Moore Research Center, Inc.

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

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Thu August 20, 2015
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep15 150820 904.75 923.00 898.25 921.50 +18.00 14,548 42,389 -798
Nov15 150820 894.50 909.00 888.00 907.25 +13.75 111,211 357,151 -4,399
Jan16 150820 899.75 913.25 893.00 911.75 +13.00 18,331 65,348 +1,505
Mar16 150820 900.25 912.50 893.00 911.25 +12.00 12,165 85,137 +857
May16 150820 901.75 912.75 894.00 911.50 +11.50 7,990 57,286 +1,229
Jul16 150820 905.00 916.75 898.25 915.25 +10.75 4,169 31,317 +168
Aug16 150820 900.00 914.50 898.75 914.50 +10.75 265 1,367 +89
Sep16 150820 901.00 901.00 901.00 901.00 +10.75 13 493 +5
Nov16 150820 884.25 896.75 879.25 895.75 +11.50 1,108 17,149 +226
Jan17 150820 889.25 901.25 889.25 901.25 +11.25 2 104 +0
Mar17 150820 905.25 905.25 905.25 905.25 +11.00 4 88 +1
May17 150820 908.25 908.25 908.25 908.25 +10.75 7 56 +2
Jul17 150820 913.25 913.25 913.25 913.25 +10.50 0 92 +0
Aug17 150820 911.00 911.00 911.00 911.00 +10.25 0 19 +0
Total Volume and Open Interest 169,820 658,363 -1,115
Soybean Meal(CBOT)
Sep15 150820 325.20 332.00 323.10 330.90 +6.90 14,848 52,365 -1,996
Oct15 150820 315.30 322.40 313.40 321.60 +7.00 9,053 39,768 +595
Dec15 150820 312.20 319.60 309.90 318.70 +7.10 37,181 168,519 -380
Jan16 150820 309.70 316.40 307.40 315.80 +6.80 7,267 25,962 +879
Mar16 150820 307.20 313.20 305.00 312.50 +6.00 6,370 31,716 +1,414
May16 150820 303.90 309.10 302.00 308.60 +5.30 3,804 25,756 +158
Jul16 150820 304.40 309.90 302.50 309.20 +5.30 3,017 21,467 +332
Aug16 150820 303.50 309.20 302.80 308.80 +5.30 597 3,663 +145
Sep16 150820 302.60 308.10 301.80 308.10 +5.50 386 4,507 +103
Oct16 150820 300.50 306.40 299.10 306.40 +6.40 131 3,601 +62
Total Volume and Open Interest 83,227 386,640 +1,546
Soybean Oil(CBOT)
Sep15 150820 27.90 28.23 27.54 27.98 +0.09 18,722 44,785 -4,914
Oct15 150820 28.00 28.32 27.65 28.07 +0.08 7,068 37,586 +346
Dec15 150820 28.21 28.55 27.85 28.28 +0.07 55,776 189,430 +433
Jan16 150820 28.51 28.82 28.17 28.57 +0.07 4,796 33,107 -343
Mar16 150820 28.71 29.06 28.38 28.80 +0.09 5,378 29,996 +1,104
May16 150820 28.89 29.24 28.57 28.96 +0.07 3,854 24,470 +156
Jul16 150820 29.08 29.42 28.77 29.13 +0.05 2,880 14,958 -144
Aug16 150820 29.13 29.42 28.97 29.19 +0.06 1,193 3,052 +144
Sep16 150820 29.17 29.47 28.99 29.22 +0.05 459 2,450 +189
Oct16 150820 29.16 29.50 28.90 29.19 +0.03 113 2,229 +56
Total Volume and Open Interest 100,628 388,244 -2,824
Canola(WCE)
Nov15 150820 473.5 481.9 472.8 478.3 +4.9 16,606 126,962 -47
Jan16 150820 473.4 482.0 472.2 478.3 +5.0 3,495 30,419 +299
Mar16 150820 474.2 481.8 472.1 478.3 +5.2 1,194 9,644 -144
May16 150820 471.0 480.2 471.0 476.7 +5.5 964 1,299 +305
Jul16 150820 467.8 475.7 467.8 474.0 +5.9 1,091 3,749 +973
Total Volume and Open Interest 23,497 173,379 +1,523
Corn(CBOT)
Sep15 150820 367.00 371.75 367.00 371.00 +3.75 92,424 239,913 -14,833
Dec15 150820 378.25 383.00 378.25 382.50 +4.00 155,875 746,798 +398
Mar16 150820 389.75 394.25 389.50 393.75 +3.75 17,875 186,780 +1,612
May16 150820 395.75 400.25 395.75 399.50 +3.75 2,409 39,812 -83
Jul16 150820 400.00 404.25 400.00 403.50 +3.50 5,161 70,287 -661
Sep16 150820 392.25 398.50 392.25 398.00 +4.75 974 20,369 +361
Dec16 150820 399.00 404.00 399.00 403.00 +4.75 4,762 66,301 -590
Mar17 150820 411.75 414.00 410.00 413.00 +4.50 40 2,268 -20
May17 150820 419.00 419.00 419.00 419.00 +4.25 56 962 +5
Jul17 150820 424.00 424.00 424.00 424.00 +4.25 21 970 +13
Total Volume and Open Interest 279,601 1,376,536 -13,796
Wheat(CBOT)
Sep15 150820 495.25 507.75 495.25 506.25 +10.00 38,650 100,701 -8,226
Dec15 150820 499.25 512.50 499.00 511.25 +11.25 54,986 210,579 -172
Mar16 150820 503.75 516.75 503.25 515.50 +11.75 7,919 55,791 +80
May16 150820 508.75 519.00 505.75 517.75 +11.75 2,658 17,236 +229
Jul16 150820 508.50 519.75 508.50 519.75 +11.25 2,515 25,523 +167
Sep16 150820 521.50 528.50 517.75 528.50 +10.75 302 1,769 +116
Total Volume and Open Interest 107,318 415,287 -7,746
Wheat(KCBT)
Sep15 150820 473.00 485.25 472.00 481.25 +7.00 10,883 62,936 -3,950
Dec15 150820 493.00 504.75 491.50 501.25 +7.50 14,191 87,095 +2,449
Mar16 150820 505.25 518.00 505.25 515.25 +7.75 2,359 26,037 -125
May16 150820 518.75 527.75 516.00 525.00 +8.00 1,002 7,300 -48
Jul16 150820 524.50 536.00 524.00 534.25 +7.75 987 14,306 +120
Sep16 150820 543.50 550.00 543.50 548.50 +7.50 141 1,531 -25
Total Volume and Open Interest 29,686 200,401 -1,578
Wheat(MGE)
Sep15 150820 508.25 517.00 507.50 513.00 +4.75 5,120 15,934 -1,285
Dec15 150820 523.50 531.75 521.50 527.75 +5.00 4,530 25,956 +491
Mar16 150820 538.25 547.25 538.25 544.00 +5.50 1,749 11,482 +138
May16 150820 550.00 556.00 548.00 554.25 +5.50 628 5,363 +203
Jul16 150820 558.50 565.50 558.50 564.25 +5.75 952 3,327 +13
Total Volume and Open Interest 13,820 63,703 -194
Oats(CBOT)
Sep15 150820 220.75 224.50 220.75 221.50 -1.75 44 1,264 -15
Dec15 150820 233.50 236.00 232.50 233.00 -1.00 172 6,873 -20
Mar16 150820 241.00 241.00 240.00 240.25 -1.50 21 613 +12
May16 150820 247.75 247.75 247.75 247.75 -1.50 0 58 +0
Total Volume and Open Interest 237 8,808 -23
Rough Rice(CBOT)
Sep15 150820 11.90 11.91 11.61 11.64 -0.26 490 4,495 -207
Nov15 150820 12.18 12.20 11.89 11.91 -0.26 466 4,144 +153
Jan16 150820 12.45 12.48 12.18 12.20 -0.26 109 1,507 +57
Mar16 150820 12.44 12.44 12.44 12.44 -0.25 0 41 +0
Total Volume and Open Interest 1,065 10,188 +3
Live Cattle(CME)
Aug15 150820 145.200 146.950 144.685 146.485 +1.235 1,667 5,262 -655
Oct15 150820 144.950 146.800 144.535 146.325 +1.175 14,195 104,169 +1,068
Dec15 150820 146.935 148.825 146.735 148.485 +1.135 5,548 55,007 -40
Feb16 150820 146.950 148.550 146.750 148.285 +0.885 2,991 30,641 +614
Apr16 150820 146.300 147.300 145.735 146.985 +0.635 1,345 22,749 -96
Jun16 150820 138.380 139.450 138.075 139.100 +0.415 543 8,484 +258
Total Volume and Open Interest 26,462 228,832 +1,210
Feeder Cattle(CME)
Aug15 150820 213.100 213.450 212.500 213.200 -0.600 651 7,375 -150
Sep15 150820 206.350 207.250 205.500 206.830 -0.070 1,071 7,123 +9
Oct15 150820 203.200 204.350 202.285 203.985 +0.105 1,993 15,314 +246
Nov15 150820 201.150 202.200 200.200 201.850 +0.050 632 5,863 +44
Jan16 150820 194.080 195.850 193.850 195.735 +0.355 214 4,799 +36
Mar16 150820 191.900 193.200 191.500 193.150 +0.165 135 2,006 +30
Apr16 150820 192.700 193.435 192.450 193.330 +0.630 40 395 +1
Total Volume and Open Interest 4,773 43,275 +233
Lean Hogs(CME)
Oct15 150820 65.300 65.550 64.150 64.750 -1.250 10,019 82,011 -546
Dec15 150820 61.650 61.800 60.680 61.300 -0.985 3,542 50,146 -339
Feb16 150820 66.385 66.725 65.650 66.150 -1.000 2,045 25,992 +190
Apr16 150820 70.975 71.180 70.535 70.850 -0.730 589 21,396 +208
May16 150820 75.430 75.600 75.385 75.430 -0.750 11 327 +4
Jun16 150820 79.350 79.600 78.850 79.080 -0.670 177 7,475 +50
Jul16 150820 78.330 78.330 78.330 78.330 -0.320 69 1,092 +35
Aug16 150820 77.000 77.000 77.000 77.000 -0.330 10 642 +0
Total Volume and Open Interest 16,581 191,099 -308
Class III Milk(CME)
Aug15 150820 16.41 16.42 16.39 16.42 unch 72 4,392 +1
Sep15 150820 16.77 17.01 16.69 16.93 +0.17 192 4,721 +5
Oct15 150820 16.94 17.08 16.87 16.96 +0.09 108 4,249 +21
Nov15 150820 16.67 16.80 16.64 16.77 +0.15 55 3,813 -6
Dec15 150820 16.30 16.40 16.25 16.37 +0.09 40 3,496 +2
Jan16 150820 15.73 15.85 15.71 15.80 +0.05 27 1,294 +19
Feb16 150820 15.47 15.55 15.46 15.55 +0.06 18 1,210 +4
Mar16 150820 15.49 15.50 15.49 15.49 -0.03 7 1,135 +3
Apr16 150820 15.60 15.60 15.55 15.60 unch 3 857 +1
May16 150820 15.95 15.95 15.93 15.93 -0.05 7 806 +0
Jun16 150820 16.31 16.35 16.30 16.30 unch 7 650 +2
Jul16 150820 16.53 16.53 16.47 16.47 -0.06 9 482 -6
Aug16 150820 16.70 16.70 16.69 16.70 unch 10 421 +3
Total Volume and Open Interest 578 29,063 +50
Cocoa(ICE)
Sep15 150820 3098 3142 3094 3142 +22 341 1,276 -482
Dec15 150820 3091 3142 3081 3135 +19 12,209 95,062 -649
Mar16 150820 3089 3137 3078 3130 +19 5,166 46,541 +230
May16 150820 3078 3134 3078 3128 +19 942 16,729 +113
Jul16 150820 3084 3129 3082 3123 +18 315 8,142 -20
Sep16 150820 3080 3119 3078 3119 +18 176 1,995 +70
Dec16 150820 3084 3110 3084 3110 +18 91 3,466 +0
Total Volume and Open Interest 19,750 175,480 -239
Coffee "C"(ICE)
Sep15 150820 131.50 131.85 127.55 127.65 -3.50 11,136 20,498 -5,107
Dec15 150820 135.30 135.50 132.05 132.45 -2.35 20,619 92,215 +2,913
Mar16 150820 138.30 138.80 135.50 135.95 -2.30 2,690 26,924 +689
May16 150820 140.90 140.90 138.00 138.10 -2.20 737 12,034 +5
Jul16 150820 142.95 142.95 139.90 140.15 -2.20 215 4,784 +51
Sep16 150820 144.35 144.35 142.00 142.15 -2.15 171 3,995 -28
Total Volume and Open Interest 35,715 169,434 -1,474
Orange Juice(ICE)
Sep15 150820 132.00 133.95 128.10 128.65 -3.80 1,485 2,999 -1,144
Nov15 150820 130.40 131.75 128.25 128.70 -1.70 1,703 9,324 +987
Jan16 150820 131.65 132.15 130.00 130.00 -1.65 91 770 +63
Mar16 150820 133.40 133.40 131.85 131.85 -1.65 0 383 +0
May16 150820 133.50 133.50 133.50 133.50 -1.80 0 26 +0
Jul16 150820 134.60 134.60 134.60 134.60 -1.80      
Total Volume and Open Interest 3,279 13,502 -94
Sugar #11(ICE)
Oct15 150820 10.64 10.65 10.44 10.62 +0.03 77,230 425,204 -11,575
Mar16 150820 11.81 11.84 11.65 11.82 +0.03 25,145 246,988 +1,908
May16 150820 12.01 12.01 11.82 11.99 +0.03 5,482 68,572 -77
Jul16 150820 12.06 12.08 11.88 12.04 +0.01 1,735 43,757 +65
Oct16 150820 12.32 12.34 12.14 12.30 +0.01 939 35,327 +90
Mar17 150820 12.95 12.97 12.81 12.94 unch 314 17,761 -53
May17 150820 13.11 13.11 12.97 13.10 unch 226 3,847 +120
Jul17 150820 13.28 13.29 13.16 13.28 +0.01 269 3,836 +165
Total Volume and Open Interest 111,483 851,159 -9,300
London Cocoa(LCE)
Sep15 150820 2053 2071 2042 2067 +6 2,624 53,562 -317
Dec15 150820 2068 2086 2056 2082 +7 8,530 72,615 -1,034
Mar16 150820 2052 2065 2037 2063 +6 4,852 70,488 +768
May16 150820 2039 2058 2031 2056 +5 2,791 21,050 +529
Jul16 150820 2028 2055 2028 2053 +6 1,680 26,142 -136
Sep16 150820 2028 2049 2028 2049 +8 414 19,042 +98
Dec16 150820 2013 2034 2013 2034 +8 110 3,316 +59
Total Volume and Open Interest 21,047 269,684 +1
London Sugar(LCE)
Oct15 150820 339.20 340.20 329.00 333.60 -5.60 7,518 29,570 +73
Dec15 150820 336.40 336.40 329.20 332.90 -2.60 3,242 22,702 +1,059
Mar16 150820 335.00 335.40 330.00 333.60 -0.90 974 19,758 +274
May16 150820 338.20 339.10 335.00 338.30 -0.10 343 7,325 +166
Aug16 150820 342.10 343.00 338.40 341.90 +0.20 138 2,971 +14
Total Volume and Open Interest 12,353 84,951 +1,614
Cotton(ICE)
Oct15 150820 67.44 67.72 67.00 67.66 +0.30 15 146 -8
Dec15 150820 66.53 66.99 66.24 66.93 +0.40 15,439 141,460 +2,280
Mar16 150820 66.05 66.37 65.70 66.33 +0.44 2,562 37,427 +555
May16 150820 66.41 66.48 65.94 66.47 +0.38 305 3,632 -4
Jul16 150820 66.40 66.48 66.11 66.48 +0.41 268 4,516 -9
Oct16 150820 65.87 65.87 65.87 65.87 +0.41 0 5 +0
Total Volume and Open Interest 18,795 190,906 +2,925
Lumber(CME)
Sep15 150820 255.7 260.1 254.2 255.4 -0.7 431 3,048 -196
Nov15 150820 247.8 252.4 245.7 246.5 -2.2 401 2,668 +186
Jan16 150820 257.3 257.3 256.1 256.1 -2.4 67 487 +56
Mar16 150820 263.1 267.0 263.1 267.0 -1.5 0 51 +0
Total Volume and Open Interest 899 6,261 +46
Crude Oil(NYM)
Sep15 150820 40.58 41.48 40.21 41.14 +0.34 200,185 52,709 -27,218
Oct15 150820 40.98 41.81 40.50 41.32 +0.05 248,262 451,838 +5,329
Nov15 150820 41.89 42.63 41.44 42.09 -0.09 97,421 199,720 +4,196
Dec15 150820 42.65 43.44 42.20 42.90 -0.11 93,292 229,633 +1,618
Jan16 150820 43.57 44.20 42.89 43.67 -0.14 30,874 94,816 -322
Feb16 150820 44.35 44.89 43.55 44.35 -0.22 14,987 48,144 -477
Mar16 150820 45.11 45.53 44.14 44.99 -0.32 21,472 72,498 +7
Apr16 150820 45.79 46.12 45.00 45.62 -0.41 8,063 27,676 -1,203
May16 150820 46.27 46.83 46.06 46.22 -0.49 6,704 21,282 -98
Jun16 150820 47.13 47.40 45.77 46.76 -0.55 21,017 99,087 +448
Jul16 150820 47.14 47.57 47.03 47.16 -0.61 2,647 20,186 +373
Aug16 150820 47.96 48.10 47.23 47.55 -0.67 1,587 15,987 -162
Sep16 150820 48.25 48.65 47.32 47.96 -0.74 3,915 38,969 +356
Oct16 150820 48.39 48.39 47.97 48.39 -0.80 965 15,866 +12
Nov16 150820 48.83 48.83 48.43 48.83 -0.86 658 16,892 +206
Dec16 150820 50.00 50.07 48.33 49.27 -0.92 22,074 134,282 +2,591
Total Volume and Open Interest 781,371 1,688,731 -13,623
e-miNY Crude Oil(NYM)
Aug15 150720 50.725 51.250 49.875 50.150 -0.750 6,910 3,534 +80
Sep15 150819 42.425 42.675 40.500 40.800 -1.825 5,511 2,680 -477
Oct15 150820 40.950 41.800 40.525 41.325 +0.050 3,047 3,796 +347
Nov15 150820 41.925 42.650 41.450 42.100 -0.075 326 1,566 +37
Dec15 150820 42.675 43.400 42.250 42.900 -0.100 163 1,722 +30
Jan16 150820 43.575 44.150 42.925 43.675 -0.125 2 30 -2
Feb16 150820 44.350 44.850 43.525 44.350 -0.225 2 25 +0
Mar16 150820 45.275 45.275 45.000 45.000 -0.300 0 17 +0
Apr16 150820 45.625 45.625 45.625 45.625 -0.400 0 2 +0
May16 150820 46.225 46.225 46.225 46.225 -0.475 0 1 +0
Total Volume and Open Interest 7,425 9,657 +141
NY Harbor ULSD(NYM)
Sep15 150820 150.85 152.03 148.60 149.56 -2.24 40,905 48,854 -5,455
Oct15 150820 152.45 153.22 149.71 150.69 -2.19 28,023 80,531 -1,944
Nov15 150820 154.29 154.65 151.21 152.18 -2.17 13,530 63,822 +123
Dec15 150820 155.99 156.22 152.77 153.79 -2.10 11,388 63,579 -130
Jan16 150820 156.80 157.65 154.37 155.30 -2.03 8,130 33,355 -114
Feb16 150820 157.39 158.37 155.61 156.14 -1.98 2,708 24,530 +0
Mar16 150820 157.35 158.19 155.43 156.03 -1.95 2,345 25,085 -554
Apr16 150820 156.03 157.45 155.09 155.39 -1.92 1,468 14,613 +404
May16 150820 156.17 157.65 155.32 155.59 -1.89 799 6,624 +78
Jun16 150820 157.19 158.25 155.08 156.19 -1.88 2,681 23,160 +337
Jul16 150820 157.19 158.04 157.19 157.49 -1.90 236 4,528 +150
Aug16 150820 159.38 160.17 158.04 159.03 -1.92 203 4,030 +67
Sep16 150820 160.58 163.52 160.46 160.82 -1.96 186 3,923 +44
Oct16 150820 164.73 164.73 162.17 162.56 -1.98 73 2,280 -2
Total Volume and Open Interest 113,573 423,212 -6,938
RBOB Gasoline(NYM)
Sep15 150820 155.15 156.40 151.40 153.46 -2.46 43,149 48,842 -4,315
Oct15 150820 140.44 142.23 137.63 139.29 -2.51 42,516 99,117 +2,881
Nov15 150820 136.50 137.33 133.20 134.67 -2.37 17,562 61,389 +3,009
Dec15 150820 132.80 133.91 130.21 131.51 -2.28 14,906 55,177 -37
Jan16 150820 132.72 133.39 129.83 131.04 -2.23 6,328 27,033 +671
Feb16 150820 133.24 134.53 131.21 132.34 -2.16 1,867 11,862 -201
Mar16 150820 136.06 136.72 133.53 134.64 -2.05 1,338 15,590 -157
Apr16 150820 156.69 158.16 154.77 155.98 -2.06 742 11,348 +63
May16 150820 157.22 159.13 156.75 157.03 -1.96 437 9,977 +68
Jun16 150820 157.78 158.97 155.79 156.93 -1.90 902 15,488 -188
Total Volume and Open Interest 132,975 386,449 +2,626
e-miNY RBOB Gasoline(NYM)
Sep15 150820 153.46 153.46 153.46 153.46 -2.46 1 1 +0
Oct15 150820 139.29 139.29 139.29 139.29 -2.51      
Nov15 150820 134.67 134.67 134.67 134.67 -2.37      
Dec15 150820 131.51 131.51 131.51 131.51 -2.28      
Total Volume and Open Interest 1 1 +0
Natural Gas(NYM)
Sep15 150820 2.709 2.788 2.694 2.755 +0.039 105,540 94,452 -3,127
Oct15 150820 2.738 2.816 2.723 2.785 +0.038 72,115 209,017 +16,024
Nov15 150820 2.830 2.900 2.811 2.874 +0.038 24,108 178,256 +586
Dec15 150820 2.981 3.049 2.962 3.026 +0.037 13,173 74,071 +1,274
Jan16 150820 3.080 3.146 3.062 3.126 +0.038 19,256 111,882 +3,346
Feb16 150820 3.076 3.141 3.065 3.124 +0.036 3,111 21,913 +348
Mar16 150820 3.041 3.099 3.029 3.083 +0.034 8,280 60,685 +1,197
Apr16 150820 2.898 2.948 2.893 2.932 +0.026 7,291 57,500 +152
May16 150820 2.909 2.946 2.892 2.927 +0.024 1,625 22,028 -402
Jun16 150820 2.939 2.966 2.923 2.954 +0.022 1,124 17,349 +229
Jul16 150820 2.964 3.001 2.960 2.988 +0.021 559 16,363 -36
Aug16 150820 2.974 3.006 2.970 2.997 +0.021 551 16,218 -164
Sep16 150820 2.967 3.006 2.965 2.993 +0.022 379 8,324 +250
Oct16 150820 2.999 3.033 2.996 3.023 +0.021 777 19,987 -396
Nov16 150820 3.080 3.110 3.080 3.102 +0.019 57 5,839 -32
Dec16 150820 3.233 3.261 3.230 3.251 +0.011 34 9,722 +7
Total Volume and Open Interest 258,106 977,912 +19,296
Brent Crude Oil(ICE)
Oct15 150820 47.03 47.38 46.03 46.62 -0.54 191,533 304,542 -3,884
Nov15 150820 47.80 48.13 46.75 47.35 -0.58 82,412 246,732 +5,561
Dec15 150820 48.57 48.89 47.49 48.12 -0.61 80,577 272,062 +659
Jan16 150820 49.33 49.60 48.31 48.87 -0.62 20,017 98,285 -1,243
Feb16 150820 50.04 50.28 48.95 49.58 -0.62 16,076 103,983 +1,485
Mar16 150820 50.71 50.90 49.48 50.18 -0.63 22,664 131,650 +7,239
Apr16 150820 51.31 51.56 50.28 50.83 -0.65 12,033 80,711 +4,830
May16 150820 51.83 52.23 50.76 51.44 -0.66 5,413 46,467 +947
Jun16 150820 52.55 52.84 51.27 52.01 -0.67 20,638 102,335 +2,589
Jul16 150820 52.90 52.90 52.52 52.52 -0.69 1,778 29,192 +6
Aug16 150820 52.99 52.99 52.99 52.99 -0.72 1,853 24,327 -562
Sep16 150820 53.72 53.72 53.46 53.46 -0.74 3,501 39,167 -100
Oct16 150820 53.92 53.92 53.92 53.92 -0.76 628 18,332 -155
Nov16 150820 54.38 54.38 54.38 54.38 -0.77 468 17,507 +19
Total Volume and Open Interest 504,240 1,875,491 +18,880
Gas Oil(ICE)
Sep15 150820 463.00 463.00 452.00 460.75 -2.25 42,484 149,628 -6,602
Oct15 150820 465.00 466.50 456.25 465.25 -1.75 34,267 154,222 -1,650
Nov15 150820 467.00 468.25 458.25 467.25 -1.75 17,917 84,001 +384
Dec15 150820 469.00 470.50 460.00 469.50 -1.25 26,224 100,280 -2,576
Jan16 150820 471.50 474.25 464.25 473.25 -1.00 11,931 37,660 +1,003
Feb16 150820 475.00 477.50 468.00 477.25 -0.50 5,623 25,732 -194
Mar16 150820 478.00 480.50 472.25 480.25 -0.50 7,059 34,159 +2,001
Apr16 150820 480.75 483.00 475.25 483.00 -0.75 3,400 19,196 -879
May16 150820 483.00 487.50 479.75 486.75 -1.00 1,813 12,978 +97
Jun16 150820 487.75 491.00 483.00 490.50 -1.25 7,303 49,110 +590
Total Volume and Open Interest 164,678 793,770 -6,543
Ethanol(CBOT)
Sep15 150820 1.480 1.481 1.460 1.464 -0.002 288 865 -52
Oct15 150820 1.457 1.467 1.454 1.457 +0.001 222 1,284 +125
Nov15 150820 1.450 1.454 1.439 1.440 +0.001 17 528 +5
Dec15 150820 1.442 1.442 1.421 1.428 +0.002 61 1,163 +27
Jan16 150820 1.416 1.421 1.409 1.416 +0.002 124 597 +7
Feb16 150820 1.420 1.420 1.420 1.420 +0.002 46 245 +4
Mar16 150820 1.428 1.428 1.428 1.428 +0.002 14 480 +10
Apr16 150820 1.438 1.440 1.438 1.440 +0.002 14 333 +12
Total Volume and Open Interest 786 5,511 +138
WTI Crude Oil(ICE)
Oct15 150820 41.09 41.81 40.53 41.32 +0.05 52,307 75,954 -924
Nov15 150820 41.99 42.58 41.47 42.09 -0.09 25,348 37,511 +2,550
Dec15 150820 42.82 43.41 42.21 42.90 -0.11 24,421 92,390 -1,172
Jan16 150820 43.72 44.20 42.91 43.67 -0.14 7,558 19,856 +111
Feb16 150820 44.53 44.78 43.52 44.35 -0.22 3,797 4,900 +215
Mar16 150820 45.12 45.53 44.32 44.99 -0.32 2,792 15,627 -47
Apr16 150820 45.60 45.62 44.92 45.62 -0.41 1,002 4,355 +100
May16 150820 46.32 46.32 46.22 46.22 -0.49 499 3,365 -3
Jun16 150820 47.10 47.32 45.78 46.76 -0.55 2,082 27,606 -18
Jul16 150820 47.16 47.16 47.16 47.16 -0.61 200 1,698 -7
Aug16 150820 47.55 47.55 47.55 47.55 -0.67 1,002 2,922 +844
Sep16 150820 47.96 47.96 47.96 47.96 -0.74 1,435 4,242 +591
Oct16 150820 48.39 48.39 48.39 48.39 -0.80 230 1,350 +153
Nov16 150820 48.83 48.83 48.83 48.83 -0.86 40 1,404 +7
Dec16 150820 49.89 50.06 48.31 49.27 -0.92 3,932 54,193 +205
Jan17 150820 49.62 49.62 49.62 49.62 -0.96 0 1,925 +0
Total Volume and Open Interest 150,618 407,926 -5,986
US Dollar Index(ICE)
Sep15 150820 96.470 96.590 95.715 96.003 -0.365 25,295 95,537 -809
Dec15 150820 96.805 96.900 96.035 96.325 -0.363 477 8,790 +111
Mar16 150820 97.005 97.025 96.250 96.600 -0.363 1 508 +1
Total Volume and Open Interest 25,774 104,952 -696
Australian Dollar(CME)
Sep15 150820 73.40 73.65 72.76 73.30 -0.24 73,768 159,847 +1,381
Dec15 150820 73.12 73.29 72.42 72.96 -0.24 404 1,469 +129
Mar16 150820 72.69 72.90 72.13 72.66 -0.23 0 20 +0
Total Volume and Open Interest 74,172 161,344 +1,510
British Pound(CME)
Sep15 150820 156.79 157.00 156.04 156.75 -0.13 102,364 170,649 +6,893
Dec15 150820 156.92 156.92 155.97 156.67 -0.14 362 1,290 +66
Mar16 150820 156.70 156.70 156.13 156.61 -0.13 2 35 +2
Total Volume and Open Interest 102,728 172,083 +6,961
Canadian Dollar(CME)
Sep15 150820 76.20 76.56 75.88 76.36 unch 43,582 153,737 -2,426
Dec15 150820 76.20 76.54 75.87 76.34 unch 639 6,782 +267
Mar16 150820 76.20 76.52 75.97 76.35 +0.01 96 998 +67
Jun16 150820 76.36 76.37 76.26 76.37 +0.01 0 163 +0
Total Volume and Open Interest 44,319 161,743 -2,090
Japanese Yen(CME)
Sep15 150820 80.76 81.11 80.55 81.03 +0.19 84,516 247,316 -1,815
Dec15 150820 80.85 81.22 80.69 81.15 +0.19 151 3,887 +52
Mar16 150820 81.07 81.36 80.97 81.34 +0.18 0 93 +0
Total Volume and Open Interest 84,667 251,418 -1,763
Swiss Franc(CME)
Sep15 150820 103.69 104.42 103.48 104.06 +0.37 11,768 42,772 +419
Dec15 150820 104.20 104.73 103.83 104.40 +0.37 68 789 +26
Mar16 150820 104.82 104.87 104.82 104.82 +0.37 0 19 +0
Total Volume and Open Interest 11,836 43,588 +445
EuroFX(CME)
Sep15 150820 111.26 112.49 111.10 112.02 +0.68 156,672 345,281 -1,553
Dec15 150820 111.40 112.63 111.26 112.18 +0.68 1,291 10,590 +171
Mar16 150820 111.83 112.83 111.52 112.40 +0.67 199 880 +21
Total Volume and Open Interest 158,184 356,952 -1,341
Mexican Peso(CME)
Sep15 150820 601.50 601.75 593.75 596.25 -5.25 20,157 117,971 +808
Oct15 150820 594.62 594.62 594.62 594.62 -5.12      
Total Volume and Open Interest 20,304 171,467 +902
Brazilian Real(CME)
Sep15 150820 285.80 288.80 283.10 288.40 +3.05 1,729 22,288 +1,105
Oct15 150820 285.15 285.60 281.50 285.50 +3.05 7 46 +2
Nov15 150820 281.60 282.80 278.80 282.80 +3.05 2 29 +2
Dec15 150820 278.70 280.10 276.10 280.10 +3.05 5 3,810 +5
Total Volume and Open Interest 1,743 32,298 +1,114
30-Year T-Bonds(CBOT)
Sep15 150820 158~270 160~100 158~250 160~030 +1~090 206,672 514,863 +3,182
Dec15 150820 157~120 158~260 157~090 158~190 +1~090 2,692 11,075 +993
Mar16 150820 157~070 157~070 157~070 157~070 +1~090      
Total Volume and Open Interest 209,364 525,938 +4,175
10-Year T-Notes(CBOT)
Sep15 150820 128~020 128~155 128~010 128~105 +0~075 744,608 2,895,567 -4,591
Dec15 150820 127~155 127~280 127~140 127~235 +0~085 31,579 60,208 +12,541
Mar16 150820 127~075 127~075 127~075 127~075 +0~085      
Total Volume and Open Interest 776,187 2,955,775 +7,950
5-Year T-Notes(CBOT)
Sep15 150820 120~024 120~080 120~020 120~044 +0~010 373,117 2,314,096 -10,784
Dec15 150820 119~194 119~254 119~186 119~216 +0~014 10,950 36,903 +3,822
Mar16 150820 118~310 118~310 118~310 118~310 +0~014      
Total Volume and Open Interest 384,067 2,350,999 -6,962
2 Year T-Notes(CBOT)
Sep15 150820 109~174 109~182 109~162 109~164 -0~014 183,558 1,355,600 +3,790
Dec15 150820 109~094 109~096 109~080 109~080 -0~012 12,879 25,630 +6,269
Mar16 150820 109~010 109~010 109~010 109~010 -0~012      
Total Volume and Open Interest 196,437 1,381,230 +10,059
Eurodollars(CME)
Sep15 150820 99.645 99.655 99.637 99.647 unch 163,981 1,157,596 +21,263
Dec15 150820 99.495 99.510 99.490 99.500 unch 179,275 1,443,316 +10,665
Mar16 150820 99.335 99.350 99.325 99.340 unch 136,184 1,165,402 +13,058
Jun16 150820 99.155 99.180 99.145 99.160 -0.005 141,709 1,123,063 +3,242
Sep16 150820 98.965 98.990 98.950 98.965 -0.010 125,795 994,384 +14,388
Dec16 150820 98.770 98.795 98.755 98.775 -0.005 116,721 1,305,788 +9,039
Mar17 150820 98.610 98.640 98.595 98.615 -0.005 76,942 731,916 +599
Jun17 150820 98.450 98.485 98.440 98.460 unch 64,993 710,790 +2,352
Sep17 150820 98.315 98.355 98.310 98.330 +0.005 68,446 618,148 -2,617
Dec17 150820 98.185 98.225 98.180 98.205 +0.010 58,328 704,144 -3,187
Mar18 150820 98.080 98.125 98.075 98.100 +0.010 43,830 422,853 -1,861
Jun18 150820 97.975 98.025 97.975 98.000 +0.015 50,402 381,402 +7,105
Sep18 150820 97.880 97.930 97.880 97.910 +0.020 24,059 255,924 +1,196
Dec18 150820 97.785 97.835 97.780 97.815 +0.025 25,116 272,754 -1,913
Mar19 150820 97.705 97.760 97.700 97.740 +0.030 17,035 150,625 +450
Jun19 150820 97.620 97.680 97.620 97.660 +0.035 22,134 164,308 +418
Sep19 150820 97.550 97.605 97.540 97.585 +0.035 15,831 124,853 +3,054
Dec19 150820 97.470 97.525 97.460 97.505 +0.035 9,115 93,350 +78
Total Volume and Open Interest 1,367,533 12,089,509 +78,681
Ultra T-Bond(CBOT)
Sep15 150820 162~29 164~29 162~26 164~20 +1~24 78,265 604,762 -6,679
Dec15 150820 161~17 163~15 161~15 163~08 +1~24 471 6,379 +233
Mar16 150820 163~03 163~03 163~03 163~03 +1~24      
Total Volume and Open Interest 78,736 611,141 -6,446
30 Day Federal Funds(CBOT)
Aug15 150820 99.863 99.865 99.863 99.863 unch 4,510 139,082 -845
Sep15 150820 99.835 99.835 99.825 99.830 unch 4,765 76,077 +1,464
Oct15 150820 99.785 99.795 99.775 99.785 unch 9,529 136,774 +161
Nov15 150820 99.760 99.770 99.750 99.760 unch 6,668 139,186 +323
Dec15 150820 99.710 99.715 99.700 99.710 unch 4,180 56,558 +682
Jan16 150820 99.660 99.670 99.650 99.660 unch 4,877 143,212 -718
Total Volume and Open Interest 38,342 860,904 +839
3-Mth Euro-Yen(CME)
Sep15 150820 99.840 99.840 99.840 99.840 unch      
Dec15 150820 99.825 99.825 99.825 99.825 unch      
Mar16 150820 99.685 99.685 99.685 99.685 unch      
Jun16 150820 99.545 99.545 99.545 99.545 unch      
Sep16 150820 99.405 99.405 99.405 99.405 unch      
Dec16 150820 99.840 99.840 99.840 99.840 unch      
Mar17 150820 99.700 99.700 99.700 99.700 unch      
Jun17 150820 99.560 99.560 99.560 99.560 unch      
Sep17 150820 99.420 99.420 99.420 99.420 unch      
Dec17 150820 99.280 99.280 99.280 99.280 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep15 150820 99.84 99.84 99.84 99.84 unch 0 1 +0
Dec15 150820 99.82 99.82 99.82 99.82 unch 0 4 +0
Mar16 150820 99.68 99.68 99.68 99.68 unch      
Jun16 150820 99.54 99.54 99.54 99.54 unch      
Sep16 150820 99.40 99.40 99.40 99.40 unch      
Dec16 150820 99.84 99.84 99.84 99.84 unch 0 4 +0
Mar17 150820 99.70 99.70 99.70 99.70 unch      
Jun17 150820 99.56 99.56 99.56 99.56 unch      
Total Volume and Open Interest 0 9 +0
Japanese Gov't Bonds(SGX)
Sep15 150820 147.94 148.08 147.88 148.07 +0.12 861 21,529 -62
Dec15 150820 147.51 147.51 147.51 147.51 +0.12 0 1 +0
Mar16 150820 146.95 146.95 146.95 146.95 +0.12      
Total Volume and Open Interest 861 21,530 -62
Euro-Bund(EUREX)
Sep15 150820 155.45 155.76 155.25 155.58 +0.66 420,899 1,181,317 -154
Dec15 150820 155.75 156.01 155.51 155.86 +0.71 21,938 85,924 +12,465
Mar16 150820 157.40 157.61 157.30 157.30 +0.66 1 927 +1
Total Volume and Open Interest 442,838 1,268,168 +12,312
Euro-Bobl(EUREX)
Sep15 150820 130.69 130.80 130.64 130.74 +0.17 280,191 1,033,249 -3,351
Dec15 150820 128.79 128.92 128.79 128.89 +0.18 2,050 12,070 +1,877
Mar16 150820 128.89 128.89 128.89 128.89 +0.18      
Total Volume and Open Interest 282,241 1,045,319 -1,474
3-Mth Euribor(EUREX)
Sep15 150820 100.035 100.035 100.030 100.035 +0.005 5 13,865 -5
Dec15 150820 100.035 100.040 100.035 100.040 +0.005 60 31,613 +50
Mar16 150820 100.030 100.035 100.030 100.035 +0.005 125 4,835 +38
Total Volume and Open Interest 386 95,818 +130
Long Gilt(LIFFE)
Sep15 150820 118~08 118~23 118~04 118~19 +0~28 137,483 394,975 -3,412
Dec15 150820 117~12 117~27 117~09 117~22 +0~29 567 635 +567
Total Volume and Open Interest 138,050 395,610 -2,845
3-Mth Short Sterling(LIFFE)
Sep15 150820 99.41 99.41 99.40 99.40 unch 28,188 336,668 -1,745
Dec15 150820 99.33 99.35 99.33 99.34 +0.02 80,415 420,776 +5,971
Mar16 150820 99.22 99.23 99.21 99.23 +0.04 83,596 381,805 -201
Jun16 150820 99.10 99.11 99.08 99.10 +0.04 94,039 334,813 +6,072
Sep16 150820 98.96 98.98 98.94 98.96 +0.05 55,944 277,937 +2,482
Dec16 150820 98.81 98.83 98.79 98.82 +0.06 82,684 291,487 +9,852
Total Volume and Open Interest 674,681 3,163,920 +30,869
3-Mth Euribor(LIFFE)
Sep15 150820 100.030 100.035 100.030 100.035 unch 15,360 341,115 -574
Dec15 150820 100.035 100.040 100.030 100.040 +0.005 7,747 352,260 -437
Mar16 150820 100.030 100.035 100.025 100.035 +0.005 17,759 301,755 +1,187
Total Volume and Open Interest 165,593 3,180,718 -7,215
3-Mth Aus T-Bills(SFE)
Sep15 150820 97.89 97.90 97.88 97.89 unch 3,894 178,924 -1,248
Dec15 150820 97.94 97.97 97.94 97.97 +0.02 9,249 203,488 -1,670
Mar16 150820 97.98 98.02 97.98 98.02 +0.03 9,467 150,928 +197
Jun16 150820 97.99 98.03 97.97 98.03 +0.04 10,983 141,186 +1,088
Sep16 150820 97.97 98.01 97.96 98.01 +0.04 4,746 84,988 +104
Dec16 150820 97.91 97.96 97.90 97.95 +0.04 5,665 64,141 +1,816
Mar17 150820 97.85 97.89 97.83 97.89 +0.05 2,180 44,828 +176
Jun17 150820 97.77 97.82 97.75 97.81 +0.04 2,100 30,808 +1,699
Sep17 150820 97.71 97.73 97.71 97.72 +0.04 10 7,930 +10
Dec17 150820 97.62 97.62 97.62 97.62 +0.04 1 3,127 -1
Total Volume and Open Interest 48,415 915,193 +2,171
10-Year Aus T-Bonds(SFE)
Sep15 150820 97.23 97.32 97.18 97.31 +0.08 65,360 724,905 -759
Dec15 150820 97.31 97.31 97.31 97.31 +0.08      
Total Volume and Open Interest 65,360 724,905 -759
3-Year Aus T-Bonds(SFE)
Sep15 150820 98.06 98.13 98.03 98.12 +0.06 109,739 699,010 +15,844
Dec15 150820 98.12 98.12 98.12 98.12 +0.06      
Total Volume and Open Interest 109,739 699,010 +15,844
Gold(CMX)
Aug15 150820 1132.8 1153.3 1132.8 1153.0 +24.9 475 1,648 -115
Oct15 150820 1132.6 1153.2 1131.7 1152.8 +25.2 3,976 27,025 +89
Dec15 150820 1133.3 1153.7 1132.1 1153.2 +25.3 119,945 309,016 +1,167
Feb16 150820 1134.4 1154.6 1134.4 1154.3 +25.3 593 38,347 +223
Apr16 150820 1134.7 1155.7 1134.7 1155.4 +25.3 102 15,992 +79
Jun16 150820 1137.1 1156.7 1136.1 1156.5 +25.3 258 9,936 +245
Aug16 150820 1149.2 1158.0 1149.2 1157.9 +25.3 16 3,046 +0
Oct16 150820 1144.7 1159.3 1144.7 1159.3 +25.2 0 1,411 +0
Dec16 150820 1141.0 1161.1 1141.0 1160.9 +25.1 24 10,493 -6
Feb17 150820 1163.1 1163.1 1162.9 1162.9 +25.1 0 156 +0
Apr17 150820 1149.2 1164.9 1149.2 1164.9 +25.1 3 306 +0
Jun17 150820 1167.1 1167.1 1167.1 1167.1 +25.1 0 3,538 +0
Total Volume and Open Interest 126,226 432,728 +1,781
Silver(CMX)
Sep15 150820 1527.0 1556.0 1525.5 1551.7 +33.8 63,485 70,305 -243
Dec15 150820 1531.0 1560.5 1531.0 1556.2 +34.0 11,205 76,299 +920
Mar16 150820 1539.0 1565.0 1539.0 1561.1 +34.0 1,737 9,917 +196
May16 150820 1545.0 1564.3 1545.0 1564.3 +33.9 289 2,353 -92
Jul16 150820 1553.5 1567.5 1553.5 1567.5 +33.9 202 5,080 -4
Sep16 150820 1570.5 1570.5 1570.5 1570.5 +33.8 3 310 +0
Dec16 150820 1561.0 1575.1 1561.0 1575.1 +33.8 149 5,860 -36
Total Volume and Open Interest 77,112 173,545 +755
Platinum(NYMEX)
Oct15 150820 1015.5 1035.9 1012.4 1034.9 +21.8 9,991 71,908 -201
Jan16 150820 1013.6 1035.4 1013.6 1035.4 +21.8 122 6,283 +42
Apr16 150820 1037.3 1037.3 1037.3 1037.3 +21.8 26 356 +18
Jul16 150820 1038.0 1038.0 1038.0 1038.0 +21.9 0 1 +0
Total Volume and Open Interest 10,141 78,564 -141
Palladium(NYMEX)
Sep15 150820 611.25 624.30 609.35 623.25 +13.50 5,607 26,652 -995
Dec15 150820 608.90 623.70 608.85 623.20 +13.75 1,476 9,319 +793
Mar16 150820 617.55 623.60 617.55 623.60 +13.85 0 57 +0
Total Volume and Open Interest 7,083 36,028 -202
Copper(CMX)
Sep15 150820 227.20 233.25 226.75 231.95 +4.35 54,963 73,091 -5,834
Dec15 150820 226.50 233.05 226.50 231.75 +4.00 18,692 93,092 +3,610
Mar16 150820 227.65 233.45 227.65 232.30 +4.00 2,381 12,748 +518
May16 150820 230.80 233.90 230.80 232.80 +3.95 232 2,646 -14
Jul16 150820 229.30 234.35 229.30 233.30 +3.95 189 1,135 +29
Total Volume and Open Interest 77,351 191,265 -1,736
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 150820 17290 17320 16908 16917 -368 107,544 92,707 +458
Dec15 150820 17210 17224 16827 16828 -370 348 731 +170
Mar16 150820 17000 17122 16747 16747 -369 0 5 +0
Jun16 150820 16665 17056 16665 16665 -369 0 4 +0
Total Volume and Open Interest 107,892 93,447 +628
S & P 500(CME)
Sep15 150820 2073.10 2077.50 2025.00 2025.40 -47.30 4,632 115,215 -805
Dec15 150820 2040.50 2042.50 2017.30 2017.30 -47.30 45 3,137 +36
Mar16 150820 2011.80 2011.80 2011.80 2011.80 -47.50 0 170 +0
Jun16 150820 2006.50 2006.50 2006.50 2006.50 -47.50 432 972 +432
Total Volume and Open Interest 5,109 119,495 -337
S & P 500 E-Mini(Globex)
Sep15 150820 2073.50 2077.75 2024.50 2025.50 -47.25 1,135,552 2,787,015 +3,079
Dec15 150820 2065.00 2069.50 2016.75 2017.25 -47.25 4,575 52,882 +2,194
Total Volume and Open Interest 1,140,206 2,843,824 +5,271
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 150820 4502.30 4513.00 4360.00 4366.30 -137.50 164,755 349,249 -1,354
Dec15 150820 4495.00 4504.30 4353.50 4358.80 -137.50 149 1,196 -4
Total Volume and Open Interest 164,904 350,713 -1,358
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 150819 14.30 14.65 14.10 14.45 +0.17 80,213 62,283 -20,037
Sep15 150820 15.70 17.35 15.50 17.33 +1.60 70,871 163,218 +10,162
Oct15 150820 16.30 17.35 16.18 17.33 +1.00 24,812 47,294 +1,471
Nov15 150820 16.70 17.50 16.60 17.48 +0.75 6,764 29,724 +381
Total Volume and Open Interest 183,464 303,339 -50,808
Russell 2000(ICE)
Sep15 150820 1198.90 1200.50 1164.10 1166.70 -31.00 86,860 369,350 +4,463
Dec15 150820 1187.00 1187.00 1160.00 1161.30 -31.30 16 1,552 -5
Mar16 150820 1156.80 1156.80 1156.80 1156.80 -31.30 0 1 +0
Total Volume and Open Interest 86,876 370,903 +4,458
Nikkei 225(CME)
Sep15 150820 20045 20250 19590 19620 -490 8,677 53,964 -40
Dec15 150820 20050 20200 19560 19580 -490 21 641 +1
Total Volume and Open Interest 8,698 54,606 -39
Nikkei 225(SGX)
Sep15 150820 20245 20340 20020 20040 -180 50,043 240,949 -1,852
Dec15 150820 20155 20215 19940 19940 -180 463 19,713 -38
Mar16 150820 19920 19920 19920 19920 -180 0 3 +0
Total Volume and Open Interest 53,326 267,342 -1,671
CAC 40(EURONEXT)
Aug15 150820 4883.5 4887.5 4734.0 4782.0 -102.0 190,789 246,456 -11,409
Sep15 150820 4882.0 4888.5 4734.5 4782.5 -102.0 133,876 143,666 +103,149
Oct15 150820 4859.0 4862.0 4728.0 4774.0 -102.0 10 18 +4
Total Volume and Open Interest 324,677 390,403 +91,746
Hang Seng Index(HKFE)
Aug15 150820 23070 23160 22514 22666 -408 55,066 85,146 +705
Sep15 150820 22992 23050 22410 22569 -398 1,149 8,521 +0
Total Volume and Open Interest 57,067 98,407 +1,310
DAX(EUREX)
Sep15 150820 10658.0 10658.0 10300.0 10430.0 -256.0 72,423 146,690 -565
Dec15 150820 10651.0 10651.0 10309.5 10434.0 -256.0 278 7,447 +97
Mar16 150820 10639.0 10659.0 10335.0 10450.0 -256.0 5 131 -1
Total Volume and Open Interest 72,706 154,268 -469
FT-SE 100(EURONEXT)
Sep15 150820 6390.50 6403.50 6303.50 6363.50 -34.00 77,344 542,106 +2,314
Dec15 150820 6351.00 6358.00 6320.00 6336.00 -34.00 5 3,135 +0
Mar16 150820 6287.00 6287.00 6287.00 6287.00 -34.00 1 9 +1
Total Volume and Open Interest 77,350 545,250 +2,315
SPI 200(SFE)
Sep15 150820 5356.0 5359.0 5227.0 5237.0 -116.0 45,807 243,494 +5,966
Dec15 150820 5308.0 5308.0 5220.0 5226.0 -116.0 130 2,943 +120
Mar16 150820 5174.0 5174.0 5174.0 5174.0 -116.0 248 1,262 -91
Total Volume and Open Interest 48,878 253,533 +8,302
FTSE MIB(ISE)
Sep15 150820 22890.00 23015.00 22340.00 22387.00 -608.00 22,644 58,731 +474
Dec15 150820 22820.00 22910.00 22270.00 22305.00 -608.00 36 371 +0
Mar16 150820 22357.00 22357.00 22357.00 22357.00 -608.00 0 1 +0
Total Volume and Open Interest 22,680 59,103 +474
KOSPI 200(KFE)
Sep15 150820 233.35 233.75 231.30 231.35 -2.10 135,721 124,960 +2,719
Dec15 150820 234.25 234.60 232.15 232.15 -2.15 440 4,728 +492
Mar16 150820 232.00 232.00 230.25 230.25 -2.00 21 567 +16
Total Volume and Open Interest 136,182 131,371 +3,227
GSCI(CME)
Sep15 150820 354.40 354.40 354.40 354.40 +0.50 506 14,227 +483
Oct15 150820 357.50 357.50 357.50 357.50 +0.30      
Nov15 150820 360.75 360.75 360.75 360.75 +0.30      
Total Volume and Open Interest 506 14,227 +483
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!