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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu September 29, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 160929 947.00 957.25 946.00 950.25 +4.75 153,261 337,629 -2,977
Jan17 160929 953.25 963.25 952.25 956.25 +4.25 39,481 107,862 +5,486
Mar17 160929 959.50 969.00 958.75 963.00 +4.75 28,587 69,726 +1,367
May17 160929 965.75 975.00 965.25 969.50 +4.75 8,432 45,510 +800
Jul17 160929 970.50 980.00 970.25 974.75 +4.75 13,940 51,117 +451
Aug17 160929 976.50 978.25 970.00 973.75 +4.50 421 2,028 +67
Sep17 160929 959.50 962.25 958.75 961.00 +3.75 100 871 -6
Nov17 160929 948.75 955.00 948.00 951.25 +3.25 6,295 29,371 -319
Jan18 160929 956.75 958.00 952.25 954.50 +3.50 78 804 +19
Mar18 160929 959.50 959.50 954.50 956.00 +3.50 42 194 +19
May18 160929 962.25 962.25 957.50 958.25 +3.75 0 68 +0
Jul18 160929 966.50 966.50 962.25 962.75 +4.00 0 136 +0
Aug18 160929 957.75 957.75 957.75 957.75 +4.00 0 17 +0
Sep18 160929 942.50 942.50 942.50 942.50 +4.00 0 17 +0
Total Volume and Open Interest 250,637 645,605 +4,907
Soybean Meal(CBOT)
Oct16 160929 300.80 303.30 297.00 297.90 -1.80 24,240 18,372 -4,340
Dec16 160929 300.00 302.90 297.30 298.70 -0.70 65,885 173,266 +2,347
Jan17 160929 300.80 303.70 298.50 299.80 -0.70 10,397 42,919 +438
Mar17 160929 303.00 305.60 300.20 301.80 -0.70 8,375 45,987 +1,347
May17 160929 304.20 306.90 302.20 303.50 -0.70 6,465 30,238 +830
Jul17 160929 308.10 308.40 303.90 305.10 -0.60 4,653 32,993 +761
Aug17 160929 308.20 308.50 304.30 305.30 -0.60 721 3,873 +112
Sep17 160929 305.70 308.20 303.90 304.90 -0.90 399 4,438 +133
Oct17 160929 305.50 305.50 301.20 302.20 -0.80 200 3,993 +54
Dec17 160929 304.50 305.50 301.90 302.80 -0.90 992 13,427 +139
Total Volume and Open Interest 122,378 371,239 +1,845
Soybean Oil(CBOT)
Oct16 160929 32.76 33.10 32.64 33.09 +0.45 19,714 18,331 -2,299
Dec16 160929 32.97 33.35 32.89 33.34 +0.45 57,044 223,925 -131
Jan17 160929 33.34 33.59 33.13 33.58 +0.45 5,815 52,925 +1,007
Mar17 160929 33.61 33.83 33.37 33.83 +0.46 4,374 51,074 +1,018
May17 160929 33.73 34.00 33.57 34.00 +0.46 1,765 31,893 +322
Jul17 160929 33.94 34.14 33.70 34.14 +0.44 1,265 19,797 +138
Aug17 160929 33.80 34.16 33.75 34.16 +0.42 409 3,611 +168
Sep17 160929 33.95 34.13 33.95 34.13 +0.42 153 2,919 +44
Oct17 160929 33.55 33.94 33.55 33.94 +0.42 164 2,323 +67
Dec17 160929 33.70 33.97 33.58 33.97 +0.44 353 7,792 -19
Total Volume and Open Interest 91,091 414,929 +316
Canola(WCE)
Nov16 160929 464.0 466.5 463.1 465.1 +0.9 8,509 131,318 +1,018
Jan17 160929 471.2 474.0 471.2 472.7 +0.7 3,018 33,012 +1,648
Mar17 160929 477.6 479.3 477.3 477.7 +0.7 213 11,088 +80
May17 160929 482.0 484.0 482.0 482.3 +0.6 116 8,331 -3
Jul17 160929 484.7 486.6 484.7 485.1 +0.4 115 10,245 +8
Total Volume and Open Interest 12,168 201,720 +2,898
Corn(CBOT)
Dec16 160929 329.75 333.50 328.00 329.25 unch 147,073 755,157 -7,092
Mar17 160929 339.50 343.25 338.00 339.00 unch 23,402 243,988 +2,108
May17 160929 346.50 350.25 345.00 346.00 -0.25 9,085 66,041 +1,573
Jul17 160929 353.50 357.50 352.25 353.00 -0.25 6,038 113,747 -442
Sep17 160929 361.00 364.25 359.25 360.00 -0.25 1,173 41,955 +207
Dec17 160929 369.50 373.25 368.25 368.75 -0.50 4,495 73,702 +246
Mar18 160929 381.75 382.75 378.50 379.00 -0.25 339 5,020 +51
May18 160929 385.50 385.50 384.50 384.50 -0.25 30 1,064 +13
Jul18 160929 389.75 391.50 388.50 388.50 -0.50 146 1,417 +45
Sep18 160929 388.00 388.00 387.50 387.50 -0.50 37 515 +26
Total Volume and Open Interest 191,965 1,307,114 -3,177
Wheat(CBOT)
Dec16 160929 401.75 406.75 397.75 399.00 -4.25 60,932 304,159 -2,551
Mar17 160929 424.75 429.50 420.75 421.75 -4.25 12,161 91,792 +1,241
May17 160929 440.00 443.00 434.25 435.50 -4.25 2,567 23,413 +222
Jul17 160929 449.00 453.00 444.25 446.25 -3.50 1,984 34,433 +133
Sep17 160929 463.00 467.00 459.00 460.00 -4.00 167 3,599 +30
Dec17 160929 485.00 485.50 478.00 479.00 -3.75 102 6,328 +10
Total Volume and Open Interest 77,919 465,882 -919
Wheat(KCBT)
Dec16 160929 420.00 425.00 416.50 417.25 -4.00 14,517 140,029 +60
Mar17 160929 437.50 441.25 433.25 433.75 -4.25 2,703 44,920 -224
May17 160929 449.75 451.25 443.50 444.00 -4.00 1,312 19,054 +645
Jul17 160929 456.75 461.25 453.75 454.00 -4.00 1,051 23,709 +369
Sep17 160929 470.00 474.25 468.00 468.00 -3.75 24 2,907 +4
Dec17 160929 493.00 493.00 487.00 488.00 -3.50 108 2,251 -15
Mar18 160929 501.00 501.00 500.25 500.75 -2.50 0 210 +0
Total Volume and Open Interest 19,715 233,164 +839
Wheat(MGE)
Dec16 160929 507.75 514.75 507.50 509.75 +1.25 4,288 29,961 +1,131
Mar17 160929 515.00 522.50 515.00 517.25 +1.25 2,045 16,485 +485
May17 160929 522.50 528.00 522.50 524.75 +1.25 316 7,812 +8
Jul17 160929 533.50 536.00 532.00 533.00 +1.25 148 3,559 +34
Sep17 160929 540.00 546.00 540.00 542.00 +1.25 161 3,462 +20
Dec17 160929 555.00 560.00 555.00 555.50 +0.25 68 2,125 +5
Total Volume and Open Interest 7,026 63,410 +1,683
Oats(CBOT)
Dec16 160929 174.00 177.00 174.00 176.00 +2.00 153 8,735 -13
Mar17 160929 185.50 186.00 183.00 185.25 +1.50 36 1,925 -6
May17 160929 192.00 192.00 190.25 190.25 +1.50 0 52 +0
Jul17 160929 199.50 199.50 199.50 199.50 +2.25 0 26 +0
Total Volume and Open Interest 189 10,738 -19
Rough Rice(CBOT)
Nov16 160929 9.73 9.81 9.67 9.77 +0.03 211 9,747 -25
Jan17 160929 9.94 10.03 9.93 10.01 +0.03 67 1,080 +11
Mar17 160929 10.26 10.26 10.24 10.24 +0.02 14 102 +12
May17 160929 10.44 10.44 10.44 10.44 +0.01 0 7 +0
Total Volume and Open Interest 292 10,936 -2
Live Cattle(CME)
Oct16 160929 103.800 104.000 101.650 101.900 -1.580 14,129 40,347 -1,124
Dec16 160929 103.700 104.600 102.750 103.135 -0.500 27,924 121,172 +3,264
Feb17 160929 104.480 104.930 103.150 103.430 -0.670 11,053 49,434 +381
Apr17 160929 103.900 104.230 102.650 102.800 -0.800 5,888 35,459 -175
Jun17 160929 97.430 97.750 96.350 96.500 -0.635 1,919 11,829 -109
Aug17 160929 96.080 96.450 95.330 95.480 -0.305 571 6,785 -115
Total Volume and Open Interest 61,571 266,390 +2,155
Feeder Cattle(CME)
Sep16 160929 134.750 134.750 134.185 134.235 -0.950 532 1,618 +16
Oct16 160929 128.035 128.985 127.050 127.500 -0.535 5,007 14,068 -374
Nov16 160929 124.800 125.400 123.330 123.930 -0.720 4,060 16,861 +571
Jan17 160929 120.730 121.450 119.730 120.635 -0.045 1,363 5,914 +121
Mar17 160929 119.680 120.080 118.330 119.430 -0.020 711 4,375 +132
Apr17 160929 119.650 119.930 118.200 119.150 -0.100 107 627 -13
May17 160929 119.000 119.400 117.830 118.950 +0.050 61 705 +11
Total Volume and Open Interest 11,874 44,354 +476
Lean Hogs(CME)
Oct16 160929 51.600 52.285 50.830 52.035 +0.335 9,318 28,941 -4,028
Dec16 160929 46.650 47.235 46.200 46.985 +0.285 18,782 124,737 +2,211
Feb17 160929 51.130 51.800 50.785 51.600 +0.400 5,107 36,140 -115
Apr17 160929 57.580 58.250 57.330 58.050 +0.370 2,346 24,100 -89
May17 160929 65.300 65.500 65.250 65.250 -0.050 47 502 +14
Jun17 160929 69.330 69.680 68.850 69.400 +0.170 481 6,048 +42
Jul17 160929 68.900 69.150 68.650 68.930 +0.250 86 931 +30
Aug17 160929 68.350 68.750 68.285 68.600 +0.200 60 669 +1
Total Volume and Open Interest 36,244 222,575 -1,924
Class III Milk(CME)
Sep16 160929 16.40 16.40 16.39 16.39 -0.02 28 5,134 -8
Oct16 160929 15.31 15.32 14.97 15.14 -0.13 332 4,704 -50
Nov16 160929 15.71 15.80 15.37 15.52 -0.15 252 4,406 +41
Dec16 160929 15.51 15.59 15.29 15.43 -0.08 168 3,780 +78
Jan17 160929 15.33 15.36 15.23 15.31 -0.02 118 2,334 +86
Feb17 160929 15.48 15.48 15.37 15.45 -0.01 69 2,250 +38
Mar17 160929 15.53 15.59 15.50 15.59 +0.03 42 2,068 +26
Apr17 160929 15.70 15.70 15.64 15.70 +0.05 47 1,760 +38
May17 160929 15.91 15.92 15.85 15.87 -0.01 56 1,647 +31
Jun17 160929 16.11 16.11 16.10 16.10 unch 37 1,489 +29
Jul17 160929 16.36 16.36 16.31 16.31 -0.04 39 873 +22
Aug17 160929 16.52 16.52 16.52 16.52 +0.02 23 774 +13
Sep17 160929 16.61 16.61 16.61 16.61 unch 10 796 +8
Total Volume and Open Interest 1,301 33,552 +386
Cocoa(ICE)
Dec16 160929 2817 2824 2711 2728 -97 14,287 101,997 +790
Mar17 160929 2794 2798 2690 2704 -96 7,836 78,930 +957
May17 160929 2792 2792 2690 2703 -91 1,938 16,986 +430
Jul17 160929 2782 2789 2693 2705 -87 1,460 7,881 +149
Sep17 160929 2780 2784 2693 2704 -85 402 6,372 +355
Dec17 160929 2773 2776 2689 2700 -82 114 4,351 +35
Mar18 160929 2761 2766 2682 2694 -81 8 3,811 +8
Total Volume and Open Interest 26,045 220,380 +2,724
Coffee "C"(ICE)
Dec16 160929 153.85 154.95 149.90 150.15 -2.95 14,499 104,426 -1,271
Mar17 160929 156.70 158.25 153.20 153.50 -2.90 4,928 41,447 +2,399
May17 160929 158.70 160.10 155.15 155.40 -2.90 1,239 21,102 +171
Jul17 160929 160.80 161.75 157.10 157.15 -2.85 499 5,691 -5
Sep17 160929 162.30 162.55 158.75 158.80 -2.70 139 4,540 +37
Dec17 160929 164.20 164.20 160.85 160.85 -2.55 31 6,471 -12
Total Volume and Open Interest 21,370 185,532 +1,347
Orange Juice(ICE)
Nov16 160929 205.55 206.00 202.60 203.70 -3.15 950 14,211 +205
Jan17 160929 199.65 202.75 199.30 200.75 -1.80 285 2,129 +7
Mar17 160929 196.00 197.50 196.00 196.35 -1.65 17 519 +6
May17 160929 191.15 191.65 191.15 191.65 -1.85 10 188 +8
Jul17 160929 187.70 187.70 187.70 187.70 -1.85 1 8 +1
Sep17 160929 187.20 187.20 187.20 187.20 -1.85      
Total Volume and Open Interest 1,263 17,057 +227
Sugar #11(ICE)
Oct16 160929 23.29 23.60 22.68 22.76 -0.51 29,779 38,378 -16,261
Mar17 160929 23.84 24.10 23.24 23.35 -0.43 65,866 489,909 -885
May17 160929 22.86 23.10 22.39 22.48 -0.37 14,379 134,443 +496
Jul17 160929 21.90 22.09 21.53 21.60 -0.26 9,591 89,460 +333
Oct17 160929 21.17 21.32 20.82 20.96 -0.18 4,878 58,321 +379
Mar18 160929 20.61 20.79 20.37 20.56 -0.11 2,726 26,388 +468
May18 160929 19.82 19.91 19.52 19.74 -0.07 403 8,795 +88
Jul18 160929 19.11 19.18 18.81 19.08 -0.02 146 4,990 +56
Total Volume and Open Interest 127,857 857,858 -15,282
London Cocoa(LCE)
Dec16 160929 2263 2263 2194 2212 -51 11,277 102,021 +4,548
Mar17 160929 2205 2207 2140 2156 -52 5,318 74,117 +165
May17 160929 2203 2206 2141 2157 -50 1,871 38,308 +215
Jul17 160929 2206 2209 2144 2161 -49 675 10,753 -96
Sep17 160929 2200 2203 2139 2156 -48 233 15,141 +98
Dec17 160929 2184 2185 2123 2139 -47 132 7,476 +85
Mar18 160929 2165 2165 2111 2126 -48 0 116 +0
Total Volume and Open Interest 19,506 247,932 +5,015
London Sugar(LCE)
Dec16 160929 615.00 619.00 601.20 602.70 -9.30 4,228 38,149 +686
Mar17 160929 614.90 619.00 602.30 604.50 -8.30 2,047 22,053 +248
May17 160929 603.30 608.40 593.30 595.50 -7.20 1,176 14,195 +583
Aug17 160929 585.80 590.10 577.10 579.50 -5.10 589 6,945 +63
Oct17 160929 565.20 566.90 558.60 559.00 -2.70 339 4,758 +207
Total Volume and Open Interest 8,562 88,232 +1,855
Cotton(ICE)
Oct16 160929 67.80 67.95 67.80 67.95 -0.18 0 5 +0
Dec16 160929 68.80 69.04 67.28 67.73 -0.75 12,842 165,860 -751
Mar17 160929 69.17 69.48 67.87 68.35 -0.63 2,669 54,136 +764
May17 160929 69.09 69.14 68.35 68.74 -0.67 395 10,865 -98
Jul17 160929 69.12 69.12 68.47 68.79 -0.69 145 8,069 -11
Oct17 160929 68.21 68.21 68.21 68.21 -0.73      
Total Volume and Open Interest 16,192 253,355 -94
Lumber(CME)
Nov16 160929 326.2 331.8 323.7 330.1 +4.5 252 2,895 +42
Jan17 160929 333.2 340.0 331.7 340.0 +5.0 63 609 +28
Mar17 160929 341.0 344.0 340.0 344.0 +4.8 9 115 +6
May17 160929 342.1 342.1 338.2 342.1 +3.9 1 18 +0
Total Volume and Open Interest 325 3,654 +76
Crude Oil(NYM)
Nov16 160929 47.20 48.32 46.60 47.83 +0.78 630,757 523,603 -8,319
Dec16 160929 47.80 48.90 47.16 48.40 +0.75 157,518 298,026 -4,130
Jan17 160929 48.37 49.48 47.72 48.97 +0.75 56,916 148,856 +4,610
Feb17 160929 48.80 49.97 48.22 49.49 +0.75 19,753 77,551 -1,045
Mar17 160929 49.32 50.48 48.69 49.97 +0.74 25,933 146,243 +1,284
Apr17 160929 49.61 50.82 49.25 50.37 +0.72 15,535 44,094 -599
May17 160929 50.10 51.17 49.62 50.70 +0.70 9,146 34,998 +917
Jun17 160929 50.40 51.46 49.78 50.96 +0.67 27,636 117,654 +1,418
Jul17 160929 50.49 51.60 50.08 51.19 +0.64 3,437 24,298 +150
Aug17 160929 50.66 51.72 50.42 51.39 +0.60 3,082 20,683 -117
Sep17 160929 50.87 51.90 50.65 51.57 +0.56 4,261 36,487 +1
Oct17 160929 51.33 52.16 50.93 51.74 +0.52 1,627 16,905 +132
Nov17 160929 51.89 51.92 51.88 51.92 +0.49 1,262 16,681 -188
Dec17 160929 51.58 52.58 51.14 52.11 +0.47 32,475 167,900 +769
Jan18 160929 52.24 52.24 52.24 52.24 +0.45 573 16,651 +302
Feb18 160929 51.70 52.37 51.70 52.37 +0.44 174 5,380 +43
Total Volume and Open Interest 999,742 1,830,991 -4,200
e-miNY Crude Oil(NYM)
Nov16 160929 47.175 48.325 46.600 47.825 +0.775 16,347 2,290 -13
Dec16 160929 47.800 48.875 47.175 48.400 +0.750 692 1,207 +125
Jan17 160929 48.550 49.450 47.750 48.975 +0.750 32 206 -2
Feb17 160929 48.325 49.900 48.325 49.500 +0.750 3 182 -3
Mar17 160929 49.975 50.375 49.050 49.975 +0.750 1 160 +0
Apr17 160929 49.700 50.800 49.425 50.375 +0.725 1 140 +0
May17 160929 50.500 51.125 49.800 50.700 +0.700 0 59 +0
Jun17 160929 50.900 51.400 50.100 50.950 +0.650 10 137 +0
Jul17 160929 51.200 51.575 50.400 51.200 +0.650 0 75 +0
Aug17 160929 51.400 51.775 50.625 51.400 +0.600 0 87 +0
Total Volume and Open Interest 17,090 4,813 +111
NY Harbor ULSD(NYM)
Oct16 160929 148.93 152.88 147.52 151.02 +1.92 28,642 15,848 -5,930
Nov16 160929 149.68 153.56 148.00 151.91 +2.35 66,054 107,437 -897
Dec16 160929 150.75 154.54 149.05 152.97 +2.38 32,647 68,234 -922
Jan17 160929 152.50 155.89 150.39 154.32 +2.37 11,467 50,268 +1,635
Feb17 160929 152.45 156.87 151.84 155.37 +2.35 4,964 24,014 +288
Mar17 160929 153.58 157.31 152.32 155.84 +2.32 3,248 34,757 +70
Apr17 160929 152.33 156.67 151.84 155.62 +2.27 1,832 14,990 +69
May17 160929 153.42 156.80 153.19 155.79 +2.22 1,793 9,396 +18
Jun17 160929 152.82 157.63 152.53 156.20 +2.20 3,453 25,062 -100
Jul17 160929 157.72 157.72 156.40 157.08 +2.19 164 3,054 +17
Aug17 160929 158.51 158.51 157.50 158.15 +2.20 137 1,892 +36
Sep17 160929 159.34 159.34 159.34 159.34 +2.20 139 3,016 +43
Oct17 160929 160.52 160.52 160.52 160.52 +2.21 239 2,482 +61
Nov17 160929 161.61 161.61 161.61 161.61 +2.23 582 2,127 +215
Total Volume and Open Interest 159,848 399,090 -4,592
RBOB Gasoline(NYM)
Oct16 160929 147.65 148.55 144.89 146.68 -1.09 41,616 18,243 -10,437
Nov16 160929 143.89 145.50 141.52 144.21 +0.36 76,366 140,383 -643
Dec16 160929 139.74 142.63 138.03 141.42 +1.17 32,280 77,244 +212
Jan17 160929 139.92 142.26 137.45 141.07 +1.50 14,819 38,705 +772
Feb17 160929 141.16 143.48 138.58 142.28 +1.68 4,256 14,533 -88
Mar17 160929 141.76 145.85 140.90 144.58 +1.75 2,291 24,419 +287
Apr17 160929 159.98 164.00 159.58 162.70 +1.71 1,212 19,964 +143
May17 160929 161.00 165.02 161.00 163.64 +1.68 754 7,379 +165
Jun17 160929 162.29 164.62 159.93 163.26 +1.67 1,088 14,405 +300
Jul17 160929 162.19 162.29 162.19 162.29 +1.65 257 2,515 +11
Total Volume and Open Interest 175,819 385,664 -9,172
e-miNY RBOB Gasoline(NYM)
Oct16 160929 144.00 146.68 144.00 146.68 -1.09 0 1 +0
Nov16 160929 144.21 144.21 144.21 144.21 +0.36      
Dec16 160929 141.42 141.42 141.42 141.42 +1.17      
Jan17 160929 141.07 141.07 141.07 141.07 +1.50      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Nov16 160929 3.010 3.032 2.956 2.959 -0.043 116,638 286,050 -1,513
Dec16 160929 3.199 3.218 3.156 3.161 -0.038 40,278 95,172 +59
Jan17 160929 3.350 3.350 3.288 3.292 -0.035 46,776 157,716 +1,165
Feb17 160929 3.341 3.347 3.294 3.298 -0.033 10,860 42,834 +979
Mar17 160929 3.293 3.298 3.247 3.252 -0.031 20,398 98,218 -510
Apr17 160929 3.045 3.047 3.012 3.018 -0.018 15,057 91,706 +742
May17 160929 3.007 3.007 2.975 2.981 -0.014 5,462 33,329 +390
Jun17 160929 3.031 3.034 3.002 3.010 -0.013 3,027 31,677 +215
Jul17 160929 3.060 3.060 3.031 3.037 -0.013 2,654 18,654 -199
Aug17 160929 3.058 3.064 3.037 3.041 -0.013 1,098 16,635 +260
Sep17 160929 3.045 3.046 3.020 3.023 -0.014 1,575 19,694 +403
Oct17 160929 3.060 3.063 3.037 3.041 -0.014 3,978 44,657 +454
Nov17 160929 3.109 3.110 3.086 3.089 -0.014 1,378 15,449 +82
Dec17 160929 3.240 3.240 3.215 3.218 -0.014 1,487 20,380 -164
Jan18 160929 3.337 3.341 3.318 3.319 -0.014 2,562 15,918 +1
Feb18 160929 3.291 3.293 3.278 3.280 -0.016 865 4,616 +209
Total Volume and Open Interest 323,841 1,067,097 -10,973
Brent Crude Oil(ICE)
Nov16 160929 48.87 49.81 47.99 49.24 +0.55 241,177 113,082 -21,169
Dec16 160929 49.46 50.39 48.55 49.81 +0.57 317,115 562,222 +12,395
Jan17 160929 49.85 50.90 49.06 50.34 +0.62 94,681 247,462 +920
Feb17 160929 50.35 51.37 49.53 50.82 +0.66 47,687 129,476 +526
Mar17 160929 50.72 51.81 49.99 51.28 +0.68 47,065 179,069 -1,196
Apr17 160929 51.12 52.21 50.43 51.69 +0.68 17,308 67,782 +1,871
May17 160929 51.50 52.56 50.81 52.05 +0.66 10,303 53,771 +584
Jun17 160929 51.80 52.90 51.16 52.38 +0.64 45,776 137,538 +3,630
Jul17 160929 52.19 53.18 51.55 52.68 +0.62 3,487 34,330 +722
Aug17 160929 51.98 52.92 51.98 52.92 +0.60 3,002 24,715 +318
Sep17 160929 52.75 53.12 52.75 53.12 +0.59 4,386 49,965 -16
Oct17 160929 53.30 53.30 53.30 53.30 +0.59 1,782 22,056 +354
Nov17 160929 53.46 53.46 53.46 53.46 +0.58 811 20,313 +152
Dec17 160929 53.00 54.09 52.50 53.61 +0.58 37,365 196,166 -807
Total Volume and Open Interest 891,861 2,152,737 -285
Gas Oil(ICE)
Oct16 160929 437.50 448.50 430.75 444.75 +28.75 54,960 114,234 -1,509
Nov16 160929 439.00 449.50 432.25 445.75 +28.25 97,122 147,287 +7,763
Dec16 160929 440.00 450.50 433.25 446.25 +27.75 60,875 199,619 +7,555
Jan17 160929 443.75 453.50 436.75 449.50 +27.25 18,807 77,637 +3,452
Feb17 160929 446.50 456.75 440.00 452.50 +26.50 8,285 37,242 -303
Mar17 160929 449.25 459.25 442.75 455.00 +25.75 7,270 36,973 +958
Apr17 160929 451.75 461.75 445.75 457.25 +25.25 3,487 21,463 +632
May17 160929 453.00 463.00 447.75 459.75 +25.00 2,028 16,181 +240
Jun17 160929 456.50 466.25 450.25 462.00 +24.50 7,898 50,427 +527
Jul17 160929 458.00 466.75 454.50 465.50 +24.25 466 17,124 +52
Total Volume and Open Interest 272,137 904,784 +20,896
Ethanol(CBOT)
Oct16 160929 1.575 1.575 1.520 1.540 -0.016 175 276 -97
Nov16 160929 1.490 1.500 1.461 1.471 -0.023 370 1,710 +16
Dec16 160929 1.414 1.423 1.414 1.420 -0.019 30 1,245 +1
Jan17 160929 1.384 1.390 1.381 1.389 -0.013 3 594 +0
Feb17 160929 1.390 1.390 1.390 1.390 -0.013 17 173 -12
Mar17 160929 1.408 1.413 1.408 1.408 -0.013 15 134 -7
Apr17 160929 1.430 1.433 1.430 1.433 -0.013 0 219 +0
May17 160929 1.440 1.440 1.440 1.440 -0.013 0 5 +0
Total Volume and Open Interest 610 4,362 -99
WTI Crude Oil(ICE)
Nov16 160929 47.23 48.31 46.60 47.83 +0.78 56,371 70,042 +1,202
Dec16 160929 47.86 48.88 47.20 48.40 +0.75 52,072 128,777 +2,063
Jan17 160929 48.40 49.47 47.74 48.97 +0.75 20,958 39,449 +3,291
Feb17 160929 48.69 49.99 48.29 49.49 +0.75 9,790 27,816 +191
Mar17 160929 49.26 50.44 48.85 49.97 +0.74 9,238 42,451 +112
Apr17 160929 49.66 50.74 49.41 50.37 +0.72 3,202 10,324 -150
May17 160929 49.99 51.08 49.99 50.70 +0.70 1,789 6,971 +168
Jun17 160929 50.28 51.05 50.28 50.96 +0.67 6,390 41,721 -652
Jul17 160929 50.92 51.19 50.92 51.19 +0.64 587 7,113 +82
Aug17 160929 51.39 51.39 51.39 51.39 +0.60 1,288 2,442 +933
Sep17 160929 51.57 51.57 51.57 51.57 +0.56 209 10,432 +41
Oct17 160929 51.74 51.74 51.74 51.74 +0.52 261 1,593 +78
Nov17 160929 51.92 51.92 51.92 51.92 +0.49 47 1,323 +0
Dec17 160929 51.33 52.27 51.33 52.11 +0.47 7,946 75,231 -243
Jan18 160929 52.24 52.24 52.24 52.24 +0.45 2 599 +0
Feb18 160929 52.37 52.37 52.37 52.37 +0.44 2 637 +0
Total Volume and Open Interest 171,578 519,381 +7,411
US Dollar Index(ICE)
Dec16 160929 95.315 95.625 95.245 95.473 +0.138 13,878 47,006 +662
Mar17 160929 95.235 95.530 95.215 95.397 +0.143 211 3,222 +11
Jun17 160929 95.135 95.345 95.120 95.317 +0.132 21 289 +7
Total Volume and Open Interest 14,116 50,534 +686
Australian Dollar(CME)
Dec16 160929 76.75 76.96 76.10 76.30 -0.44 92,316 97,877 +3,121
Mar17 160929 76.58 76.77 75.97 76.15 -0.44 95 466 +25
Jun17 160929 75.98 76.48 75.96 75.98 -0.44 6 7 +6
Total Volume and Open Interest 92,417 98,351 +3,152
British Pound(CME)
Dec16 160929 130.33 130.76 129.71 129.87 -0.57 74,285 237,107 +1,513
Mar17 160929 130.59 130.94 129.98 130.11 -0.57 29 1,404 +6
Jun17 160929 130.75 131.13 130.30 130.39 -0.57 0 413 +0
Total Volume and Open Interest 74,314 239,025 +1,519
Canadian Dollar(CME)
Dec16 160929 76.44 76.68 75.89 76.11 -0.33 78,446 103,386 +4,244
Mar17 160929 76.51 76.72 75.95 76.16 -0.33 123 1,260 +46
Jun17 160929 76.69 76.75 76.05 76.23 -0.32 0 264 +0
Sep17 160929 76.29 76.74 76.12 76.29 -0.32 0 115 +0
Total Volume and Open Interest 78,569 105,130 +4,290
Japanese Yen(CME)
Dec16 160929 99.61 99.64 98.49 99.26 -0.35 129,195 154,509 +1,116
Mar17 160929 99.98 100.02 98.90 99.66 -0.35 83 522 +46
Jun17 160929 100.12 100.12 99.43 100.12 -0.35 8 109 +8
Total Volume and Open Interest 129,288 155,170 +1,172
Swiss Franc(CME)
Dec16 160929 103.44 104.20 103.28 103.94 +0.48 17,374 38,932 -1,244
Mar17 160929 104.49 104.72 103.85 104.49 +0.49 0 20 +0
Jun17 160929 105.11 105.25 105.11 105.11 +0.47 0 15 +0
Total Volume and Open Interest 17,374 38,969 -1,244
EuroFX(CME)
Dec16 160929 112.56 112.88 112.33 112.52 -0.03 170,328 321,556 +2,872
Mar17 160929 113.01 113.30 112.78 112.96 -0.02 2,927 5,754 +1,250
Jun17 160929 113.60 113.79 113.32 113.47 -0.03 64 1,143 +60
Total Volume and Open Interest 173,319 328,490 +4,182
Mexican Peso(CME)
Oct16 160929 513.25 513.25 513.25 513.25 -2.00 0 1 +0
Nov16 160929 511.75 511.75 511.75 511.75 -2.00      
Total Volume and Open Interest 79,417 160,243 +1,505
Brazilian Real(CME)
Oct16 160929 314.15 314.15 305.95 307.95 -2.45 14,622 9,738 -14,061
Nov16 160929 307.45 308.30 303.40 305.50 -2.40 14,624 14,546 +14,319
Dec16 160929 303.60 305.50 301.25 302.85 -2.40 311 3,910 +76
Jan17 160929 300.25 300.25 300.25 300.25 -2.15      
Total Volume and Open Interest 29,557 28,194 +334
30-Year T-Bonds(CBOT)
Dec16 160929 169~060 169~290 168~090 169~200 +0~120 220,015 563,685 +4,113
Mar17 160929 167~240 168~100 167~060 168~070 +0~080 3 8 +3
Jun17 160929 167~110 167~110 167~110 167~110 +0~080      
Total Volume and Open Interest 220,018 563,693 +4,116
10-Year T-Notes(CBOT)
Dec16 160929 131~120 131~215 131~055 131~175 +0~035 1,172,225 2,801,950 +36,520
Mar17 160929 130~260 131~010 130~245 131~010 +0~045 0 5 +0
Jun17 160929 130~250 130~250 130~250 130~250 +0~045      
Total Volume and Open Interest 1,172,225 2,801,955 +36,520
5-Year T-Notes(CBOT)
Sep16 160929 121~202 121~244 121~170 121~232 +0~020 11,055 35,600 -7,684
Dec16 160929 121~202 121~252 121~162 121~232 +0~020 646,774 2,769,486 +7,034
Mar17 160929 121~134 121~134 121~134 121~134 +0~020      
Total Volume and Open Interest 657,829 2,805,086 -650
2 Year T-Notes(CBOT)
Sep16 160929 109~116 109~134 109~112 109~126 +0~006 2,942 2,304 -1,765
Dec16 160929 109~080 109~094 109~070 109~090 +0~004 322,807 1,016,295 -3,876
Mar17 160929 109~084 109~084 109~084 109~084 +0~004      
Total Volume and Open Interest 325,749 1,018,599 -5,641
Eurodollars(CME)
Dec16 160929 99.090 99.095 99.080 99.085 unch 313,291 1,581,073 +9,374
Mar17 160929 99.060 99.065 99.045 99.060 +0.005 227,211 1,195,766 -18,956
Jun17 160929 99.025 99.035 99.005 99.025 +0.005 185,913 1,119,793 +1,858
Sep17 160929 98.990 99.005 98.970 98.995 +0.005 145,178 894,175 +8,111
Dec17 160929 98.950 98.965 98.925 98.955 +0.005 181,124 1,422,126 +9,240
Mar18 160929 98.930 98.945 98.905 98.940 +0.010 112,970 684,270 +9,206
Jun18 160929 98.900 98.920 98.875 98.910 +0.010 104,157 520,246 +14,246
Sep18 160929 98.870 98.890 98.845 98.880 +0.010 102,213 403,790 +4,479
Dec18 160929 98.825 98.850 98.805 98.840 +0.010 92,621 651,652 +6,224
Mar19 160929 98.805 98.830 98.775 98.820 +0.015 66,386 435,263 +1,990
Jun19 160929 98.775 98.800 98.745 98.790 +0.015 56,569 371,372 -8,409
Sep19 160929 98.735 98.770 98.715 98.755 +0.015 58,300 275,342 +4,810
Dec19 160929 98.695 98.725 98.670 98.715 +0.015 46,139 329,442 +2,913
Mar20 160929 98.670 98.695 98.640 98.685 +0.015 35,306 146,930 +819
Jun20 160929 98.630 98.660 98.605 98.650 +0.015 35,734 108,057 -1,690
Sep20 160929 98.590 98.620 98.565 98.610 +0.015 29,640 90,656 +1,246
Dec20 160929 98.545 98.575 98.520 98.565 +0.015 24,643 104,994 +598
Mar21 160929 98.505 98.540 98.480 98.530 +0.015 19,218 61,212 +644
Total Volume and Open Interest 1,961,634 10,917,029 +57,161
Ultra T-Bond(CBOT)
Sep16 160921 181~04 181~26 179~25 181~16 -0~03 891 2,673 -5,955
Dec16 160929 185~10 186~13 184~03 186~01 +0~19 78,326 603,153 +2,847
Mar17 160929 185~01 185~01 184~04 185~01 +0~19      
Total Volume and Open Interest 78,326 603,153 +2,847
Ultra 10-Yr T-Note(CBOT)
Sep16 160921 143~160 143~210 143~000 143~170 -0~010 795 1,857 -858
Dec16 160929 144~195 145~000 144~085 144~270 +0~060 102,090 224,935 +247
Mar17 160929 144~250 144~250 144~190 144~250 +0~055      
Total Volume and Open Interest 102,090 224,935 +247
30 Day Federal Funds(CBOT)
Sep16 160929 99.603 99.603 99.603 99.603 unch 8,083 89,919 -4,942
Oct16 160929 99.610 99.610 99.605 99.605 -0.005 39,795 308,277 -8,165
Nov16 160929 99.585 99.590 99.580 99.585 unch 26,689 213,854 +9,025
Dec16 160929 99.520 99.530 99.510 99.525 +0.005 17,738 100,848 -335
Jan17 160929 99.470 99.475 99.460 99.475 +0.005 30,139 154,680 +5,671
Feb17 160929 99.455 99.460 99.445 99.455 unch 9,272 66,574 +40
Total Volume and Open Interest 154,101 1,139,523 +5,101
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 160929 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160929 99.99 99.99 99.99 99.99 unch      
Jun17 160929 99.99 99.99 99.99 99.99 unch      
Sep17 160929 99.99 99.99 99.99 99.99 unch      
Dec17 160929 99.99 99.99 99.99 99.99 unch      
Mar18 160929 100.00 100.00 100.00 100.00 unch      
Jun18 160929 99.86 99.86 99.86 99.86 unch      
Sep18 160929 99.71 99.71 99.71 99.71 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Dec16 160929 152.34 152.39 152.21 152.33 unch 1,087 15,087 +122
Mar17 160929 152.25 152.25 152.25 152.25 unch      
Jun17 160929 152.25 152.25 152.25 152.25 unch      
Total Volume and Open Interest 1,087 15,087 +122
Euro-Buxl(EUREX)
Dec16 160929 192.38 193.36 191.72 192.24 -1.38 46,346 159,001 +8,527
Mar17 160929 190.60 190.94 190.20 190.56 -1.38 14 50 +3
Jun17 160929 189.50 190.00 189.24 189.24 -1.38 3 2 +1
Total Volume and Open Interest 46,363 159,053 +8,531
Euro-Bund(EUREX)
Dec16 160929 165.72 166.08 165.59 165.74 -0.41 764,315 1,815,743 +111,868
Mar17 160929 168.43 168.62 168.13 168.27 -0.43 2,679 44,903 +1,535
Jun17 160929 166.20 166.20 166.20 166.20 -0.41 1 1 +0
Total Volume and Open Interest 766,995 1,860,647 +113,403
Euro-Bobl(EUREX)
Dec16 160929 132.17 132.25 132.11 132.14 -0.11 437,660 1,348,597 +56,170
Mar17 160929 133.92 133.92 133.92 133.92 -0.09 19 1,083 +18
Jun17 160929 132.39 132.39 132.39 132.39 -0.11      
Total Volume and Open Interest 437,679 1,349,680 +56,188
Euro-Schatz(EUREX)
Dec16 160929 112.16 112.17 112.13 112.14 -0.02 325,647 1,220,218 +71,833
Mar17 160929 112.14 112.14 112.14 112.14 -0.02      
Jun17 160929 112.14 112.14 112.14 112.14 -0.02      
Total Volume and Open Interest 325,647 1,220,218 +71,833
3-Mth Euribor(EUREX)
Sep16 160919 100.300 100.300 100.300 100.300 -0.005 1 3,718 +0
Dec16 160929 100.315 100.315 100.310 100.310 unch 14 3,432 +14
Mar17 160929 100.330 100.330 100.330 100.330 -0.005 55 3,290 +55
Total Volume and Open Interest 246 74,325 +238
Long Gilt(LIFFE)
Dec16 160929 130~29 130~30 130~12 130~22 -0~15 200,098 547,354 +7,406
Mar17 160929 131~27 131~27 131~27 131~27 -0~15      
Total Volume and Open Interest 200,239 554,774 +7,270
3-Mth Short Sterling(LIFFE)
Dec16 160929 99.68 99.68 99.67 99.67 -0.01 131,456 500,114 +2,230
Mar17 160929 99.72 99.72 99.71 99.71 -0.02 80,232 382,240 -5,107
Jun17 160929 99.75 99.75 99.73 99.73 -0.02 90,241 359,368 +6,883
Sep17 160929 99.75 99.76 99.74 99.74 -0.02 103,846 317,896 +2,380
Dec17 160929 99.76 99.76 99.74 99.75 -0.02 150,295 379,099 +2,112
Mar18 160929 99.76 99.76 99.74 99.75 -0.02 103,997 217,542 +12,085
Total Volume and Open Interest 1,107,856 3,006,580 +41,768
3-Mth Euribor(LIFFE)
Dec16 160929 100.310 100.310 100.290 100.310 unch 235,431 415,584 +3,646
Mar17 160929 100.330 100.335 100.315 100.325 -0.005 172,901 400,408 +2,716
Jun17 160929 100.355 100.355 100.340 100.345 -0.005 143,242 403,101 -7,379
Total Volume and Open Interest 1,216,338 3,089,503 +27,786
3-Mth Aus T-Bills(SFE)
Dec16 160929 98.26 98.27 98.25 98.27 +0.01 14,223 183,620 -2,917
Mar17 160929 98.31 98.32 98.30 98.32 +0.01 9,939 206,650 -1,379
Jun17 160929 98.34 98.34 98.33 98.34 unch 11,747 192,052 +500
Sep17 160929 98.34 98.36 98.34 98.36 +0.01 15,808 123,904 +5,503
Dec17 160929 98.35 98.36 98.34 98.36 +0.01 14,923 134,714 +3,208
Mar18 160929 98.34 98.36 98.34 98.36 +0.02 8,435 71,480 -1,159
Jun18 160929 98.32 98.34 98.31 98.34 +0.01 5,919 58,262 +834
Sep18 160929 98.30 98.32 98.29 98.31 +0.01 2,375 26,093 +697
Dec18 160929 98.26 98.28 98.26 98.28 +0.01 160 6,289 +82
Mar19 160929 98.24 98.26 98.24 98.26 +0.01 170 3,162 +25
Total Volume and Open Interest 83,872 1,008,528 +5,394
10-Year Aus T-Bonds(SFE)
Dec16 160929 98.05 98.07 98.01 98.02 -0.03 107,149 818,246 +4,193
Mar17 160929 98.02 98.02 98.02 98.02 -0.03      
Total Volume and Open Interest 107,149 818,246 +4,193
3-Year Aus T-Bonds(SFE)
Dec16 160929 98.48 98.50 98.47 98.48 unch 113,301 811,248 -2,380
Mar17 160929 98.48 98.48 98.48 98.48 unch      
Total Volume and Open Interest 113,301 811,248 -2,380
Gold(CMX)
Oct16 160929 1321.2 1325.0 1314.7 1321.7 +2.3 19,954 14,318 -9,198
Dec16 160929 1325.0 1329.4 1318.6 1326.0 +2.3 187,753 450,651 -7,478
Feb17 160929 1329.5 1332.6 1322.9 1329.8 +2.4 7,418 47,972 -197
Apr17 160929 1333.7 1335.5 1328.8 1333.1 +2.4 1,082 15,711 +39
Jun17 160929 1336.4 1339.0 1330.4 1336.2 +2.5 889 20,770 +14
Aug17 160929 1336.8 1341.5 1331.9 1339.0 +2.4 34 7,694 -8
Oct17 160929 1344.0 1344.0 1337.3 1341.6 +2.4 44 2,008 -13
Dec17 160929 1346.1 1346.1 1338.7 1344.2 +2.4 208 12,258 -5
Feb18 160929 1346.6 1346.6 1346.6 1346.6 +2.4 0 163 +0
Apr18 160929 1348.7 1348.7 1348.7 1348.7 +2.4 0 3 +0
Jun18 160929 1350.8 1350.8 1350.8 1350.8 +2.4 0 4,181 +0
Aug18 160929 1353.7 1353.7 1353.7 1353.7        
Silver(CMX)
Dec16 160929 1925.5 1946.0 1905.0 1918.8 +6.7 66,947 173,722 -3,415
Mar17 160929 1938.0 1956.5 1919.0 1930.5 +6.7 3,857 15,823 +1,316
May17 160929 1937.9 1938.5 1937.9 1937.9 +6.7 162 1,371 -1
Jul17 160929 1953.0 1953.0 1944.5 1945.2 +6.7 45 2,852 -2
Sep17 160929 1951.6 1951.6 1951.6 1951.6 +6.7 4 490 +4
Dec17 160929 1958.0 1962.0 1956.0 1960.3 +6.7 7 2,453 +0
Mar18 160929 1967.6 1967.6 1967.6 1967.6 +6.7 0 12 +0
Total Volume and Open Interest 71,361 201,486 -1,955
Platinum(NYMEX)
Oct16 160929 1030.4 1041.7 1020.0 1030.8 +8.5 22,041 10,549 -8,509
Jan17 160929 1033.1 1045.5 1025.4 1037.2 +10.2 15,416 55,668 +7,892
Apr17 160929 1043.5 1043.5 1030.0 1041.2 +10.1 135 4,132 +77
Jul17 160929 1044.3 1044.3 1044.3 1044.3 +10.1 2 27 -2
Total Volume and Open Interest 37,610 70,394 -529
Palladium(NYMEX)
Dec16 160929 713.75 723.50 710.00 719.50 +5.10 4,321 25,545 +388
Mar17 160929 718.50 721.95 712.70 720.95 +4.95 17 464 +10
Jun17 160929 722.80 722.80 722.80 722.80 +5.00 0 31 +0
Total Volume and Open Interest 4,345 26,048 +399
Copper(CMX)
Dec16 160929 220.40 220.55 218.15 219.00 +0.25 61,853 126,138 -2,795
Mar17 160929 221.05 221.40 219.10 220.00 +0.25 4,168 32,637 -418
May17 160929 221.40 221.95 220.00 220.65 +0.25 462 6,433 +168
Jul17 160929 221.95 222.40 220.25 221.20 +0.25 475 2,396 +57
Sep17 160929 221.70 221.70 221.70 221.70 +0.30 374 1,019 +29
Total Volume and Open Interest 69,422 179,904 -3,356
E-mini DJIA Index(CBOT)
Dec16 160929 18232 18279 17999 18097 -141 153,632 120,821 +2,373
Mar17 160929 18190 18208 17941 18035 -139 47 479 +3
Jun17 160929 17959 18110 17905 17959 -139 2 6 +2
Sep17 160929 17874 17874 17874 17874 -139      
Total Volume and Open Interest 153,681 121,306 +2,378
S & P 500(CME)
Dec16 160929 2163.50 2166.90 2138.00 2148.50 -14.70 5,286 63,681 +61
Mar17 160929 2142.60 2158.90 2133.40 2142.60 -14.80 0 163 +0
Jun17 160929 2137.00 2153.30 2127.80 2137.00 -14.80 0 60 +0
Sep17 160929 2133.60 2149.90 2124.40 2133.60 -14.80      
Total Volume and Open Interest 5,286 63,904 +61
S & P 500 E-Mini(Globex)
Dec16 160929 2162.25 2167.00 2137.25 2148.50 -14.75 1,659,780 2,880,648 -5,293
Mar17 160929 2156.25 2161.00 2131.50 2142.50 -15.00 1,302 6,109 -46
Jun17 160929 2154.25 2155.00 2126.00 2137.00 -14.75 105 571 +0
Sep17 160929 2133.50 2133.50 2131.25 2133.50 -15.00 25 17 +7
Total Volume and Open Interest 1,661,229 2,887,362 -5,315
NASDAQ 100 E-Mini(Globex)
Dec16 160929 4866.80 4876.50 4812.50 4844.30 -24.00 227,156 296,849 +6,446
Mar17 160929 4863.50 4872.00 4810.00 4840.30 -24.00 336 342 +119
Jun17 160929 4834.30 4834.30 4834.30 4834.30 -24.00 2 10 +0
Total Volume and Open Interest 227,494 297,206 +6,565
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 160929 1552.90 1555.70 1531.60 1536.10 -18.50 17,562 82,981 +1,246
Mar17 160929 1534.00 1534.00 1530.40 1534.00 -18.60      
Total Volume and Open Interest 17,562 82,981 +1,246
Volatility Index(CBOE)
Sep16 160921 15.90 16.10 15.20 15.30 -0.58 83,892 73,593 -14,529
Oct16 160929 15.25 17.05 15.05 15.93 +0.70 103,318 246,839 -5,395
Nov16 160929 16.70 17.83 16.51 17.02 +0.29 63,627 94,489 -1,195
Dec16 160929 17.30 18.15 17.18 17.48 +0.18 23,055 59,619 +862
Total Volume and Open Interest 211,127 474,770 -3,687
Russell 2000(ICE)
Dec16 160929 1253.40 1255.00 1232.10 1236.20 -16.50 76,944 329,538 +3,186
Mar17 160929 1232.70 1232.70 1232.70 1232.70 -16.50 0 269 +0
Jun17 160929 1229.70 1229.70 1229.70 1229.70 -16.50 0 170 +0
Total Volume and Open Interest 76,944 330,116 +3,186
Nikkei 225(CME)
Dec16 160929 16590 16790 16490 16560 -30 14,078 34,198 +512
Mar17 160929 16715 16785 16535 16560 -30 7 20 +6
Total Volume and Open Interest 14,085 34,218 +518
Nikkei 225(SGX)
Dec16 160929 16490 16745 16430 16685 +240 107,920 167,554 +9,448
Mar17 160929 16450 16680 16440 16650 +240 3,170 545 -88
Jun17 160929 16525 16525 16525 16525 +250      
Total Volume and Open Interest 111,222 175,236 +9,434
Nikkei 225(CME) Yen
Sep16 160908 16990 17005 16830 16990 +20 87,426 48,721 -20,945
Dec16 160929 16555 16745 16450 16525 -15 51,116 51,810 +2,353
Mar17 160929 16540 16680 16400 16465 -15 30 46 -11
Total Volume and Open Interest 51,146 51,862 +2,342
Nikkei 225(CME) e-Mini Yen
Sep16 160908 16990 16990 16860 16990 +20 0 12 +0
Dec16 160929 16700 16720 16470 16530 -10 0 9 +0
Mar17 160929 16470 16470 16470 16470 -10      
Total Volume and Open Interest 0 9 +0
CAC 40(EURONEXT)
Oct16 160929 4477.5 4502.5 4376.0 4439.5 +11.0 88,006 271,819 -9,333
Nov16 160929 4480.5 4495.5 4385.0 4436.0 +10.5 72 4,242 +60
Dec16 160929 4482.0 4489.0 4380.5 4430.5 +11.0 111 21,500 -43
Total Volume and Open Interest 88,189 297,623 -9,316
Hang Seng Index(HKFE)
Sep16 160929 23630 23848 23496 23702 +61 211,621 73,461 -44,473
Oct16 160929 23618 23846 23483 23710 +74 101,696 106,073 +50,132
Total Volume and Open Interest 316,855 191,550 +6,303
DAX(EUREX)
Dec16 160929 10529.0 10568.0 10246.5 10390.0 -37.0 107,993 168,434 +1,035
Mar17 160929 10525.0 10554.5 10261.0 10387.0 -37.0 45 1,108 +3
Jun17 160929 10556.5 10556.5 10285.0 10409.5 -37.0 44 85 +25
Total Volume and Open Interest 108,082 169,627 +1,063
Mini-DAX(EUREX)
Sep16 160916 10420.0 10427.0 10264.0 10264.0 -180.5 36,525 13,993 +636
Dec16 160929 10528.0 10568.0 10247.0 10390.0 -37.0 37,330 12,781 +1,094
Mar17 160929 10542.0 10557.0 10269.0 10387.0 -37.0 80 1,025 -3
Total Volume and Open Interest 37,416 13,816 +1,089
FT-SE 100(EURONEXT)
Dec16 160929 6859.00 6904.00 6813.00 6877.50 +73.50 99,250 677,957 +3,819
Mar17 160929 6810.50 6835.00 6800.00 6816.50 +73.00 5 957 +2
Jun17 160929 6749.50 6749.50 6749.50 6749.50 +73.00      
Total Volume and Open Interest 99,255 678,914 +3,821
SPI 200(SFE)
Dec16 160929 5408.0 5463.0 5393.0 5463.0 +62.0 35,401 268,523 -1,236
Mar17 160929 5400.0 5415.0 5400.0 5415.0 +62.0 0 1,442 +0
Jun17 160929 5402.0 5402.0 5402.0 5402.0 +62.0 0 1,397 +0
Total Volume and Open Interest 35,406 272,778 -1,235
FTSE MIB(ISE)
Dec16 160929 16375.00 16460.00 16195.00 16251.00 +79.00 35,903 45,912 +522
Mar17 160929 16400.00 16420.00 16231.00 16231.00 +79.00 4 104 +1
Jun17 160929 15829.00 15829.00 15829.00 15829.00 +79.00      
Total Volume and Open Interest 35,907 46,016 +523
KOSPI 200(KFE)
Dec16 160929 259.35 261.65 258.70 261.05 +2.15 159,177 134,074 +1,966
Mar17 160929 256.30 258.85 256.30 258.30 +2.05 722 3,623 +360
Jun17 160929 258.85 259.65 258.85 259.15 +1.95 19 834 +13
Total Volume and Open Interest 159,918 141,517 +2,339
GSCI(CME)
Oct16 160929 360.30 365.70 360.30 363.00 +2.75 248 14,719 -76
Nov16 160929 365.50 365.50 365.50 365.50 +2.75 25 75 +25
Dec16 160929 369.10 369.10 369.10 369.10 +2.75      
Total Volume and Open Interest 273 14,794 -51
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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