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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 29, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug16 160729 1005.25 1034.25 996.25 1032.50 +29.00 45,394 26,219 -11,975
Sep16 160729 995.25 1023.00 984.00 1020.00 +26.75 27,842 54,849 +3,333
Nov16 160729 980.00 1006.00 968.75 1003.00 +25.00 110,874 388,941 +4,080
Jan17 160729 980.00 1005.75 969.00 1003.00 +24.50 15,578 60,293 +537
Mar17 160729 970.25 993.00 959.75 992.00 +24.00 8,123 66,097 -242
May17 160729 968.50 987.00 956.00 986.25 +23.25 6,144 32,982 +1,175
Jul17 160729 966.50 987.25 956.50 986.75 +23.00 5,469 37,460 +486
Aug17 160729 948.25 976.25 948.25 976.25 +20.50 22 386 +4
Sep17 160729 956.50 956.50 956.50 956.50 +20.50 4 318 +0
Nov17 160729 919.75 936.25 912.75 935.25 +15.50 2,085 31,237 -177
Jan18 160729 936.75 936.75 936.75 936.75 +15.00 0 444 +0
Mar18 160729 935.25 935.25 935.25 935.25 +14.75 0 67 +0
May18 160729 937.00 937.00 937.00 937.00 +14.75 0 53 +0
Jul18 160729 941.00 941.00 941.00 941.00 +14.75 0 116 +0
Total Volume and Open Interest 221,535 699,705 -2,779
Soybean Meal(CBOT)
Aug16 160729 341.70 351.40 338.30 350.00 +8.50 29,473 11,458 -5,562
Sep16 160729 343.00 351.40 339.30 349.90 +7.10 29,521 59,174 +3,890
Oct16 160729 342.30 350.30 338.50 348.90 +7.00 10,325 30,295 +1,437
Dec16 160729 341.60 349.30 337.50 347.70 +6.90 39,364 158,822 +1,953
Jan17 160729 337.40 344.90 333.10 343.70 +7.20 2,753 26,594 +325
Mar17 160729 328.80 335.70 325.00 335.20 +7.20 1,442 31,306 -217
May17 160729 322.80 329.10 319.80 328.90 +6.70 626 19,429 -26
Jul17 160729 323.30 329.00 319.90 328.70 +6.20 852 16,758 -13
Aug17 160729 318.70 327.00 318.70 326.50 +5.70 164 2,034 -39
Sep17 160729 317.00 324.10 317.00 324.10 +5.50 144 1,418 -3
Total Volume and Open Interest 114,848 366,050 +1,761
Soybean Oil(CBOT)
Aug16 160729 29.59 30.41 29.41 30.35 +0.86 38,553 11,117 -8,102
Sep16 160729 29.74 30.57 29.53 30.48 +0.84 34,823 49,605 +1,433
Oct16 160729 29.85 30.69 29.64 30.59 +0.84 4,443 23,951 +341
Dec16 160729 30.08 30.93 29.85 30.85 +0.87 43,899 182,306 -558
Jan17 160729 30.31 31.15 30.07 31.08 +0.87 2,644 29,108 +97
Mar17 160729 30.48 31.31 30.27 31.25 +0.87 2,084 22,362 +485
May17 160729 30.69 31.49 30.47 31.43 +0.84 1,176 17,144 +233
Jul17 160729 30.96 31.72 30.70 31.66 +0.83 1,264 10,051 +238
Aug17 160729 30.86 31.77 30.86 31.73 +0.81 98 3,374 +72
Sep17 160729 31.45 31.81 31.45 31.76 +0.80 118 2,573 -81
Total Volume and Open Interest 129,301 358,050 -5,751
Canola(WCE)
Nov16 160729 451.3 457.1 450.0 453.9 +2.7 13,620 120,248 -498
Jan17 160729 459.0 464.0 457.9 460.3 +2.0 1,478 21,802 +455
Mar17 160729 465.2 470.3 464.4 466.7 +1.7 179 5,326 -27
May17 160729 470.0 474.9 469.0 471.7 +1.8 202 4,067 +7
Jul17 160729 474.6 479.0 474.0 476.0 +1.7 180 6,016 +37
Total Volume and Open Interest 15,727 161,455 +18
Corn(CBOT)
Sep16 160729 331.25 335.00 328.75 334.50 +3.25 81,045 471,914 -5,194
Dec16 160729 338.75 343.25 336.00 342.75 +4.00 117,263 540,985 -1,315
Mar17 160729 347.50 352.00 345.00 351.50 +4.00 19,496 128,183 +576
May17 160729 353.25 357.50 350.50 357.25 +4.00 4,000 33,104 +44
Jul17 160729 358.50 363.25 355.75 362.75 +4.25 6,320 64,786 +870
Sep17 160729 362.75 367.00 360.25 367.00 +4.75 2,220 15,145 +477
Dec17 160729 368.00 372.75 366.00 372.50 +4.25 4,649 46,107 +605
Mar18 160729 378.00 381.75 378.00 381.75 +4.00 27 1,923 +0
May18 160729 387.00 387.00 386.75 386.75 +3.75 34 608 +0
Jul18 160729 388.25 390.50 388.00 390.50 +3.00 45 825 -14
Total Volume and Open Interest 235,167 1,305,595 -3,933
Wheat(CBOT)
Sep16 160729 411.50 412.75 403.50 407.75 -2.50 46,739 250,376 -2,978
Dec16 160729 438.00 440.25 431.25 435.75 -1.50 25,213 131,992 +2,801
Mar17 160729 462.25 464.00 455.50 460.25 -1.75 8,279 46,661 +1,253
May17 160729 475.50 476.00 468.50 473.75 -1.50 1,636 11,462 +191
Jul17 160729 482.50 483.50 475.50 480.50 -1.75 1,051 24,434 +107
Sep17 160729 494.00 494.75 490.00 492.00 -2.50 93 2,596 -36
Total Volume and Open Interest 83,157 472,564 +1,354
Wheat(KCBT)
Sep16 160729 409.00 412.50 403.50 409.75 +0.75 15,152 134,522 -492
Dec16 160729 436.50 438.50 430.00 436.00 +1.00 8,593 53,073 -103
Mar17 160729 451.50 455.50 446.75 453.00 +1.00 1,934 28,528 +612
May17 160729 461.25 465.75 458.00 463.75 +0.75 254 8,235 +9
Jul17 160729 472.00 474.25 467.25 472.75 +0.50 686 16,133 +153
Sep17 160729 486.00 490.00 485.00 487.75 +0.25 7 1,569 +2
Dec17 160729 505.00 505.50 504.75 505.50 -1.25 4 654 +1
Total Volume and Open Interest 26,630 242,907 +182
Wheat(MGE)
Sep16 160729 486.00 492.00 484.00 488.25 +1.50 3,249 24,492 +126
Dec16 160729 502.00 507.75 500.00 503.75 +2.00 1,644 15,821 -207
Mar17 160729 518.00 522.25 515.25 518.75 +1.50 1,036 10,619 +297
May17 160729 526.25 532.25 525.50 528.75 +1.75 438 4,682 +25
Jul17 160729 539.00 541.50 535.00 537.50 +0.75 235 2,601 +46
Sep17 160729 546.75 548.50 545.00 547.25 +0.50 55 1,742 +0
Total Volume and Open Interest 6,695 60,721 +300
Oats(CBOT)
Sep16 160729 198.00 202.25 196.25 200.50 +2.25 103 3,198 +11
Dec16 160729 197.25 200.00 195.00 199.25 +2.00 203 6,001 +105
Mar17 160729 202.00 203.50 202.00 202.50 +0.75 15 855 +1
May17 160729 205.25 205.25 205.25 205.25 +3.25      
Total Volume and Open Interest 321 10,054 +117
Rough Rice(CBOT)
Sep16 160729 9.78 9.95 9.73 9.94 +0.17 1,097 8,353 +519
Nov16 160729 10.07 10.23 10.00 10.22 +0.17 538 2,127 +256
Jan17 160729 10.31 10.44 10.23 10.43 +0.14 21 110 +7
Mar17 160729 10.65 10.65 10.65 10.65 +0.15 0 45 +0
Total Volume and Open Interest 1,656 10,637 +782
Live Cattle(CME)
Aug16 160729 113.080 113.980 112.800 113.080 -0.250 9,672 39,696 -2,449
Oct16 160729 111.700 112.650 111.230 111.730 -0.370 17,827 113,198 -52
Dec16 160729 112.200 113.100 111.700 112.400 -0.280 6,619 52,726 +589
Feb17 160729 111.550 112.450 111.180 111.800 -0.200 3,919 23,925 +5
Apr17 160729 110.135 110.885 109.730 110.230 -0.170 1,085 12,915 +159
Jun17 160729 103.500 104.430 103.150 104.200 +0.370 549 5,369 +237
Total Volume and Open Interest 39,938 250,614 -1,309
Feeder Cattle(CME)
Aug16 160729 140.380 142.100 139.200 140.050 -0.435 2,599 15,151 -535
Sep16 160729 139.400 140.800 138.100 138.580 -0.570 2,326 11,695 +278
Oct16 160729 138.450 139.630 137.100 137.735 -0.615 1,604 8,434 +366
Nov16 160729 135.400 136.850 134.435 135.250 -0.185 718 4,122 +172
Jan17 160729 130.880 132.700 130.450 131.785 +0.460 390 3,161 +87
Mar17 160729 129.785 131.600 129.400 130.575 +0.475 151 991 +56
Apr17 160729 130.750 131.800 130.750 131.050 +0.300 37 255 -2
Total Volume and Open Interest 7,831 43,916 +426
Lean Hogs(CME)
Aug16 160729 69.200 70.150 68.700 68.980 +0.130 11,656 29,484 -881
Oct16 160729 59.235 60.430 58.785 59.050 -0.150 18,004 104,368 +393
Dec16 160729 54.900 56.235 54.450 54.750 -0.080 7,566 47,160 +678
Feb17 160729 59.680 60.600 58.850 59.150 -0.135 2,492 23,125 +532
Apr17 160729 64.285 65.330 63.650 63.930 -0.070 1,443 17,595 +335
May17 160729 70.035 70.035 69.930 69.930 -0.205 6 231 +6
Jun17 160729 73.650 75.400 73.650 74.135 +0.485 113 2,035 +39
Jul17 160729 73.950 74.800 73.550 73.550 +0.665 16 408 -3
Total Volume and Open Interest 41,319 224,612 +1,111
Class III Milk(CME)
Jul16 160729 15.27 15.28 15.26 15.26 -0.02 106 5,250 -9
Aug16 160729 16.83 16.92 16.75 16.84 -0.01 143 5,001 -4
Sep16 160729 16.76 16.80 16.64 16.79 +0.01 98 4,361 +42
Oct16 160729 16.65 16.74 16.60 16.72 +0.06 67 3,596 +40
Nov16 160729 16.33 16.40 16.33 16.39 +0.01 41 3,275 +20
Dec16 160729 16.03 16.09 16.00 16.08 -0.02 18 2,881 +8
Jan17 160729 15.95 16.00 15.95 16.00 -0.03 13 1,191 +8
Feb17 160729 15.98 16.05 15.98 16.00 -0.05 9 1,051 +8
Mar17 160729 16.04 16.08 16.04 16.08 -0.05 9 1,012 +9
Apr17 160729 16.24 16.24 16.22 16.24 -0.01 26 918 +9
May17 160729 16.39 16.39 16.37 16.39 -0.01 9 787 +9
Jun17 160729 16.48 16.49 16.46 16.49 +0.01 6 713 +6
Jul17 160729 16.60 16.60 16.60 16.60 unch 6 269 +4
Total Volume and Open Interest 568 31,426 +155
Cocoa(ICE)
Sep16 160729 2853 2869 2815 2835 -15 16,164 81,644 -270
Dec16 160729 2858 2873 2826 2846 -11 9,321 69,055 +1,124
Mar17 160729 2845 2857 2812 2832 -11 4,064 49,262 +1,024
May17 160729 2835 2847 2803 2821 -12 766 8,654 -122
Jul17 160729 2839 2840 2800 2815 -13 92 3,093 +7
Sep17 160729 2834 2834 2800 2809 -14 161 3,876 -58
Dec17 160729 2822 2822 2800 2803 -15 42 861 +31
Total Volume and Open Interest 30,617 220,325 +1,737
Coffee "C"(ICE)
Sep16 160729 142.40 146.35 140.30 146.20 +4.05 12,150 85,034 -1,331
Dec16 160729 145.70 149.65 143.55 149.50 +4.15 4,512 55,372 +929
Mar17 160729 148.35 152.55 146.60 152.40 +4.10 1,424 20,124 +10
May17 160729 149.80 154.20 148.30 154.10 +4.05 341 11,075 +21
Jul17 160729 150.55 155.60 150.00 155.50 +4.10 37 3,462 -11
Sep17 160729 151.30 156.80 151.30 156.80 +4.10 14 3,150 +8
Total Volume and Open Interest 18,498 184,240 -373
Orange Juice(ICE)
Sep16 160729 178.80 178.80 172.75 174.65 -5.15 1,008 14,952 -59
Nov16 160729 177.70 177.70 172.90 175.00 -4.80 408 3,240 +311
Jan17 160729 176.15 176.15 172.10 174.95 -3.35 6 934 +2
Mar17 160729 170.30 172.50 169.60 172.50 -2.40 16 265 +4
May17 160729 169.50 170.50 168.50 170.50 -2.00 7 9 -1
Jul17 160729 168.80 168.80 168.80 168.80 -2.10      
Total Volume and Open Interest 1,445 19,402 +257
Sugar #11(ICE)
Oct16 160729 18.79 19.35 18.71 19.05 +0.25 63,546 431,826 -3,364
Mar17 160729 19.18 19.70 19.09 19.44 +0.26 16,348 229,589 +2,161
May17 160729 18.57 19.04 18.50 18.86 +0.27 5,776 59,444 -710
Jul17 160729 18.15 18.51 18.05 18.38 +0.25 2,634 49,199 -152
Oct17 160729 17.93 18.24 17.85 18.14 +0.23 1,033 29,310 -285
Mar18 160729 17.82 18.08 17.79 18.03 +0.20 519 14,201 +228
May18 160729 17.43 17.67 17.43 17.67 +0.21 129 4,501 +12
Jul18 160729 17.42 17.42 17.42 17.42 +0.19 76 4,766 +25
Total Volume and Open Interest 90,186 828,790 -2,119
London Cocoa(LCE)
Sep16 160729 2332 2334 2291 2297 -35 12,514 103,905 -112
Dec16 160729 2286 2288 2247 2252 -33 11,013 66,798 -2,130
Mar17 160729 2237 2241 2201 2206 -32 6,738 56,749 +603
May17 160729 2226 2230 2191 2197 -30 1,853 20,150 -145
Jul17 160729 2221 2225 2189 2192 -29 374 3,746 +26
Sep17 160729 2215 2219 2186 2186 -29 269 3,382 +117
Dec17 160729 2200 2206 2174 2174 -27 80 566 +49
Total Volume and Open Interest 32,841 255,296 -1,592
London Sugar(LCE)
Oct16 160729 517.70 531.40 516.60 528.40 +10.30 5,173 45,392 -1,388
Dec16 160729 519.80 532.20 518.50 529.40 +8.90 1,322 18,296 +44
Mar17 160729 518.70 531.10 518.00 527.70 +7.70 927 15,960 -187
May17 160729 508.50 521.30 508.20 517.80 +7.40 98 7,899 +35
Aug17 160729 499.60 510.00 499.60 507.10 +6.40 59 3,827 +25
Total Volume and Open Interest 7,761 94,835 -1,308
Cotton(ICE)
Oct16 160729 72.69 74.16 71.76 74.16 +1.14 71 208 +45
Dec16 160729 72.94 74.10 71.68 74.04 +1.00 19,186 181,254 +823
Mar17 160729 73.20 74.16 72.02 73.91 +0.65 3,042 37,146 +50
May17 160729 72.47 73.88 71.94 73.71 +0.59 283 5,738 +82
Jul17 160729 72.63 73.44 72.63 73.36 +0.50 229 4,446 +16
Oct17 160729 72.63 72.63 72.63 72.63 +0.42      
Total Volume and Open Interest 22,914 237,380 +1,057
Lumber(CME)
Sep16 160729 325.1 325.1 317.9 318.4 -7.3 332 4,748 +83
Nov16 160729 333.4 333.4 326.5 327.0 -6.7 91 493 +51
Jan17 160729 332.4 332.7 331.6 332.7 -6.6 0 62 +0
Mar17 160729 335.0 335.0 335.0 335.0 -5.3 0 24 +0
Total Volume and Open Interest 423 5,353 +134
Crude Oil(NYM)
Sep16 160729 41.12 41.67 40.57 41.60 +0.46 537,390 533,177 -1,363
Oct16 160729 41.83 42.39 41.30 42.33 +0.47 132,822 173,313 +13,654
Nov16 160729 42.60 43.14 42.03 43.09 +0.50 45,048 116,611 +2,366
Dec16 160729 43.31 43.89 42.72 43.84 +0.53 67,032 253,339 +3,732
Jan17 160729 43.97 44.56 43.35 44.51 +0.55 15,229 80,506 +621
Feb17 160729 44.45 45.10 43.98 45.06 +0.56 8,124 40,303 +421
Mar17 160729 44.90 45.57 44.36 45.52 +0.56 12,568 69,638 +22
Apr17 160729 45.34 45.90 44.87 45.90 +0.55 3,687 21,806 -516
May17 160729 45.64 46.22 45.22 46.22 +0.53 2,191 20,426 +438
Jun17 160729 46.00 46.56 45.44 46.51 +0.51 13,235 82,304 +1,365
Jul17 160729 46.09 46.79 45.75 46.77 +0.49 1,396 16,765 +354
Aug17 160729 46.54 47.01 46.14 47.01 +0.47 1,145 15,505 -9
Sep17 160729 46.75 47.26 46.74 47.26 +0.45 2,039 32,848 +255
Oct17 160729 47.51 47.51 46.93 47.51 +0.43 782 11,247 -33
Nov17 160729 47.77 47.77 47.31 47.77 +0.41 478 12,073 +14
Dec17 160729 47.60 48.08 47.15 48.04 +0.39 22,367 142,424 +817
Total Volume and Open Interest 873,239 1,741,014 +22,708
e-miNY Crude Oil(NYM)
Sep16 160729 41.100 41.650 40.575 41.600 +0.450 10,644 2,595 -152
Oct16 160729 41.875 42.375 41.325 42.325 +0.475 360 852 +166
Nov16 160729 42.350 43.100 42.125 43.100 +0.500 41 64 +1
Dec16 160729 43.150 43.850 42.800 43.850 +0.550 29 429 -3
Jan17 160729 44.450 44.500 43.500 44.500 +0.550 1 22 -1
Feb17 160729 45.050 45.050 44.300 45.050 +0.550 0 12 +0
Mar17 160729 45.525 45.525 45.525 45.525 +0.575 0 12 +0
Apr17 160729 45.900 45.900 45.900 45.900 +0.550 0 2 +0
May17 160729 46.225 46.225 46.225 46.225 +0.525      
Jun17 160729 46.500 46.500 45.600 46.500 +0.500 0 16 +0
Total Volume and Open Interest 11,079 4,162 +13
NY Harbor ULSD(NYM)
Aug16 160729 127.27 128.11 125.75 127.60 +0.56 25,179 14,080 -5,423
Sep16 160729 130.01 131.25 128.16 130.75 +0.83 63,774 96,538 +3,940
Oct16 160729 132.65 133.74 130.74 133.32 +0.86 22,644 53,034 +2,458
Nov16 160729 134.81 135.90 132.94 135.49 +0.88 13,581 36,473 +2,386
Dec16 160729 136.73 137.74 134.86 137.35 +0.88 16,526 51,180 +554
Jan17 160729 138.27 139.55 137.00 139.26 +0.85 3,024 25,785 +36
Feb17 160729 138.84 140.90 138.25 140.54 +0.78 1,459 13,563 -99
Mar17 160729 139.50 141.58 139.00 141.13 +0.74 1,377 14,482 -78
Apr17 160729 139.67 141.60 139.60 141.11 +0.74 464 7,748 +134
May17 160729 140.09 142.09 139.81 141.58 +0.78 282 3,870 -50
Jun17 160729 140.61 142.74 140.08 142.35 +0.82 882 21,273 +331
Jul17 160729 142.73 143.58 142.50 143.33 +0.84 74 2,739 -2
Aug17 160729 143.00 144.60 142.55 144.42 +0.82 48 1,606 +9
Sep17 160729 144.60 146.27 143.89 145.68 +0.81 35 1,747 -2
Total Volume and Open Interest 150,325 372,557 +4,125
RBOB Gasoline(NYM)
Aug16 160729 130.33 132.74 127.60 132.10 +1.48 29,208 13,213 -5,205
Sep16 160729 129.84 132.25 127.26 131.94 +1.83 71,635 133,138 +2,446
Oct16 160729 121.10 123.51 119.21 123.28 +1.73 43,692 62,534 -243
Nov16 160729 120.64 122.60 118.60 122.43 +1.66 20,009 42,540 -420
Dec16 160729 120.34 122.26 118.35 122.14 +1.70 15,503 47,027 +202
Jan17 160729 119.98 123.12 119.26 122.99 +1.71 4,265 16,830 +214
Feb17 160729 121.58 124.76 120.87 124.66 +1.83 1,732 5,649 +233
Mar17 160729 124.05 127.31 123.71 127.20 +1.99 2,066 14,364 -54
Apr17 160729 143.55 146.51 142.63 146.41 +1.98 1,024 13,552 -345
May17 160729 144.57 147.47 143.89 147.37 +1.91 482 5,101 +142
Total Volume and Open Interest 193,459 393,053 -2,061
e-miNY RBOB Gasoline(NYM)
Sep16 160729 131.94 131.94 131.94 131.94 +1.83 1 1 +1
Oct16 160729 123.28 123.28 123.28 123.28 +1.73      
Nov16 160729 122.43 122.43 122.43 122.43 +1.66      
Dec16 160729 122.14 122.14 122.14 122.14 +1.70      
Total Volume and Open Interest 1 2 +1
Natural Gas(NYM)
Sep16 160729 2.857 2.911 2.837 2.876 +0.003 125,801 266,496 +2,667
Oct16 160729 2.891 2.947 2.875 2.917 +0.008 45,705 116,779 +3,727
Nov16 160729 3.039 3.091 3.027 3.076 +0.017 36,517 88,883 +2,018
Dec16 160729 3.274 3.330 3.259 3.320 +0.033 15,618 55,993 +179
Jan17 160729 3.356 3.447 3.356 3.436 +0.039 18,474 115,647 +337
Feb17 160729 3.368 3.428 3.354 3.418 +0.038 4,549 30,765 +105
Mar17 160729 3.304 3.371 3.301 3.360 +0.036 9,117 63,496 +224
Apr17 160729 3.050 3.076 2.995 3.070 +0.025 10,722 54,599 -334
May17 160729 3.006 3.042 2.954 3.036 +0.021 3,801 21,310 -124
Jun17 160729 3.043 3.071 3.039 3.066 +0.019 2,727 20,927 -155
Jul17 160729 3.074 3.100 3.070 3.095 +0.019 2,420 13,428 +70
Aug17 160729 3.083 3.109 3.079 3.104 +0.020 2,638 14,556 -449
Sep17 160729 3.062 3.087 3.057 3.084 +0.021 1,465 8,905 -451
Oct17 160729 3.077 3.111 3.077 3.108 +0.022 2,469 21,564 -298
Nov17 160729 3.139 3.163 3.136 3.163 +0.021 455 9,396 -12
Dec17 160729 3.255 3.294 3.255 3.294 +0.020 444 14,499 -29
Total Volume and Open Interest 284,634 962,967 +2,124
Brent Crude Oil(ICE)
Sep16 160729 42.61 42.83 41.80 42.46 -0.24 194,572 90,685 -27,760
Oct16 160729 43.14 43.60 42.52 43.53 +0.30 349,557 392,901 +897
Nov16 160729 43.56 44.04 42.95 43.98 +0.35 104,727 288,001 -847
Dec16 160729 44.08 44.64 43.52 44.57 +0.40 128,717 371,443 +249
Jan17 160729 44.56 45.14 44.03 45.07 +0.42 26,027 100,315 +724
Feb17 160729 45.02 45.62 44.50 45.54 +0.42 14,731 78,422 +119
Mar17 160729 45.52 46.07 44.96 45.99 +0.43 17,744 80,978 +380
Apr17 160729 46.01 46.49 45.43 46.41 +0.43 4,152 29,829 +315
May17 160729 46.22 46.89 45.81 46.81 +0.44 2,947 41,177 +376
Jun17 160729 46.78 47.24 46.18 47.17 +0.44 25,071 117,041 +2,530
Jul17 160729 47.00 47.53 47.00 47.53 +0.44 1,365 20,083 +338
Aug17 160729 47.32 48.34 47.32 47.87 +0.43 1,202 17,938 +133
Sep17 160729 47.66 48.17 47.66 48.17 +0.42 2,161 40,850 +396
Oct17 160729 48.46 48.46 48.46 48.46 +0.41 926 15,470 +67
Total Volume and Open Interest 933,493 2,176,784 -17,215
Gas Oil(ICE)
Aug16 160729 370.75 374.25 364.75 371.25 -2.50 42,432 88,473 -3,907
Sep16 160729 376.75 380.50 371.25 377.25 -2.50 72,941 128,538 +5,252
Oct16 160729 384.50 387.75 378.75 384.75 -2.25 35,134 82,380 +3,526
Nov16 160729 388.50 392.25 383.50 389.50 -2.25 12,988 52,135 +1,354
Dec16 160729 392.75 397.00 388.00 394.25 -1.75 26,336 113,770 +249
Jan17 160729 398.50 401.75 393.25 399.25 -2.00 3,983 38,458 -101
Feb17 160729 403.00 405.50 398.00 404.00 -2.00 2,361 20,651 -140
Mar17 160729 407.25 409.50 402.75 408.25 -1.75 2,811 25,005 +217
Apr17 160729 410.50 412.75 405.75 411.75 -1.50 987 12,119 +149
May17 160729 413.50 415.50 409.75 414.75 -1.50 946 13,540 +279
Total Volume and Open Interest 218,495 762,661 +9,447
Ethanol(CBOT)
Aug16 160729 1.420 1.427 1.420 1.427 -0.004 131 96 -63
Sep16 160729 1.420 1.426 1.407 1.418 -0.003 280 1,707 -29
Oct16 160729 1.402 1.405 1.400 1.405 +0.003 89 624 +3
Nov16 160729 1.383 1.383 1.383 1.383 +0.003 22 464 +8
Dec16 160729 1.359 1.361 1.359 1.359 +0.003 10 1,118 +7
Jan17 160729 1.343 1.343 1.343 1.343 +0.003 0 193 +0
Feb17 160729 1.347 1.347 1.347 1.347 +0.003 0 158 +0
Mar17 160729 1.354 1.354 1.354 1.354 +0.003      
Total Volume and Open Interest 532 4,362 -74
WTI Crude Oil(ICE)
Sep16 160729 41.08 41.66 40.58 41.60 +0.46 52,156 66,536 -1,159
Oct16 160729 41.72 42.39 41.31 42.33 +0.47 50,154 75,566 +7,162
Nov16 160729 42.62 43.13 42.05 43.09 +0.50 17,970 29,781 +1,350
Dec16 160729 43.30 43.87 42.75 43.84 +0.53 22,978 106,661 -583
Jan17 160729 44.01 44.51 43.42 44.51 +0.55 3,951 18,885 +46
Feb17 160729 44.10 45.06 44.05 45.06 +0.56 3,436 20,258 +98
Mar17 160729 44.44 45.52 44.44 45.52 +0.56 1,718 22,206 -14
Apr17 160729 44.81 45.90 44.81 45.90 +0.55 499 3,849 +41
May17 160729 46.22 46.22 46.22 46.22 +0.53 173 2,857 -3
Jun17 160729 45.48 46.51 45.48 46.51 +0.51 1,826 32,141 +420
Jul17 160729 46.77 46.77 46.77 46.77 +0.49 53 3,241 +0
Aug17 160729 47.01 47.01 47.01 47.01 +0.47 37 861 -20
Sep17 160729 47.26 47.26 47.26 47.26 +0.45 48 10,152 +18
Oct17 160729 47.51 47.51 47.51 47.51 +0.43 35 1,028 +0
Nov17 160729 47.77 47.77 47.77 47.77 +0.41 63 1,001 +0
Dec17 160729 47.35 48.04 47.28 48.04 +0.39 3,920 62,617 +421
Total Volume and Open Interest 159,988 499,709 +7,678
US Dollar Index(ICE)
Sep16 160729 96.595 96.705 95.335 95.490 -1.230 18,214 55,806 -1,719
Dec16 160729 96.450 96.525 95.310 95.460 -1.235 400 4,045 +104
Mar17 160729 96.470 96.495 95.390 95.470 -1.235 22 1,649 +20
Total Volume and Open Interest 18,637 61,537 -1,594
Australian Dollar(CME)
Sep16 160729 74.94 75.99 74.81 75.91 +1.01 114,453 94,769 +842
Dec16 160729 74.79 75.78 74.64 75.71 +1.01 477 1,443 -137
Mar17 160729 75.10 75.54 75.10 75.54 +1.01 0 12 +0
Total Volume and Open Interest 114,933 96,224 +704
British Pound(CME)
Sep16 160729 131.68 133.12 131.60 132.47 +0.87 91,844 230,715 +2,527
Dec16 160729 132.20 133.33 131.86 132.70 +0.86 57 1,988 +4
Mar17 160729 132.70 133.40 132.40 132.93 +0.85 2 474 -2
Total Volume and Open Interest 91,903 234,173 +2,529
Canadian Dollar(CME)
Sep16 160729 76.02 76.94 75.86 76.69 +0.70 65,764 115,071 +1,435
Dec16 160729 76.04 76.96 75.89 76.71 +0.70 129 3,910 +56
Mar17 160729 76.45 76.94 75.93 76.73 +0.69 0 380 +0
Jun17 160729 76.76 76.82 75.98 76.76 +0.69 0 147 +0
Total Volume and Open Interest 65,904 119,578 +1,499
Japanese Yen(CME)
Sep16 160729 95.17 98.23 94.79 98.20 +3.17 156,916 156,610 -1,489
Dec16 160729 96.00 98.57 95.30 98.55 +3.14 677 1,681 +267
Mar17 160729 98.93 98.95 98.73 98.95 +3.13 17 243 -6
Total Volume and Open Interest 157,612 158,643 -1,226
Swiss Franc(CME)
Sep16 160729 102.27 104.05 102.18 103.53 +1.32 16,494 52,971 +1,564
Dec16 160729 102.88 104.54 102.74 104.07 +1.32 8 86 +6
Mar17 160729 104.61 104.61 104.61 104.61 +1.33      
Total Volume and Open Interest 16,502 53,077 +1,570
EuroFX(CME)
Sep16 160729 110.98 112.19 110.93 112.02 +1.06 150,321 390,449 -2,342
Dec16 160729 111.50 112.63 111.43 112.46 +1.04 294 5,295 +14
Mar17 160729 111.95 113.05 111.90 112.89 +1.03 39 1,273 +8
Total Volume and Open Interest 150,667 397,715 -2,320
Mexican Peso(CME)
Aug16 160729 532.00 532.00 532.00 532.00 +3.25      
Sep16 160729 526.38 531.50 524.13 530.13 +3.25 32,915 89,028 +1,049
Total Volume and Open Interest 32,915 120,802 +1,049
Brazilian Real(CME)
Aug16 160729 303.75 308.75 303.75 308.75 +5.40 17,564 14,629 -6,909
Sep16 160729 300.70 306.25 300.65 304.65 +4.35 17,501 21,246 +16,625
Oct16 160729 302.30 302.65 302.30 302.30 +4.10      
Nov16 160729 299.65 300.20 299.65 299.65 +4.30      
Total Volume and Open Interest 35,065 35,905 +9,716
30-Year T-Bonds(CBOT)
Sep16 160729 173~130 174~220 171~250 174~140 +1~030 241,264 575,308 +7,350
Dec16 160729 172~050 173~070 170~130 172~310 +1~030 82 213 +21
Mar17 160729 171~270 171~270 171~270 171~270 +1~030      
Total Volume and Open Interest 241,346 575,521 +7,371
10-Year T-Notes(CBOT)
Sep16 160729 132~210 133~045 132~035 133~015 +0~155 1,171,110 2,768,640 +17,759
Dec16 160729 131~255 132~055 131~060 132~035 +0~155 4,652 9,151 +2,080
Mar17 160729 131~095 131~095 131~095 131~095 +0~155      
Total Volume and Open Interest 1,175,762 2,777,791 +19,839
5-Year T-Notes(CBOT)
Sep16 160729 121~244 122~024 121~140 122~004 +0~100 613,939 2,681,292 -524
Dec16 160729 121~294 122~024 121~144 122~010 +0~102 918 10,454 +864
Mar17 160729 121~232 121~232 121~232 121~232 +0~102      
Total Volume and Open Interest 614,857 2,691,746 +340
2 Year T-Notes(CBOT)
Sep16 160729 109~126 109~164 109~102 109~160 +0~036 294,274 1,070,377 +8,527
Dec16 160729 109~102 109~142 109~090 109~142 +0~042 1,582 3,545 +810
Mar17 160729 109~136 109~136 109~136 109~136 +0~042      
Total Volume and Open Interest 295,856 1,073,922 +9,337
Eurodollars(CME)
Sep16 160729 99.190 99.220 99.185 99.210 +0.025 403,206 1,116,274 -15,722
Dec16 160729 99.140 99.180 99.120 99.165 +0.035 390,267 1,389,697 -8,687
Mar17 160729 99.105 99.155 99.080 99.140 +0.045 261,603 1,033,552 +19,306
Jun17 160729 99.075 99.125 99.040 99.110 +0.050 249,568 900,381 -13,338
Sep17 160729 99.040 99.100 99.000 99.085 +0.060 260,041 821,572 -22,825
Dec17 160729 98.995 99.055 98.950 99.045 +0.065 321,545 1,247,168 -4,826
Mar18 160729 98.965 99.035 98.920 99.020 +0.065 182,429 600,698 +8,520
Jun18 160729 98.935 99.005 98.880 98.990 +0.065 151,475 450,222 -3,549
Sep18 160729 98.900 98.970 98.840 98.960 +0.070 128,496 432,803 -1,098
Dec18 160729 98.855 98.925 98.795 98.920 +0.075 140,534 536,695 +7,723
Mar19 160729 98.825 98.900 98.760 98.890 +0.075 101,406 374,126 +13,420
Jun19 160729 98.790 98.860 98.720 98.855 +0.075 63,061 284,766 +225
Sep19 160729 98.750 98.825 98.675 98.815 +0.075 51,227 222,415 +2,575
Dec19 160729 98.705 98.775 98.630 98.770 +0.075 46,209 219,765 +70
Mar20 160729 98.670 98.740 98.595 98.735 +0.075 30,138 141,805 +1,145
Jun20 160729 98.625 98.695 98.550 98.690 +0.075 32,704 86,557 +1,273
Sep20 160729 98.585 98.650 98.510 98.645 +0.070 24,734 87,089 +838
Dec20 160729 98.540 98.600 98.460 98.595 +0.070 23,813 90,521 +2,878
Total Volume and Open Interest 2,946,686 10,393,778 +4,796
Ultra T-Bond(CBOT)
Sep16 160729 189~00 190~26 186~28 190~17 +1~14 86,660 604,695 +2,538
Dec16 160729 189~24 189~24 187~12 189~24 +1~13 5 5 +5
Mar17 160729 188~24 188~24 188~24 188~24 +1~13      
Total Volume and Open Interest 86,665 604,700 +2,543
Ultra 10-Yr T-Note(CBOT)
Sep16 160729 145~175 146~105 144~255 146~065 +0~235 61,200 173,951 -1,010
Dec16 160729 145~260 145~260 144~245 145~260 +0~235      
Mar17 160729 145~260 145~260 145~260 145~260 +0~235      
Total Volume and Open Interest 61,200 173,951 -1,010
30 Day Federal Funds(CBOT)
Jul16 160729 99.605 99.607 99.605 99.607 +0.002 2,683 168,181 -93
Aug16 160729 99.605 99.610 99.600 99.605 +0.005 23,598 147,460 -1,124
Sep16 160729 99.590 99.600 99.585 99.595 +0.010 20,329 58,823 +3,624
Oct16 160729 99.560 99.580 99.555 99.580 +0.025 54,696 160,358 +1,684
Nov16 160729 99.555 99.580 99.545 99.575 +0.025 18,532 78,278 +2,136
Dec16 160729 99.530 99.555 99.520 99.550 +0.025 7,850 46,935 +572
Total Volume and Open Interest 187,603 878,519 +14,709
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 160729 194.68 197.94 194.00 197.04 +1.16 31,566 134,304 +3,980
Dec16 160729 193.90 195.40 193.90 195.40 +1.16 0 28 +0
Mar17 160729 195.40 195.40 195.40 195.40 +1.16      
Total Volume and Open Interest 31,566 134,332 +3,980
Euro-Bund(EUREX)
Sep16 160729 167.05 168.00 166.92 167.81 +0.40 525,250 1,603,815 +20,420
Dec16 160729 164.37 165.28 164.30 165.10 +0.40 5,039 24,262 +3,869
Mar17 160729 167.19 167.55 167.19 167.31 +0.40 0 31 +0
Total Volume and Open Interest 530,289 1,628,108 +24,289
Euro-Bobl(EUREX)
Sep16 160729 133.48 133.72 133.39 133.67 +0.12 421,695 1,312,803 +40,343
Dec16 160729 131.44 131.72 131.44 131.69 +0.13 5,062 5,850 +4,988
Mar17 160729 133.62 133.62 133.62 133.62 +0.12      
Total Volume and Open Interest 426,757 1,318,653 +45,331
Euro-Schatz(EUREX)
Sep16 160729 111.96 112.03 111.96 112.02 +0.02 152,215 1,066,839 -27,865
Dec16 160729 112.02 112.02 112.02 112.02 +0.02 0 185 +0
Mar17 160729 111.98 111.98 111.98 111.98 +0.03      
Total Volume and Open Interest 152,215 1,067,024 -27,865
3-Mth Euribor(EUREX)
Sep16 160729 100.315 100.315 100.315 100.315 unch 50 4,623 -50
Dec16 160729 100.330 100.330 100.330 100.330 unch 50 2,392 +50
Mar17 160729 100.340 100.340 100.340 100.340 +0.005 0 3,729 +0
Total Volume and Open Interest 100 77,150 +0
Long Gilt(LIFFE)
Sep16 160729 130~11 131~01 130~06 130~30 +0~08 175,842 574,603 +772
Dec16 160729 129~29 129~29 129~29 129~29 +0~08      
Total Volume and Open Interest 175,842 574,603 +772
3-Mth Short Sterling(LIFFE)
Sep16 160729 99.66 99.67 99.66 99.67 +0.00 48,518 495,740 +5,271
Dec16 160729 99.70 99.71 99.70 99.71 +0.01 40,094 650,914 +2,569
Mar17 160729 99.70 99.72 99.70 99.71 unch 45,097 366,925 +4,102
Jun17 160729 99.70 99.72 99.69 99.71 unch 45,113 358,395 +1,531
Sep17 160729 99.70 99.71 99.69 99.71 +0.01 45,453 287,488 +8,176
Dec17 160729 99.68 99.70 99.67 99.70 +0.01 33,739 297,722 -1,259
Total Volume and Open Interest 437,969 3,326,248 +22,478
3-Mth Euribor(LIFFE)
Sep16 160729 100.315 100.315 100.310 100.310 unch 19,163 346,522 -2,233
Dec16 160729 100.330 100.330 100.320 100.325 unch 42,623 463,636 +775
Mar17 160729 100.335 100.340 100.325 100.335 unch 63,088 394,762 -11,946
Total Volume and Open Interest 427,660 3,082,905 -8,030
3-Mth Aus T-Bills(SFE)
Sep16 160729 98.16 98.18 98.15 98.17 +0.01 66,011 187,797 +6,777
Dec16 160729 98.24 98.27 98.23 98.25 +0.01 49,844 192,730 +13,623
Mar17 160729 98.28 98.32 98.28 98.30 +0.01 29,308 149,070 +4,099
Jun17 160729 98.30 98.34 98.30 98.32 +0.01 14,690 126,704 +1,820
Sep17 160729 98.31 98.35 98.31 98.33 +0.01 14,519 87,941 +557
Dec17 160729 98.32 98.36 98.31 98.33 +0.01 9,515 80,436 +2,736
Mar18 160729 98.31 98.35 98.30 98.32 +0.01 6,728 52,847 +324
Jun18 160729 98.29 98.33 98.29 98.30 unch 3,196 41,991 +878
Sep18 160729 98.31 98.31 98.27 98.29 +0.01 8 6,915 +0
Dec18 160729 98.25 98.25 98.25 98.25 unch 0 3,974 +0
Total Volume and Open Interest 193,901 933,050 +30,814
10-Year Aus T-Bonds(SFE)
Sep16 160729 98.13 98.16 98.07 98.12 -0.01 137,334 825,280 -2,152
Dec16 160729 98.12 98.12 98.12 98.12 -0.01      
Total Volume and Open Interest 137,334 825,280 -2,152
3-Year Aus T-Bonds(SFE)
Sep16 160729 98.58 98.62 98.56 98.59 +0.01 234,321 794,178 +21,090
Dec16 160729 98.59 98.59 98.59 98.59 +0.01      
Total Volume and Open Interest 234,321 794,178 +21,090
Gold(CMX)
Aug16 160729 1333.2 1353.3 1325.8 1349.0 +16.7 215,388 42,275 -45,901
Oct16 160729 1338.0 1357.4 1330.5 1353.1 +16.1 27,551 44,185 -2,536
Dec16 160729 1342.7 1362.0 1335.0 1357.5 +16.3 170,657 409,763 +39,768
Feb17 160729 1346.1 1365.7 1339.0 1361.4 +16.4 5,414 20,634 +333
Apr17 160729 1347.9 1367.8 1345.8 1364.7 +16.6 377 7,779 +67
Jun17 160729 1360.4 1372.0 1349.5 1367.6 +16.6 375 13,335 +112
Aug17 160729 1364.7 1373.9 1362.0 1370.5 +16.7 224 2,510 +120
Oct17 160729 1370.2 1373.3 1368.8 1373.3 +16.7 0 736 +0
Dec17 160729 1370.4 1376.9 1367.2 1376.1 +16.8 321 9,235 -61
Feb18 160729 1378.6 1378.6 1378.6 1378.6 +16.8 0 45 +0
Apr18 160729 1381.1 1381.1 1381.1 1381.1 +16.8 0 3 +0
Jun18 160729 1383.6 1383.6 1383.6 1383.6 +16.9 0 3,791 +0
Total Volume and Open Interest 422,623 568,670 -7,655
Silver(CMX)
Sep16 160729 2022.5 2045.5 2000.5 2034.7 +15.5 71,222 158,599 +2,829
Dec16 160729 2032.0 2054.5 2010.5 2044.3 +16.0 4,104 47,109 +1,840
Mar17 160729 2041.5 2058.0 2033.5 2053.7 +16.4 463 8,870 +322
May17 160729 2050.5 2061.5 2050.5 2059.0 +16.4 54 467 +3
Jul17 160729 2055.0 2065.0 2055.0 2064.3 +16.5 16 2,532 -11
Sep17 160729 2069.5 2070.0 2069.5 2069.5 +16.5 5 358 +5
Dec17 160729 2076.4 2076.5 2076.4 2076.4 +16.6 67 1,942 +50
Total Volume and Open Interest 76,074 223,201 +4,902
Platinum(NYMEX)
Oct16 160729 1137.6 1163.8 1132.3 1150.6 +11.7 18,107 74,054 +1,145
Jan17 160729 1141.1 1165.3 1136.5 1152.7 +11.9 147 3,960 +29
Apr17 160729 1154.8 1154.8 1154.8 1154.8 +11.9 3 82 -1
Jul17 160729 1156.5 1156.5 1156.5 1156.5 +11.9 0 13 +0
Total Volume and Open Interest 18,285 78,169 +1,155
Palladium(NYMEX)
Sep16 160729 698.10 715.90 692.25 709.75 +11.10 5,876 25,858 +527
Dec16 160729 698.15 715.95 693.95 710.75 +11.10 198 1,327 +21
Mar17 160729 711.65 711.65 711.65 711.65 +11.10 1 40 +0
Total Volume and Open Interest 6,075 27,225 +548
Copper(CMX)
Sep16 160729 221.30 223.95 218.95 222.15 +1.25 67,019 102,536 -2,165
Dec16 160729 222.40 224.75 219.85 223.10 +1.30 7,844 50,040 +714
Mar17 160729 224.05 225.55 221.10 223.95 +1.35 1,222 19,682 -63
May17 160729 222.10 225.80 222.10 224.50 +1.45 390 4,288 +115
Jul17 160729 224.90 225.00 224.90 225.00 +1.50 0 741 +0
Total Volume and Open Interest 77,405 185,351 -1,833
E-mini DJIA Index(CBOT)
Sep16 160729 18378 18404 18296 18362 -14 145,046 134,532 +111
Dec16 160729 18305 18305 18205 18271 -14 46 443 +6
Mar17 160729 18193 18193 18186 18193 -14 0 64 +0
Jun17 160729 18152 18152 18152 18152 -14      
Total Volume and Open Interest 145,092 135,039 +117
S & P 500(CME)
Sep16 160729 2165.70 2171.50 2157.50 2168.20 +3.50 5,656 95,852 +1,980
Dec16 160729 2160.60 2163.10 2151.10 2160.60 +3.50 0 1,289 -1
Mar17 160729 2153.80 2156.30 2144.30 2153.80 +3.50 0 60 +0
Jun17 160729 2147.40 2149.90 2137.90 2147.40 +3.50 0 60 +0
Total Volume and Open Interest 5,656 97,261 +1,979
S & P 500 E-Mini(Globex)
Sep16 160729 2165.50 2171.75 2157.50 2168.25 +3.50 1,642,569 2,924,284 -10,487
Dec16 160729 2159.00 2164.25 2150.00 2160.50 +3.50 7,126 32,794 +4,741
Mar17 160729 2149.00 2156.50 2143.50 2153.75 +3.50 19 796 -1
Jun17 160729 2147.50 2147.50 2147.50 2147.50 +3.50 0 319 +0
Total Volume and Open Interest 1,649,714 2,958,193 -5,747
NASDAQ 100 E-Mini(Globex)
Sep16 160729 4731.80 4736.50 4709.00 4726.80 +7.00 230,410 275,449 +2,016
Dec16 160729 4710.00 4727.80 4702.50 4718.80 +7.00 398 454 +25
Mar17 160729 4712.80 4712.80 4712.80 4712.80 +7.00 1 49 +1
Total Volume and Open Interest 230,809 275,956 +2,042
S&P Midcap 400(CME) e-Mini
Sep16 160729 1551.30 1561.40 1545.10 1556.90 +5.20 16,699 81,779 +978
Dec16 160729 1551.50 1554.20 1543.40 1551.50 +5.20 0 10 +0
Mar17 160729 1552.00 1552.00 1552.00 1552.00 +5.20      
Total Volume and Open Interest 16,699 81,789 +978
Volatility Index(CBOE)
Jul16 160720 12.25 12.40 11.75 11.80 -0.43 82,582 88,919 -9,091
Aug16 160729 14.40 14.65 13.75 13.83 -0.55 91,464 262,164 -6,975
Sep16 160729 16.92 17.10 16.35 16.43 -0.50 57,146 105,176 +12,112
Oct16 160729 18.38 18.56 18.00 18.03 -0.35 15,785 43,980 +1,738
Total Volume and Open Interest 182,212 491,657 +8,093
Russell 2000(ICE)
Sep16 160729 1214.50 1223.60 1206.00 1217.00 +3.50 69,927 326,156 +1,033
Dec16 160729 1205.60 1213.20 1205.60 1212.50 +3.50 2 1,013 +0
Mar17 160729 1208.50 1208.50 1208.50 1208.50 +3.50 0 250 +0
Total Volume and Open Interest 69,929 327,584 +1,033
Nikkei 225(CME)
Sep16 160729 16635 16795 16075 16360 -275 19,827 35,189 -381
Dec16 160729 16440 16590 16160 16315 -275 1 188 +5
Total Volume and Open Interest 19,828 35,377 -376
Nikkei 225(SGX)
Sep16 160729 16415 16720 15855 16580 +195 122,867 207,823 +6,647
Dec16 160729 16370 16465 15755 16465 +195 182 6,069 +26
Mar17 160728 16235 16235 16235 16235 -375      
Total Volume and Open Interest 80,741 214,823 -4,803
Nikkei 225(CME) Yen
Sep16 160729 16590 16690 16025 16320 -245 54,182 78,855 +2,795
Dec16 160729 16365 16475 16000 16190 -245 8 43 +3
Mar17 160729 16140 16140 16140 16140 -245      
Total Volume and Open Interest 54,190 78,898 +2,798
Nikkei 225(CME) e-Mini Yen
Sep16 160729 16320 16590 16130 16320 -250 0 11 +0
Dec16 160729 16190 16190 16190 16190 -250      
Mar17 160729 16140 16140 16140 16140 -250      
Total Volume and Open Interest 0 11 +0
CAC 40(EURONEXT)
Aug16 160729 4444.0 4456.0 4407.0 4439.5 +18.5 81,371 263,191 +6,694
Sep16 160729 4452.0 4455.0 4409.0 4438.5 +18.5 431 9,489 -75
Oct16 160729 4427.0 4427.0 4427.0 4427.0 +18.5 0 10 +0
Total Volume and Open Interest 81,802 272,735 +6,619
Hang Seng Index(HKFE)
Jul16 160728 22162 22212 22069 22143 -25 183,333 65,172 -26,145
Aug16 160729 22149 22149 21761 21774 -379 79,051 109,381 +26,273
Sep16 160729 22030 22065 21700 21700 -384 1,833 5,870 -309
Total Volume and Open Interest 226,170 156,761 -2,286
DAX(EUREX)
Sep16 160729 10340.0 10354.0 10279.0 10326.0 +30.5 73,434 140,976 +1,457
Dec16 160729 10318.0 10335.0 10273.5 10312.0 +30.5 831 5,754 +715
Mar17 160729 10302.0 10330.0 10302.0 10305.0 +30.5 1 177 +0
Total Volume and Open Interest 74,266 146,907 +2,172
Mini-DAX(EUREX)
Sep16 160729 10335.0 10355.0 10281.0 10326.0 +30.5 16,710 9,488 -521
Dec16 160729 10316.0 10326.0 10276.0 10312.0 +30.5 50 162 -1
Mar17 160729 10305.0 10305.0 10305.0 10305.0 +30.5 0 11 +0
Total Volume and Open Interest 16,760 9,661 -522
FT-SE 100(EURONEXT)
Sep16 160729 6692.00 6692.00 6637.50 6676.50 -7.50 87,607 652,762 -626
Dec16 160729 6649.00 6649.00 6607.00 6636.00 -7.00 0 204 +0
Mar17 160729 6576.50 6576.50 6576.50 6576.50 -2.50      
Total Volume and Open Interest 87,607 652,966 -626
SPI 200(SFE)
Sep16 160729 5520.0 5530.0 5491.0 5519.0 +2.0 25,620 280,405 +1,719
Dec16 160729 5493.0 5505.0 5488.0 5505.0 +1.0 3 2,592 +2
Mar17 160729 5456.0 5456.0 5456.0 5456.0 +1.0 0 1,436 +0
Total Volume and Open Interest 25,727 285,354 +1,825
FTSE MIB(ISE)
Sep16 160729 16630.00 16920.00 16555.00 16820.00 +263.00 26,070 41,443 -212
Dec16 160729 16720.00 16780.00 16630.00 16698.00 +271.00 16 200 +1
Mar17 160729 16705.00 16705.00 16705.00 16705.00 +271.00      
Total Volume and Open Interest 26,086 41,643 -211
KOSPI 200(KFE)
Sep16 160729 252.15 253.80 251.40 252.40 +0.40 87,420 133,807 +739
Dec16 160729 252.85 254.50 252.25 253.15 +0.20 207 8,930 +56
Mar17 160729 251.15 251.85 250.10 250.55 +0.25 25 877 +5
Total Volume and Open Interest 87,654 146,565 +800
GSCI(CME)
Aug16 160729 334.20 339.75 334.00 339.15 +2.50 447 11,874 -358
Sep16 160729 342.20 342.20 339.15 342.20 +2.50 0 351 +0
Oct16 160729 345.80 345.80 345.80 345.80 +2.50      
Total Volume and Open Interest 447 12,225 -358
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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