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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Wed September 21, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 160921 988.25 990.25 971.50 975.50 -14.25 96,833 352,615 -541
Jan17 160921 993.00 995.50 976.75 981.00 -13.75 15,773 96,966 +3,012
Mar17 160921 996.25 998.75 980.75 984.75 -13.25 8,557 67,896 +348
May17 160921 1001.50 1003.00 986.25 990.25 -12.50 3,116 45,357 -143
Jul17 160921 1005.50 1007.25 991.00 995.00 -11.75 4,223 47,742 +398
Aug17 160921 999.25 1003.75 988.75 992.75 -11.25 149 1,300 -26
Sep17 160921 973.00 977.00 973.00 977.00 -10.25 31 768 +8
Nov17 160921 971.25 973.25 959.50 964.50 -8.50 3,068 28,123 +322
Jan18 160921 973.00 973.00 964.75 966.75 -8.50 0 720 +0
Mar18 160921 967.25 967.25 967.25 967.25 -8.25 0 166 +0
May18 160921 969.00 969.00 969.00 969.00 -8.25 0 72 +0
Jul18 160921 972.00 972.00 972.00 972.00 -9.00 0 134 +0
Aug18 160921 968.75 968.75 968.75 968.75 -8.75 0 17 +0
Sep18 160921 953.50 953.50 953.50 953.50 -14.25 0 17 +0
Total Volume and Open Interest 131,755 642,138 +3,379
Soybean Meal(CBOT)
Oct16 160921 312.20 313.90 306.50 308.70 -4.40 15,624 35,536 -40
Dec16 160921 312.20 314.00 306.90 308.70 -4.50 40,519 165,845 -1,226
Jan17 160921 312.80 314.60 307.70 309.50 -4.30 5,722 39,459 +348
Mar17 160921 313.00 315.00 308.60 310.50 -3.60 5,686 41,141 +312
May17 160921 313.70 315.60 309.60 311.40 -3.30 2,321 28,017 +85
Jul17 160921 315.30 316.90 310.90 312.70 -3.20 2,644 29,553 +181
Aug17 160921 313.40 316.00 310.50 312.20 -3.00 640 2,974 +132
Sep17 160921 313.40 314.90 310.10 311.60 -2.50 892 3,915 +160
Oct17 160921 310.20 311.10 306.30 307.70 -1.90 403 3,563 -129
Dec17 160921 309.00 311.10 306.00 308.00 -1.60 769 11,940 -6
Total Volume and Open Interest 75,364 363,458 -133
Soybean Oil(CBOT)
Oct16 160921 33.84 33.86 33.37 33.40 -0.43 20,664 33,777 -447
Dec16 160921 34.09 34.11 33.62 33.66 -0.43 68,821 199,718 +1,564
Jan17 160921 34.32 34.32 33.86 33.89 -0.42 9,174 47,630 +1,412
Mar17 160921 34.53 34.53 34.08 34.11 -0.42 7,865 42,915 +436
May17 160921 34.62 34.62 34.24 34.26 -0.42 2,416 30,724 +267
Jul17 160921 34.75 34.75 34.38 34.41 -0.42 1,659 19,941 -77
Aug17 160921 34.68 34.68 34.41 34.42 -0.43 259 3,244 -21
Sep17 160921 34.50 34.50 34.35 34.40 -0.42 89 2,732 +2
Oct17 160921 34.39 34.39 34.19 34.20 -0.42 99 2,271 +4
Dec17 160921 34.65 34.65 34.20 34.22 -0.46 363 7,854 -23
Total Volume and Open Interest 111,409 391,100 +3,117
Canola(WCE)
Nov16 160921 468.5 469.6 462.7 464.2 -5.5 13,123 134,649 -602
Jan17 160921 475.5 476.6 470.1 471.4 -5.2 3,916 29,209 -670
Mar17 160921 483.3 483.3 476.3 478.2 -5.1 1,493 11,288 +255
May17 160921 486.9 488.0 482.2 484.0 -5.2 390 6,571 -25
Jul17 160921 491.5 492.3 485.5 487.6 -5.9 501 9,354 +140
Total Volume and Open Interest 19,780 197,651 -826
Corn(CBOT)
Dec16 160921 339.00 341.00 338.00 340.00 -0.50 139,737 763,735 +9,296
Mar17 160921 349.50 350.75 348.00 350.00 -0.75 26,472 236,896 -179
May17 160921 356.50 358.00 355.25 357.00 -1.00 9,802 62,309 +797
Jul17 160921 362.75 364.25 361.75 363.75 -0.50 8,310 112,153 -195
Sep17 160921 369.75 371.00 368.50 370.00 -0.75 2,510 41,136 -348
Dec17 160921 379.25 380.00 378.00 379.50 -0.75 7,333 70,699 +306
Mar18 160921 389.75 390.00 388.00 389.25 -1.00 118 5,000 +5
May18 160921 393.50 394.75 393.50 394.75 -0.75 6 1,055 -1
Jul18 160921 397.25 398.25 397.00 398.25 -1.00 8 1,366 +5
Sep18 160921 397.50 397.50 397.50 397.50 -1.00 0 493 +0
Total Volume and Open Interest 194,345 1,298,897 +9,709
Wheat(CBOT)
Dec16 160921 405.00 409.00 402.25 407.75 +1.75 45,558 303,082 +683
Mar17 160921 425.75 430.50 423.25 429.25 +2.50 7,582 89,923 +528
May17 160921 439.00 443.75 436.75 442.75 +2.75 2,031 23,189 +180
Jul17 160921 448.50 452.25 445.50 451.25 +1.75 1,889 32,528 +471
Sep17 160921 464.00 465.25 460.50 464.75 +1.00 753 3,388 -107
Dec17 160921 480.00 483.50 478.75 483.00 +0.25 750 6,218 +117
Total Volume and Open Interest 58,617 460,458 +1,900
Wheat(KCBT)
Dec16 160921 417.00 423.25 414.25 422.25 +3.75 11,146 141,348 +145
Mar17 160921 433.50 439.50 430.75 438.75 +4.00 2,190 45,031 +223
May17 160921 441.75 449.75 441.50 449.00 +3.75 521 17,934 +144
Jul17 160921 453.50 458.75 451.00 458.50 +3.50 1,088 22,715 -118
Sep17 160921 469.50 472.00 465.50 472.00 +3.00 319 2,819 -18
Dec17 160921 489.50 492.00 485.50 491.50 +2.75 309 2,164 +24
Mar18 160921 501.50 501.50 501.50 501.50 +2.50 0 203 +0
Total Volume and Open Interest 15,573 232,293 +400
Wheat(MGE)
Dec16 160921 491.00 495.50 490.00 494.75 +3.50 2,816 30,253 +88
Mar17 160921 501.25 504.75 500.00 504.00 +2.75 691 15,654 +12
May17 160921 508.75 513.25 508.75 512.25 +2.00 264 7,707 -2
Jul17 160921 518.00 522.00 518.00 521.00 +2.00 197 3,370 -15
Sep17 160921 529.00 531.25 529.00 530.75 +1.75 466 3,388 +40
Dec17 160921 544.75 545.50 544.25 544.25 +1.00 25 2,123 -15
Total Volume and Open Interest 4,459 62,501 +108
Oats(CBOT)
Dec16 160921 174.50 178.00 174.50 176.25 +1.25 349 8,745 -36
Mar17 160921 187.50 189.25 187.00 188.00 +1.00 38 1,911 +2
May17 160921 194.00 194.00 194.00 194.00 +1.50 0 46 +0
Jul17 160921 200.25 200.25 200.25 200.25 +1.25 0 26 +0
Total Volume and Open Interest 387 10,728 -34
Rough Rice(CBOT)
Sep16 160914 9.58 9.58 9.30 9.58 +0.20 134 733 -4
Nov16 160921 9.83 9.83 9.63 9.68 -0.22 162 9,777 +14
Jan17 160921 10.05 10.05 9.90 9.92 -0.22 32 1,035 +8
Mar17 160921 10.17 10.17 10.17 10.17 -0.21 6 74 +3
Total Volume and Open Interest 205 10,892 +28
Live Cattle(CME)
Oct16 160921 107.980 109.230 107.930 108.550 +0.870 18,248 59,201 -6,531
Dec16 160921 107.080 108.885 107.080 108.350 +1.300 19,790 106,459 +4,576
Feb17 160921 107.635 108.950 107.600 108.480 +1.000 7,366 48,556 +618
Apr17 160921 107.100 108.080 107.050 107.885 +0.905 3,857 31,623 +907
Jun17 160921 100.035 101.000 100.035 100.950 +0.915 846 11,086 +114
Aug17 160921 98.750 99.285 98.550 99.135 +0.735 238 6,248 +20
Total Volume and Open Interest 50,388 263,831 -270
Feeder Cattle(CME)
Sep16 160921 135.800 136.830 135.325 136.350 +1.025 470 2,865 -100
Oct16 160921 131.535 133.650 131.235 132.235 +1.105 3,491 16,917 +159
Nov16 160921 129.285 131.235 128.825 129.685 +0.835 2,098 13,161 +215
Jan17 160921 125.430 127.330 125.300 126.135 +1.085 894 5,091 +153
Mar17 160921 123.980 125.430 123.635 124.300 +1.000 461 3,985 +41
Apr17 160921 123.930 125.200 123.700 124.150 +1.100 60 555 +10
May17 160921 123.800 124.635 123.230 123.700 +1.120 28 538 +8
Total Volume and Open Interest 7,502 43,218 +486
Lean Hogs(CME)
Oct16 160921 55.550 55.600 54.035 54.430 -1.120 13,570 40,829 -4,599
Dec16 160921 49.080 49.330 47.800 48.250 -0.830 17,100 113,363 +5,767
Feb17 160921 53.430 53.650 52.680 53.100 -0.280 3,444 34,511 +127
Apr17 160921 59.250 59.600 58.880 59.235 unch 1,503 22,104 +409
May17 160921 65.700 66.080 65.700 66.000 +0.525 9 394 +7
Jun17 160921 69.350 70.150 69.350 69.750 +0.400 382 6,107 +58
Jul17 160921 69.285 69.785 69.250 69.400 +0.420 20 853 +5
Aug17 160921 69.250 69.400 69.080 69.330 +0.430 47 530 +8
Total Volume and Open Interest 36,120 219,114 +1,795
Class III Milk(CME)
Sep16 160921 16.35 16.42 16.35 16.36 +0.01 52 5,079 -27
Oct16 160921 16.15 16.24 15.86 15.94 -0.26 475 4,892 -93
Nov16 160921 16.40 16.43 16.07 16.15 -0.33 358 4,267 +9
Dec16 160921 16.19 16.21 15.95 15.96 -0.30 114 3,514 +10
Jan17 160921 15.97 15.97 15.83 15.83 -0.11 32 1,891 +3
Feb17 160921 15.90 15.95 15.90 15.90 -0.09 25 1,915 +4
Mar17 160921 16.00 16.00 15.98 15.98 -0.07 15 1,770 +3
Apr17 160921 16.01 16.01 16.01 16.01 -0.12 19 1,563 +17
May17 160921 16.15 16.19 16.15 16.17 -0.05 20 1,428 +18
Jun17 160921 16.37 16.37 16.36 16.36 -0.07 10 1,319 +9
Jul17 160921 16.62 16.62 16.52 16.52 -0.10 23 756 +9
Aug17 160921 16.70 16.70 16.66 16.66 -0.04 24 693 +9
Sep17 160921 16.73 16.73 16.72 16.72 unch 41 605 +11
Total Volume and Open Interest 1,304 31,094 +13
Cocoa(ICE)
Dec16 160921 2853 2888 2852 2877 +11 21,005 103,563 +466
Mar17 160921 2824 2857 2821 2847 +11 11,177 76,532 +3,140
May17 160921 2823 2851 2815 2840 +10 1,464 17,615 +4
Jul17 160921 2819 2849 2819 2839 +10 326 6,550 -42
Sep17 160921 2834 2846 2824 2837 +9 92 4,820 +41
Dec17 160921 2831 2833 2820 2832 +7 495 3,285 +488
Mar18 160921 2827 2827 2827 2827 +6 4 3,785 +1
Total Volume and Open Interest 34,563 216,202 +4,098
Coffee "C"(ICE)
Sep16 160920 155.50 155.50 155.50 155.50 +4.00 5 11 -3
Dec16 160921 156.60 158.80 156.00 156.55 -0.25 21,975 105,619 +1,252
Mar17 160921 159.00 161.95 159.00 159.75 -0.15 3,271 40,168 +341
May17 160921 161.30 163.55 161.05 161.50 unch 1,200 17,831 +270
Jul17 160921 162.95 165.00 162.70 163.05 +0.05 373 5,394 +13
Sep17 160921 165.30 166.35 164.10 164.40 +0.05 72 4,030 -23
Total Volume and Open Interest 27,001 180,960 +1,866
Orange Juice(ICE)
Nov16 160921 205.50 206.35 198.40 199.55 -4.85 679 13,857 +52
Jan17 160921 201.15 202.20 195.70 196.30 -4.85 69 1,786 +40
Mar17 160921 199.20 199.20 193.90 193.90 -4.90 21 475 +19
May17 160921 193.00 193.00 191.35 191.35 -4.90 5 154 +3
Jul17 160921 189.95 189.95 189.95 189.95 -4.90 0 3 +0
Sep17 160921 189.45 189.45 189.45 189.45 -4.90      
Total Volume and Open Interest 774 16,277 +114
Sugar #11(ICE)
Oct16 160921 22.25 22.28 21.92 22.20 +0.07 61,886 118,901 -14,698
Mar17 160921 22.75 22.88 22.48 22.76 +0.06 95,526 465,952 -4,732
May17 160921 21.90 22.09 21.74 21.99 +0.05 27,392 125,898 +2,250
Jul17 160921 21.14 21.30 20.97 21.19 +0.05 13,792 82,759 +523
Oct17 160921 20.50 20.67 20.36 20.56 +0.06 4,698 54,076 +274
Mar18 160921 20.00 20.25 19.97 20.15 +0.09 2,229 24,529 +729
May18 160921 19.22 19.41 19.18 19.35 +0.12 695 8,263 +212
Jul18 160921 18.48 18.72 18.48 18.69 +0.19 101 4,932 -29
Total Volume and Open Interest 206,438 892,164 -15,417
London Cocoa(LCE)
Dec16 160921 2300 2316 2295 2308 +3 10,150 99,308 -810
Mar17 160921 2235 2253 2232 2245 +4 14,302 68,807 +1,758
May17 160921 2229 2249 2229 2240 +4 6,243 35,812 +1,701
Jul17 160921 2229 2249 2229 2241 +5 2,330 9,436 +54
Sep17 160921 2224 2241 2224 2235 +4 2,550 12,839 +1,036
Dec17 160921 2210 2217 2206 2216 +3 717 6,529 +288
Mar18 160921 2202 2202 2202 2202 +3 3 4 +0
Total Volume and Open Interest 36,295 232,735 +4,027
London Sugar(LCE)
Dec16 160921 589.40 591.20 583.00 590.50 +2.20 4,437 35,826 +292
Mar17 160921 590.90 592.20 584.90 591.70 +1.60 3,026 20,860 +442
May17 160921 581.30 583.00 577.80 582.60 +1.20 1,385 12,250 +1
Aug17 160921 566.60 567.80 563.00 567.50 +1.20 347 5,374 -97
Oct17 160921 545.00 547.20 542.10 546.80 +1.50 68 4,233 +27
Total Volume and Open Interest 9,272 80,031 +670
Cotton(ICE)
Oct16 160921 70.49 71.81 70.36 71.81 +0.99 9 219 -3
Dec16 160921 70.82 72.10 70.28 71.62 +0.82 14,677 152,418 -116
Mar17 160921 70.82 72.15 70.24 71.73 +0.90 2,662 49,499 +415
May17 160921 70.77 72.40 70.69 72.05 +0.99 511 9,571 +211
Jul17 160921 70.74 72.33 70.65 72.07 +1.05 329 7,502 +164
Oct17 160921 71.80 71.80 71.80 71.80 +1.05      
Total Volume and Open Interest 18,413 232,379 +786
Lumber(CME)
Nov16 160921 308.1 316.3 308.1 315.4 +9.1 355 2,870 +54
Jan17 160921 316.3 324.5 316.3 323.2 +8.7 39 397 +19
Mar17 160921 328.1 328.1 320.2 328.1 +7.9 3 92 +1
May17 160921 329.0 329.5 322.9 329.0 +7.1 1 18 +0
Total Volume and Open Interest 398 3,394 +74
Crude Oil(NYM)
Nov16 160921 44.50 45.65 44.50 45.34 +1.29 515,314 545,866 +19,670
Dec16 160921 45.10 46.19 45.10 45.90 +1.20 109,389 300,503 +3,010
Jan17 160921 45.74 46.77 45.74 46.48 +1.13 26,496 124,789 +1,924
Feb17 160921 46.50 47.32 46.50 47.06 +1.08 13,322 76,265 +1,512
Mar17 160921 47.14 47.85 47.09 47.60 +1.04 17,550 125,219 +1,755
Apr17 160921 47.66 48.31 47.58 48.06 +0.98 5,840 40,641 -475
May17 160921 48.02 48.68 48.00 48.46 +0.93 3,225 31,367 +248
Jun17 160921 48.73 49.05 48.37 48.80 +0.89 18,154 119,801 +2,584
Jul17 160921 49.00 49.18 49.00 49.09 +0.85 1,690 21,164 -504
Aug17 160921 49.18 49.42 48.97 49.34 +0.81 969 18,839 -60
Sep17 160921 49.32 49.74 49.19 49.56 +0.78 1,842 38,222 -276
Oct17 160921 49.76 49.76 49.76 49.76 +0.74 660 16,401 -135
Nov17 160921 49.95 49.95 49.95 49.95 +0.71 517 16,034 -88
Dec17 160921 49.96 50.40 49.77 50.16 +0.68 16,102 160,210 -895
Jan18 160921 50.31 50.31 50.31 50.31 +0.65 245 15,627 +58
Feb18 160921 50.46 50.46 50.46 50.46 +0.62 194 4,978 +115
Total Volume and Open Interest 867,492 1,815,678 -15,780
e-miNY Crude Oil(NYM)
Nov16 160921 44.500 45.650 44.500 45.350 +1.300 7,652 2,093 +419
Dec16 160921 45.200 46.175 45.200 45.900 +1.200 281 723 +163
Jan17 160921 46.200 46.750 46.025 46.475 +1.125 8 90 +3
Feb17 160921 46.800 47.325 46.625 47.050 +1.075 0 88 +0
Mar17 160921 48.000 48.000 47.600 47.600 +1.050 34 171 +34
Apr17 160921 48.075 48.450 48.050 48.050 +0.975 34 141 +34
May17 160921 48.450 48.450 48.450 48.450 +0.925 75 57 +35
Jun17 160921 48.475 48.800 48.450 48.800 +0.900 77 133 +71
Jul17 160921 49.100 49.100 49.100 49.100 +0.850 0 79 +0
Aug17 160921 49.350 49.350 49.350 49.350 +0.825 0 91 +0
Total Volume and Open Interest 8,162 3,936 -2,207
NY Harbor ULSD(NYM)
Oct16 160921 140.89 144.00 140.80 142.90 +2.40 48,104 46,035 -7,486
Nov16 160921 142.08 145.16 141.99 144.11 +2.43 56,527 93,899 +3,214
Dec16 160921 143.54 146.53 143.54 145.55 +2.42 40,683 64,292 -939
Jan17 160921 145.99 148.05 145.91 147.17 +2.42 22,407 44,450 +533
Feb17 160921 147.04 149.14 147.00 148.36 +2.38 9,813 21,338 +778
Mar17 160921 148.22 149.68 147.64 148.86 +2.35 7,639 31,626 +2,030
Apr17 160921 147.99 149.59 147.71 148.72 +2.31 1,782 13,214 +40
May17 160921 148.35 149.33 148.22 148.94 +2.26 701 9,140 +75
Jun17 160921 149.08 149.98 148.25 149.36 +2.23 1,616 24,989 -57
Jul17 160921 150.10 150.27 150.10 150.27 +2.19 113 3,028 -6
Aug17 160921 151.74 151.79 151.36 151.36 +2.15 216 1,835 +36
Sep17 160921 152.10 152.55 152.10 152.55 +2.11 193 2,915 +15
Oct17 160921 153.72 153.72 153.72 153.72 +2.07 318 2,405 +99
Nov17 160921 154.77 154.77 154.77 154.77 +2.04 337 1,941 -75
Total Volume and Open Interest 191,910 396,909 -2,179
RBOB Gasoline(NYM)
Oct16 160921 137.91 140.61 137.50 139.90 +3.44 70,875 64,909 +4,277
Nov16 160921 133.64 137.04 133.64 136.55 +4.01 81,841 125,694 +383
Dec16 160921 131.75 134.58 131.75 134.09 +3.61 57,073 75,613 +4,555
Jan17 160921 131.61 134.16 131.60 133.73 +3.28 25,449 32,462 +3,087
Feb17 160921 134.54 135.31 133.27 134.87 +3.00 8,985 13,129 +21
Mar17 160921 136.50 137.61 135.71 137.11 +2.78 9,519 24,401 +835
Apr17 160921 154.00 156.00 154.00 155.65 +2.77 3,196 19,778 +113
May17 160921 155.75 157.10 155.54 156.82 +2.67 1,204 7,027 -52
Jun17 160921 156.32 157.10 155.36 156.61 +2.56 1,706 12,704 +200
Jul17 160921 155.48 155.94 155.48 155.81 +2.44 222 2,317 -63
Total Volume and Open Interest 262,055 405,065 +13,656
e-miNY RBOB Gasoline(NYM)
Oct16 160921 139.90 139.90 139.90 139.90 +3.44 1 1 +0
Nov16 160921 136.55 136.55 136.55 136.55 +4.01      
Dec16 160921 134.09 134.09 134.09 134.09 +3.61      
Jan17 160921 133.73 133.73 133.73 133.73 +3.28      
Total Volume and Open Interest 1 1 +0
Natural Gas(NYM)
Oct16 160921 3.078 3.098 3.029 3.057 +0.010 106,540 93,756 -13,264
Nov16 160921 3.127 3.159 3.097 3.132 +0.023 65,024 253,539 +10,425
Dec16 160921 3.314 3.343 3.283 3.321 +0.030 27,065 89,412 +1,477
Jan17 160921 3.420 3.455 3.404 3.441 +0.031 29,829 148,125 +1,627
Feb17 160921 3.433 3.456 3.407 3.445 +0.032 13,004 38,645 +1,300
Mar17 160921 3.382 3.405 3.360 3.398 +0.033 16,703 91,534 +1,140
Apr17 160921 3.127 3.130 3.098 3.120 +0.024 11,423 81,036 +1,116
May17 160921 3.074 3.084 3.060 3.081 +0.023 1,825 29,085 +108
Jun17 160921 3.094 3.105 3.078 3.105 +0.022 1,363 27,302 +306
Jul17 160921 3.120 3.132 3.111 3.129 +0.020 1,364 16,519 +28
Aug17 160921 3.140 3.140 3.114 3.134 +0.021 912 15,354 +124
Sep17 160921 3.105 3.119 3.085 3.118 +0.022 1,989 16,257 +658
Oct17 160921 3.125 3.137 3.106 3.136 +0.023 3,686 38,822 +1,174
Nov17 160921 3.170 3.183 3.155 3.183 +0.023 1,095 13,900 -128
Dec17 160921 3.295 3.308 3.274 3.306 +0.026 1,328 18,923 +109
Jan18 160921 3.385 3.403 3.370 3.403 +0.027 1,569 17,413 +373
Total Volume and Open Interest 287,906 1,054,098 +8,449
Brent Crude Oil(ICE)
Nov16 160921 46.45 47.14 46.38 46.83 +0.95 209,911 254,737 -15,602
Dec16 160921 46.87 47.59 46.86 47.29 +0.93 152,769 496,359 +2,019
Jan17 160921 47.48 48.08 47.36 47.78 +0.90 51,674 234,047 +2,099
Feb17 160921 48.00 48.58 47.87 48.27 +0.87 30,653 112,424 +2,774
Mar17 160921 48.51 49.08 48.38 48.78 +0.86 38,448 173,964 +3,005
Apr17 160921 48.98 49.55 48.85 49.26 +0.86 15,130 56,052 +2,270
May17 160921 49.41 49.96 49.28 49.68 +0.84 9,975 45,671 +1,461
Jun17 160921 49.79 50.33 49.64 50.05 +0.82 31,491 125,299 +1,361
Jul17 160921 50.13 50.61 50.09 50.37 +0.79 1,164 32,929 +215
Aug17 160921 50.63 50.63 50.63 50.63 +0.77 690 22,055 +89
Sep17 160921 51.27 51.35 50.53 50.85 +0.75 3,690 50,523 +334
Oct17 160921 51.04 51.04 51.04 51.04 +0.72 1,135 21,268 +81
Nov17 160921 51.22 51.22 51.22 51.22 +0.69 622 19,768 +342
Dec17 160921 51.28 51.70 51.08 51.39 +0.68 25,325 197,369 -2,027
Total Volume and Open Interest 588,836 2,147,777 +173
Gas Oil(ICE)
Oct16 160921 415.00 423.50 414.50 418.25 +5.00 63,462 139,905 -3,459
Nov16 160921 416.75 425.25 416.75 420.25 +4.75 46,732 114,668 +7,337
Dec16 160921 418.50 427.50 418.50 422.25 +4.50 43,016 168,474 +2,825
Jan17 160921 423.25 430.25 423.00 425.75 +4.25 11,353 68,519 +66
Feb17 160921 426.75 434.25 426.75 429.50 +4.25 4,075 35,807 +219
Mar17 160921 430.25 437.25 430.00 432.50 +4.00 4,813 35,709 +168
Apr17 160921 433.25 439.25 432.75 435.25 +3.75 1,955 19,561 -74
May17 160921 436.00 442.00 435.50 437.75 +3.50 1,673 14,458 +292
Jun17 160921 438.50 444.50 437.75 440.25 +3.25 3,777 50,283 -168
Jul17 160921 445.50 445.50 442.75 444.00 +3.00 502 15,140 +90
Total Volume and Open Interest 187,164 840,852 +8,072
Ethanol(CBOT)
Oct16 160921 1.474 1.525 1.473 1.513 +0.033 254 897 -2
Nov16 160921 1.411 1.458 1.411 1.446 +0.027 145 1,117 +6
Dec16 160921 1.389 1.407 1.376 1.404 +0.027 107 1,186 -22
Jan17 160921 1.376 1.377 1.373 1.375 +0.020 110 555 -9
Feb17 160921 1.381 1.381 1.381 1.381 +0.020 6 179 +3
Mar17 160921 1.409 1.409 1.409 1.409 +0.020 6 115 +0
Apr17 160921 1.439 1.439 1.439 1.439 +0.020 6 219 +3
May17 160921 1.446 1.446 1.446 1.446 +0.020 0 5 +0
Total Volume and Open Interest 634 4,279 -21
WTI Crude Oil(ICE)
Nov16 160921 44.85 45.64 44.71 45.34 +1.29 50,934 95,577 -834
Dec16 160921 45.44 46.19 45.31 45.90 +1.20 29,833 113,913 +1,891
Jan17 160921 46.14 46.75 45.95 46.48 +1.13 9,297 32,437 -227
Feb17 160921 46.74 47.25 46.54 47.06 +1.08 4,327 24,875 -94
Mar17 160921 47.32 47.79 47.08 47.60 +1.04 5,154 40,865 +594
Apr17 160921 47.79 48.22 47.63 48.06 +0.98 1,603 10,966 +136
May17 160921 48.21 48.62 48.06 48.46 +0.93 793 6,003 -160
Jun17 160921 48.69 48.88 48.43 48.80 +0.89 5,550 43,888 +2,066
Jul17 160921 49.00 49.09 49.00 49.09 +0.85 238 6,067 +8
Aug17 160921 49.34 49.34 49.34 49.34 +0.81 206 994 -43
Sep17 160921 49.56 49.56 49.56 49.56 +0.78 583 10,804 -89
Oct17 160921 49.76 49.76 49.76 49.76 +0.74 75 1,729 +0
Nov17 160921 49.95 49.95 49.95 49.95 +0.71 7 1,298 -1
Dec17 160921 50.13 50.27 49.99 50.16 +0.68 3,644 67,233 -465
Jan18 160921 50.31 50.31 50.31 50.31 +0.65 2 590 +2
Feb18 160921 50.46 50.46 50.46 50.46 +0.62 0 635 +0
Total Volume and Open Interest 113,487 509,231 -18,749
US Dollar Index(ICE)
Dec16 160921 95.945 96.305 95.320 95.665 -0.310 13,261 43,967 -1,436
Mar17 160921 95.900 96.215 95.340 95.600 -0.310 179 2,903 +60
Jun17 160921 95.760 95.760 95.525 95.525 -0.315 21 273 +16
Total Volume and Open Interest 13,461 47,143 -8,273
Australian Dollar(CME)
Dec16 160921 75.38 76.14 75.18 75.86 +0.52 77,201 88,007 +2,598
Mar17 160921 75.10 75.98 75.07 75.72 +0.52 23 342 -12
Jun17 160921 75.56 75.64 75.56 75.56 +0.52      
Total Volume and Open Interest 77,224 88,350 -26,841
British Pound(CME)
Dec16 160921 130.01 130.67 129.65 130.20 +0.21 72,723 229,945 -231
Mar17 160921 130.24 130.91 129.96 130.46 +0.21 49 1,046 -21
Jun17 160921 130.77 131.15 130.35 130.77 +0.22 2 413 +0
Total Volume and Open Interest 72,774 231,505 -48,912
Canadian Dollar(CME)
Dec16 160921 75.85 76.38 75.57 76.07 +0.35 54,446 90,787 +3,011
Mar17 160921 75.98 76.41 75.50 76.12 +0.35 43 917 -6
Jun17 160921 76.06 76.45 75.79 76.18 +0.36 10 246 +0
Sep17 160921 76.23 76.45 76.23 76.23 +0.36 0 237 +0
Total Volume and Open Interest 63,205 133,965 -3,456
Japanese Yen(CME)
Dec16 160921 98.69 100.08 97.65 99.84 +1.28 80,855 140,698 +560
Mar17 160921 99.20 100.47 98.08 100.25 +1.27 14 333 +6
Jun17 160921 99.40 100.84 98.65 100.73 +1.27 6 107 -2
Total Volume and Open Interest 80,875 141,166 -27,137
Swiss Franc(CME)
Dec16 160921 102.61 103.37 102.38 103.04 +0.42 13,428 40,665 +1,503
Mar17 160921 103.58 103.89 102.93 103.58 +0.42 0 18 +0
Jun17 160921 104.21 104.21 103.75 104.21 +0.43 0 15 +0
Total Volume and Open Interest 13,428 40,700 -17,715
EuroFX(CME)
Dec16 160921 111.94 112.38 111.64 112.18 +0.19 116,856 320,130 +806
Mar17 160921 112.37 112.81 112.09 112.62 +0.19 73 2,107 -15
Jun17 160921 112.71 113.25 112.67 113.15 +0.20 13 886 +13
Total Volume and Open Interest 116,943 323,157 -57,223
Mexican Peso(CME)
Oct16 160921 503.63 503.63 503.63 503.63 +1.38 0 1 +0
Nov16 160921 502.25 502.25 502.25 502.25 +1.38      
Total Volume and Open Interest 50,975 154,567 -31,780
Brazilian Real(CME)
Oct16 160921 303.20 311.20 302.95 310.15 +3.85 1,846 20,763 +379
Nov16 160921 307.70 307.70 303.35 307.70 +3.80 0 8 +0
Dec16 160921 303.55 305.05 302.50 305.05 +3.80 18 3,794 -4
Jan17 160921 302.25 302.25 302.25 302.25 +3.75      
Total Volume and Open Interest 1,864 24,565 +375
30-Year T-Bonds(CBOT)
Sep16 160921 166~010 167~190 165~290 167~110 -0~060 585 1,487 -386
Dec16 160921 165~300 167~020 164~130 166~190 +0~190 148,952 556,313 +4,961
Mar17 160921 165~150 165~150 164~150 165~150 +0~190 0 3 +0
Total Volume and Open Interest 149,537 557,803 +4,575
10-Year T-Notes(CBOT)
Sep16 160921 131~135 131~180 131~035 131~120 -0~035 6,928 32,804 -5,802
Dec16 160921 130~155 130~235 130~020 130~190 +0~030 577,146 2,708,308 -9,708
Mar17 160921 129~310 129~310 129~250 129~250 +0~030      
Total Volume and Open Interest 584,074 2,741,112 -15,510
5-Year T-Notes(CBOT)
Sep16 160921 121~050 121~102 120~302 121~072 -0~002 4,792 67,436 -1,006
Dec16 160921 121~070 121~100 120~282 121~062 -0~002 276,090 2,706,892 -5,560
Mar17 160921 120~284 120~284 120~284 120~284 -0~002      
Total Volume and Open Interest 280,882 2,774,328 -6,566
2 Year T-Notes(CBOT)
Sep16 160921 109~072 109~092 109~050 109~076 -0~004 667 7,064 -552
Dec16 160921 109~050 109~056 109~002 109~036 -0~010 167,275 955,549 +15,505
Mar17 160921 109~032 109~032 109~032 109~032 -0~010      
Total Volume and Open Interest 167,942 962,613 +14,953
Eurodollars(CME)
Dec16 160921 99.055 99.070 99.015 99.055 +0.005 289,284 1,593,697 -13,211
Mar17 160921 99.025 99.035 98.975 99.015 -0.005 178,973 1,181,854 +1,345
Jun17 160921 98.985 98.995 98.920 98.970 -0.015 137,192 1,026,919 -3,910
Sep17 160921 98.950 98.960 98.885 98.935 -0.015 109,916 872,153 -15,207
Dec17 160921 98.905 98.910 98.825 98.885 -0.015 174,509 1,456,486 -24,256
Mar18 160921 98.875 98.885 98.805 98.860 -0.010 119,123 664,405 -11,907
Jun18 160921 98.835 98.850 98.765 98.825 -0.010 76,391 511,456 -6,169
Sep18 160921 98.805 98.820 98.725 98.790 -0.010 79,011 400,639 +628
Dec18 160921 98.750 98.775 98.680 98.745 -0.010 80,453 634,877 +939
Mar19 160921 98.730 98.745 98.655 98.720 -0.010 71,585 436,790 -5,649
Jun19 160921 98.695 98.710 98.620 98.685 -0.005 53,352 376,395 +1,451
Sep19 160921 98.645 98.670 98.580 98.650 unch 62,668 261,342 +2,672
Dec19 160921 98.600 98.620 98.530 98.600 unch 52,584 316,364 -6,565
Mar20 160921 98.565 98.585 98.500 98.570 unch 26,081 142,229 -4,839
Jun20 160921 98.520 98.545 98.460 98.530 +0.005 21,684 114,234 -698
Sep20 160921 98.480 98.500 98.415 98.490 +0.005 20,195 81,088 -1,063
Dec20 160921 98.430 98.455 98.380 98.440 +0.005 19,188 112,481 +1,074
Mar21 160921 98.385 98.415 98.330 98.400 +0.005 10,149 61,133 -454
Total Volume and Open Interest 1,748,864 10,726,405 -994,515
Ultra T-Bond(CBOT)
Sep16 160921 181~04 181~26 179~25 181~16 -0~03 891 2,673 -5,955
Dec16 160921 180~18 182~13 178~16 181~22 +0~31 50,629 595,170 -3,813
Mar17 160921 180~22 180~22 180~22 180~22 +0~31      
Total Volume and Open Interest 51,520 597,843 -9,768
Ultra 10-Yr T-Note(CBOT)
Sep16 160921 143~160 143~210 143~000 143~170 -0~010 795 1,857 -858
Dec16 160921 143~010 143~165 142~140 143~100 +0~085 36,179 207,878 +3,217
Mar17 160921 143~100 143~100 143~100 143~100 +0~085      
Total Volume and Open Interest 36,974 209,735 +2,359
30 Day Federal Funds(CBOT)
Sep16 160921 99.590 99.603 99.585 99.603 +0.013 9,875 68,535 -2,151
Oct16 160921 99.565 99.610 99.560 99.605 +0.035 20,189 352,088 +327
Nov16 160921 99.550 99.580 99.535 99.575 +0.025 22,178 187,717 -1,269
Dec16 160921 99.495 99.510 99.480 99.500 +0.005 7,342 91,959 -1,754
Jan17 160921 99.445 99.455 99.415 99.445 unch 20,600 145,718 +1,402
Feb17 160921 99.425 99.435 99.395 99.430 unch 4,665 65,885 -1,339
Total Volume and Open Interest 96,386 1,105,109 -3,463
3-Mth Euro-Yen(CME)
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      
Mar19 160722 99.435 99.435 99.435 99.435 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Dec16 160921 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160921 99.99 99.99 99.99 99.99 unch      
Jun17 160921 99.99 99.99 99.99 99.99 unch      
Sep17 160921 99.99 99.99 99.99 99.99 unch      
Dec17 160921 99.99 99.99 99.99 99.99 unch      
Mar18 160921 100.00 100.00 100.00 100.00 unch      
Jun18 160921 99.86 99.86 99.86 99.86 unch      
Sep18 160921 99.71 99.71 99.71 99.71 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Dec16 160921 152.11 152.13 151.04 151.57 -0.51 93 13,872 -56
Mar17 160921 151.49 151.49 151.49 151.49 -0.51      
Jun17 160921 151.49 151.49 151.49 151.49 -0.51      
Total Volume and Open Interest 93 13,872 -56
Euro-Buxl(EUREX)
Dec16 160921 186.60 188.60 185.86 186.52 -0.90 36,102 154,406 -4,516
Mar17 160921 184.40 186.64 184.40 184.86 -0.88 0 9 +0
Jun17 160921 181.00 184.86 180.02 184.86 -0.88      
Total Volume and Open Interest 36,102 154,415 -4,516
Euro-Bund(EUREX)
Dec16 160921 163.96 164.37 163.80 163.84 -0.34 469,634 1,647,387 -65,865
Mar17 160921 166.30 166.70 166.18 166.19 -0.37 692 25,919 +378
Jun17 160921 165.54 165.54 165.54 165.54 -0.34      
Total Volume and Open Interest 470,326 1,673,306 -65,487
Euro-Bobl(EUREX)
Dec16 160921 131.68 131.74 131.61 131.63 -0.08 326,791 1,293,781 -24,952
Mar17 160921 133.37 133.37 133.33 133.33 -0.08 0 51 -1
Jun17 160921 131.88 131.88 131.88 131.88 -0.08      
Total Volume and Open Interest 326,791 1,293,832 -24,953
Euro-Schatz(EUREX)
Dec16 160921 112.07 112.08 112.06 112.06 -0.01 117,171 1,086,082 -3,147
Mar17 160921 112.06 112.06 112.06 112.06 -0.01      
Jun17 160921 112.06 112.06 112.06 112.06 -0.01      
Total Volume and Open Interest 117,171 1,086,082 -3,147
3-Mth Euribor(EUREX)
Sep16 160919 100.300 100.300 100.300 100.300 -0.005 1 3,718 +0
Dec16 160921 100.320 100.320 100.320 100.320 unch 0 3,406 +0
Mar17 160921 100.335 100.335 100.335 100.335 -0.005 0 3,235 +0
Total Volume and Open Interest 0 73,905 -3,728
Long Gilt(LIFFE)
Sep16 160921 130~26 130~26 130~26 130~26 -0~03 3 9,525 -3
Dec16 160921 129~20 129~31 129~13 129~22 -0~03 107,980 524,106 -7,038
Total Volume and Open Interest 107,983 533,631 -7,041
3-Mth Short Sterling(LIFFE)
Sep16 160921 99.63 99.63 99.63 99.63 +0.00 31,790 304,352 -8,824
Dec16 160921 99.71 99.71 99.68 99.70 unch 39,406 525,530 -972
Mar17 160921 99.72 99.74 99.71 99.73 unch 52,811 354,410 -19,647
Jun17 160921 99.74 99.75 99.73 99.74 unch 56,640 373,907 +21,954
Sep17 160921 99.74 99.76 99.73 99.75 unch 27,255 292,293 +10,158
Dec17 160921 99.74 99.75 99.73 99.75 unch 25,762 376,298 +3,845
Total Volume and Open Interest 404,086 3,191,829 +12,492
3-Mth Euribor(LIFFE)
Dec16 160921 100.320 100.320 100.315 100.320 unch 86,941 405,419 -5,142
Mar17 160921 100.340 100.340 100.330 100.335 unch 45,228 376,719 +3,693
Jun17 160921 100.360 100.360 100.345 100.350 -0.005 46,286 398,092 +948
Total Volume and Open Interest 523,357 2,895,099 -301,988
3-Mth Aus T-Bills(SFE)
Dec16 160921 98.26 98.27 98.24 98.26 unch 21,680 192,192 -6,262
Mar17 160921 98.30 98.32 98.29 98.31 +0.01 23,432 189,744 +5,288
Jun17 160921 98.32 98.34 98.31 98.33 +0.01 24,753 182,061 +7,286
Sep17 160921 98.33 98.35 98.31 98.34 +0.01 15,725 110,168 +385
Dec17 160921 98.33 98.35 98.31 98.34 +0.01 13,205 123,757 -1,024
Mar18 160921 98.31 98.33 98.29 98.32 +0.01 9,349 69,380 +321
Jun18 160921 98.28 98.31 98.25 98.29 +0.01 8,015 57,218 +2,092
Sep18 160921 98.23 98.27 98.21 98.25 +0.01 3,150 24,138 +149
Dec18 160921 98.20 98.23 98.17 98.21 +0.02 1,079 5,897 +748
Mar19 160921 98.17 98.18 98.14 98.16 +0.01 422 2,796 -139
Total Volume and Open Interest 121,161 959,964 +8,884
10-Year Aus T-Bonds(SFE)
Dec16 160921 97.88 97.92 97.82 97.86 -0.02 165,945 787,926 +21
Mar17 160921 97.86 97.86 97.86 97.86 -0.02      
Total Volume and Open Interest 165,945 787,926 +21
3-Year Aus T-Bonds(SFE)
Dec16 160921 98.39 98.44 98.35 98.41 +0.01 257,708 777,680 +1,515
Mar17 160921 98.41 98.41 98.41 98.41 +0.01      
Total Volume and Open Interest 257,708 777,680 +1,515
Gold(CMX)
Oct16 160921 1314.1 1337.0 1306.7 1327.2 +13.2 4,331 37,537 -2
Dec16 160921 1318.0 1341.3 1310.9 1331.4 +13.2 115,841 419,415 -96
Feb17 160921 1321.6 1344.3 1314.7 1335.0 +13.3 5,172 45,545 -1,750
Apr17 160921 1330.2 1343.6 1329.0 1338.0 +13.4 6,636 14,524 +2,883
Jun17 160921 1327.7 1349.9 1320.9 1340.8 +13.4 4,645 15,914 -1,959
Aug17 160921 1332.4 1351.0 1328.3 1343.6 +13.4 2,787 7,553 +494
Oct17 160921 1345.7 1350.8 1345.7 1346.2 +13.5 97 1,876 +7
Dec17 160921 1335.3 1348.6 1330.0 1348.6 +13.6 796 12,498 -94
Feb18 160921 1350.9 1350.9 1350.9 1350.9 +13.6 3 163 +0
Apr18 160921 1353.1 1353.1 1353.1 1353.1 +13.6 0 3 +0
Jun18 160921 1354.5 1355.3 1354.5 1355.3 +13.6 0 4,181 +0
Total Volume and Open Interest 140,481 565,071 -468
Silver(CMX)
Sep16 160921 1968.6 1968.6 1968.6 1968.6 +49.1 48 692 -19
Dec16 160921 1932.0 1995.5 1907.0 1976.8 +49.1 48,785 168,266 +1,997
Mar17 160921 1940.0 2004.5 1920.0 1987.4 +49.2 983 13,919 +125
May17 160921 1985.0 2008.0 1984.5 1994.2 +49.2 77 1,169 +23
Jul17 160921 2000.6 2000.6 2000.6 2000.6 +49.3 60 2,748 +51
Sep17 160921 2006.9 2007.0 2006.9 2006.9 +49.3 0 495 +0
Dec17 160921 2015.6 2016.0 2015.6 2015.6 +49.3 4 2,460 +4
Total Volume and Open Interest 50,214 193,605 +2,109
Platinum(NYMEX)
Oct16 160921 1032.5 1059.8 1025.7 1047.9 +17.0 12,238 47,469 -2,641
Jan17 160921 1036.4 1062.6 1030.0 1051.5 +17.1 3,640 24,849 +2,263
Apr17 160921 1062.3 1065.2 1054.8 1054.8 +16.9 15 2,539 +8
Jul17 160921 1068.3 1068.3 1058.0 1058.0 +17.1 0 28 +0
Total Volume and Open Interest 15,894 74,887 -370
Palladium(NYMEX)
Sep16 160921 684.25 684.25 684.25 684.25 +0.30 0 16 +0
Dec16 160921 684.65 696.00 676.85 683.90 +0.40 4,784 23,926 +229
Mar17 160921 687.95 695.00 681.05 685.75 +0.45 20 366 +7
Total Volume and Open Interest 4,804 24,346 +236
Copper(CMX)
Sep16 160921 214.80 215.65 214.50 214.50 -1.05 550 1,527 -235
Dec16 160921 216.60 217.05 215.05 215.50 -1.00 47,447 143,755 -1,508
Mar17 160921 217.90 217.90 215.95 216.40 -1.00 1,831 30,831 +261
May17 160921 216.95 218.40 216.60 217.10 -0.95 1,011 5,440 +119
Jul17 160921 218.55 218.55 217.60 217.65 -1.00 512 2,235 +364
Total Volume and Open Interest 51,910 193,989 -1,112
E-mini DJIA Index(CBOT)
Dec16 160921 18037 18225 18011 18218 +171 122,943 113,711 -2,388
Mar17 160921 18006 18157 17972 18157 +175 19 462 +4
Jun17 160921 18081 18081 18081 18081 +175 1 4 +1
Sep17 160921 17996 17996 17996 17996 +175      
Total Volume and Open Interest 122,963 114,177 -2,383
S & P 500(CME)
Dec16 160921 2130.00 2157.50 2127.00 2156.20 +25.10 4,801 58,002 +2,413
Mar17 160921 2150.00 2150.30 2150.00 2150.30 +25.20 100 163 +100
Jun17 160921 2144.80 2144.80 2144.80 2144.80 +25.20 0 60 +0
Sep17 160921 2141.60 2141.60 2141.60 2141.60 +25.20      
Total Volume and Open Interest 4,901 58,225 +2,513
S & P 500 E-Mini(Globex)
Dec16 160921 2130.00 2157.50 2126.25 2156.25 +25.25 1,527,880 2,886,280 +26,025
Mar17 160921 2124.50 2151.50 2121.50 2150.25 +25.25 1,975 2,809 +916
Jun17 160921 2120.50 2145.50 2118.75 2144.75 +25.25 27 385 +9
Sep17 160921 2141.50 2141.50 2115.50 2141.50 +25.00 0 7 +0
Total Volume and Open Interest 1,529,882 2,889,481 +26,950
NASDAQ 100 E-Mini(Globex)
Dec16 160921 4800.00 4854.50 4788.50 4850.00 +51.50 235,031 274,677 -1,397
Mar17 160921 4793.00 4848.00 4790.50 4845.50 +51.00 93 153 +18
Jun17 160921 4839.50 4839.50 4839.50 4839.50 +51.00 1 8 +0
Total Volume and Open Interest 235,126 274,840 -1,378
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 160921 1521.40 1542.50 1517.40 1541.40 +19.70 17,646 80,597 -147
Mar17 160921 1539.50 1539.50 1517.80 1539.50 +19.70      
Total Volume and Open Interest 17,646 80,597 -147
Volatility Index(CBOE)
Sep16 160921 15.90 16.10 15.20 15.30 -0.58 83,892 73,593 -14,529
Oct16 160921 17.40 17.50 15.75 16.08 -1.35 129,496 204,950 +4,657
Nov16 160921 18.23 18.28 17.20 17.48 -0.75 40,181 62,547 +2,346
Dec16 160921 18.73 18.80 17.90 18.13 -0.60 27,438 50,772 +740
Total Volume and Open Interest 295,804 453,438 -5,360
Russell 2000(ICE)
Dec16 160921 1223.00 1243.30 1218.00 1242.20 +19.30 83,058 323,764 +7,137
Mar17 160921 1229.70 1238.70 1221.00 1238.70 +19.30 1 265 +1
Jun17 160921 1235.70 1235.70 1235.70 1235.70 +19.30 0 170 +0
Total Volume and Open Interest 83,059 324,199 +7,138
Nikkei 225(CME)
Dec16 160921 16445 16795 16310 16555 +140 4,668 33,190 -88
Mar17 160921 16550 16790 16405 16550 +140 0 13 -1
Total Volume and Open Interest 4,668 33,203 -89
Nikkei 225(SGX)
Dec16 160921 16315 16730 16225 16710 +400 21,931 156,215 +897
Mar17 160921 16265 16675 16220 16675 +400 17 836 -8
Jun17 160921 16550 16550 16550 16550 +400      
Total Volume and Open Interest 21,948 164,118 +888
Nikkei 225(CME) Yen
Sep16 160908 16990 17005 16830 16990 +20 87,426 48,721 -20,945
Dec16 160921 16360 16730 16225 16505 +170 21,545 48,365 -675
Mar17 160921 16255 16660 16205 16445 +170 1 25 +2
Total Volume and Open Interest 21,546 48,390 -673
Nikkei 225(CME) e-Mini Yen
Sep16 160908 16990 16990 16860 16990 +20 0 12 +0
Dec16 160921 16560 16690 16270 16500 +170 3 5 +0
Mar17 160921 16440 16440 16440 16440 +170      
Total Volume and Open Interest 3 5 +0
CAC 40(EURONEXT)
Oct16 160921 4396.5 4441.0 4383.5 4398.0 +21.5 66,007 263,246 -7,216
Nov16 160921 4384.5 4428.0 4384.5 4394.5 +21.5 172 789 +95
Dec16 160921 4396.0 4425.5 4383.0 4388.5 +21.5 117 20,351 -73
Total Volume and Open Interest 66,296 284,459 -7,194
Hang Seng Index(HKFE)
Sep16 160921 23517 23730 23423 23657 +148 111,544 145,043 +739
Oct16 160921 23514 23715 23418 23646 +143 1,904 8,277 +755
Total Volume and Open Interest 113,837 163,509 +1,423
DAX(EUREX)
Dec16 160921 10436.5 10527.5 10394.0 10435.5 +37.0 73,201 150,539 -16,808
Mar17 160921 10443.5 10520.0 10401.5 10431.5 +37.0 299 825 +197
Jun17 160921 10455.5 10455.5 10455.5 10455.5 +36.0 40 40 +40
Total Volume and Open Interest 73,540 151,404 -16,571
Mini-DAX(EUREX)
Sep16 160916 10420.0 10427.0 10264.0 10264.0 -180.5 36,525 13,993 +636
Dec16 160921 10435.0 10527.0 10394.0 10435.5 +37.0 22,095 9,139 -1,135
Mar17 160921 10450.0 10506.0 10415.0 10431.5 +37.0 20 271 -7
Total Volume and Open Interest 22,115 9,410 -1,142
FT-SE 100(EURONEXT)
Dec16 160921 6778.00 6840.00 6777.50 6803.50 +7.00 101,109 673,955 +8,455
Mar17 160921 6742.50 6742.50 6742.50 6742.50 +7.00 813 813 +806
Jun17 160921 6676.00 6676.00 6676.00 6676.00 +7.00      
Total Volume and Open Interest 101,922 674,768 +9,261
SPI 200(SFE)
Dec16 160921 5288.0 5333.0 5280.0 5323.0 +33.0 22,251 268,019 -811
Mar17 160921 5276.0 5276.0 5276.0 5276.0 +33.0 0 1,441 +0
Jun17 160921 5263.0 5263.0 5263.0 5263.0 +33.0 0 1,397 +0
Total Volume and Open Interest 22,297 272,115 -816
FTSE MIB(ISE)
Dec16 160921 16355.00 16455.00 16270.00 16299.00 +126.00 26,701 42,740 -1,067
Mar17 160921 16340.00 16375.00 16274.00 16274.00 +118.00 19 117 +8
Jun17 160921 15817.00 15817.00 15817.00 15817.00 +41.00      
Total Volume and Open Interest 26,720 42,857 -1,059
KOSPI 200(KFE)
Dec16 160921 255.10 256.85 254.70 256.60 +1.50 18,663 123,304 +101
Mar17 160921 252.75 254.25 252.20 254.05 +1.45 28 2,630 +13
Jun17 160921 254.20 254.90 254.20 254.90 +1.40 1 824 +0
Total Volume and Open Interest 18,692 129,737 +114
GSCI(CME)
Oct16 160921 353.35 355.60 352.75 354.95 +4.50 524 13,952 +27
Nov16 160921 357.55 357.55 357.55 357.55 +3.85      
Dec16 160921 361.15 361.15 361.15 361.15 +3.85      
Total Volume and Open Interest 524 13,952 +27
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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