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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue August 09, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug16 160809 1018.00 1032.00 1011.50 1022.00 +3.25 1,775 2,997 -822
Sep16 160809 998.75 1015.00 993.50 1005.00 +3.75 9,721 51,915 -1,498
Nov16 160809 983.00 999.25 977.25 988.00 +3.00 88,452 379,994 -917
Jan17 160809 982.25 998.25 977.75 986.75 +2.00 7,852 64,836 +1
Mar17 160809 974.00 988.00 970.00 976.00 unch 7,963 68,289 -448
May17 160809 972.00 985.50 969.00 974.00 -0.75 4,644 34,126 -62
Jul17 160809 974.25 986.50 970.75 976.00 -0.75 4,833 39,554 +206
Aug17 160809 975.00 975.00 969.50 969.50 -0.75 37 430 -4
Sep17 160809 948.25 948.25 948.25 948.25 -0.75 50 382 +22
Nov17 160809 930.25 937.50 924.25 929.75 -0.50 2,522 31,907 -205
Jan18 160809 931.75 931.75 931.75 931.75 -0.25 21 538 +20
Mar18 160809 930.50 930.50 930.50 930.50 +0.25 0 71 +0
May18 160809 932.75 932.75 932.75 932.75 +0.25 0 50 +0
Jul18 160809 936.75 936.75 936.75 936.75 +0.25 0 128 +0
Total Volume and Open Interest 127,870 675,476 -3,707
Soybean Meal(CBOT)
Aug16 160809 337.90 342.00 335.20 339.20 +1.30 644 998 -286
Sep16 160809 335.60 340.30 332.50 336.30 +0.40 13,105 54,199 -1,016
Oct16 160809 333.70 338.40 330.10 334.60 +0.50 6,475 29,418 -503
Dec16 160809 332.00 337.00 328.40 333.30 +0.90 38,996 163,131 +914
Jan17 160809 329.60 333.90 325.60 330.30 +0.70 5,989 28,092 +992
Mar17 160809 322.80 326.00 319.80 321.50 -1.30 4,943 32,669 -126
May17 160809 320.50 322.40 317.90 318.50 -2.00 2,201 19,813 +450
Jul17 160809 321.40 323.00 318.60 319.30 -2.10 1,523 17,863 +158
Aug17 160809 320.00 321.70 317.80 317.80 -2.10 203 1,955 +19
Sep17 160809 317.90 319.50 315.60 315.80 -2.00 92 1,781 +8
Total Volume and Open Interest 74,696 359,695 +728
Soybean Oil(CBOT)
Aug16 160809 30.99 31.39 30.99 31.17 +0.24 997 1,215 -146
Sep16 160809 31.01 31.50 31.00 31.24 +0.23 13,217 51,156 -587
Oct16 160809 31.12 31.63 31.12 31.37 +0.23 4,254 28,836 +286
Dec16 160809 31.41 31.91 31.39 31.65 +0.23 40,381 179,735 -2,927
Jan17 160809 31.72 32.14 31.68 31.88 +0.22 6,062 31,825 +1,214
Mar17 160809 31.92 32.32 31.86 32.08 +0.24 3,067 25,364 +476
May17 160809 32.08 32.48 32.02 32.25 +0.23 1,495 17,975 +51
Jul17 160809 32.18 32.68 32.18 32.45 +0.23 1,227 10,530 +255
Aug17 160809 32.51 32.65 32.51 32.51 +0.22 27 3,422 +4
Sep17 160809 32.60 32.60 32.53 32.53 +0.21 23 2,614 +1
Total Volume and Open Interest 70,975 360,279 -1,286
Canola(WCE)
Nov16 160809 453.9 463.6 453.7 459.7 +5.7 14,675 121,128 +1,362
Jan17 160809 460.6 469.8 460.6 465.9 +5.3 2,228 24,744 +339
Mar17 160809 466.9 474.4 466.6 471.4 +5.2 501 5,504 +19
May17 160809 472.6 480.2 472.3 476.7 +4.5 194 4,976 -9
Jul17 160809 477.2 484.9 477.0 480.3 +2.9 631 6,549 +430
Total Volume and Open Interest 19,190 166,795 +2,009
Corn(CBOT)
Sep16 160809 325.25 326.75 322.00 322.25 -3.00 139,530 388,894 -33,999
Dec16 160809 334.75 336.25 331.75 332.50 -2.25 190,840 591,097 +22,948
Mar17 160809 344.75 346.00 342.00 343.00 -2.00 38,305 159,275 +5,008
May17 160809 351.75 352.50 348.75 349.75 -2.00 8,373 39,437 +1,000
Jul17 160809 358.25 359.00 355.50 356.00 -2.25 13,224 75,891 +1,068
Sep17 160809 364.75 365.25 362.25 362.75 -2.50 7,049 27,668 +1,990
Dec17 160809 373.00 373.25 370.25 371.25 -1.75 6,150 51,493 +1,463
Mar18 160809 382.50 382.50 381.00 381.00 -1.50 197 2,426 +169
May18 160809 386.25 386.25 386.25 386.25 -1.50 25 637 +2
Jul18 160809 390.75 390.75 388.50 388.50 -2.25 19 976 +10
Total Volume and Open Interest 403,746 1,339,960 -325
Wheat(CBOT)
Sep16 160809 415.00 419.25 411.50 417.00 unch 114,185 218,589 -18,623
Dec16 160809 437.00 440.50 434.00 436.75 -2.00 90,859 157,126 +10,021
Mar17 160809 459.75 462.50 456.00 459.25 -0.50 31,123 58,096 +2,535
May17 160809 472.50 474.75 467.75 471.75 +0.25 6,481 13,675 +678
Jul17 160809 479.00 481.75 475.00 479.00 +0.50 6,322 25,652 -341
Sep17 160809 493.75 495.50 491.25 493.50 +0.25 357 2,601 +13
Total Volume and Open Interest 249,992 481,996 -5,485
Wheat(KCBT)
Sep16 160809 409.50 413.25 407.00 410.00 +0.25 36,014 119,333 -6,404
Dec16 160809 434.00 438.50 432.50 435.50 +0.50 24,980 63,413 +6,990
Mar17 160809 451.50 454.75 449.25 452.25 +0.50 5,932 29,853 -180
May17 160809 461.50 465.75 460.50 463.25 +0.50 1,031 11,632 +438
Jul17 160809 471.25 474.50 470.00 472.00 +0.25 952 16,690 -149
Sep17 160809 486.00 490.00 486.00 488.00 unch 450 1,614 +14
Dec17 160809 511.25 511.25 511.25 511.25 -2.25 143 956 +58
Total Volume and Open Interest 69,506 243,687 +771
Wheat(MGE)
Sep16 160809 499.00 503.00 495.75 498.25 -1.25 4,841 23,278 +177
Dec16 160809 507.50 511.25 505.00 507.50 unch 2,840 17,228 +574
Mar17 160809 519.25 523.25 518.00 521.50 +1.00 818 10,935 +88
May17 160809 529.25 530.25 528.50 530.25 +1.50 269 5,150 -18
Jul17 160809 539.75 540.00 539.00 539.75 +2.25 161 2,735 +7
Sep17 160809 547.00 550.25 547.00 550.00 +2.50 113 2,086 +63
Total Volume and Open Interest 9,072 62,315 +911
Oats(CBOT)
Sep16 160809 176.75 177.75 173.75 175.25 -1.25 424 2,017 -91
Dec16 160809 186.00 186.50 183.50 184.00 -1.50 561 6,878 -22
Mar17 160809 195.00 196.50 193.25 193.25 -1.75 62 1,167 -4
May17 160809 194.00 197.25 194.00 197.25 -2.75 1 29 +0
Total Volume and Open Interest 1,048 10,091 -117
Rough Rice(CBOT)
Sep16 160809 9.71 9.80 9.61 9.70 +0.04 452 8,233 +44
Nov16 160809 9.92 10.02 9.82 9.90 -0.01 135 3,765 +26
Jan17 160809 10.16 10.16 10.05 10.12 unch 20 202 +1
Mar17 160809 10.32 10.32 10.32 10.32 unch 5 48 +3
Total Volume and Open Interest 612 12,250 +74
Live Cattle(CME)
Aug16 160809 117.135 117.750 116.680 116.980 +0.050 10,381 18,031 -9,279
Oct16 160809 114.750 115.830 114.385 115.000 +0.350 17,881 112,266 -523
Dec16 160809 115.450 116.650 115.100 115.980 +0.550 7,905 58,592 +193
Feb17 160809 115.050 116.200 114.700 115.650 +0.500 6,910 27,093 +766
Apr17 160809 114.000 114.980 113.700 114.600 +0.450 2,623 16,442 +682
Jun17 160809 107.180 107.950 107.080 107.650 +0.220 1,088 7,658 +383
Total Volume and Open Interest 47,043 243,391 -7,725
Feeder Cattle(CME)
Aug16 160809 149.050 151.100 148.380 150.185 +1.055 3,652 9,054 -1,711
Sep16 160809 147.300 149.985 146.535 148.850 +1.650 6,442 14,463 +583
Oct16 160809 143.985 147.000 143.650 146.035 +1.735 4,968 12,084 +1,286
Nov16 160809 141.000 143.500 140.500 142.935 +1.605 1,289 5,004 +252
Jan17 160809 137.250 139.200 136.880 138.985 +1.235 747 3,610 +175
Mar17 160809 135.700 137.000 135.435 136.800 +0.815 159 1,099 +33
Apr17 160809 135.600 136.350 135.450 136.350 +0.650 78 311 +28
Total Volume and Open Interest 17,343 45,778 +653
Lean Hogs(CME)
Aug16 160809 67.285 67.550 66.850 66.930 -0.170 4,571 18,121 -1,838
Oct16 160809 58.850 59.550 58.100 58.200 -0.650 14,681 105,054 -502
Dec16 160809 54.800 55.300 54.150 54.400 -0.335 6,821 52,920 +357
Feb17 160809 59.700 60.150 59.180 59.300 -0.400 4,069 25,095 +309
Apr17 160809 65.500 65.800 64.950 65.100 -0.400 1,579 18,480 +100
May17 160809 71.500 71.500 71.500 71.500 -0.080 14 250 +1
Jun17 160809 75.580 76.035 75.430 75.600 +0.020 220 2,439 -36
Jul17 160809 74.650 75.100 74.650 74.650 +0.150 23 453 +7
Total Volume and Open Interest 32,019 223,169 -1,576
Class III Milk(CME)
Aug16 160809 17.16 17.20 17.00 17.06 -0.08 163 4,993 -44
Sep16 160809 17.26 17.42 17.12 17.30 +0.06 178 4,791 +96
Oct16 160809 17.04 17.15 16.96 16.99 +0.01 140 3,659 +23
Nov16 160809 16.58 16.66 16.49 16.60 +0.07 85 3,354 +26
Dec16 160809 16.18 16.24 16.16 16.23 +0.07 36 2,963 +26
Jan17 160809 16.00 16.07 16.00 16.07 +0.07 71 1,307 +29
Feb17 160809 16.02 16.06 16.02 16.06 +0.06 17 1,115 +9
Mar17 160809 16.10 16.15 16.10 16.14 -0.01 37 1,124 +29
Apr17 160809 16.15 16.20 16.13 16.20 +0.06 37 996 +26
May17 160809 16.32 16.35 16.32 16.35 +0.02 25 867 +18
Jun17 160809 16.48 16.52 16.44 16.51 +0.03 22 790 +16
Jul17 160809 16.63 16.65 16.63 16.65 +0.02 16 336 +7
Aug17 160809 16.73 16.80 16.73 16.73 unch 50 309 +29
Total Volume and Open Interest 911 27,569 +311
Cocoa(ICE)
Sep16 160809 3026 3063 2961 2976 -55 28,619 49,887 -26,820
Dec16 160809 2964 2997 2943 2953 -22 25,434 89,886 +4,490
Mar17 160809 2934 2965 2920 2927 -18 5,987 54,536 +1,556
May17 160809 2922 2952 2908 2914 -18 1,195 10,197 +246
Jul17 160809 2915 2944 2904 2907 -19 140 3,460 +37
Sep17 160809 2909 2935 2897 2900 -19 48 3,957 -4
Dec17 160809 2926 2927 2891 2891 -20 104 1,002 +5
Total Volume and Open Interest 61,527 216,817 -20,490
Coffee "C"(ICE)
Sep16 160809 141.50 142.25 138.55 141.10 unch 25,230 65,601 -4,428
Dec16 160809 145.25 145.90 142.25 144.75 -0.05 15,865 72,632 +3,628
Mar17 160809 148.45 149.05 145.50 147.95 unch 3,853 24,812 +1,450
May17 160809 150.10 150.80 147.25 149.85 +0.10 834 12,718 +8
Jul17 160809 150.35 152.30 149.25 151.60 +0.05 110 3,509 +14
Sep17 160809 152.80 154.00 150.90 153.25 +0.05 35 3,323 +5
Total Volume and Open Interest 45,944 188,855 +678
Orange Juice(ICE)
Sep16 160809 178.70 184.30 176.50 183.60 +6.40 1,452 11,513 -80
Nov16 160809 177.75 185.80 177.65 184.85 +7.10 565 4,673 +146
Jan17 160809 177.95 184.50 177.90 184.40 +7.05 120 1,060 +11
Mar17 160809 181.50 182.00 181.50 181.55 +6.95 90 246 -18
May17 160809 179.15 179.15 179.15 179.15 +6.85 3 15 +1
Jul17 160809 177.45 177.45 177.45 177.45 +6.85      
Total Volume and Open Interest 2,230 17,509 +60
Sugar #11(ICE)
Oct16 160809 20.55 20.87 20.27 20.39 -0.16 69,152 438,328 -2,455
Mar17 160809 20.95 21.27 20.70 20.82 -0.13 30,875 242,882 +1,036
May17 160809 20.25 20.53 20.10 20.21 -0.07 13,551 64,236 -370
Jul17 160809 19.61 19.82 19.50 19.58 -0.03 5,921 50,451 +715
Oct17 160809 19.22 19.39 19.16 19.21 -0.01 2,191 31,428 +394
Mar18 160809 18.96 19.10 18.92 18.98 +0.02 1,068 15,233 +121
May18 160809 18.41 18.50 18.41 18.44 +0.03 185 4,596 -2
Jul18 160809 18.04 18.07 18.03 18.03 +0.04 155 4,850 +81
Total Volume and Open Interest 123,318 858,060 -390
London Cocoa(LCE)
Sep16 160809 2405 2425 2387 2390 -14 19,910 92,007 -3,200
Dec16 160809 2367 2389 2347 2350 -18 19,085 77,458 +2,542
Mar17 160809 2314 2336 2298 2300 -12 6,304 56,667 -763
May17 160809 2298 2320 2287 2287 -9 3,125 21,631 +208
Jul17 160809 2290 2314 2282 2282 -8 551 4,385 -48
Sep17 160809 2284 2303 2274 2274 -9 102 4,576 +69
Dec17 160809 2291 2292 2264 2264 -8 108 1,089 +100
Total Volume and Open Interest 49,185 257,814 -1,092
London Sugar(LCE)
Oct16 160809 554.10 560.60 547.40 549.40 -3.70 2,666 44,316 -414
Dec16 160809 556.80 562.00 549.70 551.90 -3.80 1,896 18,974 -84
Mar17 160809 558.40 563.10 552.10 554.60 -2.70 1,103 16,004 +46
May17 160809 548.30 550.90 542.00 544.10 -1.50 401 8,635 +29
Aug17 160809 533.60 535.70 529.60 531.10 +0.30 79 4,467 +15
Total Volume and Open Interest 6,444 96,469 -235
Cotton(ICE)
Oct16 160809 74.50 74.50 73.06 73.06 -3.00 82 198 -7
Dec16 160809 76.13 76.13 73.05 73.05 -3.00 23,684 186,251 -96
Mar17 160809 76.71 76.71 73.54 73.54 -3.00 6,193 40,959 +1,099
May17 160809 75.23 75.23 73.19 73.19 -3.00 1,386 5,833 +280
Jul17 160809 74.90 74.90 72.84 72.84 -3.00 642 5,227 +165
Oct17 160809 72.37 72.37 72.37 72.37 -2.64      
Total Volume and Open Interest 32,629 248,042 +1,530
Lumber(CME)
Sep16 160809 323.3 332.2 323.3 332.2 +10.0 352 3,943 -45
Nov16 160809 334.3 340.7 334.3 340.7 +10.0 89 1,195 +31
Jan17 160809 343.0 345.0 343.0 345.0 +10.0 8 63 -2
Mar17 160809 350.7 350.7 350.7 350.7 +10.0 8 31 +7
Total Volume and Open Interest 457 5,258 -9
Crude Oil(NYM)
Sep16 160809 42.83 43.52 42.47 42.77 -0.25 550,189 488,998 -45,332
Oct16 160809 43.48 44.21 43.21 43.50 -0.26 215,855 228,716 +24,135
Nov16 160809 44.30 44.95 43.96 44.25 -0.26 94,036 156,955 +16,635
Dec16 160809 44.95 45.66 44.65 44.95 -0.27 70,332 253,678 -1,092
Jan17 160809 45.63 46.24 45.29 45.56 -0.28 25,383 94,785 +7,391
Feb17 160809 46.03 46.73 45.86 46.04 -0.29 9,811 40,787 -436
Mar17 160809 46.50 47.14 46.28 46.45 -0.30 17,491 83,458 +2,476
Apr17 160809 46.66 47.38 46.63 46.80 -0.31 15,028 24,551 -156
May17 160809 47.64 47.67 46.89 47.11 -0.31 9,167 22,504 +798
Jun17 160809 47.39 48.01 47.13 47.37 -0.31 18,112 79,584 +1,147
Jul17 160809 47.87 48.14 47.38 47.60 -0.30 2,841 17,421 +18
Aug17 160809 47.82 48.03 47.76 47.82 -0.28 1,659 15,679 -235
Sep17 160809 48.31 48.31 48.03 48.03 -0.27 3,282 33,506 -60
Oct17 160809 48.10 48.25 48.10 48.25 -0.26 1,009 11,626 -374
Nov17 160809 48.48 48.48 48.48 48.48 -0.25 641 12,191 +54
Dec17 160809 48.67 49.27 48.42 48.73 -0.24 24,791 147,935 +2,714
Total Volume and Open Interest 1,063,756 1,839,827 +8,321
e-miNY Crude Oil(NYM)
Sep16 160809 42.825 43.525 42.475 42.775 -0.250 9,073 2,460 +61
Oct16 160809 43.525 44.200 43.225 43.500 -0.250 524 998 -26
Nov16 160809 44.000 44.900 44.000 44.250 -0.250 25 98 +12
Dec16 160809 44.675 45.600 44.675 44.950 -0.275 33 673 -11
Jan17 160809 45.550 46.175 45.450 45.550 -0.300 2 22 -2
Feb17 160809 46.050 46.400 46.050 46.050 -0.275 2 16 +2
Mar17 160809 46.450 46.450 46.450 46.450 -0.300 1 13 +0
Apr17 160809 46.800 46.800 46.800 46.800 -0.300 45 46 +44
May17 160809 47.100 47.100 47.100 47.100 -0.325 50 46 +44
Jun17 160809 47.625 47.950 47.275 47.375 -0.300 5 17 -1
Total Volume and Open Interest 9,806 4,587 +149
NY Harbor ULSD(NYM)
Sep16 160809 133.90 135.76 132.68 133.07 -1.29 67,688 90,340 -11,973
Oct16 160809 135.97 138.09 135.18 135.55 -1.16 39,899 65,802 +3,723
Nov16 160809 138.41 140.24 137.42 137.81 -1.10 28,074 47,577 +2,874
Dec16 160809 140.36 141.99 139.25 139.62 -1.09 18,030 51,797 -1,293
Jan17 160809 142.32 143.60 141.16 141.51 -1.05 5,659 30,503 +1,351
Feb17 160809 144.04 144.69 142.32 142.71 -1.01 2,362 13,957 -72
Mar17 160809 143.62 145.26 142.82 143.29 -0.96 2,966 15,903 +339
Apr17 160809 144.21 145.20 142.79 143.35 -0.88 2,468 8,003 -148
May17 160809 145.40 145.40 143.85 143.91 -0.80 1,450 4,457 +433
Jun17 160809 145.13 146.34 144.02 144.60 -0.77 1,836 20,999 +538
Jul17 160809 147.30 147.30 145.52 145.52 -0.73 166 2,862 +1
Aug17 160809 148.15 148.15 146.57 146.57 -0.72 95 1,773 +6
Sep17 160809 148.49 149.30 147.75 147.75 -0.67 102 1,960 +14
Oct17 160809 150.60 150.60 148.94 148.94 -0.63 56 1,644 -8
Total Volume and Open Interest 171,664 388,246 -4,315
RBOB Gasoline(NYM)
Sep16 160809 135.90 136.49 133.74 134.62 -1.58 70,810 118,533 -8,430
Oct16 160809 127.24 128.10 126.05 126.97 -0.88 50,585 79,710 +4,843
Nov16 160809 126.45 127.35 125.29 126.27 -0.53 24,023 50,238 +3,450
Dec16 160809 125.80 126.86 124.57 125.74 -0.35 18,464 50,508 +412
Jan17 160809 126.31 127.44 125.68 126.51 -0.28 6,065 21,095 +730
Feb17 160809 128.18 128.84 126.50 127.81 -0.28 2,691 7,255 +395
Mar17 160809 129.25 131.08 129.12 129.92 -0.40 2,223 15,501 +112
Apr17 160809 148.53 149.63 148.22 148.68 -0.61 1,360 14,275 -36
May17 160809 149.85 150.57 149.68 149.68 -0.63 180 5,111 -25
Jun17 160809 150.24 150.93 148.76 149.62 -0.66 351 11,008 +148
Total Volume and Open Interest 177,643 402,111 +1,623
e-miNY RBOB Gasoline(NYM)
Sep16 160809 134.62 134.62 134.62 134.62 -1.58 0 2 +0
Oct16 160809 126.97 126.97 126.97 126.97 -0.88      
Nov16 160809 126.27 126.27 126.27 126.27 -0.53      
Dec16 160809 125.74 125.74 125.74 125.74 -0.35      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Sep16 160809 2.738 2.744 2.605 2.615 -0.133 145,174 227,167 -23,410
Oct16 160809 2.769 2.777 2.651 2.659 -0.120 79,583 143,118 +9,961
Nov16 160809 2.938 2.939 2.837 2.844 -0.099 54,353 111,411 +8,416
Dec16 160809 3.188 3.188 3.093 3.098 -0.093 23,319 60,270 +1,712
Jan17 160809 3.314 3.314 3.226 3.232 -0.085 27,222 124,262 +3,298
Feb17 160809 3.299 3.299 3.222 3.226 -0.083 5,176 33,303 -152
Mar17 160809 3.256 3.256 3.181 3.186 -0.080 8,579 70,536 +1,605
Apr17 160809 2.998 3.004 2.956 2.964 -0.065 8,236 58,509 +537
May17 160809 2.973 2.981 2.934 2.941 -0.062 3,335 22,582 +662
Jun17 160809 2.999 3.003 2.969 2.975 -0.060 760 21,522 +72
Jul17 160809 3.038 3.046 3.000 3.006 -0.059 1,176 13,995 -89
Aug17 160809 3.038 3.042 3.010 3.016 -0.059 1,349 14,523 -871
Sep17 160809 3.027 3.035 2.997 3.004 -0.056 4,153 13,935 +679
Oct17 160809 3.054 3.057 3.020 3.027 -0.054 4,000 23,871 -474
Nov17 160809 3.096 3.105 3.078 3.082 -0.051 2,433 11,817 +116
Dec17 160809 3.232 3.242 3.214 3.220 -0.047 1,900 15,199 +98
Total Volume and Open Interest 374,713 1,018,612 +3,414
Brent Crude Oil(ICE)
Oct16 160809 45.25 45.77 44.76 44.98 -0.41 236,874 414,615 -16,132
Nov16 160809 45.55 46.12 45.13 45.35 -0.38 104,082 322,099 +1,650
Dec16 160809 46.08 46.65 45.65 45.87 -0.37 103,097 388,375 +3,407
Jan17 160809 46.46 47.08 46.10 46.32 -0.36 30,248 98,860 +2,756
Feb17 160809 46.91 47.46 46.52 46.74 -0.34 16,891 79,939 -48
Mar17 160809 47.29 47.85 46.92 47.12 -0.33 22,797 92,424 +2,231
Apr17 160809 47.62 48.15 47.28 47.47 -0.32 3,977 33,480 +47
May17 160809 47.93 48.42 47.61 47.80 -0.31 3,782 41,889 -430
Jun17 160809 48.18 48.78 47.91 48.12 -0.29 21,193 115,596 +504
Jul17 160809 48.90 48.90 48.42 48.42 -0.29 599 20,610 +21
Aug17 160809 49.25 49.25 48.72 48.72 -0.27 952 17,945 -29
Sep17 160809 48.99 48.99 48.99 48.99 -0.25 3,373 43,555 -245
Oct17 160809 49.26 49.26 49.26 49.26 -0.24 961 16,455 +250
Nov17 160809 49.98 49.98 49.50 49.50 -0.22 642 15,342 +9
Total Volume and Open Interest 584,160 2,195,014 -3,313
Gas Oil(ICE)
Aug16 160809 385.50 392.25 382.25 386.75 +2.75 26,586 46,824 -4,164
Sep16 160809 392.50 397.75 388.25 392.50 +2.50 82,831 151,847 -2,739
Oct16 160809 399.50 404.00 395.00 398.75 +2.00 61,911 97,252 +5,874
Nov16 160809 402.75 407.75 399.00 402.75 +2.00 28,448 61,300 +1,673
Dec16 160809 406.50 411.50 402.75 406.50 +1.75 43,682 126,548 +268
Jan17 160809 411.00 416.00 407.75 411.00 +1.50 9,939 40,106 +651
Feb17 160809 412.75 420.00 411.75 415.25 +1.75 5,512 23,530 +1,050
Mar17 160809 416.25 423.50 415.25 418.75 +1.75 3,791 24,609 +691
Apr17 160809 418.25 426.50 418.25 421.75 +1.75 845 14,165 +92
May17 160809 422.00 427.75 422.00 424.50 +1.75 889 13,923 +214
Total Volume and Open Interest 280,703 809,888 +7,068
Ethanol(CBOT)
Sep16 160809 1.430 1.436 1.418 1.422 -0.006 146 1,627 -25
Oct16 160809 1.418 1.418 1.414 1.415 -0.002 55 954 +18
Nov16 160809 1.390 1.395 1.390 1.393 -0.002 48 480 +12
Dec16 160809 1.373 1.373 1.373 1.373 -0.002 18 1,099 -2
Jan17 160809 1.362 1.362 1.362 1.362 -0.006 0 160 +0
Feb17 160809 1.366 1.366 1.366 1.366 -0.006 0 163 +0
Mar17 160809 1.380 1.380 1.380 1.380 -0.006 0 5 +0
Apr17 160809 1.397 1.397 1.397 1.397 -0.006      
Total Volume and Open Interest 267 4,494 +3
WTI Crude Oil(ICE)
Sep16 160809 42.86 43.52 42.47 42.77 -0.25 46,289 64,765 +3,877
Oct16 160809 43.59 44.22 43.22 43.50 -0.26 43,644 89,599 +1,089
Nov16 160809 44.25 44.95 43.96 44.25 -0.26 20,867 38,555 +1,559
Dec16 160809 45.00 45.63 44.67 44.95 -0.27 21,682 110,485 +1,138
Jan17 160809 45.52 46.18 45.28 45.56 -0.28 6,730 22,624 +637
Feb17 160809 45.77 46.67 45.77 46.04 -0.29 4,478 22,833 +427
Mar17 160809 46.74 47.13 46.31 46.45 -0.30 5,936 25,808 +2,917
Apr17 160809 47.21 47.41 46.67 46.80 -0.31 1,186 4,232 -109
May17 160809 47.39 47.67 46.98 47.11 -0.31 446 2,771 +19
Jun17 160809 47.85 48.00 47.24 47.37 -0.31 2,235 31,329 -601
Jul17 160809 47.60 47.60 47.60 47.60 -0.30 133 3,147 +0
Aug17 160809 47.82 47.82 47.82 47.82 -0.28 70 724 +10
Sep17 160809 48.03 48.03 48.03 48.03 -0.27 135 10,180 +10
Oct17 160809 48.30 48.30 48.25 48.25 -0.26 43 1,130 +0
Nov17 160809 48.48 48.48 48.48 48.48 -0.25 12 1,009 +2
Dec17 160809 48.52 49.26 48.52 48.73 -0.24 7,326 68,031 +1,276
Total Volume and Open Interest 162,761 539,202 +11,106
US Dollar Index(ICE)
Sep16 160809 96.310 96.465 96.015 96.132 -0.207 24,122 47,167 -1,080
Dec16 160809 96.265 96.425 95.990 96.092 -0.217 994 5,870 +356
Mar17 160809 96.245 96.325 96.010 96.063 -0.232 54 1,829 +29
Total Volume and Open Interest 25,171 54,929 -694
Australian Dollar(CME)
Sep16 160809 76.47 76.78 76.12 76.58 +0.14 89,511 98,435 +42
Dec16 160809 76.23 76.59 75.95 76.39 +0.14 205 1,707 +109
Mar17 160809 76.30 76.30 75.94 76.26 +0.15 0 13 +0
Total Volume and Open Interest 89,716 100,155 +151
British Pound(CME)
Sep16 160809 130.50 130.52 129.64 130.09 -0.38 104,024 236,251 -5,213
Dec16 160809 130.71 130.76 129.92 130.36 -0.36 1,099 2,466 +476
Mar17 160809 130.38 130.75 130.25 130.65 -0.35 35 609 +35
Total Volume and Open Interest 105,158 239,677 -4,702
Canadian Dollar(CME)
Sep16 160809 75.99 76.30 75.83 76.14 +0.18 86,354 114,482 +3,418
Dec16 160809 76.06 76.35 75.89 76.19 +0.18 521 3,922 -17
Mar17 160809 76.35 76.37 76.03 76.25 +0.19 84 448 -2
Jun17 160809 76.10 76.43 76.07 76.31 +0.19 6 150 +3
Total Volume and Open Interest 86,975 119,082 +3,412
Japanese Yen(CME)
Sep16 160809 97.77 98.39 97.68 98.30 +0.57 112,558 158,102 +1,854
Dec16 160809 98.15 98.78 98.07 98.70 +0.58 416 1,878 +193
Mar17 160809 99.12 99.12 99.12 99.12 +0.59 1 250 +1
Total Volume and Open Interest 112,977 160,349 +2,047
Swiss Franc(CME)
Sep16 160809 101.96 102.09 101.80 102.01 +0.07 20,340 43,513 -1,496
Dec16 160809 102.56 102.58 102.38 102.56 +0.07 2 102 +1
Mar17 160809 103.09 103.09 103.09 103.09 +0.07      
Total Volume and Open Interest 20,342 43,635 -1,495
EuroFX(CME)
Sep16 160809 111.05 111.41 110.89 111.26 +0.25 161,721 364,610 +6,077
Dec16 160809 111.49 111.85 111.34 111.71 +0.26 1,164 6,115 +127
Mar17 160809 112.17 112.25 111.83 112.17 +0.26 33 1,340 -1
Total Volume and Open Interest 162,930 372,779 +6,198
Mexican Peso(CME)
Aug16 160809 542.38 542.38 542.38 542.38 +4.13      
Sep16 160809 537.13 542.50 535.75 540.63 +4.13 46,817 95,979 -1,653
Total Volume and Open Interest 46,971 127,871 -1,563
Brazilian Real(CME)
Sep16 160809 312.45 317.35 312.45 315.95 +2.85 1,177 23,691 +276
Oct16 160809 313.15 314.15 310.35 313.15 +2.75 2 47 +1
Nov16 160809 310.30 310.95 310.30 310.30 +2.70      
Dec16 160809 307.60 308.55 307.60 307.60 +2.70 2 32 +2
Total Volume and Open Interest 1,181 23,770 +279
30-Year T-Bonds(CBOT)
Sep16 160809 171~150 172~300 171~080 172~230 +1~020 247,061 572,640 +5,138
Dec16 160809 170~010 171~140 169~280 171~080 +1~020 484 1,333 +109
Mar17 160809 170~040 170~040 170~040 170~040 +1~020      
Total Volume and Open Interest 247,545 573,973 +5,247
10-Year T-Notes(CBOT)
Sep16 160809 131~315 132~135 131~295 132~110 +0~095 1,315,208 2,778,246 +8,370
Dec16 160809 130~310 131~130 130~295 131~110 +0~090 4,963 28,768 +1,963
Mar17 160809 130~170 130~170 130~170 130~170 +0~090      
Total Volume and Open Interest 1,320,171 2,807,014 +10,333
5-Year T-Notes(CBOT)
Sep16 160809 121~150 121~216 121~140 121~204 +0~044 722,715 2,746,972 -5,484
Dec16 160809 121~144 121~212 121~136 121~202 +0~046 3,709 21,819 +1,347
Mar17 160809 121~104 121~104 121~104 121~104 +0~046      
Total Volume and Open Interest 726,424 2,768,791 -4,137
2 Year T-Notes(CBOT)
Sep16 160809 109~112 109~126 109~106 109~124 +0~010 262,482 1,098,426 +10,972
Dec16 160809 109~090 109~102 109~084 109~102 +0~012 7,221 15,046 +5,860
Mar17 160809 109~096 109~096 109~096 109~096 +0~012      
Total Volume and Open Interest 269,703 1,113,472 +16,832
Eurodollars(CME)
Sep16 160809 99.120 99.125 99.100 99.100 -0.020 264,514 1,180,401 -1,479
Dec16 160809 99.065 99.070 99.035 99.055 -0.010 436,734 1,449,335 +16,146
Mar17 160809 99.025 99.045 99.000 99.030 unch 250,383 1,067,772 +18,652
Jun17 160809 98.985 99.010 98.965 99.000 +0.010 259,156 967,933 +14,634
Sep17 160809 98.950 98.980 98.935 98.970 +0.015 293,713 845,808 +12,143
Dec17 160809 98.905 98.940 98.890 98.930 +0.020 426,765 1,287,972 +50,993
Mar18 160809 98.880 98.915 98.870 98.910 +0.025 215,469 620,364 -2,841
Jun18 160809 98.845 98.890 98.840 98.880 +0.025 164,448 479,389 +1,556
Sep18 160809 98.810 98.860 98.805 98.850 +0.030 155,374 439,245 +3,998
Dec18 160809 98.760 98.815 98.760 98.805 +0.030 156,431 572,873 +12,127
Mar19 160809 98.730 98.790 98.730 98.780 +0.035 86,240 394,983 -1,070
Jun19 160809 98.695 98.755 98.695 98.745 +0.035 74,854 290,959 +2,212
Sep19 160809 98.655 98.720 98.655 98.710 +0.040 56,379 236,760 +1,321
Dec19 160809 98.610 98.675 98.610 98.665 +0.040 56,096 226,070 +2,333
Mar20 160809 98.575 98.640 98.575 98.635 +0.045 43,151 145,656 -2,948
Jun20 160809 98.535 98.600 98.530 98.595 +0.045 38,070 93,667 -1,950
Sep20 160809 98.490 98.560 98.490 98.550 +0.045 32,760 85,704 +2,208
Dec20 160809 98.440 98.515 98.435 98.505 +0.050 23,181 93,648 +878
Total Volume and Open Interest 3,124,894 10,899,128 +133,892
Ultra T-Bond(CBOT)
Sep16 160809 186~07 188~13 186~00 188~00 +1~15 77,706 607,669 +2,563
Dec16 160809 187~05 187~09 185~11 187~05 +1~15 100 220 +75
Mar17 160809 186~05 186~05 186~05 186~05 +1~15      
Total Volume and Open Interest 77,806 607,889 +2,638
Ultra 10-Yr T-Note(CBOT)
Sep16 160809 144~175 145~085 144~145 145~050 +0~165 62,567 175,859 -1,594
Dec16 160809 144~245 144~245 144~245 144~245 +0~165      
Mar17 160809 144~245 144~245 144~245 144~245 +0~165      
Total Volume and Open Interest 62,567 175,859 -1,594
30 Day Federal Funds(CBOT)
Aug16 160809 99.603 99.603 99.600 99.603 +0.003 8,615 134,240 +212
Sep16 160809 99.590 99.595 99.585 99.590 unch 7,651 65,441 +57
Oct16 160809 99.560 99.570 99.560 99.565 +0.005 64,688 169,333 -2,498
Nov16 160809 99.555 99.565 99.550 99.560 +0.010 22,844 85,840 -912
Dec16 160809 99.520 99.535 99.515 99.525 +0.005 22,077 56,615 +4,306
Jan17 160809 99.480 99.505 99.475 99.495 +0.010 39,165 103,825 +892
Total Volume and Open Interest 208,035 805,008 +6,958
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 160808 99.99 99.99 99.99 99.99 unch      
Dec16 160808 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160808 99.99 99.99 99.99 99.99 unch      
Jun17 160808 99.99 99.99 99.99 99.99 unch      
Sep17 160808 99.99 99.99 99.99 99.99 unch      
Dec17 160808 99.99 99.99 99.99 99.99 unch      
Mar18 160808 100.00 100.00 100.00 100.00 unch      
Jun18 160808 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160808 151.71 151.73 151.02 151.17 -0.25 3,019 15,769 -1,847
Dec16 160808 151.31 151.31 151.31 151.31 -0.25 0 34 +0
Mar17 160808 151.23 151.23 151.23 151.23 -0.25      
Total Volume and Open Interest 3,019 15,803 -1,847
Euro-Buxl(EUREX)
Sep16 160809 193.12 194.38 192.30 194.06 +1.24 21,892 135,102 -8,047
Dec16 160809 192.40 192.40 192.40 192.40 +1.26 1 33 +1
Mar17 160809 192.40 192.40 192.40 192.40 +1.26      
Total Volume and Open Interest 21,893 135,135 -8,046
Euro-Bund(EUREX)
Sep16 160809 167.20 167.57 166.91 167.44 +0.34 426,661 1,587,610 -111,911
Dec16 160809 164.46 164.85 164.33 164.73 +0.34 3,434 55,223 +3,033
Mar17 160809 166.94 166.94 166.94 166.94 +0.34 0 36 +0
Total Volume and Open Interest 430,095 1,642,869 -108,878
Euro-Bobl(EUREX)
Sep16 160809 133.62 133.66 133.50 133.64 +0.04 238,134 1,250,478 -64,739
Dec16 160809 131.66 131.66 131.66 131.66 +0.04 5,556 17,902 +4,683
Mar17 160809 133.59 133.59 133.59 133.59 +0.04      
Total Volume and Open Interest 243,690 1,268,380 -60,056
Euro-Schatz(EUREX)
Sep16 160809 112.00 112.02 112.00 112.01 +0.00 132,012 1,060,184 -50,734
Dec16 160809 112.00 112.00 111.99 112.00 +0.00 25 1,359 +4
Mar17 160809 112.01 112.01 112.01 112.01 +0.00      
Total Volume and Open Interest 132,037 1,061,543 -50,730
3-Mth Euribor(EUREX)
Sep16 160809 100.310 100.315 100.310 100.315 unch 50 3,989 +20
Dec16 160809 100.335 100.335 100.335 100.335 unch 0 2,707 +0
Mar17 160809 100.350 100.350 100.350 100.350 +0.005 0 3,213 +0
Total Volume and Open Interest 50 76,819 +20
Long Gilt(LIFFE)
Sep16 160809 131~31 132~11 131~20 132~09 +0~17 233,233 521,564 -9,237
Dec16 160809 131~09 131~09 131~09 131~09 +0~18      
Total Volume and Open Interest 233,233 521,564 -9,237
3-Mth Short Sterling(LIFFE)
Sep16 160809 99.68 99.68 99.67 99.68 unch 150,168 413,026 -28,266
Dec16 160809 99.77 99.77 99.75 99.77 +0.01 127,698 685,503 -8,222
Mar17 160809 99.78 99.78 99.76 99.78 +0.01 70,691 371,010 +551
Jun17 160809 99.79 99.79 99.76 99.78 unch 82,149 364,403 +8,008
Sep17 160809 99.78 99.79 99.76 99.78 unch 58,148 293,812 +4,923
Dec17 160809 99.78 99.79 99.76 99.78 unch 62,571 322,128 +7,194
Total Volume and Open Interest 800,180 3,354,936 -13,973
3-Mth Euribor(LIFFE)
Sep16 160809 100.310 100.315 100.310 100.310 unch 12,503 344,210 -3,448
Dec16 160809 100.335 100.335 100.330 100.330 -0.005 24,345 460,176 -6,185
Mar17 160809 100.345 100.350 100.340 100.345 unch 32,339 387,285 -10,632
Total Volume and Open Interest 249,592 3,078,652 -15,228
3-Mth Aus T-Bills(SFE)
Sep16 160809 98.22 98.23 98.21 98.23 +0.01 9,919 166,320 +432
Dec16 160809 98.30 98.32 98.29 98.31 +0.01 15,033 187,400 +1,276
Mar17 160809 98.35 98.37 98.34 98.36 +0.01 13,217 156,078 -885
Jun17 160809 98.36 98.39 98.36 98.38 +0.02 11,017 125,568 -568
Sep17 160809 98.37 98.39 98.36 98.39 +0.02 4,636 90,322 -131
Dec17 160809 98.36 98.39 98.35 98.38 +0.02 5,032 71,760 -2,773
Mar18 160809 98.35 98.38 98.34 98.37 +0.02 3,292 58,448 -695
Jun18 160809 98.35 98.36 98.33 98.36 +0.02 1,071 43,577 -230
Sep18 160809 98.33 98.33 98.31 98.33 +0.01 305 6,705 -185
Dec18 160809 98.30 98.31 98.30 98.31 +0.02 0 3,885 +0
Total Volume and Open Interest 63,522 912,804 -3,759
10-Year Aus T-Bonds(SFE)
Sep16 160809 98.04 98.07 98.01 98.05 +0.02 104,213 823,221 +1,677
Dec16 160809 98.05 98.05 98.05 98.05 +0.02      
Total Volume and Open Interest 104,213 823,221 +1,677
3-Year Aus T-Bonds(SFE)
Sep16 160809 98.58 98.61 98.56 98.60 +0.02 135,424 800,432 +9,067
Dec16 160809 98.60 98.60 98.60 98.60 +0.02      
Total Volume and Open Interest 135,424 800,432 +9,067
Gold(CMX)
Aug16 160809 1331.8 1339.4 1328.5 1339.0 +5.6 1,107 2,738 -404
Oct16 160809 1335.9 1343.9 1331.3 1342.1 +5.7 8,562 48,225 +109
Dec16 160809 1341.2 1348.5 1336.0 1346.7 +5.4 223,143 441,167 -12,370
Feb17 160809 1344.6 1352.5 1340.3 1350.8 +5.3 4,928 27,959 +380
Apr17 160809 1349.1 1355.9 1349.1 1354.9 +5.4 1,255 7,986 -179
Jun17 160809 1352.4 1358.6 1348.7 1358.5 +5.4 1,063 13,893 +165
Aug17 160809 1361.8 1362.1 1360.7 1362.1 +5.4 1,745 6,992 +940
Oct17 160809 1365.4 1365.4 1365.4 1365.4 +5.4 82 987 +29
Dec17 160809 1362.7 1368.6 1359.0 1368.6 +5.4 250 11,475 +3
Feb18 160809 1371.4 1371.4 1371.4 1371.4 +5.4 0 55 +0
Apr18 160809 1374.1 1374.1 1374.1 1374.1 +5.3 0 3 +0
Jun18 160809 1376.8 1376.8 1376.8 1376.8 +5.3 0 4,234 +0
Total Volume and Open Interest 246,359 577,490 -13,004
Silver(CMX)
Sep16 160809 1975.0 1990.0 1960.5 1985.0 +4.5 81,161 136,833 -10,516
Dec16 160809 1987.5 2002.0 1973.5 1996.9 +4.8 15,400 62,254 +4,355
Mar17 160809 1986.5 2010.0 1986.5 2008.1 +5.2 1,228 9,968 +462
May17 160809 2014.6 2014.6 2014.6 2014.6 +5.5 33 524 +16
Jul17 160809 2017.0 2021.0 2017.0 2021.0 +5.7 226 2,386 -61
Sep17 160809 2027.5 2027.5 2027.5 2027.5 +5.8 102 489 +100
Dec17 160809 2020.5 2036.6 2014.5 2036.6 +5.9 424 2,008 -30
Total Volume and Open Interest 98,751 217,762 -5,722
Platinum(NYMEX)
Oct16 160809 1154.5 1164.0 1145.9 1159.9 +4.5 12,295 75,378 -514
Jan17 160809 1158.4 1164.6 1149.5 1162.1 +4.7 362 4,259 +88
Apr17 160809 1155.2 1164.3 1155.2 1164.3 +4.5 14 122 +14
Jul17 160809 1166.0 1166.0 1166.0 1166.0 +4.5 0 14 +0
Total Volume and Open Interest 12,678 79,831 -422
Palladium(NYMEX)
Sep16 160809 692.50 697.60 686.50 694.35 +1.05 5,457 25,678 -700
Dec16 160809 693.30 697.05 689.20 695.85 +1.10 1,301 3,954 +989
Mar17 160809 697.15 697.20 696.20 696.65 +1.00 0 40 +0
Total Volume and Open Interest 6,758 29,672 +289
Copper(CMX)
Sep16 160809 216.25 216.50 214.00 215.00 -1.50 52,267 92,815 -3,512
Dec16 160809 217.25 217.60 215.30 216.20 -1.55 14,077 63,835 +2,910
Mar17 160809 218.15 218.25 216.40 217.25 -1.55 2,516 22,198 +622
May17 160809 217.55 218.80 217.35 217.95 -1.55 167 5,037 +71
Jul17 160809 218.90 218.90 218.55 218.55 -1.55 32 902 +14
Total Volume and Open Interest 69,442 193,689 +80
E-mini DJIA Index(CBOT)
Sep16 160809 18466 18522 18442 18466 +6 122,773 147,046 +5,069
Dec16 160809 18363 18433 18347 18375 +5 139 586 +49
Mar17 160809 18340 18340 18297 18297 +5 104 212 +92
Jun17 160809 18290 18290 18256 18256 +5      
Total Volume and Open Interest 123,016 147,844 +5,210
S & P 500(CME)
Sep16 160809 2176.00 2183.20 2174.00 2177.60 +2.10 4,261 91,044 -571
Dec16 160809 2170.30 2175.00 2167.00 2170.30 +2.30 1 1,031 +2
Mar17 160809 2163.70 2168.20 2160.20 2163.70 +2.50 0 62 +2
Jun17 160809 2157.50 2161.80 2153.80 2157.50 +2.70 0 60 +0
Total Volume and Open Interest 4,262 92,197 -567
S & P 500 E-Mini(Globex)
Sep16 160809 2176.00 2183.50 2173.75 2177.50 +2.00 1,370,482 2,882,132 -3,049
Dec16 160809 2169.00 2176.25 2166.50 2170.25 +2.25 2,303 41,145 +222
Mar17 160809 2165.00 2169.00 2160.25 2163.75 +2.50 492 637 -225
Jun17 160809 2157.50 2157.50 2157.50 2157.50 +2.75 0 320 +0
Total Volume and Open Interest 1,373,277 2,924,235 -3,052
NASDAQ 100 E-Mini(Globex)
Sep16 160809 4780.50 4807.80 4777.50 4791.80 +12.50 180,947 291,048 +4,742
Dec16 160809 4772.30 4800.50 4771.50 4784.80 +13.00 244 600 +69
Mar17 160809 4778.80 4782.80 4778.80 4778.80 +13.00 0 49 +0
Total Volume and Open Interest 181,191 291,705 +4,811
S&P Midcap 400(CME) e-Mini
Sep16 160809 1560.00 1564.00 1558.00 1560.10 -0.40 12,836 83,879 +1,088
Dec16 160809 1554.70 1556.50 1554.70 1554.70 -0.40 0 10 +0
Mar17 160809 1555.20 1555.20 1555.20 1555.20 -0.40      
Total Volume and Open Interest 12,836 83,889 +1,088
Volatility Index(CBOE)
Aug16 160809 12.50 12.70 12.05 12.38 -0.10 74,312 200,838 -21,730
Sep16 160809 15.15 15.18 14.60 14.88 -0.25 64,373 175,546 +24,232
Oct16 160809 17.00 17.09 16.45 16.68 -0.32 18,371 55,962 +2,237
Nov16 160809 17.75 17.81 17.25 17.48 -0.25 11,589 36,119 +2,432
Total Volume and Open Interest 177,292 525,668 +8,420
Russell 2000(ICE)
Sep16 160809 1227.80 1232.30 1227.20 1229.90 +2.70 71,610 327,599 -449
Dec16 160809 1223.90 1225.40 1223.90 1225.40 +2.70 22 1,016 +4
Mar17 160809 1221.40 1221.40 1221.40 1221.40 +2.70 0 250 +0
Total Volume and Open Interest 71,637 329,035 -440
Nikkei 225(CME)
Sep16 160809 16650 16775 16625 16695 +40 12,016 34,507 -534
Dec16 160809 16685 16715 16595 16645 +40 6 183 +3
Total Volume and Open Interest 12,022 34,690 -531
Nikkei 225(SGX)
Sep16 160809 16720 16745 16705 16705 +100 57,226 196,356 -3,586
Dec16 160809 16550 16620 16500 16590 +100 155 6,680 -71
Mar17 160808 16460 16460 16460 16460 +425      
Total Volume and Open Interest 94,919 216,817 +3,185
Nikkei 225(CME) Yen
Sep16 160809 16625 16760 16605 16680 +45 49,865 68,429 -1,832
Dec16 160809 16550 16610 16500 16550 +45 0 40 +1
Mar17 160809 16500 16500 16500 16500 +45      
Total Volume and Open Interest 49,865 68,469 -1,831
Nikkei 225(CME) e-Mini Yen
Sep16 160809 16680 16750 16630 16680 +50 1 12 +1
Dec16 160809 16550 16550 16550 16550 +50      
Mar17 160809 16500 16500 16500 16500 +50      
Total Volume and Open Interest 1 12 +1
CAC 40(EURONEXT)
Aug16 160809 4409.0 4469.5 4406.5 4468.5 +53.0 71,184 266,710 +2,059
Sep16 160809 4407.0 4467.0 4406.0 4467.0 +53.0 399 13,056 -40
Oct16 160809 4427.0 4455.5 4427.0 4455.5 +53.0 4 18 +2
Total Volume and Open Interest 71,587 279,830 +2,021
Hang Seng Index(HKFE)
Aug16 160809 22451 22469 22369 22429 -19 95,972 115,380 +2,724
Sep16 160809 22401 22401 22315 22369 -26 695 7,753 +443
Total Volume and Open Interest 97,030 128,306 +3,464
DAX(EUREX)
Sep16 160809 10406.0 10700.5 10406.0 10697.0 +263.5 73,982 148,392 -3,005
Dec16 160809 10443.5 10686.0 10443.5 10684.0 +263.5 212 5,976 +154
Mar17 160809 10676.5 10676.5 10676.5 10676.5 +263.0 0 180 -5
Total Volume and Open Interest 74,194 154,548 -2,856
Mini-DAX(EUREX)
Sep16 160809 10410.0 10700.0 10407.0 10697.0 +263.5 18,991 8,624 -1,726
Dec16 160809 10441.0 10684.0 10441.0 10684.0 +263.5 59 190 -5
Mar17 160809 10465.0 10676.5 10459.0 10676.5 +263.0 0 11 +0
Total Volume and Open Interest 19,050 8,825 -1,731
FT-SE 100(EURONEXT)
Sep16 160809 6772.00 6817.50 6762.00 6804.00 +40.00 112,035 644,999 -5,339
Dec16 160809 6736.00 6773.50 6736.00 6762.50 +40.00 40 234 +22
Mar17 160809 6703.00 6703.00 6703.00 6703.00 +40.00      
Total Volume and Open Interest 112,075 645,233 -5,317
SPI 200(SFE)
Sep16 160809 5483.0 5507.0 5481.0 5490.0 +7.0 22,305 293,756 +109
Dec16 160809 5479.0 5479.0 5474.0 5474.0 +6.0 2 2,583 +0
Mar17 160809 5425.0 5425.0 5425.0 5425.0 +6.0 0 1,436 +0
Total Volume and Open Interest 22,374 299,170 +168
FTSE MIB(ISE)
Sep16 160809 16720.00 16845.00 16680.00 16771.00 +47.00 28,919 40,318 +496
Dec16 160809 16645.00 16690.00 16580.00 16646.00 +49.00 15 267 +4
Mar17 160809 16653.00 16653.00 16653.00 16653.00 +49.00      
Total Volume and Open Interest 28,934 40,585 +500
KOSPI 200(KFE)
Sep16 160809 254.45 256.65 254.00 256.00 +1.80 107,804 129,775 +3,368
Dec16 160809 255.15 257.40 254.95 256.90 +1.95 332 9,600 +12
Mar17 160809 253.40 254.50 253.20 254.50 +2.25 12 1,124 +3
Total Volume and Open Interest 108,148 143,522 +3,383
GSCI(CME)
Aug16 160809 344.00 346.95 342.80 343.35 -2.35 1,847 10,064 -1,790
Sep16 160809 349.00 349.60 346.15 346.40 -2.20 1,820 2,733 +1,783
Oct16 160809 349.90 349.90 349.90 349.90 -2.35      
Total Volume and Open Interest 3,667 12,797 -7
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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