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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Wed August 24, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep16 160824 1033.50 1036.00 1021.75 1030.75 -3.50 9,720 37,883 -635
Nov16 160824 1013.00 1014.00 996.25 1005.25 -8.25 95,649 397,590 +3,842
Jan17 160824 1013.00 1014.25 997.00 1006.00 -8.25 15,156 73,897 +668
Mar17 160824 1010.00 1010.75 994.50 1003.50 -7.25 8,509 66,508 -91
May17 160824 1007.00 1007.00 992.25 1001.25 -6.50 4,473 34,294 +445
Jul17 160824 1006.50 1006.75 992.25 1000.50 -6.00 5,489 36,311 +92
Aug17 160824 998.00 998.00 987.25 993.25 -5.75 97 737 +8
Sep17 160824 970.00 970.00 966.00 970.00 -5.00 49 537 +10
Nov17 160824 953.75 954.50 941.75 948.75 -5.00 4,072 26,905 -407
Jan18 160824 949.75 951.25 945.25 950.00 -5.00 38 575 +17
Mar18 160824 946.50 946.50 946.50 946.50 -5.25 0 71 +0
May18 160824 948.50 948.50 948.50 948.50 -5.25 0 50 +0
Jul18 160824 952.00 952.00 952.00 952.00 -5.25 0 127 +0
Aug18 160824 949.25 949.25 949.25 949.25 -5.25 0 17 +0
Total Volume and Open Interest 143,257 675,749 +3,951
Soybean Meal(CBOT)
Sep16 160824 332.40 334.40 329.40 331.50 -0.90 11,758 37,804 -1,737
Oct16 160824 330.20 332.20 327.10 329.20 -1.30 6,693 33,495 +601
Dec16 160824 328.10 329.80 324.30 326.90 -1.60 39,383 169,535 +804
Jan17 160824 325.90 327.20 321.80 324.40 -1.90 4,234 31,541 +48
Mar17 160824 322.70 324.00 319.30 321.90 -1.90 4,519 32,668 +780
May17 160824 317.80 320.70 316.20 318.90 -1.60 2,095 21,846 +19
Jul17 160824 317.70 320.00 316.00 318.50 -1.40 2,181 21,344 +325
Aug17 160824 315.00 317.50 314.90 316.60 -1.50 127 2,209 +5
Sep17 160824 313.40 315.60 312.60 314.20 -1.70 167 2,351 -24
Oct17 160824 309.20 309.80 306.00 308.30 -1.60 158 2,620 +69
Total Volume and Open Interest 71,932 364,715 +905
Soybean Oil(CBOT)
Sep16 160824 33.98 34.12 33.26 33.57 -0.32 12,615 43,428 -3,052
Oct16 160824 34.10 34.26 33.39 33.70 -0.34 8,750 43,516 +788
Dec16 160824 34.42 34.54 33.68 33.99 -0.33 46,400 193,064 +4,671
Jan17 160824 34.59 34.72 33.88 34.17 -0.36 6,922 39,472 +193
Mar17 160824 34.71 34.84 33.99 34.28 -0.37 5,124 30,968 +1,284
May17 160824 34.80 34.87 34.06 34.34 -0.37 3,231 21,062 +1,426
Jul17 160824 34.83 35.02 34.21 34.50 -0.35 2,179 9,839 -496
Aug17 160824 34.63 34.63 34.31 34.49 -0.33 244 3,367 -25
Sep17 160824 34.42 34.42 34.42 34.42 -0.32 178 2,777 +18
Oct17 160824 34.25 34.61 34.00 34.16 -0.32 109 1,841 +9
Total Volume and Open Interest 86,417 396,292 +4,802
Canola(WCE)
Nov16 160824 472.8 475.7 467.0 468.8 -3.4 12,418 125,645 -503
Jan17 160824 479.1 482.0 473.5 475.6 -3.1 3,694 26,255 +1,204
Mar17 160824 485.7 486.2 480.9 481.6 -2.6 199 6,615 +11
May17 160824 489.3 489.5 484.9 485.8 -2.4 138 4,971 +34
Jul17 160824 494.5 494.6 488.5 489.4 -2.4 58 7,499 +30
Total Volume and Open Interest 16,529 175,377 +794
Corn(CBOT)
Sep16 160824 328.25 330.50 325.50 327.50 -1.00 71,837 189,291 -13,324
Dec16 160824 337.00 339.50 334.50 336.25 -1.00 123,159 742,997 +3,050
Mar17 160824 347.00 349.00 344.50 346.00 -1.00 23,278 192,044 +1,534
May17 160824 353.75 355.75 351.25 352.75 -1.00 3,077 48,432 +770
Jul17 160824 360.75 362.75 358.00 359.50 -1.25 4,653 91,796 +281
Sep17 160824 367.50 369.75 365.25 366.50 -1.25 2,172 35,015 +180
Dec17 160824 377.25 379.25 374.75 376.00 -1.25 1,866 56,107 +152
Mar18 160824 386.75 387.50 384.75 385.50 -1.25 152 2,724 +81
May18 160824 390.50 390.50 390.50 390.50 -1.00 0 645 +0
Jul18 160824 392.50 395.25 392.50 393.75 -1.00 5 1,128 +1
Total Volume and Open Interest 230,242 1,362,922 -7,239
Wheat(CBOT)
Sep16 160824 407.75 409.25 402.50 404.00 -3.75 39,066 68,787 -10,328
Dec16 160824 426.75 429.25 423.25 426.25 -1.25 77,188 254,478 +7,517
Mar17 160824 449.50 451.25 445.75 448.50 -1.50 22,720 71,757 +4,367
May17 160824 464.00 465.00 460.00 462.25 -2.25 3,957 15,831 +260
Jul17 160824 473.50 473.75 467.50 471.00 -2.50 3,568 26,325 +323
Sep17 160824 485.00 485.00 483.00 485.00 -2.50 422 2,698 +11
Total Volume and Open Interest 147,572 446,643 +2,226
Wheat(KCBT)
Sep16 160824 407.25 409.00 402.25 407.75 +0.50 18,425 58,718 -8,887
Dec16 160824 434.00 435.25 428.50 434.00 +0.50 27,352 105,130 +2,409
Mar17 160824 450.00 451.25 444.75 450.25 +0.50 5,093 37,339 +1,781
May17 160824 457.00 461.25 455.25 460.50 +0.25 872 12,422 +238
Jul17 160824 470.00 470.50 465.00 470.00 +0.25 2,106 17,767 +530
Sep17 160824 486.00 486.00 483.25 485.75 +0.25 333 1,776 +91
Dec17 160824 507.00 508.75 507.00 508.75 unch 23 1,025 +3
Total Volume and Open Interest 54,204 234,378 -3,835
Wheat(MGE)
Sep16 160824 512.50 516.25 500.75 501.75 -14.00 3,597 9,968 -649
Dec16 160824 515.75 515.75 507.50 508.75 -7.00 5,438 24,575 +662
Mar17 160824 525.50 526.00 519.25 520.50 -5.50 1,075 13,212 +42
May17 160824 531.75 532.25 529.25 529.75 -5.25 307 5,439 +81
Jul17 160824 541.00 541.00 538.50 538.75 -4.75 123 2,749 +31
Sep17 160824 552.75 552.75 547.00 548.25 -4.50 112 2,147 +7
Total Volume and Open Interest 10,718 59,045 +203
Oats(CBOT)
Sep16 160824 171.75 173.00 167.00 169.25 -2.25 101 1,538 -20
Dec16 160824 186.25 187.25 182.00 184.75 -1.50 382 7,876 +56
Mar17 160824 199.50 199.75 195.00 197.00 -1.50 43 1,309 +9
May17 160824 200.00 200.00 200.00 200.00 -1.75 0 30 +0
Total Volume and Open Interest 526 10,756 +45
Rough Rice(CBOT)
Sep16 160824 10.33 10.33 10.07 10.08 -0.23 752 3,544 -381
Nov16 160824 10.39 10.44 10.08 10.09 -0.27 870 6,306 +194
Jan17 160824 10.70 10.70 10.35 10.35 -0.27 44 502 +3
Mar17 160824 10.60 10.60 10.60 10.60 -0.27 6 49 +3
Total Volume and Open Interest 1,672 10,403 -181
Live Cattle(CME)
Aug16 160824 113.250 113.250 112.000 112.730 -0.520 1,517 5,245 -879
Oct16 160824 109.500 110.080 108.700 108.900 -0.830 24,020 109,892 -253
Dec16 160824 110.930 111.100 110.050 110.150 -0.830 9,804 65,838 +966
Feb17 160824 111.000 111.100 109.800 109.950 -1.185 5,545 32,407 +656
Apr17 160824 110.035 110.035 108.650 108.850 -1.230 1,975 19,462 +131
Jun17 160824 103.135 103.450 102.350 102.430 -1.170 558 8,546 +36
Total Volume and Open Interest 43,674 245,666 +784
Feeder Cattle(CME)
Aug16 160824 146.650 147.000 146.250 146.650 +0.200 1,860 3,717 -722
Sep16 160824 144.035 144.400 142.100 143.000 -0.935 3,694 10,645 -295
Oct16 160824 140.535 140.580 138.300 139.080 -1.370 2,773 14,984 +4
Nov16 160824 137.235 137.235 135.185 135.880 -1.320 929 6,634 +101
Jan17 160824 132.630 132.650 131.000 131.485 -1.215 356 3,845 -27
Mar17 160824 130.850 130.850 129.250 129.880 -1.270 176 1,686 +41
Apr17 160824 130.500 130.500 129.130 129.630 -1.105 68 467 +16
Total Volume and Open Interest 9,885 42,208 -870
Lean Hogs(CME)
Oct16 160824 60.735 60.800 59.930 60.330 -0.205 13,760 91,378 -1,799
Dec16 160824 56.880 56.880 55.800 56.050 -0.485 5,034 59,099 +140
Feb17 160824 61.330 61.380 60.535 60.800 -0.485 2,606 27,339 +475
Apr17 160824 66.350 66.535 65.885 66.135 -0.545 748 20,868 +232
May17 160824 72.000 72.000 71.900 71.900 -0.885 9 323 +2
Jun17 160824 76.230 76.430 75.730 75.950 -0.500 365 3,907 +163
Jul17 160824 75.350 75.480 75.250 75.350 -0.285 94 641 +23
Aug17 160824 74.200 74.700 74.200 74.700 +0.400 70 322 +16
Total Volume and Open Interest 22,740 204,112 -735
Class III Milk(CME)
Aug16 160824 16.94 16.96 16.92 16.94 -0.02 37 4,748 -25
Sep16 160824 17.73 17.75 17.40 17.45 -0.30 238 5,585 +117
Oct16 160824 17.40 17.40 17.26 17.28 -0.15 253 4,775 +43
Nov16 160824 17.03 17.04 16.83 16.84 -0.20 76 3,718 +10
Dec16 160824 16.57 16.57 16.41 16.41 -0.18 42 3,191 +5
Jan17 160824 16.23 16.23 16.12 16.14 -0.13 0 1,529 +0
Feb17 160824 16.18 16.18 16.12 16.12 -0.09 22 1,406 +14
Mar17 160824 16.19 16.19 16.15 16.17 -0.04 2 1,298 +2
Apr17 160824 16.25 16.26 16.25 16.25 -0.02 6 1,121 +2
May17 160824 16.41 16.45 16.40 16.40 -0.01 6 1,037 +2
Jun17 160824 16.63 16.63 16.54 16.59 -0.04 5 958 +3
Jul17 160824 16.86 16.92 16.79 16.86 unch 5 473 +5
Aug17 160824 16.90 16.95 16.84 16.91 +0.01 6 404 +6
Total Volume and Open Interest 727 31,569 +208
Cocoa(ICE)
Sep16 160824 3063 3063 3015 3015 -24 92 1,630 -33
Dec16 160824 3052 3077 2990 3017 -24 26,048 101,819 -2,619
Mar17 160824 3036 3056 2971 2997 -24 9,633 63,236 -693
May17 160824 3032 3047 2965 2991 -25 3,090 14,803 +484
Jul17 160824 3023 3041 2978 2984 -26 940 4,286 +476
Sep17 160824 2976 2976 2976 2976 -25 140 4,327 +18
Dec17 160824 2964 2964 2964 2964 -24 84 1,162 +34
Total Volume and Open Interest 40,027 195,149 -2,333
Coffee "C"(ICE)
Sep16 160824 145.80 145.80 141.50 142.15 -3.15 4,614 1,250 -3,254
Dec16 160824 147.10 147.80 142.25 143.10 -4.15 21,887 98,425 +779
Mar17 160824 150.00 150.90 145.45 146.30 -4.15 2,579 35,362 +414
May17 160824 151.90 152.75 147.40 148.20 -4.15 1,107 16,216 +268
Jul17 160824 153.55 154.35 149.10 149.85 -4.15 116 3,757 +44
Sep17 160824 155.10 155.75 151.35 151.35 -4.20 119 3,072 -28
Total Volume and Open Interest 30,561 164,806 -1,719
Orange Juice(ICE)
Sep16 160824 187.95 188.65 183.90 188.05 +0.95 1,311 3,238 -1,017
Nov16 160824 187.00 188.15 183.85 187.70 +1.10 1,236 10,367 +862
Jan17 160824 187.20 187.20 184.20 187.10 +0.90 7 1,427 +2
Mar17 160824 186.40 186.40 185.90 185.90 +1.55 51 296 +49
May17 160824 184.30 184.30 184.30 184.30 +1.30 0 43 +0
Jul17 160824 183.10 183.10 183.10 183.10 +1.30      
Total Volume and Open Interest 2,605 15,373 -104
Sugar #11(ICE)
Oct16 160824 20.71 20.94 19.93 20.22 -0.51 54,136 429,800 +4,550
Mar17 160824 21.17 21.37 20.43 20.73 -0.43 24,602 265,956 +3,723
May17 160824 20.49 20.69 19.88 20.15 -0.38 10,977 82,514 +1,584
Jul17 160824 19.84 20.05 19.32 19.59 -0.30 6,268 52,647 -400
Oct17 160824 19.49 19.70 19.07 19.32 -0.22 3,209 34,253 +1,503
Mar18 160824 19.29 19.46 18.92 19.15 -0.16 781 16,916 +394
May18 160824 18.63 18.80 18.35 18.55 -0.11 232 5,320 +171
Jul18 160824 18.27 18.28 17.95 18.11 -0.07 111 4,963 +36
Total Volume and Open Interest 100,337 898,530 +11,567
London Cocoa(LCE)
Sep16 160824 2437 2453 2391 2415 -19 8,600 78,627 -2,110
Dec16 160824 2396 2411 2349 2371 -20 15,682 92,067 -229
Mar17 160824 2350 2363 2302 2325 -22 8,330 59,722 +98
May17 160824 2337 2349 2289 2312 -22 3,272 28,320 +1,175
Jul17 160824 2334 2342 2289 2306 -22 891 4,789 +48
Sep17 160824 2325 2331 2290 2296 -22 438 6,225 +130
Dec17 160824 2278 2278 2278 2278 -24 230 1,413 +76
Total Volume and Open Interest 37,443 271,164 -812
London Sugar(LCE)
Oct16 160824 541.00 546.50 525.00 529.90 -12.20 5,484 35,640 -849
Dec16 160824 549.00 554.50 534.50 538.60 -11.00 2,689 21,199 -127
Mar17 160824 553.50 559.60 539.30 543.70 -10.70 1,431 18,302 +66
May17 160824 549.00 550.00 531.60 536.20 -9.90 757 9,721 +285
Aug17 160824 537.70 537.90 522.40 526.90 -9.20 177 4,642 +43
Total Volume and Open Interest 10,610 93,770 -546
Cotton(ICE)
Oct16 160824 68.08 68.08 67.30 67.41 -0.71 27 172 -6
Dec16 160824 68.75 68.88 67.55 67.79 -0.65 11,563 158,598 -2,783
Mar17 160824 69.55 69.55 68.19 68.32 -0.80 2,417 47,761 +578
May17 160824 69.20 69.24 68.30 68.42 -0.83 459 5,886 +17
Jul17 160824 69.25 69.30 68.28 68.41 -0.85 323 5,837 +142
Oct17 160824 68.09 68.09 68.09 68.09 -0.84      
Total Volume and Open Interest 14,886 228,656 -1,985
Lumber(CME)
Sep16 160824 320.0 321.4 317.3 318.9 -6.1 433 2,620 -278
Nov16 160824 333.3 336.9 330.4 336.2 -1.4 417 2,328 +179
Jan17 160824 339.7 343.9 338.6 343.9 -1.1 11 144 +2
Mar17 160824 346.9 348.0 346.9 346.9 -1.1 0 67 +0
Total Volume and Open Interest 861 5,182 -97
Crude Oil(NYM)
Oct16 160824 47.59 47.74 46.45 46.77 -1.33 515,256 459,365 -4,735
Nov16 160824 48.26 48.39 47.15 47.48 -1.27 94,537 222,908 -1,860
Dec16 160824 48.84 49.05 47.83 48.16 -1.23 71,781 262,675 -1,281
Jan17 160824 49.46 49.63 48.50 48.81 -1.20 30,353 119,356 +1,522
Feb17 160824 49.96 50.15 49.08 49.36 -1.17 13,977 46,964 -633
Mar17 160824 50.35 50.58 49.54 49.81 -1.16 14,258 93,294 -449
Apr17 160824 50.90 50.91 50.00 50.19 -1.14 8,772 31,677 +570
May17 160824 51.07 51.21 50.38 50.49 -1.12 4,140 25,657 +0
Jun17 160824 51.26 51.54 50.47 50.74 -1.09 15,080 89,396 +1,485
Jul17 160824 51.34 51.61 50.74 50.96 -1.06 1,860 21,177 +77
Aug17 160824 51.47 51.79 50.95 51.15 -1.04 2,108 15,850 -159
Sep17 160824 51.35 51.35 51.35 51.35 -1.01 4,256 37,304 +925
Oct17 160824 51.56 51.56 51.56 51.56 -0.98 1,022 13,218 +203
Nov17 160824 51.78 51.78 51.78 51.78 -0.95 568 12,942 +92
Dec17 160824 52.35 52.71 51.65 52.02 -0.93 17,187 145,973 +795
Jan18 160824 52.89 52.89 52.19 52.19 -0.91 483 13,608 +192
Total Volume and Open Interest 801,808 1,737,307 -28,908
e-miNY Crude Oil(NYM)
Oct16 160824 47.575 47.750 46.450 46.775 -1.325 8,847 2,327 +40
Nov16 160824 48.150 48.375 47.175 47.475 -1.275 207 242 -11
Dec16 160824 48.800 49.000 47.825 48.150 -1.250 96 375 -12
Jan17 160824 49.225 49.525 48.800 48.800 -1.200 31 30 -6
Feb17 160824 49.350 49.350 49.350 49.350 -1.175 102 95 +80
Mar17 160824 49.800 49.800 49.800 49.800 -1.175 100 117 +100
Apr17 160824 50.200 50.200 50.200 50.200 -1.125 0 91 +0
May17 160824 51.025 51.025 50.500 50.500 -1.100 4 87 +0
Jun17 160824 50.700 50.800 50.575 50.750 -1.075 4 21 +0
Jul17 160824 50.950 50.950 50.950 50.950 -1.075 18 28 +18
Total Volume and Open Interest 9,457 3,622 +203
NY Harbor ULSD(NYM)
Sep16 160824 149.55 151.00 148.25 149.63 -0.55 29,660 43,579 -2,665
Oct16 160824 150.92 152.47 149.71 151.03 -0.80 45,494 77,114 +335
Nov16 160824 152.14 153.96 151.25 152.48 -1.02 11,734 71,283 +798
Dec16 160824 153.91 155.24 152.55 153.78 -1.11 13,720 63,252 +1,678
Jan17 160824 155.30 156.75 153.90 155.32 -1.15 4,993 36,491 +614
Feb17 160824 155.93 157.35 155.20 156.31 -1.18 1,876 13,993 -40
Mar17 160824 156.81 157.62 155.55 156.59 -1.23 1,939 18,295 +329
Apr17 160824 156.10 156.44 155.08 156.20 -1.30 318 8,867 -46
May17 160824 157.33 157.33 155.68 156.35 -1.37 163 6,654 +5
Jun17 160824 156.63 158.00 155.64 156.70 -1.43 1,254 23,761 +66
Jul17 160824 157.50 157.50 157.42 157.47 -1.48 41 2,706 -12
Aug17 160824 158.40 158.40 158.40 158.40 -1.50 25 1,629 -2
Sep17 160824 159.96 159.96 159.40 159.51 -1.53 80 2,253 +54
Oct17 160824 160.68 160.68 160.68 160.68 -1.55 37 1,685 -1
Total Volume and Open Interest 112,495 402,118 +1,331
RBOB Gasoline(NYM)
Sep16 160824 148.94 152.33 147.91 150.96 +1.08 36,621 42,166 -6,818
Oct16 160824 140.69 143.42 139.77 141.47 -0.49 55,396 125,925 +2,128
Nov16 160824 139.23 141.34 137.84 139.33 -1.23 19,386 72,570 +514
Dec16 160824 138.01 139.84 136.50 137.93 -1.57 14,238 54,450 +557
Jan17 160824 138.03 139.85 136.63 138.03 -1.76 4,401 25,245 -559
Feb17 160824 139.47 140.65 137.87 139.29 -1.74 1,856 7,033 +154
Mar17 160824 141.38 142.83 139.95 141.43 -1.59 2,240 20,609 +176
Apr17 160824 159.55 160.77 158.40 159.45 -1.79 1,289 17,620 +490
May17 160824 161.22 161.59 159.53 160.32 -1.76 1,088 6,385 +633
Jun17 160824 160.35 161.71 159.10 160.11 -1.77 591 11,717 -121
Total Volume and Open Interest 138,126 412,880 -3,099
e-miNY RBOB Gasoline(NYM)
Sep16 160824 150.96 150.96 150.96 150.96 +1.08 0 1 +0
Oct16 160824 141.47 141.47 141.47 141.47 -0.49 1 0 -1
Nov16 160824 139.33 139.33 139.33 139.33 -1.23      
Dec16 160824 137.93 137.93 137.93 137.93 -1.57      
Total Volume and Open Interest 1 1 -1
Natural Gas(NYM)
Sep16 160824 2.761 2.819 2.749 2.796 +0.035 143,253 55,615 -15,143
Oct16 160824 2.792 2.856 2.779 2.835 +0.041 115,908 241,610 -1,983
Nov16 160824 2.905 2.987 2.905 2.967 +0.043 56,232 185,357 -1,349
Dec16 160824 3.124 3.198 3.117 3.174 +0.046 31,706 78,362 -548
Jan17 160824 3.236 3.311 3.228 3.287 +0.049 55,306 128,494 -7,802
Feb17 160824 3.243 3.312 3.233 3.289 +0.049 13,097 34,629 -501
Mar17 160824 3.192 3.270 3.191 3.247 +0.047 21,799 88,369 +3,176
Apr17 160824 2.945 3.004 2.943 2.991 +0.041 11,330 64,186 +329
May17 160824 2.930 2.976 2.924 2.966 +0.040 4,405 23,587 +23
Jun17 160824 2.957 3.007 2.951 2.993 +0.040 3,475 22,899 +483
Jul17 160824 2.986 3.029 2.980 3.022 +0.040 3,460 15,510 +279
Aug17 160824 3.001 3.041 2.990 3.032 +0.040 2,380 14,148 +465
Sep17 160824 2.981 3.020 2.975 3.016 +0.040 949 15,894 +296
Oct17 160824 3.009 3.045 3.008 3.038 +0.040 2,994 26,842 +302
Nov17 160824 3.053 3.096 3.053 3.093 +0.039 1,304 12,433 +203
Dec17 160824 3.219 3.229 3.192 3.228 +0.035 1,039 16,107 +136
Total Volume and Open Interest 471,386 1,080,295 -21,584
Brent Crude Oil(ICE)
Oct16 160824 49.57 49.87 48.68 49.05 -0.91 270,367 232,463 -32,180
Nov16 160824 49.76 50.14 48.97 49.35 -0.97 181,333 485,645 +20,503
Dec16 160824 50.28 50.51 49.34 49.73 -1.00 111,193 399,875 +3,562
Jan17 160824 50.69 50.87 49.73 50.12 -1.00 33,106 131,769 +3,428
Feb17 160824 51.08 51.25 50.14 50.52 -0.99 21,277 93,180 -965
Mar17 160824 51.48 51.65 50.54 50.94 -0.98 18,642 117,730 +2,506
Apr17 160824 51.88 51.90 50.88 51.28 -0.97 5,951 38,585 +689
May17 160824 52.17 52.24 51.18 51.58 -0.96 2,869 41,097 -266
Jun17 160824 52.35 52.52 51.45 51.84 -0.96 16,365 119,047 -72
Jul17 160824 52.12 52.12 52.12 52.12 -0.94 690 22,017 -70
Aug17 160824 52.38 52.38 52.38 52.38 -0.93 784 18,629 -147
Sep17 160824 52.90 52.90 52.63 52.63 -0.91 2,111 47,730 -486
Oct17 160824 52.88 52.88 52.88 52.88 -0.89 397 19,047 +75
Nov17 160824 53.10 53.10 53.10 53.10 -0.88 274 16,076 +23
Total Volume and Open Interest 696,229 2,285,326 -4,371
Gas Oil(ICE)
Sep16 160824 437.25 439.75 431.00 432.00 -8.25 52,913 115,869 -279
Oct16 160824 441.00 444.25 435.50 436.25 -9.00 43,583 131,745 +2,025
Nov16 160824 445.00 447.00 438.25 439.00 -9.00 18,483 68,445 +3,727
Dec16 160824 447.00 449.25 440.75 441.50 -9.00 18,769 133,822 -1,860
Jan17 160824 451.00 453.00 444.75 445.00 -9.00 5,651 42,418 -12
Feb17 160824 455.00 455.25 448.50 448.75 -8.75 1,462 28,491 -204
Mar17 160824 453.75 459.50 451.75 451.75 -8.50 4,738 29,727 +1,493
Apr17 160824 458.00 460.75 454.25 454.25 -8.50 389 16,423 +156
May17 160824 460.50 463.25 456.75 456.75 -8.50 523 14,741 +157
Jun17 160824 465.00 467.00 459.00 459.25 -8.25 2,455 45,533 +139
Total Volume and Open Interest 155,845 796,935 +4,084
Ethanol(CBOT)
Sep16 160824 1.463 1.476 1.453 1.457 -0.010 145 474 -86
Oct16 160824 1.455 1.463 1.444 1.445 -0.011 141 1,594 +69
Nov16 160824 1.424 1.425 1.422 1.422 -0.011 37 624 +26
Dec16 160824 1.395 1.395 1.395 1.395 -0.015 0 1,151 +0
Jan17 160824 1.381 1.381 1.381 1.381 -0.015 0 192 +0
Feb17 160824 1.385 1.385 1.385 1.385 -0.015 0 163 +0
Mar17 160824 1.399 1.399 1.399 1.399 -0.015 0 7 +0
Apr17 160824 1.416 1.416 1.416 1.416 -0.015 0 7 +0
Total Volume and Open Interest 323 4,218 +9
WTI Crude Oil(ICE)
Oct16 160824 47.64 47.73 46.42 46.77 -1.33 55,240 87,483 -8,736
Nov16 160824 48.37 48.39 47.14 47.48 -1.27 36,054 56,101 +5,910
Dec16 160824 49.01 49.05 47.83 48.16 -1.23 22,274 101,928 -445
Jan17 160824 49.30 49.60 48.49 48.81 -1.20 9,307 29,177 +746
Feb17 160824 49.64 50.11 49.09 49.36 -1.17 4,702 25,243 +1,667
Mar17 160824 50.09 50.54 49.61 49.81 -1.16 3,344 30,077 +1,045
Apr17 160824 50.55 50.88 50.03 50.19 -1.14 1,648 6,148 +93
May17 160824 50.91 50.91 50.43 50.49 -1.12 575 5,127 +155
Jun17 160824 51.05 51.45 50.53 50.74 -1.09 2,972 30,437 +535
Jul17 160824 50.96 50.96 50.96 50.96 -1.06 205 3,348 -10
Aug17 160824 51.15 51.15 51.15 51.15 -1.04 157 720 +51
Sep17 160824 51.35 51.35 51.35 51.35 -1.01 118 9,673 +15
Oct17 160824 51.56 51.56 51.56 51.56 -0.98 1 1,156 -1
Nov17 160824 51.78 51.78 51.78 51.78 -0.95 20 1,067 +0
Dec17 160824 52.17 52.54 51.85 52.02 -0.93 4,066 63,607 +605
Jan18 160824 52.19 52.19 52.19 52.19 -0.91 70 455 +5
Total Volume and Open Interest 142,117 497,139 +2,091
US Dollar Index(ICE)
Sep16 160824 94.550 94.870 94.470 94.747 +0.252 13,923 47,457 +914
Dec16 160824 94.500 94.830 94.450 94.713 +0.253 882 8,488 +93
Mar17 160824 94.460 94.750 94.460 94.677 +0.252 50 1,977 +45
Total Volume and Open Interest 14,858 58,086 +1,052
Australian Dollar(CME)
Sep16 160824 76.13 76.29 75.84 76.05 -0.13 65,976 110,714 +243
Dec16 160824 75.89 76.11 75.68 75.88 -0.13 140 2,662 +26
Mar17 160824 75.53 75.74 75.53 75.74 -0.13 2 15 +2
Total Volume and Open Interest 66,118 113,391 +271
British Pound(CME)
Sep16 160824 132.05 132.79 131.67 132.35 +0.36 65,407 240,343 +33
Dec16 160824 132.12 133.03 131.93 132.60 +0.36 595 7,072 +326
Mar17 160824 132.63 133.23 132.31 132.86 +0.36 0 634 +0
Total Volume and Open Interest 66,082 248,533 +430
Canadian Dollar(CME)
Sep16 160824 77.44 77.52 77.18 77.32 -0.15 57,844 125,204 -620
Dec16 160824 77.43 77.54 77.22 77.35 -0.16 373 4,520 -10
Mar17 160824 77.50 77.51 77.29 77.38 -0.16 5 444 +9
Jun17 160824 77.43 77.43 77.35 77.43 -0.16 0 192 +0
Total Volume and Open Interest 58,222 130,440 -621
Japanese Yen(CME)
Sep16 160824 99.89 99.99 99.47 99.62 -0.25 83,114 161,620 +379
Dec16 160824 100.18 100.38 99.87 100.02 -0.24 826 3,180 +348
Mar17 160824 100.45 100.45 100.34 100.45 -0.25 0 263 +0
Total Volume and Open Interest 83,940 165,181 +727
Swiss Franc(CME)
Sep16 160824 103.98 104.02 103.40 103.52 -0.49 16,886 39,760 -702
Dec16 160824 104.49 104.57 103.99 104.09 -0.48 122 246 +83
Mar17 160824 104.64 104.64 104.59 104.64 -0.49      
Total Volume and Open Interest 17,008 40,023 -619
EuroFX(CME)
Sep16 160824 113.18 113.23 112.57 112.74 -0.44 103,805 354,878 +1,577
Dec16 160824 113.59 113.67 113.01 113.18 -0.44 1,041 9,057 +50
Mar17 160824 113.78 114.10 113.48 113.64 -0.44 2 1,326 +0
Total Volume and Open Interest 104,848 365,989 +1,627
Mexican Peso(CME)
Sep16 160824 537.88 541.13 535.38 539.88 -0.25 37,044 82,851 -842
Oct16 160824 538.50 538.50 538.50 538.50 -0.25      
Total Volume and Open Interest 37,177 114,832 -843
Brazilian Real(CME)
Sep16 160824 308.85 309.95 307.10 309.80 +0.85 1,050 24,849 -26
Oct16 160824 304.50 307.00 304.30 307.00 +0.90 126 357 +28
Nov16 160824 304.35 304.35 302.95 304.35 +0.80      
Dec16 160824 301.70 301.70 300.30 301.70 +0.90 75 150 +0
Total Volume and Open Interest 1,251 25,356 +2
30-Year T-Bonds(CBOT)
Sep16 160824 172~220 172~260 171~280 172~080 -0~060 190,994 581,625 +108
Dec16 160824 171~060 171~120 170~140 170~260 -0~060 8,189 8,310 +3,810
Mar17 160824 169~220 169~220 169~220 169~220 -0~060      
Total Volume and Open Interest 199,183 589,935 +3,918
10-Year T-Notes(CBOT)
Sep16 160824 132~090 132~115 132~035 132~070 unch 946,754 2,675,546 -48,685
Dec16 160824 131~090 131~125 131~045 131~080 +0~005 57,358 128,685 +17,415
Mar17 160824 130~140 130~140 130~140 130~140 +0~005      
Total Volume and Open Interest 1,004,112 2,804,231 -31,270
5-Year T-Notes(CBOT)
Sep16 160824 121~162 121~180 121~134 121~152 +0~002 467,875 2,657,108 -16,300
Dec16 160824 121~166 121~186 121~142 121~160 +0~004 87,388 209,182 +47,924
Mar17 160824 121~062 121~062 121~062 121~062 +0~004      
Total Volume and Open Interest 555,263 2,866,290 +31,624
2 Year T-Notes(CBOT)
Sep16 160824 109~102 109~106 109~092 109~094 -0~002 147,579 1,068,654 -8,448
Dec16 160824 109~076 109~086 109~070 109~074 unch 27,884 56,532 +13,041
Mar17 160824 109~070 109~070 109~070 109~070 unch      
Total Volume and Open Interest 175,463 1,125,186 +4,593
Eurodollars(CME)
Sep16 160824 99.122 99.143 99.122 99.137 +0.017 172,238 1,144,736 -13,777
Dec16 160824 99.070 99.095 99.065 99.085 +0.015 162,406 1,540,152 +12,864
Mar17 160824 99.040 99.065 99.030 99.055 +0.015 119,893 1,106,102 -516
Jun17 160824 99.005 99.030 98.995 99.020 +0.015 109,337 972,752 +4,515
Sep17 160824 98.970 99.000 98.965 98.985 +0.015 134,827 891,501 +223
Dec17 160824 98.930 98.955 98.920 98.940 +0.010 153,696 1,314,851 +10,618
Mar18 160824 98.910 98.935 98.900 98.920 +0.010 79,872 632,389 +4,075
Jun18 160824 98.880 98.905 98.870 98.890 +0.010 80,613 485,291 +1,623
Sep18 160824 98.850 98.875 98.840 98.860 +0.010 71,408 440,239 +2,836
Dec18 160824 98.810 98.835 98.800 98.820 +0.010 70,593 599,453 +1,561
Mar19 160824 98.785 98.810 98.775 98.795 +0.010 49,461 412,070 -1,832
Jun19 160824 98.760 98.780 98.745 98.765 +0.010 38,644 301,444 +4,698
Sep19 160824 98.725 98.745 98.710 98.730 +0.010 23,431 241,361 +1,261
Dec19 160824 98.685 98.705 98.670 98.685 +0.005 25,244 244,939 +2,089
Mar20 160824 98.650 98.675 98.640 98.655 +0.005 20,488 144,973 -1,784
Jun20 160824 98.615 98.635 98.600 98.620 +0.010 20,948 100,516 +2,796
Sep20 160824 98.580 98.600 98.565 98.580 +0.005 13,037 78,572 -580
Dec20 160824 98.535 98.560 98.520 98.535 +0.005 17,861 96,265 -780
Total Volume and Open Interest 1,395,357 11,064,193 +30,055
Ultra T-Bond(CBOT)
Sep16 160824 188~20 188~27 187~21 188~04 -0~10 57,313 599,422 -2,387
Dec16 160824 187~20 188~01 186~27 187~11 -0~09 4,255 16,229 +1,850
Mar17 160824 186~11 186~11 186~11 186~11 -0~09      
Total Volume and Open Interest 61,568 615,651 -537
Ultra 10-Yr T-Note(CBOT)
Sep16 160824 145~020 145~045 144~255 144~305 -0~010 46,021 192,188 -2,199
Dec16 160824 144~190 144~215 144~100 144~155 -0~010 2,630 1,712 +1,572
Mar17 160824 144~155 144~155 144~155 144~155 -0~010      
Total Volume and Open Interest 48,651 193,900 -627
30 Day Federal Funds(CBOT)
Aug16 160824 99.603 99.603 99.600 99.603 unch 579 132,982 +0
Sep16 160824 99.585 99.590 99.585 99.585 unch 2,460 79,154 -258
Oct16 160824 99.555 99.560 99.550 99.555 unch 22,698 206,851 +2,532
Nov16 160824 99.535 99.540 99.535 99.540 unch 22,186 103,940 -611
Dec16 160824 99.500 99.505 99.495 99.495 unch 8,433 63,089 +2,549
Jan17 160824 99.460 99.475 99.460 99.460 unch 11,121 105,125 +1,689
Total Volume and Open Interest 87,565 908,625 +9,461
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 160824 99.99 99.99 99.99 99.99 unch      
Dec16 160824 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160824 99.99 99.99 99.99 99.99 unch      
Jun17 160824 99.99 99.99 99.99 99.99 unch      
Sep17 160824 99.99 99.99 99.99 99.99 unch      
Dec17 160824 99.99 99.99 99.99 99.99 unch      
Mar18 160824 100.00 100.00 100.00 100.00 unch      
Jun18 160824 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160824 151.56 151.66 151.39 151.41 -0.16 574 16,855 +60
Dec16 160824 151.71 151.71 151.71 151.71 -0.16 0 95 +0
Mar17 160824 151.63 151.63 151.63 151.63 -0.16      
Total Volume and Open Interest 574 16,950 +60
Euro-Buxl(EUREX)
Sep16 160824 194.90 195.04 193.74 194.14 -0.80 19,000 137,972 +824
Dec16 160824 193.32 193.36 192.34 192.52 -0.78 35 998 -3
Mar17 160824 192.14 192.14 192.14 192.14 -0.80      
Total Volume and Open Interest 19,035 138,970 +821
Euro-Bund(EUREX)
Sep16 160824 167.67 167.73 167.44 167.56 -0.11 432,532 1,596,922 +10,032
Dec16 160824 165.00 165.00 164.73 164.84 -0.11 13,654 111,017 +10,912
Mar17 160824 167.38 167.38 167.22 167.23 -0.07 6 236 +2
Total Volume and Open Interest 446,192 1,708,175 +20,946
Euro-Bobl(EUREX)
Sep16 160824 133.64 133.66 133.56 133.58 -0.05 240,601 1,314,240 +40,520
Dec16 160824 131.66 131.66 131.56 131.58 -0.05 39,904 97,767 +31,219
Mar17 160824 133.53 133.53 133.53 133.53 -0.05      
Total Volume and Open Interest 280,505 1,412,007 +71,739
Euro-Schatz(EUREX)
Sep16 160824 112.01 112.01 112.00 112.00 unch 88,578 1,062,210 -5,314
Dec16 160824 111.99 111.99 111.97 111.98 unch 10,782 47,419 +3,297
Mar17 160824 112.00 112.00 112.00 112.00 unch      
Total Volume and Open Interest 99,360 1,109,629 -2,017
3-Mth Euribor(EUREX)
Sep16 160824 100.305 100.305 100.305 100.305 -0.005 40 3,847 -2
Dec16 160824 100.325 100.325 100.320 100.320 -0.010 40 2,925 +35
Mar17 160824 100.335 100.335 100.330 100.330 -0.005 0 3,188 +0
Total Volume and Open Interest 120 76,740 +73
Long Gilt(LIFFE)
Sep16 160824 132~16 132~20 132~07 132~10 -0~07 111,334 497,170 +3,592
Dec16 160824 131~13 131~18 131~04 131~08 -0~07 4,067 3,640 +3,067
Total Volume and Open Interest 115,401 500,810 +6,659
3-Mth Short Sterling(LIFFE)
Sep16 160824 99.63 99.63 99.61 99.63 -0.00 28,359 351,591 -2,422
Dec16 160824 99.71 99.72 99.69 99.70 -0.02 42,964 618,803 +1,333
Mar17 160824 99.74 99.74 99.71 99.72 -0.02 40,512 353,403 +1,011
Jun17 160824 99.75 99.75 99.71 99.73 -0.02 25,322 342,260 -913
Sep17 160824 99.75 99.75 99.72 99.73 -0.02 25,756 292,762 -2,790
Dec17 160824 99.74 99.75 99.71 99.72 -0.03 24,731 321,437 -2,297
Total Volume and Open Interest 316,814 3,184,880 +2,545
3-Mth Euribor(LIFFE)
Sep16 160824 100.310 100.310 100.300 100.305 -0.005 25,406 348,655 -7,940
Dec16 160824 100.330 100.330 100.315 100.320 -0.005 34,723 452,539 -2,182
Mar17 160824 100.340 100.340 100.325 100.330 -0.005 37,208 351,120 +4,385
Total Volume and Open Interest 304,584 3,089,315 -12,767
3-Mth Aus T-Bills(SFE)
Sep16 160824 98.25 98.25 98.24 98.25 unch 17,731 146,431 -275
Dec16 160824 98.34 98.35 98.33 98.35 +0.01 17,698 205,409 -2,269
Mar17 160824 98.39 98.40 98.38 98.40 unch 15,386 159,416 -2,655
Jun17 160824 98.43 98.43 98.41 98.43 unch 9,440 129,169 +1,917
Sep17 160824 98.43 98.44 98.42 98.44 unch 4,070 96,136 -406
Dec17 160824 98.43 98.43 98.42 98.43 unch 2,947 78,022 +584
Mar18 160824 98.42 98.42 98.41 98.42 unch 2,969 62,317 +502
Jun18 160824 98.40 98.41 98.39 98.41 unch 1,157 46,959 +646
Sep18 160824 98.39 98.39 98.38 98.39 unch 1 7,016 +0
Dec18 160824 98.36 98.36 98.36 98.36 unch 0 4,251 +0
Total Volume and Open Interest 71,399 938,285 -1,956
10-Year Aus T-Bonds(SFE)
Sep16 160824 98.14 98.17 98.12 98.15 +0.01 89,960 826,184 +7,197
Dec16 160824 98.15 98.15 98.15 98.15 +0.01      
Total Volume and Open Interest 89,960 826,184 +7,197
3-Year Aus T-Bonds(SFE)
Sep16 160824 98.63 98.65 98.62 98.64 unch 63,965 819,361 +3,175
Dec16 160824 98.69 98.69 98.69 98.69 +0.05      
Total Volume and Open Interest 63,965 819,361 +3,175
Gold(CMX)
Aug16 160824 1337.2 1337.2 1322.9 1324.4 -16.2 117 627 -46
Oct16 160824 1337.6 1340.1 1323.6 1326.1 -16.0 3,891 47,760 +85
Dec16 160824 1342.2 1344.1 1327.0 1329.7 -16.4 156,447 431,860 -1,634
Feb17 160824 1345.7 1347.7 1330.7 1333.3 -16.7 1,572 32,821 +168
Apr17 160824 1349.2 1349.2 1333.9 1336.3 -17.1 1,019 10,437 -158
Jun17 160824 1353.3 1353.5 1337.5 1339.2 -17.2 299 14,686 +138
Aug17 160824 1346.1 1346.1 1341.3 1342.1 -17.3 127 7,938 +0
Oct17 160824 1358.2 1358.3 1345.0 1345.0 -17.4 50 968 +3
Dec17 160824 1359.2 1359.4 1345.8 1347.8 -17.4 118 11,536 -23
Feb18 160824 1350.7 1350.7 1350.7 1350.7 -17.4 0 135 +0
Apr18 160824 1360.0 1360.0 1353.5 1353.5 -17.4 0 3 +0
Jun18 160824 1356.3 1356.3 1356.3 1356.3 -17.4 0 4,334 +0
Total Volume and Open Interest 164,587 572,845 -1,657
Silver(CMX)
Sep16 160824 1882.0 1896.5 1850.0 1855.6 -36.6 91,310 68,374 -13,903
Dec16 160824 1894.0 1910.5 1863.5 1868.8 -37.7 37,235 116,046 +13,788
Mar17 160824 1906.5 1920.5 1875.0 1880.6 -38.0 513 11,383 +6
May17 160824 1921.5 1921.5 1884.5 1888.0 -37.9 65 656 +0
Jul17 160824 1895.0 1895.0 1889.5 1894.8 -37.9 34 2,402 +18
Sep17 160824 1901.6 1901.6 1901.6 1901.6 -37.9 3 470 -1
Dec17 160824 1949.0 1949.0 1911.3 1911.3 -37.9 7 2,172 -1
Total Volume and Open Interest 129,337 205,045 -71
Platinum(NYMEX)
Oct16 160824 1109.1 1114.7 1078.7 1082.2 -29.1 10,510 74,375 -39
Jan17 160824 1112.2 1115.5 1081.2 1084.7 -29.2 172 6,328 +81
Apr17 160824 1086.9 1087.3 1086.9 1087.3 -29.2 7 241 +1
Jul17 160824 1100.0 1100.0 1089.2 1089.2 -29.1 0 15 +0
Total Volume and Open Interest 10,743 81,043 +35
Palladium(NYMEX)
Sep16 160824 698.80 701.55 678.85 682.50 -17.35 8,110 15,022 -3,668
Dec16 160824 701.20 703.20 680.90 684.40 -17.30 4,811 13,067 +3,097
Mar17 160824 688.10 688.10 685.75 685.75 -16.95 0 55 +0
Total Volume and Open Interest 12,921 28,156 -571
Copper(CMX)
Sep16 160824 211.55 212.10 207.55 207.65 -3.85 68,145 46,476 -1,134
Dec16 160824 212.50 213.10 208.45 208.50 -4.10 27,792 102,203 +6,908
Mar17 160824 213.35 213.70 209.40 209.40 -4.15 2,508 26,151 +503
May17 160824 214.15 214.15 210.05 210.05 -4.15 613 5,653 +274
Jul17 160824 213.00 213.15 210.60 210.60 -4.15 242 936 -16
Total Volume and Open Interest 100,625 191,512 +6,889
E-mini DJIA Index(CBOT)
Sep16 160824 18537 18544 18427 18472 -56 141,866 144,901 +164
Dec16 160824 18450 18454 18343 18384 -59 105 1,170 +58
Mar17 160824 18317 18317 18317 18317 -59 0 292 +0
Jun17 160824 18276 18276 18276 18276 -59 0 3 +0
Total Volume and Open Interest 141,971 146,366 +222
S & P 500(CME)
Sep16 160824 2185.20 2187.40 2169.50 2174.90 -10.30 3,842 97,220 -116
Dec16 160824 2176.00 2176.00 2162.00 2167.70 -10.30 4 1,238 -8
Mar17 160824 2160.90 2160.90 2155.20 2160.90 -10.30 0 60 +0
Jun17 160824 2154.70 2154.70 2149.00 2154.70 -10.30 0 60 +0
Total Volume and Open Interest 3,846 98,578 -124
S & P 500 E-Mini(Globex)
Sep16 160824 2185.75 2187.75 2168.75 2175.00 -10.25 1,543,249 2,920,136 +8,453
Dec16 160824 2178.00 2180.50 2162.00 2167.75 -10.25 5,836 59,564 +2,303
Mar17 160824 2166.00 2173.00 2155.50 2161.00 -10.25 50 930 +5
Jun17 160824 2161.50 2161.50 2154.75 2154.75 -10.25 0 321 +0
Total Volume and Open Interest 1,549,135 2,980,952 +10,761
NASDAQ 100 E-Mini(Globex)
Sep16 160824 4818.50 4823.50 4770.80 4786.30 -30.70 196,397 291,985 +3,239
Dec16 160824 4813.30 4816.80 4765.50 4780.00 -30.50 257 1,144 -15
Mar17 160824 4804.30 4804.30 4772.00 4774.00 -30.50 0 49 +0
Total Volume and Open Interest 196,654 293,185 +3,224
S&P Midcap 400(CME) e-Mini
Sep16 160824 1568.80 1571.60 1556.70 1559.40 -10.00 12,949 83,776 -485
Dec16 160824 1554.00 1554.00 1554.00 1554.00 -10.00 0 10 +0
Mar17 160824 1554.50 1554.50 1554.50 1554.50 -10.00      
Total Volume and Open Interest 12,949 83,786 -485
Volatility Index(CBOE)
Aug16 160817 12.80 13.00 12.55 12.65 -0.18 87,344 101,401 -15,417
Sep16 160824 14.65 15.25 14.63 15.13 +0.45 72,937 278,042 -9,588
Oct16 160824 16.86 17.25 16.80 17.13 +0.25 47,906 97,270 +4,184
Nov16 160824 17.93 18.17 17.90 18.08 +0.15 13,473 45,523 +804
Total Volume and Open Interest 148,090 496,879 -4,042
Russell 2000(ICE)
Sep16 160824 1246.80 1248.70 1233.70 1235.90 -11.10 60,669 332,400 +769
Dec16 160824 1243.90 1243.90 1231.40 1231.40 -11.30 5 1,043 +0
Mar17 160824 1227.90 1227.90 1227.90 1227.90 -11.30 0 250 +0
Total Volume and Open Interest 60,674 333,863 +769
Nikkei 225(CME)
Sep16 160824 16575 16640 16510 16540 -15 9,973 35,014 +139
Dec16 160824 16535 16580 16465 16485 -15 145 353 +16
Total Volume and Open Interest 10,118 35,367 +155
Nikkei 225(SGX)
Sep16 160824 16495 16640 16470 16545 +50 41,136 198,743 -1,882
Dec16 160824 16375 16495 16375 16410 +30 812 6,808 -79
Mar17 160824 16395 16395 16395 16395 +50 0 5 +0
Total Volume and Open Interest 42,278 211,291 -1,691
Nikkei 225(CME) Yen
Sep16 160824 16560 16630 16505 16540 unch 39,678 68,571 +599
Dec16 160824 16460 16485 16375 16405 unch 13 250 +8
Mar17 160824 16355 16355 16355 16355 unch      
Total Volume and Open Interest 39,691 68,821 +607
Nikkei 225(CME) e-Mini Yen
Sep16 160824 16540 16620 16530 16540 unch 0 11 +0
Dec16 160824 16410 16410 16410 16410 unch      
Mar17 160824 16360 16360 16360 16360 unch      
Total Volume and Open Interest 0 11 +0
CAC 40(EURONEXT)
Sep16 160824 4403.5 4454.5 4380.5 4435.0 +14.0 77,126 277,815 +1,155
Oct16 160824 4372.0 4441.0 4372.0 4423.5 +14.0 28 92 +2
Nov16 160824 4420.0 4420.0 4420.0 4420.0 +14.0      
Dec16 160824 4414.0 4414.0 4414.0 4414.0 +14.0 10 58 -10
Total Volume and Open Interest 77,233 278,026 +1,087
Hang Seng Index(HKFE)
Aug16 160824 23030 23116 22685 22818 -223 107,921 125,197 +439
Sep16 160824 22955 23060 22635 22762 -223 5,399 16,215 +1,906
Total Volume and Open Interest 113,496 147,005 +2,427
DAX(EUREX)
Sep16 160824 10555.0 10653.5 10513.5 10621.0 +26.0 92,658 163,090 +5,270
Dec16 160824 10552.0 10639.0 10509.0 10609.0 +26.0 151 6,673 +89
Mar17 160824 10595.0 10602.5 10590.0 10602.5 +26.5 0 202 -1
Total Volume and Open Interest 92,809 169,965 +5,358
Mini-DAX(EUREX)
Sep16 160824 10571.0 10653.0 10512.0 10621.0 +26.0 25,146 11,784 +752
Dec16 160824 10549.0 10629.0 10510.0 10609.0 +26.0 159 294 -13
Mar17 160824 10625.0 10626.0 10602.5 10602.5 +26.5 11 118 +11
Total Volume and Open Interest 25,316 12,196 +750
FT-SE 100(EURONEXT)
Sep16 160824 6864.00 6865.50 6809.00 6829.50 -44.50 90,133 694,509 +597
Dec16 160824 6790.00 6820.50 6780.00 6786.50 -44.50 38 975 +21
Mar17 160824 6728.50 6728.50 6728.50 6728.50 -44.50      
Total Volume and Open Interest 90,171 695,484 +618
SPI 200(SFE)
Sep16 160824 5519.0 5552.0 5519.0 5543.0 +28.0 24,459 296,780 +1,935
Dec16 160824 5529.0 5531.0 5529.0 5529.0 +28.0 7 2,855 +1
Mar17 160824 5480.0 5480.0 5480.0 5480.0 +28.0 0 1,436 +0
Total Volume and Open Interest 24,467 302,363 +1,937
FTSE MIB(ISE)
Sep16 160824 16660.00 16950.00 16620.00 16868.00 +121.00 30,543 41,570 +409
Dec16 160824 16545.00 16815.00 16545.00 16743.00 +121.00 29 287 +0
Mar17 160824 16713.00 16713.00 16713.00 16713.00 +121.00      
Total Volume and Open Interest 30,572 41,857 +409
KOSPI 200(KFE)
Sep16 160824 258.60 259.00 256.70 257.05 -1.30 97,686 141,936 -753
Dec16 160824 259.20 259.75 257.60 258.00 -1.20 812 14,105 +48
Mar17 160824 256.35 256.40 255.00 255.30 -1.25 15 1,144 +3
Total Volume and Open Interest 98,513 160,531 -702
GSCI(CME)
Sep16 160824 362.80 365.55 360.55 361.45 -5.60 66 13,277 -33
Oct16 160824 363.70 363.70 363.65 363.70 -5.70 25 25 +25
Nov16 160824 366.70 366.70 366.70 366.70 -5.70      
Total Volume and Open Interest 91 13,302 -8
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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