Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Thu August 04, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug16 160804 990.00 1000.25 985.25 990.50 unch 5,283 6,257 -2,949
Sep16 160804 972.25 984.75 968.25 973.50 unch 19,282 55,485 -169
Nov16 160804 955.00 967.50 950.50 956.75 +1.25 124,949 382,285 -5,720
Jan17 160804 955.00 967.25 951.25 957.00 +1.50 14,798 64,257 +1,647
Mar17 160804 947.75 959.50 943.75 950.25 +2.50 12,055 68,504 +1,121
May17 160804 952.75 958.50 944.00 949.50 +2.25 7,789 33,594 +485
Jul17 160804 954.50 961.50 947.25 952.75 +2.50 7,791 38,607 +1,148
Aug17 160804 946.50 946.50 946.50 946.50 +2.00 63 425 +29
Sep17 160804 929.00 930.25 929.00 930.25 +5.25 13 344 +5
Nov17 160804 915.75 923.00 910.50 916.25 +0.75 3,072 31,267 +244
Jan18 160804 923.00 923.00 918.00 918.00 +0.25 54 499 +45
Mar18 160804 917.75 917.75 917.75 917.75 +0.50 6 71 +4
May18 160804 920.00 920.00 920.00 920.00 +0.50 3 50 -3
Jul18 160804 925.00 925.25 925.00 925.00 +1.50 5 125 +5
Total Volume and Open Interest 195,176 682,021 -4,105
Soybean Meal(CBOT)
Aug16 160804 334.00 335.00 329.50 329.70 -0.80 1,535 2,739 -824
Sep16 160804 329.70 333.40 327.70 328.00 -1.50 17,340 57,423 -865
Oct16 160804 327.90 331.50 325.60 326.10 -1.80 9,200 29,732 +219
Dec16 160804 326.40 329.80 323.40 324.00 -2.40 46,154 161,141 +1,242
Jan17 160804 322.90 326.30 320.00 320.40 -2.40 5,284 27,151 -263
Mar17 160804 316.10 320.40 315.50 315.70 -1.50 7,578 32,648 +943
May17 160804 314.10 316.80 312.30 312.70 -0.90 4,861 19,340 +280
Jul17 160804 314.80 317.60 313.30 313.60 -0.90 4,029 17,114 +139
Aug17 160804 314.20 315.90 312.40 312.80 -0.90 686 1,547 +55
Sep17 160804 313.70 315.30 311.70 311.70 -0.90 314 1,601 +58
Total Volume and Open Interest 98,029 359,746 +1,331
Soybean Oil(CBOT)
Aug16 160804 30.36 30.77 30.26 30.54 +0.24 1,839 2,063 -815
Sep16 160804 30.43 30.95 30.26 30.64 +0.22 18,191 52,259 -1,037
Oct16 160804 30.53 31.06 30.40 30.76 +0.22 7,527 26,318 -260
Dec16 160804 30.80 31.35 30.65 31.03 +0.22 43,679 182,104 +165
Jan17 160804 31.07 31.57 30.90 31.25 +0.21 4,390 30,040 +553
Mar17 160804 31.22 31.73 31.08 31.43 +0.20 3,818 24,021 +433
May17 160804 31.50 31.90 31.34 31.59 +0.19 2,587 17,782 +417
Jul17 160804 31.63 32.12 31.48 31.79 +0.18 1,708 10,405 +25
Aug17 160804 31.90 32.10 31.88 31.88 +0.20 292 3,418 -83
Sep17 160804 31.94 32.16 31.91 31.91 +0.21 113 2,528 -38
Total Volume and Open Interest 84,935 358,148 -415
Canola(WCE)
Nov16 160804 446.0 450.5 445.3 446.9 +0.9 17,397 118,503 -648
Jan17 160804 451.4 456.5 451.4 453.5 +1.4 1,245 23,144 +276
Mar17 160804 457.9 462.5 457.9 460.1 +1.4 299 5,362 +99
May17 160804 463.6 468.5 463.6 466.5 +1.9 73 4,661 +23
Jul17 160804 471.0 474.1 471.0 472.3 +2.3 47 5,969 -25
Total Volume and Open Interest 19,084 161,604 -284
Corn(CBOT)
Sep16 160804 325.00 326.75 320.50 320.75 -4.25 120,083 447,789 -9,605
Dec16 160804 335.00 336.50 330.75 331.00 -4.00 173,435 564,983 +2,257
Mar17 160804 345.00 346.50 340.75 341.50 -3.50 45,411 144,066 +9,329
May17 160804 351.75 353.00 348.00 348.25 -3.50 12,911 37,186 +2,220
Jul17 160804 358.00 359.25 354.25 355.00 -3.00 21,375 69,632 +2,882
Sep17 160804 365.00 365.50 361.00 362.00 -2.75 9,903 21,224 +3,499
Dec17 160804 372.50 373.25 369.00 370.00 -2.50 8,218 49,274 +778
Mar18 160804 381.75 381.75 379.50 379.50 -2.25 752 2,205 +212
May18 160804 385.75 385.75 384.50 384.75 -2.00 174 633 -13
Jul18 160804 390.00 390.00 387.25 387.25 -3.00 263 912 +80
Total Volume and Open Interest 392,586 1,339,998 +11,686
Wheat(CBOT)
Sep16 160804 410.50 416.00 402.50 403.25 -7.00 60,901 244,604 -810
Dec16 160804 437.00 441.75 429.75 430.50 -5.75 34,241 145,446 +2,650
Mar17 160804 462.50 467.75 456.00 457.00 -5.25 9,451 52,140 +875
May17 160804 477.75 480.75 469.25 470.50 -5.25 3,141 12,615 +101
Jul17 160804 482.50 486.00 476.50 477.50 -5.00 2,452 25,297 +104
Sep17 160804 497.25 497.25 491.50 491.50 -4.00 163 2,618 -13
Total Volume and Open Interest 110,807 488,242 +3,184
Wheat(KCBT)
Sep16 160804 411.50 416.00 404.75 405.75 -6.50 18,830 125,926 -2,598
Dec16 160804 438.00 442.25 431.00 432.00 -6.50 9,117 55,549 +944
Mar17 160804 454.00 458.50 448.00 449.00 -6.25 1,348 29,698 +418
May17 160804 467.00 469.25 459.25 459.75 -6.00 262 11,280 +87
Jul17 160804 475.00 479.00 469.25 469.25 -6.25 835 16,237 +120
Sep17 160804 485.25 494.50 485.25 485.25 -6.00 156 1,604 +20
Dec17 160804 509.50 509.50 509.50 509.50 -6.50 160 735 +70
Total Volume and Open Interest 30,719 241,221 -940
Wheat(MGE)
Sep16 160804 492.50 496.00 486.75 488.75 -3.75 4,110 24,895 +856
Dec16 160804 505.75 508.50 499.00 501.00 -4.75 1,956 15,927 +9
Mar17 160804 519.00 522.00 513.50 514.75 -5.00 1,157 10,881 +220
May17 160804 528.75 528.75 522.75 523.50 -5.25 365 5,082 +149
Jul17 160804 535.00 535.00 532.50 532.50 -5.25 53 2,656 +13
Sep17 160804 544.00 545.00 542.50 542.50 -5.00 62 1,968 +0
Total Volume and Open Interest 7,754 62,208 +1,254
Oats(CBOT)
Sep16 160804 195.50 197.00 182.00 185.00 -11.25 125 2,217 -62
Dec16 160804 188.75 190.50 181.00 185.75 -3.25 434 6,489 +118
Mar17 160804 198.00 198.00 191.00 195.75 -2.75 82 1,052 +41
May17 160804 205.00 205.00 195.50 201.75 -4.25 1 1 +1
Total Volume and Open Interest 642 9,759 +98
Rough Rice(CBOT)
Sep16 160804 9.65 9.65 9.31 9.32 -0.22 715 7,978 -144
Nov16 160804 9.88 9.91 9.55 9.58 -0.23 505 3,281 +249
Jan17 160804 10.01 10.01 9.76 9.78 -0.22 84 174 +38
Mar17 160804 9.98 9.98 9.98 9.98 -0.24 5 45 +0
Total Volume and Open Interest 1,309 11,480 +143
Live Cattle(CME)
Aug16 160804 116.550 117.500 115.950 116.330 -0.420 6,668 31,876 -1,452
Oct16 160804 115.000 116.350 114.385 114.785 -0.415 20,132 112,943 -974
Dec16 160804 115.135 116.350 114.450 114.885 -0.595 7,665 57,119 +974
Feb17 160804 114.600 115.500 113.580 114.080 -0.750 4,496 25,240 -257
Apr17 160804 113.100 113.800 111.850 112.430 -0.800 2,648 15,224 +668
Jun17 160804 106.900 107.350 105.550 106.330 -0.750 927 6,609 +431
Total Volume and Open Interest 42,670 252,242 -596
Feeder Cattle(CME)
Aug16 160804 147.400 149.850 146.850 147.580 +0.095 3,485 12,509 -929
Sep16 160804 145.500 147.700 144.535 145.235 -0.365 4,694 13,182 +388
Oct16 160804 143.750 145.450 142.300 142.985 -0.715 3,264 9,933 +589
Nov16 160804 140.500 142.250 139.330 139.950 -0.785 1,238 4,674 +15
Jan17 160804 136.200 137.535 134.935 135.435 -1.000 446 3,302 +55
Mar17 160804 133.535 135.400 133.000 133.575 -0.775 168 993 +55
Apr17 160804 134.000 135.400 133.685 133.785 -0.815 20 267 +11
Total Volume and Open Interest 13,345 44,997 +200
Lean Hogs(CME)
Aug16 160804 68.430 68.430 67.600 67.700 -0.650 4,400 22,211 -1,165
Oct16 160804 59.285 59.300 57.580 58.500 -1.000 16,567 104,122 -1,572
Dec16 160804 55.285 55.285 53.550 54.380 -1.000 8,084 51,857 +981
Feb17 160804 60.250 60.250 58.485 59.485 -0.965 2,179 24,280 +213
Apr17 160804 65.200 65.200 63.535 64.900 -0.550 711 18,238 +95
May17 160804 70.300 70.600 70.300 70.600 -0.550 7 243 +2
Jun17 160804 75.400 75.400 73.635 75.080 -0.320 452 2,461 +176
Jul17 160804 74.200 74.580 73.285 74.330 -0.520 82 432 +24
Total Volume and Open Interest 32,635 224,120 -1,184
Class III Milk(CME)
Jul16 160802 15.27 15.28 15.26 15.26 unch 81 5,199 -56
Aug16 160804 16.98 17.09 16.91 16.99 -0.03 185 5,043 +60
Sep16 160804 17.06 17.14 16.86 16.99 -0.08 245 4,564 +76
Oct16 160804 16.94 16.94 16.72 16.80 -0.10 109 3,600 -1
Nov16 160804 16.42 16.44 16.27 16.40 -0.02 41 3,309 +6
Dec16 160804 15.90 16.03 15.84 15.94 -0.08 38 2,925 +22
Jan17 160804 15.86 15.96 15.80 15.95 unch 59 1,241 +33
Feb17 160804 15.88 16.07 15.88 16.02 unch 19 1,088 +10
Mar17 160804 15.97 16.13 15.97 16.12 +0.02 45 1,077 +39
Apr17 160804 16.00 16.17 16.00 16.15 +0.02 9 962 +7
May17 160804 16.26 16.39 16.19 16.27 unch 24 831 +24
Jun17 160804 16.42 16.45 16.36 16.41 -0.01 29 755 +19
Jul17 160804 16.60 16.61 16.55 16.60 unch 16 306 +7
Total Volume and Open Interest 833 26,855 -4,853
Cocoa(ICE)
Sep16 160804 2992 3001 2945 2991 -2 36,401 83,395 +2,521
Dec16 160804 2969 2977 2925 2962 -9 19,680 73,778 -338
Mar17 160804 2949 2949 2898 2933 -13 5,955 50,744 +560
May17 160804 2929 2935 2888 2921 -14 1,070 9,341 +50
Jul17 160804 2929 2929 2882 2915 -15 226 3,345 +83
Sep17 160804 2924 2924 2875 2908 -17 101 3,961 +50
Dec17 160804 2901 2901 2901 2901 -17 3 997 +0
Total Volume and Open Interest 63,436 229,453 +2,926
Coffee "C"(ICE)
Sep16 160804 140.40 143.25 136.95 142.10 +1.70 20,201 80,874 -3,034
Dec16 160804 143.95 146.80 140.45 145.70 +1.85 8,304 62,434 +1,941
Mar17 160804 147.15 149.90 143.55 148.80 +1.85 3,521 21,604 +762
May17 160804 149.00 151.55 145.45 150.60 +1.85 1,070 11,529 +293
Jul17 160804 150.35 153.30 147.25 152.25 +2.00 275 3,418 -74
Sep17 160804 151.05 154.80 148.90 153.90 +2.25 273 3,165 -44
Total Volume and Open Interest 33,734 189,156 -103
Orange Juice(ICE)
Sep16 160804 172.50 176.60 170.40 175.15 +2.25 2,094 12,591 -588
Nov16 160804 171.85 176.65 171.15 175.25 +1.95 511 4,228 +234
Jan17 160804 171.50 176.15 171.00 174.85 +1.85 59 1,006 +19
Mar17 160804 172.65 172.65 172.15 172.15 +1.65 10 262 -5
May17 160804 170.00 170.00 170.00 170.00 +1.30 4 14 +2
Jul17 160804 168.30 168.30 168.30 168.30 +1.30      
Total Volume and Open Interest 2,678 18,103 -338
Sugar #11(ICE)
Oct16 160804 19.10 19.85 18.86 19.70 +0.66 43,193 435,247 +1,379
Mar17 160804 19.49 20.21 19.29 20.07 +0.62 20,230 238,942 +1,645
May17 160804 18.90 19.48 18.72 19.38 +0.50 5,620 62,737 +870
Jul17 160804 18.38 18.83 18.21 18.75 +0.37 3,239 49,465 +21
Oct17 160804 18.14 18.50 17.96 18.45 +0.31 880 30,173 +419
Mar18 160804 18.03 18.34 17.82 18.29 +0.26 248 14,906 +164
May18 160804 17.43 17.87 17.43 17.83 +0.19 7 4,562 +3
Jul18 160804 17.20 17.51 17.20 17.51 +0.13 0 4,760 +0
Total Volume and Open Interest 73,417 846,754 +4,501
London Cocoa(LCE)
Sep16 160804 2377 2409 2363 2404 +25 19,386 98,660 +6,509
Dec16 160804 2326 2358 2311 2355 +29 7,855 63,721 +40
Mar17 160804 2268 2299 2256 2296 +27 3,255 57,629 -341
May17 160804 2250 2282 2240 2279 +24 832 20,960 +153
Jul17 160804 2243 2276 2234 2272 +23 368 4,225 +16
Sep17 160804 2253 2264 2252 2264 +23 61 4,261 -17
Dec17 160804 2240 2251 2240 2251 +22 17 923 +15
Total Volume and Open Interest 31,774 250,379 +6,375
London Sugar(LCE)
Oct16 160804 527.50 545.10 525.00 542.70 +14.30 2,137 44,441 -17
Dec16 160804 527.10 543.80 525.00 541.70 +12.90 717 18,569 -121
Mar17 160804 527.70 542.60 524.30 540.80 +12.60 503 16,201 -91
May17 160804 516.40 529.50 514.60 527.10 +9.50 233 8,401 +75
Aug17 160804 504.00 515.10 503.40 512.90 +6.80 29 4,037 +20
Total Volume and Open Interest 3,636 95,296 -128
Cotton(ICE)
Oct16 160804 73.53 76.16 73.53 75.86 +2.02 69 207 +4
Dec16 160804 74.44 76.19 73.77 75.83 +1.54 16,430 179,669 -648
Mar17 160804 74.57 76.13 73.95 75.90 +1.38 3,381 37,952 +750
May17 160804 74.20 75.63 73.72 75.47 +1.27 1,027 5,554 -198
Jul17 160804 73.97 75.23 73.50 75.14 +1.17 345 4,614 +39
Oct17 160804 74.45 74.45 74.45 74.45 +0.98      
Total Volume and Open Interest 21,634 237,053 +163
Lumber(CME)
Sep16 160804 316.6 324.8 315.4 317.1 +2.1 410 4,087 -81
Nov16 160804 325.0 332.7 323.6 325.5 +2.8 132 1,125 +71
Jan17 160804 332.5 337.8 328.1 332.5 +2.8 10 66 +3
Mar17 160804 338.2 338.2 338.2 338.2 +2.8 0 24 +0
Total Volume and Open Interest 552 5,328 -7
Crude Oil(NYM)
Sep16 160804 41.16 42.08 40.43 41.93 +1.10 534,512 535,407 -5,918
Oct16 160804 41.87 42.81 41.16 42.69 +1.11 136,591 196,888 +2,797
Nov16 160804 42.64 43.58 41.91 43.47 +1.12 43,242 126,079 +4,842
Dec16 160804 43.38 44.28 42.61 44.20 +1.09 58,487 248,334 +777
Jan17 160804 44.01 44.86 43.27 44.82 +1.05 12,077 84,153 +1,993
Feb17 160804 44.80 45.34 43.90 45.34 +1.02 5,375 40,748 -455
Mar17 160804 45.29 45.81 44.37 45.77 +0.98 12,707 78,180 +2,002
Apr17 160804 45.36 46.13 44.73 46.13 +0.94 3,455 23,882 -631
May17 160804 45.74 46.43 45.10 46.43 +0.89 2,094 20,701 +272
Jun17 160804 46.05 46.73 45.28 46.70 +0.86 11,339 80,932 -622
Jul17 160804 45.68 46.94 45.68 46.94 +0.83 1,206 16,856 -41
Aug17 160804 46.67 47.17 45.99 47.17 +0.81 1,040 15,238 +104
Sep17 160804 46.21 47.70 46.20 47.40 +0.78 2,026 33,232 -244
Oct17 160804 47.63 47.63 46.75 47.63 +0.75 697 11,438 -135
Nov17 160804 47.87 47.87 46.95 47.87 +0.73 494 12,106 +3
Dec17 160804 47.77 48.15 46.82 48.12 +0.71 17,132 143,678 +1,938
Total Volume and Open Interest 848,714 1,792,640 +7,371
e-miNY Crude Oil(NYM)
Sep16 160804 41.175 42.075 40.450 41.925 +1.100 9,875 2,874 -124
Oct16 160804 41.825 42.800 41.200 42.700 +1.125 333 959 +4
Nov16 160804 42.775 43.475 41.975 43.475 +1.125 51 81 -11
Dec16 160804 43.600 44.200 42.800 44.200 +1.100 111 717 +76
Jan17 160804 44.850 44.850 43.450 44.825 +1.050 2 22 +0
Feb17 160804 44.325 45.350 44.200 45.350 +1.025 0 13 +0
Mar17 160804 45.775 45.775 45.775 45.775 +0.975 0 13 +0
Apr17 160804 46.125 46.125 46.125 46.125 +0.925 0 2 +0
May17 160804 46.425 46.425 46.425 46.425 +0.875 1 1 +1
Jun17 160804 46.700 46.700 45.450 46.700 +0.850 1 17 +1
Total Volume and Open Interest 10,380 4,860 -51
NY Harbor ULSD(NYM)
Sep16 160804 129.69 132.72 126.97 132.59 +3.84 64,025 106,587 -1,839
Oct16 160804 131.77 134.80 129.35 134.68 +3.66 30,195 61,457 +1,083
Nov16 160804 133.67 136.75 131.52 136.64 +3.47 17,982 42,055 +2,716
Dec16 160804 136.15 138.48 133.42 138.36 +3.29 16,578 54,895 +2,029
Jan17 160804 136.83 140.30 135.46 140.20 +3.19 5,039 28,874 +770
Feb17 160804 138.94 141.50 136.90 141.41 +3.12 2,999 13,917 -202
Mar17 160804 138.68 142.00 137.53 141.95 +3.07 2,474 15,391 -10
Apr17 160804 138.31 141.85 138.06 141.85 +2.99 1,587 8,207 -228
May17 160804 139.29 142.27 138.01 142.27 +2.90 1,081 4,034 -100
Jun17 160804 139.60 143.02 138.74 142.97 +2.80 1,880 20,330 -360
Jul17 160804 141.21 143.91 140.93 143.91 +2.71 297 2,877 +7
Aug17 160804 141.73 144.96 141.73 144.96 +2.61 161 1,827 +66
Sep17 160804 143.00 146.45 142.45 146.12 +2.51 122 1,866 -29
Oct17 160804 147.29 147.29 147.29 147.29 +2.44 68 1,728 -12
Total Volume and Open Interest 145,710 393,209 +3,663
RBOB Gasoline(NYM)
Sep16 160804 135.35 136.99 131.11 136.80 +1.81 72,697 132,719 -9,025
Oct16 160804 125.45 127.77 122.32 127.62 +2.26 47,134 67,738 +1,361
Nov16 160804 124.42 126.08 121.03 125.96 +2.19 20,037 44,008 +1,719
Dec16 160804 123.10 125.03 120.28 124.92 +2.09 20,251 48,462 -1,751
Jan17 160804 124.32 125.57 121.02 125.49 +2.04 5,293 19,590 +731
Feb17 160804 123.72 126.97 122.66 126.91 +1.95 1,723 6,503 -249
Mar17 160804 127.30 129.34 125.17 129.30 +1.82 1,865 14,584 -166
Apr17 160804 145.07 148.50 144.47 148.47 +1.74 819 13,125 -93
May17 160804 146.25 149.48 145.68 149.46 +1.81 422 5,239 -28
Jun17 160804 145.88 149.29 145.33 149.29 +1.88 1,129 10,581 -30
Total Volume and Open Interest 173,634 391,069 -7,620
e-miNY RBOB Gasoline(NYM)
Sep16 160804 136.80 136.80 136.80 136.80 +1.81 0 2 +0
Oct16 160804 127.62 127.62 127.62 127.62 +2.26      
Nov16 160804 125.96 125.96 125.96 125.96 +2.19      
Dec16 160804 124.92 124.92 124.92 124.92 +2.09      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Sep16 160804 2.842 2.885 2.810 2.834 -0.005 107,781 263,034 -3,663
Oct16 160804 2.882 2.921 2.850 2.877 -0.004 46,359 130,100 +2,709
Nov16 160804 3.030 3.067 2.996 3.022 -0.012 33,445 101,566 +1,583
Dec16 160804 3.270 3.299 3.234 3.267 -0.009 21,063 57,630 +282
Jan17 160804 3.384 3.411 3.345 3.385 -0.007 28,368 116,545 -1,301
Feb17 160804 3.370 3.387 3.335 3.372 -0.006 6,404 32,569 +559
Mar17 160804 3.321 3.338 3.290 3.324 -0.004 15,139 67,136 +1,417
Apr17 160804 3.070 3.079 3.039 3.068 -0.004 13,055 57,936 +1,097
May17 160804 3.040 3.047 3.012 3.040 -0.003 6,102 21,646 +404
Jun17 160804 3.071 3.078 3.044 3.072 -0.002 3,448 21,377 +111
Jul17 160804 3.098 3.111 3.073 3.102 -0.001 4,041 13,752 +295
Aug17 160804 3.108 3.121 3.080 3.111 unch 1,963 14,686 -30
Sep17 160804 3.092 3.099 3.061 3.092 +0.002 3,556 11,311 +1,326
Oct17 160804 3.115 3.115 3.079 3.109 unch 3,339 23,715 +68
Nov17 160804 3.159 3.165 3.133 3.161 -0.001 1,280 10,976 +339
Dec17 160804 3.282 3.295 3.261 3.290 -0.002 730 14,874 +127
Total Volume and Open Interest 299,948 1,008,978 +6,309
Brent Crude Oil(ICE)
Oct16 160804 43.36 44.34 42.51 44.29 +1.19 262,560 409,735 -1,526
Nov16 160804 43.78 44.67 42.90 44.63 +1.15 81,450 300,763 +9,308
Dec16 160804 44.32 45.19 43.44 45.15 +1.12 91,240 379,401 -4,846
Jan17 160804 44.79 45.61 43.90 45.58 +1.09 25,295 93,820 -943
Feb17 160804 45.22 46.02 44.36 45.99 +1.04 13,816 78,215 +1,372
Mar17 160804 45.76 46.43 44.81 46.39 +0.99 17,619 89,199 +1,014
Apr17 160804 46.31 46.77 45.20 46.76 +0.95 4,729 31,677 +156
May17 160804 46.65 47.11 45.60 47.11 +0.91 3,441 42,220 +444
Jun17 160804 46.78 47.45 45.93 47.42 +0.87 21,348 113,723 +11
Jul17 160804 46.27 47.97 46.27 47.74 +0.83 788 20,197 +215
Aug17 160804 46.79 48.26 46.72 48.05 +0.81 1,924 18,681 +288
Sep17 160804 48.04 48.33 48.04 48.33 +0.79 2,486 43,203 +91
Oct17 160804 48.34 48.59 48.34 48.59 +0.76 1,614 16,149 +254
Nov17 160804 48.20 48.84 47.28 48.84 +0.74 696 15,182 +262
Total Volume and Open Interest 575,134 2,141,895 +8,956
Gas Oil(ICE)
Aug16 160804 370.25 378.25 362.00 366.75 +3.25 37,711 66,770 -10,752
Sep16 160804 375.75 384.50 368.00 373.25 +3.50 87,877 139,755 +3,831
Oct16 160804 383.25 391.75 376.00 380.75 +3.50 53,699 85,965 -754
Nov16 160804 387.75 396.00 380.75 385.25 +3.50 21,044 56,759 -156
Dec16 160804 392.00 400.00 385.00 389.75 +3.75 41,490 120,190 +1,291
Jan17 160804 394.50 405.00 390.00 394.75 +3.75 8,271 38,718 -1,120
Feb17 160804 399.75 408.50 394.75 399.25 +3.50 4,232 21,704 +339
Mar17 160804 403.75 412.75 399.00 403.00 +3.00 4,525 23,973 -421
Apr17 160804 407.25 415.75 402.75 406.25 +2.75 1,697 13,739 +396
May17 160804 410.25 418.75 406.00 409.50 +2.75 1,314 13,332 -154
Total Volume and Open Interest 280,589 781,191 -3,431
Ethanol(CBOT)
Sep16 160804 1.381 1.411 1.379 1.404 +0.029 296 1,721 -41
Oct16 160804 1.372 1.394 1.370 1.390 +0.027 161 672 +47
Nov16 160804 1.372 1.373 1.369 1.369 +0.027 70 465 +26
Dec16 160804 1.343 1.349 1.343 1.349 +0.027 88 1,056 -32
Jan17 160804 1.342 1.342 1.342 1.342 +0.027 0 163 +0
Feb17 160804 1.346 1.346 1.346 1.346 +0.027 0 158 +0
Mar17 160804 1.360 1.360 1.360 1.360 +0.027      
Apr17 160804 1.377 1.377 1.377 1.377 +0.027      
Total Volume and Open Interest 631 4,241 -18
WTI Crude Oil(ICE)
Sep16 160804 41.17 42.08 40.44 41.93 +1.10 33,769 57,165 -4,141
Oct16 160804 41.92 42.79 41.21 42.69 +1.11 44,657 79,778 +4,450
Nov16 160804 42.69 43.54 41.98 43.47 +1.12 19,884 31,542 -197
Dec16 160804 43.43 44.25 42.65 44.20 +1.09 21,834 110,264 +2,207
Jan17 160804 43.72 44.86 43.32 44.82 +1.05 3,541 19,441 +365
Feb17 160804 43.95 45.35 43.92 45.34 +1.02 1,481 22,098 +98
Mar17 160804 44.49 45.80 44.36 45.77 +0.98 1,317 22,070 +136
Apr17 160804 45.05 46.13 44.93 46.13 +0.94 711 3,977 +42
May17 160804 45.27 46.43 45.27 46.43 +0.89 411 2,741 -116
Jun17 160804 45.70 46.70 45.44 46.70 +0.86 2,813 31,322 -60
Jul17 160804 46.94 46.94 46.94 46.94 +0.83 147 3,147 -90
Aug17 160804 47.17 47.17 47.17 47.17 +0.81 86 690 -21
Sep17 160804 47.40 47.40 47.40 47.40 +0.78 110 10,169 +38
Oct17 160804 47.63 47.63 47.63 47.63 +0.75 4 1,125 +2
Nov17 160804 47.87 47.87 47.87 47.87 +0.73 1 1,015 -1
Dec17 160804 47.07 48.12 46.92 48.12 +0.71 4,233 65,053 +1,301
Total Volume and Open Interest 135,800 505,169 +4,088
US Dollar Index(ICE)
Sep16 160804 95.490 95.875 95.385 95.717 +0.192 21,501 47,956 -2,840
Dec16 160804 95.435 95.825 95.390 95.688 +0.192 766 5,083 +340
Mar17 160804 95.480 95.683 95.480 95.683 +0.188 27 1,769 +14
Total Volume and Open Interest 22,307 54,870 -2,473
Australian Dollar(CME)
Sep16 160804 75.78 76.31 75.75 76.24 +0.55 109,047 97,540 -350
Dec16 160804 75.82 76.10 75.64 76.05 +0.54 438 1,559 +94
Mar17 160804 75.90 75.90 75.90 75.90 +0.55 0 13 +0
Total Volume and Open Interest 109,485 99,112 -256
British Pound(CME)
Sep16 160804 133.28 133.70 131.11 131.24 -2.01 94,976 230,182 -2,258
Dec16 160804 133.55 133.77 131.37 131.48 -2.00 127 1,965 +15
Mar17 160804 131.74 133.92 131.68 131.74 -1.97 78 572 +54
Total Volume and Open Interest 95,181 233,265 -2,189
Canadian Dollar(CME)
Sep16 160804 76.51 76.97 76.42 76.87 +0.39 80,180 111,397 +80
Dec16 160804 76.63 76.99 76.47 76.90 +0.39 170 3,805 -25
Mar17 160804 76.73 76.98 76.51 76.93 +0.39 20 406 +12
Jun17 160804 76.97 77.00 76.97 76.97 +0.40 0 147 +0
Total Volume and Open Interest 80,370 115,825 +67
Japanese Yen(CME)
Sep16 160804 98.91 99.30 98.50 99.00 -0.03 145,818 154,625 +355
Dec16 160804 99.23 99.64 98.88 99.36 -0.04 228 1,700 -5
Mar17 160804 99.77 99.94 99.33 99.77 -0.03 8 251 +8
Total Volume and Open Interest 146,054 156,696 +358
Swiss Franc(CME)
Sep16 160804 103.05 103.11 102.81 102.93 -0.06 14,785 44,731 -948
Dec16 160804 103.49 103.60 103.38 103.49 -0.05 3 102 +1
Mar17 160804 104.01 104.01 104.01 104.01 -0.06      
Total Volume and Open Interest 14,788 44,853 -947
EuroFX(CME)
Sep16 160804 111.69 111.76 111.34 111.50 -0.17 130,517 370,655 -2,398
Dec16 160804 112.11 112.21 111.80 111.94 -0.19 353 5,820 -51
Mar17 160804 112.60 112.63 112.27 112.39 -0.19 298 1,332 +34
Total Volume and Open Interest 131,168 378,500 -2,415
Mexican Peso(CME)
Aug16 160804 528.13 528.13 528.13 528.13 +0.75      
Sep16 160804 527.00 529.63 525.75 526.25 +0.75 40,122 96,386 +4,543
Total Volume and Open Interest 40,131 128,186 +4,546
Brazilian Real(CME)
Sep16 160804 304.05 310.35 303.75 309.15 +4.00 1,195 23,829 +726
Oct16 160804 305.10 307.10 305.10 306.45 +4.00 0 2 +0
Nov16 160804 303.95 303.95 303.95 303.95 +4.05      
Dec16 160804 301.25 301.25 301.25 301.25 +4.00 0 30 +0
Total Volume and Open Interest 1,195 23,861 +726
30-Year T-Bonds(CBOT)
Sep16 160804 172~050 173~260 171~250 173~050 +1~000 297,116 562,270 -4,636
Dec16 160804 170~240 172~110 170~120 171~220 +0~310 265 958 +78
Mar17 160804 170~180 170~180 170~180 170~180 +0~310      
Total Volume and Open Interest 297,381 563,228 -4,558
10-Year T-Notes(CBOT)
Sep16 160804 132~185 133~030 132~145 132~305 +0~120 1,420,550 2,756,433 -6,460
Dec16 160804 131~190 132~040 131~170 131~315 +0~110 1,747 13,059 +716
Mar17 160804 131~055 131~055 131~055 131~055 +0~110      
Total Volume and Open Interest 1,422,297 2,769,492 -5,744
5-Year T-Notes(CBOT)
Sep16 160804 121~280 122~044 121~260 122~022 +0~062 584,631 2,738,240 +26,385
Dec16 160804 121~274 122~054 121~272 122~032 +0~066 8,068 17,726 +4,165
Mar17 160804 121~254 121~254 121~254 121~254 +0~066      
Total Volume and Open Interest 592,699 2,755,966 +30,550
2 Year T-Notes(CBOT)
Sep16 160804 109~150 109~170 109~142 109~164 +0~016 290,790 1,089,190 +23,881
Dec16 160804 109~140 109~156 109~136 109~154 +0~024 233 4,775 +219
Mar17 160804 109~150 109~150 109~150 109~150 +0~024      
Total Volume and Open Interest 291,023 1,093,965 +24,100
Eurodollars(CME)
Sep16 160804 99.160 99.165 99.145 99.160 -0.005 284,793 1,174,950 +14,075
Dec16 160804 99.120 99.135 99.110 99.130 +0.005 256,791 1,393,526 +1,408
Mar17 160804 99.100 99.120 99.085 99.115 +0.015 201,880 1,016,815 -3,573
Jun17 160804 99.070 99.100 99.060 99.095 +0.020 172,904 927,677 +18,647
Sep17 160804 99.040 99.080 99.035 99.070 +0.020 161,810 816,393 -1,605
Dec17 160804 99.010 99.045 98.995 99.035 +0.025 226,714 1,213,547 -1,136
Mar18 160804 98.985 99.025 98.970 99.015 +0.025 156,285 615,874 +2,622
Jun18 160804 98.955 99.000 98.940 98.985 +0.030 135,983 464,573 +8,359
Sep18 160804 98.915 98.965 98.905 98.955 +0.035 110,617 428,536 -1,352
Dec18 160804 98.865 98.925 98.860 98.910 +0.035 99,355 534,731 +4,361
Mar19 160804 98.835 98.895 98.825 98.880 +0.040 92,641 390,000 +13,510
Jun19 160804 98.795 98.860 98.790 98.845 +0.045 67,624 287,696 +3,591
Sep19 160804 98.750 98.820 98.745 98.805 +0.045 45,370 231,594 +3,038
Dec19 160804 98.700 98.770 98.695 98.755 +0.045 57,332 224,505 +5,764
Mar20 160804 98.660 98.730 98.655 98.715 +0.050 36,830 142,250 -980
Jun20 160804 98.605 98.685 98.605 98.670 +0.055 31,872 92,368 +756
Sep20 160804 98.565 98.635 98.550 98.620 +0.055 22,807 82,732 -2,822
Dec20 160804 98.505 98.580 98.495 98.565 +0.055 18,265 90,244 +233
Total Volume and Open Interest 2,230,972 10,506,734 +66,212
Ultra T-Bond(CBOT)
Sep16 160804 186~24 189~02 186~08 188~08 +1~13 112,509 600,541 -3,177
Dec16 160804 187~13 188~00 187~13 187~13 +1~13 0 6 +0
Mar17 160804 186~13 186~13 186~13 186~13 +1~13      
Total Volume and Open Interest 112,509 600,547 -3,177
Ultra 10-Yr T-Note(CBOT)
Sep16 160804 145~050 145~295 144~315 145~230 +0~180 72,739 173,659 -2,515
Dec16 160804 145~105 145~105 145~105 145~105 +0~180      
Mar17 160804 145~105 145~105 145~105 145~105 +0~180      
Total Volume and Open Interest 72,739 173,659 -2,515
30 Day Federal Funds(CBOT)
Aug16 160804 99.603 99.603 99.600 99.603 +0.003 11,079 144,251 -3,687
Sep16 160804 99.590 99.595 99.585 99.595 +0.005 12,167 62,362 +1,778
Oct16 160804 99.570 99.585 99.570 99.580 +0.005 25,288 165,611 -1,320
Nov16 160804 99.570 99.580 99.565 99.575 +0.010 16,335 82,808 +1,117
Dec16 160804 99.545 99.555 99.540 99.545 unch 11,200 51,049 +1,439
Jan17 160804 99.515 99.530 99.510 99.520 +0.005 12,149 91,189 -530
Total Volume and Open Interest 123,279 764,199 +3,947
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 160804 99.99 99.99 99.99 99.99 unch      
Dec16 160804 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160804 99.99 99.99 99.99 99.99 unch      
Jun17 160804 99.99 99.99 99.99 99.99 unch      
Sep17 160804 99.99 99.99 99.99 99.99 unch      
Dec17 160804 99.99 99.99 99.99 99.99 unch      
Mar18 160804 100.00 100.00 100.00 100.00 unch      
Jun18 160804 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160804 151.63 151.68 151.21 151.42 -0.19 4,813 17,616 -510
Dec16 160804 151.56 151.56 151.56 151.56 -0.19 30 34 -30
Mar17 160804 151.48 151.48 151.48 151.48 -0.19      
Total Volume and Open Interest 4,843 17,650 -540
Euro-Buxl(EUREX)
Sep16 160804 193.24 195.50 192.62 195.26 +2.22 42,118 143,563 +11,474
Dec16 160804 193.62 193.62 193.62 193.62 +2.22 0 32 +0
Mar17 160804 193.62 193.62 193.62 193.62 +2.22      
Total Volume and Open Interest 42,118 143,595 +11,474
Euro-Bund(EUREX)
Sep16 160804 166.69 167.69 166.56 167.59 +0.95 688,028 1,724,850 +159,010
Dec16 160804 163.99 164.96 163.93 164.87 +0.93 14,754 48,755 +13,679
Mar17 160804 166.76 167.10 166.76 167.09 +0.80 2 34 +0
Total Volume and Open Interest 702,784 1,773,639 +172,689
Euro-Bobl(EUREX)
Sep16 160804 133.38 133.67 133.36 133.64 +0.27 454,113 1,315,320 +62,146
Dec16 160804 131.47 131.65 131.47 131.65 +0.27 158 7,135 +145
Mar17 160804 133.59 133.59 133.59 133.59 +0.27      
Total Volume and Open Interest 454,271 1,322,455 +62,291
Euro-Schatz(EUREX)
Sep16 160804 111.96 112.01 111.95 112.00 +0.04 239,626 1,129,474 +69,801
Dec16 160804 111.98 111.98 111.97 111.98 +0.05 0 185 +0
Mar17 160804 112.00 112.00 112.00 112.00 +0.04      
Total Volume and Open Interest 239,626 1,129,659 +69,801
3-Mth Euribor(EUREX)
Sep16 160804 100.315 100.315 100.315 100.315 unch 654 4,218 -405
Dec16 160804 100.335 100.335 100.335 100.335 +0.010 66 2,707 +50
Mar17 160804 100.340 100.340 100.340 100.340 +0.010 12 3,461 -3
Total Volume and Open Interest 732 76,792 -358
Long Gilt(LIFFE)
Sep16 160804 129~26 131~18 129~19 131~15 +1~23 234,215 541,063 -9,968
Dec16 160804 130~13 130~13 130~13 130~13 +1~23      
Total Volume and Open Interest 234,215 541,063 -9,968
3-Mth Short Sterling(LIFFE)
Sep16 160804 99.65 99.70 99.61 99.68 +0.02 71,735 488,304 -4,285
Dec16 160804 99.69 99.78 99.66 99.76 +0.07 43,406 652,811 +4,884
Mar17 160804 99.71 99.79 99.68 99.77 +0.07 38,351 368,355 +666
Jun17 160804 99.71 99.79 99.68 99.77 +0.07 24,538 370,875 +3,367
Sep17 160804 99.69 99.78 99.68 99.77 +0.08 39,826 285,925 +149
Dec17 160804 99.69 99.77 99.67 99.77 +0.09 31,842 316,878 +2,721
Total Volume and Open Interest 481,446 3,363,652 +17,526
3-Mth Euribor(LIFFE)
Sep16 160804 100.310 100.315 100.310 100.315 unch 30,688 346,594 +1,712
Dec16 160804 100.325 100.335 100.320 100.335 +0.010 56,013 463,812 +9,659
Mar17 160804 100.325 100.345 100.325 100.345 +0.015 61,215 402,539 +5,409
Total Volume and Open Interest 508,961 3,092,919 +10,993
3-Mth Aus T-Bills(SFE)
Sep16 160804 98.22 98.23 98.21 98.23 unch 79,562 177,083 -6,433
Dec16 160804 98.31 98.32 98.29 98.31 unch 54,135 183,667 +5,441
Mar17 160804 98.35 98.36 98.33 98.35 unch 25,694 154,040 +2,190
Jun17 160804 98.37 98.38 98.35 98.37 unch 20,223 131,626 +1,836
Sep17 160804 98.37 98.38 98.35 98.37 unch 8,804 89,286 -1,588
Dec17 160804 98.36 98.38 98.34 98.36 unch 4,974 72,223 -1,664
Mar18 160804 98.35 98.37 98.34 98.35 unch 2,519 53,950 -682
Jun18 160804 98.33 98.35 98.32 98.34 unch 2,117 43,139 +284
Sep18 160804 98.30 98.32 98.30 98.32 +0.01 154 6,912 +91
Dec18 160804 98.29 98.29 98.29 98.29 +0.01 98 4,033 +82
Total Volume and Open Interest 198,287 918,614 -443
10-Year Aus T-Bonds(SFE)
Sep16 160804 98.06 98.09 98.01 98.04 -0.02 114,018 823,387 +4,441
Dec16 160804 98.04 98.04 98.04 98.04 -0.02      
Total Volume and Open Interest 114,018 823,387 +4,441
3-Year Aus T-Bonds(SFE)
Sep16 160804 98.61 98.63 98.58 98.60 -0.01 212,956 799,603 +8,022
Dec16 160804 98.60 98.60 98.60 98.60 -0.01      
Total Volume and Open Interest 212,956 799,603 +8,022
Gold(CMX)
Aug16 160804 1354.4 1361.6 1347.0 1358.8 +2.7 2,941 4,154 -2,365
Oct16 160804 1360.3 1366.8 1350.7 1362.7 +2.5 8,061 45,984 +255
Dec16 160804 1364.7 1371.4 1355.1 1367.4 +2.7 161,783 451,389 +12,037
Feb17 160804 1368.9 1375.6 1359.5 1371.7 +2.8 2,257 23,399 +754
Apr17 160804 1365.7 1379.1 1365.7 1375.4 +3.0 717 8,113 +163
Jun17 160804 1370.0 1381.0 1370.0 1378.8 +3.1 2,473 14,417 -89
Aug17 160804 1372.6 1384.4 1372.6 1382.2 +3.3 3,247 3,663 +1,114
Oct17 160804 1385.2 1387.4 1385.2 1385.4 +3.4 155 863 +112
Dec17 160804 1383.2 1391.0 1383.2 1388.5 +3.5 1,425 10,949 +908
Feb18 160804 1391.2 1391.2 1391.2 1391.2 +3.6 0 45 +0
Apr18 160804 1393.8 1393.8 1393.8 1393.8 +3.6 0 3 +0
Jun18 160804 1396.4 1396.4 1396.4 1396.4 +3.7 864 4,159 +270
Total Volume and Open Interest 187,709 582,211 +12,547
Silver(CMX)
Sep16 160804 2045.0 2055.0 2008.0 2044.3 -2.8 64,984 150,017 -621
Dec16 160804 2055.0 2062.0 2019.5 2055.3 -2.7 13,429 56,517 +3,157
Mar17 160804 2044.5 2068.0 2033.0 2065.7 -2.6 472 9,285 +60
May17 160804 2067.0 2072.0 2067.0 2071.5 -2.6 124 532 +58
Jul17 160804 2082.0 2082.0 2063.0 2077.3 -2.5 154 2,499 -36
Sep17 160804 2078.0 2083.6 2078.0 2083.6 -2.7 1 401 +1
Dec17 160804 2089.5 2095.0 2089.5 2092.5 -2.7 130 1,942 -1
Total Volume and Open Interest 79,588 224,540 +2,553
Platinum(NYMEX)
Oct16 160804 1170.0 1170.0 1156.0 1165.0 -4.6 10,176 75,268 -199
Jan17 160804 1167.8 1170.4 1159.6 1167.1 -4.5 250 4,096 +59
Apr17 160804 1169.2 1169.2 1169.2 1169.2 -4.5 27 108 +25
Jul17 160804 1170.9 1170.9 1170.9 1170.9 -4.5 0 14 +0
Total Volume and Open Interest 10,455 79,541 -113
Palladium(NYMEX)
Sep16 160804 710.70 714.95 698.85 706.00 -7.85 4,558 26,959 +230
Dec16 160804 712.85 715.60 700.60 707.35 -7.90 476 2,288 +391
Mar17 160804 708.25 708.25 708.25 708.25 -7.90 0 40 +0
Total Volume and Open Interest 5,034 29,287 +620
Copper(CMX)
Sep16 160804 220.00 220.40 215.55 217.40 -2.45 71,985 95,667 -3,011
Dec16 160804 221.00 221.55 216.90 218.80 -2.25 11,533 58,582 +1,575
Mar17 160804 222.00 222.50 218.00 219.80 -2.25 1,927 20,745 +448
May17 160804 219.00 220.70 219.00 220.50 -2.20 411 4,582 +33
Jul17 160804 221.10 221.10 221.05 221.10 -2.20 210 800 +42
Total Volume and Open Interest 87,230 188,805 -528
E-mini DJIA Index(CBOT)
Sep16 160804 18274 18336 18251 18273 +4 158,889 138,900 -419
Dec16 160804 18191 18241 18165 18178 +4 72 490 -7
Mar17 160804 18100 18135 18100 18100 +4 0 90 +0
Jun17 160804 18059 18059 18059 18059 +4      
Total Volume and Open Interest 158,961 139,480 -426
S & P 500(CME)
Sep16 160804 2156.80 2164.20 2154.00 2159.30 +2.30 5,162 93,992 +1,964
Dec16 160804 2151.70 2154.40 2146.90 2151.70 +2.30 125 1,189 -100
Mar17 160804 2144.90 2147.60 2140.10 2144.90 +2.30 0 60 +0
Jun17 160804 2138.50 2141.20 2133.70 2138.50 +2.30 0 60 +0
Total Volume and Open Interest 5,287 95,301 +1,864
S & P 500 E-Mini(Globex)
Sep16 160804 2156.75 2164.25 2154.00 2159.25 +2.25 1,958,950 2,902,982 +8,776
Dec16 160804 2149.50 2156.25 2146.25 2151.75 +2.25 9,846 39,058 +2,742
Mar17 160804 2145.00 2149.00 2140.25 2145.00 +2.50 43 869 +14
Jun17 160804 2138.50 2138.50 2138.50 2138.50 +2.25 1 320 +1
Total Volume and Open Interest 1,968,840 2,943,229 +11,533
NASDAQ 100 E-Mini(Globex)
Sep16 160804 4726.50 4747.00 4715.00 4743.80 +15.50 261,263 283,965 +1,947
Dec16 160804 4714.30 4738.00 4709.50 4735.80 +15.50 241 490 +27
Mar17 160804 4729.80 4729.80 4729.80 4729.80 +15.50 0 49 +0
Total Volume and Open Interest 261,504 284,511 +1,974
S&P Midcap 400(CME) e-Mini
Sep16 160804 1542.80 1551.50 1541.90 1544.40 +0.10 15,058 81,981 -300
Dec16 160804 1539.00 1544.10 1539.00 1539.00 +0.10 0 10 +0
Mar17 160804 1539.50 1539.50 1539.50 1539.50 +0.10      
Total Volume and Open Interest 15,058 81,991 -300
Volatility Index(CBOE)
Aug16 160804 13.87 13.95 13.38 13.43 -0.40 120,215 237,961 -7,320
Sep16 160804 16.28 16.35 15.80 15.88 -0.39 82,424 140,782 +8,269
Oct16 160804 18.00 18.10 17.65 17.73 -0.27 23,597 53,301 +2,336
Nov16 160804 18.40 18.45 18.16 18.23 -0.15 11,966 34,671 +1,788
Total Volume and Open Interest 250,801 520,975 +6,807
Russell 2000(ICE)
Sep16 160804 1211.80 1217.80 1207.60 1210.50 -0.50 84,797 326,874 +222
Dec16 160804 1205.00 1206.00 1205.00 1206.00 -0.50 9 1,013 -6
Mar17 160804 1202.00 1202.00 1202.00 1202.00 -0.50 0 250 +0
Total Volume and Open Interest 84,806 328,302 +216
Nikkei 225(CME)
Sep16 160804 16110 16280 15925 16245 +150 14,938 35,866 +177
Dec16 160804 15970 16230 15900 16210 +150 6 151 +5
Total Volume and Open Interest 14,944 36,017 +182
Nikkei 225(SGX)
Sep16 160804 16070 16250 15885 16180 +110 62,096 199,245 -2,454
Dec16 160804 16000 16110 15800 16065 +110 20 6,309 +14
Mar17 160804 16035 16035 16035 16035 +115      
Total Volume and Open Interest 62,174 213,632 -2,433
Nikkei 225(CME) Yen
Sep16 160804 16080 16250 15890 16220 +160 60,152 71,461 +494
Dec16 160804 16015 16120 15775 16090 +160 0 65 +0
Mar17 160804 16040 16040 16040 16040 +160      
Total Volume and Open Interest 60,152 71,526 +494
Nikkei 225(CME) e-Mini Yen
Sep16 160804 16020 16220 15930 16220 +160 0 11 +0
Dec16 160804 16090 16090 16090 16090 +160      
Mar17 160804 16040 16040 16040 16040 +160      
Total Volume and Open Interest 0 11 +0
CAC 40(EURONEXT)
Aug16 160804 4348.0 4361.5 4322.5 4345.0 +24.0 85,902 268,612 +7,474
Sep16 160804 4341.0 4359.5 4324.5 4343.5 +24.0 1,446 11,460 +1,080
Oct16 160804 4344.0 4344.0 4313.5 4333.0 +24.5 0 10 +0
Total Volume and Open Interest 87,348 280,127 +8,554
Hang Seng Index(HKFE)
Aug16 160804 21671 21877 21651 21812 +133 117,116 116,589 -638
Sep16 160804 21600 21800 21597 21754 +132 1,811 6,809 +905
Total Volume and Open Interest 119,408 128,236 +550
DAX(EUREX)
Sep16 160804 10233.5 10279.5 10175.5 10214.0 +49.5 90,010 152,953 -424
Dec16 160804 10216.5 10255.5 10171.5 10201.0 +49.5 102 5,846 +40
Mar17 160804 10194.0 10194.0 10194.0 10194.0 +49.5 10 186 +3
Total Volume and Open Interest 90,122 158,985 -381
Mini-DAX(EUREX)
Sep16 160804 10228.0 10280.0 10175.0 10214.0 +49.5 21,505 10,188 -605
Dec16 160804 10220.0 10251.0 10178.0 10201.0 +49.5 130 194 +7
Mar17 160804 10194.0 10194.0 10194.0 10194.0 +49.5 3 14 +3
Total Volume and Open Interest 21,638 10,396 -595
FT-SE 100(EURONEXT)
Sep16 160804 6605.00 6715.00 6568.50 6689.50 +106.50 105,993 659,464 +6,065
Dec16 160804 6546.50 6664.00 6537.50 6648.00 +106.00 8 201 -2
Mar17 160804 6588.50 6588.50 6588.50 6588.50 +106.00      
Total Volume and Open Interest 106,001 659,665 +6,063
SPI 200(SFE)
Sep16 160804 5421.0 5460.0 5408.0 5435.0 +16.0 33,452 292,642 +2,091
Dec16 160804 5420.0 5420.0 5420.0 5420.0 +16.0 7 2,582 -4
Mar17 160804 5371.0 5371.0 5371.0 5371.0 +16.0 0 1,436 +0
Total Volume and Open Interest 33,474 297,623 +2,097
FTSE MIB(ISE)
Sep16 160804 16200.00 16325.00 16130.00 16211.00 +74.00 42,611 40,388 -973
Dec16 160804 16165.00 16175.00 16050.00 16086.00 +71.00 37 246 +19
Mar17 160804 16093.00 16093.00 16093.00 16093.00 +71.00      
Total Volume and Open Interest 42,648 40,634 -954
KOSPI 200(KFE)
Sep16 160804 248.95 250.50 248.75 249.60 +0.60 94,638 129,182 -2,957
Dec16 160804 249.70 251.20 249.60 250.35 +0.55 396 9,443 +318
Mar17 160804 248.20 248.45 247.10 247.65 -0.75 21 828 +7
Total Volume and Open Interest 95,055 142,476 -2,560
GSCI(CME)
Aug16 160804 336.25 341.70 334.70 341.15 +4.00 24 11,823 +23
Sep16 160804 340.80 344.65 337.95 344.10 +3.95 0 351 +0
Oct16 160804 347.70 347.70 347.70 347.70 +3.95      
Total Volume and Open Interest 24 12,174 +23
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.

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php