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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Fri July 15, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug16 160715 1083.00 1097.50 1057.00 1072.50 -11.25 35,620 98,176 -8,118
Sep16 160715 1074.25 1087.50 1044.25 1065.50 -7.75 17,072 48,678 +2,232
Nov16 160715 1062.25 1079.25 1032.50 1057.25 -5.00 138,443 409,766 +4,781
Jan17 160715 1061.00 1076.75 1032.00 1055.75 -5.25 15,652 46,515 +1,591
Mar17 160715 1045.25 1059.00 1018.00 1039.00 -6.50 11,247 73,069 +1,922
May17 160715 1038.50 1049.75 1013.25 1032.75 -6.25 4,420 31,533 +290
Jul17 160715 1038.25 1047.25 1013.25 1031.75 -5.75 4,900 33,386 +524
Aug17 160715 1033.00 1033.00 1016.00 1019.00 -4.50 22 418 +6
Sep17 160715 995.00 996.00 984.00 984.00 -4.50 8 183 +0
Nov17 160715 960.00 970.75 947.00 956.75 -4.50 4,248 26,327 +35
Jan18 160715 969.00 969.00 956.25 956.25 -5.50 24 276 -9
Mar18 160715 952.75 952.75 952.75 952.75 -7.25 0 45 +0
May18 160715 954.50 954.50 954.50 954.50 -7.50 0 61 +0
Jul18 160715 956.25 956.25 956.25 956.25 -8.25 0 52 +0
Total Volume and Open Interest 232,060 768,892 +2,855
Soybean Meal(CBOT)
Aug16 160715 374.00 379.50 366.70 369.40 -3.80 15,395 45,441 +274
Sep16 160715 372.60 377.70 364.40 368.30 -3.10 12,742 52,528 +409
Oct16 160715 369.00 375.30 361.70 366.60 -2.40 7,719 31,123 -494
Dec16 160715 368.20 375.00 360.10 366.30 -1.90 44,429 157,751 -728
Jan17 160715 365.10 370.70 356.50 362.90 -1.90 4,117 22,058 -200
Mar17 160715 360.00 361.80 348.80 354.80 -2.90 3,877 29,393 +1,321
May17 160715 350.40 353.40 341.30 347.00 -2.40 1,485 18,403 +115
Jul17 160715 348.30 350.80 339.50 345.10 -2.50 1,294 12,661 +162
Aug17 160715 344.60 344.90 341.00 341.00 -1.70 40 1,827 +11
Sep17 160715 340.20 341.50 334.40 334.40 -2.10 28 871 -11
Total Volume and Open Interest 92,358 378,393 +932
Soybean Oil(CBOT)
Aug16 160715 30.67 31.10 30.15 30.89 +0.22 15,772 50,350 -598
Sep16 160715 30.80 31.23 30.28 31.02 +0.22 8,226 37,471 +839
Oct16 160715 30.98 31.36 30.42 31.14 +0.22 4,258 21,267 +368
Dec16 160715 31.21 31.63 30.65 31.42 +0.23 46,530 171,479 +390
Jan17 160715 31.45 31.83 30.86 31.61 +0.21 4,586 23,757 +467
Mar17 160715 31.60 32.02 31.02 31.78 +0.19 2,246 19,394 +803
May17 160715 31.76 32.16 31.27 31.97 +0.21 1,431 14,478 +160
Jul17 160715 32.00 32.40 31.52 32.22 +0.22 1,115 6,692 +355
Aug17 160715 32.24 32.29 32.24 32.29 +0.21 41 3,139 +11
Sep17 160715 32.49 32.49 32.29 32.33 +0.21 76 2,582 -10
Total Volume and Open Interest 85,514 355,478 +3,004
Canola(WCE)
Jul16 160714 475.3 475.3 475.3 475.3 -4.3      
Nov16 160715 475.5 479.0 469.1 470.0 -7.0 13,541 121,465 +587
Jan17 160715 484.1 486.7 477.0 477.9 -6.3 3,878 15,134 -199
Mar17 160715 484.5 493.0 483.8 484.6 -6.5 1,600 5,317 +816
May17 160715 488.6 497.6 488.0 488.8 -6.5 1,046 2,916 +188
Total Volume and Open Interest 21,979 153,122 +2,510
Corn(CBOT)
Sep16 160715 356.50 361.00 343.00 352.25 -5.50 124,882 519,516 -9,690
Dec16 160715 363.25 368.00 350.00 358.25 -6.50 193,197 527,719 +7,670
Mar17 160715 371.00 375.75 358.00 366.25 -6.25 28,281 107,359 +43
May17 160715 379.00 380.50 363.50 370.50 -6.75 6,578 25,631 +190
Jul17 160715 380.50 385.25 367.75 374.25 -7.50 8,696 62,957 -322
Sep17 160715 379.50 382.75 369.00 375.25 -6.50 1,681 12,491 +470
Dec17 160715 384.75 389.00 375.00 381.25 -5.00 5,034 35,430 +314
Mar18 160715 390.25 390.25 390.25 390.25 -4.75 99 1,734 +49
May18 160715 395.50 395.50 395.50 395.50 -4.50 0 527 +0
Jul18 160715 404.50 404.50 399.75 399.75 -4.50 4 676 -1
Total Volume and Open Interest 369,148 1,295,965 -1,564
Wheat(CBOT)
Sep16 160715 434.00 439.75 424.00 424.75 -9.25 78,670 256,070 +149
Dec16 160715 459.50 464.25 449.00 449.75 -8.75 32,110 124,223 +303
Mar17 160715 479.75 484.75 472.50 472.75 -7.00 8,279 38,741 +810
May17 160715 492.00 497.00 486.50 487.00 -5.25 1,265 8,744 +51
Jul17 160715 503.00 505.25 495.50 496.25 -4.25 888 20,689 -71
Sep17 160715 513.00 515.00 508.00 508.25 -3.25 210 2,434 -23
Total Volume and Open Interest 121,591 454,747 +1,214
Wheat(KCBT)
Sep16 160715 417.50 423.50 412.75 413.75 -4.00 22,386 137,626 +1,125
Dec16 160715 443.75 450.50 439.00 439.75 -4.00 9,681 50,071 +704
Mar17 160715 460.00 465.50 456.00 456.75 -4.00 2,229 18,887 +208
May17 160715 471.00 475.75 467.75 467.75 -3.75 249 7,653 +7
Jul17 160715 481.00 485.50 477.50 477.50 -3.75 418 11,999 +116
Sep17 160715 492.50 492.50 492.50 492.50 -3.50 178 1,190 +69
Dec17 160715 512.00 512.00 512.00 512.00 -3.75 100 564 -8
Total Volume and Open Interest 35,296 228,114 +2,200
Wheat(MGE)
Sep16 160715 499.50 505.00 495.75 496.75 -3.25 2,883 27,085 +204
Dec16 160715 514.50 520.00 510.25 512.00 -3.00 606 14,585 -57
Mar17 160715 527.25 532.75 526.75 527.00 -2.75 398 8,777 +91
May17 160715 543.50 543.50 536.50 536.50 -2.25 62 3,852 +9
Jul17 160715 545.75 545.75 545.75 545.75 -2.00 46 2,257 +7
Sep17 160715 555.25 556.00 555.25 555.50 -2.00 5 815 -5
Total Volume and Open Interest 4,001 57,678 +249
Oats(CBOT)
Sep16 160715 206.50 208.50 204.25 204.25 -2.50 176 3,337 -11
Dec16 160715 204.00 207.00 203.25 203.50 -0.25 483 5,769 +20
Mar17 160715 213.00 213.00 211.25 211.25 +0.50 56 820 -11
May17 160715 215.75 215.75 215.75 215.75 +0.50      
Total Volume and Open Interest 717 9,927 -21
Rough Rice(CBOT)
Jul16 160714 10.38 10.85 10.38 10.38 -0.11      
Sep16 160715 10.60 10.65 10.52 10.52 -0.07 213 7,750 +50
Nov16 160715 10.85 10.86 10.80 10.80 -0.07 45 1,675 +28
Jan17 160715 11.13 11.13 11.06 11.06 -0.07 0 98 +0
Total Volume and Open Interest 258 9,570 +78
Live Cattle(CME)
Aug16 160715 112.730 113.100 110.700 110.930 -1.800 38,779 83,749 -11,751
Oct16 160715 111.830 112.250 109.550 109.850 -2.230 29,385 86,751 +6,746
Dec16 160715 113.080 113.480 111.250 111.450 -1.900 12,002 46,464 +870
Feb17 160715 112.980 113.330 111.200 111.400 -1.830 4,035 15,815 +682
Apr17 160715 112.135 112.535 110.400 110.635 -1.815 1,374 9,501 +470
Jun17 160715 105.930 106.950 104.580 104.750 -1.580 237 3,771 +63
Total Volume and Open Interest 85,972 248,005 -2,836
Feeder Cattle(CME)
Aug16 160715 142.100 142.750 139.250 139.580 -2.120 5,238 20,984 -585
Sep16 160715 141.380 141.880 138.130 138.400 -2.700 2,436 9,473 +714
Oct16 160715 140.050 140.735 137.100 137.380 -2.605 1,048 5,777 +29
Nov16 160715 137.380 137.735 134.250 134.500 -2.700 1,006 4,172 -119
Jan17 160715 133.700 134.285 130.800 131.200 -2.600 756 2,570 +326
Mar17 160715 131.600 131.600 129.550 129.550 -2.830 65 458 +14
Apr17 160715 132.000 132.000 129.500 129.500 -2.500 7 50 +2
Total Volume and Open Interest 10,556 43,520 +381
Lean Hogs(CME)
Aug16 160715 78.500 78.600 77.785 77.930 -0.670 21,840 54,452 -6,483
Oct16 160715 67.285 67.285 65.725 66.000 -1.400 19,098 90,283 +4,623
Dec16 160715 60.900 60.900 59.285 59.580 -1.350 5,351 46,162 -322
Feb17 160715 65.200 65.200 63.350 63.630 -1.505 1,766 21,013 +363
Apr17 160715 69.900 69.900 68.000 68.250 -1.680 888 14,676 +274
May17 160715 74.600 74.600 73.830 73.830 -0.970 14 202 +10
Jun17 160715 78.000 78.000 76.850 77.035 -1.515 214 1,619 +91
Jul17 160715 77.230 77.230 76.200 76.550 -1.450 30 299 +5
Total Volume and Open Interest 50,785 234,881 -2,279
Class III Milk(CME)
Jul16 160715 15.34 15.36 15.31 15.33 -0.01 119 5,375 +14
Aug16 160715 16.39 16.62 16.15 16.46 +0.05 159 4,603 +18
Sep16 160715 16.43 16.67 16.21 16.49 +0.03 133 3,941 -27
Oct16 160715 16.42 16.60 16.28 16.52 +0.11 57 3,436 -8
Nov16 160715 16.26 16.45 16.17 16.40 +0.18 12 3,159 +2
Dec16 160715 16.03 16.22 15.98 16.18 +0.12 15 2,790 -4
Jan17 160715 15.97 16.10 15.92 16.04 +0.07 7 1,138 +2
Feb17 160715 16.02 16.15 16.02 16.10 +0.08 12 978 +6
Mar17 160715 16.11 16.15 16.11 16.15 +0.05 2 922 +2
Apr17 160715 16.21 16.23 16.21 16.23 +0.03 6 879 +6
May17 160715 16.29 16.31 16.29 16.31 +0.05 2 724 +2
Jun17 160715 16.44 16.49 16.44 16.47 +0.03 10 630 +8
Jul17 160715 16.48 16.54 16.48 16.51 +0.09 0 196 +0
Total Volume and Open Interest 534 29,678 +21
Cocoa(ICE)
Jul16 160714 3197 3197 3197 3197 +15 1 9 +0
Sep16 160715 3157 3166 3056 3065 -92 14,989 93,746 +2,388
Dec16 160715 3140 3143 3041 3050 -83 6,555 62,214 +1,209
Mar17 160715 3103 3109 3010 3019 -81 2,040 42,338 +128
May17 160715 3047 3088 2996 3003 -80 198 8,410 +18
Jul17 160715 3077 3077 2990 2992 -79 52 2,649 -8
Sep17 160715 3061 3061 2982 2983 -77 47 3,887 +20
Total Volume and Open Interest 23,892 217,699 +3,755
Coffee "C"(ICE)
Jul16 160715 153.00 153.05 145.70 145.70 -4.60 6 17 -6
Sep16 160715 152.50 154.80 147.00 147.55 -4.60 16,842 97,054 -328
Dec16 160715 155.00 157.65 149.90 150.50 -4.60 6,298 46,531 +1,068
Mar17 160715 158.25 160.25 152.55 153.15 -4.60 1,625 16,877 +259
May17 160715 159.40 161.50 154.05 154.55 -4.70 396 9,313 +105
Jul17 160715 161.00 162.40 155.70 155.70 -4.70 141 3,161 +46
Total Volume and Open Interest 25,711 181,690 +1,169
Orange Juice(ICE)
Sep16 160715 184.00 185.55 180.85 183.85 -0.35 516 14,579 +13
Nov16 160715 183.00 184.25 181.25 182.90 -0.35 58 2,195 +35
Jan17 160715 179.00 181.20 179.00 181.20 -0.50 7 781 +1
Mar17 160715 179.35 179.35 179.35 179.35 -0.50 39 117 +37
May17 160715 178.45 178.45 178.45 178.45 -0.50 0 7 +0
Jul17 160715 176.85 176.85 176.85 176.85 -0.50      
Total Volume and Open Interest 620 17,681 +86
Sugar #11(ICE)
Oct16 160715 19.81 19.86 19.17 19.31 -0.60 61,119 456,080 -2,252
Mar17 160715 20.01 20.06 19.47 19.58 -0.51 22,515 220,392 +1,712
May17 160715 19.33 19.33 18.84 18.97 -0.37 9,918 58,811 +1,370
Jul17 160715 18.65 18.67 18.27 18.44 -0.28 4,244 48,451 +1,159
Oct17 160715 18.24 18.26 17.90 18.12 -0.20 1,523 29,588 -318
Mar18 160715 18.02 18.04 17.78 17.99 -0.13 424 13,789 +126
May18 160715 17.52 17.60 17.35 17.57 -0.06 128 4,451 +16
Jul18 160715 17.18 17.31 17.06 17.31 +0.01 70 4,709 +28
Total Volume and Open Interest 100,033 842,325 +1,911
London Cocoa(LCE)
Sep16 160715 2473 2489 2445 2450 -29 8,355 107,980 -72
Dec16 160715 2413 2426 2385 2391 -28 4,358 70,102 +307
Mar17 160715 2365 2374 2337 2341 -29 2,292 55,548 +986
May17 160715 2348 2357 2322 2325 -29 569 19,435 +82
Jul17 160715 2324 2349 2317 2318 -29 81 2,901 -51
Sep17 160715 2309 2309 2309 2309 -30 46 2,281 +11
Dec17 160715 2296 2296 2296 2296 -31 10 441 +10
Total Volume and Open Interest 17,981 264,511 +364
London Sugar(LCE)
Oct16 160715 543.00 544.00 530.00 531.10 -13.50 10,569 46,886 +1,458
Dec16 160715 540.70 542.10 528.80 530.20 -11.80 1,320 16,266 +284
Mar17 160715 538.20 539.10 527.00 528.90 -10.40 1,342 16,395 +367
May17 160715 529.40 530.10 519.10 523.20 -7.20 814 6,393 +320
Aug17 160715 519.30 519.80 510.00 515.10 -4.90 85 3,685 +23
Total Volume and Open Interest 22,976 94,837 -2,951
Cotton(ICE)
Oct16 160715 73.34 74.51 73.34 73.86 +0.04 156 160 +10
Dec16 160715 73.87 75.00 73.34 74.28 +0.41 51,324 180,293 +9,324
Mar17 160715 73.34 74.52 73.13 74.19 +0.65 8,665 26,078 +1,589
May17 160715 73.27 74.03 72.80 73.88 +0.55 2,389 4,694 +178
Jul17 160715 73.00 73.69 72.52 73.57 +0.52 1,131 3,561 +269
Oct17 160715 72.98 72.98 72.98 72.98 +0.62      
Total Volume and Open Interest 64,527 221,774 +11,877
Lumber(CME)
Jul16 160715 323.0 323.0 314.3 318.3 -4.9 90 33 -82
Sep16 160715 333.9 337.7 323.3 336.2 +2.9 459 3,902 +94
Nov16 160715 337.9 341.8 329.5 340.1 +3.1 28 311 +19
Jan17 160715 339.4 342.1 337.9 342.1 +3.5 0 50 +0
Total Volume and Open Interest 577 4,347 +31
Crude Oil(NYM)
Aug16 160715 45.52 46.33 45.05 45.95 +0.27 686,245 177,429 -50,517
Sep16 160715 46.26 47.05 45.78 46.65 +0.23 376,846 448,082 +31,499
Oct16 160715 46.84 47.67 46.41 47.23 +0.17 106,724 119,051 +8,677
Nov16 160715 47.35 48.34 47.11 47.89 +0.12 57,485 120,058 +4,957
Dec16 160715 48.22 49.00 47.77 48.54 +0.07 95,054 257,618 +2,225
Jan17 160715 48.61 49.52 48.37 49.09 +0.04 19,387 56,912 +2,245
Feb17 160715 48.97 49.87 48.81 49.53 +0.02 9,552 31,991 -294
Mar17 160715 49.29 50.25 49.23 49.88 unch 20,932 60,297 +146
Apr17 160715 49.52 50.38 49.52 50.15 -0.03 7,218 21,944 +3
May17 160715 49.76 50.72 49.76 50.36 -0.05 2,971 19,511 +233
Jun17 160715 50.08 50.94 49.91 50.55 -0.07 21,276 74,652 -176
Jul17 160715 50.50 50.91 50.16 50.72 -0.09 2,735 17,533 -135
Aug17 160715 50.87 51.26 50.87 50.87 -0.12 1,273 13,905 +177
Sep17 160715 51.04 51.04 50.82 51.04 -0.16 3,626 32,500 +8
Oct17 160715 51.22 51.22 51.06 51.22 -0.19 916 10,855 +56
Nov17 160715 51.42 51.42 50.93 51.42 -0.22 575 11,652 +5
Total Volume and Open Interest 1,447,908 1,728,282 -483
e-miNY Crude Oil(NYM)
Aug16 160715 45.325 46.325 45.050 45.950 +0.275 14,001 1,828 +248
Sep16 160715 46.100 47.025 45.800 46.650 +0.225 991 725 +180
Oct16 160715 46.750 47.675 46.425 47.225 +0.175 70 142 +9
Nov16 160715 47.300 48.200 47.300 47.900 +0.125 12 23 -5
Dec16 160715 48.800 48.900 48.550 48.550 +0.075 17 298 -1
Jan17 160715 49.100 49.100 48.000 49.100 +0.050 4 17 +0
Feb17 160715 49.525 50.275 49.525 49.525 +0.025 4 11 +2
Mar17 160715 49.875 49.875 49.875 49.875 unch 0 12 +0
Apr17 160715 50.150 50.150 50.150 50.150 -0.025      
May17 160715 50.350 50.350 50.350 50.350 -0.050      
Total Volume and Open Interest 15,115 3,218 +436
NY Harbor ULSD(NYM)
Aug16 160715 139.69 142.83 138.68 139.74 -0.90 74,166 58,662 -4,218
Sep16 160715 142.07 145.15 141.15 142.28 -0.71 48,486 77,468 +1,985
Oct16 160715 144.07 147.33 143.52 144.77 -0.55 32,212 40,225 +442
Nov16 160715 146.31 149.41 145.86 147.08 -0.50 19,138 29,652 +2,368
Dec16 160715 148.25 151.34 147.92 149.13 -0.42 25,330 50,021 +1,747
Jan17 160715 150.00 153.04 150.00 151.14 -0.34 8,266 23,655 -126
Feb17 160715 153.87 154.39 152.22 152.55 -0.31 5,051 12,266 +842
Mar17 160715 152.11 155.00 152.11 153.23 -0.31 3,273 13,851 -720
Apr17 160715 153.10 153.20 153.00 153.17 -0.30 1,288 7,301 +152
May17 160715 153.70 154.02 153.25 153.43 -0.28 1,122 3,545 +314
Jun17 160715 154.55 155.37 153.56 153.99 -0.27 3,196 20,483 +386
Jul17 160715 154.87 155.51 154.87 154.87 -0.26 109 2,479 +24
Aug17 160715 155.86 155.86 155.86 155.86 -0.25 176 1,385 -96
Sep17 160715 157.03 157.03 157.00 157.03 -0.25 210 1,613 -49
Total Volume and Open Interest 226,529 370,120 +3,091
RBOB Gasoline(NYM)
Aug16 160715 140.07 144.25 139.44 142.20 +0.80 51,737 74,779 -6,921
Sep16 160715 141.23 144.84 140.36 142.99 +0.79 41,459 100,441 +5,876
Oct16 160715 133.55 136.79 132.76 135.20 +0.66 24,517 51,682 +3,106
Nov16 160715 132.43 135.90 132.28 134.43 +0.39 17,661 32,612 +1,041
Dec16 160715 132.09 135.40 131.97 133.97 +0.32 17,920 43,772 +925
Jan17 160715 133.97 135.90 133.85 134.66 +0.24 4,855 15,182 +626
Feb17 160715 135.11 137.06 135.11 135.86 +0.08 3,444 4,074 +682
Mar17 160715 136.12 138.80 136.12 137.61 -0.10 2,615 11,445 +352
Apr17 160715 155.55 157.41 155.47 155.94 -0.58 2,414 11,537 +680
May17 160715 158.06 158.06 156.96 157.01 -0.48 1,124 4,643 -30
Total Volume and Open Interest 171,033 384,801 +6,965
e-miNY RBOB Gasoline(NYM)
Aug16 160715 142.20 142.20 142.20 142.20 +0.80 0 1 +0
Sep16 160715 143.00 143.00 142.99 143.00 +0.80      
Oct16 160715 135.20 135.20 135.20 135.20 +0.70      
Nov16 160715 134.40 134.43 134.40 134.40 +0.40      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Aug16 160715 2.728 2.778 2.669 2.756 +0.029 131,498 112,669 -14,541
Sep16 160715 2.709 2.755 2.650 2.728 +0.021 85,729 238,998 +3,984
Oct16 160715 2.749 2.798 2.695 2.773 +0.024 44,647 110,104 -1,703
Nov16 160715 2.922 2.974 2.885 2.953 +0.020 26,043 82,546 +4,082
Dec16 160715 3.190 3.234 3.153 3.215 +0.014 12,753 55,021 +478
Jan17 160715 3.327 3.365 3.283 3.347 +0.014 18,264 109,279 +1,264
Feb17 160715 3.310 3.350 3.276 3.336 +0.013 3,670 30,200 +355
Mar17 160715 3.275 3.297 3.232 3.288 +0.010 6,409 61,479 +286
Apr17 160715 3.053 3.061 3.019 3.058 +0.004 6,726 52,245 +1,156
May17 160715 3.019 3.031 3.003 3.031 -0.002 1,833 21,384 +271
Jun17 160715 3.064 3.064 3.037 3.063 -0.005 1,500 19,763 -549
Jul17 160715 3.093 3.094 3.071 3.094 -0.007 1,017 13,069 -172
Aug17 160715 3.100 3.100 3.080 3.100 -0.008 704 14,152 -106
Sep17 160715 3.077 3.078 3.058 3.077 -0.008 266 8,276 +48
Oct17 160715 3.085 3.102 3.079 3.100 -0.007 1,149 19,991 +175
Nov17 160715 3.145 3.155 3.138 3.155 -0.007 705 8,646 -16
Total Volume and Open Interest 345,741 1,015,385 -4,523
Brent Crude Oil(ICE)
Sep16 160715 47.03 48.25 46.65 47.61 +0.24 299,796 355,385 -27,015
Oct16 160715 47.59 48.71 47.23 48.12 +0.19 138,626 280,418 +15,242
Nov16 160715 47.99 49.14 47.73 48.55 +0.13 77,467 239,538 +9,394
Dec16 160715 48.61 49.64 48.28 49.10 +0.09 121,651 375,932 -1,846
Jan17 160715 49.07 49.98 48.78 49.56 +0.07 25,025 98,849 +1,248
Feb17 160715 49.49 50.39 49.20 49.98 +0.06 13,626 73,932 -485
Mar17 160715 49.88 50.76 49.59 50.37 +0.05 27,242 65,444 +1,485
Apr17 160715 50.26 51.10 49.97 50.73 +0.02 8,569 26,811 -530
May17 160715 50.57 51.46 50.35 51.07 -0.02 8,152 34,960 +2,566
Jun17 160715 50.89 51.76 50.68 51.37 -0.04 31,575 104,544 +1,544
Jul17 160715 51.20 51.68 51.20 51.68 -0.06 3,433 18,663 +1,096
Aug17 160715 51.97 51.97 51.97 51.97 -0.07 1,073 17,482 -60
Sep17 160715 52.21 52.21 52.21 52.21 -0.10 5,287 37,925 +424
Oct17 160715 52.44 52.44 52.44 52.44 -0.12 404 14,813 +45
Total Volume and Open Interest 826,797 2,216,226 +4,532
Gas Oil(ICE)
Aug16 160715 409.25 419.50 406.00 413.00 +1.00 110,109 110,259 +236
Sep16 160715 417.50 426.25 413.25 420.25 +1.25 91,535 95,931 +5,145
Oct16 160715 422.50 432.00 419.75 426.25 +1.00 45,340 66,884 +3,377
Nov16 160715 426.50 435.25 424.25 430.00 +0.75 19,286 46,847 +1,075
Dec16 160715 430.25 439.25 428.00 433.75 +0.75 51,024 103,113 +5,675
Jan17 160715 434.50 443.00 432.75 438.25 +0.50 10,003 37,317 +152
Feb17 160715 439.00 447.50 437.25 442.50 +0.50 3,675 15,277 +185
Mar17 160715 441.75 451.00 441.00 446.25 +0.50 5,903 23,384 -13
Apr17 160715 447.00 454.00 444.00 449.25 +0.50 2,641 10,674 -29
May17 160715 449.50 453.25 449.50 452.25 +0.50 2,449 13,361 +197
Total Volume and Open Interest 371,055 687,128 +18,957
Ethanol(CBOT)
Aug16 160715 1.561 1.570 1.558 1.558 -0.015 519 1,779 -149
Sep16 160715 1.550 1.550 1.542 1.542 -0.015 300 1,044 +114
Oct16 160715 1.506 1.550 1.506 1.506 -0.013 123 384 +37
Nov16 160715 1.470 1.480 1.470 1.470 -0.010 67 391 +0
Dec16 160715 1.447 1.490 1.447 1.447 -0.010 54 1,108 +9
Jan17 160715 1.423 1.445 1.423 1.423 -0.010 48 191 -4
Feb17 160715 1.420 1.420 1.420 1.420 -0.010 0 63 +0
Mar17 160715 1.420 1.420 1.420 1.420 -0.010      
Total Volume and Open Interest 1,113 4,962 +9
WTI Crude Oil(ICE)
Aug16 160715 45.27 46.55 45.05 45.95 +0.27 48,014 39,347 -5,810
Sep16 160715 46.00 47.24 45.77 46.65 +0.23 66,326 79,972 +3,172
Oct16 160715 46.63 47.76 46.39 47.23 +0.17 34,975 29,153 +1,150
Nov16 160715 47.34 48.44 47.12 47.89 +0.12 18,938 30,156 +236
Dec16 160715 48.02 49.10 47.80 48.54 +0.07 31,883 91,160 +492
Jan17 160715 48.40 49.48 48.40 49.09 +0.04 3,111 16,069 -38
Feb17 160715 49.52 49.92 49.29 49.53 +0.02 2,713 18,994 +397
Mar17 160715 49.87 50.15 49.78 49.88 unch 3,015 17,620 +1,087
Apr17 160715 50.44 50.44 49.95 50.15 -0.03 548 3,349 +4
May17 160715 50.65 50.65 50.36 50.36 -0.05 336 2,001 +5
Jun17 160715 50.81 50.81 50.51 50.55 -0.07 3,191 29,794 -1,425
Jul17 160715 50.72 50.72 50.72 50.72 -0.09 202 1,615 +26
Aug17 160715 50.87 50.87 50.87 50.87 -0.12 130 892 +17
Sep17 160715 51.04 51.04 51.04 51.04 -0.16 631 7,603 +451
Oct17 160715 50.85 51.22 50.85 51.22 -0.19 46 1,283 +0
Nov17 160715 51.42 51.42 51.42 51.42 -0.22 44 783 +8
Total Volume and Open Interest 221,555 468,493 -1,426
US Dollar Index(ICE)
Sep16 160715 96.150 96.750 95.920 96.563 +0.463 12,261 46,111 -2,030
Dec16 160715 96.130 96.725 95.950 96.558 +0.448 337 3,176 +115
Mar17 160715 96.680 96.680 96.592 96.592 +0.442 25 1,472 +12
Total Volume and Open Interest 12,623 50,775 -1,903
Australian Dollar(CME)
Sep16 160715 76.02 76.61 75.43 75.80 -0.41 94,091 87,019 -1,522
Dec16 160715 75.78 76.36 75.24 75.58 -0.40 38 1,193 +3
Mar17 160715 75.39 75.39 75.39 75.39 -0.40 0 11 +0
Total Volume and Open Interest 94,129 88,224 -1,519
British Pound(CME)
Sep16 160715 133.50 134.88 131.39 132.11 -1.27 133,727 235,005 +738
Dec16 160715 133.94 135.01 131.60 132.30 -1.25 337 1,659 -327
Mar17 160715 134.50 134.71 131.86 132.52 -1.22 51 115 -13
Total Volume and Open Interest 134,116 237,009 +398
Canadian Dollar(CME)
Sep16 160715 77.50 77.76 77.00 77.28 -0.33 93,201 111,790 +1,894
Dec16 160715 77.47 77.76 77.02 77.29 -0.33 218 3,748 -74
Mar17 160715 77.05 77.75 77.05 77.30 -0.33 42 357 +7
Jun17 160715 77.32 77.76 76.64 77.32 -0.33 2 124 +2
Total Volume and Open Interest 93,463 116,059 +1,829
Japanese Yen(CME)
Sep16 160715 95.11 95.80 94.28 94.99 -0.05 143,513 159,058 -1,116
Dec16 160715 95.51 96.14 94.64 95.36 -0.04 498 934 -15
Mar17 160715 95.78 97.03 95.20 95.78 -0.03 7 41 +4
Total Volume and Open Interest 144,023 160,140 -1,122
Swiss Franc(CME)
Sep16 160715 102.23 102.55 101.88 102.05 -0.29 18,242 39,833 +909
Dec16 160715 102.98 103.07 102.45 102.61 -0.29 24 85 +14
Mar17 160715 103.13 103.13 103.05 103.13 -0.27      
Total Volume and Open Interest 18,271 39,938 +928
EuroFX(CME)
Sep16 160715 111.37 111.77 110.52 110.89 -0.60 128,781 363,506 -115
Dec16 160715 111.84 112.15 110.93 111.30 -0.59 175 4,614 -16
Mar17 160715 112.53 112.55 111.69 111.74 -0.58 25 1,479 +17
Total Volume and Open Interest 129,021 370,258 -114
Mexican Peso(CME)
Jul16 160715 545.25 545.25 541.63 541.63 -3.63 1 8 +0
Aug16 160715 540.25 540.25 540.25 540.25 -3.75      
Total Volume and Open Interest 36,431 97,898 +537
Brazilian Real(CME)
Aug16 160715 306.50 306.50 303.10 305.35 -0.55 512 23,379 -102
Sep16 160715 302.90 302.90 300.70 302.35 -0.55 5 3,462 +0
Oct16 160715 299.85 299.85 299.85 299.85 -0.60      
Nov16 160715 297.10 297.10 297.10 297.10 -0.65      
Total Volume and Open Interest 517 26,871 -102
30-Year T-Bonds(CBOT)
Sep16 160715 173~060 173~140 171~130 171~210 -1~110 249,884 590,010 +809
Dec16 160715 171~240 171~240 170~000 170~060 -1~110 49 189 -1
Mar17 160715 169~020 169~020 169~020 169~020 -1~110      
Total Volume and Open Interest 249,933 590,199 +808
10-Year T-Notes(CBOT)
Sep16 160715 132~110 132~165 131~250 131~280 -0~165 1,201,572 2,859,035 -13,719
Dec16 160715 131~040 131~040 130~280 130~305 -0~160 9 4,605 -1
Mar17 160715 130~045 130~045 130~045 130~045 -0~160      
Total Volume and Open Interest 1,201,581 2,863,640 -13,720
5-Year T-Notes(CBOT)
Sep16 160715 121~206 121~240 121~102 121~116 -0~096 555,255 2,702,607 -3,545
Dec16 160715 121~126 121~132 121~102 121~112 -0~104 0 3 +0
Total Volume and Open Interest 555,255 2,702,610 -3,545
2 Year T-Notes(CBOT)
Sep16 160715 109~136 109~142 109~102 109~110 -0~024 248,512 1,007,435 -20,233
Dec16 160715 109~094 109~094 109~094 109~094 -0~024      
Mar17 160715 109~094 109~094 109~094 109~094 -0~024      
Total Volume and Open Interest 248,512 1,007,435 -20,233
Eurodollars(CME)
Sep16 160715 99.280 99.280 99.245 99.250 -0.025 144,300 1,197,872 -11,500
Dec16 160715 99.220 99.225 99.170 99.175 -0.045 211,327 1,416,320 +6,555
Mar17 160715 99.190 99.190 99.125 99.130 -0.055 184,598 977,676 +3,281
Jun17 160715 99.150 99.155 99.080 99.085 -0.060 211,174 857,280 +17,510
Sep17 160715 99.110 99.110 99.035 99.040 -0.065 219,157 814,808 -1,211
Dec17 160715 99.055 99.055 98.975 98.985 -0.065 280,197 1,267,445 +3,289
Mar18 160715 99.020 99.020 98.940 98.950 -0.065 172,550 609,385 +5,897
Jun18 160715 98.975 98.980 98.895 98.905 -0.070 172,563 474,339 +8,947
Sep18 160715 98.935 98.940 98.850 98.865 -0.070 128,615 448,245 -3,569
Dec18 160715 98.890 98.895 98.800 98.815 -0.070 119,667 579,739 -6,741
Mar19 160715 98.855 98.865 98.770 98.780 -0.075 95,572 353,479 -1,287
Jun19 160715 98.815 98.825 98.730 98.740 -0.075 92,759 277,562 -4,772
Sep19 160715 98.775 98.785 98.690 98.700 -0.075 37,411 230,282 +1,891
Dec19 160715 98.725 98.735 98.640 98.650 -0.075 45,348 219,862 +397
Mar20 160715 98.685 98.695 98.600 98.610 -0.075 29,208 136,139 +1,733
Jun20 160715 98.640 98.650 98.560 98.565 -0.075 30,877 92,602 +2,927
Sep20 160715 98.595 98.605 98.515 98.520 -0.075 21,213 105,533 +2,063
Dec20 160715 98.545 98.550 98.465 98.470 -0.075 17,690 86,037 +1,387
Total Volume and Open Interest 2,289,383 10,574,333 +26,616
Ultra T-Bond(CBOT)
Sep16 160715 188~10 188~21 186~00 186~08 -1~25 87,239 586,466 +2,926
Dec16 160715 185~14 185~14 185~14 185~14 -1~25      
Mar17 160715 184~14 184~14 184~14 184~14 -1~25      
Total Volume and Open Interest 87,239 586,466 +2,926
Ultra 10-Yr T-Note(CBOT)
Sep16 160715 145~085 145~120 144~090 144~125 -0~250 67,024 162,450 +8,721
Dec16 160715 144~035 144~035 144~035 144~035 -0~250      
Mar17 160715 144~035 144~035 144~035 144~035 -0~250      
Total Volume and Open Interest 67,024 162,450 +8,721
30 Day Federal Funds(CBOT)
Jul16 160715 99.607 99.610 99.605 99.607 -0.003 4,934 173,262 -201
Aug16 160715 99.610 99.610 99.600 99.605 -0.005 3,312 151,127 -943
Sep16 160715 99.595 99.600 99.590 99.595 -0.005 5,346 56,009 +290
Oct16 160715 99.575 99.585 99.565 99.570 -0.005 10,974 131,969 -1,734
Nov16 160715 99.575 99.585 99.560 99.565 -0.010 7,475 66,247 +2,141
Dec16 160715 99.550 99.560 99.530 99.530 -0.025 7,371 38,145 +2,895
Total Volume and Open Interest 64,454 820,801 +9,235
3-Mth Euro-Yen(CME)
Sep16 160715 99.990 99.990 99.990 99.990 unch      
Dec16 160715 99.990 99.990 99.990 99.990 unch      
Mar17 160715 99.990 99.990 99.990 99.990 unch      
Jun17 160715 99.990 99.990 99.990 99.990 unch      
Sep17 160715 99.990 99.990 99.990 99.990 unch      
Dec17 160715 99.990 99.990 99.990 99.990 unch      
Mar18 160715 99.995 99.995 99.995 99.995 unch      
Jun18 160715 99.855 99.855 99.855 99.855 unch      
Sep18 160715 99.715 99.715 99.715 99.715 unch      
Dec18 160715 99.575 99.575 99.575 99.575 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep16 160714 99.99 99.99 99.99 99.99 unch      
Dec16 160714 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160714 99.99 99.99 99.99 99.99 unch      
Jun17 160714 99.99 99.99 99.99 99.99 unch      
Sep17 160714 99.99 99.99 99.99 99.99 unch      
Dec17 160714 99.99 99.99 99.99 99.99 unch      
Mar18 160714 100.00 100.00 100.00 100.00 unch      
Jun18 160714 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160714 153.61 153.71 153.32 153.47 -0.15 1,232 18,605 +105
Dec16 160714 153.47 153.47 153.47 153.47 -0.15 0 3 +0
Mar17 160714 153.39 153.39 153.39 153.39 -0.15      
Total Volume and Open Interest 1,232 18,608 +105
Euro-Buxl(EUREX)
Sep16 160715 192.00 192.38 189.18 189.56 -2.00 33,674 137,128 -1,505
Dec16 160715 187.92 187.92 187.92 187.92 -2.00 0 26 -4
Mar17 160715 187.92 187.92 187.92 187.92 -2.00      
Total Volume and Open Interest 33,674 137,154 -1,509
Euro-Bund(EUREX)
Sep16 160715 166.78 166.84 165.95 166.06 -0.61 612,640 1,676,565 -17,139
Dec16 160715 164.07 164.07 163.37 163.37 -0.62 181 1,001 +175
Mar17 160715 165.94 165.94 165.56 165.56 -0.61 2 8 +2
Total Volume and Open Interest 612,823 1,677,574 -16,962
Euro-Bobl(EUREX)
Sep16 160715 133.70 133.72 133.47 133.52 -0.14 367,186 1,302,338 -1,787
Dec16 160715 131.64 131.65 131.51 131.51 -0.15 18 672 +13
Mar17 160715 133.52 133.52 133.52 133.52 -0.14      
Total Volume and Open Interest 367,204 1,303,010 -1,774
Euro-Schatz(EUREX)
Sep16 160715 112.08 112.10 112.04 112.06 -0.01 151,500 1,080,405 -31,177
Dec16 160715 112.06 112.06 112.06 112.06 -0.01 0 185 +0
Mar17 160715 112.06 112.06 112.06 112.06 -0.01      
Total Volume and Open Interest 151,500 1,080,590 -31,177
3-Mth Euribor(EUREX)
Sep16 160715 100.315 100.315 100.315 100.315 -0.005 9 5,006 +0
Dec16 160715 100.335 100.345 100.335 100.345 -0.005 2 2,140 +0
Mar17 160715 100.360 100.360 100.360 100.360 -0.005 6 3,806 +2
Total Volume and Open Interest 229 94,632 -4
Long Gilt(LIFFE)
Sep16 160715 129~28 129~29 129~09 129~10 -0~14 163,619 530,787 +9,027
Dec16 160715 128~08 128~08 128~08 128~08 -0~13      
Total Volume and Open Interest 163,619 530,787 +9,027
3-Mth Short Sterling(LIFFE)
Sep16 160715 99.63 99.68 99.63 99.66 +0.04 134,851 460,066 -5,138
Dec16 160715 99.67 99.70 99.65 99.69 +0.03 72,159 583,882 +1,259
Mar17 160715 99.66 99.70 99.64 99.69 +0.03 46,466 360,516 +6,693
Jun17 160715 99.65 99.69 99.63 99.68 +0.03 43,659 308,772 +3,531
Sep17 160715 99.63 99.68 99.62 99.66 +0.02 50,184 291,595 +5,197
Dec17 160715 99.62 99.67 99.60 99.64 +0.02 50,545 287,553 +7,637
Total Volume and Open Interest 570,697 3,158,656 +36,540
3-Mth Euribor(LIFFE)
Sep16 160715 100.320 100.320 100.305 100.315 unch 44,248 364,978 +4,066
Dec16 160715 100.355 100.355 100.335 100.340 -0.010 18,856 466,517 -1,260
Mar17 160715 100.365 100.370 100.350 100.355 -0.010 27,982 414,306 +689
Total Volume and Open Interest 325,992 3,156,752 +11,737
3-Mth Aus T-Bills(SFE)
Sep16 160715 98.11 98.12 98.10 98.12 +0.01 15,648 202,059 -1,159
Dec16 160715 98.19 98.22 98.18 98.21 +0.01 28,550 179,852 +3,205
Mar17 160715 98.25 98.26 98.22 98.25 unch 14,758 131,793 -1,309
Jun17 160715 98.27 98.28 98.24 98.27 -0.01 12,756 124,239 -886
Sep17 160715 98.28 98.29 98.25 98.28 -0.01 4,541 84,493 -3,070
Dec17 160715 98.29 98.29 98.26 98.28 -0.02 5,215 72,157 -2,822
Mar18 160715 98.28 98.29 98.25 98.27 -0.02 3,110 45,061 -2,489
Jun18 160715 98.27 98.27 98.24 98.26 -0.02 1,437 37,409 +245
Sep18 160715 98.25 98.25 98.21 98.24 -0.03 42 4,978 +1
Dec18 160715 98.22 98.23 98.19 98.21 -0.02 1 3,563 -1
Total Volume and Open Interest 86,059 888,054 -8,334
10-Year Aus T-Bonds(SFE)
Sep16 160715 98.02 98.04 97.99 98.02 -0.01 137,715 863,990 +8,620
Dec16 160715 98.02 98.02 98.02 98.02 -0.01      
Total Volume and Open Interest 137,715 863,990 +8,620
3-Year Aus T-Bonds(SFE)
Sep16 160715 98.48 98.49 98.44 98.48 -0.01 150,693 769,043 -6,722
Dec16 160715 98.48 98.48 98.48 98.48 -0.01      
Total Volume and Open Interest 150,693 769,043 -6,722
Gold(CMX)
Aug16 160715 1335.0 1339.5 1322.6 1327.4 -4.8 204,592 349,573 -23,419
Oct16 160715 1339.7 1342.2 1326.5 1331.1 -4.8 4,627 40,956 -676
Dec16 160715 1342.3 1346.8 1330.1 1334.9 -4.8 32,169 168,762 +14,274
Feb17 160715 1341.2 1345.1 1334.0 1338.2 -4.7 1,205 16,343 +261
Apr17 160715 1346.4 1348.5 1337.7 1341.1 -4.7 649 7,334 -324
Jun17 160715 1344.7 1352.7 1343.4 1343.8 -4.7 467 13,043 -388
Aug17 160715 1347.3 1350.9 1346.4 1346.4 -4.7 70 1,721 +2
Oct17 160715 1349.0 1349.1 1349.0 1349.1 -4.6 0 708 +0
Dec17 160715 1353.0 1362.8 1349.4 1351.7 -4.5 306 8,406 +64
Feb18 160715 1353.9 1353.9 1353.9 1353.9 -4.4 0 45 +0
Apr18 160715 1355.9 1355.9 1355.9 1355.9 -4.3 0 3 +0
Jun18 160715 1357.9 1357.9 1357.9 1357.9 -4.2 0 3,785 +0
Total Volume and Open Interest 244,321 622,167 -10,853
Silver(CMX)
Jul16 160715 2023.0 2023.0 2008.0 2012.5 -15.6 86 1,100 -39
Sep16 160715 2036.0 2039.5 2006.0 2016.5 -15.7 61,328 157,162 +1,164
Dec16 160715 2046.0 2047.0 2014.5 2025.0 -15.7 3,345 42,220 +625
Mar17 160715 2046.5 2047.0 2025.0 2033.4 -15.7 300 7,669 +10
May17 160715 2040.0 2040.0 2038.3 2038.3 -15.8 29 430 +4
Jul17 160715 2043.2 2046.0 2043.2 2043.2 -15.8 2 2,534 -1
Sep17 160715 2048.0 2048.0 2048.0 2048.0 -15.8 0 172 +0
Total Volume and Open Interest 65,769 216,376 +1,759
Platinum(NYMEX)
Jul16 160715 1097.0 1097.0 1085.2 1090.5 -10.4 9 84 -29
Oct16 160715 1106.3 1107.5 1085.4 1094.4 -10.2 11,961 67,962 +988
Jan17 160715 1108.0 1108.0 1088.0 1096.7 -10.3 101 3,063 +40
Apr17 160715 1098.9 1101.5 1098.9 1098.9 -10.3 2 84 -1
Total Volume and Open Interest 12,077 71,300 +1,000
Palladium(NYMEX)
Sep16 160715 650.15 654.20 640.50 647.40 -3.70 7,268 22,259 +377
Dec16 160715 654.25 654.25 643.15 648.40 -3.75 64 1,023 +4
Mar17 160715 649.75 649.75 649.75 649.75 -3.75 0 42 +0
Total Volume and Open Interest 7,342 23,330 +381
Copper(CMX)
Jul16 160715 224.15 226.05 223.00 223.05 -1.05 816 1,657 -377
Sep16 160715 223.85 227.15 223.05 223.35 -0.95 96,293 104,276 +304
Dec16 160715 224.60 227.85 223.90 224.20 -0.95 11,023 38,519 +894
Mar17 160715 225.00 228.60 224.75 225.00 -1.00 6,389 14,811 +1,524
May17 160715 227.75 229.00 225.35 225.35 -1.10 1,278 2,835 +895
Total Volume and Open Interest 116,886 169,791 +3,566
E-mini DJIA Index(CBOT)
Sep16 160715 18421 18488 18345 18417 -10 124,219 114,768 +3,218
Dec16 160715 18308 18384 18282 18326 -8 66 382 -10
Mar17 160715 18245 18245 18049 18245 -8 0 32 +0
Jun17 160715 18204 18204 18204 18204 -8      
Total Volume and Open Interest 124,285 115,182 +3,208
S & P 500(CME)
Sep16 160715 2154.50 2161.10 2143.90 2152.70 -4.50 4,858 91,902 +1,341
Dec16 160715 2141.50 2144.50 2141.50 2144.50 -4.50 0 1,385 -3
Mar17 160715 2137.60 2137.60 2137.60 2137.60 -4.40 0 50 +0
Jun17 160715 2130.90 2130.90 2130.90 2130.90 -4.30      
Total Volume and Open Interest 4,858 93,337 +1,338
S & P 500 E-Mini(Globex)
Sep16 160715 2156.50 2164.75 2143.25 2152.75 -4.50 1,633,489 2,971,143 +16,500
Dec16 160715 2146.25 2156.00 2135.50 2144.50 -4.50 2,179 14,539 +1,071
Mar17 160715 2138.25 2150.00 2128.75 2137.50 -4.50 31 779 +1
Jun17 160715 2131.00 2131.00 2131.00 2131.00 -4.25 0 207 +0
Total Volume and Open Interest 1,635,699 2,986,668 +17,572
NASDAQ 100 E-Mini(Globex)
Sep16 160715 4585.00 4603.50 4542.00 4579.30 -10.70 190,027 233,932 +5,194
Dec16 160715 4572.00 4593.50 4546.30 4571.30 -10.20 34 247 -3
Mar17 160715 4586.00 4586.00 4559.50 4565.00 -10.30 0 45 +0
Total Volume and Open Interest 190,061 234,227 +5,191
S&P Midcap 400(CME) e-Mini
Sep16 160715 1541.10 1547.50 1531.50 1541.10 +0.20 18,822 79,529 -1,638
Dec16 160715 1533.60 1539.80 1529.90 1535.70 +0.20 5 15 +5
Mar17 160715 1536.20 1536.20 1536.20 1536.20 +0.20      
Total Volume and Open Interest 18,827 79,544 -1,633
Volatility Index(CBOE)
Jul16 160715 14.05 14.40 13.50 13.83 -0.20 89,988 120,161 -11,694
Aug16 160715 16.10 16.60 15.90 16.33 +0.20 81,403 214,560 +21,787
Sep16 160715 17.58 17.94 17.45 17.78 +0.20 21,256 43,629 +676
Oct16 160715 18.45 18.90 18.45 18.73 +0.20 8,523 28,708 +639
Total Volume and Open Interest 211,032 466,740 +13,003
Russell 2000(ICE)
Sep16 160715 1196.80 1205.80 1195.30 1202.00 +2.40 90,600 327,850 -3,537
Dec16 160715 1198.80 1198.80 1196.00 1197.00 +2.40 1 936 +1
Total Volume and Open Interest 90,601 329,201 -3,536
Nikkei 225(CME)
Sep16 160715 16575 16680 16455 16560 -55 24,146 36,808 +283
Dec16 160715 16460 16505 16460 16505 -55 13 113 +1
Total Volume and Open Interest 24,159 36,921 +284
Nikkei 225(SGX)
Sep16 160715 16535 16580 16515 16555 +45 112,355 204,321 +1,804
Dec16 160715 16335 16425 16335 16425 +35 918 5,944 +9
Mar17 160714 16365 16365 16365 16365 +305      
Total Volume and Open Interest 111,020 215,627 +1,962
Nikkei 225(CME) Yen
Sep16 160715 16545 16605 16385 16485 -50 68,836 83,236 +1,671
Dec16 160715 16355 16455 16275 16355 -50 41 40 +15
Mar17 160715 16305 16305 16305 16305 -50      
Total Volume and Open Interest 68,877 83,276 +1,686
Nikkei 225(CME) e-Mini Yen
Sep16 160715 16480 16550 16440 16490 -40 7 11 +0
Dec16 160715 16360 16360 16355 16360 -40      
Mar17 160715 16310 16310 16305 16310 -40      
Total Volume and Open Interest 7 11 +0
CAC 40(EURONEXT)
Jul16 160715 4360.0 4385.5 4344.0 4367.5 -18.0 173,811 189,030 -76,629
Aug16 160715 4358.5 4384.5 4342.0 4372.5 -12.5 119,606 208,681 +75,415
Sep16 160715 4371.0 4379.0 4343.0 4371.0 -11.5 386 9,909 +98
Total Volume and Open Interest 293,803 407,665 -1,116
Hang Seng Index(HKFE)
Jul16 160715 21580 21773 21530 21731 +145 109,389 99,507 +1,577
Aug16 160715 21528 21720 21490 21685 +146 921 2,975 +624
Sep16 160715 21460 21640 21420 21620 +154 177 5,697 +85
Total Volume and Open Interest 110,584 112,156 +2,326
DAX(EUREX)
Sep16 160715 10025.0 10092.0 9964.0 10049.5 -21.5 66,431 135,445 -5,487
Dec16 160715 10025.0 10068.0 9966.0 10035.0 -22.0 61 4,922 +27
Mar17 160715 10016.0 10062.0 9968.0 10028.0 -21.0 2 165 +0
Total Volume and Open Interest 66,494 140,532 -5,460
Mini-DAX(EUREX)
Sep16 160715 10029.0 10093.0 9966.0 10049.5 -21.5 21,146 9,969 +374
Dec16 160715 10053.0 10076.0 9953.0 10035.0 -22.0 49 172 -2
Mar17 160715 10028.0 10028.0 10028.0 10028.0 -21.0 0 7 +0
Total Volume and Open Interest 21,195 10,148 +372
FT-SE 100(EURONEXT)
Sep16 160715 6605.50 6626.00 6558.00 6610.00 +1.00 124,912 660,149 +6,851
Dec16 160715 6541.50 6569.50 6539.50 6569.50 +1.50 12 147 +1
Mar17 160715 6512.50 6512.50 6512.50 6512.50 +1.00      
Total Volume and Open Interest 124,924 660,296 +6,852
SPI 200(SFE)
Sep16 160715 5389.0 5411.0 5374.0 5389.0 +6.0 25,760 254,752 +543
Dec16 160715 5379.0 5379.0 5376.0 5376.0 +6.0 0 2,473 +0
Mar17 160715 5327.0 5327.0 5327.0 5327.0 +6.0 0 1,436 +0
Total Volume and Open Interest 26,080 260,397 +772
FTSE MIB(ISE)
Sep16 160715 16710.00 16865.00 16590.00 16729.00 -76.00 32,838 44,703 +312
Dec16 160715 16590.00 16720.00 16525.00 16604.00 -76.00 14 203 -1
Mar17 160715 16611.00 16611.00 16611.00 16611.00 -76.00      
Total Volume and Open Interest 32,852 44,906 +311
KOSPI 200(KFE)
Sep16 160715 250.50 252.20 250.20 251.25 +1.25 187,869 117,487 +4,856
Dec16 160715 251.70 252.90 251.10 251.90 +1.20 591 8,309 +175
Mar17 160715 249.45 250.20 248.85 249.35 +1.20 32 857 +17
Total Volume and Open Interest 188,496 129,592 +4,931
GSCI(CME)
Aug16 160715 363.90 364.60 361.15 361.30 -0.85 3,014 10,194 +2,982
Sep16 160715 363.10 363.10 363.10 363.10 -0.55      
Total Volume and Open Interest 6,045 12,285 +29
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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