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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu August 27, 2015
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep15 150827 879.50 894.25 879.50 886.25 +8.50 16,197 19,193 -4,256
Nov15 150827 866.00 884.00 866.00 879.00 +14.00 129,029 362,894 +4,234
Jan16 150827 869.25 888.00 869.25 883.75 +15.25 33,026 73,535 +3,776
Mar16 150827 873.50 888.50 873.50 885.00 +15.75 16,411 82,600 -1,090
May16 150827 874.75 891.00 874.75 888.00 +15.50 12,139 57,822 +860
Jul16 150827 877.00 894.75 877.00 891.75 +16.00 7,167 36,614 +794
Aug16 150827 880.00 892.00 880.00 890.25 +16.00 137 1,632 +6
Sep16 150827 877.25 878.75 877.25 878.75 +14.50 33 554 +11
Nov16 150827 862.00 876.25 862.00 873.00 +12.25 2,110 19,991 +506
Jan17 150827 876.00 879.25 876.00 879.25 +12.00 128 177 +41
Mar17 150827 884.00 884.00 884.00 884.00 +11.75 109 164 +41
May17 150827 887.75 887.75 887.75 887.75 +12.00 97 101 +32
Jul17 150827 893.25 893.25 893.25 893.25 +12.00 219 206 +106
Aug17 150827 891.00 891.00 891.00 891.00 +11.75 0 21 +0
Total Volume and Open Interest 216,864 655,907 +5,090
Soybean Meal(CBOT)
Sep15 150827 325.00 327.80 322.60 322.90 -1.50 23,781 31,181 -6,710
Oct15 150827 317.50 321.00 316.10 317.30 +0.20 22,736 49,516 +3,189
Dec15 150827 314.30 317.80 313.10 315.00 +1.10 47,986 168,389 -1,668
Jan16 150827 311.70 314.50 310.50 312.90 +2.00 8,448 28,919 +184
Mar16 150827 307.70 311.30 307.50 310.10 +2.70 7,941 33,885 +796
May16 150827 304.70 308.00 304.70 306.90 +2.80 5,183 28,437 +516
Jul16 150827 304.80 308.50 304.80 307.20 +2.70 4,918 24,028 +786
Aug16 150827 307.20 307.90 305.50 307.00 +2.70 464 4,359 +76
Sep16 150827 306.40 307.00 304.70 306.10 +2.60 458 5,275 +52
Oct16 150827 303.90 304.00 302.60 303.00 +2.30 159 4,478 +48
Total Volume and Open Interest 123,236 390,236 -2,308
Soybean Oil(CBOT)
Sep15 150827 26.15 26.96 26.15 26.89 +0.77 25,501 23,367 -1,710
Oct15 150827 26.25 27.06 26.25 27.00 +0.80 22,093 44,571 +2,309
Dec15 150827 26.48 27.30 26.48 27.24 +0.80 73,747 197,862 +2,131
Jan16 150827 26.75 27.57 26.75 27.51 +0.81 7,479 37,381 +885
Mar16 150827 26.96 27.78 26.96 27.72 +0.81 8,351 36,204 +481
May16 150827 27.12 27.93 27.12 27.87 +0.80 5,634 29,308 +593
Jul16 150827 27.30 28.10 27.30 28.06 +0.81 5,028 19,096 +969
Aug16 150827 27.59 28.19 27.59 28.14 +0.82 934 4,673 +242
Sep16 150827 27.49 28.26 27.49 28.20 +0.81 794 3,505 +208
Oct16 150827 27.71 28.29 27.71 28.22 +0.78 440 2,952 +215
Total Volume and Open Interest 152,409 407,744 +7,301
Canola(WCE)
Nov15 150827 468.6 474.8 468.6 472.8 +3.1 17,770 125,146 +588
Jan16 150827 474.6 479.2 473.1 477.4 +3.2 6,911 28,018 -2,010
Mar16 150827 476.0 482.6 476.0 481.6 +5.1 4,532 12,543 +1,704
May16 150827 477.9 483.0 477.9 482.0 +5.0 1,268 1,812 +539
Jul16 150827 476.7 481.9 476.7 481.0 +5.2 1,898 7,064 +1,578
Total Volume and Open Interest 32,724 176,511 +2,708
Corn(CBOT)
Sep15 150827 362.50 367.25 360.25 363.75 +2.00 110,032 127,210 -20,283
Dec15 150827 374.00 378.75 371.50 375.00 +1.75 188,170 758,226 -3,495
Mar16 150827 384.25 390.00 382.75 386.25 +2.00 37,630 196,100 +1,561
May16 150827 391.00 396.25 389.00 392.75 +2.00 6,749 44,339 +2,194
Jul16 150827 395.25 400.50 393.75 397.00 +2.00 6,382 73,581 +924
Sep16 150827 390.00 394.50 390.00 393.25 +3.75 1,766 21,777 +156
Dec16 150827 396.50 401.00 396.00 399.25 +3.75 7,665 68,717 +547
Mar17 150827 407.75 411.00 407.75 409.50 +3.50 84 2,385 -18
May17 150827 415.75 415.75 415.75 415.75 +3.25 78 1,003 +1
Jul17 150827 420.50 420.50 420.50 420.50 +3.25 128 1,094 +32
Total Volume and Open Interest 358,898 1,296,742 -18,248
Wheat(CBOT)
Sep15 150827 490.25 495.50 481.75 484.25 -5.50 29,852 36,592 -12,987
Dec15 150827 495.00 500.25 487.25 489.75 -4.50 91,360 224,030 -1,087
Mar16 150827 500.75 506.50 495.00 497.75 -3.25 20,693 62,219 +731
May16 150827 507.75 511.25 499.75 503.00 -2.25 3,034 17,360 +13
Jul16 150827 510.75 514.75 502.25 506.75 -1.25 2,059 26,076 -29
Sep16 150827 515.00 523.00 511.50 515.75 -1.00 84 1,848 +17
Total Volume and Open Interest 147,261 372,290 -13,309
Wheat(KCBT)
Sep15 150827 466.50 473.50 462.25 464.50 -2.00 16,302 20,644 -6,430
Dec15 150827 489.50 497.25 486.00 488.25 -1.00 22,825 112,410 +3,029
Mar16 150827 504.00 511.25 500.25 502.75 -1.00 4,694 28,132 +601
May16 150827 517.00 521.00 510.50 512.50 -1.25 1,523 7,631 +70
Jul16 150827 524.50 530.25 521.00 522.50 -1.00 2,046 14,720 +195
Sep16 150827 536.00 543.25 535.50 537.00 -1.00 85 1,846 +46
Total Volume and Open Interest 47,799 187,037 -2,336
Wheat(MGE)
Sep15 150827 496.00 502.50 493.00 494.50 -1.75 5,818 7,833 -1,356
Dec15 150827 513.75 521.00 511.25 513.50 -0.50 6,315 28,916 +535
Mar16 150827 531.25 538.25 529.00 531.00 -0.25 1,535 12,020 +416
May16 150827 545.00 545.50 541.00 542.25 -0.25 276 5,609 +113
Jul16 150827 554.00 559.00 552.50 553.00 unch 265 3,371 +60
Total Volume and Open Interest 14,470 59,929 -151
Oats(CBOT)
Sep15 150827 213.50 219.00 213.25 217.00 +6.25 87 245 -522
Dec15 150827 215.50 224.50 215.00 222.00 +6.25 393 6,809 -97
Mar16 150827 220.00 222.00 216.00 221.25 +2.50 64 822 +31
May16 150827 227.50 227.50 227.50 227.50 +0.75 3 64 +2
Total Volume and Open Interest 547 7,940 -586
Rough Rice(CBOT)
Sep15 150827 11.27 11.41 11.20 11.30 -0.01 1,223 2,741 -666
Nov15 150827 11.57 11.70 11.49 11.59 -0.01 1,438 6,449 +704
Jan16 150827 11.85 11.89 11.80 11.89 -0.01 610 2,189 +364
Mar16 150827 12.14 12.14 12.14 12.14 -0.01 16 54 +11
Total Volume and Open Interest 3,287 11,434 +413
Live Cattle(CME)
Aug15 150827 143.935 144.900 143.750 144.650 +2.215 691 1,825 -406
Oct15 150827 141.785 142.950 141.435 142.550 +2.170 21,392 106,249 +388
Dec15 150827 144.000 145.200 143.785 144.850 +2.165 11,981 64,222 +2,342
Feb16 150827 143.630 144.880 143.550 144.685 +2.150 4,122 34,087 +271
Apr16 150827 142.535 143.985 142.380 143.750 +2.175 2,586 23,252 +270
Jun16 150827 134.825 136.000 134.735 135.750 +1.925 437 8,855 +28
Total Volume and Open Interest 63,381 247,264 +6,102
Feeder Cattle(CME)
Aug15 150827 210.150 210.350 209.935 210.000 -0.285 960 5,581 -363
Sep15 150827 200.000 201.800 199.435 200.350 +2.250 2,073 6,914 -330
Oct15 150827 196.450 198.285 195.850 197.080 +2.730 5,796 15,054 -608
Nov15 150827 194.035 195.580 193.650 194.850 +2.950 1,941 6,096 +255
Jan16 150827 188.000 189.950 188.000 189.000 +2.750 648 4,583 -2
Mar16 150827 187.500 188.000 186.150 187.550 +2.565 306 2,152 +22
Apr16 150827 187.850 188.380 186.650 187.850 +2.520 63 456 +25
Total Volume and Open Interest 16,446 39,683 -1,680
Lean Hogs(CME)
Oct15 150827 67.080 67.300 66.635 67.050 +0.050 22,897 76,986 -1,540
Dec15 150827 62.430 62.550 61.650 62.050 -0.250 8,645 50,851 +539
Feb16 150827 66.635 66.885 66.035 66.430 -0.205 3,644 27,171 +684
Apr16 150827 70.500 70.885 70.035 70.250 -0.250 1,900 22,347 +383
May16 150827 75.200 75.200 75.150 75.150 -0.050 12 339 -5
Jun16 150827 78.650 78.850 78.400 78.535 -0.115 978 8,178 +340
Jul16 150827 77.900 77.900 77.725 77.785 +0.285 120 1,182 +82
Aug16 150827 76.285 76.700 76.285 76.550 +0.400 24 662 +11
Total Volume and Open Interest 38,248 189,941 +511
Class III Milk(CME)
Aug15 150827 16.34 16.34 16.31 16.32 -0.11 89 4,294 -76
Sep15 150827 16.34 16.35 16.17 16.25 -0.20 204 4,799 -7
Oct15 150827 16.40 16.40 16.27 16.35 -0.12 305 4,094 -109
Nov15 150827 16.25 16.25 16.15 16.19 -0.07 115 3,897 -21
Dec15 150827 15.99 15.99 15.87 15.90 -0.11 23 3,531 +5
Jan16 150827 15.59 15.60 15.48 15.54 -0.12 16 1,329 -3
Feb16 150827 15.39 15.41 15.37 15.41 unch 11 1,247 +3
Mar16 150827 15.39 15.45 15.38 15.39 -0.04 8 1,160 +2
Apr16 150827 15.49 15.55 15.48 15.50 -0.01 4 880 +4
May16 150827 15.83 15.91 15.83 15.83 +0.03 0 829 +0
Jun16 150827 16.13 16.20 16.08 16.12 +0.04 5 674 +2
Jul16 150827 16.25 16.25 16.18 16.25 unch 42 480 +14
Aug16 150827 16.36 16.36 16.36 16.36 unch 42 443 +3
Total Volume and Open Interest 984 29,250 -180
Cocoa(ICE)
Sep15 150827 3101 3112 3095 3112 +15 38 562 -46
Dec15 150827 3095 3118 3080 3109 +11 18,413 89,822 -540
Mar16 150827 3093 3109 3073 3100 +7 5,476 47,667 +1,080
May16 150827 3083 3105 3069 3095 +5 1,799 17,595 +374
Jul16 150827 3079 3096 3069 3089 +4 754 8,866 -90
Sep16 150827 3074 3092 3064 3084 +3 289 1,932 +5
Dec16 150827 3078 3080 3070 3074 +2 40 3,616 +10
Total Volume and Open Interest 26,842 172,690 +804
Coffee "C"(ICE)
Sep15 150827 120.75 122.45 120.70 121.05 +2.35 48 143 -15
Dec15 150827 122.80 126.00 122.55 124.55 +2.35 23,477 106,295 +2,537
Mar16 150827 126.05 129.40 125.95 128.00 +2.40 6,712 31,038 +155
May16 150827 128.55 131.20 128.15 130.15 +2.35 3,077 12,653 +165
Jul16 150827 130.75 133.30 130.75 132.25 +2.35 944 6,123 +44
Sep16 150827 133.90 135.40 133.60 134.20 +2.30 595 4,274 +188
Total Volume and Open Interest 35,058 169,849 +3,078
Orange Juice(ICE)
Sep15 150827 124.75 131.00 123.75 130.00 +4.65 321 1,335 -201
Nov15 150827 121.95 127.85 121.20 126.35 +4.25 1,455 10,244 -63
Jan16 150827 122.90 127.20 122.50 126.55 +3.65 195 986 +143
Mar16 150827 128.00 128.00 128.00 128.00 +3.30 43 495 +34
May16 150827 129.40 129.40 129.40 129.40 +3.10 16 56 +16
Jul16 150827 130.70 130.70 130.70 130.70 +3.10      
Total Volume and Open Interest 2,030 13,116 -71
Sugar #11(ICE)
Oct15 150827 10.60 11.10 10.57 11.06 +0.53 76,679 407,706 -6,446
Mar16 150827 11.66 11.94 11.61 11.91 +0.33 40,527 243,268 -7,091
May16 150827 11.74 12.05 11.74 12.02 +0.31 8,708 68,134 +1,399
Jul16 150827 11.82 12.05 11.76 12.02 +0.28 3,724 46,821 +834
Oct16 150827 11.99 12.23 11.97 12.21 +0.25 1,434 35,597 +187
Mar17 150827 12.63 12.82 12.63 12.81 +0.21 689 18,525 +133
May17 150827 12.82 12.98 12.82 12.97 +0.18 245 4,728 +121
Jul17 150827 13.04 13.15 13.04 13.13 +0.13 96 4,465 +8
Total Volume and Open Interest 132,283 835,978 -10,805
London Cocoa(LCE)
Sep15 150827 2066 2085 2063 2081 +13 1,319 49,981 +124
Dec15 150827 2080 2099 2075 2094 +14 9,055 72,074 -1,034
Mar16 150827 2063 2080 2059 2076 +12 3,359 70,618 +361
May16 150827 2061 2075 2055 2071 +11 2,608 20,964 +39
Jul16 150827 2055 2072 2052 2068 +12 1,544 27,546 +157
Sep16 150827 2054 2065 2051 2064 +13 835 20,875 -69
Dec16 150827 2045 2045 2043 2045 +10 244 3,558 +52
Total Volume and Open Interest 19,088 269,409 -359
London Sugar(LCE)
Oct15 150827 335.90 345.00 334.70 342.90 +8.70 9,171 28,070 -2,147
Dec15 150827 332.80 343.20 331.70 341.60 +10.80 5,007 26,430 +1,008
Mar16 150827 331.60 342.20 330.60 340.50 +10.70 977 20,094 -60
May16 150827 335.50 345.50 335.50 344.40 +10.10 260 7,773 +103
Aug16 150827 338.80 348.30 338.80 346.90 +8.70 137 3,208 +65
Total Volume and Open Interest 15,606 88,465 -1,024
Cotton(ICE)
Oct15 150827 63.06 63.83 63.06 63.83 +1.27 11 113 -4
Dec15 150827 62.50 63.42 62.40 63.35 +0.84 21,858 131,411 -4,242
Mar16 150827 62.25 63.19 62.15 63.13 +0.88 3,537 39,503 +69
May16 150827 62.65 63.59 62.65 63.59 +0.88 292 3,828 +80
Jul16 150827 63.42 64.04 63.24 64.04 +0.89 569 4,550 +130
Oct16 150827 63.75 63.75 63.75 63.75 +0.89 0 5 +0
Total Volume and Open Interest 26,387 183,346 -4,060
Lumber(CME)
Sep15 150827 242.1 247.9 242.1 246.9 +4.4 441 1,506 -93
Nov15 150827 221.7 231.0 221.7 229.5 +6.8 875 4,411 +479
Jan16 150827 233.6 240.5 233.5 240.0 +6.9 52 564 +21
Mar16 150827 243.5 249.6 243.5 249.6 +7.2 11 60 +1
Total Volume and Open Interest 1,379 6,552 +408
Crude Oil(NYM)
Oct15 150827 38.96 42.86 38.95 42.56 +3.96 375,650 449,091 -2,457
Nov15 150827 39.74 43.63 39.74 43.37 +4.00 100,996 204,882 +4,679
Dec15 150827 40.57 44.52 40.57 44.28 +4.08 107,908 247,595 +2,968
Jan16 150827 41.44 45.38 41.44 45.17 +4.16 41,000 101,783 -4
Feb16 150827 42.16 46.11 42.16 45.96 +4.23 14,887 47,579 -8
Mar16 150827 43.00 46.87 43.00 46.67 +4.27 17,563 74,083 +25
Apr16 150827 43.84 47.47 43.84 47.33 +4.29 4,881 26,594 -717
May16 150827 44.48 48.03 44.48 47.93 +4.29 2,935 23,142 +63
Jun16 150827 44.64 48.62 44.55 48.47 +4.28 24,238 103,988 -2,042
Jul16 150827 45.52 48.95 45.52 48.88 +4.25 1,605 21,294 +8
Aug16 150827 46.02 49.32 46.02 49.28 +4.20 943 16,120 +14
Sep16 150827 46.40 49.82 46.32 49.70 +4.15 4,240 40,824 +770
Oct16 150827 50.14 50.14 50.14 50.14 +4.10 565 16,756 +48
Nov16 150827 50.60 50.60 50.60 50.60 +4.06 668 17,602 +3
Dec16 150827 47.50 51.23 47.35 51.06 +4.02 26,349 132,419 -469
Jan17 150827 51.42 51.42 51.42 51.42 +3.98 160 14,981 +1
Total Volume and Open Interest 730,911 1,677,151 +2,598
e-miNY Crude Oil(NYM)
Oct15 150827 38.925 42.850 38.925 42.550 +3.950 8,782 4,111 -201
Nov15 150827 39.775 43.625 39.775 43.375 +4.000 1,081 1,648 -107
Dec15 150827 40.950 44.500 40.950 44.275 +4.075 143 1,660 -14
Jan16 150827 41.675 45.225 41.675 45.175 +4.175 10 42 +1
Feb16 150827 43.475 46.125 43.450 45.950 +4.225 2 34 +2
Mar16 150827 43.975 46.675 43.975 46.675 +4.275 2 22 +2
Apr16 150827 47.325 47.325 47.325 47.325 +4.275 0 2 +0
May16 150827 47.925 47.925 47.925 47.925 +4.275 0 1 +0
Jun16 150827 48.475 48.475 48.475 48.475 +4.275 0 3 +0
Jul16 150827 48.875 48.875 48.875 48.875 +4.250 0 4 +0
Total Volume and Open Interest 10,021 7,618 -317
NY Harbor ULSD(NYM)
Sep15 150827 139.73 150.29 139.71 149.60 +11.51 31,428 27,320 -5,235
Oct15 150827 141.02 152.06 141.01 151.30 +11.47 80,417 95,667 +3,239
Nov15 150827 143.30 153.78 143.30 153.17 +11.32 34,397 67,596 +2,436
Dec15 150827 145.77 155.54 145.24 155.05 +11.20 26,326 63,279 -945
Jan16 150827 148.05 157.35 148.04 156.90 +11.07 16,503 37,710 +1,623
Feb16 150827 149.11 158.45 149.11 157.99 +10.99 11,158 28,637 +4,358
Mar16 150827 148.77 158.44 148.77 157.99 +10.92 8,268 26,428 +57
Apr16 150827 150.37 157.51 150.00 157.38 +10.84 2,390 16,151 +905
May16 150827 151.30 157.85 150.44 157.84 +10.86 1,662 7,269 +134
Jun16 150827 150.13 159.09 150.13 158.64 +10.88 2,916 25,368 +264
Jul16 150827 153.74 160.12 152.77 160.04 +10.87 146 4,854 -6
Aug16 150827 155.35 161.49 155.35 161.49 +10.83 101 3,921 -9
Sep16 150827 157.10 163.18 157.10 163.18 +10.79 86 4,165 +9
Oct16 150827 159.00 164.90 159.00 164.90 +10.67 59 2,335 +7
Total Volume and Open Interest 217,597 435,992 +6,708
RBOB Gasoline(NYM)
Sep15 150827 137.25 146.07 137.07 145.68 +10.19 26,467 26,245 -2,698
Oct15 150827 124.97 133.32 124.68 132.87 +9.81 61,310 118,433 +4,072
Nov15 150827 122.55 130.61 122.55 130.20 +10.25 32,934 63,559 +1,553
Dec15 150827 120.25 129.17 119.76 128.28 +10.44 25,596 55,872 +948
Jan16 150827 120.52 129.13 120.52 128.49 +10.58 11,391 28,615 +605
Feb16 150827 122.46 130.51 122.46 130.25 +10.62 6,061 13,531 -546
Mar16 150827 125.02 133.15 125.02 132.92 +10.61 2,718 16,126 +206
Apr16 150827 149.08 155.45 148.70 155.26 +10.59 1,146 11,930 +47
May16 150827 149.17 157.00 149.17 156.83 +10.60 1,717 10,483 +396
Jun16 150827 149.32 157.55 149.32 157.11 +10.63 3,651 15,463 -526
Total Volume and Open Interest 175,314 393,363 +4,097
e-miNY RBOB Gasoline(NYM)
Sep15 150827 145.68 145.68 145.68 145.68 +10.19 1 0 -1
Oct15 150827 132.87 132.87 132.87 132.87 +9.81      
Nov15 150827 130.20 130.20 130.20 130.20 +10.25      
Dec15 150827 128.28 128.28 128.28 128.28 +10.44      
Total Volume and Open Interest 1    
Natural Gas(NYM)
Sep15 150827 2.681 2.696 2.629 2.638 -0.055 46,664 15,186 -6,805
Oct15 150827 2.690 2.710 2.642 2.664 -0.039 83,147 248,708 -1,409
Nov15 150827 2.775 2.792 2.726 2.745 -0.039 35,889 178,571 -982
Dec15 150827 2.923 2.947 2.879 2.897 -0.035 18,528 79,047 -155
Jan16 150827 3.026 3.044 2.984 3.006 -0.032 22,983 116,160 +853
Feb16 150827 3.032 3.040 2.989 3.004 -0.031 4,952 22,092 -317
Mar16 150827 2.993 3.003 2.946 2.967 -0.029 7,329 61,796 +871
Apr16 150827 2.844 2.851 2.801 2.826 -0.017 7,488 56,175 -1,168
May16 150827 2.822 2.847 2.799 2.824 -0.014 913 21,751 -37
Jun16 150827 2.845 2.875 2.837 2.854 -0.013 510 17,409 +39
Jul16 150827 2.893 2.908 2.874 2.891 -0.012 518 15,583 -126
Aug16 150827 2.904 2.920 2.880 2.901 -0.012 717 16,765 +63
Sep16 150827 2.899 2.917 2.875 2.897 -0.012 341 7,914 -92
Oct16 150827 2.911 2.944 2.901 2.925 -0.011 1,067 19,878 -75
Nov16 150827 3.011 3.025 2.988 3.009 -0.008 267 5,877 -46
Dec16 150827 3.159 3.169 3.135 3.158 -0.007 204 8,169 +72
Total Volume and Open Interest 238,094 942,081 -11,910
Brent Crude Oil(ICE)
Oct15 150827 43.75 47.75 43.70 47.56 +4.42 292,102 288,490 +2,196
Nov15 150827 44.65 48.55 44.51 48.36 +4.43 137,196 256,324 +570
Dec15 150827 45.30 49.34 45.25 49.12 +4.44 127,404 273,703 -621
Jan16 150827 46.05 50.07 46.02 49.88 +4.45 26,930 101,773 +1,017
Feb16 150827 46.74 50.68 46.74 50.60 +4.44 19,852 103,155 -3,098
Mar16 150827 47.44 51.42 47.44 51.25 +4.43 27,096 147,658 +4,780
Apr16 150827 48.12 52.07 48.12 51.94 +4.42 11,297 88,299 +853
May16 150827 48.77 52.75 48.77 52.58 +4.41 7,545 48,489 +266
Jun16 150827 49.38 53.36 49.38 53.15 +4.38 38,026 112,702 +1,826
Jul16 150827 52.57 54.17 52.53 53.65 +4.34 2,679 29,863 -251
Aug16 150827 54.12 54.12 54.12 54.12 +4.30 2,653 25,692 -19
Sep16 150827 54.58 54.58 54.58 54.58 +4.26 5,433 39,909 +527
Oct16 150827 55.04 55.04 55.04 55.04 +4.22 739 18,693 +114
Nov16 150827 55.49 55.49 55.49 55.49 +4.17 890 17,857 +11
Total Volume and Open Interest 752,707 1,919,729 +9,383
Gas Oil(ICE)
Sep15 150827 427.75 460.00 427.50 445.75 +21.00 54,926 105,135 -6,971
Oct15 150827 432.25 464.75 432.00 450.50 +20.25 84,366 170,988 +4,534
Nov15 150827 436.75 466.50 435.50 452.50 +19.75 26,968 88,600 -1,643
Dec15 150827 437.25 468.75 437.25 454.75 +19.50 31,500 100,671 +917
Jan16 150827 444.50 471.50 442.75 458.50 +19.00 9,839 38,547 -32
Feb16 150827 450.00 475.75 450.00 462.75 +18.50 4,292 25,954 +1,059
Mar16 150827 453.75 478.75 453.75 466.00 +18.00 5,431 32,782 +306
Apr16 150827 456.25 480.75 455.75 469.00 +17.75 3,104 22,100 +739
May16 150827 460.50 479.75 459.25 472.75 +17.50 1,709 13,831 +529
Jun16 150827 464.50 489.75 462.75 476.50 +17.25 8,265 50,320 +1,015
Total Volume and Open Interest 241,838 787,182 +2,747
Ethanol(CBOT)
Sep15 150827 1.419 1.437 1.419 1.428 +0.013 177 342 -52
Oct15 150827 1.420 1.435 1.414 1.422 +0.008 160 1,309 +4
Nov15 150827 1.417 1.422 1.410 1.415 +0.008 104 684 +12
Dec15 150827 1.411 1.423 1.400 1.402 +0.008 36 1,013 -10
Jan16 150827 1.380 1.391 1.380 1.386 +0.004 13 616 -8
Feb16 150827 1.390 1.390 1.390 1.390 +0.004 0 253 +0
Mar16 150827 1.397 1.397 1.397 1.397 +0.004 12 479 +0
Apr16 150827 1.412 1.412 1.412 1.412 +0.004 8 344 -1
Total Volume and Open Interest 526 5,089 -51
WTI Crude Oil(ICE)
Oct15 150827 39.17 42.84 39.12 42.56 +3.96 68,134 69,402 -3,080
Nov15 150827 40.03 43.61 39.89 43.37 +4.00 31,983 42,501 +2,299
Dec15 150827 40.73 44.50 40.73 44.28 +4.08 40,893 99,955 +2,356
Jan16 150827 41.95 45.24 41.95 45.17 +4.16 7,852 22,562 +1,627
Feb16 150827 42.67 45.96 42.67 45.96 +4.23 2,794 5,764 +24
Mar16 150827 44.03 46.74 43.83 46.67 +4.27 2,509 15,725 +159
Apr16 150827 44.65 47.33 44.65 47.33 +4.29 1,430 4,402 -78
May16 150827 45.22 47.93 45.22 47.93 +4.29 1,059 3,754 +151
Jun16 150827 45.10 48.47 45.10 48.47 +4.28 5,493 31,702 +101
Jul16 150827 48.88 48.88 48.88 48.88 +4.25 312 1,955 +131
Aug16 150827 49.28 49.28 49.28 49.28 +4.20 48 2,940 -2
Sep16 150827 49.70 49.70 49.70 49.70 +4.15 44 4,124 +27
Oct16 150827 50.14 50.14 50.14 50.14 +4.10 48 1,589 -16
Nov16 150827 50.60 50.60 50.60 50.60 +4.06 75 1,510 +2
Dec16 150827 47.47 51.16 47.47 51.06 +4.02 7,015 50,169 -1,231
Jan17 150827 51.42 51.42 51.42 51.42 +3.98 0 1,975 +0
Total Volume and Open Interest 170,832 402,307 +2,599
US Dollar Index(ICE)
Sep15 150827 95.210 96.060 95.015 95.652 +0.522 82,427 89,249 -3,555
Dec15 150827 95.505 96.375 95.355 95.970 +0.525 5,094 11,032 +1,478
Mar16 150827 95.950 96.450 95.530 96.217 +0.518 17 516 +7
Total Volume and Open Interest 87,550 100,933 -2,075
Australian Dollar(CME)
Sep15 150827 71.21 71.75 70.93 71.62 +0.72 130,671 171,517 -2,289
Dec15 150827 70.89 71.42 70.61 71.29 +0.72 1,603 2,805 +149
Mar16 150827 70.99 70.99 70.99 70.99 +0.70 2 48 +0
Total Volume and Open Interest 132,276 174,378 -2,140
British Pound(CME)
Sep15 150827 154.67 155.07 153.69 154.23 -0.43 102,323 175,153 -243
Dec15 150827 154.69 154.98 153.62 154.15 -0.43 325 1,535 +71
Mar16 150827 155.01 155.01 153.75 154.09 -0.42 1 36 +0
Total Volume and Open Interest 102,649 176,962 -172
Canadian Dollar(CME)
Sep15 150827 75.19 75.89 75.16 75.60 +0.64 85,441 152,642 -4,698
Dec15 150827 75.18 75.86 75.15 75.58 +0.64 4,454 14,793 +3,112
Mar16 150827 75.59 75.83 75.37 75.58 +0.64 34 1,141 +15
Jun16 150827 75.59 75.71 75.59 75.59 +0.64 2 172 +0
Total Volume and Open Interest 89,971 168,819 -1,565
Japanese Yen(CME)
Sep15 150827 83.21 83.49 82.38 82.91 -0.83 310,413 253,432 -1,717
Dec15 150827 83.34 83.60 82.51 83.03 -0.84 4,685 6,759 +1,990
Mar16 150827 83.66 83.75 82.79 83.21 -0.85 24 152 +14
Total Volume and Open Interest 315,123 260,458 +287
Swiss Franc(CME)
Sep15 150827 104.86 105.17 103.44 103.68 -1.41 32,334 36,992 -1,699
Dec15 150827 105.30 105.50 103.78 104.02 -1.41 104 880 +8
Mar16 150827 104.42 104.42 104.38 104.42 -1.41 0 19 +0
Total Volume and Open Interest 32,443 37,901 -1,689
EuroFX(CME)
Sep15 150827 113.16 113.67 112.05 112.68 -0.84 391,253 357,078 -5,959
Dec15 150827 113.33 113.83 112.22 112.84 -0.84 8,899 16,418 -459
Mar16 150827 113.69 114.00 112.48 113.04 -0.84 162 957 -27
Total Volume and Open Interest 400,759 374,977 -6,269
Mexican Peso(CME)
Sep15 150827 586.25 594.88 585.75 591.38 +8.75 47,565 143,690 -3,070
Oct15 150827 589.75 589.75 589.75 589.75 +8.75      
Total Volume and Open Interest 50,405 196,090 -3,039
Brazilian Real(CME)
Sep15 150827 278.95 281.95 277.85 280.45 +4.30 5,669 15,591 -3,020
Oct15 150827 275.95 279.00 275.10 277.55 +4.20 197 198 +102
Nov15 150827 275.05 275.05 275.05 275.05 +4.20 1 30 -1
Dec15 150827 269.80 273.15 269.80 272.05 +4.05 360 4,446 +177
Total Volume and Open Interest 6,227 26,390 -2,742
30-Year T-Bonds(CBOT)
Sep15 150827 156~030 157~030 155~160 156~280 +0~270 507,471 384,298 -77,949
Dec15 150827 154~210 155~200 154~000 155~120 +0~260 178,536 169,996 +110,887
Mar16 150827 154~000 154~000 154~000 154~000 +0~260      
Total Volume and Open Interest 686,007 554,294 +32,938
10-Year T-Notes(CBOT)
Sep15 150827 127~290 128~055 127~180 127~305 +0~005 2,400,441 2,202,986 -426,466
Dec15 150827 127~120 127~195 127~000 127~115 -0~010 787,735 822,595 +408,783
Mar16 150827 126~275 126~275 126~275 126~275 -0~010      
Total Volume and Open Interest 3,188,176 3,025,581 -17,683
5-Year T-Notes(CBOT)
Sep15 150827 120~062 120~104 119~314 120~064 -0~022 1,730,644 1,850,424 -334,690
Dec15 150827 119~266 119~304 119~184 119~256 -0~032 877,229 665,415 +408,926
Mar16 150827 119~030 119~030 119~030 119~030 -0~032      
Total Volume and Open Interest 2,607,873 2,515,839 +74,236
2 Year T-Notes(CBOT)
Sep15 150827 109~194 109~206 109~172 109~192 -0~010 810,098 890,067 -267,401
Dec15 150827 109~132 109~144 109~102 109~124 -0~010 453,032 473,644 +215,262
Mar16 150827 109~054 109~054 109~054 109~054 -0~010      
Total Volume and Open Interest 1,263,130 1,363,711 -52,139
Eurodollars(CME)
Sep15 150827 99.660 99.662 99.650 99.652 -0.008 217,670 1,113,254 +12,250
Dec15 150827 99.570 99.575 99.545 99.560 -0.015 370,926 1,411,623 +4,200
Mar16 150827 99.440 99.455 99.410 99.435 -0.015 235,630 1,159,028 -12,747
Jun16 150827 99.280 99.300 99.245 99.275 -0.015 248,636 1,158,525 +18,608
Sep16 150827 99.100 99.120 99.050 99.085 -0.020 313,306 1,068,578 +9,990
Dec16 150827 98.905 98.925 98.850 98.890 -0.020 350,615 1,307,344 +39,166
Mar17 150827 98.735 98.760 98.680 98.725 -0.015 203,234 731,817 +12,507
Jun17 150827 98.570 98.595 98.515 98.560 -0.015 202,154 710,350 +4,326
Sep17 150827 98.425 98.450 98.370 98.420 -0.010 176,272 628,632 +2,666
Dec17 150827 98.275 98.305 98.235 98.280 -0.010 203,860 693,905 -19,444
Mar18 150827 98.165 98.190 98.115 98.160 -0.010 126,285 421,436 -11,252
Jun18 150827 98.050 98.075 97.995 98.040 -0.015 136,695 402,849 -1,861
Sep18 150827 97.930 97.970 97.885 97.930 -0.015 89,221 250,643 -1,024
Dec18 150827 97.825 97.860 97.770 97.820 -0.015 76,082 285,329 -6,393
Mar19 150827 97.730 97.765 97.680 97.730 -0.015 57,477 152,949 -548
Jun19 150827 97.635 97.675 97.585 97.635 -0.015 50,085 166,190 -1,153
Sep19 150827 97.540 97.590 97.500 97.545 -0.015 41,704 124,719 +476
Dec19 150827 97.450 97.500 97.410 97.455 -0.010 51,881 105,756 +3,836
Total Volume and Open Interest 3,218,581 12,175,423 +55,341
Ultra T-Bond(CBOT)
Sep15 150827 159~27 161~02 159~03 160~17 +0~26 280,035 438,291 -107,771
Dec15 150827 158~18 159~22 157~24 159~06 +0~26 155,095 182,348 +111,840
Mar16 150827 159~01 159~01 159~01 159~01 +0~26      
Total Volume and Open Interest 435,130 620,639 +4,069
30 Day Federal Funds(CBOT)
Aug15 150827 99.860 99.863 99.860 99.863 unch 1,403 134,580 -335
Sep15 150827 99.840 99.840 99.830 99.835 -0.005 7,189 78,077 +481
Oct15 150827 99.815 99.815 99.795 99.805 -0.010 28,075 152,209 +7,903
Nov15 150827 99.785 99.785 99.765 99.775 -0.010 36,680 152,470 +1,842
Dec15 150827 99.750 99.750 99.730 99.740 -0.015 12,981 59,945 +2,858
Jan16 150827 99.720 99.725 99.700 99.715 -0.010 23,596 133,032 +4,608
Total Volume and Open Interest 134,898 892,199 +19,533
3-Mth Euro-Yen(CME)
Sep15 150827 99.840 99.840 99.840 99.840 unch      
Dec15 150827 99.825 99.825 99.825 99.825 unch      
Mar16 150827 99.685 99.685 99.685 99.685 unch      
Jun16 150827 99.545 99.545 99.545 99.545 unch      
Sep16 150827 99.405 99.405 99.405 99.405 unch      
Dec16 150827 99.840 99.840 99.840 99.840 unch      
Mar17 150827 99.700 99.700 99.700 99.700 unch      
Jun17 150827 99.560 99.560 99.560 99.560 unch      
Sep17 150827 99.420 99.420 99.420 99.420 unch      
Dec17 150827 99.280 99.280 99.280 99.280 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep15 150827 99.84 99.84 99.84 99.84 unch 0 1 +0
Dec15 150827 99.82 99.82 99.82 99.82 unch 0 4 +0
Mar16 150827 99.68 99.68 99.68 99.68 unch      
Jun16 150827 99.54 99.54 99.54 99.54 unch      
Sep16 150827 99.40 99.40 99.40 99.40 unch      
Dec16 150827 99.84 99.84 99.84 99.84 unch 0 4 +0
Mar17 150827 99.70 99.70 99.70 99.70 unch      
Jun17 150827 99.56 99.56 99.56 99.56 unch      
Total Volume and Open Interest 0 9 +0
Japanese Gov't Bonds(SGX)
Sep15 150827 147.98 147.99 147.82 147.88 -0.13 1,889 21,601 +19
Dec15 150827 147.52 147.52 147.31 147.52 -0.12 239 233 +232
Mar16 150827 146.96 146.96 146.96 146.96 -0.12      
Total Volume and Open Interest 2,128 21,834 +251
Euro-Bund(EUREX)
Sep15 150827 153.95 154.13 153.60 153.74 -0.47 1,025,263 1,116,588 -17,564
Dec15 150827 154.14 154.30 153.79 153.92 -0.52 55,249 132,049 +14,645
Mar16 150827 155.39 155.39 155.39 155.39 -0.47 16 1,101 +3
Total Volume and Open Interest 1,080,528 1,249,738 -2,916
Euro-Bobl(EUREX)
Sep15 150827 130.32 130.34 130.21 130.24 -0.10 661,390 998,158 +9,876
Dec15 150827 128.45 128.50 128.38 128.41 -0.10 44,971 60,915 +36,094
Mar16 150827 128.41 128.41 128.41 128.41 -0.10      
Total Volume and Open Interest 706,361 1,059,073 +45,970
3-Mth Euribor(EUREX)
Sep15 150827 100.035 100.035 100.035 100.035 unch 80 13,865 +0
Dec15 150827 100.035 100.035 100.035 100.035 unch 87 31,612 +0
Mar16 150827 100.030 100.030 100.030 100.030 unch 0 4,508 +0
Total Volume and Open Interest 244 96,100 -16
Long Gilt(LIFFE)
Sep15 150827 117~20 118~03 117~17 117~27 -0~08 522,304 188,063 -179,942
Dec15 150827 116~24 117~07 116~21 116~31 -0~08 358,455 330,434 +218,022
Total Volume and Open Interest 880,759 518,497 +38,080
3-Mth Short Sterling(LIFFE)
Sep15 150827 99.40 99.41 99.40 99.40 unch 12,747 333,415 +1,455
Dec15 150827 99.35 99.36 99.34 99.35 -0.01 42,141 445,018 -2,020
Mar16 150827 99.26 99.26 99.24 99.26 -0.01 47,630 377,527 +4,377
Jun16 150827 99.16 99.16 99.14 99.15 -0.01 62,413 345,753 +1,558
Sep16 150827 99.03 99.04 99.01 99.02 -0.02 59,061 312,096 +4,063
Dec16 150827 98.89 98.90 98.87 98.88 -0.02 76,661 314,022 +5,574
Total Volume and Open Interest 542,357 3,261,988 +22,101
3-Mth Euribor(LIFFE)
Sep15 150827 100.035 100.035 100.030 100.035 +0.005 18,961 325,041 +1,590
Dec15 150827 100.035 100.035 100.030 100.035 unch 26,114 351,918 -242
Mar16 150827 100.030 100.035 100.025 100.030 unch 20,557 301,273 -1,653
Total Volume and Open Interest 507,711 3,176,401 -9,132
3-Mth Aus T-Bills(SFE)
Sep15 150827 97.93 97.94 97.90 97.92 -0.02 22,504 142,919 -6,481
Dec15 150827 98.09 98.10 98.04 98.06 -0.03 54,176 202,069 -211
Mar16 150827 98.15 98.16 98.11 98.14 -0.01 49,915 151,324 +5,907
Jun16 150827 98.15 98.17 98.11 98.15 unch 26,081 135,817 +2,353
Sep16 150827 98.11 98.12 98.07 98.11 unch 17,219 92,952 +2,840
Dec16 150827 98.04 98.05 97.99 98.04 unch 11,511 68,124 +1,974
Mar17 150827 97.97 97.97 97.91 97.96 +0.01 6,531 47,068 +1,468
Jun17 150827 97.88 97.89 97.82 97.88 +0.01 6,624 31,839 +1,263
Sep17 150827 97.78 97.79 97.74 97.79 +0.01 1,891 9,807 +950
Dec17 150827 97.70 97.70 97.70 97.70 +0.01 1,156 4,242 +983
Total Volume and Open Interest 197,783 891,431 +11,221
10-Year Aus T-Bonds(SFE)
Sep15 150827 97.33 97.35 97.21 97.27 -0.05 220,359 729,826 +13,888
Dec15 150827 97.27 97.27 97.27 97.27 -0.05      
Total Volume and Open Interest 220,359 729,826 +13,888
3-Year Aus T-Bonds(SFE)
Sep15 150827 98.24 98.25 98.16 98.21 -0.02 315,695 825,161 +30,714
Dec15 150827 98.25 98.25 98.25 98.25 -0.01      
Total Volume and Open Interest 315,695 825,161 +30,714
Gold(CMX)
Aug15 150827 1127.2 1127.4 1118.4 1122.4 -2.2 217 1,345 -106
Oct15 150827 1124.2 1128.0 1116.9 1122.2 -2.0 10,815 27,849 +107
Dec15 150827 1125.0 1128.5 1117.0 1122.6 -2.0 199,685 303,186 -6,776
Feb16 150827 1128.4 1129.2 1118.8 1123.6 -2.0 1,260 40,885 +196
Apr16 150827 1123.5 1129.0 1121.5 1124.6 -2.0 1,900 16,831 -313
Jun16 150827 1125.8 1130.1 1124.8 1125.6 -2.0 309 11,362 -11
Aug16 150827 1126.8 1126.8 1126.5 1126.8 -1.9 237 3,126 -18
Oct16 150827 1128.0 1128.0 1128.0 1128.0 -1.9 126 1,556 -69
Dec16 150827 1132.0 1132.6 1127.5 1129.4 -1.8 121 10,565 +20
Feb17 150827 1131.0 1131.0 1131.0 1131.0 -1.8 6 156 +0
Apr17 150827 1132.7 1132.7 1132.7 1132.7 -1.8 0 304 +0
Jun17 150827 1134.5 1134.5 1134.5 1134.5 -1.8 0 3,538 +0
Total Volume and Open Interest 216,353 432,154 -7,486
Silver(CMX)
Sep15 150827 1410.0 1456.0 1405.0 1441.7 +37.6 67,842 31,170 -10,219
Dec15 150827 1414.0 1458.5 1407.5 1443.7 +35.9 37,507 105,994 +7,331
Mar16 150827 1415.5 1460.5 1415.0 1448.3 +36.0 4,200 11,886 +269
May16 150827 1428.5 1463.0 1423.0 1451.4 +36.1 803 2,771 +259
Jul16 150827 1454.4 1454.4 1454.4 1454.4 +36.3 685 5,639 +450
Sep16 150827 1456.5 1457.2 1456.5 1457.2 +36.5 71 355 +43
Dec16 150827 1435.5 1462.0 1434.0 1461.5 +36.8 41 5,934 -1
Total Volume and Open Interest 111,276 167,243 -1,868
Platinum(NYMEX)
Oct15 150827 982.9 1009.1 982.7 1006.0 +25.8 18,380 66,135 -1,819
Jan16 150827 988.0 1009.2 988.0 1006.3 +25.8 633 7,229 +270
Apr16 150827 986.6 1008.2 986.6 1008.2 +25.7 69 779 +55
Jul16 150827 1008.9 1008.9 1008.9 1008.9 +25.7 0 1 +0
Total Volume and Open Interest 19,083 74,149 -1,494
Palladium(NYMEX)
Sep15 150827 535.00 569.35 534.15 568.60 +38.95 14,693 8,476 -5,911
Dec15 150827 533.00 568.85 531.95 567.90 +38.90 9,612 22,529 +4,158
Mar16 150827 533.00 568.10 533.00 568.10 +38.90 57 119 +55
Total Volume and Open Interest 24,362 31,134 -1,709
Copper(CMX)
Sep15 150827 226.55 234.30 226.35 233.40 +8.60 72,428 25,656 -10,098
Dec15 150827 225.35 234.10 224.65 232.85 +9.35 43,957 113,436 +4,355
Mar16 150827 225.40 234.05 225.35 233.10 +9.30 2,967 15,056 +573
May16 150827 228.55 233.95 227.45 233.35 +9.20 543 2,740 +26
Jul16 150827 227.70 234.60 227.70 233.60 +9.00 175 1,166 +20
Total Volume and Open Interest 121,624 166,991 -5,050
E-mini DJIA Index(CBOT)
Sep15 150827 16272 16661 16218 16650 +401 425,744 90,686 -1,418
Dec15 150827 16165 16570 16130 16555 +401 1,096 2,092 -17
Mar16 150827 16325 16480 16325 16480 +401 1 8 -1
Jun16 150827 16398 16398 16398 16398 +401 0 4 +0
Total Volume and Open Interest 426,841 92,790 -1,436
S & P 500(CME)
Sep15 150827 1941.70 1989.60 1935.30 1989.30 +51.20 24,061 149,274 +10,648
Dec15 150827 1954.50 1980.60 1938.30 1980.60 +51.30 317 2,978 -147
Mar16 150827 1974.40 1974.40 1974.40 1974.40 +51.30 0 165 -1
Jun16 150827 1967.90 1967.90 1967.90 1967.90 +50.60 0 972 +0
Total Volume and Open Interest 24,379 153,390 +10,500
S & P 500 E-Mini(Globex)
Sep15 150827 1941.25 1990.25 1934.50 1989.25 +51.25 3,658,827 3,069,752 -6,505
Dec15 150827 1931.25 1981.00 1926.00 1980.50 +51.25 27,317 72,922 +3,954
Mar16 150827 1924.75 1974.50 1920.25 1974.50 +51.50 952 4,593 +203
Jun16 150827 1934.00 1968.00 1930.00 1968.00 +50.75 12 294 +2
Total Volume and Open Interest 3,687,111 3,147,605 -2,345
NASDAQ 100 E-Mini(Globex)
Sep15 150827 4222.80 4332.80 4205.30 4328.00 +113.50 630,057 312,063 +399
Dec15 150827 4203.00 4323.00 4197.00 4319.80 +114.00 5,173 3,731 +912
Mar16 150827 4317.00 4317.00 4313.80 4313.80 +114.00 2 18 -1
Total Volume and Open Interest 635,234 316,080 +1,310
S&P Midcap 400(CME) e-Mini
Sep15 150827 1384.60 1424.00 1379.80 1422.90 +41.20 47,297 86,148 +3,018
Dec15 150827 1397.80 1418.20 1397.80 1418.20 +40.60 0 30 +0
Mar16 150827 1419.20 1419.20 1419.20 1419.20 +40.60      
Total Volume and Open Interest 47,297 86,183 +3,018
Volatility Index(CBOE)
Aug15 150819 14.30 14.65 14.10 14.45 +0.17 80,213 62,283 -20,037
Sep15 150827 23.60 25.45 22.10 24.18 +0.45 268,787 153,477 -8,779
Oct15 150827 21.40 22.47 20.23 21.55 +0.07 109,304 69,522 +4,297
Nov15 150827 20.65 21.48 19.70 20.75 +0.02 50,286 34,265 -264
Total Volume and Open Interest 492,372 332,403 -6,317
Russell 2000(ICE)
Sep15 150827 1131.90 1156.90 1126.90 1153.50 +23.90 205,579 381,176 +1,071
Dec15 150827 1125.00 1150.00 1123.50 1148.20 +23.90 458 2,317 +288
Mar16 150827 1143.70 1143.70 1143.70 1143.70 +23.90 0 1 +0
Total Volume and Open Interest 206,037 383,494 +1,359
Nikkei 225(CME)
Sep15 150827 18700 19080 18490 19025 +305 56,970 50,923 -272
Dec15 150827 18780 19070 18490 19015 +305 626 1,189 +29
Total Volume and Open Interest 57,596 52,113 -243
Nikkei 225(SGX)
Sep15 150827 18190 18805 18120 18615 +245 167,908 265,749 -3,779
Dec15 150827 18150 18710 18055 18515 +250 659 23,212 +905
Mar16 150827 18495 18495 18495 18495 +250 20 194 +30
Total Volume and Open Interest 168,587 297,870 -2,432
CAC 40(EURONEXT)
Sep15 150827 4589.0 4687.0 4575.0 4656.0 +155.5 223,897 268,981 -12,180
Oct15 150827 4568.0 4676.0 4568.0 4646.5 +155.0 179 107 +22
Nov15 150827 4645.0 4645.0 4645.0 4645.0 +155.5      
Total Volume and Open Interest 224,079 269,352 -12,158
Hang Seng Index(HKFE)
Aug15 150827 21115 21994 20962 21795 +682 154,064 79,240 -13,824
Sep15 150827 21020 21894 20859 21698 +680 41,534 39,066 +22,167
Total Volume and Open Interest 197,606 123,838 +8,748
DAX(EUREX)
Sep15 150827 10217.5 10383.0 10165.5 10332.5 +299.5 192,014 148,754 -1,005
Dec15 150827 10220.0 10380.0 10170.0 10334.5 +300.5 2,119 14,500 +808
Mar16 150827 10282.0 10350.5 10244.0 10350.5 +300.5 92 194 +10
Total Volume and Open Interest 194,225 163,448 -187
FT-SE 100(EURONEXT)
Sep15 150827 6085.00 6229.00 6063.50 6199.00 +203.50 241,971 539,130 -7,190
Dec15 150827 6088.00 6191.00 6049.00 6169.50 +203.00 115 4,065 -8
Mar16 150827 6120.00 6120.00 6119.50 6119.50 +203.00 0 9 +0
Total Volume and Open Interest 242,086 543,204 -7,198
SPI 200(SFE)
Sep15 150827 5105.0 5245.0 5095.0 5186.0 +61.0 122,940 267,384 +12,003
Dec15 150827 5104.0 5208.0 5104.0 5173.0 +62.0 617 3,370 +371
Mar16 150827 5117.0 5117.0 5117.0 5117.0 +62.0 15 1,629 +1
Total Volume and Open Interest 123,601 273,685 +12,382
FTSE MIB(ISE)
Sep15 150827 21930.00 22270.00 21755.00 22175.00 +704.00 69,020 58,900 -99
Dec15 150827 21850.00 22160.00 21700.00 22088.00 +699.00 124 499 +9
Mar16 150827 22088.00 22088.00 22088.00 22088.00 +684.00 0 1 +0
Total Volume and Open Interest 69,144 59,400 -90
KOSPI 200(KFE)
Sep15 150827 226.50 229.75 225.15 228.00 +1.05 363,425 147,770 -1,421
Dec15 150827 227.45 230.50 226.20 228.95 +1.25 3,432 10,069 +512
Mar16 150827 226.00 227.05 224.00 226.65 +0.65 786 1,494 +788
Total Volume and Open Interest 367,644 160,471 -121
GSCI(CME)
Sep15 150827 353.40 353.40 353.40 353.40 +16.80 131 14,152 +42
Oct15 150827 356.10 356.10 356.10 356.10 +16.70 10 15 +10
Nov15 150827 359.40 359.40 359.40 359.40 +17.00      
Total Volume and Open Interest 141 14,167 +52
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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