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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon September 26, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 160926 951.50 960.25 943.75 945.25 -9.75 90,697 347,674 -4,766
Jan17 160926 958.00 966.25 950.00 951.50 -9.50 18,612 100,391 +2,752
Mar17 160926 963.00 972.00 956.00 957.25 -9.25 9,156 69,835 +1,560
May17 160926 968.00 977.50 962.00 963.00 -8.75 3,011 44,433 -137
Jul17 160926 974.00 982.50 967.00 968.00 -9.00 3,640 48,993 +368
Aug17 160926 970.25 980.25 966.50 967.00 -8.75 562 1,726 +243
Sep17 160926 962.50 963.75 954.50 954.50 -6.75 34 775 +0
Nov17 160926 948.00 956.25 943.25 945.25 -4.00 2,617 28,839 +109
Jan18 160926 948.00 955.50 948.00 948.00 -3.75 1 748 +1
Mar18 160926 949.00 949.00 949.00 949.00 -3.25 2 165 +1
May18 160926 950.75 950.75 950.75 950.75 -3.25 2 68 +0
Jul18 160926 954.75 954.75 954.75 954.75 -3.00 2 136 -1
Aug18 160926 951.50 951.50 951.50 951.50 -3.00 0 17 +0
Sep18 160926 936.25 936.25 936.25 936.25 -3.00 0 17 +0
Total Volume and Open Interest 128,344 644,069 +134
Soybean Meal(CBOT)
Oct16 160926 302.50 304.50 297.20 297.60 -5.70 19,543 28,493 -3,230
Dec16 160926 301.70 304.20 296.80 297.60 -5.20 44,674 168,466 +2,370
Jan17 160926 302.70 304.50 297.80 298.50 -5.00 6,156 39,812 +72
Mar17 160926 303.60 305.90 299.50 300.10 -4.60 5,923 42,158 +448
May17 160926 304.40 306.40 300.60 301.20 -3.90 2,301 28,668 +340
Jul17 160926 305.70 307.60 302.00 302.60 -3.70 2,975 30,367 +553
Aug17 160926 305.70 307.40 302.40 303.00 -3.30 758 3,446 +149
Sep17 160926 305.20 306.90 302.10 302.60 -3.20 428 4,025 +83
Oct17 160926 302.20 303.50 300.00 300.00 -2.50 205 3,610 -13
Dec17 160926 302.00 303.80 299.80 300.60 -2.20 475 12,288 +114
Total Volume and Open Interest 83,485 362,982 +917
Soybean Oil(CBOT)
Oct16 160926 33.31 33.69 33.00 33.12 -0.19 17,628 30,318 -1,486
Dec16 160926 33.52 33.94 33.23 33.35 -0.21 58,412 215,297 +9,793
Jan17 160926 33.76 34.16 33.47 33.59 -0.20 8,399 48,919 +1,914
Mar17 160926 34.01 34.41 33.71 33.83 -0.22 4,861 45,097 +1,194
May17 160926 34.16 34.59 33.89 33.99 -0.21 2,502 30,895 +539
Jul17 160926 34.30 34.65 34.07 34.15 -0.22 1,821 19,707 +450
Aug17 160926 34.33 34.69 34.10 34.17 -0.21 586 3,463 +103
Sep17 160926 34.33 34.65 34.15 34.15 -0.18 153 2,879 +96
Oct17 160926 34.11 34.49 33.99 33.99 -0.14 63 2,241 -13
Dec17 160926 34.10 34.46 33.92 34.01 -0.14 262 7,914 +39
Total Volume and Open Interest 94,687 407,024 +12,629
Canola(WCE)
Nov16 160926 467.2 471.3 464.2 467.4 -0.9 22,463 128,095 -5,415
Jan17 160926 474.0 478.0 471.5 474.6 -0.5 10,466 30,488 +481
Mar17 160926 479.5 483.8 477.3 479.9 -0.6 1,946 10,962 -340
May17 160926 482.2 489.4 482.2 484.9 -0.6 541 8,110 +53
Jul17 160926 489.8 493.0 486.1 488.4 -0.3 581 9,745 +31
Total Volume and Open Interest 37,059 194,608 -4,595
Corn(CBOT)
Dec16 160926 334.00 336.50 328.50 329.00 -7.50 122,257 758,174 +4,050
Mar17 160926 344.00 346.25 338.50 339.00 -7.25 20,978 241,170 +138
May17 160926 350.00 352.50 345.25 346.00 -6.75 8,567 64,873 +991
Jul17 160926 358.00 359.25 352.50 352.75 -6.75 7,961 111,440 -609
Sep17 160926 365.00 365.25 359.50 359.75 -6.75 1,333 41,381 +231
Dec17 160926 373.50 375.50 368.75 369.50 -6.25 6,086 72,119 +1,225
Mar18 160926 383.75 384.75 379.25 379.50 -6.00 67 4,971 -18
May18 160926 385.00 385.00 385.00 385.00 -6.25 2 1,054 +0
Jul18 160926 393.25 393.25 388.75 389.00 -5.50 31 1,369 -3
Sep18 160926 388.00 388.00 388.00 388.00 -6.50 6 490 -2
Total Volume and Open Interest 167,353 1,301,387 +6,049
Wheat(CBOT)
Dec16 160926 401.75 407.00 395.25 396.00 -8.75 41,465 304,388 +1,479
Mar17 160926 425.50 430.25 418.50 419.75 -8.25 9,761 90,132 +46
May17 160926 441.00 443.75 432.75 433.75 -8.00 2,133 23,320 +148
Jul17 160926 449.25 451.75 442.25 443.50 -6.50 2,277 33,452 +416
Sep17 160926 458.00 464.75 457.00 457.50 -5.25 265 3,475 +31
Dec17 160926 479.00 483.00 473.25 476.00 -4.50 603 6,166 -92
Total Volume and Open Interest 56,533 463,089 +2,031
Wheat(KCBT)
Dec16 160926 418.75 423.00 413.75 414.00 -7.50 11,192 143,147 +183
Mar17 160926 437.50 439.50 430.50 430.75 -7.25 2,228 44,669 -199
May17 160926 446.75 449.25 440.75 440.75 -7.25 723 18,082 -31
Jul17 160926 456.75 459.00 450.25 450.75 -7.00 1,053 22,783 +88
Sep17 160926 469.75 469.75 464.25 464.25 -6.75 136 2,893 +15
Dec17 160926 489.00 489.75 482.50 482.75 -6.25 217 2,213 +49
Mar18 160926 493.50 493.50 493.50 493.50 -6.25 0 210 +0
Total Volume and Open Interest 15,549 234,081 +105
Wheat(MGE)
Dec16 160926 503.75 505.00 493.25 494.50 -9.25 4,379 29,808 +130
Mar17 160926 510.00 510.00 501.00 502.00 -8.50 2,090 15,834 -111
May17 160926 512.00 516.50 509.25 509.50 -9.00 398 7,730 -30
Jul17 160926 521.75 525.25 517.75 517.75 -9.00 380 3,498 +48
Sep17 160926 529.00 530.00 527.00 527.00 -8.50 133 3,358 +46
Dec17 160926 541.25 541.25 541.25 541.25 -8.00 48 2,102 -1
Total Volume and Open Interest 7,428 62,336 +82
Oats(CBOT)
Dec16 160926 176.00 177.50 172.00 173.25 -3.75 128 8,725 -12
Mar17 160926 187.25 187.25 182.50 184.75 -3.00 20 1,919 +0
May17 160926 189.75 189.75 189.75 189.75 -3.25 8 52 +0
Jul17 160926 197.25 197.25 197.25 197.25 -3.50 0 26 +0
Total Volume and Open Interest 156 10,722 -12
Rough Rice(CBOT)
Nov16 160926 9.65 9.80 9.63 9.68 +0.03 179 9,850 +26
Jan17 160926 9.90 10.02 9.86 9.91 +0.02 53 1,079 -15
Mar17 160926 10.11 10.15 10.11 10.15 +0.01 3 81 -1
May17 160926 10.35 10.37 10.35 10.35 +0.01 0 7 +0
Total Volume and Open Interest 235 11,017 +10
Live Cattle(CME)
Oct16 160926 106.650 107.050 105.580 106.830 -0.455 13,440 44,317 -4,318
Dec16 160926 106.135 106.635 104.950 106.135 -0.715 20,685 113,705 +2,908
Feb17 160926 106.330 106.785 105.200 106.300 -0.800 9,973 48,082 -246
Apr17 160926 105.680 106.035 104.635 105.785 -0.695 5,746 34,558 +1,348
Jun17 160926 99.035 99.100 97.830 98.980 -0.770 1,734 11,684 +291
Aug17 160926 97.230 97.450 96.250 97.285 -0.765 782 6,754 +203
Total Volume and Open Interest 52,740 260,286 +486
Feeder Cattle(CME)
Sep16 160926 136.450 136.550 135.825 136.050 -0.780 775 2,007 -379
Oct16 160926 131.350 132.350 129.825 131.050 -1.330 3,767 16,483 -357
Nov16 160926 128.700 129.450 126.885 127.885 -1.850 2,119 14,219 +320
Jan17 160926 124.230 124.750 122.330 123.385 -1.945 740 5,366 +139
Mar17 160926 122.535 123.000 120.635 121.850 -1.600 413 4,144 +51
Apr17 160926 121.400 121.980 120.750 121.635 -0.815 152 606 +9
May17 160926 120.680 121.200 120.385 121.100 -1.380 137 630 +42
Total Volume and Open Interest 8,119 43,580 -169
Lean Hogs(CME)
Oct16 160926 53.830 54.250 52.950 53.050 -0.950 7,278 35,626 -565
Dec16 160926 48.700 49.000 48.050 48.600 -0.300 11,087 121,606 +771
Feb17 160926 53.000 53.300 52.535 52.950 -0.400 4,799 35,328 +737
Apr17 160926 59.500 59.550 58.900 59.200 -0.535 3,206 22,920 +502
May17 160926 66.535 66.535 66.330 66.330 -0.420 62 470 +32
Jun17 160926 70.350 70.750 70.230 70.535 -0.215 1,791 5,879 -85
Jul17 160926 70.250 70.285 69.750 69.750 -0.500 160 905 +1
Aug17 160926 69.535 69.535 69.250 69.300 -0.350 112 647 +47
Total Volume and Open Interest 28,516 223,874 +1,456
Class III Milk(CME)
Sep16 160926 16.40 16.40 16.37 16.38 unch 71 5,143 -33
Oct16 160926 15.56 15.69 15.30 15.34 -0.22 403 4,890 -33
Nov16 160926 15.79 15.90 15.55 15.57 -0.21 427 4,346 +125
Dec16 160926 15.71 15.79 15.38 15.44 -0.29 222 3,541 +53
Jan17 160926 15.58 15.58 15.30 15.33 -0.29 87 1,949 +27
Feb17 160926 15.70 15.71 15.41 15.45 -0.28 46 1,968 +12
Mar17 160926 15.75 15.75 15.51 15.54 -0.25 37 1,831 +25
Apr17 160926 15.85 15.88 15.65 15.66 -0.20 70 1,623 +46
May17 160926 16.05 16.05 15.80 15.84 -0.21 40 1,493 +17
Jun17 160926 16.23 16.24 16.07 16.07 -0.18 36 1,363 +24
Jul17 160926 16.49 16.50 16.36 16.36 -0.13 29 786 +23
Aug17 160926 16.63 16.64 16.53 16.54 -0.09 44 742 +43
Sep17 160926 16.72 16.72 16.64 16.64 -0.08 35 768 +22
Total Volume and Open Interest 1,563 31,877 +365
Cocoa(ICE)
Dec16 160926 2844 2848 2810 2845 -7 18,796 100,773 +4,929
Mar17 160926 2812 2821 2784 2817 -5 8,577 76,874 +2,366
May17 160926 2801 2815 2778 2811 -5 1,996 17,402 +654
Jul17 160926 2802 2813 2777 2809 -5 2,129 7,638 +1,064
Sep17 160926 2788 2810 2788 2806 -5 2,172 5,910 +1,171
Dec17 160926 2801 2801 2799 2799 -6 1,708 4,284 +1,052
Mar18 160926 2792 2792 2792 2792 -7 2 3,787 +1
Total Volume and Open Interest 35,380 216,720 +11,237
Coffee "C"(ICE)
Dec16 160926 151.50 153.80 149.00 153.55 +2.15 24,580 108,260 +2,955
Mar17 160926 155.25 157.10 152.30 156.85 +2.25 6,179 38,758 +77
May17 160926 156.70 159.00 154.20 158.75 +2.30 2,350 18,388 +643
Jul17 160926 158.40 160.65 155.85 160.40 +2.35 1,101 5,647 +310
Sep17 160926 158.05 161.80 157.60 161.80 +2.35 357 4,498 +222
Dec17 160926 159.45 163.60 159.45 163.60 +2.30 481 6,400 +269
Total Volume and Open Interest 35,057 183,771 +4,518
Orange Juice(ICE)
Nov16 160926 203.05 205.35 201.30 204.35 +1.65 598 14,019 +109
Jan17 160926 199.25 201.45 198.65 200.45 +1.30 178 1,976 +92
Mar17 160926 198.00 198.00 198.00 198.00 +1.75 7 511 +0
May17 160926 196.00 196.25 195.70 195.70 +1.50 2 172 +0
Jul17 160926 193.00 193.00 192.80 192.80 unch 0 3 +0
Sep17 160926 192.30 192.30 192.30 192.30 unch      
Total Volume and Open Interest 785 16,683 +201
Sugar #11(ICE)
Oct16 160926 22.10 22.60 22.00 22.54 +0.41 53,358 87,152 -16,559
Mar17 160926 22.60 23.18 22.51 23.12 +0.42 120,918 477,345 +6,172
May17 160926 21.95 22.41 21.85 22.37 +0.34 35,582 131,943 +3,728
Jul17 160926 21.24 21.57 21.10 21.53 +0.27 19,996 85,738 +3,036
Oct17 160926 20.63 20.99 20.53 20.95 +0.26 7,554 57,459 +1,435
Mar18 160926 20.26 20.58 20.18 20.55 +0.23 2,377 25,702 +398
May18 160926 19.57 19.77 19.43 19.75 +0.18 771 8,498 +67
Jul18 160926 18.94 19.08 18.82 19.07 +0.12 388 4,951 +32
Total Volume and Open Interest 241,213 885,810 -1,564
London Cocoa(LCE)
Dec16 160926 2290 2290 2259 2273 -17 7,666 99,471 -68
Mar17 160926 2228 2233 2206 2221 -11 9,835 74,067 +418
May17 160926 2224 2228 2205 2220 -7 1,381 37,232 +187
Jul17 160926 2226 2230 2206 2221 -7 726 10,268 +121
Sep17 160926 2221 2221 2201 2214 -8 794 14,921 -17
Dec17 160926 2181 2193 2178 2191 -10 687 6,912 +169
Mar18 160926 2173 2180 2173 2179 -9 50 54 +50
Total Volume and Open Interest 21,139 242,925 +860
London Sugar(LCE)
Dec16 160926 592.20 600.30 585.40 598.90 +6.70 4,066 36,553 +341
Mar17 160926 594.20 602.00 588.10 600.70 +6.80 3,440 22,399 +722
May17 160926 585.20 593.00 580.30 592.00 +6.60 2,672 13,022 +44
Aug17 160926 569.50 577.90 567.70 577.20 +5.60 1,319 6,675 +560
Oct17 160926 553.00 558.50 549.60 558.10 +5.00 298 4,438 +150
Total Volume and Open Interest 12,033 85,145 +1,971
Cotton(ICE)
Oct16 160926 69.35 69.84 69.16 69.16 +0.08 168 87 -114
Dec16 160926 69.85 71.00 69.68 70.08 +0.01 19,232 165,508 +4,312
Mar17 160926 70.25 71.40 70.17 70.54 +0.11 3,778 50,469 +520
May17 160926 71.25 71.73 70.65 70.96 +0.15 993 10,821 +261
Jul17 160926 71.35 71.69 70.82 70.98 +0.13 787 7,921 +268
Oct17 160926 70.39 70.39 70.39 70.39 -0.08      
Total Volume and Open Interest 25,386 248,906 +5,520
Lumber(CME)
Nov16 160926 326.9 329.5 324.5 327.1 unch 774 2,851 +21
Jan17 160926 335.9 337.2 333.0 335.0 +0.7 179 520 +65
Mar17 160926 339.6 339.6 339.0 339.6 +0.6 20 99 -1
May17 160926 341.6 341.6 341.6 341.6 +0.6 0 18 +0
Total Volume and Open Interest 973 3,505 +85
Crude Oil(NYM)
Nov16 160926 44.62 46.20 44.43 45.93 +1.45 521,680 541,374 -6,854
Dec16 160926 45.18 46.76 45.01 46.49 +1.42 214,495 293,916 -12,801
Jan17 160926 45.83 47.35 45.62 47.08 +1.39 79,820 137,988 -1,562
Feb17 160926 46.65 47.91 46.22 47.66 +1.38 43,073 79,614 +554
Mar17 160926 46.93 48.45 46.75 48.21 +1.37 58,801 139,393 +4,513
Apr17 160926 47.53 48.91 47.38 48.68 +1.37 27,038 43,190 +1,489
May17 160926 48.04 49.20 47.70 49.07 +1.36 19,712 33,781 +1,568
Jun17 160926 48.31 49.64 47.95 49.40 +1.35 48,716 116,670 -3,586
Jul17 160926 48.77 49.83 48.77 49.68 +1.34 6,613 21,652 +803
Aug17 160926 48.96 50.07 48.54 49.92 +1.31 4,468 18,608 +122
Sep17 160926 49.50 50.41 49.50 50.15 +1.29 6,183 36,989 -785
Oct17 160926 49.71 50.65 49.03 50.36 +1.27 2,988 16,613 -630
Nov17 160926 50.58 50.58 50.58 50.58 +1.26 1,136 16,750 +384
Dec17 160926 49.86 51.11 49.49 50.80 +1.25 32,448 161,931 +2,816
Jan18 160926 50.40 51.11 50.39 50.95 +1.24 513 15,996 +329
Feb18 160926 51.17 51.26 51.11 51.11 +1.24 318 5,080 +103
Total Volume and Open Interest 1,074,726 1,812,542 -13,170
e-miNY Crude Oil(NYM)
Nov16 160926 44.575 46.200 44.425 45.925 +1.450 7,357 2,119 +47
Dec16 160926 45.375 46.750 45.025 46.500 +1.425 327 913 +95
Jan17 160926 46.075 47.325 45.675 47.075 +1.375 107 199 +104
Feb17 160926 47.150 47.800 47.150 47.650 +1.375 104 195 +104
Mar17 160926 47.750 48.350 47.600 48.200 +1.350 1 171 +0
Apr17 160926 48.200 48.825 48.050 48.675 +1.375 0 140 +0
May17 160926 49.075 49.225 49.075 49.075 +1.375 6 61 +6
Jun17 160926 48.125 49.550 48.125 49.400 +1.350 9 139 +6
Jul17 160926 49.675 49.825 49.675 49.675 +1.325 0 79 +0
Aug17 160926 49.925 50.100 49.925 49.925 +1.325 0 91 +0
Total Volume and Open Interest 7,915 4,374 +360
NY Harbor ULSD(NYM)
Oct16 160926 141.13 146.15 139.90 144.90 +4.17 17,381 30,851 -4,590
Nov16 160926 142.01 147.08 140.92 145.79 +4.04 39,582 102,691 +4,563
Dec16 160926 144.60 148.21 142.28 147.00 +3.97 19,366 67,282 +1,203
Jan17 160926 145.32 149.63 143.81 148.45 +3.95 10,698 45,981 +875
Feb17 160926 145.90 150.74 145.02 149.59 +3.89 7,056 23,704 +274
Mar17 160926 146.62 151.34 145.67 150.12 +3.80 5,129 33,372 +370
Apr17 160926 146.87 151.14 145.65 149.97 +3.70 1,689 13,351 +182
May17 160926 149.17 151.37 149.03 150.20 +3.64 1,103 9,389 +136
Jun17 160926 146.90 151.86 146.57 150.64 +3.58 1,782 25,075 +91
Jul17 160926 151.56 151.56 151.56 151.56 +3.56 89 3,049 +26
Aug17 160926 152.64 152.67 152.64 152.64 +3.53 23 1,852 +11
Sep17 160926 153.83 153.83 153.83 153.83 +3.49 126 2,981 +45
Oct17 160926 155.02 155.02 155.02 155.02 +3.48 231 2,320 -111
Nov17 160926 156.11 156.11 156.11 156.11 +3.45 134 1,901 -22
Total Volume and Open Interest 105,618 399,646 +2,899
RBOB Gasoline(NYM)
Oct16 160926 137.90 142.05 137.02 140.24 +2.55 48,687 45,381 -11,571
Nov16 160926 135.60 140.28 134.99 138.57 +3.00 79,641 134,815 +2,536
Dec16 160926 133.18 137.27 132.32 135.90 +3.11 36,993 77,593 +605
Jan17 160926 132.58 136.52 131.67 135.39 +3.31 11,592 34,532 +207
Feb17 160926 134.90 137.56 133.01 136.56 +3.38 4,764 14,076 -293
Mar17 160926 137.43 139.87 136.26 138.91 +3.41 3,579 24,163 +58
Apr17 160926 154.30 158.20 153.66 157.29 +3.41 1,766 19,900 +423
May17 160926 155.72 159.29 155.72 158.36 +3.34 816 7,243 +175
Jun17 160926 156.57 159.08 154.63 158.11 +3.31 1,592 13,520 -128
Jul17 160926 156.01 158.19 156.01 157.24 +3.27 843 2,424 -157
Total Volume and Open Interest 192,718 401,307 -7,801
e-miNY RBOB Gasoline(NYM)
Oct16 160926 140.24 140.24 140.24 140.24 +2.55 0 1 +0
Nov16 160926 138.57 138.57 138.57 138.57 +3.00      
Dec16 160926 135.90 135.90 135.90 135.90 +3.11      
Jan17 160926 135.39 135.39 135.39 135.39 +3.31      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Oct16 160926 2.949 3.018 2.943 2.997 +0.042 132,427 46,227 -15,531
Nov16 160926 3.000 3.076 2.999 3.055 +0.042 108,993 275,278 -290
Dec16 160926 3.228 3.272 3.217 3.250 +0.030 34,524 93,154 +501
Jan17 160926 3.342 3.393 3.341 3.371 +0.030 37,685 152,700 +1,956
Feb17 160926 3.348 3.396 3.341 3.374 +0.028 14,480 40,524 +266
Mar17 160926 3.297 3.348 3.295 3.324 +0.024 27,789 97,220 +2,626
Apr17 160926 3.042 3.069 3.037 3.056 +0.022 29,906 91,512 +1,403
May17 160926 2.998 3.027 2.998 3.015 +0.019 13,419 31,417 +1,034
Jun17 160926 3.027 3.054 3.027 3.044 +0.019 4,621 29,249 +1,850
Jul17 160926 3.046 3.080 3.046 3.070 +0.020 2,009 19,061 +471
Aug17 160926 3.071 3.085 3.065 3.075 +0.020 1,671 16,662 +598
Sep17 160926 3.054 3.067 3.049 3.057 +0.018 1,320 18,793 +571
Oct17 160926 3.070 3.085 3.068 3.075 +0.016 7,538 43,414 +1,073
Nov17 160926 3.130 3.133 3.113 3.125 +0.014 2,550 15,533 +474
Dec17 160926 3.249 3.261 3.248 3.256 +0.015 3,050 20,946 +305
Jan18 160926 3.352 3.363 3.351 3.359 +0.016 2,940 16,384 +29
Total Volume and Open Interest 432,426 1,080,337 +38
Brent Crude Oil(ICE)
Nov16 160926 46.05 47.66 45.74 47.35 +1.46 290,326 173,141 -25,390
Dec16 160926 46.62 48.24 46.30 47.93 +1.45 300,638 526,563 +17,457
Jan17 160926 47.18 48.76 46.88 48.45 +1.43 92,766 243,126 +157
Feb17 160926 47.68 49.25 47.41 48.96 +1.42 43,139 125,734 +3,726
Mar17 160926 48.39 49.75 47.91 49.45 +1.40 50,476 179,722 +906
Apr17 160926 48.86 50.20 48.40 49.93 +1.40 16,293 61,401 +1,364
May17 160926 49.18 50.59 48.84 50.35 +1.40 16,870 51,123 +2,259
Jun17 160926 49.56 50.99 49.20 50.71 +1.37 43,149 128,858 +1,464
Jul17 160926 49.94 51.23 49.63 51.04 +1.36 4,278 33,078 -214
Aug17 160926 50.74 51.32 50.74 51.32 +1.35 3,485 23,995 +1,176
Sep17 160926 50.46 51.55 50.46 51.55 +1.34 6,701 51,861 +115
Oct17 160926 51.75 51.75 51.75 51.75 +1.32 3,260 21,907 +867
Nov17 160926 51.95 51.95 51.95 51.95 +1.33 947 20,138 -50
Dec17 160926 51.12 52.40 50.68 52.12 +1.32 46,074 196,063 +1,174
Total Volume and Open Interest 937,636 2,148,981 +7,895
Gas Oil(ICE)
Oct16 160926 416.00 428.75 410.50 425.75 +0.25 54,923 128,501 -1,605
Nov16 160926 418.00 430.50 412.00 427.50 +0.25 51,952 117,988 +321
Dec16 160926 419.50 431.50 413.75 428.75 unch 42,043 180,946 +8,626
Jan17 160926 422.25 434.75 417.25 432.25 +0.25 12,787 68,250 -2,654
Feb17 160926 426.75 438.50 421.25 436.00 +0.25 11,075 37,046 +1,837
Mar17 160926 430.00 441.50 424.75 439.00 +0.25 9,827 36,440 +1,077
Apr17 160926 432.75 443.50 427.50 441.75 +0.25 4,183 20,499 +329
May17 160926 434.75 446.50 430.50 444.50 +0.50 2,016 15,142 +84
Jun17 160926 436.75 449.25 433.25 447.00 +0.50 7,314 50,250 -1,315
Jul17 160926 438.50 450.75 438.50 450.75 +0.50 3,453 16,238 +653
Total Volume and Open Interest 211,749 855,802 +10,380
Ethanol(CBOT)
Oct16 160926 1.555 1.561 1.549 1.549 +0.003 230 656 -67
Nov16 160926 1.484 1.488 1.478 1.482 +0.005 162 1,240 +91
Dec16 160926 1.428 1.433 1.428 1.432 +0.002 42 1,201 -2
Jan17 160926 1.400 1.400 1.390 1.398 +0.002 1 568 +1
Feb17 160926 1.399 1.399 1.399 1.399 +0.002 0 179 +0
Mar17 160926 1.417 1.417 1.417 1.417 +0.002 0 115 +0
Apr17 160926 1.442 1.442 1.442 1.442 +0.002 0 219 +0
May17 160926 1.449 1.449 1.449 1.449 +0.002 0 5 +0
Total Volume and Open Interest 435 4,189 +23
WTI Crude Oil(ICE)
Nov16 160926 44.75 46.20 44.44 45.93 +1.45 69,585 69,734 -7,724
Dec16 160926 45.44 46.75 45.03 46.49 +1.42 78,701 118,496 +15
Jan17 160926 46.03 47.32 45.63 47.08 +1.39 29,706 34,040 -1,660
Feb17 160926 46.51 47.90 46.20 47.66 +1.38 14,235 27,849 +2,023
Mar17 160926 47.06 48.41 46.81 48.21 +1.37 11,096 41,466 -969
Apr17 160926 47.89 48.83 47.89 48.68 +1.37 4,417 10,822 -262
May17 160926 48.46 49.22 48.46 49.07 +1.36 3,683 6,824 +622
Jun17 160926 48.81 49.60 48.81 49.40 +1.35 8,119 42,324 -907
Jul17 160926 48.71 49.72 48.71 49.68 +1.34 1,858 6,917 +900
Aug17 160926 49.92 49.92 49.92 49.92 +1.31 405 1,617 -28
Sep17 160926 50.15 50.15 50.15 50.15 +1.29 386 10,483 -215
Oct17 160926 50.36 50.36 50.36 50.36 +1.27 283 1,718 -65
Nov17 160926 50.58 50.58 50.58 50.58 +1.26 84 1,323 +25
Dec17 160926 50.44 51.02 50.27 50.80 +1.25 8,472 73,545 +3,450
Jan18 160926 50.95 50.95 50.95 50.95 +1.24 0 585 +0
Feb18 160926 51.11 51.11 51.11 51.11 +1.24 0 630 +0
Total Volume and Open Interest 231,468 500,267 -4,723
US Dollar Index(ICE)
Dec16 160926 95.390 95.445 95.020 95.210 -0.183 24,311 45,264 -254
Mar17 160926 95.250 95.350 94.945 95.140 -0.177 345 3,132 +108
Jun17 160926 94.950 95.070 94.950 95.070 -0.168 10 281 +5
Total Volume and Open Interest 24,669 48,682 -138
Australian Dollar(CME)
Dec16 160926 76.01 76.34 75.87 76.21 +0.19 89,106 93,434 +5,422
Mar17 160926 75.82 76.18 75.73 76.06 +0.19 104 420 +37
Jun17 160926 75.95 75.95 75.89 75.89 +0.18      
Total Volume and Open Interest 89,210 93,855 +5,459
British Pound(CME)
Dec16 160926 129.82 130.06 129.35 129.87 +0.06 85,887 232,982 -2,772
Mar17 160926 130.00 130.30 129.62 130.11 +0.05 98 1,257 +41
Jun17 160926 130.40 130.54 130.03 130.40 +0.05 0 413 +0
Total Volume and Open Interest 85,985 234,753 -2,731
Canadian Dollar(CME)
Dec16 160926 75.94 76.16 75.54 75.62 -0.35 58,640 94,360 -2,852
Mar17 160926 75.98 76.20 75.61 75.67 -0.35 65 1,168 -14
Jun17 160926 75.95 76.24 75.71 75.73 -0.36 33 278 +10
Sep17 160926 75.80 76.30 75.78 75.80 -0.35 0 115 +0
Total Volume and Open Interest 58,738 96,026 -2,856
Japanese Yen(CME)
Dec16 160926 99.31 100.11 99.28 100.00 +0.72 99,984 143,285 +88
Mar17 160926 99.98 100.50 99.69 100.40 +0.71 69 413 +31
Jun17 160926 100.85 100.89 100.85 100.85 +0.71 22 101 -4
Total Volume and Open Interest 100,075 143,827 +115
Swiss Franc(CME)
Dec16 160926 103.56 103.98 103.47 103.71 +0.11 26,495 39,245 -2,127
Mar17 160926 104.30 104.51 104.02 104.25 +0.11 0 18 +0
Jun17 160926 104.89 105.02 104.89 104.89 +0.12 0 15 +0
Total Volume and Open Interest 26,495 39,280 -2,127
EuroFX(CME)
Dec16 160926 112.66 113.20 112.61 112.96 +0.24 164,867 317,362 -5,939
Mar17 160926 113.21 113.63 113.06 113.39 +0.23 496 2,189 -3
Jun17 160926 113.95 114.12 113.61 113.91 +0.24 115 1,039 +87
Total Volume and Open Interest 165,478 320,625 -5,855
Mexican Peso(CME)
Oct16 160926 501.50 501.50 501.50 501.50 -2.75 0 1 +0
Nov16 160926 500.00 500.00 500.00 500.00 -2.75      
Total Volume and Open Interest 51,958 159,384 +4,752
Brazilian Real(CME)
Oct16 160926 310.25 310.30 307.00 307.75 -2.00 2,006 23,465 +774
Nov16 160926 306.75 306.75 305.25 305.25 -1.80 2 30 +0
Dec16 160926 303.50 303.50 302.50 302.70 -1.75 619 3,803 +12
Jan17 160926 300.05 300.05 300.05 300.05 -0.70      
Total Volume and Open Interest 2,627 27,298 +786
30-Year T-Bonds(CBOT)
Dec16 160926 167~280 168~240 167~210 168~080 +0~140 246,224 566,641 +490
Mar17 160926 166~100 167~040 166~100 167~040 +0~140 0 5 +0
Jun17 160926 166~080 166~080 166~080 166~080 -0~140      
Total Volume and Open Interest 246,224 566,646 +490
10-Year T-Notes(CBOT)
Dec16 160926 131~020 131~145 131~000 131~100 +0~090 1,077,100 2,748,950 +5,761
Mar17 160926 130~230 130~230 130~230 130~230 +0~160 0 4 +0
Jun17 160926 130~150 130~150 130~150 130~150 +0~080      
Total Volume and Open Interest 1,077,100 2,748,954 +5,761
5-Year T-Notes(CBOT)
Sep16 160926 121~154 121~216 121~146 121~194 +0~042 5,102 46,664 -1,926
Dec16 160926 121~152 121~222 121~136 121~194 +0~046 522,467 2,752,516 +22,622
Mar17 160926 121~096 121~096 121~096 121~096 +0~046      
Total Volume and Open Interest 527,569 2,799,180 +20,696
2 Year T-Notes(CBOT)
Sep16 160926 109~112 109~116 109~106 109~114 +0~012 278 4,766 -194
Dec16 160926 109~066 109~090 109~066 109~082 +0~014 225,276 992,268 +450
Mar17 160926 109~076 109~076 109~076 109~076 +0~014      
Total Volume and Open Interest 225,554 997,034 +256
Eurodollars(CME)
Dec16 160926 99.080 99.100 99.075 99.095 +0.015 234,220 1,586,064 +2,767
Mar17 160926 99.045 99.065 99.040 99.055 +0.010 142,194 1,190,700 +10,771
Jun17 160926 99.005 99.025 99.000 99.015 +0.010 207,075 1,106,923 -10,117
Sep17 160926 98.970 98.995 98.965 98.985 +0.015 139,930 881,599 +594
Dec17 160926 98.925 98.955 98.925 98.945 +0.020 235,589 1,421,056 -29,399
Mar18 160926 98.905 98.940 98.905 98.925 +0.020 152,512 649,942 +2,987
Jun18 160926 98.870 98.910 98.870 98.895 +0.020 145,386 493,766 -852
Sep18 160926 98.840 98.880 98.840 98.865 +0.025 105,026 402,931 -600
Dec18 160926 98.800 98.840 98.800 98.825 +0.025 134,188 635,245 -5,736
Mar19 160926 98.775 98.820 98.775 98.800 +0.025 86,963 430,097 +442
Jun19 160926 98.745 98.790 98.740 98.770 +0.030 69,104 376,694 +3,958
Sep19 160926 98.700 98.755 98.700 98.735 +0.030 76,993 262,439 -156
Dec19 160926 98.660 98.715 98.660 98.695 +0.030 52,482 325,163 +2,742
Mar20 160926 98.630 98.685 98.630 98.665 +0.030 37,481 143,477 +1,056
Jun20 160926 98.590 98.645 98.590 98.625 +0.030 40,289 109,525 -377
Sep20 160926 98.555 98.605 98.555 98.585 +0.030 39,725 84,146 +3,173
Dec20 160926 98.505 98.560 98.505 98.540 +0.030 29,094 110,844 +298
Mar21 160926 98.470 98.520 98.465 98.500 +0.030 23,700 58,619 -172
Total Volume and Open Interest 2,075,042 10,771,064 -22,925
Ultra T-Bond(CBOT)
Sep16 160921 181~04 181~26 179~25 181~16 -0~03 891 2,673 -5,955
Dec16 160926 183~21 184~21 183~12 184~00 +0~11 81,354 600,155 +2,511
Mar17 160926 183~00 183~00 183~00 183~00 +0~11      
Total Volume and Open Interest 81,354 600,155 +2,511
Ultra 10-Yr T-Note(CBOT)
Sep16 160921 143~160 143~210 143~000 143~170 -0~010 795 1,857 -858
Dec16 160926 144~000 144~185 143~295 144~115 +0~120 69,803 219,481 +8,058
Mar17 160926 144~105 144~105 144~105 144~105 +0~110      
Total Volume and Open Interest 69,803 219,481 +8,058
30 Day Federal Funds(CBOT)
Sep16 160926 99.603 99.605 99.603 99.603 unch 18,107 95,736 +4,362
Oct16 160926 99.605 99.610 99.605 99.610 unch 24,573 319,579 -9,347
Nov16 160926 99.575 99.590 99.575 99.585 +0.005 38,714 201,882 -12,448
Dec16 160926 99.515 99.530 99.515 99.525 +0.010 11,444 101,167 +2,516
Jan17 160926 99.465 99.485 99.465 99.480 +0.015 32,828 151,542 -4,217
Feb17 160926 99.450 99.465 99.450 99.460 +0.015 5,108 65,804 +1,332
Total Volume and Open Interest 145,739 1,132,925 -17,517
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 160926 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160926 99.99 99.99 99.99 99.99 unch      
Jun17 160926 99.99 99.99 99.99 99.99 unch      
Sep17 160926 99.99 99.99 99.99 99.99 unch      
Dec17 160926 99.99 99.99 99.99 99.99 unch      
Mar18 160926 100.00 100.00 100.00 100.00 unch      
Jun18 160926 99.86 99.86 99.86 99.86 unch      
Sep18 160926 99.71 99.71 99.71 99.71 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Dec16 160926 151.77 151.95 151.74 151.94 +0.25 2,393 14,813 +576
Mar17 160926 151.86 151.86 151.86 151.86 +0.25      
Jun17 160926 151.86 151.86 151.86 151.86 +0.25      
Total Volume and Open Interest 2,393 14,813 +576
Euro-Buxl(EUREX)
Dec16 160926 191.18 192.56 190.84 191.84 +1.14 40,545 155,304 +1,139
Mar17 160926 190.54 190.80 190.00 190.16 +1.12 26 45 +1
Jun17 160926 188.84 188.84 188.84 188.84 +1.14 2 1 -1
Total Volume and Open Interest 40,573 155,350 +1,139
Euro-Bund(EUREX)
Dec16 160926 165.14 165.75 165.08 165.50 +0.47 775,871 1,801,501 +100,283
Mar17 160926 167.79 168.22 167.73 168.01 +0.51 5,285 39,743 +1,608
Jun17 160926 163.72 167.20 163.72 167.20 +0.47      
Total Volume and Open Interest 781,156 1,841,244 +101,891
Euro-Bobl(EUREX)
Dec16 160926 131.95 132.12 131.93 132.03 +0.12 414,355 1,349,414 +4,234
Mar17 160926 133.66 133.79 133.66 133.79 +0.14 4 55 +2
Jun17 160926 132.28 132.28 132.28 132.28 +0.12      
Total Volume and Open Interest 414,359 1,349,469 +4,236
Euro-Schatz(EUREX)
Dec16 160926 112.10 112.14 112.10 112.11 +0.02 199,762 1,142,878 +24,280
Mar17 160926 112.11 112.11 112.11 112.11 +0.02      
Jun17 160926 112.11 112.11 112.11 112.11 +0.02      
Total Volume and Open Interest 199,762 1,142,878 +24,280
3-Mth Euribor(EUREX)
Sep16 160919 100.300 100.300 100.300 100.300 -0.005 1 3,718 +0
Dec16 160926 100.320 100.320 100.320 100.320 unch 71 3,418 +22
Mar17 160926 100.345 100.345 100.345 100.345 +0.005 0 3,235 +0
Total Volume and Open Interest 215 74,092 -44
Long Gilt(LIFFE)
Sep16 160926 131~29 131~29 131~29 131~29 +0~07 169 8,121 -149
Dec16 160926 130~26 131~01 130~20 130~24 +0~07 170,095 532,435 -917
Total Volume and Open Interest 170,264 540,556 -1,066
3-Mth Short Sterling(LIFFE)
Dec16 160926 99.69 99.69 99.68 99.69 +0.00 61,393 522,169 -3,723
Mar17 160926 99.74 99.74 99.73 99.74 +0.01 37,988 361,953 -2,156
Jun17 160926 99.75 99.76 99.74 99.76 +0.01 56,934 357,161 -1,337
Sep17 160926 99.76 99.78 99.76 99.77 +0.01 84,370 299,954 +5,304
Dec17 160926 99.77 99.78 99.76 99.77 +0.01 87,605 379,535 -7,795
Mar18 160926 99.76 99.78 99.76 99.77 +0.01 70,139 213,039 -5,623
Total Volume and Open Interest 784,296 2,932,636 +15,586
3-Mth Euribor(LIFFE)
Dec16 160926 100.320 100.325 100.315 100.315 unch 83,174 412,308 +2,333
Mar17 160926 100.340 100.350 100.335 100.340 +0.005 44,923 392,838 +1,345
Jun17 160926 100.360 100.370 100.355 100.360 +0.005 66,534 410,665 +6,119
Total Volume and Open Interest 779,178 3,025,505 +51,133
3-Mth Aus T-Bills(SFE)
Dec16 160926 98.26 98.26 98.25 98.26 unch 15,766 191,188 -2,872
Mar17 160926 98.30 98.32 98.30 98.32 +0.01 16,855 205,393 -789
Jun17 160926 98.32 98.34 98.32 98.34 +0.01 13,504 190,664 -1,637
Sep17 160926 98.33 98.35 98.33 98.35 +0.01 12,394 114,603 +619
Dec17 160926 98.34 98.36 98.34 98.36 +0.02 14,277 131,986 -2,164
Mar18 160926 98.33 98.34 98.33 98.34 +0.01 8,640 70,314 -514
Jun18 160926 98.30 98.32 98.30 98.32 +0.01 6,120 56,327 +106
Sep18 160926 98.27 98.29 98.27 98.29 +0.02 2,555 24,905 -852
Dec18 160926 98.23 98.26 98.23 98.25 +0.02 237 6,194 +48
Mar19 160926 98.21 98.22 98.21 98.22 +0.02 20 2,946 +3
Total Volume and Open Interest 90,437 996,803 -8,327
10-Year Aus T-Bonds(SFE)
Dec16 160926 98.00 98.03 97.98 98.02 +0.02 105,263 804,120 +11,524
Mar17 160926 98.02 98.02 98.02 98.02 +0.02      
Total Volume and Open Interest 105,263 804,120 +11,524
3-Year Aus T-Bonds(SFE)
Dec16 160926 98.43 98.46 98.43 98.45 +0.01 149,816 791,379 +707
Mar17 160926 98.45 98.45 98.45 98.45 +0.01      
Total Volume and Open Interest 149,816 791,379 +707
Gold(CMX)
Oct16 160926 1336.6 1341.8 1332.5 1339.8 +2.3 5,868 25,590 -1,659
Dec16 160926 1340.8 1346.1 1336.5 1344.1 +2.4 166,856 446,479 +11,225
Feb17 160926 1347.0 1349.8 1340.4 1347.9 +2.6 2,736 46,229 +62
Apr17 160926 1343.2 1352.8 1343.2 1351.1 +2.7 1,948 14,676 +25
Jun17 160926 1351.4 1355.2 1346.2 1354.1 +2.8 1,360 20,161 -12
Aug17 160926 1352.0 1358.7 1350.2 1357.0 +2.9 902 8,123 +498
Oct17 160926 1353.2 1359.6 1353.2 1359.6 +3.0 85 2,005 -18
Dec17 160926 1360.2 1363.4 1354.7 1362.1 +3.1 846 12,247 -300
Feb18 160926 1364.4 1364.4 1364.4 1364.4 +3.1 0 163 +0
Apr18 160926 1366.5 1366.5 1366.5 1366.5 +3.1 0 3 +0
Jun18 160926 1368.6 1368.6 1368.6 1368.6 +3.1 8 4,193 +5
Total Volume and Open Interest 181,419 586,812 +10,066
Silver(CMX)
Sep16 160926 1956.0 1956.0 1951.6 1951.6 -21.7 42 562 -21
Dec16 160926 1979.0 1982.5 1942.5 1959.6 -21.4 72,408 177,271 +4,338
Mar17 160926 1986.5 1990.0 1956.0 1971.1 -21.0 2,828 13,884 -110
May17 160926 1972.0 1991.0 1967.0 1978.4 -20.6 264 1,339 +165
Jul17 160926 1990.0 1993.5 1985.0 1985.5 -20.0 69 2,816 +33
Sep17 160926 1982.5 1992.5 1982.5 1991.8 -20.0 0 487 +1
Dec17 160926 1999.5 2009.5 1999.5 2000.5 -20.0 32 2,458 -1
Total Volume and Open Interest 76,139 202,846 +4,455
Platinum(NYMEX)
Oct16 160926 1057.6 1057.8 1036.6 1042.9 -14.1 16,639 33,492 -5,146
Jan17 160926 1060.5 1061.6 1040.9 1046.7 -14.2 5,644 37,697 +4,090
Apr17 160926 1060.0 1062.0 1047.2 1050.6 -13.7 25 2,547 -19
Jul17 160926 1053.8 1053.8 1053.8 1053.8 -13.7 0 29 +0
Total Volume and Open Interest 22,313 73,770 -1,075
Palladium(NYMEX)
Sep16 160926 696.05 696.05 696.05 696.05 -10.35 11 16 +1
Dec16 160926 700.90 702.40 688.00 696.15 -10.25 4,146 24,638 +423
Mar17 160926 702.45 702.45 694.15 697.65 -10.25 21 460 +2
Total Volume and Open Interest 4,182 25,153 +426
Copper(CMX)
Sep16 160926 218.00 219.00 217.85 219.00 -0.25 793 1,439 +1
Dec16 160926 220.25 220.50 218.15 219.85 -0.25 64,438 136,614 -2,891
Mar17 160926 221.10 221.30 219.15 220.85 -0.20 4,816 32,826 +907
May17 160926 220.50 221.70 219.80 221.55 -0.15 732 5,612 +80
Jul17 160926 222.00 222.10 221.60 222.10 -0.15 391 2,318 +87
Total Volume and Open Interest 72,592 189,589 -1,445
E-mini DJIA Index(CBOT)
Dec16 160926 18172 18203 17993 18014 -176 128,681 120,490 +1,593
Mar17 160926 18061 18128 17937 17953 -169 128 477 +3
Jun17 160926 17877 17877 17877 17877 -169 0 4 +0
Sep17 160926 17792 17792 17792 17792 -169      
Total Volume and Open Interest 128,809 120,971 +1,596
S & P 500(CME)
Dec16 160926 2156.20 2159.20 2137.70 2139.70 -18.40 4,493 62,510 +721
Mar17 160926 2133.80 2133.80 2133.20 2133.80 -18.40 0 163 +0
Jun17 160926 2128.20 2128.20 2127.70 2128.20 -18.50 0 60 +0
Sep17 160926 2125.00 2125.00 2124.50 2125.00 -18.50      
Total Volume and Open Interest 4,493 62,733 +721
S & P 500 E-Mini(Globex)
Dec16 160926 2156.25 2159.50 2136.75 2139.75 -18.25 1,523,998 2,912,107 +4,841
Mar17 160926 2151.50 2153.50 2131.00 2133.75 -18.50 1,399 5,071 +529
Jun17 160926 2135.00 2147.75 2125.75 2128.25 -18.50 15 401 -4
Sep17 160926 2125.00 2125.00 2125.00 2125.00 -18.50 2 9 +2
Total Volume and Open Interest 1,525,414 2,917,588 +5,368
NASDAQ 100 E-Mini(Globex)
Dec16 160926 4852.00 4859.50 4807.50 4815.00 -41.50 196,512 290,307 +12,138
Mar17 160926 4847.00 4853.00 4804.50 4810.80 -41.50 97 216 +34
Jun17 160926 4804.80 4804.80 4804.80 4804.80 -41.50 2 10 +2
Total Volume and Open Interest 196,613 290,538 +12,176
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 160926 1548.00 1548.30 1536.10 1538.30 -8.70 20,922 82,838 +1,855
Mar17 160926 1536.40 1536.40 1535.80 1536.40 -8.70      
Total Volume and Open Interest 20,922 82,838 +1,855
Volatility Index(CBOE)
Sep16 160921 15.90 16.10 15.20 15.30 -0.58 83,892 73,593 -14,529
Oct16 160926 15.40 16.70 15.30 16.27 +0.69 108,315 240,900 +0
Nov16 160926 17.05 17.79 16.87 17.38 +0.30 57,866 70,307 +0
Dec16 160926 17.75 18.30 17.61 17.93 +0.20 19,244 56,336 +0
Total Volume and Open Interest 214,836 433,532 +0
Russell 2000(ICE)
Dec16 160926 1248.40 1251.40 1236.30 1236.80 -13.50 91,792 330,404 +4,547
Mar17 160926 1236.50 1236.50 1233.30 1233.30 -13.50 1 269 +1
Jun17 160926 1230.30 1230.30 1230.30 1230.30 -13.50 0 170 +0
Total Volume and Open Interest 91,793 330,982 +4,548
Nikkei 225(CME)
Dec16 160926 16655 16655 16300 16330 -300 8,388 34,263 +705
Mar17 160926 16370 16370 16330 16330 -300 0 13 +0
Total Volume and Open Interest 8,388 34,276 +705
Nikkei 225(SGX)
Dec16 160926 16580 16610 16375 16385 -170 35,213 155,437 -1,906
Mar17 160926 16510 16530 16320 16350 -170 6 1,002 +6
Jun17 160926 16225 16225 16225 16225 -165      
Total Volume and Open Interest 100,965 165,409 -237
Nikkei 225(CME) Yen
Sep16 160908 16990 17005 16830 16990 +20 87,426 48,721 -20,945
Dec16 160926 16595 16595 16245 16280 -300 37,098 53,344 +3,109
Mar17 160926 16500 16525 16185 16220 -300 87 50 +33
Total Volume and Open Interest 37,185 53,400 +3,142
Nikkei 225(CME) e-Mini Yen
Sep16 160908 16990 16990 16860 16990 +20 0 12 +0
Dec16 160926 16280 16280 16250 16280 -300 7 7 +2
Mar17 160926 16220 16220 16220 16220 -300      
Total Volume and Open Interest 7 7 +2
CAC 40(EURONEXT)
Oct16 160926 4449.0 4454.5 4389.0 4395.5 -82.0 100,266 270,083 +5,635
Nov16 160926 4413.0 4413.0 4389.5 4392.5 -81.5 3,724 4,144 +3,379
Dec16 160926 4442.5 4442.5 4385.0 4387.0 -81.0 286 21,277 +57
Total Volume and Open Interest 104,279 295,566 +9,071
Hang Seng Index(HKFE)
Sep16 160926 23684 23715 23289 23315 -365 135,383 143,961 +2,047
Oct16 160926 23669 23710 23287 23311 -363 6,909 13,097 +3,001
Total Volume and Open Interest 142,889 167,374 +5,180
DAX(EUREX)
Dec16 160926 10550.0 10570.0 10369.0 10377.5 -240.5 118,325 172,751 +7,250
Mar17 160926 10500.0 10500.0 10372.0 10374.5 -240.5 243 1,115 +89
Jun17 160926 10466.0 10466.5 10399.0 10399.0 -239.0 2 44 +2
Total Volume and Open Interest 118,570 173,910 +7,341
Mini-DAX(EUREX)
Sep16 160916 10420.0 10427.0 10264.0 10264.0 -180.5 36,525 13,993 +636
Dec16 160926 10556.0 10570.0 10368.0 10377.5 -240.5 43,553 10,501 +693
Mar17 160926 10552.0 10565.0 10370.0 10374.5 -240.5 963 1,020 +717
Total Volume and Open Interest 44,528 11,532 +1,415
FT-SE 100(EURONEXT)
Dec16 160926 6866.50 6868.50 6765.50 6782.50 -91.00 109,698 682,062 +13,810
Mar17 160926 6740.00 6740.00 6722.00 6722.00 -91.00 114 900 +80
Jun17 160926 6655.00 6655.00 6655.00 6655.00 -91.00      
Total Volume and Open Interest 109,812 682,962 +13,890
SPI 200(SFE)
Dec16 160926 5420.0 5424.0 5387.0 5417.0 -3.0 29,147 261,744 -1,064
Mar17 160926 5369.0 5369.0 5369.0 5369.0 -4.0 0 1,441 +0
Jun17 160926 5356.0 5356.0 5356.0 5356.0 -4.0 0 1,397 +0
Total Volume and Open Interest 29,173 265,910 -1,062
FTSE MIB(ISE)
Dec16 160926 16290.00 16295.00 16025.00 16155.00 -254.00 29,646 41,510 -1,779
Mar17 160926 16235.00 16235.00 16130.00 16133.00 -254.00 44 109 +14
Jun17 160926 15773.00 15773.00 15773.00 15773.00 -172.00      
Total Volume and Open Interest 29,690 41,619 -1,765
KOSPI 200(KFE)
Dec16 160926 258.80 260.00 257.65 258.30 -0.70 113,938 128,783 -784
Mar17 160926 256.45 257.30 255.05 255.70 -0.55 302 3,076 +79
Jun17 160926 256.10 256.10 256.10 256.10 -0.85 0 816 +0
Total Volume and Open Interest 114,240 135,661 -705
GSCI(CME)
Oct16 160926 354.10 357.85 354.00 355.40 +4.20 532 14,798 +112
Nov16 160926 358.00 358.00 358.00 358.00 +4.20 0 50 +0
Dec16 160926 361.60 361.60 361.60 361.60 +4.20      
Total Volume and Open Interest 532 14,848 +112
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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