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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Fri September 30, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 160930 950.00 958.50 943.00 954.00 +3.75 114,901 335,903 -1,726
Jan17 160930 956.00 964.50 948.75 959.25 +3.00 32,796 110,583 +2,721
Mar17 160930 962.25 971.00 955.25 965.50 +2.50 18,047 69,299 -427
May17 160930 967.75 976.75 962.75 971.75 +2.25 7,146 46,346 +836
Jul17 160930 973.25 982.00 968.00 977.25 +2.50 7,166 51,575 +458
Aug17 160930 973.25 980.00 967.00 976.00 +2.25 128 2,037 +9
Sep17 160930 965.00 965.00 960.50 963.25 +2.25 102 918 +47
Nov17 160930 947.25 958.25 945.50 953.25 +2.00 4,218 29,138 -233
Jan18 160930 952.25 958.75 952.25 956.50 +2.00 118 864 +60
Mar18 160930 958.00 959.50 955.75 958.00 +2.00 68 226 +32
May18 160930 960.50 961.75 960.50 960.50 +2.25 75 105 +37
Jul18 160930 968.00 968.00 964.50 965.00 +2.25 20 146 +10
Aug18 160930 960.00 960.00 960.00 960.00 +2.25 0 17 +0
Sep18 160930 944.75 944.75 944.75 944.75 +2.25 0 17 +0
Total Volume and Open Interest 184,786 647,428 +1,823
Soybean Meal(CBOT)
Oct16 160930 297.50 299.50 293.90 297.90 unch 24,413 12,036 -6,336
Dec16 160930 298.40 301.30 295.40 299.60 +0.90 58,928 174,561 +1,295
Jan17 160930 299.60 302.20 296.50 300.20 +0.40 7,780 41,979 -940
Mar17 160930 301.80 304.20 298.70 302.10 +0.30 5,053 46,561 +574
May17 160930 303.50 306.10 300.70 303.90 +0.40 4,222 30,194 -44
Jul17 160930 305.20 307.70 302.40 305.60 +0.50 2,612 33,204 +211
Aug17 160930 305.00 307.70 303.50 305.70 +0.40 496 3,977 +104
Sep17 160930 305.00 306.80 303.60 305.40 +0.50 372 4,502 +64
Oct17 160930 302.00 304.30 299.90 302.80 +0.60 128 4,027 +34
Dec17 160930 302.00 304.70 300.10 303.40 +0.60 664 13,393 -34
Total Volume and Open Interest 104,817 366,176 -5,063
Soybean Oil(CBOT)
Oct16 160930 33.07 33.53 32.82 33.24 +0.15 39,514 8,971 -9,360
Dec16 160930 33.32 33.75 33.00 33.44 +0.10 83,074 220,113 -3,812
Jan17 160930 33.55 33.97 33.31 33.67 +0.09 9,471 54,965 +2,040
Mar17 160930 33.80 34.21 33.54 33.91 +0.08 3,714 50,921 -153
May17 160930 33.75 34.35 33.66 34.07 +0.07 2,863 32,193 +300
Jul17 160930 33.89 34.50 33.86 34.22 +0.08 2,493 20,073 +276
Aug17 160930 33.95 34.50 33.85 34.23 +0.07 159 3,605 -6
Sep17 160930 34.21 34.34 34.21 34.21 +0.08 289 2,959 +40
Oct17 160930 34.29 34.30 33.70 34.00 +0.06 252 2,363 +40
Dec17 160930 33.75 34.33 33.73 34.04 +0.07 1,061 8,012 +220
Total Volume and Open Interest 143,085 404,606 -10,323
Canola(WCE)
Nov16 160930 464.7 466.3 462.1 463.6 -1.5 8,430 131,239 -79
Jan17 160930 472.4 473.7 469.3 470.7 -2.0 6,346 33,043 +31
Mar17 160930 477.6 478.5 474.7 475.9 -1.8 2,108 12,367 +1,279
May17 160930 481.9 483.4 479.1 481.0 -1.3 1,312 8,475 +144
Jul17 160930 484.5 486.4 482.1 484.3 -0.8 514 10,287 +42
Total Volume and Open Interest 18,930 203,168 +1,448
Corn(CBOT)
Dec16 160930 329.00 337.50 325.00 336.75 +7.50 107,525 755,019 -138
Mar17 160930 339.00 347.25 335.00 346.50 +7.50 14,223 245,355 +1,367
May17 160930 346.00 354.25 342.00 353.50 +7.50 8,071 67,843 +1,802
Jul17 160930 353.00 361.25 349.00 360.25 +7.25 7,194 114,199 +452
Sep17 160930 360.00 368.00 356.25 367.00 +7.00 2,201 42,177 +222
Dec17 160930 369.00 377.50 365.75 376.50 +7.75 4,090 74,178 +476
Mar18 160930 378.25 387.25 376.00 386.25 +7.25 115 5,020 +0
May18 160930 384.50 391.75 382.75 391.75 +7.25 13 1,054 -10
Jul18 160930 386.75 396.75 386.50 396.25 +7.75 3 1,414 -3
Sep18 160930 386.75 395.00 386.75 395.00 +7.50 0 515 +0
Total Volume and Open Interest 143,509 1,311,334 +4,220
Wheat(CBOT)
Dec16 160930 398.50 403.75 390.00 402.00 +3.00 40,835 302,755 -1,404
Mar17 160930 421.00 425.75 413.25 424.75 +3.00 10,440 91,614 -178
May17 160930 435.00 438.50 427.50 438.00 +2.50 2,514 23,316 -97
Jul17 160930 446.00 448.50 437.25 447.50 +1.25 1,532 34,705 +272
Sep17 160930 457.25 461.75 452.50 461.75 +1.75 107 3,610 +11
Dec17 160930 479.00 481.00 472.25 480.50 +1.50 218 6,342 +14
Total Volume and Open Interest 55,661 464,500 -1,382
Wheat(KCBT)
Dec16 160930 417.00 418.50 408.50 415.50 -1.75 12,638 139,422 -607
Mar17 160930 433.25 434.75 425.00 432.00 -1.75 2,102 44,960 +40
May17 160930 443.25 444.75 435.25 442.50 -1.50 502 19,263 +209
Jul17 160930 450.75 454.75 445.50 452.50 -1.50 915 23,520 -189
Sep17 160930 462.00 468.25 460.00 467.00 -1.00 43 2,896 -11
Dec17 160930 485.75 488.50 480.50 487.75 -0.25 183 2,254 +3
Mar18 160930 500.25 502.75 500.00 502.75 +2.00 2 211 +1
Total Volume and Open Interest 16,385 232,610 -554
Wheat(MGE)
Dec16 160930 508.25 521.25 507.75 514.50 +4.75 4,795 30,406 +445
Mar17 160930 515.00 527.75 515.00 521.00 +3.75 2,304 16,845 +360
May17 160930 524.00 533.75 524.00 527.75 +3.00 331 7,909 +97
Jul17 160930 533.50 536.25 533.25 535.50 +2.50 151 3,607 +48
Sep17 160930 544.50 549.50 541.25 543.25 +1.25 181 3,459 -3
Dec17 160930 555.00 558.00 555.00 556.75 +1.25 66 2,157 +32
Total Volume and Open Interest 7,828 64,389 +979
Oats(CBOT)
Dec16 160930 176.25 180.00 173.50 178.25 +2.25 132 8,714 -21
Mar17 160930 186.25 187.00 182.50 187.00 +1.75 79 1,946 +21
May17 160930 193.50 193.50 190.75 191.25 +1.00 0 52 +0
Jul17 160930 199.00 199.25 198.50 198.50 -1.00 0 26 +0
Total Volume and Open Interest 211 10,738 +0
Rough Rice(CBOT)
Nov16 160930 9.77 9.91 9.77 9.89 +0.11 395 9,685 -62
Jan17 160930 10.06 10.13 10.01 10.13 +0.11 150 1,126 +46
Mar17 160930 10.25 10.36 10.25 10.36 +0.11 29 113 +11
May17 160930 10.41 10.56 10.41 10.56 +0.12 0 7 +0
Total Volume and Open Interest 574 10,931 -5
Live Cattle(CME)
Oct16 160930 101.580 101.580 98.900 98.900 -3.000 16,326 36,954 -3,393
Dec16 160930 102.230 102.830 100.135 100.135 -3.000 29,958 120,371 -801
Feb17 160930 102.900 103.180 100.430 100.600 -2.830 13,611 49,341 -93
Apr17 160930 102.350 102.535 99.800 100.300 -2.500 6,453 35,564 +105
Jun17 160930 96.000 96.135 93.600 93.950 -2.550 1,662 11,971 +142
Aug17 160930 95.230 95.285 92.650 93.000 -2.480 501 6,829 +44
Total Volume and Open Interest 68,620 262,455 -3,935
Feeder Cattle(CME)
Oct16 160930 127.200 127.750 123.000 123.150 -4.350 4,813 13,141 -927
Nov16 160930 123.500 123.900 119.430 119.650 -4.280 5,243 17,196 +335
Jan17 160930 119.850 120.285 116.135 116.830 -3.805 1,906 5,888 -26
Mar17 160930 118.535 118.980 114.930 115.600 -3.830 1,110 4,369 -6
Apr17 160930 118.430 118.730 114.650 115.385 -3.765 155 646 +19
May17 160930 117.800 118.200 114.450 114.850 -4.100 94 727 +22
Aug17 160930 118.850 118.850 116.450 117.100 -3.630 22 190 +4
Total Volume and Open Interest 13,878 43,712 -642
Lean Hogs(CME)
Oct16 160930 52.130 52.130 49.035 49.035 -3.000 5,276 27,810 -1,131
Dec16 160930 46.950 46.985 43.985 43.985 -3.000 12,406 125,698 +961
Feb17 160930 51.500 51.650 48.600 48.900 -2.700 3,519 37,192 +1,052
Apr17 160930 58.050 58.150 55.050 55.735 -2.315 1,701 24,108 +8
May17 160930 65.450 65.500 63.000 63.000 -2.250 57 527 +25
Jun17 160930 69.400 69.400 66.400 67.080 -2.320 454 6,073 +25
Jul17 160930 69.000 69.000 66.900 67.000 -1.930 128 949 +18
Aug17 160930 68.600 68.600 66.725 66.725 -1.875 53 691 +22
Total Volume and Open Interest 23,607 223,544 +969
Class III Milk(CME)
Sep16 160930 16.39 16.40 16.38 16.39 unch 64 5,122 -12
Oct16 160930 15.15 15.28 15.12 15.21 +0.07 372 4,654 -50
Nov16 160930 15.50 15.69 15.46 15.63 +0.11 349 4,345 -61
Dec16 160930 15.40 15.53 15.38 15.50 +0.07 262 3,795 +15
Jan17 160930 15.28 15.38 15.28 15.38 +0.07 128 2,326 -8
Feb17 160930 15.42 15.50 15.42 15.50 +0.05 25 2,261 +11
Mar17 160930 15.55 15.65 15.55 15.64 +0.05 8 2,072 +4
Apr17 160930 15.65 15.70 15.65 15.70 unch 12 1,768 +8
May17 160930 15.87 15.89 15.86 15.88 +0.01 17 1,655 +8
Jun17 160930 16.13 16.14 16.13 16.14 +0.04 9 1,497 +8
Jul17 160930 16.36 16.36 16.36 16.36 +0.05 9 881 +8
Aug17 160930 16.55 16.56 16.55 16.55 +0.03 9 783 +9
Sep17 160930 16.64 16.64 16.64 16.64 +0.03 9 805 +9
Total Volume and Open Interest 1,275 33,502 -50
Cocoa(ICE)
Dec16 160930 2723 2781 2708 2761 +33 15,405 101,938 -59
Mar17 160930 2700 2752 2684 2734 +30 7,678 79,218 +288
May17 160930 2700 2747 2685 2731 +28 1,664 17,251 +265
Jul17 160930 2705 2744 2687 2731 +26 443 7,868 -13
Sep17 160930 2700 2733 2686 2728 +24 27 6,376 +4
Dec17 160930 2696 2726 2690 2722 +22 66 4,398 +47
Mar18 160930 2717 2717 2714 2714 +20 16 3,817 +6
Total Volume and Open Interest 25,299 220,918 +538
Coffee "C"(ICE)
Dec16 160930 149.70 152.65 148.75 151.55 +1.40 17,990 103,688 -738
Mar17 160930 153.15 155.90 152.20 154.90 +1.40 6,900 42,086 +639
May17 160930 155.10 157.75 154.10 156.70 +1.30 2,439 20,956 -146
Jul17 160930 156.80 159.50 156.00 158.45 +1.30 471 5,656 -35
Sep17 160930 158.35 160.40 157.60 160.05 +1.25 341 4,587 +47
Dec17 160930 160.55 162.25 159.70 162.10 +1.25 146 6,550 +79
Total Volume and Open Interest 28,417 185,471 -61
Orange Juice(ICE)
Nov16 160930 203.25 209.00 202.50 205.00 +1.30 2,087 13,925 -286
Jan17 160930 201.90 206.10 200.85 203.15 +2.40 632 2,268 +139
Mar17 160930 198.15 201.75 198.15 201.10 +4.75 59 542 +23
May17 160930 193.65 197.80 193.65 197.80 +6.15 21 192 +4
Jul17 160930 194.05 194.05 194.05 194.05 +6.35 0 8 +0
Sep17 160930 193.55 193.55 193.55 193.55 +6.35      
Total Volume and Open Interest 2,799 16,937 -120
Sugar #11(ICE)
Oct16 160930 22.80 23.11 22.49 22.53 -0.23 31,950 27,464 -10,914
Mar17 160930 23.39 23.56 22.79 23.00 -0.35 67,555 493,587 +3,678
May17 160930 22.48 22.68 21.97 22.16 -0.32 15,737 134,832 +389
Jul17 160930 21.58 21.76 21.14 21.31 -0.29 9,336 90,560 +1,100
Oct17 160930 20.81 21.07 20.57 20.72 -0.24 3,955 59,321 +1,000
Mar18 160930 20.50 20.65 20.21 20.35 -0.21 1,828 26,646 +258
May18 160930 19.63 19.84 19.43 19.55 -0.19 439 8,722 -73
Jul18 160930 18.79 19.14 18.79 18.90 -0.18 319 5,083 +93
Total Volume and Open Interest 131,415 853,540 -4,318
London Cocoa(LCE)
Dec16 160930 2208 2228 2192 2223 +11 19,056 97,536 -4,485
Mar17 160930 2155 2169 2135 2164 +8 13,816 78,869 +4,752
May17 160930 2152 2168 2137 2164 +7 6,749 40,337 +2,029
Jul17 160930 2156 2172 2141 2167 +6 2,380 11,183 +430
Sep17 160930 2150 2162 2141 2162 +6 2,658 17,003 +1,862
Dec17 160930 2127 2146 2123 2146 +7 1,249 8,184 +708
Mar18 160930 2115 2135 2115 2135 +9 426 404 +288
Total Volume and Open Interest 46,334 253,516 +5,584
London Sugar(LCE)
Dec16 160930 603.80 608.70 594.60 597.20 -5.50 4,845 37,436 -713
Mar17 160930 605.80 608.90 594.40 597.90 -6.60 2,219 22,546 +493
May17 160930 596.00 598.40 584.60 588.40 -7.10 1,215 14,641 +446
Aug17 160930 578.40 580.30 567.10 572.50 -7.00 785 6,809 -136
Oct17 160930 554.00 558.30 548.50 552.00 -7.00 754 5,223 +465
Total Volume and Open Interest 10,221 89,081 +849
Cotton(ICE)
Oct16 160930 68.29 68.29 68.29 68.29 +0.34 0 5 +0
Dec16 160930 67.55 68.39 67.12 68.08 +0.35 14,091 163,196 -2,664
Mar17 160930 68.14 68.83 67.74 68.54 +0.19 2,530 54,650 +514
May17 160930 68.70 69.04 68.17 68.98 +0.24 467 10,909 +44
Jul17 160930 68.82 69.07 68.26 69.06 +0.27 309 8,144 +75
Oct17 160930 68.48 68.48 68.48 68.48 +0.27      
Total Volume and Open Interest 17,825 251,455 -1,900
Lumber(CME)
Nov16 160930 332.6 340.1 331.0 336.4 +6.3 262 2,877 -18
Jan17 160930 340.0 348.3 340.0 346.7 +6.7 95 677 +68
Mar17 160930 345.4 350.8 345.4 350.1 +6.1 5 116 +1
May17 160930 348.0 349.5 348.0 349.5 +7.4 1 19 +1
Total Volume and Open Interest 363 3,706 +52
Crude Oil(NYM)
Nov16 160930 47.76 48.30 47.04 48.24 +0.41 1,008,434 547,395 +23,792
Dec16 160930 48.38 48.88 47.61 48.82 +0.42 317,053 304,168 +6,142
Jan17 160930 48.95 49.46 48.19 49.40 +0.43 85,011 151,856 +3,000
Feb17 160930 49.42 49.98 48.73 49.93 +0.44 33,429 78,511 +960
Mar17 160930 49.96 50.48 49.20 50.41 +0.44 43,531 148,424 +2,181
Apr17 160930 50.38 50.85 49.63 50.81 +0.44 23,002 45,123 +1,029
May17 160930 50.55 51.15 49.96 51.14 +0.44 18,186 35,887 +889
Jun17 160930 50.96 51.47 50.20 51.41 +0.45 56,549 120,090 +2,436
Jul17 160930 51.03 51.67 50.58 51.63 +0.44 7,483 24,279 -19
Aug17 160930 51.37 51.84 50.78 51.82 +0.43 4,499 21,034 +351
Sep17 160930 51.63 52.02 51.53 52.00 +0.43 6,839 36,682 +195
Oct17 160930 51.56 52.18 51.13 52.18 +0.44 2,596 17,304 +399
Nov17 160930 50.92 52.36 50.92 52.36 +0.44 1,299 16,507 -174
Dec17 160930 52.12 52.59 51.36 52.55 +0.44 54,753 165,394 -2,506
Jan18 160930 52.68 52.68 52.05 52.68 +0.44 287 16,709 +58
Feb18 160930 52.56 52.81 52.29 52.81 +0.44 248 5,458 +78
Total Volume and Open Interest 1,678,371 1,870,697 +39,706
e-miNY Crude Oil(NYM)
Nov16 160930 47.725 48.300 47.050 48.250 +0.425 26,584 2,338 +48
Dec16 160930 48.325 48.850 47.625 48.825 +0.425 978 1,320 +113
Jan17 160930 48.925 49.400 48.225 49.400 +0.425 58 219 +13
Feb17 160930 49.925 49.925 49.100 49.925 +0.425 10 174 -8
Mar17 160930 50.400 50.400 49.850 50.400 +0.425 8 152 -8
Apr17 160930 50.800 50.800 50.225 50.800 +0.425 1 139 -1
May17 160930 51.150 51.150 50.575 51.150 +0.450 0 59 +0
Jun17 160930 51.400 51.400 50.850 51.400 +0.450 5 137 +0
Jul17 160930 51.625 51.625 51.100 51.625 +0.425 0 75 +0
Aug17 160930 51.825 51.825 51.300 51.825 +0.425 1 88 +1
Total Volume and Open Interest 27,654 4,969 +156
NY Harbor ULSD(NYM)
Oct16 160930 150.68 153.23 149.24 152.79 +1.77 22,613 9,878 -5,970
Nov16 160930 151.78 154.00 149.64 153.83 +1.92 81,892 109,011 +1,574
Dec16 160930 153.24 154.99 150.73 154.83 +1.86 46,408 73,110 +4,876
Jan17 160930 154.36 156.30 152.10 156.15 +1.83 22,451 51,296 +1,028
Feb17 160930 155.48 157.31 153.14 157.16 +1.79 9,264 23,451 -563
Mar17 160930 154.50 157.73 153.77 157.58 +1.74 8,261 35,010 +253
Apr17 160930 154.00 157.34 154.00 157.31 +1.69 1,832 14,968 -22
May17 160930 156.27 157.44 155.51 157.44 +1.65 1,232 9,462 +66
Jun17 160930 156.30 157.87 154.20 157.80 +1.60 4,024 25,446 +384
Jul17 160930 158.22 158.67 158.22 158.67 +1.59 258 3,093 +39
Aug17 160930 158.69 159.71 158.69 159.71 +1.56 134 1,901 +9
Sep17 160930 159.92 160.88 159.92 160.88 +1.54 485 3,379 +363
Oct17 160930 162.37 162.37 160.49 162.02 +1.50 241 2,544 +62
Nov17 160930 163.08 163.08 161.37 163.08 +1.47 565 2,299 +172
Total Volume and Open Interest 206,002 399,483 +393
RBOB Gasoline(NYM)
Oct16 160930 147.28 149.42 144.34 148.74 +2.06 34,038 14,302 -3,941
Nov16 160930 144.34 146.55 141.63 146.31 +2.10 118,761 138,924 -1,459
Dec16 160930 141.41 143.66 138.85 143.46 +2.04 74,760 77,235 -9
Jan17 160930 141.18 143.27 138.52 143.09 +2.02 27,155 40,289 +1,584
Feb17 160930 142.27 144.46 139.91 144.26 +1.98 9,599 14,923 +390
Mar17 160930 144.50 146.60 142.36 146.42 +1.84 6,490 24,203 -216
Apr17 160930 161.12 164.65 160.67 164.45 +1.75 2,767 20,044 +80
May17 160930 163.70 165.33 161.66 165.33 +1.69 2,129 7,732 +353
Jun17 160930 163.12 165.12 161.35 164.89 +1.63 2,098 14,803 +398
Jul17 160930 163.12 163.90 163.04 163.85 +1.56 483 2,635 +120
Total Volume and Open Interest 280,119 382,840 -2,824
e-miNY RBOB Gasoline(NYM)
Nov16 160930 146.31 146.31 146.31 146.31 +2.10      
Dec16 160930 143.46 143.46 143.46 143.46 +2.04      
Jan17 160930 143.09 143.09 143.09 143.09 +2.02      
Feb17 160930 144.26 144.26 144.26 144.26 +1.98      
Total Volume and Open Interest 2 1 +0
Natural Gas(NYM)
Nov16 160930 2.966 2.977 2.892 2.906 -0.053 137,838 289,882 +3,832
Dec16 160930 3.162 3.179 3.118 3.132 -0.029 47,428 96,162 +990
Jan17 160930 3.292 3.312 3.253 3.268 -0.024 38,938 161,977 +4,261
Feb17 160930 3.288 3.316 3.260 3.275 -0.023 13,937 42,617 -217
Mar17 160930 3.231 3.268 3.216 3.230 -0.022 20,699 100,264 +2,046
Apr17 160930 3.001 3.037 2.986 3.000 -0.018 18,808 90,310 -1,396
May17 160930 2.963 2.995 2.951 2.964 -0.017 5,930 34,320 +991
Jun17 160930 3.010 3.022 2.980 2.994 -0.016 5,728 31,422 -255
Jul17 160930 3.030 3.046 3.007 3.022 -0.015 5,037 19,400 +746
Aug17 160930 3.050 3.050 3.013 3.026 -0.015 4,033 16,758 +123
Sep17 160930 3.017 3.034 2.998 3.010 -0.013 3,677 19,599 -95
Oct17 160930 3.025 3.052 3.014 3.028 -0.013 9,010 43,404 -1,253
Nov17 160930 3.084 3.103 3.066 3.077 -0.012 3,640 15,528 +79
Dec17 160930 3.213 3.234 3.193 3.205 -0.013 2,320 20,453 +73
Jan18 160930 3.314 3.336 3.299 3.307 -0.012 5,795 16,263 +345
Feb18 160930 3.277 3.277 3.267 3.268 -0.012 1,253 4,324 -292
Total Volume and Open Interest 329,906 1,075,979 +8,882
Brent Crude Oil(ICE)
Nov16 160930 49.18 49.25 48.21 49.06 -0.18 188,670 89,489 -23,593
Dec16 160930 49.76 50.27 48.90 50.19 +0.38 602,694 587,140 +24,918
Jan17 160930 50.32 50.83 49.46 50.75 +0.41 164,777 262,149 +14,687
Feb17 160930 50.82 51.32 49.96 51.25 +0.43 98,145 134,285 +4,809
Mar17 160930 51.28 51.79 50.42 51.71 +0.43 89,429 182,277 +3,208
Apr17 160930 51.70 52.21 50.84 52.14 +0.45 26,223 67,569 -213
May17 160930 52.06 52.57 51.21 52.51 +0.46 17,528 54,307 +536
Jun17 160930 52.38 52.90 51.54 52.85 +0.47 84,925 140,411 +2,873
Jul17 160930 52.68 53.19 51.87 53.15 +0.47 5,567 36,117 +1,787
Aug17 160930 53.49 53.49 52.90 53.39 +0.47 3,271 25,465 +750
Sep17 160930 53.35 53.59 53.35 53.59 +0.47 8,430 48,787 -1,178
Oct17 160930 53.61 53.77 53.61 53.77 +0.47 2,586 21,388 -668
Nov17 160930 54.40 54.40 53.93 53.93 +0.47 1,110 20,406 +93
Dec17 160930 53.61 54.12 52.82 54.07 +0.46 89,774 205,866 +9,700
Total Volume and Open Interest 1,415,324 2,195,197 +42,460
Gas Oil(ICE)
Oct16 160930 442.75 450.00 436.75 446.75 +2.00 56,298 105,922 -8,312
Nov16 160930 445.25 451.00 437.75 447.75 +2.00 118,794 147,159 -128
Dec16 160930 446.25 451.50 438.75 448.25 +2.00 90,732 202,790 +3,171
Jan17 160930 449.50 454.50 442.00 451.25 +1.75 31,119 83,085 +5,448
Feb17 160930 452.75 457.25 445.25 454.25 +1.75 8,307 37,284 +42
Mar17 160930 455.25 460.00 447.75 457.00 +2.00 14,147 39,778 +2,805
Apr17 160930 457.75 462.25 451.25 459.25 +2.00 7,715 21,761 +298
May17 160930 460.25 464.50 454.00 461.75 +2.00 4,443 17,125 +944
Jun17 160930 462.50 467.00 455.50 464.25 +2.25 18,207 50,659 +232
Jul17 160930 460.50 469.50 460.25 467.50 +2.00 4,647 17,891 +767
Total Volume and Open Interest 374,317 910,516 +5,732
Ethanol(CBOT)
Oct16 160930 1.524 1.547 1.524 1.547 +0.007 238 132 -144
Nov16 160930 1.458 1.496 1.454 1.488 +0.017 501 1,998 +288
Dec16 160930 1.408 1.444 1.408 1.444 +0.024 67 1,260 +15
Jan17 160930 1.380 1.412 1.370 1.412 +0.023 33 602 +8
Feb17 160930 1.413 1.413 1.413 1.413 +0.023 8 181 +8
Mar17 160930 1.431 1.431 1.431 1.431 +0.023 0 134 +0
Apr17 160930 1.456 1.456 1.456 1.456 +0.023 0 219 +0
May17 160930 1.463 1.463 1.463 1.463 +0.023 0 5 +0
Total Volume and Open Interest 847 4,537 +175
WTI Crude Oil(ICE)
Nov16 160930 47.78 48.30 47.04 48.24 +0.41 88,710 71,397 +1,355
Dec16 160930 48.36 48.87 47.61 48.82 +0.42 95,262 134,009 +5,232
Jan17 160930 48.95 49.45 48.19 49.40 +0.43 30,183 38,132 -1,317
Feb17 160930 48.94 49.98 48.78 49.93 +0.44 15,358 27,266 -550
Mar17 160930 49.32 50.46 49.27 50.41 +0.44 17,601 44,252 +1,801
Apr17 160930 49.72 50.83 49.72 50.81 +0.44 5,934 9,694 -630
May17 160930 50.11 51.17 50.05 51.14 +0.44 3,888 7,091 +120
Jun17 160930 50.38 51.42 50.32 51.41 +0.45 14,043 42,022 +301
Jul17 160930 51.63 51.63 51.63 51.63 +0.44 1,176 7,490 +377
Aug17 160930 51.82 51.82 51.82 51.82 +0.43 546 2,457 +15
Sep17 160930 52.00 52.00 52.00 52.00 +0.43 689 10,679 +247
Oct17 160930 52.18 52.18 52.18 52.18 +0.44 446 1,915 +322
Nov17 160930 52.36 52.36 52.36 52.36 +0.44 73 1,301 -22
Dec17 160930 51.66 52.57 51.57 52.55 +0.44 13,201 76,847 +1,616
Jan18 160930 52.68 52.68 52.68 52.68 +0.44 15 591 -8
Feb18 160930 52.81 52.81 52.81 52.81 +0.44 0 637 +0
Total Volume and Open Interest 289,742 529,076 +9,695
US Dollar Index(ICE)
Dec16 160930 95.470 95.895 95.250 95.385 -0.088 14,830 47,385 +379
Mar17 160930 95.410 95.800 95.210 95.310 -0.088 139 3,263 +41
Jun17 160930 95.385 95.610 95.140 95.230 -0.087 16 290 +1
Total Volume and Open Interest 14,989 50,959 +425
Australian Dollar(CME)
Dec16 160930 76.19 76.59 75.75 76.49 +0.19 78,299 102,980 +5,103
Mar17 160930 75.98 76.42 75.62 76.35 +0.20 115 516 +50
Jun17 160930 75.80 76.18 75.61 76.18 +0.20 3 9 +2
Total Volume and Open Interest 78,417 103,506 +5,155
British Pound(CME)
Dec16 160930 129.82 130.42 129.54 129.97 +0.10 71,863 239,654 +2,547
Mar17 160930 130.03 130.65 129.80 130.22 +0.11 8 1,407 +3
Jun17 160930 130.49 130.87 130.25 130.49 +0.10 0 413 +0
Total Volume and Open Interest 71,871 241,575 +2,550
Canadian Dollar(CME)
Dec16 160930 76.10 76.46 75.82 76.29 +0.18 85,240 102,530 -856
Mar17 160930 76.13 76.50 75.88 76.33 +0.17 248 1,335 +75
Jun17 160930 76.37 76.54 75.99 76.39 +0.16 46 256 -8
Sep17 160930 76.45 76.61 76.14 76.45 +0.16 0 115 +0
Total Volume and Open Interest 85,534 104,341 -789
Japanese Yen(CME)
Dec16 160930 99.23 99.57 98.50 98.91 -0.35 93,506 156,415 +1,906
Mar17 160930 99.61 99.97 98.93 99.31 -0.35 123 510 -12
Jun17 160930 99.97 100.34 99.52 99.78 -0.34 3 110 +1
Total Volume and Open Interest 93,632 157,065 +1,895
Swiss Franc(CME)
Dec16 160930 103.98 104.08 99.94 103.50 -0.44 14,568 38,435 -497
Mar17 160930 103.52 104.59 103.32 104.06 -0.43 0 20 +0
Jun17 160930 104.24 104.75 103.90 104.69 -0.42 0 15 +0
Total Volume and Open Interest 14,568 38,472 -497
EuroFX(CME)
Dec16 160930 112.54 112.91 111.92 112.77 +0.25 152,461 320,304 -1,252
Mar17 160930 112.98 113.35 112.37 113.22 +0.26 1,504 6,330 +576
Jun17 160930 113.13 113.82 112.89 113.73 +0.26 17 1,149 +6
Total Volume and Open Interest 153,982 327,820 -670
Mexican Peso(CME)
Oct16 160930 514.88 514.88 514.88 514.88 +1.63 0 1 +0
Nov16 160930 513.25 513.25 513.25 513.25 +1.50 10 5 +5
Total Volume and Open Interest 61,567 158,383 -1,860
Brazilian Real(CME)
Oct16 160930 307.70 308.15 307.60 308.05 +0.10 7,892 6,620 -3,118
Nov16 160930 304.30 306.75 303.75 305.05 -0.45 8,315 22,493 +7,947
Dec16 160930 302.80 304.35 302.30 302.75 -0.10 368 3,744 -166
Jan17 160930 300.05 300.05 300.05 300.05 -0.20      
Total Volume and Open Interest 16,575 32,857 +4,663
30-Year T-Bonds(CBOT)
Dec16 160930 169~170 170~010 167~300 168~050 -1~150 219,999 572,504 +8,819
Mar17 160930 168~230 168~230 166~240 166~240 -1~150 0 8 +0
Jun17 160930 165~280 165~280 165~280 165~280 -1~150      
Total Volume and Open Interest 219,999 572,512 +8,819
10-Year T-Notes(CBOT)
Dec16 160930 131~160 131~235 131~020 131~040 -0~135 1,073,897 2,886,887 +84,937
Mar17 160930 130~275 131~050 130~185 130~190 -0~140 45 50 +45
Jun17 160930 130~110 130~110 130~110 130~110 -0~140      
Total Volume and Open Interest 1,073,942 2,886,937 +84,982
5-Year T-Notes(CBOT)
Sep16 160930 121~256 121~262 121~160 121~162 -0~070 5,126 32,254 -3,346
Dec16 160930 121~226 121~270 121~152 121~164 -0~066 492,260 2,812,953 +43,467
Mar17 160930 121~066 121~066 121~066 121~066 -0~066      
Total Volume and Open Interest 497,386 2,845,207 +40,121
2 Year T-Notes(CBOT)
Sep16 160930 109~164 109~164 109~100 109~104 -0~022 572 1,753 -551
Dec16 160930 109~092 109~102 109~070 109~074 -0~014 315,702 1,030,232 +13,937
Mar17 160930 109~070 109~070 109~070 109~070 -0~014      
Total Volume and Open Interest 316,274 1,031,985 +13,386
Eurodollars(CME)
Dec16 160930 99.085 99.090 99.075 99.080 -0.005 413,765 1,616,987 +35,914
Mar17 160930 99.065 99.070 99.045 99.055 -0.005 228,685 1,197,011 +1,245
Jun17 160930 99.035 99.040 99.005 99.015 -0.010 182,098 1,122,286 +2,493
Sep17 160930 99.000 99.010 98.970 98.980 -0.015 170,967 895,718 +1,543
Dec17 160930 98.960 98.970 98.925 98.935 -0.020 316,774 1,429,399 +7,273
Mar18 160930 98.940 98.955 98.905 98.915 -0.025 158,120 692,693 +8,423
Jun18 160930 98.915 98.930 98.875 98.885 -0.025 133,025 523,361 +3,115
Sep18 160930 98.880 98.900 98.845 98.850 -0.030 109,215 409,712 +5,922
Dec18 160930 98.840 98.860 98.800 98.805 -0.035 102,165 668,950 +17,298
Mar19 160930 98.815 98.835 98.775 98.780 -0.040 70,472 436,191 +928
Jun19 160930 98.785 98.805 98.740 98.750 -0.040 70,400 381,075 +9,703
Sep19 160930 98.750 98.775 98.705 98.715 -0.040 54,232 275,654 +312
Dec19 160930 98.710 98.735 98.660 98.670 -0.045 44,226 330,532 +1,090
Mar20 160930 98.680 98.705 98.630 98.635 -0.050 27,753 147,042 +112
Jun20 160930 98.645 98.670 98.590 98.595 -0.055 33,251 107,300 -757
Sep20 160930 98.610 98.630 98.550 98.560 -0.050 26,689 91,179 +523
Dec20 160930 98.565 98.585 98.500 98.510 -0.055 24,155 105,425 +431
Mar21 160930 98.530 98.545 98.460 98.470 -0.060 16,139 61,235 +23
Total Volume and Open Interest 2,336,939 11,040,059 +123,030
Ultra T-Bond(CBOT)
Sep16 160921 181~04 181~26 179~25 181~16 -0~03 891 2,673 -5,955
Dec16 160930 185~28 186~16 183~10 183~28 -2~05 72,615 604,425 +1,272
Mar17 160930 182~28 182~28 182~28 182~28 -2~05      
Total Volume and Open Interest 72,615 604,425 +1,272
Ultra 10-Yr T-Note(CBOT)
Sep16 160921 143~160 143~210 143~000 143~170 -0~010 795 1,857 -858
Dec16 160930 144~245 145~030 144~015 144~050 -0~220 54,835 227,674 +2,739
Mar17 160930 144~030 144~030 144~030 144~030 -0~220      
Total Volume and Open Interest 54,835 227,674 +2,739
30 Day Federal Funds(CBOT)
Sep16 160930 99.603 99.605 99.603 99.605 +0.003 393 89,888 -31
Oct16 160930 99.610 99.610 99.605 99.610 +0.005 9,455 304,198 -4,079
Nov16 160930 99.590 99.590 99.580 99.585 unch 25,361 214,401 +547
Dec16 160930 99.525 99.535 99.515 99.515 -0.010 15,504 98,422 -2,426
Jan17 160930 99.475 99.490 99.455 99.455 -0.020 47,413 153,385 -1,295
Feb17 160930 99.465 99.475 99.440 99.445 -0.010 11,521 67,912 +1,338
Total Volume and Open Interest 132,765 1,138,455 -1,068
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 160930 193.36 194.58 191.46 192.18 -0.06 47,851 160,776 +1,775
Mar17 160930 191.74 192.30 189.96 190.50 -0.06 79 65 +15
Jun17 160930 190.50 190.50 189.18 189.18 -0.06 0 2 +0
Total Volume and Open Interest 47,930 160,843 +1,790
Euro-Bund(EUREX)
Dec16 160930 166.09 166.36 165.54 165.70 -0.04 702,974 1,830,824 +15,081
Mar17 160930 168.60 168.93 168.10 168.22 -0.05 758 44,558 -345
Jun17 160930 166.16 166.16 166.16 166.16 -0.04      
Total Volume and Open Interest 703,732 1,875,382 +14,735
Euro-Bobl(EUREX)
Dec16 160930 132.26 132.30 132.07 132.09 -0.05 379,252 1,353,830 +5,233
Mar17 160930 134.06 134.06 133.87 133.87 -0.05 415 1,495 +412
Jun17 160930 132.34 132.34 132.34 132.34 -0.05      
Total Volume and Open Interest 379,667 1,355,325 +5,645
Euro-Schatz(EUREX)
Dec16 160930 112.17 112.18 112.13 112.14 -0.01 261,481 1,198,824 -21,394
Mar17 160930 112.14 112.14 112.14 112.14 -0.01      
Jun17 160930 112.14 112.14 112.14 112.14 -0.01      
Total Volume and Open Interest 261,481 1,198,824 -21,394
3-Mth Euribor(EUREX)
Sep16 160919 100.300 100.300 100.300 100.300 -0.005 1 3,718 +0
Dec16 160930 100.300 100.300 100.300 100.300 -0.010 7 3,425 -7
Mar17 160930 100.315 100.315 100.315 100.315 -0.015 0 3,285 -5
Total Volume and Open Interest 213 74,340 +15
Long Gilt(LIFFE)
Dec16 160930 131~03 131~07 130~01 130~08 -0~14 142,803 548,175 +821
Mar17 160930 131~11 131~11 131~11 131~11 -0~16      
Total Volume and Open Interest 142,803 548,175 -6,599
3-Mth Short Sterling(LIFFE)
Dec16 160930 99.67 99.67 99.65 99.67 -0.00 41,154 493,995 -6,119
Mar17 160930 99.71 99.71 99.69 99.70 -0.01 31,664 379,674 -2,566
Jun17 160930 99.74 99.74 99.72 99.72 -0.01 24,453 360,751 +1,383
Sep17 160930 99.75 99.75 99.73 99.73 -0.01 33,025 315,671 -2,225
Dec17 160930 99.75 99.76 99.73 99.74 -0.01 47,655 379,892 +793
Mar18 160930 99.76 99.77 99.73 99.74 -0.01 35,127 219,168 +1,626
Total Volume and Open Interest 405,758 3,010,800 +4,220
3-Mth Euribor(LIFFE)
Dec16 160930 100.295 100.305 100.285 100.300 -0.010 43,751 413,863 -1,721
Mar17 160930 100.315 100.320 100.310 100.315 -0.010 37,837 399,289 -1,119
Jun17 160930 100.340 100.345 100.330 100.335 -0.010 35,539 403,571 +470
Total Volume and Open Interest 378,647 3,109,567 +20,064
3-Mth Aus T-Bills(SFE)
Dec16 160930 98.27 98.29 98.26 98.29 +0.02 10,618 181,697 -1,923
Mar17 160930 98.32 98.35 98.31 98.34 +0.02 22,660 212,165 +5,515
Jun17 160930 98.34 98.38 98.33 98.38 +0.04 14,133 192,964 +912
Sep17 160930 98.35 98.40 98.35 98.40 +0.04 19,585 130,877 +6,973
Dec17 160930 98.36 98.41 98.35 98.41 +0.05 16,058 137,457 +2,743
Mar18 160930 98.35 98.40 98.35 98.40 +0.04 11,036 72,342 +862
Jun18 160930 98.33 98.39 98.33 98.39 +0.05 4,958 59,558 +1,296
Sep18 160930 98.31 98.37 98.30 98.37 +0.06 3,538 26,027 -66
Dec18 160930 98.28 98.34 98.28 98.34 +0.06 324 6,490 +201
Mar19 160930 98.30 98.32 98.30 98.32 +0.06 402 3,262 +100
Total Volume and Open Interest 103,516 1,025,239 +16,711
10-Year Aus T-Bonds(SFE)
Dec16 160930 98.03 98.09 98.00 98.09 +0.07 120,985 816,911 -1,335
Mar17 160930 98.09 98.09 98.09 98.09 +0.07      
Total Volume and Open Interest 120,985 816,911 -1,335
3-Year Aus T-Bonds(SFE)
Dec16 160930 98.48 98.56 98.46 98.55 +0.07 180,161 816,191 +4,943
Mar17 160930 98.55 98.55 98.55 98.55 +0.07      
Total Volume and Open Interest 180,161 816,191 +4,943
Gold(CMX)
Oct16 160930 1320.6 1327.7 1312.9 1313.3 -8.4 10,551 9,704 -4,614
Dec16 160930 1323.6 1331.5 1316.0 1317.1 -8.9 157,569 447,355 -3,296
Feb17 160930 1328.3 1335.2 1319.8 1320.9 -8.9 7,013 46,619 -1,353
Apr17 160930 1331.7 1338.3 1324.2 1324.2 -8.9 1,470 15,820 +109
Jun17 160930 1337.8 1341.1 1326.9 1327.3 -8.9 680 20,748 -22
Aug17 160930 1340.9 1340.9 1330.2 1330.2 -8.8 1,326 7,817 +123
Oct17 160930 1343.5 1343.5 1332.9 1332.9 -8.7 149 2,094 +86
Dec17 160930 1343.0 1344.8 1335.5 1335.5 -8.7 182 12,212 -46
Feb18 160930 1337.9 1337.9 1337.9 1337.9 -8.7 0 163 +0
Apr18 160930 1340.0 1340.0 1340.0 1340.0 -8.7 0 3 +0
Jun18 160930 1348.2 1348.2 1342.1 1342.1 -8.7 0 4,181 +0
Aug18 160930 1345.0 1345.0 1345.0 1345.0 -8.7      
Total Volume and Open Interest 179,591 574,370  
Silver(CMX)
Dec16 160930 1916.0 1977.0 1912.0 1921.4 +2.6 51,262 171,352 -2,370
Mar17 160930 1927.5 1987.5 1926.0 1932.9 +2.4 3,061 17,089 +1,266
May17 160930 1963.5 1992.5 1936.5 1940.3 +2.4 290 1,262 -109
Jul17 160930 1944.0 1949.5 1944.0 1947.6 +2.4 316 3,004 +152
Sep17 160930 1954.0 1955.5 1951.5 1954.0 +2.4 0 490 +0
Dec17 160930 1966.0 2018.0 1960.5 1962.8 +2.5 129 2,556 +103
Mar18 160930 1970.1 1970.1 1970.1 1970.1 +2.5 0 12 +0
Total Volume and Open Interest 55,347 200,008 -1,478
Platinum(NYMEX)
Oct16 160930 1026.0 1040.0 1025.0 1028.6 -2.2 12,487 4,040 -6,509
Jan17 160930 1032.3 1047.1 1030.1 1034.5 -2.7 21,635 61,026 +5,358
Apr17 160930 1036.9 1047.6 1035.8 1038.5 -2.7 211 4,259 +127
Jul17 160930 1041.6 1041.6 1041.6 1041.6 -2.7 4 27 +0
Total Volume and Open Interest 34,371 69,394 -1,000
Palladium(NYMEX)
Dec16 160930 716.80 728.00 714.55 721.50 +2.00 5,730 26,478 +933
Mar17 160930 718.00 728.95 717.00 722.95 +2.00 9 464 +0
Jun17 160930 724.80 724.80 724.80 724.80 +2.00 0 31 +0
Total Volume and Open Interest 5,743 26,979 +931
Copper(CMX)
Dec16 160930 219.10 221.90 218.05 221.05 +2.05 50,446 126,424 +286
Mar17 160930 220.10 222.80 219.10 222.00 +2.00 4,423 33,580 +943
May17 160930 220.50 223.35 219.80 222.60 +1.95 737 6,383 -50
Jul17 160930 222.10 223.30 222.10 223.05 +1.85 49 2,405 +9
Sep17 160930 223.50 223.50 223.20 223.50 +1.80 91 1,060 +41
Total Volume and Open Interest 57,257 180,180 +276
E-mini DJIA Index(CBOT)
Dec16 160930 18074 18283 17989 18219 +122 155,607 124,676 +3,855
Mar17 160930 18005 18214 17929 18156 +121 113 475 -4
Jun17 160930 18080 18087 17891 18080 +121 0 6 +0
Sep17 160930 17995 17995 17995 17995 +121      
Total Volume and Open Interest 155,720 125,157 +3,851
S & P 500(CME)
Dec16 160930 2144.70 2168.10 2136.00 2160.40 +11.90 4,976 63,210 -471
Mar17 160930 2154.60 2159.80 2154.60 2154.60 +12.00 0 163 +0
Jun17 160930 2149.00 2154.20 2149.00 2149.00 +12.00 0 60 +0
Sep17 160930 2145.60 2150.80 2145.60 2145.60 +12.00      
Total Volume and Open Interest 4,976 63,433 -471
S & P 500 E-Mini(Globex)
Dec16 160930 2145.75 2168.25 2135.75 2160.50 +12.00 1,733,016 2,895,144 +14,496
Mar17 160930 2140.75 2162.25 2130.25 2154.50 +12.00 3,844 8,826 +2,717
Jun17 160930 2133.25 2156.25 2124.75 2149.00 +12.00 19 580 +9
Sep17 160930 2145.50 2145.50 2130.00 2145.50 +12.00 5 17 +0
Total Volume and Open Interest 1,736,884 2,904,584 +17,222
NASDAQ 100 E-Mini(Globex)
Dec16 160930 4839.30 4885.50 4811.80 4870.30 +26.00 208,679 296,145 -704
Mar17 160930 4829.80 4880.80 4809.50 4866.00 +25.70 111 370 +28
Jun17 160930 4865.00 4866.30 4820.80 4860.00 +25.70 0 10 +0
Total Volume and Open Interest 208,790 296,530 -676
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 160930 1537.30 1555.50 1529.40 1549.60 +13.50 22,860 84,026 +1,045
Mar17 160930 1547.50 1549.80 1529.10 1547.50 +13.50 2 1 +1
Total Volume and Open Interest 22,862 84,027 +1,046
Volatility Index(CBOE)
Sep16 160921 15.90 16.10 15.20 15.30 -0.58 83,892 73,593 -14,529
Oct16 160930 15.95 16.75 15.35 15.78 -0.15 96,155 244,719 -2,120
Nov16 160930 17.05 17.60 16.65 16.95 -0.07 53,078 96,622 +2,133
Dec16 160930 17.48 17.97 17.26 17.45 -0.03 23,725 62,296 +2,677
Total Volume and Open Interest 186,984 477,747 +2,977
Russell 2000(ICE)
Dec16 160930 1234.10 1253.50 1227.50 1248.30 +12.10 76,602 331,378 +1,840
Mar17 160930 1224.30 1244.30 1224.30 1244.30 +11.60 0 269 +0
Jun17 160930 1240.80 1240.80 1240.80 1240.80 +11.10 0 170 +0
Total Volume and Open Interest 76,602 331,956 +1,840
Nikkei 225(CME)
Dec16 160930 16560 16635 16350 16595 +35 8,296 32,866 -1,332
Mar17 160930 16595 16625 16395 16595 +35 5 22 +2
Total Volume and Open Interest 8,301 32,888 -1,330
Nikkei 225(SGX)
Dec16 160930 16670 16700 16365 16370 -315 64,635 167,745 +191
Mar17 160930 16420 16420 16320 16335 -315 1,156 856 +311
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 160930 16520 16590 16315 16560 +35 36,248 49,701 -2,109
Mar17 160930 16415 16530 16260 16500 +35 28 41 -5
Total Volume and Open Interest 36,276 49,748 -2,114
Nikkei 225(CME) e-Mini Yen
Sep16 160908 16990 16990 16860 16990 +20 0 12 +0
Dec16 160930 16560 16580 16340 16560 +30 0 9 +0
Mar17 160930 16500 16500 16500 16500 +30      
Total Volume and Open Interest 0 9 +0
CAC 40(EURONEXT)
Oct16 160930 4384.0 4459.5 4337.0 4443.5 +4.0 86,772 269,576 -2,243
Nov16 160930 4358.0 4455.0 4345.0 4441.0 +5.0 14 4,251 +9
Dec16 160930 4365.0 4443.0 4329.0 4434.5 +4.0 210 21,464 -36
Total Volume and Open Interest 86,996 295,353 -2,270
Hang Seng Index(HKFE)
Sep16 160929 23630 23848 23496 23702 +61 211,621 73,461 -44,473
Oct16 160930 23710 23779 23200 23313 -397 92,779 136,191 +30,118
Nov16 160930 23357 23433 23211 23300        
DAX(EUREX)
Dec16 160930 10240.0 10543.5 10173.5 10512.5 +122.5 109,680 169,056 +622
Mar17 160930 10237.0 10530.0 10190.0 10509.5 +122.5 132 1,167 +59
Jun17 160930 10269.5 10548.0 10217.0 10532.0 +122.5 9 83 -2
Total Volume and Open Interest 109,821 170,306 +679
Mini-DAX(EUREX)
Sep16 160916 10420.0 10427.0 10264.0 10264.0 -180.5 36,525 13,993 +636
Dec16 160930 10244.0 10542.0 10175.0 10512.5 +122.5 40,179 13,488 +707
Mar17 160930 10236.0 10536.0 10185.0 10509.5 +122.5 153 998 -27
Total Volume and Open Interest 40,337 14,499 +683
FT-SE 100(EURONEXT)
Dec16 160930 6830.50 6884.50 6770.50 6857.50 -20.00 104,170 685,941 +7,984
Mar17 160930 6759.00 6819.50 6720.00 6797.00 -19.50 54 986 +29
Jun17 160930 6731.50 6732.00 6731.50 6731.50 -18.00      
Total Volume and Open Interest 104,224 686,927 +8,013
SPI 200(SFE)
Dec16 160930 5460.0 5466.0 5400.0 5416.0 -47.0 25,418 268,647 +124
Mar17 160930 5402.0 5402.0 5368.0 5368.0 -47.0 0 1,442 +0
Jun17 160930 5355.0 5355.0 5355.0 5355.0 -47.0 0 1,397 +0
Total Volume and Open Interest 25,535 273,017 +239
FTSE MIB(ISE)
Dec16 160930 15995.00 16400.00 15855.00 16357.00 +106.00 30,931 43,515 -2,397
Mar17 160930 15930.00 16350.00 15905.00 16340.00 +109.00 3 104 +0
Jun17 160930 15903.00 15903.00 15903.00 15903.00 +74.00      
Total Volume and Open Interest 30,934 43,619 -2,397
KOSPI 200(KFE)
Dec16 160930 261.00 261.35 257.80 258.20 -2.85 83,361 131,544 -2,530
Mar17 160930 258.40 258.50 255.15 255.50 -2.80 246 3,823 +200
Jun17 160930 257.00 257.60 256.25 256.25 -2.90 9 843 +9
Total Volume and Open Interest 83,617 139,248 -2,269
GSCI(CME)
Oct16 160930 363.25 364.90 362.55 363.95 +0.95 195 14,714 -5
Nov16 160930 366.60 367.00 366.60 366.60 +1.10 0 75 +0
Dec16 160930 370.20 370.20 370.20 370.20 +1.10      
Total Volume and Open Interest 195 14,789 -5
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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