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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue July 19, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug16 160719 1076.50 1079.00 1041.00 1044.00 -34.25 32,322 98,840 -1,666
Sep16 160719 1073.00 1073.75 1037.00 1039.25 -35.75 18,702 50,556 +822
Nov16 160719 1064.00 1065.00 1023.00 1027.75 -38.50 167,766 403,984 -1,960
Jan17 160719 1062.75 1062.75 1022.75 1027.50 -37.50 13,801 49,880 +1,353
Mar17 160719 1045.75 1046.00 1011.50 1015.25 -33.75 12,782 73,759 +414
May17 160719 1035.00 1035.00 1006.25 1009.75 -33.50 5,332 30,565 +324
Jul17 160719 1040.00 1040.00 1006.75 1009.75 -32.00 5,612 33,898 -73
Aug17 160719 1000.00 1000.00 1000.00 1000.00 -29.50 15 433 +0
Sep17 160719 975.75 975.75 971.25 971.25 -23.25 22 190 +0
Nov17 160719 964.00 964.00 942.50 947.00 -19.50 2,864 26,803 +301
Jan18 160719 953.00 953.00 945.50 947.75 -18.50 41 296 +20
Mar18 160719 945.00 945.00 945.00 945.00 -18.50 10 48 +3
May18 160719 946.50 946.50 946.50 946.50 -18.25 0 61 +0
Jul18 160719 949.00 949.00 948.75 948.75 -18.25 0 53 +0
Total Volume and Open Interest 259,269 769,560 -462
Soybean Meal(CBOT)
Aug16 160719 373.20 373.20 358.80 359.70 -13.30 16,091 42,666 -1,643
Sep16 160719 372.20 372.20 357.40 358.60 -13.60 12,070 52,521 +2
Oct16 160719 368.90 369.40 355.20 356.70 -14.10 7,200 30,691 -209
Dec16 160719 370.90 370.90 354.00 355.80 -14.90 45,874 156,439 -455
Jan17 160719 366.00 366.00 350.40 352.20 -15.20 3,963 21,540 -221
Mar17 160719 357.90 357.90 343.70 345.60 -12.80 3,543 30,394 -5
May17 160719 346.10 347.70 337.20 338.60 -11.80 1,497 18,781 +78
Jul17 160719 345.50 347.00 336.60 337.70 -10.90 1,096 12,379 -64
Aug17 160719 337.70 337.70 334.50 334.50 -9.90 36 1,837 +6
Sep17 160719 331.60 333.90 330.90 330.90 -7.80 39 891 +15
Total Volume and Open Interest 92,211 374,632 -2,316
Soybean Oil(CBOT)
Aug16 160719 30.95 31.00 30.60 30.66 -0.28 17,850 44,814 -1,592
Sep16 160719 31.08 31.11 30.72 30.78 -0.28 6,343 39,625 -32
Oct16 160719 31.20 31.21 30.87 30.90 -0.28 2,872 21,381 +192
Dec16 160719 31.53 31.54 31.13 31.18 -0.29 45,571 173,400 +355
Jan17 160719 31.61 31.63 31.33 31.39 -0.28 3,917 24,719 +466
Mar17 160719 31.74 31.83 31.48 31.54 -0.31 2,780 20,285 +711
May17 160719 31.69 31.95 31.64 31.70 -0.34 981 15,114 +164
Jul17 160719 32.08 32.20 31.87 31.91 -0.36 1,324 7,276 +370
Aug17 160719 31.99 31.99 31.99 31.99 -0.36 128 3,140 -1
Sep17 160719 32.10 32.14 32.00 32.02 -0.36 177 2,497 -84
Total Volume and Open Interest 82,436 357,049 +672
Canola(WCE)
Jul16 160714 475.3 475.3 475.3 475.3 -4.3      
Nov16 160719 470.7 470.7 461.7 463.4 -7.3 12,715 122,105 -447
Jan17 160719 476.9 478.4 469.5 471.2 -7.2 2,616 16,182 +834
Mar17 160719 483.5 483.5 476.4 478.4 -7.1 866 5,257 +143
May17 160719 487.3 487.3 480.4 482.4 -7.0 462 3,389 +227
Total Volume and Open Interest 17,891 155,734 +1,123
Corn(CBOT)
Sep16 160719 356.50 356.50 341.50 341.75 -15.25 104,622 508,684 -3,565
Dec16 160719 362.50 362.75 348.25 348.50 -14.75 156,549 537,860 +921
Mar17 160719 371.50 371.50 357.25 357.50 -14.25 30,392 106,669 -534
May17 160719 375.75 375.75 363.00 363.00 -13.50 5,719 26,621 +241
Jul17 160719 379.75 379.75 367.25 368.00 -12.25 5,260 63,621 +1,147
Sep17 160719 377.75 377.75 369.25 369.50 -11.50 1,216 12,629 +235
Dec17 160719 384.00 384.50 376.00 376.50 -10.00 3,848 35,768 +282
Mar18 160719 385.75 385.75 385.75 385.75 -9.75 4 1,759 +0
May18 160719 391.00 391.00 391.00 391.00 -9.50 2 529 +2
Jul18 160719 401.75 401.75 395.50 395.50 -9.25 14 662 -11
Total Volume and Open Interest 307,691 1,296,559 -1,241
Wheat(CBOT)
Sep16 160719 427.75 428.25 416.25 418.00 -11.50 76,867 252,500 -1,870
Dec16 160719 451.75 453.00 441.00 442.50 -12.00 41,217 124,808 -235
Mar17 160719 476.00 476.00 464.00 465.50 -12.25 14,396 39,327 +211
May17 160719 488.25 488.25 477.75 479.00 -13.00 3,472 9,310 +80
Jul17 160719 499.75 499.75 487.75 489.50 -12.50 3,347 21,340 +416
Sep17 160719 507.00 507.00 500.00 501.75 -12.00 631 2,375 -60
Total Volume and Open Interest 141,140 454,089 -944
Wheat(KCBT)
Sep16 160719 419.00 419.00 408.50 410.50 -9.50 22,954 132,472 -2,620
Dec16 160719 444.25 444.75 434.75 436.50 -9.50 10,027 48,630 -746
Mar17 160719 461.25 461.50 451.75 453.50 -9.75 5,073 20,810 +1,103
May17 160719 471.25 471.25 463.00 464.50 -9.75 1,692 7,853 +239
Jul17 160719 481.00 481.00 473.00 474.50 -9.50 2,305 13,424 +945
Sep17 160719 493.75 493.75 489.50 489.50 -9.50 178 1,213 +24
Dec17 160719 512.75 512.75 506.00 510.00 -8.00 0 563 +0
Total Volume and Open Interest 42,231 225,135 -1,053
Wheat(MGE)
Sep16 160719 496.25 496.25 487.75 488.00 -10.00 2,681 26,367 -77
Dec16 160719 511.50 511.50 503.75 504.00 -9.75 1,307 14,730 +227
Mar17 160719 525.75 526.50 520.00 520.00 -9.50 602 9,209 +110
May17 160719 535.75 535.75 529.75 529.75 -9.00 415 3,849 +8
Jul17 160719 544.00 544.00 539.25 539.25 -9.00 435 2,309 +15
Sep17 160719 555.00 555.00 549.75 549.75 -8.25 365 1,012 +184
Total Volume and Open Interest 5,886 57,839 +523
Oats(CBOT)
Sep16 160719 206.25 206.25 204.00 204.25 -2.75 74 3,304 +7
Dec16 160719 205.00 205.00 201.00 202.75 -2.00 622 5,710 -44
Mar17 160719 209.25 212.00 209.25 210.50 -1.25 11 813 -9
May17 160719 215.00 215.00 215.00 215.00 -1.25      
Total Volume and Open Interest 707 9,827 -46
Rough Rice(CBOT)
Jul16 160714 10.38 10.85 10.38 10.38 -0.11      
Sep16 160719 10.76 10.83 10.65 10.78 +0.02 186 7,895 +67
Nov16 160719 11.03 11.07 10.94 11.06 +0.03 43 1,743 +22
Jan17 160719 11.30 11.30 11.03 11.30 +0.01 1 99 +1
Total Volume and Open Interest 230 9,784 +90
Live Cattle(CME)
Aug16 160719 112.430 112.930 110.000 110.400 -2.050 19,794 69,540 -4,215
Oct16 160719 110.480 111.000 109.035 109.480 -1.155 13,836 96,510 +2,637
Dec16 160719 112.000 112.385 110.580 110.785 -1.250 6,921 46,507 +427
Feb17 160719 112.000 112.480 110.830 110.980 -1.100 2,453 16,936 +235
Apr17 160719 111.080 111.535 109.900 110.080 -1.150 1,008 9,888 +123
Jun17 160719 105.430 105.430 103.700 103.850 -1.350 545 4,111 +223
Total Volume and Open Interest 44,658 245,481 -539
Feeder Cattle(CME)
Aug16 160719 141.550 143.235 139.535 139.900 -1.285 3,746 19,822 -356
Sep16 160719 140.130 142.000 138.500 138.830 -1.370 1,551 10,374 +94
Oct16 160719 139.185 140.700 137.485 137.735 -1.450 1,177 6,030 +131
Nov16 160719 136.250 137.685 134.500 134.630 -1.655 552 3,895 -7
Jan17 160719 133.000 133.825 131.100 131.250 -1.800 170 2,756 +28
Mar17 160719 131.500 132.185 129.050 129.575 -1.555 39 507 +9
Apr17 160719 131.000 131.000 129.600 129.700 -0.785 10 59 +6
Total Volume and Open Interest 7,249 43,481 -95
Lean Hogs(CME)
Aug16 160719 78.285 78.285 77.285 77.350 -0.480 12,829 49,385 -3,174
Oct16 160719 65.650 65.680 64.200 64.300 -1.085 10,780 96,141 +942
Dec16 160719 59.500 59.500 58.250 58.400 -0.900 4,772 46,337 -236
Feb17 160719 63.300 63.300 62.350 62.880 -0.470 1,369 20,898 -200
Apr17 160719 67.850 67.850 67.225 67.725 -0.525 712 15,305 +182
May17 160719 73.180 73.180 73.180 73.180 +0.380 4 203 +0
Jun17 160719 76.080 76.350 75.800 76.350 -0.250 131 1,630 +14
Jul17 160719 75.580 75.580 74.830 75.580 -0.250 22 317 +18
Total Volume and Open Interest 30,620 230,339 -7,680
Class III Milk(CME)
Jul16 160719 15.33 15.35 15.33 15.34 +0.02 87 5,370 -20
Aug16 160719 16.51 16.65 16.44 16.58 +0.08 314 4,780 +69
Sep16 160719 16.57 16.70 16.46 16.60 +0.05 283 4,095 +124
Oct16 160719 16.65 16.74 16.49 16.70 +0.03 171 3,484 +43
Nov16 160719 16.50 16.59 16.38 16.50 unch 131 3,185 +29
Dec16 160719 16.22 16.25 16.20 16.25 -0.05 83 2,857 +31
Jan17 160719 16.05 16.09 15.99 16.09 -0.01 44 1,150 +25
Feb17 160719 16.11 16.15 16.11 16.15 unch 36 1,017 +35
Mar17 160719 16.15 16.15 16.15 16.15 unch 34 949 +30
Apr17 160719 16.27 16.27 16.20 16.20 -0.04 23 894 +19
May17 160719 16.35 16.35 16.35 16.35 unch 16 737 +13
Jun17 160719 16.49 16.49 16.49 16.49 +0.01 36 657 +13
Jul17 160719 16.56 16.56 16.53 16.54 +0.02 20 210 +14
Total Volume and Open Interest 1,421 30,386 +520
Cocoa(ICE)
Sep16 160719 3067 3068 2990 2998 -87 22,766 93,803 -842
Dec16 160719 3054 3057 2986 2994 -79 10,212 63,291 -41
Mar17 160719 3027 3031 2965 2972 -74 3,768 43,482 +339
May17 160719 3006 3014 2950 2957 -74 460 8,560 +9
Jul17 160719 2961 2961 2944 2948 -72 75 2,644 -2
Sep17 160719 2944 2944 2940 2940 -71 41 3,862 -25
Dec17 160719 2935 2935 2931 2931 -69 0 586 +0
Total Volume and Open Interest 37,323 220,090 -561
Coffee "C"(ICE)
Jul16 160719 144.65 144.65 144.65 144.65 -3.15 6 4 -6
Sep16 160719 150.40 151.30 146.25 146.55 -2.90 25,590 96,816 -169
Dec16 160719 153.30 154.20 149.25 149.50 -2.90 9,050 49,723 +1,860
Mar17 160719 156.00 156.85 151.95 152.25 -2.85 2,945 17,593 +375
May17 160719 157.60 158.35 153.60 153.90 -2.70 618 9,541 +56
Jul17 160719 158.55 159.00 155.20 155.20 -2.55 146 3,233 +3
Total Volume and Open Interest 38,892 185,876 +2,194
Orange Juice(ICE)
Sep16 160719 184.45 186.20 181.20 182.85 -1.60 410 14,743 +77
Nov16 160719 184.00 185.45 181.05 181.95 -1.80 96 2,192 -36
Jan17 160719 184.65 184.70 179.75 180.00 -3.30 1 782 +0
Mar17 160719 182.70 182.70 178.00 178.00 -4.50 0 117 +0
May17 160719 176.40 176.40 176.40 176.40 -5.20 0 10 +0
Jul17 160719 174.80 174.80 174.80 174.80 -5.20      
Total Volume and Open Interest 507 17,846 +41
Sugar #11(ICE)
Oct16 160719 19.47 19.69 19.22 19.36 -0.01 65,059 446,423 -12,183
Mar17 160719 19.72 19.94 19.49 19.62 -0.02 19,625 222,195 +1,191
May17 160719 19.05 19.30 18.90 19.02 unch 7,643 61,024 +1,258
Jul17 160719 18.55 18.72 18.39 18.46 -0.03 5,418 48,531 -153
Oct17 160719 18.23 18.35 18.05 18.10 -0.08 3,407 29,154 -431
Mar18 160719 18.10 18.19 17.94 17.97 -0.10 599 13,908 -1
May18 160719 17.67 17.69 17.48 17.52 -0.13 315 4,501 +53
Jul18 160719 17.36 17.36 17.19 17.22 -0.15 234 4,751 +48
Total Volume and Open Interest 102,607 836,376 -10,307
London Cocoa(LCE)
Sep16 160719 2473 2480 2435 2437 -33 8,527 108,493 +576
Dec16 160719 2409 2415 2373 2375 -32 6,713 73,955 +1,106
Mar17 160719 2358 2360 2323 2325 -31 3,410 56,717 +423
May17 160719 2342 2344 2309 2311 -29 902 20,304 +164
Jul17 160719 2324 2324 2303 2305 -28 186 2,934 -14
Sep17 160719 2300 2300 2295 2297 -27 22 2,300 +17
Dec17 160719 2284 2284 2284 2284 -26 0 441 +0
Total Volume and Open Interest 19,760 265,144 +2,272
London Sugar(LCE)
Oct16 160719 534.40 540.00 531.60 535.50 +1.50 10,544 46,575 -879
Dec16 160719 532.30 537.30 529.40 533.40 +1.90 2,170 16,558 +291
Mar17 160719 531.50 535.00 527.10 530.60 +1.10 1,206 16,633 +193
May17 160719 524.50 527.80 520.00 522.70 -0.10 719 6,836 +246
Aug17 160719 516.30 518.10 513.70 513.80 -1.30 455 3,712 -42
Total Volume and Open Interest 15,372 93,275 -1,310
Cotton(ICE)
Oct16 160719 73.54 73.94 72.47 72.96 -0.67 70 168 -2
Dec16 160719 73.95 74.46 72.63 73.27 -0.68 23,862 181,153 -530
Mar17 160719 74.02 74.36 72.88 73.49 -0.46 3,585 28,529 +1,476
May17 160719 74.23 74.23 73.27 73.61 -0.22 450 5,206 +136
Jul17 160719 74.07 74.07 73.25 73.64 -0.09 335 3,921 +21
Oct17 160719 73.07 73.07 73.07 73.07 -0.07      
Total Volume and Open Interest 28,619 226,895 +1,308
Lumber(CME)
Sep16 160719 332.7 333.1 323.6 325.7 -2.6 779 4,295 +207
Nov16 160719 337.3 338.1 329.0 331.7 -2.1 58 337 +8
Jan17 160719 341.8 341.8 335.8 338.2 +1.8 4 51 +1
Mar17 160719 339.0 339.6 339.0 339.0 +0.4 1 23 +1
Total Volume and Open Interest 842 4,735 +202
Crude Oil(NYM)
Aug16 160719 45.23 45.67 44.53 44.65 -0.59 430,256 83,422 -50,144
Sep16 160719 45.93 46.38 45.28 45.45 -0.49 265,014 496,045 +11,611
Oct16 160719 46.44 46.99 46.01 46.14 -0.40 45,374 122,419 +201
Nov16 160719 47.20 47.66 46.75 46.88 -0.34 29,452 118,485 -4
Dec16 160719 47.92 48.33 47.47 47.60 -0.28 53,249 260,759 +1,400
Jan17 160719 48.33 48.88 48.09 48.21 -0.24 13,864 64,370 +1,499
Feb17 160719 48.74 49.04 48.63 48.72 -0.20 7,480 34,106 +727
Mar17 160719 49.12 49.74 49.04 49.14 -0.15 12,743 66,111 +1,951
Apr17 160719 49.38 49.95 49.36 49.48 -0.10 5,559 23,125 +677
May17 160719 50.01 50.12 49.69 49.77 -0.04 2,815 20,299 +516
Jun17 160719 50.00 50.55 49.75 50.01 +0.01 22,950 78,093 +238
Jul17 160719 50.52 50.52 50.14 50.21 +0.04 2,083 17,929 +506
Aug17 160719 50.50 50.53 50.39 50.39 +0.07 658 14,590 +197
Sep17 160719 50.59 51.44 50.59 50.59 +0.10 4,528 32,482 -22
Oct17 160719 50.79 50.79 50.79 50.79 +0.12 745 10,992 +32
Nov17 160719 51.00 51.00 51.00 51.00 +0.13 546 11,772 +64
Total Volume and Open Interest 924,313 1,708,253 -31,162
e-miNY Crude Oil(NYM)
Aug16 160719 45.175 45.650 44.575 44.650 -0.600 9,153 1,289 -88
Sep16 160719 45.875 46.375 45.275 45.450 -0.500 1,395 753 +77
Oct16 160719 46.500 46.850 46.000 46.150 -0.400 83 153 +5
Nov16 160719 47.025 47.125 46.825 46.875 -0.350 5 28 +3
Dec16 160719 48.100 48.100 47.600 47.600 -0.275 41 313 +13
Jan17 160719 48.350 48.350 48.200 48.200 -0.250 0 17 +0
Feb17 160719 48.875 48.875 48.725 48.725 -0.200 0 11 +0
Mar17 160719 49.150 49.150 49.150 49.150 -0.150 2 12 +0
Apr17 160719 49.475 49.475 49.475 49.475 -0.100 2 2 +2
May17 160719 49.775 49.775 49.775 49.775 -0.025      
Total Volume and Open Interest 10,681 2,740 +12
NY Harbor ULSD(NYM)
Aug16 160719 138.20 140.73 137.18 138.41 +0.63 52,922 55,329 -1,114
Sep16 160719 140.60 143.14 139.65 140.98 +0.59 34,762 79,600 +506
Oct16 160719 143.41 145.51 142.25 143.45 +0.47 18,842 41,646 -144
Nov16 160719 145.53 147.73 144.62 145.72 +0.40 12,850 30,728 +718
Dec16 160719 147.37 149.70 146.78 147.73 +0.36 14,722 51,021 +696
Jan17 160719 151.01 151.01 149.19 149.67 +0.29 5,819 23,810 +71
Feb17 160719 151.42 151.94 150.67 150.95 +0.19 2,524 12,612 +436
Mar17 160719 151.43 152.88 151.10 151.53 +0.12 2,255 13,910 -10
Apr17 160719 151.73 151.73 151.06 151.44 +0.08 459 7,571 -24
May17 160719 151.40 152.25 151.27 151.77 +0.11 427 3,623 +150
Jun17 160719 152.33 153.60 152.17 152.40 +0.15 2,898 20,934 +143
Jul17 160719 153.25 153.83 153.25 153.30 +0.17 149 2,482 +4
Aug17 160719 154.32 154.32 153.50 154.32 +0.18 122 1,410 -30
Sep17 160719 155.55 155.55 155.55 155.55 +0.22 52 1,616 +2
Total Volume and Open Interest 150,295 373,629 +1,073
RBOB Gasoline(NYM)
Aug16 160719 138.83 139.77 137.15 137.57 -1.15 47,386 62,327 -7,533
Sep16 160719 139.72 140.60 138.00 138.52 -1.09 39,820 111,191 +6,642
Oct16 160719 132.03 133.21 130.99 131.49 -0.77 27,369 54,203 +2,637
Nov16 160719 131.77 132.76 130.67 131.22 -0.59 19,026 36,013 +1,966
Dec16 160719 131.62 132.69 130.64 131.16 -0.46 14,473 44,927 +574
Jan17 160719 131.88 133.52 131.66 132.15 -0.34 3,928 15,093 +8
Feb17 160719 134.34 134.34 133.16 133.67 -0.23 2,404 4,650 +313
Mar17 160719 135.50 135.87 135.39 135.68 -0.14 2,746 11,898 +728
Apr17 160719 154.26 154.29 153.65 154.02 -0.15 2,071 12,245 +292
May17 160719 155.09 155.09 155.09 155.09 -0.23 483 4,715 +61
Total Volume and Open Interest 163,679 392,326 +6,024
e-miNY RBOB Gasoline(NYM)
Aug16 160719 137.60 137.60 137.57 137.60 -1.12 0 1 +0
Sep16 160719 138.50 138.52 138.50 138.50 -1.11      
Oct16 160719 131.50 131.50 131.49 131.50 -0.76      
Nov16 160719 131.20 131.22 131.20 131.20 -0.61      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Aug16 160719 2.733 2.787 2.714 2.728 +0.006 122,444 102,753 -4,144
Sep16 160719 2.699 2.751 2.682 2.689 -0.003 68,066 246,910 +5,330
Oct16 160719 2.747 2.794 2.725 2.730 -0.008 35,314 111,854 +707
Nov16 160719 2.932 2.972 2.900 2.909 -0.015 18,514 88,416 +1,230
Dec16 160719 3.200 3.236 3.170 3.180 -0.014 8,748 55,135 -323
Jan17 160719 3.330 3.367 3.304 3.312 -0.013 15,728 110,931 +735
Feb17 160719 3.305 3.349 3.294 3.302 -0.013 3,816 30,119 +82
Mar17 160719 3.269 3.300 3.252 3.254 -0.013 6,502 62,002 +93
Apr17 160719 3.027 3.059 3.007 3.009 -0.021 8,557 53,320 +12
May17 160719 2.997 3.022 2.982 2.982 -0.021 3,905 21,867 +304
Jun17 160719 3.031 3.054 3.015 3.015 -0.021 2,166 20,497 +669
Jul17 160719 3.084 3.084 3.046 3.046 -0.021 1,387 12,978 +18
Aug17 160719 3.070 3.082 3.053 3.053 -0.020 944 14,697 +394
Sep17 160719 3.051 3.052 3.031 3.031 -0.020 821 8,609 +193
Oct17 160719 3.086 3.094 3.054 3.055 -0.020 1,649 20,082 +53
Nov17 160719 3.142 3.149 3.111 3.111 -0.021 1,023 8,736 +6
Total Volume and Open Interest 302,725 1,029,202 +5,710
Brent Crude Oil(ICE)
Sep16 160719 46.93 47.49 46.53 46.66 -0.30 260,430 294,057 -22,677
Oct16 160719 47.42 47.98 47.04 47.18 -0.27 152,734 309,428 +13,130
Nov16 160719 47.84 48.37 47.45 47.61 -0.24 77,371 254,385 +3,276
Dec16 160719 48.33 48.94 48.01 48.18 -0.22 97,513 379,717 +2,812
Jan17 160719 48.84 49.40 48.49 48.67 -0.20 18,130 100,039 +519
Feb17 160719 49.27 49.83 48.95 49.14 -0.17 9,855 75,538 +789
Mar17 160719 49.67 50.25 49.41 49.59 -0.13 16,697 68,813 +2,375
Apr17 160719 50.05 50.64 49.88 49.99 -0.10 5,972 26,618 +315
May17 160719 50.32 51.00 50.24 50.36 -0.08 4,450 38,719 +191
Jun17 160719 50.63 51.32 50.43 50.68 -0.07 20,625 106,173 +1,749
Jul17 160719 51.08 51.08 51.01 51.01 -0.06 707 18,953 +197
Aug17 160719 51.33 51.33 51.33 51.33 -0.03 1,500 18,131 +664
Sep17 160719 51.60 51.60 51.60 51.60 -0.02 4,486 39,306 +1,047
Oct17 160719 51.91 51.91 51.86 51.86 -0.01 397 14,740 +6
Total Volume and Open Interest 707,186 2,208,512 +1,891
Gas Oil(ICE)
Aug16 160719 403.00 414.50 402.50 409.25 +7.50 76,504 109,428 +5,731
Sep16 160719 411.00 420.50 409.50 415.25 +6.50 80,340 105,718 +4,600
Oct16 160719 417.00 426.25 415.75 421.25 +5.75 48,769 75,102 +9,307
Nov16 160719 420.75 430.00 420.50 424.75 +5.00 16,609 47,496 -149
Dec16 160719 424.75 433.50 423.75 428.25 +4.50 29,437 106,489 +4,155
Jan17 160719 429.50 437.25 429.00 433.00 +4.50 6,893 37,755 +618
Feb17 160719 433.75 442.25 433.50 437.25 +4.25 4,987 18,375 +1,853
Mar17 160719 438.00 446.00 437.25 441.00 +4.25 3,102 23,372 -162
Apr17 160719 440.75 449.00 440.75 444.25 +4.25 1,226 10,823 +12
May17 160719 446.25 450.50 445.50 447.25 +4.00 682 13,145 -236
Total Volume and Open Interest 287,001 713,462 +27,351
Ethanol(CBOT)
Aug16 160719 1.547 1.547 1.515 1.521 -0.048 203 1,492 -161
Sep16 160719 1.527 1.527 1.505 1.511 -0.041 190 1,199 +135
Oct16 160719 1.475 1.516 1.475 1.475 -0.041 7 404 +0
Nov16 160719 1.445 1.445 1.445 1.445 -0.035 1 391 +1
Dec16 160719 1.422 1.446 1.422 1.422 -0.035 0 1,125 +0
Jan17 160719 1.398 1.398 1.398 1.398 -0.035 0 191 +0
Feb17 160719 1.395 1.395 1.395 1.395 -0.035 0 63 +0
Mar17 160719 1.395 1.395 1.395 1.395 -0.035      
Total Volume and Open Interest 401 4,867 -25
WTI Crude Oil(ICE)
Aug16 160719 45.16 45.67 44.57 44.65 -0.59 40,757 32,977 -1,638
Sep16 160719 45.85 46.38 45.32 45.45 -0.49 52,288 86,097 +1,500
Oct16 160719 46.48 46.97 46.05 46.14 -0.40 22,052 25,532 -3,229
Nov16 160719 47.07 47.65 46.78 46.88 -0.34 10,116 32,207 +1,959
Dec16 160719 47.73 48.34 47.50 47.60 -0.28 20,697 90,241 +547
Jan17 160719 48.88 48.88 48.12 48.21 -0.24 2,695 17,879 +433
Feb17 160719 49.33 49.33 48.62 48.72 -0.20 2,590 19,886 -142
Mar17 160719 49.52 49.72 49.08 49.14 -0.15 3,900 19,507 +1,529
Apr17 160719 49.62 49.71 49.48 49.48 -0.10 1,311 3,033 -46
May17 160719 49.77 49.77 49.77 49.77 -0.04 339 2,060 +75
Jun17 160719 50.51 50.51 50.01 50.01 +0.01 2,896 31,592 +898
Jul17 160719 50.21 50.21 50.21 50.21 +0.04 110 1,694 +78
Aug17 160719 50.39 50.39 50.39 50.39 +0.07 122 823 -96
Sep17 160719 50.59 50.59 50.59 50.59 +0.10 1,629 9,596 +1,496
Oct17 160719 50.79 50.79 50.79 50.79 +0.12 72 1,283 -1
Nov17 160719 51.00 51.00 51.00 51.00 +0.13 84 774 -10
Total Volume and Open Interest 168,956 470,444 +2,605
US Dollar Index(ICE)
Sep16 160719 96.590 97.185 96.530 97.107 +0.520 22,806 46,939 -406
Dec16 160719 96.550 97.145 96.550 97.088 +0.520 491 3,356 +90
Mar17 160719 96.770 97.118 96.770 97.118 +0.515 65 1,523 +35
Total Volume and Open Interest 23,362 51,834 -281
Australian Dollar(CME)
Sep16 160719 75.66 75.71 74.59 74.93 -0.83 98,696 90,990 +1,220
Dec16 160719 75.34 75.37 74.39 74.72 -0.82 81 1,208 +0
Mar17 160719 74.55 75.46 74.44 74.55 -0.81 0 11 +0
Total Volume and Open Interest 98,777 92,210 +1,220
British Pound(CME)
Sep16 160719 132.57 132.83 130.82 130.98 -1.69 151,196 235,882 +1,573
Dec16 160719 132.60 132.98 131.01 131.16 -1.69 256 1,771 +51
Mar17 160719 132.25 132.25 131.26 131.38 -1.68 38 127 +8
Total Volume and Open Interest 151,770 238,290 +1,892
Canadian Dollar(CME)
Sep16 160719 77.24 77.31 76.61 76.80 -0.44 57,547 114,588 +19
Dec16 160719 77.22 77.28 76.64 76.81 -0.44 163 3,856 +57
Mar17 160719 77.00 77.03 76.68 76.83 -0.44 10 362 -10
Jun17 160719 76.85 77.06 76.74 76.85 -0.44 0 124 +0
Total Volume and Open Interest 57,720 118,970 +66
Japanese Yen(CME)
Sep16 160719 94.43 94.89 94.08 94.51 +0.05 154,840 157,793 +63
Dec16 160719 94.92 95.23 94.45 94.87 +0.04 263 1,290 +77
Mar17 160719 95.29 95.75 94.89 95.29 +0.04 0 41 +0
Total Volume and Open Interest 155,106 159,231 +140
Swiss Franc(CME)
Sep16 160719 102.11 102.21 101.53 101.79 -0.31 13,388 39,741 +530
Dec16 160719 102.18 102.71 102.11 102.35 -0.31 14 80 -4
Mar17 160719 102.85 102.85 102.71 102.85 -0.32      
Total Volume and Open Interest 13,402 39,841 +526
EuroFX(CME)
Sep16 160719 111.01 111.08 110.26 110.42 -0.54 141,796 370,484 +8,850
Dec16 160719 111.48 111.48 110.68 110.83 -0.55 694 4,707 +105
Mar17 160719 111.27 111.86 111.16 111.27 -0.54 9 1,473 +0
Total Volume and Open Interest 142,499 377,323 +8,955
Mexican Peso(CME)
Jul16 160718 539.75 539.75 539.75 539.75 -1.88 1 7 -1
Aug16 160719 537.75 537.75 537.75 537.75 -4.50      
Total Volume and Open Interest 34,909 96,280 -749
Brazilian Real(CME)
Aug16 160719 302.25 306.35 302.10 305.30 -0.45 1,192 22,636 -366
Sep16 160719 302.00 303.55 300.40 302.35 -0.45 11 3,460 -1
Oct16 160719 299.75 299.75 299.75 299.75 -0.65      
Nov16 160719 297.00 297.00 297.00 297.00 -0.70      
Total Volume and Open Interest 1,203 26,126 -367
30-Year T-Bonds(CBOT)
Sep16 160719 171~250 172~220 171~220 172~070 +0~210 234,879 594,433 +10,550
Dec16 160719 170~130 171~020 170~130 170~250 +0~210 90 199 +23
Mar17 160719 169~210 169~210 169~210 169~210 +0~210      
Total Volume and Open Interest 234,969 594,632 +10,573
10-Year T-Notes(CBOT)
Sep16 160719 132~015 132~130 132~000 132~075 +0~065 1,236,322 2,849,186 -5,869
Dec16 160719 131~090 131~115 131~065 131~095 +0~065 404 5,214 +323
Mar17 160719 130~155 130~155 130~155 130~155 +0~065      
Total Volume and Open Interest 1,236,726 2,854,400 -5,546
5-Year T-Notes(CBOT)
Sep16 160719 121~154 121~214 121~144 121~170 +0~020 664,995 2,666,915 -27,608
Dec16 160719 121~156 121~180 121~156 121~170 +0~022 253 1,544 +69
Total Volume and Open Interest 665,248 2,668,459 -27,539
2 Year T-Notes(CBOT)
Sep16 160719 109~114 109~134 109~110 109~120 +0~002 324,800 1,026,320 +5,432
Dec16 160719 109~090 109~090 109~090 109~090 -0~012      
Mar17 160719 109~084 109~084 109~084 109~084 -0~012      
Total Volume and Open Interest 324,800 1,026,320 +5,432
Eurodollars(CME)
Sep16 160719 99.250 99.265 99.240 99.240 -0.010 337,583 1,230,080 +19,655
Dec16 160719 99.175 99.200 99.160 99.165 -0.010 358,866 1,459,493 +34,316
Mar17 160719 99.135 99.160 99.120 99.125 -0.010 267,677 986,878 -8,393
Jun17 160719 99.095 99.125 99.080 99.085 -0.005 229,815 865,960 -2,564
Sep17 160719 99.045 99.085 99.040 99.045 -0.005 247,035 823,156 -475
Dec17 160719 98.995 99.035 98.990 98.995 unch 332,109 1,239,614 -29,116
Mar18 160719 98.965 99.005 98.960 98.965 unch 166,845 612,935 -2,623
Jun18 160719 98.935 98.970 98.920 98.930 +0.005 160,979 479,162 +3,728
Sep18 160719 98.890 98.930 98.885 98.890 +0.005 198,952 454,504 +9,318
Dec18 160719 98.845 98.885 98.840 98.845 +0.005 134,564 574,589 +2,363
Mar19 160719 98.805 98.860 98.800 98.815 +0.005 98,517 351,545 -1,282
Jun19 160719 98.770 98.815 98.760 98.775 +0.005 87,528 276,641 +882
Sep19 160719 98.725 98.775 98.725 98.730 +0.005 81,557 215,777 -14,047
Dec19 160719 98.675 98.725 98.675 98.680 +0.005 60,780 224,167 +5,224
Mar20 160719 98.635 98.685 98.635 98.645 +0.010 40,024 140,885 +1,848
Jun20 160719 98.590 98.640 98.590 98.600 +0.010 35,649 90,403 +99
Sep20 160719 98.550 98.590 98.550 98.555 +0.010 35,497 89,870 -16,323
Dec20 160719 98.510 98.545 98.500 98.505 +0.015 22,649 89,953 +1,735
Total Volume and Open Interest 2,991,445 10,634,386 -1,821
Ultra T-Bond(CBOT)
Sep16 160719 186~13 187~20 186~08 187~04 +1~00 76,434 591,705 +5,030
Dec16 160719 186~10 186~10 186~10 186~10 +1~00      
Mar17 160719 185~10 185~10 185~10 185~10 +1~00      
Total Volume and Open Interest 76,434 591,705 +5,030
Ultra 10-Yr T-Note(CBOT)
Sep16 160719 144~180 145~040 144~165 144~275 +0~115 76,303 165,927 +1,732
Dec16 160719 144~175 144~175 144~175 144~175 +0~105      
Mar17 160719 144~175 144~175 144~175 144~175 +0~105      
Total Volume and Open Interest 76,303 165,927 +1,732
30 Day Federal Funds(CBOT)
Jul16 160719 99.605 99.607 99.605 99.607 unch 5,253 173,401 +1,281
Aug16 160719 99.605 99.610 99.605 99.605 unch 9,855 149,531 -2,233
Sep16 160719 99.600 99.600 99.590 99.590 -0.005 8,292 52,483 -990
Oct16 160719 99.575 99.580 99.565 99.570 -0.005 33,421 129,125 -4,433
Nov16 160719 99.575 99.580 99.560 99.565 -0.005 12,174 65,396 -2,030
Dec16 160719 99.545 99.550 99.530 99.535 -0.005 8,260 39,521 +2,094
Total Volume and Open Interest 122,190 810,631 -6,757
3-Mth Euro-Yen(CME)
Sep16 160719 99.990 99.990 99.990 99.990 unch      
Dec16 160719 99.990 99.990 99.990 99.990 unch      
Mar17 160719 99.990 99.990 99.990 99.990 unch      
Jun17 160719 99.990 99.990 99.990 99.990 unch      
Sep17 160719 99.990 99.990 99.990 99.990 unch      
Dec17 160719 99.990 99.990 99.990 99.990 unch      
Mar18 160719 99.995 99.995 99.995 99.995 unch      
Jun18 160719 99.855 99.855 99.855 99.855 unch      
Sep18 160719 99.715 99.715 99.715 99.715 unch      
Dec18 160719 99.575 99.575 99.575 99.575 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep16 160719 99.99 99.99 99.99 99.99 unch      
Dec16 160719 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160719 99.99 99.99 99.99 99.99 unch      
Jun17 160719 99.99 99.99 99.99 99.99 unch      
Sep17 160719 99.99 99.99 99.99 99.99 unch      
Dec17 160719 99.99 99.99 99.99 99.99 unch      
Mar18 160719 100.00 100.00 100.00 100.00 unch      
Jun18 160719 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160719 152.82 153.25 152.70 153.10 +0.34 2,555 19,085 -251
Dec16 160719 152.90 153.24 152.90 153.24 +0.34 0 3 +0
Mar17 160719 153.16 153.16 153.16 153.16 +0.34      
Total Volume and Open Interest 2,555 19,088 -251
Euro-Buxl(EUREX)
Sep16 160719 190.72 191.68 189.98 190.46 +0.48 24,072 131,489 -7,089
Dec16 160719 189.64 189.64 188.82 188.82 +0.48 0 26 +0
Mar17 160719 188.82 188.82 188.82 188.82 +0.48      
Total Volume and Open Interest 24,072 131,515 -7,089
Euro-Bund(EUREX)
Sep16 160719 166.57 166.87 166.33 166.49 +0.13 482,625 1,589,261 -90,580
Dec16 160719 164.01 164.08 163.73 163.80 +0.14 168 1,126 +160
Mar17 160719 166.02 166.02 165.99 165.99 +0.13 10 18 +10
Total Volume and Open Interest 482,803 1,590,405 -90,410
Euro-Bobl(EUREX)
Sep16 160719 133.63 133.72 133.51 133.57 -0.03 339,434 1,249,671 -49,865
Dec16 160719 131.57 131.57 131.57 131.57 -0.03 4 666 +2
Mar17 160719 133.57 133.57 133.57 133.57 -0.03      
Total Volume and Open Interest 339,438 1,250,337 -49,863
Euro-Schatz(EUREX)
Sep16 160719 112.07 112.08 112.03 112.05 -0.01 176,900 1,118,532 +7,805
Dec16 160719 112.05 112.05 112.05 112.05 -0.01 0 185 +0
Mar17 160719 112.05 112.05 112.05 112.05 -0.01      
Total Volume and Open Interest 176,900 1,118,717 +7,805
3-Mth Euribor(EUREX)
Sep16 160719 100.320 100.320 100.320 100.320 unch 0 4,976 +0
Dec16 160719 100.345 100.345 100.345 100.345 unch 3 2,168 +0
Mar17 160719 100.360 100.360 100.360 100.360 unch 0 3,804 +0
Total Volume and Open Interest 1,988 94,519 -107
Long Gilt(LIFFE)
Sep16 160719 129~28 130~03 129~17 129~22 +0~04 128,828 551,153 +10,891
Dec16 160719 128~20 128~20 128~15 128~20 +0~04      
Total Volume and Open Interest 128,828 551,153 +10,891
3-Mth Short Sterling(LIFFE)
Sep16 160719 99.65 99.66 99.64 99.65 unch 126,176 442,829 +15,661
Dec16 160719 99.69 99.69 99.67 99.68 unch 60,905 604,369 +7,138
Mar17 160719 99.69 99.69 99.67 99.68 unch 59,556 375,556 +3,458
Jun17 160719 99.68 99.69 99.66 99.68 +0.01 52,354 351,750 +23,451
Sep17 160719 99.68 99.69 99.66 99.67 +0.01 38,224 285,476 -3,100
Dec17 160719 99.65 99.68 99.64 99.65 +0.01 31,420 291,935 +2,098
Total Volume and Open Interest 507,809 3,225,803 +52,017
3-Mth Euribor(LIFFE)
Sep16 160719 100.320 100.320 100.315 100.315 -0.005 40,878 348,438 -10,197
Dec16 160719 100.350 100.350 100.340 100.340 -0.005 31,119 458,631 -1,553
Mar17 160719 100.360 100.370 100.355 100.355 -0.005 30,801 418,048 +291
Total Volume and Open Interest 382,463 3,134,710 -19,440
3-Mth Aus T-Bills(SFE)
Sep16 160719 98.12 98.15 98.12 98.15 +0.02 12,839 201,662 +592
Dec16 160719 98.21 98.25 98.20 98.25 +0.04 32,310 185,836 +3,811
Mar17 160719 98.25 98.30 98.25 98.30 +0.04 20,991 139,585 +4,402
Jun17 160719 98.28 98.33 98.27 98.32 +0.04 15,424 124,622 +3,279
Sep17 160719 98.29 98.34 98.29 98.34 +0.05 8,604 86,403 +323
Dec17 160719 98.29 98.35 98.29 98.35 +0.06 10,911 75,166 +2,843
Mar18 160719 98.28 98.34 98.28 98.34 +0.05 3,438 46,371 +927
Jun18 160719 98.27 98.33 98.27 98.33 +0.05 2,337 38,050 +723
Sep18 160719 98.25 98.31 98.25 98.31 +0.06 1,818 6,336 +932
Dec18 160719 98.27 98.28 98.27 98.28 +0.06 406 3,735 +101
Total Volume and Open Interest 109,301 910,301 +18,015
10-Year Aus T-Bonds(SFE)
Sep16 160719 97.99 98.07 97.98 98.07 +0.07 109,101 847,406 -11,686
Dec16 160719 98.07 98.07 98.07 98.07 +0.07      
Total Volume and Open Interest 109,101 847,406 -11,686
3-Year Aus T-Bonds(SFE)
Sep16 160719 98.48 98.55 98.47 98.55 +0.06 133,931 756,367 +6,855
Dec16 160719 98.55 98.55 98.55 98.55 +0.06      
Total Volume and Open Interest 133,931 756,367 +6,855
Gold(CMX)
Aug16 160719 1329.1 1335.5 1325.8 1332.3 +3.0 191,831 317,354 -3,779
Oct16 160719 1331.7 1338.7 1329.9 1336.1 +3.1 5,340 41,581 +555
Dec16 160719 1336.4 1343.0 1333.4 1339.9 +3.1 19,944 190,171 +6,401
Feb17 160719 1339.4 1345.4 1337.9 1343.3 +3.2 1,545 16,688 +268
Apr17 160719 1342.9 1347.0 1342.9 1346.2 +3.2 222 7,335 +28
Jun17 160719 1347.2 1348.8 1347.2 1348.8 +3.1 153 13,008 -36
Aug17 160719 1348.4 1352.4 1348.4 1351.3 +3.0 27 1,727 -21
Oct17 160719 1350.9 1354.6 1350.4 1354.0 +3.0 10 709 +1
Dec17 160719 1353.8 1357.2 1353.8 1356.6 +3.0 867 9,266 +495
Feb18 160719 1358.8 1358.8 1358.8 1358.8 +3.0 0 45 +0
Apr18 160719 1360.9 1360.9 1360.9 1360.9 +3.1 0 3 +0
Jun18 160719 1362.9 1362.9 1362.9 1362.9 +3.1 0 3,785 +0
Total Volume and Open Interest 220,460 613,005 +3,653
Silver(CMX)
Jul16 160719 1996.0 2001.0 1992.0 1997.5 -6.9 93 785 -142
Sep16 160719 2011.5 2012.5 1987.0 2000.7 -6.8 51,470 157,716 +143
Dec16 160719 2020.0 2020.0 1996.0 2009.1 -6.9 2,483 42,907 +142
Mar17 160719 2016.0 2019.0 2012.5 2017.5 -6.9 228 7,666 -7
May17 160719 2022.4 2022.4 2022.4 2022.4 -6.9 51 429 +0
Jul17 160719 2024.5 2027.3 2024.5 2027.3 -6.9 51 2,537 +1
Sep17 160719 2032.1 2032.1 2032.1 2032.1 -6.9 125 272 +100
Total Volume and Open Interest 54,889 217,504 +288
Platinum(NYMEX)
Jul16 160719 1088.0 1094.7 1088.0 1094.7 -3.8 6 68 -6
Oct16 160719 1103.4 1103.7 1090.3 1098.6 -3.0 10,764 69,445 +613
Jan17 160719 1097.9 1101.3 1093.2 1100.9 -3.0 58 3,132 +26
Apr17 160719 1103.1 1103.1 1103.1 1103.1 -3.0 0 84 +0
Total Volume and Open Interest 10,836 72,835 +632
Palladium(NYMEX)
Sep16 160719 645.30 659.65 641.50 656.40 +10.35 4,052 22,568 +78
Dec16 160719 643.90 659.20 642.90 657.30 +10.30 63 1,088 +49
Mar17 160719 658.65 658.65 658.65 658.65 +10.30 0 42 +0
Total Volume and Open Interest 4,115 23,701 +127
Copper(CMX)
Jul16 160719 223.90 226.20 223.40 226.15 +2.75 275 1,420 -97
Sep16 160719 224.10 226.65 222.35 226.30 +2.60 63,647 103,969 +331
Dec16 160719 225.05 227.35 223.20 227.10 +2.55 6,381 38,803 +759
Mar17 160719 224.60 228.00 224.60 227.80 +2.50 2,830 17,726 +328
May17 160719 226.75 228.10 226.75 228.10 +2.45 939 3,669 +179
Total Volume and Open Interest 75,371 173,666 +1,658
E-mini DJIA Index(CBOT)
Sep16 160719 18461 18494 18401 18480 +29 129,046 120,973 +2,105
Dec16 160719 18341 18399 18292 18384 +24 164 406 +16
Mar17 160719 18315 18315 18306 18306 +27 7 54 +7
Jun17 160719 18265 18265 18265 18265 +27      
Total Volume and Open Interest 129,217 121,433 +2,128
S & P 500(CME)
Sep16 160719 2160.00 2161.00 2151.80 2158.70 -1.20 7,061 94,298 +896
Dec16 160719 2150.60 2150.60 2145.70 2150.60 -1.10 56 1,387 -39
Mar17 160719 2143.80 2143.80 2138.90 2143.80 -1.10 0 50 +0
Jun17 160719 2137.40 2137.40 2132.50 2137.40 -1.10      
Total Volume and Open Interest 7,117 95,735 +857
S & P 500 E-Mini(Globex)
Sep16 160719 2160.00 2160.75 2151.25 2158.75 -1.25 1,518,276 2,929,258 -42,938
Dec16 160719 2152.50 2152.50 2143.50 2150.50 -1.25 2,268 15,020 +89
Mar17 160719 2146.00 2146.00 2138.25 2143.75 -1.25 75 795 +23
Jun17 160719 2137.50 2137.50 2136.50 2137.50 -1.00 2 180 -2
Total Volume and Open Interest 1,520,621 2,945,253 -42,828
NASDAQ 100 E-Mini(Globex)
Sep16 160719 4609.50 4611.30 4588.30 4606.50 -1.80 171,716 241,010 +1,136
Dec16 160719 4596.50 4599.80 4580.30 4598.80 -0.70 45 250 +1
Mar17 160719 4581.50 4592.50 4581.50 4592.50 -0.80 5 48 +3
Total Volume and Open Interest 171,769 241,312 +1,141
S&P Midcap 400(CME) e-Mini
Sep16 160719 1543.20 1543.90 1534.20 1539.60 -2.40 13,239 77,967 -339
Dec16 160719 1534.20 1534.20 1532.30 1534.20 -2.40 6 10 -6
Mar17 160719 1534.70 1534.70 1534.70 1534.70 -2.40      
Total Volume and Open Interest 13,245 77,977 -345
Volatility Index(CBOE)
Jul16 160719 13.08 13.41 12.20 12.23 -0.85 85,485 98,010 -8,638
Aug16 160719 15.75 16.15 15.55 15.68 -0.05 82,099 246,133 +18,841
Sep16 160719 17.28 17.64 17.10 17.35 +0.07 25,600 48,747 +3,656
Oct16 160719 18.50 18.75 18.35 18.53 +0.10 9,440 30,419 +1,064
Total Volume and Open Interest 214,113 486,409 +17,180
Russell 2000(ICE)
Sep16 160719 1205.00 1205.20 1194.70 1199.00 -5.20 61,344 329,306 +1,048
Dec16 160719 1194.10 1194.10 1194.10 1194.10 -5.10 5 935 +0
Total Volume and Open Interest 61,349 330,656 +1,048
Nikkei 225(CME)
Sep16 160719 16700 16790 16565 16680 unch 15,999 37,256 -280
Dec16 160719 16660 16710 16600 16625 unch 2 111 -2
Total Volume and Open Interest 16,001 37,367 -282
Nikkei 225(SGX)
Sep16 160719 16630 16725 16480 16655 +60 107,923 212,942 +4,637
Dec16 160719 16450 16540 16450 16540 +60 7 5,949 +2
Mar17 160719 16505 16505 16505 16505 +60      
Total Volume and Open Interest 107,931 226,516 +8,915
Nikkei 225(CME) Yen
Sep16 160719 16620 16720 16490 16610 unch 55,491 83,007 -1,680
Dec16 160719 16500 16500 16480 16480 unch 0 40 +0
Mar17 160719 16430 16430 16430 16430 unch      
Total Volume and Open Interest 55,491 83,047 -1,680
Nikkei 225(CME) e-Mini Yen
Sep16 160719 16540 16610 16540 16610 unch 10 16 +5
Dec16 160719 16480 16480 16480 16480 unch      
Mar17 160719 16430 16430 16430 16430 unch      
Total Volume and Open Interest 10 16 +5
CAC 40(EURONEXT)
Aug16 160719 4344.5 4357.5 4303.0 4329.5 -27.5 87,650 246,476 +16,811
Sep16 160719 4343.5 4352.0 4306.5 4328.0 -27.5 450 10,217 +312
Oct16 160719 4317.5 4317.5 4317.5 4317.5 -27.5      
Total Volume and Open Interest 104,091 256,738  
Hang Seng Index(HKFE)
Jul16 160719 21776 21802 21635 21670 -90 130,729 102,185 +1,225
Aug16 160719 21720 21760 21595 21621 -97 967 4,291 +478
Sep16 160719 21605 21685 21540 21561 -95 960 5,095 -142
Total Volume and Open Interest 132,863 115,343 +1,514
DAX(EUREX)
Sep16 160719 10020.0 10043.5 9910.5 9973.0 -95.5 70,213 135,605 -5,241
Dec16 160719 10007.5 10007.5 9903.0 9959.0 -95.0 46 4,938 +28
Mar17 160719 9955.5 9959.0 9919.5 9951.5 -96.0 17 182 +13
Total Volume and Open Interest 70,276 140,725 -5,200
Mini-DAX(EUREX)
Sep16 160719 10024.0 10043.0 9911.0 9973.0 -95.5 20,931 6,757 -3,608
Dec16 160719 10007.0 10007.0 9909.0 9959.0 -95.0 35 165 -5
Mar17 160719 10001.0 10001.0 9951.5 9951.5 -96.0 0 7 +0
Total Volume and Open Interest 20,966 6,929 -3,613
FT-SE 100(EURONEXT)
Sep16 160719 6651.00 6659.00 6606.50 6642.50 -10.00 112,215 661,544 -5,311
Dec16 160719 6573.00 6601.50 6572.50 6601.50 -10.00 16 163 +5
Mar17 160719 6544.50 6544.50 6544.50 6544.50 -10.00      
Total Volume and Open Interest 112,231 661,707 -5,306
SPI 200(SFE)
Sep16 160719 5421.0 5430.0 5388.0 5410.0 -7.0 29,350 256,188 -1,454
Dec16 160719 5397.0 5397.0 5397.0 5397.0 -7.0 3 2,472 -1
Mar17 160719 5348.0 5348.0 5348.0 5348.0 -7.0 0 1,436 +0
Total Volume and Open Interest 29,390 261,842 -1,445
FTSE MIB(ISE)
Sep16 160719 16700.00 16830.00 16430.00 16675.00 -101.00 27,515 44,244 +1,361
Dec16 160719 16350.00 16550.00 16320.00 16550.00 -101.00 14 203 +1
Mar17 160719 16557.00 16557.00 16557.00 16557.00 -101.00      
Total Volume and Open Interest 27,529 44,447 +1,362
KOSPI 200(KFE)
Sep16 160719 251.80 252.45 250.40 251.00 -0.65 127,446 121,432 +3,268
Dec16 160719 252.45 253.15 251.20 251.85 +0.20 789 8,536 +137
Mar17 160719 250.05 250.05 248.85 249.20 -0.75 38 879 +31
Total Volume and Open Interest 128,274 133,786 +3,436
GSCI(CME)
Aug16 160719 356.40 360.10 355.40 355.90 -3.20 55 12,217 +54
Sep16 160719 358.15 358.15 358.15 358.15 -2.75      
Oct16 160719 361.75 361.75 361.75 361.75 -2.75      
Total Volume and Open Interest 89 12,834  
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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