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 18, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep16 160818 1037.00 1037.00 1012.00 1032.25 +1.75 14,832 40,740 -3,023
Nov16 160818 1016.00 1017.50 996.25 1014.50 -1.50 93,869 389,927 +3,922
Jan17 160818 1015.50 1017.00 995.50 1014.50 -1.00 11,374 70,512 -7
Mar17 160818 1008.50 1009.25 988.75 1007.75 +0.50 6,547 67,515 -57
May17 160818 1003.75 1005.00 986.00 1003.50 +0.75 4,031 34,894 -628
Jul17 160818 1003.00 1005.00 986.00 1002.25 +0.25 5,667 36,979 -829
Aug17 160818 994.25 996.50 981.75 995.25 +0.75 66 521 +29
Sep17 160818 960.00 971.25 960.00 970.00 +2.00 43 527 +11
Nov17 160818 944.75 950.75 934.75 947.25 +2.50 5,286 28,075 -1,403
Jan18 160818 948.25 948.25 948.25 948.25 +2.50 0 558 +0
Mar18 160818 944.75 944.75 944.75 944.75 +2.25 0 71 +0
May18 160818 947.00 947.00 947.00 947.00 +2.50 0 50 +0
Jul18 160818 949.50 949.50 949.50 949.50 +2.00 0 128 +0
Aug18 160818 946.75 946.75 946.75 946.75 +2.00 0 17 +0
Total Volume and Open Interest 141,715 670,757 -1,985
Soybean Meal(CBOT)
Sep16 160818 337.00 337.70 329.40 334.40 -2.30 12,431 43,322 -828
Oct16 160818 334.10 335.30 327.00 332.50 -1.80 6,433 32,884 +587
Dec16 160818 332.20 333.70 325.10 331.20 -1.20 33,587 163,348 +134
Jan17 160818 328.80 330.90 322.70 328.50 -1.10 3,007 32,307 +170
Mar17 160818 322.90 325.00 317.60 323.20 -0.90 2,330 30,315 +34
May17 160818 318.80 321.20 314.60 319.10 -0.90 1,451 21,162 +13
Jul17 160818 318.50 320.60 314.40 318.50 -0.90 1,894 20,718 +106
Aug17 160818 317.00 318.50 313.20 316.40 -1.20 106 2,184 +23
Sep17 160818 313.00 316.20 311.10 314.00 -0.50 61 1,916 +24
Oct17 160818 305.00 310.30 304.10 307.20 +0.20 177 2,445 +35
Total Volume and Open Interest 63,023 359,279 +517
Soybean Oil(CBOT)
Sep16 160818 34.05 34.26 33.54 34.19 +0.18 21,255 50,145 +602
Oct16 160818 34.18 34.40 33.68 34.33 +0.17 14,112 41,162 +2,031
Dec16 160818 34.52 34.69 33.95 34.61 +0.17 54,557 175,490 +2,421
Jan17 160818 34.69 34.90 34.20 34.84 +0.17 7,439 36,686 +1,458
Mar17 160818 34.83 35.05 34.35 34.99 +0.18 3,121 27,834 -50
May17 160818 34.86 35.13 34.44 35.10 +0.21 2,435 18,191 -28
Jul17 160818 34.95 35.26 34.56 35.23 +0.20 2,176 11,151 -544
Aug17 160818 34.68 35.20 34.68 35.19 +0.19 202 3,504 -18
Sep17 160818 35.11 35.11 34.84 35.11 +0.19 149 2,692 -10
Oct17 160818 34.26 34.82 34.26 34.82 +0.18 230 1,852 +90
Total Volume and Open Interest 107,404 375,482 +6,206
Canola(WCE)
Nov16 160818 468.8 472.0 466.5 468.5 -0.4 12,987 127,577 +502
Jan17 160818 475.7 478.3 473.6 475.1 -0.6 3,601 24,907 +290
Mar17 160818 481.9 483.9 479.3 480.9 -0.7 547 6,155 +101
May17 160818 486.4 488.2 483.5 485.4 -1.1 250 4,969 +70
Jul17 160818 489.5 492.1 487.0 488.9 -1.7 243 7,212 +13
Total Volume and Open Interest 17,790 175,009 +1,135
Corn(CBOT)
Sep16 160818 330.00 333.00 326.50 332.00 +1.75 78,795 242,828 -9,963
Dec16 160818 339.50 343.00 336.25 342.00 +2.25 131,867 719,226 +9,490
Mar17 160818 349.25 352.75 346.00 351.75 +2.00 29,797 184,380 -55
May17 160818 356.00 359.75 352.75 358.75 +2.75 4,352 46,309 -138
Jul17 160818 362.50 366.50 360.00 365.50 +2.75 6,387 89,298 +634
Sep17 160818 369.50 373.00 367.00 372.50 +3.00 1,769 33,994 +358
Dec17 160818 378.00 381.75 375.75 381.25 +2.75 2,822 56,352 +233
Mar18 160818 387.50 390.50 385.00 390.50 +3.00 186 2,573 +0
May18 160818 390.00 395.00 390.00 395.00 +2.75 0 645 +0
Jul18 160818 394.25 398.50 394.25 398.25 +2.75 4 1,095 +2
Total Volume and Open Interest 256,050 1,379,265 +575
Wheat(CBOT)
Sep16 160818 424.50 428.00 420.00 427.00 +1.00 69,172 98,877 -13,778
Dec16 160818 442.25 444.75 437.50 444.25 +1.25 65,717 232,085 +7,559
Mar17 160818 460.00 462.75 457.00 462.50 +1.25 16,531 59,039 +248
May17 160818 474.50 475.25 470.00 474.75 +1.25 2,539 15,520 +222
Jul17 160818 480.00 483.50 478.50 483.00 +1.25 2,071 25,970 -125
Sep17 160818 492.25 496.50 492.25 496.25 +1.75 82 2,622 -8
Total Volume and Open Interest 156,241 440,857 -5,858
Wheat(KCBT)
Sep16 160818 417.25 422.00 413.50 421.00 +2.75 25,643 81,822 -7,420
Dec16 160818 443.25 447.50 439.25 446.75 +2.75 23,807 91,978 +1,698
Mar17 160818 458.00 462.75 455.00 462.25 +2.75 4,288 33,373 +706
May17 160818 469.25 472.25 464.75 472.25 +2.50 934 12,168 -166
Jul17 160818 479.00 482.00 474.25 481.50 +2.50 786 17,374 +119
Sep17 160818 496.00 496.75 496.00 496.75 +2.50 55 1,646 -23
Dec17 160818 515.00 518.00 514.75 518.00 +2.00 13 1,011 +3
Total Volume and Open Interest 55,526 239,572 -5,083
Wheat(MGE)
Sep16 160818 523.00 529.00 522.25 527.75 +3.50 6,423 13,439 -1,475
Dec16 160818 523.00 527.00 521.00 526.00 +2.00 4,962 21,557 +528
Mar17 160818 531.00 535.50 530.50 534.75 +1.50 1,558 12,675 +256
May17 160818 540.75 543.00 538.50 541.75 +0.50 324 5,327 +3
Jul17 160818 549.00 550.25 547.00 550.00 unch 164 2,749 +36
Sep17 160818 558.00 560.00 558.00 558.50 -0.25 160 2,133 -10
Total Volume and Open Interest 13,674 58,812 -636
Oats(CBOT)
Sep16 160818 170.25 170.50 168.75 170.00 -0.50 235 1,639 -118
Dec16 160818 185.75 185.75 183.00 183.75 -2.00 562 7,588 +192
Mar17 160818 195.50 197.00 194.25 194.50 -3.00 81 1,236 -1
May17 160818 198.25 198.25 198.25 198.25 -2.25 0 29 +0
Total Volume and Open Interest 878 10,492 +73
Rough Rice(CBOT)
Sep16 160818 10.19 10.37 10.10 10.22 -0.01 1,289 5,691 -910
Nov16 160818 10.40 10.48 10.30 10.32 -0.09 935 5,044 +209
Jan17 160818 10.70 10.70 10.58 10.58 -0.08 55 273 +20
Mar17 160818 10.83 10.83 10.83 10.83 -0.08 0 45 +0
Total Volume and Open Interest 2,279 11,055 -681
Live Cattle(CME)
Aug16 160818 114.830 115.080 113.400 113.580 -1.170 2,742 9,239 -1,329
Oct16 160818 112.400 112.700 110.400 110.580 -1.820 24,592 109,305 +535
Dec16 160818 113.580 113.830 111.885 112.050 -1.550 8,365 61,890 +226
Feb17 160818 113.500 113.635 111.850 112.050 -1.485 4,928 29,797 +63
Apr17 160818 112.100 112.250 110.680 110.885 -1.315 1,290 18,791 +47
Jun17 160818 104.980 105.250 104.300 104.400 -0.900 451 8,336 -35
Total Volume and Open Interest 42,541 241,313 -416
Feeder Cattle(CME)
Aug16 160818 146.830 147.000 144.900 145.035 -1.700 1,837 5,563 -374
Sep16 160818 145.050 145.250 142.950 143.150 -1.785 3,881 11,590 -400
Oct16 160818 142.400 142.785 140.330 140.630 -1.805 2,927 14,710 -144
Nov16 160818 139.200 139.785 137.300 137.600 -1.650 840 6,314 +38
Jan17 160818 134.550 135.035 132.785 133.100 -1.635 420 3,953 +12
Mar17 160818 132.000 132.450 130.550 130.650 -1.550 204 1,557 +91
Apr17 160818 131.500 131.900 130.235 130.485 -1.395 63 375 +9
Total Volume and Open Interest 10,213 44,251 -767
Lean Hogs(CME)
Oct16 160818 60.700 61.650 60.050 60.700 -0.300 21,048 94,913 -2,577
Dec16 160818 56.500 57.000 55.830 56.450 -0.300 8,614 56,566 +174
Feb17 160818 61.000 61.380 60.485 61.050 -0.330 2,755 26,263 +119
Apr17 160818 66.475 66.750 65.900 66.400 -0.485 783 19,701 +115
May17 160818 72.080 72.250 72.000 72.000 -0.785 23 290 +16
Jun17 160818 76.100 76.385 75.700 76.200 -0.300 257 3,416 +44
Jul17 160818 75.150 75.385 74.900 75.385 -0.215 65 548 +25
Aug17 160818 74.350 74.350 73.950 74.350 -0.035 31 286 +26
Total Volume and Open Interest 33,581 202,193 -2,058
Class III Milk(CME)
Aug16 160818 16.96 16.97 16.95 16.96 -0.04 186 4,749 +2
Sep16 160818 17.74 17.97 17.73 17.91 +0.18 224 5,150 +30
Oct16 160818 17.45 17.72 17.41 17.65 +0.21 316 4,160 +79
Nov16 160818 16.99 17.24 16.98 17.16 +0.17 73 3,539 +20
Dec16 160818 16.51 16.74 16.51 16.67 +0.17 62 3,068 +13
Jan17 160818 16.33 16.40 16.33 16.39 +0.14 29 1,450 +20
Feb17 160818 16.30 16.35 16.30 16.35 +0.10 49 1,294 +37
Mar17 160818 16.32 16.35 16.27 16.30 +0.02 30 1,221 +12
Apr17 160818 16.33 16.35 16.30 16.33 +0.03 22 1,071 +20
May17 160818 16.47 16.49 16.45 16.45 unch 20 977 +20
Jun17 160818 16.61 16.63 16.61 16.62 +0.02 19 892 +15
Jul17 160818 16.82 16.83 16.80 16.82 unch 28 421 +13
Aug17 160818 16.90 16.90 16.87 16.87 -0.02 27 354 +22
Total Volume and Open Interest 1,203 29,485 +388
Cocoa(ICE)
Sep16 160818 3060 3118 3060 3109 +54 5,476 4,496 -3,224
Dec16 160818 3099 3119 3087 3113 +34 21,347 106,408 -630
Mar17 160818 3066 3091 3058 3083 +34 6,080 62,202 +499
May17 160818 3052 3078 3046 3070 +35 2,727 12,364 +931
Jul17 160818 3041 3069 3035 3061 +35 546 3,496 +17
Sep17 160818 3051 3052 3049 3052 +34 250 4,246 +73
Dec17 160818 3038 3040 3037 3040 +34 19 1,121 +1
Total Volume and Open Interest 36,445 198,224 -2,333
Coffee "C"(ICE)
Sep16 160818 135.50 138.95 135.15 138.15 +3.10 10,339 20,325 -4,289
Dec16 160818 138.45 142.10 138.15 141.45 +3.35 20,226 93,417 +1,034
Mar17 160818 142.00 145.20 141.30 144.55 +3.25 5,579 30,642 -15
May17 160818 143.90 146.75 143.20 146.40 +3.20 1,853 14,519 +155
Jul17 160818 145.55 148.45 145.55 148.15 +3.15 125 3,673 +69
Sep17 160818 147.50 150.05 146.70 149.80 +3.20 28 3,114 -9
Total Volume and Open Interest 38,167 172,337 -3,046
Orange Juice(ICE)
Sep16 160818 175.50 178.00 173.90 176.50 +0.95 1,184 6,832 -754
Nov16 160818 176.45 178.95 175.10 177.45 +0.95 887 7,995 +594
Jan17 160818 177.65 177.75 175.50 177.55 +0.95 71 1,324 +29
Mar17 160818 177.60 177.60 177.20 177.20 +1.00 1 242 -1
May17 160818 176.05 176.05 176.05 176.05 +0.95 0 43 +0
Jul17 160818 174.85 174.85 174.85 174.85 +0.95      
Total Volume and Open Interest 2,143 16,438 -132
Sugar #11(ICE)
Oct16 160818 19.79 20.20 19.68 19.98 +0.26 36,908 433,092 -3,193
Mar17 160818 20.25 20.68 20.19 20.46 +0.25 18,261 254,954 +1,747
May17 160818 19.73 20.10 19.69 19.93 +0.24 5,634 78,087 +673
Jul17 160818 19.17 19.50 19.15 19.36 +0.23 1,621 52,754 +456
Oct17 160818 18.87 19.20 18.87 19.05 +0.21 790 32,185 +92
Mar18 160818 18.73 18.98 18.73 18.86 +0.19 694 16,133 +237
May18 160818 18.25 18.41 18.25 18.29 +0.14 258 4,818 +155
Jul18 160818 17.93 18.02 17.92 17.92 +0.10 95 4,941 +23
Total Volume and Open Interest 64,337 883,140 +219
London Cocoa(LCE)
Sep16 160818 2505 2512 2487 2512 +12 4,969 85,013 -798
Dec16 160818 2444 2456 2430 2455 +11 8,764 84,586 +1,639
Mar17 160818 2395 2402 2377 2400 +10 2,752 57,435 +383
May17 160818 2370 2381 2360 2380 +7 1,981 23,613 +1,033
Jul17 160818 2363 2374 2355 2374 +8 307 4,840 +48
Sep17 160818 2354 2365 2347 2365 +8 103 4,950 +41
Dec17 160818 2351 2355 2351 2355 +8 0 1,272 +0
Total Volume and Open Interest 18,876 261,710 +2,346
London Sugar(LCE)
Oct16 160818 531.40 540.00 530.50 535.60 +4.90 2,361 40,150 +90
Dec16 160818 537.00 544.80 535.70 541.40 +5.40 1,386 19,495 -28
Mar17 160818 539.50 547.90 538.20 545.10 +6.40 699 17,477 +295
May17 160818 530.50 538.10 530.50 536.10 +5.90 88 9,277 +26
Aug17 160818 524.20 527.10 522.00 525.80 +5.50 11 4,523 -3
Total Volume and Open Interest 4,545 95,128 +380
Cotton(ICE)
Oct16 160818 68.37 69.55 68.37 68.50 +0.14 51 153 -3
Dec16 160818 68.92 70.15 68.82 69.01 +0.20 31,692 169,871 -4,875
Mar17 160818 69.49 70.63 69.39 69.64 +0.34 5,537 43,550 -97
May17 160818 69.65 70.38 69.50 69.58 +0.38 1,058 5,945 -90
Jul17 160818 69.41 70.13 69.41 69.42 +0.43 908 5,630 +349
Oct17 160818 69.00 69.00 69.00 69.00 +0.31      
Total Volume and Open Interest 39,673 235,463 -4,526
Lumber(CME)
Sep16 160818 321.3 322.8 319.5 320.3 -2.7 222 3,245 -20
Nov16 160818 332.2 333.3 330.0 330.8 -2.3 151 1,889 +55
Jan17 160818 336.8 337.3 336.8 336.8 -1.1 29 131 +11
Mar17 160818 339.3 339.3 338.0 338.0 -2.1 9 44 +9
Total Volume and Open Interest 411 5,332 +55
Crude Oil(NYM)
Sep16 160818 46.90 48.38 46.63 48.22 +1.43 550,440 154,772 -47,307
Oct16 160818 47.58 49.05 47.28 48.89 +1.37 272,462 439,867 +11,278
Nov16 160818 48.31 49.70 48.01 49.56 +1.29 54,777 218,884 -307
Dec16 160818 48.94 50.32 48.68 50.19 +1.23 61,152 261,315 +624
Jan17 160818 49.57 50.91 49.42 50.79 +1.19 22,628 119,545 +630
Feb17 160818 50.05 51.39 49.96 51.27 +1.15 16,040 43,621 -472
Mar17 160818 50.40 51.75 50.34 51.67 +1.12 13,204 94,798 -2,018
Apr17 160818 50.66 52.03 50.65 51.99 +1.09 6,666 30,406 -632
May17 160818 51.21 52.25 51.02 52.25 +1.07 5,211 25,988 +700
Jun17 160818 51.25 52.54 51.09 52.46 +1.05 15,079 85,653 +2,210
Jul17 160818 52.15 52.64 52.12 52.64 +1.04 2,345 18,998 +170
Aug17 160818 51.57 52.80 51.50 52.79 +1.02 2,279 16,329 +327
Sep17 160818 52.95 52.95 51.89 52.95 +1.01 3,660 36,459 +656
Oct17 160818 53.11 53.11 53.11 53.11 +1.00 1,022 12,460 +433
Nov17 160818 53.29 53.29 53.29 53.29 +0.99 606 12,684 +7
Dec17 160818 52.36 53.54 52.13 53.48 +0.98 22,153 143,896 -1,938
Total Volume and Open Interest 1,057,967 1,852,402 -35,261
e-miNY Crude Oil(NYM)
Sep16 160818 46.875 48.375 46.625 48.225 +1.425 10,331 2,529 +104
Oct16 160818 47.600 49.025 47.275 48.900 +1.375 1,415 1,630 +98
Nov16 160818 48.100 49.700 48.050 49.550 +1.275 85 189 +2
Dec16 160818 48.750 50.350 48.600 50.200 +1.250 126 465 -77
Jan17 160818 49.200 50.825 49.200 50.800 +1.200 11 26 -1
Feb17 160818 51.275 51.300 51.275 51.275 +1.150 8 14 +0
Mar17 160818 51.675 51.675 51.675 51.675 +1.125 3 19 +2
Apr17 160818 52.000 52.000 52.000 52.000 +1.100 42 89 +42
May17 160818 52.200 52.250 52.200 52.250 +1.075 59 83 +54
Jun17 160818 51.975 52.450 51.875 52.450 +1.050 19 23 +7
Total Volume and Open Interest 12,126 5,299 +254
NY Harbor ULSD(NYM)
Sep16 160818 149.14 152.97 148.38 152.60 +3.68 55,422 56,154 -6,741
Oct16 160818 150.86 154.58 150.15 154.24 +3.52 38,222 76,278 -92
Nov16 160818 152.59 156.20 151.90 155.88 +3.38 21,289 66,406 +1,758
Dec16 160818 154.08 157.55 153.32 157.25 +3.28 19,561 60,327 +494
Jan17 160818 155.77 159.08 155.20 158.80 +3.23 6,922 34,833 +1,363
Feb17 160818 158.04 159.79 156.09 159.75 +3.26 1,555 13,380 -315
Mar17 160818 156.69 160.25 156.42 160.00 +3.26 1,645 16,816 +483
Apr17 160818 156.82 159.85 156.82 159.70 +3.20 624 8,760 +18
May17 160818 159.94 159.94 159.94 159.94 +3.08 245 6,478 -2
Jun17 160818 158.68 160.55 156.85 160.34 +2.97 1,908 22,899 +521
Jul17 160818 161.10 161.10 161.10 161.10 +2.93 62 2,807 -12
Aug17 160818 162.02 162.02 162.02 162.02 +2.90 78 1,692 -26
Sep17 160818 163.09 163.09 163.09 163.09 +2.86 84 2,156 +14
Oct17 160818 164.19 164.19 164.19 164.19 +2.83 172 1,684 +26
Total Volume and Open Interest 150,093 401,075 -2,778
RBOB Gasoline(NYM)
Sep16 160818 145.15 149.23 144.28 148.97 +3.92 65,967 69,565 -9,849
Oct16 160818 138.87 142.43 137.95 142.14 +3.27 57,761 113,119 +4,873
Nov16 160818 137.92 141.53 137.26 141.27 +3.05 24,086 65,635 +1,880
Dec16 160818 137.37 140.81 136.70 140.52 +2.83 21,463 52,981 -826
Jan17 160818 138.09 141.25 137.33 140.99 +2.74 7,356 27,075 +858
Feb17 160818 139.16 142.15 138.41 142.15 +2.72 4,102 6,902 -1,011
Mar17 160818 140.40 144.15 140.35 143.95 +2.70 3,370 19,405 +922
Apr17 160818 159.64 162.56 158.99 162.35 +2.64 2,155 17,179 +1,108
May17 160818 160.69 163.31 160.00 163.21 +2.59 504 5,629 +28
Jun17 160818 160.10 163.29 159.83 162.96 +2.53 823 11,691 -96
Total Volume and Open Interest 189,545 418,232 -1,918
e-miNY RBOB Gasoline(NYM)
Sep16 160818 148.97 148.97 148.97 148.97 +3.92 0 1 +0
Oct16 160818 142.14 142.14 142.14 142.14 +3.27      
Nov16 160818 141.27 141.27 141.27 141.27 +3.05      
Dec16 160818 140.52 140.52 140.52 140.52 +2.83      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Sep16 160818 2.615 2.697 2.602 2.674 +0.055 98,534 104,867 -12,671
Oct16 160818 2.648 2.731 2.639 2.712 +0.053 62,118 224,011 +6,699
Nov16 160818 2.821 2.890 2.809 2.873 +0.041 24,932 181,743 +2,466
Dec16 160818 3.067 3.125 3.058 3.110 +0.027 11,110 72,113 +457
Jan17 160818 3.203 3.259 3.194 3.241 +0.021 15,662 137,427 +226
Feb17 160818 3.208 3.252 3.191 3.237 +0.020 4,009 34,967 +25
Mar17 160818 3.176 3.213 3.154 3.198 +0.020 10,617 81,810 +3,630
Apr17 160818 2.940 2.962 2.918 2.948 +0.012 6,877 62,819 +858
May17 160818 2.909 2.936 2.899 2.923 +0.011 2,365 22,938 -152
Jun17 160818 2.931 2.967 2.930 2.954 +0.010 2,081 22,440 +264
Jul17 160818 2.974 2.995 2.964 2.986 +0.010 1,051 15,296 +129
Aug17 160818 2.988 3.002 2.974 2.995 +0.010 361 13,878 +92
Sep17 160818 2.971 2.990 2.958 2.978 +0.009 761 15,550 +57
Oct17 160818 2.989 3.013 2.987 3.002 +0.010 2,787 25,566 +308
Nov17 160818 3.048 3.067 3.046 3.059 +0.009 1,346 11,851 -97
Dec17 160818 3.203 3.206 3.187 3.203 +0.008 1,562 15,978 +485
Total Volume and Open Interest 247,547 1,097,985 +3,051
Brent Crude Oil(ICE)
Oct16 160818 49.76 51.05 49.52 50.89 +1.04 331,860 301,860 -31,953
Nov16 160818 49.99 51.31 49.75 51.15 +1.07 191,034 424,842 +27,372
Dec16 160818 50.38 51.70 50.14 51.55 +1.07 125,872 388,543 +1,916
Jan17 160818 50.72 52.07 50.53 51.93 +1.08 37,162 106,976 +3,833
Feb17 160818 51.10 52.44 51.03 52.31 +1.08 19,558 90,850 +2,942
Mar17 160818 51.46 52.81 51.27 52.68 +1.08 21,738 106,443 +2,775
Apr17 160818 51.77 53.09 51.77 52.99 +1.08 5,694 35,103 +325
May17 160818 51.89 53.36 51.89 53.26 +1.07 5,205 40,366 -369
Jun17 160818 52.23 53.61 52.14 53.50 +1.05 30,557 114,570 +683
Jul17 160818 53.74 53.74 53.74 53.74 +1.04 1,273 20,470 +129
Aug17 160818 53.30 53.98 53.30 53.98 +1.03 1,676 18,132 -85
Sep17 160818 53.00 54.19 53.00 54.19 +1.02 3,183 47,720 +584
Oct17 160818 54.41 54.41 54.41 54.41 +1.01 753 18,241 +168
Nov17 160818 54.60 54.60 54.60 54.60 +1.01 697 15,935 +45
Total Volume and Open Interest 835,849 2,224,359 +5,884
Gas Oil(ICE)
Sep16 160818 435.50 447.75 433.75 442.25 +12.25 67,712 131,032 -9,279
Oct16 160818 441.00 453.25 439.50 448.25 +12.00 53,265 116,677 +3,234
Nov16 160818 444.50 456.00 443.25 451.25 +12.00 23,297 65,949 -524
Dec16 160818 447.25 458.75 446.25 454.00 +11.75 30,926 135,212 +2,372
Jan17 160818 451.00 462.25 449.75 457.75 +11.50 7,774 42,653 -305
Feb17 160818 455.00 465.75 454.25 461.25 +11.50 3,273 28,321 +337
Mar17 160818 457.75 466.50 457.75 464.25 +11.50 3,150 26,926 +430
Apr17 160818 460.00 470.25 460.00 466.50 +11.50 1,465 15,983 +400
May17 160818 462.50 473.25 462.25 468.75 +11.50 687 14,672 -12
Jun17 160818 465.25 475.50 464.50 471.25 +11.50 3,849 45,155 +41
Total Volume and Open Interest 209,490 795,710 -3,273
Ethanol(CBOT)
Sep16 160818 1.434 1.476 1.428 1.461 +0.027 285 1,129 -162
Oct16 160818 1.425 1.459 1.425 1.454 +0.024 125 1,143 +69
Nov16 160818 1.420 1.436 1.420 1.436 +0.029 19 546 -13
Dec16 160818 1.391 1.416 1.391 1.416 +0.029 9 1,125 -4
Jan17 160818 1.383 1.405 1.383 1.405 +0.029 18 170 +11
Feb17 160818 1.409 1.409 1.409 1.409 +0.029 5 163 +0
Mar17 160818 1.423 1.423 1.423 1.423 +0.029 0 5 +0
Apr17 160818 1.440 1.440 1.440 1.440 +0.029      
Total Volume and Open Interest 461 4,287 -99
WTI Crude Oil(ICE)
Sep16 160818 46.83 48.42 46.64 48.22 +1.43 47,271 44,281 -5,333
Oct16 160818 47.48 49.10 47.32 48.89 +1.37 55,428 106,483 +8,597
Nov16 160818 48.24 49.74 48.03 49.56 +1.29 24,949 48,432 +476
Dec16 160818 48.89 50.36 48.79 50.19 +1.23 23,500 100,235 -3,278
Jan17 160818 49.47 50.92 49.47 50.79 +1.19 7,631 26,023 +1,502
Feb17 160818 50.06 51.31 50.06 51.27 +1.15 3,666 23,859 +393
Mar17 160818 50.79 51.81 50.75 51.67 +1.12 2,405 29,055 +175
Apr17 160818 51.16 51.99 51.10 51.99 +1.09 1,134 6,247 +351
May17 160818 51.45 52.25 51.45 52.25 +1.07 516 4,931 +154
Jun17 160818 51.49 52.58 51.49 52.46 +1.05 2,573 31,704 +83
Jul17 160818 52.64 52.64 52.64 52.64 +1.04 177 3,158 +4
Aug17 160818 52.79 52.79 52.79 52.79 +1.02 200 682 +2
Sep17 160818 52.95 52.95 52.95 52.95 +1.01 399 9,559 -85
Oct17 160818 53.11 53.11 53.11 53.11 +1.00 47 1,136 +38
Nov17 160818 53.29 53.29 53.29 53.29 +0.99 36 1,046 +30
Dec17 160818 52.60 53.56 52.60 53.48 +0.98 5,734 63,297 -1,359
Total Volume and Open Interest 176,373 544,389 +2,055
US Dollar Index(ICE)
Sep16 160818 94.600 94.630 94.050 94.137 -0.553 29,135 49,114 +2,246
Dec16 160818 94.550 94.570 94.050 94.113 -0.542 1,711 6,674 +356
Mar17 160818 94.275 94.300 94.000 94.077 -0.548 34 1,894 +7
Total Volume and Open Interest 30,895 57,759 +2,621
Australian Dollar(CME)
Sep16 160818 76.52 77.16 76.42 76.86 +0.42 128,010 109,835 +63
Dec16 160818 76.39 76.97 76.25 76.68 +0.42 333 2,287 -28
Mar17 160818 76.53 76.68 76.53 76.53 +0.42 0 13 +0
Total Volume and Open Interest 128,343 112,135 +35
British Pound(CME)
Sep16 160818 130.48 131.79 130.44 131.54 +1.04 105,872 243,093 -2,759
Dec16 160818 130.86 132.01 130.70 131.77 +1.03 1,782 4,454 +592
Mar17 160818 131.38 132.19 131.08 132.03 +1.03 2 610 +1
Total Volume and Open Interest 107,656 248,568 -2,166
Canadian Dollar(CME)
Sep16 160818 77.84 78.36 77.80 78.32 +0.47 75,816 119,899 +5,861
Dec16 160818 77.95 78.38 77.85 78.35 +0.46 567 3,999 -55
Mar17 160818 78.13 78.39 78.01 78.39 +0.47 10 440 -4
Jun17 160818 78.42 78.42 78.42 78.42 +0.45 0 192 +0
Total Volume and Open Interest 76,393 124,610 +5,802
Japanese Yen(CME)
Sep16 160818 99.86 100.46 99.56 100.18 +0.26 132,124 163,387 -1,161
Dec16 160818 100.37 100.85 99.98 100.58 +0.27 889 2,141 +130
Mar17 160818 101.00 101.15 100.49 101.00 +0.26 3 258 -1
Total Volume and Open Interest 133,016 165,905 -1,032
Swiss Franc(CME)
Sep16 160818 104.10 105.01 104.08 104.99 +0.83 27,515 42,622 +1,105
Dec16 160818 104.84 105.56 104.63 105.55 +0.84 71 144 +37
Mar17 160818 106.10 106.10 106.10 106.10 +0.84      
Total Volume and Open Interest 27,586 42,786 +1,142
EuroFX(CME)
Sep16 160818 113.01 113.80 113.00 113.67 +0.63 207,887 355,714 -915
Dec16 160818 113.52 114.23 113.45 114.11 +0.62 3,270 8,267 +539
Mar17 160818 114.20 114.63 114.04 114.57 +0.63 94 1,335 -13
Total Volume and Open Interest 211,258 366,037 -388
Mexican Peso(CME)
Sep16 160818 549.63 554.13 548.13 550.63 +1.25 55,938 88,764 -2,897
Oct16 160818 549.13 549.13 549.13 549.13 +1.25      
Total Volume and Open Interest 56,045 120,749 -2,821
Brazilian Real(CME)
Sep16 160818 310.45 311.05 306.55 307.80 -2.75 456 26,594 -37
Oct16 160818 304.10 305.70 304.10 305.10 -2.65 16 152 +13
Nov16 160818 302.40 302.40 302.40 302.40 -2.55      
Dec16 160818 299.75 299.75 299.75 299.75 -2.60 124 149 +115
Total Volume and Open Interest 596 26,895 +91
30-Year T-Bonds(CBOT)
Sep16 160818 171~290 172~080 171~090 171~290 +0~100 262,934 584,791 -5,689
Dec16 160818 170~180 170~240 169~260 170~140 +0~100 2,024 3,412 +526
Mar17 160818 169~100 169~100 169~100 169~100 +0~100      
Total Volume and Open Interest 264,958 588,203 -5,163
10-Year T-Notes(CBOT)
Sep16 160818 132~070 132~155 132~025 132~120 +0~085 1,459,939 2,773,078 -22,854
Dec16 160818 131~080 131~160 131~030 131~125 +0~085 15,511 73,910 +9,892
Mar17 160818 130~185 130~185 130~185 130~185 +0~085      
Total Volume and Open Interest 1,475,450 2,846,988 -12,962
5-Year T-Notes(CBOT)
Sep16 160818 121~160 121~222 121~144 121~202 +0~062 693,378 2,712,094 -9,247
Dec16 160818 121~190 121~222 121~146 121~202 +0~064 33,365 91,395 +18,239
Mar17 160818 121~104 121~104 121~104 121~104 +0~064      
Total Volume and Open Interest 726,743 2,803,489 +8,992
2 Year T-Notes(CBOT)
Sep16 160818 109~110 109~126 109~106 109~122 +0~016 248,862 1,080,105 -12,282
Dec16 160818 109~094 109~102 109~084 109~100 +0~020 12,333 33,175 +5,248
Mar17 160818 109~094 109~094 109~094 109~094 +0~020      
Total Volume and Open Interest 261,195 1,113,280 -7,034
Eurodollars(CME)
Sep16 160818 99.150 99.162 99.147 99.155 +0.010 339,055 1,169,279 -10,695
Dec16 160818 99.100 99.120 99.095 99.110 +0.015 477,566 1,541,200 +3,122
Mar17 160818 99.070 99.085 99.065 99.080 +0.015 319,424 1,117,947 +12,975
Jun17 160818 99.035 99.055 99.030 99.045 +0.020 235,817 966,924 +1,760
Sep17 160818 98.995 99.020 98.990 99.010 +0.025 209,181 883,931 +9,494
Dec17 160818 98.950 98.975 98.940 98.965 +0.030 220,501 1,310,477 -1,241
Mar18 160818 98.925 98.955 98.915 98.940 +0.030 172,845 633,772 +11,387
Jun18 160818 98.895 98.925 98.885 98.910 +0.035 134,753 482,966 +37
Sep18 160818 98.860 98.890 98.850 98.875 +0.035 104,356 442,198 -6,781
Dec18 160818 98.815 98.850 98.805 98.835 +0.040 118,497 596,093 +5,928
Mar19 160818 98.790 98.820 98.780 98.810 +0.045 83,569 412,611 +329
Jun19 160818 98.750 98.785 98.745 98.775 +0.045 62,349 297,750 -1,877
Sep19 160818 98.715 98.750 98.705 98.735 +0.040 49,285 247,127 +3,936
Dec19 160818 98.680 98.705 98.660 98.690 +0.040 40,396 243,755 -436
Mar20 160818 98.640 98.670 98.625 98.655 +0.040 41,702 146,350 +529
Jun20 160818 98.595 98.625 98.580 98.610 +0.040 38,570 96,996 +876
Sep20 160818 98.560 98.585 98.540 98.570 +0.040 22,699 81,359 -734
Dec20 160818 98.505 98.535 98.495 98.525 +0.040 21,393 95,716 +1,336
Total Volume and Open Interest 2,744,990 11,045,192 +29,163
Ultra T-Bond(CBOT)
Sep16 160818 187~22 188~08 186~30 187~25 +0~18 86,502 601,058 -2,836
Dec16 160818 187~02 187~13 186~04 186~30 +0~18 4,326 10,879 +186
Mar17 160818 185~30 185~30 185~30 185~30 +0~18      
Total Volume and Open Interest 90,828 611,937 -2,650
Ultra 10-Yr T-Note(CBOT)
Sep16 160818 144~300 145~085 144~230 145~040 +0~100 76,627 186,468 +2,253
Dec16 160818 144~210 144~245 144~115 144~210 +0~085 0 139 +0
Mar17 160818 144~210 144~210 144~210 144~210 +0~085      
Total Volume and Open Interest 76,627 186,607 +2,253
30 Day Federal Funds(CBOT)
Aug16 160818 99.603 99.603 99.600 99.603 unch 12,835 132,370 -1,939
Sep16 160818 99.590 99.590 99.585 99.590 unch 8,406 69,421 +1,007
Oct16 160818 99.570 99.575 99.570 99.575 +0.005 47,636 178,248 +8,546
Nov16 160818 99.560 99.570 99.555 99.560 -0.010 22,332 88,558 -149
Dec16 160818 99.525 99.530 99.520 99.520 -0.005 12,991 56,335 +406
Jan17 160818 99.480 99.495 99.475 99.485 unch 33,769 104,498 +5,240
Total Volume and Open Interest 178,856 840,584 +15,379
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 160818 99.99 99.99 99.99 99.99 unch      
Dec16 160818 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160818 99.99 99.99 99.99 99.99 unch      
Jun17 160818 99.99 99.99 99.99 99.99 unch      
Sep17 160818 99.99 99.99 99.99 99.99 unch      
Dec17 160818 99.99 99.99 99.99 99.99 unch      
Mar18 160818 100.00 100.00 100.00 100.00 unch      
Jun18 160818 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160818 151.27 151.48 151.21 151.39 +0.07 717 16,772 +98
Dec16 160818 151.71 151.71 151.71 151.71 +0.17 12 28 +7
Mar17 160818 151.63 151.63 151.63 151.63 +0.17      
Total Volume and Open Interest 729 16,800 +105
Euro-Buxl(EUREX)
Sep16 160818 193.40 195.30 193.40 194.50 +1.78 27,857 137,846 +7,708
Dec16 160818 192.20 193.56 192.20 192.86 +1.78 15 44 +10
Mar17 160818 192.50 192.50 192.50 192.50 +1.78      
Total Volume and Open Interest 27,872 137,890 +7,718
Euro-Bund(EUREX)
Sep16 160818 167.24 167.68 167.16 167.46 +0.51 556,497 1,643,290 +69,481
Dec16 160818 164.60 164.96 164.46 164.75 +0.51 9,405 79,050 +7,403
Mar17 160818 166.86 167.17 166.84 166.90 +0.36 182 240 +152
Total Volume and Open Interest 566,084 1,722,580 +77,036
Euro-Bobl(EUREX)
Sep16 160818 133.54 133.64 133.50 133.59 +0.12 295,341 1,314,800 +26,534
Dec16 160818 131.60 131.60 131.60 131.60 +0.12 14,197 49,210 +11,560
Mar17 160818 133.54 133.54 133.54 133.54 +0.12      
Total Volume and Open Interest 309,538 1,364,010 +38,094
Euro-Schatz(EUREX)
Sep16 160818 112.00 112.01 111.99 112.00 unch 109,181 1,083,063 +3,717
Dec16 160818 111.99 111.99 111.97 111.98 unch 2,205 17,050 +2,196
Mar17 160818 112.00 112.00 112.00 112.00 unch      
Total Volume and Open Interest 111,386 1,100,113 +5,913
3-Mth Euribor(EUREX)
Sep16 160818 100.310 100.310 100.310 100.310 unch 1 3,849 +0
Dec16 160818 100.330 100.335 100.330 100.335 unch 4 2,880 +0
Mar17 160818 100.340 100.345 100.340 100.345 unch 1 3,188 +0
Total Volume and Open Interest 12 76,906 -8
Long Gilt(LIFFE)
Sep16 160818 132~20 132~24 132~06 132~12 +0~02 160,913 501,367 -1,811
Dec16 160818 131~09 131~09 131~05 131~09 +0~01      
Total Volume and Open Interest 160,913 501,367 -1,811
3-Mth Short Sterling(LIFFE)
Sep16 160818 99.65 99.65 99.63 99.64 -0.01 25,334 362,423 -4,346
Dec16 160818 99.74 99.74 99.71 99.72 -0.01 51,102 631,260 -12,469
Mar17 160818 99.75 99.76 99.73 99.74 unch 33,073 359,806 -1,266
Jun17 160818 99.76 99.76 99.73 99.75 unch 34,270 343,968 -3,286
Sep17 160818 99.76 99.77 99.74 99.75 unch 30,365 293,792 +851
Dec17 160818 99.76 99.77 99.73 99.75 unch 36,386 323,703 -647
Total Volume and Open Interest 376,290 3,193,141 -21,011
3-Mth Euribor(LIFFE)
Sep16 160818 100.305 100.310 100.305 100.310 +0.005 37,625 359,194 +2,624
Dec16 160818 100.330 100.335 100.325 100.330 unch 49,670 453,994 -262
Mar17 160818 100.340 100.345 100.335 100.340 unch 38,883 352,175 -2,508
Total Volume and Open Interest 367,159 3,063,852 +3,971
3-Mth Aus T-Bills(SFE)
Sep16 160818 98.23 98.24 98.22 98.23 unch 11,282 153,842 -561
Dec16 160818 98.32 98.34 98.31 98.33 +0.01 5,157 201,643 -167
Mar17 160818 98.38 98.40 98.37 98.39 +0.01 6,863 164,689 +320
Jun17 160818 98.40 98.42 98.39 98.42 +0.02 3,109 127,666 -55
Sep17 160818 98.41 98.44 98.40 98.43 +0.02 2,079 94,693 +401
Dec17 160818 98.41 98.44 98.40 98.43 +0.02 4,934 79,372 +3,309
Mar18 160818 98.40 98.43 98.39 98.42 +0.02 1,749 61,257 +576
Jun18 160818 98.39 98.41 98.38 98.41 +0.02 918 46,059 +463
Sep18 160818 98.37 98.40 98.37 98.39 +0.02 83 7,006 +34
Dec18 160818 98.34 98.36 98.34 98.36 +0.01 0 4,091 +0
Total Volume and Open Interest 36,174 943,082 +4,320
10-Year Aus T-Bonds(SFE)
Sep16 160818 98.09 98.14 98.07 98.12 +0.03 73,801 817,399 +168
Dec16 160818 98.12 98.12 98.12 98.12 +0.03      
Total Volume and Open Interest 73,801 817,399 +168
3-Year Aus T-Bonds(SFE)
Sep16 160818 98.61 98.64 98.61 98.63 +0.01 64,560 797,396 -3,119
Dec16 160818 98.63 98.63 98.63 98.63 +0.01      
Total Volume and Open Interest 64,560 797,396 -3,119
Gold(CMX)
Aug16 160818 1351.3 1354.4 1348.2 1351.2 +8.5 338 922 -283
Oct16 160818 1348.3 1357.5 1347.4 1353.2 +8.4 7,630 46,538 +156
Dec16 160818 1353.8 1361.5 1351.2 1357.2 +8.4 221,723 432,051 -7,000
Feb17 160818 1358.0 1365.0 1355.1 1361.0 +8.4 1,678 32,791 -97
Apr17 160818 1367.0 1367.0 1359.3 1364.5 +8.4 463 10,502 -113
Jun17 160818 1369.6 1369.6 1362.3 1367.6 +8.4 592 14,311 +23
Aug17 160818 1369.5 1370.8 1367.7 1370.7 +8.5 565 8,330 +47
Oct17 160818 1375.2 1375.2 1370.0 1373.7 +8.5 128 944 -31
Dec17 160818 1378.7 1378.7 1373.7 1376.5 +8.5 770 11,533 -152
Feb18 160818 1379.4 1379.4 1379.4 1379.4 +8.5 6 135 +2
Apr18 160818 1382.2 1382.2 1382.2 1382.2 +8.5 0 3 +0
Jun18 160818 1385.0 1385.0 1385.0 1385.0 +8.5 0 4,334 +0
Total Volume and Open Interest 235,250 572,496 -7,819
Silver(CMX)
Sep16 160818 1969.5 1994.0 1962.5 1974.0 +9.2 71,350 104,058 -2,253
Dec16 160818 1980.0 2005.5 1974.5 1986.8 +10.2 6,666 81,251 +1,978
Mar17 160818 2000.0 2013.0 1991.5 1998.3 +10.7 706 11,259 +260
May17 160818 1999.0 2005.5 1999.0 2005.2 +10.9 9 628 -4
Jul17 160818 2011.8 2012.0 2011.8 2011.8 +11.0 0 2,383 +0
Sep17 160818 2023.5 2024.0 2018.4 2018.4 +11.0 50 512 -25
Dec17 160818 2039.5 2040.5 2019.0 2028.1 +11.0 6 2,181 -5
Total Volume and Open Interest 78,975 205,905 +5
Platinum(NYMEX)
Oct16 160818 1123.0 1138.5 1122.0 1133.2 +18.5 15,192 74,977 -999
Jan17 160818 1125.2 1139.2 1125.2 1135.6 +18.6 899 5,682 +714
Apr17 160818 1138.0 1138.0 1138.0 1138.0 +18.7 1 232 +1
Jul17 160818 1139.7 1139.7 1139.7 1139.7 +18.7 1 13 -1
Total Volume and Open Interest 16,097 80,960 -285
Palladium(NYMEX)
Sep16 160818 695.45 718.85 695.45 713.40 +21.70 4,512 22,157 -421
Dec16 160818 698.75 719.85 698.75 714.90 +21.80 856 6,896 +299
Mar17 160818 715.55 719.55 715.55 715.85 +22.10 16 58 -10
Total Volume and Open Interest 5,384 29,123 -132
Copper(CMX)
Sep16 160818 215.55 218.90 215.55 216.75 +1.55 61,352 54,225 -4,894
Dec16 160818 216.70 220.00 216.65 217.85 +1.50 20,109 85,775 +3,094
Mar17 160818 219.15 220.80 218.65 218.80 +1.50 1,669 24,844 +347
May17 160818 220.05 220.05 219.30 219.45 +1.50 614 5,272 -160
Jul17 160818 221.55 221.55 219.90 219.90 +1.45 46 932 +17
Total Volume and Open Interest 84,147 180,360 -1,608
E-mini DJIA Index(CBOT)
Sep16 160818 18552 18575 18505 18565 +24 103,472 143,926 -829
Dec16 160818 18463 18487 18411 18475 +22 77 1,076 +0
Mar17 160818 18411 18411 18411 18411 +22 26 261 +2
Jun17 160818 18370 18370 18370 18370 +22 1 3 -1
Total Volume and Open Interest 103,576 145,266 -828
S & P 500(CME)
Sep16 160818 2180.60 2184.50 2176.30 2183.60 +3.90 5,809 93,121 +1,841
Dec16 160818 2170.00 2176.30 2170.00 2176.20 +3.90 0 1,012 -16
Mar17 160818 2169.40 2169.60 2164.60 2169.40 +3.80 0 60 +0
Jun17 160818 2163.20 2163.40 2158.40 2163.20 +3.80 0 60 +0
Total Volume and Open Interest 5,809 94,253 +1,825
S & P 500 E-Mini(Globex)
Sep16 160818 2180.75 2184.50 2176.25 2183.50 +3.75 1,391,768 2,892,388 -26,412
Dec16 160818 2174.00 2177.00 2168.75 2176.25 +4.00 4,264 49,242 +1,210
Mar17 160818 2168.00 2169.75 2162.50 2169.50 +4.00 22 964 -2
Jun17 160818 2163.00 2163.25 2160.00 2163.25 +3.75 0 320 +0
Total Volume and Open Interest 1,396,054 2,942,915 -25,204
NASDAQ 100 E-Mini(Globex)
Sep16 160818 4808.30 4814.00 4792.80 4808.50 +4.50 156,061 295,628 -1,065
Dec16 160818 4798.50 4806.30 4783.30 4802.00 +4.50 86 1,005 +35
Mar17 160818 4796.00 4796.00 4796.00 4796.00 +4.50 0 49 +0
Total Volume and Open Interest 156,147 296,690 -1,030
S&P Midcap 400(CME) e-Mini
Sep16 160818 1550.50 1560.80 1546.60 1560.30 +11.00 13,802 82,621 -1,462
Dec16 160818 1554.90 1554.90 1554.90 1554.90 +11.00 0 10 +0
Mar17 160818 1555.40 1555.40 1555.40 1555.40 +11.00      
Total Volume and Open Interest 13,802 82,631 -1,462
Volatility Index(CBOE)
Aug16 160817 12.80 13.00 12.55 12.65 -0.18 87,344 101,401 -15,417
Sep16 160818 14.85 15.13 14.55 14.58 -0.25 125,414 282,945 +19,327
Oct16 160818 16.70 16.88 16.50 16.58 -0.10 27,029 80,632 +5,621
Nov16 160818 17.70 17.87 17.55 17.63 -0.05 12,538 40,644 -599
Total Volume and Open Interest 271,069 472,654 -75,752
Russell 2000(ICE)
Sep16 160818 1226.60 1236.10 1223.80 1235.70 +9.40 64,272 329,977 -1,608
Dec16 160818 1230.00 1231.20 1229.90 1231.20 +9.40 1 1,041 -1
Mar17 160818 1227.70 1227.70 1227.70 1227.70 +9.40 0 250 +0
Total Volume and Open Interest 64,273 331,438 -1,609
Nikkei 225(CME)
Sep16 160818 16650 16740 16480 16550 -130 11,742 36,129 +456
Dec16 160818 16565 16675 16430 16495 -125 17 403 -6
Total Volume and Open Interest 11,759 36,532 +450
Nikkei 225(SGX)
Sep16 160818 16685 16730 16460 16520 -220 70,670 200,533 +4,620
Dec16 160818 16565 16565 16350 16405 -205 811 6,950 +380
Mar17 160818 16375 16375 16375 16375 -220 0 5 +0
Total Volume and Open Interest 71,620 212,780 +5,000
Nikkei 225(CME) Yen
Sep16 160818 16650 16725 16465 16535 -125 50,208 70,292 -2,536
Dec16 160818 16445 16575 16340 16405 -125 558 411 +343
Mar17 160818 16355 16355 16355 16355 -125      
Total Volume and Open Interest 50,766 70,703 -2,193
Nikkei 225(CME) e-Mini Yen
Sep16 160818 16610 16710 16480 16540 -120 7 12 +0
Dec16 160818 16410 16410 16410 16410 -120      
Mar17 160818 16360 16360 16360 16360 -120      
Total Volume and Open Interest 7 12 +0
CAC 40(EURONEXT)
Aug16 160818 4453.0 4453.0 4413.0 4437.0 +19.0 235,985 292,370 +27,120
Sep16 160818 4448.0 4452.5 4412.5 4436.5 +19.0 158,869 165,888 +109,220
Oct16 160818 4437.5 4437.5 4403.0 4425.0 +19.0 32 74 +26
Total Volume and Open Interest 394,886 458,378 +136,366
Hang Seng Index(HKFE)
Aug16 160818 22756 23205 22745 23055 +316 101,759 118,865 +1,326
Sep16 160818 22724 23144 22696 22998 +313 2,857 12,592 +520
Total Volume and Open Interest 105,054 137,044 +2,098
DAX(EUREX)
Sep16 160818 10614.0 10626.5 10546.5 10600.5 +61.0 79,633 158,567 +9,793
Dec16 160818 10602.0 10602.0 10548.0 10589.0 +61.5 359 6,467 +117
Mar17 160818 10590.5 10590.5 10553.0 10582.5 +62.5 26 189 +10
Total Volume and Open Interest 80,018 165,223 +9,920
Mini-DAX(EUREX)
Sep16 160818 10618.0 10627.0 10546.0 10600.5 +61.0 20,880 10,757 +1,794
Dec16 160818 10600.0 10605.0 10540.0 10589.0 +61.5 103 272 -48
Mar17 160818 10582.5 10582.5 10582.5 10582.5 +62.5 40 57 +39
Total Volume and Open Interest 21,023 11,086 +1,785
FT-SE 100(EURONEXT)
Sep16 160818 6894.50 6900.00 6848.00 6866.50 +11.00 90,185 683,551 +5,049
Dec16 160818 6846.00 6846.50 6808.00 6824.00 +11.00 122 883 +89
Mar17 160818 6764.00 6764.00 6764.00 6764.00 +10.50      
Total Volume and Open Interest 90,307 684,434 +5,138
SPI 200(SFE)
Sep16 160818 5506.0 5526.0 5465.0 5476.0 -35.0 24,951 294,478 -1,790
Dec16 160818 5472.0 5472.0 5462.0 5462.0 -34.0 478 2,850 +188
Mar17 160818 5413.0 5413.0 5413.0 5413.0 -34.0 0 1,436 +0
Total Volume and Open Interest 25,778 302,045 -1,278
FTSE MIB(ISE)
Sep16 160818 16665.00 16700.00 16505.00 16671.00 +131.00 28,941 38,792 +38,792
Dec16 160818 16525.00 16546.00 16390.00 16546.00 +131.00 17 285 +285
Mar17 160818 16516.00 16516.00 16516.00 16516.00 +131.00      
Total Volume and Open Interest 28,958 39,077 -1,809
KOSPI 200(KFE)
Sep16 160818 255.85 258.50 255.25 258.50 +2.30 90,960 137,489 +2,105
Dec16 160818 256.50 259.40 255.90 259.40 +2.40 809 12,044 +444
Mar17 160818 254.30 256.15 254.30 256.10 +1.75 9 1,145 +3
Total Volume and Open Interest 91,781 154,025 +2,554
GSCI(CME)
Sep16 160818 365.80 371.45 365.80 370.65 +5.05 128 13,029 +106
Oct16 160818 374.15 374.15 374.15 374.15 +5.05      
Nov16 160818 377.15 377.15 377.15 377.15 +5.05      
Total Volume and Open Interest 128 13,029 +106
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

Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!