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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu July 28, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug16 160728 1012.50 1022.00 998.00 1003.50 -7.00 40,125 38,194 -7,985
Sep16 160728 1001.00 1010.75 988.25 993.25 -6.50 18,143 51,516 -418
Nov16 160728 988.25 997.00 973.00 978.00 -8.00 99,963 384,861 -233
Jan17 160728 988.75 998.00 973.50 978.50 -7.75 9,784 59,756 +307
Mar17 160728 980.25 988.00 963.50 968.00 -7.00 7,506 66,339 -254
May17 160728 974.75 981.00 959.25 963.00 -7.25 4,515 31,807 +925
Jul17 160728 975.75 983.25 960.50 963.75 -7.25 3,861 36,974 -319
Aug17 160728 961.00 961.00 950.75 955.75 -7.25 14 382 -1
Sep17 160728 936.00 936.00 936.00 936.00 -10.75 2 318 +0
Nov17 160728 930.00 936.50 916.00 919.75 -8.50 1,281 31,414 +180
Jan18 160728 921.75 921.75 921.75 921.75 -8.50 0 444 +0
Mar18 160728 920.50 920.50 920.50 920.50 -7.75 0 67 +0
May18 160728 922.25 922.25 922.25 922.25 -7.75 0 53 +0
Jul18 160728 926.25 926.25 926.25 926.25 -8.00 0 116 +0
Total Volume and Open Interest 185,194 702,484 -7,798
Soybean Meal(CBOT)
Aug16 160728 345.10 348.50 340.40 341.50 -3.30 20,745 17,020 -6,749
Sep16 160728 346.40 349.20 341.40 342.80 -3.00 16,827 55,284 +1,852
Oct16 160728 345.10 347.60 339.90 341.90 -2.50 5,750 28,858 -83
Dec16 160728 344.30 346.50 338.10 340.80 -2.40 30,102 156,869 +1,089
Jan17 160728 341.00 341.90 334.00 336.50 -2.60 2,721 26,269 +683
Mar17 160728 330.70 333.50 325.90 328.00 -2.40 2,166 31,523 -94
May17 160728 327.00 328.10 320.00 322.20 -3.10 1,231 19,455 -27
Jul17 160728 328.10 328.10 320.40 322.50 -2.80 1,185 16,771 -93
Aug17 160728 326.10 326.10 318.60 320.80 -2.70 225 2,073 -6
Sep17 160728 319.60 319.60 317.10 318.60 -3.00 128 1,421 +15
Total Volume and Open Interest 81,479 364,289 -3,431
Soybean Oil(CBOT)
Aug16 160728 29.56 29.77 29.28 29.49 -0.04 31,021 19,219 -6,326
Sep16 160728 29.64 29.93 29.41 29.64 -0.02 24,926 48,172 +1,310
Oct16 160728 29.76 30.02 29.52 29.75 -0.02 5,209 23,610 +341
Dec16 160728 29.99 30.28 29.77 29.98 -0.04 40,138 182,864 +0
Jan17 160728 30.25 30.49 30.00 30.21 -0.05 2,169 29,011 +234
Mar17 160728 30.44 30.68 30.21 30.38 -0.07 1,922 21,877 +241
May17 160728 30.72 30.88 30.44 30.59 -0.07 775 16,911 +189
Jul17 160728 31.04 31.12 30.68 30.83 -0.08 648 9,813 +77
Aug17 160728 30.81 30.97 30.81 30.92 -0.08 17 3,302 +3
Sep17 160728 30.87 30.96 30.85 30.96 -0.07 30 2,654 -11
Total Volume and Open Interest 107,070 363,801 -3,859
Canola(WCE)
Nov16 160728 454.1 457.8 448.2 451.2 -2.7 13,326 120,746 +133
Jan17 160728 461.2 465.1 455.5 458.3 -2.9 1,765 21,347 +799
Mar17 160728 467.0 471.5 462.1 465.0 -2.3 366 5,353 +156
May17 160728 472.4 475.9 466.8 469.9 -1.6 235 4,060 +102
Jul17 160728 475.9 479.8 472.3 474.3 -1.1 149 5,979 -44
Total Volume and Open Interest 15,888 161,437 +1,152
Corn(CBOT)
Sep16 160728 335.75 338.50 329.00 331.25 -4.50 95,060 477,108 +662
Dec16 160728 343.00 346.00 336.75 338.75 -4.25 125,218 542,300 +6,289
Mar17 160728 351.50 354.50 345.50 347.50 -4.25 20,525 127,607 +2,696
May17 160728 357.00 359.75 351.50 353.25 -3.75 4,823 33,060 +352
Jul17 160728 362.00 364.50 356.75 358.50 -3.50 6,878 63,916 +174
Sep17 160728 366.50 367.25 360.75 362.25 -3.25 1,389 14,668 +462
Dec17 160728 371.50 372.75 366.25 368.25 -2.00 4,798 45,502 +1,621
Mar18 160728 377.00 377.75 377.00 377.75 -2.00 130 1,923 +4
May18 160728 383.00 383.00 383.00 383.00 -1.75 25 608 +0
Jul18 160728 388.75 388.75 386.00 387.50 -1.25 32 839 +1
Total Volume and Open Interest 259,031 1,309,528 +12,355
Wheat(CBOT)
Sep16 160728 414.50 420.00 408.25 410.25 -4.50 64,182 253,354 -2,273
Dec16 160728 440.25 446.00 435.00 437.25 -4.25 33,724 129,191 +1,991
Mar17 160728 467.00 471.50 460.25 462.00 -5.25 15,234 45,408 -1,036
May17 160728 480.50 484.50 473.75 475.25 -5.50 2,217 11,271 +509
Jul17 160728 490.25 491.75 480.75 482.25 -5.50 2,797 24,327 +648
Sep17 160728 499.00 503.25 493.75 494.50 -5.50 125 2,632 +6
Total Volume and Open Interest 118,389 471,210 -124
Wheat(KCBT)
Sep16 160728 411.75 417.50 406.75 409.00 -3.50 23,907 135,014 -2,819
Dec16 160728 437.00 443.00 432.75 435.00 -3.50 12,716 53,176 -527
Mar17 160728 454.25 459.75 449.75 452.00 -3.50 4,015 27,916 +1,050
May17 160728 465.75 470.50 461.00 463.00 -3.25 387 8,226 -50
Jul17 160728 475.25 480.25 470.50 472.25 -4.00 1,438 15,980 +642
Sep17 160728 489.00 495.25 486.50 487.50 -4.25 33 1,567 +0
Dec17 160728 508.25 508.50 506.75 506.75 -4.25 12 653 -2
Total Volume and Open Interest 42,508 242,725 -1,706
Wheat(MGE)
Sep16 160728 487.50 492.00 485.00 486.75 -1.50 3,083 24,366 -288
Dec16 160728 503.75 507.50 500.50 501.75 -2.00 2,118 16,028 +510
Mar17 160728 521.00 521.50 515.75 517.25 -1.75 969 10,322 +315
May17 160728 527.75 531.00 526.00 527.00 -1.75 545 4,657 +204
Jul17 160728 540.00 540.00 536.00 536.75 -2.00 184 2,555 -58
Sep17 160728 545.25 547.75 545.25 546.75 -1.25 101 1,742 +4
Total Volume and Open Interest 7,057 60,421 +721
Oats(CBOT)
Sep16 160728 197.25 198.50 195.50 198.25 +1.25 177 3,187 -12
Dec16 160728 196.75 197.50 194.00 197.25 +0.50 246 5,896 +5
Mar17 160728 201.00 202.00 201.00 201.75 +0.25 33 854 +1
May17 160728 202.00 202.00 202.00 202.00 -2.50      
Total Volume and Open Interest 456 9,937 -6
Rough Rice(CBOT)
Sep16 160728 9.87 9.90 9.76 9.77 -0.05 776 7,834 +177
Nov16 160728 10.18 10.18 10.03 10.05 -0.06 197 1,871 +49
Jan17 160728 10.29 10.29 10.29 10.29 -0.06 2 103 -1
Mar17 160728 10.50 10.50 10.50 10.50 -0.05 0 45 +0
Total Volume and Open Interest 975 9,855 +225
Live Cattle(CME)
Aug16 160728 113.885 114.885 113.050 113.330 -0.620 12,275 42,145 -2,905
Oct16 160728 112.480 113.785 111.830 112.100 -0.950 19,964 113,250 +14
Dec16 160728 113.600 114.430 112.400 112.680 -1.220 8,021 52,137 +1,153
Feb17 160728 113.050 113.800 111.680 112.000 -1.285 5,327 23,920 +1,582
Apr17 160728 111.500 112.180 110.080 110.400 -1.300 1,567 12,756 +382
Jun17 160728 104.980 105.650 103.580 103.830 -1.400 678 5,132 +306
Total Volume and Open Interest 48,283 251,923 +821
Feeder Cattle(CME)
Aug16 160728 141.985 144.200 139.900 140.485 -1.800 4,098 15,686 -1,155
Sep16 160728 141.130 142.985 138.685 139.150 -1.980 3,719 11,417 +363
Oct16 160728 140.130 141.750 137.800 138.350 -1.900 2,278 8,068 +297
Nov16 160728 137.600 138.830 135.130 135.435 -1.915 871 3,950 +35
Jan17 160728 133.600 134.700 131.035 131.325 -2.275 555 3,074 +22
Mar17 160728 133.050 133.700 130.000 130.100 -2.935 259 935 +117
Apr17 160728 134.000 134.285 130.750 130.750 -2.900 98 257 +50
Total Volume and Open Interest 11,904 43,490 -257
Lean Hogs(CME)
Aug16 160728 71.730 71.785 68.785 68.850 -2.830 7,918 30,365 -1,846
Oct16 160728 60.850 61.050 59.130 59.200 -1.850 13,367 103,975 +1,266
Dec16 160728 56.250 56.485 54.735 54.830 -1.620 3,496 46,482 +190
Feb17 160728 60.900 60.900 59.200 59.285 -1.715 1,584 22,593 -47
Apr17 160728 65.600 65.600 63.930 64.000 -1.580 322 17,260 +55
May17 160728 70.135 70.135 70.135 70.135 -1.215 5 225 +5
Jun17 160728 74.135 74.680 73.430 73.650 -1.135 91 1,996 +67
Jul17 160728 73.300 73.830 72.885 72.885 -1.095 59 411 +28
Total Volume and Open Interest 26,880 223,501 -263
Class III Milk(CME)
Jul16 160728 15.27 15.28 15.26 15.28 +0.01 136 5,259 -52
Aug16 160728 16.87 16.99 16.84 16.85 -0.09 245 5,005 +37
Sep16 160728 16.77 16.78 16.65 16.78 unch 223 4,319 +57
Oct16 160728 16.66 16.69 16.54 16.66 +0.01 96 3,556 +25
Nov16 160728 16.31 16.43 16.31 16.38 -0.02 25 3,255 +13
Dec16 160728 16.01 16.10 15.99 16.10 +0.05 15 2,873 +8
Jan17 160728 15.93 16.03 15.93 16.03 +0.05 0 1,183 +0
Feb17 160728 16.02 16.05 16.02 16.05 +0.05 0 1,043 +0
Mar17 160728 16.06 16.13 16.06 16.13 +0.06 0 1,003 +0
Apr17 160728 16.22 16.25 16.22 16.25 +0.03 0 909 +0
May17 160728 16.32 16.40 16.32 16.40 +0.08 6 778 +2
Jun17 160728 16.40 16.48 16.39 16.48 +0.10 21 707 +20
Jul17 160728 16.55 16.60 16.55 16.60 +0.05 10 265 +4
Total Volume and Open Interest 782 31,271 +115
Cocoa(ICE)
Sep16 160728 2883 2891 2846 2850 -7 16,965 81,914 +51
Dec16 160728 2888 2898 2855 2857 -9 10,244 67,931 +1,707
Mar17 160728 2872 2883 2840 2843 -9 4,680 48,238 +916
May17 160728 2863 2873 2833 2833 -9 1,070 8,776 -109
Jul17 160728 2846 2846 2828 2828 -8 196 3,086 +89
Sep17 160728 2841 2841 2823 2823 -8 82 3,934 +10
Dec17 160728 2836 2836 2818 2818 -6 79 830 +26
Total Volume and Open Interest 33,325 218,588 +2,697
Coffee "C"(ICE)
Sep16 160728 142.05 142.50 139.40 142.15 +0.95 12,895 86,365 -1,768
Dec16 160728 145.20 145.65 142.60 145.35 +1.00 4,770 54,443 +1,305
Mar17 160728 148.10 148.55 145.55 148.30 +1.00 1,855 20,114 +328
May17 160728 149.80 150.30 147.55 150.05 +1.05 240 11,054 +34
Jul17 160728 150.05 151.40 148.65 151.40 +1.05 100 3,473 +4
Sep17 160728 151.25 152.80 151.25 152.70 +1.10 73 3,142 +35
Total Volume and Open Interest 19,947 184,613 -48
Orange Juice(ICE)
Sep16 160728 189.20 190.00 179.80 179.80 -10.00 1,149 15,011 +25
Nov16 160728 189.00 189.00 179.80 179.80 -10.00 308 2,929 +119
Jan17 160728 186.75 186.75 177.50 178.30 -9.20 76 932 +19
Mar17 160728 177.45 177.45 174.90 174.90 -8.50 48 261 +40
May17 160728 176.00 176.50 172.50 172.50 -7.20 0 10 +0
Jul17 160728 170.90 170.90 170.90 170.90 -7.20      
Total Volume and Open Interest 1,581 19,145 +203
Sugar #11(ICE)
Oct16 160728 19.11 19.17 18.75 18.80 -0.30 55,753 435,190 -6,174
Mar17 160728 19.37 19.46 19.14 19.18 -0.21 17,539 227,428 -1,136
May17 160728 18.73 18.81 18.55 18.59 -0.17 6,447 60,154 -957
Jul17 160728 18.24 18.31 18.09 18.13 -0.15 2,821 49,351 +170
Oct17 160728 18.00 18.06 17.87 17.91 -0.12 1,053 29,595 -64
Mar18 160728 17.90 17.94 17.80 17.83 -0.11 321 13,973 -57
May18 160728 17.50 17.54 17.46 17.46 -0.11 28 4,489 +9
Jul18 160728 17.27 17.27 17.22 17.23 -0.10 15 4,741 -2
Total Volume and Open Interest 84,007 830,909 -8,216
London Cocoa(LCE)
Sep16 160728 2356 2361 2322 2332 -20 13,339 104,017 -871
Dec16 160728 2300 2308 2280 2285 -13 6,360 68,928 -534
Mar17 160728 2257 2260 2233 2238 -12 4,305 56,146 -545
May17 160728 2241 2246 2222 2227 -11 1,425 20,295 -69
Jul17 160728 2235 2237 2221 2221 -12 270 3,720 +127
Sep17 160728 2226 2231 2213 2215 -12 96 3,265 +65
Dec17 160728 2213 2219 2199 2201 -13 14 517 +14
Total Volume and Open Interest 25,809 256,888 -1,813
London Sugar(LCE)
Oct16 160728 521.60 522.50 516.50 518.10 -3.90 8,819 46,780 -546
Dec16 160728 523.40 524.90 518.70 520.50 -3.70 3,648 18,252 +670
Mar17 160728 523.50 524.90 518.70 520.00 -4.60 1,321 16,147 -500
May17 160728 514.10 515.10 509.10 510.40 -4.70 304 7,864 +142
Aug17 160728 504.00 504.70 500.00 500.70 -4.20 152 3,802 +48
Total Volume and Open Interest 14,270 96,143 -164
Cotton(ICE)
Oct16 160728 73.85 73.85 71.37 73.02 -0.81 24 163 +9
Dec16 160728 73.99 74.11 71.65 73.04 -0.51 22,278 180,431 +2,166
Mar17 160728 74.21 74.21 72.05 73.26 -0.54 3,958 37,096 +350
May17 160728 73.64 73.67 72.01 73.12 -0.44 407 5,656 +24
Jul17 160728 72.22 72.86 71.95 72.86 -0.35 277 4,430 +136
Oct17 160728 72.21 72.21 72.21 72.21 -0.43      
Total Volume and Open Interest 27,341 236,323 +2,920
Lumber(CME)
Sep16 160728 327.9 328.7 324.1 325.7 -2.6 211 4,665 +60
Nov16 160728 336.9 336.9 332.5 333.7 -3.1 25 442 +15
Jan17 160728 339.3 340.7 339.3 339.3 -2.9 0 62 +0
Mar17 160728 340.3 340.3 340.3 340.3 -2.9 0 24 +0
Total Volume and Open Interest 236 5,219 +75
Crude Oil(NYM)
Sep16 160728 41.93 42.22 41.04 41.14 -0.78 461,324 534,540 +389
Oct16 160728 42.61 42.90 41.76 41.86 -0.75 103,915 159,659 +9,319
Nov16 160728 43.29 43.59 42.50 42.59 -0.73 46,984 114,245 +1,063
Dec16 160728 44.00 44.29 43.21 43.31 -0.71 74,582 249,607 +0
Jan17 160728 44.69 44.90 43.87 43.96 -0.69 19,625 79,885 +2,534
Feb17 160728 45.06 45.36 44.41 44.50 -0.68 10,749 39,882 +2,878
Mar17 160728 45.58 45.80 44.88 44.96 -0.68 11,084 69,616 +616
Apr17 160728 45.95 46.20 45.31 45.35 -0.69 4,511 22,322 +630
May17 160728 46.40 46.47 45.67 45.69 -0.71 1,823 19,988 -31
Jun17 160728 46.73 46.84 45.89 46.00 -0.73 14,919 80,939 +576
Jul17 160728 47.07 47.08 46.27 46.28 -0.75 1,543 16,411 -84
Aug17 160728 46.58 46.58 46.54 46.54 -0.77 1,154 15,514 +221
Sep17 160728 46.81 46.81 46.81 46.81 -0.78 1,791 32,593 +139
Oct17 160728 47.08 47.08 47.08 47.08 -0.79 812 11,280 -8
Nov17 160728 47.36 47.36 47.36 47.36 -0.81 667 12,059 -7
Dec17 160728 48.40 48.47 47.54 47.65 -0.82 20,974 141,607 +1,898
Total Volume and Open Interest 783,120 1,718,306 +20,535
e-miNY Crude Oil(NYM)
Sep16 160728 41.850 42.225 41.050 41.150 -0.775 8,281 2,747 +125
Oct16 160728 42.700 42.875 41.775 41.850 -0.750 303 686 +112
Nov16 160728 43.400 43.450 42.550 42.600 -0.725 34 63 +8
Dec16 160728 44.050 44.250 43.250 43.300 -0.725 131 432 +106
Jan17 160728 43.950 44.750 43.950 43.950 -0.700 1 23 +1
Feb17 160728 44.500 44.500 44.500 44.500 -0.675 0 12 +0
Mar17 160728 45.600 45.600 44.950 44.950 -0.700 0 12 +0
Apr17 160728 45.350 45.350 45.350 45.350 -0.700 0 2 +0
May17 160728 45.700 45.700 45.700 45.700 -0.700      
Jun17 160728 46.000 46.000 45.975 46.000 -0.725 0 16 +0
Total Volume and Open Interest 8,767 4,149 +354
NY Harbor ULSD(NYM)
Aug16 160728 129.92 130.45 126.94 127.04 -2.46 26,320 19,503 -7,597
Sep16 160728 132.39 133.25 129.74 129.92 -2.37 53,767 92,598 +2,981
Oct16 160728 134.70 135.70 132.31 132.46 -2.30 19,982 50,576 +1,478
Nov16 160728 136.95 137.79 134.50 134.61 -2.26 11,378 34,087 +1,202
Dec16 160728 138.72 139.60 136.37 136.47 -2.25 12,495 50,626 -1,535
Jan17 160728 140.78 141.33 138.31 138.41 -2.21 3,982 25,749 +407
Feb17 160728 142.55 142.70 139.63 139.76 -2.16 1,641 13,662 +22
Mar17 160728 142.60 143.24 140.34 140.39 -2.10 1,255 14,560 +12
Apr17 160728 141.59 141.59 140.29 140.37 -2.04 410 7,614 +14
May17 160728 142.41 142.41 140.80 140.80 -2.01 389 3,920 +84
Jun17 160728 143.91 144.21 141.30 141.53 -2.00 789 20,942 +254
Jul17 160728 144.03 144.03 142.44 142.49 -2.01 125 2,741 +3
Aug17 160728 144.56 144.58 143.60 143.60 -1.99 199 1,597 -9
Sep17 160728 146.22 146.40 144.87 144.87 -2.00 195 1,749 -18
Total Volume and Open Interest 133,579 368,432 -2,560
RBOB Gasoline(NYM)
Aug16 160728 132.44 134.38 130.05 130.62 -1.52 38,710 18,418 -10,337
Sep16 160728 131.95 133.60 129.59 130.11 -1.61 69,198 130,692 +3,671
Oct16 160728 123.54 124.50 121.14 121.55 -1.79 32,999 62,777 +773
Nov16 160728 122.84 123.58 120.39 120.77 -1.89 14,539 42,960 +1,008
Dec16 160728 122.71 123.18 120.08 120.44 -1.92 13,490 46,825 -1,482
Jan17 160728 123.86 123.86 120.94 121.28 -1.90 3,711 16,616 +65
Feb17 160728 125.03 125.40 122.48 122.83 -1.92 1,893 5,416 -45
Mar17 160728 126.92 127.62 124.97 125.21 -1.95 1,677 14,418 +10
Apr17 160728 146.83 146.91 144.39 144.43 -2.00 520 13,897 -49
May17 160728 146.01 146.01 145.13 145.46 -2.00 325 4,959 +55
Total Volume and Open Interest 180,472 395,114 -5,870
e-miNY RBOB Gasoline(NYM)
Aug16 160728 130.62 130.62 130.62 130.62 -1.52 1 1 +0
Sep16 160728 130.11 130.11 130.11 130.11 -1.61      
Oct16 160728 121.55 121.55 121.55 121.55 -1.79      
Nov16 160728 120.77 120.77 120.77 120.77 -1.89      
Total Volume and Open Interest 1 1 +0
Natural Gas(NYM)
Sep16 160728 2.673 2.893 2.651 2.873 +0.213 123,510 263,829 -1,783
Oct16 160728 2.707 2.926 2.701 2.909 +0.200 38,852 113,052 -1,382
Nov16 160728 2.898 3.075 2.888 3.059 +0.162 23,653 86,865 +1,803
Dec16 160728 3.164 3.301 3.156 3.287 +0.123 10,752 55,814 -216
Jan17 160728 3.287 3.411 3.279 3.397 +0.109 12,541 115,310 +1,400
Feb17 160728 3.275 3.392 3.273 3.380 +0.105 3,521 30,660 +8
Mar17 160728 3.228 3.333 3.221 3.324 +0.096 6,693 63,272 +662
Apr17 160728 2.990 3.051 2.990 3.045 +0.053 8,445 54,933 -89
May17 160728 2.971 3.021 2.971 3.015 +0.043 3,527 21,434 +43
Jun17 160728 3.007 3.053 3.007 3.047 +0.039 1,350 21,082 +81
Jul17 160728 3.047 3.080 3.039 3.076 +0.036 1,070 13,358 -51
Aug17 160728 3.057 3.089 3.049 3.084 +0.033 1,048 15,005 -14
Sep17 160728 3.030 3.068 3.030 3.063 +0.032 863 9,356 -92
Oct17 160728 3.050 3.091 3.050 3.086 +0.035 1,041 21,862 +226
Nov17 160728 3.116 3.146 3.115 3.142 +0.033 910 9,408 -90
Dec17 160728 3.241 3.277 3.241 3.274 +0.031 567 14,528 -94
Total Volume and Open Interest 293,593 960,843 -12,278
Brent Crude Oil(ICE)
Sep16 160728 43.53 43.72 42.56 42.70 -0.77 240,329 118,445 -45,521
Oct16 160728 43.95 44.15 43.13 43.23 -0.68 213,119 392,004 +15,078
Nov16 160728 44.64 44.64 43.56 43.63 -0.70 79,826 288,848 +8,338
Dec16 160728 44.96 45.13 44.10 44.17 -0.74 115,918 371,194 -4,084
Jan17 160728 45.46 45.60 44.57 44.65 -0.75 21,701 99,591 -1,430
Feb17 160728 46.00 46.06 45.04 45.12 -0.75 12,548 78,303 -630
Mar17 160728 46.36 46.50 45.49 45.56 -0.76 16,291 80,598 +1,562
Apr17 160728 46.85 46.91 45.91 45.98 -0.76 3,348 29,514 +279
May17 160728 47.17 47.30 46.31 46.37 -0.76 2,282 40,801 +39
Jun17 160728 47.52 47.66 46.66 46.73 -0.76 30,076 114,511 +3,491
Jul17 160728 47.09 47.09 47.09 47.09 -0.76 1,353 19,745 -7
Aug17 160728 48.15 48.15 47.44 47.44 -0.76 1,371 17,805 -280
Sep17 160728 47.75 47.75 47.75 47.75 -0.76 1,939 40,454 +84
Oct17 160728 48.05 48.05 48.05 48.05 -0.76 1,066 15,403 +408
Total Volume and Open Interest 811,738 2,193,999 -21,367
Gas Oil(ICE)
Aug16 160728 378.00 380.25 370.00 373.75 -8.50 46,048 92,380 -2,089
Sep16 160728 384.25 386.25 376.00 379.75 -8.50 73,210 123,286 +2,899
Oct16 160728 389.50 393.25 383.50 387.00 -8.25 35,660 78,854 -3,095
Nov16 160728 395.50 397.50 388.25 391.75 -7.75 16,479 50,781 +1,522
Dec16 160728 399.75 401.75 392.50 396.00 -7.50 34,190 113,521 -88
Jan17 160728 405.75 406.75 397.75 401.25 -7.25 7,871 38,559 +505
Feb17 160728 409.50 410.75 402.25 406.00 -7.00 1,919 20,791 +22
Mar17 160728 414.25 415.25 406.50 410.00 -7.00 3,289 24,788 +522
Apr17 160728 417.25 418.25 409.75 413.25 -6.75 948 11,970 +329
May17 160728 420.00 420.75 413.75 416.25 -6.75 1,340 13,261 -37
Total Volume and Open Interest 241,067 753,214 +719
Ethanol(CBOT)
Aug16 160728 1.421 1.433 1.421 1.431 -0.014 177 159 -98
Sep16 160728 1.437 1.437 1.413 1.421 -0.016 424 1,736 +68
Oct16 160728 1.405 1.405 1.402 1.402 -0.016 358 621 +75
Nov16 160728 1.380 1.380 1.380 1.380 -0.016 53 456 +16
Dec16 160728 1.356 1.364 1.355 1.356 -0.016 15 1,111 -9
Jan17 160728 1.340 1.340 1.340 1.340 -0.016 0 193 +0
Feb17 160728 1.344 1.344 1.344 1.344 -0.016 0 158 +0
Mar17 160728 1.351 1.351 1.351 1.351 -0.009      
Total Volume and Open Interest 1,027 4,436 +52
WTI Crude Oil(ICE)
Sep16 160728 42.08 42.25 41.04 41.14 -0.78 48,941 67,695 -8,616
Oct16 160728 42.75 42.93 41.77 41.86 -0.75 40,291 68,404 +6,426
Nov16 160728 43.51 43.63 42.51 42.59 -0.73 18,758 28,431 +293
Dec16 160728 44.13 44.32 43.23 43.31 -0.71 26,270 107,244 +5,316
Jan17 160728 44.74 44.85 43.88 43.96 -0.69 3,928 18,839 +210
Feb17 160728 45.08 45.34 44.41 44.50 -0.68 1,373 20,160 -24
Mar17 160728 45.61 45.79 44.91 44.96 -0.68 1,470 22,220 -30
Apr17 160728 45.30 45.35 45.30 45.35 -0.69 482 3,808 +90
May17 160728 45.65 45.69 45.65 45.69 -0.71 155 2,860 +56
Jun17 160728 46.71 46.75 45.95 46.00 -0.73 2,542 31,721 -235
Jul17 160728 46.28 46.28 46.28 46.28 -0.75 260 3,241 -1
Aug17 160728 46.54 46.54 46.54 46.54 -0.77 120 881 -22
Sep17 160728 46.81 46.81 46.81 46.81 -0.78 16 10,134 +0
Oct17 160728 47.08 47.08 47.08 47.08 -0.79 3 1,028 +0
Nov17 160728 47.36 47.36 47.36 47.36 -0.81 16 1,001 +0
Dec17 160728 48.37 48.48 47.60 47.65 -0.82 5,957 62,196 +2,138
Total Volume and Open Interest 151,800 492,031 +5,288
US Dollar Index(ICE)
Sep16 160728 96.640 96.760 96.245 96.720 -0.323 10,590 57,525 -331
Dec16 160728 96.550 96.705 96.245 96.695 -0.317 358 3,941 -25
Mar17 160728 96.620 96.705 96.270 96.705 -0.317 77 1,629 +22
Total Volume and Open Interest 11,045 63,131 -314
Australian Dollar(CME)
Sep16 160728 74.80 75.37 74.74 74.90 +0.21 73,355 93,927 +745
Dec16 160728 74.95 75.15 74.62 74.70 +0.21 202 1,580 -61
Mar17 160728 74.94 74.94 74.53 74.53 +0.21 0 12 +0
Total Volume and Open Interest 73,557 95,520 +684
British Pound(CME)
Sep16 160728 132.22 132.61 131.27 131.60 -0.38 93,897 228,188 +851
Dec16 160728 132.50 132.80 131.53 131.84 -0.38 283 1,984 -69
Mar17 160728 132.08 132.56 131.95 132.08 -0.40 151 476 -34
Total Volume and Open Interest 94,479 231,644 +894
Canadian Dollar(CME)
Sep16 160728 75.89 76.35 75.82 75.99 +0.26 59,874 113,636 -2,065
Dec16 160728 75.95 76.36 75.85 76.01 +0.26 118 3,854 -44
Mar17 160728 76.12 76.36 75.89 76.04 +0.27 12 380 -9
Jun17 160728 76.07 76.27 76.07 76.07 +0.26 0 147 +0
Total Volume and Open Interest 60,004 118,079 -2,118
Japanese Yen(CME)
Sep16 160728 95.16 95.89 94.96 95.03 -0.02 126,536 158,099 +1,969
Dec16 160728 96.00 96.25 95.35 95.41 -0.02 453 1,414 -114
Mar17 160728 95.82 96.56 95.82 95.82 -0.04 9 249 +3
Total Volume and Open Interest 126,998 159,869 +1,858
Swiss Franc(CME)
Sep16 160728 101.62 102.37 101.61 102.21 +0.96 17,962 51,407 +3,003
Dec16 160728 102.40 102.91 102.40 102.75 +0.96 4 80 +0
Mar17 160728 103.28 103.31 103.28 103.28 +0.97      
Total Volume and Open Interest 17,966 51,507 +3,003
EuroFX(CME)
Sep16 160728 110.76 111.43 110.75 110.96 +0.53 104,632 392,791 +1,782
Dec16 160728 111.36 111.87 111.28 111.42 +0.54 327 5,281 +1
Mar17 160728 112.13 112.27 111.84 111.86 +0.52 8 1,265 +0
Total Volume and Open Interest 105,002 400,035 +1,798
Mexican Peso(CME)
Aug16 160728 528.75 528.75 528.75 528.75 -2.13      
Sep16 160728 528.13 530.38 525.25 526.88 -2.13 32,162 87,979 +341
Total Volume and Open Interest 34,662 119,753 +2,800
Brazilian Real(CME)
Aug16 160728 305.25 306.25 303.00 303.35 -2.45 2,646 21,538 -1,001
Sep16 160728 302.50 303.05 300.00 300.30 -2.35 1,898 4,621 +1,053
Oct16 160728 299.50 299.50 298.20 298.20 -1.85      
Nov16 160728 295.35 295.35 295.35 295.35 -2.10      
Total Volume and Open Interest 4,544 26,189 +52
30-Year T-Bonds(CBOT)
Sep16 160728 173~170 173~230 172~170 173~110 +0~040 213,057 567,958 +265
Dec16 160728 172~050 172~070 171~030 171~280 +0~040 62 192 +0
Mar17 160728 170~240 170~240 170~240 170~240 +0~040      
Total Volume and Open Interest 213,119 568,150 +265
10-Year T-Notes(CBOT)
Sep16 160728 132~205 132~240 132~110 132~180 +0~005 1,023,027 2,750,881 -23,562
Dec16 160728 131~240 131~265 131~140 131~200 +0~005 1,753 7,071 -121
Mar17 160728 130~260 130~260 130~260 130~260 +0~005      
Total Volume and Open Interest 1,024,780 2,757,952 -23,683
5-Year T-Notes(CBOT)
Sep16 160728 121~230 121~250 121~180 121~224 +0~004 648,967 2,681,816 +2,799
Dec16 160728 121~232 121~246 121~184 121~226 +0~004 3,337 9,590 +2,912
Total Volume and Open Interest 652,304 2,691,406 +5,711
2 Year T-Notes(CBOT)
Sep16 160728 109~116 109~130 109~106 109~122 +0~002 282,030 1,061,850 +20,595
Dec16 160728 109~100 109~110 109~092 109~100 +0~002 422 2,735 +337
Mar17 160728 109~094 109~094 109~094 109~094 +0~002      
Total Volume and Open Interest 282,452 1,064,585 +20,932
Eurodollars(CME)
Sep16 160728 99.190 99.195 99.175 99.185 +0.005 238,226 1,131,996 -17,368
Dec16 160728 99.120 99.140 99.110 99.130 +0.015 238,266 1,398,384 -2,248
Mar17 160728 99.080 99.105 99.075 99.095 +0.020 208,701 1,014,246 -1,374
Jun17 160728 99.045 99.070 99.035 99.060 +0.025 195,586 913,719 +4,271
Sep17 160728 99.005 99.040 98.995 99.025 +0.025 226,359 844,397 +12,328
Dec17 160728 98.960 98.990 98.950 98.980 +0.025 255,712 1,251,994 -18,181
Mar18 160728 98.940 98.970 98.925 98.955 +0.025 208,226 592,178 -11,202
Jun18 160728 98.910 98.935 98.890 98.925 +0.025 162,249 453,771 -12,077
Sep18 160728 98.875 98.905 98.855 98.890 +0.020 137,379 433,901 +7,676
Dec18 160728 98.835 98.865 98.815 98.845 +0.015 168,596 528,972 -23,279
Mar19 160728 98.810 98.835 98.785 98.815 +0.015 97,583 360,706 +3,703
Jun19 160728 98.780 98.800 98.750 98.780 +0.015 88,137 284,541 +1,045
Sep19 160728 98.740 98.760 98.710 98.740 +0.015 57,715 219,840 +242
Dec19 160728 98.695 98.715 98.665 98.695 +0.015 83,089 219,695 -20,289
Mar20 160728 98.660 98.680 98.630 98.660 +0.015 40,354 140,660 -3,060
Jun20 160728 98.620 98.640 98.590 98.615 +0.015 36,717 85,284 +455
Sep20 160728 98.580 98.595 98.550 98.575 +0.015 29,859 86,251 -495
Dec20 160728 98.530 98.550 98.500 98.525 +0.015 23,368 87,643 -1,659
Total Volume and Open Interest 2,562,487 10,388,982 -76,212
Ultra T-Bond(CBOT)
Sep16 160728 189~20 189~23 188~07 189~03 -0~02 76,774 602,157 +2,298
Dec16 160728 188~11 188~16 188~11 188~11 -0~02      
Mar17 160728 187~11 187~11 187~11 187~11 -0~02      
Total Volume and Open Interest 76,774 602,157 +2,298
Ultra 10-Yr T-Note(CBOT)
Sep16 160728 145~195 145~230 145~045 145~150 +0~010 52,311 174,961 +3,405
Dec16 160728 145~025 145~025 145~025 145~025 +0~010      
Mar17 160728 145~025 145~025 145~025 145~025 +0~010      
Total Volume and Open Interest 52,311 174,961 +3,405
30 Day Federal Funds(CBOT)
Jul16 160728 99.605 99.607 99.605 99.605 unch 3,264 168,274 +93
Aug16 160728 99.605 99.605 99.600 99.600 -0.005 18,870 148,584 +5,426
Sep16 160728 99.585 99.590 99.585 99.585 -0.005 4,888 55,199 -419
Oct16 160728 99.555 99.565 99.550 99.555 unch 19,283 158,674 +4,381
Nov16 160728 99.550 99.560 99.545 99.550 unch 7,540 76,142 +2,378
Dec16 160728 99.525 99.535 99.520 99.525 unch 8,391 46,363 +1,136
Total Volume and Open Interest 103,162 863,810 +19,162
3-Mth Euro-Yen(CME)
Sep16 160722 99.990 99.990 99.990 99.990 unch      
Dec16 160722 99.990 99.990 99.990 99.990 unch      
Mar17 160722 99.990 99.990 99.990 99.990 unch      
Jun17 160722 99.990 99.990 99.990 99.990 unch      
Sep17 160722 99.990 99.990 99.990 99.990 unch      
Dec17 160722 99.990 99.990 99.990 99.990 unch      
Mar18 160722 99.995 99.995 99.995 99.995 unch      
Jun18 160722 99.855 99.855 99.855 99.855 unch      
Sep18 160722 99.715 99.715 99.715 99.715 unch      
Dec18 160722 99.575 99.575 99.575 99.575 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep16 160728 99.99 99.99 99.99 99.99 unch      
Dec16 160728 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160728 99.99 99.99 99.99 99.99 unch      
Jun17 160728 99.99 99.99 99.99 99.99 unch      
Sep17 160728 99.99 99.99 99.99 99.99 unch      
Dec17 160728 99.99 99.99 99.99 99.99 unch      
Mar18 160728 100.00 100.00 100.00 100.00 unch      
Jun18 160728 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160728 153.92 153.98 153.65 153.75 -0.19 874 18,159 -27
Dec16 160728 153.89 153.89 153.89 153.89 -0.19 0 3 +0
Mar17 160728 153.81 153.81 153.81 153.81 -0.19      
Total Volume and Open Interest 874 18,162 -27
Euro-Buxl(EUREX)
Sep16 160728 195.44 196.30 194.94 195.88 +0.84 25,508 130,324 +1,445
Dec16 160728 193.40 194.24 193.38 194.24 +0.84 1 28 -1
Mar17 160728 194.24 194.24 194.24 194.24 +0.84      
Total Volume and Open Interest 25,509 130,352 +1,444
Euro-Bund(EUREX)
Sep16 160728 167.55 167.62 167.12 167.41 +0.05 495,606 1,583,395 +32,828
Dec16 160728 164.74 164.82 164.44 164.70 +0.06 1,649 20,393 +1,376
Mar17 160728 166.91 166.91 166.91 166.91 +0.05 4 31 +4
Total Volume and Open Interest 497,259 1,603,819 +34,208
Euro-Bobl(EUREX)
Sep16 160728 133.64 133.66 133.46 133.55 -0.06 405,324 1,272,460 +25,624
Dec16 160728 131.56 131.56 131.56 131.56 -0.07 17 862 +10
Mar17 160728 133.50 133.50 133.50 133.50 -0.06      
Total Volume and Open Interest 405,341 1,273,322 +25,634
Euro-Schatz(EUREX)
Sep16 160728 112.02 112.02 111.97 112.00 -0.02 188,188 1,094,704 -13,600
Dec16 160728 112.00 112.00 112.00 112.00 -0.02 0 185 +0
Mar17 160728 111.96 111.96 111.96 111.96 -0.06      
Total Volume and Open Interest 188,188 1,094,889 -13,600
3-Mth Euribor(EUREX)
Sep16 160728 100.315 100.315 100.315 100.315 unch 7 4,673 -3
Dec16 160728 100.325 100.330 100.325 100.330 unch 9 2,342 -3
Mar17 160728 100.335 100.335 100.335 100.335 -0.005 1 3,729 +0
Total Volume and Open Interest 1,796 77,150 -515
Long Gilt(LIFFE)
Sep16 160728 130~20 130~27 130~12 130~22 +0~08 275,753 573,831 +15,393
Dec16 160728 129~20 129~20 129~20 129~20 +0~08      
Total Volume and Open Interest 275,753 573,831 +15,393
3-Mth Short Sterling(LIFFE)
Sep16 160728 99.67 99.67 99.65 99.67 unch 69,884 490,469 +5,529
Dec16 160728 99.70 99.71 99.69 99.70 unch 41,425 648,345 +7,599
Mar17 160728 99.72 99.72 99.69 99.71 unch 36,561 362,823 +382
Jun17 160728 99.72 99.72 99.69 99.71 unch 50,233 356,864 +2,555
Sep17 160728 99.72 99.72 99.68 99.70 -0.01 42,026 279,312 -4,600
Dec17 160728 99.72 99.72 99.67 99.69 -0.01 54,303 298,981 -9,755
Total Volume and Open Interest 458,170 3,303,770 +8,883
3-Mth Euribor(LIFFE)
Sep16 160728 100.310 100.315 100.310 100.310 unch 21,891 348,755 -1,044
Dec16 160728 100.325 100.330 100.320 100.325 -0.005 23,365 462,861 -2,705
Mar17 160728 100.340 100.345 100.330 100.335 -0.005 35,133 406,708 -2,040
Total Volume and Open Interest 344,046 3,090,935 +1,865
3-Mth Aus T-Bills(SFE)
Sep16 160728 98.13 98.16 98.13 98.16 +0.03 16,469 181,020 +821
Dec16 160728 98.22 98.25 98.21 98.24 +0.02 11,377 179,107 -4,477
Mar17 160728 98.25 98.30 98.25 98.29 +0.03 9,981 144,971 +1,593
Jun17 160728 98.27 98.33 98.27 98.31 +0.03 9,629 124,884 -643
Sep17 160728 98.28 98.33 98.28 98.32 +0.04 6,634 87,384 -1,938
Dec17 160728 98.28 98.33 98.28 98.32 +0.03 5,655 77,700 +301
Mar18 160728 98.28 98.32 98.28 98.31 +0.03 3,624 52,523 +550
Jun18 160728 98.26 98.31 98.26 98.30 +0.04 2,490 41,113 +1,041
Sep18 160728 98.27 98.28 98.27 98.28 +0.04 146 6,915 -58
Dec18 160728 98.24 98.25 98.24 98.25 +0.04 225 3,974 +46
Total Volume and Open Interest 66,264 902,236 -2,758
10-Year Aus T-Bonds(SFE)
Sep16 160728 98.04 98.13 98.04 98.13 +0.09 104,842 827,432 -1,804
Dec16 160728 98.13 98.13 98.13 98.13 +0.09      
Total Volume and Open Interest 104,842 827,432 -1,804
3-Year Aus T-Bonds(SFE)
Sep16 160728 98.52 98.59 98.52 98.58 +0.05 106,253 773,088 -2,029
Dec16 160728 98.58 98.58 98.58 98.58 +0.05      
Total Volume and Open Interest 106,253 773,088 -2,029
Gold(CMX)
Aug16 160728 1339.5 1344.3 1330.1 1332.3 +5.6 203,410 88,176 -60,321
Oct16 160728 1343.5 1348.4 1335.1 1337.0 +6.6 19,655 46,721 +698
Dec16 160728 1347.5 1352.6 1339.2 1341.2 +6.7 89,884 369,995 +26,022
Feb17 160728 1350.7 1356.2 1343.4 1345.0 +6.7 1,295 20,301 +458
Apr17 160728 1353.8 1357.3 1348.1 1348.1 +6.7 217 7,712 +134
Jun17 160728 1355.9 1360.1 1350.0 1351.0 +6.8 433 13,223 +179
Aug17 160728 1358.2 1363.2 1353.3 1353.8 +6.8 117 2,390 +66
Oct17 160728 1356.6 1356.6 1356.6 1356.6 +6.8 0 736 +0
Dec17 160728 1363.8 1370.0 1358.2 1359.3 +6.8 375 9,296 +113
Feb18 160728 1361.8 1361.8 1361.8 1361.8 +6.8 0 45 +0
Apr18 160728 1364.3 1364.3 1364.3 1364.3 +6.8 0 3 +0
Jun18 160728 1366.7 1366.7 1366.7 1366.7 +6.8 31 3,791 +6
Total Volume and Open Interest 316,967 576,325 -33,097
Silver(CMX)
Sep16 160728 2042.0 2058.5 2015.5 2019.2 +19.7 33,528 155,770 -2,497
Dec16 160728 2055.0 2066.0 2025.5 2028.3 +19.9 3,618 45,269 +367
Mar17 160728 2050.0 2071.0 2035.0 2037.3 +20.1 571 8,548 +215
May17 160728 2042.6 2043.0 2042.6 2042.6 +20.2 6 464 +3
Jul17 160728 2071.5 2080.0 2047.8 2047.8 +20.3 8 2,543 -6
Sep17 160728 2053.0 2053.0 2053.0 2053.0 +20.3 0 353 +0
Dec17 160728 2071.0 2072.0 2059.8 2059.8 +20.3 50 1,892 +0
Total Volume and Open Interest 38,174 218,299 -2,013
Platinum(NYMEX)
Oct16 160728 1142.5 1160.0 1137.2 1138.9 +10.7 7,879 72,909 +550
Jan17 160728 1143.8 1159.2 1139.5 1140.8 +10.7 116 3,931 +81
Apr17 160728 1157.2 1157.2 1142.5 1142.9 +10.7 4 83 +2
Jul17 160728 1153.1 1153.1 1144.6 1144.6 +10.7 0 13 +0
Total Volume and Open Interest 8,040 77,014 +608
Palladium(NYMEX)
Sep16 160728 703.50 709.90 696.80 698.65 -5.25 4,826 25,331 +650
Dec16 160728 703.20 709.40 697.90 699.65 -5.25 91 1,306 +65
Mar17 160728 700.55 700.55 700.55 700.55 -5.25 0 40 +0
Total Volume and Open Interest 4,917 26,677 +715
Copper(CMX)
Sep16 160728 218.80 222.50 218.70 220.90 +2.40 50,055 104,701 +1,444
Dec16 160728 219.75 223.35 219.75 221.80 +2.35 8,054 49,326 +4,225
Mar17 160728 220.85 224.05 220.85 222.60 +2.30 1,294 19,745 +148
May17 160728 223.05 223.60 223.05 223.05 +2.25 143 4,173 +5
Jul17 160728 223.50 223.50 223.50 223.50 +2.25 118 741 -74
Total Volume and Open Interest 60,525 187,184 +5,744
E-mini DJIA Index(CBOT)
Sep16 160728 18410 18454 18293 18376 -14 137,652 134,421 +5,225
Dec16 160728 18310 18351 18208 18285 -13 49 437 +6
Mar17 160728 18207 18207 18185 18207 -13 0 64 +0
Jun17 160728 18166 18166 18166 18166 -13      
Total Volume and Open Interest 137,701 134,922 +5,231
S & P 500(CME)
Sep16 160728 2162.50 2168.20 2154.00 2164.70 +4.10 4,574 93,872 +358
Dec16 160728 2150.00 2159.20 2147.90 2157.10 +4.20 20 1,290 +0
Mar17 160728 2150.30 2152.60 2141.30 2150.30 +4.00 0 60 +0
Jun17 160728 2143.90 2146.20 2134.90 2143.90 +4.00 0 60 +0
Total Volume and Open Interest 4,594 95,282 +358
S & P 500 E-Mini(Globex)
Sep16 160728 2162.75 2168.50 2153.50 2164.75 +4.25 1,609,035 2,934,771 +1,701
Dec16 160728 2154.00 2160.50 2146.00 2157.00 +4.00 5,136 28,053 +2,777
Mar17 160728 2149.25 2153.50 2140.00 2150.25 +4.00 29 797 +6
Jun17 160728 2144.00 2144.00 2137.00 2144.00 +4.00 0 319 +0
Total Volume and Open Interest 1,614,200 2,963,940 +4,484
NASDAQ 100 E-Mini(Globex)
Sep16 160728 4710.30 4732.00 4689.50 4719.80 +12.00 209,762 273,433 +2,107
Dec16 160728 4698.00 4723.00 4683.50 4711.80 +11.80 121 429 +15
Mar17 160728 4705.80 4705.80 4692.50 4705.80 +11.80 0 48 +0
Total Volume and Open Interest 209,883 273,914 +2,122
S&P Midcap 400(CME) e-Mini
Sep16 160728 1544.50 1554.50 1541.50 1551.70 +5.50 13,414 80,801 +37
Dec16 160728 1546.30 1547.30 1539.70 1546.30 +5.50 0 10 +0
Mar17 160728 1546.80 1546.80 1546.80 1546.80 +5.50      
Total Volume and Open Interest 13,414 80,811 +37
Volatility Index(CBOE)
Jul16 160720 12.25 12.40 11.75 11.80 -0.43 82,582 88,919 -9,091
Aug16 160728 14.78 15.06 14.35 14.38 -0.40 66,206 269,139 -5,613
Sep16 160728 17.25 17.47 16.85 16.93 -0.35 51,275 93,064 +8,279
Oct16 160728 18.63 18.89 18.35 18.38 -0.30 16,046 42,242 +1,287
Total Volume and Open Interest 145,145 483,564 +5,327
Russell 2000(ICE)
Sep16 160728 1215.70 1220.00 1210.80 1213.50 -2.40 66,484 325,123 +96
Dec16 160728 1210.10 1210.10 1209.00 1209.00 -2.40 15 1,013 +2
Total Volume and Open Interest 66,499 326,551 +98
Nikkei 225(CME)
Sep16 160728 16695 16715 16435 16635 -10 16,159 35,570 -773
Dec16 160728 16480 16625 16415 16590 -10 9 183 +7
Total Volume and Open Interest 16,168 35,753 -766
Nikkei 225(SGX)
Sep16 160728 16750 16765 16375 16385 -370 80,591 201,176 -4,824
Dec16 160728 16405 16405 16270 16270 -370 81 6,043 +21
Mar17 160728 16235 16235 16235 16235 -375      
Total Volume and Open Interest 80,741 214,823 -4,803
Nikkei 225(CME) Yen
Sep16 160728 16635 16655 16365 16565 -25 45,125 76,060 -1,266
Dec16 160728 16435 16500 16250 16435 -25 0 40 +0
Mar17 160728 16385 16385 16385 16385 -25      
Total Volume and Open Interest 45,125 76,100 -1,266
Nikkei 225(CME) e-Mini Yen
Sep16 160728 16390 16610 16390 16570 -20 2 11 -2
Dec16 160728 16440 16440 16440 16440 -20      
Mar17 160728 16390 16390 16390 16390 -20      
Total Volume and Open Interest 2 11 -2
CAC 40(EURONEXT)
Aug16 160728 4442.0 4476.5 4416.5 4421.0 -25.5 69,169 256,497 +3,736
Sep16 160728 4439.0 4473.0 4417.0 4420.0 -25.0 599 9,564 +101
Oct16 160728 4408.5 4408.5 4408.5 4408.5 -26.0 0 10 +0
Total Volume and Open Interest 69,768 266,116 +3,837
Hang Seng Index(HKFE)
Jul16 160728 22162 22212 22069 22143 -25 183,333 65,172 -26,145
Aug16 160728 22147 22198 22016 22153 unch 77,990 83,108 +40,447
Sep16 160728 22100 22130 21963 22084 +1 1,186 6,179 +363
Total Volume and Open Interest 263,090 159,047 +14,835
DAX(EUREX)
Sep16 160728 10305.5 10381.0 10259.0 10295.5 -12.0 74,320 139,519 -630
Dec16 160728 10277.0 10361.5 10252.0 10281.5 -12.0 40 5,039 -6
Mar17 160728 10274.5 10274.5 10274.5 10274.5 -12.0 0 177 -1
Total Volume and Open Interest 74,360 144,735 -637
Mini-DAX(EUREX)
Sep16 160728 10305.0 10381.0 10259.0 10295.5 -12.0 19,280 10,009 +690
Dec16 160728 10276.0 10362.0 10252.0 10281.5 -12.0 94 163 +5
Mar17 160728 10274.5 10274.5 10274.5 10274.5 -12.0 3 11 +3
Total Volume and Open Interest 19,377 10,183 +698
FT-SE 100(EURONEXT)
Sep16 160728 6690.00 6711.50 6658.00 6684.00 -10.00 77,594 653,388 +936
Dec16 160728 6646.50 6646.50 6643.00 6643.00 -10.00 8 204 +6
Mar17 160728 6579.00 6579.00 6579.00 6579.00 -17.50      
Total Volume and Open Interest 77,602 653,592 +942
SPI 200(SFE)
Sep16 160728 5504.0 5521.0 5490.0 5517.0 +17.0 23,528 278,686 +1,553
Dec16 160728 5504.0 5504.0 5504.0 5504.0 +17.0 0 2,590 +0
Mar17 160728 5455.0 5455.0 5455.0 5455.0 +17.0 0 1,436 +0
Total Volume and Open Interest 23,528 283,529 +1,553
FTSE MIB(ISE)
Sep16 160728 16820.00 16865.00 16510.00 16557.00 -295.00 30,126 41,655 -556
Dec16 160728 16645.00 16670.00 16410.00 16427.00 -300.00 14 199 -2
Mar17 160728 16434.00 16434.00 16434.00 16434.00 -300.00      
Total Volume and Open Interest 30,140 41,854 -558
KOSPI 200(KFE)
Sep16 160728 253.50 253.60 251.60 252.00 -1.35 113,370 133,068 +8,825
Dec16 160728 254.10 254.30 252.50 252.95 -1.05 785 8,874 +103
Mar17 160728 251.55 251.60 249.95 250.30 -1.00 140 872 -20
Total Volume and Open Interest 114,295 145,765 +8,908
GSCI(CME)
Aug16 160728 338.75 340.50 336.40 336.65 -2.75 316 12,232 +269
Sep16 160728 339.70 339.70 339.70 339.70 -2.75 0 351 +0
Oct16 160728 343.30 343.30 343.30 343.30 -2.75      
Total Volume and Open Interest 316 12,583 +269
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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