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 23, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 160923 975.00 976.25 952.50 955.00 -21.50 104,727 352,440 -6,814
Jan17 160923 980.25 981.25 958.75 961.00 -21.00 21,912 97,639 +1,045
Mar17 160923 985.25 985.25 964.00 966.50 -19.50 14,387 68,275 -276
May17 160923 987.25 987.25 969.75 971.75 -19.50 6,325 44,570 -181
Jul17 160923 991.00 991.00 974.75 977.00 -18.50 7,068 48,625 +49
Aug17 160923 991.00 992.00 974.00 975.75 -17.25 530 1,483 +101
Sep17 160923 967.50 967.50 959.75 961.25 -16.00 144 775 +3
Nov17 160923 963.25 963.25 947.25 949.25 -15.25 5,997 28,730 -114
Jan18 160923 958.00 959.00 951.50 951.75 -15.00 20 747 +15
Mar18 160923 952.25 952.25 952.25 952.25 -15.00 1 164 +0
May18 160923 954.00 954.00 954.00 954.00 -15.00 1 68 +0
Jul18 160923 957.75 957.75 957.75 957.75 -15.00 0 137 +0
Aug18 160923 954.50 954.50 954.50 954.50 -14.75 0 17 +0
Sep18 160923 939.25 939.25 939.25 939.25 -14.75 0 17 +0
Total Volume and Open Interest 161,115 643,935 -6,170
Soybean Meal(CBOT)
Oct16 160923 307.80 307.90 302.20 303.30 -4.60 14,221 31,723 -1,336
Dec16 160923 307.40 307.70 301.50 302.80 -4.70 46,236 166,096 -1,343
Jan17 160923 308.00 308.20 302.20 303.50 -4.60 6,185 39,740 +199
Mar17 160923 308.70 308.90 303.10 304.70 -4.10 6,100 41,710 +576
May17 160923 308.90 309.00 303.70 305.10 -3.90 2,860 28,328 +353
Jul17 160923 309.40 309.90 304.90 306.30 -3.70 3,544 29,814 +173
Aug17 160923 309.70 309.70 304.70 306.30 -3.40 880 3,297 +178
Sep17 160923 308.10 309.20 304.10 305.80 -3.30 819 3,942 -17
Oct17 160923 304.50 305.20 301.10 302.50 -3.00 172 3,623 +15
Dec17 160923 304.00 305.40 301.50 302.80 -3.10 985 12,174 +235
Total Volume and Open Interest 82,165 362,065 -859
Soybean Oil(CBOT)
Oct16 160923 33.92 34.01 33.30 33.31 -0.65 17,911 31,804 -2,326
Dec16 160923 34.20 34.27 33.55 33.56 -0.65 51,886 205,504 +5,464
Jan17 160923 34.43 34.47 33.78 33.79 -0.65 10,338 47,005 +567
Mar17 160923 34.61 34.69 34.01 34.05 -0.60 4,363 43,903 -46
May17 160923 34.69 34.69 34.18 34.20 -0.60 2,933 30,356 -520
Jul17 160923 34.75 34.77 34.33 34.37 -0.58 2,989 19,257 -506
Aug17 160923 34.97 34.97 34.36 34.38 -0.58 420 3,360 +62
Sep17 160923 34.60 34.60 34.33 34.33 -0.60 309 2,783 +107
Oct17 160923 34.43 34.43 34.11 34.13 -0.57 374 2,254 -94
Dec17 160923 34.58 34.58 34.13 34.15 -0.60 612 7,875 -12
Total Volume and Open Interest 92,135 394,395 +2,696
Canola(WCE)
Nov16 160923 469.9 473.5 466.2 468.3 -2.7 11,211 133,510 -661
Jan17 160923 476.0 479.8 473.5 475.1 -2.0 5,397 30,007 +1,102
Mar17 160923 482.4 485.2 478.9 480.5 -2.1 1,287 11,302 +42
May17 160923 487.9 489.5 483.7 485.5 -2.4 1,683 8,057 +904
Jul17 160923 490.0 493.8 487.0 488.7 -2.2 677 9,714 +102
Total Volume and Open Interest 21,025 199,203 +1,620
Corn(CBOT)
Dec16 160923 336.00 338.50 333.75 336.50 -0.25 101,255 754,124 -5,978
Mar17 160923 346.25 348.50 344.00 346.25 -0.50 24,798 241,032 +328
May17 160923 353.50 355.50 351.00 352.75 -1.25 6,794 63,882 +1,155
Jul17 160923 360.50 362.25 358.00 359.50 -1.25 6,145 112,049 -295
Sep17 160923 366.75 369.00 364.75 366.50 -0.75 777 41,150 +28
Dec17 160923 376.25 378.50 373.50 375.75 -0.75 2,145 70,894 +97
Mar18 160923 386.00 388.00 384.00 385.50 -1.00 8 4,989 +2
May18 160923 392.25 392.25 391.25 391.25 -0.75 1 1,054 +0
Jul18 160923 397.00 397.00 392.25 394.50 -1.25 8 1,372 +2
Sep18 160923 395.50 396.25 394.50 394.50 -0.50 2 492 -1
Total Volume and Open Interest 142,023 1,295,338 -4,608
Wheat(CBOT)
Dec16 160923 403.75 409.50 401.25 404.75 -0.75 37,396 302,909 +904
Mar17 160923 427.00 432.00 424.00 428.00 -0.25 6,587 90,086 +0
May17 160923 439.50 445.00 437.75 441.75 -0.25 1,310 23,172 -107
Jul17 160923 447.50 453.75 446.00 450.00 unch 1,431 33,036 +127
Sep17 160923 460.25 464.25 459.75 462.75 -0.25 243 3,444 +44
Dec17 160923 477.75 484.00 476.50 480.50 unch 320 6,258 +1
Total Volume and Open Interest 47,311 461,058 +979
Wheat(KCBT)
Dec16 160923 420.50 425.75 416.25 421.50 +0.75 12,423 142,964 +1,099
Mar17 160923 436.50 442.00 433.00 438.00 +0.75 1,688 44,868 +203
May17 160923 445.50 451.25 443.00 448.00 +0.75 512 18,113 +200
Jul17 160923 455.25 461.25 453.00 457.75 +0.75 635 22,695 +7
Sep17 160923 471.00 474.25 466.25 471.00 +0.75 69 2,878 +30
Dec17 160923 489.00 493.00 485.25 489.00 unch 66 2,164 +3
Mar18 160923 499.75 499.75 499.75 499.75 +0.75 0 210 +0
Total Volume and Open Interest 15,400 233,976 +1,547
Wheat(MGE)
Dec16 160923 500.75 509.50 498.00 503.75 +2.50 3,046 29,678 -61
Mar17 160923 508.00 517.50 508.00 510.50 +1.00 1,206 15,945 +150
May17 160923 517.25 524.00 516.50 518.50 +0.75 336 7,760 +37
Jul17 160923 532.25 532.25 526.75 526.75 +0.50 190 3,450 +8
Sep17 160923 537.50 541.50 535.50 535.50 -0.50 105 3,312 -6
Dec17 160923 550.00 550.00 549.25 549.25 -0.50 75 2,103 -1
Total Volume and Open Interest 4,958 62,254 +127
Oats(CBOT)
Dec16 160923 176.75 178.00 176.25 177.00 -0.25 448 8,737 +6
Mar17 160923 188.25 188.75 187.50 187.75 -1.00 56 1,919 +14
May17 160923 193.00 193.00 193.00 193.00 -1.00 0 52 +0
Jul17 160923 200.75 200.75 200.75 200.75 +0.25 0 26 +0
Total Volume and Open Interest 504 10,734 +20
Rough Rice(CBOT)
Nov16 160923 9.66 9.79 9.63 9.65 -0.01 325 9,824 +60
Jan17 160923 9.89 10.03 9.88 9.90 -0.01 155 1,094 +31
Mar17 160923 10.15 10.15 10.15 10.15 -0.01 17 82 +8
May17 160923 10.35 10.35 10.35 10.35 -0.01 2 7 +1
Total Volume and Open Interest 499 11,007 +100
Live Cattle(CME)
Oct16 160923 106.635 107.580 104.430 107.285 +0.205 15,284 48,635 -6,004
Dec16 160923 106.080 107.150 104.100 106.850 -0.100 20,357 110,797 +2,412
Feb17 160923 106.800 107.400 104.550 107.100 -0.230 8,640 48,328 +238
Apr17 160923 106.200 106.730 103.950 106.480 -0.350 5,891 33,210 +1,124
Jun17 160923 99.900 99.950 97.500 99.750 -0.400 2,011 11,393 +133
Aug17 160923 98.050 98.285 95.850 98.050 -0.400 629 6,551 +166
Total Volume and Open Interest 53,033 259,800 -1,749
Feeder Cattle(CME)
Sep16 160923 136.735 136.985 135.100 136.830 -0.170 954 2,386 -220
Oct16 160923 131.500 132.700 128.130 132.380 +0.080 4,154 16,840 -125
Nov16 160923 128.935 130.100 125.250 129.735 +0.235 2,060 13,899 +519
Jan17 160923 125.180 125.680 121.250 125.330 -0.100 735 5,227 +44
Mar17 160923 123.000 123.750 119.650 123.450 -0.150 266 4,093 +44
Apr17 160923 122.550 122.950 119.350 122.450 -0.880 82 597 +17
May17 160923 121.285 122.750 119.080 122.480 -0.220 58 588 +17
Total Volume and Open Interest 8,337 43,749 +303
Lean Hogs(CME)
Oct16 160923 54.235 54.985 53.785 54.000 -0.200 10,034 36,191 -2,217
Dec16 160923 48.250 49.250 48.100 48.900 +0.300 18,072 120,835 +5,345
Feb17 160923 53.150 53.750 52.750 53.350 -0.135 6,652 34,591 +406
Apr17 160923 59.430 59.930 58.900 59.735 -0.065 3,593 22,418 -271
May17 160923 66.975 67.050 66.750 66.750 -0.635 64 438 +43
Jun17 160923 70.800 71.180 70.150 70.750 -0.200 935 5,964 -150
Jul17 160923 70.250 70.650 69.785 70.250 -0.430 167 904 +43
Aug17 160923 69.830 70.135 69.250 69.650 -0.180 116 600 +59
Total Volume and Open Interest 39,686 222,418 +3,290
Class III Milk(CME)
Sep16 160923 16.40 16.40 16.38 16.38 unch 68 5,176 +33
Oct16 160923 15.65 15.72 15.55 15.56 -0.10 285 4,923 +60
Nov16 160923 15.87 15.96 15.78 15.78 -0.12 218 4,221 -49
Dec16 160923 15.80 15.85 15.68 15.73 -0.12 52 3,488 +7
Jan17 160923 15.73 15.75 15.56 15.62 -0.16 16 1,922 +7
Feb17 160923 15.87 15.87 15.69 15.73 -0.18 14 1,956 +7
Mar17 160923 15.93 15.93 15.79 15.79 -0.14 10 1,806 +2
Apr17 160923 15.98 15.98 15.86 15.86 -0.14 2 1,577 +1
May17 160923 16.14 16.14 16.05 16.05 -0.10 33 1,476 +32
Jun17 160923 16.33 16.34 16.25 16.25 -0.11 3 1,339 +1
Jul17 160923 16.51 16.51 16.49 16.49 -0.02 6 763 +6
Aug17 160923 16.63 16.63 16.60 16.63 -0.02 5 699 +5
Sep17 160923 16.72 16.72 16.71 16.72 unch 173 746 +140
Total Volume and Open Interest 899 31,512 +265
Cocoa(ICE)
Dec16 160923 2915 2924 2811 2852 -68 11,529 95,844 -7,179
Mar17 160923 2881 2891 2782 2822 -64 6,907 74,508 -2,296
May17 160923 2871 2883 2777 2816 -61 2,166 16,748 -797
Jul17 160923 2864 2873 2776 2814 -61 1,304 6,574 -111
Sep17 160923 2823 2835 2788 2811 -60 1,049 4,739 -262
Dec17 160923 2817 2830 2803 2805 -61 474 3,232 -53
Mar18 160923 2811 2824 2797 2799 -61 0 3,786 +0
Total Volume and Open Interest 23,429 205,483 -10,698
Coffee "C"(ICE)
Dec16 160923 154.25 154.75 151.30 151.40 -3.85 22,183 105,305 -752
Mar17 160923 157.70 157.90 154.50 154.60 -3.90 7,726 38,681 -1,534
May17 160923 159.20 159.55 156.35 156.45 -3.85 3,211 17,745 +195
Jul17 160923 161.00 161.10 158.05 158.05 -3.85 1,055 5,337 -66
Sep17 160923 161.80 162.55 159.45 159.45 -3.80 166 4,276 -92
Dec17 160923 164.20 164.20 161.30 161.30 -3.80 56 6,131 -25
Total Volume and Open Interest 34,429 179,253 -2,284
Orange Juice(ICE)
Nov16 160923 203.80 205.90 200.50 202.70 -1.35 713 13,910 -47
Jan17 160923 201.00 202.00 197.40 199.15 -1.50 96 1,884 +30
Mar17 160923 196.95 196.95 196.25 196.25 -1.60 12 511 +1
May17 160923 194.20 194.20 194.20 194.20 -1.60 2 172 +0
Jul17 160923 192.80 192.80 192.80 192.80 -1.60 0 3 +0
Sep17 160923 192.30 192.30 192.30 192.30 -1.60      
Total Volume and Open Interest 823 16,482 -16
Sugar #11(ICE)
Oct16 160923 22.14 22.37 21.76 22.13 -0.04 44,119 103,711 -8,145
Mar17 160923 22.65 22.85 22.22 22.70 +0.03 57,546 471,173 -949
May17 160923 21.90 22.10 21.56 22.03 +0.11 12,157 128,215 +316
Jul17 160923 21.06 21.31 20.79 21.26 +0.18 6,994 82,702 -1,118
Oct17 160923 20.43 20.73 20.23 20.69 +0.25 4,677 56,024 +25
Mar18 160923 20.05 20.38 19.88 20.32 +0.27 1,404 25,304 +460
May18 160923 19.15 19.62 19.15 19.57 +0.32 619 8,431 +138
Jul18 160923 18.63 19.00 18.63 18.95 +0.33 109 4,919 -1
Total Volume and Open Interest 127,681 887,374 -9,264
London Cocoa(LCE)
Dec16 160923 2322 2334 2257 2290 -30 6,710 99,539 -57
Mar17 160923 2259 2274 2205 2232 -25 8,356 73,649 +3,519
May17 160923 2253 2270 2202 2227 -24 3,241 37,045 +1,043
Jul17 160923 2259 2270 2203 2228 -24 2,014 10,147 +639
Sep17 160923 2253 2262 2199 2222 -24 2,893 14,938 +2,065
Dec17 160923 2227 2227 2201 2201 -24 645 6,743 +90
Mar18 160923 2203 2209 2188 2188 -24 0 4 +0
Total Volume and Open Interest 23,859 242,065 +7,299
London Sugar(LCE)
Dec16 160923 587.00 594.10 582.30 592.20 +0.50 2,897 36,212 +510
Mar17 160923 587.30 596.40 584.00 593.90 +1.10 2,133 21,677 +646
May17 160923 578.40 587.20 575.00 585.40 +2.00 1,380 12,978 +310
Aug17 160923 564.60 572.40 560.80 571.60 +3.00 678 6,115 +266
Oct17 160923 543.20 553.90 542.40 553.10 +4.70 187 4,288 +41
Total Volume and Open Interest 7,585 83,174 +2,076
Cotton(ICE)
Oct16 160923 70.71 70.71 68.19 69.08 -2.09 10 201 -7
Dec16 160923 71.78 71.83 69.66 70.07 -1.64 20,271 161,196 +2,948
Mar17 160923 71.90 71.99 69.89 70.43 -1.39 4,538 49,949 +263
May17 160923 72.17 72.17 70.34 70.81 -1.29 1,204 10,560 +456
Jul17 160923 72.00 72.00 70.51 70.85 -1.17 738 7,653 -24
Oct17 160923 70.47 70.47 70.47 70.47 -1.20      
Total Volume and Open Interest 27,462 243,386 +3,964
Lumber(CME)
Nov16 160923 329.8 331.9 325.6 327.1 +1.7 617 2,830 -93
Jan17 160923 335.0 338.5 333.5 334.3 +2.1 49 455 +31
Mar17 160923 341.0 341.0 338.8 339.0 +5.3 0 100 +0
May17 160923 342.1 342.1 341.0 341.0 +7.7 0 18 +0
Total Volume and Open Interest 666 3,420 -62
Crude Oil(NYM)
Nov16 160923 46.07 46.55 44.22 44.48 -1.84 585,987 548,228 +754
Dec16 160923 46.63 47.13 44.82 45.07 -1.81 218,162 306,717 +1,877
Jan17 160923 47.19 47.75 45.43 45.69 -1.79 73,199 139,550 +5,292
Feb17 160923 47.68 48.32 46.06 46.28 -1.78 27,517 79,060 +1,140
Mar17 160923 48.25 48.88 46.58 46.84 -1.75 34,325 134,880 +5,645
Apr17 160923 48.64 49.25 47.11 47.31 -1.72 14,657 41,701 +776
May17 160923 48.84 49.54 47.62 47.71 -1.68 9,444 32,213 +775
Jun17 160923 49.37 50.03 47.82 48.05 -1.65 28,682 120,256 -80
Jul17 160923 49.55 50.20 48.25 48.34 -1.63 3,050 20,849 -347
Aug17 160923 49.76 50.38 48.57 48.61 -1.61 2,529 18,486 +1
Sep17 160923 50.02 50.42 48.82 48.86 -1.59 5,456 37,774 -350
Oct17 160923 49.09 49.09 49.09 49.09 -1.58 2,186 17,243 +732
Nov17 160923 49.32 49.32 49.32 49.32 -1.56 2,035 16,366 +397
Dec17 160923 50.80 51.43 49.34 49.55 -1.55 34,410 159,115 +1,143
Jan18 160923 49.71 49.71 49.71 49.71 -1.54 199 15,667 +42
Feb18 160923 49.87 49.87 49.87 49.87 -1.54 162 4,977 +0
Total Volume and Open Interest 1,055,841 1,825,712 +17,694
e-miNY Crude Oil(NYM)
Nov16 160923 46.075 46.550 44.225 44.475 -1.850 10,507 2,072 -77
Dec16 160923 46.625 47.125 44.850 45.075 -1.800 495 818 +55
Jan17 160923 47.200 47.525 45.450 45.700 -1.775 7 95 +4
Feb17 160923 46.500 46.500 46.125 46.275 -1.775 1 91 +1
Mar17 160923 46.850 46.850 46.675 46.850 -1.750 2 171 +2
Apr17 160923 48.725 49.025 47.150 47.300 -1.725 4 140 +1
May17 160923 47.700 47.700 47.550 47.700 -1.700 0 55 +0
Jun17 160923 50.000 50.000 47.900 48.050 -1.650 1 133 +0
Jul17 160923 48.350 48.350 48.200 48.350 -1.625 0 79 +0
Aug17 160923 48.600 50.250 48.475 48.600 -1.625 0 91 +0
Total Volume and Open Interest 11,018 4,014 -15
NY Harbor ULSD(NYM)
Oct16 160923 144.94 146.93 140.03 140.73 -4.69 27,806 35,441 -5,895
Nov16 160923 146.14 148.16 141.05 141.75 -4.90 46,677 98,128 +635
Dec16 160923 147.30 149.46 142.38 143.03 -5.04 22,279 66,079 +1,795
Jan17 160923 149.01 150.90 143.88 144.50 -5.16 12,265 45,106 -574
Feb17 160923 150.05 151.68 145.29 145.70 -5.17 5,104 23,430 +161
Mar17 160923 150.51 152.16 145.92 146.32 -5.10 4,048 33,002 +526
Apr17 160923 151.00 152.37 146.03 146.27 -5.06 1,552 13,169 -170
May17 160923 147.01 147.01 146.48 146.56 -5.03 1,331 9,253 +24
Jun17 160923 150.65 153.10 146.54 147.06 -4.98 1,420 24,984 +113
Jul17 160923 152.66 152.66 148.00 148.00 -4.95 142 3,023 -19
Aug17 160923 153.91 153.91 149.11 149.11 -4.90 56 1,841 +2
Sep17 160923 155.04 155.04 150.34 150.34 -4.84 63 2,936 +9
Oct17 160923 151.54 151.54 151.54 151.54 -4.78 56 2,431 +6
Nov17 160923 156.90 157.00 152.66 152.66 -4.72 29 1,923 -15
Total Volume and Open Interest 123,740 396,747 -3,387
RBOB Gasoline(NYM)
Oct16 160923 139.32 141.45 136.35 137.69 -2.49 48,962 56,952 -2,341
Nov16 160923 137.27 139.17 134.47 135.57 -2.30 81,968 132,279 +4,837
Dec16 160923 135.29 136.64 131.85 132.79 -2.94 47,159 76,988 +2,826
Jan17 160923 134.65 136.03 131.20 132.08 -3.38 20,382 34,325 +1,168
Feb17 160923 134.30 137.06 132.38 133.18 -3.49 5,984 14,369 +1,039
Mar17 160923 136.62 139.32 134.60 135.50 -3.54 4,940 24,105 -555
Apr17 160923 156.00 157.80 153.12 153.88 -3.67 1,741 19,477 -25
May17 160923 158.55 158.99 154.51 155.02 -3.73 392 7,068 +11
Jun17 160923 156.92 159.22 154.01 154.80 -3.77 1,922 13,648 +716
Jul17 160923 157.45 157.45 153.62 153.97 -3.81 302 2,581 +93
Total Volume and Open Interest 214,762 409,108 +7,802
e-miNY RBOB Gasoline(NYM)
Oct16 160923 137.69 137.69 137.69 137.69 -2.49 0 1 +0
Nov16 160923 135.57 135.57 135.57 135.57 -2.30      
Dec16 160923 132.79 132.79 132.79 132.79 -2.94      
Jan17 160923 132.08 132.08 132.08 132.08 -3.38      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Oct16 160923 2.995 3.021 2.933 2.955 -0.035 129,474 61,758 -23,043
Nov16 160923 3.067 3.090 2.996 3.013 -0.048 91,185 275,568 +8,286
Dec16 160923 3.272 3.291 3.204 3.220 -0.048 34,570 92,653 +667
Jan17 160923 3.391 3.414 3.325 3.341 -0.051 36,513 150,744 +806
Feb17 160923 3.400 3.418 3.330 3.346 -0.053 15,290 40,258 +1,358
Mar17 160923 3.352 3.367 3.282 3.300 -0.052 33,149 94,594 -1,792
Apr17 160923 3.085 3.095 3.018 3.034 -0.050 29,506 90,109 +4,674
May17 160923 3.049 3.052 2.983 2.996 -0.050 6,751 30,383 +124
Jun17 160923 3.076 3.077 3.010 3.025 -0.048 2,697 27,399 +570
Jul17 160923 3.092 3.101 3.041 3.050 -0.049 3,739 18,590 +884
Aug17 160923 3.096 3.105 3.049 3.055 -0.048 2,185 16,064 +175
Sep17 160923 3.092 3.093 3.033 3.039 -0.047 2,569 18,222 +563
Oct17 160923 3.105 3.110 3.043 3.059 -0.045 7,410 42,341 -461
Nov17 160923 3.159 3.159 3.100 3.111 -0.042 2,118 15,059 +544
Dec17 160923 3.281 3.283 3.230 3.241 -0.038 1,375 20,641 +64
Jan18 160923 3.380 3.380 3.335 3.343 -0.035 3,024 16,355 -808
Total Volume and Open Interest 412,764 1,080,299 -3,695
Brent Crude Oil(ICE)
Nov16 160923 47.42 48.26 45.65 45.89 -1.76 249,080 198,531 -28,958
Dec16 160923 47.85 48.78 46.24 46.48 -1.73 211,835 509,106 +7,936
Jan17 160923 48.48 49.26 46.79 47.02 -1.72 74,552 242,969 +6,149
Feb17 160923 49.01 49.75 47.31 47.54 -1.73 49,258 122,008 +6,367
Mar17 160923 49.53 50.25 47.82 48.05 -1.74 50,002 178,816 +2,097
Apr17 160923 50.00 50.70 48.30 48.53 -1.74 16,411 60,037 +3,671
May17 160923 50.44 51.08 48.73 48.95 -1.74 9,241 48,864 +2,022
Jun17 160923 50.78 51.44 49.10 49.34 -1.71 33,254 127,394 +1,132
Jul17 160923 51.03 51.54 49.54 49.68 -1.70 2,176 33,292 +55
Aug17 160923 49.97 49.97 49.97 49.97 -1.68 1,173 22,819 -5
Sep17 160923 51.00 51.00 50.21 50.21 -1.66 3,140 51,746 +501
Oct17 160923 50.43 50.43 50.43 50.43 -1.64 738 21,040 -82
Nov17 160923 50.62 50.62 50.62 50.62 -1.63 836 20,188 +83
Dec17 160923 52.15 52.74 50.58 50.80 -1.61 30,461 194,889 -1,004
Total Volume and Open Interest 745,418 2,141,086 +1,157
Gas Oil(ICE)
Oct16 160923 425.75 433.00 411.00 425.50 -2.00 71,864 130,106 -7,874
Nov16 160923 427.50 434.25 412.50 427.25 -2.00 51,512 117,667 -681
Dec16 160923 429.75 435.50 414.25 428.75 -2.00 61,648 172,320 +3,440
Jan17 160923 432.50 438.75 418.00 432.00 -2.25 18,090 70,904 +1,370
Feb17 160923 436.00 442.00 422.25 435.75 -2.00 11,006 35,209 -305
Mar17 160923 439.00 444.75 425.25 438.75 -2.00 9,078 35,363 -299
Apr17 160923 441.50 447.75 428.50 441.50 -2.00 3,541 20,170 +199
May17 160923 443.00 450.00 430.75 444.00 -2.00 2,082 15,058 +205
Jun17 160923 445.50 452.75 433.00 446.50 -2.00 5,509 51,565 -285
Jul17 160923 450.50 452.75 447.25 450.25 -2.00 489 15,585 -26
Total Volume and Open Interest 243,606 845,422 -3,656
Ethanol(CBOT)
Oct16 160923 1.541 1.562 1.540 1.546 +0.011 279 723 -73
Nov16 160923 1.474 1.488 1.470 1.477 +0.003 229 1,149 +30
Dec16 160923 1.429 1.430 1.429 1.430 +0.001 42 1,203 +5
Jan17 160923 1.397 1.397 1.395 1.396 -0.003 11 567 +5
Feb17 160923 1.397 1.397 1.397 1.397 -0.003 0 179 +0
Mar17 160923 1.415 1.415 1.415 1.415 -0.003 0 115 +0
Apr17 160923 1.440 1.440 1.440 1.440 -0.003 0 219 +0
May17 160923 1.447 1.447 1.447 1.447 -0.003 0 5 +0
Total Volume and Open Interest 561 4,166 -33
WTI Crude Oil(ICE)
Nov16 160923 45.97 46.54 44.22 44.48 -1.84 78,944 77,458 -11,303
Dec16 160923 46.42 47.14 44.84 45.07 -1.81 78,995 118,481 +30
Jan17 160923 47.03 47.72 45.45 45.69 -1.79 29,958 35,700 +2,221
Feb17 160923 47.64 48.26 46.05 46.28 -1.78 12,317 25,826 +643
Mar17 160923 48.17 48.82 46.70 46.84 -1.75 8,735 42,435 +716
Apr17 160923 48.44 49.00 47.19 47.31 -1.72 3,691 11,084 -128
May17 160923 48.82 49.32 47.71 47.71 -1.68 2,747 6,202 -132
Jun17 160923 49.20 49.97 47.93 48.05 -1.65 5,438 43,231 -801
Jul17 160923 49.61 49.61 48.34 48.34 -1.63 407 6,017 +7
Aug17 160923 48.61 48.61 48.61 48.61 -1.61 404 1,645 +65
Sep17 160923 48.86 48.86 48.86 48.86 -1.59 334 10,698 -3
Oct17 160923 49.09 49.09 49.09 49.09 -1.58 115 1,783 +45
Nov17 160923 49.32 49.32 49.32 49.32 -1.56 24 1,298 -2
Dec17 160923 50.43 51.13 49.55 49.55 -1.55 6,156 70,095 +1,202
Jan18 160923 49.71 49.71 49.71 49.71 -1.54 4 585 +0
Feb18 160923 49.87 49.87 49.87 49.87 -1.54 4 630 +0
Total Volume and Open Interest 229,634 504,990 -7,263
US Dollar Index(ICE)
Dec16 160923 95.310 95.605 95.280 95.393 +0.013 29,366 45,518 +845
Mar17 160923 95.390 95.500 95.255 95.317 +0.002 395 3,024 +9
Jun17 160923 95.335 95.340 95.238 95.238 -0.002 1 276 +0
Total Volume and Open Interest 29,764 48,820 +856
Australian Dollar(CME)
Dec16 160923 76.29 76.37 75.93 76.02 -0.17 116,303 88,012 +1,742
Mar17 160923 76.05 76.21 75.79 75.87 -0.17 77 383 +40
Jun17 160923 75.77 75.91 75.71 75.71 -0.18      
Total Volume and Open Interest 116,380 88,396 +1,782
British Pound(CME)
Dec16 160923 130.96 131.08 129.32 129.81 -1.12 104,903 235,754 -279
Mar17 160923 131.05 131.31 129.59 130.06 -1.12 22 1,216 +4
Jun17 160923 130.35 131.49 129.95 130.35 -1.13 0 413 +0
Total Volume and Open Interest 104,937 237,484 -275
Canadian Dollar(CME)
Dec16 160923 76.67 76.78 75.90 75.97 -0.62 71,072 97,212 +3,053
Mar17 160923 76.74 76.82 75.96 76.02 -0.62 88 1,182 +30
Jun17 160923 76.62 76.83 76.06 76.09 -0.60 34 268 +22
Sep17 160923 76.15 76.88 76.13 76.15 -0.60 0 115 +0
Total Volume and Open Interest 71,194 98,882 +3,105
Japanese Yen(CME)
Dec16 160923 99.59 99.68 99.13 99.28 -0.18 254,875 143,197 +2,937
Mar17 160923 100.04 100.08 99.55 99.69 -0.18 115 382 +37
Jun17 160923 100.14 100.45 100.08 100.14 -0.20 4 105 +0
Total Volume and Open Interest 254,994 143,712 +2,974
Swiss Franc(CME)
Dec16 160923 103.69 103.72 103.11 103.60 unch 36,491 41,372 +569
Mar17 160923 103.90 104.24 103.67 104.14 unch 0 18 +0
Jun17 160923 104.77 104.77 104.42 104.77 unch 0 15 +0
Total Volume and Open Interest 36,491 41,407 +569
EuroFX(CME)
Dec16 160923 112.48 112.80 112.33 112.72 +0.31 183,371 323,301 +1,901
Mar17 160923 112.88 113.24 112.78 113.16 +0.31 228 2,192 -6
Jun17 160923 113.38 113.74 113.29 113.67 +0.30 67 952 +60
Total Volume and Open Interest 183,666 326,480 +1,955
Mexican Peso(CME)
Oct16 160923 510.25 510.25 504.25 504.25 -4.50 0 1 +0
Nov16 160923 502.75 502.75 502.75 502.75 -4.75      
Total Volume and Open Interest 64,143 154,632 +1,354
Brazilian Real(CME)
Oct16 160923 310.65 311.60 307.25 309.75 -0.35 2,089 22,691 +1,069
Nov16 160923 306.50 307.70 306.00 307.05 -0.45 22 30 +22
Dec16 160923 303.25 305.15 303.25 304.45 -0.55 40 3,791 -3
Jan17 160923 300.75 300.75 300.75 300.75 -1.45      
Total Volume and Open Interest 2,151 26,512 +1,088
30-Year T-Bonds(CBOT)
Dec16 160923 167~250 168~080 167~180 167~260 +0~100 274,911 566,151 +6,640
Mar17 160923 166~220 166~220 166~220 166~220 +0~100 0 5 +0
Jun17 160923 166~220 166~220 166~220 166~220 +0~100      
Total Volume and Open Interest 274,911 566,156 +5,962
10-Year T-Notes(CBOT)
Dec16 160923 130~295 131~025 130~275 131~010 +0~055 1,115,107 2,743,189 +2,402
Mar17 160923 130~070 130~070 130~070 130~070 +0~055 4 4 +4
Jun17 160923 130~070 130~070 130~070 130~070 +0~055      
Total Volume and Open Interest 1,115,111 2,743,193 -20,463
5-Year T-Notes(CBOT)
Sep16 160923 121~114 121~152 121~110 121~152 +0~042 7,750 48,590 -3,679
Dec16 160923 121~114 121~150 121~100 121~146 +0~042 716,309 2,729,894 +13,785
Mar17 160923 121~050 121~050 121~050 121~050 +0~042      
Total Volume and Open Interest 724,059 2,778,484 +10,106
2 Year T-Notes(CBOT)
Sep16 160923 109~102 109~102 109~100 109~102 +0~016 1,088 4,960 -965
Dec16 160923 109~054 109~070 109~044 109~066 +0~016 391,652 991,818 +32,023
Mar17 160923 109~062 109~062 109~062 109~062 +0~016      
Total Volume and Open Interest 392,740 996,778 +31,058
Eurodollars(CME)
Dec16 160923 99.070 99.085 99.065 99.080 +0.010 524,616 1,583,297 +9,041
Mar17 160923 99.030 99.050 99.025 99.045 +0.015 415,028 1,179,929 +1,121
Jun17 160923 98.990 99.005 98.980 99.005 +0.015 394,849 1,117,040 +16,349
Sep17 160923 98.955 98.970 98.945 98.970 +0.015 305,850 881,005 +23,300
Dec17 160923 98.915 98.930 98.900 98.925 +0.015 431,368 1,450,455 -19,816
Mar18 160923 98.890 98.905 98.880 98.905 +0.020 235,626 646,955 -11,175
Jun18 160923 98.865 98.875 98.845 98.875 +0.020 205,390 494,618 -10,068
Sep18 160923 98.825 98.845 98.815 98.840 +0.020 186,587 403,531 +8,616
Dec18 160923 98.790 98.800 98.775 98.800 +0.020 184,189 640,981 +6,388
Mar19 160923 98.760 98.780 98.750 98.775 +0.020 140,445 429,655 -4,112
Jun19 160923 98.725 98.745 98.720 98.740 +0.020 115,374 372,736 -2,670
Sep19 160923 98.690 98.715 98.685 98.705 +0.020 119,937 262,595 -3,735
Dec19 160923 98.645 98.670 98.640 98.665 +0.025 95,954 322,421 -844
Mar20 160923 98.615 98.640 98.610 98.635 +0.025 60,284 142,421 -121
Jun20 160923 98.580 98.605 98.575 98.595 +0.025 52,723 109,902 -4,158
Sep20 160923 98.540 98.565 98.535 98.555 +0.025 54,576 80,973 +399
Dec20 160923 98.495 98.525 98.490 98.510 +0.025 36,679 110,546 -1,723
Mar21 160923 98.460 98.485 98.450 98.470 +0.025 30,190 58,791 -2,394
Total Volume and Open Interest 3,795,381 10,793,989 +12,578
Ultra T-Bond(CBOT)
Sep16 160921 181~04 181~26 179~25 181~16 -0~03 891 2,673 -5,955
Dec16 160923 183~22 184~10 183~08 183~21 +0~15 89,705 597,644 +1,753
Mar17 160923 182~21 182~21 182~21 182~21 +0~15      
Total Volume and Open Interest 89,705 597,644 -604
Ultra 10-Yr T-Note(CBOT)
Sep16 160921 143~160 143~210 143~000 143~170 -0~010 795 1,857 -858
Dec16 160923 143~280 144~035 143~250 143~315 +0~070 79,357 211,423 +3,568
Mar17 160923 143~315 143~315 143~315 143~315 +0~070      
Total Volume and Open Interest 79,357 211,423 +1,734
30 Day Federal Funds(CBOT)
Sep16 160923 99.603 99.605 99.603 99.603 unch 47,159 91,374 +19,412
Oct16 160923 99.605 99.610 99.605 99.610 unch 241,641 328,926 -41,066
Nov16 160923 99.580 99.580 99.570 99.580 unch 125,167 214,330 +20,332
Dec16 160923 99.515 99.520 99.510 99.515 +0.005 44,563 98,651 +6,064
Jan17 160923 99.460 99.465 99.455 99.465 +0.010 93,267 155,759 +10,744
Feb17 160923 99.445 99.450 99.440 99.445 +0.005 16,250 64,472 -1,646
Total Volume and Open Interest 596,230 1,150,442 +14,066
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 160922 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160922 99.99 99.99 99.99 99.99 unch      
Jun17 160922 99.99 99.99 99.99 99.99 unch      
Sep17 160922 99.99 99.99 99.99 99.99 unch      
Dec17 160922 99.99 99.99 99.99 99.99 unch      
Mar18 160922 100.00 100.00 100.00 100.00 unch      
Jun18 160922 99.86 99.86 99.86 99.86 unch      
Sep18 160922 99.71 99.71 99.71 99.71 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Dec16 160922 151.58 151.75 151.58 151.69 +0.12 1,504 14,237 +365
Mar17 160922 151.61 151.61 151.61 151.61 +0.12      
Jun17 160922 151.61 151.61 151.61 151.61 +0.12      
Total Volume and Open Interest 1,504 14,237 +365
Euro-Buxl(EUREX)
Dec16 160923 190.62 191.76 190.46 190.70 -0.16 39,126 154,165 +2,362
Mar17 160923 189.74 189.74 189.00 189.04 -0.16 52 44 +28
Jun17 160923 184.20 187.70 184.20 187.70 -0.16 2 2 +2
Total Volume and Open Interest 39,180 154,211 +2,392
Euro-Bund(EUREX)
Dec16 160923 165.08 165.28 164.98 165.03 -0.19 583,275 1,701,218 -2,158
Mar17 160923 167.60 167.75 167.48 167.50 -0.21 11,772 38,135 +10,806
Jun17 160923 166.73 166.73 166.73 166.73 -0.19      
Total Volume and Open Interest 595,047 1,739,353 +8,648
Euro-Bobl(EUREX)
Dec16 160923 131.88 131.96 131.86 131.91 -0.01 424,646 1,345,180 +45,441
Mar17 160923 133.65 133.65 133.65 133.65 unch 1 53 +1
Jun17 160923 132.16 132.16 132.16 132.16 -0.01      
Total Volume and Open Interest 424,647 1,345,233 +45,442
Euro-Schatz(EUREX)
Dec16 160923 112.08 112.11 112.07 112.09 unch 190,077 1,118,598 -12,182
Mar17 160923 112.09 112.09 112.09 112.09 unch      
Jun17 160923 112.09 112.09 112.09 112.09 unch      
Total Volume and Open Interest 190,077 1,118,598 -12,182
3-Mth Euribor(EUREX)
Sep16 160919 100.300 100.300 100.300 100.300 -0.005 1 3,718 +0
Dec16 160923 100.320 100.320 100.320 100.320 unch 0 3,396 +0
Mar17 160923 100.340 100.340 100.340 100.340 +0.005 0 3,235 +0
Total Volume and Open Interest 300 74,136 +146
Long Gilt(LIFFE)
Sep16 160923 131~24 131~24 131~22 131~22 -0~01 0 8,270 +0
Dec16 160923 130~18 130~27 130~14 130~17 -0~02 159,526 533,352 +4,499
Total Volume and Open Interest 159,526 541,622 +4,499
3-Mth Short Sterling(LIFFE)
Dec16 160923 99.69 99.70 99.68 99.69 -0.01 71,009 525,892 +87
Mar17 160923 99.73 99.74 99.72 99.73 unch 51,509 364,109 -2,700
Jun17 160923 99.75 99.76 99.74 99.75 unch 42,001 358,498 -3,054
Sep17 160923 99.76 99.77 99.75 99.76 unch 54,525 294,650 -811
Dec17 160923 99.76 99.77 99.75 99.76 unch 45,386 387,330 +8,579
Mar18 160923 99.75 99.77 99.75 99.76 unch 44,171 218,662 +13,685
Total Volume and Open Interest 630,112 2,917,050 -298,954
3-Mth Euribor(LIFFE)
Dec16 160923 100.320 100.320 100.310 100.315 unch 44,569 409,975 +6,605
Mar17 160923 100.340 100.345 100.330 100.335 unch 39,011 391,493 +571
Jun17 160923 100.355 100.365 100.350 100.355 unch 38,372 404,546 -1,888
Total Volume and Open Interest 482,379 2,974,372 +26,488
3-Mth Aus T-Bills(SFE)
Dec16 160923 98.27 98.27 98.25 98.26 -0.01 17,171 194,060 -1,953
Mar17 160923 98.31 98.33 98.30 98.31 -0.01 38,579 206,182 +8,263
Jun17 160923 98.33 98.35 98.32 98.33 -0.01 31,840 192,301 +3,643
Sep17 160923 98.34 98.36 98.33 98.34 -0.01 16,027 113,984 +519
Dec17 160923 98.35 98.36 98.33 98.34 -0.01 17,103 134,150 +4,543
Mar18 160923 98.33 98.35 98.32 98.33 unch 6,655 70,828 -1,014
Jun18 160923 98.31 98.33 98.29 98.31 unch 5,235 56,221 -1,486
Sep18 160923 98.27 98.30 98.26 98.27 unch 4,415 25,757 +174
Dec18 160923 98.24 98.27 98.23 98.23 unch 1,215 6,146 +249
Mar19 160923 98.19 98.20 98.19 98.20 +0.01 519 2,943 +149
Total Volume and Open Interest 139,433 1,005,130 +13,078
10-Year Aus T-Bonds(SFE)
Dec16 160923 97.96 98.01 97.95 98.00 +0.04 148,678 792,596 +10,311
Mar17 160923 98.00 98.00 98.00 98.00 +0.04      
Total Volume and Open Interest 148,678 792,596 +10,311
3-Year Aus T-Bonds(SFE)
Dec16 160923 98.44 98.46 98.42 98.44 unch 208,983 790,672 +10,419
Mar17 160923 98.44 98.44 98.44 98.44 unch      
Total Volume and Open Interest 208,983 790,672 +10,419
Gold(CMX)
Oct16 160923 1336.6 1340.3 1333.6 1337.5 -3.2 8,896 27,249 -1,072
Dec16 160923 1340.3 1344.5 1337.4 1341.7 -3.0 268,971 435,254 +17,732
Feb17 160923 1344.2 1347.7 1341.4 1345.3 -3.1 4,130 46,167 +429
Apr17 160923 1345.3 1349.5 1345.0 1348.4 -3.1 850 14,651 +153
Jun17 160923 1351.1 1352.9 1347.9 1351.3 -3.0 919 20,173 +68
Aug17 160923 1351.3 1354.9 1351.3 1354.1 -3.0 518 7,625 -8
Oct17 160923 1353.6 1356.6 1353.6 1356.6 -3.0 209 2,023 +142
Dec17 160923 1355.7 1360.6 1355.7 1359.0 -3.0 222 12,547 +44
Feb18 160923 1361.3 1361.3 1361.3 1361.3 -3.0 0 163 +0
Apr18 160923 1363.4 1363.4 1363.4 1363.4 -3.0 0 3 +0
Jun18 160923 1365.5 1365.5 1365.5 1365.5 -3.0 8 4,188 +7
Total Volume and Open Interest 285,602 576,746 +17,955
Silver(CMX)
Sep16 160923 1985.5 1985.5 1973.3 1973.3 -28.7 22 583 -9
Dec16 160923 1996.0 2002.5 1966.5 1981.0 -28.9 86,743 172,933 +4,762
Mar17 160923 2006.5 2011.0 1978.0 1992.1 -28.8 1,304 13,994 +65
May17 160923 2011.5 2011.5 1990.0 1999.0 -28.8 15 1,174 +1
Jul17 160923 2008.5 2016.0 2005.5 2005.5 -28.8 53 2,783 +28
Sep17 160923 2021.5 2021.5 2011.8 2011.8 -28.8 16 486 -9
Dec17 160923 2035.5 2035.5 2011.0 2020.5 -28.8 1 2,459 +0
Total Volume and Open Interest 88,726 198,391 +4,890
Platinum(NYMEX)
Oct16 160923 1057.4 1063.9 1052.0 1057.0 -5.8 26,029 38,638 -6,061
Jan17 160923 1060.6 1067.5 1056.4 1060.9 -5.6 8,752 33,607 +6,214
Apr17 160923 1066.9 1066.9 1060.0 1064.3 -5.5 70 2,566 +17
Jul17 160923 1067.5 1067.5 1067.5 1067.5 -5.5 1 29 +1
Total Volume and Open Interest 34,857 74,845 +174
Palladium(NYMEX)
Sep16 160923 703.30 706.40 702.95 706.40 +5.40 0 15 -1
Dec16 160923 694.15 706.90 691.15 706.40 +5.95 3,396 24,215 +8
Mar17 160923 695.85 707.90 692.90 707.90 +5.70 84 458 +46
Total Volume and Open Interest 3,493 24,727 +53
Copper(CMX)
Sep16 160923 218.85 219.60 218.85 219.25 +0.50 484 1,438 -57
Dec16 160923 218.85 220.65 218.55 220.10 +0.65 40,497 139,505 -575
Mar17 160923 220.05 221.55 219.50 221.05 +0.75 4,579 31,919 +974
May17 160923 221.45 222.15 220.10 221.70 +0.80 338 5,532 +39
Jul17 160923 221.10 222.25 221.00 222.25 +0.90 157 2,231 +25
Total Volume and Open Interest 46,485 191,034 +460
E-mini DJIA Index(CBOT)
Dec16 160923 18297 18309 18165 18190 -109 189,572 118,897 +3,135
Mar17 160923 18231 18255 18111 18122 -107 64 474 +12
Jun17 160923 18046 18046 18046 18046 -107 0 4 +0
Sep17 160923 17961 17961 17961 17961 -107      
Total Volume and Open Interest 189,636 119,375 +3,147
S & P 500(CME)
Dec16 160923 2168.30 2169.20 2156.50 2158.10 -10.20 4,853 61,789 +677
Mar17 160923 2156.00 2157.90 2150.90 2152.20 -10.20 2 163 +0
Jun17 160923 2146.70 2146.70 2145.40 2146.70 -10.20 0 60 +0
Sep17 160923 2143.50 2143.50 2142.20 2143.50 -10.20      
Total Volume and Open Interest 4,855 62,012 +677
S & P 500 E-Mini(Globex)
Dec16 160923 2168.25 2169.50 2156.00 2158.00 -10.25 1,826,950 2,907,266 +12,043
Mar17 160923 2162.50 2163.25 2150.50 2152.25 -10.25 3,366 4,542 +1,414
Jun17 160923 2155.50 2157.25 2145.00 2146.75 -10.25 172 405 +22
Sep17 160923 2142.00 2143.50 2142.00 2143.50 -10.25 0 7 +0
Total Volume and Open Interest 1,830,488 2,912,220 +13,479
NASDAQ 100 E-Mini(Globex)
Dec16 160923 4887.30 4889.80 4848.30 4856.50 -29.80 291,231 278,169 +3,499
Mar17 160923 4880.00 4881.80 4845.50 4852.30 -30.20 106 182 +22
Jun17 160923 4846.30 4846.30 4846.30 4846.30 -30.20 0 8 +0
Total Volume and Open Interest 291,338 278,362 +3,522
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 160923 1559.80 1560.50 1545.70 1547.00 -13.10 21,407 80,983 -93
Mar17 160923 1545.10 1545.10 1545.10 1545.10 -13.10      
Total Volume and Open Interest 21,407 80,983 -93
Volatility Index(CBOE)
Sep16 160921 15.90 16.10 15.20 15.30 -0.58 83,892 73,593 -14,529
Oct16 160923 15.35 15.60 15.20 15.58 +0.25 156,040 240,900 +17,022
Nov16 160923 16.85 17.10 16.70 17.08 +0.20 80,924 70,307 +2,810
Dec16 160923 17.63 17.78 17.40 17.73 +0.10 31,558 56,336 +2,153
Total Volume and Open Interest 298,152 433,532 +23,462
Russell 2000(ICE)
Dec16 160923 1259.10 1261.30 1248.90 1250.30 -9.10 100,391 325,857 +3,657
Mar17 160923 1246.80 1246.80 1246.80 1246.80 -9.10 9 268 +3
Jun17 160923 1243.80 1243.80 1243.80 1243.80 -9.10 0 170 +0
Total Volume and Open Interest 100,440 326,434 +3,700
Nikkei 225(CME)
Dec16 160923 16805 16870 16590 16630 -185 21,862 33,558 +329
Mar17 160923 16630 16850 16630 16630 -180 0 13 +0
Total Volume and Open Interest 21,862 33,571 +329
Nikkei 225(SGX)
Dec16 160923 16580 16825 16545 16555 +5 100,829 157,343 -259
Mar17 160923 16595 16615 16520 16520 +5 134 996 +21
Jun17 160922 16390 16390 16390 16390 -160      
Total Volume and Open Interest 55,551 165,646 +1,528
Nikkei 225(CME) Yen
Sep16 160908 16990 17005 16830 16990 +20 87,426 48,721 -20,945
Dec16 160923 16760 16815 16535 16580 -190 83,480 50,235 +5,218
Mar17 160923 16580 16750 16480 16520 -190 88 17 -14
Total Volume and Open Interest 83,568 50,258 +5,204
Nikkei 225(CME) e-Mini Yen
Sep16 160908 16990 16990 16860 16990 +20 0 12 +0
Dec16 160923 16670 16800 16560 16580 -190 29 5 +0
Mar17 160923 16520 16520 16520 16520 -190      
Total Volume and Open Interest 29 5 +0
CAC 40(EURONEXT)
Oct16 160923 4491.0 4500.5 4462.5 4477.5 -21.0 84,923 264,448 -1,216
Nov16 160923 4484.0 4484.0 4463.0 4474.0 -21.0 38 765 -25
Dec16 160923 4462.0 4473.5 4456.0 4468.0 -21.0 30 21,220 -84
Total Volume and Open Interest 84,991 286,495 -1,325
Hang Seng Index(HKFE)
Sep16 160923 23809 23986 23628 23680 -120 108,266 141,914 +19
Oct16 160923 23827 23970 23623 23674 -116 2,644 10,096 +571
Total Volume and Open Interest 111,378 162,194 +577
DAX(EUREX)
Dec16 160923 10672.0 10672.0 10595.0 10618.0 -37.0 103,205 165,501 +10,884
Mar17 160923 10675.0 10675.0 10605.0 10615.0 -37.0 172 1,026 +138
Jun17 160923 10655.0 10655.0 10621.5 10638.0 -37.0 2 42 +2
Total Volume and Open Interest 103,379 166,569 +11,024
Mini-DAX(EUREX)
Sep16 160916 10420.0 10427.0 10264.0 10264.0 -180.5 36,525 13,993 +636
Dec16 160923 10666.0 10668.0 10596.0 10618.0 -37.0 35,424 9,808 +968
Mar17 160923 10652.0 10660.0 10600.0 10615.0 -37.0 33 303 +13
Total Volume and Open Interest 35,464 10,117 +987
FT-SE 100(EURONEXT)
Dec16 160923 6868.00 6882.00 6844.00 6873.50 +2.50 85,834 668,252 -1,195
Mar17 160923 6806.50 6813.00 6806.50 6813.00 +3.00 0 820 +0
Jun17 160923 6746.00 6746.00 6746.00 6746.00 +2.50      
Total Volume and Open Interest 85,834 669,072 -1,195
SPI 200(SFE)
Dec16 160923 5361.0 5424.0 5358.0 5420.0 +66.0 37,814 262,808 -1,828
Mar17 160923 5333.0 5373.0 5333.0 5373.0 +66.0 0 1,441 +0
Jun17 160923 5360.0 5360.0 5360.0 5360.0 +66.0 0 1,397 +0
Total Volume and Open Interest 37,965 266,972 -1,760
FTSE MIB(ISE)
Dec16 160923 16530.00 16570.00 16345.00 16409.00 -159.00 27,946 43,289 -841
Mar17 160923 16495.00 16495.00 16330.00 16387.00 -159.00 71 95 -11
Jun17 160923 15945.00 15945.00 15945.00 15945.00 -214.00      
Total Volume and Open Interest 28,017 43,384 -852
KOSPI 200(KFE)
Dec16 160923 259.40 260.65 258.55 259.00 -0.10 121,117 129,567 +3,962
Mar17 160923 256.85 258.00 256.00 256.25 -0.20 244 2,997 +37
Jun17 160923 256.90 257.60 256.90 256.95 unch 4 816 +0
Total Volume and Open Interest 121,365 136,366 +3,999
GSCI(CME)
Oct16 160923 358.00 358.65 350.15 351.20 -7.35 216 14,686 -49
Nov16 160923 353.80 353.80 353.80 353.80 -7.35 50 50 +50
Dec16 160923 357.40 357.40 357.40 357.40 -7.35      
Total Volume and Open Interest 266 14,736 +1
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

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy