Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Fri September 16, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 160916 949.00 969.00 945.75 966.00 +15.50 99,458 353,289 +1,671
Jan17 160916 953.75 973.75 951.00 971.25 +15.50 31,317 91,206 +4,821
Mar17 160916 957.50 976.25 954.75 973.75 +15.00 16,426 67,998 -1,344
May17 160916 963.00 981.25 960.50 978.75 +14.25 9,699 45,156 +1,942
Jul17 160916 970.00 986.25 966.50 983.75 +13.75 12,275 46,635 +3,364
Aug17 160916 967.50 983.00 964.25 980.75 +13.75 61 1,271 +11
Sep17 160916 951.75 967.75 951.75 964.75 +13.50 25 771 +2
Nov17 160916 939.00 955.00 934.75 952.75 +13.75 2,609 27,767 -25
Jan18 160916 954.75 954.75 940.75 954.75 +13.50 3 720 +2
Mar18 160916 955.50 955.50 955.50 955.50 +13.75 0 166 +0
May18 160916 957.50 957.50 957.50 957.50 +13.50 0 72 +0
Jul18 160916 961.25 961.25 961.25 961.25 +13.50 2 134 +2
Aug18 160916 957.75 957.75 957.75 957.75 +13.50 0 17 +0
Sep18 160916 948.00 948.00 948.00 948.00 +9.25 0 17 +0
Total Volume and Open Interest 171,875 635,464 +10,187
Soybean Meal(CBOT)
Oct16 160916 307.20 314.30 306.70 313.70 +5.10 8,898 41,423 -1,070
Dec16 160916 306.10 313.30 305.30 312.80 +5.60 31,084 166,845 -159
Jan17 160916 306.20 313.20 305.40 312.90 +5.80 4,337 38,037 +374
Mar17 160916 305.30 312.50 305.00 312.50 +6.20 4,532 40,542 +287
May17 160916 306.60 313.30 306.20 313.20 +6.10 1,657 27,087 +216
Jul17 160916 307.80 314.70 307.50 314.70 +6.00 1,799 28,744 -48
Aug17 160916 308.70 314.40 308.00 314.40 +5.70 436 2,734 +14
Sep17 160916 307.90 313.50 307.30 313.50 +5.60 366 3,614 +8
Oct17 160916 303.70 309.10 302.80 309.10 +5.80 212 3,541 +31
Dec17 160916 302.90 309.40 302.40 309.10 +5.90 573 11,755 +149
Total Volume and Open Interest 53,942 365,784 -252
Soybean Oil(CBOT)
Oct16 160916 32.09 32.30 31.94 31.98 -0.06 20,320 37,512 -5,510
Dec16 160916 32.33 32.55 32.18 32.23 -0.05 66,681 199,384 -6,456
Jan17 160916 32.54 32.76 32.41 32.46 -0.05 14,879 44,868 +1,158
Mar17 160916 32.79 33.00 32.63 32.69 -0.07 4,086 40,641 +75
May17 160916 33.05 33.17 32.78 32.85 -0.10 4,371 30,504 +463
Jul17 160916 33.25 33.30 32.92 32.98 -0.13 4,001 18,640 +1,544
Aug17 160916 33.35 33.35 32.95 32.99 -0.15 294 3,122 +62
Sep17 160916 32.99 33.18 32.99 32.99 -0.16 259 2,795 +19
Oct17 160916 33.05 33.05 32.85 32.86 -0.12 274 2,236 -23
Dec17 160916 33.06 33.23 32.88 32.90 -0.13 837 7,731 +108
Total Volume and Open Interest 116,013 387,727 -8,604
Canola(WCE)
Nov16 160916 455.2 459.4 455.0 457.0 +1.3 11,245 136,643 +483
Jan17 160916 461.5 465.7 461.5 463.2 +1.0 2,254 28,582 +54
Mar17 160916 468.0 469.5 466.6 467.6 +1.2 606 10,533 +124
May17 160916 472.1 473.9 470.2 471.8 +1.2 313 6,734 -15
Jul17 160916 475.0 477.4 473.3 474.8 +1.5 273 9,200 +160
Total Volume and Open Interest 14,729 197,998 +820
Corn(CBOT)
Dec16 160916 329.00 338.25 327.50 337.00 +7.00 129,673 745,315 -6,992
Mar17 160916 340.00 348.25 337.75 347.25 +7.00 24,560 237,964 +3,270
May17 160916 346.75 355.25 344.75 354.50 +7.50 7,747 62,512 +886
Jul17 160916 353.25 361.75 351.75 361.00 +7.00 7,660 112,166 +73
Sep17 160916 360.25 368.25 358.75 367.50 +6.75 2,573 41,303 +281
Dec17 160916 370.25 378.00 368.75 376.75 +6.00 5,436 70,297 -238
Mar18 160916 380.00 387.75 379.25 386.75 +5.75 420 4,898 +128
May18 160916 391.75 392.25 391.75 392.25 +5.50 21 767 +2
Jul18 160916 393.75 396.50 389.00 395.75 +5.25 36 1,339 +7
Sep18 160916 394.75 394.75 394.75 394.75 +5.00 0 498 +0
Total Volume and Open Interest 178,194 1,281,042 -2,693
Wheat(CBOT)
Dec16 160916 398.00 404.75 393.75 403.25 +3.75 57,171 303,483 -3,600
Mar17 160916 421.75 427.00 416.75 425.00 +2.75 11,474 89,566 +679
May17 160916 437.00 441.25 431.75 439.00 +2.00 3,683 22,740 +962
Jul17 160916 448.75 451.75 442.75 449.50 +1.25 3,695 31,226 +868
Sep17 160916 463.75 466.00 458.75 464.75 +0.75 907 3,368 -16
Dec17 160916 482.25 487.75 479.25 484.50 unch 1,343 5,948 +182
Total Volume and Open Interest 78,470 458,421 -867
Wheat(KCBT)
Dec16 160916 415.50 420.25 410.50 417.25 +1.25 15,592 142,154 -328
Mar17 160916 431.50 436.25 427.25 433.50 +1.50 2,873 45,044 -578
May17 160916 441.75 446.75 437.50 443.75 +1.25 1,123 16,847 +418
Jul17 160916 451.25 457.00 448.25 454.25 +1.25 1,382 21,628 +266
Sep17 160916 464.75 471.75 463.50 469.50 +1.50 151 2,778 +3
Dec17 160916 486.00 492.75 485.25 490.75 +1.00 78 2,082 +4
Mar18 160916 501.50 501.50 501.50 501.50 +1.00 24 201 +9
Total Volume and Open Interest 21,223 230,813 -214
Wheat(MGE)
Dec16 160916 491.00 496.75 490.50 492.75 +1.50 4,873 30,434 -419
Mar17 160916 501.50 507.25 501.50 502.75 +1.00 1,267 15,444 -103
May17 160916 511.75 516.50 511.25 511.75 +1.00 490 7,430 +156
Jul17 160916 520.00 525.50 520.00 521.00 +1.25 275 3,378 -21
Sep17 160916 530.00 533.00 530.00 530.75 +1.00 312 3,123 +116
Dec17 160916 546.00 551.25 546.00 546.00 +1.50 19 2,044 +4
Total Volume and Open Interest 7,236 61,853 -279
Oats(CBOT)
Dec16 160916 172.75 176.50 172.25 175.75 +2.75 588 8,814 -160
Mar17 160916 185.00 188.75 185.00 187.50 +1.75 100 1,878 +69
May17 160916 193.00 193.00 193.00 193.00 +2.00 0 44 +0
Jul17 160916 200.25 200.25 200.25 200.25 +1.75 0 26 +0
Total Volume and Open Interest 688 10,762 -139
Rough Rice(CBOT)
Sep16 160914 9.58 9.58 9.30 9.58 +0.20 134 733 -4
Nov16 160916 9.78 9.88 9.67 9.81 +0.02 936 9,778 +62
Jan17 160916 10.09 10.09 9.94 10.06 +0.03 77 1,035 +25
Mar17 160916 10.31 10.31 10.31 10.31 +0.03 1 72 +1
Total Volume and Open Interest 1,014 10,887 -668
Live Cattle(CME)
Oct16 160916 106.635 108.100 106.100 107.885 +0.935 34,220 72,569 -6,822
Dec16 160916 106.650 108.200 106.430 108.050 +1.070 29,776 97,608 +4,877
Feb17 160916 106.850 108.480 106.680 108.285 +1.085 7,639 45,656 +1,809
Apr17 160916 105.680 107.250 105.535 107.100 +1.100 3,124 28,208 +463
Jun17 160916 99.000 100.135 98.730 99.850 +0.600 863 10,289 +268
Aug17 160916 97.580 98.580 97.535 98.450 +0.470 262 6,182 +35
Total Volume and Open Interest 75,945 261,072 +648
Feeder Cattle(CME)
Sep16 160916 134.050 136.450 133.685 135.500 +1.515 809 3,454 -184
Oct16 160916 131.500 133.750 130.950 132.950 +1.250 5,779 16,542 -257
Nov16 160916 129.000 131.300 128.535 130.700 +1.375 3,455 12,576 +1,067
Jan17 160916 124.980 126.930 124.385 126.200 +0.950 1,066 4,694 +55
Mar17 160916 123.800 125.535 122.980 124.830 +1.000 546 3,849 +193
Apr17 160916 123.950 125.200 123.250 124.580 +1.380 66 532 -20
May17 160916 123.500 125.000 122.750 124.200 +0.665 63 469 +20
Total Volume and Open Interest 11,797 42,210 +880
Lean Hogs(CME)
Oct16 160916 55.300 55.700 54.650 55.485 +0.335 27,835 47,534 -4,477
Dec16 160916 49.300 50.100 48.735 49.950 +0.500 25,171 102,051 +8,392
Feb17 160916 53.830 54.535 53.200 54.380 +0.530 5,798 34,110 +397
Apr17 160916 59.300 60.100 58.850 59.930 +0.630 2,693 20,894 -258
May17 160916 65.180 66.250 65.180 66.250 +1.050 28 371 -1
Jun17 160916 69.050 70.250 68.900 70.035 +1.055 828 5,914 +250
Jul17 160916 68.930 69.600 68.885 69.500 +0.520 191 822 +23
Aug17 160916 68.500 69.050 68.500 69.000 +0.400 105 484 +27
Total Volume and Open Interest 62,730 212,521 +4,384
Class III Milk(CME)
Sep16 160916 16.40 16.42 16.35 16.36 -0.05 204 5,078 -10
Oct16 160916 16.39 16.45 16.02 16.07 -0.26 197 4,934 -26
Nov16 160916 16.48 16.62 16.19 16.24 -0.16 67 4,262 -8
Dec16 160916 16.15 16.31 15.98 16.00 -0.12 33 3,508 -14
Jan17 160916 15.90 16.00 15.86 15.86 -0.06 26 1,863 +23
Feb17 160916 15.96 16.05 15.93 15.96 -0.03 32 1,860 +21
Mar17 160916 16.05 16.15 16.05 16.05 -0.08 29 1,732 +23
Apr17 160916 16.13 16.18 16.13 16.15 +0.02 43 1,534 +35
May17 160916 16.25 16.25 16.23 16.23 -0.02 32 1,398 +27
Jun17 160916 16.46 16.46 16.40 16.40 -0.06 35 1,293 +25
Jul17 160916 16.65 16.65 16.55 16.60 unch 1 733 +1
Aug17 160916 16.68 16.70 16.60 16.64 -0.04 30 676 +25
Sep17 160916 16.73 16.74 16.71 16.73 unch 2 590 +2
Total Volume and Open Interest 731 30,825 +124
Cocoa(ICE)
Sep16 160915 2872 2872 2872 2872 +23 11 2 -10
Dec16 160916 2833 2848 2793 2803 -29 15,597 100,069 -194
Mar17 160916 2815 2830 2775 2782 -31 11,307 73,199 -338
May17 160916 2809 2826 2773 2779 -31 3,530 16,907 +723
Jul17 160916 2812 2815 2772 2778 -32 642 6,129 +165
Sep17 160916 2813 2813 2775 2777 -32 254 4,610 +12
Dec17 160916 2811 2811 2775 2775 -33 67 2,267 +40
Total Volume and Open Interest 31,400 207,019 +408
Coffee "C"(ICE)
Sep16 160916 147.35 147.60 147.10 147.10 -0.50 13 82 -13
Dec16 160916 148.60 149.45 147.40 148.40 -0.50 14,511 104,947 +524
Mar17 160916 151.90 152.60 150.70 151.65 -0.45 3,483 39,475 +408
May17 160916 153.75 154.50 152.55 153.55 -0.40 826 17,544 -11
Jul17 160916 155.55 156.25 154.35 155.35 -0.35 530 5,324 +136
Sep17 160916 156.90 157.60 155.70 156.70 -0.40 189 3,924 +14
Total Volume and Open Interest 19,652 179,225 +1,110
Orange Juice(ICE)
Nov16 160916 196.00 197.90 195.10 196.70 +2.10 501 13,797 -34
Jan17 160916 194.00 195.35 193.30 194.45 +1.85 61 1,725 +7
Mar17 160916 191.50 191.50 190.60 191.00 +0.85 0 437 +0
May17 160916 189.50 189.50 187.60 188.20 -0.20 10 148 +7
Jul17 160916 186.80 186.80 186.80 186.80 -0.30 0 3 +0
Sep17 160916 186.30 186.30 186.30 186.30 -0.30      
Total Volume and Open Interest 572 16,112 -20
Sugar #11(ICE)
Oct16 160916 20.54 22.20 20.45 21.78 +1.30 86,952 187,623 -24,541
Mar17 160916 21.17 22.86 21.12 22.47 +1.31 78,875 423,295 +16,156
May17 160916 20.71 22.02 20.62 21.59 +0.91 23,408 115,358 +4,616
Jul17 160916 20.10 21.20 20.06 20.77 +0.67 11,865 72,118 +3,908
Oct17 160916 19.68 20.51 19.67 20.11 +0.40 4,401 51,787 +265
Mar18 160916 19.44 20.05 19.44 19.66 +0.17 1,569 21,756 +620
May18 160916 18.75 19.23 18.74 18.87 +0.06 431 6,929 +234
Jul18 160916 18.36 18.52 18.12 18.19 -0.05 70 4,945 -11
Total Volume and Open Interest 207,605 890,537 +1,246
London Cocoa(LCE)
Dec16 160916 2254 2264 2238 2246 -4 16,002 95,709 +1,903
Mar17 160916 2201 2210 2187 2192 -4 11,689 63,171 +1,127
May17 160916 2198 2207 2188 2190 -3 3,038 34,047 -16
Jul17 160916 2199 2210 2188 2190 -4 942 9,317 +43
Sep17 160916 2192 2200 2180 2182 -3 289 11,735 +101
Dec17 160916 2178 2182 2166 2166 -2 163 6,038 +121
Mar18 160916 2155 2155 2155 2155 -3 0 1 +0
Total Volume and Open Interest 37,996 225,457 -873
London Sugar(LCE)
Dec16 160916 555.50 591.90 554.60 583.40 +27.40 6,801 34,219 +724
Mar17 160916 557.60 592.40 557.50 583.40 +25.40 1,303 20,669 +13
May17 160916 551.00 582.90 549.90 573.60 +22.70 222 11,253 -11
Aug17 160916 540.10 566.10 539.90 557.20 +17.30 90 5,190 -3
Oct17 160916 523.90 543.10 523.90 534.80 +11.80 32 3,831 -26
Total Volume and Open Interest 11,452 79,551 -1,330
Cotton(ICE)
Oct16 160916 68.49 68.50 67.61 67.74 -0.64 1 222 -1
Dec16 160916 67.95 68.12 67.04 67.28 -0.44 11,283 152,932 +233
Mar17 160916 68.17 68.25 67.33 67.61 -0.30 3,026 48,880 -493
May17 160916 68.28 68.58 67.78 67.99 -0.32 1,411 9,009 +1,054
Jul17 160916 68.73 68.73 67.97 68.19 -0.32 210 7,333 +55
Oct17 160916 68.06 68.06 68.06 68.06 -0.35      
Total Volume and Open Interest 16,046 231,339 +906
Lumber(CME)
Nov16 160916 303.7 305.3 301.4 303.9 +2.9 372 2,627 +11
Jan17 160916 313.5 314.0 311.3 313.5 +2.8 55 339 -3
Mar17 160916 320.0 320.8 318.8 320.8 +3.2 3 86 +1
May17 160916 322.5 328.0 318.2 322.5 +4.2 0 18 +0
Total Volume and Open Interest 455 3,097 -5
Crude Oil(NYM)
Oct16 160916 43.71 43.75 42.74 43.03 -0.88 705,861 168,638 -29,108
Nov16 160916 44.32 44.35 43.35 43.62 -0.90 350,533 468,176 +40,318
Dec16 160916 44.93 45.02 44.08 44.36 -0.87 133,373 301,307 +6,922
Jan17 160916 45.44 45.70 44.79 45.06 -0.86 33,534 121,636 +325
Feb17 160916 46.08 46.30 45.45 45.72 -0.86 24,234 73,665 +1,430
Mar17 160916 46.68 46.85 46.07 46.32 -0.86 29,472 119,263 +409
Apr17 160916 47.29 47.33 46.68 46.84 -0.86 12,815 35,111 -325
May17 160916 47.47 47.72 47.08 47.29 -0.85 10,831 28,965 +942
Jun17 160916 48.07 48.26 47.44 47.67 -0.83 32,528 116,248 +3,039
Jul17 160916 48.01 48.38 47.94 48.01 -0.81 4,406 22,228 +804
Aug17 160916 48.71 48.71 48.18 48.30 -0.79 5,450 18,665 +169
Sep17 160916 48.80 48.94 48.46 48.56 -0.78 9,143 39,356 +1,447
Oct17 160916 48.80 48.80 48.80 48.80 -0.77 3,720 16,911 -329
Nov17 160916 49.04 49.04 49.04 49.04 -0.76 1,326 16,366 +657
Dec17 160916 49.62 49.84 49.06 49.29 -0.75 32,927 157,583 -1,377
Jan18 160916 49.48 49.48 49.48 49.48 -0.74 229 15,503 +12
Total Volume and Open Interest 1,400,582 1,855,690 +26,070
e-miNY Crude Oil(NYM)
Oct16 160916 43.725 43.750 42.750 43.025 -0.875 15,080 3,140 +54
Nov16 160916 44.350 44.350 43.350 43.625 -0.900 1,569 1,087 +70
Dec16 160916 44.900 44.975 44.100 44.350 -0.875 221 490 +51
Jan17 160916 44.900 45.225 44.850 45.050 -0.875 23 84 +18
Feb17 160916 45.725 45.725 45.550 45.725 -0.850 20 88 +14
Mar17 160916 46.325 46.325 46.150 46.325 -0.850 1 138 +0
Apr17 160916 46.850 47.275 46.675 46.850 -0.850 1 107 +1
May17 160916 47.400 47.725 47.125 47.300 -0.850 8 28 -8
Jun17 160916 47.750 48.125 47.525 47.675 -0.825 13 60 +6
Jul17 160916 48.000 48.000 47.875 48.000 -0.825 2 75 +2
Total Volume and Open Interest 16,953 5,647 +211
NY Harbor ULSD(NYM)
Oct16 160916 140.94 141.99 139.55 140.51 -1.11 66,531 63,949 -182
Nov16 160916 142.54 143.09 140.79 141.60 -1.49 44,080 88,271 +1,717
Dec16 160916 144.05 144.43 142.19 142.92 -1.77 40,473 61,989 -288
Jan17 160916 145.45 145.86 143.71 144.35 -2.01 17,153 39,849 +1,799
Feb17 160916 146.77 147.06 144.90 145.51 -2.12 7,389 18,863 +1,034
Mar17 160916 147.34 147.52 145.54 146.05 -2.16 7,952 27,533 +1,917
Apr17 160916 145.42 147.18 145.37 145.92 -2.12 3,094 12,321 +640
May17 160916 145.89 147.24 145.89 146.14 -2.07 1,011 8,835 +64
Jun17 160916 147.23 147.95 146.02 146.54 -2.01 3,481 24,852 -808
Jul17 160916 147.50 148.71 147.33 147.45 -1.96 443 3,141 +182
Aug17 160916 148.40 148.55 148.40 148.55 -1.91 404 1,915 +152
Sep17 160916 149.60 149.76 149.60 149.76 -1.88 265 2,883 +62
Oct17 160916 150.93 150.93 150.93 150.93 -1.87 264 2,251 +100
Nov17 160916 152.00 152.00 152.00 152.00 -1.85 515 2,002 +187
Total Volume and Open Interest 196,009 393,368 +8,029
RBOB Gasoline(NYM)
Oct16 160916 142.00 147.88 141.83 146.16 +3.14 87,099 75,730 -4,915
Nov16 160916 136.98 139.39 136.11 138.39 +0.54 82,667 125,283 +14,312
Dec16 160916 133.79 134.76 132.43 133.83 -0.58 48,224 67,566 +3,338
Jan17 160916 133.50 133.91 131.71 132.88 -0.97 16,325 30,134 +973
Feb17 160916 134.29 134.75 132.59 133.74 -1.10 5,856 13,079 +837
Mar17 160916 136.17 136.67 134.59 135.65 -1.15 3,892 25,513 -180
Apr17 160916 153.00 154.15 152.78 153.40 -1.29 971 19,774 -449
May17 160916 154.90 155.19 153.81 154.55 -1.25 486 7,131 +131
Jun17 160916 155.02 155.27 153.37 154.30 -1.25 579 12,679 -5
Jul17 160916 153.65 154.32 152.63 153.46 -1.24 118 2,441 +28
Total Volume and Open Interest 247,382 405,795 +13,906
e-miNY RBOB Gasoline(NYM)
Oct16 160916 143.00 146.16 143.00 146.16 +3.14 1 2 +0
Nov16 160916 138.39 138.39 138.39 138.39 +0.54      
Dec16 160916 133.83 133.83 133.83 133.83 -0.58      
Jan17 160916 132.88 132.88 132.88 132.88 -0.97      
Total Volume and Open Interest 1 2 +0
Natural Gas(NYM)
Oct16 160916 2.918 2.963 2.866 2.948 +0.021 175,313 124,812 -12,977
Nov16 160916 2.992 3.035 2.946 3.021 +0.019 105,758 229,196 +8,822
Dec16 160916 3.179 3.222 3.147 3.211 +0.020 39,405 86,571 +2,140
Jan17 160916 3.305 3.363 3.271 3.333 +0.022 37,370 144,795 +1,754
Feb17 160916 3.310 3.345 3.275 3.338 +0.023 13,042 37,466 +2,315
Mar17 160916 3.263 3.303 3.236 3.297 +0.023 20,510 88,354 -1,475
Apr17 160916 3.029 3.065 3.016 3.062 +0.017 17,643 77,490 +1,302
May17 160916 3.002 3.036 2.995 3.034 +0.016 3,604 29,085 +610
Jun17 160916 3.031 3.064 3.023 3.061 +0.015 2,060 26,102 +69
Jul17 160916 3.062 3.090 3.051 3.088 +0.014 1,614 17,351 +188
Aug17 160916 3.068 3.097 3.061 3.094 +0.015 1,052 14,046 +156
Sep17 160916 3.045 3.079 3.043 3.076 +0.014 2,978 15,537 -732
Oct17 160916 3.061 3.095 3.059 3.093 +0.013 6,564 36,581 +922
Nov17 160916 3.110 3.144 3.108 3.143 +0.014 1,738 13,901 +45
Dec17 160916 3.231 3.272 3.229 3.267 +0.014 1,645 18,987 +414
Jan18 160916 3.327 3.368 3.326 3.362 +0.014 2,644 17,341 +622
Total Volume and Open Interest 436,731 1,038,022 +4,949
Brent Crude Oil(ICE)
Nov16 160916 46.31 46.41 45.48 45.77 -0.82 332,961 306,166 -27,969
Dec16 160916 46.49 46.85 45.95 46.24 -0.82 218,880 472,008 +15,734
Jan17 160916 47.23 47.33 46.44 46.75 -0.79 74,466 226,112 +16,959
Feb17 160916 47.68 47.78 46.91 47.25 -0.75 39,809 109,872 +1,741
Mar17 160916 48.15 48.25 47.39 47.74 -0.72 46,919 165,802 +1,156
Apr17 160916 48.57 48.67 47.82 48.18 -0.70 14,802 51,787 -146
May17 160916 48.96 49.06 48.24 48.57 -0.70 10,248 42,625 -928
Jun17 160916 49.33 49.43 48.61 48.94 -0.69 41,038 120,168 +595
Jul17 160916 49.53 49.61 48.97 49.28 -0.70 4,616 32,287 +2,254
Aug17 160916 50.31 50.31 49.57 49.57 -0.71 2,783 21,497 +757
Sep17 160916 50.59 50.59 49.81 49.81 -0.72 4,297 50,390 -95
Oct17 160916 50.83 50.83 50.05 50.05 -0.73 1,534 20,975 -126
Nov17 160916 51.06 51.06 50.27 50.27 -0.74 1,406 19,149 +481
Dec17 160916 50.90 50.98 50.24 50.47 -0.75 45,876 201,067 +645
Total Volume and Open Interest 861,388 2,140,501 +11,176
Gas Oil(ICE)
Oct16 160916 412.75 414.25 406.75 412.50 -2.50 90,102 136,554 +1,915
Nov16 160916 414.75 416.25 409.00 414.50 -3.25 58,315 103,409 +8,959
Dec16 160916 417.25 418.25 411.75 416.50 -3.75 47,984 153,631 -436
Jan17 160916 420.75 422.00 415.50 420.25 -4.00 20,106 63,023 +4,066
Feb17 160916 424.75 425.75 419.75 424.00 -4.25 8,368 35,413 +740
Mar17 160916 428.00 428.75 423.00 427.25 -4.25 4,965 36,555 -736
Apr17 160916 430.25 431.50 426.25 430.00 -4.50 1,707 18,518 +147
May17 160916 433.00 433.25 429.25 432.75 -4.50 1,174 14,904 +494
Jun17 160916 434.25 436.75 431.25 435.25 -4.50 7,103 49,502 -523
Jul17 160916 438.25 439.25 435.75 439.25 -4.50 1,077 15,077 +182
Total Volume and Open Interest 255,463 803,527 +16,263
Ethanol(CBOT)
Oct16 160916 1.484 1.515 1.447 1.508 +0.011 364 1,173 -107
Nov16 160916 1.430 1.444 1.430 1.444 +0.011 257 1,014 +84
Dec16 160916 1.400 1.400 1.400 1.400 +0.011 111 1,184 -22
Jan17 160916 1.361 1.370 1.361 1.370 +0.012 104 572 -20
Feb17 160916 1.375 1.375 1.375 1.375 +0.012 2 176 -2
Mar17 160916 1.396 1.396 1.396 1.396 +0.012 2 113 +0
Apr17 160916 1.422 1.422 1.422 1.422 +0.012 0 213 +0
May17 160916 1.429 1.429 1.429 1.429 +0.012 0 5 +0
Total Volume and Open Interest 840 4,456 -67
WTI Crude Oil(ICE)
Oct16 160916 43.61 43.71 42.75 43.03 -0.88 62,694 38,802 -11,275
Nov16 160916 44.21 44.32 43.36 43.62 -0.90 61,090 89,751 +2,853
Dec16 160916 44.89 45.00 44.08 44.36 -0.87 31,771 112,977 +2,700
Jan17 160916 45.57 45.61 44.78 45.06 -0.86 8,422 32,107 -29
Feb17 160916 46.26 46.26 45.44 45.72 -0.86 5,359 24,688 +156
Mar17 160916 46.85 46.85 46.07 46.32 -0.86 3,879 39,641 -141
Apr17 160916 47.10 47.25 46.65 46.84 -0.86 2,322 10,224 +250
May17 160916 47.53 47.71 47.11 47.29 -0.85 1,587 6,267 +14
Jun17 160916 48.20 48.20 47.50 47.67 -0.83 6,499 40,767 +709
Jul17 160916 48.01 48.01 48.01 48.01 -0.81 638 6,059 +6
Aug17 160916 48.30 48.30 48.30 48.30 -0.79 346 961 +37
Sep17 160916 48.56 48.56 48.56 48.56 -0.78 278 10,844 +17
Oct17 160916 48.80 48.80 48.80 48.80 -0.77 229 1,692 -125
Nov17 160916 49.04 49.04 49.04 49.04 -0.76 91 1,258 +46
Dec17 160916 49.37 49.81 49.17 49.29 -0.75 3,897 68,610 +220
Jan18 160916 49.48 49.48 49.48 49.48 -0.74 4 526 -4
Total Volume and Open Interest 190,391 537,634 -4,139
US Dollar Index(ICE)
Sep16 160916 95.260 96.120 95.235 96.105 +0.823 29,842 18,054 -11,789
Dec16 160916 95.155 96.070 95.150 96.055 +0.842 21,068 34,421 +11,480
Mar17 160916 95.135 96.000 95.135 96.000 +0.842 404 2,798 +304
Total Volume and Open Interest 51,316 55,498 -3
Australian Dollar(CME)
Sep16 160916 75.17 75.27 74.75 74.79 -0.36 139,851 50,898 -26,003
Dec16 160916 75.01 75.09 74.58 74.62 -0.36 54,574 63,894 +28,782
Mar17 160916 74.70 74.89 74.42 74.48 -0.35 15 341 -12
Total Volume and Open Interest 194,440 115,134 +2,767
British Pound(CME)
Sep16 160916 132.45 132.48 129.98 130.02 -2.38 139,977 71,477 -50,240
Dec16 160916 132.61 132.68 130.17 130.22 -2.38 87,703 177,276 +47,620
Mar17 160916 132.73 132.83 130.48 130.48 -2.37 39 662 +8
Total Volume and Open Interest 227,719 249,927 -2,612
Canadian Dollar(CME)
Sep16 160916 76.02 76.09 75.48 75.68 -0.33 100,221 71,705 -19,580
Dec16 160916 76.07 76.13 75.52 75.72 -0.34 52,956 56,487 +24,317
Mar17 160916 76.13 76.16 75.59 75.77 -0.33 72 878 +29
Jun17 160916 75.70 76.18 75.66 75.82 -0.32 0 232 +0
Total Volume and Open Interest 153,276 129,469 +4,793
Japanese Yen(CME)
Sep16 160916 97.99 98.31 97.60 97.63 -0.25 177,967 53,547 -33,427
Dec16 160916 98.37 98.71 97.99 98.02 -0.25 84,081 113,272 +33,328
Mar17 160916 99.08 99.08 98.37 98.43 -0.24 9 295 +6
Total Volume and Open Interest 262,057 167,247 -93
Swiss Franc(CME)
Sep16 160916 102.89 102.97 101.86 101.93 -1.00 34,995 24,471 -6,678
Dec16 160916 103.41 103.47 102.37 102.44 -0.99 14,963 23,623 +10,059
Mar17 160916 102.99 102.99 102.99 102.99 -0.96 0 18 +0
Total Volume and Open Interest 49,958 48,129 +3,381
EuroFX(CME)
Sep16 160916 112.44 112.52 111.50 111.52 -0.92 296,864 134,784 -97,435
Dec16 160916 112.87 112.93 111.92 111.93 -0.92 185,974 242,703 +97,680
Mar17 160916 113.25 113.34 112.37 112.37 -0.91 346 1,892 +287
Total Volume and Open Interest 483,309 380,257 +633
Mexican Peso(CME)
Sep16 160916 516.13 518.75 505.63 507.88 -11.00 98,433 56,312 -19,866
Oct16 160916 506.75 506.75 506.75 506.75 -11.00 9 1 -7
Total Volume and Open Interest 150,240 174,389 +5,660
Brazilian Real(CME)
Oct16 160916 302.05 305.80 300.20 303.95 +2.20 931 22,196 -570
Nov16 160916 301.50 301.50 301.50 301.50 +2.15 12 8 +4
Dec16 160916 297.05 299.80 294.90 298.90 +2.25 59 3,831 +23
Jan17 160916 296.25 296.25 296.25 296.25 +2.15      
Total Volume and Open Interest 1,002 26,035 -543
30-Year T-Bonds(CBOT)
Sep16 160916 167~170 168~030 167~040 167~060 +0~080 1,167 2,244 -577
Dec16 160916 165~170 166~190 165~140 165~210 +0~080 240,220 554,740 -2,494
Mar17 160916 163~300 164~180 163~300 164~170 +0~080 0 1 +0
Total Volume and Open Interest 241,387 556,985 -3,071
10-Year T-Notes(CBOT)
Sep16 160916 131~185 131~265 131~125 131~130 -0~015 38,703 45,320 -14,453
Dec16 160916 130~175 130~265 130~120 130~130 -0~015 1,056,684 2,757,715 -37,125
Mar17 160916 129~190 129~190 129~190 129~190 -0~015      
Total Volume and Open Interest 1,095,387 2,803,035 -51,578
5-Year T-Notes(CBOT)
Sep16 160916 121~110 121~152 121~062 121~066 -0~034 16,891 85,058 -8,557
Dec16 160916 121~106 121~150 121~046 121~054 -0~036 550,932 2,686,878 +8,528
Mar17 160916 120~276 120~276 120~276 120~276 -0~036      
Total Volume and Open Interest 567,823 2,771,936 -29
2 Year T-Notes(CBOT)
Sep16 160916 109~096 109~112 109~082 109~082 -0~026 2,254 11,243 -2,012
Dec16 160916 109~082 109~086 109~044 109~046 -0~030 248,397 947,695 -12,192
Mar17 160916 109~042 109~042 109~042 109~042 -0~030      
Total Volume and Open Interest 250,651 958,938 -14,204
Eurodollars(CME)
Sep16 160916 99.143 99.145 99.137 99.137 -0.005 218,606 997,619 -32,155
Dec16 160916 99.095 99.100 99.070 99.070 -0.025 497,795 1,588,383 +54,773
Mar17 160916 99.065 99.070 99.035 99.035 -0.030 226,799 1,157,631 +22,324
Jun17 160916 99.040 99.040 98.995 99.000 -0.030 233,978 1,010,126 +23,755
Sep17 160916 99.005 99.005 98.955 98.960 -0.035 178,533 893,574 +8,228
Dec17 160916 98.955 98.965 98.905 98.910 -0.040 228,376 1,388,595 +6,849
Mar18 160916 98.930 98.940 98.875 98.880 -0.040 164,876 654,149 +6,269
Jun18 160916 98.900 98.905 98.840 98.845 -0.040 145,940 512,735 +14,288
Sep18 160916 98.850 98.870 98.805 98.810 -0.035 101,404 470,420 -1,789
Dec18 160916 98.800 98.825 98.755 98.760 -0.035 127,753 606,854 -6,457
Mar19 160916 98.770 98.795 98.725 98.730 -0.030 145,909 414,452 -16,788
Jun19 160916 98.735 98.755 98.690 98.690 -0.025 82,724 348,617 +9,694
Sep19 160916 98.680 98.710 98.645 98.645 -0.025 61,014 260,342 -200
Dec19 160916 98.625 98.655 98.595 98.595 -0.020 57,472 283,311 +3,604
Mar20 160916 98.590 98.620 98.560 98.560 -0.015 36,054 138,758 -12,383
Jun20 160916 98.540 98.570 98.515 98.515 -0.010 32,966 111,579 +1,697
Sep20 160916 98.490 98.525 98.470 98.470 -0.010 22,390 81,360 -2,432
Dec20 160916 98.440 98.475 98.420 98.420 -0.005 19,259 109,897 +1,685
Total Volume and Open Interest 2,669,099 11,450,972 +106,568
Ultra T-Bond(CBOT)
Sep16 160916 181~03 181~22 180~24 180~29 +0~24 3,099 10,367 -1,287
Dec16 160916 179~19 181~00 179~16 180~04 +0~23 91,032 600,139 +4,929
Mar17 160916 179~04 179~04 179~04 179~04 +0~23      
Total Volume and Open Interest 94,131 610,506 +3,642
Ultra 10-Yr T-Note(CBOT)
Sep16 160916 143~135 143~305 143~135 143~135 +0~015 284 3,730 -201
Dec16 160916 142~305 143~140 142~270 142~285 +0~015 65,754 210,608 +6,287
Mar17 160916 142~285 142~285 142~285 142~285 +0~015      
Total Volume and Open Interest 66,038 214,338 +6,086
30 Day Federal Funds(CBOT)
Sep16 160916 99.592 99.595 99.590 99.592 unch 821 65,759 +271
Oct16 160916 99.580 99.585 99.570 99.575 -0.005 17,046 315,811 +1,613
Nov16 160916 99.560 99.565 99.550 99.550 -0.005 13,315 182,465 -436
Dec16 160916 99.515 99.520 99.495 99.500 -0.010 7,072 92,416 -673
Jan17 160916 99.475 99.490 99.455 99.455 -0.020 14,275 137,422 +3,423
Feb17 160916 99.465 99.475 99.440 99.445 -0.020 4,824 64,751 -2,476
Total Volume and Open Interest 72,479 1,048,548 +3,726
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 160915 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160915 99.99 99.99 99.99 99.99 unch      
Jun17 160915 99.99 99.99 99.99 99.99 unch      
Sep17 160915 99.99 99.99 99.99 99.99 unch      
Dec17 160915 99.99 99.99 99.99 99.99 unch      
Mar18 160915 100.00 100.00 100.00 100.00 unch      
Jun18 160915 99.86 99.86 99.86 99.86 unch      
Sep18 160915 99.71 99.71 99.71 99.71 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Dec16 160915 151.67 151.81 151.64 151.75 +0.14 2,010 14,301 +396
Mar17 160915 151.67 151.67 151.67 151.67 +0.14      
Jun17 160915 151.67 151.67 151.67 151.67 +0.14      
Total Volume and Open Interest 2,010 14,301 +396
Euro-Buxl(EUREX)
Dec16 160916 184.72 186.36 184.28 185.32 +1.16 43,115 156,883 +417
Mar17 160916 183.66 183.66 183.66 183.66 +1.10 0 4 +0
Jun17 160916 183.66 183.66 183.66 183.66 +1.10      
Total Volume and Open Interest 43,115 156,887 +417
Euro-Bund(EUREX)
Dec16 160916 163.72 164.29 163.57 163.96 +0.48 715,934 1,772,456 -22,461
Mar17 160916 166.00 166.60 166.00 166.31 +0.52 2,207 22,227 +1,566
Jun17 160916 165.46 165.46 165.46 165.46 -0.02      
Total Volume and Open Interest 718,141 1,794,683 -20,895
Euro-Bobl(EUREX)
Dec16 160916 131.58 131.75 131.55 131.69 +0.14 525,334 1,384,519 -11,095
Mar17 160916 133.35 133.38 133.35 133.38 +0.08 1 52 +0
Jun17 160916 131.94 131.94 131.94 131.94 +0.14      
Total Volume and Open Interest 525,335 1,384,571 -11,095
Euro-Schatz(EUREX)
Dec16 160916 112.05 112.08 112.04 112.07 +0.02 290,019 1,145,331 +34,467
Mar17 160916 112.07 112.07 112.07 112.07 +0.02 0 451 +0
Jun17 160916 112.07 112.07 112.07 112.07 +0.02      
Total Volume and Open Interest 290,019 1,145,782 +34,467
3-Mth Euribor(EUREX)
Sep16 160916 100.305 100.305 100.305 100.305 unch 0 3,718 +0
Dec16 160916 100.320 100.325 100.320 100.320 unch 9 3,167 +0
Mar17 160916 100.335 100.340 100.335 100.340 +0.005 3 3,235 +0
Total Volume and Open Interest 1,326 77,749 +45
Long Gilt(LIFFE)
Sep16 160916 130~08 130~09 130~07 130~07 +0~12 200 22,471 -50
Dec16 160916 128~22 129~11 128~22 129~03 +0~12 213,545 527,382 +1,007
Total Volume and Open Interest 213,745 549,853 +957
3-Mth Short Sterling(LIFFE)
Sep16 160916 99.62 99.63 99.61 99.63 +0.00 15,795 332,076 -313
Dec16 160916 99.69 99.70 99.69 99.70 +0.01 50,674 531,969 -14,651
Mar17 160916 99.72 99.73 99.71 99.72 +0.01 47,030 369,718 -5,930
Jun17 160916 99.72 99.74 99.72 99.73 +0.01 67,864 357,700 +2,126
Sep17 160916 99.72 99.74 99.72 99.73 +0.01 100,959 300,062 +14,150
Dec17 160916 99.71 99.74 99.71 99.73 +0.01 57,973 368,916 -966
Total Volume and Open Interest 607,275 3,199,037 -5,215
3-Mth Euribor(LIFFE)
Sep16 160916 100.300 100.305 100.300 100.300 unch 38,433 325,361 -8,064
Dec16 160916 100.315 100.325 100.315 100.320 unch 68,718 425,103 -2,266
Mar17 160916 100.340 100.345 100.335 100.335 unch 90,333 373,449 -869
Total Volume and Open Interest 900,368 3,222,536 +8,605
3-Mth Aus T-Bills(SFE)
Dec16 160916 98.26 98.29 98.26 98.28 +0.01 17,746 204,584 -450
Mar17 160916 98.30 98.34 98.30 98.34 +0.03 16,370 169,934 +1,569
Jun17 160916 98.33 98.36 98.32 98.36 +0.03 18,959 166,612 +2,615
Sep17 160916 98.34 98.37 98.33 98.37 +0.03 10,165 115,789 +2,423
Dec17 160916 98.34 98.37 98.33 98.37 +0.02 11,800 118,986 +3,688
Mar18 160916 98.32 98.35 98.31 98.35 +0.02 6,809 66,684 -2,716
Jun18 160916 98.31 98.33 98.29 98.33 +0.02 8,564 56,427 +3,380
Sep18 160916 98.27 98.30 98.26 98.29 +0.01 3,605 20,283 +2,284
Dec18 160916 98.22 98.26 98.22 98.25 +0.01 1,036 5,189 -341
Mar19 160916 98.19 98.21 98.19 98.21 +0.01 333 2,838 +108
Total Volume and Open Interest 95,767 928,422 +12,710
10-Year Aus T-Bonds(SFE)
Dec16 160916 97.88 97.91 97.83 97.89 +0.01 188,765 788,607 +55,251
Mar17 160916 97.89 97.89 97.89 97.89        
3-Year Aus T-Bonds(SFE)
Dec16 160916 98.42 98.46 98.40 98.44 +0.02 261,678 712,337 +111,380
Mar17 160916 98.44 98.44 98.44 98.44        
Gold(CMX)
Oct16 160916 1314.5 1317.0 1305.4 1306.2 -7.8 4,424 39,790 -1,046
Dec16 160916 1318.3 1321.5 1309.2 1310.2 -7.8 139,432 427,358 -1,706
Feb17 160916 1322.4 1324.7 1312.8 1313.7 -7.9 5,564 46,850 +1,239
Apr17 160916 1323.5 1323.5 1316.8 1316.8 -7.8 3,517 10,353 +85
Jun17 160916 1326.2 1326.3 1319.5 1319.5 -7.8 1,222 17,869 +43
Aug17 160916 1325.1 1325.1 1322.0 1322.3 -7.8 201 7,040 +67
Oct17 160916 1325.6 1325.6 1324.8 1324.8 -7.8 44 1,929 +26
Dec17 160916 1335.6 1335.6 1327.1 1327.1 -7.8 283 12,591 -1
Feb18 160916 1329.4 1329.4 1329.4 1329.4 -7.8 0 163 +0
Apr18 160916 1331.6 1331.6 1331.6 1331.6 -7.8 0 3 +0
Jun18 160916 1333.8 1333.8 1333.8 1333.8 -7.8 0 4,181 +0
Total Volume and Open Interest 154,864 573,823 -1,179
Silver(CMX)
Sep16 160916 1889.0 1889.0 1875.0 1878.1 -17.8 107 830 -56
Dec16 160916 1906.0 1908.5 1871.5 1886.2 -17.9 37,246 168,287 -274
Mar17 160916 1914.0 1914.0 1882.5 1896.6 -18.0 935 13,866 -196
May17 160916 1916.0 1916.0 1889.5 1903.4 -18.0 126 1,101 +3
Jul17 160916 1900.0 1910.0 1896.0 1909.7 -18.0 25 2,603 +0
Sep17 160916 1916.0 1916.0 1916.0 1916.0 -18.0 0 495 +0
Dec17 160916 1924.7 1924.7 1924.7 1924.7 -18.0 31 2,456 +0
Total Volume and Open Interest 38,659 193,466 -487
Platinum(NYMEX)
Oct16 160916 1034.6 1038.1 1010.0 1017.6 -16.2 14,130 52,659 -1,427
Jan17 160916 1037.4 1040.8 1013.9 1020.7 -16.3 2,148 20,728 +1,063
Apr17 160916 1027.2 1027.2 1019.5 1024.6 -15.9 89 2,500 +80
Jul17 160916 1027.6 1027.6 1027.6 1027.6 -15.9 1 28 +1
Total Volume and Open Interest 16,368 75,916 -283
Palladium(NYMEX)
Sep16 160916 672.85 672.85 672.85 672.85 +16.25 0 16 -4
Dec16 160916 657.85 679.00 651.50 672.40 +15.80 3,693 23,839 -378
Mar17 160916 657.00 677.00 657.00 674.05 +15.70 23 213 +15
Total Volume and Open Interest 3,716 24,110 -367
Copper(CMX)
Sep16 160916 215.45 215.50 214.35 215.15 -0.05 815 1,308 -93
Dec16 160916 216.00 216.80 214.75 216.00 +0.05 68,521 150,259 -3,649
Mar17 160916 217.10 217.50 215.55 216.80 +0.05 3,676 30,643 -216
May17 160916 216.95 217.80 216.15 217.40 +0.10 396 5,738 -18
Jul17 160916 217.45 218.20 217.35 217.85 +0.10 225 1,567 +56
Total Volume and Open Interest 74,534 199,869 -4,076
E-mini DJIA Index(CBOT)
Dec16 160916 18100 18111 17982 18053 -62 206,688 112,256 +7,600
Mar17 160916 18010 18010 17938 17988 -65 39 456 +1
Jun17 160916 17912 17912 17851 17912 -65 0 3 +0
Sep17 160916 17827 17827 17827 17827 -65      
Total Volume and Open Interest 252,550 154,918 -2,211
S & P 500(CME)
Dec16 160916 2136.40 2136.70 2123.30 2132.50 -5.40 13,358 48,788 +5,903
Mar17 160916 2126.20 2126.20 2120.60 2126.20 -5.40 0 63 +0
Jun17 160916 2120.50 2120.50 2114.90 2120.50 -5.40 0 60 +0
Sep17 160916 2117.30 2117.30 2111.70 2117.30 -5.40      
Total Volume and Open Interest 28,680 125,186 +2,805
S & P 500 E-Mini(Globex)
Dec16 160916 2136.50 2137.00 2123.00 2132.50 -5.50 2,546,136 2,691,473 +249,338
Mar17 160916 2129.75 2129.75 2117.00 2126.25 -5.25 398 1,885 +123
Jun17 160916 2115.00 2122.00 2111.50 2120.50 -5.50 6 372 -3
Sep17 160916 2117.25 2117.25 2114.50 2117.25 -5.50 0 7 +0
Total Volume and Open Interest 3,207,696 3,524,447 +9,733
NASDAQ 100 E-Mini(Globex)
Dec16 160916 4809.50 4819.50 4788.80 4814.30 +0.50 358,383 249,462 +24,166
Mar17 160916 4809.00 4810.30 4785.00 4809.00 +1.20 77 80 +3
Jun17 160916 4797.50 4803.00 4787.50 4803.00 +1.20 0 6 +0
Total Volume and Open Interest 436,084 325,029 +3,568
S&P Midcap 400(CME) e-Mini
Sep16 160916 1522.50 1523.60 1520.30 1522.70 -6.30 7,585 6,627 -2,829
Dec16 160916 1520.40 1521.70 1511.80 1516.90 -8.90 30,462 79,818 +3,527
Mar17 160916 1516.10 1516.10 1512.10 1516.10 -10.20      
Total Volume and Open Interest 38,047 86,445 +698
Volatility Index(CBOE)
Sep16 160916 17.10 17.70 16.00 16.02 -1.06 135,161 121,273 -30,655
Oct16 160916 18.20 18.70 17.50 17.53 -0.70 134,605 193,504 -4,221
Nov16 160916 18.85 19.15 18.28 18.28 -0.55 36,698 60,392 +1,353
Dec16 160916 19.05 19.40 18.70 18.73 -0.35 20,715 46,568 +733
Total Volume and Open Interest 343,105 478,830 -33,010
Russell 2000(ICE)
Dec16 160916 1219.00 1221.50 1212.30 1220.70 -1.00 143,835 302,132 +24,073
Mar17 160916 1217.50 1217.50 1217.20 1217.20 -1.00 0 263 +0
Jun17 160916 1214.70 1214.70 1214.70 1214.70 -1.00 0 170 +0
Total Volume and Open Interest 196,634 361,967 -210
Nikkei 225(CME)
Dec16 160916 16465 16480 16305 16325 -145 11,923 32,972 +183
Mar17 160916 16320 16320 16320 16320 -145 1 13 +1
Total Volume and Open Interest 11,924 32,985 +184
Nikkei 225(SGX)
Dec16 160916 16300 16400 16260 16350 +85 75,911 157,522 +1,361
Mar17 160916 16245 16330 16245 16315 +85 140 684 +102
Jun17 160915 16105 16105 16105 16105 -255      
Total Volume and Open Interest 79,975 163,582 -2,459
Nikkei 225(CME) Yen
Sep16 160908 16990 17005 16830 16990 +20 87,426 48,721 -20,945
Dec16 160916 16380 16395 16225 16240 -150 52,511 48,215 -2,481
Mar17 160916 16275 16330 16170 16180 -155 55 23 +3
Total Volume and Open Interest 52,566 48,238 -2,478
Nikkei 225(CME) e-Mini Yen
Sep16 160908 16990 16990 16860 16990 +20 0 12 +0
Dec16 160916 16320 16380 16230 16240 -150 4 4 +3
Mar17 160916 16180 16180 16180 16180 -150      
Total Volume and Open Interest 4 4 +3
CAC 40(EURONEXT)
Sep16 160916 4371.5 4380.5 4308.0 4326.5 -46.0 198,768 207,849 -86,079
Oct16 160916 4357.0 4369.0 4295.0 4319.5 -40.5 120,659 249,880 +81,871
Nov16 160916 4359.5 4364.0 4305.0 4315.5 -41.0 276 597 +173
Dec16 160916 4346.0 4349.0 4292.0 4309.5 -40.5 5,115 18,223 +4,579
Total Volume and Open Interest 324,818 476,622 +544
Hang Seng Index(HKFE)
Sep16 160915 23250 23475 23185 23349 +97 141,826 139,392 -1,216
Oct16 160915 23224 23462 23182 23339 +98 1,982 6,753 +488
Total Volume and Open Interest 145,241 156,292 -127
DAX(EUREX)
Sep16 160915 10345.0 10476.0 10335.0 10444.5 +51.0 168,604 162,019 -21,531
Dec16 160916 10402.0 10419.0 10236.0 10258.0 -176.5 66,373 129,991 +38,527
Mar17 160916 10300.0 10300.0 10252.5 10252.5 -176.5 28 596 +19
Total Volume and Open Interest 216,505 263,350 +9,290
Mini-DAX(EUREX)
Sep16 160916 10420.0 10427.0 10264.0 10264.0 -180.5 36,525 13,993 +636
Dec16 160916 10411.0 10419.0 10236.0 10258.0 -176.5 4,173 4,745 +2,328
Mar17 160916 10393.0 10396.0 10245.0 10252.5 -176.5 6 197 -3
Total Volume and Open Interest 40,704 18,935 +2,961
FT-SE 100(EURONEXT)
Sep16 160916 6724.00 6742.00 6707.50 6739.50 +3.50 258,769 117,549 -107,296
Dec16 160916 6687.00 6707.50 6651.50 6663.50 -31.50 183,955 639,166 +93,130
Mar17 160916 6633.00 6633.00 6602.00 6602.00 -31.50 0 5 +0
Total Volume and Open Interest 442,724 756,720 -14,166
SPI 200(SFE)
Dec16 160916 5222.0 5291.0 5220.0 5275.0 +46.0 110,191 269,323 +55,939
Mar17 160916 5226.0 5226.0 5226.0 5226.0 +46.0 3 1,441 +3
Jun17 160916 5213.0 5213.0 5213.0 5213.0 +46.0 104 1,397 +104
Total Volume and Open Interest 238,095 403,929 -25,654
FTSE MIB(ISE)
Sep16 160916 16500.00 16500.00 16475.00 16478.00 -118.00 76,408 15,197 -16,487
Dec16 160916 16360.00 16425.00 16040.00 16069.00 -395.00 51,099 37,722 +7,294
Mar17 160916 16280.00 16280.00 16057.00 16057.00 -397.00 1 1 +1
Total Volume and Open Interest 127,508 52,920 -9,192
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)
Oct16 160916 346.20 348.95 345.10 348.65 -0.45 2,066 12,792 +2,044
Nov16 160916 351.90 351.90 351.90 351.90 -0.45      
Dec16 160916 355.50 355.50 355.50 355.50        
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.

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Let MRCI introduce you to our brand new Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!