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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon July 11, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul16 160711 1105.00 1105.00 1081.75 1082.75 -7.00 1,133 2,597 -570
Aug16 160711 1094.75 1101.00 1073.50 1077.00 -6.25 40,769 110,783 +941
Sep16 160711 1080.50 1086.75 1059.75 1063.50 -5.00 19,175 42,299 -133
Nov16 160711 1072.00 1077.25 1050.75 1055.00 -2.75 182,075 405,403 +862
Jan17 160711 1070.25 1076.25 1049.75 1054.50 -2.50 14,950 42,201 +1,413
Mar17 160711 1048.25 1054.00 1029.00 1036.25 -1.00 13,329 68,671 +376
May17 160711 1037.75 1042.75 1022.25 1027.75 -0.50 6,679 30,814 +406
Jul17 160711 1040.50 1042.50 1021.25 1026.50 -0.75 7,057 32,171 +328
Aug17 160711 1025.00 1025.00 1012.00 1012.00 -0.75 5 401 -1
Sep17 160711 982.00 982.00 982.00 982.00 -0.75 6 181 +1
Nov17 160711 964.00 969.00 946.25 954.50 -5.00 5,117 26,386 +1,444
Jan18 160711 954.50 954.50 954.50 954.50 -5.25 120 274 +78
Mar18 160711 952.75 952.75 952.75 952.75 -5.75 32 45 +0
May18 160711 954.75 954.75 954.75 954.75 -5.25 44 61 +18
Total Volume and Open Interest 290,551 762,532 +5,190
Soybean Meal(CBOT)
Jul16 160711 379.00 385.50 373.60 373.70 -5.00 687 1,569 -472
Aug16 160711 378.80 384.60 371.80 372.60 -3.70 19,333 47,653 -1,038
Sep16 160711 374.60 381.30 369.70 370.20 -3.50 12,917 49,520 -477
Oct16 160711 376.40 377.70 367.00 367.90 -3.20 8,316 30,481 -685
Dec16 160711 373.10 377.00 365.40 367.40 -2.90 52,234 160,010 +13
Jan17 160711 371.00 372.40 361.30 363.50 -3.00 3,870 22,984 -346
Mar17 160711 358.40 360.00 351.70 354.80 -0.90 3,684 25,419 +803
May17 160711 345.80 348.50 343.30 346.40 +0.60 1,844 17,332 +311
Jul17 160711 344.70 347.90 342.00 345.00 +0.40 1,357 12,067 +187
Aug17 160711 342.00 342.50 340.40 340.40 +0.30 81 1,799 -18
Total Volume and Open Interest 105,906 375,703 -1,463
Soybean Oil(CBOT)
Jul16 160711 30.38 30.61 30.25 30.25 -0.02 1,226 727 -672
Aug16 160711 30.35 30.80 30.28 30.33 -0.02 24,414 61,900 +816
Sep16 160711 30.49 30.91 30.40 30.44 -0.02 10,957 33,703 +489
Oct16 160711 30.60 31.00 30.52 30.55 -0.02 5,999 19,353 +598
Dec16 160711 30.78 31.24 30.69 30.75 -0.03 57,254 177,409 +3,554
Jan17 160711 31.10 31.44 30.89 30.95 -0.02 7,443 24,471 -972
Mar17 160711 31.20 31.60 31.07 31.13 -0.01 4,229 18,173 +315
May17 160711 31.36 31.74 31.25 31.31 unch 1,572 13,908 +169
Jul17 160711 31.69 31.92 31.51 31.55 unch 1,377 6,289 +97
Aug17 160711 31.90 31.90 31.64 31.64 +0.01 368 3,104 +207
Total Volume and Open Interest 116,050 366,196 +5,008
Canola(WCE)
Jul16 160711 467.9 467.9 467.9 467.9 +0.5      
Nov16 160711 471.1 477.0 469.5 470.5 +0.5 22,242 121,105 -892
Jan17 160711 479.6 484.2 476.8 477.1 +0.4 1,457 15,546 +324
Mar17 160711 488.8 489.0 482.4 482.5 +0.1 465 4,396 +135
May17 160711 491.3 493.0 486.6 486.7 -0.1 392 2,729 +107
Total Volume and Open Interest 25,587 150,298 +400
Corn(CBOT)
Jul16 160711 354.25 354.75 341.75 343.75 -6.00 2,550 1,900 -1,119
Sep16 160711 360.00 360.75 344.00 348.25 -6.75 105,738 551,690 -4,530
Dec16 160711 367.00 368.00 351.25 355.50 -7.00 182,533 488,083 +6,127
Mar17 160711 375.00 376.00 359.75 364.00 -6.50 29,425 103,096 +1,699
May17 160711 376.75 380.25 365.50 369.50 -6.25 10,381 24,456 +845
Jul17 160711 385.00 385.25 370.50 374.50 -6.00 8,440 62,805 +1,354
Sep17 160711 384.25 384.75 371.75 375.00 -6.25 2,049 11,347 +294
Dec17 160711 388.00 390.00 376.25 379.75 -5.75 5,529 34,840 -60
Mar18 160711 387.50 389.25 387.50 389.25 -5.50 140 1,663 +4
May18 160711 394.50 394.50 394.50 394.50 -5.25 11 525 +0
Total Volume and Open Interest 346,920 1,282,715 +4,620
Wheat(CBOT)
Jul16 160711 423.50 423.75 416.25 416.25 -4.50 169 239 -132
Sep16 160711 437.00 442.00 426.50 430.50 -4.50 70,740 260,168 +4,766
Dec16 160711 458.00 464.00 448.00 453.00 -3.50 25,967 116,218 +3,162
Mar17 160711 475.75 481.75 466.00 471.50 -3.00 7,043 34,529 +426
May17 160711 487.50 492.75 478.00 483.50 -3.00 1,832 8,369 +408
Jul17 160711 497.00 500.25 486.25 491.25 -3.50 1,727 20,275 +188
Total Volume and Open Interest 107,992 445,946 +8,922
Wheat(KCBT)
Jul16 160711 409.75 409.75 400.50 401.00 -4.25 298 340 -270
Sep16 160711 424.00 424.50 413.00 416.75 -4.50 18,675 135,787 -810
Dec16 160711 448.00 449.25 437.75 441.75 -4.25 4,887 47,421 +436
Mar17 160711 463.25 465.50 454.00 458.25 -4.25 1,186 17,008 +247
May17 160711 474.75 474.75 466.50 468.75 -4.00 508 7,027 -104
Jul17 160711 477.25 479.25 476.00 478.75 -3.50 1,098 11,304 +138
Sep17 160711 494.00 494.50 491.00 493.00 -4.00 201 1,068 +116
Total Volume and Open Interest 26,866 220,558 -243
Wheat(MGE)
Jul16 160711 497.50 497.50 487.50 487.75 -10.00 2 9 -125
Sep16 160711 501.00 506.25 497.25 499.75 -1.25 5,447 28,401 +388
Dec16 160711 519.25 520.25 513.00 514.75 -1.50 2,115 14,236 +504
Mar17 160711 530.25 536.00 527.25 529.00 -1.75 1,160 8,359 +262
May17 160711 544.50 544.50 537.25 538.50 -1.75 249 3,672 +26
Jul17 160711 547.75 547.75 545.75 547.50 -0.75 155 2,145 +65
Total Volume and Open Interest 9,224 57,788 +1,119
Oats(CBOT)
Jul16 160711 239.00 239.00 236.50 236.50 +8.25 3 71 +0
Sep16 160711 196.75 205.00 196.00 203.75 +8.50 89 3,389 -6
Dec16 160711 197.75 206.25 197.25 205.75 +8.25 220 5,826 +62
Mar17 160711 207.00 211.75 207.00 211.75 +5.75 11 891 -5
Total Volume and Open Interest 323 10,177 +51
Rough Rice(CBOT)
Jul16 160711 10.75 10.75 10.75 10.75 +0.06 0 5 +0
Sep16 160711 10.63 10.72 10.57 10.69 +0.06 343 7,693 -105
Nov16 160711 10.89 10.94 10.82 10.94 +0.05 39 1,618 -4
Jan17 160711 11.19 11.19 11.19 11.19 +0.04 0 98 +0
Total Volume and Open Interest 382 9,461 -109
Live Cattle(CME)
Aug16 160711 112.000 112.180 109.230 109.350 -2.880 17,821 111,317 -615
Oct16 160711 112.000 112.100 109.330 109.330 -3.000 11,036 69,637 +2,503
Dec16 160711 113.650 113.650 110.785 110.885 -2.900 7,959 43,720 +134
Feb17 160711 113.430 113.635 111.000 111.180 -2.605 3,234 13,260 +872
Apr17 160711 112.700 113.000 110.385 110.580 -2.520 886 8,732 +168
Jun17 160711 107.080 107.180 104.350 104.550 -2.680 348 3,175 +159
Total Volume and Open Interest 41,391 251,435 +3,271
Feeder Cattle(CME)
Aug16 160711 142.830 143.285 138.950 139.450 -4.000 3,776 23,660 -370
Sep16 160711 142.100 142.250 138.000 138.350 -4.150 1,357 6,285 +162
Oct16 160711 141.000 141.235 136.985 137.450 -4.035 996 5,476 +111
Nov16 160711 138.535 138.900 134.685 135.235 -3.895 545 4,801 -2
Jan17 160711 134.685 135.000 131.435 132.200 -3.250 175 1,730 +60
Mar17 160711 132.700 133.050 129.350 130.700 -2.585 38 412 +10
Apr17 160711 131.400 131.400 130.350 130.350 -2.050 14 46 +1
Total Volume and Open Interest 6,905 42,428 -28
Lean Hogs(CME)
Jul16 160711 80.550 80.550 79.580 79.635 -0.415 3,728 10,992 -1,116
Aug16 160711 78.830 78.980 78.135 78.350 -0.480 19,805 80,708 -6,067
Oct16 160711 68.600 68.700 67.800 67.930 -0.670 8,921 75,269 +418
Dec16 160711 62.350 62.350 61.430 61.580 -0.600 5,244 45,838 +364
Feb17 160711 65.850 65.850 64.975 65.200 -0.650 2,204 20,335 +131
Apr17 160711 70.650 70.650 69.785 69.930 -0.720 2,439 13,207 +853
May17 160711 74.800 74.800 74.500 74.500 -0.385 11 165 +6
Jun17 160711 78.450 78.550 77.650 78.180 -0.550 290 1,472 +182
Total Volume and Open Interest 42,679 248,349 -5,218
Class III Milk(CME)
Jul16 160711 15.20 15.27 15.17 15.19 -0.01 520 5,402 -19
Aug16 160711 15.90 16.02 15.70 15.77 -0.19 371 4,581 -13
Sep16 160711 16.03 16.08 15.83 15.89 -0.17 198 3,911 -7
Oct16 160711 16.09 16.12 15.97 16.03 -0.12 119 3,410 +20
Nov16 160711 16.07 16.10 16.00 16.04 -0.06 53 3,121 +21
Dec16 160711 15.88 15.93 15.83 15.89 -0.01 15 2,730 +2
Jan17 160711 15.75 15.82 15.75 15.82 unch 12 1,119 +11
Feb17 160711 15.90 15.90 15.90 15.90 unch 8 969 +7
Mar17 160711 15.91 15.91 15.91 15.91 unch 9 907 +8
Apr17 160711 16.05 16.05 16.05 16.05 unch 34 833 +34
May17 160711 16.27 16.27 16.16 16.16 unch 33 701 +33
Jun17 160711 16.32 16.32 16.32 16.32 unch 24 604 +20
Jul17 160711 16.37 16.39 16.36 16.39 +0.03 9 178 +6
Total Volume and Open Interest 1,443 29,301 +161
Cocoa(ICE)
Jul16 160711 3136 3138 3136 3138 +2 3 14 -5
Sep16 160711 3100 3132 3094 3101 +4 17,343 92,201 -208
Dec16 160711 3058 3093 3057 3070 +11 10,138 59,017 +1,855
Mar17 160711 3027 3058 3023 3037 +12 3,755 40,989 +1,363
May17 160711 3009 3038 3008 3021 +11 478 8,194 +118
Jul17 160711 3018 3018 3006 3009 +11 94 2,654 +41
Sep17 160711 3007 3007 3000 3000 +11 46 3,877 +10
Total Volume and Open Interest 31,857 211,349 +3,174
Coffee "C"(ICE)
Jul16 160711 144.85 148.00 144.85 147.95 +5.20 14 34 -12
Sep16 160711 145.10 149.95 145.05 149.30 +5.20 16,838 96,777 -908
Dec16 160711 148.05 152.80 148.05 152.15 +5.10 4,812 42,591 +86
Mar17 160711 150.55 155.45 150.55 154.80 +5.00 1,741 15,810 -17
May17 160711 152.70 157.00 152.45 156.35 +4.90 737 8,961 +435
Jul17 160711 154.15 158.00 154.15 157.60 +4.80 71 3,107 -17
Total Volume and Open Interest 24,422 175,742 -277
Orange Juice(ICE)
Jul16 160711 185.90 185.90 179.70 179.70 -9.25 68 514 -18
Sep16 160711 188.00 188.50 177.95 178.00 -9.95 925 14,598 +218
Nov16 160711 184.85 184.85 177.65 177.65 -7.55 128 2,135 -31
Jan17 160711 181.75 181.75 176.75 176.75 -5.50 30 806 +18
Mar17 160711 176.00 176.00 176.00 176.00 -5.45 5 61 +4
May17 160711 175.35 175.35 175.35 175.35 -5.40 0 4 +0
Total Volume and Open Interest 1,156 18,120 +191
Sugar #11(ICE)
Oct16 160711 19.64 20.40 19.57 20.28 +0.71 71,387 463,407 -8,208
Mar17 160711 19.81 20.57 19.81 20.45 +0.64 25,565 212,154 -1,704
May17 160711 19.10 19.77 19.09 19.66 +0.58 7,956 56,779 +432
Jul17 160711 18.47 19.13 18.47 19.04 +0.55 3,691 44,249 +760
Oct17 160711 18.31 18.72 18.19 18.63 +0.47 1,138 30,314 +110
Mar18 160711 18.07 18.49 18.05 18.42 +0.41 277 13,689 -13
May18 160711 17.58 17.93 17.58 17.88 +0.31 46 3,970 -26
Jul18 160711 17.33 17.60 17.33 17.56 +0.22 28 4,423 +1
Total Volume and Open Interest 110,099 834,332 -8,644
London Cocoa(LCE)
Jul16 160711 2547 2575 2547 2564 +18 11,141 21,436 -5,717
Sep16 160711 2501 2518 2491 2497 -2 23,804 103,980 +5,151
Dec16 160711 2435 2450 2427 2432 -2 8,145 66,149 -1,092
Mar17 160711 2381 2398 2378 2381 unch 6,822 52,455 +2,011
May17 160711 2376 2381 2364 2368 +1 1,159 18,132 +283
Jul17 160711 2369 2373 2361 2361 +2 94 2,492 +26
Sep17 160711 2353 2353 2353 2353 +2 11 1,487 +2
Total Volume and Open Interest 51,176 266,562 +664
London Sugar(LCE)
Oct16 160711 545.50 558.40 543.00 556.30 +15.50 6,170 40,476 +260
Dec16 160711 541.10 553.00 539.40 551.70 +14.80 992 16,039 +133
Mar17 160711 538.30 550.20 537.10 548.40 +14.80 786 15,895 +183
May17 160711 528.00 540.00 528.00 538.60 +14.40 700 5,799 +221
Aug17 160711 518.30 528.50 518.30 527.20 +13.20 245 3,608 +93
Total Volume and Open Interest 14,358 103,163 -784
Cotton(ICE)
Oct16 160711 66.37 68.15 66.37 68.14 +2.22 13 121 +3
Dec16 160711 65.94 67.85 65.88 67.78 +1.97 14,485 147,711 -1,101
Mar17 160711 65.96 67.91 65.96 67.84 +1.91 2,207 22,637 -26
May17 160711 66.43 68.05 66.43 67.99 +1.85 369 4,050 +191
Jul17 160711 66.97 68.25 66.97 68.25 +1.68 110 3,042 +84
Oct17 160711 68.31 68.31 68.31 68.31 +1.47      
Total Volume and Open Interest 17,367 182,996 -715
Lumber(CME)
Jul16 160711 313.3 316.0 312.5 314.5 +2.4 67 278 -23
Sep16 160711 321.1 324.7 319.7 322.2 +3.0 380 3,508 +97
Nov16 160711 326.2 327.4 326.2 326.6 +1.4 10 241 -2
Jan17 160711 331.2 331.2 330.1 330.1 +1.0 1 36 -1
Total Volume and Open Interest 458 4,113 +71
Crude Oil(NYM)
Aug16 160711 45.07 45.77 44.42 44.76 -0.65 710,893 373,022 -14,651
Sep16 160711 45.77 46.49 45.20 45.52 -0.60 203,360 314,608 +20,498
Oct16 160711 46.46 47.13 45.91 46.22 -0.53 41,596 112,469 +3,588
Nov16 160711 47.05 47.76 46.54 46.93 -0.44 26,050 114,404 -1,147
Dec16 160711 47.62 48.34 47.12 47.60 -0.35 99,158 248,046 +1,897
Jan17 160711 48.03 48.84 47.63 48.17 -0.27 14,676 55,694 -715
Feb17 160711 48.52 49.08 48.09 48.65 -0.20 5,670 31,506 +854
Mar17 160711 48.99 49.50 48.45 49.06 -0.15 13,622 66,487 -484
Apr17 160711 48.96 49.52 48.96 49.41 -0.11 4,513 19,754 +581
May17 160711 49.62 50.05 49.62 49.72 -0.08 2,041 18,625 +81
Jun17 160711 49.90 50.50 49.33 50.01 -0.07 24,202 73,297 +357
Jul17 160711 50.56 50.67 50.18 50.27 -0.06 2,250 17,301 +396
Aug17 160711 50.51 50.51 50.51 50.51 -0.05 893 13,421 +87
Sep17 160711 50.77 50.77 50.77 50.77 -0.04 5,561 32,100 +559
Oct17 160711 51.03 51.03 51.03 51.03 -0.04 943 10,781 +196
Nov17 160711 51.32 51.32 51.32 51.32 -0.04 1,059 11,799 +258
Total Volume and Open Interest 1,213,731 1,764,736 +13,025
e-miNY Crude Oil(NYM)
Aug16 160711 45.025 45.775 44.425 44.750 -0.650 14,680 2,143 +295
Sep16 160711 45.650 46.425 45.175 45.525 -0.600 651 539 -8
Oct16 160711 46.250 47.100 45.800 46.225 -0.525 74 107 +5
Nov16 160711 47.200 47.650 46.775 46.925 -0.450 10 23 -5
Dec16 160711 47.300 48.250 47.000 47.600 -0.350 20 301 +1
Jan17 160711 47.750 48.425 47.750 48.175 -0.275 0 15 +0
Feb17 160711 48.650 48.650 48.650 48.650 -0.200 0 9 +0
Mar17 160711 49.050 49.050 49.050 49.050 -0.150 0 12 +0
Apr17 160711 49.400 49.400 49.400 49.400 -0.125      
May17 160711 49.725 49.725 49.725 49.725 -0.075      
Total Volume and Open Interest 15,444 3,326 +295
NY Harbor ULSD(NYM)
Aug16 160711 141.16 143.11 139.59 141.63 +0.40 78,435 75,704 -4,382
Sep16 160711 143.16 145.43 142.05 143.86 +0.14 37,560 70,307 +121
Oct16 160711 145.81 147.61 144.41 146.07 +0.08 20,796 36,317 +1,089
Nov16 160711 147.64 149.66 146.94 148.15 +0.04 11,774 24,553 -456
Dec16 160711 149.65 151.54 148.53 150.08 unch 21,671 47,927 -26
Jan17 160711 150.70 153.22 150.70 151.92 -0.05 3,680 21,758 +375
Feb17 160711 154.68 154.68 152.92 153.26 -0.10 2,033 11,228 -136
Mar17 160711 152.70 155.29 152.70 153.89 -0.13 1,386 15,273 +123
Apr17 160711 154.49 154.49 153.37 153.71 -0.12 608 6,682 -21
May17 160711 154.43 154.43 153.38 153.89 -0.12 727 3,238 +147
Jun17 160711 155.42 155.63 154.00 154.42 -0.10 3,475 19,278 +570
Jul17 160711 155.27 155.27 155.27 155.27 -0.10 557 2,359 -51
Aug17 160711 156.22 156.22 156.22 156.22 -0.10 604 1,509 +55
Sep17 160711 157.37 157.37 157.37 157.37 -0.10 278 1,540 +92
Total Volume and Open Interest 185,745 365,021 -1,945
RBOB Gasoline(NYM)
Aug16 160711 136.64 140.14 135.09 138.35 +1.27 75,727 103,653 -5,513
Sep16 160711 138.03 141.14 136.53 139.22 +0.74 57,786 83,635 +184
Oct16 160711 130.69 133.39 129.11 131.65 +0.54 36,235 49,178 +5,653
Nov16 160711 130.19 132.74 128.69 131.12 +0.52 19,778 30,036 -698
Dec16 160711 129.98 132.28 128.33 130.80 +0.53 23,017 40,868 -623
Jan17 160711 130.52 132.95 130.26 131.56 +0.54 7,085 14,636 +809
Feb17 160711 133.05 133.79 132.49 132.98 +0.59 1,560 2,780 +111
Mar17 160711 132.86 135.93 132.86 135.02 +0.71 3,369 10,154 +269
Apr17 160711 155.37 155.48 153.69 154.65 +0.45 3,156 9,013 +840
May17 160711 156.24 156.24 154.75 155.62 +0.36 1,140 4,544 -77
Total Volume and Open Interest 236,547 380,640 +1,782
e-miNY RBOB Gasoline(NYM)
Aug16 160711 138.40 138.40 138.35 138.40 +1.30 0 1 +0
Sep16 160711 139.20 139.22 139.20 139.20 +0.70      
Oct16 160711 131.70 131.70 131.65 131.70 +0.60      
Nov16 160711 131.10 131.12 131.10 131.10 +0.50      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Aug16 160711 2.819 2.871 2.696 2.702 -0.099 138,168 186,636 -5,708
Sep16 160711 2.803 2.855 2.681 2.684 -0.104 58,063 226,011 +3,101
Oct16 160711 2.845 2.890 2.730 2.735 -0.092 39,984 108,450 -329
Nov16 160711 3.008 3.045 2.910 2.919 -0.071 20,516 71,894 +1,979
Dec16 160711 3.272 3.301 3.187 3.198 -0.053 14,898 54,171 +828
Jan17 160711 3.402 3.431 3.319 3.331 -0.053 20,277 108,868 +515
Feb17 160711 3.396 3.415 3.306 3.321 -0.049 5,023 29,333 -133
Mar17 160711 3.358 3.360 3.263 3.275 -0.043 9,658 63,141 -66
Apr17 160711 3.083 3.106 3.030 3.052 -0.030 11,661 51,259 -753
May17 160711 3.069 3.070 3.006 3.030 -0.023 4,010 20,093 -419
Jun17 160711 3.111 3.111 3.042 3.069 -0.020 3,115 17,039 +1,141
Jul17 160711 3.134 3.134 3.093 3.103 -0.018 2,301 12,589 -249
Aug17 160711 3.146 3.146 3.092 3.113 -0.017 1,086 13,259 +75
Sep17 160711 3.115 3.119 3.073 3.092 -0.015 674 7,963 -30
Oct17 160711 3.142 3.142 3.090 3.116 -0.013 2,580 19,431 +104
Nov17 160711 3.166 3.168 3.142 3.168 -0.011 1,536 8,698 -99
Total Volume and Open Interest 337,405 1,056,801 +555
Brent Crude Oil(ICE)
Sep16 160711 46.49 47.10 45.90 46.25 -0.51 328,097 464,773 -10,293
Oct16 160711 47.14 47.74 46.55 46.90 -0.48 119,347 236,176 +5,277
Nov16 160711 47.66 48.26 47.09 47.49 -0.41 71,677 199,691 +482
Dec16 160711 48.22 48.91 47.75 48.19 -0.35 140,500 373,788 -668
Jan17 160711 48.64 49.42 48.30 48.76 -0.31 23,675 94,902 -1,599
Feb17 160711 49.21 49.88 48.78 49.24 -0.28 16,186 71,349 +1,855
Mar17 160711 49.56 50.29 49.20 49.67 -0.26 18,930 66,070 +1,151
Apr17 160711 50.02 50.64 49.65 50.08 -0.24 7,399 25,970 +1,102
May17 160711 50.36 50.93 50.04 50.49 -0.22 6,556 24,192 +1,065
Jun17 160711 50.73 51.43 50.37 50.86 -0.21 31,298 100,220 +690
Jul17 160711 51.23 51.23 51.23 51.23 -0.21 1,365 18,175 +381
Aug17 160711 51.58 51.58 51.58 51.58 -0.20 1,077 17,704 +607
Sep17 160711 51.89 51.89 51.89 51.89 -0.19 3,921 37,707 +508
Oct17 160711 52.19 52.19 52.19 52.19 -0.19 777 14,658 +285
Total Volume and Open Interest 851,144 2,211,025 +7,783
Gas Oil(ICE)
Jul16 160711 406.25 413.25 402.50 408.00 +0.75 43,575 24,995 -8,100
Aug16 160711 412.75 420.25 409.25 415.25 +1.00 126,850 114,724 +3,007
Sep16 160711 420.75 426.50 416.25 421.50 +0.50 87,608 76,393 +763
Oct16 160711 426.50 431.75 422.25 427.25 +0.25 46,065 48,810 +474
Nov16 160711 429.50 435.00 426.25 430.75 -0.25 24,218 49,080 +1,523
Dec16 160711 432.50 438.75 429.75 434.25 -0.25 47,131 95,924 +7
Jan17 160711 437.25 442.50 434.25 438.50 -0.25 6,310 32,249 +972
Feb17 160711 441.50 445.50 439.25 442.75 -0.25 3,191 14,983 +46
Mar17 160711 443.75 450.25 443.25 446.50 -0.25 2,969 22,631 +167
Apr17 160711 448.25 452.75 446.25 449.75 -0.25 1,404 10,852 +333
Total Volume and Open Interest 408,349 657,978 +278
Ethanol(CBOT)
Aug16 160711 1.594 1.605 1.576 1.579 -0.009 183 2,032 -57
Sep16 160711 1.558 1.558 1.557 1.557 -0.009 32 896 +5
Oct16 160711 1.519 1.519 0.001 1.519 -0.009 15 346 -4
Nov16 160711 1.480 1.480 1.476 1.480 -0.010 5 394 -2
Dec16 160711 1.443 1.443 0.001 1.443 -0.010 0 1,167 +0
Jan17 160711 1.419 1.419 0.001 1.419 -0.010 0 195 +0
Feb17 160711 1.416 1.416 0.001 1.416 -0.010 0 63 +0
Mar17 160711 1.416 1.416 0.001 1.416 -0.010      
Total Volume and Open Interest 235 5,093 -58
WTI Crude Oil(ICE)
Aug16 160711 45.26 45.76 44.43 44.76 -0.65 35,815 55,100 +635
Sep16 160711 45.90 46.45 45.20 45.52 -0.60 43,427 64,502 +3,536
Oct16 160711 46.54 47.10 45.92 46.22 -0.53 21,117 23,126 +572
Nov16 160711 47.01 47.73 46.55 46.93 -0.44 13,547 28,146 +1,274
Dec16 160711 47.75 48.32 47.20 47.60 -0.35 21,598 91,793 +201
Jan17 160711 48.09 48.82 47.84 48.17 -0.27 2,243 15,742 +51
Feb17 160711 48.68 49.02 48.41 48.65 -0.20 2,074 16,390 +547
Mar17 160711 49.36 49.36 48.81 49.06 -0.15 1,922 14,607 +609
Apr17 160711 49.68 49.68 49.16 49.41 -0.11 535 2,985 +103
May17 160711 49.72 49.72 49.72 49.72 -0.08 220 1,477 -11
Jun17 160711 50.26 50.27 49.75 50.01 -0.07 2,465 29,971 +493
Jul17 160711 50.27 50.27 50.27 50.27 -0.06 168 1,670 -76
Aug17 160711 50.51 50.51 50.51 50.51 -0.05 96 714 -13
Sep17 160711 50.77 50.77 50.77 50.77 -0.04 623 6,288 +523
Oct17 160711 51.03 51.03 51.03 51.03 -0.04 74 1,279 -1
Nov17 160711 51.32 51.32 51.32 51.32 -0.04 46 775 -4
Total Volume and Open Interest 153,242 455,879 +8,500
US Dollar Index(ICE)
Sep16 160711 96.350 96.805 96.285 96.590 +0.262 16,059 47,168 -1,219
Dec16 160711 96.410 96.845 96.340 96.625 +0.253 255 2,837 +59
Mar17 160711 96.540 96.675 96.540 96.675 +0.248 2 1,417 +0
Total Volume and Open Interest 16,316 51,438 -1,160
Australian Dollar(CME)
Sep16 160711 75.45 75.57 75.03 75.16 -0.35 98,013 72,769 +83
Dec16 160711 75.15 75.33 74.82 74.93 -0.35 125 1,197 +43
Mar17 160711 74.75 74.75 74.75 74.75 -0.33 0 11 +0
Total Volume and Open Interest 98,138 73,977 +126
British Pound(CME)
Sep16 160711 129.54 130.29 128.60 130.14 +0.55 106,305 227,495 +300
Dec16 160711 129.68 130.44 128.79 130.31 +0.55 150 2,018 -27
Mar17 160711 129.60 130.52 129.54 130.52 +0.57 29 127 +25
Total Volume and Open Interest 106,485 229,791 +299
Canadian Dollar(CME)
Sep16 160711 76.65 76.75 76.11 76.16 -0.50 62,865 110,208 -875
Dec16 160711 76.68 76.74 76.13 76.17 -0.50 217 3,674 +4
Mar17 160711 76.73 76.73 76.15 76.19 -0.50 53 327 -14
Jun17 160711 76.21 76.21 76.21 76.21 -0.51 0 116 +0
Total Volume and Open Interest 63,135 114,365 -885
Japanese Yen(CME)
Sep16 160711 99.66 99.71 97.40 97.52 -2.27 87,884 148,085 -17
Dec16 160711 99.90 100.04 97.79 97.89 -2.27 358 732 +62
Mar17 160711 98.29 98.29 98.20 98.29 -2.28 0 37 +0
Total Volume and Open Interest 88,242 148,960 +45
Swiss Franc(CME)
Sep16 160711 102.14 102.25 101.83 102.13 +0.01 11,182 35,288 +348
Dec16 160711 102.69 102.80 102.42 102.71 +0.02 7 65 -4
Mar17 160711 103.23 103.23 103.15 103.23 +0.03      
Total Volume and Open Interest 11,189 35,368 +344
EuroFX(CME)
Sep16 160711 110.80 111.04 110.43 110.85 +0.07 106,400 366,498 +4,935
Dec16 160711 111.20 111.41 110.84 111.25 +0.08 129 4,506 +7
Mar17 160711 111.56 111.76 111.30 111.67 +0.09 0 1,446 +0
Total Volume and Open Interest 106,530 373,118 +4,942
Mexican Peso(CME)
Jul16 160711 540.63 540.63 540.63 540.63 +1.00 0 8 +0
Aug16 160711 539.75 539.75 539.75 539.75 +1.00      
Total Volume and Open Interest 37,281 101,794 +1,512
Brazilian Real(CME)
Aug16 160711 300.30 301.70 298.90 300.75 -1.00 1,317 22,641 -190
Sep16 160711 296.00 299.15 296.00 297.80 -1.00 19 3,464 -4
Oct16 160711 295.45 295.45 295.45 295.45 -1.00      
Nov16 160711 292.70 292.70 292.70 292.70 -1.00      
Total Volume and Open Interest 1,336 26,135 -194
30-Year T-Bonds(CBOT)
Sep16 160711 177~030 177~110 175~200 175~220 -1~080 251,017 565,818 -2,791
Dec16 160711 175~150 175~150 174~060 174~070 -1~080 9 141 -1
Mar17 160711 173~030 173~030 173~030 173~030 -1~080      
Total Volume and Open Interest 251,026 565,959 -2,792
10-Year T-Notes(CBOT)
Sep16 160711 133~275 133~285 133~045 133~050 -0~205 1,171,819 2,820,038 +10,771
Dec16 160711 132~255 132~255 132~085 132~090 -0~195 15 2,816 +1
Mar17 160711 131~150 131~150 131~150 131~150 -0~195      
Total Volume and Open Interest 1,171,834 2,822,854 +10,772
5-Year T-Notes(CBOT)
Sep16 160711 122~136 122~136 122~002 122~010 -0~116 516,592 2,647,400 +5,377
Dec16 160711 122~010 122~010 122~010 122~010 -0~116      
Total Volume and Open Interest 516,592 2,647,400 +5,377
2 Year T-Notes(CBOT)
Sep16 160711 109~194 109~194 109~156 109~162 -0~026 277,118 1,077,591 -35,960
Dec16 160711 109~146 109~146 109~146 109~146 -0~026      
Mar17 160711 109~146 109~146 109~146 109~146 -0~026      
Total Volume and Open Interest 277,118 1,077,591 -35,960
Eurodollars(CME)
Sep16 160711 99.315 99.315 99.295 99.300 -0.010 243,971 1,214,010 -6,443
Dec16 160711 99.275 99.275 99.240 99.245 -0.030 283,839 1,401,791 +14,329
Mar17 160711 99.260 99.260 99.205 99.210 -0.045 243,032 953,638 +8,316
Jun17 160711 99.240 99.240 99.170 99.175 -0.055 225,339 829,041 -2,275
Sep17 160711 99.205 99.205 99.130 99.135 -0.065 234,173 829,970 +16,736
Dec17 160711 99.165 99.165 99.080 99.085 -0.075 323,435 1,222,971 +5,020
Mar18 160711 99.145 99.145 99.055 99.060 -0.080 147,182 592,277 -458
Jun18 160711 99.130 99.130 99.025 99.030 -0.085 150,214 457,634 -424
Sep18 160711 99.085 99.085 98.990 98.995 -0.090 124,492 423,801 +5,528
Dec18 160711 99.040 99.045 98.950 98.955 -0.085 153,792 580,526 +9,538
Mar19 160711 99.005 99.020 98.925 98.930 -0.085 84,342 339,752 +1,507
Jun19 160711 98.980 98.980 98.885 98.895 -0.085 80,566 268,012 +1,025
Sep19 160711 98.940 98.940 98.845 98.855 -0.085 40,546 226,927 +1,174
Dec19 160711 98.890 98.890 98.800 98.805 -0.085 55,349 223,741 +6,089
Mar20 160711 98.850 98.855 98.765 98.770 -0.080 36,256 122,390 -736
Jun20 160711 98.805 98.810 98.715 98.725 -0.080 38,962 90,473 +5,826
Sep20 160711 98.760 98.765 98.665 98.675 -0.085 21,709 87,232 +2,544
Dec20 160711 98.705 98.710 98.610 98.620 -0.085 21,784 85,446 -1,737
Total Volume and Open Interest 2,596,510 10,373,045 +67,014
Ultra T-Bond(CBOT)
Sep16 160711 193~12 193~26 191~13 191~15 -1~20 78,936 583,761 +876
Dec16 160711 190~18 190~18 190~18 190~18 -1~20 255 0 +0
Mar17 160711 189~18 189~18 189~18 189~18 -1~20      
Total Volume and Open Interest 79,191 583,761 +876
Ultra 10-Yr T-Note(CBOT)
Sep16 160711 147~120 147~135 146~135 146~140 -0~275 55,093 147,811 +1,580
Dec16 160711 146~060 146~060 146~060 146~060 -0~275      
Mar17 160711 146~060 146~060 146~060 146~060 -0~275      
Total Volume and Open Interest 55,093 147,811 +1,580
30 Day Federal Funds(CBOT)
Jul16 160711 99.613 99.613 99.610 99.613 unch 7,411 174,677 -4,580
Aug16 160711 99.615 99.615 99.610 99.615 unch 19,638 155,622 -2,469
Sep16 160711 99.610 99.610 99.600 99.605 -0.005 6,620 55,407 -592
Oct16 160711 99.600 99.600 99.585 99.590 -0.010 17,475 128,525 -6,621
Nov16 160711 99.605 99.605 99.590 99.595 -0.005 11,878 57,506 +1,947
Dec16 160711 99.595 99.595 99.570 99.575 -0.015 7,278 38,046 -126
Total Volume and Open Interest 101,938 807,145 -11,124
3-Mth Euro-Yen(CME)
Sep16 160711 99.990 99.990 99.990 99.990 unch      
Dec16 160711 99.990 99.990 99.990 99.990 unch      
Mar17 160711 99.990 99.990 99.990 99.990 unch      
Jun17 160711 99.990 99.990 99.990 99.990 unch      
Sep17 160711 99.990 99.990 99.990 99.990 unch      
Dec17 160711 99.990 99.990 99.990 99.990 unch      
Mar18 160711 99.995 99.995 99.995 99.995 unch      
Jun18 160711 99.855 99.855 99.855 99.855 unch      
Sep18 160711 99.715 99.715 99.715 99.715 unch      
Dec18 160711 99.575 99.575 99.575 99.575 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep16 160711 99.99 99.99 99.99 99.99 unch      
Dec16 160711 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160711 99.99 99.99 99.99 99.99 unch      
Jun17 160711 99.99 99.99 99.99 99.99 unch      
Sep17 160711 99.99 99.99 99.99 99.99 unch      
Dec17 160711 99.99 99.99 99.99 99.99 unch      
Mar18 160711 100.00 100.00 100.00 100.00 unch      
Jun18 160711 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160711 153.70 153.73 153.56 153.56 -0.01 2,075 18,560 +257
Dec16 160711 153.56 153.56 153.56 153.56 -0.01 0 1 +0
Mar17 160711 153.48 153.48 153.48 153.48 -0.01      
Total Volume and Open Interest 2,075 18,561 +257
Euro-Buxl(EUREX)
Sep16 160711 196.14 197.24 195.04 195.50 -0.68 37,902 139,096 -660
Dec16 160711 194.44 194.44 193.78 193.78 -0.68 0 25 +0
Mar17 160711 193.78 193.78 193.78 193.78 -0.68      
Total Volume and Open Interest 37,902 139,121 -660
Euro-Bund(EUREX)
Sep16 160711 167.85 168.05 167.43 167.58 -0.21 556,051 1,589,043 -6,595
Dec16 160711 165.11 165.25 164.86 164.90 -0.21 27 192 -10
Mar17 160711 167.50 167.50 167.08 167.08 -0.21 0 5 +0
Total Volume and Open Interest 556,078 1,589,240 -6,605
Euro-Bobl(EUREX)
Sep16 160711 133.95 134.04 133.88 133.92 -0.03 439,533 1,310,431 +20,253
Dec16 160711 131.91 131.91 131.91 131.91 -0.01 0 107 +0
Mar17 160711 132.50 133.92 132.50 133.92 -0.03      
Total Volume and Open Interest 439,533 1,310,538 +20,253
Euro-Schatz(EUREX)
Sep16 160711 112.15 112.17 112.14 112.14 +0.00 207,241 1,092,924 -10,918
Dec16 160711 112.11 112.11 112.11 112.11 +0.00 0 185 +0
Mar17 160711 112.11 112.11 112.11 112.11 +0.00      
Total Volume and Open Interest 207,241 1,093,109 -10,918
3-Mth Euribor(EUREX)
Sep16 160711 100.335 100.335 100.330 100.330 -0.005 5 5,007 +0
Dec16 160711 100.370 100.375 100.370 100.370 -0.005 4 2,150 +0
Mar17 160711 100.390 100.390 100.390 100.390 unch 4 3,814 +0
Total Volume and Open Interest 33 96,497 +7
Long Gilt(LIFFE)
Sep16 160711 130~13 130~23 130~02 130~05 -0~04 184,257 479,553 +3,007
Dec16 160711 129~03 129~03 129~03 129~03 -0~04      
Total Volume and Open Interest 184,257 479,553 +3,007
3-Mth Short Sterling(LIFFE)
Sep16 160711 99.69 99.69 99.68 99.68 +0.01 48,258 483,133 -62
Dec16 160711 99.72 99.74 99.71 99.71 +0.01 32,535 547,673 +6,284
Mar17 160711 99.72 99.73 99.70 99.70 +0.01 42,139 343,727 +2,316
Jun17 160711 99.71 99.73 99.69 99.69 +0.01 44,813 283,621 +7,041
Sep17 160711 99.70 99.72 99.67 99.68 unch 37,290 268,072 +4,256
Dec17 160711 99.69 99.71 99.66 99.67 unch 52,068 266,902 +2,164
Total Volume and Open Interest 404,166 3,042,686 +28,204
3-Mth Euribor(LIFFE)
Sep16 160711 100.335 100.340 100.330 100.330 -0.005 40,702 371,991 -2,423
Dec16 160711 100.370 100.380 100.365 100.370 -0.005 30,093 464,957 +5,204
Mar17 160711 100.390 100.400 100.380 100.390 unch 25,005 410,728 +1,246
Total Volume and Open Interest 295,471 3,125,841 +16,481
3-Mth Aus T-Bills(SFE)
Sep16 160711 98.13 98.13 98.11 98.13 unch 16,650 206,555 +219
Dec16 160711 98.21 98.23 98.20 98.21 -0.01 34,162 181,133 -6,733
Mar17 160711 98.27 98.28 98.24 98.26 -0.01 22,955 138,727 -420
Jun17 160711 98.29 98.30 98.26 98.29 -0.01 14,131 117,296 -3,172
Sep17 160711 98.31 98.32 98.28 98.30 -0.02 18,065 84,502 -3,530
Dec17 160711 98.31 98.33 98.30 98.31 -0.02 7,351 71,258 +2,909
Mar18 160711 98.32 98.33 98.28 98.30 -0.02 4,231 43,093 +408
Jun18 160711 98.31 98.31 98.28 98.29 -0.03 1,036 33,632 -201
Sep18 160711 98.26 98.29 98.26 98.28 -0.03 561 5,147 -89
Dec18 160711 98.26 98.26 98.24 98.24 -0.04 927 3,536 +695
Total Volume and Open Interest 120,069 887,425 -10,014
10-Year Aus T-Bonds(SFE)
Sep16 160711 98.10 98.12 98.05 98.09 -0.02 118,636 868,677 +3,413
Dec16 160711 98.09 98.09 98.09 98.09 -0.02      
Total Volume and Open Interest 118,636 868,677 +3,413
3-Year Aus T-Bonds(SFE)
Sep16 160711 98.53 98.54 98.50 98.52 -0.02 134,983 767,794 -22,357
Dec16 160711 98.52 98.52 98.52 98.52 -0.02      
Total Volume and Open Interest 134,983 767,794 -22,357
Gold(CMX)
Aug16 160711 1368.9 1376.5 1351.8 1356.6 -1.8 218,463 427,890 -9,483
Oct16 160711 1374.2 1379.9 1356.0 1360.2 -1.8 4,507 38,192 -163
Dec16 160711 1376.3 1383.5 1359.4 1364.0 -1.7 14,022 129,020 +6,905
Feb17 160711 1380.7 1383.6 1363.1 1367.2 -1.7 271 15,723 +29
Apr17 160711 1384.3 1384.3 1368.8 1370.2 -1.5 82 6,912 -1
Jun17 160711 1372.7 1372.8 1372.7 1372.8 -1.4 301 13,020 +105
Aug17 160711 1390.1 1391.5 1375.0 1375.4 -1.2 25 1,675 +23
Oct17 160711 1381.3 1381.3 1377.8 1377.8 -1.2 24 738 +22
Dec17 160711 1391.0 1394.4 1380.1 1380.1 -1.1 216 8,252 +102
Feb18 160711 1382.1 1382.1 1382.1 1382.1 -0.9 0 45 +0
Apr18 160711 1383.9 1383.9 1383.9 1383.9 -0.8 0 3 +0
Jun18 160711 1385.7 1385.7 1385.7 1385.7 -0.7 12 3,760 +0
Total Volume and Open Interest 239,828 654,853 -1,149
Silver(CMX)
Jul16 160711 2037.0 2060.5 2021.5 2026.4 +20.6 536 1,399 -78
Sep16 160711 2040.0 2076.0 2017.0 2030.4 +20.5 68,735 152,857 -671
Dec16 160711 2046.5 2082.0 2025.0 2038.4 +20.7 2,896 40,345 +229
Mar17 160711 2072.5 2088.0 2046.3 2046.3 +20.9 410 7,099 +91
May17 160711 2051.1 2051.1 2051.1 2051.1 +21.1 44 427 -4
Jul17 160711 2080.0 2088.0 2055.9 2055.9 +21.2 55 2,556 +33
Sep17 160711 2060.6 2060.6 2060.6 2060.6 +21.5 0 172 +0
Total Volume and Open Interest 73,387 209,279 -176
Platinum(NYMEX)
Jul16 160711 1094.0 1104.7 1094.0 1104.7 +7.7 8 132 -72
Oct16 160711 1104.0 1109.6 1093.3 1108.1 +7.9 15,272 63,310 +981
Jan17 160711 1108.4 1110.5 1098.6 1110.5 +7.8 67 2,783 +16
Apr17 160711 1111.6 1112.2 1103.0 1112.2 +8.9 0 80 +0
Total Volume and Open Interest 15,377 66,416 +919
Palladium(NYMEX)
Sep16 160711 619.60 627.60 615.60 625.75 +8.65 3,647 20,790 -92
Dec16 160711 625.40 626.75 621.55 626.75 +8.55 82 698 +72
Mar17 160711 628.10 628.10 628.10 628.10 +8.55 0 42 +0
Total Volume and Open Interest 3,729 21,539 -20
Copper(CMX)
Jul16 160711 214.05 216.30 214.05 214.70 +2.85 893 2,484 -262
Sep16 160711 212.50 216.75 212.15 214.75 +2.85 53,415 108,749 +3,530
Dec16 160711 213.35 217.60 213.30 215.70 +2.85 2,689 37,970 +324
Mar17 160711 215.55 218.45 215.55 216.65 +2.90 1,095 8,304 +74
May17 160711 218.50 218.50 217.10 217.30 +2.95 43 1,312 -3
Total Volume and Open Interest 58,465 166,007 +3,682
E-mini DJIA Index(CBOT)
Sep16 160711 18044 18197 18033 18147 +109 134,784 101,537 -796
Dec16 160711 17923 18100 17923 18050 +106 43 317 -18
Mar17 160711 17917 17969 17802 17969 +106 2 31 +2
Jun17 160711 17928 17928 17928 17928 +106      
Total Volume and Open Interest 134,829 101,885 -812
S & P 500(CME)
Sep16 160711 2123.50 2132.00 2123.40 2130.30 +9.80 4,307 88,186 +629
Dec16 160711 2121.90 2128.00 2121.90 2121.90 +9.90 0 1,383 -7
Mar17 160711 2114.50 2120.40 2114.50 2114.50 +10.10      
Jun17 160711 2107.90 2113.80 2107.90 2107.90 +10.10      
Total Volume and Open Interest 4,307 89,569 +622
S & P 500 E-Mini(Globex)
Sep16 160711 2120.25 2136.75 2120.00 2130.25 +9.75 1,666,356 2,972,636 -18,545
Dec16 160711 2111.50 2128.00 2111.25 2122.00 +10.00 2,859 12,880 -31
Mar17 160711 2105.75 2120.50 2104.25 2114.50 +10.00 203 536 -102
Jun17 160711 2108.00 2108.00 2108.00 2108.00 +10.25 0 208 +0
Total Volume and Open Interest 1,669,418 2,986,260 -18,678
NASDAQ 100 E-Mini(Globex)
Sep16 160711 4519.50 4563.50 4515.80 4549.50 +32.20 184,871 203,125 -2,499
Dec16 160711 4515.00 4552.30 4515.00 4540.80 +32.30 52 254 -4
Mar17 160711 4534.50 4538.00 4534.50 4534.50 +32.20 0 45 +0
Total Volume and Open Interest 184,923 203,427 -2,503
S&P Midcap 400(CME) e-Mini
Sep16 160711 1516.40 1529.60 1515.10 1525.50 +8.70 15,320 81,702 +60
Dec16 160711 1520.10 1520.80 1520.10 1520.10 +8.70 0 10 +0
Mar17 160711 1520.60 1520.60 1520.60 1520.60 +8.70      
Total Volume and Open Interest 15,320 81,712 +60
Volatility Index(CBOE)
Jul16 160711 14.65 14.85 14.34 14.63 -0.15 99,305 146,804 -5,412
Aug16 160711 16.75 16.80 16.30 16.73 -0.04 68,420 155,380 +10,741
Sep16 160711 18.25 18.30 17.85 18.18 -0.10 16,516 37,452 +1,340
Oct16 160711 19.11 19.15 18.75 19.03 -0.12 6,788 27,588 +853
Total Volume and Open Interest 201,446 422,782 +9,992
Russell 2000(ICE)
Sep16 160711 1171.50 1189.60 1171.00 1187.50 +14.00 76,013 330,976 +26
Dec16 160711 1182.50 1182.50 1182.50 1182.50 +14.00 0 933 +0
Total Volume and Open Interest 76,013 332,324 +26
Nikkei 225(CME)
Sep16 160711 15500 16210 15425 16145 +735 12,168 34,847 -289
Dec16 160711 15420 16145 15420 16120 +740 0 128 +0
Total Volume and Open Interest 12,168 34,975 -289
Nikkei 225(SGX)
Sep16 160711 15185 15800 15105 15720 +580 84,304 197,412 +3,348
Dec16 160711 15150 15605 15075 15605 +575 304 5,946 -2
Mar17 160711 15570 15570 15570 15570 +445      
Total Volume and Open Interest 101,169 216,481 +3,074
Nikkei 225(CME) Yen
Sep16 160711 15445 16140 15350 16070 +730 38,755 71,107 +44
Dec16 160711 15490 15990 15490 15940 +730 0 26 +0
Mar17 160711 15890 15890 15890 15890 +730      
Total Volume and Open Interest 38,755 71,133 +44
Nikkei 225(CME) e-Mini Yen
Sep16 160711 15650 16110 15650 16070 +730 0 11 +0
Dec16 160711 15940 15940 15940 15940 +730      
Mar17 160711 15890 15890 15890 15890 +730      
Total Volume and Open Interest 0 11 +0
CAC 40(EURONEXT)
Jul16 160711 4218.0 4272.0 4206.0 4264.5 +74.0 83,238 260,055 -4,663
Aug16 160711 4218.0 4269.0 4206.0 4264.0 +75.5 94 825 +48
Sep16 160711 4187.5 4267.0 4187.5 4261.5 +75.0 314 9,803 +73
Total Volume and Open Interest 83,646 270,728 -4,542
Hang Seng Index(HKFE)
Jul16 160711 20557 21035 20517 20875 +316 118,979 90,988 +1,094
Aug16 160711 20475 20980 20475 20830 +319 559 1,192 +20
Sep16 160711 20510 20900 20510 20759 +317 52 5,244 +9
Total Volume and Open Interest 119,731 101,315 +1,166
DAX(EUREX)
Sep16 160711 9712.0 9834.0 9675.5 9822.5 +193.0 84,793 139,081 -13,977
Dec16 160711 9708.5 9810.0 9677.0 9808.5 +193.0 43 4,726 -35
Mar17 160711 9801.0 9801.0 9801.0 9801.0 +193.5 0 161 +0
Total Volume and Open Interest 84,836 143,968 -14,012
Mini-DAX(EUREX)
Sep16 160711 9711.0 9835.0 9676.0 9822.5 +193.0 21,463 10,458 -1,350
Dec16 160711 9704.0 9816.0 9677.0 9808.5 +193.0 33 165 -9
Mar17 160711 9801.0 9801.0 9801.0 9801.0 +193.5 2 7 +0
Total Volume and Open Interest 21,498 10,630 -1,359
FT-SE 100(EURONEXT)
Sep16 160711 6553.00 6644.00 6540.00 6630.50 +81.50 143,594 628,624 +1,972
Dec16 160711 6575.00 6589.00 6575.00 6589.00 +82.00 5 136 +1
Mar17 160711 6534.00 6534.00 6534.00 6534.00 +83.00      
Total Volume and Open Interest 143,599 628,760 +1,973
SPI 200(SFE)
Sep16 160711 5198.0 5304.0 5193.0 5301.0 +112.0 29,105 250,124 -6,699
Dec16 160711 5287.0 5287.0 5287.0 5287.0 +112.0 0 2,486 +0
Mar17 160711 5238.0 5238.0 5238.0 5238.0 +112.0 0 1,431 +0
Total Volume and Open Interest 29,121 255,122 -6,688
FTSE MIB(ISE)
Sep16 160711 16180.00 16265.00 15885.00 16237.00 +188.00 37,733 46,513 -611
Dec16 160711 16040.00 16107.00 15910.00 16107.00 +183.00 29 189 +0
Mar17 160711 16114.00 16114.00 16114.00 16114.00 +183.00      
Total Volume and Open Interest 37,762 46,702 -611
KOSPI 200(KFE)
Sep16 160711 244.20 248.15 244.05 247.30 +3.15 152,399 107,065 -2,722
Dec16 160711 244.80 248.90 244.55 248.05 +3.30 435 7,333 +31
Mar17 160711 244.95 246.30 244.95 245.80 +4.00 6 807 -4
Total Volume and Open Interest 152,841 118,260 -2,694
GSCI(CME)
Jul16 160711 359.20 360.50 354.95 355.45 -2.05 258 11,097 -125
Aug16 160711 361.30 361.85 356.60 357.00 -2.00 229 617 +178
Sep16 160711 358.50 358.50 358.50 358.50 -2.00      
Total Volume and Open Interest 487 11,714 +53
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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