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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 September 12, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep16 160912 990.25 1006.75 980.00 984.50 -12.75 592 1,434 -440
Nov16 160912 978.00 990.00 958.75 964.25 -16.00 82,965 359,204 -2,385
Jan17 160912 981.75 993.75 963.00 968.75 -15.50 23,656 82,877 +3,735
Mar17 160912 984.25 996.00 966.25 971.50 -16.00 9,887 70,279 -642
May17 160912 988.00 999.00 970.75 976.00 -15.00 6,064 40,405 +1,726
Jul17 160912 992.00 1001.25 974.50 980.50 -13.75 5,643 41,208 +1,017
Aug17 160912 988.50 995.75 971.50 976.25 -12.50 104 1,219 +5
Sep17 160912 963.75 970.25 956.75 957.50 -9.00 23 688 +10
Nov17 160912 947.00 955.00 934.75 942.25 -5.50 1,925 27,413 +133
Jan18 160912 944.50 953.25 942.25 944.50 -4.75 4 708 +4
Mar18 160912 944.75 944.75 944.75 944.75 -4.75 0 164 +0
May18 160912 946.50 946.50 946.50 946.50 -5.25 3 72 +2
Jul18 160912 949.75 949.75 949.75 949.75 -5.00 0 132 +0
Aug18 160912 946.50 946.50 946.50 946.50 -4.75 0 17 +0
Total Volume and Open Interest 130,879 626,078 +3,175
Soybean Meal(CBOT)
Sep16 160912 323.40 327.50 315.60 318.30 -5.00 807 1,827 -567
Oct16 160912 317.00 322.50 309.60 313.50 -4.20 20,867 44,251 -2,198
Dec16 160912 315.60 321.30 307.70 311.90 -4.60 40,958 165,004 -873
Jan17 160912 314.60 319.50 307.00 311.20 -4.30 6,265 35,981 +769
Mar17 160912 314.00 318.20 306.40 310.40 -3.80 4,236 37,934 +805
May17 160912 313.30 317.80 306.50 310.40 -3.50 2,066 25,220 +378
Jul17 160912 314.30 318.60 307.70 311.50 -3.30 1,507 26,594 +40
Aug17 160912 314.70 317.40 307.70 310.90 -3.10 203 2,774 +26
Sep17 160912 313.90 316.10 306.80 309.70 -3.00 83 3,454 +20
Oct17 160912 307.50 310.00 302.50 305.40 -1.80 77 3,382 +28
Total Volume and Open Interest 77,371 359,050 -1,486
Soybean Oil(CBOT)
Sep16 160912 32.67 32.76 32.31 32.31 -0.72 228 444 -193
Oct16 160912 33.01 33.08 32.30 32.38 -0.72 14,012 51,691 -1,496
Dec16 160912 33.23 33.34 32.56 32.64 -0.73 46,806 207,929 -703
Jan17 160912 33.49 33.56 32.78 32.87 -0.73 6,098 42,454 +513
Mar17 160912 33.70 33.73 33.03 33.11 -0.71 8,761 37,377 +548
May17 160912 33.76 33.76 33.25 33.32 -0.69 4,994 27,591 +925
Jul17 160912 33.87 33.87 33.43 33.50 -0.66 2,710 14,633 +814
Aug17 160912 33.85 33.85 33.44 33.50 -0.62 461 3,171 +22
Sep17 160912 33.43 33.43 33.43 33.43 -0.60 376 2,814 -3
Oct17 160912 33.21 33.21 33.15 33.15 -0.59 104 2,253 +2
Total Volume and Open Interest 84,787 398,061 +380
Canola(WCE)
Nov16 160912 466.0 466.6 456.3 459.1 -6.6 11,092 131,391 +1,212
Jan17 160912 472.0 472.5 462.4 465.3 -7.2 4,101 28,117 +299
Mar17 160912 476.5 476.5 468.3 470.2 -7.6 772 10,199 +81
May17 160912 481.1 481.5 473.3 475.2 -8.0 392 5,075 -71
Jul17 160912 485.0 486.0 476.8 478.6 -8.7 230 8,157 +9
Total Volume and Open Interest 17,324 188,998 +2,076
Corn(CBOT)
Sep16 160912 329.25 330.50 326.00 329.25 -0.75 1,477 1,900 -902
Dec16 160912 340.50 343.25 335.50 339.50 -1.50 149,368 787,018 -6,172
Mar17 160912 351.00 353.75 346.50 350.00 -1.50 36,860 225,061 +197
May17 160912 358.25 360.75 353.50 357.50 -1.25 12,573 57,029 +450
Jul17 160912 364.50 367.00 360.00 364.00 -1.25 11,997 111,586 +883
Sep17 160912 371.50 373.75 367.25 370.75 -1.00 2,590 41,130 +25
Dec17 160912 380.50 383.00 376.50 380.75 -0.50 5,828 70,903 +303
Mar18 160912 391.75 393.25 388.00 391.00 -0.50 301 4,738 +93
May18 160912 398.00 398.00 396.25 396.50 -0.25 49 751 +1
Jul18 160912 400.00 401.00 397.50 399.75 unch 31 1,301 +10
Total Volume and Open Interest 221,740 1,305,654 -4,799
Wheat(CBOT)
Sep16 160912 382.00 384.50 381.50 383.25 +7.25 18 68 -21
Dec16 160912 403.00 410.00 400.00 409.25 +5.75 47,853 311,484 +711
Mar17 160912 425.00 431.50 421.50 430.00 +5.25 14,731 87,052 +366
May17 160912 436.50 446.00 436.50 444.75 +5.25 5,183 19,029 +538
Jul17 160912 450.50 457.00 447.75 455.00 +4.00 3,392 29,391 +348
Sep17 160912 471.00 471.25 463.00 468.50 +2.25 165 3,325 -5
Total Volume and Open Interest 71,787 458,029 +2,051
Wheat(KCBT)
Sep16 160912 390.75 400.75 390.50 399.75 +6.25 136 318 -13
Dec16 160912 413.00 424.50 413.00 423.75 +5.25 18,415 146,353 -145
Mar17 160912 434.00 440.00 429.50 439.50 +5.00 5,126 45,739 +75
May17 160912 441.50 450.50 439.75 450.00 +5.00 1,359 15,625 +596
Jul17 160912 451.75 460.25 450.00 459.75 +4.75 1,844 20,050 +138
Sep17 160912 466.00 475.00 464.75 474.25 +4.50 79 2,682 -2
Dec17 160912 487.50 495.00 486.75 494.75 +3.75 78 2,094 +10
Total Volume and Open Interest 27,052 233,132 +674
Wheat(MGE)
Sep16 160912 501.25 501.25 496.25 499.75 +1.25 36 18 -36
Dec16 160912 492.25 499.50 490.50 499.00 +5.00 4,465 30,078 +124
Mar17 160912 501.75 510.50 501.50 509.75 +5.00 489 15,205 +24
May17 160912 511.25 519.00 511.25 518.75 +4.75 173 6,988 +5
Jul17 160912 522.50 528.50 522.50 528.50 +5.00 146 3,392 +5
Sep17 160912 532.00 538.75 531.00 538.75 +5.25 180 2,973 +17
Total Volume and Open Interest 5,666 60,685 +139
Oats(CBOT)
Sep16 160912 166.50 166.50 158.75 162.00 -2.25 0 14 -38
Dec16 160912 177.00 177.75 174.25 174.75 -2.50 415 8,978 -23
Mar17 160912 188.50 190.50 187.50 187.75 -2.75 57 1,673 -1
May17 160912 196.75 197.00 194.00 194.00 -3.00 12 36 +1
Total Volume and Open Interest 484 10,724 -61
Rough Rice(CBOT)
Sep16 160912 9.43 9.51 9.43 9.51 +0.22 337 737 -131
Nov16 160912 9.55 9.82 9.55 9.74 +0.22 743 9,648 +373
Jan17 160912 9.90 10.06 9.82 9.99 +0.22 14 957 +1
Mar17 160912 10.21 10.23 10.14 10.23 +0.22 3 77 +0
Total Volume and Open Interest 1,097 11,421 +243
Live Cattle(CME)
Oct16 160912 104.980 106.535 104.750 105.700 +1.300 42,113 105,042 -6,750
Dec16 160912 105.500 107.080 105.350 106.730 +1.330 31,844 82,861 +2,659
Feb17 160912 105.550 107.430 105.480 106.800 +1.250 11,568 38,389 +2,140
Apr17 160912 104.300 106.400 104.285 105.700 +1.400 4,469 24,210 +1,451
Jun17 160912 98.330 100.150 98.135 99.430 +1.100 1,465 9,571 -89
Aug17 160912 97.285 98.635 96.950 97.850 +0.715 461 5,840 +305
Total Volume and Open Interest 91,986 266,349 -246
Feeder Cattle(CME)
Sep16 160912 134.450 136.075 134.050 134.935 +0.700 2,320 4,793 -669
Oct16 160912 130.935 133.400 130.935 132.300 +1.015 7,207 18,440 -211
Nov16 160912 128.685 130.985 128.350 129.880 +1.195 3,532 9,759 +664
Jan17 160912 125.180 126.950 124.750 125.900 +0.700 1,511 4,492 -4
Mar17 160912 124.035 125.500 123.750 124.550 +0.370 672 2,972 +206
Apr17 160912 124.830 124.950 124.050 124.350 +0.420 99 589 +21
May17 160912 124.180 125.000 123.285 124.535 +0.685 46 390 +9
Total Volume and Open Interest 15,388 41,485 +17
Lean Hogs(CME)
Oct16 160912 59.930 61.985 59.100 59.430 +0.195 23,203 73,075 -6,188
Dec16 160912 54.600 55.035 52.830 53.035 -0.895 18,604 72,652 +4,011
Feb17 160912 59.150 59.500 57.650 57.785 -1.000 3,510 31,872 +735
Apr17 160912 64.430 64.785 63.235 63.380 -0.845 825 21,354 -171
May17 160912 70.000 70.000 70.000 70.000 -1.080 5 360 +5
Jun17 160912 74.900 75.000 73.730 73.930 -0.855 298 5,289 +71
Jul17 160912 73.900 74.230 73.450 73.500 -0.650 12 781 +9
Aug17 160912 73.500 73.600 72.930 73.250 -0.330 14 405 +3
Total Volume and Open Interest 46,475 206,077 -1,521
Class III Milk(CME)
Sep16 160912 16.53 16.54 16.36 16.43 -0.08 426 5,225 -170
Oct16 160912 16.75 16.77 16.38 16.43 -0.27 395 4,956 -42
Nov16 160912 16.61 16.63 16.30 16.35 -0.24 254 4,209 +54
Dec16 160912 16.24 16.24 16.00 16.05 -0.15 97 3,457 +33
Jan17 160912 15.96 15.97 15.90 15.90 -0.06 14 1,802 -1
Feb17 160912 16.00 16.00 15.95 15.95 -0.06 7 1,804 +4
Mar17 160912 16.03 16.14 16.03 16.03 -0.01 4 1,663 +2
Apr17 160912 16.12 16.13 16.12 16.12 unch 1 1,487 +1
May17 160912 16.26 16.26 16.24 16.24 -0.02 11 1,328 -9
Jun17 160912 16.45 16.45 16.40 16.42 -0.01 1 1,228 +1
Jul17 160912 16.70 16.70 16.65 16.65 -0.01 6 719 +2
Aug17 160912 16.82 16.82 16.75 16.77 -0.04 10 634 +6
Sep17 160912 16.87 16.87 16.85 16.85 unch 7 565 +3
Total Volume and Open Interest 1,249 30,424 -116
Cocoa(ICE)
Sep16 160912 2810 2830 2797 2830 +36 1 36 -1
Dec16 160912 2765 2799 2743 2790 +28 16,918 104,297 +986
Mar17 160912 2749 2783 2729 2775 +27 8,703 67,627 +468
May17 160912 2757 2783 2735 2778 +26 2,475 13,751 -426
Jul17 160912 2759 2785 2739 2780 +25 567 4,780 +113
Sep17 160912 2750 2781 2740 2781 +24 186 4,371 +32
Dec17 160912 2750 2778 2736 2778 +28 38 1,555 +16
Total Volume and Open Interest 28,888 200,302 +1,188
Coffee "C"(ICE)
Sep16 160912 147.80 149.70 147.80 149.70 -0.25 9 134 -7
Dec16 160912 149.00 151.65 148.45 150.90 -0.25 20,394 105,489 +489
Mar17 160912 152.50 154.75 151.65 154.10 -0.25 6,776 39,930 -81
May17 160912 154.55 156.75 153.55 156.00 -0.25 2,606 17,254 +104
Jul17 160912 156.35 158.35 155.35 157.75 -0.25 1,297 5,003 +230
Sep17 160912 157.40 159.10 156.95 159.10 -0.30 466 3,777 +148
Total Volume and Open Interest 31,819 179,360 +928
Orange Juice(ICE)
Sep16 160912 192.00 192.00 191.90 192.00 -6.25 11 257 -5
Nov16 160912 196.00 197.50 190.35 192.50 -4.95 1,059 13,655 +271
Jan17 160912 194.90 194.90 188.40 190.40 -4.65 60 1,631 -1
Mar17 160912 186.85 188.10 186.85 188.10 -4.50 24 411 +13
May17 160912 185.70 185.70 185.70 185.70 -4.90 27 113 +7
Jul17 160912 184.40 184.45 184.40 184.40 -4.95      
Total Volume and Open Interest 1,181 16,069 +285
Sugar #11(ICE)
Oct16 160912 19.96 20.29 19.81 20.24 +0.25 90,930 309,600 -36,628
Mar17 160912 20.63 20.90 20.50 20.85 +0.16 74,979 338,848 +13,979
May17 160912 20.29 20.46 20.11 20.41 +0.12 18,022 101,479 +6,313
Jul17 160912 19.77 19.95 19.62 19.91 +0.11 8,781 62,457 +1,459
Oct17 160912 19.48 19.66 19.33 19.61 +0.08 9,163 46,410 +1,742
Mar18 160912 19.31 19.45 19.13 19.41 +0.07 1,234 20,532 +730
May18 160912 18.77 18.85 18.54 18.82 +0.03 522 6,700 +436
Jul18 160912 18.34 18.36 18.07 18.34 +0.03 6 4,992 -4
Total Volume and Open Interest 203,637 897,607 -11,973
London Cocoa(LCE)
Sep16 160912 2195 2208 2168 2207 +18 9,227 21,605 -5,142
Dec16 160912 2185 2207 2160 2202 +19 18,506 98,068 +6,512
Mar17 160912 2148 2162 2119 2158 +17 8,984 59,152 +1,904
May17 160912 2148 2158 2118 2154 +15 4,045 33,484 +887
Jul17 160912 2149 2157 2121 2156 +14 968 6,455 +138
Sep17 160912 2141 2149 2115 2148 +14 401 9,823 +86
Dec17 160912 2115 2133 2103 2133 +17 849 4,646 +606
Total Volume and Open Interest 42,980 233,234 +4,991
London Sugar(LCE)
Dec16 160912 548.30 550.90 541.90 549.80 +5.60 7,094 25,757 +1,037
Mar17 160912 555.20 555.30 547.60 553.50 +1.40 2,997 20,300 +249
May17 160912 547.60 547.60 540.00 546.40 +2.00 186 10,846 -51
Aug17 160912 534.90 536.60 530.00 535.80 +1.60 20 5,076 +0
Oct17 160912 517.80 520.00 515.20 519.50 -0.80 5 3,538 -5
Total Volume and Open Interest 21,183 86,532 -2,162
Cotton(ICE)
Oct16 160912 68.90 69.12 66.87 66.97 -1.91 18 171 -2
Dec16 160912 69.01 69.11 66.51 66.69 -2.39 9,243 155,518 -49
Mar17 160912 69.19 69.22 66.88 67.00 -2.30 1,695 50,505 +122
May17 160912 69.20 69.33 67.13 67.29 -2.22 611 7,055 +367
Jul17 160912 69.28 69.28 67.44 67.44 -2.13 330 6,942 +91
Oct17 160912 67.29 67.29 67.29 67.29 -1.96      
Total Volume and Open Interest 12,141 232,936 +647
Lumber(CME)
Sep16 160912 308.4 313.7 308.0 308.4 +1.3 76 160 -34
Nov16 160912 311.3 317.7 310.4 311.4 +2.0 259 2,781 +20
Jan17 160912 326.4 326.4 322.5 322.5 +1.9 31 337 +4
Mar17 160912 329.9 331.6 329.9 329.9 +0.8 9 82 +6
Total Volume and Open Interest 375 3,391 -4
Crude Oil(NYM)
Oct16 160912 45.57 46.51 44.72 46.29 +0.41 761,943 366,551 -42,000
Nov16 160912 46.21 47.07 45.32 46.84 +0.38 295,618 349,897 +46,218
Dec16 160912 46.78 47.64 45.93 47.44 +0.37 125,241 283,497 +5,387
Jan17 160912 47.38 48.24 46.57 48.05 +0.36 38,807 128,182 -2,189
Feb17 160912 47.84 48.82 47.15 48.65 +0.36 23,843 63,122 +1,404
Mar17 160912 48.05 49.34 47.69 49.19 +0.36 27,745 110,999 +4,961
Apr17 160912 48.57 49.66 48.17 49.64 +0.36 12,576 38,212 +1,301
May17 160912 48.91 50.09 48.56 50.01 +0.37 13,442 30,117 +2,454
Jun17 160912 49.50 50.41 48.81 50.31 +0.38 34,724 107,003 +1,867
Jul17 160912 49.40 50.55 49.22 50.55 +0.40 3,484 21,450 -257
Aug17 160912 49.90 50.80 49.40 50.75 +0.40 2,699 17,030 +226
Sep17 160912 49.73 50.93 49.64 50.93 +0.39 6,951 37,888 +445
Oct17 160912 49.51 51.12 49.51 51.12 +0.40 3,391 16,371 +818
Nov17 160912 51.25 51.30 50.41 51.30 +0.40 1,903 15,081 +451
Dec17 160912 50.76 51.56 50.04 51.49 +0.39 33,126 154,659 +1,735
Jan18 160912 51.63 51.63 50.75 51.63 +0.39 587 15,621 +20
Total Volume and Open Interest 1,399,019 1,888,537 +23,756
e-miNY Crude Oil(NYM)
Oct16 160912 45.600 46.525 44.725 46.300 +0.425 16,081 2,695 -41
Nov16 160912 46.100 47.050 45.325 46.850 +0.400 816 787 +249
Dec16 160912 46.650 47.600 45.925 47.450 +0.375 236 385 +0
Jan17 160912 47.075 48.150 46.650 48.050 +0.350 85 80 +6
Feb17 160912 47.550 48.700 47.250 48.650 +0.350 4 68 +2
Mar17 160912 48.925 49.250 47.800 49.200 +0.375 0 129 +0
Apr17 160912 49.650 49.650 49.650 49.650 +0.375 0 106 +0
May17 160912 50.000 50.000 48.900 50.000 +0.350 9 78 +0
Jun17 160912 49.175 50.325 48.900 50.300 +0.375 6 15 -2
Jul17 160912 50.550 50.550 50.550 50.550 +0.400 0 73 +0
Total Volume and Open Interest 17,284 4,771 +253
NY Harbor ULSD(NYM)
Oct16 160912 142.76 145.12 140.39 144.15 +1.11 62,003 71,974 -4,809
Nov16 160912 144.67 147.05 142.41 146.19 +1.12 44,200 82,754 +3,283
Dec16 160912 146.89 149.03 144.44 148.25 +1.13 29,301 63,005 +376
Jan17 160912 147.58 151.05 146.47 150.32 +1.15 14,419 37,286 +821
Feb17 160912 148.07 152.39 148.07 151.80 +1.16 6,849 17,522 +319
Mar17 160912 149.40 153.20 148.70 152.53 +1.15 4,817 23,293 +867
Apr17 160912 149.19 152.97 148.81 152.46 +1.14 1,567 10,029 +0
May17 160912 149.30 153.04 149.14 152.73 +1.09 642 8,095 +105
Jun17 160912 150.73 153.85 149.50 153.11 +1.06 1,707 24,659 +277
Jul17 160912 151.11 153.96 151.11 153.96 +1.05 187 2,785 +57
Aug17 160912 155.52 155.52 154.96 154.96 +1.06 106 1,692 -2
Sep17 160912 156.10 156.24 156.10 156.10 +1.07 177 2,491 -68
Oct17 160912 154.60 157.28 154.43 157.28 +1.07 183 2,046 +78
Nov17 160912 158.40 158.40 156.56 158.40 +1.05 150 1,694 -5
Total Volume and Open Interest 167,256 380,321 +1,162
RBOB Gasoline(NYM)
Oct16 160912 135.93 140.13 135.07 138.99 +2.88 81,887 113,812 -6,371
Nov16 160912 135.15 138.27 133.49 137.11 +1.92 62,511 89,814 +2,470
Dec16 160912 134.36 136.67 132.15 135.59 +1.32 41,691 66,750 +1,874
Jan17 160912 134.00 136.94 132.47 135.94 +1.20 13,226 28,240 -172
Feb17 160912 135.04 138.41 134.11 137.45 +1.24 6,563 12,335 +1,229
Mar17 160912 137.50 140.85 136.54 139.85 +1.20 5,986 23,346 -425
Apr17 160912 155.70 159.09 154.46 158.25 +1.29 2,518 19,640 -249
May17 160912 156.20 159.84 156.00 159.35 +1.29 938 6,602 +242
Jun17 160912 156.96 159.91 155.36 159.14 +1.22 1,412 12,230 +146
Jul17 160912 156.13 159.15 155.76 158.38 +1.20 492 2,301 +18
Total Volume and Open Interest 218,847 401,384 -1,527
e-miNY RBOB Gasoline(NYM)
Oct16 160912 138.99 138.99 138.99 138.99 +2.88 0 2 +0
Nov16 160912 137.11 137.11 137.11 137.11 +1.92      
Dec16 160912 135.59 135.59 135.59 135.59 +1.32      
Jan17 160912 135.94 135.94 135.94 135.94 +1.20      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Oct16 160912 2.820 2.924 2.820 2.915 +0.118 212,586 192,257 -15,438
Nov16 160912 2.910 3.013 2.910 2.986 +0.096 108,188 218,404 +7,787
Dec16 160912 3.133 3.229 3.133 3.179 +0.060 41,569 76,740 +2,828
Jan17 160912 3.268 3.349 3.260 3.298 +0.055 49,239 134,375 +85
Feb17 160912 3.269 3.341 3.262 3.297 +0.051 11,760 33,135 +691
Mar17 160912 3.225 3.300 3.219 3.252 +0.047 21,436 90,487 +280
Apr17 160912 3.005 3.062 2.995 3.020 +0.034 18,089 75,029 -318
May17 160912 2.982 3.035 2.976 2.993 +0.030 4,820 26,657 +56
Jun17 160912 3.012 3.060 3.002 3.019 +0.027 3,829 24,939 +119
Jul17 160912 3.043 3.066 3.029 3.048 +0.026 3,723 16,216 +140
Aug17 160912 3.037 3.083 3.037 3.057 +0.025 2,899 14,185 +312
Sep17 160912 3.042 3.069 3.027 3.042 +0.024 2,903 16,399 -106
Oct17 160912 3.073 3.089 3.045 3.062 +0.023 4,620 31,540 -309
Nov17 160912 3.139 3.163 3.106 3.115 +0.018 1,821 13,349 -199
Dec17 160912 3.247 3.267 3.231 3.240 +0.014 1,731 18,235 +66
Jan18 160912 3.337 3.339 3.329 3.337 +0.012 2,231 14,653 -214
Total Volume and Open Interest 495,212 1,048,913 -3,860
Brent Crude Oil(ICE)
Nov16 160912 47.81 48.63 46.90 48.32 +0.31 327,242 393,897 -31,449
Dec16 160912 48.25 49.08 47.37 48.81 +0.34 229,382 424,606 +1,510
Jan17 160912 48.65 49.55 47.84 49.29 +0.36 83,040 174,281 +11,476
Feb17 160912 49.09 49.99 48.29 49.75 +0.37 37,937 105,565 +6,594
Mar17 160912 49.40 50.44 48.74 50.19 +0.37 38,747 153,135 +7,660
Apr17 160912 49.89 50.84 49.16 50.60 +0.37 9,528 52,537 +169
May17 160912 50.19 51.21 49.55 50.98 +0.37 7,496 45,715 +150
Jun17 160912 50.63 51.55 49.89 51.34 +0.39 31,319 114,988 -1,549
Jul17 160912 50.49 51.79 50.23 51.67 +0.41 4,129 24,066 +985
Aug17 160912 51.94 51.94 51.94 51.94 +0.41 2,108 20,083 +230
Sep17 160912 52.10 52.27 51.75 52.16 +0.41 3,529 48,791 +700
Oct17 160912 51.80 52.37 51.80 52.37 +0.41 1,908 21,334 +109
Nov17 160912 53.04 53.04 52.57 52.57 +0.42 1,117 17,750 +551
Dec17 160912 52.05 52.91 51.32 52.74 +0.42 34,749 204,668 -2,728
Total Volume and Open Interest 827,086 2,100,504 -5,919
Gas Oil(ICE)
Sep16 160912 408.50 419.25 404.25 419.25 unch 31,534 31,686 -13,549
Oct16 160912 419.25 426.00 411.25 425.25 -2.25 99,212 152,182 -82
Nov16 160912 423.25 429.75 415.50 429.25 -2.25 54,733 83,980 +5,384
Dec16 160912 427.00 433.25 419.25 432.75 -2.50 43,865 141,872 +3,339
Jan17 160912 431.50 437.50 424.00 437.50 -2.50 15,016 50,948 -1,380
Feb17 160912 435.75 442.00 428.25 441.75 -2.25 8,100 33,143 -1,915
Mar17 160912 438.50 445.25 431.75 445.00 -2.25 7,175 36,335 +2,662
Apr17 160912 437.25 448.25 435.00 448.00 -2.25 1,863 18,072 +445
May17 160912 443.75 451.00 438.25 450.75 -2.25 1,063 14,573 -10
Jun17 160912 446.25 453.50 440.75 453.50 -2.25 2,902 48,502 +381
Total Volume and Open Interest 270,400 796,287 -4,854
Ethanol(CBOT)
Oct16 160912 1.492 1.535 1.477 1.520 +0.033 307 1,400 -178
Nov16 160912 1.449 1.473 1.449 1.470 +0.022 164 882 -99
Dec16 160912 1.410 1.435 1.410 1.435 +0.022 13 1,244 -9
Jan17 160912 1.402 1.419 1.402 1.419 +0.022 3 520 -1
Feb17 160912 1.420 1.420 1.420 1.420 +0.022 1 178 -1
Mar17 160912 1.434 1.434 1.434 1.434 +0.022 40 108 +40
Apr17 160912 1.451 1.451 1.451 1.451 +0.022 40 207 +40
May17 160912 1.444 1.451 1.444 1.451 +0.022      
Total Volume and Open Interest 568 4,545 -208
WTI Crude Oil(ICE)
Oct16 160912 45.63 46.51 44.72 46.29 +0.41 39,492 70,958 -735
Nov16 160912 46.02 47.05 45.32 46.84 +0.38 48,197 74,429 +3,027
Dec16 160912 46.76 47.62 45.94 47.44 +0.37 39,415 108,172 +1,419
Jan17 160912 46.91 48.20 46.56 48.05 +0.36 13,424 31,829 -549
Feb17 160912 47.50 48.77 47.18 48.65 +0.36 7,810 22,569 -58
Mar17 160912 47.88 49.30 47.68 49.19 +0.36 7,721 37,108 +2,082
Apr17 160912 48.33 49.74 48.14 49.64 +0.36 2,016 8,598 +571
May17 160912 48.70 50.02 48.51 50.01 +0.37 1,376 6,981 +123
Jun17 160912 49.50 50.40 48.80 50.31 +0.38 7,045 38,296 +1,032
Jul17 160912 50.55 50.55 50.55 50.55 +0.40 315 6,045 +0
Aug17 160912 50.75 50.75 50.75 50.75 +0.40 78 901 +6
Sep17 160912 50.93 50.93 50.93 50.93 +0.39 396 10,074 +44
Oct17 160912 51.12 51.12 51.12 51.12 +0.40 105 1,804 +3
Nov17 160912 51.30 51.30 51.30 51.30 +0.40 127 1,183 +38
Dec17 160912 50.18 51.49 50.18 51.49 +0.39 7,042 66,730 +1,055
Jan18 160912 51.63 51.63 51.63 51.63 +0.39 21 567 -15
Total Volume and Open Interest 176,283 535,227 +8,610
US Dollar Index(ICE)
Sep16 160912 95.315 95.450 94.925 95.088 -0.240 33,161 41,279 -209
Dec16 160912 95.260 95.385 94.860 94.997 -0.255 4,360 14,534 +1,004
Mar17 160912 95.115 95.305 94.825 94.952 -0.260 75 2,379 +7
Total Volume and Open Interest 37,611 58,406 +805
Australian Dollar(CME)
Sep16 160912 75.40 75.66 74.92 75.57 +0.09 118,084 104,498 -1,464
Dec16 160912 75.26 75.48 74.76 75.40 +0.09 5,616 7,881 +1,908
Mar17 160912 75.10 75.30 74.69 75.25 +0.08 54 74 +52
Total Volume and Open Interest 123,754 112,454 +496
British Pound(CME)
Sep16 160912 132.72 133.49 132.36 133.34 +0.61 88,489 222,007 -4,796
Dec16 160912 132.91 133.69 132.58 133.56 +0.61 15,162 34,890 +11,061
Mar17 160912 133.27 133.90 132.95 133.82 +0.60 29 660 +14
Total Volume and Open Interest 103,681 258,069 +6,279
Canadian Dollar(CME)
Sep16 160912 76.67 76.72 76.20 76.67 -0.09 70,088 110,859 -1,116
Dec16 160912 76.69 76.77 76.24 76.71 -0.10 6,114 13,007 +3,380
Mar17 160912 76.70 76.79 76.30 76.75 -0.11 179 492 -68
Jun17 160912 76.80 76.80 76.44 76.80 -0.11 3 228 +0
Total Volume and Open Interest 76,418 124,702 +2,229
Japanese Yen(CME)
Sep16 160912 97.50 98.48 97.42 98.22 +0.83 139,384 133,123 -10,023
Dec16 160912 97.89 98.87 97.82 98.62 +0.83 22,353 28,550 +12,547
Mar17 160912 98.63 99.20 98.30 99.03 +0.82 0 288 +0
Total Volume and Open Interest 161,749 162,094 +2,512
Swiss Franc(CME)
Sep16 160912 102.60 103.22 102.45 102.92 +0.35 25,604 38,439 -2,313
Dec16 160912 103.08 103.72 102.97 103.42 +0.34 1,255 4,146 +812
Mar17 160912 103.96 104.00 103.96 103.96 +0.34 0 10 +0
Total Volume and Open Interest 26,859 42,612 -1,501
EuroFX(CME)
Sep16 160912 112.38 112.73 112.13 112.45 +0.14 259,421 322,165 -12,430
Dec16 160912 112.79 113.16 112.55 112.87 +0.14 30,208 49,367 +8,712
Mar17 160912 113.18 113.57 113.05 113.32 +0.14 164 1,480 +19
Total Volume and Open Interest 289,799 373,768 -3,694
Mexican Peso(CME)
Sep16 160912 528.75 531.38 520.75 529.13 -1.63 80,646 115,655 +241
Oct16 160912 528.00 528.00 528.00 528.00 -1.50      
Total Volume and Open Interest 85,599 161,701 +2,503
Brazilian Real(CME)
Oct16 160912 299.40 306.50 299.35 305.75 +3.05 2,015 23,289 -237
Nov16 160912 303.45 303.45 299.70 303.45 +3.40 0 4 +0
Dec16 160912 296.00 300.65 295.65 300.65 +3.15 10 3,796 +2
Jan17 160912 298.30 298.30 298.30 298.30 +1.90      
Total Volume and Open Interest 2,025 27,089 -235
30-Year T-Bonds(CBOT)
Sep16 160912 168~200 168~210 167~280 168~110 -0~010 3,807 6,810 -584
Dec16 160912 166~160 167~050 166~100 166~250 -0~020 344,833 555,841 +415
Mar17 160912 165~210 165~210 165~210 165~210 -0~020      
Total Volume and Open Interest 348,640 562,651 -169
10-Year T-Notes(CBOT)
Sep16 160912 131~080 131~185 131~050 131~145 +0~045 23,808 83,738 -6,982
Dec16 160912 130~095 130~195 130~055 130~160 +0~045 1,255,997 2,782,293 -5,681
Mar17 160912 129~220 129~220 129~220 129~220 +0~045      
Total Volume and Open Interest 1,279,805 2,866,031 -12,663
5-Year T-Notes(CBOT)
Sep16 160912 121~024 121~084 121~002 121~066 +0~036 32,731 114,960 -12,390
Dec16 160912 121~004 121~076 120~306 121~060 +0~042 699,887 2,703,386 +25,695
Mar17 160912 120~282 120~282 120~282 120~282 +0~042      
Total Volume and Open Interest 732,618 2,818,346 +13,305
2 Year T-Notes(CBOT)
Sep16 160912 109~076 109~090 109~072 109~090 +0~014 4,852 31,089 -2,125
Dec16 160912 109~042 109~060 109~032 109~054 +0~016 247,793 985,203 -27,553
Mar17 160912 109~050 109~050 109~050 109~050 +0~016      
Total Volume and Open Interest 252,645 1,016,292 -29,678
Eurodollars(CME)
Sep16 160912 99.120 99.143 99.118 99.135 +0.018 384,509 1,046,998 -17,130
Dec16 160912 99.040 99.065 99.035 99.055 +0.020 387,546 1,488,878 -2,500
Mar17 160912 99.000 99.030 98.990 99.020 +0.025 242,004 1,117,165 +5,230
Jun17 160912 98.955 98.995 98.950 98.985 +0.030 207,610 977,493 -4,337
Sep17 160912 98.920 98.960 98.910 98.950 +0.030 188,482 871,603 +9,415
Dec17 160912 98.875 98.920 98.865 98.910 +0.035 200,181 1,367,955 +8,141
Mar18 160912 98.850 98.890 98.840 98.885 +0.035 148,004 642,240 -9,582
Jun18 160912 98.810 98.860 98.805 98.855 +0.040 138,353 505,600 -5,576
Sep18 160912 98.785 98.825 98.765 98.820 +0.040 114,418 477,498 +586
Dec18 160912 98.735 98.785 98.720 98.775 +0.040 113,242 612,899 +862
Mar19 160912 98.710 98.750 98.690 98.745 +0.040 88,556 432,169 +3,846
Jun19 160912 98.665 98.715 98.655 98.705 +0.035 82,328 333,613 +1,120
Sep19 160912 98.630 98.675 98.620 98.665 +0.035 74,560 264,914 +6,295
Dec19 160912 98.575 98.625 98.570 98.615 +0.030 65,052 281,066 +3,686
Mar20 160912 98.545 98.585 98.535 98.580 +0.030 39,026 154,554 +1,763
Jun20 160912 98.505 98.545 98.490 98.535 +0.025 30,876 108,376 +1,491
Sep20 160912 98.460 98.500 98.450 98.490 +0.020 25,568 83,341 +1,609
Dec20 160912 98.415 98.450 98.405 98.440 +0.015 25,489 104,932 +2,015
Total Volume and Open Interest 2,649,721 11,253,502 +15,931
Ultra T-Bond(CBOT)
Sep16 160912 182~25 183~10 182~03 182~22 +0~01 9,179 14,434 -3,703
Dec16 160912 181~16 182~20 181~10 181~30 +0~02 108,547 592,390 -1,850
Mar17 160912 180~30 180~30 180~30 180~30 +0~02      
Total Volume and Open Interest 117,726 606,824 -5,553
Ultra 10-Yr T-Note(CBOT)
Sep16 160912 143~175 143~260 143~115 143~225 +0~030 4,278 7,171 -1,836
Dec16 160912 143~010 143~110 142~275 143~070 +0~030 88,264 201,610 +4,222
Mar17 160912 143~070 143~070 143~070 143~070 +0~030      
Total Volume and Open Interest 92,542 208,781 +2,386
30 Day Federal Funds(CBOT)
Sep16 160912 99.580 99.592 99.580 99.590 +0.007 11,542 66,209 +95
Oct16 160912 99.550 99.575 99.550 99.570 +0.020 78,251 308,224 +2,030
Nov16 160912 99.545 99.560 99.535 99.555 +0.020 31,187 178,441 +3,693
Dec16 160912 99.490 99.505 99.480 99.495 +0.015 13,479 90,337 +1,988
Jan17 160912 99.445 99.460 99.435 99.450 +0.015 38,454 125,220 -2,309
Feb17 160912 99.430 99.445 99.420 99.435 +0.015 7,521 68,253 +1,362
Total Volume and Open Interest 199,100 1,019,746 +8,209
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 160912 99.99 99.99 99.99 99.99 unch      
Dec16 160912 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160912 99.99 99.99 99.99 99.99 unch      
Jun17 160912 99.99 99.99 99.99 99.99 unch      
Sep17 160912 99.99 99.99 99.99 99.99 unch      
Dec17 160912 99.99 99.99 99.99 99.99 unch      
Mar18 160912 100.00 100.00 100.00 100.00 unch      
Jun18 160912 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Dec16 160912 151.59 151.74 151.27 151.37 -0.23 11,747 11,608 +6,312
Mar17 160912 151.29 151.29 151.29 151.29 -0.23      
Jun17 160912 151.29 151.29 151.29 151.29 -0.23      
Total Volume and Open Interest 23,836 24,329 +4,107
Euro-Buxl(EUREX)
Dec16 160912 185.00 186.34 184.26 185.48 +0.02 80,212 179,345 -3,818
Mar17 160912 184.28 184.28 184.28 184.28 +0.02 1 5 +1
Jun17 160912 184.28 184.28 184.28 184.28 +0.02      
Total Volume and Open Interest 86,360 179,350  
Euro-Bund(EUREX)
Dec16 160912 163.50 163.69 163.04 163.35 -0.30 910,702 1,883,168 +131,482
Mar17 160912 165.90 166.04 165.60 165.70 -0.35 2,990 4,145 +2,555
Jun17 160912 165.70 165.70 165.70 165.70 -0.35      
Total Volume and Open Interest 941,855 1,887,313  
Euro-Bobl(EUREX)
Dec16 160912 131.44 131.53 131.36 131.44 -0.09 707,858 1,592,186 +43,703
Mar17 160912 133.27 133.27 133.19 133.22 -0.09      
Jun17 160912 133.22 133.22 133.22 133.22 -0.09      
Total Volume and Open Interest 742,368 1,592,186  
Euro-Schatz(EUREX)
Dec16 160912 112.00 112.03 111.98 112.01 unch 391,882 1,281,043 +28,327
Mar17 160912 112.01 112.01 112.01 112.01 unch      
Jun17 160912 112.01 112.01 112.01 112.01 unch      
Total Volume and Open Interest 397,675 1,281,043  
3-Mth Euribor(EUREX)
Sep16 160912 100.305 100.305 100.305 100.305 unch 25 3,718 -129
Dec16 160912 100.320 100.325 100.320 100.325 unch 37 2,925 +25
Mar17 160912 100.330 100.335 100.330 100.335 -0.005 29 3,235 +25
Total Volume and Open Interest 265 77,098 +38
Long Gilt(LIFFE)
Sep16 160912 129~24 130~06 129~24 130~04 +0~01 171 24,722 -159
Dec16 160912 128~22 129~03 128~16 129~00 +0~00 203,506 475,946 -9,653
Total Volume and Open Interest 203,677 500,668 -9,812
3-Mth Short Sterling(LIFFE)
Sep16 160912 99.62 99.63 99.62 99.63 +0.00 30,935 330,071 +6,390
Dec16 160912 99.67 99.68 99.67 99.68 +0.01 64,402 534,387 -9,164
Mar17 160912 99.69 99.71 99.69 99.70 +0.01 67,384 321,978 -6,309
Jun17 160912 99.69 99.71 99.69 99.71 +0.01 65,758 329,486 -1,828
Sep17 160912 99.70 99.71 99.69 99.71 +0.01 56,763 285,593 +1,666
Dec17 160912 99.69 99.71 99.69 99.70 +0.01 58,651 369,656 +12,553
Total Volume and Open Interest 783,706 3,130,087 -5,004
3-Mth Euribor(LIFFE)
Sep16 160912 100.305 100.305 100.300 100.300 unch 150,352 331,449 -1,960
Dec16 160912 100.330 100.330 100.315 100.320 -0.005 138,781 416,621 -5,522
Mar17 160912 100.340 100.340 100.330 100.330 -0.010 67,135 367,782 -5,405
Total Volume and Open Interest 864,465 3,158,492 -18,253
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 160912 98.28 98.29 98.27 98.28 -0.01 23,893 211,397 -2,507
Mar17 160912 98.34 98.34 98.31 98.32 -0.02 25,475 161,734 -8,816
Jun17 160912 98.38 98.38 98.34 98.35 -0.03 17,390 152,581 +4,477
Sep17 160912 98.38 98.39 98.35 98.37 -0.02 13,597 111,549 +1,624
Dec17 160912 98.39 98.39 98.35 98.37 -0.02 12,439 95,649 +5,303
Mar18 160912 98.38 98.38 98.34 98.36 -0.02 6,880 66,654 -213
Jun18 160912 98.37 98.37 98.33 98.34 -0.03 3,550 49,523 +1,151
Sep18 160912 98.35 98.35 98.30 98.32 -0.03 3,658 12,981 +2,559
Dec18 160912 98.31 98.31 98.28 98.29 -0.03 227 4,929 +215
Total Volume and Open Interest 114,947 871,072 -22,899
10-Year Aus T-Bonds(SFE)
Sep16 160912 98.02 98.03 97.92 97.93 -0.09 104,000 811,365 -17,864
Dec16 160912 98.04 98.04 97.94 97.95 -0.09 12,491 29,523 +9,765
Total Volume and Open Interest 116,491 840,888 -8,099
3-Year Aus T-Bonds(SFE)
Sep16 160912 98.47 98.49 98.40 98.42 -0.06 123,547 790,528 -36,568
Dec16 160912 98.56 98.56 98.47 98.50 -0.06 11,459 51,132 +8,630
Total Volume and Open Interest 135,006 841,660 -27,938
Gold(CMX)
Oct16 160912 1327.7 1329.8 1319.2 1321.6 -9.1 4,415 43,613 -667
Dec16 160912 1332.0 1333.8 1323.3 1325.6 -8.9 182,893 445,611 -4,938
Feb17 160912 1335.1 1337.0 1327.1 1329.1 -8.8 1,843 44,346 +137
Apr17 160912 1337.7 1338.6 1331.4 1331.9 -8.9 631 9,957 -1
Jun17 160912 1341.0 1341.5 1332.7 1334.5 -8.8 977 17,482 +134
Aug17 160912 1337.8 1341.0 1337.2 1337.2 -8.7 321 7,532 +12
Oct17 160912 1343.5 1343.5 1339.6 1339.6 -8.7 143 1,823 +39
Dec17 160912 1344.2 1348.5 1341.9 1341.9 -8.7 527 12,985 +16
Feb18 160912 1344.2 1344.2 1344.2 1344.2 -8.7 0 135 +0
Apr18 160912 1346.5 1346.5 1346.5 1346.5 -8.7 0 3 +0
Jun18 160912 1348.8 1348.8 1348.8 1348.8 -8.7 0 4,176 +0
Total Volume and Open Interest 191,886 593,221 -5,245
Silver(CMX)
Sep16 160912 1903.5 1903.5 1871.5 1891.5 -36.7 237 1,340 -128
Dec16 160912 1920.5 1924.5 1876.5 1900.0 -36.8 51,477 172,584 -750
Mar17 160912 1930.5 1935.0 1890.5 1910.5 -37.0 1,578 14,322 -17
May17 160912 1920.0 1933.5 1906.0 1917.2 -37.1 150 1,076 +24
Jul17 160912 1920.0 1926.0 1920.0 1923.5 -37.2 38 2,588 +1
Sep17 160912 1929.8 1929.8 1929.0 1929.8 -37.2 2 495 -2
Dec17 160912 1956.0 1956.0 1937.5 1938.5 -37.2 225 2,422 +125
Total Volume and Open Interest 54,299 198,631 -701
Platinum(NYMEX)
Oct16 160912 1065.1 1069.3 1039.1 1042.9 -24.6 12,199 58,799 -2,422
Jan17 160912 1068.4 1071.8 1043.4 1046.4 -24.5 2,592 16,075 +1,627
Apr17 160912 1065.2 1065.2 1049.3 1049.3 -24.6 521 1,827 +253
Jul17 160912 1051.7 1051.7 1051.7 1051.7 -24.6 0 24 +0
Total Volume and Open Interest 15,312 76,726 -612
Palladium(NYMEX)
Sep16 160912 678.75 678.75 656.70 656.70 -22.75 5 26 -4
Dec16 160912 674.35 677.50 653.10 656.70 -22.75 2,715 24,881 -213
Mar17 160912 677.40 677.40 657.90 658.55 -22.65 27 118 +5
Total Volume and Open Interest 2,750 25,068 -212
Copper(CMX)
Sep16 160912 208.00 210.30 206.10 209.60 +0.75 429 1,963 -148
Dec16 160912 209.20 211.00 206.40 210.00 +0.75 47,197 152,846 +109
Mar17 160912 209.55 211.65 207.50 210.75 +0.75 4,093 31,216 -260
May17 160912 208.30 212.15 207.90 211.35 +0.75 1,048 5,581 -215
Jul17 160912 210.30 211.90 210.20 211.90 +0.75 108 1,284 +49
Total Volume and Open Interest 53,222 203,418 -387
E-mini DJIA Index(CBOT)
Sep16 160912 18027 18351 17897 18321 +280 149,567 128,639 -14,471
Dec16 160912 17946 18278 17822 18246 +279 24,759 17,841 +13,687
Mar17 160912 17907 18188 17798 18177 +279 1 404 +0
Jun17 160912 18101 18101 17785 18101 +279 0 3 +0
Total Volume and Open Interest 174,327 146,887 -784
S & P 500(CME)
Sep16 160912 2117.50 2161.00 2117.50 2158.60 +35.90 23,308 99,878 -1,293
Dec16 160912 2112.00 2155.50 2100.30 2151.90 +35.90 20,956 28,270 +16,143
Mar17 160912 2145.80 2147.90 2108.90 2145.80 +35.90 0 60 +0
Jun17 160912 2140.10 2142.20 2103.20 2140.10 +35.90 0 60 +0
Total Volume and Open Interest 44,264 128,268 +14,850
S & P 500 E-Mini(Globex)
Sep16 160912 2121.75 2162.75 2107.00 2158.50 +35.75 2,105,651 2,496,107 -396,442
Dec16 160912 2115.25 2156.00 2100.25 2152.00 +36.00 866,144 826,592 +497,078
Mar17 160912 2108.75 2149.50 2094.00 2145.75 +35.75 129 959 +53
Jun17 160912 2125.00 2140.00 2093.75 2140.00 +35.75 11 475 +4
Total Volume and Open Interest 2,971,944 3,324,139 +100,696
NASDAQ 100 E-Mini(Globex)
Sep16 160912 4671.00 4772.00 4629.00 4766.80 +95.80 251,333 249,993 -45,579
Dec16 160912 4661.30 4768.80 4625.30 4763.80 +96.00 77,851 60,860 +43,522
Mar17 160912 4650.50 4762.80 4630.50 4757.80 +96.00 39 65 -12
Total Volume and Open Interest 329,223 310,925 -2,069
S&P Midcap 400(CME) e-Mini
Sep16 160912 1525.50 1547.40 1512.40 1545.80 +18.30 26,734 64,056 -13,527
Dec16 160912 1521.70 1544.10 1508.50 1542.60 +19.10 17,236 21,788 +14,787
Mar17 160912 1543.10 1543.10 1543.10 1543.10 +19.10      
Total Volume and Open Interest 43,970 85,844 +1,260
Volatility Index(CBOE)
Sep16 160912 16.55 17.37 14.95 15.33 -1.15 62,372 222,366 +0
Oct16 160912 18.10 18.55 16.58 16.93 -0.95 52,704 172,163 +0
Nov16 160912 18.80 19.25 17.75 17.98 -0.82 13,251 56,301 +0
Dec16 160912 19.10 19.40 18.30 18.48 -0.60 6,612 45,063 +0
Total Volume and Open Interest 141,042 548,199 +0
Russell 2000(ICE)
Sep16 160912 1212.80 1236.80 1203.00 1236.50 +22.00 122,226 283,901 -46,090
Dec16 160912 1207.70 1232.60 1198.60 1232.20 +22.10 78,106 70,388 +57,400
Mar17 160912 1228.70 1228.70 1228.70 1228.70 +22.10 1 251 +1
Total Volume and Open Interest 200,333 354,710 +11,311
Nikkei 225(CME)
Dec16 160912 16735 16770 16475 16735 unch 13,183 32,687 +1,987
Mar17 160912 16730 16740 16535 16730 unch 0 12 +0
Total Volume and Open Interest 13,183 32,699 -21,908
Nikkei 225(SGX)
Sep16 160908 16990 17025 16830 16945 -30 125,064 187,683 -33,341
Dec16 160912 16835 16860 16455 16545 -305 84,949 149,996 +25,673
Mar17 160912 16590 16600 16405 16510 -285 0 5 +0
Total Volume and Open Interest 191,411 260,198 -25,597
Nikkei 225(CME) Yen
Sep16 160908 16990 17005 16830 16990 +20 87,426 48,721 -20,945
Dec16 160912 16645 16680 16390 16655 +5 48,511 48,415 +5,842
Mar17 160912 16575 16605 16345 16600 +5      
Total Volume and Open Interest 48,511 48,415 -27,662
Nikkei 225(CME) e-Mini Yen
Sep16 160908 16990 16990 16860 16990 +20 0 12 +0
Dec16 160912 16570 16650 16400 16650 unch      
Mar17 160912 16600 16600 16600 16600 unch      
Total Volume and Open Interest      
CAC 40(EURONEXT)
Sep16 160912 4426.0 4488.5 4385.0 4439.5 -52.0 111,884 292,813 +4,537
Oct16 160912 4411.5 4475.5 4377.5 4428.0 -52.0 419 4,851 -44
Nov16 160912 4382.5 4470.0 4382.5 4424.5 -52.0 4 348 +4
Dec16 160912 4405.5 4457.5 4369.5 4419.0 -51.5 2,441 3,736 +2,261
Total Volume and Open Interest 114,748 301,809 +6,758
Hang Seng Index(HKFE)
Sep16 160912 24080 24102 23284 23290 -794 83,568 136,103 +433
Oct16 160912 24078 24083 23281 23281 -794 582 3,922 +380
Total Volume and Open Interest 84,658 149,114 +900
DAX(EUREX)
Sep16 160912 10390.0 10547.0 10320.0 10422.5 -145.0 117,412 170,871 +14,003
Dec16 160912 10375.5 10535.5 10309.0 10412.5 -145.0 7,000 15,690 +5,676
Mar17 160912 10319.0 10517.0 10319.0 10407.0 -143.5 56 453 +32
Total Volume and Open Interest 124,468 187,014 +19,711
Mini-DAX(EUREX)
Sep16 160912 10390.0 10544.0 10321.0 10422.5 -145.0 37,180 12,234 +764
Dec16 160912 10395.0 10526.0 10311.0 10412.5 -145.0 299 732 +57
Mar17 160912 10359.0 10508.0 10342.0 10407.0 -143.5 16 144 +6
Total Volume and Open Interest 37,495 13,110 +827
FT-SE 100(EURONEXT)
Sep16 160912 6707.50 6766.50 6655.00 6702.50 -73.50 213,577 638,185 -36,288
Dec16 160912 6696.50 6726.50 6614.50 6663.00 -72.50 93,390 73,390 +29,695
Mar17 160912 6599.00 6599.00 6599.00 6599.00 -72.50      
Total Volume and Open Interest 306,967 711,575 -6,593
SPI 200(SFE)
Sep16 160912 5322.0 5331.0 5199.0 5201.0 -124.0 35,596 296,529 -2,397
Dec16 160912 5311.0 5311.0 5183.0 5185.0 -124.0 3,009 5,528 +2,034
Mar17 160912 5136.0 5136.0 5136.0 5136.0 -124.0 0 1,438 +0
Total Volume and Open Interest 38,617 305,833 -363
FTSE MIB(ISE)
Sep16 160912 16885.00 16910.00 16660.00 16840.00 -317.00 39,340 42,660 +1,978
Dec16 160912 16755.00 16775.00 16540.00 16713.00 -317.00 2,309 2,983 +1,276
Mar17 160912 16661.00 16661.00 16661.00 16661.00 -339.00      
Total Volume and Open Interest 41,649 45,643 +3,254
KOSPI 200(KFE)
Dec16 160912 257.85 258.25 251.15 251.70 -6.30 49,385 131,323 +13,599
Mar17 160912 255.25 255.25 248.55 248.85 -6.50 34 2,448 +326
Jun17 160912 253.50 253.50 253.40 253.40 -2.65 6 773 +5
Total Volume and Open Interest 186,835 137,322 -54,417
GSCI(CME)
Sep16 160912 353.80 357.15 349.65 355.80 +2.25 1,710 9,724 -1,680
Oct16 160912 352.85 358.85 351.45 357.50 +1.75 1,678 3,238 +1,678
Nov16 160912 360.75 360.75 360.75 360.75 +1.75      
Total Volume and Open Interest 3,388 12,962 -2
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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