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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 July 07, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul16 160707 1111.25 1111.75 1054.25 1054.25 -52.00 2,887 4,379 -1,293
Aug16 160707 1102.50 1117.25 1049.50 1050.50 -51.00 51,301 109,792 -1,177
Sep16 160707 1087.50 1098.25 1033.00 1034.00 -50.75 15,925 41,502 -287
Nov16 160707 1075.00 1087.00 1023.50 1024.75 -48.50 161,064 410,771 -17,816
Jan17 160707 1073.75 1085.00 1023.50 1024.75 -47.25 13,712 39,954 -37
Mar17 160707 1044.50 1054.00 1002.50 1003.25 -38.50 11,187 67,148 +1,454
May17 160707 1033.00 1042.75 996.25 997.50 -33.75 5,836 29,112 -395
Jul17 160707 1035.00 1041.75 996.75 997.25 -32.50 5,832 31,501 -719
Aug17 160707 1014.75 1014.75 985.00 985.00 -28.25 4 394 -2
Sep17 160707 970.00 970.00 955.00 955.00 -22.00 0 180 +0
Nov17 160707 966.00 968.50 938.75 939.75 -23.50 3,921 23,700 +885
Jan18 160707 949.50 949.50 940.25 940.25 -22.75 10 145 +10
Mar18 160707 939.25 939.25 939.25 939.25 -21.25 0 39 +0
May18 160707 950.00 950.00 945.25 945.25 -19.50 0 35 +0
Total Volume and Open Interest 271,682 758,851 -19,377
Soybean Meal(CBOT)
Jul16 160707 385.80 386.00 369.50 370.00 -16.00 2,275 3,241 -645
Aug16 160707 383.30 388.20 366.50 367.20 -16.20 26,444 50,369 -2,011
Sep16 160707 380.10 384.90 363.20 363.80 -16.20 14,957 48,546 +189
Oct16 160707 378.00 382.60 360.80 361.20 -16.90 7,956 30,538 +309
Dec16 160707 378.30 383.00 360.40 360.70 -17.40 48,430 160,604 -2,108
Jan17 160707 374.10 378.80 356.40 356.90 -17.40 4,030 22,602 +165
Mar17 160707 358.00 362.00 343.60 344.50 -13.00 3,639 24,258 +799
May17 160707 347.20 350.70 336.20 336.80 -10.70 1,926 17,200 +488
Jul17 160707 345.30 348.50 335.20 336.00 -9.60 1,472 11,653 -49
Aug17 160707 332.40 332.40 332.40 332.40 -9.20 42 1,769 +13
Total Volume and Open Interest 111,351 377,467 -2,850
Soybean Oil(CBOT)
Jul16 160707 30.42 30.45 29.69 29.73 -0.52 1,358 2,093 -639
Aug16 160707 30.39 30.71 29.74 29.79 -0.57 28,885 61,770 -1,010
Sep16 160707 30.54 30.83 29.85 29.90 -0.57 13,134 32,822 +437
Oct16 160707 30.60 30.80 29.93 29.96 -0.60 6,695 18,705 +607
Dec16 160707 30.83 31.19 30.14 30.18 -0.61 64,391 173,178 +553
Jan17 160707 31.12 31.35 30.37 30.40 -0.62 6,770 25,145 +1,046
Mar17 160707 31.21 31.51 30.56 30.59 -0.62 3,711 17,909 +642
May17 160707 31.51 31.56 30.73 30.77 -0.61 1,308 13,871 +44
Jul17 160707 31.69 31.82 30.98 31.02 -0.60 1,053 6,063 -135
Aug17 160707 31.66 31.77 31.11 31.11 -0.61 15 2,774 +13
Total Volume and Open Interest 127,459 360,876 +1,579
Canola(WCE)
Jul16 160707 461.8 461.8 461.8 461.8 -17.5 24 13 -620
Nov16 160707 479.8 484.2 458.8 462.3 -17.5 14,817 121,237 -678
Jan17 160707 487.0 491.2 466.6 469.2 -17.3 1,663 14,329 +36
Mar17 160707 490.1 496.7 474.2 475.2 -16.8 152 4,232 -11
May17 160707 494.1 500.7 475.8 480.0 -16.2 113 2,597 +18
Total Volume and Open Interest 17,691 148,190 -703
Corn(CBOT)
Jul16 160707 338.50 348.00 334.50 335.50 -0.25 4,788 4,984 -2,888
Sep16 160707 342.75 353.75 340.50 341.75 +0.25 142,162 563,435 +65
Dec16 160707 349.75 360.50 347.50 348.50 +0.25 199,614 482,153 -3,412
Mar17 160707 358.75 369.25 356.00 357.25 -0.50 28,987 100,617 +480
May17 160707 365.50 375.00 362.00 363.25 -0.25 8,009 23,822 +279
Jul17 160707 369.50 378.50 366.75 368.75 +0.50 13,984 62,383 +2,296
Sep17 160707 370.75 379.00 369.00 371.00 +1.00 2,711 11,369 -24
Dec17 160707 378.75 385.00 375.00 376.50 unch 7,169 34,897 -34
Mar18 160707 385.00 386.50 385.00 386.25 +0.25 482 1,645 +238
May18 160707 391.50 391.50 391.50 391.50 +0.25 321 528 +72
Total Volume and Open Interest 408,467 1,288,110 -2,854
Wheat(CBOT)
Jul16 160707 417.25 421.25 411.25 412.00 -3.75 308 506 -270
Sep16 160707 428.50 438.75 424.25 425.50 -3.00 81,232 252,596 +3,261
Dec16 160707 448.00 458.25 444.75 446.25 -1.75 32,261 111,138 +1,074
Mar17 160707 465.25 475.00 462.75 464.00 -1.25 7,458 33,770 -47
May17 160707 479.50 486.00 474.50 476.00 -1.00 1,315 7,812 +39
Jul17 160707 488.25 495.25 483.50 485.00 -1.00 1,697 19,856 +290
Total Volume and Open Interest 124,974 431,701 +4,577
Wheat(KCBT)
Jul16 160707 402.00 406.50 396.50 396.50 -4.00 489 748 -51
Sep16 160707 414.00 422.00 410.00 412.25 -2.50 22,654 138,163 +774
Dec16 160707 438.50 446.00 434.25 436.50 -2.25 4,998 47,475 +286
Mar17 160707 454.25 462.00 450.50 452.75 -2.50 1,377 16,866 +400
May17 160707 467.25 471.75 462.00 463.50 -2.50 592 7,029 -39
Jul17 160707 477.75 480.25 472.50 473.00 -2.25 1,098 10,961 +180
Sep17 160707 494.50 496.75 486.25 488.00 -2.00 853 951 +321
Total Volume and Open Interest 32,474 222,790 +2,105
Wheat(MGE)
Jul16 160707 499.00 499.00 486.00 486.00 -11.00 305 277 -179
Sep16 160707 502.00 509.75 494.50 495.25 -7.00 5,656 28,175 +663
Dec16 160707 518.50 525.50 510.75 511.50 -5.75 2,747 14,707 +543
Mar17 160707 533.75 540.25 526.25 527.00 -4.75 700 7,998 +162
May17 160707 545.00 550.00 536.75 536.75 -4.75 809 3,638 +88
Jul17 160707 558.50 558.50 545.25 545.25 -4.75 496 2,079 +105
Total Volume and Open Interest 11,031 57,752 +1,535
Oats(CBOT)
Jul16 160707 229.00 229.50 227.50 227.50 +9.50 0 180 +0
Sep16 160707 193.00 195.00 190.25 194.00 +1.50 327 3,435 +48
Dec16 160707 193.50 195.75 192.00 195.50 +2.00 308 5,739 +44
Mar17 160707 204.00 205.00 204.00 204.75 +1.25 105 872 +48
Total Volume and Open Interest 740 10,226 +140
Rough Rice(CBOT)
Jul16 160707 10.97 10.97 10.97 10.97 +0.41 41 45 -25
Sep16 160707 10.65 10.94 10.58 10.90 +0.31 552 7,746 +44
Nov16 160707 10.86 11.17 10.86 11.16 +0.30 47 1,644 -10
Jan17 160707 11.41 11.41 11.41 11.41 +0.31 0 98 +0
Total Volume and Open Interest 640 9,580 +9
Live Cattle(CME)
Aug16 160707 112.500 113.135 111.550 111.800 -1.000 23,726 112,826 -2,755
Oct16 160707 112.730 113.385 111.900 112.230 -0.870 12,391 66,357 +2,146
Dec16 160707 113.635 114.330 112.850 113.285 -0.695 8,050 43,376 +1,252
Feb17 160707 113.580 113.950 112.680 113.150 -0.430 2,179 12,255 +448
Apr17 160707 112.635 112.980 111.850 112.300 -0.335 958 8,403 +87
Jun17 160707 106.635 107.050 105.980 106.300 -0.335 307 2,848 -21
Total Volume and Open Interest 47,815 247,585 +1,271
Feeder Cattle(CME)
Aug16 160707 143.935 145.100 142.330 143.630 -0.950 5,154 24,588 -157
Sep16 160707 143.150 143.900 141.485 142.650 -1.050 1,479 6,047 +83
Oct16 160707 141.800 142.485 140.150 141.285 -1.200 1,183 5,259 +182
Nov16 160707 139.450 139.880 137.800 138.850 -1.230 576 4,765 +41
Jan17 160707 135.000 135.485 133.550 134.575 -1.210 195 1,621 +84
Mar17 160707 131.800 132.600 131.035 132.130 -0.805 14 392 +0
Apr17 160707 132.000 132.000 131.000 131.000 -1.850 2 45 -1
Total Volume and Open Interest 8,604 42,730 +232
Lean Hogs(CME)
Jul16 160707 81.580 81.700 80.885 81.050 -0.530 4,810 15,718 -1,883
Aug16 160707 80.400 80.980 79.580 80.135 -0.500 18,618 90,949 -2,194
Oct16 160707 69.550 69.980 68.950 69.480 -0.420 10,685 74,580 +2,004
Dec16 160707 62.750 63.000 62.180 62.735 -0.265 4,609 45,263 +257
Feb17 160707 66.400 66.635 65.680 66.135 -0.515 1,287 19,953 +345
Apr17 160707 70.700 70.980 70.200 70.830 -0.150 1,097 12,056 +525
May17 160707 75.100 75.535 74.800 75.100 -0.150 0 149 +0
Jun17 160707 78.400 78.650 78.135 78.650 unch 141 1,205 +71
Total Volume and Open Interest 41,335 260,168 -848
Class III Milk(CME)
Jul16 160707 15.15 15.40 15.09 15.30 +0.16 154 5,443 -6
Aug16 160707 16.03 16.33 15.90 16.17 +0.25 157 4,701 +12
Sep16 160707 16.04 16.50 16.04 16.31 +0.26 177 3,925 +0
Oct16 160707 16.11 16.47 16.09 16.43 +0.33 111 3,388 +28
Nov16 160707 16.15 16.33 16.06 16.31 +0.20 45 3,094 -9
Dec16 160707 15.82 16.05 15.82 16.00 +0.10 48 2,714 -6
Jan17 160707 15.75 15.82 15.75 15.82 +0.07 18 1,106 +2
Feb17 160707 15.90 15.90 15.90 15.90 +0.08 12 955 +5
Mar17 160707 15.91 15.93 15.91 15.92 +0.01 5 891 +1
Apr17 160707 16.05 16.05 16.05 16.05 +0.06 10 793 +2
May17 160707 16.20 16.20 16.20 16.20 +0.06 11 662 +2
Jun17 160707 16.30 16.35 16.30 16.35 +0.05 17 575 +9
Jul17 160707 16.38 16.38 16.36 16.38 +0.01 8 170 +1
Total Volume and Open Interest 773 29,192 +41
Cocoa(ICE)
Jul16 160707 3148 3149 3148 3149 +30 4 19 -5
Sep16 160707 3094 3116 3071 3110 +30 22,388 92,266 +1,265
Dec16 160707 3063 3082 3040 3073 +22 8,126 56,089 +1,686
Mar17 160707 3028 3044 3003 3037 +21 5,223 38,506 +1,596
May17 160707 3014 3025 2991 3020 +21 620 7,349 +185
Jul17 160707 2995 3012 2979 3008 +21 323 2,577 +195
Sep17 160707 2999 3000 2991 2997 +20 42 3,868 -11
Total Volume and Open Interest 36,771 205,072 +4,924
Coffee "C"(ICE)
Jul16 160707 143.00 143.00 140.00 140.45 -1.50 35 111 -26
Sep16 160707 143.50 145.30 141.20 141.80 -1.50 17,899 99,358 -27
Dec16 160707 146.30 148.20 144.10 144.80 -1.50 6,430 41,452 +54
Mar17 160707 149.15 150.85 146.85 147.50 -1.50 2,224 15,825 +152
May17 160707 150.70 152.15 148.45 149.15 -1.35 498 8,420 +119
Jul17 160707 152.25 152.40 149.80 150.55 -1.30 84 3,122 +1
Total Volume and Open Interest 27,423 176,566 +371
Orange Juice(ICE)
Jul16 160707 187.00 187.00 186.75 186.75 +0.90 37 556 -23
Sep16 160707 183.90 187.20 182.80 185.90 +2.35 1,085 14,280 +167
Nov16 160707 181.40 183.90 181.40 183.90 +3.95 274 2,096 +154
Jan17 160707 180.40 183.50 180.40 183.50 +3.95 52 730 +33
Mar17 160707 181.05 183.00 181.05 183.00 +4.45 6 57 +3
May17 160707 182.55 182.55 182.55 182.55 +4.35 3 3 +3
Total Volume and Open Interest 1,457 17,724 +337
Sugar #11(ICE)
Oct16 160707 20.48 20.65 19.56 19.73 -0.84 53,876 474,962 -764
Mar17 160707 20.65 20.82 19.85 20.00 -0.76 18,429 209,727 -720
May17 160707 19.68 19.80 18.98 19.16 -0.60 8,713 55,566 +1,769
Jul17 160707 18.81 19.00 18.27 18.45 -0.50 4,375 43,868 +343
Oct17 160707 18.28 18.37 17.86 18.05 -0.40 1,657 30,550 +853
Mar18 160707 18.08 18.12 17.76 17.86 -0.33 947 13,690 +2
May18 160707 17.58 17.58 17.36 17.40 -0.29 83 3,996 +2
Jul18 160707 17.32 17.32 17.15 17.16 -0.25 18 4,425 +3
Total Volume and Open Interest 88,110 842,090 +1,495
London Cocoa(LCE)
Jul16 160707 2531 2549 2517 2549 +24 7,493 27,950 -5,250
Sep16 160707 2495 2514 2472 2513 +23 20,865 95,092 +5,190
Dec16 160707 2433 2446 2406 2445 +17 10,756 67,594 +1,303
Mar17 160707 2376 2391 2352 2390 +15 8,319 48,160 +2,117
May17 160707 2361 2376 2340 2376 +16 1,430 17,345 +642
Jul17 160707 2355 2369 2346 2368 +15 438 2,408 +18
Sep17 160707 2359 2360 2359 2360 +15 51 1,476 +49
Total Volume and Open Interest 49,394 260,456 +4,111
London Sugar(LCE)
Aug16 160707 563.50 564.30 545.00 547.10 -16.40 10,385 22,479 -2,171
Oct16 160707 559.80 561.50 541.10 543.60 -16.30 10,731 38,867 +2,396
Dec16 160707 555.40 557.40 537.30 539.40 -16.30 1,244 15,635 +227
Mar17 160707 553.10 555.10 534.70 536.80 -16.70 1,222 15,371 +128
May17 160707 541.90 543.00 524.70 526.80 -15.20 637 5,512 +264
Total Volume and Open Interest 24,506 103,444 +974
Cotton(ICE)
Jul16 160707 63.67 63.67 63.67 63.67 -0.11 47 2 -47
Oct16 160707 65.29 65.51 65.00 65.25 -0.11 14 120 -4
Dec16 160707 65.50 65.65 64.48 65.15 -0.15 23,203 149,487 -941
Mar17 160707 65.70 65.84 64.65 65.20 -0.32 1,842 22,276 +442
May17 160707 65.72 65.90 65.20 65.46 -0.36 233 3,833 -6
Jul17 160707 65.88 65.92 65.88 65.91 -0.35 248 2,947 -12
Total Volume and Open Interest 25,818 183,962 -531
Lumber(CME)
Jul16 160707 312.1 315.7 312.0 312.1 -3.0 263 400 -154
Sep16 160707 318.9 323.0 316.5 318.8 -2.8 905 3,337 +185
Nov16 160707 321.1 326.6 320.8 324.6 -1.8 97 238 +68
Jan17 160707 329.1 329.1 329.1 329.1 -1.9 0 36 +0
Total Volume and Open Interest 1,265 4,063 +99
Crude Oil(NYM)
Aug16 160707 47.88 48.25 44.87 45.14 -2.29 609,194 414,794 -3,274
Sep16 160707 48.53 48.94 45.57 45.84 -2.30 165,256 277,537 -5,147
Oct16 160707 49.09 49.53 46.17 46.46 -2.29 61,867 106,906 +273
Nov16 160707 49.63 50.10 46.77 47.07 -2.27 30,569 112,867 +4,263
Dec16 160707 50.37 50.63 47.31 47.64 -2.25 77,980 243,598 -1,173
Jan17 160707 50.71 51.07 47.91 48.12 -2.24 13,802 56,195 +1,768
Feb17 160707 50.82 51.43 48.45 48.53 -2.22 4,041 29,659 +158
Mar17 160707 51.18 51.74 48.78 48.88 -2.20 12,047 67,480 +1,172
Apr17 160707 51.23 52.01 49.00 49.18 -2.17 2,528 19,251 +208
May17 160707 51.40 52.24 49.24 49.46 -2.14 1,759 18,415 -98
Jun17 160707 52.04 52.48 49.51 49.73 -2.11 18,837 71,776 +2,094
Jul17 160707 49.96 52.11 49.96 49.96 -2.09 1,739 17,262 +39
Aug17 160707 52.51 53.13 50.18 50.18 -2.07 845 13,152 +47
Sep17 160707 50.41 52.01 50.41 50.41 -2.05 3,667 31,044 +1,199
Oct17 160707 50.66 50.66 50.66 50.66 -2.03 437 10,329 +3
Nov17 160707 50.93 52.00 50.93 50.93 -2.01 272 11,480 +4
Total Volume and Open Interest 1,042,159 1,751,823 +3,645
e-miNY Crude Oil(NYM)
Aug16 160707 47.900 48.250 44.875 45.150 -2.275 12,074 2,013 +361
Sep16 160707 48.600 48.925 45.600 45.850 -2.300 425 534 +34
Oct16 160707 49.000 49.500 46.275 46.450 -2.300 54 98 -3
Nov16 160707 49.400 49.400 47.075 47.075 -2.275 4 24 +0
Dec16 160707 49.925 50.600 47.650 47.650 -2.250 16 289 -1
Jan17 160707 48.125 48.125 48.125 48.125 -2.225 0 15 +0
Feb17 160707 48.525 48.525 48.525 48.525 -2.225 0 9 +0
Mar17 160707 48.875 48.875 48.875 48.875 -2.200 0 12 +0
Apr17 160707 49.175 49.175 49.175 49.175 -2.175      
May17 160707 49.450 49.450 49.450 49.450 -2.150      
Total Volume and Open Interest 12,577 3,154 +393
NY Harbor ULSD(NYM)
Aug16 160707 148.93 150.27 140.09 141.06 -6.05 68,364 88,550 -4,686
Sep16 160707 150.71 152.32 142.44 143.41 -5.89 34,446 67,446 +1,016
Oct16 160707 152.71 154.10 144.57 145.48 -5.76 15,577 35,703 +1,074
Nov16 160707 154.36 155.93 146.60 147.50 -5.66 7,632 25,420 +422
Dec16 160707 155.93 157.64 148.45 149.44 -5.56 15,100 48,819 -1,173
Jan17 160707 157.86 159.34 150.73 151.32 -5.50 3,941 21,424 -109
Feb17 160707 160.31 160.38 151.73 152.70 -5.45 1,959 11,521 +474
Mar17 160707 159.49 159.49 152.38 153.35 -5.41 1,209 15,053 +128
Apr17 160707 159.84 160.51 152.50 153.11 -5.38 926 6,715 +194
May17 160707 153.97 153.97 153.27 153.27 -5.37 577 3,067 +124
Jun17 160707 160.63 160.63 152.92 153.78 -5.31 3,172 18,557 +431
Jul17 160707 154.60 154.94 154.60 154.60 -5.30 140 2,243 +27
Aug17 160707 155.53 157.50 155.53 155.53 -5.31 104 1,234 +1
Sep17 160707 158.00 158.00 156.66 156.66 -5.27 73 1,350 +6
Total Volume and Open Interest 154,226 375,277 -1,944
RBOB Gasoline(NYM)
Aug16 160707 145.71 146.83 135.33 136.31 -6.98 66,852 113,510 -5,268
Sep16 160707 147.02 148.07 136.90 137.87 -7.01 47,914 77,661 -1,200
Oct16 160707 138.92 139.99 129.73 130.48 -6.58 30,543 41,303 -2,263
Nov16 160707 137.49 139.00 129.31 129.97 -6.31 16,730 32,789 +20
Dec16 160707 137.20 138.09 129.00 129.68 -6.00 17,433 41,901 -1,296
Jan17 160707 136.55 138.47 129.98 130.39 -5.84 5,995 13,857 -321
Feb17 160707 139.11 139.53 131.10 131.69 -5.79 2,368 2,972 +134
Mar17 160707 141.17 141.20 132.75 133.49 -5.76 3,482 10,103 +520
Apr17 160707 161.22 161.22 153.02 153.66 -5.78 2,028 7,784 +552
May17 160707 162.17 162.17 154.22 154.69 -5.59 808 4,450 +39
Total Volume and Open Interest 199,101 377,609 -8,789
e-miNY RBOB Gasoline(NYM)
Aug16 160707 136.30 151.40 136.30 136.30 -6.99 1 1 +1
Sep16 160707 137.90 137.90 137.87 137.90 -7.00      
Oct16 160707 130.50 130.50 130.48 130.50 -6.60      
Nov16 160707 130.00 130.00 129.97 130.00 -6.30      
Total Volume and Open Interest 1 1 +1
Natural Gas(NYM)
Aug16 160707 2.803 2.841 2.725 2.777 -0.009 176,555 201,748 -11,055
Sep16 160707 2.788 2.831 2.711 2.764 -0.013 76,784 217,943 +1,301
Oct16 160707 2.829 2.871 2.753 2.802 -0.016 53,209 108,794 -2,704
Nov16 160707 2.981 3.017 2.912 2.957 -0.014 21,574 66,056 +148
Dec16 160707 3.235 3.260 3.173 3.214 -0.007 16,247 52,556 -400
Jan17 160707 3.353 3.391 3.306 3.347 -0.007 26,212 108,597 +591
Feb17 160707 3.344 3.376 3.299 3.336 -0.009 6,010 29,217 -200
Mar17 160707 3.308 3.325 3.250 3.287 -0.011 13,480 63,283 +348
Apr17 160707 3.076 3.104 3.034 3.064 -0.013 20,183 52,902 -1,303
May17 160707 3.076 3.076 3.012 3.041 -0.011 8,922 20,626 -796
Jun17 160707 3.096 3.100 3.050 3.079 -0.007 7,169 15,729 +923
Jul17 160707 3.142 3.142 3.083 3.113 -0.007 4,746 12,412 +164
Aug17 160707 3.153 3.153 3.093 3.123 -0.008 2,271 13,789 +141
Sep17 160707 3.112 3.113 3.072 3.101 -0.008 1,867 7,932 -170
Oct17 160707 3.135 3.137 3.094 3.123 -0.008 3,767 19,443 +719
Nov17 160707 3.179 3.188 3.144 3.172 -0.006 2,291 8,587 +210
Total Volume and Open Interest 450,102 1,055,934 -9,984
Brent Crude Oil(ICE)
Sep16 160707 49.12 49.59 46.15 46.40 -2.40 305,737 478,575 -18,843
Oct16 160707 49.70 50.16 46.75 47.00 -2.40 134,216 235,732 -16,288
Nov16 160707 50.16 50.60 47.21 47.49 -2.36 71,206 185,296 -4,667
Dec16 160707 50.77 51.21 47.84 48.13 -2.33 120,626 375,382 -5,895
Jan17 160707 51.27 51.69 48.36 48.66 -2.30 30,286 93,173 +1,187
Feb17 160707 51.62 52.10 48.84 49.11 -2.27 16,273 67,056 -583
Mar17 160707 52.00 52.47 49.21 49.51 -2.25 22,610 63,098 +792
Apr17 160707 52.22 52.79 49.67 49.88 -2.23 5,392 24,931 +1,031
May17 160707 52.55 53.13 50.04 50.25 -2.21 3,256 22,677 -19
Jun17 160707 52.93 53.45 50.39 50.61 -2.18 23,703 97,159 +589
Jul17 160707 50.97 50.97 50.97 50.97 -2.16 597 17,743 +88
Aug17 160707 51.30 51.30 51.30 51.30 -2.14 1,101 16,531 +154
Sep17 160707 51.30 51.59 51.30 51.59 -2.11 2,420 36,405 +1,032
Oct17 160707 51.88 51.88 51.88 51.88 -2.09 215 14,307 +78
Total Volume and Open Interest 800,161 2,186,047 -37,465
Gas Oil(ICE)
Jul16 160707 430.50 435.75 405.25 418.00 +0.75 38,509 40,113 -5,710
Aug16 160707 437.50 441.25 411.50 424.00 +1.00 94,443 123,795 +664
Sep16 160707 443.00 446.75 418.00 430.50 +1.75 63,932 74,541 -930
Oct16 160707 447.25 452.00 424.00 436.00 +2.00 28,181 48,735 -882
Nov16 160707 450.25 455.25 428.75 439.75 +2.00 13,414 45,637 +1,324
Dec16 160707 453.50 458.25 430.75 443.00 +2.00 39,661 94,150 +1,799
Jan17 160707 457.75 462.25 436.00 447.25 +2.00 5,906 31,225 +2,001
Feb17 160707 461.00 466.25 441.25 451.50 +2.25 2,897 14,620 +852
Mar17 160707 464.25 469.50 447.00 455.00 +2.25 2,551 21,710 +149
Apr17 160707 470.50 472.25 448.00 458.00 +2.25 1,398 10,237 -120
Total Volume and Open Interest 317,135 670,134 +1,052
Ethanol(CBOT)
Aug16 160707 1.590 1.595 1.554 1.559 -0.010 164 2,075 +9
Sep16 160707 1.535 1.543 1.535 1.535 -0.010 81 889 -16
Oct16 160707 1.495 1.498 1.495 1.498 -0.010 0 350 +0
Nov16 160707 1.461 1.461 1.459 1.461 -0.010 0 408 +0
Dec16 160707 1.426 1.426 1.426 1.426 -0.010 0 1,167 +0
Jan17 160707 1.402 1.402 1.402 1.402 -0.010 60 195 +40
Feb17 160707 1.399 1.399 1.399 1.399 -0.010 60 63 +45
Mar17 160707 1.399 1.399 1.399 1.399 -0.010      
Total Volume and Open Interest 380 5,155 +67
WTI Crude Oil(ICE)
Aug16 160707 47.76 48.25 44.88 45.14 -2.29 29,049 56,776 +235
Sep16 160707 48.41 48.93 45.57 45.84 -2.30 41,252 60,621 -734
Oct16 160707 49.00 49.52 46.18 46.46 -2.29 23,007 22,240 +689
Nov16 160707 49.60 50.08 46.75 47.07 -2.27 11,827 24,970 +540
Dec16 160707 50.10 50.61 47.33 47.64 -2.25 17,688 92,884 -460
Jan17 160707 50.82 50.99 47.82 48.12 -2.24 1,666 15,711 -3
Feb17 160707 51.19 51.42 48.45 48.53 -2.22 1,276 14,974 +424
Mar17 160707 50.60 50.60 48.84 48.88 -2.20 2,245 13,212 +814
Apr17 160707 49.18 49.18 49.18 49.18 -2.17 302 2,646 +48
May17 160707 49.46 49.46 49.46 49.46 -2.14 134 1,454 -24
Jun17 160707 51.40 51.40 49.71 49.73 -2.11 3,318 29,175 -353
Jul17 160707 49.96 49.96 49.96 49.96 -2.09 107 1,788 +26
Aug17 160707 50.18 50.18 50.18 50.18 -2.07 78 718 +6
Sep17 160707 50.41 50.41 50.41 50.41 -2.05 932 5,775 +758
Oct17 160707 50.66 50.66 50.66 50.66 -2.03 6 1,278 -1
Nov17 160707 50.93 50.93 50.93 50.93 -2.01 2 756 +0
Total Volume and Open Interest 137,183 446,351 +2,650
US Dollar Index(ICE)
Sep16 160707 96.125 96.390 95.990 96.382 +0.253 21,408 46,983 +821
Dec16 160707 96.195 96.427 96.045 96.427 +0.252 498 2,617 +319
Mar17 160707 96.478 96.478 96.478 96.478 +0.253 29 1,444 +18
Total Volume and Open Interest 21,935 51,060 +1,158
Australian Dollar(CME)
Sep16 160707 74.98 75.20 74.48 74.56 -0.43 127,057 71,847 +521
Dec16 160707 74.71 74.98 74.27 74.33 -0.43 205 1,131 +78
Mar17 160707 74.14 74.14 74.14 74.14 -0.42 0 11 +0
Total Volume and Open Interest 127,262 72,989 +599
British Pound(CME)
Sep16 160707 129.34 130.58 128.88 129.06 -0.29 173,004 225,794 +8,913
Dec16 160707 129.58 130.73 129.08 129.24 -0.28 816 1,893 +318
Mar17 160707 129.87 130.67 129.30 129.42 -0.29 4 102 +4
Total Volume and Open Interest 173,980 227,939 +9,081
Canadian Dollar(CME)
Sep16 160707 77.16 77.66 76.79 76.80 -0.39 71,386 112,324 +763
Dec16 160707 77.18 77.65 76.81 76.81 -0.39 126 3,688 +7
Mar17 160707 77.33 77.66 76.82 76.82 -0.39 48 326 -3
Jun17 160707 76.85 77.67 76.85 76.85 -0.38 0 116 +0
Total Volume and Open Interest 71,560 116,494 +767
Japanese Yen(CME)
Sep16 160707 98.89 99.65 98.84 99.47 +0.61 110,892 149,619 +2,710
Dec16 160707 99.49 99.99 99.35 99.84 +0.63 91 656 +36
Mar17 160707 100.23 100.28 99.88 100.23 +0.62 3 36 +2
Total Volume and Open Interest 110,986 150,417 +2,748
Swiss Franc(CME)
Sep16 160707 102.98 103.07 102.51 102.54 -0.53 19,889 34,700 -188
Dec16 160707 103.51 103.52 103.10 103.10 -0.53 0 81 +0
Mar17 160707 103.62 103.62 103.62 103.62 -0.54      
Total Volume and Open Interest 19,889 34,796 -188
EuroFX(CME)
Sep16 160707 111.27 111.38 110.81 110.84 -0.50 182,561 355,995 +12,305
Dec16 160707 111.58 111.75 111.21 111.23 -0.50 322 4,539 +16
Mar17 160707 111.65 112.13 111.52 111.65 -0.50 2 1,448 +1
Total Volume and Open Interest 183,132 362,649 +12,247
Mexican Peso(CME)
Jul16 160707 528.88 528.88 528.88 528.88 -3.00 0 8 +0
Aug16 160707 528.00 528.00 528.00 528.00 -3.00      
Total Volume and Open Interest 52,902 103,117 -2,236
Brazilian Real(CME)
Aug16 160707 297.35 299.00 294.70 295.95 -2.20 1,937 22,680 -338
Sep16 160707 296.50 296.50 292.10 293.10 -2.10 84 3,485 +15
Oct16 160707 290.80 290.80 290.80 290.80 -2.10      
Nov16 160707 288.15 288.15 288.15 288.15 -2.15      
Total Volume and Open Interest 2,021 26,195 -323
30-Year T-Bonds(CBOT)
Sep16 160707 176~080 176~220 175~090 176~080 +0~120 247,924 566,716 +7,574
Dec16 160707 174~160 174~300 173~300 174~250 +0~120 112 124 +42
Mar17 160707 173~210 173~210 173~210 173~210 +0~120      
Total Volume and Open Interest 248,036 566,840 +7,616
10-Year T-Notes(CBOT)
Sep16 160707 133~270 133~300 133~110 133~220 +0~005 1,121,073 2,807,894 +30,592
Dec16 160707 132~250 132~265 132~190 132~260 +0~005 471 3,058 +421
Mar17 160707 132~000 132~000 132~000 132~000 +0~005      
Total Volume and Open Interest 1,121,544 2,810,952 +31,013
5-Year T-Notes(CBOT)
Sep16 160707 122~142 122~156 122~054 122~116 +0~004 481,497 2,630,738 -13,454
Dec16 160707 122~116 122~116 122~116 122~116 +0~004      
Total Volume and Open Interest 481,497 2,630,738 -13,454
2 Year T-Notes(CBOT)
Sep16 160707 109~212 109~216 109~184 109~202 -0~004 196,487 1,101,281 +19,495
Dec16 160707 109~186 109~186 109~186 109~186 -0~004      
Mar17 160707 109~186 109~186 109~186 109~186 -0~004      
Total Volume and Open Interest 196,487 1,101,281 +19,495
Eurodollars(CME)
Sep16 160707 99.340 99.340 99.310 99.320 -0.015 159,679 1,204,990 +6,668
Dec16 160707 99.315 99.315 99.280 99.290 -0.015 226,854 1,344,227 -3,249
Mar17 160707 99.295 99.300 99.260 99.275 -0.010 186,475 947,543 +10,295
Jun17 160707 99.270 99.270 99.230 99.250 -0.005 160,581 823,846 +5,392
Sep17 160707 99.235 99.240 99.190 99.215 -0.005 186,439 803,792 +4,414
Dec17 160707 99.185 99.195 99.140 99.170 unch 252,022 1,174,453 -4,028
Mar18 160707 99.160 99.170 99.110 99.145 +0.005 121,882 590,061 +4,047
Jun18 160707 99.130 99.135 99.070 99.110 +0.005 105,418 451,779 +11,053
Sep18 160707 99.090 99.095 99.030 99.070 +0.005 96,356 410,555 +5,200
Dec18 160707 99.040 99.050 98.980 99.025 +0.010 122,073 561,427 +3,284
Mar19 160707 99.010 99.015 98.940 98.990 +0.010 80,190 329,155 +3,794
Jun19 160707 98.955 98.970 98.900 98.950 +0.015 74,842 265,566 +3,092
Sep19 160707 98.915 98.925 98.850 98.905 +0.020 52,448 222,665 +6,407
Dec19 160707 98.860 98.870 98.795 98.850 +0.020 49,705 215,189 -2,416
Mar20 160707 98.820 98.825 98.750 98.810 +0.020 27,411 125,323 +140
Jun20 160707 98.770 98.775 98.700 98.760 +0.025 32,638 81,158 +2,935
Sep20 160707 98.715 98.725 98.655 98.710 +0.025 24,124 83,688 -350
Dec20 160707 98.660 98.670 98.600 98.655 +0.025 22,819 88,241 -1,385
Total Volume and Open Interest 2,046,181 10,138,678 +32,801
Ultra T-Bond(CBOT)
Sep16 160707 192~02 192~24 190~27 192~01 +0~15 99,685 581,350 +453
Dec16 160707 191~04 191~04 191~04 191~04 +0~15      
Mar17 160707 190~04 190~04 190~04 190~04 +0~15      
Total Volume and Open Interest 99,685 581,350 +453
Ultra 10-Yr T-Note(CBOT)
Sep16 160707 147~095 147~140 146~180 147~005 -0~010 66,523 139,213 +936
Dec16 160707 146~245 146~245 146~245 146~245 -0~010      
Mar17 160707 146~245 146~245 146~245 146~245 -0~010      
Total Volume and Open Interest 66,523 139,213 +936
30 Day Federal Funds(CBOT)
Jul16 160707 99.615 99.615 99.610 99.613 -0.002 13,088 190,183 -3,649
Aug16 160707 99.620 99.625 99.615 99.620 -0.005 14,383 163,240 -4,167
Sep16 160707 99.620 99.620 99.615 99.620 unch 9,452 53,911 +1,295
Oct16 160707 99.620 99.620 99.610 99.620 unch 15,615 134,974 -1,729
Nov16 160707 99.630 99.630 99.610 99.620 unch 7,196 55,074 +2,938
Dec16 160707 99.620 99.620 99.600 99.615 unch 6,429 38,916 -760
Total Volume and Open Interest 87,575 834,392 -762
3-Mth Euro-Yen(CME)
Sep16 160707 99.990 99.990 99.990 99.990 unch      
Dec16 160707 99.990 99.990 99.990 99.990 unch      
Mar17 160707 99.990 99.990 99.990 99.990 unch      
Jun17 160707 99.990 99.990 99.990 99.990 unch      
Sep17 160707 99.990 99.990 99.990 99.990 unch      
Dec17 160707 99.990 99.990 99.990 99.990 unch      
Mar18 160707 99.995 99.995 99.995 99.995 unch      
Jun18 160707 99.855 99.855 99.855 99.855 unch      
Sep18 160707 99.715 99.715 99.715 99.715 unch      
Dec18 160707 99.575 99.575 99.575 99.575 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep16 160707 99.99 99.99 99.99 99.99 unch      
Dec16 160707 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160707 99.99 99.99 99.99 99.99 unch      
Jun17 160707 99.99 99.99 99.99 99.99 unch      
Sep17 160707 99.99 99.99 99.99 99.99 unch      
Dec17 160707 99.99 99.99 99.99 99.99 unch      
Mar18 160707 100.00 100.00 100.00 100.00 unch      
Jun18 160707 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160707 153.48 153.64 153.35 153.57 +0.07 832 18,303 +35
Dec16 160707 153.57 153.57 153.57 153.57 +0.07 0 1 +0
Mar17 160707 153.49 153.49 153.49 153.49 +0.07      
Total Volume and Open Interest 832 18,304 +35
Euro-Buxl(EUREX)
Sep16 160707 196.80 197.04 194.40 195.46 -1.14 32,665 139,711 +8,958
Dec16 160707 193.76 193.76 193.76 193.76 -1.14 3 27 +1
Mar17 160707 193.76 193.76 193.76 193.76 -1.14      
Total Volume and Open Interest 32,668 139,738 +8,959
Euro-Bund(EUREX)
Sep16 160707 167.77 167.79 167.25 167.57 -0.15 500,982 1,556,421 +97,533
Dec16 160707 164.71 164.90 164.59 164.90 -0.12 29 159 +16
Mar17 160707 167.07 167.07 167.07 167.07 -0.15 2 5 +2
Total Volume and Open Interest 501,013 1,556,585 +97,551
Euro-Bobl(EUREX)
Sep16 160707 133.86 133.87 133.75 133.86 +0.01 382,227 1,247,448 +43,874
Dec16 160707 131.80 131.80 131.80 131.80 +0.01 0 107 +0
Mar17 160707 133.86 133.86 133.86 133.86 +0.01      
Total Volume and Open Interest 382,227 1,247,555 +43,874
Euro-Schatz(EUREX)
Sep16 160707 112.12 112.13 112.10 112.12 +0.01 202,796 1,071,694 +47,549
Dec16 160707 112.09 112.09 112.09 112.09 +0.00 0 185 +0
Mar17 160707 112.09 112.09 112.09 112.09 +0.00      
Total Volume and Open Interest 202,796 1,071,879 +47,549
3-Mth Euribor(EUREX)
Sep16 160707 100.335 100.340 100.335 100.335 -0.005 11 5,018 +11
Dec16 160707 100.370 100.370 100.370 100.370 -0.005 31 2,175 +23
Mar17 160707 100.385 100.385 100.385 100.385 unch 30 3,810 +30
Total Volume and Open Interest 105 96,524 +94
Long Gilt(LIFFE)
Sep16 160707 130~03 130~05 129~17 129~27 -0~05 141,307 464,211 +3,793
Dec16 160707 128~24 128~24 128~24 128~24 -0~05      
Total Volume and Open Interest 141,307 464,211 +3,793
3-Mth Short Sterling(LIFFE)
Sep16 160707 99.68 99.69 99.67 99.68 -0.01 125,817 489,637 +23,234
Dec16 160707 99.72 99.73 99.70 99.70 -0.01 74,497 525,332 +17,332
Mar17 160707 99.71 99.73 99.69 99.70 -0.01 47,641 349,340 -55
Jun17 160707 99.71 99.73 99.68 99.69 -0.01 48,823 281,364 +6,925
Sep17 160707 99.70 99.72 99.67 99.69 -0.01 49,866 256,903 -173
Dec17 160707 99.70 99.71 99.66 99.68 -0.01 61,074 266,340 +7,233
Total Volume and Open Interest 611,214 3,015,451 +62,556
3-Mth Euribor(LIFFE)
Sep16 160707 100.340 100.340 100.330 100.335 -0.005 40,707 366,400 +370
Dec16 160707 100.370 100.375 100.365 100.365 -0.005 42,000 453,205 -6,242
Mar17 160707 100.380 100.390 100.375 100.380 -0.005 24,022 411,729 +866
Total Volume and Open Interest 320,748 3,087,631 +7,737
3-Mth Aus T-Bills(SFE)
Sep16 160707 98.13 98.14 98.12 98.14 +0.01 25,832 207,533 +2,149
Dec16 160707 98.22 98.23 98.20 98.23 +0.01 39,405 183,795 -5,823
Mar17 160707 98.27 98.29 98.25 98.28 +0.01 13,986 137,474 -1,217
Jun17 160707 98.30 98.33 98.29 98.31 +0.01 7,467 117,392 -2,239
Sep17 160707 98.33 98.35 98.31 98.33 unch 8,020 89,046 -2,148
Dec17 160707 98.34 98.37 98.33 98.34 unch 5,087 71,384 +113
Mar18 160707 98.34 98.37 98.32 98.34 unch 2,290 40,789 -198
Jun18 160707 98.34 98.36 98.32 98.33 -0.01 2,053 33,305 +1,085
Sep18 160707 98.31 98.32 98.30 98.32 unch 123 5,141 +119
Dec18 160707 98.29 98.29 98.28 98.28 -0.01 3 2,807 +1
Total Volume and Open Interest 104,372 891,072 -8,250
10-Year Aus T-Bonds(SFE)
Sep16 160707 98.13 98.17 98.10 98.13 unch 87,378 846,032 -1,442
Dec16 160707 98.13 98.13 98.13 98.13 unch      
Total Volume and Open Interest 87,378 846,032 -1,442
3-Year Aus T-Bonds(SFE)
Sep16 160707 98.56 98.59 98.54 98.56 unch 148,287 756,105 +4,218
Dec16 160707 98.56 98.56 98.56 98.56 unch      
Total Volume and Open Interest 148,287 756,105 +4,218
Gold(CMX)
Aug16 160707 1365.7 1372.9 1352.0 1362.1 -5.0 353,805 440,793 +371
Oct16 160707 1369.2 1375.5 1356.0 1365.7 -5.0 5,911 38,066 +895
Dec16 160707 1372.4 1379.6 1359.5 1369.4 -4.9 24,602 117,940 +11,675
Feb17 160707 1378.9 1381.0 1363.7 1372.5 -5.0 1,572 15,659 -137
Apr17 160707 1383.4 1383.4 1366.0 1375.2 -5.0 1,824 6,904 -192
Jun17 160707 1381.9 1385.5 1369.3 1377.7 -5.0 3,137 12,518 -5
Aug17 160707 1383.9 1383.9 1379.0 1380.1 -5.1 16 1,646 -1
Oct17 160707 1378.2 1382.4 1378.2 1382.4 -5.2 21 725 +6
Dec17 160707 1382.5 1384.6 1380.0 1384.6 -5.2 772 7,990 -377
Feb18 160707 1386.4 1386.4 1386.4 1386.4 -5.5 0 45 +0
Apr18 160707 1388.0 1388.0 1388.0 1388.0 -5.8 1 3 +1
Jun18 160707 1389.5 1399.9 1387.3 1389.5 -6.2 33 3,590 -5
Total Volume and Open Interest 393,410 652,971 +12,156
Silver(CMX)
Jul16 160707 2014.0 2022.0 1953.0 1979.8 -36.2 948 1,556 -433
Sep16 160707 2016.5 2033.5 1952.5 1983.8 -36.5 172,612 155,821 -3,541
Dec16 160707 2023.0 2035.5 1963.5 1991.6 -36.5 5,974 40,007 +198
Mar17 160707 2005.0 2008.0 1974.0 1999.3 -36.5 538 6,867 +260
May17 160707 2038.0 2038.0 2004.0 2004.0 -36.5 40 230 +2
Jul17 160707 1983.0 2008.7 1979.5 2008.7 -36.2 89 2,523 +85
Sep17 160707 2013.0 2088.0 2013.0 2013.0 -36.2 5 222 -1
Total Volume and Open Interest 181,404 211,347 -3,321
Platinum(NYMEX)
Jul16 160707 1091.3 1091.3 1088.3 1091.1 +4.2 156 212 -423
Oct16 160707 1091.0 1096.5 1079.8 1095.1 +3.8 24,764 60,689 +1,773
Jan17 160707 1090.9 1098.0 1082.2 1097.6 +4.0 156 2,739 +94
Apr17 160707 1099.1 1099.1 1073.8 1099.1 +4.0 2 80 +1
Total Volume and Open Interest 25,118 63,840 +1,456
Palladium(NYMEX)
Sep16 160707 608.40 613.05 600.00 612.35 +4.80 7,658 21,051 -76
Dec16 160707 609.40 613.35 601.85 613.35 +4.80 58 520 +28
Mar17 160707 614.75 614.75 614.75 614.75 +4.80 0 42 +0
Total Volume and Open Interest 7,725 21,620 -53
Copper(CMX)
Jul16 160707 214.45 215.10 211.60 212.25 -2.90 1,353 3,130 -422
Sep16 160707 215.45 216.25 211.70 212.35 -3.00 111,383 107,076 -1,778
Dec16 160707 216.05 217.10 212.65 213.30 -3.00 3,142 37,660 +694
Mar17 160707 216.90 217.30 213.45 214.05 -3.05 411 8,223 +135
May17 160707 216.55 216.55 214.65 214.65 -3.00 6 1,468 -5
Total Volume and Open Interest 116,684 164,665 -1,326
E-mini DJIA Index(CBOT)
Sep16 160707 17825 17895 17726 17818 -16 150,836 98,927 -4,755
Dec16 160707 17732 17797 17642 17724 -16 91 324 +34
Mar17 160707 17660 17660 17600 17643 -16 0 29 +0
Jun17 160707 17602 17602 17602 17602 -16      
Total Volume and Open Interest 150,927 99,280 -4,721
S & P 500(CME)
Sep16 160707 2091.50 2097.80 2089.50 2092.00 -2.10 7,479 87,015 +927
Dec16 160707 2083.40 2093.00 2074.00 2083.40 -2.10 0 1,390 +1
Mar17 160707 2075.70 2085.30 2066.30 2075.70 -2.10      
Jun17 160707 2069.50 2079.60 2060.60 2069.50 -2.60      
Total Volume and Open Interest 7,479 88,405 +927
S & P 500 E-Mini(Globex)
Sep16 160707 2092.00 2102.00 2081.75 2092.00 -2.00 1,862,935 2,990,285 +26,226
Dec16 160707 2083.25 2093.25 2073.25 2083.50 -2.00 2,817 12,811 -149
Mar17 160707 2074.50 2085.25 2066.00 2075.75 -2.00 638 642 +266
Jun17 160707 2069.50 2080.00 2067.50 2069.50 -2.50 1 208 +1
Total Volume and Open Interest 1,866,391 3,003,946 +26,344
NASDAQ 100 E-Mini(Globex)
Sep16 160707 4434.80 4461.30 4427.50 4452.30 +12.80 200,656 199,778 +1,833
Dec16 160707 4433.50 4452.30 4421.50 4444.80 +12.80 66 271 -51
Mar17 160707 4437.50 4437.50 4437.50 4437.50 +12.70 16 45 +12
Total Volume and Open Interest 200,738 200,097 +1,794
S&P Midcap 400(CME) e-Mini
Sep16 160707 1485.70 1499.50 1482.80 1488.60 +1.90 22,058 81,168 +1,245
Dec16 160707 1483.20 1490.40 1481.00 1483.20 +1.90 1 10 -1
Mar17 160707 1483.70 1483.70 1483.70 1483.70 +1.90      
Total Volume and Open Interest 22,059 81,178 +1,244
Volatility Index(CBOE)
Jul16 160707 16.20 16.90 15.75 15.93 -0.25 111,558 158,491 -1,435
Aug16 160707 17.85 18.40 17.49 17.68 -0.15 67,851 138,280 +9,951
Sep16 160707 19.08 19.50 18.75 18.93 -0.10 21,588 35,187 +2,610
Oct16 160707 19.78 20.15 19.52 19.63 -0.10 9,967 25,554 +1,582
Total Volume and Open Interest 225,300 409,385 +14,985
Russell 2000(ICE)
Sep16 160707 1141.90 1154.70 1138.60 1146.10 +1.80 81,291 330,998 +990
Dec16 160707 1141.10 1141.10 1141.10 1141.10 +1.80 0 933 +2
Total Volume and Open Interest 81,291 332,346 +992
Nikkei 225(CME)
Sep16 160707 15430 15470 15285 15360 -85 17,224 35,046 -333
Dec16 160707 15330 15400 15200 15330 -85 116 130 +56
Total Volume and Open Interest 17,340 35,176 -277
Nikkei 225(SGX)
Sep16 160707 15330 15395 15095 15270 -20 52,197 191,718 -2,523
Dec16 160707 15095 15245 15000 15155 -20 260 5,747 +130
Mar17 160707 15125 15125 15125 15125 -15      
Total Volume and Open Interest 57,236 213,407 -187
Nikkei 225(CME) Yen
Sep16 160707 15360 15400 15210 15290 -80 61,286 75,077 -1,608
Dec16 160707 15155 15240 15095 15155 -80 1 26 +0
Mar17 160707 15105 15105 15105 15105 -80      
Total Volume and Open Interest 61,287 75,103 -1,608
Nikkei 225(CME) e-Mini Yen
Sep16 160707 15290 15290 15180 15290 -80 3 10 +0
Dec16 160707 15160 15160 15155 15160 -80      
Mar17 160707 15110 15110 15105 15110 -80      
Total Volume and Open Interest 3 10 +0
CAC 40(EURONEXT)
Jul16 160707 4118.5 4167.5 4088.5 4117.0 +32.0 98,379 265,449 +11,763
Aug16 160707 4112.5 4157.5 4095.0 4115.0 +32.0 301 607 -6
Sep16 160707 4114.5 4156.5 4092.5 4113.0 +32.0 463 9,456 +90
Total Volume and Open Interest 99,143 275,557 +11,847
Hang Seng Index(HKFE)
Jul16 160707 20494 20748 20310 20706 +196 111,735 93,408 -5,378
Aug16 160707 20400 20688 20265 20655 +192 430 1,080 +0
Sep16 160707 20330 20622 20228 20586 +196 875 5,159 +515
Total Volume and Open Interest 113,119 103,358 -4,851
DAX(EUREX)
Sep16 160707 9425.0 9497.0 9351.5 9413.0 +54.5 93,580 139,347 +19,200
Dec16 160707 9400.0 9480.0 9339.0 9399.0 +55.0 167 4,222 +78
Mar17 160707 9391.0 9391.0 9391.0 9391.0 +54.5 3 160 +1
Total Volume and Open Interest 93,750 143,729 +19,279
Mini-DAX(EUREX)
Sep16 160707 9425.0 9497.0 9351.0 9413.0 +54.5 24,099 10,503 +1,629
Dec16 160707 9409.0 9479.0 9360.0 9399.0 +55.0 26 170 +4
Mar17 160707 9424.0 9424.0 9391.0 9391.0 +54.5 1 8 +0
Total Volume and Open Interest 24,126 10,681 +1,633
FT-SE 100(EURONEXT)
Sep16 160707 6482.50 6528.00 6452.00 6490.50 +75.00 213,264 623,304 +31,325
Dec16 160707 6455.00 6455.00 6430.00 6449.00 +75.00 31 112 +9
Mar17 160707 6393.00 6393.00 6393.00 6393.00 +62.00      
Total Volume and Open Interest 213,295 623,416 +31,334
SPI 200(SFE)
Sep16 160707 5158.0 5201.0 5119.0 5192.0 +38.0 29,879 257,092 +303
Dec16 160707 5178.0 5178.0 5178.0 5178.0 +38.0 24 2,486 +1
Mar17 160707 5129.0 5129.0 5129.0 5129.0 +38.0 0 1,431 +0
Total Volume and Open Interest 29,938 261,979 +328
FTSE MIB(ISE)
Sep16 160707 15565.00 15700.00 15375.00 15423.00 -29.00 37,807 46,188 +252
Dec16 160707 15525.00 15525.00 15265.00 15298.00 -27.00 31 191 +2
Mar17 160707 15305.00 15305.00 15305.00 15305.00 -27.00      
Total Volume and Open Interest 37,838 46,379 +254
KOSPI 200(KFE)
Sep16 160707 241.90 245.75 241.50 244.90 +2.75 85,401 110,831 -596
Dec16 160707 242.80 246.40 242.35 245.75 +2.85 486 7,231 +128
Mar17 160707 241.90 243.30 241.90 243.30 +3.40 1 809 -9
Total Volume and Open Interest 85,888 121,925 -303
GSCI(CME)
Jul16 160707 368.25 370.35 353.90 354.45 -11.10 261 11,635 +6
Aug16 160707 360.00 371.25 355.70 355.90 -11.15 3 203 +3
Sep16 160707 357.40 357.40 357.40 357.40 -11.15      
Total Volume and Open Interest 264 11,838 +9
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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