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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Wed July 06, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul16 160706 1115.00 1117.75 1070.00 1106.25 -10.75 6,745 5,672 -2,619
Aug16 160706 1108.00 1114.25 1063.00 1101.50 -8.50 35,089 110,969 +1,936
Sep16 160706 1091.50 1095.25 1049.00 1084.75 -6.75 11,316 41,789 +704
Nov16 160706 1078.00 1081.50 1040.50 1073.25 -4.00 106,848 428,587 -7,238
Jan17 160706 1074.50 1078.25 1039.00 1072.00 -2.50 8,841 39,991 +187
Mar17 160706 1044.00 1047.75 1016.50 1041.75 -2.75 7,179 65,694 +998
May17 160706 1033.00 1038.25 1010.00 1031.25 -1.50 5,387 29,507 +544
Jul17 160706 1032.25 1034.00 1008.00 1029.75 -1.00 3,455 32,220 -68
Aug17 160706 998.25 1013.25 998.25 1013.25 -1.00 6 396 +0
Sep17 160706 980.00 980.00 977.00 977.00 -1.00 4 180 +1
Nov17 160706 960.25 966.50 947.75 963.25 +4.00 1,629 22,815 +208
Jan18 160706 950.00 963.00 950.00 963.00 +3.75 27 135 +0
Mar18 160706 950.00 960.50 950.00 960.50 +3.00 0 39 +0
May18 160706 964.75 964.75 964.75 964.75 +5.75 0 35 +0
Total Volume and Open Interest 186,534 778,228 -5,347
Soybean Meal(CBOT)
Jul16 160706 385.40 386.50 367.50 386.00 +0.60 1,152 3,886 -624
Aug16 160706 384.10 385.20 365.50 383.40 -0.80 14,727 52,380 +713
Sep16 160706 380.00 381.30 362.90 380.00 -1.00 7,321 48,357 -272
Oct16 160706 376.50 379.30 361.20 378.10 -0.40 4,832 30,229 +827
Dec16 160706 375.70 379.40 361.20 378.10 +0.10 31,300 162,712 +139
Jan17 160706 371.90 375.60 358.20 374.30 +1.00 3,374 22,437 +142
Mar17 160706 356.60 358.40 345.60 357.50 +2.10 2,062 23,459 -22
May17 160706 345.80 348.20 336.80 347.50 +2.90 816 16,712 -10
Jul17 160706 342.70 346.30 334.90 345.60 +2.90 468 11,702 +12
Aug17 160706 338.50 341.60 332.80 341.60 +4.00 8 1,756 +3
Total Volume and Open Interest 66,241 380,317 +957
Soybean Oil(CBOT)
Jul16 160706 30.78 30.78 30.14 30.25 -0.57 4,305 2,732 -1,581
Aug16 160706 30.87 30.91 30.15 30.36 -0.59 23,102 62,780 -3,993
Sep16 160706 30.80 31.01 30.24 30.47 -0.58 7,684 32,385 -980
Oct16 160706 30.89 31.06 30.29 30.56 -0.55 3,058 18,098 -38
Dec16 160706 31.24 31.27 30.47 30.79 -0.53 46,127 172,625 +3,626
Jan17 160706 31.48 31.48 30.71 31.02 -0.52 4,362 24,099 +1,016
Mar17 160706 31.53 31.53 30.90 31.21 -0.51 3,044 17,267 +476
May17 160706 31.60 31.60 31.09 31.38 -0.47 1,326 13,827 +22
Jul17 160706 31.82 31.85 31.34 31.62 -0.47 580 6,198 +166
Aug17 160706 31.88 31.88 31.50 31.72 -0.45 28 2,761 -11
Total Volume and Open Interest 93,848 359,297 -1,275
Canola(WCE)
Jul16 160706 479.3 479.3 479.3 479.3 -3.3 2 633 -150
Nov16 160706 483.0 486.0 475.1 479.8 -3.3 4,592 121,915 -330
Jan17 160706 488.5 490.5 482.2 486.5 -3.4 470 14,293 +26
Mar17 160706 493.6 494.1 487.7 492.0 -3.3 106 4,243 -10
May17 160706 497.5 498.5 492.0 496.2 -2.9 51 2,579 +31
Total Volume and Open Interest 5,239 148,893 -420
Corn(CBOT)
Jul16 160706 344.75 346.50 333.00 335.75 -8.25 6,927 7,872 -2,752
Sep16 160706 350.75 352.50 339.00 341.50 -9.25 115,113 563,370 -10,915
Dec16 160706 357.50 359.25 346.00 348.25 -9.75 169,495 485,565 -3,991
Mar17 160706 366.75 368.75 355.25 357.75 -9.75 25,957 100,137 +2,055
May17 160706 372.75 373.50 361.50 363.50 -9.50 6,018 23,543 +204
Jul17 160706 377.50 378.25 366.50 368.25 -9.50 8,882 60,087 +1,683
Sep17 160706 377.00 377.00 368.00 370.00 -7.00 1,819 11,393 -22
Dec17 160706 382.00 382.00 373.75 376.50 -6.25 7,725 34,931 +150
Mar18 160706 385.00 386.50 385.00 386.00 -5.50 237 1,407 +54
May18 160706 388.75 391.25 388.75 391.25 -5.50 52 456 +32
Total Volume and Open Interest 342,311 1,290,964 -13,498
Wheat(CBOT)
Jul16 160706 415.25 418.75 408.00 415.75 -3.75 735 776 -482
Sep16 160706 432.25 434.00 421.00 428.50 -5.00 85,531 249,335 +2,829
Dec16 160706 449.75 454.25 441.00 448.00 -5.50 34,523 110,064 +8,021
Mar17 160706 469.75 470.25 458.00 465.25 -5.75 9,399 33,817 +782
May17 160706 481.75 482.25 470.25 477.00 -6.00 1,814 7,773 +268
Jul17 160706 491.75 491.75 479.00 486.00 -6.25 2,871 19,566 +319
Total Volume and Open Interest 135,935 427,124 +11,867
Wheat(KCBT)
Jul16 160706 396.00 402.50 393.50 400.50 -1.50 562 799 -804
Sep16 160706 416.50 417.00 406.50 414.75 -1.75 24,541 137,389 +3,383
Dec16 160706 440.25 441.00 430.75 438.75 -2.25 7,474 47,189 +199
Mar17 160706 457.25 457.25 447.25 455.25 -2.50 1,250 16,466 +251
May17 160706 466.25 466.50 458.50 466.00 -2.50 639 7,068 +84
Jul17 160706 477.25 477.25 467.00 475.25 -3.00 1,027 10,781 +177
Sep17 160706 485.75 490.00 485.75 490.00 -3.00 157 630 +50
Total Volume and Open Interest 35,664 220,685 +3,347
Wheat(MGE)
Jul16 160706 496.75 498.50 494.25 497.00 -6.75 103 456 -84
Sep16 160706 508.50 509.00 496.50 502.25 -6.00 4,073 27,512 +789
Dec16 160706 524.00 524.00 511.25 517.25 -6.00 2,471 14,164 +656
Mar17 160706 536.50 536.75 526.25 531.75 -6.50 1,307 7,836 +19
May17 160706 546.00 546.00 536.50 541.50 -6.50 1,180 3,550 +365
Jul17 160706 553.75 554.00 545.25 550.00 -6.50 402 1,974 +238
Total Volume and Open Interest 9,827 56,217 +2,099
Oats(CBOT)
Jul16 160706 230.25 230.50 218.00 218.00 +2.00 66 180 -72
Sep16 160706 190.50 194.50 189.25 192.50 +2.50 299 3,387 -35
Dec16 160706 192.50 195.00 190.25 193.50 +2.00 655 5,695 +231
Mar17 160706 205.75 205.75 203.00 203.50 -0.75 121 824 +84
Total Volume and Open Interest 1,141 10,086 +208
Rough Rice(CBOT)
Jul16 160706 10.56 10.56 10.56 10.56 +0.28 42 70 -28
Sep16 160706 10.32 10.63 10.26 10.59 +0.28 500 7,702 +172
Nov16 160706 10.64 10.90 10.56 10.86 +0.27 139 1,654 +102
Jan17 160706 11.11 11.11 11.11 11.11 +0.27 5 98 +0
Total Volume and Open Interest 694 9,571 +254
Live Cattle(CME)
Aug16 160706 113.900 114.400 112.330 112.800 -0.850 22,873 115,581 -391
Oct16 160706 114.150 114.580 112.680 113.100 -0.900 10,266 64,211 +1,951
Dec16 160706 114.850 115.150 113.580 113.980 -0.700 7,582 42,124 +1,417
Feb17 160706 114.180 114.480 113.285 113.580 -0.600 2,228 11,807 +338
Apr17 160706 113.300 113.500 112.285 112.635 -0.665 946 8,316 +157
Jun17 160706 107.330 107.400 106.400 106.635 -0.615 401 2,869 +99
Total Volume and Open Interest 44,431 246,314 +3,643
Feeder Cattle(CME)
Aug16 160706 144.450 146.100 143.050 144.580 +0.500 4,469 24,745 -171
Sep16 160706 143.685 145.000 142.330 143.700 +0.350 1,102 5,964 -46
Oct16 160706 142.580 143.800 141.250 142.485 +0.085 951 5,077 -41
Nov16 160706 140.285 141.500 139.285 140.080 -0.120 589 4,724 +18
Jan17 160706 135.950 137.035 135.000 135.785 -0.165 236 1,537 +65
Mar17 160706 133.500 134.150 132.575 132.935 -0.565 72 392 +19
Apr17 160706 133.250 133.250 132.850 132.850 +0.720 11 46 +7
Total Volume and Open Interest 7,431 42,498 -149
Lean Hogs(CME)
Jul16 160706 82.150 82.350 81.500 81.580 -0.470 5,830 17,601 -1,991
Aug16 160706 83.200 83.350 80.535 80.635 -2.615 17,062 93,143 -530
Oct16 160706 72.080 72.250 69.785 69.900 -2.250 10,554 72,576 +3,412
Dec16 160706 64.475 64.680 62.735 63.000 -1.680 5,249 45,006 +1,827
Feb17 160706 67.535 67.550 66.080 66.650 -0.930 1,412 19,608 +539
Apr17 160706 71.200 71.350 70.150 70.980 -0.370 1,109 11,531 +369
May17 160706 75.535 75.535 74.800 75.250 -0.680 0 149 +0
Jun17 160706 79.330 79.330 78.050 78.650 -0.680 106 1,134 +58
Total Volume and Open Interest 41,350 261,016 +3,708
Class III Milk(CME)
Jul16 160706 14.97 15.28 14.93 15.14 +0.17 260 5,449 +16
Aug16 160706 15.58 16.11 15.47 15.92 +0.22 327 4,689 +12
Sep16 160706 15.79 16.20 15.65 16.05 +0.17 282 3,925 +41
Oct16 160706 15.85 16.20 15.81 16.10 +0.10 203 3,360 +6
Nov16 160706 15.86 16.12 15.77 16.11 +0.19 118 3,103 +3
Dec16 160706 15.72 15.90 15.66 15.90 +0.12 83 2,720 +10
Jan17 160706 15.67 15.75 15.64 15.75 +0.08 13 1,104 +4
Feb17 160706 15.73 15.82 15.71 15.82 +0.09 2 950 +2
Mar17 160706 15.85 15.91 15.80 15.91 +0.07 7 890 +1
Apr17 160706 15.95 15.99 15.95 15.99 +0.04 1 791 +1
May17 160706 16.10 16.17 16.10 16.14 +0.04 7 660 +2
Jun17 160706 16.22 16.30 16.22 16.30 +0.08 1 566 +1
Jul17 160706 16.37 16.37 16.36 16.37 +0.01 2 169 -2
Total Volume and Open Interest 1,309 29,151 +97
Cocoa(ICE)
Jul16 160706 3104 3119 3104 3119 +15 4 24 -5
Sep16 160706 3066 3088 3046 3080 +15 12,283 91,001 -488
Dec16 160706 3040 3058 3018 3051 +17 4,408 54,403 +497
Mar17 160706 2999 3021 2983 3016 +17 1,307 36,910 +112
May17 160706 2980 3004 2970 2999 +17 175 7,164 +34
Jul17 160706 2968 2993 2963 2987 +17 35 2,382 +6
Sep17 160706 2968 2977 2966 2977 +19 12 3,879 +0
Total Volume and Open Interest 18,228 200,148 +156
Coffee "C"(ICE)
Jul16 160706 142.50 142.50 140.30 141.95 -2.25 15 137 -38
Sep16 160706 144.85 144.95 140.05 143.30 -2.25 20,191 99,385 +845
Dec16 160706 147.55 147.80 143.10 146.30 -2.10 5,057 41,398 +741
Mar17 160706 150.15 150.35 145.80 149.00 -2.00 1,599 15,673 -119
May17 160706 151.55 151.65 147.45 150.50 -1.90 396 8,301 +83
Jul17 160706 150.00 151.85 150.00 151.85 -1.85 150 3,121 -18
Total Volume and Open Interest 27,600 176,195 +1,592
Orange Juice(ICE)
Jul16 160706 187.65 188.65 185.85 185.85 -0.80 56 579 -14
Sep16 160706 184.10 188.40 182.00 183.55 -0.05 1,045 14,113 +143
Nov16 160706 181.50 184.30 178.65 179.95 -0.70 261 1,942 +37
Jan17 160706 179.90 182.85 179.55 179.55 -0.80 43 697 +17
Mar17 160706 178.55 178.55 178.55 178.55 -0.50 24 54 +15
May17 160706 179.30 179.30 178.20 178.20 -0.65      
Total Volume and Open Interest 1,429 17,387 +198
Sugar #11(ICE)
Oct16 160706 20.93 20.96 20.18 20.57 -0.30 47,716 475,726 +1,525
Mar17 160706 20.95 21.02 20.34 20.76 -0.18 14,795 210,447 +1,943
May17 160706 19.92 19.93 19.32 19.76 -0.11 5,355 53,797 +1,662
Jul17 160706 19.02 19.08 18.52 18.95 -0.07 3,407 43,525 +1,669
Oct17 160706 18.53 18.56 18.08 18.45 -0.07 926 29,697 +21
Mar18 160706 18.23 18.23 17.78 18.19 -0.04 590 13,688 +250
May18 160706 17.70 17.71 17.31 17.69 -0.02 62 3,994 +28
Jul18 160706 17.15 17.41 17.10 17.41 +0.03 21 4,422 +13
Total Volume and Open Interest 72,876 840,595 +7,113
London Cocoa(LCE)
Jul16 160706 2501 2530 2496 2525 +40 1,409 33,200 -1,920
Sep16 160706 2465 2495 2460 2490 +39 5,600 89,902 +620
Dec16 160706 2403 2432 2396 2428 +37 2,979 66,291 +303
Mar17 160706 2349 2380 2345 2375 +37 3,118 46,043 -343
May17 160706 2332 2364 2330 2360 +38 903 16,703 +672
Jul17 160706 2325 2357 2325 2353 +37 79 2,390 -17
Sep17 160706 2327 2346 2327 2345 +37 28 1,427 +11
Total Volume and Open Interest 14,118 256,345 -672
London Sugar(LCE)
Aug16 160706 568.80 570.90 558.50 563.50 -8.20 2,425 24,650 -1,477
Oct16 160706 565.00 566.80 555.10 559.90 -7.30 1,802 36,471 +126
Dec16 160706 560.70 561.70 550.70 555.70 -6.80 206 15,408 +82
Mar17 160706 560.00 560.00 547.20 553.50 -5.70 11 15,243 +0
May17 160706 548.00 548.00 538.00 542.00 -4.20 2 5,248 +0
Total Volume and Open Interest 4,446 102,470 -1,269
Cotton(ICE)
Jul16 160706 63.40 63.78 63.40 63.78 +0.03 1 49 -3
Oct16 160706 65.68 65.68 64.84 65.36 +0.03 33 124 +0
Dec16 160706 65.54 65.59 64.55 65.30 +0.09 17,089 150,428 -98
Mar17 160706 65.43 65.75 64.80 65.52 +0.08 2,042 21,834 +280
May17 160706 65.24 65.91 65.18 65.82 +0.08 221 3,839 +8
Jul17 160706 65.69 66.26 65.65 66.26 +0.06 110 2,959 -12
Total Volume and Open Interest 19,808 184,493 +377
Lumber(CME)
Jul16 160706 315.0 317.5 314.0 315.1 -2.4 116 554 -59
Sep16 160706 320.9 323.6 317.2 321.6 -1.2 393 3,152 +76
Nov16 160706 326.3 327.6 323.9 326.4 -1.0 8 170 +5
Jan17 160706 331.4 331.4 328.0 331.0 +0.6 0 36 +0
Total Volume and Open Interest 517 3,964 +22
Crude Oil(NYM)
Aug16 160706 46.83 47.95 45.92 47.43 +0.83 405,187 418,068 -10,478
Sep16 160706 47.58 48.62 46.61 48.14 +0.85 109,655 282,684 +1,896
Oct16 160706 48.15 49.22 47.25 48.75 +0.84 38,578 106,633 +3,307
Nov16 160706 48.71 49.80 47.86 49.34 +0.83 23,159 108,604 +6,044
Dec16 160706 49.36 50.38 48.45 49.89 +0.82 68,014 244,771 +3,201
Jan17 160706 49.72 50.53 48.96 50.36 +0.82 15,725 54,427 +1,583
Feb17 160706 50.02 50.87 49.38 50.75 +0.82 5,316 29,501 +70
Mar17 160706 50.13 51.50 49.77 51.08 +0.82 9,734 66,308 -148
Apr17 160706 50.17 51.47 50.09 51.35 +0.82 3,550 19,043 -827
May17 160706 50.45 51.75 50.45 51.60 +0.83 2,054 18,513 -93
Jun17 160706 51.34 52.24 50.59 51.84 +0.84 13,227 69,682 -635
Jul17 160706 51.31 52.11 50.84 52.05 +0.85 1,308 17,223 +186
Aug17 160706 51.01 52.25 51.01 52.25 +0.86 628 13,105 -81
Sep17 160706 52.46 52.46 52.00 52.46 +0.88 2,042 29,845 +140
Oct17 160706 52.69 52.69 52.69 52.69 +0.90 328 10,326 +38
Nov17 160706 51.92 52.94 51.64 52.94 +0.91 879 11,476 +491
Total Volume and Open Interest 728,691 1,748,178 +8,784
e-miNY Crude Oil(NYM)
Aug16 160706 46.825 47.925 45.925 47.425 +0.825 8,105 1,652 -50
Sep16 160706 47.500 48.600 46.625 48.150 +0.850 160 500 +24
Oct16 160706 47.950 49.200 47.300 48.750 +0.850 14 101 +6
Nov16 160706 48.575 49.350 48.350 49.350 +0.850 2 24 -1
Dec16 160706 48.700 49.900 48.700 49.900 +0.825 9 290 -1
Jan17 160706 50.350 50.350 50.350 50.350 +0.800 0 15 +0
Feb17 160706 50.750 50.750 50.750 50.750 +0.825 0 9 +0
Mar17 160706 51.075 51.075 51.075 51.075 +0.825 0 12 +0
Apr17 160706 51.350 51.350 51.350 51.350 +0.825      
May17 160706 51.600 51.600 51.600 51.600 +0.825      
Total Volume and Open Interest 8,297 2,761 -23
NY Harbor ULSD(NYM)
Aug16 160706 145.30 149.27 142.89 147.11 +2.55 59,382 93,236 -1,050
Sep16 160706 147.27 151.38 145.08 149.30 +2.57 30,713 66,430 +163
Oct16 160706 149.33 153.25 147.07 151.24 +2.54 13,528 34,629 -5
Nov16 160706 149.97 155.03 149.07 153.16 +2.52 8,002 24,998 -752
Dec16 160706 153.05 156.79 150.89 155.00 +2.54 15,503 49,992 +1,981
Jan17 160706 154.00 158.59 152.77 156.82 +2.52 2,928 21,533 +389
Feb17 160706 154.24 158.68 154.24 158.15 +2.50 919 11,047 +117
Mar17 160706 154.94 159.80 154.94 158.76 +2.49 1,101 14,925 +481
Apr17 160706 155.01 158.97 154.69 158.49 +2.48 590 6,521 +198
May17 160706 155.79 159.09 155.74 158.64 +2.54 478 2,943 +21
Jun17 160706 155.61 160.34 155.47 159.09 +2.61 708 18,126 +84
Jul17 160706 159.90 159.90 156.27 159.90 +2.66 164 2,216 +93
Aug17 160706 160.84 160.84 157.40 160.84 +2.71 194 1,233 -22
Sep17 160706 161.93 161.93 161.93 161.93 +2.72 358 1,344 +133
Total Volume and Open Interest 136,109 377,221 +1,912
RBOB Gasoline(NYM)
Aug16 160706 142.75 146.00 138.07 143.29 +0.42 65,824 118,778 -919
Sep16 160706 144.12 147.33 139.67 144.88 +0.75 45,349 78,861 -1,572
Oct16 160706 135.65 139.37 132.16 137.06 +1.28 32,840 43,566 -3,060
Nov16 160706 134.66 138.36 131.56 136.28 +1.52 15,182 32,769 +115
Dec16 160706 134.11 137.72 131.11 135.68 +1.69 19,320 43,197 +631
Jan17 160706 133.00 136.81 131.71 136.23 +1.72 6,108 14,178 +284
Feb17 160706 133.44 137.90 133.44 137.48 +1.56 2,340 2,838 -225
Mar17 160706 135.40 139.66 135.40 139.25 +1.44 5,243 9,583 +1,596
Apr17 160706 156.86 159.81 155.71 159.44 +1.38 3,969 7,232 +1,942
May17 160706 158.41 160.52 157.18 160.28 +1.45 819 4,411 +3
Total Volume and Open Interest 203,000 386,398 -673
e-miNY RBOB Gasoline(NYM)
Aug16 160706 143.29 143.29 143.29 143.29 +0.39      
Sep16 160706 144.90 144.90 144.88 144.90 +0.80      
Oct16 160706 137.10 137.10 137.06 137.10 +1.30      
Nov16 160706 136.30 136.30 136.28 136.30 +1.50      
Total Volume and Open Interest      
Natural Gas(NYM)
Aug16 160706 2.768 2.802 2.697 2.786 +0.022 114,642 212,803 +2,102
Sep16 160706 2.765 2.797 2.696 2.777 +0.019 46,312 216,642 +2,323
Oct16 160706 2.823 2.846 2.746 2.818 +0.016 38,829 111,498 -637
Nov16 160706 2.975 3.001 2.905 2.971 +0.016 20,271 65,908 +1,491
Dec16 160706 3.225 3.259 3.158 3.221 +0.015 12,393 52,956 +356
Jan17 160706 3.359 3.394 3.290 3.354 +0.013 20,950 108,006 +1,359
Feb17 160706 3.381 3.381 3.281 3.345 +0.013 5,868 29,417 +460
Mar17 160706 3.330 3.330 3.234 3.298 +0.014 9,142 62,935 +1,395
Apr17 160706 3.082 3.086 3.017 3.077 +0.034 10,466 54,205 +791
May17 160706 3.030 3.057 2.999 3.052 +0.033 4,518 21,422 +797
Jun17 160706 3.058 3.088 3.035 3.086 +0.035 2,468 14,806 +226
Jul17 160706 3.089 3.122 3.064 3.120 +0.038 1,440 12,248 +36
Aug17 160706 3.114 3.136 3.074 3.131 +0.038 986 13,648 +37
Sep17 160706 3.083 3.114 3.057 3.109 +0.034 1,200 8,102 +441
Oct17 160706 3.107 3.137 3.080 3.131 +0.032 2,965 18,724 +441
Nov17 160706 3.150 3.184 3.130 3.178 +0.031 1,154 8,377 +311
Total Volume and Open Interest 297,927 1,065,918 +14,026
Brent Crude Oil(ICE)
Sep16 160706 48.06 49.31 47.17 48.80 +0.84 113,446 497,418 -1,881
Oct16 160706 48.50 49.91 47.81 49.40 +0.83 49,060 252,020 -2,190
Nov16 160706 49.11 50.38 48.29 49.85 +0.85 25,655 189,963 +2,042
Dec16 160706 49.74 51.00 48.90 50.46 +0.88 27,664 381,277 +466
Jan17 160706 50.19 51.45 49.42 50.96 +0.89 5,667 91,986 -3,450
Feb17 160706 50.76 51.87 49.92 51.38 +0.89 2,660 67,639 +170
Mar17 160706 50.53 52.28 50.30 51.76 +0.89 3,520 62,306 -709
Apr17 160706 51.53 52.57 50.71 52.11 +0.90 995 23,900 -166
May17 160706 51.46 52.95 51.08 52.46 +0.92 766 22,696 -62
Jun17 160706 51.73 53.28 51.40 52.79 +0.92 5,133 96,570 +411
Jul17 160706 52.65 53.13 52.65 53.13 +0.93 191 17,655 -29
Aug17 160706 53.44 53.44 53.44 53.44 +0.95 174 16,377 +40
Sep17 160706 53.70 53.70 53.70 53.70 +0.96 411 35,373 -24
Oct17 160706 53.97 53.97 53.97 53.97 +0.98 143 14,229 +7
Total Volume and Open Interest 243,094 2,223,512 -5,189
Gas Oil(ICE)
Jul16 160706 421.75 432.50 415.25 417.25 -1.00 35,800 45,823 -5,612
Aug16 160706 427.00 438.50 420.50 423.00 -1.00 73,850 123,131 -10,841
Sep16 160706 431.50 443.75 425.75 428.75 -0.50 49,914 75,471 +5,042
Oct16 160706 436.75 449.00 431.25 434.00 -0.75 23,384 49,617 +4,246
Nov16 160706 439.25 452.25 434.75 437.75 -0.50 9,454 44,313 +2,539
Dec16 160706 443.25 455.25 438.25 441.00 -0.50 15,010 92,351 +80
Jan17 160706 447.25 458.00 442.50 445.25 -0.25 1,961 29,224 +693
Feb17 160706 449.00 463.25 446.50 449.25 -0.25 1,178 13,768 +157
Mar17 160706 453.50 464.50 450.00 452.75 unch 940 21,561 -120
Apr17 160706 455.25 469.50 453.75 455.75 unch 1,350 10,357 +355
Total Volume and Open Interest 222,671 669,082 -3,579
Ethanol(CBOT)
Aug16 160706 1.576 1.576 1.549 1.569 -0.018 255 2,066 +91
Sep16 160706 1.543 1.545 1.543 1.545 -0.018 259 905 +48
Oct16 160706 1.508 1.508 1.508 1.508 -0.018 10 350 -2
Nov16 160706 1.459 1.471 1.459 1.471 -0.018 13 408 +6
Dec16 160706 1.436 1.436 1.436 1.436 -0.018 10 1,167 +8
Jan17 160706 1.412 1.412 1.412 1.412 -0.018 0 155 +0
Feb17 160706 1.409 1.409 1.409 1.409 -0.018 0 18 +0
Mar17 160706 1.409 1.409 1.409 1.409 -0.018      
Total Volume and Open Interest 564 5,088 +135
WTI Crude Oil(ICE)
Aug16 160706 46.72 47.94 45.93 47.43 +0.83 7,207 56,541 -732
Sep16 160706 47.17 48.62 46.64 48.14 +0.85 11,354 61,355 -422
Oct16 160706 48.08 49.21 47.25 48.75 +0.84 4,129 21,551 +43
Nov16 160706 48.43 49.79 47.87 49.34 +0.83 1,471 24,430 +134
Dec16 160706 49.25 50.30 48.45 49.89 +0.82 2,495 93,344 +181
Jan17 160706 49.37 50.56 48.98 50.36 +0.82 249 15,714 +10
Feb17 160706 49.51 50.87 49.51 50.75 +0.82 150 14,550 +0
Mar17 160706 49.89 51.08 49.84 51.08 +0.82 80 12,398 +4
Apr17 160706 51.35 51.35 51.35 51.35 +0.82 22 2,598 -11
May17 160706 51.60 51.60 51.60 51.60 +0.83 14 1,478 +8
Jun17 160706 50.98 51.85 50.69 51.84 +0.84 169 29,528 -63
Jul17 160706 52.05 52.05 52.05 52.05 +0.85 8 1,762 +2
Aug17 160706 52.25 52.25 52.25 52.25 +0.86 7 712 +0
Sep17 160706 52.46 52.46 52.46 52.46 +0.88 4 5,017 -3
Oct17 160706 52.75 52.75 52.69 52.69 +0.90 6 1,279 +0
Nov17 160706 52.94 52.94 52.94 52.94 +0.91 4 756 -2
Total Volume and Open Interest 27,827 443,701 -917
US Dollar Index(ICE)
Sep16 160706 96.335 96.630 96.045 96.130 -0.130 21,140 46,162 +0
Dec16 160706 96.405 96.630 96.110 96.175 -0.125 463 2,298 +0
Mar17 160706 96.435 96.595 96.165 96.225 -0.115 58 1,426 +0
Total Volume and Open Interest 21,661 49,902 +0
Australian Dollar(CME)
Sep16 160706 74.42 75.09 73.88 74.99 +0.59 67,942 71,326 -229
Dec16 160706 74.01 74.85 73.68 74.76 +0.59 31 1,053 +0
Mar17 160706 74.56 74.56 74.56 74.56 +0.59 0 11 +0
Total Volume and Open Interest 67,977 72,390 -229
British Pound(CME)
Sep16 160706 130.28 130.39 128.06 129.35 -1.02 101,892 216,881 +861
Dec16 160706 130.56 130.56 128.27 129.52 -1.02 129 1,575 +52
Mar17 160706 129.71 132.70 129.15 129.71 -1.02 5 98 +0
Total Volume and Open Interest 102,026 218,858 +913
Canadian Dollar(CME)
Sep16 160706 77.02 77.24 76.59 77.19 +0.18 40,070 111,561 +1,544
Dec16 160706 76.85 77.24 76.63 77.20 +0.18 39 3,681 +5
Mar17 160706 76.78 77.23 76.66 77.21 +0.18 22 329 +2
Jun17 160706 77.23 77.23 76.69 77.23 +0.18 2 116 +0
Total Volume and Open Interest 40,133 115,727 +1,551
Japanese Yen(CME)
Sep16 160706 98.54 100.05 98.51 98.86 +0.15 81,696 146,909 +3,731
Dec16 160706 99.45 100.38 98.87 99.21 +0.16 90 620 -3
Mar17 160706 99.88 100.63 99.29 99.61 +0.18 2 34 +2
Total Volume and Open Interest 81,788 147,669 +3,730
Swiss Franc(CME)
Sep16 160706 102.71 103.10 102.38 103.07 +0.34 13,098 34,888 -657
Dec16 160706 103.20 103.63 102.95 103.63 +0.35 3 81 +0
Mar17 160706 104.16 104.16 103.76 104.16 +0.36      
Total Volume and Open Interest 13,101 34,984 -657
EuroFX(CME)
Sep16 160706 110.96 111.43 110.60 111.34 +0.33 129,733 343,690 +6,221
Dec16 160706 111.32 111.81 111.00 111.73 +0.33 586 4,523 +164
Mar17 160706 111.52 112.19 111.48 112.15 +0.34 82 1,447 +49
Total Volume and Open Interest 130,421 350,402 +6,429
Mexican Peso(CME)
Jul16 160706 531.88 531.88 531.88 531.88 +1.25 2 8 +2
Aug16 160706 531.00 531.00 531.00 531.00 +1.25      
Total Volume and Open Interest 59,900 105,353 -4,548
Brazilian Real(CME)
Aug16 160706 302.65 302.80 297.00 298.15 -2.90 1,699 23,018 +481
Sep16 160706 295.60 296.70 294.55 295.20 -2.95 129 3,470 -36
Oct16 160706 292.90 292.90 292.90 292.90 -2.55      
Nov16 160706 290.30 290.30 290.30 290.30 -2.55      
Total Volume and Open Interest 1,829 26,518 +445
30-Year T-Bonds(CBOT)
Sep16 160706 175~270 177~040 175~170 175~280 -0~120 287,841 559,142 +4,373
Dec16 160706 174~130 175~190 174~040 174~130 -0~110 55 82 +26
Mar17 160706 173~090 173~090 173~090 173~090 -0~110      
Total Volume and Open Interest 287,896 559,224 +4,399
10-Year T-Notes(CBOT)
Sep16 160706 133~270 134~075 133~185 133~215 -0~070 1,346,226 2,777,302 +23,605
Dec16 160706 133~005 133~095 132~250 132~255 -0~065 2,508 2,637 +2,463
Mar17 160706 131~315 131~315 131~315 131~315 -0~065      
Total Volume and Open Interest 1,348,734 2,779,939 +26,068
5-Year T-Notes(CBOT)
Sep16 160706 122~152 122~220 122~096 122~112 -0~042 529,650 2,644,192 -13,651
Dec16 160706 122~112 122~112 122~112 122~112 -0~042      
Total Volume and Open Interest 529,650 2,644,192 -13,651
2 Year T-Notes(CBOT)
Sep16 160706 109~232 109~244 109~202 109~206 -0~020 360,209 1,081,786 +29,521
Dec16 160706 109~192 109~192 109~192 109~192 -0~020      
Mar17 160706 109~192 109~192 109~192 109~192 -0~020      
Total Volume and Open Interest 360,209 1,081,786 +29,521
Eurodollars(CME)
Sep16 160706 99.345 99.355 99.325 99.335 -0.010 181,944 1,198,322 +4,395
Dec16 160706 99.315 99.330 99.295 99.305 -0.015 263,724 1,347,476 +26,396
Mar17 160706 99.305 99.320 99.275 99.285 -0.020 201,120 937,248 +6,632
Jun17 160706 99.280 99.300 99.245 99.255 -0.025 164,095 818,454 +7,550
Sep17 160706 99.250 99.275 99.210 99.220 -0.030 186,389 799,378 -1,767
Dec17 160706 99.205 99.235 99.160 99.170 -0.035 246,309 1,178,481 +31,194
Mar18 160706 99.175 99.210 99.130 99.140 -0.035 126,211 586,014 -766
Jun18 160706 99.145 99.175 99.090 99.105 -0.030 117,455 440,726 -5,014
Sep18 160706 99.100 99.135 99.050 99.065 -0.030 92,438 405,355 +3,649
Dec18 160706 99.045 99.090 98.995 99.015 -0.030 96,090 558,143 +2,103
Mar19 160706 99.005 99.050 98.965 98.980 -0.025 70,977 325,361 +3,330
Jun19 160706 98.960 99.005 98.915 98.935 -0.025 70,840 262,474 -1,225
Sep19 160706 98.905 98.960 98.870 98.885 -0.025 56,917 216,258 +3,989
Dec19 160706 98.845 98.905 98.815 98.830 -0.020 55,988 217,605 -2,907
Mar20 160706 98.795 98.855 98.765 98.790 -0.015 34,833 125,183 +658
Jun20 160706 98.745 98.805 98.715 98.735 -0.015 34,063 78,223 +2,813
Sep20 160706 98.690 98.755 98.660 98.685 -0.015 26,046 84,038 -948
Dec20 160706 98.630 98.695 98.605 98.630 -0.010 24,531 89,626 -316
Total Volume and Open Interest 2,113,715 10,105,877 +80,197
Ultra T-Bond(CBOT)
Sep16 160706 191~20 193~15 191~05 191~18 -0~20 105,951 580,897 +1,878
Dec16 160706 190~21 190~21 190~21 190~21 -0~20      
Mar17 160706 189~21 189~21 189~21 189~21 -0~20      
Total Volume and Open Interest 105,951 580,897 +1,878
Ultra 10-Yr T-Note(CBOT)
Sep16 160706 147~045 147~275 146~285 147~015 -0~080 69,175 138,277 -635
Dec16 160706 146~255 146~255 146~255 146~255 -0~080      
Mar17 160706 146~255 146~255 146~255 146~255 -0~080      
Total Volume and Open Interest 69,175 138,277 -635
30 Day Federal Funds(CBOT)
Jul16 160706 99.618 99.620 99.613 99.615 -0.003 7,301 193,832 -1,184
Aug16 160706 99.620 99.625 99.620 99.625 unch 19,019 167,407 -4,561
Sep16 160706 99.620 99.630 99.615 99.620 unch 11,095 52,616 -2,950
Oct16 160706 99.615 99.640 99.610 99.620 unch 34,675 136,703 +2,934
Nov16 160706 99.620 99.645 99.610 99.620 unch 12,532 52,136 +749
Dec16 160706 99.615 99.640 99.605 99.615 unch 8,845 39,676 +1,414
Total Volume and Open Interest 116,709 835,154 +1,207
3-Mth Euro-Yen(CME)
Sep16 160706 99.990 99.990 99.990 99.990 unch      
Dec16 160706 99.990 99.990 99.990 99.990 unch      
Mar17 160706 99.990 99.990 99.990 99.990 unch      
Jun17 160706 99.990 99.990 99.990 99.990 unch      
Sep17 160706 99.990 99.990 99.990 99.990 unch      
Dec17 160706 99.990 99.990 99.990 99.990 unch      
Mar18 160706 99.995 99.995 99.995 99.995 unch      
Jun18 160706 99.855 99.855 99.855 99.855 unch      
Sep18 160706 99.715 99.715 99.715 99.715 unch      
Dec18 160706 99.575 99.575 99.575 99.575 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep16 160706 99.99 99.99 99.99 99.99 unch      
Dec16 160706 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160706 99.99 99.99 99.99 99.99 unch      
Jun17 160706 99.99 99.99 99.99 99.99 unch      
Sep17 160706 99.99 99.99 99.99 99.99 unch      
Dec17 160706 99.99 99.99 99.99 99.99 unch      
Mar18 160706 100.00 100.00 100.00 100.00 unch      
Jun18 160706 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160706 153.36 153.66 153.33 153.50 +0.14 1,815 18,268 +637
Dec16 160706 153.50 153.50 153.50 153.50 +0.14 0 1 +0
Mar17 160706 153.42 153.42 153.42 153.42 +0.14      
Total Volume and Open Interest 1,815 18,269 +637
Euro-Buxl(EUREX)
Sep16 160706 197.56 198.86 196.12 196.60 -0.38 14,209 130,753 +7,842
Dec16 160706 194.90 194.90 194.90 194.90 -0.36 2 26 +1
Mar17 160706 194.90 194.90 194.90 194.90 -0.36      
Total Volume and Open Interest 14,211 130,779 -13,699
Euro-Bund(EUREX)
Sep16 160706 167.98 168.13 167.58 167.72 -0.05 235,831 1,458,888 +127,765
Dec16 160706 165.23 165.38 164.93 165.02 -0.03 4 143 +3
Mar17 160706 167.28 167.28 167.22 167.22 -0.05 0 3 +0
Total Volume and Open Interest 235,835 1,459,034 -190,502
Euro-Bobl(EUREX)
Sep16 160706 133.90 133.95 133.80 133.85 -0.03 216,604 1,203,574 +101,951
Dec16 160706 131.79 131.79 131.79 131.79 -0.02 0 107 +0
Mar17 160706 133.85 133.85 133.85 133.85 -0.03      
Total Volume and Open Interest 216,604 1,203,681 -76,756
Euro-Schatz(EUREX)
Sep16 160706 112.12 112.14 112.11 112.11 unch 111,466 1,024,145 +73,332
Dec16 160706 112.08 112.08 112.08 112.08 unch 0 185 +0
Mar17 160706 112.08 112.08 112.08 112.08 unch      
Total Volume and Open Interest 111,466 1,024,330 -47,397
3-Mth Euribor(EUREX)
Sep16 160706 100.340 100.340 100.340 100.340 unch 0 5,007 +0
Dec16 160706 100.375 100.375 100.375 100.375 +0.005 0 2,152 +0
Mar17 160706 100.385 100.385 100.385 100.385 +0.005 0 3,780 +0
Total Volume and Open Interest 423 96,430 +157
Long Gilt(LIFFE)
Sep16 160706 129~30 130~17 129~24 129~32 +0~05 62,638 460,418 -3,084
Dec16 160706 128~29 128~29 128~29 128~29 +0~04      
Total Volume and Open Interest 62,638 460,418 -3,084
3-Mth Short Sterling(LIFFE)
Sep16 160706 99.71 99.71 99.68 99.68 -0.02 52,331 466,403 +10,513
Dec16 160706 99.73 99.74 99.70 99.71 -0.02 50,252 508,000 +6,170
Mar17 160706 99.72 99.74 99.70 99.71 -0.02 28,058 349,395 +410
Jun17 160706 99.72 99.74 99.69 99.70 -0.03 22,637 274,439 +605
Sep17 160706 99.72 99.73 99.69 99.70 -0.02 29,029 257,076 +875
Dec17 160706 99.72 99.73 99.68 99.69 -0.02 22,543 259,107 +3,458
Total Volume and Open Interest 311,727 2,952,895 +24,120
3-Mth Euribor(LIFFE)
Sep16 160706 100.340 100.345 100.335 100.340 unch 37,028 366,030 +2,664
Dec16 160706 100.370 100.375 100.360 100.370 +0.005 32,374 459,447 -11,483
Mar17 160706 100.375 100.390 100.375 100.385 +0.005 29,461 410,863 +1,563
Total Volume and Open Interest 245,001 3,079,894 +3,247
3-Mth Aus T-Bills(SFE)
Sep16 160706 98.10 98.14 98.10 98.13 +0.03 14,830 205,384 -1,727
Dec16 160706 98.19 98.24 98.18 98.22 +0.03 19,161 189,618 -591
Mar17 160706 98.25 98.30 98.24 98.27 +0.03 22,732 138,691 -1,055
Jun17 160706 98.28 98.34 98.28 98.30 +0.02 14,392 119,631 +2,057
Sep17 160706 98.30 98.36 98.30 98.33 +0.03 13,278 91,194 +4,591
Dec17 160706 98.32 98.38 98.32 98.34 +0.02 4,787 71,271 +1,376
Mar18 160706 98.32 98.38 98.32 98.34 +0.03 3,289 40,987 +304
Jun18 160706 98.32 98.37 98.32 98.34 +0.03 1,444 32,220 +581
Sep18 160706 98.30 98.36 98.30 98.32 +0.02 253 5,022 +3
Dec18 160706 98.29 98.30 98.29 98.29 +0.02 306 2,806 +190
Total Volume and Open Interest 94,502 899,322 +5,759
10-Year Aus T-Bonds(SFE)
Sep16 160706 98.07 98.16 98.06 98.13 +0.08 87,445 847,474 -1,192
Dec16 160706 98.13 98.13 98.13 98.13 +0.08      
Total Volume and Open Interest 87,445 847,474 -1,192
3-Year Aus T-Bonds(SFE)
Sep16 160706 98.53 98.60 98.52 98.56 +0.04 107,579 751,887 +11,513
Dec16 160706 98.56 98.56 98.56 98.56 +0.04      
Total Volume and Open Interest 107,579 751,887 +11,482
Gold(CMX)
Aug16 160706 1358.0 1377.5 1356.3 1367.1 +8.4 223,728 440,422 +11,164
Oct16 160706 1363.5 1380.9 1361.7 1370.7 +8.5 2,329 37,171 -244
Dec16 160706 1364.7 1384.4 1363.9 1374.3 +8.5 19,507 106,265 +10,956
Feb17 160706 1370.4 1387.1 1370.4 1377.5 +8.6 1,094 15,796 +324
Apr17 160706 1387.4 1387.4 1379.3 1380.2 +8.6 221 7,096 +16
Jun17 160706 1385.9 1391.5 1381.7 1382.7 +8.5 322 12,523 +59
Aug17 160706 1385.2 1385.2 1365.4 1385.2 +8.7 197 1,647 +29
Oct17 160706 1387.6 1387.6 1373.1 1387.6 +8.9 30 719 +30
Dec17 160706 1395.2 1396.0 1388.2 1389.8 +9.2 551 8,367 -37
Feb18 160706 1391.9 1391.9 1391.9 1391.9 +9.0 43 45 -3
Apr18 160706 1393.8 1393.8 1393.8 1393.8 +8.9 2 2 +2
Jun18 160706 1387.3 1399.9 1387.3 1395.7 +8.8 5 3,595 -3
Total Volume and Open Interest 248,583 640,815 +19,580
Silver(CMX)
Jul16 160706 2033.0 2049.5 1994.5 2016.0 +29.4 1,083 1,989 -518
Sep16 160706 2001.5 2058.5 1993.0 2020.3 +29.6 90,850 159,362 +3,005
Dec16 160706 2013.0 2065.5 2001.0 2028.1 +29.8 3,939 39,809 +546
Mar17 160706 2069.0 2071.0 2027.5 2035.8 +30.0 561 6,607 +65
May17 160706 2040.5 2063.0 2040.5 2040.5 +30.3 41 228 +19
Jul17 160706 2044.9 2044.9 2004.0 2044.9 +30.3 12 2,438 -1
Sep17 160706 2049.2 2088.0 2049.2 2049.2 +30.3 1 223 -1
Total Volume and Open Interest 97,018 214,668 +3,139
Platinum(NYMEX)
Jul16 160706 1072.7 1088.5 1068.1 1086.9 +14.5 146 635 -26
Oct16 160706 1076.0 1095.6 1068.0 1091.3 +14.4 16,744 58,916 +1,328
Jan17 160706 1082.4 1096.8 1072.2 1093.6 +14.3 62 2,645 +1
Apr17 160706 1074.8 1095.1 1073.8 1095.1 +14.3 1 79 +0
Total Volume and Open Interest 17,001 62,384 +1,307
Palladium(NYMEX)
Sep16 160706 603.15 611.00 591.20 607.55 +4.90 4,683 21,127 +17
Dec16 160706 604.85 610.45 595.30 608.55 +5.20 28 492 +7
Mar17 160706 609.95 609.95 609.95 609.95 +5.20 0 42 +0
Total Volume and Open Interest 4,720 21,673 +25
Copper(CMX)
Jul16 160706 218.05 218.30 213.15 215.15 -3.00 2,021 3,552 -1,233
Sep16 160706 218.40 219.00 213.30 215.35 -3.00 67,242 108,854 +724
Dec16 160706 219.30 219.75 214.25 216.30 -2.95 4,199 36,966 +498
Mar17 160706 218.00 218.00 215.30 217.10 -2.85 657 8,088 -112
May17 160706 216.95 217.65 216.95 217.65 -2.85 8 1,473 +0
Total Volume and Open Interest 74,864 165,991 -9
E-mini DJIA Index(CBOT)
Sep16 160706 17772 17838 17618 17834 +72 115,502 103,682 +2,644
Dec16 160706 17595 17740 17535 17740 +72 65 290 +29
Mar17 160706 17659 17659 17659 17659 +72 3 29 +0
Jun17 160706 17618 17618 17618 17618 +72      
Total Volume and Open Interest 115,570 104,001 +2,673
S & P 500(CME)
Sep16 160706 2082.00 2094.10 2067.50 2094.10 +11.40 6,529 86,088 +1,315
Dec16 160706 2085.50 2085.50 2060.60 2085.50 +11.40 50 1,389 +20
Mar17 160706 2077.80 2077.80 2053.00 2077.80 +11.30 0 1 +0
Jun17 160706 2072.10 2072.10 2047.70 2072.10 +10.90      
Total Volume and Open Interest 6,579 87,478 +1,335
S & P 500 E-Mini(Globex)
Sep16 160706 2084.00 2094.50 2065.75 2094.00 +11.25 1,665,376 2,964,059 -35,819
Dec16 160706 2073.00 2085.75 2057.50 2085.50 +11.50 2,892 12,960 +741
Mar17 160706 2057.00 2077.75 2050.25 2077.75 +11.25 74 376 -12
Jun17 160706 2072.00 2072.00 2052.25 2072.00 +10.75 0 207 +0
Total Volume and Open Interest 1,668,342 2,977,602 -35,090
NASDAQ 100 E-Mini(Globex)
Sep16 160706 4406.00 4440.50 4365.80 4439.50 +35.50 176,656 197,945 +5,533
Dec16 160706 4378.30 4432.00 4358.30 4432.00 +35.50 75 322 +25
Mar17 160706 4424.80 4424.80 4368.80 4424.80 +35.50 0 33 +0
Total Volume and Open Interest 176,731 198,303 +5,558
S&P Midcap 400(CME) e-Mini
Sep16 160706 1480.00 1488.20 1467.40 1486.70 +8.50 16,553 79,923 -940
Dec16 160706 1481.30 1481.30 1465.70 1481.30 +8.50 1 11 +0
Mar17 160706 1481.80 1481.80 1481.80 1481.80 +8.50      
Total Volume and Open Interest 16,554 79,934 -940
Volatility Index(CBOE)
Jul16 160706 16.85 17.80 16.05 16.18 -0.65 3,929 159,926 -5,232
Aug16 160706 18.27 19.05 17.68 17.83 -0.50 2,818 128,329 +21,334
Sep16 160706 19.36 19.95 18.90 19.03 -0.35 1,643 32,577 +4,562
Oct16 160706 19.96 20.50 19.60 19.73 -0.25 856 23,972 -850
Total Volume and Open Interest 9,713 394,400 +20,698
Russell 2000(ICE)
Sep16 160706 1133.40 1144.80 1125.60 1144.30 +8.90 71,160 330,008 +0
Dec16 160706 1139.30 1139.30 1139.30 1139.30 +8.90 10 931 +0
Total Volume and Open Interest 71,170 331,354 +0
Nikkei 225(CME)
Sep16 160706 15540 15540 15170 15445 -70 12,260 35,379 +735
Dec16 160706 15400 15415 15200 15415 -70 14 74 +2
Total Volume and Open Interest 12,274 35,453 +737
Nikkei 225(SGX)
Sep16 160706 15520 15540 15140 15290 -290 56,386 194,241 -1,140
Dec16 160706 15095 15175 15095 15175 -290 227 5,617 +222
Mar17 160706 15140 15140 15140 15140 -295      
Total Volume and Open Interest 57,694 213,594 +1,579
Nikkei 225(CME) Yen
Sep16 160706 15465 15465 15090 15370 -75 42,145 76,685 +1,424
Dec16 160706 15235 15235 14975 15235 -75 0 26 +0
Mar17 160706 15185 15185 15030 15185 -75      
Total Volume and Open Interest 42,145 76,711 +1,424
Nikkei 225(CME) e-Mini Yen
Sep16 160706 15180 15370 15180 15370 -80 3 10 -1
Dec16 160706 15240 15240 15235 15240 -70      
Mar17 160706 15190 15190 15185 15190 -70      
Total Volume and Open Interest 3 10 -1
CAC 40(EURONEXT)
Jul16 160706 4133.0 4153.5 4060.0 4085.0 -77.5 41,264 253,686 -10,382
Aug16 160706 4129.5 4129.5 4061.5 4083.0 -77.5 371 613 +207
Sep16 160706 4148.5 4148.5 4071.5 4081.0 -77.0 408 9,366 +243
Total Volume and Open Interest 42,043 263,710 -9,932
Hang Seng Index(HKFE)
Jul16 160706 20721 20743 20278 20510 -215 133,873 98,786 +2,853
Aug16 160706 20652 20685 20233 20463 -211 1,283 1,080 +856
Sep16 160706 20571 20615 20166 20390 -216 257 4,644 -2
Total Volume and Open Interest 135,586 108,209 +3,636
DAX(EUREX)
Sep16 160706 9438.0 9522.0 9290.0 9358.5 -160.5 41,911 120,147 +16,574
Dec16 160706 9420.0 9500.0 9281.0 9344.0 -160.5 464 4,144 +415
Mar17 160706 9298.0 9336.5 9298.0 9336.5 -160.5 3 159 +1
Total Volume and Open Interest 42,378 124,450 -18,915
Mini-DAX(EUREX)
Sep16 160706 9444.0 9522.0 9291.0 9358.5 -160.5 11,011 8,874 +2,373
Dec16 160706 9488.0 9488.0 9287.0 9344.0 -160.5 61 166 -44
Mar17 160706 9408.0 9463.0 9289.0 9336.5 -160.5 0 8 +0
Total Volume and Open Interest 11,072 9,048 -1,301
FT-SE 100(EURONEXT)
Sep16 160706 6496.50 6527.50 6377.00 6415.50 -85.00 83,001 591,979 +3,353
Dec16 160706 6433.00 6470.00 6341.50 6374.00 -85.00 0 103 +0
Mar17 160706 6331.00 6331.00 6331.00 6331.00 -85.00      
Total Volume and Open Interest 83,001 592,082 +3,353
SPI 200(SFE)
Sep16 160706 5182.0 5184.0 5101.0 5154.0 -32.0 27,562 256,789 +388
Dec16 160706 5140.0 5140.0 5140.0 5140.0 -32.0 0 2,485 +0
Mar17 160706 5091.0 5091.0 5091.0 5091.0 -32.0 0 1,431 +0
Total Volume and Open Interest 27,602 261,651 +424
FTSE MIB(ISE)
Sep16 160706 15670.00 15775.00 15275.00 15452.00 -313.00 24,215 45,936 -663
Dec16 160706 15425.00 15425.00 15250.00 15325.00 -315.00 6 189 +0
Mar17 160706 15332.00 15332.00 15332.00 15332.00 -315.00      
Total Volume and Open Interest 24,221 46,125 -663
KOSPI 200(KFE)
Sep16 160706 246.90 247.00 241.35 242.15 -5.25 97,572 111,427 -809
Dec16 160706 247.40 247.40 242.20 242.90 -5.30 838 7,103 +164
Mar17 160706 240.35 240.35 239.90 239.90 -4.75 3 818 +40
Total Volume and Open Interest 98,413 122,228 -605
GSCI(CME)
Jul16 160706 361.00 367.25 359.75 365.55 +0.65 119 11,629 +106
Aug16 160706 367.05 367.40 361.35 367.05 +1.15 150 200 +0
Sep16 160706 368.55 368.55 368.55 368.55 +1.15      
Total Volume and Open Interest 269 11,829 +106
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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