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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue September 13, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep16 160913 982.50 982.50 968.25 968.25 -16.25 942 796 -638
Nov16 160913 965.00 971.00 942.50 944.00 -20.25 75,915 357,874 -1,330
Jan17 160913 969.25 975.25 947.25 949.00 -19.75 16,470 84,500 +1,623
Mar17 160913 971.75 978.25 951.50 952.75 -18.75 9,982 71,435 +1,156
May17 160913 981.75 981.75 957.50 958.50 -17.50 5,283 41,194 +789
Jul17 160913 981.50 986.75 963.25 964.25 -16.25 5,508 42,377 +1,169
Aug17 160913 975.50 981.00 961.75 961.75 -14.50 90 1,214 -5
Sep17 160913 960.00 960.00 945.00 945.00 -12.50 42 692 +4
Nov17 160913 941.50 948.00 930.00 930.75 -11.50 1,465 27,640 +227
Jan18 160913 937.50 937.50 933.00 933.00 -11.50 60 717 +9
Mar18 160913 933.25 933.25 933.25 933.25 -11.50 2 166 +2
May18 160913 935.00 935.00 935.00 935.00 -11.50 0 72 +0
Jul18 160913 938.25 938.25 938.25 938.25 -11.50 0 132 +0
Aug18 160913 935.00 935.00 935.00 935.00 -11.50 0 17 +0
Total Volume and Open Interest 115,764 629,088 +3,010
Soybean Meal(CBOT)
Sep16 160913 314.50 314.90 309.10 310.40 -7.90 732 1,338 -489
Oct16 160913 313.60 314.50 305.80 307.30 -6.20 12,995 43,889 -362
Dec16 160913 312.40 313.20 304.60 306.10 -5.80 33,361 165,481 +477
Jan17 160913 311.10 312.40 304.70 306.00 -5.20 6,779 36,159 +178
Mar17 160913 310.30 311.30 305.00 305.40 -5.00 5,468 39,175 +1,241
May17 160913 310.40 311.60 305.70 305.90 -4.50 3,211 25,737 +517
Jul17 160913 311.10 312.30 307.00 307.40 -4.10 2,781 27,016 +422
Aug17 160913 309.20 311.50 306.60 307.10 -3.80 577 2,693 -81
Sep17 160913 307.80 310.20 305.60 306.10 -3.60 343 3,551 +97
Oct17 160913 303.80 305.60 301.10 301.90 -3.50 220 3,434 +52
Total Volume and Open Interest 67,015 361,195 +2,145
Soybean Oil(CBOT)
Sep16 160913 32.25 32.25 31.55 31.55 -0.76 237 311 -133
Oct16 160913 32.38 32.69 31.59 31.60 -0.78 6,685 52,317 +626
Dec16 160913 32.65 32.97 31.82 31.85 -0.79 37,693 207,538 -391
Jan17 160913 32.87 33.18 32.05 32.08 -0.79 11,377 41,485 -969
Mar17 160913 33.18 33.42 32.31 32.34 -0.77 7,613 38,702 +1,325
May17 160913 33.39 33.63 32.54 32.57 -0.75 2,410 27,954 +363
Jul17 160913 33.50 33.79 32.73 32.75 -0.75 2,283 14,877 +244
Aug17 160913 33.50 33.75 32.74 32.76 -0.74 49 3,172 +1
Sep17 160913 33.43 33.43 32.68 32.73 -0.70 63 2,803 -11
Oct17 160913 33.15 33.15 32.49 32.53 -0.62 52 2,261 +8
Total Volume and Open Interest 69,039 399,313 +1,252
Canola(WCE)
Nov16 160913 459.6 460.9 455.2 456.5 -2.6 18,600 135,381 +3,990
Jan17 160913 465.7 467.2 462.0 462.5 -2.8 2,220 28,914 +797
Mar17 160913 472.0 472.0 466.5 467.0 -3.2 381 10,226 +27
May17 160913 475.2 476.5 470.8 471.3 -3.9 163 5,067 -8
Jul17 160913 478.5 479.3 473.4 473.9 -4.7 214 8,241 +84
Total Volume and Open Interest 21,830 194,029 +5,031
Corn(CBOT)
Sep16 160913 329.25 330.00 319.25 319.25 -10.00 780 1,432 -468
Dec16 160913 339.25 341.50 329.50 330.00 -9.50 146,593 767,513 -19,505
Mar17 160913 350.00 351.75 340.00 340.75 -9.25 39,709 229,274 +4,213
May17 160913 356.75 359.00 347.25 348.00 -9.50 12,091 57,964 +935
Jul17 160913 363.75 365.25 354.25 354.50 -9.50 9,372 111,870 +284
Sep17 160913 370.50 371.50 361.25 361.50 -9.25 2,197 41,317 +187
Dec17 160913 380.00 381.75 371.50 372.00 -8.75 6,350 71,343 +440
Mar18 160913 389.75 391.50 382.00 382.50 -8.50 113 4,729 -9
May18 160913 390.00 391.25 388.25 388.25 -8.25 52 763 +12
Jul18 160913 399.75 399.75 391.50 391.50 -8.25 44 1,320 +19
Total Volume and Open Interest 217,599 1,291,810 -13,844
Wheat(CBOT)
Sep16 160913 383.00 383.50 374.75 374.75 -8.50 36 34 -34
Dec16 160913 409.25 411.00 399.00 401.00 -8.25 49,098 313,711 +2,227
Mar17 160913 429.75 431.25 419.75 421.75 -8.25 10,592 87,874 +822
May17 160913 445.75 445.75 434.75 436.50 -8.25 2,939 19,705 +676
Jul17 160913 455.00 455.75 444.50 446.50 -8.50 2,145 29,727 +336
Sep17 160913 466.00 466.00 459.00 460.00 -8.50 116 3,307 -18
Total Volume and Open Interest 65,182 461,970 +3,941
Wheat(KCBT)
Sep16 160913 396.75 397.50 392.25 392.25 -7.50 29 76 -242
Dec16 160913 423.50 424.25 413.50 415.75 -8.00 17,353 145,823 -530
Mar17 160913 438.25 440.00 429.75 431.75 -7.75 4,167 45,618 -121
May17 160913 450.25 450.50 440.25 442.25 -7.75 1,631 15,703 +78
Jul17 160913 460.00 460.00 450.25 452.25 -7.50 1,645 20,510 +460
Sep17 160913 474.25 474.50 465.50 467.00 -7.25 78 2,700 +18
Dec17 160913 490.50 492.25 486.50 488.00 -6.75 104 2,099 +5
Total Volume and Open Interest 25,007 232,800 -332
Wheat(MGE)
Sep16 160913 491.75 501.25 491.75 491.75 -8.00 1 17 -1
Dec16 160913 498.00 498.75 490.25 493.25 -5.75 4,515 29,772 -306
Mar17 160913 509.00 509.00 501.75 504.00 -5.75 763 15,314 +109
May17 160913 515.75 515.75 510.25 513.50 -5.25 254 7,026 +38
Jul17 160913 523.00 523.00 521.00 523.00 -5.50 48 3,386 -6
Sep17 160913 534.50 534.50 533.00 533.25 -5.50 18 2,973 +0
Total Volume and Open Interest 5,603 60,520 -165
Oats(CBOT)
Sep16 160913 163.25 168.75 163.25 163.75 +1.75 24 14 +0
Dec16 160913 175.00 177.00 171.00 173.75 -1.00 325 8,989 +11
Mar17 160913 186.00 187.00 184.00 186.75 -1.00 123 1,732 +59
May17 160913 193.00 193.00 193.00 193.00 -1.00 13 44 +8
Total Volume and Open Interest 485 10,802 +78
Rough Rice(CBOT)
Sep16 160913 9.55 9.55 9.38 9.38 -0.13 0 737 +0
Nov16 160913 9.73 9.81 9.54 9.61 -0.13 339 9,719 +71
Jan17 160913 9.96 10.06 9.82 9.86 -0.14 120 996 +39
Mar17 160913 10.10 10.10 10.10 10.10 -0.13 5 72 -5
Total Volume and Open Interest 464 11,526 +105
Live Cattle(CME)
Oct16 160913 105.785 105.830 104.385 104.680 -1.020 35,837 97,751 -7,291
Dec16 160913 106.730 106.730 105.230 105.830 -0.900 30,529 82,207 -654
Feb17 160913 106.785 106.800 105.330 105.980 -0.820 13,852 40,096 +1,707
Apr17 160913 105.635 105.700 104.285 104.950 -0.750 8,155 26,443 +2,233
Jun17 160913 99.385 99.385 97.930 98.635 -0.795 2,368 9,630 +59
Aug17 160913 97.850 97.850 96.500 97.300 -0.550 623 5,962 +122
Total Volume and Open Interest 91,424 262,576 -3,773
Feeder Cattle(CME)
Sep16 160913 134.630 134.785 132.380 133.380 -1.555 1,953 4,137 -656
Oct16 160913 131.950 132.250 129.600 130.550 -1.750 7,424 17,654 -786
Nov16 160913 129.700 129.785 127.230 128.500 -1.380 3,928 10,359 +600
Jan17 160913 125.450 125.750 123.330 124.750 -1.150 2,087 4,406 -86
Mar17 160913 124.200 124.350 122.180 123.300 -1.250 1,201 3,321 +349
Apr17 160913 122.600 123.535 122.230 123.180 -1.170 159 583 -6
May17 160913 123.900 123.900 121.800 123.000 -1.535 86 403 +13
Total Volume and Open Interest 16,851 40,926 -559
Lean Hogs(CME)
Oct16 160913 59.550 59.550 56.580 56.750 -2.680 23,418 68,006 -5,069
Dec16 160913 53.330 53.330 50.300 50.550 -2.485 19,911 77,458 +4,806
Feb17 160913 57.580 57.580 54.785 54.800 -2.985 4,279 32,561 +689
Apr17 160913 63.300 63.300 60.380 60.380 -3.000 1,093 21,336 -18
May17 160913 68.450 68.450 67.750 67.750 -2.250 6 361 +1
Jun17 160913 73.500 73.500 70.950 71.135 -2.795 484 5,341 +52
Jul17 160913 72.900 72.900 70.635 70.635 -2.865 70 812 +31
Aug17 160913 72.650 72.650 70.285 70.285 -2.965 20 415 +10
Total Volume and Open Interest 49,285 206,579 +502
Class III Milk(CME)
Sep16 160913 16.42 16.48 16.39 16.47 +0.04 232 5,214 -11
Oct16 160913 16.41 16.54 16.25 16.50 +0.07 254 4,938 -18
Nov16 160913 16.28 16.52 16.18 16.45 +0.10 126 4,183 -26
Dec16 160913 16.00 16.19 15.95 16.11 +0.06 45 3,448 -9
Jan17 160913 15.90 15.91 15.87 15.87 -0.03 9 1,806 +4
Feb17 160913 16.00 16.00 15.93 15.93 -0.02 8 1,810 +6
Mar17 160913 15.96 16.03 15.96 15.99 -0.04 12 1,669 +6
Apr17 160913 16.09 16.15 16.09 16.11 -0.01 2 1,487 +0
May17 160913 16.18 16.26 16.18 16.23 -0.01 2 1,330 +2
Jun17 160913 16.35 16.46 16.35 16.46 +0.04 2 1,229 +1
Jul17 160913 16.65 16.65 16.56 16.57 -0.08 4 719 +0
Aug17 160913 16.77 16.77 16.65 16.65 -0.12 24 634 +0
Sep17 160913 16.85 16.85 16.69 16.69 -0.16 6 571 +6
Total Volume and Open Interest 746 30,386 -38
Cocoa(ICE)
Sep16 160913 2822 2823 2813 2822 -8 6 197 +161
Dec16 160913 2778 2808 2748 2782 -8 44,715 107,405 +3,108
Mar17 160913 2764 2782 2725 2761 -14 23,930 68,762 +1,135
May17 160913 2762 2779 2726 2762 -16 8,317 15,764 +2,013
Jul17 160913 2766 2777 2729 2764 -16 2,991 5,551 +771
Sep17 160913 2764 2766 2730 2765 -16 1,715 4,570 +199
Dec17 160913 2758 2762 2730 2762 -16 658 1,723 +168
Total Volume and Open Interest 82,390 207,809 +7,507
Coffee "C"(ICE)
Sep16 160913 149.30 149.30 147.35 147.35 -2.35 10 128 -6
Dec16 160913 151.75 153.00 148.15 148.40 -2.50 18,344 105,005 -484
Mar17 160913 155.10 156.25 151.45 151.60 -2.50 3,323 39,462 -468
May17 160913 157.25 158.10 153.35 153.45 -2.55 1,076 17,581 +327
Jul17 160913 159.60 159.80 155.15 155.20 -2.55 596 5,024 +21
Sep17 160913 159.95 159.95 156.55 156.55 -2.55 98 3,805 +28
Total Volume and Open Interest 23,543 178,807 -553
Orange Juice(ICE)
Nov16 160913 192.65 198.50 190.05 197.20 +4.70 1,223 13,816 +161
Jan17 160913 189.30 195.85 189.15 194.65 +4.25 59 1,627 -4
Mar17 160913 191.00 193.40 190.80 192.50 +4.40 24 417 +6
May17 160913 189.80 191.10 188.00 190.45 +4.75 5 116 +3
Jul17 160913 188.80 189.95 188.80 189.95 +5.55      
Sep17 160913 189.45 189.45 189.45 189.45 +5.55      
Total Volume and Open Interest 1,372 16,182 +113
Sugar #11(ICE)
Oct16 160913 20.23 20.58 20.20 20.43 +0.19 122,932 258,051 -51,549
Mar17 160913 20.84 21.06 20.77 20.96 +0.11 101,062 371,373 +32,525
May17 160913 20.41 20.55 20.30 20.47 +0.06 14,782 104,888 +3,409
Jul17 160913 19.88 19.99 19.72 19.92 +0.01 6,866 63,501 +1,044
Oct17 160913 19.52 19.67 19.38 19.57 -0.04 7,883 49,959 +3,549
Mar18 160913 19.39 19.42 19.21 19.33 -0.08 845 20,931 +399
May18 160913 18.78 18.78 18.58 18.70 -0.12 238 6,758 +58
Jul18 160913 18.28 18.28 18.08 18.19 -0.15 93 5,036 +44
Total Volume and Open Interest 254,824 887,195 -10,412
London Cocoa(LCE)
Sep16 160913 2202 2215 2194 2215 +8 7,808 19,675 -1,930
Dec16 160913 2195 2223 2189 2220 +18 24,815 101,481 +3,413
Mar17 160913 2158 2167 2143 2164 +6 17,274 65,379 +6,227
May17 160913 2151 2162 2139 2159 +5 8,695 34,539 +1,055
Jul17 160913 2149 2162 2142 2160 +4 4,634 8,653 +2,198
Sep17 160913 2137 2154 2132 2152 +4 2,058 10,921 +1,098
Dec17 160913 2122 2136 2118 2136 +3 1,085 5,595 +949
Total Volume and Open Interest 66,369 246,244 +13,010
London Sugar(LCE)
Dec16 160913 548.00 558.40 547.80 557.40 +7.60 8,865 28,635 +2,878
Mar17 160913 551.50 559.90 551.10 559.00 +5.50 3,381 20,588 +288
May17 160913 544.60 550.90 544.50 550.00 +3.60 400 10,839 -7
Aug17 160913 536.40 538.50 533.50 537.70 +1.90 188 5,113 +37
Oct17 160913 520.00 521.60 517.80 520.10 +0.60 17 3,547 +9
Total Volume and Open Interest 22,770 87,379 +847
Cotton(ICE)
Oct16 160913 67.25 67.28 66.47 67.20 +0.23 19 170 -1
Dec16 160913 66.69 67.82 66.44 66.90 +0.21 12,859 154,773 -745
Mar17 160913 67.05 68.04 66.84 67.11 +0.11 3,645 49,559 -946
May17 160913 68.16 68.36 67.14 67.42 +0.13 725 7,178 +123
Jul17 160913 68.48 68.54 67.30 67.53 +0.09 439 6,985 +43
Oct17 160913 67.30 67.30 67.30 67.30 +0.01      
Total Volume and Open Interest 18,361 231,041 -1,895
Lumber(CME)
Sep16 160913 310.8 310.8 307.1 310.0 +1.6 53 114 -46
Nov16 160913 311.4 313.2 307.1 307.8 -3.6 247 2,741 -40
Jan17 160913 321.3 322.7 318.7 319.0 -3.5 11 343 +6
Mar17 160913 326.8 328.9 326.8 327.7 -2.2 2 82 +0
Total Volume and Open Interest 313 3,311 -80
Crude Oil(NYM)
Oct16 160913 46.06 46.13 44.77 44.90 -1.39 688,191 287,665 -78,886
Nov16 160913 46.66 46.69 45.36 45.48 -1.36 290,787 373,759 +23,862
Dec16 160913 47.20 47.27 46.00 46.12 -1.32 101,382 287,538 +4,041
Jan17 160913 47.64 47.73 46.65 46.76 -1.29 37,689 125,520 -2,662
Feb17 160913 48.35 48.35 47.30 47.40 -1.25 21,029 64,143 +1,021
Mar17 160913 48.77 48.77 47.85 47.97 -1.22 25,211 115,647 +4,648
Apr17 160913 49.34 49.34 48.41 48.45 -1.19 8,829 37,119 -1,093
May17 160913 49.41 49.41 48.81 48.85 -1.16 9,766 29,835 -282
Jun17 160913 49.90 49.92 49.06 49.19 -1.12 19,467 108,944 +1,941
Jul17 160913 49.55 49.81 49.40 49.47 -1.08 2,029 21,455 +5
Aug17 160913 49.90 49.90 49.69 49.71 -1.04 1,734 17,620 +590
Sep17 160913 50.02 50.02 49.93 49.93 -1.00 3,869 38,752 +864
Oct17 160913 50.15 50.15 49.51 50.15 -0.97 1,376 16,445 +74
Nov17 160913 50.36 51.25 50.36 50.36 -0.94 1,181 15,320 +239
Dec17 160913 51.23 51.28 50.42 50.59 -0.90 18,049 155,070 +411
Jan18 160913 50.76 50.76 50.76 50.76 -0.87 798 15,601 -20
Total Volume and Open Interest 1,236,748 1,844,384 -44,153
e-miNY Crude Oil(NYM)
Oct16 160913 46.075 46.125 44.750 44.900 -1.400 11,544 3,102 +407
Nov16 160913 46.700 46.700 45.375 45.475 -1.375 682 1,019 +232
Dec16 160913 47.125 47.200 46.000 46.125 -1.325 156 379 -6
Jan17 160913 47.400 47.500 46.725 46.750 -1.300 70 60 -20
Feb17 160913 47.400 47.400 47.375 47.400 -1.250 7 71 +3
Mar17 160913 47.975 47.975 47.950 47.975 -1.225 6 135 +6
Apr17 160913 48.950 48.950 48.450 48.450 -1.200 2 108 +2
May17 160913 48.850 48.850 48.850 48.850 -1.150 0 78 +0
Jun17 160913 49.200 49.200 49.125 49.200 -1.100 0 15 +0
Jul17 160913 49.475 49.475 49.475 49.475 -1.075 1 73 +0
Total Volume and Open Interest 12,480 5,384 +613
NY Harbor ULSD(NYM)
Oct16 160913 143.70 145.00 141.48 142.29 -1.86 66,414 66,393 -5,581
Nov16 160913 145.68 146.68 143.43 144.10 -2.09 44,104 85,676 +2,922
Dec16 160913 147.80 148.38 145.38 146.01 -2.24 26,867 63,200 +195
Jan17 160913 149.30 150.25 147.44 148.03 -2.29 12,290 37,281 -5
Feb17 160913 149.59 151.14 148.90 149.49 -2.31 4,722 18,188 +666
Mar17 160913 151.19 152.02 149.65 150.26 -2.27 5,165 24,130 +837
Apr17 160913 152.00 152.00 149.78 150.24 -2.22 1,892 10,472 +443
May17 160913 151.17 151.17 150.37 150.48 -2.25 615 8,308 +213
Jun17 160913 151.47 152.75 150.28 150.83 -2.28 1,259 24,800 +141
Jul17 160913 153.15 153.15 151.60 151.68 -2.28 142 2,864 +79
Aug17 160913 153.43 153.45 152.72 152.72 -2.24 53 1,709 +17
Sep17 160913 154.08 154.08 153.91 153.91 -2.19 58 2,506 +15
Oct17 160913 155.25 155.25 155.10 155.10 -2.18 38 2,051 +5
Nov17 160913 156.22 156.22 156.22 156.22 -2.18 38 1,700 +6
Total Volume and Open Interest 164,635 380,766 +445
RBOB Gasoline(NYM)
Oct16 160913 138.67 141.28 135.73 137.65 -1.34 72,674 104,029 -9,783
Nov16 160913 136.69 137.78 133.98 134.94 -2.17 51,458 96,558 +6,744
Dec16 160913 134.60 135.28 132.45 133.06 -2.53 30,740 69,096 +2,346
Jan17 160913 134.79 135.16 132.57 133.22 -2.72 10,805 29,264 +1,024
Feb17 160913 135.17 136.65 134.15 134.69 -2.76 3,998 12,150 -185
Mar17 160913 139.33 139.33 136.55 137.03 -2.82 4,223 24,479 +1,133
Apr17 160913 156.00 157.08 155.28 155.53 -2.72 1,123 19,610 -30
May17 160913 157.46 158.00 156.25 156.72 -2.63 606 6,763 +161
Jun17 160913 157.07 158.26 156.05 156.56 -2.58 676 12,331 +101
Jul17 160913 155.82 155.82 155.82 155.82 -2.56 110 2,355 +54
Total Volume and Open Interest 177,163 403,057 +1,673
e-miNY RBOB Gasoline(NYM)
Oct16 160913 137.65 137.65 137.65 137.65 -1.34 0 2 +0
Nov16 160913 134.94 134.94 134.94 134.94 -2.17      
Dec16 160913 133.06 133.06 133.06 133.06 -2.53      
Jan17 160913 133.22 133.22 133.22 133.22 -2.72      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Oct16 160913 2.902 2.942 2.887 2.909 -0.006 149,669 171,251 -21,006
Nov16 160913 2.978 3.015 2.966 2.989 +0.003 89,869 226,158 +7,754
Dec16 160913 3.173 3.208 3.159 3.176 -0.003 34,303 77,703 +963
Jan17 160913 3.292 3.330 3.282 3.296 -0.002 34,278 133,262 -1,113
Feb17 160913 3.294 3.329 3.285 3.299 +0.002 9,761 32,112 -1,023
Mar17 160913 3.255 3.280 3.243 3.256 +0.004 14,251 90,348 -139
Apr17 160913 3.030 3.046 3.019 3.030 +0.010 10,026 75,425 +396
May17 160913 3.002 3.015 2.990 3.003 +0.010 4,791 27,750 +1,093
Jun17 160913 3.030 3.039 3.017 3.030 +0.011 2,006 24,882 -57
Jul17 160913 3.059 3.072 3.046 3.058 +0.010 1,072 16,251 +35
Aug17 160913 3.067 3.078 3.055 3.066 +0.009 914 14,156 -29
Sep17 160913 3.052 3.061 3.043 3.050 +0.008 1,242 16,468 +69
Oct17 160913 3.072 3.083 3.059 3.070 +0.008 3,459 32,334 +794
Nov17 160913 3.120 3.136 3.117 3.121 +0.006 1,367 13,396 +47
Dec17 160913 3.243 3.260 3.238 3.246 +0.006 901 18,330 +95
Jan18 160913 3.349 3.352 3.335 3.342 +0.005 1,112 14,574 -79
Total Volume and Open Interest 365,673 1,037,446 -11,467
Brent Crude Oil(ICE)
Nov16 160913 48.17 48.22 46.96 47.10 -1.22 262,147 382,505 -11,392
Dec16 160913 48.67 48.71 47.45 47.58 -1.23 176,254 441,331 +16,725
Jan17 160913 49.14 49.19 47.93 48.06 -1.23 72,392 187,756 +13,475
Feb17 160913 49.59 49.61 48.45 48.54 -1.21 33,419 106,275 +710
Mar17 160913 50.06 50.06 48.89 49.01 -1.18 39,210 159,747 +6,612
Apr17 160913 50.48 50.48 49.36 49.44 -1.16 13,686 53,036 +499
May17 160913 50.86 50.86 49.79 49.84 -1.14 8,638 44,838 -877
Jun17 160913 51.21 51.21 50.14 50.22 -1.12 29,370 118,405 +3,417
Jul17 160913 50.80 51.16 50.53 50.58 -1.09 5,914 25,927 +1,861
Aug17 160913 51.15 51.16 50.88 50.88 -1.06 2,262 20,495 +412
Sep17 160913 51.13 51.13 51.13 51.13 -1.03 3,582 49,534 +743
Oct17 160913 51.38 51.38 51.38 51.38 -0.99 1,536 21,124 -210
Nov17 160913 51.73 51.73 51.62 51.62 -0.95 630 17,981 +231
Dec17 160913 52.47 52.48 51.67 51.82 -0.92 27,740 204,040 -628
Total Volume and Open Interest 690,012 2,131,775 +31,271
Gas Oil(ICE)
Oct16 160913 423.25 424.75 415.00 416.00 -9.25 92,491 152,820 +638
Nov16 160913 426.50 428.00 418.75 419.75 -9.50 38,130 87,662 +3,682
Dec16 160913 430.00 430.75 422.00 423.00 -9.75 34,754 140,557 -1,315
Jan17 160913 434.00 435.00 426.75 427.50 -10.00 12,710 54,003 +3,055
Feb17 160913 435.75 438.75 431.00 432.00 -9.75 4,568 33,803 +660
Mar17 160913 441.75 441.75 434.75 435.50 -9.50 5,793 37,328 +993
Apr17 160913 442.00 445.00 438.25 438.50 -9.50 1,200 18,446 +374
May17 160913 447.50 447.50 441.00 441.50 -9.25 1,644 14,448 -125
Jun17 160913 450.25 450.25 443.25 444.00 -9.50 3,691 49,060 +558
Jul17 160913 451.25 453.50 448.00 448.00 -9.50 509 14,681 +22
Total Volume and Open Interest 231,044 777,620 -18,667
Ethanol(CBOT)
Oct16 160913 1.509 1.554 1.490 1.505 -0.015 109 1,411 +11
Nov16 160913 1.455 1.463 1.447 1.449 -0.021 84 885 +3
Dec16 160913 1.410 1.410 1.400 1.405 -0.030 82 1,205 -39
Jan17 160913 1.387 1.390 1.376 1.378 -0.041 2 520 +0
Feb17 160913 1.379 1.379 1.379 1.379 -0.041 2 178 +0
Mar17 160913 1.395 1.395 1.395 1.395 -0.039 2 107 -1
Apr17 160913 1.427 1.427 1.420 1.420 -0.031 0 207 +0
May17 160913 1.427 1.427 1.427 1.427 -0.024      
Total Volume and Open Interest 281 4,519 -26
WTI Crude Oil(ICE)
Oct16 160913 46.09 46.10 44.77 44.90 -1.39 39,026 67,192 -3,766
Nov16 160913 46.64 46.64 45.36 45.48 -1.36 46,989 75,265 +836
Dec16 160913 47.06 47.07 46.00 46.12 -1.32 29,285 108,685 +513
Jan17 160913 47.60 47.60 46.64 46.76 -1.29 11,750 32,542 +713
Feb17 160913 48.20 48.20 47.27 47.40 -1.25 6,862 22,809 +240
Mar17 160913 48.66 48.66 47.84 47.97 -1.22 5,536 39,041 +1,933
Apr17 160913 48.61 48.75 48.32 48.45 -1.19 2,344 9,326 +728
May17 160913 48.99 49.02 48.72 48.85 -1.16 1,039 7,046 +65
Jun17 160913 49.80 49.80 49.05 49.19 -1.12 4,379 39,530 +1,234
Jul17 160913 49.47 49.47 49.47 49.47 -1.08 171 6,045 +0
Aug17 160913 49.71 49.71 49.71 49.71 -1.04 200 914 +13
Sep17 160913 49.93 49.93 49.93 49.93 -1.00 303 10,116 +42
Oct17 160913 50.15 50.15 50.15 50.15 -0.97 182 1,854 +50
Nov17 160913 50.36 50.36 50.36 50.36 -0.94 243 1,198 +15
Dec17 160913 50.46 51.05 50.46 50.59 -0.90 5,150 67,170 +440
Jan18 160913 50.76 50.76 50.76 50.76 -0.87 8 563 -4
Total Volume and Open Interest 156,711 539,907 +4,680
US Dollar Index(ICE)
Sep16 160913 95.095 95.675 95.080 95.645 +0.557 30,817 38,419 -2,860
Dec16 160913 95.015 95.580 94.990 95.555 +0.558 4,592 16,122 +1,588
Mar17 160913 95.050 95.505 95.050 95.505 +0.552 114 2,428 +49
Total Volume and Open Interest 35,523 57,183 -1,223
Australian Dollar(CME)
Sep16 160913 75.63 75.66 74.41 74.52 -1.05 137,068 95,373 -9,125
Dec16 160913 75.47 75.50 74.23 74.35 -1.05 9,353 10,153 +2,272
Mar17 160913 74.81 75.28 74.21 74.21 -1.04 89 116 +42
Total Volume and Open Interest 146,510 105,643 -6,811
British Pound(CME)
Sep16 160913 133.35 133.40 131.67 131.85 -1.49 107,081 191,297 -30,710
Dec16 160913 133.55 133.61 131.87 132.06 -1.50 34,071 52,014 +17,124
Mar17 160913 133.30 133.65 132.23 132.33 -1.49 0 660 +0
Total Volume and Open Interest 141,152 244,483 -13,586
Canadian Dollar(CME)
Sep16 160913 76.68 76.75 75.81 75.90 -0.77 81,151 110,541 -318
Dec16 160913 76.71 76.79 75.86 75.94 -0.77 6,460 14,577 +1,570
Mar17 160913 76.73 76.82 75.98 75.99 -0.76 74 488 -4
Jun17 160913 76.21 76.85 76.03 76.03 -0.77 30 232 +4
Total Volume and Open Interest 87,725 125,964 +1,262
Japanese Yen(CME)
Sep16 160913 98.13 98.62 97.34 97.37 -0.85 143,815 128,884 -4,239
Dec16 160913 98.53 99.01 97.72 97.76 -0.86 13,793 31,484 +2,934
Mar17 160913 99.03 99.33 98.17 98.17 -0.86 7 288 +0
Total Volume and Open Interest 157,624 160,789 -1,305
Swiss Franc(CME)
Sep16 160913 102.89 103.04 102.22 102.31 -0.61 20,527 37,883 -556
Dec16 160913 103.39 103.53 102.73 102.80 -0.62 2,440 4,489 +343
Mar17 160913 103.96 104.00 103.34 103.34 -0.62 0 10 +0
Total Volume and Open Interest 22,967 42,399 -213
EuroFX(CME)
Sep16 160913 112.37 112.63 112.06 112.11 -0.34 188,058 308,392 -13,773
Dec16 160913 112.78 113.04 112.47 112.52 -0.35 27,676 57,501 +8,134
Mar17 160913 113.20 113.46 112.95 112.96 -0.36 52 1,515 +35
Total Volume and Open Interest 215,793 368,168 -5,600
Mexican Peso(CME)
Sep16 160913 531.00 531.50 520.13 523.75 -5.38 66,438 112,645 -3,010
Oct16 160913 522.50 522.50 519.75 522.50 -5.50 8 8 +8
Total Volume and Open Interest 76,748 160,943 -758
Brazilian Real(CME)
Oct16 160913 304.40 304.70 298.30 299.05 -6.70 1,488 23,232 -57
Nov16 160913 296.75 296.75 296.75 296.75 -6.70 0 4 +0
Dec16 160913 299.25 299.25 293.95 294.15 -6.50 14 3,798 +2
Jan17 160913 292.05 292.05 292.05 292.05 -6.25      
Total Volume and Open Interest 1,502 27,034 -55
30-Year T-Bonds(CBOT)
Sep16 160913 168~210 169~030 166~090 166~260 -1~170 7,206 3,571 -3,239
Dec16 160913 166~280 167~180 164~220 165~090 -1~160 334,229 558,623 +2,782
Mar17 160913 164~050 164~050 164~000 164~050 -1~160      
Total Volume and Open Interest 341,435 562,194 -457
10-Year T-Notes(CBOT)
Sep16 160913 131~160 131~235 130~260 130~310 -0~155 25,620 76,304 -7,434
Dec16 160913 130~175 130~255 129~260 129~315 -0~165 1,279,248 2,798,964 +16,671
Mar17 160913 129~055 129~055 129~055 129~055 -0~165      
Total Volume and Open Interest 1,304,868 2,875,268 +9,237
5-Year T-Notes(CBOT)
Sep16 160913 121~074 121~116 120~284 120~306 -0~080 12,223 111,744 -3,216
Dec16 160913 121~064 121~116 120~264 120~292 -0~086 596,082 2,682,990 -20,396
Mar17 160913 120~194 120~194 120~194 120~194 -0~086      
Total Volume and Open Interest 608,305 2,794,734 -23,612
2 Year T-Notes(CBOT)
Sep16 160913 109~092 109~104 109~066 109~070 -0~020 2,968 29,934 -1,155
Dec16 160913 109~060 109~074 109~026 109~032 -0~022 333,244 978,978 -6,225
Mar17 160913 109~026 109~026 109~026 109~026 -0~022      
Total Volume and Open Interest 336,212 1,008,912 -7,380
Eurodollars(CME)
Sep16 160913 99.135 99.143 99.130 99.137 +0.002 316,620 1,059,054 +12,056
Dec16 160913 99.060 99.070 99.050 99.055 unch 304,007 1,495,613 +6,735
Mar17 160913 99.025 99.035 99.005 99.010 -0.010 204,803 1,133,461 +16,296
Jun17 160913 98.990 99.005 98.960 98.970 -0.015 206,079 985,191 +7,698
Sep17 160913 98.960 98.975 98.915 98.930 -0.020 210,624 884,754 +13,151
Dec17 160913 98.915 98.930 98.870 98.880 -0.030 270,217 1,361,125 -6,830
Mar18 160913 98.890 98.910 98.840 98.850 -0.035 138,881 646,555 +4,315
Jun18 160913 98.855 98.880 98.800 98.815 -0.040 147,004 505,913 +313
Sep18 160913 98.820 98.845 98.765 98.775 -0.045 113,001 474,496 -3,002
Dec18 160913 98.775 98.800 98.715 98.725 -0.050 113,441 617,028 +4,129
Mar19 160913 98.750 98.775 98.680 98.695 -0.050 90,198 426,129 -6,040
Jun19 160913 98.705 98.735 98.640 98.655 -0.050 76,992 329,447 -4,166
Sep19 160913 98.670 98.695 98.595 98.610 -0.055 63,907 257,503 -7,411
Dec19 160913 98.620 98.645 98.540 98.555 -0.060 62,903 274,570 -6,496
Mar20 160913 98.580 98.610 98.500 98.515 -0.065 40,697 153,846 -708
Jun20 160913 98.540 98.565 98.450 98.470 -0.065 38,477 109,724 +1,348
Sep20 160913 98.495 98.520 98.405 98.425 -0.065 35,671 83,301 -40
Dec20 160913 98.445 98.475 98.355 98.375 -0.065 26,335 103,786 -1,146
Total Volume and Open Interest 2,543,581 11,296,726 +43,224
Ultra T-Bond(CBOT)
Sep16 160913 183~22 183~23 179~22 180~11 -2~11 1,694 13,469 -965
Dec16 160913 182~01 183~00 178~28 179~18 -2~12 119,070 587,662 -4,728
Mar17 160913 178~18 178~18 178~18 178~18 -2~12      
Total Volume and Open Interest 120,764 601,131 -5,693
Ultra 10-Yr T-Note(CBOT)
Sep16 160913 143~240 144~030 142~235 142~300 -0~245 1,647 5,659 -1,512
Dec16 160913 143~095 143~205 142~060 142~135 -0~255 80,168 200,673 -937
Mar17 160913 142~135 142~135 142~135 142~135 -0~255      
Total Volume and Open Interest 81,815 206,332 -2,449
30 Day Federal Funds(CBOT)
Sep16 160913 99.590 99.592 99.590 99.590 unch 11,499 66,049 -160
Oct16 160913 99.570 99.575 99.570 99.570 unch 119,733 324,527 +16,303
Nov16 160913 99.555 99.555 99.550 99.550 -0.005 32,490 183,969 +5,528
Dec16 160913 99.495 99.500 99.490 99.495 unch 15,312 91,327 +990
Jan17 160913 99.450 99.460 99.445 99.450 unch 34,031 127,657 +2,437
Feb17 160913 99.440 99.445 99.425 99.435 unch 6,689 67,780 -473
Total Volume and Open Interest 232,001 1,043,344 +23,598
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)
Dec16 160913 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160913 99.99 99.99 99.99 99.99 unch      
Jun17 160913 99.99 99.99 99.99 99.99 unch      
Sep17 160913 99.99 99.99 99.99 99.99 unch      
Dec17 160913 99.99 99.99 99.99 99.99 unch      
Mar18 160913 100.00 100.00 100.00 100.00 unch      
Jun18 160913 99.86 99.86 99.86 99.86 unch      
Sep18 160913 99.71 99.71 99.71 99.71 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Dec16 160913 151.32 151.60 151.27 151.54 +0.17 2,311 14,089 +2,481
Mar17 160913 151.46 151.46 151.46 151.46 +0.17      
Jun17 160913 151.46 151.46 151.46 151.46 +0.17      
Total Volume and Open Interest 3,203 14,089 -10,240
Euro-Buxl(EUREX)
Dec16 160913 185.64 187.24 182.82 185.22 -0.26 64,720 172,753 -6,592
Mar17 160913 184.02 184.02 184.02 184.02 -0.26 2 5 +0
Jun17 160913 184.02 184.02 184.02 184.02 -0.26      
Total Volume and Open Interest 64,722 172,758 -6,592
Euro-Bund(EUREX)
Dec16 160913 163.70 163.93 162.56 163.29 -0.06 898,026 1,839,812 -43,356
Mar17 160913 165.88 166.28 164.90 165.61 -0.09 2,741 6,602 +2,457
Jun17 160913 165.51 165.51 165.51 165.51 -0.19      
Total Volume and Open Interest 900,767 1,846,414 -40,899
Euro-Bobl(EUREX)
Dec16 160913 131.51 131.57 131.23 131.40 -0.04 553,135 1,453,720 -138,466
Mar17 160913 133.02 133.13 133.02 133.13 -0.09 50 50 +50
Jun17 160913 131.65 131.65 131.65 131.65 -1.57      
Total Volume and Open Interest 553,185 1,453,770 -138,416
Euro-Schatz(EUREX)
Dec16 160913 112.01 112.04 111.98 112.00 -0.02 243,403 1,149,667 -131,376
Mar17 160913 112.00 112.00 112.00 112.00 -0.02      
Jun17 160913 112.00 112.00 112.00 112.00 -0.02      
Total Volume and Open Interest 243,403 1,149,667 -131,376
3-Mth Euribor(EUREX)
Sep16 160913 100.305 100.305 100.305 100.305 unch 1 3,719 +1
Dec16 160913 100.320 100.320 100.320 100.320 -0.005 1 2,925 +0
Mar17 160913 100.330 100.335 100.330 100.335 unch 0 3,235 +0
Total Volume and Open Interest 61 77,138 +40
Long Gilt(LIFFE)
Sep16 160913 130~18 130~18 129~02 129~28 -0~08 728 24,470 -252
Dec16 160913 129~02 129~15 127~28 128~24 -0~09 251,221 509,946 +34,000
Total Volume and Open Interest 251,949 534,416 +33,748
3-Mth Short Sterling(LIFFE)
Sep16 160913 99.63 99.63 99.62 99.62 -0.00 28,619 331,070 +999
Dec16 160913 99.67 99.69 99.67 99.68 unch 55,637 527,322 -7,065
Mar17 160913 99.70 99.72 99.69 99.70 unch 61,252 332,458 +10,480
Jun17 160913 99.71 99.73 99.69 99.71 unch 55,173 333,038 +3,552
Sep17 160913 99.71 99.73 99.69 99.71 unch 53,448 285,315 -278
Dec17 160913 99.71 99.72 99.68 99.70 unch 60,399 368,630 -1,026
Total Volume and Open Interest 778,833 3,142,238 +12,151
3-Mth Euribor(LIFFE)
Sep16 160913 100.300 100.305 100.300 100.300 unch 18,947 332,344 +895
Dec16 160913 100.320 100.325 100.315 100.320 unch 62,891 427,683 +11,062
Mar17 160913 100.335 100.335 100.325 100.330 unch 37,692 367,279 -503
Total Volume and Open Interest 572,732 3,196,558 +38,066
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 160913 98.27 98.28 98.27 98.28 unch 17,451 207,462 -3,935
Mar17 160913 98.31 98.33 98.31 98.32 unch 38,991 157,488 -4,246
Jun17 160913 98.35 98.36 98.33 98.35 unch 29,545 155,536 +2,955
Sep17 160913 98.36 98.37 98.35 98.36 -0.01 14,238 111,923 +374
Dec17 160913 98.36 98.38 98.35 98.37 unch 23,183 103,414 +7,765
Mar18 160913 98.35 98.36 98.34 98.35 -0.01 6,610 65,661 -993
Jun18 160913 98.33 98.35 98.33 98.34 unch 5,462 50,137 +614
Sep18 160913 98.31 98.32 98.30 98.31 -0.01 4,044 15,452 +2,471
Dec18 160913 98.28 98.29 98.27 98.28 -0.01 426 4,689 -240
Total Volume and Open Interest 140,159 875,115 +4,043
10-Year Aus T-Bonds(SFE)
Sep16 160913 97.93 97.96 97.89 97.91 -0.02 444,179 732,774 -78,591
Dec16 160913 97.94 97.98 97.90 97.95 unch 337,568 254,552 +225,029
Total Volume and Open Interest 781,747 987,326 +146,438
3-Year Aus T-Bonds(SFE)
Sep16 160913 98.42 98.43 98.39 98.39 -0.03 361,032 749,335 -41,193
Dec16 160913 98.49 98.52 98.47 98.48 -0.01 195,863 120,300 +69,168
Total Volume and Open Interest 556,895 869,635 +27,975
Gold(CMX)
Oct16 160913 1326.9 1331.6 1314.8 1319.6 -2.0 3,877 43,188 -425
Dec16 160913 1331.7 1335.9 1318.8 1323.7 -1.9 163,931 440,272 -5,339
Feb17 160913 1335.3 1339.3 1322.7 1327.3 -1.8 4,486 44,140 -206
Apr17 160913 1339.3 1340.4 1330.0 1330.2 -1.7 479 9,952 -5
Jun17 160913 1341.0 1344.5 1330.0 1332.9 -1.6 1,346 17,728 +246
Aug17 160913 1343.8 1346.2 1335.7 1335.7 -1.5 380 7,513 -19
Oct17 160913 1338.2 1338.2 1338.2 1338.2 -1.4 168 1,791 -32
Dec17 160913 1343.6 1345.5 1340.6 1340.6 -1.3 399 12,936 -49
Feb18 160913 1342.9 1342.9 1342.9 1342.9 -1.3 30 161 +26
Apr18 160913 1345.2 1345.2 1345.2 1345.2 -1.3 0 3 +0
Jun18 160913 1347.5 1347.5 1347.5 1347.5 -1.3 88 4,181 +5
Total Volume and Open Interest 175,345 587,465 -5,756
Silver(CMX)
Sep16 160913 1917.0 1917.0 1881.5 1889.0 -2.5 125 1,187 -153
Dec16 160913 1916.0 1935.0 1885.5 1897.5 -2.5 54,917 172,417 -167
Mar17 160913 1929.5 1941.5 1896.5 1908.0 -2.5 965 14,362 +40
May17 160913 1931.5 1931.5 1912.5 1914.7 -2.5 129 1,076 +0
Jul17 160913 1937.0 1937.0 1918.0 1921.0 -2.5 33 2,597 +9
Sep17 160913 1927.3 1927.3 1925.0 1927.3 -2.5 1 496 +1
Dec17 160913 1933.0 1936.0 1932.0 1936.0 -2.5 15 2,425 +3
Total Volume and Open Interest 56,536 198,353 -278
Platinum(NYMEX)
Oct16 160913 1057.8 1065.9 1031.8 1036.0 -6.9 13,573 57,070 -1,729
Jan17 160913 1062.3 1069.0 1036.0 1039.6 -6.8 2,389 17,831 +1,756
Apr17 160913 1056.0 1056.0 1040.4 1042.8 -6.5 121 1,941 +114
Jul17 160913 1054.0 1054.0 1045.2 1045.2 -6.5 0 24 +0
Total Volume and Open Interest 16,083 76,867 +141
Palladium(NYMEX)
Sep16 160913 665.55 669.70 656.10 656.10 -0.60 5 22 -4
Dec16 160913 663.95 669.00 651.50 656.10 -0.60 3,414 24,722 -159
Mar17 160913 664.15 664.45 656.55 657.95 -0.60 50 145 +27
Total Volume and Open Interest 3,471 24,932 -136
Copper(CMX)
Sep16 160913 209.80 211.10 208.85 209.55 -0.05 662 1,769 -194
Dec16 160913 209.90 211.85 209.15 210.15 +0.15 49,801 153,252 +406
Mar17 160913 210.80 212.45 209.85 210.80 +0.05 2,878 31,306 +90
May17 160913 212.00 213.00 210.45 211.30 -0.05 545 5,753 +172
Jul17 160913 212.60 212.60 211.20 211.80 -0.10 118 1,349 +65
Total Volume and Open Interest 54,264 203,930 +512
E-mini DJIA Index(CBOT)
Sep16 160913 18293 18308 18024 18087 -234 178,683 91,541 -37,098
Dec16 160913 18222 18235 17948 18009 -237 231,998 60,729 +42,888
Mar17 160913 18033 18060 17918 17940 -237 7 409 +5
Jun17 160913 17864 17864 17864 17864 -237 0 3 +0
Total Volume and Open Interest 410,688 152,682 +5,795
S & P 500(CME)
Sep16 160913 2142.00 2145.00 2119.50 2128.80 -29.80 22,061 91,819 -8,059
Dec16 160913 2148.60 2150.20 2113.00 2122.20 -29.70 15,648 32,715 +4,445
Mar17 160913 2116.10 2116.10 2110.80 2116.10 -29.70 13 63 +3
Jun17 160913 2110.40 2110.40 2105.10 2110.40 -29.70 0 60 +0
Total Volume and Open Interest 37,722 124,657 -3,611
S & P 500 E-Mini(Globex)
Sep16 160913 2156.25 2157.50 2119.00 2128.75 -29.75 2,073,225 2,018,738 -477,369
Dec16 160913 2150.50 2150.75 2112.25 2122.25 -29.75 2,818,480 1,446,823 +620,231
Mar17 160913 2143.00 2144.00 2106.50 2116.00 -29.75 1,158 1,001 +42
Jun17 160913 2110.50 2125.00 2110.50 2110.50 -29.50 162 376 -99
Total Volume and Open Interest 4,893,025 3,466,944 +142,805
NASDAQ 100 E-Mini(Globex)
Sep16 160913 4763.30 4764.80 4699.30 4727.80 -39.00 265,154 176,337 -73,656
Dec16 160913 4758.30 4761.30 4695.80 4724.00 -39.80 382,964 125,981 +65,121
Mar17 160913 4738.50 4744.00 4695.00 4718.00 -39.80 33 72 +7
Total Volume and Open Interest 648,151 302,397 -8,528
S&P Midcap 400(CME) e-Mini
Sep16 160913 1540.70 1540.80 1509.80 1517.10 -28.70 34,718 44,670 -19,386
Dec16 160913 1541.10 1541.10 1506.50 1513.90 -28.70 43,644 41,585 +19,797
Mar17 160913 1514.40 1514.40 1514.40 1514.40 -28.70      
Total Volume and Open Interest 78,362 86,255 +411
Volatility Index(CBOE)
Sep16 160913 15.36 19.12 15.33 17.78 +2.45 196,861 208,905 -13,461
Oct16 160913 16.90 19.17 16.90 18.33 +1.40 186,785 190,888 +18,725
Nov16 160913 17.98 19.49 17.93 18.83 +0.85 44,744 60,574 +4,273
Dec16 160913 18.45 19.50 18.41 18.98 +0.50 23,481 45,105 +42
Total Volume and Open Interest 472,435 560,404 +12,205
Russell 2000(ICE)
Sep16 160913 1234.20 1235.20 1204.50 1212.90 -23.60 133,852 221,391 -62,510
Dec16 160913 1230.80 1231.20 1200.10 1208.50 -23.70 160,937 136,752 +66,364
Mar17 160913 1205.00 1205.00 1205.00 1205.00 -23.70 12 263 +12
Total Volume and Open Interest 294,801 358,576 +3,866
Nikkei 225(CME)
Dec16 160913 16740 16800 16470 16605 -130 12,398 32,911 +224
Mar17 160913 16600 16790 16535 16600 -130 0 12 +0
Total Volume and Open Interest 12,398 32,923 +224
Nikkei 225(SGX)
Sep16 160908 16990 17025 16830 16945 -30 125,064 187,683 -33,341
Dec16 160913 16480 16725 16395 16605 +60 63,737 156,713 +6,717
Mar17 160913 16620 16620 16490 16570 +60 241 181 +176
Total Volume and Open Interest 64,096 163,630 -96,568
Nikkei 225(CME) Yen
Sep16 160908 16990 17005 16830 16990 +20 87,426 48,721 -20,945
Dec16 160913 16655 16720 16395 16530 -125 52,779 48,549 +134
Mar17 160913 16580 16645 16350 16475 -125 11 10 +10
Total Volume and Open Interest 52,790 48,559 +144
Nikkei 225(CME) e-Mini Yen
Sep16 160908 16990 16990 16860 16990 +20 0 12 +0
Dec16 160913 16560 16690 16410 16530 -120 2 0 +0
Mar17 160913 16480 16480 16480 16480 -120      
Total Volume and Open Interest 2    
CAC 40(EURONEXT)
Sep16 160913 4468.5 4478.0 4374.0 4386.5 -53.0 81,934 290,017 -2,796
Oct16 160913 4463.5 4464.0 4363.5 4375.0 -53.0 5,041 8,315 +3,464
Nov16 160913 4427.0 4427.0 4371.0 4371.0 -53.5 30 366 +18
Dec16 160913 4444.5 4444.5 4365.0 4365.5 -53.5 274 3,959 +223
Total Volume and Open Interest 87,279 302,718 +909
Hang Seng Index(HKFE)
Sep16 160913 23308 23634 23139 23247 -43 138,017 138,778 +2,675
Oct16 160913 23294 23621 23134 23235 -46 3,218 5,859 +1,937
Total Volume and Open Interest 142,181 153,856 +4,742
DAX(EUREX)
Sep16 160913 10525.0 10526.0 10351.0 10387.5 -35.0 113,135 158,526 -12,345
Dec16 160913 10511.5 10511.5 10345.5 10378.5 -34.0 8,388 22,691 +7,001
Mar17 160913 10425.0 10480.0 10343.0 10371.5 -35.5 221 596 +143
Total Volume and Open Interest 121,744 181,813 -5,201
Mini-DAX(EUREX)
Sep16 160913 10520.0 10521.0 10352.0 10387.5 -35.0 31,945 12,825 +591
Dec16 160913 10517.0 10517.0 10346.0 10378.5 -34.0 471 757 +25
Mar17 160913 10487.0 10487.0 10371.5 10371.5 -35.5 25 159 +15
Total Volume and Open Interest 32,441 13,741 +631
FT-SE 100(EURONEXT)
Sep16 160913 6751.00 6757.50 6647.00 6669.50 -33.00 187,848 592,674 -45,511
Dec16 160913 6713.00 6717.00 6606.50 6629.00 -34.00 78,212 127,632 +54,242
Mar17 160913 6617.00 6617.00 6568.00 6568.00 -31.00      
Total Volume and Open Interest 266,060 720,306 +8,731
SPI 200(SFE)
Sep16 160913 5199.0 5292.0 5191.0 5194.0 -7.0 44,831 290,397 -6,132
Dec16 160913 5179.0 5277.0 5175.0 5177.0 -8.0 12,621 15,739 +10,211
Mar17 160913 5128.0 5128.0 5128.0 5128.0 -8.0 0 1,438 +0
Total Volume and Open Interest 57,454 309,913 +4,080
FTSE MIB(ISE)
Sep16 160913 16955.00 16965.00 16535.00 16586.00 -254.00 30,277 42,852 +192
Dec16 160913 16800.00 16840.00 16410.00 16459.00 -254.00 1,254 3,385 +402
Mar17 160913 16407.00 16407.00 16407.00 16407.00 -254.00      
Total Volume and Open Interest 31,531 46,237 +594
KOSPI 200(KFE)
Dec16 160913 251.45 254.60 250.40 252.05 +0.35 130,594 131,754 +431
Mar17 160913 248.50 251.95 247.75 249.30 +0.45 208 2,539 +91
Jun17 160913 251.20 251.20 251.20 251.20 -2.20 5 775 +2
Total Volume and Open Interest 130,807 137,846 +524
GSCI(CME)
Sep16 160913 353.65 354.35 349.20 349.25 -6.55 2,458 7,327 -2,397
Oct16 160913 353.50 355.75 350.85 350.95 -6.55 2,659 5,848 +2,610
Nov16 160913 354.20 354.20 354.20 354.20 -6.55      
Total Volume and Open Interest 5,117 13,175 +213
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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