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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Fri August 19, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep16 160819 1032.50 1035.00 1017.00 1027.00 -5.25 12,925 38,441 -2,299
Nov16 160819 1014.50 1017.00 998.00 1004.50 -10.00 73,423 391,988 +2,061
Jan17 160819 1014.50 1017.00 998.50 1005.00 -9.50 9,092 70,403 -109
Mar17 160819 1006.75 1010.00 993.25 1000.25 -7.50 7,764 67,779 +264
May17 160819 1004.75 1005.00 990.00 997.75 -5.75 5,890 34,331 -563
Jul17 160819 1002.00 1002.00 989.25 997.25 -5.00 5,976 36,370 -609
Aug17 160819 986.50 993.50 982.50 989.75 -5.50 50 540 +19
Sep17 160819 961.75 966.00 961.75 966.00 -4.00 0 527 +0
Nov17 160819 949.25 949.25 937.25 946.25 -1.00 3,057 27,610 -465
Jan18 160819 947.50 947.50 947.50 947.50 -0.75 0 558 +0
Mar18 160819 944.25 944.25 944.25 944.25 -0.50 0 71 +0
May18 160819 946.25 946.25 946.25 946.25 -0.75 0 50 +0
Jul18 160819 949.75 949.75 949.75 949.75 +0.25 1 127 -1
Aug18 160819 947.00 947.00 947.00 947.00 +0.25 0 17 +0
Total Volume and Open Interest 118,179 669,054 -1,703
Soybean Meal(CBOT)
Sep16 160819 334.80 335.40 329.20 330.00 -4.40 11,551 41,879 -1,443
Oct16 160819 332.60 333.30 326.80 327.40 -5.10 4,802 32,742 -142
Dec16 160819 331.20 332.00 324.80 325.50 -5.70 30,132 165,661 +2,313
Jan17 160819 328.60 328.60 322.50 323.30 -5.20 3,310 32,029 -278
Mar17 160819 322.90 323.00 318.00 320.00 -3.20 4,549 30,608 +293
May17 160819 319.50 319.80 314.80 316.50 -2.60 3,108 21,277 +115
Jul17 160819 315.60 318.40 314.50 316.30 -2.20 3,160 20,502 -216
Aug17 160819 313.60 316.20 313.10 314.10 -2.30 96 2,189 +5
Sep17 160819 311.50 313.90 311.40 311.80 -2.20 105 1,934 +18
Oct17 160819 305.50 307.90 304.60 305.80 -1.40 197 2,507 +62
Total Volume and Open Interest 61,849 360,197 +918
Soybean Oil(CBOT)
Sep16 160819 34.19 34.20 33.63 34.14 -0.05 23,382 48,193 -1,952
Oct16 160819 34.33 34.34 33.77 34.28 -0.05 15,945 40,885 -277
Dec16 160819 34.61 34.63 34.04 34.56 -0.05 85,342 178,737 +3,247
Jan17 160819 34.63 34.85 34.28 34.78 -0.06 11,644 36,644 -42
Mar17 160819 35.00 35.00 34.42 34.91 -0.08 7,768 28,752 +918
May17 160819 35.10 35.10 34.52 34.99 -0.11 5,342 18,042 -149
Jul17 160819 35.01 35.18 34.65 35.11 -0.12 5,181 10,628 -523
Aug17 160819 34.89 35.09 34.74 35.04 -0.15 510 3,493 -11
Sep17 160819 34.97 34.97 34.90 34.97 -0.14 436 2,756 +64
Oct17 160819 34.62 34.78 34.32 34.78 -0.04 348 1,836 -16
Total Volume and Open Interest 157,400 376,790 +1,308
Canola(WCE)
Nov16 160819 468.7 471.8 466.5 469.2 +0.7 13,300 129,657 +2,080
Jan17 160819 473.1 477.9 473.1 475.5 +0.4 3,094 25,079 +172
Mar17 160819 479.0 483.6 479.0 481.0 +0.1 175 6,258 +103
May17 160819 487.1 487.5 484.8 485.0 -0.4 41 4,970 +1
Jul17 160819 490.4 491.3 487.8 488.3 -0.6 130 7,260 +48
Total Volume and Open Interest 16,836 177,462 +2,453
Corn(CBOT)
Sep16 160819 332.25 334.75 330.00 334.25 +2.25 103,659 233,785 -9,043
Dec16 160819 342.25 344.25 340.00 343.75 +1.75 142,213 727,261 +8,035
Mar17 160819 352.25 354.00 350.00 353.50 +1.75 47,273 188,716 +4,336
May17 160819 359.00 360.75 357.00 360.25 +1.50 3,887 47,140 +831
Jul17 160819 365.50 367.50 364.00 366.75 +1.25 7,744 89,450 +152
Sep17 160819 373.00 374.25 371.25 373.50 +1.00 975 34,343 +349
Dec17 160819 381.25 383.00 379.50 382.50 +1.25 3,074 56,265 -87
Mar18 160819 389.75 392.00 389.75 391.50 +1.00 66 2,597 +24
May18 160819 396.25 396.25 396.25 396.25 +1.25 0 645 +0
Jul18 160819 397.00 399.75 396.50 399.50 +1.25 2 1,097 +2
Total Volume and Open Interest 308,912 1,383,869 +4,604
Wheat(CBOT)
Sep16 160819 426.25 432.50 422.50 427.00 unch 44,740 92,506 -6,371
Dec16 160819 443.00 449.25 439.50 444.75 +0.50 57,181 234,595 +2,510
Mar17 160819 462.00 467.25 458.50 464.00 +1.50 14,597 61,230 +2,191
May17 160819 473.25 479.75 471.00 477.25 +2.50 1,986 15,162 -358
Jul17 160819 481.75 488.25 479.75 485.50 +2.50 1,176 25,967 -3
Sep17 160819 497.00 500.00 495.50 499.00 +2.75 239 2,652 +30
Total Volume and Open Interest 120,244 438,801 -2,056
Wheat(KCBT)
Sep16 160819 420.00 424.00 416.25 418.75 -2.25 24,360 75,671 -6,151
Dec16 160819 444.75 449.75 442.00 444.75 -2.00 22,434 96,770 +4,792
Mar17 160819 461.50 465.00 457.50 460.50 -1.75 3,797 34,024 +651
May17 160819 469.00 475.00 468.00 470.25 -2.00 351 12,106 -62
Jul17 160819 478.75 484.00 477.75 479.75 -1.75 377 17,260 -114
Sep17 160819 496.75 499.00 494.75 494.75 -2.00 118 1,683 +37
Dec17 160819 520.00 520.00 516.00 516.00 -2.00 34 1,017 +6
Total Volume and Open Interest 51,479 238,732 -840
Wheat(MGE)
Sep16 160819 527.00 532.00 526.00 530.75 +3.00 5,318 12,407 -1,032
Dec16 160819 526.00 528.75 523.75 527.25 +1.25 6,336 22,608 +1,051
Mar17 160819 532.75 537.50 532.75 535.75 +1.00 1,278 13,029 +354
May17 160819 542.50 544.75 542.50 543.00 +1.25 310 5,334 +7
Jul17 160819 553.50 553.50 551.25 551.25 +1.25 162 2,770 +21
Sep17 160819 559.25 562.25 559.25 560.00 +1.50 106 2,126 -7
Total Volume and Open Interest 13,519 59,203 +391
Oats(CBOT)
Sep16 160819 170.50 170.50 169.00 169.75 -0.25 293 1,561 -78
Dec16 160819 183.50 185.75 183.50 184.50 +0.75 448 7,764 +176
Mar17 160819 195.00 197.00 195.00 196.25 +1.75 36 1,269 +33
May17 160819 199.75 199.75 199.75 199.75 +1.50 1 30 +1
Total Volume and Open Interest 781 10,627 +135
Rough Rice(CBOT)
Sep16 160819 10.20 10.31 10.19 10.26 +0.03 870 5,174 -517
Nov16 160819 10.30 10.39 10.29 10.31 -0.01 822 5,302 +258
Jan17 160819 10.58 10.65 10.56 10.56 -0.02 110 316 +43
Mar17 160819 10.81 10.81 10.81 10.81 -0.02 1 46 +1
Total Volume and Open Interest 1,803 10,840 -215
Live Cattle(CME)
Aug16 160819 113.680 113.900 112.750 113.550 -0.030 1,535 8,457 -782
Oct16 160819 110.600 111.080 109.650 110.250 -0.330 16,601 111,020 +1,715
Dec16 160819 112.050 112.400 111.135 111.730 -0.320 5,744 62,176 +286
Feb17 160819 112.035 112.350 111.330 111.850 -0.200 4,944 30,715 +918
Apr17 160819 110.850 111.200 110.250 110.850 -0.035 968 18,994 +203
Jun17 160819 104.230 104.950 103.950 104.535 +0.135 446 8,476 +140
Total Volume and Open Interest 30,319 243,816 +2,503
Feeder Cattle(CME)
Aug16 160819 145.130 146.300 144.400 146.080 +1.045 1,074 5,281 -282
Sep16 160819 143.130 144.235 142.300 143.850 +0.700 2,585 11,380 -210
Oct16 160819 140.535 141.650 139.580 141.200 +0.570 2,357 14,788 +78
Nov16 160819 137.485 138.500 136.535 137.985 +0.385 651 6,343 +29
Jan17 160819 132.900 134.000 132.130 133.485 +0.385 315 4,008 +55
Mar17 160819 130.550 131.600 130.000 131.380 +0.730 139 1,579 +22
Apr17 160819 130.250 131.850 129.825 131.535 +1.050 47 395 +20
Total Volume and Open Interest 7,184 43,969 -282
Lean Hogs(CME)
Oct16 160819 60.535 62.400 60.285 61.930 +1.230 12,491 94,677 -236
Dec16 160819 56.200 58.000 56.200 57.450 +1.000 5,470 57,646 +1,080
Feb17 160819 60.700 62.130 60.680 61.850 +0.800 2,672 26,710 +447
Apr17 160819 66.430 67.250 66.250 67.100 +0.700 1,456 20,381 +680
May17 160819 72.785 72.800 72.785 72.800 +0.800 24 305 +15
Jun17 160819 76.250 76.800 76.100 76.650 +0.450 506 3,596 +180
Jul17 160819 75.500 75.800 75.300 75.730 +0.345 85 602 +54
Aug17 160819 74.350 74.680 74.150 74.535 +0.185 16 292 +6
Total Volume and Open Interest 22,731 204,424 +2,231
Class III Milk(CME)
Aug16 160819 16.96 16.96 16.95 16.95 -0.01 170 4,770 +21
Sep16 160819 17.91 18.01 17.88 17.88 -0.03 494 5,224 +74
Oct16 160819 17.66 17.74 17.57 17.58 -0.07 413 4,350 +190
Nov16 160819 17.15 17.24 17.07 17.07 -0.09 174 3,590 +51
Dec16 160819 16.67 16.73 16.60 16.60 -0.07 167 3,139 +71
Jan17 160819 16.34 16.39 16.30 16.35 -0.04 156 1,502 +52
Feb17 160819 16.26 16.27 16.17 16.20 -0.15 110 1,361 +67
Mar17 160819 16.22 16.23 16.22 16.23 -0.07 118 1,267 +46
Apr17 160819 16.26 16.29 16.26 16.27 -0.06 58 1,101 +30
May17 160819 16.45 16.46 16.43 16.43 -0.02 54 1,008 +31
Jun17 160819 16.62 16.62 16.54 16.59 -0.03 70 932 +40
Jul17 160819 16.79 16.79 16.76 16.79 -0.03 41 444 +23
Aug17 160819 16.86 16.86 16.84 16.85 -0.02 37 380 +26
Total Volume and Open Interest 2,192 30,290 +805
Cocoa(ICE)
Sep16 160819 3116 3116 3089 3095 -14 3,016 2,026 -2,470
Dec16 160819 3113 3120 3076 3099 -14 20,144 106,513 +105
Mar17 160819 3083 3090 3048 3069 -14 5,873 63,079 +877
May17 160819 3067 3076 3037 3059 -11 1,975 13,113 +749
Jul17 160819 3059 3066 3032 3050 -11 549 3,695 +199
Sep17 160819 3054 3055 3028 3039 -13 64 4,272 +26
Dec17 160819 3023 3033 3020 3026 -14 19 1,122 +1
Total Volume and Open Interest 31,640 197,711 -513
Coffee "C"(ICE)
Sep16 160819 138.45 139.90 137.45 138.80 +0.65 12,109 13,000 -7,325
Dec16 160819 141.60 143.00 140.45 141.60 +0.15 23,668 95,384 +1,967
Mar17 160819 144.85 146.05 143.65 144.80 +0.25 5,156 31,453 +811
May17 160819 146.70 147.90 145.55 146.75 +0.35 1,942 14,772 +253
Jul17 160819 149.65 149.65 147.30 148.50 +0.35 183 3,668 -5
Sep17 160819 149.05 150.70 149.00 150.10 +0.30 50 3,106 -8
Total Volume and Open Interest 43,142 168,031 -4,306
Orange Juice(ICE)
Sep16 160819 175.65 180.75 175.65 179.90 +3.40 1,301 5,924 -908
Nov16 160819 178.55 181.00 176.25 180.20 +2.75 1,056 8,443 +448
Jan17 160819 178.15 180.10 177.10 179.90 +2.35 215 1,398 +74
Mar17 160819 177.50 179.65 177.50 179.65 +2.45 34 247 +5
May17 160819 178.45 178.45 178.45 178.45 +2.40 0 43 +0
Jul17 160819 177.25 177.25 177.25 177.25 +2.40      
Total Volume and Open Interest 2,606 16,057 -381
Sugar #11(ICE)
Oct16 160819 20.08 20.13 19.69 19.77 -0.21 41,919 428,839 -4,253
Mar17 160819 20.53 20.59 20.20 20.28 -0.18 19,448 256,677 +1,723
May17 160819 20.00 20.03 19.72 19.82 -0.11 5,328 79,277 +1,190
Jul17 160819 19.39 19.43 19.18 19.29 -0.07 1,983 52,818 +64
Oct17 160819 19.07 19.07 18.87 19.00 -0.05 1,007 32,389 +204
Mar18 160819 18.86 18.86 18.75 18.83 -0.03 381 16,240 +107
May18 160819 18.29 18.29 18.20 18.27 -0.02 99 4,895 +77
Jul18 160819 17.92 17.92 17.88 17.89 -0.03 37 4,939 -2
Total Volume and Open Interest 70,317 882,241 -899
London Cocoa(LCE)
Sep16 160819 2505 2514 2477 2492 -20 4,226 84,462 -551
Dec16 160819 2450 2458 2431 2446 -9 7,271 86,988 +2,402
Mar17 160819 2400 2404 2380 2397 -3 3,658 57,400 -35
May17 160819 2376 2386 2362 2380 unch 2,095 24,145 +532
Jul17 160819 2374 2380 2364 2375 +1 627 4,801 -39
Sep17 160819 2359 2371 2355 2364 -1 172 5,071 +121
Dec17 160819 2356 2361 2351 2353 -2 15 1,287 +15
Total Volume and Open Interest 18,064 264,155 +2,445
London Sugar(LCE)
Oct16 160819 537.10 538.00 524.10 525.30 -10.30 6,024 37,940 -2,210
Dec16 160819 543.00 543.00 531.90 533.40 -8.00 4,281 20,518 +1,023
Mar17 160819 546.60 546.60 537.50 539.00 -6.10 1,030 17,628 +151
May17 160819 536.60 536.90 529.60 531.20 -4.90 172 9,278 +1
Aug17 160819 524.30 524.30 520.30 521.90 -3.90 32 4,538 +15
Total Volume and Open Interest 11,560 94,121 -1,007
Cotton(ICE)
Oct16 160819 68.61 68.61 67.29 67.57 -0.93 59 171 +18
Dec16 160819 69.14 69.56 67.67 68.03 -0.98 12,941 168,885 -986
Mar17 160819 69.74 70.15 68.40 68.76 -0.88 2,972 44,628 +1,078
May17 160819 69.52 69.52 68.41 68.79 -0.79 324 5,904 -41
Jul17 160819 69.00 69.00 68.30 68.67 -0.75 267 5,626 -4
Oct17 160819 68.27 68.27 68.27 68.27 -0.73      
Total Volume and Open Interest 16,762 235,454 -9
Lumber(CME)
Sep16 160819 320.9 323.5 319.1 322.3 +2.0 210 3,180 -65
Nov16 160819 330.5 334.0 329.9 333.0 +2.2 170 1,938 +49
Jan17 160819 336.0 338.9 336.0 338.9 +2.1 12 136 +5
Mar17 160819 345.2 345.4 340.1 340.1 +2.1 6 50 +6
Total Volume and Open Interest 398 5,327 -5
Crude Oil(NYM)
Sep16 160819 48.33 48.75 47.93 48.52 +0.30 563,354 95,860 -58,912
Oct16 160819 48.95 49.36 48.55 49.11 +0.22 397,540 447,996 +8,129
Nov16 160819 49.57 50.00 49.18 49.73 +0.17 91,837 218,951 +67
Dec16 160819 50.17 50.59 49.77 50.32 +0.13 109,315 266,807 +5,492
Jan17 160819 50.76 51.13 50.35 50.89 +0.10 38,589 118,959 -586
Feb17 160819 51.27 51.59 50.83 51.36 +0.09 20,939 45,487 +1,866
Mar17 160819 51.54 51.99 51.23 51.76 +0.09 18,887 93,751 -1,047
Apr17 160819 51.97 52.18 51.59 52.08 +0.09 10,271 30,990 +584
May17 160819 52.10 52.52 51.86 52.34 +0.09 3,957 25,920 -68
Jun17 160819 52.40 52.79 52.02 52.55 +0.09 24,823 86,288 +635
Jul17 160819 52.53 52.97 52.38 52.72 +0.08 2,365 19,470 +472
Aug17 160819 53.02 53.02 52.54 52.87 +0.08 2,172 15,927 -402
Sep17 160819 52.76 53.02 52.76 53.02 +0.07 3,474 36,142 -317
Oct17 160819 53.00 53.18 53.00 53.18 +0.07 1,053 12,746 +286
Nov17 160819 53.36 53.36 53.36 53.36 +0.07 569 12,606 -78
Dec17 160819 53.44 53.78 53.10 53.56 +0.08 31,193 144,232 +336
Total Volume and Open Interest 1,329,160 1,808,835 -43,567
e-miNY Crude Oil(NYM)
Sep16 160819 48.375 48.725 47.925 48.525 +0.300 12,663 2,401 -128
Oct16 160819 48.950 49.350 48.550 49.100 +0.200 2,047 1,791 +161
Nov16 160819 49.575 49.975 49.250 49.725 +0.175 79 196 +7
Dec16 160819 50.150 50.400 49.825 50.325 +0.125 137 373 -92
Jan17 160819 50.900 50.900 50.350 50.900 +0.100 18 20 -6
Feb17 160819 51.325 51.350 50.900 51.350 +0.075 2 16 +2
Mar17 160819 51.750 51.750 51.300 51.750 +0.075 2 17 -2
Apr17 160819 52.075 52.075 51.900 52.075 +0.075 0 89 +0
May17 160819 52.350 52.350 52.350 52.350 +0.100 8 75 -8
Jun17 160819 52.550 52.550 52.100 52.550 +0.100 10 15 -8
Total Volume and Open Interest 14,988 5,203 -96
NY Harbor ULSD(NYM)
Sep16 160819 152.36 153.24 150.28 151.96 -0.64 68,103 55,748 -406
Oct16 160819 154.30 154.94 152.16 153.86 -0.38 50,764 75,774 -504
Nov16 160819 155.53 156.62 153.97 155.69 -0.19 28,711 68,918 +2,512
Dec16 160819 157.16 158.02 155.46 157.13 -0.12 27,508 60,625 +298
Jan17 160819 159.13 159.31 157.10 158.72 -0.08 6,869 36,183 +1,350
Feb17 160819 160.06 160.06 158.46 159.69 -0.06 2,165 13,472 +92
Mar17 160819 160.48 160.48 158.50 159.95 -0.05 2,404 16,820 +4
Apr17 160819 158.90 160.41 158.40 159.62 -0.08 785 8,964 +204
May17 160819 159.47 159.86 159.47 159.86 -0.08 601 6,550 +72
Jun17 160819 160.96 160.97 158.65 160.29 -0.05 1,853 23,150 +251
Jul17 160819 161.06 161.06 161.06 161.06 -0.04 224 2,785 -22
Aug17 160819 162.00 162.00 162.00 162.00 -0.02 215 1,634 -58
Sep17 160819 163.09 163.09 162.14 163.09 unch 243 2,213 +57
Oct17 160819 164.22 164.22 164.22 164.22 +0.03 145 1,683 -1
Total Volume and Open Interest 192,506 404,922 +3,847
RBOB Gasoline(NYM)
Sep16 160819 149.05 151.58 147.14 151.29 +2.32 77,240 58,735 -10,830
Oct16 160819 142.13 144.10 140.37 143.85 +1.71 80,016 120,951 +7,832
Nov16 160819 140.24 142.84 139.57 142.62 +1.35 33,713 69,593 +3,958
Dec16 160819 140.31 141.84 138.87 141.64 +1.12 25,089 52,534 -447
Jan17 160819 140.65 142.06 139.46 141.93 +0.94 9,009 27,058 -17
Feb17 160819 141.13 143.07 140.75 143.01 +0.86 3,455 7,035 +133
Mar17 160819 143.28 144.78 142.53 144.78 +0.83 3,418 20,672 +1,267
Apr17 160819 162.96 163.10 161.05 163.10 +0.75 1,498 17,584 +405
May17 160819 162.18 163.95 162.04 163.95 +0.74 611 5,577 -52
Jun17 160819 161.94 163.70 161.72 163.70 +0.74 943 11,753 +62
Total Volume and Open Interest 236,961 420,632 +2,400
e-miNY RBOB Gasoline(NYM)
Sep16 160819 151.29 151.29 151.29 151.29 +2.32 1 1 +0
Oct16 160819 142.10 143.85 142.10 143.85 +1.71      
Nov16 160819 142.62 142.62 142.62 142.62 +1.35      
Dec16 160819 141.64 141.64 141.64 141.64 +1.12      
Total Volume and Open Interest 1 1 +0
Natural Gas(NYM)
Sep16 160819 2.660 2.670 2.569 2.584 -0.090 122,020 93,171 -11,696
Oct16 160819 2.704 2.710 2.608 2.619 -0.093 70,881 228,683 +4,672
Nov16 160819 2.842 2.865 2.771 2.781 -0.092 33,127 183,652 +1,909
Dec16 160819 3.111 3.111 3.010 3.022 -0.088 18,647 73,397 +1,284
Jan17 160819 3.244 3.244 3.144 3.154 -0.087 22,103 136,924 -503
Feb17 160819 3.221 3.221 3.147 3.157 -0.080 5,338 35,318 +351
Mar17 160819 3.178 3.181 3.111 3.123 -0.075 10,671 82,616 +806
Apr17 160819 2.958 2.958 2.900 2.904 -0.044 8,330 63,166 +347
May17 160819 2.907 2.907 2.878 2.884 -0.039 3,037 23,079 +141
Jun17 160819 2.933 2.935 2.913 2.916 -0.038 2,575 22,448 +8
Jul17 160819 2.961 2.963 2.948 2.949 -0.037 2,615 15,403 +107
Aug17 160819 2.970 2.972 2.958 2.959 -0.036 1,906 14,254 +376
Sep17 160819 2.956 2.958 2.940 2.943 -0.035 1,956 15,594 +44
Oct17 160819 2.996 2.998 2.960 2.964 -0.038 2,947 25,618 +52
Nov17 160819 3.042 3.042 3.019 3.022 -0.037 1,172 11,898 +47
Dec17 160819 3.179 3.192 3.160 3.166 -0.037 825 15,961 -17
Total Volume and Open Interest 309,906 1,096,006 -1,979
Brent Crude Oil(ICE)
Oct16 160819 50.96 51.22 50.32 50.88 -0.01 377,399 297,707 -4,153
Nov16 160819 51.11 51.48 50.60 51.19 +0.04 226,900 439,463 +14,621
Dec16 160819 51.61 51.87 51.01 51.60 +0.05 190,040 387,968 -575
Jan17 160819 51.86 52.26 51.42 51.99 +0.06 55,376 118,997 +12,021
Feb17 160819 52.35 52.64 51.82 52.38 +0.07 21,129 92,281 +1,431
Mar17 160819 52.76 53.01 52.21 52.76 +0.08 27,865 110,311 +3,868
Apr17 160819 52.89 53.31 52.56 53.06 +0.07 7,651 35,821 +718
May17 160819 53.22 53.54 52.84 53.33 +0.07 3,727 40,507 +141
Jun17 160819 53.48 53.82 53.06 53.57 +0.07 30,174 115,154 +584
Jul17 160819 53.81 53.81 53.81 53.81 +0.07 1,262 20,747 +277
Aug17 160819 54.05 54.05 54.05 54.05 +0.07 1,144 18,342 +210
Sep17 160819 54.26 54.26 54.26 54.26 +0.07 1,864 47,793 +73
Oct17 160819 54.47 54.47 54.47 54.47 +0.06 609 18,325 +84
Nov17 160819 54.66 54.66 54.66 54.66 +0.06 591 15,982 +47
Total Volume and Open Interest 999,990 2,256,812 +32,453
Gas Oil(ICE)
Sep16 160819 447.50 448.75 440.50 441.50 -0.75 90,922 129,779 -1,253
Oct16 160819 453.25 454.50 446.50 447.50 -0.75 78,927 125,047 +8,370
Nov16 160819 456.00 457.25 449.25 450.50 -0.75 24,618 64,067 -1,882
Dec16 160819 458.50 460.00 452.50 453.25 -0.75 30,615 134,491 -721
Jan17 160819 462.00 463.50 456.50 457.00 -0.75 8,013 42,305 -348
Feb17 160819 464.75 466.00 460.00 460.75 -0.50 3,015 28,754 +433
Mar17 160819 468.75 468.75 463.00 463.50 -0.75 3,733 27,197 +271
Apr17 160819 470.75 470.75 466.00 466.00 -0.50 968 16,109 +126
May17 160819 473.00 473.00 468.00 468.25 -0.50 1,404 14,548 -124
Jun17 160819 476.25 476.25 470.00 470.50 -0.75 3,159 45,592 +437
Total Volume and Open Interest 252,886 800,381 +4,671
Ethanol(CBOT)
Sep16 160819 1.466 1.487 1.465 1.482 +0.021 170 1,115 -14
Oct16 160819 1.460 1.479 1.460 1.473 +0.019 169 1,193 +50
Nov16 160819 1.447 1.457 1.447 1.455 +0.019 2 547 +1
Dec16 160819 1.432 1.435 1.424 1.435 +0.019 8 1,127 +2
Jan17 160819 1.423 1.423 1.423 1.423 +0.018 13 179 +9
Feb17 160819 1.427 1.427 1.427 1.427 +0.018 0 163 +0
Mar17 160819 1.441 1.441 1.441 1.441 +0.018 0 5 +0
Apr17 160819 1.458 1.458 1.458 1.458 +0.018      
Total Volume and Open Interest 362 4,335 +48
WTI Crude Oil(ICE)
Sep16 160819 48.22 48.71 47.94 48.52 +0.30 48,060 37,735 -6,546
Oct16 160819 48.95 49.36 48.56 49.11 +0.22 78,255 102,251 -4,232
Nov16 160819 49.54 49.93 49.18 49.73 +0.17 33,824 50,427 +1,995
Dec16 160819 50.13 50.53 49.78 50.32 +0.13 39,095 102,040 +1,805
Jan17 160819 50.77 51.04 50.34 50.89 +0.10 10,827 26,022 -1
Feb17 160819 51.05 51.37 50.85 51.36 +0.09 4,515 23,880 +21
Mar17 160819 51.75 51.87 51.23 51.76 +0.09 3,484 29,001 -54
Apr17 160819 51.81 52.10 51.60 52.08 +0.09 2,178 6,313 +66
May17 160819 52.33 52.36 51.87 52.34 +0.09 658 4,856 -75
Jun17 160819 52.29 52.58 52.09 52.55 +0.09 3,765 30,492 -1,212
Jul17 160819 52.72 52.72 52.72 52.72 +0.08 244 3,308 +150
Aug17 160819 52.87 52.87 52.87 52.87 +0.08 69 662 -20
Sep17 160819 53.02 53.02 53.02 53.02 +0.07 436 9,548 -11
Oct17 160819 53.18 53.18 53.18 53.18 +0.07 31 1,128 -8
Nov17 160819 53.36 53.36 53.36 53.36 +0.07 15 1,045 -1
Dec17 160819 53.67 53.70 53.12 53.56 +0.08 7,120 62,573 -724
Total Volume and Open Interest 234,267 536,180 -8,209
US Dollar Index(ICE)
Sep16 160819 94.180 94.600 94.180 94.482 +0.345 22,949 47,778 -1,336
Dec16 160819 94.180 94.565 94.180 94.452 +0.340 1,337 7,085 +411
Mar17 160819 94.185 94.425 94.150 94.423 +0.345 44 1,912 +18
Total Volume and Open Interest 24,373 56,895 -864
Australian Dollar(CME)
Sep16 160819 76.80 76.85 75.93 76.15 -0.71 108,091 109,199 -636
Dec16 160819 76.45 76.47 75.76 75.97 -0.71 620 2,444 +157
Mar17 160819 75.83 75.83 75.78 75.83 -0.70 1 13 +0
Total Volume and Open Interest 108,712 111,656 -479
British Pound(CME)
Sep16 160819 131.66 131.92 130.29 130.85 -0.69 86,311 244,248 +1,155
Dec16 160819 131.79 132.13 130.53 131.08 -0.69 709 4,312 -142
Mar17 160819 131.35 132.29 130.83 131.35 -0.68 21 628 +18
Total Volume and Open Interest 87,043 249,601 +1,033
Canadian Dollar(CME)
Sep16 160819 78.30 78.30 77.56 77.77 -0.55 64,906 119,871 -28
Dec16 160819 78.25 78.25 77.61 77.80 -0.55 244 4,037 +38
Mar17 160819 77.94 77.94 77.66 77.84 -0.55 2 440 +0
Jun17 160819 77.89 77.89 77.74 77.89 -0.53 0 192 +0
Total Volume and Open Interest 65,152 124,620 +10
Japanese Yen(CME)
Sep16 160819 100.18 100.22 99.64 99.87 -0.31 116,031 162,629 -758
Dec16 160819 100.58 100.58 100.04 100.27 -0.31 1,329 2,555 +414
Mar17 160819 100.70 100.70 100.55 100.70 -0.30 5 263 +5
Total Volume and Open Interest 117,365 165,566 -339
Swiss Franc(CME)
Sep16 160819 104.93 104.99 104.20 104.36 -0.63 20,503 41,348 -1,274
Dec16 160819 105.42 105.45 104.76 104.93 -0.62 37 160 +16
Mar17 160819 105.48 105.48 105.40 105.48 -0.62      
Total Volume and Open Interest 20,540 41,528 -1,258
EuroFX(CME)
Sep16 160819 113.66 113.73 113.17 113.36 -0.31 139,701 354,061 -1,653
Dec16 160819 114.05 114.15 113.61 113.80 -0.31 1,114 8,359 +92
Mar17 160819 114.36 114.47 114.09 114.26 -0.31 18 1,339 +4
Total Volume and Open Interest 140,841 364,484 -1,553
Mexican Peso(CME)
Sep16 160819 547.88 548.88 541.75 546.13 -4.50 64,895 82,682 -6,082
Oct16 160819 544.63 544.63 544.63 544.63 -4.50      
Total Volume and Open Interest 67,922 114,652 -6,097
Brazilian Real(CME)
Sep16 160819 307.00 310.75 306.15 309.90 +2.10 692 26,649 +55
Oct16 160819 306.00 307.10 304.50 307.10 +2.00 18 163 +11
Nov16 160819 304.45 304.45 304.45 304.45 +2.05      
Dec16 160819 301.75 301.75 301.75 301.75 +2.00 2 150 +1
Total Volume and Open Interest 712 26,962 +67
30-Year T-Bonds(CBOT)
Sep16 160819 172~000 172~010 170~140 171~030 -0~260 196,186 582,305 -2,486
Dec16 160819 170~080 170~170 168~310 169~200 -0~260 1,348 3,780 +368
Mar17 160819 168~160 168~160 168~160 168~160 -0~260      
Total Volume and Open Interest 197,534 586,085 -2,118
10-Year T-Notes(CBOT)
Sep16 160819 132~135 132~140 131~265 131~305 -0~135 1,112,006 2,767,607 -5,471
Dec16 160819 131~110 131~135 130~265 130~305 -0~140 25,959 84,273 +10,363
Mar17 160819 130~045 130~045 130~045 130~045 -0~140      
Total Volume and Open Interest 1,137,965 2,851,880 +4,892
5-Year T-Notes(CBOT)
Sep16 160819 121~212 121~214 121~100 121~122 -0~080 679,695 2,705,633 -6,461
Dec16 160819 121~196 121~210 121~094 121~122 -0~080 49,511 113,965 +22,570
Mar17 160819 121~024 121~024 121~024 121~024 -0~080      
Total Volume and Open Interest 729,206 2,819,598 +16,109
2 Year T-Notes(CBOT)
Sep16 160819 109~126 109~126 109~092 109~100 -0~022 230,762 1,090,334 +10,229
Dec16 160819 109~092 109~092 109~066 109~074 -0~024 6,733 35,261 +2,086
Mar17 160819 109~070 109~070 109~070 109~070 -0~024      
Total Volume and Open Interest 237,495 1,125,595 +12,315
Eurodollars(CME)
Sep16 160819 99.155 99.155 99.130 99.132 -0.022 388,529 1,179,616 +10,337
Dec16 160819 99.110 99.110 99.070 99.080 -0.030 551,941 1,536,248 -4,952
Mar17 160819 99.080 99.080 99.035 99.045 -0.035 270,887 1,113,500 -4,447
Jun17 160819 99.045 99.045 98.995 99.005 -0.040 221,847 975,150 +8,226
Sep17 160819 99.015 99.015 98.955 98.965 -0.045 228,147 888,792 +4,861
Dec17 160819 98.970 98.970 98.905 98.920 -0.045 312,047 1,312,702 +2,225
Mar18 160819 98.945 98.945 98.885 98.895 -0.045 134,420 634,934 +1,162
Jun18 160819 98.915 98.915 98.850 98.865 -0.045 121,246 487,244 +4,278
Sep18 160819 98.885 98.885 98.815 98.830 -0.045 94,941 436,434 -5,764
Dec18 160819 98.835 98.840 98.770 98.785 -0.050 112,865 588,412 -7,681
Mar19 160819 98.815 98.815 98.745 98.760 -0.050 55,124 412,271 -340
Jun19 160819 98.775 98.780 98.710 98.725 -0.050 59,534 295,789 -1,961
Sep19 160819 98.740 98.740 98.670 98.690 -0.045 56,996 239,717 -7,410
Dec19 160819 98.695 98.695 98.625 98.645 -0.045 41,791 240,476 -3,279
Mar20 160819 98.655 98.660 98.590 98.610 -0.045 24,501 146,115 -235
Jun20 160819 98.615 98.615 98.550 98.570 -0.040 33,232 96,429 -567
Sep20 160819 98.570 98.570 98.505 98.530 -0.040 23,236 78,297 -3,062
Dec20 160819 98.525 98.525 98.460 98.485 -0.040 20,937 94,225 -1,491
Total Volume and Open Interest 2,823,173 11,048,817 +3,625
Ultra T-Bond(CBOT)
Sep16 160819 187~25 187~28 185~29 186~23 -1~02 69,173 601,071 +13
Dec16 160819 186~23 187~01 185~03 185~28 -1~02 637 11,465 +586
Mar17 160819 184~28 184~28 184~28 184~28 -1~02      
Total Volume and Open Interest 69,810 612,536 +599
Ultra 10-Yr T-Note(CBOT)
Sep16 160819 145~050 145~055 144~135 144~195 -0~165 56,269 187,256 +788
Dec16 160819 144~035 144~035 143~305 144~035 -0~175 0 139 +0
Mar17 160819 144~035 144~035 144~035 144~035 -0~175      
Total Volume and Open Interest 56,269 187,395 +788
30 Day Federal Funds(CBOT)
Aug16 160819 99.603 99.603 99.600 99.600 -0.003 2,874 132,942 +572
Sep16 160819 99.585 99.595 99.585 99.590 unch 17,920 75,162 +5,741
Oct16 160819 99.575 99.575 99.565 99.570 -0.005 53,193 186,835 +8,587
Nov16 160819 99.555 99.555 99.545 99.550 -0.010 20,341 92,348 +3,790
Dec16 160819 99.520 99.520 99.505 99.505 -0.015 23,840 60,840 +4,505
Jan17 160819 99.480 99.480 99.465 99.470 -0.015 32,044 102,346 -2,152
Total Volume and Open Interest 199,700 861,974 +21,390
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 160819 194.66 194.96 192.12 192.70 -1.80 19,885 135,157 -2,689
Dec16 160819 192.50 192.50 191.06 191.06 -1.80 323 363 +319
Mar17 160819 190.70 190.70 190.70 190.70 -1.80      
Total Volume and Open Interest 20,208 135,520 -2,370
Euro-Bund(EUREX)
Sep16 160819 167.46 167.59 166.76 166.97 -0.49 458,737 1,617,835 -25,455
Dec16 160819 164.77 164.85 164.07 164.26 -0.49 2,017 80,951 +1,901
Mar17 160819 166.55 166.57 166.55 166.57 -0.33 4 160 -80
Total Volume and Open Interest 460,758 1,698,946 -23,634
Euro-Bobl(EUREX)
Sep16 160819 133.62 133.63 133.43 133.48 -0.11 259,951 1,285,624 -29,176
Dec16 160819 131.63 131.63 131.47 131.49 -0.11 3,742 47,270 -1,940
Mar17 160819 133.43 133.43 133.43 133.43 -0.11      
Total Volume and Open Interest 263,693 1,332,894 -31,116
Euro-Schatz(EUREX)
Sep16 160819 112.00 112.00 111.98 111.99 -0.01 105,307 1,069,215 -13,848
Dec16 160819 111.99 111.99 111.96 111.97 -0.01 1,239 18,247 +1,197
Mar17 160819 111.99 111.99 111.99 111.99 -0.01      
Total Volume and Open Interest 106,546 1,087,462 -12,651
3-Mth Euribor(EUREX)
Sep16 160819 100.310 100.310 100.310 100.310 unch 0 3,849 +0
Dec16 160819 100.330 100.330 100.330 100.330 -0.005 0 2,880 +0
Mar17 160819 100.335 100.335 100.335 100.335 -0.010 0 3,188 +0
Total Volume and Open Interest 1,056 76,605 -301
Long Gilt(LIFFE)
Sep16 160819 132~15 132~17 131~21 131~26 -0~18 178,415 508,269 +6,902
Dec16 160819 131~06 131~06 130~21 130~24 -0~17      
Total Volume and Open Interest 178,415 508,269 +6,902
3-Mth Short Sterling(LIFFE)
Sep16 160819 99.64 99.64 99.63 99.64 unch 16,982 362,623 +200
Dec16 160819 99.72 99.74 99.72 99.72 unch 22,752 626,939 -4,321
Mar17 160819 99.74 99.75 99.73 99.74 unch 34,596 358,601 -1,205
Jun17 160819 99.76 99.76 99.74 99.75 unch 26,053 343,924 -44
Sep17 160819 99.76 99.77 99.74 99.75 unch 33,579 296,452 +2,660
Dec17 160819 99.76 99.77 99.73 99.74 -0.01 32,556 324,549 +846
Total Volume and Open Interest 336,699 3,195,651 +2,510
3-Mth Euribor(LIFFE)
Sep16 160819 100.310 100.310 100.305 100.305 -0.005 11,502 357,863 -1,331
Dec16 160819 100.330 100.335 100.325 100.325 -0.005 18,373 454,043 +49
Mar17 160819 100.345 100.345 100.330 100.335 -0.005 22,495 347,446 -4,729
Total Volume and Open Interest 223,985 3,058,150 -5,702
3-Mth Aus T-Bills(SFE)
Sep16 160819 98.23 98.24 98.22 98.24 +0.01 22,671 151,454 -2,388
Dec16 160819 98.32 98.33 98.32 98.33 unch 7,834 202,212 +569
Mar17 160819 98.38 98.39 98.38 98.39 unch 4,132 163,767 -922
Jun17 160819 98.41 98.42 98.40 98.42 unch 7,333 126,835 -831
Sep17 160819 98.42 98.43 98.42 98.43 unch 4,691 96,542 +1,849
Dec17 160819 98.42 98.43 98.41 98.43 unch 4,046 79,742 +370
Mar18 160819 98.41 98.43 98.40 98.43 +0.01 2,197 61,883 +626
Jun18 160819 98.40 98.41 98.40 98.41 unch 1,760 46,354 +295
Sep18 160819 98.40 98.40 98.39 98.39 unch 367 7,021 +15
Dec18 160819 98.37 98.37 98.37 98.37 +0.01 450 4,251 +160
Total Volume and Open Interest 55,673 943,017 -65
10-Year Aus T-Bonds(SFE)
Sep16 160819 98.12 98.14 98.10 98.13 +0.01 107,910 824,667 +7,268
Dec16 160819 98.13 98.13 98.13 98.13 +0.01      
Total Volume and Open Interest 107,910 824,667 +7,268
3-Year Aus T-Bonds(SFE)
Sep16 160819 98.63 98.64 98.62 98.64 +0.01 168,396 805,777 +8,381
Dec16 160819 98.64 98.64 98.64 98.64 +0.01      
Total Volume and Open Interest 168,396 805,777 +8,381
Gold(CMX)
Aug16 160819 1350.1 1350.1 1338.6 1340.4 -10.8 135 908 -14
Oct16 160819 1353.3 1354.0 1338.1 1342.2 -11.0 6,068 47,607 +1,069
Dec16 160819 1357.1 1357.9 1342.0 1346.2 -11.0 169,160 429,161 -2,890
Feb17 160819 1361.2 1361.5 1345.8 1350.0 -11.0 5,124 32,818 +27
Apr17 160819 1365.2 1365.2 1350.0 1353.5 -11.0 1,782 10,044 -458
Jun17 160819 1361.8 1365.4 1353.1 1356.6 -11.0 1,067 14,455 +144
Aug17 160819 1364.4 1364.4 1359.6 1359.6 -11.1 1,017 8,154 -176
Oct17 160819 1368.9 1368.9 1362.6 1362.6 -11.1 58 967 +23
Dec17 160819 1370.3 1370.3 1363.0 1365.4 -11.1 268 11,576 +43
Feb18 160819 1368.3 1368.3 1368.3 1368.3 -11.1 0 135 +0
Apr18 160819 1371.1 1371.1 1371.1 1371.1 -11.1 0 3 +0
Jun18 160819 1373.9 1373.9 1373.9 1373.9 -11.1 1 4,334 +0
Total Volume and Open Interest 185,751 570,205 -2,291
Silver(CMX)
Sep16 160819 1977.5 1980.0 1922.0 1931.7 -42.3 78,987 100,246 -3,812
Dec16 160819 1989.0 1990.0 1934.5 1944.9 -41.9 16,686 85,864 +4,613
Mar17 160819 1985.0 1985.0 1950.0 1956.6 -41.7 619 11,294 +35
May17 160819 1991.0 1991.0 1960.0 1963.7 -41.5 52 644 +16
Jul17 160819 1982.5 1982.5 1970.4 1970.4 -41.4 58 2,383 +0
Sep17 160819 1977.1 1977.1 1977.1 1977.1 -41.3 10 512 +0
Dec17 160819 2001.0 2001.0 1986.8 1986.8 -41.3 67 2,195 +14
Total Volume and Open Interest 96,767 206,725 +820
Platinum(NYMEX)
Oct16 160819 1135.0 1136.8 1111.6 1118.4 -14.8 11,723 74,762 -215
Jan17 160819 1128.0 1132.4 1114.5 1120.8 -14.8 579 5,946 +264
Apr17 160819 1123.5 1123.5 1123.4 1123.4 -14.6 14 238 +6
Jul17 160819 1125.2 1125.2 1125.2 1125.2 -14.5 2 15 +2
Total Volume and Open Interest 12,318 81,017 +57
Palladium(NYMEX)
Sep16 160819 712.15 712.25 704.60 709.35 -4.05 4,673 20,968 -1,189
Dec16 160819 713.00 713.70 706.25 711.10 -3.80 1,492 7,904 +1,008
Mar17 160819 712.00 713.00 712.00 712.40 -3.45 9 55 -3
Total Volume and Open Interest 6,179 28,943 -180
Copper(CMX)
Sep16 160819 216.50 217.45 215.80 216.70 -0.05 44,978 53,641 -584
Dec16 160819 217.85 218.60 216.95 217.75 -0.10 13,578 88,757 +2,982
Mar17 160819 218.55 219.30 217.90 218.70 -0.10 1,588 25,305 +461
May17 160819 218.75 219.50 218.75 219.35 -0.10 399 5,375 +103
Jul17 160819 219.85 219.85 219.55 219.80 -0.10 27 952 +20
Total Volume and Open Interest 61,601 183,556 +3,196
E-mini DJIA Index(CBOT)
Sep16 160819 18566 18576 18469 18540 -25 127,972 145,645 +1,719
Dec16 160819 18475 18480 18385 18454 -21 115 1,093 +17
Mar17 160819 18398 18398 18365 18389 -22 2 262 +1
Jun17 160819 18348 18348 18345 18348 -22 0 3 +0
Total Volume and Open Interest 128,089 147,003 +1,737
S & P 500(CME)
Sep16 160819 2183.60 2183.90 2172.80 2181.70 -1.90 3,973 94,604 +1,483
Dec16 160819 2167.50 2175.40 2166.20 2174.40 -1.80 3 1,006 -6
Mar17 160819 2167.60 2167.60 2159.40 2167.60 -1.80 0 60 +0
Jun17 160819 2161.40 2161.40 2153.20 2161.40 -1.80 0 60 +0
Total Volume and Open Interest 3,976 95,730 +1,477
S & P 500 E-Mini(Globex)
Sep16 160819 2183.50 2184.25 2172.50 2181.75 -1.75 1,702,425 2,895,653 +3,265
Dec16 160819 2175.00 2177.00 2165.50 2174.50 -1.75 9,247 53,704 +4,462
Mar17 160819 2163.00 2168.25 2158.75 2167.50 -2.00 36 968 +4
Jun17 160819 2161.50 2161.50 2157.75 2161.50 -1.75 1 321 +1
Total Volume and Open Interest 1,711,709 2,950,647 +7,732
NASDAQ 100 E-Mini(Globex)
Sep16 160819 4808.00 4816.80 4785.00 4807.00 -1.50 197,778 296,338 +710
Dec16 160819 4799.50 4809.50 4778.80 4800.30 -1.70 133 1,008 +3
Mar17 160819 4794.30 4797.50 4785.80 4794.30 -1.70 0 49 +0
Total Volume and Open Interest 197,912 297,402 +712
S&P Midcap 400(CME) e-Mini
Sep16 160819 1558.80 1562.20 1552.00 1561.00 +0.70 14,037 83,619 +998
Dec16 160819 1555.60 1555.60 1550.40 1555.60 +0.70 0 10 +0
Mar17 160819 1556.10 1556.10 1556.10 1556.10 +0.70      
Total Volume and Open Interest 14,037 83,629 +998
Volatility Index(CBOE)
Aug16 160817 12.80 13.00 12.55 12.65 -0.18 87,344 101,401 -15,417
Sep16 160819 14.60 14.95 14.60 14.68 +0.10 101,092 295,930 +12,985
Oct16 160819 16.55 16.85 16.50 16.68 +0.10 52,658 84,774 +4,142
Nov16 160819 17.62 17.90 17.60 17.73 +0.10 20,630 41,293 +649
Total Volume and Open Interest 196,683 494,593 +21,939
Russell 2000(ICE)
Sep16 160819 1235.90 1236.70 1228.70 1234.70 -1.00 74,812 329,517 -460
Dec16 160819 1228.60 1231.50 1226.50 1229.90 -1.30 11 1,047 +6
Mar17 160819 1226.40 1226.40 1226.40 1226.40 -1.30 0 250 +0
Total Volume and Open Interest 74,823 330,984 -454
Nikkei 225(CME)
Sep16 160819 16550 16615 16415 16485 -65 8,080 35,504 -625
Dec16 160819 16470 16545 16375 16430 -65 6 401 -2
Total Volume and Open Interest 8,086 35,905 -627
Nikkei 225(SGX)
Sep16 160819 16500 16600 16435 16535 +15 65,786 199,426 -1,107
Dec16 160819 16405 16450 16310 16420 +15 1,806 6,832 -118
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 160819 16530 16600 16405 16475 -60 39,603 70,332 +40
Dec16 160819 16430 16440 16280 16335 -70 1 238 -173
Mar17 160819 16285 16285 16285 16285 -70      
Total Volume and Open Interest 39,604 70,570 -133
Nikkei 225(CME) e-Mini Yen
Sep16 160819 16480 16590 16420 16480 -60 3 10 -2
Dec16 160819 16340 16340 16340 16340 -70      
Mar17 160819 16290 16290 16290 16290 -70      
Total Volume and Open Interest 3 10 -2
CAC 40(EURONEXT)
Aug16 160819 4439.5 4442.5 4374.5 4378.5 -58.5 191,306 212,522 -79,848
Sep16 160819 4441.0 4442.5 4373.0 4399.5 -37.0 139,262 248,993 +83,105
Oct16 160819 4405.0 4405.0 4366.0 4388.0 -37.0 7 78 +4
Dec16 160819 4381.0 4381.0 4361.0 4378.0 -37.0 0 45 +0
Total Volume and Open Interest 330,575 461,639 +3,261
Hang Seng Index(HKFE)
Aug16 160819 23059 23148 22857 22912 -143 115,864 121,816 +2,951
Sep16 160819 23014 23090 22805 22857 -141 3,620 13,686 +1,094
Total Volume and Open Interest 120,714 140,657 +3,613
DAX(EUREX)
Sep16 160819 10631.0 10632.5 10487.5 10548.0 -52.5 90,847 163,262 +4,695
Dec16 160819 10635.0 10635.0 10477.0 10536.5 -52.5 187 6,557 +90
Mar17 160819 10514.0 10555.0 10480.0 10530.0 -52.5 2 191 +2
Total Volume and Open Interest 91,036 170,010 +4,787
Mini-DAX(EUREX)
Sep16 160819 10629.0 10633.0 10488.0 10548.0 -52.5 22,257 10,891 +134
Dec16 160819 10645.0 10645.0 10481.0 10536.5 -52.5 130 296 +24
Mar17 160819 10513.0 10549.0 10483.0 10530.0 -52.5 0 57 +0
Total Volume and Open Interest 22,387 11,244 +158
FT-SE 100(EURONEXT)
Sep16 160819 6880.00 6880.00 6839.00 6856.00 -10.50 94,044 690,337 +6,786
Dec16 160819 6822.00 6822.00 6798.00 6813.50 -10.50 81 949 +66
Mar17 160819 6755.50 6755.50 6755.50 6755.50 -8.50      
Total Volume and Open Interest 94,125 691,286 +6,852
SPI 200(SFE)
Sep16 160819 5479.0 5505.0 5466.0 5496.0 +20.0 36,886 299,404 +4,926
Dec16 160819 5469.0 5481.0 5469.0 5481.0 +19.0 7 2,852 +2
Mar17 160819 5432.0 5432.0 5432.0 5432.0 +19.0 0 1,436 +0
Total Volume and Open Interest 41,900 311,490 +9,445
FTSE MIB(ISE)
Sep16 160819 16575.00 16640.00 16200.00 16316.00 -355.00 26,128 39,201 +409
Dec16 160819 16480.00 16480.00 16085.00 16194.00 -352.00 24 285 +0
Mar17 160819 16164.00 16164.00 16164.00 16164.00 -352.00      
Total Volume and Open Interest 26,152 39,486 +409
KOSPI 200(KFE)
Sep16 160819 258.50 258.80 257.60 258.45 -0.05 100,189 138,676 +1,187
Dec16 160819 259.25 259.60 258.50 259.45 +0.05 579 13,843 +1,799
Mar17 160819 256.30 256.75 256.00 256.75 +0.65 4 1,148 +3
Total Volume and Open Interest 100,773 157,015 +2,990
GSCI(CME)
Sep16 160819 368.60 370.85 368.00 370.40 -0.25 36 13,056 +27
Oct16 160819 373.90 373.90 373.90 373.90 -0.25      
Nov16 160819 376.90 376.90 376.90 376.90 -0.25      
Total Volume and Open Interest 36 13,056 +27
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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