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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon August 29, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep16 160829 991.75 998.25 981.50 983.25 -7.50 27,147 30,909 -2,086
Nov16 160829 967.50 974.00 961.25 964.25 -3.00 130,671 387,637 -5,688
Jan17 160829 969.75 976.25 964.25 966.75 -3.00 20,258 76,047 +3,771
Mar17 160829 966.50 976.75 965.00 968.25 -2.25 10,703 68,279 +1,264
May17 160829 969.00 978.00 966.75 970.75 -1.25 6,554 36,008 +1,551
Jul17 160829 973.75 978.25 968.50 973.25 -0.50 10,596 37,464 +1,448
Aug17 160829 968.25 973.00 964.75 968.75 -0.50 29 805 +9
Sep17 160829 949.00 949.00 949.00 949.00 -0.75 37 547 +10
Nov17 160829 932.50 937.25 927.00 932.00 -0.50 6,269 26,986 -134
Jan18 160829 939.00 939.00 932.75 934.50 -0.75 223 652 +76
Mar18 160829 935.00 935.00 935.00 935.00 -1.25 168 151 +80
May18 160829 937.00 937.00 937.00 937.00 -0.75 0 50 +0
Jul18 160829 940.50 940.50 940.50 940.50 -0.75 1 127 +0
Aug18 160829 937.75 937.75 937.75 937.75 -0.75 0 17 +0
Total Volume and Open Interest 212,656 665,926 +301
Soybean Meal(CBOT)
Sep16 160829 320.90 323.60 318.50 319.50 -1.70 25,678 31,045 -2,928
Oct16 160829 317.70 320.60 316.00 317.00 -1.20 14,980 39,133 +448
Dec16 160829 315.00 318.70 313.90 315.10 -0.40 49,153 165,735 -1,362
Jan17 160829 312.30 316.70 311.90 313.40 +0.10 4,869 31,688 -114
Mar17 160829 311.00 314.80 310.20 311.50 +0.30 3,996 33,398 +700
May17 160829 310.00 313.30 309.00 310.10 +0.30 3,133 22,518 +581
Jul17 160829 310.20 313.80 309.50 310.50 +0.30 3,598 22,550 +1,055
Aug17 160829 309.20 312.60 309.20 309.80 +0.20 523 2,249 +49
Sep17 160829 308.10 311.90 308.00 308.80 +0.20 338 2,526 +158
Oct17 160829 304.10 306.20 303.40 303.70 -0.60 155 2,818 +68
Total Volume and Open Interest 108,375 363,769 -650
Soybean Oil(CBOT)
Sep16 160829 33.10 33.15 32.48 32.81 -0.14 25,237 32,523 -5,494
Oct16 160829 33.23 33.26 32.60 32.94 -0.12 23,109 46,689 +72
Dec16 160829 33.54 33.54 32.87 33.22 -0.13 65,063 203,262 +2,620
Jan17 160829 33.51 33.51 33.06 33.41 -0.13 10,191 40,151 -1,174
Mar17 160829 33.47 33.57 33.20 33.56 -0.11 9,205 35,133 +1,960
May17 160829 33.73 33.75 33.30 33.67 -0.10 5,568 22,652 -705
Jul17 160829 33.91 33.97 33.48 33.83 -0.11 2,669 9,823 +134
Aug17 160829 33.70 33.90 33.56 33.79 -0.10 287 3,294 -28
Sep17 160829 33.71 33.71 33.70 33.71 -0.10 205 2,787 +5
Oct17 160829 33.43 33.46 33.08 33.43 -0.11 275 1,964 +100
Total Volume and Open Interest 143,144 405,695 -2,097
Canola(WCE)
Nov16 160829 459.7 461.0 454.4 456.2 -3.5 15,850 127,450 +367
Jan17 160829 466.2 468.0 461.8 463.4 -3.6 3,247 25,159 +732
Mar17 160829 472.2 473.7 468.4 470.2 -3.5 754 8,213 +208
May17 160829 477.6 479.2 474.3 476.3 -2.7 463 5,195 +136
Jul17 160829 481.9 484.8 479.4 480.9 -2.5 465 7,721 +55
Total Volume and Open Interest 21,196 178,442 +1,528
Corn(CBOT)
Sep16 160829 316.25 318.75 310.75 311.75 -4.50 94,419 144,554 -18,701
Dec16 160829 325.00 327.25 320.00 320.75 -4.25 166,741 766,690 +5,202
Mar17 160829 334.75 336.75 330.00 331.00 -3.50 35,059 204,675 +2,248
May17 160829 341.75 343.75 337.50 338.25 -3.50 5,173 50,240 -656
Jul17 160829 349.50 351.00 345.00 345.50 -3.50 7,080 94,662 +1,565
Sep17 160829 356.50 357.50 352.25 353.00 -3.25 2,914 36,040 +605
Dec17 160829 366.50 369.50 362.75 363.75 -3.00 4,201 57,249 +296
Mar18 160829 377.25 378.75 373.50 374.00 -3.00 245 3,191 +159
May18 160829 384.50 386.75 379.75 379.75 -2.50 1 645 +0
Jul18 160829 386.75 387.50 381.50 383.00 -2.50 55 1,140 +1
Total Volume and Open Interest 315,914 1,361,810 -9,282
Wheat(CBOT)
Sep16 160829 383.50 384.00 369.50 370.50 -13.00 17,860 48,554 -6,488
Dec16 160829 407.50 407.75 395.25 397.00 -10.50 53,457 275,529 +5,369
Mar17 160829 432.25 432.25 419.50 421.00 -11.00 8,657 76,477 +365
May17 160829 447.00 447.00 434.50 435.75 -11.00 2,549 16,419 +52
Jul17 160829 455.25 455.25 444.50 444.75 -11.00 1,002 26,764 +21
Sep17 160829 470.75 470.75 461.25 461.25 -10.00 131 2,788 +14
Total Volume and Open Interest 83,838 453,459 -662
Wheat(KCBT)
Sep16 160829 389.75 390.00 373.50 374.25 -15.50 13,563 38,196 -6,502
Dec16 160829 416.25 416.75 401.50 402.25 -14.50 17,852 119,685 +4,453
Mar17 160829 432.75 432.75 418.00 418.75 -14.00 2,729 40,000 +444
May17 160829 443.25 443.25 429.00 429.50 -13.75 729 12,597 -55
Jul17 160829 453.25 453.25 439.25 439.75 -14.00 540 18,521 +118
Sep17 160829 469.50 469.50 455.75 456.00 -14.00 366 2,121 +194
Dec17 160829 484.75 484.75 480.00 480.00 -14.50 11 1,324 +4
Total Volume and Open Interest 35,790 232,645 -1,344
Wheat(MGE)
Sep16 160829 493.50 494.75 486.00 488.25 -4.25 3,100 5,690 -1,356
Dec16 160829 492.75 492.75 484.00 484.25 -8.50 4,767 27,164 +480
Mar17 160829 505.00 506.00 496.00 496.25 -8.75 1,195 13,624 +104
May17 160829 515.00 515.00 506.50 506.50 -8.25 947 5,520 +142
Jul17 160829 523.75 523.75 516.00 516.25 -8.00 221 2,772 -2
Sep17 160829 534.25 534.25 525.75 525.75 -9.00 532 2,535 +239
Total Volume and Open Interest 10,787 58,265 -376
Oats(CBOT)
Sep16 160829 170.50 170.50 159.25 162.00 -7.00 194 1,201 -76
Dec16 160829 185.50 185.50 176.25 179.00 -6.25 401 8,466 +57
Mar17 160829 197.00 197.00 190.00 193.00 -4.75 70 1,403 +21
May17 160829 192.25 196.75 191.75 196.75 -6.25 1 30 +0
Total Volume and Open Interest 666 11,103 +2
Rough Rice(CBOT)
Sep16 160829 9.74 9.85 9.47 9.47 -0.26 447 2,273 -303
Nov16 160829 9.93 10.02 9.70 9.70 -0.22 738 7,454 +206
Jan17 160829 10.05 10.15 9.97 9.97 -0.19 215 594 +58
Mar17 160829 10.20 10.20 10.20 10.20 -0.18 7 47 -1
Total Volume and Open Interest 1,407 10,370 -40
Live Cattle(CME)
Aug16 160829 109.950 110.850 109.800 110.750 +0.400 931 2,681 -558
Oct16 160829 105.400 106.430 105.000 105.080 -1.270 18,784 112,864 +1,448
Dec16 160829 107.200 108.135 106.785 107.035 -1.065 10,168 67,786 +1,362
Feb17 160829 107.480 108.300 107.050 107.350 -0.880 6,383 32,628 -116
Apr17 160829 106.750 107.350 106.135 106.600 -0.700 1,732 20,045 +377
Jun17 160829 100.400 100.980 99.930 100.200 -0.800 418 8,790 +119
Total Volume and Open Interest 38,590 249,211 +2,679
Feeder Cattle(CME)
Sep16 160829 139.450 139.850 138.285 139.150 -0.785 3,187 10,168 -476
Oct16 160829 135.450 135.800 133.900 135.380 -0.570 3,402 15,364 +212
Nov16 160829 132.450 132.700 130.750 132.235 -0.590 1,159 7,104 +206
Jan17 160829 128.250 128.685 126.950 128.035 -0.950 561 3,846 +68
Mar17 160829 127.385 127.400 125.800 126.580 -1.350 356 2,036 +100
Apr17 160829 126.830 127.200 125.930 126.450 -1.480 122 463 -7
May17 160829 127.200 127.200 125.600 125.900 -1.050 48 235 +4
Total Volume and Open Interest 8,835 39,216 -2,840
Lean Hogs(CME)
Oct16 160829 61.430 61.950 60.830 61.380 +0.050 14,870 91,130 +288
Dec16 160829 56.300 57.200 55.985 56.330 -0.300 6,675 60,869 +559
Feb17 160829 61.000 61.430 60.450 60.600 -0.350 2,094 27,463 -17
Apr17 160829 65.580 66.300 65.200 65.350 -0.625 720 20,850 -63
May17 160829 71.800 71.800 71.800 71.800 -0.030 4 337 +2
Jun17 160829 75.850 76.150 75.080 75.200 -0.600 481 4,389 +221
Jul17 160829 75.250 75.300 74.635 74.800 -0.200 32 646 -18
Aug17 160829 73.980 74.285 73.580 73.580 -0.420 18 343 -10
Total Volume and Open Interest 24,897 206,268 +963
Class III Milk(CME)
Aug16 160829 16.92 16.93 16.92 16.92 +0.01 94 4,642 -26
Sep16 160829 16.54 16.57 16.41 16.55 -0.05 509 5,790 +52
Oct16 160829 16.51 16.62 16.37 16.52 -0.05 395 4,944 -26
Nov16 160829 16.26 16.30 16.15 16.28 +0.04 276 3,889 +26
Dec16 160829 15.94 16.00 15.84 15.97 +0.03 86 3,216 +34
Jan17 160829 15.80 15.85 15.75 15.77 -0.01 65 1,655 +36
Feb17 160829 15.92 15.96 15.86 15.90 unch 148 1,591 +99
Mar17 160829 16.04 16.05 16.00 16.01 -0.01 127 1,447 +108
Apr17 160829 16.15 16.21 16.13 16.14 -0.06 105 1,227 +92
May17 160829 16.33 16.33 16.30 16.33 -0.03 138 1,182 +123
Jun17 160829 16.52 16.56 16.51 16.54 -0.03 103 1,064 +78
Jul17 160829 16.85 16.85 16.75 16.75 -0.10 53 566 +47
Aug17 160829 16.90 16.90 16.86 16.87 -0.03 59 500 +47
Total Volume and Open Interest 2,293 33,297 +819
Cocoa(ICE)
Sep16 160829 2958 2958 2930 2945 -67 42 464 -793
Dec16 160829 3009 3009 2917 2925 -90 16,606 103,523 -124
Mar17 160829 2980 2980 2898 2902 -88 8,264 64,445 +351
May17 160829 2972 2972 2893 2895 -88 1,909 14,739 -204
Jul17 160829 2963 2963 2887 2888 -87 412 4,561 +238
Sep17 160829 2937 2937 2880 2880 -87 6 4,295 +0
Dec17 160829 2925 2925 2868 2868 -86 1 1,161 +1
Total Volume and Open Interest 27,242 197,075 -530
Coffee "C"(ICE)
Sep16 160829 144.80 145.80 143.90 144.00 +0.10 71 229 -110
Dec16 160829 144.55 147.25 144.05 145.10 +0.25 11,736 97,502 -43
Mar17 160829 147.90 150.30 147.25 148.25 +0.25 1,939 35,621 +230
May17 160829 149.55 152.20 149.20 150.15 +0.25 674 16,545 +89
Jul17 160829 151.20 153.85 150.80 151.75 +0.20 248 3,771 +0
Sep17 160829 152.80 155.00 152.60 153.25 +0.20 28 3,062 +2
Total Volume and Open Interest 14,716 163,594 +168
Orange Juice(ICE)
Sep16 160829 187.30 193.15 187.30 191.95 +5.45 303 1,898 -323
Nov16 160829 186.25 190.60 185.70 189.10 +3.45 954 11,839 +179
Jan17 160829 186.00 188.85 186.00 187.40 +2.10 81 1,547 +64
Mar17 160829 186.20 186.20 184.80 184.80 +0.60 0 302 +0
May17 160829 184.60 184.60 181.80 181.80 -0.85 0 43 +0
Jul17 160829 180.60 180.60 180.60 180.60 -0.85      
Total Volume and Open Interest 1,338 15,631 -80
Sugar #11(ICE)
Oct16 160829 20.62 20.82 20.34 20.67 +0.06 56,248 420,671 -3,565
Mar17 160829 21.09 21.30 20.82 21.15 +0.06 25,435 273,084 +970
May17 160829 20.45 20.64 20.21 20.54 +0.05 6,671 83,105 +765
Jul17 160829 19.78 19.97 19.58 19.90 +0.04 3,035 53,937 +319
Oct17 160829 19.43 19.63 19.35 19.55 +0.02 2,164 36,482 +557
Mar18 160829 19.19 19.38 19.15 19.30 -0.02 781 17,618 +189
May18 160829 18.64 18.71 18.64 18.65 -0.03 124 5,500 +70
Jul18 160829 18.16 18.21 18.15 18.15 -0.06 57 4,870 +10
Total Volume and Open Interest 94,566 901,461 -662
London Cocoa(LCE)
Sep16 160826 2425 2443 2408 2429 +3 3,512 75,768 -1,418
Dec16 160826 2378 2389 2355 2372 -6 12,118 87,420 -1,286
Mar17 160826 2329 2341 2305 2322 -8 5,344 59,386 -132
May17 160826 2315 2325 2291 2308 -9 2,029 28,772 +190
Jul17 160826 2309 2319 2287 2302 -9 916 4,656 -5
Sep17 160826 2303 2309 2279 2293 -9 442 6,268 +28
Dec17 160826 2280 2282 2280 2282 -8 51 1,428 +10
Total Volume and Open Interest 24,412 263,699 -2,613
London Sugar(LCE)
Oct16 160826 541.10 541.90 533.50 540.20 +1.50 6,692 32,985 -1,719
Dec16 160826 548.80 550.20 542.80 549.10 +2.40 3,436 21,120 -90
Mar17 160826 552.60 554.10 547.10 553.70 +2.90 960 18,190 -77
May17 160826 544.20 546.50 541.70 546.40 +3.40 285 9,924 +152
Aug17 160826 535.00 536.00 531.80 536.00 +2.90 159 4,793 +104
Total Volume and Open Interest 11,595 91,329 -1,610
Cotton(ICE)
Oct16 160829 67.00 67.09 66.46 66.69 -1.02 5 176 +0
Dec16 160829 68.02 68.14 66.60 66.95 -1.08 14,173 154,325 -2,362
Mar17 160829 68.39 68.43 67.10 67.43 -0.93 2,588 47,962 -3
May17 160829 68.56 68.57 67.37 67.65 -0.87 1,059 6,282 +324
Jul17 160829 68.57 68.57 67.50 67.68 -0.89 451 5,979 +78
Oct17 160829 67.36 67.36 67.36 67.36 -0.80      
Total Volume and Open Interest 18,594 226,180 -1,733
Lumber(CME)
Sep16 160829 316.9 317.0 312.5 312.7 -4.2 626 1,666 -269
Nov16 160829 329.4 330.0 321.7 322.7 -7.0 511 3,285 +269
Jan17 160829 336.8 336.8 330.2 332.1 -7.6 20 197 +13
Mar17 160829 342.5 342.5 337.0 339.0 -6.8 0 69 +0
Total Volume and Open Interest 1,157 5,240 +13
Crude Oil(NYM)
Oct16 160829 47.22 47.28 46.62 46.98 -0.66 458,816 436,967 +5,581
Nov16 160829 47.89 47.95 47.29 47.65 -0.68 87,431 242,225 +1,822
Dec16 160829 48.60 48.61 47.94 48.29 -0.69 65,697 271,809 +2,638
Jan17 160829 49.16 49.26 48.61 48.93 -0.70 24,390 119,848 -1,748
Feb17 160829 49.74 49.75 49.19 49.51 -0.69 15,784 50,762 +548
Mar17 160829 50.18 50.23 49.69 49.99 -0.68 13,273 95,709 +193
Apr17 160829 50.26 50.53 50.12 50.38 -0.68 7,317 33,015 +1,312
May17 160829 50.89 50.93 50.48 50.69 -0.67 4,767 25,937 +576
Jun17 160829 51.09 51.24 50.66 50.93 -0.66 15,743 95,776 +2,119
Jul17 160829 51.30 51.34 50.95 51.13 -0.66 3,143 22,108 +1,164
Aug17 160829 51.50 51.50 51.12 51.31 -0.66 1,552 16,337 +62
Sep17 160829 51.39 51.49 51.26 51.49 -0.66 2,954 38,025 +214
Oct17 160829 51.68 51.68 51.68 51.68 -0.65 1,338 14,172 +194
Nov17 160829 51.89 51.89 51.89 51.89 -0.65 800 13,734 +519
Dec17 160829 52.30 52.47 51.88 52.12 -0.65 21,664 151,399 +1,366
Jan18 160829 52.28 52.28 52.28 52.28 -0.65 756 14,358 +475
Total Volume and Open Interest 730,800 1,769,986 +16,174
e-miNY Crude Oil(NYM)
Oct16 160829 46.975 47.300 46.625 46.975 -0.675 9,991 1,994 -58
Nov16 160829 47.800 47.925 47.325 47.650 -0.675 307 316 -4
Dec16 160829 48.500 48.600 48.000 48.300 -0.675 43 374 +1
Jan17 160829 48.925 49.100 48.700 48.925 -0.700 6 48 +3
Feb17 160829 49.475 49.650 49.275 49.500 -0.700 0 97 +0
Mar17 160829 49.800 50.125 49.775 50.000 -0.675 2 122 -2
Apr17 160829 50.375 50.375 50.375 50.375 -0.675 2 93 -2
May17 160829 50.700 50.700 50.700 50.700 -0.650 1 92 +1
Jun17 160829 50.925 50.925 50.725 50.925 -0.675 1 25 +1
Jul17 160829 51.125 51.125 51.125 51.125 -0.675 0 78 +0
Total Volume and Open Interest 10,362 3,503 -61
NY Harbor ULSD(NYM)
Sep16 160829 149.39 149.60 147.25 148.62 -1.10 24,789 25,588 -6,875
Oct16 160829 150.79 151.12 148.59 150.07 -1.04 50,129 82,140 -272
Nov16 160829 152.36 152.72 150.24 151.65 -1.04 20,565 73,407 +831
Dec16 160829 153.92 153.98 151.74 153.05 -1.07 17,913 63,849 -1,109
Jan17 160829 155.30 155.61 153.50 154.70 -1.10 5,651 38,255 -92
Feb17 160829 156.51 156.53 154.67 155.80 -1.06 3,405 15,427 +1,093
Mar17 160829 155.50 156.63 155.04 156.18 -1.02 1,806 18,980 -21
Apr17 160829 155.29 156.26 155.12 155.86 -0.97 854 8,789 -79
May17 160829 155.50 156.08 155.05 156.07 -0.92 577 6,949 +238
Jun17 160829 157.10 157.13 155.34 156.42 -0.90 1,172 23,935 -42
Jul17 160829 156.20 157.50 156.20 157.19 -0.89 173 2,714 +6
Aug17 160829 157.54 158.50 157.13 158.13 -0.86 100 1,647 +41
Sep17 160829 159.25 159.25 159.24 159.24 -0.83 146 2,347 -19
Oct17 160829 160.36 160.36 160.36 160.36 -0.81 156 1,817 +34
Total Volume and Open Interest 128,111 396,549 -6,165
RBOB Gasoline(NYM)
Sep16 160829 150.43 150.55 146.36 146.69 -4.59 34,618 28,225 -5,195
Oct16 160829 141.95 142.05 138.80 139.58 -3.26 63,618 128,166 +1,278
Nov16 160829 139.81 140.09 137.47 138.24 -2.68 24,195 70,257 -847
Dec16 160829 138.83 138.83 136.50 137.18 -2.45 22,491 55,881 -832
Jan17 160829 138.01 138.38 136.95 137.52 -2.34 7,782 25,732 -180
Feb17 160829 139.73 139.73 138.22 138.78 -2.33 3,341 8,377 -213
Mar17 160829 141.95 141.95 140.54 141.05 -2.24 2,984 21,869 +232
Apr17 160829 159.25 159.32 158.30 158.94 -2.26 1,571 17,499 +146
May17 160829 159.93 159.93 159.79 159.93 -2.17 309 6,467 +9
Jun17 160829 159.91 160.36 159.08 159.78 -2.14 1,101 11,330 -243
Total Volume and Open Interest 164,055 402,680 -5,819
e-miNY RBOB Gasoline(NYM)
Sep16 160829 146.69 146.69 146.69 146.69 -4.59 0 1 +0
Oct16 160829 139.58 139.58 139.58 139.58 -3.26      
Nov16 160829 138.24 138.24 138.24 138.24 -2.68      
Dec16 160829 137.18 137.18 137.18 137.18 -2.45      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Sep16 160829 2.847 2.896 2.827 2.853 -0.018 68,929 17,812 -5,631
Oct16 160829 2.889 2.932 2.864 2.896 -0.017 139,901 242,252 +3,486
Nov16 160829 3.005 3.050 2.981 3.011 -0.019 38,541 188,051 -92
Dec16 160829 3.204 3.252 3.190 3.214 -0.014 20,533 76,787 -1,373
Jan17 160829 3.316 3.367 3.306 3.327 -0.017 28,738 125,087 -2,055
Feb17 160829 3.315 3.362 3.307 3.326 -0.016 12,091 33,020 -968
Mar17 160829 3.276 3.317 3.261 3.282 -0.014 20,357 88,330 -784
Apr17 160829 3.000 3.046 3.000 3.024 +0.009 17,196 69,259 +2,667
May17 160829 3.000 3.010 2.976 2.992 +0.010 8,820 25,047 +1,186
Jun17 160829 3.002 3.041 3.002 3.019 +0.011 4,765 23,596 -456
Jul17 160829 3.030 3.059 3.030 3.047 +0.011 2,402 16,093 +612
Aug17 160829 3.047 3.068 3.039 3.056 +0.012 2,076 14,139 -314
Sep17 160829 3.044 3.060 3.025 3.040 +0.012 2,253 16,523 +300
Oct17 160829 3.042 3.081 3.042 3.063 +0.012 6,765 30,133 +1,615
Nov17 160829 3.110 3.130 3.099 3.115 +0.012 3,643 13,421 +328
Dec17 160829 3.253 3.265 3.234 3.246 +0.011 2,823 17,049 +989
Total Volume and Open Interest 384,687 1,054,145 -92
Brent Crude Oil(ICE)
Oct16 160829 49.54 49.60 48.97 49.26 -0.66 217,126 127,274 -39,092
Nov16 160829 49.77 49.83 49.15 49.45 -0.70 192,513 514,280 -3,654
Dec16 160829 50.15 50.20 49.51 49.83 -0.70 118,292 405,327 -4,922
Jan17 160829 50.52 50.56 49.91 50.22 -0.69 46,731 137,079 -2,183
Feb17 160829 50.85 50.93 50.31 50.62 -0.68 25,311 93,382 -1,851
Mar17 160829 51.28 51.35 50.71 51.03 -0.67 23,405 128,718 +2,374
Apr17 160829 51.63 51.69 51.09 51.39 -0.66 7,593 41,581 +676
May17 160829 51.92 51.92 51.39 51.71 -0.64 5,868 41,759 +1,031
Jun17 160829 52.17 52.26 51.61 51.97 -0.63 19,947 119,311 +668
Jul17 160829 52.23 52.23 52.23 52.23 -0.63 728 22,306 -98
Aug17 160829 52.48 52.48 52.48 52.48 -0.63 538 18,787 +131
Sep17 160829 52.71 52.71 52.71 52.71 -0.63 2,405 47,863 +244
Oct17 160829 52.94 52.94 52.94 52.94 -0.63 341 19,350 +54
Nov17 160829 53.14 53.14 53.14 53.14 -0.62 110 16,309 -6
Total Volume and Open Interest 691,044 2,236,448 -45,297
Gas Oil(ICE)
Sep16 160829 433.50 435.25 428.25 430.75 -7.00 53,494 102,262 -2,636
Oct16 160829 437.75 440.50 433.00 435.75 -7.00 77,937 140,217 +3,769
Nov16 160829 443.00 443.50 436.25 439.00 -6.75 24,682 67,858 +1,655
Dec16 160829 446.25 446.25 439.25 441.75 -6.75 25,996 136,090 +247
Jan17 160829 450.25 450.25 443.25 445.75 -6.75 6,041 44,497 +1,068
Feb17 160829 452.75 453.75 447.50 449.75 -6.50 2,703 29,216 +366
Mar17 160829 455.75 456.50 451.50 452.75 -6.50 2,522 31,905 -35
Apr17 160829 457.50 457.50 453.75 455.50 -6.25 1,876 16,255 -439
May17 160829 459.50 461.00 456.75 458.00 -6.00 1,403 14,407 +53
Jun17 160829 461.75 462.25 458.50 460.25 -6.00 3,793 45,372 +33
Total Volume and Open Interest 206,431 796,604 +4,863
Ethanol(CBOT)
Sep16 160829 1.437 1.461 1.437 1.440 -0.002 63 289 -16
Oct16 160829 1.426 1.434 1.419 1.422 -0.005 162 1,746 +38
Nov16 160829 1.400 1.406 1.390 1.396 -0.007 16 626 +0
Dec16 160829 1.365 1.366 1.364 1.364 -0.007 0 1,156 +0
Jan17 160829 1.349 1.349 1.349 1.349 -0.007 18 215 +18
Feb17 160829 1.353 1.353 1.353 1.353 -0.007 0 163 +0
Mar17 160829 1.367 1.367 1.367 1.367 -0.007 0 7 +0
Apr17 160829 1.384 1.384 1.384 1.384 -0.007 0 7 +0
Total Volume and Open Interest 259 4,215 +40
WTI Crude Oil(ICE)
Oct16 160829 47.20 47.25 46.63 46.98 -0.66 42,164 74,455 -1,352
Nov16 160829 47.89 47.90 47.29 47.65 -0.68 32,329 72,531 +3,009
Dec16 160829 48.41 48.53 47.97 48.29 -0.69 26,295 104,184 -1,847
Jan17 160829 49.20 49.20 48.68 48.93 -0.70 8,866 30,552 -306
Feb17 160829 49.58 49.62 49.27 49.51 -0.69 7,076 23,385 -1,300
Mar17 160829 50.06 50.06 49.80 49.99 -0.68 4,843 29,823 -677
Apr17 160829 50.26 50.52 50.15 50.38 -0.68 1,754 6,322 +285
May17 160829 50.70 50.71 50.69 50.69 -0.67 798 5,824 +181
Jun17 160829 50.85 50.94 50.79 50.93 -0.66 2,819 34,726 +1,518
Jul17 160829 51.13 51.13 51.13 51.13 -0.66 221 3,825 +52
Aug17 160829 51.31 51.31 51.31 51.31 -0.66 396 918 +157
Sep17 160829 51.49 51.49 51.49 51.49 -0.66 291 9,778 -3
Oct17 160829 51.68 51.68 51.68 51.68 -0.65 138 1,256 +62
Nov17 160829 51.89 51.89 51.89 51.89 -0.65 5 1,102 +0
Dec17 160829 52.13 52.13 51.93 52.12 -0.65 4,741 66,179 +411
Jan18 160829 52.28 52.28 52.28 52.28 -0.65 0 455 +0
Total Volume and Open Interest 133,572 511,772 +335
US Dollar Index(ICE)
Sep16 160829 95.550 95.805 95.445 95.543 unch 7,782 47,907 -31
Dec16 160829 95.535 95.765 95.395 95.503 unch 405 9,042 +61
Mar17 160829 95.460 95.725 95.380 95.473 +0.005 38 2,083 +25
Total Volume and Open Interest 8,241 59,204 +61
Australian Dollar(CME)
Sep16 160829 75.51 75.78 75.20 75.72 +0.23 60,465 110,619 -1,008
Dec16 160829 75.30 75.61 75.05 75.56 +0.24 108 2,707 -1
Mar17 160829 75.42 75.42 75.02 75.42 +0.23 1 12 +1
Total Volume and Open Interest 60,574 113,338 -1,008
British Pound(CME)
Sep16 160829 131.21 131.45 130.65 131.13 -0.18 56,190 235,214 -1,364
Dec16 160829 131.50 131.68 130.90 131.38 -0.19 2,075 9,797 +1,571
Mar17 160829 131.65 131.65 131.23 131.65 -0.19 15 624 -9
Total Volume and Open Interest 58,280 246,119 +198
Canadian Dollar(CME)
Sep16 160829 76.91 76.95 76.65 76.82 -0.06 37,049 126,459 +277
Dec16 160829 76.90 76.97 76.69 76.85 -0.06 354 4,722 -48
Mar17 160829 76.88 76.98 76.77 76.89 -0.06 0 445 +0
Jun17 160829 76.94 76.94 76.84 76.94 -0.07 0 192 +0
Total Volume and Open Interest 37,403 131,898 +229
Japanese Yen(CME)
Sep16 160829 98.16 98.26 97.72 98.13 -0.10 57,541 162,002 +1,510
Dec16 160829 98.57 98.65 98.14 98.54 -0.09 577 3,318 -45
Mar17 160829 98.60 98.96 98.60 98.96 -0.10 1 264 +1
Total Volume and Open Interest 58,119 165,702 +1,466
Swiss Franc(CME)
Sep16 160829 102.30 102.51 102.09 102.33 +0.07 16,650 39,492 -82
Dec16 160829 102.90 103.07 102.66 102.89 +0.07 13 244 +0
Mar17 160829 103.44 103.44 103.44 103.44 +0.07      
Total Volume and Open Interest 16,663 39,753 -82
EuroFX(CME)
Sep16 160829 111.97 112.17 111.67 111.96 -0.01 103,635 351,007 +704
Dec16 160829 112.49 112.61 112.13 112.40 -0.01 1,272 9,562 +408
Mar17 160829 112.68 113.05 112.62 112.87 -0.01 22 1,346 +7
Total Volume and Open Interest 104,929 362,643 +1,119
Mexican Peso(CME)
Sep16 160829 537.50 538.63 535.00 536.38 -0.13 34,461 81,561 -2,012
Oct16 160829 535.00 535.00 535.00 535.00 -0.13      
Total Volume and Open Interest 34,727 113,653 -1,942
Brazilian Real(CME)
Sep16 160829 306.35 309.20 303.00 308.65 +3.65 920 23,963 -582
Oct16 160829 302.50 306.40 300.40 305.85 +3.55 495 834 +400
Nov16 160829 300.00 303.30 299.85 303.30 +3.40      
Dec16 160829 296.90 300.55 296.85 300.55 +3.65 8 157 +4
Total Volume and Open Interest 1,423 24,954 -178
30-Year T-Bonds(CBOT)
Sep16 160829 170~110 172~050 170~070 172~030 +1~250 438,302 344,722 -162,028
Dec16 160829 168~290 170~230 168~240 170~210 +1~260 248,404 249,312 +162,676
Mar17 160829 169~170 169~170 169~170 169~170 +1~260      
Total Volume and Open Interest 686,706 594,034 +648
10-Year T-Notes(CBOT)
Sep16 160829 131~120 132~000 131~095 131~305 +0~185 2,063,603 1,693,509 -622,277
Dec16 160829 130~130 131~010 130~105 130~315 +0~185 1,283,739 1,307,066 +686,996
Mar17 160829 130~055 130~055 130~055 130~055 +0~185      
Total Volume and Open Interest 3,347,342 3,000,575 +64,719
5-Year T-Notes(CBOT)
Sep16 160829 120~302 121~090 120~290 121~082 +0~104 2,131,553 1,518,913 -738,667
Dec16 160829 120~296 121~086 120~284 121~080 +0~106 1,683,369 1,710,445 +949,843
Mar17 160829 120~302 120~302 120~302 120~302 +0~106      
Total Volume and Open Interest 3,814,922 3,229,358 +211,176
2 Year T-Notes(CBOT)
Sep16 160829 109~044 109~072 109~042 109~072 +0~026 680,234 734,628 -155,873
Dec16 160829 109~014 109~042 109~010 109~042 +0~030 488,606 530,971 +257,310
Mar17 160829 109~036 109~036 109~036 109~036 +0~030      
Total Volume and Open Interest 1,168,840 1,265,599 +101,437
Eurodollars(CME)
Sep16 160829 99.095 99.118 99.092 99.118 +0.022 165,727 1,126,565 -15,980
Dec16 160829 99.030 99.060 99.020 99.055 +0.025 205,731 1,498,856 -13,045
Mar17 160829 98.980 99.015 98.975 99.015 +0.030 172,300 1,106,585 -1,833
Jun17 160829 98.935 98.970 98.925 98.970 +0.035 124,610 980,729 +4,803
Sep17 160829 98.890 98.930 98.885 98.925 +0.035 145,971 890,654 +2,859
Dec17 160829 98.840 98.885 98.830 98.880 +0.040 177,671 1,342,161 +11,658
Mar18 160829 98.810 98.860 98.805 98.860 +0.045 125,427 633,009 -3,658
Jun18 160829 98.775 98.835 98.770 98.830 +0.050 152,921 497,821 +4,837
Sep18 160829 98.740 98.805 98.735 98.800 +0.055 85,590 441,798 +765
Dec18 160829 98.705 98.765 98.690 98.760 +0.060 88,121 599,318 +3,820
Mar19 160829 98.675 98.745 98.665 98.740 +0.065 63,499 409,944 -2,746
Jun19 160829 98.645 98.715 98.635 98.710 +0.070 57,404 302,175 -4,062
Sep19 160829 98.605 98.685 98.600 98.680 +0.075 32,585 243,614 +1,026
Dec19 160829 98.565 98.645 98.555 98.640 +0.080 36,854 252,153 +4,567
Mar20 160829 98.535 98.620 98.530 98.615 +0.085 26,959 145,807 +1,465
Jun20 160829 98.500 98.585 98.495 98.580 +0.085 23,916 101,091 -2,096
Sep20 160829 98.460 98.555 98.455 98.545 +0.085 18,280 76,271 -1,538
Dec20 160829 98.415 98.515 98.415 98.505 +0.090 25,471 101,938 +739
Total Volume and Open Interest 1,784,427 11,078,370 -2,762
Ultra T-Bond(CBOT)
Sep16 160829 186~04 188~25 185~30 188~21 +2~23 244,269 383,897 -138,734
Dec16 160829 185~12 188~04 185~06 188~00 +2~26 173,415 231,893 +139,055
Mar17 160829 187~00 187~00 187~00 187~00 +2~26      
Total Volume and Open Interest 417,684 615,790 +321
Ultra 10-Yr T-Note(CBOT)
Sep16 160829 144~000 144~285 143~285 144~265 +0~275 110,838 121,863 -44,181
Dec16 160829 143~155 144~135 143~145 144~115 +0~280 70,614 88,748 +51,171
Mar17 160829 144~115 144~115 144~115 144~115 +0~280      
Total Volume and Open Interest 181,452 210,611 +6,990
30 Day Federal Funds(CBOT)
Aug16 160829 99.603 99.603 99.600 99.603 unch 4,218 132,578 +431
Sep16 160829 99.570 99.585 99.570 99.582 +0.007 8,567 73,731 -761
Oct16 160829 99.520 99.540 99.515 99.535 +0.015 46,533 216,720 +1,227
Nov16 160829 99.505 99.520 99.495 99.520 +0.020 40,809 121,095 +13,227
Dec16 160829 99.460 99.470 99.450 99.470 +0.020 19,147 71,012 +4,595
Jan17 160829 99.420 99.435 99.415 99.430 +0.015 29,299 111,563 -422
Total Volume and Open Interest 179,670 960,588 +23,717
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 160829 99.99 99.99 99.99 99.99 unch      
Dec16 160829 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160829 99.99 99.99 99.99 99.99 unch      
Jun17 160829 99.99 99.99 99.99 99.99 unch      
Sep17 160829 99.99 99.99 99.99 99.99 unch      
Dec17 160829 99.99 99.99 99.99 99.99 unch      
Mar18 160829 100.00 100.00 100.00 100.00 unch      
Jun18 160829 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160829 151.43 151.50 151.11 151.45 -0.10 832 16,842 -47
Dec16 160829 151.73 151.73 151.73 151.73 -0.12 0 78 +0
Mar17 160829 151.65 151.65 151.65 151.65 -0.12      
Total Volume and Open Interest 832 16,920 -47
Euro-Buxl(EUREX)
Sep16 160829 191.86 193.54 191.42 193.14 -0.86 20,525 137,769 +581
Dec16 160829 190.16 191.92 190.06 191.56 -0.82 200 2,345 +100
Mar17 160829 191.14 191.14 191.14 191.14 -0.86      
Total Volume and Open Interest 20,725 140,114 +681
Euro-Bund(EUREX)
Sep16 160829 166.96 167.75 166.55 167.57 -0.13 455,930 1,623,060 +25,727
Dec16 160829 164.29 165.04 163.78 164.86 -0.12 14,660 156,419 +7,944
Mar17 160829 166.98 167.33 166.80 167.27 -0.13 76 365 +54
Total Volume and Open Interest 470,666 1,779,844 +33,725
Euro-Bobl(EUREX)
Sep16 160829 133.40 133.68 133.30 133.61 -0.01 292,809 1,352,376 -22,270
Dec16 160829 131.41 131.65 131.31 131.61 -0.01 14,223 119,703 +6,822
Mar17 160829 133.56 133.56 133.56 133.56 -0.01      
Total Volume and Open Interest 307,032 1,472,079 -15,448
Euro-Schatz(EUREX)
Sep16 160829 111.99 112.03 111.97 112.02 +0.01 196,624 1,154,332 +11,622
Dec16 160829 111.96 112.00 111.95 112.00 +0.01 56,827 146,211 +22,859
Mar17 160829 112.02 112.02 112.02 112.02 +0.01      
Total Volume and Open Interest 253,451 1,300,543 +34,481
3-Mth Euribor(EUREX)
Sep16 160829 100.305 100.305 100.305 100.305 unch 0 3,847 +0
Dec16 160829 100.320 100.320 100.315 100.315 unch 8 2,925 +0
Mar17 160829 100.330 100.330 100.330 100.330 +0.005 26 3,208 +25
Total Volume and Open Interest 667 77,459 +608
Long Gilt(LIFFE)
Sep16 160826 132~06 132~22 132~02 132~21 +0~11 394,790 325,908 -158,359
Dec16 160826 131~04 131~20 130~30 131~18 +0~10 264,849 214,481 +190,294
Total Volume and Open Interest 659,639 540,389 +31,935
3-Mth Short Sterling(LIFFE)
Sep16 160826 99.62 99.62 99.61 99.62 -0.00 81,960 338,206 -7,761
Dec16 160826 99.69 99.69 99.68 99.69 -0.01 217,277 571,216 -44,569
Mar17 160826 99.72 99.72 99.70 99.71 -0.01 130,812 332,066 -19,333
Jun17 160826 99.72 99.73 99.70 99.72 unch 102,396 328,880 -10,048
Sep17 160826 99.73 99.74 99.71 99.73 unch 72,448 295,667 +3,482
Dec17 160826 99.72 99.73 99.70 99.73 +0.01 64,336 326,425 +5,104
Total Volume and Open Interest 942,699 3,113,348 -58,525
3-Mth Euribor(LIFFE)
Sep16 160829 100.300 100.305 100.300 100.300 unch 29,001 360,635 +1,285
Dec16 160829 100.315 100.320 100.315 100.315 unch 89,938 443,580 -2,543
Mar17 160829 100.325 100.330 100.320 100.325 unch 61,900 348,391 -604
Total Volume and Open Interest 605,311 3,086,753 -7,330
3-Mth Aus T-Bills(SFE)
Sep16 160829 98.24 98.26 98.24 98.25 unch 15,204 136,895 -6,697
Dec16 160829 98.34 98.34 98.31 98.33 -0.01 10,787 211,746 +137
Mar17 160829 98.39 98.40 98.37 98.38 -0.02 11,003 161,151 +1,808
Jun17 160829 98.42 98.43 98.39 98.41 -0.02 9,240 130,548 +1,213
Sep17 160829 98.42 98.43 98.40 98.42 -0.01 3,443 99,168 +1,171
Dec17 160829 98.42 98.43 98.40 98.41 -0.02 2,707 78,383 +549
Mar18 160829 98.41 98.43 98.38 98.40 -0.02 2,222 62,620 +635
Jun18 160829 98.40 98.41 98.37 98.39 -0.02 1,500 48,346 +1,001
Sep18 160829 98.37 98.38 98.37 98.37 -0.02 356 7,035 -9
Dec18 160829 98.34 98.34 98.34 98.34 -0.02 4 4,251 +0
Total Volume and Open Interest 56,682 943,453 -41
10-Year Aus T-Bonds(SFE)
Sep16 160829 98.13 98.16 98.07 98.11 -0.03 81,560 839,049 -2,771
Dec16 160829 98.17 98.17 98.13 98.13 -0.02      
Total Volume and Open Interest 81,560 839,049 -2,771
3-Year Aus T-Bonds(SFE)
Sep16 160829 98.61 98.63 98.57 98.59 -0.03 64,855 853,955 +5,898
Dec16 160829 98.64 98.64 98.64 98.64 -0.03      
Total Volume and Open Interest 64,855 853,955 +5,898
Gold(CMX)
Aug16 160829 1315.0 1323.0 1315.0 1322.9 +1.4 58 161 -209
Oct16 160829 1320.6 1325.1 1314.5 1323.7 +1.1 13,717 46,460 -124
Dec16 160829 1323.8 1328.5 1317.2 1327.1 +1.2 167,657 414,822 -12,010
Feb17 160829 1326.5 1331.5 1320.7 1330.2 +1.2 8,802 35,241 +1,519
Apr17 160829 1324.8 1332.9 1324.8 1332.7 +1.2 1,599 9,553 +21
Jun17 160829 1328.4 1335.2 1326.5 1335.2 +1.3 1,258 14,517 +69
Aug17 160829 1336.0 1338.3 1336.0 1337.7 +1.4 540 7,945 -22
Oct17 160829 1340.0 1340.0 1340.0 1340.0 +1.4 130 955 -33
Dec17 160829 1333.9 1342.8 1333.0 1342.2 +1.2 350 11,606 +22
Feb18 160829 1344.9 1344.9 1344.9 1344.9 +1.2 0 135 +0
Apr18 160829 1347.6 1347.6 1347.6 1347.6 +1.2 0 4 +0
Jun18 160829 1350.3 1350.3 1350.3 1350.3 +1.2 0 4,334 +0
Total Volume and Open Interest 195,369 554,455 -11,441
Silver(CMX)
Sep16 160829 1861.0 1888.0 1837.0 1876.8 +11.7 54,905 38,903 -6,801
Dec16 160829 1874.0 1896.5 1846.0 1885.9 +11.4 24,473 141,822 +2,577
Mar17 160829 1876.5 1906.5 1859.0 1896.7 +11.3 1,108 11,695 +100
May17 160829 1881.0 1903.5 1876.5 1903.4 +11.1 258 792 +11
Jul17 160829 1882.0 1910.0 1871.5 1910.0 +11.0 82 2,483 +80
Sep17 160829 1916.6 1916.6 1904.5 1916.6 +11.0 15 470 +0
Dec17 160829 1926.0 1926.0 1926.0 1926.0 +10.9 27 2,187 +8
Total Volume and Open Interest 81,256 201,857 -3,988
Platinum(NYMEX)
Oct16 160829 1075.5 1085.3 1070.4 1081.1 +3.4 10,990 71,446 -1,577
Jan17 160829 1077.0 1087.5 1073.3 1083.5 +3.3 263 8,361 +144
Apr17 160829 1086.2 1086.2 1086.2 1086.2 +3.3 17 261 +17
Jul17 160829 1088.2 1088.2 1088.2 1088.2 +3.3 0 16 +0
Total Volume and Open Interest 11,285 80,164 -1,418
Palladium(NYMEX)
Sep16 160829 686.50 698.40 682.70 697.30 +5.15 6,513 5,754 -2,775
Dec16 160829 689.00 700.45 684.10 699.25 +5.50 4,562 21,573 +2,050
Mar17 160829 692.60 700.95 688.70 700.95 +5.50 3 54 +1
Total Volume and Open Interest 11,079 27,403 -724
Copper(CMX)
Sep16 160829 207.85 208.60 207.20 207.45 -0.40 47,091 21,852 -9,532
Dec16 160829 207.65 209.15 207.60 207.90 -0.55 36,085 119,159 +6,925
Mar17 160829 208.45 209.90 208.45 208.75 -0.55 2,262 27,901 +438
May17 160829 209.65 210.55 209.30 209.40 -0.60 891 5,592 -22
Jul17 160829 210.00 210.40 209.90 209.90 -0.60 95 1,249 +55
Total Volume and Open Interest 88,373 185,717 -2,406
E-mini DJIA Index(CBOT)
Sep16 160829 18380 18503 18352 18489 +109 116,870 145,296 +1,962
Dec16 160829 18275 18416 18266 18402 +108 145 1,196 +14
Mar17 160829 18209 18340 18209 18335 +108 2 292 +0
Jun17 160829 18294 18294 18294 18294 +108 0 3 +0
Total Volume and Open Interest 117,017 146,787 +1,976
S & P 500(CME)
Sep16 160829 2167.60 2182.00 2164.50 2179.30 +10.90 6,174 98,615 +521
Dec16 160829 2170.50 2174.00 2170.50 2172.10 +10.90 41 1,235 -4
Mar17 160829 2165.50 2167.10 2165.50 2165.50 +10.90 0 60 +0
Jun17 160829 2159.60 2161.20 2159.60 2159.60 +10.90 0 60 +0
Total Volume and Open Interest 6,215 99,970 +517
S & P 500 E-Mini(Globex)
Sep16 160829 2167.75 2182.25 2164.50 2179.25 +10.75 1,501,328 2,938,857 -2,146
Dec16 160829 2159.75 2174.75 2157.50 2172.00 +10.75 10,111 67,753 +2,655
Mar17 160829 2151.00 2168.00 2151.00 2165.50 +11.00 49 855 +16
Jun17 160829 2150.00 2160.50 2148.25 2159.50 +10.75 5 327 +0
Total Volume and Open Interest 1,511,493 3,007,793 +525
NASDAQ 100 E-Mini(Globex)
Sep16 160829 4786.00 4805.80 4774.00 4793.30 +7.50 194,394 303,583 +7,475
Dec16 160829 4777.80 4799.50 4768.80 4787.50 +7.70 574 1,891 +136
Mar17 160829 4780.00 4786.30 4779.30 4781.50 +7.70 6 50 +0
Total Volume and Open Interest 194,975 305,531 +7,611
S&P Midcap 400(CME) e-Mini
Sep16 160829 1557.40 1574.20 1556.30 1570.20 +12.30 15,715 84,333 +605
Dec16 160829 1564.80 1567.30 1564.80 1564.80 +12.30 0 10 +0
Mar17 160829 1565.30 1565.30 1565.30 1565.30 +12.30      
Total Volume and Open Interest 15,715 84,343 +605
Volatility Index(CBOE)
Aug16 160817 12.80 13.00 12.55 12.65 -0.18 87,344 101,401 -15,417
Sep16 160829 15.10 15.40 14.60 14.68 -0.45 72,700 0 -271,860
Oct16 160829 17.03 17.12 16.70 16.83 -0.19 50,807 0 -108,821
Nov16 160829 18.02 18.10 17.75 17.88 -0.15 12,823 0 -47,390
Total Volume and Open Interest 148,103 507,880 +0
Russell 2000(ICE)
Sep16 160829 1237.80 1248.00 1234.80 1244.70 +6.30 63,570 333,816 +1,175
Dec16 160829 1231.80 1243.10 1231.80 1240.20 +6.30 63 1,058 +11
Mar17 160829 1236.70 1236.70 1236.70 1236.70 +6.30 0 250 +0
Total Volume and Open Interest 63,633 335,294 +1,186
Nikkei 225(CME)
Sep16 160829 16585 16785 16580 16710 +115 8,276 35,169 -200
Dec16 160829 16540 16735 16535 16660 +120 65 330 +21
Total Volume and Open Interest 8,341 35,499 -179
Nikkei 225(SGX)
Sep16 160829 16415 16780 16380 16735 +325 55,318 204,998 +1,850
Dec16 160829 16255 16645 16255 16600 +320 604 7,654 -58
Mar17 160829 16585 16585 16585 16585 +210 0 5 +0
Total Volume and Open Interest 43,069 217,051 -4,614
Nikkei 225(CME) Yen
Sep16 160829 16590 16775 16580 16700 +110 32,457 64,110 -961
Dec16 160829 16505 16635 16450 16570 +115 338 687 +312
Mar17 160829 16520 16520 16520 16520 +115      
Total Volume and Open Interest 32,795 64,797 -649
Nikkei 225(CME) e-Mini Yen
Sep16 160829 16700 16770 16700 16700 +110 0 11 +0
Dec16 160829 16570 16570 16570 16570 +120      
Mar17 160829 16520 16520 16520 16520 +120      
Total Volume and Open Interest 0 11 +0
CAC 40(EURONEXT)
Sep16 160829 4420.0 4439.0 4388.0 4424.0 -17.5 77,689 274,758 +5,897
Oct16 160829 4402.0 4425.0 4382.0 4412.5 -17.5 17 148 +16
Nov16 160829 4400.0 4409.5 4400.0 4409.5 -17.5      
Dec16 160829 4403.0 4403.0 4403.0 4403.0 -17.5 2 59 +0
Total Volume and Open Interest 77,708 275,026 +5,913
Hang Seng Index(HKFE)
Aug16 160829 22921 23133 22744 22824 -90 142,339 97,646 -18,427
Sep16 160829 22881 23090 22701 22770 -104 52,461 58,157 +27,875
Total Volume and Open Interest 195,089 161,551 +9,461
DAX(EUREX)
Sep16 160829 10519.0 10572.5 10436.0 10544.5 -45.0 84,878 158,217 +5,452
Dec16 160829 10513.5 10552.5 10438.0 10533.0 -45.0 244 7,050 +100
Mar17 160829 10524.5 10526.0 10524.5 10526.0 -44.5 1 203 +0
Total Volume and Open Interest 85,123 165,470 +5,552
Mini-DAX(EUREX)
Sep16 160829 10520.0 10574.0 10437.0 10544.5 -45.0 24,329 10,969 +287
Dec16 160829 10507.0 10556.0 10442.0 10533.0 -45.0 50 316 -6
Mar17 160829 10530.0 10530.0 10526.0 10526.0 -44.5 5 123 +5
Total Volume and Open Interest 24,384 11,408 +286
FT-SE 100(EURONEXT)
Sep16 160826 6818.00 6859.00 6769.50 6844.00 +26.00 78,961 695,427 -3,313
Dec16 160826 6769.00 6809.50 6727.00 6801.00 +26.00 50 1,253 +14
Mar17 160826 6743.00 6743.00 6743.00 6743.00 +26.00      
Total Volume and Open Interest 79,011 696,680 -3,299
SPI 200(SFE)
Sep16 160829 5486.0 5521.0 5433.0 5451.0 -35.0 30,485 311,188 +3,422
Dec16 160829 5469.0 5472.0 5419.0 5436.0 -35.0 27 3,032 +20
Mar17 160829 5387.0 5387.0 5387.0 5387.0 -35.0 0 1,490 +0
Total Volume and Open Interest 30,560 317,276 +3,490
FTSE MIB(ISE)
Sep16 160829 16710.00 16850.00 16525.00 16660.00 -173.00 26,979 40,558 +38
Dec16 160829 16630.00 16650.00 16430.00 16533.00 -175.00 14 289 -1
Mar17 160829 16503.00 16503.00 16503.00 16503.00 -175.00      
Total Volume and Open Interest 26,993 40,847 +37
KOSPI 200(KFE)
Sep16 160829 256.75 257.80 254.40 256.60 -0.10 95,571 141,295 +1,351
Dec16 160829 257.50 258.60 255.30 257.45 -0.05 988 15,007 +563
Mar17 160829 253.70 254.90 253.00 254.90 +0.35 13 1,192 +17
Total Volume and Open Interest 96,572 161,138 +2,231
GSCI(CME)
Sep16 160829 359.00 360.05 358.65 359.15 -3.90 36 13,237 +28
Oct16 160829 361.45 361.45 361.25 361.45 -3.85 0 75 +0
Nov16 160829 364.45 364.45 364.45 364.45 -3.85      
Total Volume and Open Interest 36 13,312 +28
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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