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MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Tue August 30, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep16 160830 984.00 986.75 960.50 965.50 -17.75 17,878 17,982 -12,927
Nov16 160830 964.50 968.50 946.50 950.75 -13.50 115,339 378,843 -8,794
Jan17 160830 966.75 970.50 949.00 953.50 -13.25 21,673 77,615 +1,568
Mar17 160830 968.00 972.25 950.25 955.00 -13.25 10,744 68,617 +338
May17 160830 970.75 975.00 953.50 958.00 -12.75 7,407 36,764 +756
Jul17 160830 975.75 975.75 956.00 960.25 -13.00 7,493 37,365 -99
Aug17 160830 972.00 972.00 952.75 956.75 -12.00 164 820 +15
Sep17 160830 938.00 938.00 937.25 938.00 -11.00 22 559 +12
Nov17 160830 933.25 935.50 918.00 922.50 -9.50 3,930 26,079 -907
Jan18 160830 921.00 925.00 921.00 925.00 -9.50 31 675 +23
Mar18 160830 925.50 925.50 925.50 925.50 -9.50 8 159 +8
May18 160830 927.25 927.25 927.25 927.25 -9.75 0 50 +0
Jul18 160830 930.75 930.75 930.75 930.75 -9.75 0 127 +0
Aug18 160830 927.50 927.50 927.50 927.50 -10.25 0 17 +0
Total Volume and Open Interest 184,689 645,919 -20,007
Soybean Meal(CBOT)
Sep16 160830 319.50 320.50 312.10 313.80 -5.70 24,097 24,075 -6,970
Oct16 160830 316.80 317.90 309.60 310.60 -6.40 18,518 40,736 +1,603
Dec16 160830 314.90 316.30 307.80 308.70 -6.40 46,963 164,867 -868
Jan17 160830 313.30 314.50 306.20 307.10 -6.30 5,199 31,545 -143
Mar17 160830 311.90 312.70 304.70 305.60 -5.90 6,259 33,514 +116
May17 160830 310.10 310.90 304.20 305.10 -5.00 3,780 22,611 +93
Jul17 160830 311.20 311.50 305.00 305.80 -4.70 3,958 23,606 +1,056
Aug17 160830 310.30 310.50 304.40 305.30 -4.50 1,019 2,456 +207
Sep17 160830 309.60 310.50 304.00 304.20 -4.60 599 2,730 +204
Oct17 160830 305.00 305.00 298.80 299.30 -4.40 406 2,818 +0
Total Volume and Open Interest 113,116 359,286 -4,483
Soybean Oil(CBOT)
Sep16 160830 32.84 32.92 32.27 32.73 -0.08 23,111 18,279 -14,244
Oct16 160830 33.00 33.05 32.40 32.87 -0.07 22,987 50,342 +3,653
Dec16 160830 33.25 33.33 32.68 33.14 -0.08 53,541 204,608 +1,346
Jan17 160830 33.44 33.49 32.88 33.34 -0.07 6,485 39,642 -509
Mar17 160830 33.59 33.63 33.04 33.50 -0.06 4,550 34,681 -452
May17 160830 33.67 33.72 33.14 33.63 -0.04 4,011 22,538 -114
Jul17 160830 33.83 33.91 33.31 33.78 -0.05 2,766 10,352 +529
Aug17 160830 33.44 33.75 33.37 33.75 -0.04 207 3,251 -43
Sep17 160830 33.52 33.68 33.52 33.68 -0.03 98 2,789 +2
Oct17 160830 33.42 33.49 32.98 33.41 -0.02 62 1,956 -8
Total Volume and Open Interest 119,290 395,979 -9,716
Canola(WCE)
Nov16 160830 456.2 459.0 449.8 453.0 -3.2 9,226 127,539 +89
Jan17 160830 463.2 465.5 457.0 460.3 -3.1 2,803 25,353 +194
Mar17 160830 470.1 472.5 462.9 466.6 -3.6 1,367 9,181 +968
May17 160830 476.1 478.5 468.3 472.4 -3.9 1,136 4,709 -486
Jul17 160830 480.6 483.0 473.9 476.8 -4.1 386 7,707 -14
Total Volume and Open Interest 15,013 179,257 +815
Corn(CBOT)
Sep16 160830 311.75 312.75 303.50 304.00 -7.75 98,576 94,676 -49,878
Dec16 160830 320.75 322.00 315.50 315.75 -5.00 189,454 771,791 +5,101
Mar17 160830 331.00 332.00 325.50 325.75 -5.25 33,241 202,420 -2,255
May17 160830 338.25 339.25 333.00 333.25 -5.00 6,209 51,344 +1,104
Jul17 160830 346.00 346.50 340.75 341.00 -4.50 9,709 97,254 +2,592
Sep17 160830 353.25 354.00 348.25 348.75 -4.25 2,528 36,520 +480
Dec17 160830 363.75 364.00 359.25 359.75 -4.00 5,305 57,942 +693
Mar18 160830 374.00 374.00 370.25 370.50 -3.50 318 3,401 +210
May18 160830 380.00 380.00 376.25 376.25 -3.50 36 665 +20
Jul18 160830 382.75 382.75 380.00 380.25 -2.75 116 1,109 -31
Total Volume and Open Interest 345,609 1,319,892 -41,918
Wheat(CBOT)
Sep16 160830 370.00 374.25 361.50 363.25 -7.25 35,451 31,220 -17,334
Dec16 160830 396.50 400.75 391.50 392.25 -4.75 100,794 289,435 +13,906
Mar17 160830 420.00 424.25 414.50 415.00 -6.00 17,386 77,857 +1,380
May17 160830 436.50 438.50 429.00 429.25 -6.50 4,347 16,879 +460
Jul17 160830 444.00 447.25 438.00 438.25 -6.50 3,738 26,765 +1
Sep17 160830 462.50 463.25 454.75 454.75 -6.50 613 2,923 +135
Total Volume and Open Interest 163,353 452,176 -1,283
Wheat(KCBT)
Sep16 160830 374.25 377.25 367.25 367.75 -6.50 21,280 28,577 -9,619
Dec16 160830 402.00 405.75 396.00 396.75 -5.50 36,672 128,236 +8,551
Mar17 160830 418.75 422.00 412.75 413.75 -5.00 5,829 40,893 +893
May17 160830 430.25 432.75 424.00 424.50 -5.00 2,024 12,870 +273
Jul17 160830 438.75 443.00 434.00 434.50 -5.25 3,120 18,987 +466
Sep17 160830 457.75 458.25 450.00 450.75 -5.25 1,741 2,531 +410
Dec17 160830 483.00 483.00 474.75 474.75 -5.25 1,381 1,963 +639
Total Volume and Open Interest 72,150 234,296 +1,651
Wheat(MGE)
Sep16 160830 491.25 494.25 487.00 490.75 +2.50 1,685 4,595 -1,095
Dec16 160830 485.00 490.00 484.50 485.75 +1.50 6,608 28,702 +1,538
Mar17 160830 497.25 501.50 495.75 497.00 +0.75 2,073 13,999 +375
May17 160830 507.75 511.00 505.75 507.00 +0.50 1,267 5,826 +306
Jul17 160830 517.00 519.25 516.00 516.75 +0.50 1,024 3,214 +442
Sep17 160830 528.00 530.00 525.75 527.25 +1.50 793 2,702 +167
Total Volume and Open Interest 14,285 60,354 +2,089
Oats(CBOT)
Sep16 160830 162.00 162.00 157.00 161.75 -0.25 235 894 -307
Dec16 160830 179.50 180.00 174.25 177.50 -1.50 564 8,540 +74
Mar17 160830 188.75 191.75 188.25 191.75 -1.25 90 1,456 +53
May17 160830 198.25 198.25 198.25 198.25 +1.50 2 29 -1
Total Volume and Open Interest 891 10,922 -181
Rough Rice(CBOT)
Sep16 160830 9.46 9.53 9.27 9.28 -0.19 598 1,933 -340
Nov16 160830 9.72 9.83 9.51 9.52 -0.18 895 7,816 +362
Jan17 160830 9.98 9.98 9.76 9.77 -0.19 173 612 +18
Mar17 160830 10.06 10.06 10.01 10.01 -0.20 45 63 +16
Total Volume and Open Interest 1,711 10,426 +56
Live Cattle(CME)
Aug16 160830 110.785 111.700 110.600 111.500 +0.750 1,425 1,665 -1,016
Oct16 160830 105.300 107.785 103.785 107.480 +2.400 26,639 115,826 +2,962
Dec16 160830 107.150 109.580 105.680 109.285 +2.250 12,400 69,057 +1,271
Feb17 160830 107.480 109.535 106.000 109.400 +2.050 5,960 32,998 +370
Apr17 160830 106.700 108.680 105.450 108.550 +1.950 2,552 20,530 +485
Jun17 160830 100.250 102.230 99.300 102.135 +1.935 558 8,859 +69
Total Volume and Open Interest 49,851 253,336 +4,125
Feeder Cattle(CME)
Sep16 160830 139.330 143.380 137.000 142.535 +3.385 2,884 9,832 -336
Oct16 160830 135.250 139.880 133.700 139.535 +4.155 5,100 15,826 +462
Nov16 160830 132.185 136.735 130.685 136.325 +4.090 1,460 7,298 +194
Jan17 160830 128.000 132.500 126.385 131.435 +3.400 669 3,812 -34
Mar17 160830 126.480 130.850 124.885 129.880 +3.300 316 2,076 +40
Apr17 160830 125.885 130.600 124.900 130.300 +3.850 138 490 +27
May17 160830 125.330 129.250 124.400 129.250 +3.350 95 266 +31
Total Volume and Open Interest 10,662 39,600 +384
Lean Hogs(CME)
Oct16 160830 61.380 62.300 61.050 62.050 +0.670 16,597 89,486 -1,644
Dec16 160830 56.630 57.300 56.300 57.100 +0.770 7,829 61,168 +299
Feb17 160830 60.680 61.380 60.600 61.200 +0.600 2,547 27,599 +136
Apr17 160830 65.400 66.000 65.350 65.885 +0.535 1,128 21,001 +151
May17 160830 71.750 71.800 71.700 71.800 unch 2 339 +2
Jun17 160830 75.300 75.800 75.180 75.580 +0.380 282 4,506 +117
Jul17 160830 74.950 75.180 74.635 75.000 +0.200 65 641 -5
Aug17 160830 74.200 74.400 73.885 74.035 +0.455 38 347 +4
Total Volume and Open Interest 28,517 205,342 -926
Class III Milk(CME)
Aug16 160830 16.92 16.92 16.91 16.91 -0.01 17 4,650 +8
Sep16 160830 16.53 16.75 16.51 16.60 +0.05 739 5,689 -101
Oct16 160830 16.55 16.73 16.55 16.62 +0.10 624 4,781 -163
Nov16 160830 16.33 16.51 16.33 16.39 +0.11 478 4,030 +141
Dec16 160830 16.05 16.16 16.02 16.07 +0.10 233 3,308 +92
Jan17 160830 15.90 15.90 15.77 15.84 +0.07 107 1,736 +81
Feb17 160830 15.94 15.99 15.90 15.93 +0.03 113 1,668 +77
Mar17 160830 16.01 16.07 16.01 16.03 +0.02 120 1,524 +77
Apr17 160830 16.15 16.19 16.15 16.15 +0.01 85 1,281 +54
May17 160830 16.33 16.35 16.33 16.33 unch 87 1,218 +36
Jun17 160830 16.50 16.51 16.50 16.50 -0.04 81 1,115 +51
Jul17 160830 16.75 16.78 16.74 16.78 +0.03 29 588 +22
Aug17 160830 16.81 16.86 16.81 16.84 -0.03 32 529 +29
Total Volume and Open Interest 2,837 33,788 +491
Cocoa(ICE)
Sep16 160830 2930 2930 2913 2913 -32 0 325 -139
Dec16 160830 2952 2952 2885 2890 -35 13,968 102,922 -601
Mar17 160830 2919 2923 2864 2868 -34 3,395 64,570 +125
May17 160830 2916 2916 2859 2863 -32 1,002 14,704 -35
Jul17 160830 2904 2906 2854 2857 -31 183 4,630 +69
Sep17 160830 2896 2896 2848 2850 -30 49 4,297 +2
Dec17 160830 2880 2885 2837 2841 -27 0 1,161 +0
Total Volume and Open Interest 18,597 196,496 -579
Coffee "C"(ICE)
Sep16 160830 144.60 144.75 142.30 144.75 +0.75 58 187 -42
Dec16 160830 145.10 146.35 142.85 146.05 +0.95 22,298 97,441 -61
Mar17 160830 148.10 149.50 146.10 149.25 +1.00 3,024 35,705 +84
May17 160830 150.00 151.35 148.05 151.20 +1.05 1,396 16,619 +74
Jul17 160830 151.50 152.95 149.65 152.80 +1.05 383 3,762 -9
Sep17 160830 153.80 154.30 151.10 154.25 +1.00 113 3,066 +4
Total Volume and Open Interest 27,346 163,666 +72
Orange Juice(ICE)
Sep16 160830 192.30 195.00 187.80 188.85 -3.10 339 1,536 -362
Nov16 160830 189.30 191.30 187.45 189.15 +0.05 723 12,019 +180
Jan17 160830 188.80 189.50 186.80 187.90 +0.50 9 1,548 +1
Mar17 160830 186.00 186.50 185.75 185.75 +0.95 0 302 +0
May17 160830 183.05 183.05 183.05 183.05 +1.25 0 43 +0
Jul17 160830 181.85 181.85 181.85 181.85 +1.25      
Total Volume and Open Interest 1,071 15,450 -181
Sugar #11(ICE)
Oct16 160830 20.68 20.80 20.43 20.52 -0.15 30,706 418,695 -1,976
Mar17 160830 21.20 21.27 20.92 21.01 -0.14 15,033 274,435 +1,351
May17 160830 20.53 20.63 20.32 20.42 -0.12 5,192 84,286 +1,181
Jul17 160830 19.89 19.97 19.71 19.80 -0.10 2,483 53,925 -12
Oct17 160830 19.49 19.62 19.40 19.50 -0.05 1,481 36,492 +10
Mar18 160830 19.32 19.37 19.23 19.30 unch 576 17,363 -255
May18 160830 18.63 18.69 18.61 18.67 +0.02 9 5,498 -2
Jul18 160830 18.15 18.20 18.15 18.20 +0.05 0 4,870 +0
Total Volume and Open Interest 55,480 901,758 +297
London Cocoa(LCE)
Sep16 160830 2404 2411 2357 2361 -68 5,688 74,801 -967
Dec16 160830 2344 2354 2302 2306 -66 11,740 87,386 -34
Mar17 160830 2290 2301 2254 2258 -64 4,686 58,878 -508
May17 160830 2280 2287 2241 2246 -62 2,269 28,552 -220
Jul17 160830 2267 2282 2237 2240 -62 963 4,797 +141
Sep17 160830 2275 2275 2231 2231 -62 153 6,307 +39
Dec17 160830 2247 2251 2218 2218 -64 85 1,462 +34
Total Volume and Open Interest 25,584 262,184 -1,515
London Sugar(LCE)
Oct16 160830 542.50 543.60 535.60 537.50 -2.70 7,216 32,746 -239
Dec16 160830 551.00 551.50 543.60 545.30 -3.80 4,108 21,267 +147
Mar17 160830 554.80 555.90 547.80 549.30 -4.40 1,454 18,543 +353
May17 160830 546.90 547.10 541.00 542.30 -4.10 200 9,990 +66
Aug17 160830 535.00 536.90 532.00 532.70 -3.30 64 4,812 +19
Total Volume and Open Interest 13,147 91,775 +446
Cotton(ICE)
Oct16 160830 66.27 66.27 65.72 65.97 -0.72 13 175 -1
Dec16 160830 66.82 66.93 65.46 66.29 -0.66 13,022 156,427 +2,102
Mar17 160830 67.30 67.36 65.98 66.67 -0.76 2,184 48,160 +198
May17 160830 67.53 67.53 66.16 66.78 -0.87 502 6,155 -127
Jul17 160830 67.68 67.68 66.15 66.72 -0.96 231 6,024 +45
Oct17 160830 66.38 66.38 66.38 66.38 -0.98      
Total Volume and Open Interest 16,059 228,482 +2,302
Lumber(CME)
Sep16 160830 312.5 316.0 311.2 312.4 -0.3 561 1,347 -319
Nov16 160830 319.3 322.7 318.0 319.8 -2.9 523 3,530 +245
Jan17 160830 327.5 330.0 327.5 328.8 -3.3 39 214 +17
Mar17 160830 334.5 336.1 334.5 334.5 -4.5 11 65 -4
Total Volume and Open Interest 1,135 5,179 -61
Crude Oil(NYM)
Oct16 160830 46.98 47.49 46.21 46.35 -0.63 558,344 433,916 -3,051
Nov16 160830 47.64 48.11 46.84 46.99 -0.66 109,819 242,559 +334
Dec16 160830 48.26 48.73 47.45 47.62 -0.67 75,616 269,938 -1,871
Jan17 160830 48.93 49.34 48.07 48.24 -0.69 28,781 121,927 +2,079
Feb17 160830 49.55 49.91 48.63 48.81 -0.70 14,326 51,408 +646
Mar17 160830 49.30 50.33 49.11 49.30 -0.69 17,100 98,039 +2,330
Apr17 160830 50.47 50.67 49.55 49.72 -0.66 10,565 33,539 +524
May17 160830 50.91 50.99 49.98 50.05 -0.64 4,251 26,171 +234
Jun17 160830 50.92 51.27 50.05 50.30 -0.63 21,217 99,186 +3,410
Jul17 160830 51.42 51.43 50.30 50.50 -0.63 2,903 21,631 -477
Aug17 160830 51.52 51.52 50.47 50.68 -0.63 1,142 16,457 +120
Sep17 160830 51.68 51.72 50.81 50.86 -0.63 3,378 38,312 +287
Oct17 160830 51.40 51.40 51.05 51.05 -0.63 1,796 14,349 +177
Nov17 160830 51.26 51.26 51.26 51.26 -0.63 1,284 13,890 +156
Dec17 160830 52.14 52.42 51.24 51.49 -0.63 21,023 152,365 +966
Jan18 160830 51.65 51.65 51.65 51.65 -0.63 1,375 15,200 +842
Total Volume and Open Interest 878,803 1,776,760 +6,774
e-miNY Crude Oil(NYM)
Oct16 160830 46.950 47.500 46.225 46.350 -0.625 13,322 1,919 -75
Nov16 160830 47.725 48.100 46.875 47.000 -0.650 280 335 +19
Dec16 160830 48.275 48.700 47.450 47.625 -0.675 77 364 -10
Jan17 160830 48.250 49.200 48.225 48.250 -0.675 12 46 -2
Feb17 160830 48.775 49.750 48.700 48.800 -0.700 0 97 +0
Mar17 160830 49.650 50.200 49.200 49.300 -0.700 8 130 +8
Apr17 160830 49.725 49.725 49.725 49.725 -0.650 8 101 +8
May17 160830 50.050 50.050 50.050 50.050 -0.650 11 83 -9
Jun17 160830 50.300 51.150 50.125 50.300 -0.625 13 16 -9
Jul17 160830 50.500 50.500 50.500 50.500 -0.625 2 76 -2
Total Volume and Open Interest 13,772 3,429 -74
NY Harbor ULSD(NYM)
Sep16 160830 148.59 150.33 146.20 147.11 -1.51 24,981 15,828 -9,760
Oct16 160830 149.88 151.68 147.56 148.47 -1.60 54,007 84,242 +2,102
Nov16 160830 151.57 153.09 149.17 150.11 -1.54 18,707 74,169 +762
Dec16 160830 152.79 154.40 150.57 151.52 -1.53 15,726 64,810 +961
Jan17 160830 154.40 155.87 152.36 153.16 -1.54 4,302 38,381 +126
Feb17 160830 156.55 156.84 153.51 154.29 -1.51 2,009 15,407 -20
Mar17 160830 157.11 157.14 153.90 154.72 -1.46 2,188 18,961 -19
Apr17 160830 156.38 156.82 153.92 154.42 -1.44 589 8,769 -20
May17 160830 154.65 154.65 154.65 154.65 -1.42 478 7,051 +102
Jun17 160830 157.19 157.59 154.07 155.00 -1.42 2,237 24,320 +385
Jul17 160830 155.39 155.84 155.36 155.77 -1.42 34 2,706 -8
Aug17 160830 156.80 156.80 156.70 156.70 -1.43 43 1,637 -10
Sep17 160830 159.00 159.00 157.79 157.79 -1.45 82 2,361 +14
Oct17 160830 160.00 160.00 158.90 158.90 -1.46 72 1,815 -2
Total Volume and Open Interest 126,329 391,280 -5,269
RBOB Gasoline(NYM)
Sep16 160830 146.88 147.62 143.34 144.83 -1.86 33,426 19,060 -9,165
Oct16 160830 139.80 140.48 136.18 137.45 -2.13 62,013 130,966 +2,800
Nov16 160830 138.51 139.13 135.24 136.35 -1.89 20,776 70,806 +549
Dec16 160830 137.50 138.11 134.52 135.50 -1.68 19,698 54,557 -1,324
Jan17 160830 137.99 138.40 135.13 135.90 -1.62 5,150 25,936 +204
Feb17 160830 138.87 139.69 136.49 137.22 -1.56 2,601 8,895 +518
Mar17 160830 141.24 141.80 138.79 139.57 -1.48 1,905 21,347 -522
Apr17 160830 159.04 159.73 156.70 157.48 -1.46 615 17,465 -34
May17 160830 160.23 160.57 158.30 158.50 -1.43 312 6,460 -7
Jun17 160830 160.10 160.61 157.61 158.36 -1.42 1,371 11,034 -296
Total Volume and Open Interest 149,519 395,176 -7,504
e-miNY RBOB Gasoline(NYM)
Sep16 160830 144.83 144.83 144.83 144.83 -1.86 1 0 -1
Oct16 160830 137.45 137.45 137.45 137.45 -2.13      
Nov16 160830 136.35 136.35 136.35 136.35 -1.89      
Dec16 160830 135.50 135.50 135.50 135.50 -1.68      
Total Volume and Open Interest 1    
Natural Gas(NYM)
Oct16 160830 2.893 2.943 2.815 2.827 -0.069 154,062 241,865 -387
Nov16 160830 3.011 3.055 2.931 2.949 -0.062 49,588 189,469 +1,418
Dec16 160830 3.215 3.255 3.139 3.157 -0.057 25,507 77,899 +1,112
Jan17 160830 3.329 3.364 3.259 3.278 -0.049 27,741 125,056 -31
Feb17 160830 3.343 3.361 3.259 3.279 -0.047 9,088 32,015 -1,005
Mar17 160830 3.291 3.312 3.217 3.238 -0.044 14,005 87,899 -431
Apr17 160830 3.037 3.046 2.970 2.994 -0.030 13,322 70,556 +1,297
May17 160830 3.007 3.008 2.943 2.966 -0.026 6,377 26,179 +1,132
Jun17 160830 3.026 3.034 2.967 2.994 -0.025 5,175 23,238 -358
Jul17 160830 3.049 3.061 2.996 3.022 -0.025 2,957 16,090 -3
Aug17 160830 3.061 3.070 3.003 3.031 -0.025 1,320 14,450 +311
Sep17 160830 3.047 3.056 2.987 3.015 -0.025 956 16,742 +219
Oct17 160830 3.073 3.084 3.012 3.039 -0.024 3,105 30,794 +661
Nov17 160830 3.124 3.129 3.067 3.092 -0.023 1,231 13,486 +65
Dec17 160830 3.253 3.258 3.198 3.224 -0.022 1,174 17,113 +64
Jan18 160830 3.353 3.360 3.302 3.327 -0.020 1,612 14,150 +177
Total Volume and Open Interest 370,702 1,049,706 -4,439
Brent Crude Oil(ICE)
Oct16 160830 49.25 49.76 48.23 48.37 -0.89 209,244 110,969 -16,305
Nov16 160830 49.45 49.90 48.48 48.73 -0.72 187,604 510,641 -3,639
Dec16 160830 49.77 50.25 48.87 49.14 -0.69 113,818 409,826 +4,499
Jan17 160830 50.21 50.62 49.26 49.55 -0.67 30,057 139,181 +2,102
Feb17 160830 50.62 51.02 49.66 49.95 -0.67 15,888 91,937 -1,445
Mar17 160830 51.03 51.41 50.06 50.36 -0.67 19,381 128,469 -249
Apr17 160830 51.38 51.74 50.44 50.72 -0.67 9,834 42,651 +1,070
May17 160830 51.69 52.04 50.75 51.04 -0.67 5,071 41,797 +38
Jun17 160830 51.94 52.28 51.01 51.31 -0.66 21,107 119,971 +660
Jul17 160830 51.13 51.58 51.10 51.58 -0.65 627 22,315 +9
Aug17 160830 51.37 51.83 51.35 51.83 -0.65 427 18,696 -91
Sep17 160830 52.25 52.56 52.06 52.06 -0.65 2,166 47,886 +23
Oct17 160830 52.29 52.29 52.29 52.29 -0.65 289 19,478 +128
Nov17 160830 52.49 52.49 52.49 52.49 -0.65 266 16,298 -11
Total Volume and Open Interest 643,934 2,222,893 -13,555
Gas Oil(ICE)
Sep16 160830 431.75 437.75 426.00 428.00 -2.75 42,724 101,743 -519
Oct16 160830 436.50 442.50 431.00 433.00 -2.75 63,586 143,312 +3,095
Nov16 160830 440.00 445.00 434.00 436.00 -3.00 21,454 70,184 +2,326
Dec16 160830 443.00 447.50 436.75 438.50 -3.25 33,233 135,487 -603
Jan17 160830 446.75 451.00 440.50 442.50 -3.25 9,587 44,775 +278
Feb17 160830 449.50 454.75 444.50 446.25 -3.50 3,033 29,801 +585
Mar17 160830 453.75 457.75 447.50 449.25 -3.50 2,419 31,971 +66
Apr17 160830 456.25 460.25 450.75 451.75 -3.75 1,695 15,975 -280
May17 160830 458.75 461.75 453.25 454.25 -3.75 391 14,272 -135
Jun17 160830 461.25 465.00 455.00 456.50 -3.75 2,465 45,430 +58
Total Volume and Open Interest 187,372 802,455 +5,851
Ethanol(CBOT)
Sep16 160830 1.462 1.462 1.434 1.434 -0.006 59 245 -44
Oct16 160830 1.443 1.443 1.411 1.412 -0.010 216 1,872 +126
Nov16 160830 1.392 1.392 1.387 1.388 -0.008 50 627 +1
Dec16 160830 1.365 1.366 1.356 1.356 -0.008 66 1,158 +2
Jan17 160830 1.349 1.349 1.341 1.341 -0.008 74 262 +47
Feb17 160830 1.345 1.345 1.345 1.345 -0.008 0 163 +0
Mar17 160830 1.359 1.359 1.359 1.359 -0.008 0 7 +0
Apr17 160830 1.376 1.376 1.376 1.376 -0.008 0 7 +0
Total Volume and Open Interest 465 4,347 +132
WTI Crude Oil(ICE)
Oct16 160830 47.06 47.47 46.22 46.35 -0.63 48,152 73,583 -872
Nov16 160830 47.73 48.10 46.88 46.99 -0.66 27,938 71,511 -1,020
Dec16 160830 48.31 48.71 47.45 47.62 -0.67 24,707 103,843 -341
Jan17 160830 48.97 49.31 48.10 48.24 -0.69 7,352 29,423 -1,129
Feb17 160830 49.79 49.86 48.66 48.81 -0.70 6,508 22,166 -1,219
Mar17 160830 50.33 50.33 49.14 49.30 -0.69 3,280 29,634 -189
Apr17 160830 50.65 50.68 49.54 49.72 -0.66 1,638 6,404 +82
May17 160830 50.09 50.23 49.96 50.05 -0.64 612 6,091 +267
Jun17 160830 51.19 51.25 50.11 50.30 -0.63 3,226 35,944 +1,218
Jul17 160830 50.50 50.50 50.50 50.50 -0.63 306 3,925 +100
Aug17 160830 50.68 50.68 50.68 50.68 -0.63 78 913 -5
Sep17 160830 50.86 50.86 50.86 50.86 -0.63 112 9,778 +0
Oct17 160830 51.05 51.05 51.05 51.05 -0.63 44 1,298 +42
Nov17 160830 51.26 51.26 51.26 51.26 -0.63 4 1,102 +0
Dec17 160830 52.27 52.27 51.33 51.49 -0.63 4,498 67,606 +1,427
Jan18 160830 51.65 51.65 51.65 51.65 -0.63 0 455 +0
Total Volume and Open Interest 132,081 510,795 -977
US Dollar Index(ICE)
Sep16 160830 95.520 96.125 95.505 96.040 +0.497 41,256 46,695 -1,212
Dec16 160830 95.495 96.080 95.480 95.995 +0.493 1,751 9,183 +141
Mar17 160830 95.605 96.030 95.605 95.965 +0.492 40 2,111 +28
Total Volume and Open Interest 43,049 58,160 -1,044
Australian Dollar(CME)
Sep16 160830 75.73 75.76 74.96 75.06 -0.66 158,260 111,388 +769
Dec16 160830 75.51 75.58 74.81 74.90 -0.66 414 2,784 +77
Mar17 160830 75.00 75.00 74.77 74.77 -0.65 0 12 +0
Total Volume and Open Interest 158,674 114,184 +846
British Pound(CME)
Sep16 160830 131.09 131.25 130.64 130.88 -0.25 104,456 233,110 -2,104
Dec16 160830 131.45 131.49 130.90 131.13 -0.25 2,284 11,652 +1,855
Mar17 160830 131.39 131.70 131.28 131.39 -0.26 3 627 +3
Total Volume and Open Interest 106,743 245,873 -246
Canadian Dollar(CME)
Sep16 160830 76.83 76.87 76.32 76.45 -0.37 82,467 126,193 -266
Dec16 160830 76.88 76.89 76.37 76.48 -0.37 510 4,683 -39
Mar17 160830 76.65 76.92 76.43 76.52 -0.37 36 441 -4
Jun17 160830 76.57 76.96 76.49 76.57 -0.37 0 192 +0
Total Volume and Open Interest 83,013 131,589 -309
Japanese Yen(CME)
Sep16 160830 98.21 98.34 97.02 97.17 -0.96 175,843 162,691 +689
Dec16 160830 98.52 98.74 97.42 97.57 -0.97 1,227 3,569 +251
Mar17 160830 98.82 99.06 97.96 97.99 -0.97 2 264 +0
Total Volume and Open Interest 177,072 166,642 +940
Swiss Franc(CME)
Sep16 160830 102.33 102.40 101.69 101.75 -0.58 48,807 39,051 -441
Dec16 160830 102.75 102.94 102.25 102.30 -0.59 96 250 +6
Mar17 160830 102.84 102.84 102.84 102.84 -0.60      
Total Volume and Open Interest 48,903 39,318 -435
EuroFX(CME)
Sep16 160830 111.95 112.01 111.41 111.50 -0.46 261,824 351,226 +219
Dec16 160830 112.40 112.44 111.85 111.94 -0.46 2,594 9,759 +197
Mar17 160830 112.68 112.89 112.34 112.40 -0.47 71 1,371 +25
Total Volume and Open Interest 264,496 363,088 +445
Mexican Peso(CME)
Sep16 160830 535.50 537.25 529.38 529.88 -6.50 88,518 80,745 -816
Oct16 160830 528.50 528.50 528.50 528.50 -6.50      
Total Volume and Open Interest 89,037 112,915 -738
Brazilian Real(CME)
Sep16 160830 306.20 310.20 306.20 308.15 -0.50 6,128 20,079 -3,884
Oct16 160830 304.00 307.35 303.60 305.40 -0.45 2,737 2,664 +1,830
Nov16 160830 302.75 302.75 302.55 302.75 -0.55      
Dec16 160830 302.00 302.00 299.00 300.10 -0.45 3,230 3,272 +3,115
Total Volume and Open Interest 12,095 26,015 +1,061
30-Year T-Bonds(CBOT)
Sep16 160830 172~010 172~020 171~140 171~250 -0~100 460,461 241,402 -103,320
Dec16 160830 170~190 170~200 169~310 170~100 -0~110 200,958 355,351 +106,039
Mar17 160830 169~060 169~060 169~060 169~060 -0~110      
Total Volume and Open Interest 661,419 596,753 +2,719
10-Year T-Notes(CBOT)
Sep16 160830 131~310 132~010 131~220 131~285 -0~020 2,759,059 1,091,587 -601,922
Dec16 160830 131~005 131~020 130~235 130~295 -0~020 1,542,558 1,921,250 +614,184
Mar17 160830 130~035 130~035 130~035 130~035 -0~020      
Total Volume and Open Interest 4,301,617 3,012,837 +12,262
5-Year T-Notes(CBOT)
Sep16 160830 121~086 121~094 121~022 121~074 -0~006 1,911,630 1,006,848 -512,065
Dec16 160830 121~086 121~092 121~020 121~074 -0~004 1,301,866 2,223,593 +513,148
Mar17 160830 120~296 120~296 120~296 120~296 -0~004      
Total Volume and Open Interest 3,213,496 3,230,441 +1,083
2 Year T-Notes(CBOT)
Sep16 160830 109~072 109~076 109~054 109~074 +0~002 740,824 499,458 -235,170
Dec16 160830 109~042 109~046 109~022 109~044 +0~002 495,626 717,753 +186,782
Mar17 160830 109~040 109~040 109~040 109~040 +0~002      
Total Volume and Open Interest 1,236,450 1,217,211 -48,388
Eurodollars(CME)
Sep16 160830 99.115 99.122 99.107 99.113 -0.005 388,124 1,104,071 -22,494
Dec16 160830 99.055 99.060 99.040 99.050 -0.005 508,274 1,496,973 -1,883
Mar17 160830 99.010 99.020 98.990 99.010 -0.005 325,661 1,102,963 -3,622
Jun17 160830 98.970 98.975 98.945 98.965 -0.005 264,334 980,004 -725
Sep17 160830 98.925 98.935 98.900 98.920 -0.005 272,970 879,822 -10,832
Dec17 160830 98.880 98.890 98.850 98.875 -0.005 424,258 1,324,118 -18,043
Mar18 160830 98.855 98.865 98.825 98.850 -0.010 186,480 632,731 -278
Jun18 160830 98.835 98.835 98.795 98.820 -0.010 187,318 495,132 -2,689
Sep18 160830 98.800 98.805 98.765 98.795 -0.005 157,118 447,904 +6,106
Dec18 160830 98.765 98.765 98.725 98.755 -0.005 182,650 595,023 -4,295
Mar19 160830 98.745 98.745 98.705 98.730 -0.010 117,936 413,815 +3,871
Jun19 160830 98.715 98.720 98.675 98.700 -0.010 129,800 310,689 +8,514
Sep19 160830 98.685 98.685 98.645 98.670 -0.010 84,268 244,478 +864
Dec19 160830 98.645 98.645 98.605 98.630 -0.010 114,748 268,854 +16,701
Mar20 160830 98.620 98.620 98.580 98.605 -0.010 51,598 143,941 -1,866
Jun20 160830 98.585 98.585 98.545 98.570 -0.010 55,233 98,499 -2,592
Sep20 160830 98.550 98.550 98.515 98.540 -0.005 38,390 77,320 +1,049
Dec20 160830 98.510 98.510 98.475 98.500 -0.005 43,595 104,056 +2,118
Total Volume and Open Interest 3,617,500 11,054,623 -23,747
Ultra T-Bond(CBOT)
Sep16 160830 188~23 188~23 187~22 187~26 -0~27 239,489 259,116 -124,781
Dec16 160830 188~00 188~02 187~00 187~05 -0~27 165,763 361,591 +129,698
Mar17 160830 186~05 186~05 186~05 186~05 -0~27      
Total Volume and Open Interest 405,252 620,707 +4,917
Ultra 10-Yr T-Note(CBOT)
Sep16 160830 144~270 144~295 144~165 144~255 -0~010 135,699 97,715 -24,148
Dec16 160830 144~125 144~145 144~010 144~115 unch 63,267 129,365 +40,617
Mar17 160830 144~115 144~115 144~115 144~115 unch      
Total Volume and Open Interest 198,966 227,080 +16,469
30 Day Federal Funds(CBOT)
Aug16 160830 99.603 99.605 99.603 99.603 unch 5,038 130,216 -2,362
Sep16 160830 99.582 99.585 99.580 99.582 unch 19,019 69,899 -3,832
Oct16 160830 99.535 99.540 99.525 99.540 +0.005 128,982 232,178 +15,458
Nov16 160830 99.515 99.525 99.505 99.525 +0.005 43,820 130,695 +9,600
Dec16 160830 99.470 99.485 99.460 99.480 +0.010 23,892 76,994 +5,982
Jan17 160830 99.430 99.445 99.420 99.440 +0.010 41,530 104,296 -7,267
Total Volume and Open Interest 295,190 978,166 +17,578
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 160830 99.99 99.99 99.99 99.99 unch      
Dec16 160830 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160830 99.99 99.99 99.99 99.99 unch      
Jun17 160830 99.99 99.99 99.99 99.99 unch      
Sep17 160830 99.99 99.99 99.99 99.99 unch      
Dec17 160830 99.99 99.99 99.99 99.99 unch      
Mar18 160830 100.00 100.00 100.00 100.00 unch      
Jun18 160830 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160830 151.45 151.58 151.45 151.55 +0.10 298 17,051 +209
Dec16 160830 151.75 151.82 151.75 151.82 +0.09 0 78 +0
Mar17 160830 151.74 151.74 151.74 151.74 +0.09      
Total Volume and Open Interest 298 17,129 +209
Euro-Buxl(EUREX)
Sep16 160830 193.10 194.78 192.34 194.22 +1.08 24,279 140,433 +2,664
Dec16 160830 190.98 192.90 190.98 192.60 +1.04 125 2,412 +67
Mar17 160830 192.22 192.22 192.22 192.22 +1.08      
Total Volume and Open Interest 24,404 142,845 +2,731
Euro-Bund(EUREX)
Sep16 160830 167.60 167.86 167.37 167.73 +0.16 478,784 1,621,624 -1,436
Dec16 160830 164.89 165.14 164.66 165.02 +0.16 25,681 171,937 +15,518
Mar17 160830 167.12 167.55 167.12 167.43 +0.16 35 398 +33
Total Volume and Open Interest 504,500 1,793,959 +14,115
Euro-Bobl(EUREX)
Sep16 160830 133.63 133.68 133.57 133.64 +0.03 326,114 1,452,551 +100,175
Dec16 160830 131.63 131.68 131.57 131.64 +0.03 39,924 147,035 +27,332
Mar17 160830 133.59 133.59 133.59 133.59 +0.03      
Total Volume and Open Interest 366,038 1,599,586 +127,507
Euro-Schatz(EUREX)
Sep16 160830 112.02 112.03 112.00 112.01 -0.00 125,484 1,103,022 -51,310
Dec16 160830 112.00 112.00 111.97 112.00 unch 22,677 134,835 -11,376
Mar17 160830 112.01 112.01 112.01 112.01 -0.00      
Total Volume and Open Interest 148,161 1,237,857 -62,686
3-Mth Euribor(EUREX)
Sep16 160830 100.305 100.305 100.305 100.305 unch 0 3,847 +0
Dec16 160830 100.320 100.320 100.320 100.320 +0.005 10 2,935 +10
Mar17 160830 100.330 100.330 100.330 100.330 unch 0 3,208 +0
Total Volume and Open Interest 1,363 77,747 +288
Long Gilt(LIFFE)
Sep16 160830 132~09 132~30 132~07 132~20 -0~01 434,477 156,864 -169,044
Dec16 160830 131~06 131~27 131~04 131~17 -0~01 345,840 405,898 +191,417
Total Volume and Open Interest 780,317 562,762 +22,373
3-Mth Short Sterling(LIFFE)
Sep16 160830 99.61 99.63 99.61 99.62 unch 35,214 333,324 -4,882
Dec16 160830 99.68 99.69 99.68 99.69 unch 54,430 562,458 -8,758
Mar17 160830 99.71 99.72 99.70 99.71 unch 29,583 331,569 -497
Jun17 160830 99.71 99.73 99.71 99.72 unch 40,531 327,855 -1,025
Sep17 160830 99.73 99.74 99.72 99.73 unch 31,993 285,715 -9,952
Dec17 160830 99.72 99.74 99.71 99.73 unch 36,657 334,517 +8,092
Total Volume and Open Interest 318,690 3,097,525 -15,823
3-Mth Euribor(LIFFE)
Sep16 160830 100.305 100.305 100.300 100.300 unch 30,278 355,606 -5,029
Dec16 160830 100.320 100.325 100.315 100.320 +0.005 77,111 444,584 +1,004
Mar17 160830 100.330 100.335 100.325 100.330 +0.005 70,529 362,889 +14,498
Total Volume and Open Interest 515,345 3,089,657 +2,904
3-Mth Aus T-Bills(SFE)
Sep16 160830 98.24 98.26 98.24 98.25 unch 11,475 130,990 -5,905
Dec16 160830 98.33 98.35 98.32 98.34 +0.01 20,606 206,072 -5,674
Mar17 160830 98.38 98.40 98.37 98.40 +0.02 9,110 161,231 +80
Jun17 160830 98.41 98.44 98.40 98.43 +0.02 6,622 130,476 -72
Sep17 160830 98.41 98.45 98.41 98.44 +0.02 3,494 98,770 -398
Dec17 160830 98.41 98.45 98.40 98.44 +0.03 1,231 78,101 -282
Mar18 160830 98.39 98.44 98.39 98.43 +0.03 1,686 63,394 +774
Jun18 160830 98.39 98.43 98.39 98.42 +0.03 898 47,889 -457
Sep18 160830 98.41 98.41 98.40 98.40 +0.03 86 7,006 -29
Dec18 160830 98.37 98.37 98.37 98.37 +0.03 16 4,251 +0
Total Volume and Open Interest 55,224 931,340 -12,113
10-Year Aus T-Bonds(SFE)
Sep16 160830 98.11 98.17 98.11 98.15 +0.04 60,498 840,179 +1,130
Dec16 160830 98.18 98.18 98.17 98.17 +0.04 5 5 +5
Total Volume and Open Interest 60,503 840,184 +1,135
3-Year Aus T-Bonds(SFE)
Sep16 160830 98.59 98.63 98.59 98.61 +0.02 89,795 866,548 +12,593
Dec16 160830 98.68 98.68 98.67 98.67 +0.03 10 10 +10
Total Volume and Open Interest 89,805 866,558 +12,603
Gold(CMX)
Oct16 160830 1323.2 1325.4 1308.6 1313.0 -10.7 10,932 45,168 -1,292
Dec16 160830 1327.0 1328.9 1312.0 1316.5 -10.6 300,050 419,451 +4,629
Feb17 160830 1330.0 1331.7 1315.4 1319.8 -10.4 11,487 37,594 +2,353
Apr17 160830 1327.5 1327.5 1319.3 1322.4 -10.3 1,271 9,598 +45
Jun17 160830 1335.0 1335.4 1320.5 1324.9 -10.3 1,583 14,945 +428
Aug17 160830 1334.0 1334.0 1327.5 1327.5 -10.2 983 7,976 +31
Oct17 160830 1330.0 1330.0 1330.0 1330.0 -10.0 746 1,353 +398
Dec17 160830 1337.4 1337.5 1328.7 1332.4 -9.8 543 11,332 -274
Feb18 160830 1335.1 1335.1 1335.1 1335.1 -9.8 0 135 +0
Apr18 160830 1337.8 1337.8 1337.8 1337.8 -9.8 0 4 +0
Jun18 160830 1340.5 1340.5 1340.5 1340.5 -9.8 0 4,334 +0
Total Volume and Open Interest 328,844 560,430 +5,975
Silver(CMX)
Sep16 160830 1886.0 1894.0 1855.0 1857.7 -19.1 83,385 23,748 -15,155
Dec16 160830 1896.0 1904.0 1864.5 1867.3 -18.6 46,198 148,323 +6,501
Mar17 160830 1904.0 1907.5 1875.5 1878.1 -18.6 1,132 12,129 +434
May17 160830 1883.0 1885.0 1883.0 1884.8 -18.6 105 855 +63
Jul17 160830 1891.0 1891.5 1891.0 1891.4 -18.6 4 2,483 +0
Sep17 160830 1899.0 1899.0 1898.0 1898.0 -18.6 4 471 +1
Dec17 160830 1924.0 1924.0 1907.4 1907.4 -18.6 8 2,195 +8
Total Volume and Open Interest 131,231 193,747 -8,110
Platinum(NYMEX)
Oct16 160830 1081.2 1084.5 1055.4 1056.6 -24.5 17,338 70,143 -1,303
Jan17 160830 1083.6 1085.6 1058.0 1059.2 -24.3 1,156 8,281 -80
Apr17 160830 1062.0 1062.0 1061.9 1061.9 -24.3 487 733 +472
Jul17 160830 1063.9 1063.9 1063.9 1063.9 -24.3 0 16 +0
Total Volume and Open Interest 19,003 79,255 -909
Palladium(NYMEX)
Sep16 160830 697.50 699.75 674.65 677.95 -19.35 5,664 2,910 -2,844
Dec16 160830 699.55 703.30 674.45 678.20 -21.05 5,969 23,380 +1,807
Mar17 160830 687.45 688.45 679.55 679.55 -21.40 28 59 +5
Total Volume and Open Interest 11,681 26,381 -1,022
Copper(CMX)
Sep16 160830 208.05 208.90 206.30 206.90 -0.55 48,864 14,495 -7,357
Dec16 160830 208.30 209.20 206.95 207.65 -0.25 36,812 127,770 +8,611
Mar17 160830 209.10 209.95 207.95 208.60 -0.15 1,686 28,196 +295
May17 160830 210.45 210.55 208.65 209.30 -0.10 894 5,462 -130
Jul17 160830 209.40 209.90 209.20 209.90 unch 392 1,205 -44
Total Volume and Open Interest 89,867 187,257 +1,540
E-mini DJIA Index(CBOT)
Sep16 160830 18493 18515 18401 18444 -45 193,964 145,150 -146
Dec16 160830 18407 18427 18318 18357 -45 500 1,324 +128
Mar17 160830 18290 18290 18290 18290 -45 113 402 +110
Jun17 160830 18249 18249 18249 18249 -45 0 3 +0
Total Volume and Open Interest 194,577 146,879 +92
S & P 500(CME)
Sep16 160830 2179.50 2181.00 2169.00 2175.20 -4.10 4,816 95,025 -3,590
Dec16 160830 2172.50 2172.50 2163.10 2167.90 -4.20 482 1,749 +514
Mar17 160830 2161.60 2161.60 2156.50 2161.60 -3.90 0 60 +0
Jun17 160830 2155.70 2155.70 2150.60 2155.70 -3.90 0 60 +0
Total Volume and Open Interest 5,298 96,894 -3,076
S & P 500 E-Mini(Globex)
Sep16 160830 2180.00 2181.50 2168.50 2175.25 -4.00 2,535,682 2,944,282 +5,425
Dec16 160830 2171.50 2174.00 2161.50 2168.00 -4.00 18,323 75,229 +7,476
Mar17 160830 2165.50 2167.00 2155.50 2161.50 -4.00 71 859 +4
Jun17 160830 2150.00 2155.75 2150.00 2155.75 -3.75 10 322 -5
Total Volume and Open Interest 2,554,088 3,020,695 +12,902
NASDAQ 100 E-Mini(Globex)
Sep16 160830 4795.00 4798.50 4759.80 4776.00 -17.30 281,261 305,961 +2,378
Dec16 160830 4787.80 4792.50 4755.00 4770.50 -17.00 1,139 2,476 +585
Mar17 160830 4764.50 4764.50 4759.00 4764.50 -17.00 0 50 +0
Total Volume and Open Interest 282,400 308,494 +2,963
S&P Midcap 400(CME) e-Mini
Sep16 160830 1569.80 1573.20 1562.60 1569.40 -0.80 19,022 83,672 -661
Dec16 160830 1564.00 1564.00 1564.00 1564.00 -0.80 0 10 +0
Mar17 160830 1564.50 1564.50 1564.50 1564.50 -0.80      
Total Volume and Open Interest 19,022 83,682 -661
Volatility Index(CBOE)
Aug16 160817 12.80 13.00 12.55 12.65 -0.18 87,344 101,401 -15,417
Sep16 160830 14.68 14.95 14.50 14.53 -0.15 116,618 267,164 +267,164
Oct16 160830 16.80 16.95 16.65 16.77 -0.06 71,127 115,112 +115,112
Nov16 160830 17.87 17.95 17.70 17.83 -0.05 18,474 48,255 +48,255
Total Volume and Open Interest 221,430 514,432 +6,552
Russell 2000(ICE)
Sep16 160830 1245.40 1248.20 1239.90 1245.90 +1.20 92,358 334,961 +1,145
Dec16 160830 1240.90 1243.00 1235.70 1241.30 +1.10 149 1,086 +28
Mar17 160830 1237.80 1237.80 1237.80 1237.80 +1.10 0 250 +0
Total Volume and Open Interest 92,507 336,467 +1,173
Nikkei 225(CME)
Sep16 160830 16705 16890 16690 16865 +155 17,068 35,583 +414
Dec16 160830 16645 16835 16640 16810 +150 148 358 +28
Total Volume and Open Interest 17,216 35,941 +442
Nikkei 225(SGX)
Sep16 160830 16745 16755 16680 16745 +10 81,526 208,801 +3,803
Dec16 160830 16600 16635 16560 16635 +35 377 7,664 +10
Mar17 160830 16600 16600 16600 16600 +15 0 5 +0
Total Volume and Open Interest 82,703 222,836 +5,785
Nikkei 225(CME) Yen
Sep16 160830 16705 16885 16680 16860 +160 61,000 65,049 +939
Dec16 160830 16600 16745 16555 16725 +155 130 744 +57
Mar17 160830 16675 16675 16675 16675 +155      
Total Volume and Open Interest 61,130 65,793 +996
Nikkei 225(CME) e-Mini Yen
Sep16 160830 16690 16860 16690 16860 +160 0 11 +0
Dec16 160830 16720 16720 16720 16720 +150      
Mar17 160830 16670 16670 16670 16670 +150      
Total Volume and Open Interest 0 11 +0
CAC 40(EURONEXT)
Sep16 160830 4435.5 4475.0 4435.0 4457.0 +33.0 76,171 272,024 -2,734
Oct16 160830 4430.5 4460.0 4427.5 4445.5 +33.0 32 163 +15
Nov16 160830 4434.0 4451.0 4434.0 4442.5 +33.0 6 3 +3
Dec16 160830 4436.0 4436.0 4436.0 4436.0 +33.0 1 57 -2
Total Volume and Open Interest 76,210 272,308 -2,718
Hang Seng Index(HKFE)
Aug16 160830 22830 23045 22813 23003 +179 152,102 54,902 -42,744
Sep16 160830 22771 23033 22753 22949 +179 75,247 102,494 +44,337
Total Volume and Open Interest 227,749 163,200 +1,649
DAX(EUREX)
Sep16 160830 10569.5 10690.0 10568.5 10664.0 +119.5 88,856 157,807 -410
Dec16 160830 10572.0 10677.0 10572.0 10652.5 +119.5 157 7,110 +60
Mar17 160830 10630.0 10645.5 10627.5 10645.5 +119.5 1 204 +1
Total Volume and Open Interest 89,014 165,121 -349
Mini-DAX(EUREX)
Sep16 160830 10575.0 10692.0 10569.0 10664.0 +119.5 27,202 10,662 -307
Dec16 160830 10565.0 10672.0 10565.0 10652.5 +119.5 66 328 +12
Mar17 160830 10651.0 10651.0 10645.5 10645.5 +119.5 0 123 +0
Total Volume and Open Interest 27,268 11,113 -295
FT-SE 100(EURONEXT)
Sep16 160830 6840.00 6852.50 6807.00 6826.50 -17.50 84,962 693,401 -2,026
Dec16 160830 6784.00 6808.50 6766.00 6783.50 -17.50 647 1,876 +623
Mar17 160830 6725.50 6725.50 6725.50 6725.50 -17.50      
Total Volume and Open Interest 85,609 695,277 -1,403
SPI 200(SFE)
Sep16 160830 5450.0 5502.0 5440.0 5459.0 +8.0 26,694 312,741 +1,553
Dec16 160830 5434.0 5452.0 5434.0 5444.0 +8.0 39 3,058 +26
Mar17 160830 5395.0 5395.0 5395.0 5395.0 +8.0 0 1,490 +0
Total Volume and Open Interest 26,743 318,865 +1,589
FTSE MIB(ISE)
Sep16 160830 16730.00 16945.00 16705.00 16874.00 +214.00 21,614 40,448 -110
Dec16 160830 16655.00 16810.00 16625.00 16747.00 +214.00 12 289 +0
Mar17 160830 16717.00 16717.00 16717.00 16717.00 +214.00      
Total Volume and Open Interest 21,626 40,737 -110
KOSPI 200(KFE)
Sep16 160830 256.55 259.10 256.35 257.95 +1.35 103,956 140,538 -757
Dec16 160830 257.50 259.90 257.40 258.80 +1.35 1,209 15,473 +466
Mar17 160830 255.25 257.10 255.25 256.40 +1.50 23 1,209 +17
Total Volume and Open Interest 105,188 160,864 -274
GSCI(CME)
Sep16 160830 360.20 360.25 355.00 355.90 -3.25 53 13,191 -46
Oct16 160830 358.20 362.00 357.50 358.20 -3.25 50 125 +50
Nov16 160830 361.20 361.20 361.20 361.20 -3.25      
Total Volume and Open Interest 103 13,316 +4
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
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