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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Fri September 09, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep16 160909 989.50 999.75 988.50 997.25 +5.25 900 1,874 -707
Nov16 160909 977.50 983.00 972.00 980.25 +3.50 84,670 361,589 -6,121
Jan17 160909 981.00 986.75 975.75 984.25 +3.75 14,427 79,142 -657
Mar17 160909 984.00 990.00 978.75 987.50 +3.50 8,042 70,921 +673
May17 160909 987.25 993.00 981.75 991.00 +3.50 3,775 38,679 +11
Jul17 160909 990.25 996.00 985.50 994.25 +4.00 4,893 40,191 +730
Aug17 160909 985.75 990.50 982.75 988.75 +4.00 399 1,214 +24
Sep17 160909 966.75 968.00 966.50 966.50 +3.75 131 678 +28
Nov17 160909 942.25 949.50 939.00 947.75 +4.25 2,674 27,280 +473
Jan18 160909 943.00 949.25 943.00 949.25 +3.25 0 704 +0
Mar18 160909 949.50 949.50 949.50 949.50 +3.00 0 164 +0
May18 160909 951.75 951.75 951.75 951.75 +3.00 0 70 +0
Jul18 160909 954.75 954.75 954.75 954.75 +3.25 0 132 +0
Aug18 160909 951.25 951.25 951.25 951.25 +3.25 0 17 +0
Total Volume and Open Interest 119,911 622,903 -5,546
Soybean Meal(CBOT)
Sep16 160909 324.00 325.30 321.90 323.30 -1.80 1,644 2,394 -1,054
Oct16 160909 319.40 319.90 316.30 317.70 -1.70 12,917 46,449 -826
Dec16 160909 317.60 318.00 314.70 316.50 -1.10 40,813 165,877 +1,564
Jan17 160909 316.10 316.70 313.40 315.50 -0.70 5,484 35,212 +83
Mar17 160909 313.00 315.30 312.00 314.20 -0.80 5,511 37,129 +590
May17 160909 313.50 314.80 311.80 313.90 -0.70 2,507 24,842 +284
Jul17 160909 315.00 315.60 312.80 314.80 -0.60 1,833 26,554 +171
Aug17 160909 314.20 315.00 312.40 314.00 -0.40 320 2,748 -46
Sep17 160909 312.20 313.70 311.30 312.70 -0.10 336 3,434 +10
Oct17 160909 305.70 308.80 305.00 307.20 +0.50 329 3,354 +56
Total Volume and Open Interest 72,390 360,536 +919
Soybean Oil(CBOT)
Sep16 160909 33.01 33.15 32.99 33.03 +0.09 659 637 -235
Oct16 160909 33.06 33.26 33.00 33.10 +0.10 7,952 53,187 -387
Dec16 160909 33.32 33.52 33.25 33.37 +0.10 37,198 208,632 +634
Jan17 160909 33.54 33.75 33.48 33.60 +0.10 6,754 41,941 +426
Mar17 160909 33.77 33.95 33.70 33.82 +0.10 7,393 36,829 -644
May17 160909 33.98 34.13 33.86 34.01 +0.10 3,207 26,666 -422
Jul17 160909 34.09 34.26 33.99 34.16 +0.11 1,518 13,819 +417
Aug17 160909 34.06 34.19 34.06 34.12 +0.10 249 3,149 -61
Sep17 160909 34.08 34.08 34.03 34.03 +0.10 237 2,817 +4
Oct17 160909 33.67 33.86 33.67 33.74 +0.10 159 2,251 +3
Total Volume and Open Interest 65,758 397,681 -134
Canola(WCE)
Nov16 160909 462.4 469.7 461.0 465.7 +2.4 11,874 130,179 -513
Jan17 160909 469.6 476.4 468.6 472.5 +2.3 4,377 27,818 +865
Mar17 160909 475.0 481.5 474.2 477.8 +1.5 1,524 10,118 -256
May17 160909 479.8 486.3 479.8 483.2 +1.0 1,089 5,146 +75
Jul17 160909 485.1 490.9 485.1 487.3 +0.3 1,356 8,148 -147
Total Volume and Open Interest 20,677 186,922 +259
Corn(CBOT)
Sep16 160909 326.50 330.50 323.75 330.00 +3.00 2,568 2,802 -389
Dec16 160909 338.00 342.00 334.50 341.00 +2.50 150,821 793,190 -6,491
Mar17 160909 348.00 352.25 344.50 351.50 +3.00 46,809 224,864 -521
May17 160909 355.00 359.25 352.00 358.75 +3.00 10,673 56,579 -1,430
Jul17 160909 362.00 365.75 358.75 365.25 +2.75 10,946 110,703 +128
Sep17 160909 368.00 372.50 365.75 371.75 +2.50 3,532 41,105 +193
Dec17 160909 378.50 381.50 375.00 381.25 +2.00 6,075 70,600 +1,445
Mar18 160909 388.00 392.00 385.75 391.50 +2.00 76 4,645 +22
May18 160909 392.50 396.75 392.25 396.75 +1.75 7 750 +1
Jul18 160909 398.00 400.00 395.75 399.75 +1.25 11 1,291 +3
Total Volume and Open Interest 232,052 1,310,453 -6,645
Wheat(CBOT)
Sep16 160909 376.75 376.75 373.50 376.00 -1.00 64 89 -31
Dec16 160909 404.75 406.00 396.75 403.50 -2.50 48,770 310,773 +1,213
Mar17 160909 427.00 427.25 418.75 424.75 -2.50 15,064 86,686 +2,973
May17 160909 442.00 442.00 433.00 439.50 -1.50 3,459 18,491 +423
Jul17 160909 453.00 453.00 444.75 451.00 -1.75 3,487 29,043 +250
Sep17 160909 468.00 468.00 461.00 466.25 -1.75 136 3,330 +15
Total Volume and Open Interest 71,195 455,978 +4,908
Wheat(KCBT)
Sep16 160909 389.25 393.50 388.50 393.50 +1.00 228 331 +112
Dec16 160909 416.75 419.00 411.50 418.50 +0.50 13,785 146,498 +438
Mar17 160909 432.75 435.00 427.50 434.50 +0.50 2,064 45,664 +324
May17 160909 443.50 445.25 438.00 445.00 +0.25 850 15,029 -17
Jul17 160909 453.25 455.25 448.00 455.00 +0.50 1,793 19,912 +121
Sep17 160909 466.00 469.75 463.50 469.75 +0.25 116 2,684 +15
Dec17 160909 488.50 491.00 485.25 491.00 -0.25 76 2,084 -8
Total Volume and Open Interest 18,912 232,458 +985
Wheat(MGE)
Sep16 160909 498.50 498.50 498.50 498.50 +3.50 46 54 -41
Dec16 160909 491.50 495.00 488.25 494.00 +2.00 3,708 29,954 -1,073
Mar17 160909 503.00 505.25 499.75 504.75 +1.25 1,348 15,181 +92
May17 160909 511.75 514.00 510.00 514.00 +1.25 504 6,983 +95
Jul17 160909 520.75 523.75 520.75 523.50 +1.25 121 3,387 +30
Sep17 160909 530.75 533.50 530.75 533.50 +1.00 141 2,956 +7
Total Volume and Open Interest 5,868 60,546 -890
Oats(CBOT)
Sep16 160909 167.50 169.00 164.25 164.25 -0.75 39 52 +28
Dec16 160909 177.50 179.50 176.50 177.25 -0.50 413 9,001 -83
Mar17 160909 190.50 192.00 190.00 190.50 unch 183 1,674 +56
May17 160909 198.00 199.00 197.00 197.00 +1.00 12 35 +0
Total Volume and Open Interest 647 10,785 +1
Rough Rice(CBOT)
Sep16 160909 9.29 9.29 9.29 9.29 -0.02 2 868 -2
Nov16 160909 9.60 9.61 9.45 9.52 -0.02 289 9,275 +98
Jan17 160909 9.73 9.81 9.73 9.77 -0.03 78 956 +56
Mar17 160909 10.02 10.02 10.02 10.02 -0.02 2 77 +2
Total Volume and Open Interest 371 11,178 +154
Live Cattle(CME)
Oct16 160909 101.100 104.400 101.100 104.400 +3.000 27,562 111,792 -511
Dec16 160909 102.430 105.600 102.330 105.400 +2.800 16,444 80,202 +1,832
Feb17 160909 102.900 105.950 102.900 105.550 +2.320 8,472 36,249 +651
Apr17 160909 102.700 104.980 102.330 104.300 +1.500 4,085 22,759 +906
Jun17 160909 97.035 98.850 96.400 98.330 +1.030 1,285 9,660 +111
Aug17 160909 96.430 97.500 95.250 97.135 +0.705 312 5,535 +106
Total Volume and Open Interest 58,225 266,595 +3,146
Feeder Cattle(CME)
Sep16 160909 131.600 135.050 130.150 134.235 +2.635 2,699 5,462 -1,309
Oct16 160909 128.700 132.350 126.980 131.285 +2.785 6,086 18,651 +295
Nov16 160909 126.180 129.400 124.430 128.685 +2.400 2,224 9,095 +205
Jan17 160909 123.200 125.730 120.850 125.200 +1.815 1,268 4,496 +71
Mar17 160909 122.400 124.535 119.830 124.180 +1.450 470 2,766 +137
Apr17 160909 122.035 124.285 119.950 123.930 +1.180 56 568 +6
May17 160909 121.050 124.100 119.885 123.850 +1.250 39 381 +7
Total Volume and Open Interest 12,846 41,468 -587
Lean Hogs(CME)
Oct16 160909 61.200 61.600 59.100 59.235 -1.765 17,762 79,263 -4,059
Dec16 160909 55.535 55.930 53.785 53.930 -1.555 11,674 68,641 +1,981
Feb17 160909 60.080 60.450 58.630 58.785 -1.265 3,289 31,137 +614
Apr17 160909 65.300 65.600 64.150 64.225 -1.075 836 21,525 +33
May17 160909 71.500 71.535 71.080 71.080 -0.900 3 355 +0
Jun17 160909 75.430 75.500 74.680 74.785 -0.795 212 5,218 +57
Jul17 160909 74.800 74.800 74.150 74.150 -0.950 32 772 +0
Aug17 160909 73.800 73.950 73.500 73.580 -0.955 4 402 -4
Total Volume and Open Interest 33,817 207,598 -1,376
Class III Milk(CME)
Sep16 160909 16.58 16.64 16.50 16.51 -0.07 375 5,395 -127
Oct16 160909 16.77 16.96 16.65 16.70 -0.11 249 4,998 +39
Nov16 160909 16.69 16.79 16.53 16.59 -0.10 176 4,155 +36
Dec16 160909 16.32 16.34 16.18 16.20 -0.05 118 3,424 +20
Jan17 160909 16.03 16.03 15.96 15.96 -0.03 51 1,803 +28
Feb17 160909 16.07 16.07 16.00 16.01 -0.06 13 1,800 +1
Mar17 160909 16.09 16.10 16.00 16.04 -0.06 13 1,661 +3
Apr17 160909 16.16 16.16 16.11 16.12 -0.04 21 1,486 +8
May17 160909 16.26 16.27 16.26 16.26 -0.06 22 1,337 +15
Jun17 160909 16.47 16.47 16.42 16.43 -0.04 7 1,227 +5
Jul17 160909 16.66 16.67 16.66 16.66 unch 14 717 +8
Aug17 160909 16.71 16.81 16.71 16.81 +0.10 14 628 +7
Sep17 160909 16.85 16.85 16.84 16.85 unch 10 562 +2
Total Volume and Open Interest 1,085 30,540 +45
Cocoa(ICE)
Sep16 160909 2810 2810 2778 2794 -104 49 37 -45
Dec16 160909 2846 2865 2747 2762 -123 13,562 103,311 +914
Mar17 160909 2856 2856 2734 2748 -115 5,875 67,159 +939
May17 160909 2825 2840 2741 2752 -105 2,733 14,177 +421
Jul17 160909 2828 2834 2746 2755 -100 162 4,667 +21
Sep17 160909 2826 2831 2748 2757 -95 27 4,339 +16
Dec17 160909 2818 2823 2743 2750 -95 3 1,539 +2
Total Volume and Open Interest 22,412 199,114 +2,268
Coffee "C"(ICE)
Sep16 160909 152.85 152.85 149.95 149.95 -3.75 6 141 -2
Dec16 160909 154.60 154.85 150.55 151.15 -3.75 18,429 105,000 +1,942
Mar17 160909 158.00 158.10 153.85 154.35 -3.80 5,473 40,011 -233
May17 160909 159.95 159.95 155.75 156.25 -3.80 1,964 17,150 -18
Jul17 160909 161.80 161.80 157.50 158.00 -3.80 635 4,773 +234
Sep17 160909 162.00 162.15 158.95 159.40 -3.75 275 3,629 -23
Total Volume and Open Interest 26,969 178,432 +1,954
Orange Juice(ICE)
Sep16 160909 195.90 200.65 195.90 198.25 +2.60 21 262 -11
Nov16 160909 195.20 199.85 194.15 197.45 +1.70 780 13,384 +6
Jan17 160909 195.25 197.75 193.55 195.05 +1.15 37 1,632 -2
Mar17 160909 191.65 196.05 191.65 192.60 +0.40 30 398 +12
May17 160909 188.90 191.85 188.90 190.60 +0.90 1 106 +0
Jul17 160909 189.35 189.35 189.35 189.35 +0.90      
Total Volume and Open Interest 869 15,784 +5
Sugar #11(ICE)
Oct16 160909 20.19 20.40 19.94 19.99 -0.23 80,805 346,228 -21,864
Mar17 160909 20.85 21.03 20.65 20.69 -0.19 61,962 324,869 +9,733
May17 160909 20.37 20.58 20.25 20.29 -0.16 14,085 95,166 +4,017
Jul17 160909 19.88 20.05 19.75 19.80 -0.15 7,375 60,998 +1,226
Oct17 160909 19.62 19.75 19.48 19.53 -0.14 8,177 44,668 +2,065
Mar18 160909 19.45 19.55 19.31 19.34 -0.17 1,221 19,802 +640
May18 160909 18.93 19.00 18.79 18.79 -0.20 457 6,264 +125
Jul18 160909 18.50 18.54 18.31 18.31 -0.25 99 4,996 +22
Total Volume and Open Interest 174,370 909,580 -3,895
London Cocoa(LCE)
Sep16 160909 2256 2256 2187 2189 -85 1,793 26,747 -446
Dec16 160909 2250 2250 2180 2183 -80 12,229 91,556 -227
Mar17 160909 2193 2205 2138 2141 -77 6,661 57,248 -2,425
May17 160909 2200 2200 2137 2139 -71 2,857 32,597 +1,225
Jul17 160909 2189 2189 2139 2142 -65 588 6,317 +3
Sep17 160909 2179 2184 2131 2134 -64 539 9,737 +134
Dec17 160909 2160 2167 2113 2116 -65 644 4,040 +604
Total Volume and Open Interest 25,311 228,243 -1,132
London Sugar(LCE)
Dec16 160909 546.60 554.20 543.20 544.20 -3.90 4,489 24,720 +252
Mar17 160909 553.10 558.90 550.70 552.10 -3.20 2,081 20,051 -196
May17 160909 544.90 549.20 542.90 544.40 -2.50 282 10,897 +76
Aug17 160909 534.90 538.30 534.20 534.20 -2.60 61 5,076 +25
Oct17 160909 521.90 524.20 520.30 520.30 -2.50 21 3,543 +13
Total Volume and Open Interest 12,962 88,694 -2,325
Cotton(ICE)
Oct16 160909 68.99 68.99 68.02 68.88 -0.37 22 173 +0
Dec16 160909 69.35 69.38 68.25 69.08 -0.21 12,623 155,567 +843
Mar17 160909 69.67 69.72 68.61 69.30 -0.30 2,154 50,383 +114
May17 160909 69.90 69.95 69.00 69.51 -0.32 335 6,688 -75
Jul17 160909 69.95 69.98 69.16 69.57 -0.30 163 6,851 +60
Oct17 160909 69.25 69.25 69.25 69.25 -0.34      
Total Volume and Open Interest 15,457 232,289 +1,642
Lumber(CME)
Sep16 160909 305.3 307.4 304.3 307.1 +2.4 142 194 -180
Nov16 160909 310.5 312.5 308.8 309.4 +1.2 405 2,761 +10
Jan17 160909 322.8 322.8 320.3 320.6 +0.6 28 333 -1
Mar17 160909 329.1 329.1 327.3 329.1 +1.5 4 76 +1
Total Volume and Open Interest 579 3,395 -170
Crude Oil(NYM)
Oct16 160909 47.36 47.36 45.56 45.88 -1.74 572,884 408,551 -22,022
Nov16 160909 47.88 47.99 46.15 46.46 -1.80 152,800 303,679 +15,899
Dec16 160909 48.61 48.63 46.77 47.07 -1.84 74,209 278,110 +4,118
Jan17 160909 49.13 49.28 47.38 47.69 -1.88 18,438 130,371 +1,324
Feb17 160909 49.88 49.88 48.07 48.29 -1.89 13,029 61,718 +3,242
Mar17 160909 50.39 50.44 48.50 48.83 -1.88 15,702 106,038 +1,492
Apr17 160909 50.69 50.71 49.08 49.28 -1.86 4,788 36,911 +322
May17 160909 51.04 51.04 49.34 49.64 -1.84 3,633 27,663 -618
Jun17 160909 51.46 51.46 49.58 49.93 -1.81 16,749 105,136 -426
Jul17 160909 50.87 51.10 49.98 50.15 -1.80 2,074 21,707 -648
Aug17 160909 51.36 51.41 50.18 50.35 -1.78 1,684 16,804 +61
Sep17 160909 51.96 51.96 50.54 50.54 -1.77 5,627 37,443 -329
Oct17 160909 51.65 52.00 50.72 50.72 -1.76 2,977 15,553 +15
Nov17 160909 50.90 50.90 50.90 50.90 -1.75 1,410 14,630 +353
Dec17 160909 52.53 52.53 50.76 51.10 -1.74 24,689 152,924 +195
Jan18 160909 51.50 51.95 51.24 51.24 -1.73 518 15,601 -61
Total Volume and Open Interest 918,692 1,864,781 +3,063
e-miNY Crude Oil(NYM)
Oct16 160909 47.325 47.350 45.550 45.875 -1.750 13,152 2,736 -318
Nov16 160909 47.975 47.975 46.175 46.450 -1.800 381 538 +8
Dec16 160909 48.525 48.525 46.750 47.075 -1.825 75 385 -78
Jan17 160909 49.225 49.225 47.450 47.700 -1.875 37 74 -7
Feb17 160909 48.725 49.000 48.050 48.300 -1.875 23 66 -15
Mar17 160909 48.825 48.825 48.575 48.825 -1.875 2 129 +2
Apr17 160909 49.275 49.275 49.275 49.275 -1.875 0 106 +0
May17 160909 49.650 49.650 49.600 49.650 -1.825 4 78 +2
Jun17 160909 49.925 49.925 49.675 49.925 -1.825 4 17 +0
Jul17 160909 51.525 51.525 50.150 50.150 -1.800 2 73 -2
Total Volume and Open Interest 13,681 4,518 -409
NY Harbor ULSD(NYM)
Oct16 160909 147.67 147.72 142.85 143.04 -5.18 60,806 76,783 -2,003
Nov16 160909 149.44 149.56 144.86 145.07 -5.12 35,793 79,471 +897
Dec16 160909 151.39 151.39 146.77 147.12 -5.00 22,365 62,629 -2,212
Jan17 160909 152.90 153.03 148.80 149.17 -4.99 10,117 36,465 -609
Feb17 160909 154.38 154.40 150.46 150.64 -4.92 4,308 17,203 -181
Mar17 160909 154.61 154.88 151.20 151.38 -4.84 3,266 22,426 +681
Apr17 160909 154.92 154.92 151.22 151.32 -4.77 1,747 10,029 -115
May17 160909 152.12 152.12 151.64 151.64 -4.75 456 7,990 +137
Jun17 160909 155.18 155.53 151.56 152.05 -4.75 1,989 24,382 -106
Jul17 160909 152.91 152.91 152.91 152.91 -4.72 48 2,728 +4
Aug17 160909 153.90 153.90 153.90 153.90 -4.70 20 1,694 -3
Sep17 160909 156.08 156.08 155.03 155.03 -4.69 22 2,559 +7
Oct17 160909 158.50 158.50 156.21 156.21 -4.68 17 1,968 +8
Nov17 160909 157.35 157.35 157.35 157.35 -4.67 11 1,699 -2
Total Volume and Open Interest 141,883 379,159 -2,925
RBOB Gasoline(NYM)
Oct16 160909 140.33 140.56 135.62 136.11 -5.54 69,574 120,183 -4,287
Nov16 160909 139.13 139.24 134.61 135.19 -5.08 45,823 87,344 +3,690
Dec16 160909 138.00 138.08 133.50 134.27 -4.78 24,241 64,876 +1,825
Jan17 160909 138.45 138.45 134.00 134.74 -4.68 6,672 28,412 -417
Feb17 160909 139.60 139.60 135.50 136.21 -4.66 2,790 11,106 +244
Mar17 160909 141.12 141.16 138.40 138.65 -4.58 3,490 23,771 +36
Apr17 160909 159.13 159.13 156.64 156.96 -4.69 1,676 19,889 +312
May17 160909 160.61 160.61 157.71 158.06 -4.69 206 6,360 +9
Jun17 160909 160.30 160.80 157.10 157.92 -4.71 1,346 12,084 +220
Jul17 160909 157.20 157.20 156.80 157.18 -4.73 57 2,283 -20
Total Volume and Open Interest 156,581 402,911 +1,817
e-miNY RBOB Gasoline(NYM)
Oct16 160909 136.11 136.11 136.11 136.11 -5.54 0 2 +0
Nov16 160909 135.19 135.19 135.19 135.19 -5.08      
Dec16 160909 134.27 134.27 134.27 134.27 -4.78      
Jan17 160909 134.74 134.74 134.74 134.74 -4.68      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Oct16 160909 2.810 2.844 2.783 2.797 -0.009 139,254 207,695 -5,849
Nov16 160909 2.911 2.944 2.880 2.890 -0.027 65,132 210,617 +2,776
Dec16 160909 3.138 3.168 3.107 3.119 -0.025 33,697 73,912 -1,500
Jan17 160909 3.261 3.289 3.228 3.243 -0.023 34,873 134,290 +4,633
Feb17 160909 3.271 3.289 3.231 3.246 -0.023 5,807 32,444 +542
Mar17 160909 3.227 3.247 3.189 3.205 -0.022 11,214 90,207 +681
Apr17 160909 2.982 3.005 2.963 2.986 unch 8,753 75,347 +367
May17 160909 2.963 2.977 2.940 2.963 +0.002 2,057 26,601 +115
Jun17 160909 2.983 3.005 2.973 2.992 +0.001 1,623 24,820 -239
Jul17 160909 3.023 3.034 2.999 3.022 unch 2,460 16,076 -895
Aug17 160909 3.032 3.043 3.011 3.032 unch 1,994 13,873 -278
Sep17 160909 3.024 3.028 2.995 3.018 +0.002 1,649 16,505 -716
Oct17 160909 3.038 3.050 3.017 3.039 +0.001 3,021 31,849 -780
Nov17 160909 3.101 3.107 3.081 3.097 unch 1,267 13,548 -118
Dec17 160909 3.225 3.232 3.200 3.226 -0.001 964 18,169 +47
Jan18 160909 3.325 3.331 3.310 3.325 -0.002 2,144 14,867 +203
Total Volume and Open Interest 322,611 1,052,773 +644
Brent Crude Oil(ICE)
Nov16 160909 49.63 49.70 47.76 48.01 -1.98 224,227 425,346 -15,597
Dec16 160909 50.40 50.40 48.20 48.47 -1.96 122,086 423,096 +1,356
Jan17 160909 50.57 50.58 48.65 48.93 -1.97 47,375 162,805 +6,650
Feb17 160909 51.04 51.04 49.09 49.38 -1.96 26,375 98,971 +3,448
Mar17 160909 51.44 51.46 49.53 49.82 -1.95 27,513 145,475 +7,172
Apr17 160909 51.81 51.81 49.99 50.23 -1.91 9,704 52,368 +604
May17 160909 52.17 52.17 50.54 50.61 -1.87 6,251 45,565 +153
Jun17 160909 52.47 52.47 50.89 50.95 -1.83 26,970 116,537 -1,154
Jul17 160909 52.75 52.75 51.22 51.26 -1.80 2,020 23,081 -295
Aug17 160909 51.53 51.53 51.53 51.53 -1.78 1,492 19,853 +420
Sep17 160909 52.00 52.03 51.75 51.75 -1.76 2,418 48,091 +245
Oct17 160909 52.05 52.05 51.96 51.96 -1.75 1,119 21,225 +331
Nov17 160909 52.15 52.15 52.15 52.15 -1.75 458 17,199 -40
Dec17 160909 53.71 53.72 52.05 52.32 -1.74 21,019 207,396 -1,555
Total Volume and Open Interest 527,114 2,106,423 +2,592
Gas Oil(ICE)
Sep16 160909 428.00 428.00 409.50 419.25 -8.50 48,584 45,235 -9,895
Oct16 160909 435.25 435.25 419.25 427.50 -6.25 109,138 152,264 +291
Nov16 160909 438.00 438.25 423.25 431.50 -6.00 59,984 78,596 +1,801
Dec16 160909 441.75 441.75 426.75 435.25 -5.75 41,823 138,533 +748
Jan17 160909 444.50 444.75 431.75 440.00 -5.50 10,798 52,328 -310
Feb17 160909 448.50 448.50 436.00 444.00 -5.50 7,432 35,058 +1,702
Mar17 160909 451.75 451.75 440.25 447.25 -5.50 4,701 33,673 -269
Apr17 160909 454.00 454.00 444.50 450.25 -5.50 811 17,627 +192
May17 160909 457.25 457.25 445.00 453.00 -5.25 1,429 14,583 +47
Jun17 160909 459.25 459.75 448.50 455.75 -5.00 3,817 48,121 +521
Total Volume and Open Interest 296,967 801,141 -4,458
Ethanol(CBOT)
Oct16 160909 1.456 1.495 1.445 1.487 +0.035 152 1,578 +18
Nov16 160909 1.405 1.450 1.405 1.448 +0.034 80 981 +31
Dec16 160909 1.395 1.420 1.395 1.413 +0.034 69 1,253 +13
Jan17 160909 1.397 1.397 1.397 1.397 +0.034 29 521 +18
Feb17 160909 1.398 1.398 1.398 1.398 +0.034 20 179 +19
Mar17 160909 1.406 1.412 1.406 1.412 +0.034 0 68 +0
Apr17 160909 1.429 1.429 1.429 1.429 +0.034 0 167 +0
May17 160909 1.429 1.429 1.429 1.429 +0.034      
Total Volume and Open Interest 350 4,753 +99
WTI Crude Oil(ICE)
Oct16 160909 47.28 47.30 45.58 45.88 -1.74 31,966 71,693 -1,636
Nov16 160909 47.95 47.95 46.15 46.46 -1.80 30,101 71,402 -438
Dec16 160909 48.48 48.53 46.78 47.07 -1.84 19,702 106,753 -68
Jan17 160909 49.13 49.17 47.64 47.69 -1.88 5,959 32,378 +458
Feb17 160909 49.59 49.59 48.00 48.29 -1.89 3,213 22,627 -516
Mar17 160909 50.12 50.20 48.50 48.83 -1.88 3,752 35,026 +303
Apr17 160909 50.40 50.41 49.28 49.28 -1.86 1,240 8,027 +497
May17 160909 50.73 50.74 49.31 49.64 -1.84 1,274 6,858 +224
Jun17 160909 51.25 51.25 49.60 49.93 -1.81 4,132 37,264 +1,925
Jul17 160909 50.15 50.15 50.15 50.15 -1.80 211 6,045 +0
Aug17 160909 50.35 50.35 50.35 50.35 -1.78 99 895 +46
Sep17 160909 50.54 50.54 50.54 50.54 -1.77 149 10,030 +19
Oct17 160909 50.72 50.72 50.72 50.72 -1.76 113 1,801 +46
Nov17 160909 50.90 50.90 50.90 50.90 -1.75 139 1,145 +55
Dec17 160909 52.35 52.38 50.80 51.10 -1.74 4,017 65,675 -437
Jan18 160909 51.24 51.24 51.24 51.24 -1.73 36 582 +16
Total Volume and Open Interest 107,041 526,617 +559
US Dollar Index(ICE)
Sep16 160909 94.975 95.580 94.820 95.327 +0.277 16,518 41,488 -1,138
Dec16 160909 94.900 95.510 94.760 95.253 +0.283 2,049 13,530 +550
Mar17 160909 94.800 95.375 94.710 95.213 +0.278 49 2,372 +13
Total Volume and Open Interest 18,625 57,601 -568
Australian Dollar(CME)
Sep16 160909 76.41 76.56 75.31 75.48 -0.93 92,559 105,962 +2,184
Dec16 160909 76.25 76.39 75.19 75.31 -0.93 2,446 5,973 +922
Mar17 160909 75.89 76.13 75.09 75.17 -0.93 0 22 +0
Total Volume and Open Interest 95,005 111,958 +3,106
British Pound(CME)
Sep16 160909 133.01 133.37 132.39 132.73 -0.29 111,936 226,803 -6,957
Dec16 160909 133.21 133.58 132.62 132.95 -0.29 9,049 23,829 +2,794
Mar17 160909 133.22 133.75 132.94 133.22 -0.29 3 646 +1
Total Volume and Open Interest 120,989 251,790 -4,163
Canadian Dollar(CME)
Sep16 160909 77.34 77.53 76.61 76.76 -0.65 67,557 111,975 -1,305
Dec16 160909 77.41 77.65 76.66 76.81 -0.64 3,664 9,627 +985
Mar17 160909 77.46 77.52 76.73 76.86 -0.64 187 560 +43
Jun17 160909 77.06 77.06 76.79 76.91 -0.64 2 228 +0
Total Volume and Open Interest 71,415 122,473 -274
Japanese Yen(CME)
Sep16 160909 97.66 98.09 97.05 97.39 -0.21 128,132 143,146 -3,326
Dec16 160909 98.05 98.48 97.44 97.79 -0.20 7,761 16,003 +3,567
Mar17 160909 98.53 98.80 97.92 98.21 -0.20 4 288 +4
Total Volume and Open Interest 135,912 159,582 +240
Swiss Franc(CME)
Sep16 160909 102.88 103.01 102.23 102.57 -0.26 24,651 40,752 -2,793
Dec16 160909 103.45 103.52 102.74 103.08 -0.27 2,129 3,334 +1,106
Mar17 160909 103.62 103.62 103.48 103.62 -0.28 5 10 +5
Total Volume and Open Interest 26,785 44,113 -1,682
EuroFX(CME)
Sep16 160909 112.68 112.88 112.01 112.31 -0.31 141,988 334,595 -6,781
Dec16 160909 113.08 113.29 112.44 112.73 -0.31 14,913 40,655 +8,264
Mar17 160909 113.64 113.71 112.91 113.18 -0.32 58 1,461 -6
Total Volume and Open Interest 156,959 377,462 +1,477
Mexican Peso(CME)
Sep16 160909 535.50 535.75 528.13 530.75 -5.25 50,334 115,414 -3,114
Oct16 160909 534.63 534.63 529.50 529.50 -5.25      
Total Volume and Open Interest 54,725 159,198 -3,232
Brazilian Real(CME)
Oct16 160909 310.20 310.20 302.30 302.70 -7.90 111 23,526 -6
Nov16 160909 300.05 300.05 300.05 300.05 -7.90 0 4 +0
Dec16 160909 300.85 301.10 297.20 297.50 -7.80 12 3,794 +0
Jan17 160909 296.40 296.40 296.40 296.40 -6.40      
Total Volume and Open Interest 123 27,324 -6
30-Year T-Bonds(CBOT)
Sep16 160909 170~070 170~150 168~010 168~120 -1~170 4,084 7,394 -1,777
Dec16 160909 168~240 169~000 166~170 166~270 -1~190 178,962 555,426 +1,892
Mar17 160909 165~230 165~230 165~230 165~230 -1~190      
Total Volume and Open Interest 183,046 562,820 +115
10-Year T-Notes(CBOT)
Sep16 160909 131~245 131~270 131~085 131~100 -0~115 57,778 90,720 -21,338
Dec16 160909 130~265 130~290 130~095 130~115 -0~115 916,466 2,787,974 +34,535
Mar17 160909 129~175 129~175 129~175 129~175 -0~115      
Total Volume and Open Interest 974,244 2,878,694 +13,197
5-Year T-Notes(CBOT)
Sep16 160909 121~096 121~102 121~014 121~030 -0~044 27,063 127,350 -19,651
Dec16 160909 121~082 121~100 121~004 121~016 -0~054 384,225 2,677,691 +3,915
Mar17 160909 120~240 120~240 120~240 120~240 -0~054      
Total Volume and Open Interest 411,288 2,805,041 -15,736
2 Year T-Notes(CBOT)
Sep16 160909 109~084 109~086 109~066 109~074 -0~010 7,886 33,214 -5,338
Dec16 160909 109~052 109~056 109~026 109~036 -0~012 189,187 1,012,756 +3,392
Mar17 160909 109~032 109~032 109~032 109~032 -0~012      
Total Volume and Open Interest 197,073 1,045,970 -1,946
Eurodollars(CME)
Sep16 160909 99.120 99.128 99.107 99.118 -0.003 209,665 1,064,128 -22,376
Dec16 160909 99.045 99.055 99.025 99.035 -0.010 320,394 1,491,378 -42,560
Mar17 160909 99.015 99.020 98.980 98.995 -0.015 221,086 1,111,935 -7,086
Jun17 160909 98.980 98.985 98.940 98.955 -0.020 206,638 981,830 -14,970
Sep17 160909 98.945 98.950 98.905 98.920 -0.025 192,189 862,188 +5,311
Dec17 160909 98.905 98.915 98.860 98.875 -0.030 208,998 1,359,814 +15,538
Mar18 160909 98.885 98.895 98.835 98.850 -0.035 127,317 651,822 +8,318
Jun18 160909 98.855 98.865 98.810 98.815 -0.040 101,012 511,176 +1,785
Sep18 160909 98.825 98.835 98.775 98.780 -0.045 89,525 476,912 +5,135
Dec18 160909 98.785 98.795 98.730 98.735 -0.050 71,149 612,037 -7,313
Mar19 160909 98.765 98.770 98.700 98.705 -0.055 60,708 428,323 +6,755
Jun19 160909 98.730 98.740 98.665 98.670 -0.055 62,938 332,493 +5,052
Sep19 160909 98.695 98.705 98.625 98.630 -0.060 49,601 258,619 +5,678
Dec19 160909 98.650 98.660 98.580 98.585 -0.060 47,538 277,380 +9,608
Mar20 160909 98.620 98.630 98.545 98.550 -0.060 28,588 152,791 +1,122
Jun20 160909 98.585 98.595 98.500 98.510 -0.060 23,042 106,885 +3,279
Sep20 160909 98.545 98.555 98.465 98.470 -0.065 21,412 81,732 +280
Dec20 160909 98.500 98.515 98.415 98.425 -0.065 18,060 102,917 +610
Total Volume and Open Interest 2,131,621 11,237,571 -24,441
Ultra T-Bond(CBOT)
Sep16 160909 185~06 185~27 182~12 182~21 -2~14 5,839 18,137 -2,275
Dec16 160909 184~29 185~06 181~18 181~28 -2~15 61,527 594,240 -1,902
Mar17 160909 180~28 180~28 180~28 180~28 -2~15      
Total Volume and Open Interest 67,366 612,377 -4,177
Ultra 10-Yr T-Note(CBOT)
Sep16 160909 144~110 144~170 143~170 143~195 -0~210 6,177 9,007 -4,567
Dec16 160909 143~300 144~030 143~010 143~040 -0~210 57,709 197,388 +3,736
Mar17 160909 143~040 143~040 143~040 143~040 -0~210      
Total Volume and Open Interest 63,886 206,395 -831
30 Day Federal Funds(CBOT)
Sep16 160909 99.582 99.588 99.575 99.582 -0.005 7,917 66,114 +3,225
Oct16 160909 99.555 99.555 99.520 99.550 -0.005 43,821 306,194 +1,857
Nov16 160909 99.540 99.545 99.510 99.535 -0.010 16,753 174,748 +7,188
Dec16 160909 99.485 99.490 99.460 99.480 -0.005 6,641 88,349 +100
Jan17 160909 99.445 99.445 99.415 99.435 -0.010 19,920 127,529 +3,506
Feb17 160909 99.435 99.435 99.405 99.420 -0.010 3,789 66,891 -148
Total Volume and Open Interest 114,056 1,011,537 +17,706
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 160908 99.99 99.99 99.99 99.99 unch      
Dec16 160908 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160908 99.99 99.99 99.99 99.99 unch      
Jun17 160908 99.99 99.99 99.99 99.99 unch      
Sep17 160908 99.99 99.99 99.99 99.99 unch      
Dec17 160908 99.99 99.99 99.99 99.99 unch      
Mar18 160908 100.00 100.00 100.00 100.00 unch      
Jun18 160908 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Dec16 160908 151.73 151.84 151.52 151.60 -0.11 3,790 5,296 +2,317
Mar17 160908 151.52 151.52 151.52 151.52 -0.11      
Jun17 160908 151.52 151.52 151.52 151.52 -0.11      
Total Volume and Open Interest 7,937 20,222 +525
Euro-Buxl(EUREX)
Dec16 160909 189.16 189.36 185.12 185.46 -4.34 79,086 183,163 +23,751
Mar17 160909 185.60 185.60 184.26 184.26 -4.18 0 4 -1
Jun17 160909 184.26 184.26 184.26 184.26        
Euro-Bund(EUREX)
Dec16 160909 164.60 164.62 163.53 163.65 -1.10 817,648 1,751,686 +185,845
Mar17 160909 167.00 167.10 166.00 166.05 -1.33 356 1,590 +326
Jun17 160909 166.05 166.05 166.05 166.05        
Euro-Bobl(EUREX)
Dec16 160909 131.69 131.72 131.46 131.53 -0.22 776,216 1,548,483 +175,679
Mar17 160909 133.31 133.31 133.31 133.31 -0.13      
Jun17 160909 133.31 133.31 133.31 133.31        
Euro-Schatz(EUREX)
Dec16 160909 112.04 112.04 112.00 112.01 -0.03 484,061 1,252,716 +82,471
Mar17 160909 112.01 112.01 112.01 112.01 -0.06      
Jun17 160909 112.01 112.01 112.01 112.01        
3-Mth Euribor(EUREX)
Sep16 160909 100.305 100.305 100.305 100.305 unch 100 3,847 +30
Dec16 160909 100.325 100.325 100.325 100.325 -0.005 0 2,900 -2
Mar17 160909 100.340 100.340 100.340 100.340 unch 0 3,210 +0
Total Volume and Open Interest 200 77,060 +128
Long Gilt(LIFFE)
Sep16 160909 130~20 130~20 130~03 130~04 -1~05 1,339 24,881 -999
Dec16 160909 129~31 130~03 128~29 129~00 -1~05 169,309 485,599 -4,732
Total Volume and Open Interest 170,648 510,480 -5,731
3-Mth Short Sterling(LIFFE)
Sep16 160909 99.63 99.63 99.62 99.62 -0.00 39,102 323,681 +2,213
Dec16 160909 99.68 99.69 99.67 99.67 -0.01 35,410 543,551 -3,032
Mar17 160909 99.71 99.71 99.69 99.69 -0.01 36,186 328,287 -1,773
Jun17 160909 99.71 99.72 99.70 99.70 -0.01 51,024 331,314 +4,905
Sep17 160909 99.72 99.72 99.70 99.70 -0.01 39,666 283,927 +1,721
Dec17 160909 99.71 99.72 99.69 99.69 -0.02 58,260 357,103 +3,833
Total Volume and Open Interest 425,535 3,135,091 +8,676
3-Mth Euribor(LIFFE)
Sep16 160909 100.300 100.305 100.300 100.300 -0.005 29,052 333,409 -1,529
Dec16 160909 100.330 100.330 100.320 100.325 -0.005 79,800 422,143 -15,398
Mar17 160909 100.340 100.345 100.335 100.340 -0.005 45,515 373,187 +2,485
Total Volume and Open Interest 537,412 3,176,745 +29,627
3-Mth Aus T-Bills(SFE)
Sep16 160908 98.25 98.26 98.22 98.26 +0.01 38,798 54,375 -34,081
Dec16 160909 98.29 98.30 98.28 98.29 -0.01 44,419 213,904 -8,552
Mar17 160909 98.35 98.36 98.33 98.34 -0.02 61,561 170,550 +5,786
Jun17 160909 98.40 98.40 98.36 98.38 -0.02 50,991 148,104 +6,434
Sep17 160909 98.41 98.41 98.38 98.39 -0.03 15,225 109,925 +636
Dec17 160909 98.42 98.42 98.38 98.39 -0.03 8,035 90,346 +1,560
Mar18 160909 98.41 98.41 98.37 98.38 -0.04 10,035 66,867 +3,295
Jun18 160909 98.40 98.41 98.35 98.37 -0.04 3,739 48,372 +1,562
Sep18 160909 98.38 98.38 98.33 98.35 -0.04 1,515 10,422 +723
Dec18 160909 98.34 98.34 98.31 98.32 -0.04 104 4,714 +96
Total Volume and Open Interest 221,792 893,971 -15,376
10-Year Aus T-Bonds(SFE)
Sep16 160909 98.13 98.13 98.02 98.02 -0.11 151,700 829,229 +14,822
Dec16 160909 98.15 98.15 98.03 98.04 -0.11 20,100 19,758 +15,764
Total Volume and Open Interest 171,800 848,987 +30,586
3-Year Aus T-Bonds(SFE)
Sep16 160909 98.54 98.55 98.46 98.47 -0.08 188,734 827,096 -27,706
Dec16 160909 98.63 98.63 98.54 98.56 -0.07 7,212 42,502 +4,123
Total Volume and Open Interest 195,946 869,598 -23,583
Gold(CMX)
Oct16 160909 1338.0 1339.6 1327.3 1330.7 -7.1 5,818 44,280 +47
Dec16 160909 1341.6 1343.6 1331.2 1334.5 -7.1 151,823 450,549 +6,664
Feb17 160909 1345.3 1346.7 1334.6 1337.9 -7.1 4,274 44,209 +1,234
Apr17 160909 1345.7 1345.9 1340.6 1340.8 -7.1 1,007 9,958 +116
Jun17 160909 1350.7 1352.5 1340.3 1343.3 -7.2 1,196 17,348 +193
Aug17 160909 1348.2 1354.3 1344.6 1345.9 -7.2 300 7,520 -2
Oct17 160909 1354.1 1354.1 1348.3 1348.3 -7.2 15 1,784 +0
Dec17 160909 1353.0 1354.0 1350.6 1350.6 -7.2 348 12,969 -92
Feb18 160909 1352.9 1352.9 1352.9 1352.9 -7.2 0 135 +0
Apr18 160909 1355.2 1355.2 1355.2 1355.2 -7.2 0 3 +0
Jun18 160909 1357.5 1357.5 1357.5 1357.5 -7.1 0 4,176 +0
Total Volume and Open Interest 164,880 598,466 +7,810
Silver(CMX)
Sep16 160909 1961.5 1962.0 1902.5 1928.2 -30.9 236 1,468 -331
Dec16 160909 1968.0 1972.5 1908.0 1936.8 -31.0 54,324 173,334 -62
Mar17 160909 1980.0 1980.0 1919.5 1947.5 -31.0 1,982 14,339 +457
May17 160909 1971.0 1975.5 1952.5 1954.3 -31.0 35 1,052 +0
Jul17 160909 1976.5 1978.0 1959.5 1960.7 -31.0 30 2,587 +6
Sep17 160909 1983.5 1983.5 1966.0 1967.0 -31.0 23 497 +0
Dec17 160909 1991.5 1993.0 1972.5 1975.7 -31.0 15 2,297 +5
Total Volume and Open Interest 57,186 199,332 +135
Platinum(NYMEX)
Oct16 160909 1087.0 1093.1 1064.4 1067.5 -17.2 13,766 61,221 -2,136
Jan17 160909 1092.3 1095.2 1067.8 1070.9 -17.1 2,384 14,448 +1,840
Apr17 160909 1080.0 1082.2 1073.5 1073.9 -16.9 20 1,574 +1
Jul17 160909 1076.3 1076.3 1076.3 1076.3 -16.9 4 24 +4
Total Volume and Open Interest 16,176 77,338 -291
Palladium(NYMEX)
Sep16 160909 678.50 679.45 678.50 679.45 -8.35 18 30 -6
Dec16 160909 683.30 694.50 674.25 679.45 -8.40 3,603 25,094 -174
Mar17 160909 688.55 688.55 676.30 681.20 -8.10 28 113 +12
Total Volume and Open Interest 3,656 25,280 -171
Copper(CMX)
Sep16 160909 209.70 209.75 208.20 208.85 -0.75 478 2,111 -242
Dec16 160909 210.00 210.50 208.55 209.25 -0.75 45,938 152,737 +67
Mar17 160909 211.10 211.10 209.40 210.00 -0.75 1,919 31,476 +489
May17 160909 211.05 211.45 209.95 210.60 -0.75 244 5,796 -17
Jul17 160909 211.40 211.40 211.15 211.15 -0.75 25 1,235 +10
Total Volume and Open Interest 48,941 203,805 +352
E-mini DJIA Index(CBOT)
Sep16 160909 18455 18462 18016 18041 -418 104,364 143,110 -2,419
Dec16 160909 18351 18383 17943 17967 -414 5,748 4,154 +2,038
Mar17 160909 18070 18070 17898 17898 -414 0 404 +0
Jun17 160909 17822 17822 17822 17822 -414 0 3 +0
Total Volume and Open Interest 110,112 147,671 -381
S & P 500(CME)
Sep16 160909 2163.50 2164.50 2121.50 2122.70 -54.80 13,929 101,171 +3,886
Dec16 160909 2170.10 2171.40 2113.80 2116.00 -55.00 6,093 12,127 +4,418
Mar17 160909 2109.90 2109.90 2109.90 2109.90 -54.80 0 60 +0
Jun17 160909 2104.20 2104.20 2104.20 2104.20 -54.60 0 60 +0
Total Volume and Open Interest 20,022 113,418 +8,304
S & P 500 E-Mini(Globex)
Sep16 160909 2177.25 2178.25 2119.75 2122.75 -54.75 1,459,543 2,892,549 -44,975
Dec16 160909 2170.25 2171.75 2113.25 2116.00 -55.00 180,162 329,514 +117,381
Mar17 160909 2164.75 2165.25 2107.50 2110.00 -54.75 62 906 -2
Jun17 160909 2150.00 2150.00 2103.75 2104.25 -54.50 5 471 +1
Total Volume and Open Interest 1,639,772 3,223,443 +72,405
NASDAQ 100 E-Mini(Globex)
Sep16 160909 4796.00 4798.00 4665.00 4671.00 -125.00 193,455 295,572 -7,158
Dec16 160909 4785.30 4794.00 4662.80 4667.80 -124.70 17,811 17,338 +11,141
Mar17 160909 4784.00 4787.80 4659.50 4661.80 -124.70 1 77 -1
Total Volume and Open Interest 211,267 312,994 +3,982
S&P Midcap 400(CME) e-Mini
Sep16 160909 1572.40 1572.80 1522.10 1527.50 -46.20 21,552 77,583 -7,105
Dec16 160909 1570.60 1571.10 1518.30 1523.50 -47.10 9,280 7,001 +6,897
Mar17 160909 1524.00 1524.00 1524.00 1524.00 -47.10      
Total Volume and Open Interest 30,832 84,584 -208
Volatility Index(CBOE)
Sep16 160909 13.35 16.75 13.35 16.48 +3.10 62,423 222,366 +282
Oct16 160909 15.91 18.20 15.85 17.88 +1.95 48,687 172,163 +12,989
Nov16 160909 17.28 19.00 17.23 18.80 +1.52 17,037 56,301 +3,137
Dec16 160909 17.85 19.19 17.80 19.08 +1.25 4,751 45,063 +439
Total Volume and Open Interest 138,428 548,199 +17,912
Russell 2000(ICE)
Sep16 160909 1255.70 1257.20 1210.00 1214.50 -41.30 62,516 329,991 -2,987
Dec16 160909 1251.30 1253.40 1207.80 1210.10 -41.40 12,343 12,988 +7,569
Mar17 160909 1214.40 1215.10 1206.60 1206.60 -41.40 0 250 +0
Total Volume and Open Interest 74,859 343,399 +4,582
Nikkei 225(CME)
Dec16 160909 16960 16985 16725 16735 -220 16,791 30,700 +12,446
Mar17 160909 16730 16955 16730 16730 -150 0 12 +0
Total Volume and Open Interest 39,378 54,607 +4,842
Nikkei 225(SGX)
Sep16 160908 16990 17025 16830 16945 -30 125,064 187,683 -33,341
Dec16 160909 16825 16915 16740 16850 +30 77,131 124,323 +32,944
Mar17 160908 16795 16795 16795 16795 -35 0 5 +0
Total Volume and Open Interest 218,954 285,795 +26,064
Nikkei 225(CME) Yen
Sep16 160908 16990 17005 16830 16990 +20 87,426 48,721 -20,945
Dec16 160909 16880 16905 16645 16650 -220 23,929 42,573 +13,070
Mar17 160909 16765 16795 16595 16595 -225      
Total Volume and Open Interest 73,123 76,077 -2,148
Nikkei 225(CME) e-Mini Yen
Sep16 160908 16990 16990 16860 16990 +20 0 12 +0
Dec16 160909 16890 16890 16650 16650 -220      
Mar17 160909 16600 16600 16600 16600 -220      
Total Volume and Open Interest 0 12 +0
CAC 40(EURONEXT)
Sep16 160909 4538.5 4546.5 4452.5 4491.5 -50.5 73,388 288,276 +2,390
Oct16 160909 4527.0 4531.0 4442.0 4480.0 -50.0 671 4,895 +38
Nov16 160909 4498.0 4498.0 4476.5 4476.5 -49.0 340 344 +334
Dec16 160909 4511.0 4517.5 4436.0 4470.5 -49.0 35 1,475 +16
Total Volume and Open Interest 74,434 295,051 +2,778
Hang Seng Index(HKFE)
Sep16 160909 23875 24374 23822 24084 +200 93,417 135,670 +113
Oct16 160909 23862 24360 23820 24075 +203 1,641 3,542 +893
Total Volume and Open Interest 95,773 148,214 +1,324
DAX(EUREX)
Sep16 160909 10664.5 10671.5 10466.0 10567.5 -105.5 85,419 156,868 +6,460
Dec16 160909 10648.5 10657.5 10465.0 10557.5 -105.5 1,536 10,014 +456
Mar17 160909 10613.5 10649.0 10507.0 10550.5 -105.0 30 421 +12
Total Volume and Open Interest 86,985 167,303 +6,928
Mini-DAX(EUREX)
Sep16 160909 10665.0 10672.0 10465.0 10567.5 -105.5 23,474 11,470 +322
Dec16 160909 10650.0 10659.0 10463.0 10557.5 -105.5 333 675 +46
Mar17 160909 10643.0 10643.0 10498.0 10550.5 -105.0 5 138 +3
Total Volume and Open Interest 23,812 12,283 +371
FT-SE 100(EURONEXT)
Sep16 160909 6850.50 6860.50 6732.50 6776.00 -84.00 123,601 674,473 -12,782
Dec16 160909 6811.00 6818.00 6692.50 6735.50 -84.00 34,072 43,695 +13,119
Mar17 160909 6671.50 6671.50 6671.50 6671.50 -84.00      
Total Volume and Open Interest 157,673 718,168 +337
SPI 200(SFE)
Sep16 160909 5367.0 5370.0 5321.0 5325.0 -40.0 30,738 298,926 +1,702
Dec16 160909 5351.0 5353.0 5307.0 5309.0 -41.0 771 3,494 +482
Mar17 160909 5260.0 5260.0 5260.0 5260.0 -41.0 0 1,438 +0
Total Volume and Open Interest 31,638 306,196 +2,313
FTSE MIB(ISE)
Sep16 160909 17320.00 17390.00 17115.00 17157.00 -217.00 36,317 40,682 +918
Dec16 160909 17155.00 17250.00 17000.00 17030.00 -217.00 961 1,707 +885
Mar17 160909 17000.00 17000.00 17000.00 17000.00 -210.00      
Total Volume and Open Interest 37,278 42,389 +1,803
KOSPI 200(KFE)
Dec16 160909 260.85 260.85 257.20 258.00 -2.40 19,723 117,724 +31,284
Mar17 160909 258.00 258.00 254.55 255.35 -2.50 62 2,122 +28
Jun17 160909 257.25 257.25 256.05 256.05 -3.10 1 768 +1
Total Volume and Open Interest 125,720 191,739 -4,154
GSCI(CME)
Sep16 160909 357.00 357.50 352.70 353.55 -7.65 1,094 11,404 -1,074
Oct16 160909 358.70 359.60 355.60 355.75 -7.65 987 1,560 +987
Nov16 160909 359.00 359.00 359.00 359.00 -7.65      
Total Volume and Open Interest 2,081 12,964 -87
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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