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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Wed August 02, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug17 170802 960.75 968.25 960.00 966.50 +7.00 13,530 4,819 -3,681
Sep17 170802 964.75 973.75 963.25 970.75 +6.50 22,584 70,365 -722
Nov17 170802 972.25 981.00 970.50 977.50 +5.75 104,336 362,081 +4,906
Jan18 170802 981.25 989.75 979.25 986.50 +5.75 8,945 61,700 +299
Mar18 170802 987.50 996.00 986.00 993.50 +6.50 4,007 41,783 -75
May18 170802 991.25 1001.00 991.25 998.75 +6.50 2,743 21,975 +253
Jul18 170802 998.00 1006.75 997.50 1004.75 +6.75 2,484 40,429 -222
Aug18 170802 996.75 1003.50 996.75 1003.50 +7.25 40 1,054 -33
Sep18 170802 989.00 991.50 987.25 991.00 +7.75 10 229 +5
Nov18 170802 973.75 982.50 973.00 982.25 +8.25 2,553 16,653 +636
Jan19 170802 986.25 999.00 986.25 986.25 +8.50 0 102 +0
Mar19 170802 988.00 988.00 988.00 988.00 +8.25 0 8 +0
May19 170802 988.00 1001.00 988.00 988.00 +8.00 9 7 +0
Jul19 170802 991.50 991.50 991.50 991.50 +8.00 0 21 +0
Total Volume and Open Interest 161,241 621,369 +1,366
Soybean Meal(CBOT)
Aug17 170802 308.40 310.60 307.50 309.00 +0.70 7,311 4,235 -2,160
Sep17 170802 310.60 313.20 309.20 311.20 +0.90 20,428 55,472 -1,999
Oct17 170802 312.70 314.80 311.00 312.80 +0.80 6,385 25,261 -165
Dec17 170802 314.80 317.40 313.60 315.50 +1.00 45,661 161,186 +1,484
Jan18 170802 316.30 318.70 315.10 316.90 +0.80 3,544 30,435 +463
Mar18 170802 317.80 320.00 316.80 318.50 +0.80 1,661 25,795 +107
May18 170802 318.60 321.10 318.10 319.60 +1.00 1,980 14,548 +207
Jul18 170802 320.40 323.00 320.00 321.60 +1.20 1,451 11,584 -256
Aug18 170802 320.20 322.20 320.00 321.40 +1.20 70 2,554 -13
Sep18 170802 319.20 321.00 319.00 320.40 +1.20 216 2,108 -96
Total Volume and Open Interest 90,076 340,193 -2,418
Soybean Oil(CBOT)
Aug17 170802 33.88 34.18 33.88 34.15 +0.29 8,125 3,361 -2,333
Sep17 170802 34.00 34.29 33.93 34.26 +0.29 18,604 70,717 -1,613
Oct17 170802 34.09 34.41 34.07 34.38 +0.30 4,426 28,514 -203
Dec17 170802 34.30 34.60 34.24 34.57 +0.29 60,133 188,066 +637
Jan18 170802 34.40 34.75 34.37 34.72 +0.30 4,703 35,828 +1,522
Mar18 170802 34.56 34.86 34.51 34.84 +0.29 2,319 32,100 -47
May18 170802 34.69 34.92 34.64 34.92 +0.28 1,769 19,128 +300
Jul18 170802 34.81 35.05 34.77 35.02 +0.25 993 16,809 -35
Aug18 170802 34.78 34.95 34.72 34.95 +0.26 131 1,989 +7
Sep18 170802 34.68 34.86 34.57 34.84 +0.32 210 1,732 -108
Total Volume and Open Interest 102,655 406,120 -1,788
Canola(WCE)
Nov17 170802 498.4 502.5 498.4 501.0 +2.6 7,916 92,811 +1,536
Jan18 170802 505.5 507.9 505.5 506.4 +2.5 405 22,264 -120
Mar18 170802 510.6 511.8 509.3 510.3 +2.5 24 6,027 +3
May18 170802 514.4 514.4 513.2 513.2 +2.9 33 928 +1
Jul18 170802 516.5 517.1 515.5 515.5 +2.6 7 735 +1
Total Volume and Open Interest 8,389 123,317 +1,423
Corn(CBOT)
Sep17 170802 364.50 367.25 363.75 365.00 +2.50 81,956 516,883 -1,482
Dec17 170802 378.25 381.25 377.75 379.00 +2.50 111,901 573,360 +8,775
Mar18 170802 390.25 393.00 389.75 391.00 +2.50 22,489 139,910 -647
May18 170802 395.50 398.50 395.25 396.50 +2.50 5,099 33,395 +119
Jul18 170802 401.25 403.50 400.50 402.00 +2.75 9,115 75,682 +1,866
Sep18 170802 404.00 406.75 403.75 405.25 +2.75 2,442 15,662 +117
Dec18 170802 409.25 412.25 409.00 410.75 +2.25 6,251 56,692 +1,593
Mar19 170802 419.00 421.00 419.00 419.00 +2.25 146 1,298 +21
May19 170802 424.00 424.00 423.50 423.50 +1.75 0 305 +0
Jul19 170802 428.00 428.00 427.50 427.50 +1.25 67 785 -14
Total Volume and Open Interest 239,653 1,415,022 +10,359
Wheat(CBOT)
Sep17 170802 462.00 466.75 455.75 460.75 -0.50 54,205 169,563 +337
Dec17 170802 488.00 493.00 483.00 487.75 unch 25,026 147,325 +1,760
Mar18 170802 510.25 514.75 505.00 509.25 -0.25 8,236 55,130 +162
May18 170802 523.25 527.75 519.00 523.00 +0.50 1,639 17,633 +89
Jul18 170802 531.75 536.00 528.00 532.00 +1.00 1,614 28,706 +236
Sep18 170802 548.00 548.00 541.25 545.25 +1.50 425 2,275 -13
Total Volume and Open Interest 91,776 430,155 +2,440
Wheat(KCBT)
Sep17 170802 465.75 469.50 458.25 464.50 -0.75 23,775 104,303 -1,867
Dec17 170802 494.00 497.00 485.75 492.00 -0.75 11,119 84,588 +612
Mar18 170802 510.25 514.50 503.50 509.75 -0.75 5,578 51,091 +1,126
May18 170802 524.00 528.00 517.50 523.75 -0.25 555 8,444 +72
Jul18 170802 537.50 542.75 532.75 539.00 +0.75 820 18,483 +304
Sep18 170802 552.75 556.50 549.00 555.00 +1.25 152 2,356 +23
Dec18 170802 572.00 577.50 568.25 575.50 +3.25 30 1,265 -4
Total Volume and Open Interest 42,068 270,735 +288
Wheat(MGE)
Sep17 170802 717.00 725.00 714.25 722.25 +4.25 4,574 26,571 -49
Dec17 170802 729.75 738.25 727.00 735.25 +4.50 4,764 35,441 +1,036
Mar18 170802 730.25 735.75 726.50 734.50 +4.75 1,098 18,625 +359
May18 170802 718.50 724.00 716.50 724.00 +3.50 352 5,442 +168
Jul18 170802 708.00 715.00 708.00 713.75 +6.00 91 2,425 +21
Sep18 170802 646.50 648.00 643.50 647.50 +2.00 59 1,547 +10
Total Volume and Open Interest 10,946 90,821 +1,541
Oats(CBOT)
Sep17 170802 282.50 294.50 282.50 289.50 +9.25 344 999 -233
Dec17 170802 283.25 294.50 283.25 289.50 +8.00 540 5,470 +279
Mar18 170802 285.00 292.50 285.00 289.00 +6.75 2 484 +1
May18 170802 288.00 288.00 288.00 288.00 +6.50 0 11 +0
Total Volume and Open Interest 886 6,964 +47
Rough Rice(CBOT)
Sep17 170802 12.36 12.52 12.36 12.49 +0.12 693 8,104 -204
Nov17 170802 12.70 12.76 12.66 12.75 +0.13 468 1,718 +270
Jan18 170802 12.94 12.94 12.77 12.94 +0.13 2 66 +0
Mar18 170802 13.06 13.06 13.06 13.06 +0.13 0 124 +0
Total Volume and Open Interest 1,163 10,012 +66
Live Cattle(CME)
Aug17 170802 112.830 114.900 112.080 114.535 +1.735 14,227 39,524 -5,354
Oct17 170802 112.850 114.980 111.930 114.680 +1.795 24,936 180,913 -1,363
Dec17 170802 114.135 116.080 113.285 115.885 +1.685 8,861 69,249 +209
Feb18 170802 115.750 117.250 114.885 117.135 +1.385 5,899 37,905 +148
Apr18 170802 115.680 117.000 114.785 116.900 +1.220 2,234 18,615 +122
Jun18 170802 109.980 111.400 109.180 111.330 +1.280 621 7,351 +87
Total Volume and Open Interest 56,902 355,845 -6,088
Feeder Cattle(CME)
Aug17 170802 149.300 150.700 147.235 150.250 +1.065 5,629 18,365 -1,039
Sep17 170802 149.400 150.935 147.630 150.600 +1.150 4,797 16,738 -749
Oct17 170802 148.735 150.450 147.235 150.100 +1.250 4,459 10,773 +136
Nov17 170802 147.580 149.330 146.330 149.035 +1.455 2,111 4,895 -6
Jan18 170802 145.050 146.550 143.735 146.035 +1.050 1,453 5,737 -64
Mar18 170802 143.500 144.800 142.100 144.400 +0.850 657 1,876 +140
Apr18 170802 142.235 144.150 142.235 144.000 +0.950 82 240 +21
Total Volume and Open Interest 19,255 58,838 -1,541
Lean Hogs(CME)
Aug17 170802 80.250 82.180 79.950 81.950 +2.150 7,404 28,267 -2,219
Oct17 170802 64.400 66.750 64.135 66.225 +1.825 14,242 119,693 +667
Dec17 170802 59.330 61.050 58.880 60.630 +1.230 5,728 52,848 +707
Feb18 170802 64.150 65.850 63.735 65.385 +1.000 2,987 28,987 +286
Apr18 170802 68.535 69.950 68.000 69.480 +0.780 694 24,232 +3
May18 170802 74.250 74.730 74.250 74.730 +0.380 31 511 +4
Jun18 170802 77.980 79.150 77.535 78.600 +0.400 375 11,786 +119
Jul18 170802 77.080 78.500 76.700 78.100 +0.815 20 1,314 +0
Total Volume and Open Interest 31,592 268,397 -369
Class III Milk(CME)
Jul17 170801 15.48 15.50 15.47 15.49 +0.02 77 5,103 -46
Aug17 170802 16.74 16.79 16.45 16.49 -0.24 455 5,315 +1
Sep17 170802 17.53 17.59 16.97 17.07 -0.41 868 5,214 +223
Oct17 170802 17.52 17.61 17.13 17.23 -0.30 168 3,562 +13
Nov17 170802 17.45 17.50 17.11 17.16 -0.27 109 3,138 +32
Dec17 170802 17.15 17.15 16.91 16.97 -0.14 63 2,722 +27
Jan18 170802 16.79 16.79 16.65 16.65 -0.14 30 985 +15
Feb18 170802 16.73 16.75 16.63 16.63 -0.09 47 877 +23
Mar18 170802 16.69 16.69 16.61 16.61 -0.07 1 866 +0
Apr18 170802 16.60 16.63 16.54 16.54 -0.04 0 614 +0
May18 170802 16.65 16.65 16.57 16.57 -0.05 1 623 +1
Jun18 170802 16.75 16.75 16.68 16.68 -0.01 0 533 +0
Jul18 170802 16.83 16.83 16.76 16.83 +0.06 6 211 +6
Total Volume and Open Interest 1,811 30,370 +352
Cocoa(ICE)
Sep17 170802 2007 2069 1997 2055 +32 26,078 102,055 -3,830
Dec17 170802 2027 2095 2027 2082 +30 14,668 90,126 +2,280
Mar18 170802 2058 2118 2054 2105 +30 6,292 33,415 -181
May18 170802 2077 2133 2077 2120 +30 1,111 12,466 -124
Jul18 170802 2096 2143 2093 2135 +31 649 9,193 -194
Sep18 170802 2129 2162 2129 2151 +32 493 8,419 +46
Dec18 170802 2163 2179 2163 2168 +32 63 5,901 -13
Total Volume and Open Interest 49,355 268,973 -2,015
Coffee "C"(ICE)
Sep17 170802 138.00 141.20 137.45 140.35 +2.50 16,925 90,404 -3,176
Dec17 170802 141.50 144.70 141.15 143.95 +2.55 5,220 61,019 +291
Mar18 170802 145.00 148.20 144.70 147.45 +2.50 2,416 28,973 -2
May18 170802 147.15 150.40 146.95 149.65 +2.50 1,158 16,659 +169
Jul18 170802 149.25 152.45 148.95 151.75 +2.55 553 5,669 -18
Sep18 170802 151.15 154.45 151.15 153.70 +2.50 196 5,927 +18
Total Volume and Open Interest 26,587 215,119 -2,663
Orange Juice(ICE)
Sep17 170802 132.20 134.20 130.60 133.90 +1.80 1,538 7,452 +27
Nov17 170802 134.00 135.95 132.65 135.80 +2.15 326 2,497 +182
Jan18 170802 136.70 137.50 136.05 137.35 +1.95 26 1,128 +12
Mar18 170802 138.00 139.55 138.00 139.55 +2.00 4 385 +1
May18 170802 141.80 141.80 141.80 141.80 +1.95 3 166 -3
Jul18 170802 144.55 144.55 144.55 144.55 +1.95 2 15 +0
Total Volume and Open Interest 1,899 11,643 +219
Sugar #11(ICE)
Oct17 170802 14.80 14.96 14.61 14.79 -0.09 75,818 398,895 -7,043
Mar18 170802 15.50 15.65 15.33 15.50 -0.06 27,524 195,021 +2,746
May18 170802 15.61 15.76 15.48 15.64 -0.03 14,751 66,055 -392
Jul18 170802 15.71 15.86 15.62 15.76 -0.01 9,658 40,684 +2,309
Oct18 170802 15.96 16.05 15.86 15.96 unch 2,500 32,707 +75
Mar19 170802 16.39 16.49 16.38 16.43 +0.01 1,144 16,639 +159
May19 170802 16.45 16.45 16.38 16.38 unch 560 4,139 +233
Jul19 170802 16.35 16.35 16.35 16.35 +0.01 565 4,827 +59
Total Volume and Open Interest 133,113 765,059 -1,857
London Cocoa(LCE)
Sep17 170802 1541 1582 1537 1580 +19 13,786 81,378 +2,070
Dec17 170802 1562 1595 1552 1593 +18 8,738 67,997 +348
Mar18 170802 1578 1614 1573 1612 +17 4,811 51,589 -601
May18 170802 1603 1623 1585 1622 +16 683 19,074 -51
Jul18 170802 1600 1634 1596 1633 +17 251 14,414 -35
Sep18 170802 1612 1645 1608 1644 +17 148 10,451 +3
Dec18 170802 1629 1660 1625 1660 +16 137 6,900 +59
Total Volume and Open Interest 28,554 252,360 +1,793
London Sugar(LCE)
Oct17 170802 397.00 401.40 394.50 397.10 -2.20 5,840 46,749 -961
Dec17 170802 403.00 407.60 400.90 402.50 -3.40 2,119 15,824 +17
Mar18 170802 410.20 415.00 408.90 411.50 -2.10 603 10,350 +46
May18 170802 415.00 419.90 414.90 416.40 -1.90 301 4,872 +101
Aug18 170802 419.90 424.60 419.90 421.60 -0.90 79 3,929 +28
Total Volume and Open Interest 8,948 83,773 -763
Cotton(ICE)
Oct17 170802 71.17 71.85 71.17 71.75 +0.58 12 212 +2
Dec17 170802 69.44 70.40 69.22 70.34 +1.03 15,984 156,000 +38
Mar18 170802 68.74 69.65 68.65 69.62 +0.93 2,747 42,223 +253
May18 170802 69.08 69.96 69.01 69.96 +0.91 254 4,944 +34
Jul18 170802 69.45 70.35 69.45 70.35 +0.92 78 4,734 +13
Oct18 170802 69.10 69.10 69.10 69.10 +0.76 0 1 +0
Total Volume and Open Interest 19,153 216,428 +365
Lumber(CME)
Sep17 170802 383.1 388.0 381.0 384.7 +3.8 540 3,602 -84
Nov17 170802 366.8 370.4 366.6 368.5 +3.0 240 988 +143
Jan18 170802 371.5 374.1 371.0 373.1 +3.2 2 224 +1
Mar18 170802 377.4 377.4 376.7 376.7 +4.2 0 45 +0
Total Volume and Open Interest 782 4,864 +60
Crude Oil(NYM)
Sep17 170802 48.80 49.65 48.55 49.59 +0.43 781,539 592,595 -4,232
Oct17 170802 49.00 49.78 48.70 49.73 +0.44 170,169 192,972 +5,568
Nov17 170802 49.11 49.92 48.88 49.87 +0.44 88,366 127,401 +4,827
Dec17 170802 49.26 50.04 49.04 49.99 +0.42 129,380 337,303 -12,714
Jan18 170802 49.43 50.15 49.21 50.11 +0.41 52,459 113,732 -1,277
Feb18 170802 49.52 50.21 49.30 50.18 +0.40 31,125 56,240 +2,429
Mar18 170802 49.61 50.26 49.38 50.23 +0.40 36,069 86,720 +3,953
Apr18 170802 49.61 50.27 49.47 50.26 +0.40 13,381 32,333 +506
May18 170802 49.73 50.30 49.50 50.26 +0.38 10,167 33,906 +1,717
Jun18 170802 49.70 50.29 49.51 50.26 +0.37 44,813 152,190 +11,253
Jul18 170802 49.73 50.25 49.65 50.24 +0.35 6,070 28,227 +1,595
Aug18 170802 49.69 50.25 49.67 50.22 +0.33 2,415 18,743 +571
Sep18 170802 50.17 50.22 50.17 50.20 +0.31 6,116 46,647 +901
Oct18 170802 50.09 50.19 50.09 50.19 +0.29 1,906 16,915 +335
Nov18 170802 50.15 50.19 50.14 50.19 +0.27 2,290 21,064 +1,035
Dec18 170802 49.86 50.28 49.65 50.22 +0.26 42,080 173,649 -127
Total Volume and Open Interest 1,431,841 2,227,689 +17,129
e-miNY Crude Oil(NYM)
Sep17 170802 48.800 49.650 48.550 49.600 +0.450 10,172 3,191 +182
Oct17 170802 48.925 49.775 48.750 49.725 +0.425 273 646 +34
Nov17 170802 49.325 49.925 49.100 49.875 +0.450 42 140 +6
Dec17 170802 49.500 50.025 49.500 50.000 +0.425 20 562 -3
Jan18 170802 49.700 50.100 49.700 50.100 +0.400 2 262 +0
Feb18 170802 50.175 50.175 49.750 50.175 +0.400 3 36 -1
Mar18 170802 50.225 50.225 49.650 50.225 +0.400 2 2 +0
Apr18 170802 50.250 50.250 49.975 50.250 +0.400 2 29 +0
May18 170802 50.250 50.275 50.250 50.250 +0.375 2 61 +0
Jun18 170802 49.550 50.250 49.550 50.250 +0.350 3 29 +0
Total Volume and Open Interest 10,531 5,081 +220
NY Harbor ULSD(NYM)
Sep17 170802 163.68 165.98 162.55 165.88 +1.75 69,377 134,557 -1,895
Oct17 170802 164.37 166.27 162.89 166.18 +1.69 25,693 45,006 +246
Nov17 170802 164.50 166.57 163.30 166.49 +1.65 19,726 41,544 +1,761
Dec17 170802 164.75 166.75 163.50 166.65 +1.56 24,518 61,038 +1,486
Jan18 170802 165.00 166.98 163.90 166.90 +1.49 5,259 24,577 +268
Feb18 170802 165.00 166.91 163.88 166.86 +1.43 3,240 13,209 -169
Mar18 170802 165.06 166.34 164.67 166.25 +1.37 1,590 13,410 -51
Apr18 170802 163.34 165.06 163.34 165.06 +1.32 485 6,713 +68
May18 170802 164.26 164.26 161.86 164.26 +1.32 476 3,608 +9
Jun18 170802 162.54 163.89 161.65 163.81 +1.33 1,994 18,192 -134
Jul18 170802 161.87 163.84 161.87 163.84 +1.31 133 1,845 -3
Aug18 170802 163.55 164.02 163.50 164.02 +1.26 72 1,481 +4
Sep18 170802 163.37 164.26 163.37 164.26 +1.22 18 1,672 -4
Oct18 170802 163.80 164.63 163.80 164.63 +1.16 10 872 +4
Total Volume and Open Interest 154,436 396,078 -697
RBOB Gasoline(NYM)
Sep17 170802 165.72 166.69 162.91 164.48 -1.65 81,984 143,607 +3,413
Oct17 170802 153.65 155.27 152.22 154.35 -0.32 50,506 72,564 -1,247
Nov17 170802 150.79 151.83 149.27 151.48 +0.12 21,568 52,453 +1,312
Dec17 170802 148.15 149.43 146.96 149.22 +0.35 19,918 43,091 +298
Jan18 170802 147.66 148.86 146.48 148.74 +0.44 6,180 24,834 +409
Feb18 170802 148.40 149.63 147.28 149.53 +0.46 2,244 8,429 -249
Mar18 170802 149.93 151.38 149.57 151.35 +0.50 2,762 12,164 +468
Apr18 170802 167.62 168.69 166.73 168.69 +0.61 870 9,040 +302
May18 170802 168.22 169.11 167.16 169.11 +0.57 258 4,215 +86
Jun18 170802 167.74 168.33 166.31 168.27 +0.51 784 8,002 +3
Total Volume and Open Interest 190,468 390,259 -2,677
e-miNY RBOB Gasoline(NYM)
Sep17 170802 164.50 166.10 164.48 164.50 -1.63      
Oct17 170802 154.40 154.40 154.35 154.40 -0.27      
Nov17 170802 151.50 151.50 151.48 151.50 +0.14      
Dec17 170802 149.20 149.22 149.20 149.20 +0.33      
Total Volume and Open Interest      
Natural Gas(NYM)
Sep17 170802 2.815 2.837 2.785 2.811 -0.008 176,226 340,362 +14,868
Oct17 170802 2.846 2.876 2.824 2.851 -0.004 72,136 186,477 -1,632
Nov17 170802 2.927 2.956 2.906 2.936 unch 29,376 87,814 -1,581
Dec17 170802 3.081 3.113 3.063 3.094 +0.001 26,283 75,306 +1,335
Jan18 170802 3.169 3.203 3.154 3.184 +0.002 39,097 124,187 -607
Feb18 170802 3.161 3.192 3.144 3.175 +0.004 14,630 51,153 +629
Mar18 170802 3.117 3.150 3.103 3.132 +0.005 28,939 82,834 -649
Apr18 170802 2.804 2.831 2.795 2.826 +0.020 25,301 108,130 -372
May18 170802 2.776 2.805 2.772 2.802 +0.022 6,538 40,997 +288
Jun18 170802 2.800 2.829 2.796 2.827 +0.023 4,023 24,984 +544
Jul18 170802 2.825 2.855 2.824 2.852 +0.024 3,030 25,025 +402
Aug18 170802 2.830 2.863 2.828 2.857 +0.024 2,120 20,459 +354
Sep18 170802 2.811 2.839 2.811 2.838 +0.024 1,237 19,990 +238
Oct18 170802 2.833 2.861 2.827 2.860 +0.024 4,426 47,280 -66
Nov18 170802 2.886 2.915 2.886 2.912 +0.025 1,907 21,179 +407
Dec18 170802 3.022 3.049 3.010 3.044 +0.025 1,643 22,782 +459
Total Volume and Open Interest 443,573 1,332,325 +15,500
Brent Crude Oil(ICE)
Oct17 170802 51.38 52.43 51.18 52.36 +0.58 376,748 536,183 +327
Nov17 170802 51.57 52.49 51.36 52.44 +0.50 177,635 261,074 +14,430
Dec17 170802 51.76 52.61 51.57 52.56 +0.45 185,582 376,446 +5,626
Jan18 170802 51.90 52.71 51.72 52.66 +0.41 53,553 128,022 +4,717
Feb18 170802 52.12 52.80 51.85 52.77 +0.38 28,692 87,407 +2,327
Mar18 170802 52.30 52.89 51.97 52.85 +0.34 29,161 71,713 +439
Apr18 170802 52.44 52.94 52.05 52.92 +0.33 7,993 28,106 +1,205
May18 170802 52.46 53.01 52.16 52.97 +0.32 5,269 32,350 +293
Jun18 170802 52.52 53.04 52.19 53.01 +0.32 25,560 121,009 +938
Jul18 170802 53.08 53.08 53.08 53.08 +0.32 1,540 23,433 +17
Aug18 170802 53.13 53.13 53.13 53.13 +0.31 826 19,402 -7
Sep18 170802 53.62 53.62 53.16 53.16 +0.30 3,795 32,995 +706
Oct18 170802 53.19 53.19 53.19 53.19 +0.29 596 18,383 +144
Nov18 170802 53.22 53.22 53.22 53.22 +0.28 414 17,014 +118
Total Volume and Open Interest 948,387 2,268,524 -26,486
Gas Oil(ICE)
Aug17 170802 484.75 493.00 482.50 490.00 +6.25 79,543 81,702 +2,434
Sep17 170802 483.25 491.50 481.00 488.25 +6.50 138,845 189,684 -5,969
Oct17 170802 482.50 489.50 479.50 486.75 +6.50 87,312 116,688 -950
Nov17 170802 478.75 485.75 476.25 483.50 +6.50 33,411 46,096 -4,016
Dec17 170802 475.50 482.50 473.50 480.50 +6.50 75,999 131,744 -1,899
Jan18 170802 476.25 482.00 473.50 480.25 +6.25 22,275 43,370 +2,289
Feb18 170802 476.75 482.25 474.50 480.75 +6.25 11,269 25,416 +2,010
Mar18 170802 475.75 482.50 474.50 481.00 +6.25 9,049 26,595 +1,002
Apr18 170802 477.00 482.25 476.50 481.00 +6.00 2,896 12,853 +317
May18 170802 475.25 481.00 475.25 480.75 +6.00 1,438 10,751 +74
Total Volume and Open Interest 489,391 914,697 -4,243
Ethanol(CBOT)
Aug17 170802 1.543 1.561 1.543 1.559 +0.012 2 44 -2
Sep17 170802 1.550 1.560 1.543 1.559 +0.020 111 999 +26
Oct17 170802 1.550 1.550 1.535 1.545 +0.019 16 386 +5
Nov17 170802 1.528 1.528 1.528 1.528 +0.016 1 97 +1
Dec17 170802 1.511 1.511 1.511 1.511 +0.016 0 357 +0
Jan18 170802 1.493 1.493 1.493 1.493 +0.016 0 13 +0
Feb18 170802 1.493 1.493 1.493 1.493 +0.016      
Mar18 170802 1.493 1.493 1.493 1.493 +0.016      
Total Volume and Open Interest 130 1,901 +30
WTI Crude Oil(ICE)
Sep17 170802 48.80 49.65 48.56 49.59 +0.43 59,497 81,240 +808
Oct17 170802 48.96 49.79 48.70 49.73 +0.44 71,869 58,320 +1,504
Nov17 170802 49.14 49.92 48.91 49.87 +0.44 29,901 20,417 +1,671
Dec17 170802 49.28 50.05 49.04 49.99 +0.42 39,489 133,249 +1,606
Jan18 170802 49.29 50.14 49.22 50.11 +0.41 11,177 19,284 +1,415
Feb18 170802 49.42 50.22 49.31 50.18 +0.40 4,191 8,294 -164
Mar18 170802 49.98 50.27 49.45 50.23 +0.40 4,078 13,234 +582
Apr18 170802 49.97 50.26 49.76 50.26 +0.40 568 3,346 +53
May18 170802 49.59 50.26 49.59 50.26 +0.38 969 8,320 +414
Jun18 170802 49.98 50.26 49.67 50.26 +0.37 8,811 50,999 -258
Jul18 170802 50.24 50.24 50.24 50.24 +0.35 601 3,096 +319
Aug18 170802 50.22 50.22 50.22 50.22 +0.33 385 1,684 -57
Sep18 170802 50.20 50.20 50.20 50.20 +0.31 498 5,212 +96
Oct18 170802 50.19 50.19 50.19 50.19 +0.29 19 1,564 +5
Nov18 170802 50.19 50.19 50.19 50.19 +0.27 101 2,545 +12
Dec18 170802 50.19 50.26 49.75 50.22 +0.26 9,211 112,504 +1,322
Total Volume and Open Interest 242,838 583,666 +9,218
US Dollar Index(ICE)
Sep17 170802 92.905 93.030 92.390 92.700 -0.200 29,881 48,343 -308
Dec17 170802 92.740 92.800 92.230 92.520 -0.190 224 2,391 +31
Mar18 170802 92.500 92.500 92.185 92.290 -0.190 27 438 +24
Total Volume and Open Interest 30,159 51,352 -226
Australian Dollar(CME)
Sep17 170802 79.65 79.89 79.37 79.65 unch 76,319 135,249 +1,615
Dec17 170802 79.59 79.78 79.30 79.56 unch 112 2,092 +45
Mar18 170802 79.48 79.48 79.48 79.48 unch 0 218 +0
Total Volume and Open Interest 77,053 138,815 +1,890
British Pound(CME)
Sep17 170802 132.30 132.73 132.10 132.49 +0.18 105,755 209,816 +4,081
Dec17 170802 132.67 133.08 132.48 132.87 +0.18 158 1,738 +34
Mar18 170802 133.31 133.31 133.26 133.26 +0.18 2 284 +0
Total Volume and Open Interest 106,707 212,869 +4,376
Canadian Dollar(CME)
Sep17 170802 79.82 79.85 79.47 79.69 -0.22 89,600 182,857 -1,009
Dec17 170802 79.82 79.85 79.55 79.75 -0.22 268 5,227 +78
Mar18 170802 79.67 79.80 79.62 79.80 -0.22 36 542 +36
Jun18 170802 79.81 79.84 79.81 79.84 -0.22 3 128 -1
Total Volume and Open Interest 90,644 189,819 -1,162
Japanese Yen(CME)
Sep17 170802 90.77 90.86 90.28 90.62 -0.23 115,074 238,420 +922
Dec17 170802 91.20 91.22 90.69 91.01 -0.24 137 1,536 +48
Mar18 170802 91.47 91.47 91.47 91.47 -0.24 62 318 +28
Total Volume and Open Interest 116,156 241,145 +1,233
Swiss Franc(CME)
Sep17 170802 103.88 103.94 103.25 103.38 -0.43 40,280 39,369 -1,152
Dec17 170802 104.40 104.40 104.00 104.00 -0.43 13 369 -3
Mar18 170802 104.61 104.66 104.61 104.66 -0.44 0 29 +0
Total Volume and Open Interest 40,293 39,787 -1,155
EuroFX(CME)
Sep17 170802 118.34 119.40 118.23 118.90 +0.58 241,643 442,965 +3,902
Dec17 170802 118.96 119.95 118.83 119.48 +0.58 1,654 5,778 +307
Mar18 170802 119.59 120.42 119.58 120.11 +0.58 319 1,223 +74
Total Volume and Open Interest 245,755 454,577 +4,186
Mexican Peso(CME)
Aug17 170802 559.75 559.75 559.75 559.75 +1.00 8 44 +0
Sep17 170802 555.25 558.13 552.38 556.50 +0.75 26,587 214,613 -278
Total Volume and Open Interest 26,662 214,785 -228
Brazilian Real(CME)
Sep17 170802 318.00 319.35 317.20 319.20 +0.35 1,612 23,234 +313
Oct17 170802 317.75 317.75 317.75 317.75 +0.30 0 250 +0
Nov17 170802 316.25 316.25 316.25 316.25 +0.40      
Dec17 170802 314.90 314.90 314.90 314.90 +0.40 0 2 +0
Total Volume and Open Interest 1,612 23,986 -6,233
30-Year T-Bonds(CBOT)
Sep17 170802 153~290 154~180 153~170 154~070 +0~060 202,613 730,749 +3,250
Dec17 170802 152~150 153~100 152~120 152~310 +0~060 635 1,229 +316
Mar18 170802 152~080 152~080 152~080 152~080 +0~060      
Total Volume and Open Interest 203,248 731,978 +3,566
10-Year T-Notes(CBOT)
Sep17 170802 126~060 126~085 125~310 126~035 -0~040 1,032,988 3,168,975 -40,905
Dec17 170802 125~260 125~300 125~210 125~250 -0~040 2,122 28,645 +621
Mar18 170802 125~130 125~130 125~130 125~130 -0~040      
Total Volume and Open Interest 1,035,110 3,197,620 -40,284
5-Year T-Notes(CBOT)
Sep17 170802 118~090 118~094 118~042 118~064 -0~030 547,598 2,948,977 -24,897
Dec17 170802 117~262 117~290 117~262 117~280 -0~030 17 9,789 +6
Mar18 170802 117~202 117~202 117~202 117~202 -0~030      
Total Volume and Open Interest 547,615 2,958,766 -24,891
2 Year T-Notes(CBOT)
Sep17 170802 108~056 108~060 108~044 108~046 -0~012 208,965 1,376,251 +27,542
Dec17 170802 108~010 108~022 108~010 108~010 -0~012 2 2,514 +2
Mar18 170802 107~312 107~312 107~312 107~312 -0~012      
Total Volume and Open Interest 208,967 1,378,765 +27,544
Eurodollars(CME)
Sep17 170802 98.670 98.675 98.665 98.670 unch 110,950 1,484,719 -6,297
Dec17 170802 98.555 98.555 98.540 98.550 unch 109,212 1,930,945 +4,600
Mar18 170802 98.475 98.475 98.460 98.465 -0.005 95,892 1,171,536 +7,985
Jun18 170802 98.415 98.420 98.395 98.405 -0.010 98,484 1,100,932 -2,852
Sep18 170802 98.355 98.360 98.330 98.345 -0.010 78,419 1,055,518 +2,792
Dec18 170802 98.275 98.280 98.250 98.265 -0.015 122,154 1,402,262 +409
Mar19 170802 98.235 98.235 98.205 98.220 -0.015 71,904 880,485 +4,108
Jun19 170802 98.190 98.190 98.155 98.175 -0.015 60,000 699,142 +1,631
Sep19 170802 98.145 98.145 98.105 98.125 -0.020 53,876 662,792 +692
Dec19 170802 98.080 98.080 98.035 98.060 -0.020 50,934 738,117 -501
Mar20 170802 98.040 98.040 97.995 98.020 -0.020 44,922 436,729 +2,757
Jun20 170802 97.995 97.995 97.955 97.980 -0.015 42,347 317,244 -1,901
Sep20 170802 97.945 97.950 97.905 97.935 -0.015 24,363 235,096 -742
Dec20 170802 97.885 97.890 97.845 97.875 -0.015 24,948 307,492 -2,159
Mar21 170802 97.845 97.850 97.805 97.835 -0.015 20,581 164,066 -101
Jun21 170802 97.795 97.805 97.760 97.785 -0.015 27,319 116,228 +1,177
Sep21 170802 97.750 97.755 97.710 97.740 -0.010 13,857 88,686 -1,209
Dec21 170802 97.695 97.705 97.655 97.685 -0.010 13,304 96,293 -1,454
Total Volume and Open Interest 1,101,943 13,172,126 +13,224
Ultra T-Bond(CBOT)
Sep17 170802 165~29 166~21 165~06 166~09 +0~07 98,572 810,491 +7,322
Dec17 170802 164~16 165~20 164~16 165~09 +0~07 583 2,581 +501
Mar18 170802 164~09 164~09 164~09 164~09 +0~07      
Total Volume and Open Interest 99,155 813,072 +7,823
Ultra 10-Yr T-Note(CBOT)
Sep17 170802 135~150 135~200 135~045 135~130 -0~040 102,593 406,975 -3,066
Dec17 170802 134~280 134~280 134~280 134~280 -0~040 0 1 +0
Mar18 170802 134~280 134~280 134~280 134~280 -0~040      
Total Volume and Open Interest 102,593 406,976 -3,066
30 Day Federal Funds(CBOT)
Aug17 170802 98.845 98.845 98.842 98.845 unch 4,517 185,080 -2,224
Sep17 170802 98.845 98.845 98.840 98.840 unch 794 85,776 -224
Oct17 170802 98.835 98.840 98.835 98.835 unch 1,980 298,353 +4,091
Nov17 170802 98.825 98.825 98.820 98.825 unch 693 215,701 -422
Dec17 170802 98.780 98.785 98.775 98.780 unch 1,781 82,688 -367
Jan18 170802 98.740 98.745 98.730 98.740 unch 3,293 233,600 +1,506
Total Volume and Open Interest 20,729 1,442,265 -259,973
Japanese Govt Bonds(SGX)
Sep17 170801 150.16 150.17 150.10 150.13 -0.01 448 13,277 -508
Dec17 170801 150.13 150.13 150.13 150.13 -0.01      
Mar18 170801 150.13 150.13 150.13 150.13 -0.01      
Total Volume and Open Interest 448 13,277 -508
Euro-Buxl(EUREX)
Sep17 170802 164.48 164.48 163.68 164.18 -0.06 39,977 220,295 +814
Dec17 170802 162.66 162.66 162.66 162.66 -0.04 0 325 +0
Mar18 170802 162.14 162.14 162.14 162.14 -0.06      
Total Volume and Open Interest 39,977 220,620 +814
Euro-Bund(EUREX)
Sep17 170802 162.89 162.97 162.63 162.86 +0.06 512,322 1,864,919 +68,403
Dec17 170802 159.92 160.10 159.79 159.99 +0.06 965 41,582 +6,652
Mar18 170802 158.86 158.86 158.86 158.86 +0.06 0 37 +0
Total Volume and Open Interest 513,287 1,906,538 +75,055
Euro-Bobl(EUREX)
Sep17 170802 132.36 132.40 132.30 132.34 unch 321,406 1,421,233 +29,139
Dec17 170802 130.98 130.98 130.73 130.74 unch 549 50,814 +24
Mar18 170802 130.74 130.74 130.74 130.74 unch      
Total Volume and Open Interest 321,955 1,472,047 +29,163
Euro-Schatz(EUREX)
Sep17 170802 112.13 112.13 112.10 112.11 -0.00 224,320 1,425,897 +37,364
Dec17 170802 111.99 111.99 111.99 111.99 -0.01 2,112 24,853 +2,178
Mar18 170802 112.11 112.11 112.11 112.11 -0.00      
Total Volume and Open Interest 226,432 1,450,750 +39,542
3-Mth Euribor(EUREX)
Sep17 170802 100.330 100.330 100.330 100.330 unch 0 5,881 +10
Dec17 170802 100.315 100.315 100.315 100.315 unch 0 7,567 +0
Mar18 170802 100.295 100.295 100.295 100.295 unch 0 7,117 +4
Total Volume and Open Interest 15 38,784 +14
Long Gilt(LIFFE)
Sep17 170802 126~02 126~07 125~21 125~30 -0~11 160,516 650,793 +6,764
Dec17 170802 125~02 125~02 125~02 125~02 -0~11      
Total Volume and Open Interest 160,516 650,793 +6,764
3-Mth Short Sterling(LIFFE)
Sep17 170802 99.67 99.67 99.66 99.67 unch 49,881 437,839 -12,945
Dec17 170802 99.58 99.58 99.57 99.57 -0.01 37,132 408,788 +6,643
Mar18 170802 99.51 99.52 99.50 99.50 -0.01 19,936 341,948 +1,209
Jun18 170802 99.46 99.46 99.44 99.45 -0.01 28,851 305,973 +1,794
Sep18 170802 99.41 99.41 99.39 99.40 -0.01 41,846 273,823 -822
Dec18 170802 99.36 99.36 99.34 99.35 -0.01 33,693 279,339 -1,868
Total Volume and Open Interest 384,140 2,900,348 +4,516
3-Mth Euribor(LIFFE)
Sep17 170802 100.325 100.330 100.325 100.325 -0.005 24,241 375,375 -9,381
Dec17 170802 100.310 100.315 100.310 100.310 -0.005 11,808 384,426 +1,033
Mar18 170802 100.290 100.295 100.290 100.290 -0.005 18,141 438,548 +2,162
Total Volume and Open Interest 338,561 3,719,173 -9,630
3-Mth Aus T-Bills(SFE)
Sep17 170802 98.28 98.29 98.28 98.29 unch 3,119 118,188 -392
Dec17 170802 98.26 98.27 98.25 98.26 unch 13,320 226,206 -1,659
Mar18 170802 98.19 98.21 98.19 98.20 unch 15,556 180,082 +1,029
Jun18 170802 98.12 98.14 98.11 98.13 +0.01 17,026 149,178 +2,979
Sep18 170802 98.04 98.06 98.03 98.05 unch 14,001 106,527 +1,254
Dec18 170802 97.95 97.98 97.95 97.97 +0.01 8,381 85,921 +296
Mar19 170802 97.88 97.91 97.87 97.89 unch 5,854 61,982 +682
Jun19 170802 97.80 97.82 97.79 97.81 +0.01 3,422 43,790 +1,058
Sep19 170802 97.75 97.75 97.72 97.73 unch 5 3,654 +4
Dec19 170802 97.68 97.68 97.66 97.66 +0.01 0 2,766 +0
Total Volume and Open Interest 80,684 980,762 +5,251
10-Year Aus T-Bonds(SFE)
Sep17 170802 97.28 97.33 97.26 97.30 +0.01 104,637 982,551 +1,596
Dec17 170802 97.30 97.30 97.30 97.30 +0.01 0 470 +0
Total Volume and Open Interest 104,637 983,021 +1,596
3-Year Aus T-Bonds(SFE)
Sep17 170802 98.02 98.06 98.02 98.04 +0.01 119,661 982,905 +2,491
Dec17 170802 98.04 98.04 98.04 98.04 +0.01 0 120 +0
Total Volume and Open Interest 119,661 983,025 +2,491
Gold(CMX)
Aug17 170802 1268.5 1272.1 1262.9 1271.8 -0.8 7,780 4,262 -4,049
Oct17 170802 1271.7 1275.6 1265.8 1275.1 -1.0 5,006 43,097 +484
Dec17 170802 1275.2 1279.0 1268.9 1278.4 -1.0 165,132 336,682 +46
Feb18 170802 1277.0 1282.3 1272.9 1282.0 -0.9 2,274 18,893 +565
Apr18 170802 1279.6 1285.4 1277.8 1285.4 -0.9 153 5,160 +90
Jun18 170802 1285.2 1289.1 1281.6 1288.8 -0.9 114 8,205 -18
Aug18 170802 1285.1 1292.6 1285.1 1292.3 -0.9 328 6,174 +45
Oct18 170802 1295.8 1295.8 1295.1 1295.8 -0.9 0 843 +0
Dec18 170802 1291.7 1299.3 1291.7 1299.3 -0.8 345 7,331 -179
Feb19 170802 1303.1 1303.1 1303.1 1303.1 -0.8 0 6 +0
Apr19 170802 1306.9 1306.9 1306.9 1306.9 -0.8      
Jun19 170802 1309.0 1310.8 1309.0 1310.8 -0.8 0 748 +0
Total Volume and Open Interest 182,846 436,962 -2,686
Silver(CMX)
Sep17 170802 1669.5 1696.0 1645.5 1673.3 -3.1 56,466 139,907 -2,193
Dec17 170802 1679.0 1700.0 1655.5 1683.0 -3.2 8,624 58,221 +2,925
Mar18 170802 1687.0 1694.0 1678.0 1693.0 -3.1 493 3,681 +109
May18 170802 1699.5 1700.0 1699.5 1699.5 -3.1 168 1,848 +41
Jul18 170802 1706.2 1713.5 1706.2 1706.2 -3.1 11 1,400 +4
Sep18 170802 1730.0 1730.0 1713.0 1713.0 -3.1 20 74 -17
Dec18 170802 1715.0 1723.4 1698.0 1723.4 -3.1 0 1,479 +0
Total Volume and Open Interest 66,085 207,643 +862
Platinum(NYMEX)
Oct17 170802 947.5 954.8 942.2 953.8 +4.3 15,603 64,874 +12
Jan18 170802 953.6 957.5 946.0 956.7 +4.3 283 6,847 +0
Apr18 170802 960.7 960.7 955.0 960.7 +4.7 28 86 +26
Jul18 170802 965.1 965.4 961.4 965.4 +3.1 0 287 +0
Total Volume and Open Interest 15,928 72,150 +27
Palladium(NYMEX)
Sep17 170802 888.65 903.50 888.45 892.20 -1.20 5,386 30,493 +426
Dec17 170802 882.50 895.30 882.50 884.90 -1.70 351 3,907 +106
Mar18 170802 877.45 878.55 875.50 877.45 -2.20 9 212 +1
Total Volume and Open Interest 5,749 34,632 +534
Copper(CMX)
Sep17 170802 287.65 289.10 286.15 288.45 +0.35 91,193 152,256 +66
Dec17 170802 289.75 290.95 288.20 290.40 +0.25 9,845 89,693 +1,340
Mar18 170802 290.20 292.35 289.90 292.00 +0.15 1,814 29,688 +430
May18 170802 292.00 293.00 291.80 292.70 unch 779 10,539 +214
Jul18 170802 292.60 293.60 292.55 293.45 -0.05 205 3,353 +92
Total Volume and Open Interest 104,605 313,985 +2,174
E-mini DJIA Index(CBOT)
Sep17 170802 21932 22025 21912 21957 +53 94,740 137,159 +1,829
Dec17 170802 21900 21998 21874 21915 +53 70 296 +20
Mar18 170802 21867 21887 21867 21878 +53 13 20 +6
Jun18 170802 21847 21847 21847 21847 +53 0 2 +0
Total Volume and Open Interest 94,823 137,477 +1,855
S & P 500(CME)
Sep17 170802 2474.10 2475.60 2473.00 2473.50 +1.20 4,858 55,853 -142
Dec17 170802 2471.50 2472.70 2463.30 2471.50 +1.20 0 231 +3
Mar18 170802 2469.90 2471.10 2461.70 2469.90 +1.20 0 30 +0
Jun18 170802 2469.10 2470.30 2460.90 2469.10 +1.20      
Total Volume and Open Interest 4,858 56,114 -139
S & P 500 E-Mini(CME)
Sep17 170802 2474.00 2476.00 2463.25 2473.50 +1.25 1,229,202 2,994,555 +10,450
Dec17 170802 2473.00 2473.75 2461.25 2471.50 +1.25 1,945 36,329 +932
Mar18 170802 2471.50 2471.50 2460.25 2470.00 +1.25 15 1,268 +2
Jun18 170802 2469.00 2469.00 2460.00 2469.00 +1.00 0 407 +0
Total Volume and Open Interest 1,231,162 3,032,561 +11,384
NASDAQ 100 E-Mini(CME)
Sep17 170802 5933.00 5947.50 5856.30 5910.80 +21.50 280,483 291,407 -259
Dec17 170802 5937.00 5951.80 5864.00 5917.50 +21.70 587 1,380 +17
Mar18 170802 5900.00 5926.00 5879.00 5926.00 +21.70 2 36 -1
Total Volume and Open Interest 281,072 292,823 -243
S&P Midcap 400(CME) e-Mini
Sep17 170802 1762.00 1764.00 1744.30 1751.20 -12.80 12,014 92,264 -143
Dec17 170802 1750.10 1750.10 1745.80 1750.10 -12.80 0 1 +0
Mar18 170802 1746.80 1746.80 1746.80 1746.80 -12.80      
Total Volume and Open Interest 12,014 92,265 -143
Volatility Index(CBOE)
Aug17 170802 11.25 11.60 11.10 11.28 +0.05 88,557 270,699 -13,980
Sep17 170802 12.40 12.75 12.32 12.63 +0.20 61,043 168,423 +11,108
Oct17 170802 13.07 13.35 12.96 13.28 +0.20 17,253 57,914 -544
Nov17 170802 13.53 13.79 13.42 13.73 +0.20 7,989 40,071 +341
Total Volume and Open Interest 186,925 622,221 -1,888
S & P 600(CME)
Sep17 170802 854.60 854.60 854.60 854.60 -11.90      
Dec17 170802 851.40 851.40 851.40 851.40 -11.90      
Total Volume and Open Interest      
Russell 2000 Mini(ICE)
Sep17 170802 1428.00 1429.40 1406.00 1411.80 -16.20 94,640 574,288 +280
Dec17 170802 1425.30 1425.30 1405.40 1410.80 -16.40 3 375 -1
Mar18 170802 1409.80 1409.80 1409.80 1409.80 -16.40      
Total Volume and Open Interest 94,643 574,665 +279
Nikkei 225(CME)
Sep17 170802 20060 20105 20010 20075 +60 6,448 35,598 -258
Dec17 170802 19975 20000 19975 20000 +60 0 5 +0
Total Volume and Open Interest 6,448 35,603 -258
Nikkei 225(SGX)
Sep17 170802 20060 20075 20055 20065 +85 63,996 231,370 -4,117
Dec17 170802 19835 19935 19835 19935 +85 2 2,874 -2
Mar18 170801 19815 19815 19815 19815 +35 0 205 +0
Total Volume and Open Interest 76,685 245,571 +5,973
Nikkei 225 Mini(JPX)
Sep17 170801 19970 19980 19910 19980 +40 616,028 447,360 +29,740
Dec17 170801 19830 19845 19775 19840 +40 6,321 11,448 +907
Mar18 170801 19785 19795 19735 19790 +30 349 2,711 +15
Total Volume and Open Interest 647,028 480,115 +29,921
Nikkei 225(JPX)
Sep17 170801 19970 19980 19910 19980 +40 46,725 329,050 +3,243
Dec17 170801 19830 19840 19770 19840 +40 396 40,316 +43
Mar18 170801 19760 19790 19740 19790 +30 349 3,219 +319
Total Volume and Open Interest 47,474 438,886 +3,607
Nikkei 225(CME) Yen
Sep17 170802 20040 20095 20000 20060 +55 22,597 54,794 -448
Dec17 170802 19885 19930 19885 19930 +55 1 40 +0
Mar18 170802 19890 19890 19890 19890 +55      
Total Volume and Open Interest 22,598 54,836 -448
Nikkei 225(CME) e-Mini Yen
Sep17 170802 20060 20060 20060 20060 +60 0 9 +0
Dec17 170802 19930 19930 19930 19930 +60      
Mar18 170802 19890 19890 19890 19890 +60      
Total Volume and Open Interest 0 9 +0
CAC 40(EURONEXT)
Aug17 170802 5132.0 5137.0 5092.5 5105.0 -20.0 75,347 320,806 -19,435
Sep17 170802 5130.5 5130.5 5092.0 5105.0 -20.0 672 24,374 +318
Oct17 170802 5095.0 5095.0 5095.0 5095.0 -20.0      
Total Volume and Open Interest 76,021 358,117 -19,116
Hang Seng Index(HKFE)
Aug17 170802 27526 27655 27483 27552 +37 87,186 142,737 +1,611
Sep17 170802 27446 27572 27417 27475 +38 1,247 12,020 +361
Total Volume and Open Interest 89,199 164,770 -15,710
DAX(EUREX)
Sep17 170802 12257.5 12275.5 12143.5 12166.5 -84.5 74,045 146,135 +5,945
Dec17 170802 12254.0 12256.0 12145.0 12156.5 -85.0 212 6,945 +92
Mar18 170802 12158.0 12158.0 12149.5 12153.5 -84.5 10 77 -1
Total Volume and Open Interest 74,267 153,157 +6,036
Mini-DAX(EUREX)
Sep17 170802 12262.0 12275.0 12143.0 12166.5 -84.5 18,833 11,749 +633
Dec17 170802 12250.0 12255.0 12141.0 12156.5 -85.0 39 330 +10
Mar18 170802 12231.0 12231.0 12153.5 12153.5 -84.5 10 28 +0
Total Volume and Open Interest 18,882 12,107 +643
DJ EuroSTOXX 50(EUREX)
Sep17 170802 3477 3479 3445 3453 -20 851,925 3,333,832 +48,708
Dec17 170802 3456 3460 3434 3439 -20 20,124 116,270 +98
Mar18 170802 3421 3427 3421 3427 -20 5 51,450 +0
Total Volume and Open Interest 872,054 3,501,552 +48,806
Swiss Market Index(EUREX)
Sep17 170802 9091 9142 9065 9105 +70 38,580 190,515 +275
Dec17 170802 9054 9100 9042 9079 +70 41 2,444 +9
Mar18 170802 8976 8976 8976 8976 +70 0 32 +0
Total Volume and Open Interest 38,621 192,991 +284
FT-SE 100(EURONEXT)
Sep17 170802 7375.00 7378.50 7322.50 7343.50 -14.50 95,732 725,718 +1,205
Dec17 170802 7316.00 7316.00 7295.00 7303.00 -15.00 17 11,394 +7
Mar18 170802 7242.50 7242.50 7242.50 7242.50 -14.00      
Total Volume and Open Interest 95,749 737,112 +1,212
SPI 200(SFE)
Sep17 170802 5714.0 5738.0 5676.0 5681.0 -33.0 32,251 258,188 -6,822
Dec17 170802 5667.0 5667.0 5667.0 5667.0 -33.0 3 1,472 +3
Mar18 170802 5620.0 5620.0 5620.0 5620.0 -33.0 0 1,477 +0
Total Volume and Open Interest 32,254 261,769 -6,819
FTSE MIB(ISE)
Sep17 170802 21615.00 21640.00 21495.00 21562.00 -15.00 17,362 30,646 +450
Dec17 170802 21485.00 21485.00 21400.00 21445.00 -10.00 13 55 +6
Total Volume and Open Interest 17,375 30,701 +456
KOSPI 200(KFE)
Sep17 170802 318.10 319.45 317.45 318.50 +0.60 219,495 275,522 -1,736
Dec17 170802 318.80 320.20 318.45 319.25 +0.80 214 37,911 -5
Mar18 170802 316.30 316.30 316.30 316.30 +0.50 5 8,160 +300
Total Volume and Open Interest 219,714 346,345 -1,441
GSCI(CME)
Aug17 170802 383.00 385.65 383.00 385.65 +2.20 1,570 13,166 -956
Sep17 170802 384.65 386.90 384.65 386.90 +2.30 887 1,955 +769
Oct17 170802 387.10 387.10 387.10 387.10 +2.30      
Total Volume and Open Interest 2,457 15,121 -187
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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