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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon August 01, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug16 160801 1024.50 1030.75 991.75 996.00 -36.50 33,849 16,385 -9,834
Sep16 160801 1009.50 1017.50 976.75 981.25 -38.75 28,117 56,482 +1,633
Nov16 160801 992.75 1000.00 958.25 961.50 -41.50 101,449 386,824 -2,117
Jan17 160801 992.75 1000.25 958.75 962.00 -41.00 9,140 60,570 +277
Mar17 160801 980.25 990.75 950.00 953.50 -38.50 8,127 65,934 -163
May17 160801 976.00 986.00 947.50 950.50 -35.75 5,471 33,377 +395
Jul17 160801 975.25 987.75 948.75 952.00 -34.75 3,309 37,530 +70
Aug17 160801 966.00 966.00 942.75 944.25 -32.00 20 392 +6
Sep17 160801 924.50 924.50 924.50 924.50 -32.00 0 318 +0
Nov17 160801 926.50 935.25 909.50 912.75 -22.50 3,091 32,054 +817
Jan18 160801 913.00 915.00 913.00 915.00 -21.75 5 446 +2
Mar18 160801 914.25 914.25 914.25 914.25 -21.00 0 67 +0
May18 160801 916.50 916.50 916.50 916.50 -20.50 0 53 +0
Jul18 160801 921.00 921.00 920.50 921.00 -20.00 2 117 +1
Total Volume and Open Interest 192,586 690,793 -8,912
Soybean Meal(CBOT)
Aug16 160801 346.10 347.80 332.60 334.00 -16.00 17,903 6,355 -5,103
Sep16 160801 346.10 349.10 332.10 333.70 -16.20 22,858 59,720 +546
Oct16 160801 344.80 347.90 331.20 332.80 -16.10 9,613 29,957 -338
Dec16 160801 343.70 346.70 329.80 331.60 -16.10 35,800 159,292 +470
Jan17 160801 339.00 342.70 326.60 328.10 -15.60 3,859 27,319 +725
Mar17 160801 329.80 334.10 320.00 321.30 -13.90 1,670 31,175 -131
May17 160801 324.30 324.30 315.50 316.80 -12.10 1,333 19,487 +58
Jul17 160801 325.80 327.00 315.70 316.90 -11.80 1,278 16,822 +64
Aug17 160801 321.30 321.30 314.50 315.30 -11.20 332 1,926 -108
Sep17 160801 319.00 319.00 312.90 313.50 -10.60 140 1,452 +34
Total Volume and Open Interest 95,045 362,372 -3,678
Soybean Oil(CBOT)
Aug16 160801 30.35 30.37 29.61 29.75 -0.60 29,236 5,598 -5,519
Sep16 160801 30.38 30.50 29.71 29.87 -0.61 33,595 54,784 +5,179
Oct16 160801 30.50 30.54 29.82 29.98 -0.61 5,328 24,892 +941
Dec16 160801 30.84 30.88 30.05 30.22 -0.63 41,710 182,737 +431
Jan17 160801 31.04 31.05 30.30 30.45 -0.63 3,906 28,865 -243
Mar17 160801 31.28 31.28 30.48 30.63 -0.62 1,624 22,749 +387
May17 160801 31.48 31.48 30.67 30.83 -0.60 1,059 17,440 +296
Jul17 160801 31.71 31.71 30.89 31.06 -0.60 949 10,302 +251
Aug17 160801 31.41 31.41 31.15 31.15 -0.58 72 3,404 +30
Sep17 160801 31.52 31.53 31.20 31.20 -0.56 98 2,551 -22
Total Volume and Open Interest 118,025 359,947 +1,897
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 160801 332.50 333.75 325.50 325.75 -8.75 88,777 464,648 -7,266
Dec16 160801 340.75 342.25 334.00 334.25 -8.50 125,521 547,467 +6,482
Mar17 160801 350.00 350.75 343.00 343.25 -8.25 21,644 130,511 +2,328
May17 160801 355.75 356.50 349.00 349.00 -8.25 5,062 33,861 +757
Jul17 160801 361.25 361.75 354.50 354.75 -8.00 5,236 64,597 -189
Sep17 160801 363.00 363.75 359.50 359.75 -7.25 1,540 15,421 +276
Dec17 160801 370.00 372.00 366.00 366.50 -6.00 5,119 47,160 +1,053
Mar18 160801 378.75 379.75 376.25 376.25 -5.50 40 1,941 +18
May18 160801 382.50 382.50 381.75 381.75 -5.00 20 608 +0
Jul18 160801 385.25 385.25 385.25 385.25 -5.25 8 825 +0
Total Volume and Open Interest 253,007 1,309,073 +3,478
Wheat(CBOT)
Sep16 160801 407.75 415.50 404.75 406.00 -1.75 56,838 249,267 -1,109
Dec16 160801 434.25 442.00 431.75 433.00 -2.75 24,599 135,610 +3,618
Mar17 160801 460.00 466.75 457.50 458.50 -1.75 8,573 48,325 +1,664
May17 160801 476.75 480.00 471.00 472.00 -1.75 2,411 11,695 +233
Jul17 160801 479.50 486.75 478.75 479.75 -0.75 2,049 24,357 -77
Sep17 160801 494.25 496.25 491.50 491.50 -0.50 82 2,595 -1
Total Volume and Open Interest 94,769 476,964 +4,400
Wheat(KCBT)
Sep16 160801 409.00 414.25 407.25 409.25 -0.50 15,240 133,056 -1,466
Dec16 160801 435.25 440.50 433.75 435.50 -0.50 6,066 53,240 +167
Mar17 160801 452.00 457.50 451.00 452.50 -0.50 1,867 28,974 +446
May17 160801 465.25 467.75 462.00 463.25 -0.50 417 8,343 +108
Jul17 160801 471.00 476.75 470.25 472.25 -0.50 258 16,139 +6
Sep17 160801 488.00 491.50 487.25 487.25 -0.50 5 1,572 +3
Dec17 160801 505.75 505.75 505.75 505.75 +0.25 4 658 +4
Total Volume and Open Interest 23,857 242,175 -732
Wheat(MGE)
Sep16 160801 487.75 491.00 483.50 484.75 -3.50 3,799 24,073 -419
Dec16 160801 503.75 506.25 499.25 500.25 -3.50 1,950 15,902 +81
Mar17 160801 519.00 520.50 514.75 515.50 -3.25 595 10,626 +7
May17 160801 527.25 527.25 525.25 525.25 -3.50 355 4,789 +107
Jul17 160801 537.75 537.75 534.50 534.75 -2.75 210 2,656 +55
Sep17 160801 544.50 544.50 544.50 544.50 -2.75 89 1,760 +18
Total Volume and Open Interest 7,050 60,594 -127
Oats(CBOT)
Sep16 160801 200.75 205.00 199.25 199.75 -0.75 379 2,946 -252
Dec16 160801 199.25 203.00 197.00 197.50 -1.75 650 6,173 +172
Mar17 160801 203.00 205.75 200.50 202.00 -0.50 12 862 +7
May17 160801 207.25 207.25 207.25 207.25 +2.00      
Total Volume and Open Interest 1,041 9,981 -73
Rough Rice(CBOT)
Sep16 160801 9.93 9.93 9.65 9.69 -0.25 632 8,339 -14
Nov16 160801 10.20 10.20 9.90 9.96 -0.26 347 2,334 +207
Jan17 160801 10.31 10.35 10.17 10.19 -0.24 0 110 +0
Mar17 160801 10.41 10.41 10.41 10.41 -0.24 0 45 +0
Total Volume and Open Interest 979 10,830 +193
Live Cattle(CME)
Aug16 160801 113.900 116.080 113.730 115.930 +2.850 8,408 37,590 -2,106
Oct16 160801 112.580 114.730 112.400 114.080 +2.350 17,973 112,575 -623
Dec16 160801 113.135 115.400 112.980 114.600 +2.200 7,542 53,621 +895
Feb17 160801 112.550 114.500 112.300 113.950 +2.150 3,154 24,024 +99
Apr17 160801 110.650 112.830 110.650 112.300 +2.070 1,461 13,295 +380
Jun17 160801 104.535 106.385 104.535 106.200 +2.000 438 5,530 +161
Total Volume and Open Interest 39,222 249,559 -1,055
Feeder Cattle(CME)
Aug16 160801 140.985 144.550 140.985 144.550 +4.500 3,625 14,664 -487
Sep16 160801 139.450 143.080 139.450 143.080 +4.500 3,417 12,312 +617
Oct16 160801 138.485 142.235 138.450 141.880 +4.145 1,976 8,663 +229
Nov16 160801 135.935 139.650 135.935 139.300 +4.050 924 4,392 +270
Jan17 160801 132.630 135.985 132.630 135.825 +4.040 381 3,168 +7
Mar17 160801 131.850 134.600 131.850 133.880 +3.305 127 960 -31
Apr17 160801 134.000 134.200 134.000 134.200 +3.150 19 244 -11
Total Volume and Open Interest 10,472 44,509 +593
Lean Hogs(CME)
Aug16 160801 69.650 69.650 68.600 68.650 -0.330 12,268 27,031 -2,453
Oct16 160801 59.580 61.300 59.180 60.600 +1.550 24,094 104,949 +581
Dec16 160801 55.285 57.130 54.850 56.500 +1.750 7,801 47,558 +398
Feb17 160801 59.550 61.400 59.235 61.000 +1.850 2,578 23,317 +192
Apr17 160801 64.330 65.885 64.000 65.635 +1.705 1,261 17,800 +205
May17 160801 69.900 70.635 69.800 70.635 +0.705 8 231 +0
Jun17 160801 74.150 75.800 73.950 75.635 +1.500 366 2,158 +123
Jul17 160801 73.600 74.930 73.500 74.450 +0.900 65 413 +5
Total Volume and Open Interest 48,495 223,665 -947
Class III Milk(CME)
Jul16 160801 15.27 15.27 15.26 15.26 unch 34 5,255 +5
Aug16 160801 16.84 16.98 16.83 16.92 +0.08 102 5,008 +7
Sep16 160801 16.79 16.93 16.79 16.91 +0.12 133 4,360 -1
Oct16 160801 16.74 16.84 16.72 16.84 +0.12 103 3,598 +2
Nov16 160801 16.42 16.43 16.40 16.43 +0.04 44 3,291 +16
Dec16 160801 16.09 16.09 16.03 16.09 +0.01 56 2,898 +17
Jan17 160801 15.99 15.99 15.98 15.99 -0.01 17 1,201 +10
Feb17 160801 15.97 15.97 15.95 15.97 -0.03 3 1,054 +3
Mar17 160801 16.10 16.10 16.04 16.10 +0.02 15 1,026 +14
Apr17 160801 16.15 16.15 16.15 16.15 -0.09 35 948 +30
May17 160801 16.34 16.34 16.29 16.30 -0.09 41 801 +14
Jun17 160801 16.49 16.49 16.44 16.45 -0.04 24 719 +6
Jul17 160801 16.60 16.60 16.60 16.60 unch 20 281 +12
Total Volume and Open Interest 698 31,632 +206
Cocoa(ICE)
Sep16 160801 2822 2952 2818 2926 +91 18,447 82,831 +1,187
Dec16 160801 2842 2947 2828 2922 +76 12,467 69,741 +686
Mar17 160801 2830 2927 2811 2903 +71 4,113 49,325 +63
May17 160801 2817 2911 2801 2893 +72 686 8,958 +304
Jul17 160801 2808 2906 2802 2888 +73 91 3,095 +2
Sep17 160801 2799 2893 2797 2882 +73 67 3,876 +0
Dec17 160801 2792 2878 2792 2876 +73 76 937 +76
Total Volume and Open Interest 35,947 222,643 +2,318
Coffee "C"(ICE)
Sep16 160801 145.00 145.75 143.20 143.45 -2.75 13,368 84,475 -559
Dec16 160801 148.00 149.00 146.50 146.75 -2.75 4,959 55,995 +623
Mar17 160801 151.65 151.90 149.55 149.70 -2.70 1,079 20,493 +369
May17 160801 152.70 153.55 151.30 151.40 -2.70 188 11,084 +9
Jul17 160801 154.00 154.50 152.80 152.80 -2.70 92 3,493 +31
Sep17 160801 155.25 155.60 154.05 154.05 -2.75 34 3,166 +16
Total Volume and Open Interest 19,780 184,742 +502
Orange Juice(ICE)
Sep16 160801 174.65 183.05 174.65 180.85 +6.20 1,500 14,513 -439
Nov16 160801 176.00 182.35 175.55 181.15 +6.15 485 3,546 +306
Jan17 160801 180.00 180.55 179.80 180.55 +5.60 37 950 +16
Mar17 160801 176.25 178.95 176.25 177.60 +5.10 3 264 -1
May17 160801 174.90 174.90 174.90 174.90 +4.40 2 10 +1
Jul17 160801 173.20 173.20 173.20 173.20 +4.40      
Total Volume and Open Interest 2,027 19,285 -117
Sugar #11(ICE)
Oct16 160801 19.09 19.30 18.75 18.81 -0.24 62,412 431,800 -26
Mar17 160801 19.46 19.68 19.19 19.24 -0.20 28,889 234,285 +4,696
May17 160801 18.86 19.07 18.63 18.68 -0.18 6,506 60,142 +698
Jul17 160801 18.41 18.57 18.15 18.19 -0.19 2,627 49,764 +565
Oct17 160801 18.13 18.26 17.90 17.94 -0.20 689 29,361 +51
Mar18 160801 18.02 18.13 17.79 17.81 -0.22 368 14,420 +219
May18 160801 17.63 17.70 17.43 17.44 -0.23 161 4,505 +4
Jul18 160801 17.36 17.38 17.20 17.20 -0.22 45 4,760 -6
Total Volume and Open Interest 101,731 834,995 +6,205
London Cocoa(LCE)
Sep16 160801 2301 2368 2289 2356 +59 18,392 98,773 -5,132
Dec16 160801 2255 2316 2247 2308 +56 14,159 66,547 -251
Mar17 160801 2206 2268 2202 2256 +50 9,551 59,169 +2,420
May17 160801 2201 2255 2192 2244 +47 986 20,138 -12
Jul17 160801 2191 2251 2188 2239 +47 410 3,788 +42
Sep17 160801 2183 2233 2183 2233 +47 506 3,658 +276
Dec17 160801 2170 2221 2170 2221 +47 132 661 +95
Total Volume and Open Interest 44,136 252,734 -2,562
London Sugar(LCE)
Oct16 160801 528.40 531.30 520.30 520.70 -7.70 4,574 44,525 -867
Dec16 160801 529.50 532.10 522.00 522.70 -6.70 1,160 18,556 +260
Mar17 160801 528.40 531.50 521.50 522.80 -4.90 752 15,955 -5
May17 160801 518.40 521.50 511.60 512.90 -4.90 439 8,100 +201
Aug17 160801 507.80 510.00 501.80 502.00 -5.10 205 3,879 +52
Total Volume and Open Interest 7,237 94,560 -275
Cotton(ICE)
Oct16 160801 74.16 74.91 73.98 74.17 +0.01 46 179 -29
Dec16 160801 74.05 74.87 73.46 74.38 +0.34 20,840 178,924 -2,330
Mar17 160801 73.87 74.63 73.55 74.38 +0.47 2,328 37,115 -31
May17 160801 73.79 74.38 73.39 74.25 +0.54 409 5,695 -43
Jul17 160801 73.38 74.00 73.10 73.99 +0.63 245 4,464 +18
Oct17 160801 73.33 73.33 73.33 73.33 +0.70      
Total Volume and Open Interest 24,009 234,988 -2,392
Lumber(CME)
Sep16 160801 318.0 318.0 313.3 314.4 -4.0 417 4,657 -91
Nov16 160801 325.5 325.5 321.4 322.5 -4.5 185 625 +132
Jan17 160801 327.4 327.4 327.1 327.3 -5.4 0 62 +0
Mar17 160801 333.0 333.0 333.0 333.0 -2.0 0 24 +0
Total Volume and Open Interest 602 5,394 +41
Crude Oil(NYM)
Sep16 160801 41.35 41.88 39.82 40.06 -1.54 447,913 535,100 +1,923
Oct16 160801 42.07 42.61 40.60 40.84 -1.49 94,814 178,651 +5,338
Nov16 160801 42.77 43.37 41.39 41.62 -1.47 29,934 118,789 +2,178
Dec16 160801 43.67 44.15 42.17 42.39 -1.45 63,317 249,914 -3,425
Jan17 160801 44.30 44.85 42.84 43.08 -1.43 13,176 81,385 +879
Feb17 160801 44.89 45.41 43.42 43.66 -1.40 7,973 40,042 -261
Mar17 160801 45.55 45.84 43.97 44.16 -1.36 13,524 72,482 +2,844
Apr17 160801 45.59 46.13 44.38 44.58 -1.32 2,428 21,780 -26
May17 160801 45.85 46.54 44.76 44.93 -1.29 1,452 20,445 +19
Jun17 160801 46.28 46.88 45.00 45.24 -1.27 14,248 82,610 +306
Jul17 160801 46.73 47.10 45.40 45.52 -1.25 1,571 16,818 +53
Aug17 160801 46.80 47.21 45.69 45.78 -1.23 1,668 15,211 -294
Sep17 160801 46.05 46.05 46.05 46.05 -1.21 2,684 32,966 +118
Oct17 160801 46.32 46.32 46.32 46.32 -1.19 804 11,281 +34
Nov17 160801 46.60 46.60 46.60 46.60 -1.17 589 12,137 +64
Dec17 160801 47.90 48.44 46.64 46.89 -1.15 26,068 140,778 -1,646
Total Volume and Open Interest 733,125 1,750,643 +9,629
e-miNY Crude Oil(NYM)
Sep16 160801 41.375 41.900 39.825 40.050 -1.550 8,101 2,891 +296
Oct16 160801 42.025 42.600 40.625 40.850 -1.475 268 903 +51
Nov16 160801 43.200 43.200 41.450 41.625 -1.475 23 68 +4
Dec16 160801 44.000 44.000 42.225 42.400 -1.450 113 524 +95
Jan17 160801 43.075 43.075 42.925 43.075 -1.425 0 22 +0
Feb17 160801 44.150 44.150 43.625 43.650 -1.400 0 12 +0
Mar17 160801 44.100 44.150 44.100 44.150 -1.375 1 13 +1
Apr17 160801 44.575 44.575 44.575 44.575 -1.325 0 2 +0
May17 160801 44.925 44.925 44.925 44.925 -1.300      
Jun17 160801 45.250 45.250 45.100 45.250 -1.250 0 16 +0
Total Volume and Open Interest 8,513 4,610 +448
NY Harbor ULSD(NYM)
Sep16 160801 130.31 131.41 125.05 125.79 -4.96 60,121 102,545 +6,007
Oct16 160801 132.73 133.88 127.68 128.37 -4.95 20,712 57,230 +4,196
Nov16 160801 134.82 136.06 129.92 130.57 -4.92 13,027 37,843 +1,370
Dec16 160801 137.04 137.93 131.92 132.54 -4.81 17,356 51,679 +499
Jan17 160801 139.79 139.79 134.01 134.61 -4.65 3,506 26,101 +316
Feb17 160801 138.02 141.08 135.48 136.01 -4.53 1,559 13,453 -110
Mar17 160801 140.45 141.65 136.30 136.70 -4.43 1,333 14,471 -11
Apr17 160801 139.73 139.73 136.33 136.76 -4.35 412 7,780 +32
May17 160801 139.01 139.01 137.10 137.41 -4.17 489 3,926 +56
Jun17 160801 142.57 142.76 137.76 138.33 -4.02 1,498 21,142 -131
Jul17 160801 140.98 140.98 139.40 139.46 -3.87 217 2,765 +26
Aug17 160801 142.16 142.16 140.62 140.66 -3.76 318 1,734 +128
Sep17 160801 145.20 145.20 141.70 141.99 -3.69 290 1,852 +105
Oct17 160801 143.32 144.10 143.27 143.32 -3.64 64 1,728 -9
Total Volume and Open Interest 142,854 377,782 +5,225
RBOB Gasoline(NYM)
Sep16 160801 131.35 133.89 128.69 130.36 -1.58 71,771 137,518 +4,380
Oct16 160801 122.52 124.71 119.77 121.16 -2.12 42,820 64,453 +1,919
Nov16 160801 121.85 123.69 118.83 120.02 -2.41 17,671 41,652 -888
Dec16 160801 121.19 123.33 118.50 119.50 -2.64 14,256 45,947 -1,080
Jan17 160801 124.02 124.12 119.33 120.20 -2.79 3,551 16,938 +108
Feb17 160801 123.58 125.79 121.20 121.82 -2.84 1,157 5,871 +222
Mar17 160801 128.36 128.40 123.78 124.40 -2.80 1,051 14,458 +94
Apr17 160801 146.35 146.66 143.22 143.72 -2.69 471 13,617 +65
May17 160801 146.41 146.70 144.08 144.80 -2.57 335 5,205 +104
Jun17 160801 148.23 148.39 143.98 144.73 -2.51 1,044 10,484 +334
Total Volume and Open Interest 179,648 390,125 -2,928
e-miNY RBOB Gasoline(NYM)
Sep16 160801 130.40 130.40 130.36 130.36 -1.58 0 1 +0
Oct16 160801 121.16 121.16 121.16 121.16 -2.12      
Nov16 160801 120.02 120.02 120.02 120.02 -2.41      
Dec16 160801 119.50 119.50 119.50 119.50 -2.64      
Total Volume and Open Interest 0 1 -1
Natural Gas(NYM)
Sep16 160801 2.840 2.876 2.768 2.771 -0.105 249,336 276,875 +10,379
Oct16 160801 2.870 2.917 2.815 2.818 -0.099 93,725 120,649 +3,870
Nov16 160801 3.048 3.075 2.975 2.980 -0.096 57,605 91,465 +2,582
Dec16 160801 3.295 3.325 3.233 3.239 -0.081 30,500 55,035 -958
Jan17 160801 3.420 3.443 3.350 3.357 -0.079 42,446 116,317 +670
Feb17 160801 3.390 3.425 3.337 3.344 -0.074 12,829 31,745 +980
Mar17 160801 3.334 3.366 3.287 3.295 -0.065 20,680 64,510 +1,014
Apr17 160801 3.059 3.082 3.021 3.030 -0.040 19,917 54,398 -201
May17 160801 3.030 3.050 2.997 3.002 -0.034 6,652 21,306 -4
Jun17 160801 3.062 3.078 3.027 3.034 -0.032 4,661 20,843 -84
Jul17 160801 3.090 3.103 3.058 3.063 -0.032 3,072 13,477 +49
Aug17 160801 3.115 3.115 3.069 3.073 -0.031 2,196 14,626 +70
Sep17 160801 3.079 3.094 3.050 3.054 -0.030 2,464 9,111 +206
Oct17 160801 3.118 3.120 3.067 3.078 -0.030 5,377 22,946 +1,382
Nov17 160801 3.169 3.169 3.122 3.133 -0.030 2,341 10,218 +822
Dec17 160801 3.300 3.305 3.258 3.265 -0.029 1,289 14,602 +103
Total Volume and Open Interest 559,365 984,687 +21,720
Brent Crude Oil(ICE)
Oct16 160801 43.11 43.85 41.87 42.14 -1.39 336,668 407,230 +14,329
Nov16 160801 43.70 44.30 42.34 42.60 -1.38 105,739 285,984 -2,017
Dec16 160801 44.30 44.92 42.93 43.19 -1.38 115,816 376,402 +4,959
Jan17 160801 44.82 45.43 43.48 43.72 -1.35 27,794 98,074 -2,241
Feb17 160801 45.33 45.91 43.96 44.22 -1.32 14,683 77,946 -476
Mar17 160801 45.78 46.37 44.44 44.70 -1.29 19,305 83,269 +2,291
Apr17 160801 46.68 46.78 44.92 45.14 -1.27 4,872 30,291 +462
May17 160801 46.61 47.20 45.31 45.55 -1.26 4,180 41,325 +148
Jun17 160801 46.98 47.59 45.68 45.92 -1.25 24,115 114,329 -2,712
Jul17 160801 46.22 46.30 46.22 46.30 -1.23 724 19,992 -91
Aug17 160801 46.47 46.65 46.47 46.65 -1.22 979 17,919 -19
Sep17 160801 46.94 46.98 46.85 46.98 -1.19 3,680 42,586 +1,736
Oct17 160801 47.29 47.29 47.29 47.29 -1.17 515 15,586 +116
Nov17 160801 47.58 47.58 47.58 47.58 -1.15 657 14,584 +198
Total Volume and Open Interest 818,854 2,156,416 -20,368
Gas Oil(ICE)
Aug16 160801 370.25 374.75 353.50 357.25 -14.00 37,639 82,791 -5,682
Sep16 160801 376.50 381.00 360.25 364.00 -13.25 63,770 129,310 +772
Oct16 160801 383.50 388.25 368.75 372.25 -12.50 29,230 84,286 +1,906
Nov16 160801 388.25 392.25 374.25 377.75 -11.75 10,299 53,386 +1,251
Dec16 160801 393.00 397.50 379.50 382.75 -11.50 25,192 115,287 +1,517
Jan17 160801 398.75 402.50 385.25 388.25 -11.00 4,987 37,863 -595
Feb17 160801 406.00 406.00 390.25 393.25 -10.75 2,485 20,484 -167
Mar17 160801 410.50 410.50 394.50 397.50 -10.75 4,183 24,022 -983
Apr17 160801 414.00 414.00 398.25 401.00 -10.75 3,134 13,372 +1,253
May17 160801 417.00 417.00 402.00 404.25 -10.50 1,952 13,485 -55
Total Volume and Open Interest 199,741 764,342 +1,681
Ethanol(CBOT)
Aug16 160801 1.410 1.410 1.400 1.400 -0.027 59 41 -55
Sep16 160801 1.418 1.418 1.391 1.395 -0.023 364 1,752 +45
Oct16 160801 1.390 1.393 1.380 1.382 -0.023 85 630 +6
Nov16 160801 1.371 1.371 1.360 1.360 -0.023 5 464 +0
Dec16 160801 1.346 1.346 1.338 1.338 -0.021 122 1,102 -16
Jan17 160801 1.330 1.335 1.326 1.326 -0.017 80 153 -40
Feb17 160801 1.330 1.330 1.330 1.330 -0.017 0 158 +0
Mar17 160801 1.337 1.337 1.337 1.337 -0.017      
Total Volume and Open Interest 715 4,302 -60
WTI Crude Oil(ICE)
Sep16 160801 41.34 41.88 39.83 40.06 -1.54 29,576 63,565 -2,971
Oct16 160801 42.06 42.60 40.61 40.84 -1.49 37,554 79,977 +4,411
Nov16 160801 42.81 43.37 41.39 41.62 -1.47 13,839 30,978 +1,197
Dec16 160801 43.50 44.13 42.15 42.39 -1.45 22,056 104,945 -1,716
Jan17 160801 44.71 44.71 42.88 43.08 -1.43 3,901 19,210 +325
Feb17 160801 44.69 44.70 43.49 43.66 -1.40 1,708 20,335 +77
Mar17 160801 45.17 45.17 43.98 44.16 -1.36 1,538 22,356 +150
Apr17 160801 45.03 45.03 44.58 44.58 -1.32 330 3,731 -118
May17 160801 44.93 44.93 44.93 44.93 -1.29 132 2,859 +2
Jun17 160801 46.02 46.02 45.09 45.24 -1.27 1,270 31,912 -229
Jul17 160801 45.52 45.52 45.52 45.52 -1.25 87 3,242 +1
Aug17 160801 45.78 45.78 45.78 45.78 -1.23 62 819 -42
Sep17 160801 46.05 46.05 46.05 46.05 -1.21 188 10,125 -27
Oct17 160801 46.32 46.32 46.32 46.32 -1.19 133 1,081 +53
Nov17 160801 46.60 46.60 46.60 46.60 -1.17 133 1,054 +53
Dec17 160801 48.45 48.45 46.70 46.89 -1.15 5,378 62,630 +13
Total Volume and Open Interest 119,109 501,123 +1,414
US Dollar Index(ICE)
Sep16 160801 95.490 95.770 95.460 95.677 +0.188 22,984 55,437 -369
Dec16 160801 95.590 95.725 95.520 95.647 +0.188 833 4,281 +236
Mar17 160801 95.615 95.647 95.615 95.647 +0.177 52 1,698 +49
Total Volume and Open Interest 23,869 61,453 -84
Australian Dollar(CME)
Sep16 160801 75.84 76.04 75.16 75.53 -0.38 69,116 93,522 -1,247
Dec16 160801 75.63 75.81 74.97 75.32 -0.39 79 1,439 -4
Mar17 160801 75.16 75.16 74.99 75.16 -0.38 1 13 +1
Total Volume and Open Interest 69,197 94,975 -1,249
British Pound(CME)
Sep16 160801 132.47 132.82 131.72 132.00 -0.47 77,279 232,723 +2,008
Dec16 160801 132.59 133.04 131.96 132.23 -0.47 108 1,955 -33
Mar17 160801 132.46 132.46 132.35 132.46 -0.47 2 476 +2
Total Volume and Open Interest 77,610 235,931 +1,758
Canadian Dollar(CME)
Sep16 160801 76.70 76.78 76.19 76.36 -0.33 56,185 113,408 -1,663
Dec16 160801 76.76 76.78 76.24 76.39 -0.32 142 3,879 -31
Mar17 160801 76.55 76.55 76.27 76.41 -0.32 11 381 +1
Jun17 160801 76.43 76.43 76.32 76.43 -0.33 4 147 +0
Total Volume and Open Interest 56,342 117,885 -1,693
Japanese Yen(CME)
Sep16 160801 98.05 98.09 97.55 97.86 -0.34 104,768 156,696 +86
Dec16 160801 98.24 98.43 97.93 98.22 -0.33 175 1,687 +6
Mar17 160801 98.61 98.61 98.57 98.61 -0.34 0 243 +0
Total Volume and Open Interest 104,943 158,735 +92
Swiss Franc(CME)
Sep16 160801 103.46 103.75 103.33 103.62 +0.09 18,481 49,068 -3,903
Dec16 160801 103.99 104.28 103.88 104.17 +0.10 18 92 +6
Mar17 160801 104.70 104.73 104.70 104.70 +0.09      
Total Volume and Open Interest 18,499 49,180 -3,897
EuroFX(CME)
Sep16 160801 112.06 112.06 111.77 111.91 -0.11 142,672 381,511 -8,938
Dec16 160801 112.49 112.49 112.22 112.36 -0.10 961 5,721 +426
Mar17 160801 112.84 112.85 112.69 112.80 -0.09 190 1,288 +15
Total Volume and Open Interest 143,834 389,212 -8,503
Mexican Peso(CME)
Aug16 160801 530.00 530.00 530.00 530.00 -2.00      
Sep16 160801 531.38 533.38 526.50 528.13 -2.00 29,410 91,740 +2,712
Total Volume and Open Interest 29,541 123,530 +2,728
Brazilian Real(CME)
Sep16 160801 304.40 304.90 302.30 302.90 -1.75 2,521 21,969 +723
Oct16 160801 300.30 300.30 299.90 300.30 -2.00 2 2 +2
Nov16 160801 297.65 297.65 297.30 297.65 -2.00      
Dec16 160801 295.00 295.00 294.60 295.00 -2.00 0 30 +0
Total Volume and Open Interest 5,262 36,206 +301
30-Year T-Bonds(CBOT)
Sep16 160801 174~180 174~190 172~200 173~190 -0~270 214,186 572,457 -2,851
Dec16 160801 173~000 173~020 171~080 172~050 -0~260 137 206 -7
Mar17 160801 171~010 171~010 171~010 171~010 -0~260      
Total Volume and Open Interest 214,323 572,663 -2,858
10-Year T-Notes(CBOT)
Sep16 160801 133~040 133~040 132~180 132~255 -0~080 1,109,267 2,777,174 +8,534
Dec16 160801 132~035 132~050 131~210 131~275 -0~080 1,182 10,129 +978
Mar17 160801 131~015 131~015 131~015 131~015 -0~080      
Total Volume and Open Interest 1,110,449 2,787,303 +9,512
5-Year T-Notes(CBOT)
Sep16 160801 122~020 122~022 121~260 121~300 -0~024 489,570 2,692,069 +10,777
Dec16 160801 121~310 122~014 121~264 121~304 -0~024 1,218 11,514 +1,060
Mar17 160801 121~206 121~206 121~206 121~206 -0~024      
Total Volume and Open Interest 490,788 2,703,583 +11,837
2 Year T-Notes(CBOT)
Sep16 160801 109~162 109~166 109~140 109~146 -0~012 210,723 1,071,634 +1,257
Dec16 160801 109~130 109~146 109~126 109~130 -0~012 523 4,062 +517
Mar17 160801 109~124 109~124 109~124 109~124 -0~012      
Total Volume and Open Interest 211,246 1,075,696 +1,774
Eurodollars(CME)
Sep16 160801 99.215 99.220 99.195 99.205 -0.005 182,099 1,135,916 +19,642
Dec16 160801 99.175 99.180 99.145 99.155 -0.010 266,874 1,372,579 -17,118
Mar17 160801 99.150 99.155 99.115 99.130 -0.010 167,627 1,030,943 -2,609
Jun17 160801 99.125 99.130 99.080 99.100 -0.010 155,761 904,237 +3,856
Sep17 160801 99.100 99.100 99.050 99.070 -0.015 157,179 817,292 -4,280
Dec17 160801 99.055 99.055 99.005 99.030 -0.015 229,420 1,227,988 -19,180
Mar18 160801 99.030 99.035 98.985 99.010 -0.010 129,864 599,434 -1,264
Jun18 160801 99.000 99.005 98.955 98.980 -0.010 113,542 451,835 +1,613
Sep18 160801 98.965 98.970 98.920 98.945 -0.015 115,428 429,669 -3,134
Dec18 160801 98.925 98.925 98.875 98.900 -0.020 151,282 524,008 -12,687
Mar19 160801 98.875 98.895 98.845 98.870 -0.020 69,293 372,929 -1,197
Jun19 160801 98.855 98.865 98.800 98.830 -0.025 61,391 285,609 +843
Sep19 160801 98.820 98.820 98.755 98.790 -0.025 32,262 222,603 +188
Dec19 160801 98.775 98.775 98.705 98.740 -0.030 36,700 218,180 -1,585
Mar20 160801 98.730 98.735 98.670 98.700 -0.035 21,077 142,645 +840
Jun20 160801 98.690 98.690 98.620 98.650 -0.040 20,471 87,300 +743
Sep20 160801 98.645 98.645 98.570 98.605 -0.040 13,195 87,385 +296
Dec20 160801 98.595 98.595 98.515 98.555 -0.040 13,947 91,330 +809
Total Volume and Open Interest 1,980,088 10,358,897 -34,881
Ultra T-Bond(CBOT)
Sep16 160801 190~19 190~21 187~16 188~31 -1~18 88,609 605,065 +370
Dec16 160801 188~06 188~06 187~08 188~06 -1~18 0 5 +0
Mar17 160801 187~06 187~06 187~06 187~06 -1~18      
Total Volume and Open Interest 88,609 605,070 +370
Ultra 10-Yr T-Note(CBOT)
Sep16 160801 146~085 146~090 145~110 145~235 -0~150 58,349 175,488 +1,537
Dec16 160801 145~110 145~110 145~085 145~110 -0~150      
Mar17 160801 145~110 145~110 145~110 145~110 -0~150      
Total Volume and Open Interest 58,349 175,488 +1,537
30 Day Federal Funds(CBOT)
Aug16 160801 99.607 99.607 99.605 99.607 +0.002 6,286 145,566 -1,894
Sep16 160801 99.595 99.600 99.595 99.595 unch 4,677 58,831 +8
Oct16 160801 99.575 99.580 99.575 99.580 unch 27,836 165,865 +5,507
Nov16 160801 99.575 99.580 99.565 99.575 unch 21,326 73,346 -4,932
Dec16 160801 99.550 99.555 99.540 99.555 +0.005 7,638 49,906 +2,971
Jan17 160801 99.530 99.530 99.510 99.525 unch 22,011 87,027 +6,596
Total Volume and Open Interest 112,243 889,041 +10,522
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 160801 99.99 99.99 99.99 99.99 unch      
Dec16 160801 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160801 99.99 99.99 99.99 99.99 unch      
Jun17 160801 99.99 99.99 99.99 99.99 unch      
Sep17 160801 99.99 99.99 99.99 99.99 unch      
Dec17 160801 99.99 99.99 99.99 99.99 unch      
Mar18 160801 100.00 100.00 100.00 100.00 unch      
Jun18 160801 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160801 152.77 152.84 152.13 152.30 -1.45 1,831 18,449 +290
Dec16 160801 152.44 152.44 152.44 152.44 -1.45 65 64 +61
Mar17 160801 152.36 152.36 152.36 152.36 -1.45      
Total Volume and Open Interest 1,896 18,513 +351
Euro-Buxl(EUREX)
Sep16 160801 197.20 197.22 195.78 196.12 -0.92 25,923 131,396 -2,908
Dec16 160801 194.92 194.92 194.48 194.48 -0.92 4 28 +0
Mar17 160801 194.48 194.48 194.48 194.48 -0.92      
Total Volume and Open Interest 25,927 131,424 -2,908
Euro-Bund(EUREX)
Sep16 160801 167.84 167.85 167.37 167.45 -0.36 455,486 1,595,109 -8,706
Dec16 160801 164.95 165.02 164.75 164.75 -0.35 2,687 26,728 +2,466
Mar17 160801 167.10 167.10 166.97 166.97 -0.34 0 31 +0
Total Volume and Open Interest 458,173 1,621,868 -6,240
Euro-Bobl(EUREX)
Sep16 160801 133.68 133.70 133.54 133.57 -0.10 346,538 1,288,088 -24,715
Dec16 160801 131.62 131.66 131.58 131.59 -0.10 785 6,607 +757
Mar17 160801 133.52 133.52 133.52 133.52 -0.10      
Total Volume and Open Interest 347,323 1,294,695 -23,958
Euro-Schatz(EUREX)
Sep16 160801 112.02 112.02 111.99 111.99 -0.03 180,855 1,098,936 +32,097
Dec16 160801 111.99 111.99 111.99 111.99 -0.03 0 185 +0
Mar17 160801 111.99 111.99 111.99 111.99 +0.01      
Total Volume and Open Interest 180,855 1,099,121 +32,097
3-Mth Euribor(EUREX)
Sep16 160801 100.315 100.315 100.315 100.315 unch 100 4,623 +0
Dec16 160801 100.330 100.330 100.330 100.330 unch 417 2,792 +400
Mar17 160801 100.340 100.340 100.340 100.340 unch 100 3,829 +100
Total Volume and Open Interest 654 77,667 +517
Long Gilt(LIFFE)
Sep16 160801 130~28 130~29 130~12 130~14 -0~17 181,173 574,789 +186
Dec16 160801 129~12 129~12 129~12 129~12 -0~17      
Total Volume and Open Interest 181,173 574,789 +186
3-Mth Short Sterling(LIFFE)
Sep16 160801 99.67 99.67 99.65 99.66 -0.01 51,660 501,113 +5,373
Dec16 160801 99.71 99.71 99.69 99.70 -0.01 25,996 650,008 -906
Mar17 160801 99.71 99.72 99.70 99.71 unch 23,885 364,989 -1,936
Jun17 160801 99.70 99.72 99.69 99.71 unch 23,249 361,600 +3,205
Sep17 160801 99.70 99.72 99.69 99.70 -0.01 25,441 284,648 -2,840
Dec17 160801 99.70 99.71 99.68 99.69 -0.01 29,956 301,473 +3,751
Total Volume and Open Interest 378,224 3,335,148 +8,900
3-Mth Euribor(LIFFE)
Sep16 160801 100.310 100.315 100.310 100.315 +0.005 32,982 344,954 -1,568
Dec16 160801 100.330 100.330 100.325 100.330 +0.005 56,883 458,124 -5,512
Mar17 160801 100.340 100.340 100.335 100.340 +0.005 46,366 394,946 +184
Total Volume and Open Interest 409,114 3,090,847 +7,942
3-Mth Aus T-Bills(SFE)
Sep16 160801 98.16 98.19 98.16 98.18 +0.01 20,546 186,435 -1,362
Dec16 160801 98.25 98.29 98.25 98.27 +0.02 40,394 183,372 -9,358
Mar17 160801 98.30 98.35 98.30 98.32 +0.02 23,394 149,966 +896
Jun17 160801 98.32 98.37 98.32 98.35 +0.03 8,755 126,910 +206
Sep17 160801 98.32 98.38 98.32 98.35 +0.02 5,142 87,158 -783
Dec17 160801 98.32 98.37 98.32 98.36 +0.03 16,485 77,913 -2,523
Mar18 160801 98.32 98.37 98.32 98.35 +0.03 3,114 53,110 +263
Jun18 160801 98.30 98.36 98.30 98.34 +0.04 2,035 42,155 +164
Sep18 160801 98.33 98.33 98.32 98.32 +0.03 75 6,959 +44
Dec18 160801 98.29 98.29 98.29 98.29 +0.04 64 3,951 -23
Total Volume and Open Interest 120,004 920,574 -12,476
10-Year Aus T-Bonds(SFE)
Sep16 160801 98.12 98.19 98.10 98.15 +0.03 106,560 827,532 +2,252
Dec16 160801 98.15 98.15 98.15 98.15 +0.03      
Total Volume and Open Interest 106,560 827,532 +2,252
3-Year Aus T-Bonds(SFE)
Sep16 160801 98.59 98.66 98.58 98.63 +0.04 142,110 772,605 -21,573
Dec16 160801 98.63 98.63 98.63 98.63 +0.04      
Total Volume and Open Interest 142,110 772,605 -21,573
Gold(CMX)
Aug16 160801 1348.8 1353.5 1345.6 1351.4 +2.4 56,908 14,402 -27,873
Oct16 160801 1352.7 1357.6 1349.1 1355.2 +2.1 14,043 46,459 +2,274
Dec16 160801 1357.2 1361.9 1353.2 1359.6 +2.1 194,758 427,481 +17,718
Feb17 160801 1361.1 1365.5 1357.3 1363.5 +2.1 2,054 21,035 +401
Apr17 160801 1364.7 1367.9 1362.2 1366.8 +2.1 114 7,824 +45
Jun17 160801 1366.8 1370.8 1364.2 1369.7 +2.1 1,110 14,356 +1,021
Aug17 160801 1367.9 1373.5 1367.9 1372.6 +2.1 297 2,535 +25
Oct17 160801 1376.1 1376.1 1375.3 1375.3 +2.0 0 736 +0
Dec17 160801 1373.3 1378.0 1373.3 1378.0 +1.9 640 9,702 +467
Feb18 160801 1380.3 1380.3 1380.3 1380.3 +1.7 0 45 +0
Apr18 160801 1382.6 1382.6 1382.6 1382.6 +1.5 0 3 +0
Jun18 160801 1384.9 1384.9 1384.9 1384.9 +1.3 0 3,791 +0
Total Volume and Open Interest 272,392 563,612 -5,058
Silver(CMX)
Sep16 160801 2041.0 2069.5 2033.5 2050.0 +15.3 64,914 156,312 -2,287
Dec16 160801 2050.5 2079.5 2044.0 2060.4 +16.1 6,171 49,013 +1,904
Mar17 160801 2061.5 2083.0 2058.5 2070.4 +16.7 272 8,938 +68
May17 160801 2066.0 2077.0 2066.0 2076.1 +17.1 4 471 +4
Jul17 160801 2086.0 2092.0 2081.6 2081.6 +17.3 57 2,533 +1
Sep17 160801 2087.1 2087.1 2087.1 2087.1 +17.6 0 358 +0
Dec17 160801 2095.0 2106.5 2090.0 2094.5 +18.1 25 1,947 +5
Total Volume and Open Interest 71,538 222,909 -292
Platinum(NYMEX)
Oct16 160801 1151.1 1168.0 1149.7 1163.3 +12.7 14,135 74,230 +176
Jan17 160801 1155.3 1169.8 1152.8 1165.5 +12.8 136 3,982 +22
Apr17 160801 1167.5 1167.5 1167.5 1167.5 +12.7 3 83 +1
Jul17 160801 1169.2 1169.2 1169.2 1169.2 +12.7 1 14 +1
Total Volume and Open Interest 14,290 78,381 +212
Palladium(NYMEX)
Sep16 160801 714.90 724.55 706.00 716.25 +6.50 4,658 25,856 -2
Dec16 160801 714.30 725.00 708.85 717.45 +6.70 294 1,515 +188
Mar17 160801 718.35 718.35 718.35 718.35 +6.70 0 40 +0
Total Volume and Open Interest 4,953 27,412 +187
Copper(CMX)
Sep16 160801 223.10 224.75 218.65 219.95 -2.20 57,179 99,473 -3,063
Dec16 160801 223.70 225.70 219.90 221.15 -1.95 9,579 50,998 +958
Mar17 160801 225.00 226.65 221.90 222.10 -1.85 1,031 20,020 +338
May17 160801 227.05 227.05 222.75 222.75 -1.75 56 4,282 -6
Jul17 160801 224.30 224.30 223.35 223.35 -1.65 10 731 -10
Total Volume and Open Interest 68,240 183,542 -1,809
E-mini DJIA Index(CBOT)
Sep16 160801 18409 18449 18279 18326 -36 131,774 136,405 +1,873
Dec16 160801 18333 18361 18191 18227 -44 69 472 +29
Mar17 160801 18149 18204 18149 18149 -44 33 79 +15
Jun17 160801 18108 18108 18108 18108 -44      
Total Volume and Open Interest 131,876 136,956 +1,917
S & P 500(CME)
Sep16 160801 2173.40 2177.40 2160.20 2164.40 -3.80 2,181 95,514 -338
Dec16 160801 2156.70 2164.60 2152.60 2156.70 -3.90 5 1,289 +0
Mar17 160801 2149.90 2157.80 2145.80 2149.90 -3.90 0 60 +0
Jun17 160801 2143.50 2151.40 2139.40 2143.50 -3.90 0 60 +0
Total Volume and Open Interest 2,186 96,923 -338
S & P 500 E-Mini(Globex)
Sep16 160801 2174.00 2177.75 2159.75 2164.50 -3.75 1,622,142 2,925,225 +941
Dec16 160801 2164.75 2170.00 2152.50 2156.75 -3.75 5,755 33,740 +946
Mar17 160801 2159.00 2163.50 2146.00 2150.00 -3.75 111 845 +49
Jun17 160801 2143.50 2143.50 2143.50 2143.50 -4.00 0 319 +0
Total Volume and Open Interest 1,628,008 2,960,129 +1,936
NASDAQ 100 E-Mini(Globex)
Sep16 160801 4737.50 4760.30 4721.00 4744.50 +17.70 220,001 276,039 +590
Dec16 160801 4726.50 4751.50 4712.50 4736.50 +17.70 46 467 +13
Mar17 160801 4730.50 4733.00 4730.50 4730.50 +17.70 0 49 +0
Total Volume and Open Interest 220,047 276,559 +603
S&P Midcap 400(CME) e-Mini
Sep16 160801 1562.60 1565.50 1549.50 1552.60 -4.30 12,152 82,295 +516
Dec16 160801 1547.20 1558.40 1547.20 1547.20 -4.30 0 10 +0
Mar17 160801 1547.70 1547.70 1547.70 1547.70 -4.30      
Total Volume and Open Interest 12,152 82,305 +516
Volatility Index(CBOE)
Aug16 160801 13.85 14.10 13.45 13.63 -0.20 81,695 255,059 -7,105
Sep16 160801 16.40 16.55 16.00 16.23 -0.20 52,142 113,923 +8,747
Oct16 160801 18.00 18.21 17.70 17.88 -0.15 15,388 45,624 +1,644
Nov16 160801 18.25 18.45 17.99 18.13 -0.10 10,275 29,553 +663
Total Volume and Open Interest 169,899 495,681 +4,024
Russell 2000(ICE)
Sep16 160801 1220.90 1224.80 1210.10 1217.40 +0.40 54,599 326,102 -54
Dec16 160801 1218.70 1218.70 1212.90 1212.90 +0.40 2 1,014 +1
Mar17 160801 1208.90 1208.90 1208.90 1208.90 +0.40 0 250 +0
Total Volume and Open Interest 54,601 327,531 -53
Nikkei 225(CME)
Sep16 160801 16390 16695 16345 16480 +120 14,352 35,998 +809
Dec16 160801 16525 16625 16400 16435 +120 45 169 -19
Total Volume and Open Interest 14,397 36,167 +790
Nikkei 225(SGX)
Sep16 160801 16440 16655 16305 16575 -5 74,595 203,710 -4,113
Dec16 160801 16205 16515 16200 16460 -5 25 6,072 +3
Mar17 160801 16430 16430 16430 16430 +195      
Total Volume and Open Interest 123,089 221,496 +6,673
Nikkei 225(CME) Yen
Sep16 160801 16330 16655 16305 16450 +130 45,906 76,888 -1,967
Dec16 160801 16320 16500 16320 16320 +130 0 41 -2
Mar17 160801 16270 16270 16270 16270 +130      
Total Volume and Open Interest 45,906 76,929 -1,969
Nikkei 225(CME) e-Mini Yen
Sep16 160801 16450 16640 16450 16450 +130 2 11 +0
Dec16 160801 16320 16320 16320 16320 +130      
Mar17 160801 16270 16270 16270 16270 +130      
Total Volume and Open Interest 2 11 +0
CAC 40(EURONEXT)
Aug16 160801 4463.0 4463.0 4384.5 4408.5 -31.0 75,283 266,953 +3,762
Sep16 160801 4441.0 4443.0 4383.5 4407.5 -31.0 251 9,444 -45
Oct16 160801 4396.0 4396.0 4396.0 4396.0 -31.0 0 10 +0
Total Volume and Open Interest 75,534 276,452 +3,717
Hang Seng Index(HKFE)
Aug16 160801 21785 22245 21775 22120 +346 97,672 113,112 +3,731
Sep16 160801 21731 22175 21717 22060 +360 535 6,152 +282
Total Volume and Open Interest 117,346 141,768 -14,993
DAX(EUREX)
Sep16 160801 10434.0 10472.0 10271.0 10336.5 +10.5 88,056 154,107 +13,131
Dec16 160801 10401.5 10439.5 10261.0 10323.5 +11.5 215 5,843 +89
Mar17 160801 10316.0 10316.0 10316.0 10316.0 +11.0 0 177 +0
Total Volume and Open Interest 88,271 160,127 +13,220
Mini-DAX(EUREX)
Sep16 160801 10431.0 10470.0 10271.0 10336.5 +10.5 21,010 10,245 +757
Dec16 160801 10426.0 10437.0 10268.0 10323.5 +11.5 52 162 +0
Mar17 160801 10316.0 10316.0 10316.0 10316.0 +11.0 0 11 +0
Total Volume and Open Interest 21,062 10,418 +757
FT-SE 100(EURONEXT)
Sep16 160801 6688.00 6717.00 6612.50 6648.50 -28.00 95,078 656,661 +3,899
Dec16 160801 6670.00 6670.00 6574.00 6607.50 -28.50 1 204 +0
Mar17 160801 6548.00 6548.00 6548.00 6548.00 -28.50      
Total Volume and Open Interest 95,079 656,865 +3,899
SPI 200(SFE)
Sep16 160801 5513.0 5569.0 5505.0 5546.0 +27.0 25,708 282,050 +1,645
Dec16 160801 5504.0 5532.0 5504.0 5532.0 +27.0 0 2,592 +0
Mar17 160801 5483.0 5483.0 5483.0 5483.0 +27.0 0 1,436 +0
Total Volume and Open Interest 25,710 287,000 +1,646
FTSE MIB(ISE)
Sep16 160801 17075.00 17130.00 16535.00 16577.00 -243.00 29,855 40,967 -476
Dec16 160801 16970.00 16970.00 16435.00 16452.00 -246.00 21 200 +0
Mar17 160801 16459.00 16459.00 16459.00 16459.00 -246.00      
Total Volume and Open Interest 29,876 41,167 -476
KOSPI 200(KFE)
Sep16 160801 252.40 254.45 252.10 254.30 +1.90 103,850 128,387 -5,420
Dec16 160801 252.95 255.15 252.95 254.95 +1.80 198 8,982 +52
Mar17 160801 252.00 252.35 251.55 252.30 +1.75 38 851 -26
Total Volume and Open Interest 104,087 141,171 -5,394
GSCI(CME)
Aug16 160801 336.70 336.70 331.65 332.35 -6.80 50 11,857 -17
Sep16 160801 335.40 335.40 335.40 335.40 -6.80 0 351 +0
Oct16 160801 339.00 339.00 339.00 339.00 -6.80      
Total Volume and Open Interest 50 12,208 -17
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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