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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 16, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep16 160816 1022.25 1028.50 1012.25 1019.50 -4.25 18,362 45,578 -2,092
Nov16 160816 1008.50 1015.75 1001.00 1007.25 -2.00 146,690 380,785 -3,152
Jan17 160816 1008.00 1015.00 1000.75 1007.00 -1.50 24,180 70,829 +1,887
Mar17 160816 1001.00 1006.75 993.00 998.75 -3.00 17,817 67,678 -480
May17 160816 999.75 1003.50 991.00 995.00 -4.00 6,724 36,003 +630
Jul17 160816 1001.50 1003.75 991.75 995.25 -3.75 11,284 39,558 -962
Aug17 160816 995.25 996.75 988.00 988.00 -4.50 74 452 +10
Sep17 160816 967.50 967.50 960.50 962.00 -4.75 155 501 +68
Nov17 160816 943.00 947.00 936.75 937.75 -6.25 6,404 31,253 -5
Jan18 160816 939.50 939.50 939.50 939.50 -6.00 33 558 +17
Mar18 160816 937.00 937.00 937.00 937.00 -6.75 0 71 +0
May18 160816 939.00 939.00 939.00 939.00 -7.00 0 50 +0
Jul18 160816 942.50 942.50 942.50 942.50 -7.00 0 128 +0
Aug18 160816 940.00 940.00 940.00 940.00 -6.75 0 17 +0
Total Volume and Open Interest 231,723 673,704 -4,483
Soybean Meal(CBOT)
Sep16 160816 339.60 343.20 335.70 336.70 -2.90 18,355 45,519 -1,803
Oct16 160816 337.20 340.60 333.60 334.20 -2.70 9,779 32,177 +375
Dec16 160816 334.80 338.50 331.50 332.30 -2.40 51,180 161,452 -1,987
Jan17 160816 332.10 335.60 328.90 329.60 -2.10 5,583 31,978 +221
Mar17 160816 325.30 328.60 322.70 323.30 -1.80 6,335 30,595 -357
May17 160816 320.20 324.90 319.60 320.30 -2.00 4,206 21,110 +650
Jul17 160816 323.10 325.40 319.80 320.30 -2.00 3,865 20,374 +745
Aug17 160816 322.10 322.60 317.90 318.30 -2.00 313 2,163 +10
Sep17 160816 319.10 319.10 314.90 315.10 -1.90 228 1,871 +30
Oct17 160816 309.70 310.70 306.50 306.60 -2.20 368 2,263 +42
Total Volume and Open Interest 101,540 357,880 -1,939
Soybean Oil(CBOT)
Sep16 160816 33.16 33.52 32.91 33.38 +0.17 16,125 49,822 +1,139
Oct16 160816 33.29 33.66 33.05 33.52 +0.17 7,514 34,234 +1,436
Dec16 160816 33.60 33.95 33.34 33.82 +0.18 59,975 170,935 -2,747
Jan17 160816 33.84 34.18 33.58 34.05 +0.18 5,187 35,099 +58
Mar17 160816 33.98 34.32 33.73 34.19 +0.16 4,508 28,136 +1,152
May17 160816 34.19 34.44 33.86 34.31 +0.14 2,791 18,359 +229
Jul17 160816 34.41 34.59 34.04 34.46 +0.12 2,859 11,860 +339
Aug17 160816 34.55 34.56 34.25 34.50 +0.11 162 3,459 +17
Sep17 160816 34.47 34.47 34.47 34.47 +0.09 339 2,705 +3
Oct17 160816 34.05 34.31 33.96 34.24 unch 372 1,663 +58
Total Volume and Open Interest 100,600 362,692 +1,634
Canola(WCE)
Nov16 160816 468.2 468.8 463.9 465.6 -2.9 12,009 126,255 -979
Jan17 160816 475.0 475.3 470.5 472.0 -3.0 2,602 24,398 +589
Mar17 160816 478.9 480.0 476.3 477.9 -2.7 662 6,025 +88
May17 160816 484.2 485.1 481.0 482.7 -2.9 137 4,851 +48
Jul17 160816 488.1 489.1 485.6 486.8 -2.7 156 7,189 +48
Total Volume and Open Interest 15,666 172,736 -167
Corn(CBOT)
Sep16 160816 326.75 329.00 324.25 327.50 +1.00 146,083 264,963 -28,506
Dec16 160816 337.00 339.25 334.25 337.25 +0.25 290,785 704,400 +16,782
Mar17 160816 347.50 349.25 344.50 347.25 +0.25 59,307 181,237 +5,784
May17 160816 353.75 355.75 351.00 353.75 unch 13,388 46,206 +3,555
Jul17 160816 360.50 362.50 358.00 360.25 -0.25 20,072 88,230 +3,570
Sep17 160816 367.25 368.75 365.00 367.00 -0.25 7,911 33,475 +953
Dec17 160816 376.25 378.00 373.75 375.75 -0.25 13,163 56,391 +2,807
Mar18 160816 384.50 385.25 383.50 385.00 -0.25 292 2,566 +21
May18 160816 390.00 390.00 390.00 390.00 unch 48 641 +23
Jul18 160816 393.25 393.50 392.25 393.25 unch 32 1,084 +8
Total Volume and Open Interest 551,543 1,381,675 +5,213
Wheat(CBOT)
Sep16 160816 420.00 428.00 414.50 423.50 +1.50 79,674 128,413 -9,739
Dec16 160816 435.75 443.00 432.25 439.50 +1.25 57,339 221,289 +8,431
Mar17 160816 455.50 461.50 452.00 457.75 +1.50 13,197 59,558 +272
May17 160816 466.00 473.00 464.50 469.50 +2.00 2,844 14,439 +136
Jul17 160816 475.00 480.75 473.00 477.50 +2.25 2,360 26,084 +358
Sep17 160816 486.50 493.25 485.75 490.50 +2.25 143 2,659 +16
Total Volume and Open Interest 155,781 459,104 -462
Wheat(KCBT)
Sep16 160816 410.75 415.50 406.25 411.25 -0.50 27,698 91,112 -4,183
Dec16 160816 436.25 441.00 432.25 437.25 -0.50 17,979 87,962 +2,981
Mar17 160816 452.00 456.50 448.00 453.00 -0.50 3,709 32,012 +113
May17 160816 463.00 466.00 458.50 463.00 -0.75 1,215 12,334 -234
Jul17 160816 471.00 476.00 467.75 472.50 -0.50 1,654 17,305 +368
Sep17 160816 488.00 488.00 487.75 488.00 -0.50 137 1,681 +23
Dec17 160816 510.25 510.25 507.00 510.25 -0.50 4 1,007 +0
Total Volume and Open Interest 52,398 243,613 -931
Wheat(MGE)
Sep16 160816 513.75 522.50 512.25 516.50 +1.25 8,278 17,179 -741
Dec16 160816 516.00 521.50 514.50 516.50 -0.50 5,516 20,678 +1,090
Mar17 160816 528.25 532.25 526.50 527.75 -1.00 1,414 12,126 +269
May17 160816 538.75 540.00 535.00 535.75 -1.50 340 5,287 +48
Jul17 160816 545.00 547.25 544.75 544.75 -1.75 275 2,713 -53
Sep17 160816 556.75 556.75 553.75 553.75 -2.25 76 2,132 +5
Total Volume and Open Interest 15,932 61,025 +624
Oats(CBOT)
Sep16 160816 172.25 173.00 171.00 172.50 +0.50 125 1,745 -40
Dec16 160816 186.50 188.00 185.00 187.25 +0.75 299 7,359 +87
Mar17 160816 197.50 198.50 196.50 197.75 +1.00 20 1,212 +0
May17 160816 202.75 202.75 202.75 202.75 +3.25 0 29 +0
Total Volume and Open Interest 444 10,345 +47
Rough Rice(CBOT)
Sep16 160816 10.24 10.65 10.16 10.44 +0.19 553 7,513 -196
Nov16 160816 10.32 10.70 10.26 10.51 +0.17 436 4,410 +114
Jan17 160816 10.63 10.95 10.63 10.76 +0.16 117 228 +34
Mar17 160816 10.98 10.98 10.98 10.98 +0.17 0 48 +0
Total Volume and Open Interest 1,106 12,201 -48
Live Cattle(CME)
Aug16 160816 115.885 116.285 114.330 115.500 -0.430 1,848 11,333 -956
Oct16 160816 113.850 114.480 112.250 113.400 -0.580 12,689 109,604 -279
Dec16 160816 115.000 115.330 113.550 114.250 -0.885 4,773 61,598 +140
Feb17 160816 114.700 114.885 113.400 113.900 -0.950 3,236 29,213 +514
Apr17 160816 113.250 113.430 112.200 112.450 -1.030 1,183 18,474 +258
Jun17 160816 106.100 106.285 105.200 105.350 -1.100 467 8,225 +241
Total Volume and Open Interest 24,416 242,245 +45
Feeder Cattle(CME)
Aug16 160816 148.435 148.685 146.830 147.130 -1.520 811 6,312 -149
Sep16 160816 146.800 147.200 145.185 145.580 -1.500 2,455 11,994 -67
Oct16 160816 143.735 144.300 142.250 142.785 -1.095 2,023 14,974 +135
Nov16 160816 140.650 141.100 139.185 139.685 -1.215 628 6,155 +102
Jan17 160816 136.100 136.650 134.700 135.130 -1.120 330 3,916 -65
Mar17 160816 133.600 134.075 132.535 133.000 -1.100 113 1,440 +4
Apr17 160816 133.130 133.325 132.350 132.685 -0.890 45 366 +16
Total Volume and Open Interest 6,423 45,340 -23
Lean Hogs(CME)
Oct16 160816 62.900 63.250 59.630 59.850 -2.650 14,044 99,244 -610
Dec16 160816 57.285 57.600 55.285 55.450 -1.585 5,218 56,925 -168
Feb17 160816 61.300 61.580 59.950 60.130 -1.170 2,220 25,842 -223
Apr17 160816 66.035 66.150 65.225 65.450 -0.585 677 19,560 +10
May17 160816 71.730 71.730 71.385 71.385 -0.250 22 267 +10
Jun17 160816 75.850 75.885 75.100 75.350 -0.880 314 3,180 +168
Jul17 160816 74.850 74.850 74.300 74.650 -0.650 87 510 +38
Aug17 160816 73.580 73.580 73.000 73.100 -1.100 36 257 +20
Total Volume and Open Interest 22,618 205,984 -13,457
Class III Milk(CME)
Aug16 160816 16.99 17.02 16.98 16.99 -0.01 82 4,744 -5
Sep16 160816 17.29 17.45 17.20 17.39 +0.17 281 5,099 +86
Oct16 160816 16.99 17.15 16.91 17.11 +0.21 116 3,991 +61
Nov16 160816 16.64 16.80 16.61 16.75 +0.15 31 3,488 -2
Dec16 160816 16.29 16.36 16.28 16.34 +0.14 76 3,022 -8
Jan17 160816 16.10 16.16 16.04 16.16 +0.10 21 1,394 +7
Feb17 160816 16.11 16.17 16.11 16.17 +0.07 9 1,172 +7
Mar17 160816 16.14 16.17 16.14 16.17 +0.03 26 1,180 +26
Apr17 160816 16.22 16.29 16.22 16.22 +0.06 4 1,040 +2
May17 160816 16.35 16.40 16.35 16.40 +0.05 3 932 +1
Jun17 160816 16.55 16.55 16.55 16.55 +0.07 4 867 +4
Jul17 160816 16.70 16.70 16.70 16.70 +0.08 6 387 +4
Aug17 160816 16.77 16.77 16.77 16.77 +0.06 5 329 +4
Total Volume and Open Interest 676 28,680 +198
Cocoa(ICE)
Sep16 160816 3046 3063 3020 3041 +11 6,086 10,788 -5,497
Dec16 160816 3035 3064 3014 3059 +44 15,497 106,184 +2,232
Mar17 160816 3006 3034 2986 3030 +44 2,437 60,973 -356
May17 160816 2997 3019 2969 3015 +45 644 10,916 +182
Jul17 160816 2976 3009 2963 3006 +46 103 3,562 +0
Sep17 160816 2977 2997 2976 2997 +47 55 4,057 +31
Dec17 160816 2986 2986 2986 2986 +47 0 1,038 +0
Total Volume and Open Interest 24,822 201,409 -3,408
Coffee "C"(ICE)
Sep16 160816 136.75 137.90 136.35 137.40 +0.45 17,108 30,785 -8,186
Dec16 160816 140.10 141.50 139.90 140.75 +0.20 15,102 91,022 +1,858
Mar17 160816 143.35 144.55 143.00 143.90 +0.15 3,849 29,600 -297
May17 160816 145.10 146.40 144.90 145.75 +0.15 741 14,237 -129
Jul17 160816 146.85 148.15 146.75 147.55 +0.20 165 3,550 +8
Sep17 160816 148.75 149.15 148.40 149.15 +0.20 262 3,151 -64
Total Volume and Open Interest 37,290 178,952 -6,771
Orange Juice(ICE)
Sep16 160816 180.55 181.70 176.95 178.60 -2.75 821 8,526 -443
Nov16 160816 181.85 182.65 178.00 179.55 -3.00 787 6,638 +232
Jan17 160816 181.35 181.35 178.00 179.55 -2.80 158 1,286 +132
Mar17 160816 178.55 178.60 178.55 178.60 -2.75 4 265 -1
May17 160816 177.40 177.40 177.40 177.40 -2.55 0 15 +0
Jul17 160816 176.20 176.20 176.20 176.20 -2.55      
Total Volume and Open Interest 1,770 16,732 -80
Sugar #11(ICE)
Oct16 160816 20.09 20.44 20.02 20.26 +0.28 29,826 433,433 +102
Mar17 160816 20.50 20.92 20.50 20.74 +0.29 14,115 251,700 +3,254
May17 160816 20.00 20.32 19.96 20.16 +0.24 6,078 76,783 +1,449
Jul17 160816 19.45 19.72 19.40 19.58 +0.21 1,428 52,098 +427
Oct17 160816 19.06 19.36 19.06 19.25 +0.22 574 31,911 +23
Mar18 160816 18.91 19.14 18.87 19.05 +0.23 172 15,822 +87
May18 160816 18.38 18.53 18.28 18.50 +0.24 2 4,645 +1
Jul18 160816 17.98 18.12 17.93 18.12 +0.26 1 4,920 +0
Total Volume and Open Interest 52,204 877,456 +5,347
London Cocoa(LCE)
Sep16 160816 2475 2486 2455 2485 +17 5,149 85,642 -391
Dec16 160816 2424 2432 2408 2431 +14 7,352 82,286 +1,136
Mar17 160816 2373 2379 2355 2377 +10 6,561 56,744 +73
May17 160816 2353 2362 2338 2360 +10 960 21,663 +132
Jul17 160816 2353 2355 2332 2354 +10 105 4,628 +12
Sep17 160816 2338 2345 2336 2345 +9 17 4,798 -2
Dec17 160816 2335 2335 2335 2335 +8 14 1,197 +14
Total Volume and Open Interest 20,158 256,959 +974
London Sugar(LCE)
Oct16 160816 545.90 550.60 541.90 544.50 +4.20 1,370 40,401 -513
Dec16 160816 548.30 552.90 544.50 547.60 +4.70 581 19,896 -148
Mar17 160816 549.60 554.30 545.90 549.40 +5.00 229 17,140 +50
May17 160816 539.00 543.00 539.00 540.20 +4.50 74 9,260 +44
Aug17 160816 528.90 532.10 528.90 529.30 +4.30 26 4,500 +7
Total Volume and Open Interest 2,294 95,386 -559
Cotton(ICE)
Oct16 160816 68.09 68.09 66.23 68.01 -0.08 45 167 -10
Dec16 160816 68.75 69.00 66.88 68.60 -0.26 23,433 178,560 -1,195
Mar17 160816 69.31 69.57 67.51 69.09 -0.32 3,940 43,451 +129
May17 160816 69.40 69.47 67.70 69.06 -0.46 483 6,037 +17
Jul17 160816 69.15 69.15 67.70 68.83 -0.63 230 5,247 -37
Oct17 160816 68.50 68.50 68.50 68.50 -0.56      
Total Volume and Open Interest 28,442 243,428 -1,035
Lumber(CME)
Sep16 160816 325.5 327.6 322.1 323.3 -1.3 197 3,415 -61
Nov16 160816 336.8 336.9 331.9 333.5 -1.5 105 1,750 +50
Jan17 160816 337.8 338.7 337.8 338.7 unch 2 112 -1
Mar17 160816 340.7 342.3 340.7 340.9 +0.7 1 32 +0
Total Volume and Open Interest 305 5,332 -12
Crude Oil(NYM)
Sep16 160816 45.59 46.73 45.34 46.58 +0.84 536,081 243,440 -26,735
Oct16 160816 46.25 47.37 46.00 47.22 +0.82 186,973 396,207 +6,609
Nov16 160816 46.92 48.06 46.69 47.92 +0.82 68,608 215,917 +1,463
Dec16 160816 47.58 48.72 47.33 48.57 +0.80 70,116 260,141 +1,127
Jan17 160816 48.14 49.29 47.93 49.17 +0.80 19,750 119,849 -107
Feb17 160816 48.59 49.76 48.42 49.65 +0.80 11,755 41,259 +395
Mar17 160816 49.03 50.17 48.87 50.05 +0.79 17,012 96,086 +2,201
Apr17 160816 49.26 50.39 49.23 50.37 +0.77 5,862 31,203 +665
May17 160816 49.64 50.67 49.50 50.64 +0.76 6,544 25,193 +696
Jun17 160816 50.02 50.98 49.66 50.86 +0.75 17,724 83,100 +201
Jul17 160816 49.98 51.04 49.98 51.04 +0.73 1,581 18,512 +306
Aug17 160816 50.15 51.21 50.15 51.21 +0.72 1,886 16,100 +320
Sep17 160816 50.62 51.37 50.26 51.37 +0.71 3,714 34,493 +311
Oct17 160816 51.46 51.54 51.02 51.54 +0.70 1,134 11,943 +189
Nov17 160816 51.72 51.72 51.72 51.72 +0.69 1,528 12,633 +313
Dec17 160816 51.06 52.03 50.77 51.91 +0.68 24,866 146,901 -823
Total Volume and Open Interest 980,804 1,887,585 -12,331
e-miNY Crude Oil(NYM)
Sep16 160816 45.600 46.725 45.350 46.575 +0.825 11,932 2,300 -223
Oct16 160816 46.275 47.375 46.025 47.225 +0.825 1,229 1,428 +50
Nov16 160816 46.850 48.075 46.825 47.925 +0.825 43 166 +9
Dec16 160816 47.975 48.650 47.675 48.575 +0.800 203 620 -141
Jan17 160816 48.475 49.225 48.275 49.175 +0.800 9 28 -7
Feb17 160816 49.650 49.675 48.775 49.650 +0.800 2 14 +2
Mar17 160816 50.050 50.075 49.175 50.050 +0.800 2 17 -2
Apr17 160816 50.375 50.375 50.375 50.375 +0.775 4 49 +0
May17 160816 50.650 50.650 50.650 50.650 +0.775 4 31 +0
Jun17 160816 50.975 50.975 50.000 50.850 +0.750 12 16 -1
Total Volume and Open Interest 13,471 4,899 -284
NY Harbor ULSD(NYM)
Sep16 160816 144.80 146.72 143.80 146.13 +1.14 48,722 64,727 -3,111
Oct16 160816 146.56 148.64 145.81 148.14 +1.27 30,001 78,085 +1,812
Nov16 160816 148.43 150.46 147.70 150.02 +1.34 19,387 63,872 +1,124
Dec16 160816 150.18 151.94 149.21 151.54 +1.40 14,727 57,947 -38
Jan17 160816 150.92 153.56 150.92 153.17 +1.39 6,356 33,600 +929
Feb17 160816 152.17 154.48 152.00 154.10 +1.34 2,481 14,004 -241
Mar17 160816 153.83 154.81 152.37 154.37 +1.29 2,922 15,582 +35
Apr17 160816 154.06 154.53 152.39 154.15 +1.26 1,451 8,917 +284
May17 160816 152.55 154.53 152.55 154.53 +1.24 753 6,451 +29
Jun17 160816 154.45 155.46 152.93 155.04 +1.25 2,377 22,182 +279
Jul17 160816 156.18 156.23 155.81 155.81 +1.24 212 2,812 -50
Aug17 160816 154.75 156.75 154.75 156.75 +1.23 143 1,689 -10
Sep17 160816 157.86 157.86 156.39 157.86 +1.24 149 2,097 -4
Oct17 160816 158.98 158.98 158.98 158.98 +1.25 123 1,644 -24
Total Volume and Open Interest 131,103 404,705 +596
RBOB Gasoline(NYM)
Sep16 160816 139.50 142.67 138.80 142.26 +2.19 59,758 84,834 -8,185
Oct16 160816 133.05 136.69 132.70 136.26 +2.74 50,166 105,967 +4,632
Nov16 160816 132.92 136.23 132.32 135.86 +2.67 22,517 63,567 +2,780
Dec16 160816 132.47 135.82 131.97 135.52 +2.65 13,282 54,324 +558
Jan17 160816 133.25 136.32 132.72 136.15 +2.69 4,374 26,384 +455
Feb17 160816 135.31 137.36 133.97 137.32 +2.71 1,508 7,364 -38
Mar17 160816 136.01 139.31 135.97 139.17 +2.66 1,802 17,588 -45
Apr17 160816 154.62 157.86 154.57 157.73 +2.51 365 15,719 +91
May17 160816 156.54 158.68 156.11 158.68 +2.43 90 5,576 -15
Jun17 160816 156.43 158.60 155.63 158.51 +2.33 569 11,872 +152
Total Volume and Open Interest 156,663 422,465 +655
e-miNY RBOB Gasoline(NYM)
Sep16 160816 142.26 142.26 142.26 142.26 +2.19 0 1 +0
Oct16 160816 136.26 136.26 136.26 136.26 +2.74      
Nov16 160816 135.86 135.86 135.86 135.86 +2.67      
Dec16 160816 135.52 135.52 135.52 135.52 +2.65      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Sep16 160816 2.591 2.630 2.580 2.617 +0.027 134,470 129,770 -16,280
Oct16 160816 2.624 2.670 2.621 2.657 +0.028 79,750 208,663 +13,251
Nov16 160816 2.806 2.842 2.801 2.833 +0.022 36,038 175,924 +2,627
Dec16 160816 3.063 3.097 3.063 3.092 +0.019 19,955 71,981 +3,389
Jan17 160816 3.198 3.235 3.198 3.229 +0.018 25,734 136,732 +2,849
Feb17 160816 3.203 3.228 3.197 3.226 +0.021 4,868 34,851 +78
Mar17 160816 3.160 3.187 3.156 3.187 +0.023 11,867 77,807 +381
Apr17 160816 2.939 2.956 2.929 2.947 +0.016 9,790 61,772 -1,231
May17 160816 2.916 2.930 2.905 2.924 +0.016 3,881 23,444 -486
Jun17 160816 2.947 2.964 2.937 2.956 +0.016 3,496 21,877 -521
Jul17 160816 2.983 2.989 2.974 2.987 +0.018 2,748 15,201 +175
Aug17 160816 2.991 3.015 2.974 2.996 +0.018 660 13,851 +1
Sep17 160816 2.973 2.981 2.961 2.980 +0.018 870 15,136 +126
Oct17 160816 2.998 3.005 2.984 3.002 +0.017 1,522 25,434 -43
Nov17 160816 3.053 3.061 3.041 3.059 +0.017 1,411 11,957 +16
Dec17 160816 3.195 3.201 3.182 3.201 +0.017 908 15,466 -2
Total Volume and Open Interest 339,973 1,094,118 +4,409
Brent Crude Oil(ICE)
Oct16 160816 48.22 49.36 47.90 49.23 +0.88 258,003 345,731 -7,872
Nov16 160816 48.46 49.60 48.15 49.48 +0.87 108,560 392,038 +10,524
Dec16 160816 48.86 50.00 48.57 49.88 +0.85 98,048 390,164 +2,603
Jan17 160816 49.22 50.36 48.96 50.25 +0.85 25,184 102,715 -1,121
Feb17 160816 49.65 50.73 49.36 50.62 +0.84 14,625 87,050 +512
Mar17 160816 49.98 51.09 49.73 50.98 +0.83 20,328 100,893 +4,045
Apr17 160816 50.29 51.39 50.09 51.28 +0.81 5,914 34,087 +93
May17 160816 50.58 51.65 50.34 51.56 +0.80 2,993 40,662 -137
Jun17 160816 50.84 51.92 50.60 51.81 +0.78 19,873 111,870 -288
Jul17 160816 51.38 52.06 51.38 52.06 +0.76 1,189 20,362 -541
Aug17 160816 52.30 52.30 52.30 52.30 +0.74 1,430 18,098 +368
Sep17 160816 52.52 52.52 52.52 52.52 +0.74 1,523 46,803 +13
Oct17 160816 52.74 52.74 52.74 52.74 +0.74 1,240 17,946 +136
Nov17 160816 52.93 52.93 52.93 52.93 +0.74 943 15,812 +283
Total Volume and Open Interest 606,881 2,221,863 +10,316
Gas Oil(ICE)
Sep16 160816 424.25 429.75 421.50 428.75 +6.25 56,093 144,817 -5,984
Oct16 160816 430.00 435.75 427.50 434.50 +6.25 41,307 113,601 -3,405
Nov16 160816 432.50 439.00 430.75 437.75 +6.50 10,799 66,233 +1,042
Dec16 160816 436.00 442.25 434.00 441.00 +6.50 21,242 133,780 +1,934
Jan17 160816 439.00 446.25 438.25 444.75 +6.25 6,816 42,002 +52
Feb17 160816 443.50 449.50 441.75 448.25 +6.25 2,682 26,970 +431
Mar17 160816 446.50 452.50 444.75 451.25 +6.25 1,963 26,660 -37
Apr17 160816 447.25 454.75 447.25 453.75 +6.25 1,006 15,265 +2
May17 160816 450.75 457.50 449.50 456.00 +6.00 1,027 14,481 -159
Jun17 160816 453.75 460.00 452.00 458.50 +6.00 4,649 45,790 +758
Total Volume and Open Interest 153,372 802,718 -5,041
Ethanol(CBOT)
Sep16 160816 1.448 1.450 1.436 1.445 +0.014 246 1,489 -55
Oct16 160816 1.446 1.446 1.431 1.441 +0.016 25 972 -2
Nov16 160816 1.419 1.419 1.418 1.418 +0.016 2 546 +2
Dec16 160816 1.414 1.414 1.397 1.398 +0.016 1 1,134 +0
Jan17 160816 1.380 1.387 1.380 1.387 +0.016 1 160 +0
Feb17 160816 1.391 1.391 1.391 1.391 +0.016 0 163 +0
Mar17 160816 1.405 1.405 1.405 1.405 +0.016 0 5 +0
Apr17 160816 1.422 1.422 1.422 1.422 +0.016      
Total Volume and Open Interest 275 4,475 -55
WTI Crude Oil(ICE)
Sep16 160816 45.59 46.74 45.35 46.58 +0.84 39,808 50,803 -7,037
Oct16 160816 46.32 47.37 46.00 47.22 +0.82 47,285 92,540 +499
Nov16 160816 46.94 48.06 46.71 47.92 +0.82 19,469 46,980 +1,331
Dec16 160816 47.45 48.71 47.36 48.57 +0.80 18,144 107,365 +2,556
Jan17 160816 48.33 49.30 48.08 49.17 +0.80 6,431 24,040 -1,135
Feb17 160816 48.91 49.75 48.64 49.65 +0.80 2,295 23,529 +80
Mar17 160816 48.91 50.13 48.91 50.05 +0.79 2,925 28,544 +195
Apr17 160816 49.64 50.37 49.50 50.37 +0.77 674 5,020 +46
May17 160816 50.21 50.67 50.21 50.64 +0.76 701 4,106 +315
Jun17 160816 50.14 50.89 49.99 50.86 +0.75 2,493 31,730 +95
Jul17 160816 51.04 51.04 51.04 51.04 +0.73 103 3,154 +1
Aug17 160816 51.21 51.21 51.21 51.21 +0.72 120 698 -3
Sep17 160816 51.37 51.37 51.37 51.37 +0.71 157 9,710 -1
Oct17 160816 51.54 51.54 51.54 51.54 +0.70 46 1,100 -26
Nov17 160816 51.72 51.72 51.72 51.72 +0.69 56 1,021 +5
Dec17 160816 51.21 52.00 51.14 51.91 +0.68 2,466 65,582 +243
Total Volume and Open Interest 143,744 539,353 -2,697
US Dollar Index(ICE)
Sep16 160816 95.610 95.610 94.380 94.765 -0.830 19,043 47,506 +924
Dec16 160816 95.560 95.560 94.340 94.730 -0.820 628 6,310 +79
Mar17 160816 95.230 95.230 94.370 94.700 -0.815 59 1,886 +19
Total Volume and Open Interest 19,748 55,767 +1,022
Australian Dollar(CME)
Sep16 160816 76.69 77.43 76.46 76.95 +0.24 89,235 107,743 +426
Dec16 160816 76.42 77.26 76.29 76.77 +0.24 1,510 2,294 +222
Mar17 160816 76.62 76.89 76.28 76.62 +0.25 0 12 +0
Total Volume and Open Interest 90,745 110,049 +648
British Pound(CME)
Sep16 160816 128.86 130.59 128.86 130.43 +1.63 73,717 245,909 -221
Dec16 160816 129.16 130.80 129.09 130.66 +1.63 1,788 3,843 +714
Mar17 160816 129.77 131.03 129.56 130.92 +1.64 0 610 +0
Total Volume and Open Interest 75,526 250,773 +493
Canadian Dollar(CME)
Sep16 160816 77.38 78.14 77.32 77.88 +0.43 60,831 111,597 -383
Dec16 160816 77.40 78.17 77.37 77.91 +0.43 151 4,050 +11
Mar17 160816 77.63 78.17 77.43 77.95 +0.44 9 454 +1
Jun17 160816 77.99 78.17 77.99 77.99 +0.44 10 192 +0
Total Volume and Open Interest 61,001 116,373 -371
Japanese Yen(CME)
Sep16 160816 98.89 100.58 98.84 99.85 +0.97 110,741 163,033 +415
Dec16 160816 99.53 100.98 99.25 100.25 +0.96 448 1,984 +123
Mar17 160816 101.44 101.44 100.51 100.68 +0.97 0 259 +0
Total Volume and Open Interest 111,209 165,395 +538
Swiss Franc(CME)
Sep16 160816 102.93 104.52 102.92 104.08 +1.08 11,031 41,313 -409
Dec16 160816 103.49 104.99 103.47 104.63 +1.08 6 107 +0
Mar17 160816 105.17 105.24 105.17 105.17 +1.10      
Total Volume and Open Interest 11,037 41,440 -409
EuroFX(CME)
Sep16 160816 111.97 113.38 111.92 112.91 +0.94 138,571 357,551 -516
Dec16 160816 112.39 113.80 112.37 113.34 +0.93 1,912 7,425 +422
Mar17 160816 113.30 114.28 112.84 113.80 +0.94 8 1,347 +2
Total Volume and Open Interest 140,494 367,040 -92
Mexican Peso(CME)
Aug16 160815 552.88 552.88 546.75 552.88 +5.13      
Sep16 160816 551.00 556.88 550.75 553.38 +1.88 53,112 92,271 -2,201
Total Volume and Open Interest 53,272 124,180 -2,213
Brazilian Real(CME)
Sep16 160816 312.15 315.20 310.60 312.55 -0.50 897 26,429 +505
Oct16 160816 309.75 311.70 308.55 309.75 -0.55 186 137 +89
Nov16 160816 307.05 308.15 306.35 307.05 -0.45      
Dec16 160816 304.30 305.50 303.65 304.30 -0.55 0 34 +0
Total Volume and Open Interest 1,083 26,600 +594
30-Year T-Bonds(CBOT)
Sep16 160816 171~210 172~160 171~010 171~030 -0~210 220,359 592,237 +2,203
Dec16 160816 170~100 171~010 169~190 169~200 -0~210 1,472 2,913 +572
Mar17 160816 168~160 168~160 168~160 168~160 -0~210      
Total Volume and Open Interest 221,831 595,150 +2,775
10-Year T-Notes(CBOT)
Sep16 160816 132~070 132~205 131~280 132~000 -0~080 1,188,034 2,799,396 +1,544
Dec16 160816 131~125 131~200 130~285 131~005 -0~080 13,904 53,995 +8,401
Mar17 160816 130~065 130~065 130~065 130~065 -0~080      
Total Volume and Open Interest 1,201,938 2,853,391 +9,945
5-Year T-Notes(CBOT)
Sep16 160816 121~174 121~264 121~102 121~126 -0~046 576,159 2,739,064 +4,350
Dec16 160816 121~212 121~252 121~094 121~122 -0~050 25,859 66,661 +15,411
Mar17 160816 121~024 121~024 121~024 121~024 -0~050      
Total Volume and Open Interest 602,018 2,805,725 +19,761
2 Year T-Notes(CBOT)
Sep16 160816 109~116 109~144 109~094 109~102 -0~016 265,068 1,084,289 +572
Dec16 160816 109~092 109~120 109~072 109~074 -0~020 3,118 27,094 +644
Mar17 160816 109~070 109~070 109~070 109~070 -0~020      
Total Volume and Open Interest 268,186 1,111,383 +1,216
Eurodollars(CME)
Sep16 160816 99.175 99.195 99.158 99.165 -0.012 337,020 1,184,105 -38,272
Dec16 160816 99.125 99.165 99.100 99.110 -0.020 357,144 1,503,709 +1,110
Mar17 160816 99.090 99.140 99.065 99.075 -0.020 196,242 1,082,466 +11,092
Jun17 160816 99.055 99.105 99.025 99.035 -0.020 200,669 962,458 +5,305
Sep17 160816 99.005 99.070 98.980 98.995 -0.020 194,704 867,848 +2,334
Dec17 160816 98.965 99.025 98.935 98.945 -0.025 218,024 1,315,463 +10,674
Mar18 160816 98.940 99.000 98.905 98.920 -0.025 122,678 617,022 +2,082
Jun18 160816 98.910 98.970 98.870 98.890 -0.020 133,873 480,496 +1,524
Sep18 160816 98.875 98.935 98.835 98.855 -0.020 117,640 446,956 -1,411
Dec18 160816 98.830 98.890 98.790 98.810 -0.020 110,876 591,876 -1,514
Mar19 160816 98.805 98.865 98.765 98.785 -0.020 67,449 409,813 +3,235
Jun19 160816 98.770 98.835 98.730 98.750 -0.020 73,660 302,892 +1,151
Sep19 160816 98.730 98.790 98.690 98.710 -0.020 50,758 239,443 -2,780
Dec19 160816 98.680 98.745 98.640 98.665 -0.015 55,618 246,958 -2,045
Mar20 160816 98.645 98.710 98.610 98.630 -0.015 26,491 147,991 -111
Jun20 160816 98.605 98.665 98.565 98.585 -0.015 27,996 95,374 -984
Sep20 160816 98.560 98.615 98.520 98.540 -0.020 27,532 82,581 -5,814
Dec20 160816 98.510 98.565 98.475 98.490 -0.020 16,167 94,525 +558
Total Volume and Open Interest 2,388,394 11,116,022 -8,781
Ultra T-Bond(CBOT)
Sep16 160816 186~31 188~02 186~06 186~10 -0~27 70,527 606,489 +1,300
Dec16 160816 186~08 187~07 185~12 185~15 -0~27 1,287 7,980 +62
Mar17 160816 184~15 184~15 184~15 184~15 -0~27      
Total Volume and Open Interest 71,814 614,469 +1,362
Ultra 10-Yr T-Note(CBOT)
Sep16 160816 144~275 145~140 144~145 144~195 -0~095 67,084 182,695 -1,079
Dec16 160816 144~060 144~260 144~060 144~060 -0~095 0 139 +0
Mar17 160816 144~060 144~060 144~060 144~060 -0~095      
Total Volume and Open Interest 67,084 182,834 -1,079
30 Day Federal Funds(CBOT)
Aug16 160816 99.603 99.603 99.600 99.603 unch 5,167 133,435 -512
Sep16 160816 99.595 99.595 99.585 99.590 -0.005 9,215 68,195 -653
Oct16 160816 99.580 99.585 99.560 99.570 -0.010 31,236 173,575 -3,811
Nov16 160816 99.575 99.580 99.555 99.565 -0.005 15,056 89,980 +2,192
Dec16 160816 99.535 99.550 99.515 99.520 -0.010 7,205 58,151 +239
Jan17 160816 99.490 99.515 99.470 99.475 -0.020 23,684 99,245 +1,135
Total Volume and Open Interest 120,564 831,116 +2,600
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 160816 99.99 99.99 99.99 99.99 unch      
Dec16 160816 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160816 99.99 99.99 99.99 99.99 unch      
Jun17 160816 99.99 99.99 99.99 99.99 unch      
Sep17 160816 99.99 99.99 99.99 99.99 unch      
Dec17 160816 99.99 99.99 99.99 99.99 unch      
Mar18 160816 100.00 100.00 100.00 100.00 unch      
Jun18 160816 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160816 151.34 151.57 151.26 151.56 +0.21 1,379 16,642 -185
Dec16 160816 151.50 151.78 151.50 151.78 +0.19 20 21 +8
Mar17 160816 151.70 151.70 151.70 151.70 +0.19      
Total Volume and Open Interest 1,399 16,663 -177
Euro-Buxl(EUREX)
Sep16 160816 193.82 194.70 191.60 191.76 -1.58 20,479 132,313 -1,737
Dec16 160816 190.08 190.08 190.08 190.08 -1.58 0 34 +0
Mar17 160816 189.76 189.76 189.76 189.76 -1.58      
Total Volume and Open Interest 20,479 132,347 -1,737
Euro-Bund(EUREX)
Sep16 160816 167.40 167.61 166.66 166.70 -0.54 374,590 1,582,463 -14,422
Dec16 160816 164.66 164.87 163.97 163.99 -0.54 151 64,088 +455
Mar17 160816 167.11 167.18 166.28 166.28 -0.59 12 59 +10
Total Volume and Open Interest 374,753 1,646,610 -13,957
Euro-Bobl(EUREX)
Sep16 160816 133.56 133.65 133.42 133.43 -0.11 227,186 1,275,167 -18,567
Dec16 160816 131.61 131.64 131.44 131.44 -0.11 2,470 23,344 +1,839
Mar17 160816 133.38 133.38 133.38 133.38 -0.11      
Total Volume and Open Interest 229,656 1,298,511 -16,728
Euro-Schatz(EUREX)
Sep16 160816 112.00 112.01 111.98 111.99 -0.01 123,632 1,077,974 +4,682
Dec16 160816 112.00 112.00 111.97 111.97 -0.01 4 6,789 +2
Mar17 160816 111.99 111.99 111.99 111.99 -0.01      
Total Volume and Open Interest 123,636 1,084,763 +4,684
3-Mth Euribor(EUREX)
Sep16 160816 100.315 100.315 100.310 100.310 -0.005 0 3,999 +0
Dec16 160816 100.340 100.340 100.335 100.335 -0.005 91 2,743 +38
Mar17 160816 100.350 100.350 100.340 100.340 -0.010 65 3,188 -25
Total Volume and Open Interest 597 77,035 +108
Long Gilt(LIFFE)
Sep16 160816 132~24 132~27 132~01 132~04 -0~14 140,448 506,512 +3,223
Dec16 160816 131~02 131~02 131~02 131~02 -0~12      
Total Volume and Open Interest 140,448 506,512 +3,223
3-Mth Short Sterling(LIFFE)
Sep16 160816 99.66 99.67 99.65 99.65 -0.01 30,968 372,629 -39,885
Dec16 160816 99.76 99.76 99.73 99.74 -0.01 25,122 652,967 -5,707
Mar17 160816 99.77 99.78 99.74 99.75 -0.02 26,411 366,436 -575
Jun17 160816 99.78 99.79 99.75 99.76 -0.01 23,260 348,654 -1,434
Sep17 160816 99.78 99.79 99.75 99.76 -0.01 31,926 293,675 -3,905
Dec17 160816 99.78 99.79 99.75 99.76 -0.01 47,830 325,431 -1,477
Total Volume and Open Interest 396,877 3,230,583 -59,082
3-Mth Euribor(LIFFE)
Sep16 160816 100.310 100.315 100.305 100.310 unch 10,737 356,421 +3,240
Dec16 160816 100.335 100.340 100.325 100.330 -0.005 26,481 451,699 -3,011
Mar17 160816 100.345 100.350 100.335 100.340 -0.005 29,727 361,214 -9,451
Total Volume and Open Interest 257,246 3,097,186 -5,677
3-Mth Aus T-Bills(SFE)
Sep16 160816 98.24 98.24 98.23 98.24 unch 16,476 153,426 -7,888
Dec16 160816 98.32 98.33 98.31 98.33 unch 18,527 200,280 +1,874
Mar17 160816 98.38 98.39 98.36 98.39 unch 15,281 164,174 +2,429
Jun17 160816 98.41 98.41 98.39 98.41 unch 5,719 128,055 +101
Sep17 160816 98.42 98.43 98.41 98.43 +0.01 6,748 94,147 -398
Dec17 160816 98.42 98.43 98.40 98.43 unch 4,368 75,696 +329
Mar18 160816 98.41 98.42 98.39 98.42 unch 1,294 60,139 -467
Jun18 160816 98.40 98.41 98.39 98.41 unch 1,048 45,677 +494
Sep18 160816 98.39 98.39 98.37 98.39 unch 174 6,947 -15
Dec18 160816 98.37 98.37 98.37 98.37 +0.01 53 4,142 -20
Total Volume and Open Interest 69,715 935,447 -3,544
10-Year Aus T-Bonds(SFE)
Sep16 160816 98.12 98.13 98.08 98.11 -0.01 84,307 818,576 -1,300
Dec16 160816 98.11 98.11 98.11 98.11 -0.01      
Total Volume and Open Interest 84,307 818,576 -1,300
3-Year Aus T-Bonds(SFE)
Sep16 160816 98.63 98.64 98.61 98.64 +0.01 83,083 805,241 -22,308
Dec16 160816 98.64 98.64 98.64 98.64 +0.01      
Total Volume and Open Interest 83,083 805,241 -22,308
Gold(CMX)
Aug16 160816 1342.2 1355.0 1341.0 1350.5 +10.2 113 1,256 -1,127
Oct16 160816 1340.7 1360.0 1340.7 1352.7 +9.5 9,393 46,566 -424
Dec16 160816 1345.2 1364.3 1344.8 1356.9 +9.4 239,554 430,538 -1,300
Feb17 160816 1348.9 1368.0 1348.7 1360.8 +9.4 7,188 31,278 +672
Apr17 160816 1353.3 1366.7 1353.3 1364.4 +9.2 1,516 10,637 +447
Jun17 160816 1370.0 1370.0 1359.9 1367.5 +9.1 811 14,002 +29
Aug17 160816 1359.8 1370.6 1359.8 1370.6 +8.9 1,060 8,150 +2
Oct17 160816 1371.0 1377.0 1371.0 1373.6 +8.7 93 973 -18
Dec17 160816 1371.8 1376.4 1368.5 1376.4 +8.4 142 11,641 -32
Feb18 160816 1379.3 1379.3 1379.3 1379.3 +8.4 0 133 +0
Apr18 160816 1382.1 1382.1 1382.1 1382.1 +8.4 0 3 +0
Jun18 160816 1384.9 1384.9 1384.9 1384.9 +8.4 0 4,334 +0
Total Volume and Open Interest 261,029 570,101 -1,892
Silver(CMX)
Sep16 160816 1985.5 2012.0 1971.5 1987.4 +2.7 77,228 108,939 -2,343
Dec16 160816 1997.0 2022.0 1984.0 1999.2 +2.7 9,767 78,172 +717
Mar17 160816 2006.5 2030.0 2000.0 2010.2 +2.7 321 10,548 -20
May17 160816 2016.8 2017.5 2016.8 2016.8 +2.4 32 640 -2
Jul17 160816 2023.3 2023.3 2023.3 2023.3 +1.7 2 2,385 +0
Sep17 160816 2029.7 2030.0 2029.7 2029.7 +1.2 100 539 +50
Dec17 160816 2029.0 2043.0 2027.5 2039.1 +1.2 6 2,186 +2
Total Volume and Open Interest 87,712 206,816 -1,512
Platinum(NYMEX)
Oct16 160816 1114.8 1144.5 1114.8 1124.1 +7.8 16,295 75,256 -258
Jan17 160816 1120.4 1146.1 1120.0 1126.6 +7.9 325 4,800 +178
Apr17 160816 1128.0 1129.1 1128.0 1129.1 +7.9 14 174 +4
Jul17 160816 1121.7 1130.8 1121.7 1130.8 +7.9 1 14 +0
Total Volume and Open Interest 16,646 80,306 -76
Palladium(NYMEX)
Sep16 160816 694.10 706.85 690.20 705.10 +12.85 4,567 22,718 -511
Dec16 160816 695.65 707.20 695.60 706.60 +12.75 547 6,229 +278
Mar17 160816 699.80 707.25 699.65 707.25 +12.50 38 66 +22
Total Volume and Open Interest 5,154 29,025 -210
Copper(CMX)
Sep16 160816 214.90 217.85 214.35 217.20 +2.05 74,801 63,631 -619
Dec16 160816 216.05 218.85 215.40 218.20 +2.00 23,923 80,739 +3,617
Mar17 160816 216.95 219.55 216.55 219.15 +1.95 2,012 23,960 +84
May17 160816 219.00 219.80 219.00 219.80 +1.95 227 5,442 +2
Jul17 160816 218.00 220.30 218.00 220.30 +1.95 43 892 -5
Total Volume and Open Interest 101,673 183,676 +3,096
E-mini DJIA Index(CBOT)
Sep16 160816 18588 18589 18507 18524 -58 90,678 142,417 -3,583
Dec16 160816 18501 18501 18420 18436 -56 106 709 -12
Mar17 160816 18380 18381 18370 18372 -56 0 246 +0
Jun17 160816 18320 18331 18320 18331 -56 0 4 +0
Total Volume and Open Interest 90,784 143,376 -3,595
S & P 500(CME)
Sep16 160816 2185.90 2185.90 2175.00 2176.80 -9.10 1,649 91,059 -108
Dec16 160816 2169.30 2169.30 2169.30 2169.30 -9.20 5 1,011 +7
Mar17 160816 2162.60 2162.60 2162.60 2162.60 -9.20 0 60 +0
Jun17 160816 2156.40 2156.40 2156.40 2156.40 -9.20 0 60 +0
Total Volume and Open Interest 1,654 92,190 -101
S & P 500 E-Mini(Globex)
Sep16 160816 2186.00 2186.25 2175.25 2176.75 -9.25 1,270,055 2,893,992 -156
Dec16 160816 2178.75 2178.75 2168.00 2169.25 -9.25 1,790 47,016 +249
Mar17 160816 2170.00 2171.00 2161.50 2162.50 -9.25 134 785 +18
Jun17 160816 2156.50 2156.50 2156.50 2156.50 -9.00 1 319 -1
Total Volume and Open Interest 1,271,980 2,942,113 +110
NASDAQ 100 E-Mini(Globex)
Sep16 160816 4822.80 4824.50 4796.50 4798.50 -24.30 131,960 292,655 +931
Dec16 160816 4810.00 4816.00 4790.30 4792.00 -24.30 74 973 +21
Mar17 160816 4786.00 4786.00 4786.00 4786.00 -24.30 0 49 +0
Total Volume and Open Interest 132,034 293,685 +952
S&P Midcap 400(CME) e-Mini
Sep16 160816 1565.70 1567.30 1551.30 1551.70 -16.20 12,583 83,177 -405
Dec16 160816 1546.30 1546.30 1546.30 1546.30 -16.20 0 10 +0
Mar17 160816 1546.80 1546.80 1546.80 1546.80 -16.20      
Total Volume and Open Interest 12,583 83,187 -405
Volatility Index(CBOE)
Aug16 160816 12.24 12.90 12.15 12.83 +0.60 73,809 116,818 -20,983
Sep16 160816 14.82 15.40 14.75 15.33 +0.50 84,215 249,139 +16,778
Oct16 160816 16.55 17.00 16.50 16.98 +0.46 31,126 68,379 +4,021
Nov16 160816 17.54 17.92 17.49 17.88 +0.35 9,028 41,487 +1,138
Total Volume and Open Interest 210,957 539,509 +1,108
Russell 2000(ICE)
Sep16 160816 1239.70 1240.70 1228.30 1230.00 -9.80 54,355 327,093 +251
Dec16 160816 1226.70 1226.70 1225.50 1225.50 -9.80 1 1,038 +1
Mar17 160816 1222.00 1222.00 1222.00 1222.00 -9.30 0 250 +0
Total Volume and Open Interest 54,356 328,551 +252
Nikkei 225(CME)
Sep16 160816 16875 16900 16530 16575 -310 8,771 35,630 -95
Dec16 160816 16810 16830 16480 16515 -310 7 408 +1
Total Volume and Open Interest 8,778 36,038 -94
Nikkei 225(SGX)
Sep16 160816 16840 16900 16565 16615 -230 51,973 194,044 -259
Dec16 160816 16770 16770 16440 16500 -230 95 6,578 -62
Mar17 160816 16470 16470 16470 16470 -225 5 5 +5
Total Volume and Open Interest 52,083 205,919 -2,113
Nikkei 225(CME) Yen
Sep16 160816 16860 16880 16515 16560 -310 38,981 72,182 +318
Dec16 160816 16605 16605 16385 16430 -310 29 66 +27
Mar17 160816 16380 16380 16380 16380 -310      
Total Volume and Open Interest 39,010 72,248 +345
Nikkei 225(CME) e-Mini Yen
Sep16 160816 16600 16620 16530 16560 -310 7 11 +0
Dec16 160816 16430 16430 16430 16430 -310      
Mar17 160816 16380 16380 16380 16380 -310      
Total Volume and Open Interest 7 11 +0
CAC 40(EURONEXT)
Aug16 160816 4484.0 4501.0 4456.0 4461.0 -37.0 62,937 258,055 -8,226
Sep16 160816 4483.0 4500.0 4455.5 4460.5 -36.0 14,963 31,687 +12,991
Oct16 160816 4455.0 4481.0 4448.5 4448.5 -37.0 0 30 +0
Total Volume and Open Interest 77,900 289,818 +4,765
Hang Seng Index(HKFE)
Aug16 160816 22927 23056 22831 22919 -8 96,504 116,636 -498
Sep16 160816 22855 23000 22782 22863 -9 1,022 11,400 +518
Total Volume and Open Interest 97,659 133,364 +130
DAX(EUREX)
Sep16 160816 10710.0 10738.5 10630.5 10698.5 -49.0 59,000 149,192 -12,997
Dec16 160816 10685.0 10710.0 10626.0 10686.5 -48.5 245 6,310 +35
Mar17 160816 10679.0 10679.0 10679.0 10679.0 -49.0 6 182 +2
Total Volume and Open Interest 59,251 155,684 -12,960
Mini-DAX(EUREX)
Sep16 160816 10703.0 10738.0 10630.0 10698.5 -49.0 17,292 9,346 -1,618
Dec16 160816 10687.0 10720.0 10622.0 10686.5 -48.5 30 302 +5
Mar17 160816 10702.0 10702.0 10679.0 10679.0 -49.0 1 18 +1
Total Volume and Open Interest 17,323 9,666 -1,612
FT-SE 100(EURONEXT)
Sep16 160816 6925.00 6932.00 6880.50 6895.50 -47.50 84,178 668,427 +662
Dec16 160816 6860.50 6886.00 6840.00 6853.00 -47.50 258 622 +146
Mar17 160816 6793.50 6793.50 6793.50 6793.50 -47.50      
Total Volume and Open Interest 84,436 669,049 +808
SPI 200(SFE)
Sep16 160816 5494.0 5512.0 5484.0 5488.0 -7.0 32,722 299,477 +2,957
Dec16 160816 5472.0 5472.0 5472.0 5472.0 -8.0 284 2,702 -7
Mar17 160816 5423.0 5423.0 5423.0 5423.0 -8.0 0 1,436 +0
Total Volume and Open Interest 33,469 305,771 +3,264
FTSE MIB(ISE)
Sep16 160816 16910.00 17050.00 16765.00 16811.00 -180.00 21,316 40,360 -390
Dec16 160816 16780.00 16905.00 16670.00 16686.00 -180.00 26 281 +5
Mar17 160816 16656.00 16656.00 16656.00 16656.00 -180.00      
Total Volume and Open Interest 21,342 40,641 -385
KOSPI 200(KFE)
Sep16 160816 256.35 258.25 256.05 256.55 +0.30 121,330 135,506 +0
Dec16 160816 257.05 259.00 257.00 257.30 +0.15 903 11,336 +0
Mar17 160816 255.60 256.15 255.20 255.20 +0.50 7 1,133 +0
Total Volume and Open Interest 122,240 151,196 +0
GSCI(CME)
Sep16 160816 359.50 363.80 358.75 363.50 +3.85 1,215 12,759 +1,197
Oct16 160816 367.00 367.00 367.00 367.00 +3.85      
Nov16 160816 370.00 370.00 370.00 370.00 +3.85      
Total Volume and Open Interest 2,426 13,564  
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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