 -9.75 18,619 75,475 +4,707
Dec15 150811 493.50 499.50 479.75 480.00 -9.75 30,788 100,216 -137
Jan16 150811 496.25 499.75 483.50 483.75 -9.50 10,867 33,579 +1,848
Feb16 150811 499.75 502.75 487.25 487.75 -9.00 5,481 23,541 -184
Mar16 150811 503.25 507.50 490.50 491.00 -8.50 6,248 30,258 +1,332
Apr16 150811 504.00 510.00 494.00 494.00 -8.25 2,184 18,726 +669
May16 150811 508.00 513.75 497.50 498.00 -8.00 1,380 11,205 +128
Total Volume and Open Interest 253,140 815,522 -18,079
Ethanol(CBOT)
Sep15 150811 1.466 1.468 1.452 1.463 -0.024 158 1,534 -50
Oct15 150811 1.460 1.460 1.444 1.457 -0.021 178 807 +9
Nov15 150811 1.433 1.450 1.433 1.447 -0.018 55 496 +13
Dec15 150811 1.430 1.444 1.425 1.440 -0.018 115 1,145 -32
Jan16 150811 1.414 1.426 1.414 1.426 -0.018 18 590 -6
Feb16 150811 1.422 1.430 1.422 1.430 -0.018 0 227 +0
Mar16 150811 1.430 1.450 1.430 1.438 -0.018 4 320 +0
Apr16 150811 1.445 1.445 1.445 1.445 -0.018 0 327 +0
Total Volume and Open Interest 528 5,462 -66
WTI Crude Oil(ICE)
Sep15 150811 44.78 45.32 42.70 43.08 -1.88 44,616 70,388 -5,882
Oct15 150811 45.41 45.97 43.55 43.87 -1.79 32,120 53,494 +1,384
Nov15 150811 46.11 46.88 44.58 44.83 -1.70 13,824 29,465 +149
Dec15 150811 47.09 47.68 45.48 45.68 -1.64 19,997 97,944 -1,724
Jan16 150811 46.77 46.77 46.40 46.49 -1.59 6,611 13,663 -638
Feb16 150811 48.38 48.38 47.22 47.22 -1.53 3,654 4,754 -228
Mar16 150811 49.24 49.24 47.79 47.90 -1.47 3,575 15,405 -102
Apr16 150811 48.55 48.55 48.53 48.53 -1.41 1,206 4,373 -22
May16 150811 49.12 49.12 49.08 49.08 -1.37 445 3,411 +29
Jun16 150811 50.78 50.92 49.44 49.56 -1.34 2,467 27,183 -474
Jul16 150811 49.96 49.96 49.96 49.96 -1.30 57 1,549 +11
Aug16 150811 50.36 50.36 50.36 50.36 -1.26 28 2,078 -1
Sep16 150811 50.79 50.79 50.79 50.79 -1.22 44 3,734 +33
Oct16 150811 51.23 51.23 51.23 51.23 -1.19 12 1,188 +8
Nov16 150811 51.68 51.68 51.68 51.68 -1.17 15 1,361 +8
Dec16 150811 53.41 53.48 52.02 52.14 -1.13 2,357 50,979 -45
Total Volume and Open Interest 131,726 422,852 -7,525
US Dollar Index(ICE)
Sep15 150811 97.240 97.645 96.905 97.335 +0.132 58,352 96,080 +489
Dec15 150811 97.540 97.925 97.250 97.662 +0.145 1,076 6,178 +158
Mar16 150811 97.865 98.210 97.745 97.923 +0.135 37 419 +2
Total Volume and Open Interest 59,482 102,761 +656
Australian Dollar(CME)
Sep15 150811 73.97 74.26 72.70 72.77 -1.17 115,177 163,612 -1,878
Dec15 150811 73.59 73.91 72.37 72.43 -1.16 179 788 +21
Mar16 150811 72.12 73.47 72.12 72.12 -1.17 1 20 +0
Total Volume and Open Interest 115,357 164,429 -1,857
British Pound(CME)
Sep15 150811 155.85 156.13 155.51 155.57 -0.43 120,476 168,016 -2,502
Dec15 150811 155.79 156.04 155.46 155.50 -0.44 319 1,073 +264
Mar16 150811 155.49 155.49 155.45 155.45 -0.44 0 32 +0
Total Volume and Open Interest 120,795 169,143 -2,238
Canadian Dollar(CME)
Sep15 150811 76.88 76.94 76.02 76.16 -0.75 84,233 165,699 +1,860
Dec15 150811 76.86 76.90 76.02 76.14 -0.75 488 6,009 +128
Mar16 150811 76.44 76.44 76.12 76.14 -0.76 6 895 -3
Jun16 150811 76.17 76.17 76.12 76.17 -0.76 2 157 +2
Total Volume and Open Interest 84,739 172,824 +1,987
Japanese Yen(CME)
Sep15 150811 80.31 80.34 79.89 79.92 -0.36 136,681 260,810 -7,609
Dec15 150811 80.42 80.46 80.01 80.05 -0.36 1,041 2,811 +837
Mar16 150811 80.49 80.64 80.25 80.25 -0.37 0 87 -1
Total Volume and Open Interest 137,722 263,813 -6,773
Swiss Franc(CME)
Sep15 150811 101.76 102.13 101.08 101.18 -0.59 21,242 41,159 +1,380
Dec15 150811 102.40 102.44 101.42 101.51 -0.60 321 805 +194
Mar16 150811 101.93 102.64 101.93 101.93 -0.60 0 19 +0
Total Volume and Open Interest 21,563 41,988 +1,574
EuroFX(CME)
Sep15 150811 110.22 110.93 109.65 110.35 +0.11 263,858 358,391 -3,090
Dec15 150811 110.38 111.09 109.83 110.52 +0.11 1,191 9,573 +264
Mar16 150811 110.28 111.27 110.08 110.74 +0.10 55 638 -14
Total Volume and Open Interest 265,107 368,798 -2,841
Mexican Peso(CME)
Aug15 150811 612.75 612.75 612.75 612.75 -7.00 0 3 +0
Sep15 150811 617.38 617.38 609.25 611.50 -7.00 47,257 127,611 -1,709
Total Volume and Open Interest 47,598 180,577 -1,461
Brazilian Real(CME)
Sep15 150811 286.10 287.70 280.95 283.35 -3.00 318 13,533 +92
Oct15 150811 279.15 283.80 278.15 280.55 -2.95 10 73 -5
Nov15 150811 277.80 277.80 277.80 277.80 -3.10 1 25 +1
Dec15 150811 279.00 279.00 275.10 275.10 -3.15 1 3,632 +0
Total Volume and Open Interest 330 22,988 +88
30-Year T-Bonds(CBOT)
Sep15 150811 156~280 159~110 156~260 158~260 +2~010 289,983 523,637 +7,870
Dec15 150811 155~150 157~280 155~120 157~110 +2~010 1,510 4,345 +146
Mar16 150811 155~310 155~310 155~310 155~310 +2~010      
Total Volume and Open Interest 291,493 527,982 +8,016
10-Year T-Notes(CBOT)
Sep15 150811 127~030 128~025 127~010 127~275 +0~270 1,165,732 2,878,717 +19,792
Dec15 150811 126~115 127~130 126~105 127~055 +0~280 5,290 25,188 +1,434
Mar16 150811 126~215 126~215 126~215 126~215 +0~280      
Total Volume and Open Interest 1,171,022 2,903,905 +21,226
5-Year T-Notes(CBOT)
Sep15 150811 119~160 120~022 119~150 119~294 +0~150 705,321 2,304,647 -9,254
Dec15 150811 118~296 119~172 118~296 119~126 +0~160 810 9,299 +285
Mar16 150811 118~220 118~220 118~220 118~220 +0~160      
Total Volume and Open Interest 706,131 2,313,946 -8,969
2 Year T-Notes(CBOT)
Sep15 150811 109~126 109~174 109~124 109~164 +0~040 299,202 1,339,001 +12,758
Dec15 150811 109~014 109~072 109~014 109~060 +0~040 1,184 9,155 +454
Mar16 150811 108~310 108~310 108~310 108~310 +0~040      
Total Volume and Open Interest 300,386 1,348,156 +13,212
Eurodollars(CME)
Sep15 150811 99.600 99.630 99.600 99.625 +0.025 368,357 1,146,519 -33,793
Dec15 150811 99.430 99.475 99.430 99.470 +0.040 469,016 1,364,550 +50,667
Mar16 150811 99.250 99.310 99.250 99.300 +0.050 265,336 1,112,609 +44,639
Jun16 150811 99.055 99.125 99.050 99.115 +0.065 192,093 1,097,257 -126
Sep16 150811 98.845 98.930 98.845 98.915 +0.075 213,021 972,028 -6,628
Dec16 150811 98.645 98.735 98.640 98.720 +0.085 283,374 1,305,863 +13,878
Mar17 150811 98.475 98.570 98.470 98.555 +0.090 133,017 725,931 +7,340
Jun17 150811 98.310 98.415 98.310 98.395 +0.095 146,539 695,753 -2,406
Sep17 150811 98.170 98.280 98.165 98.255 +0.095 147,637 601,448 -5,293
Dec17 150811 98.030 98.155 98.030 98.125 +0.100 160,319 697,078 +11,534
Mar18 150811 97.930 98.050 97.925 98.020 +0.105 80,418 420,608 +4,874
Jun18 150811 97.825 97.950 97.820 97.915 +0.105 78,716 361,289 -773
Sep18 150811 97.725 97.855 97.720 97.820 +0.105 73,393 252,333 -1,645
Dec18 150811 97.630 97.760 97.630 97.725 +0.105 56,305 269,205 +6,036
Mar19 150811 97.555 97.680 97.550 97.650 +0.110 32,741 147,569 +1,519
Jun19 150811 97.485 97.605 97.485 97.570 +0.110 34,717 171,417 -768
Sep19 150811 97.405 97.535 97.395 97.500 +0.110 33,054 135,461 +5,553
Dec19 150811 97.325 97.455 97.325 97.425 +0.110 22,634 92,399 +1,057
Total Volume and Open Interest 2,859,932 11,894,470 +102,713
Ultra T-Bond(CBOT)
Sep15 150811 160~25 163~21 160~23 163~05 +2~18 113,723 604,131 -901
Dec15 150811 159~25 162~07 159~25 161~25 +2~18 1,654 3,285 +1,272
Mar16 150811 161~20 161~20 161~20 161~20 +2~18      
Total Volume and Open Interest 115,377 607,416 +371
30 Day Federal Funds(CBOT)
Aug15 150811 99.868 99.868 99.865 99.865 unch 8,641 138,528 +329
Sep15 150811 99.805 99.820 99.805 99.815 +0.010 18,227 77,474 +1,818
Oct15 150811 99.740 99.765 99.735 99.760 +0.020 45,721 142,544 +1,391
Nov15 150811 99.715 99.745 99.715 99.740 +0.025 25,557 139,772 +1,107
Dec15 150811 99.660 99.695 99.655 99.685 +0.025 7,682 58,682 +459
Jan16 150811 99.605 99.640 99.605 99.630 +0.025 26,101 127,120 +11,541
Total Volume and Open Interest 152,347 838,354 +17,198
3-Mth Euro-Yen(CME)
Sep15 150811 99.840 99.840 99.840 99.840 unch      
Dec15 150811 99.825 99.825 99.825 99.825 unch      
Mar16 150811 99.685 99.685 99.685 99.685 unch      
Jun16 150811 99.545 99.545 99.545 99.545 unch      
Sep16 150811 99.405 99.405 99.405 99.405 unch      
Dec16 150811 99.840 99.840 99.840 99.840 unch      
Mar17 150811 99.700 99.700 99.700 99.700 unch      
Jun17 150811 99.560 99.560 99.560 99.560 unch      
Sep17 150811 99.420 99.420 99.420 99.420 unch      
Dec17 150811 99.280 99.280 99.280 99.280 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep15 150811 99.84 99.84 99.84 99.84 unch 0 1 +0
Dec15 150811 99.82 99.82 99.82 99.82 unch 0 4 +0
Mar16 150811 99.68 99.68 99.68 99.68 unch      
Jun16 150811 99.54 99.54 99.54 99.54 unch      
Sep16 150811 99.40 99.40 99.40 99.40 unch      
Dec16 150811 99.84 99.84 99.84 99.84 unch 0 4 +0
Mar17 150811 99.70 99.70 99.70 99.70 unch      
Jun17 150811 99.56 99.56 99.56 99.56 unch      
Total Volume and Open Interest 0 9 +0
Japanese Gov't Bonds(SGX)
Sep15 150811 147.61 147.81 147.48 147.80 +0.33 1,763 19,201 +595
Dec15 150811 147.24 147.24 147.24 147.24 +0.33 1 1 +0
Mar16 150811 146.68 146.68 146.68 146.68 +0.33      
Total Volume and Open Interest 1,764 19,202 +595
Euro-Bund(EUREX)
Sep15 150811 154.23 154.99 154.14 154.94 +1.00 409,466 1,175,590 +4,818
Dec15 150811 154.34 155.15 154.34 155.14 +1.06 1,277 58,680 +760
Mar16 150811 156.54 156.64 156.25 156.64 +1.00 13 916 +12
Total Volume and Open Interest 410,756 1,235,186 +5,590
Euro-Bobl(EUREX)
Sep15 150811 130.42 130.64 130.40 130.62 +0.26 298,777 1,044,426 -6,798
Dec15 150811 128.57 128.75 128.57 128.75 +0.26 76 5,064 +76
Mar16 150811 128.75 128.75 128.75 128.75 +0.26      
Total Volume and Open Interest 298,853 1,049,490 -6,722
3-Mth Euribor(EUREX)
Sep15 150811 100.030 100.030 100.030 100.030 unch 26 13,623 -1
Dec15 150811 100.030 100.030 100.030 100.030 unch 1,222 31,500 +0
Mar16 150811 100.030 100.030 100.030 100.030 unch 20 4,520 +0
Total Volume and Open Interest 2,193 92,831 +672
Long Gilt(LIFFE)
Sep15 150811 117~10 118~02 117~06 117~30 +0~31 141,070 403,538 +15,516
Dec15 150811 117~04 117~04 117~04 117~04 +0~31      
Total Volume and Open Interest 141,070 403,538 +15,516
3-Mth Short Sterling(LIFFE)
Sep15 150811 99.40 99.40 99.39 99.40 +0.01 13,319 349,613 -145
Dec15 150811 99.31 99.33 99.31 99.32 +0.02 41,087 402,288 -2,051
Mar16 150811 99.17 99.20 99.17 99.19 +0.03 51,267 359,066 +2,137
Jun16 150811 99.01 99.06 99.01 99.05 +0.05 46,087 315,287 +2,879
Sep16 150811 98.83 98.90 98.83 98.89 +0.07 32,703 262,032 -1,429
Dec16 150811 98.67 98.74 98.67 98.73 +0.08 57,001 293,033 -3,278
Total Volume and Open Interest 438,013 3,055,011 +21,224
3-Mth Euribor(LIFFE)
Sep15 150811 100.030 100.030 100.025 100.030 +0.005 15,691 352,617 +255
Dec15 150811 100.030 100.035 100.025 100.030 +0.005 13,886 336,651 -160
Mar16 150811 100.025 100.035 100.025 100.030 +0.005 14,001 309,476 +2,921
Total Volume and Open Interest 216,154 3,212,391 +6,679
3-Mth Aus T-Bills(SFE)
Sep15 150811 97.88 97.89 97.87 97.88 unch 6,269 184,819 -1,094
Dec15 150811 97.91 97.93 97.89 97.92 unch 17,411 204,970 +330
Mar16 150811 97.94 97.95 97.90 97.95 +0.01 12,126 158,438 -1,868
Jun16 150811 97.94 97.95 97.90 97.95 unch 8,000 134,218 -1,739
Sep16 150811 97.91 97.92 97.87 97.92 +0.01 6,566 82,260 -1,079
Dec16 150811 97.85 97.87 97.81 97.87 +0.01 4,173 59,309 +14
Mar17 150811 97.79 97.81 97.74 97.81 +0.02 3,245 42,263 -1,722
Jun17 150811 97.72 97.73 97.67 97.73 +0.01 1,280 29,928 -612
Sep17 150811 97.63 97.64 97.63 97.64 +0.01 103 7,656 +5
Dec17 150811 97.56 97.56 97.56 97.56 +0.02 1 3,129 +1
Total Volume and Open Interest 59,274 911,823 -7,705
10-Year Aus T-Bonds(SFE)
Sep15 150811 97.19 97.20 97.12 97.19 unch 76,268 692,509 -12,921
Dec15 150811 97.19 97.19 97.19 97.19 unch      
Total Volume and Open Interest 76,268 692,509 -12,921
3-Year Aus T-Bonds(SFE)
Sep15 150811 98.01 98.05 97.96 98.03 +0.01 127,745 695,363 -4,709
Dec15 150811 98.03 98.03 98.03 98.03 +0.01      
Total Volume and Open Interest 127,745 695,363 -4,709
Gold(CMX)
Aug15 150811 1103.8 1116.7 1094.0 1107.6 +3.4 614 3,643 -195
Oct15 150811 1103.6 1118.5 1093.2 1107.5 +3.7 6,212 25,819 -699
Dec15 150811 1103.8 1119.1 1093.3 1107.7 +3.6 172,487 305,018 -2,905
Feb16 150811 1105.6 1118.0 1098.3 1108.8 +3.6 1,012 37,533 +31
Apr16 150811 1106.1 1116.0 1105.7 1110.0 +3.6 868 14,326 +90
Jun16 150811 1106.1 1120.0 1100.5 1111.2 +3.5 384 9,216 +177
Aug16 150811 1112.6 1112.7 1112.6 1112.6 +3.5 130 3,033 +0
Oct16 150811 1114.3 1114.4 1114.1 1114.1 +3.4 41 1,400 +1
Dec16 150811 1118.9 1126.4 1106.1 1115.7 +3.2 112 10,729 +64
Feb17 150811 1117.6 1117.6 1117.6 1117.6 +3.1 1 156 +0
Apr17 150811 1120.6 1120.6 1119.5 1119.5 +2.9 0 7 +0
Jun17 150811 1121.7 1121.7 1121.7 1121.7 +2.9 22 3,561 +13
Total Volume and Open Interest 184,393 426,096 -3,773
Silver(CMX)
Sep15 150811 1523.0 1538.0 1506.5 1528.4 -0.8 62,034 101,515 -8,331
Dec15 150811 1531.0 1542.5 1512.5 1533.5 -0.8 10,804 51,735 +4,368
Mar16 150811 1527.0 1542.0 1522.5 1538.6 -0.8 1,240 9,238 +1
May16 150811 1536.5 1544.0 1536.5 1541.9 -0.9 86 2,417 +44
Jul16 150811 1540.0 1547.0 1540.0 1545.2 -0.9 787 5,091 +1
Sep16 150811 1538.0 1548.4 1538.0 1548.4 -1.0 9 314 +3
Dec16 150811 1536.0 1554.0 1534.5 1553.2 -1.3 267 5,457 +45
Total Volume and Open Interest 75,267 179,186 -3,877
Platinum(NYMEX)
Oct15 150811 985.6 1002.2 975.2 992.3 +2.5 9,275 72,969 -252
Jan16 150811 986.3 1000.9 978.5 993.5 +2.6 154 6,261 +35
Apr16 150811 994.3 994.6 994.3 994.6 +2.6 10 61 -2
Jul16 150811 995.2 995.2 995.2 995.2 +2.6 0 1 +0
Total Volume and Open Interest 9,441 79,314 -219
Palladium(NYMEX)
Sep15 150811 609.25 621.00 597.25 599.25 -6.95 3,268 32,063 -394
Dec15 150811 610.00 620.40 598.45 599.60 -7.00 349 4,930 +179
Mar16 150811 615.95 616.00 600.10 600.10 -7.00 2 43 +2
Total Volume and Open Interest 3,619 37,036 -213
Copper(CMX)
Sep15 150811 239.15 242.90 231.35 233.15 -6.85 61,218 106,183 -3,200
Dec15 150811 239.90 243.55 232.20 233.95 -6.85 16,080 56,799 +4,328
Mar16 150811 240.90 242.70 233.65 234.75 -6.95 2,326 10,359 +948
May16 150811 242.95 244.95 235.20 235.35 -7.00 313 2,302 +57
Jul16 150811 236.70 236.75 234.65 235.95 -7.00 73 1,044 +15
Total Volume and Open Interest 80,747 184,460 +2,197
DJIA Index(CBOT)
Sep15 150206 17615 17615 17615 17615 -2      
Total Volume and Open Interest 184 11,634 +35
E-mini DJIA Index(CBOT)
Sep15 150811 17548 17550 17297 17355 -198 156,569 97,879 +1,339
Dec15 150811 17449 17456 17216 17270 -198 81 399 +9
Mar16 150811 17188 17188 17178 17188 -198 0 3 +0
Jun16 150811 17106 17106 17106 17106 -198 0 4 +0
Total Volume and Open Interest 156,650 98,285 +1,348
S & P 500(CME)
Sep15 150811 2101.30 2101.50 2071.30 2079.70 -20.10 5,805 107,469 +1,334
Dec15 150811 2076.80 2079.90 2065.90 2071.80 -20.10 144 2,675 +135
Mar16 150811 2066.40 2066.40 2060.60 2066.40 -20.20 0 170 +0
Jun16 150811 2061.20 2061.20 2055.40 2061.20 -20.20 0 540 +0
Total Volume and Open Interest 5,949 110,855 +1,469
S & P 500 E-Mini(Globex)
Sep15 150811 2100.75 2101.75 2070.75 2079.75 -20.00 1,596,391 2,717,584 +44,057
Dec15 150811 2093.00 2093.50 2062.75 2071.75 -20.25 8,145 38,433 +3,172
Total Volume and Open Interest 1,604,635 2,759,043 +47,254
NASDAQ 100(CME)
Sep15 150206 4200.00 4200.00 4200.00 4200.00 -43.50      
Total Volume and Open Interest 563 16,224 -30
NASDAQ 100 E-Mini(Globex)
Sep15 150811 4582.50 4584.80 4485.50 4510.80 -55.20 249,232 352,270 +3,608
Dec15 150811 4572.30 4577.00 4480.00 4503.50 -55.00 344 616 +91
Total Volume and Open Interest 249,580 352,961 +3,703
S & P Midcap 400(CME)
Sep15 150209 0.00 0.00 0.00 0.00 -1469.10      
Total Volume and Open Interest 0 957 +0
Volatility Index(CBOE)
Aug15 150811 13.60 14.85 13.55 14.48 +0.90 104,040 126,810 -5,670
Sep15 150811 14.90 15.70 14.83 15.48 +0.60 54,461 93,686 +3,791
Oct15 150811 15.75 16.35 15.67 16.13 +0.43 16,866 37,481 -2,171
Nov15 150811 16.20 16.75 16.17 16.52 +0.34 9,853 26,659 +681
Total Volume and Open Interest 198,631 338,292 -671
Russell 2000(ICE)
Sep15 150811 1218.80 1218.80 1202.20 1208.00 -10.20 111,017 351,755 +4,166
Dec15 150811 1212.60 1213.00 1199.00 1203.50 -10.10 255 414 +233
Mar16 150811 1199.00 1199.00 1199.00 1199.00 -10.10 0 1 +0
Total Volume and Open Interest 111,272 352,170 +4,399
Nikkei 225(CME)
Sep15 150811 20900 20945 20550 20635 -280 9,963 55,079 +187
Dec15 150811 20595 20900 20525 20600 -280 7 610 +5
Total Volume and Open Interest 9,970 55,689 +192
Nikkei 225(SGX)
Sep15 150811 20775 20935 20560 20680 -105 64,286 256,437 -1,619
Dec15 150811 20675 20835 20470 20580 -105 105 15,379 +31
Mar16 150811 20560 20560 20560 20560 +10 0 3 +0
Total Volume and Open Interest 76,204 286,616 +4,917
CAC 40(EURONEXT)
Aug15 150811 5176.5 5188.5 5094.0 5102.0 -93.5 57,335 257,758 +3,768
Sep15 150811 5171.5 5185.0 5096.0 5102.0 -93.5 1,211 16,305 +679
Oct15 150811 5094.0 5094.0 5094.0 5094.0 -93.5 0 11 +0
Total Volume and Open Interest 58,546 274,307 +4,447
Hang Seng Index(HKFE)
Aug15 150811 24404 24825 24315 24390 -11 46,222 84,103 +241
Sep15 150811 24313 24726 24245 24293 -18 463 8,099 -25
Total Volume and Open Interest 46,759 95,491 +199
DAX(EUREX)
Sep15 150811 11563.0 11573.5 11262.5 11288.0 -312.0 74,140 150,744 -11,050
Dec15 150811 11553.5 11566.0 11273.0 11292.0 -312.0 116 6,101 +4
Mar16 150811 11568.0 11568.0 11300.0 11306.5 -312.0 21 107 +0
Total Volume and Open Interest 74,277 156,952 -11,046
FT-SE 100(EURONEXT)
Sep15 150811 6677.00 6677.00 6606.00 6621.00 -65.00 58,106 537,932 +1,810
Dec15 150811 6632.00 6632.00 6594.00 6594.00 -65.00 6 2,976 +1
Mar16 150811 6544.00 6544.00 6544.00 6544.00 -65.00 1 7 +0
Total Volume and Open Interest 58,113 540,915 +1,811
SPI 200(SFE)
Sep15 150811 5445.0 5495.0 5397.0 5406.0 -39.0 43,196 230,643 +1,825
Dec15 150811 5408.0 5408.0 5398.0 5398.0 -39.0 15 2,697 +4
Mar16 150811 5358.0 5358.0 5346.0 5346.0 -39.0 0 1,349 +0
Total Volume and Open Interest 43,905 237,450 +2,446
FTSE MIB(ISE)
Sep15 150811 23890.00 23990.00 23705.00 23732.00 -227.00 20,282 61,183 -1,122
Dec15 150811 23835.00 23900.00 23630.00 23650.00 -227.00 10 371 -1
Mar16 150811 23702.00 23702.00 23702.00 23702.00 -227.00 0 1 +0
Total Volume and Open Interest 20,292 61,555 -1,123
KOSPI 200(KFE)
Sep15 150811 239.60 242.20 238.30 238.60 -1.00 134,306 117,058 -1,395
Dec15 150811 240.55 243.15 239.35 239.55 -1.00 393 3,556 -4
Mar16 150811 239.30 240.90 237.60 237.60 -0.80 7 508 -24
Total Volume and Open Interest 134,706 122,238 -1,423
GSCI(CME)
Aug15 150811 366.65 366.65 366.65 366.65 -7.50 3,435 10,492 -2,481
Sep15 150811 368.05 368.05 368.05 368.05 -7.35 2,979 3,360 +2,956
Oct15 150811 370.55 370.55 370.55 370.55 -7.35      
Total Volume and Open Interest 6,414 13,852 +475
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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