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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 16, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep17 170816 921.25 925.25 917.25 921.75 unch 17,141 66,105 +1,044
Nov17 170816 923.50 927.75 921.00 925.25 +1.00 110,476 355,601 +2,299
Jan18 170816 931.50 936.00 929.25 933.50 +1.00 16,724 62,627 +671
Mar18 170816 940.25 944.00 937.50 941.50 +0.75 10,438 49,124 +826
May18 170816 947.50 951.75 945.25 949.00 +1.00 6,955 32,679 +2,500
Jul18 170816 954.25 958.25 952.00 955.25 +0.75 5,266 48,722 +548
Aug18 170816 954.75 956.75 953.75 956.25 +0.75 199 1,596 +8
Sep18 170816 947.50 950.25 946.00 949.75 +1.75 47 340 +21
Nov18 170816 942.25 946.00 939.50 944.75 +2.75 2,068 22,972 +301
Jan19 170816 949.50 949.75 947.25 949.50 +2.50 2 126 -1
Mar19 170816 951.75 951.75 950.00 951.75 +1.75 0 17 +0
May19 170816 951.50 951.50 950.00 951.50 +1.25 0 9 +0
Jul19 170816 956.75 956.75 956.75 956.75 +3.25 0 23 +0
Aug19 170816 954.50 954.50 954.50 954.50 +3.25 0 7 +0
Total Volume and Open Interest 169,327 640,220 +8,118
Soybean Meal(CBOT)
Sep17 170816 295.60 296.30 294.10 294.60 -1.20 12,871 48,617 -1,068
Oct17 170816 297.30 297.70 295.60 296.10 -1.20 6,196 29,163 +562
Dec17 170816 299.10 299.70 297.40 298.10 -1.30 38,634 176,760 +1,763
Jan18 170816 300.00 300.50 298.20 299.10 -1.20 4,803 29,850 +406
Mar18 170816 302.90 303.20 301.10 301.70 -1.20 4,206 32,104 +250
May18 170816 305.20 305.80 303.60 304.20 -1.00 3,696 17,562 +1,054
Jul18 170816 307.80 308.30 306.20 306.70 -1.10 1,905 12,866 +23
Aug18 170816 308.60 308.90 307.00 307.50 -1.10 515 2,905 -46
Sep18 170816 308.80 309.30 307.50 307.80 -1.00 218 3,456 +100
Oct18 170816 307.40 308.20 306.10 306.30 -1.10 62 2,947 +15
Total Volume and Open Interest 73,626 363,422 +3,071
Soybean Oil(CBOT)
Sep17 170816 32.76 33.00 32.62 32.85 +0.14 23,029 54,416 -6,457
Oct17 170816 32.87 33.13 32.74 32.97 +0.14 9,850 31,017 +138
Dec17 170816 33.08 33.33 32.94 33.18 +0.14 61,786 194,414 +2,545
Jan18 170816 33.18 33.47 33.09 33.33 +0.15 5,400 43,965 -70
Mar18 170816 33.38 33.64 33.28 33.51 +0.17 4,874 35,808 +538
May18 170816 33.51 33.78 33.41 33.66 +0.17 6,046 26,582 +736
Jul18 170816 33.60 33.85 33.51 33.75 +0.17 2,855 17,852 +120
Aug18 170816 33.54 33.83 33.47 33.73 +0.19 106 1,963 +33
Sep18 170816 33.48 33.72 33.45 33.67 +0.21 34 1,726 +12
Oct18 170816 33.45 33.55 33.31 33.51 +0.26 33 1,806 +14
Total Volume and Open Interest 114,210 419,213 -2,379
Canola(WCE)
Nov17 170816 494.3 497.3 490.7 492.7 -1.6 11,428 94,041 -2,644
Jan18 170816 498.5 501.9 496.5 497.3 -1.9 1,063 22,869 -121
Mar18 170816 504.1 504.1 500.5 500.6 -1.9 134 7,014 +12
May18 170816 506.0 506.0 501.5 502.1 -2.7 33 854 -4
Jul18 170816 505.0 505.0 503.7 503.7 -2.7 6 834 +1
Total Volume and Open Interest 12,665 126,228 -2,755
Corn(CBOT)
Sep17 170816 355.00 356.75 349.25 352.50 -2.75 95,281 307,408 -15,389
Dec17 170816 368.25 370.00 363.25 366.50 -2.00 160,904 668,156 +5,948
Mar18 170816 380.00 381.75 375.00 378.25 -2.00 38,805 182,017 +2,648
May18 170816 386.25 388.00 381.50 384.50 -2.25 8,841 43,865 +1,093
Jul18 170816 392.00 393.75 387.50 390.25 -2.00 15,818 91,894 +3,699
Sep18 170816 396.50 397.75 392.50 395.00 -1.50 3,462 23,962 +219
Dec18 170816 403.50 404.75 398.75 402.00 -1.50 7,709 69,086 -803
Mar19 170816 412.00 412.00 407.75 410.25 -1.75 367 1,597 +63
May19 170816 416.00 416.00 415.00 415.00 -1.75 0 304 +0
Jul19 170816 420.00 420.00 417.00 419.50 -2.00 7 720 +2
Total Volume and Open Interest 331,248 1,390,457 -2,518
Wheat(CBOT)
Sep17 170816 429.50 435.75 417.00 419.25 -10.25 73,545 104,279 -8,114
Dec17 170816 455.50 462.25 444.25 447.00 -9.00 70,681 203,206 +5,347
Mar18 170816 476.50 483.00 466.25 469.50 -7.75 23,126 69,574 +2,481
May18 170816 490.00 497.00 481.00 484.50 -6.50 7,272 22,456 +719
Jul18 170816 502.00 507.50 494.00 496.50 -5.25 6,219 34,346 +1,678
Sep18 170816 520.00 520.00 509.75 511.00 -4.25 262 2,328 +51
Total Volume and Open Interest 182,484 446,343 +2,411
Wheat(KCBT)
Sep17 170816 425.75 434.00 415.75 419.50 -7.00 36,195 53,113 -9,913
Dec17 170816 453.00 461.50 443.25 447.00 -7.00 39,453 105,872 +7,305
Mar18 170816 471.75 479.25 461.50 465.25 -6.75 11,749 67,991 -887
May18 170816 490.75 492.75 476.00 480.00 -6.75 2,337 11,530 +579
Jul18 170816 503.75 509.00 494.00 497.75 -6.75 2,595 18,898 +29
Sep18 170816 529.75 530.00 517.00 518.75 -6.50 837 2,792 +30
Dec18 170816 542.25 542.25 537.50 540.75 -4.75 517 2,627 +136
Total Volume and Open Interest 93,690 263,037 -2,722
Wheat(MGE)
Sep17 170816 658.25 681.00 658.25 673.50 +15.25 7,305 16,588 -2,138
Dec17 170816 669.75 692.25 669.75 684.75 +14.25 9,782 36,885 -830
Mar18 170816 671.00 692.00 671.00 684.25 +12.50 3,859 20,797 -189
May18 170816 667.25 681.00 666.00 673.50 +10.25 1,423 6,644 -34
Jul18 170816 663.50 670.50 656.50 662.75 +7.25 802 2,723 -10
Sep18 170816 628.00 632.00 622.50 626.25 +3.75 1,083 1,786 +91
Total Volume and Open Interest 24,568 86,370 -3,021
Oats(CBOT)
Sep17 170816 257.25 261.50 257.25 260.00 +1.75 66 527 +8
Dec17 170816 257.00 258.75 255.00 257.25 +0.50 346 5,330 -101
Mar18 170816 258.75 260.25 257.50 259.75 -0.25 9 605 +2
May18 170816 262.50 262.50 262.25 262.50 -0.75 2 14 -1
Total Volume and Open Interest 423 6,476 -92
Rough Rice(CBOT)
Sep17 170816 12.20 12.24 12.12 12.19 -0.06 397 5,971 -137
Nov17 170816 12.47 12.53 12.40 12.47 -0.05 247 3,610 +163
Jan18 170816 12.71 12.99 12.71 12.71 -0.05 8 149 +7
Mar18 170816 12.80 13.02 12.80 12.80 -0.05 7 140 +2
Total Volume and Open Interest 659 9,870 +35
Live Cattle(CME)
Aug17 170816 110.285 110.550 108.950 109.480 -0.570 2,775 9,836 -1,190
Oct17 170816 109.350 109.700 108.080 108.330 -0.720 21,118 157,485 -1,395
Dec17 170816 111.730 111.750 110.135 110.300 -1.180 9,566 69,091 +85
Feb18 170816 113.800 113.850 111.950 112.285 -1.415 7,390 38,098 -7
Apr18 170816 114.285 114.330 112.350 112.635 -1.650 3,468 21,676 +353
Jun18 170816 108.600 108.600 106.600 106.850 -1.900 1,702 10,754 +477
Total Volume and Open Interest 46,352 310,118 -1,498
Feeder Cattle(CME)
Aug17 170816 145.300 145.330 141.900 142.250 -3.100 1,804 9,418 -494
Sep17 170816 146.580 146.735 142.950 143.130 -3.620 4,102 14,723 -626
Oct17 170816 146.185 146.250 142.630 142.785 -3.515 3,099 16,535 -17
Nov17 170816 145.985 145.985 142.535 142.850 -3.185 1,340 6,821 +209
Jan18 170816 142.700 142.850 139.400 139.535 -3.465 890 6,805 +218
Mar18 170816 140.250 140.250 136.800 136.900 -3.430 143 2,218 +12
Apr18 170816 139.080 139.535 136.950 137.035 -3.315 48 468 +20
Total Volume and Open Interest 11,467 57,345 -660
Lean Hogs(CME)
Oct17 170816 70.600 71.330 67.950 68.785 -1.750 13,312 121,249 +2,093
Dec17 170816 64.700 65.350 62.650 63.485 -1.215 5,958 58,312 -159
Feb18 170816 68.225 68.930 66.725 67.700 -0.835 5,086 37,719 +665
Apr18 170816 71.330 71.830 70.035 70.930 -0.470 2,645 26,188 -104
May18 170816 76.250 76.480 75.100 75.800 -0.335 56 662 +26
Jun18 170816 78.885 79.350 77.930 78.730 -0.250 895 13,581 +240
Jul18 170816 78.400 78.650 77.450 78.135 -0.315 63 1,962 +10
Aug18 170816 76.980 77.450 76.600 76.750 -0.580 19 740 +0
Total Volume and Open Interest 28,034 260,702 -7,296
Class III Milk(CME)
Aug17 170816 16.48 16.51 16.46 16.47 +0.02 307 4,925 -101
Sep17 170816 16.80 17.07 16.75 17.05 +0.21 597 5,579 +55
Oct17 170816 16.98 17.16 16.85 17.08 +0.10 256 3,760 +66
Nov17 170816 17.01 17.01 16.81 17.01 +0.08 91 3,411 +23
Dec17 170816 16.91 16.91 16.70 16.87 +0.04 140 2,839 +65
Jan18 170816 16.58 16.62 16.57 16.62 -0.02 30 1,057 +19
Feb18 170816 16.62 16.67 16.62 16.67 unch 7 934 +6
Mar18 170816 16.65 16.66 16.65 16.66 -0.01 13 888 +11
Apr18 170816 16.53 16.55 16.53 16.55 -0.04 0 681 +0
May18 170816 16.61 16.61 16.61 16.61 unch 5 639 +5
Jun18 170816 16.70 16.70 16.66 16.70 -0.02 0 560 +0
Jul18 170816 16.81 16.84 16.81 16.84 -0.03 14 266 +14
Aug18 170816 16.88 16.88 16.88 16.88 -0.02 14 209 +9
Total Volume and Open Interest 1,485 26,273 +183
Cocoa(ICE)
Sep17 170816 1859 1875 1829 1844 -21 9,692 11,584 -4,839
Dec17 170816 1858 1885 1830 1839 -26 31,458 126,113 +2,111
Mar18 170816 1872 1903 1851 1859 -25 8,829 42,570 +1,811
May18 170816 1895 1917 1868 1876 -25 2,632 15,268 +223
Jul18 170816 1914 1933 1886 1893 -25 362 9,336 +4
Sep18 170816 1930 1952 1905 1911 -24 385 8,253 +72
Dec18 170816 1949 1973 1925 1930 -24 118 6,075 +30
Total Volume and Open Interest 53,573 227,415 -558
Coffee "C"(ICE)
Sep17 170816 132.85 133.55 130.00 130.95 -1.05 22,775 34,972 -7,079
Dec17 170816 136.55 137.05 133.60 134.50 -1.05 21,760 85,899 +3,209
Mar18 170816 139.90 140.60 137.25 138.10 -1.00 6,781 36,334 +604
May18 170816 142.25 142.85 139.50 140.40 -0.95 2,349 16,070 +330
Jul18 170816 144.45 145.05 141.75 142.60 -0.95 925 8,197 -1
Sep18 170816 146.55 147.15 143.85 144.70 -1.00 503 6,582 +25
Total Volume and Open Interest 55,241 195,404 -2,825
Orange Juice(ICE)
Sep17 170816 139.50 142.00 139.35 141.65 +2.35 619 5,701 -304
Nov17 170816 135.55 137.60 135.10 136.40 +0.70 385 4,967 +223
Jan18 170816 137.95 137.95 135.85 136.60 +0.30 7 1,189 -2
Mar18 170816 138.85 138.90 138.30 138.90 +0.30 6 447 +3
May18 170816 141.25 141.70 141.25 141.70 +0.65 0 208 +0
Jul18 170816 144.45 144.45 144.45 144.45 +0.55 0 45 +0
Total Volume and Open Interest 1,017 12,582 -80
Sugar #11(ICE)
Oct17 170816 13.20 13.42 12.92 12.94 -0.19 45,293 405,900 +2,884
Mar18 170816 14.00 14.20 13.77 13.79 -0.16 22,914 205,864 +717
May18 170816 14.30 14.47 14.05 14.07 -0.17 10,631 75,160 +1,988
Jul18 170816 14.58 14.72 14.31 14.32 -0.19 4,113 53,625 +164
Oct18 170816 14.98 15.03 14.66 14.67 -0.19 2,258 35,815 -7
Mar19 170816 15.50 15.55 15.18 15.20 -0.19 1,078 21,603 +519
May19 170816 15.46 15.49 15.25 15.26 -0.15 42 4,363 -20
Jul19 170816 15.50 15.53 15.30 15.31 -0.12 21 4,849 -6
Total Volume and Open Interest 86,373 813,410 +6,238
London Cocoa(LCE)
Sep17 170816 1460 1472 1438 1446 -13 8,851 52,516 -1,961
Dec17 170816 1480 1495 1461 1469 -15 13,972 79,141 +1,495
Mar18 170816 1508 1517 1483 1490 -17 4,861 50,766 +415
May18 170816 1520 1530 1496 1503 -19 1,374 19,419 -323
Jul18 170816 1532 1540 1512 1517 -17 1,019 14,664 +175
Sep18 170816 1544 1552 1525 1529 -17 1,289 12,970 +572
Dec18 170816 1556 1562 1539 1547 -15 381 7,244 +140
Total Volume and Open Interest 31,751 237,259 +513
London Sugar(LCE)
Oct17 170816 366.80 368.40 360.40 361.00 -2.10 4,152 44,710 +66
Dec17 170816 371.00 373.00 366.00 366.50 -2.00 2,303 19,234 +147
Mar18 170816 381.10 382.00 375.20 375.60 -2.20 931 13,471 +256
May18 170816 385.00 386.10 383.00 383.40 -2.50 470 4,977 +157
Aug18 170816 394.10 394.10 391.10 391.30 -2.80 381 4,952 +297
Total Volume and Open Interest 8,323 89,699 +953
Cotton(ICE)
Oct17 170816 67.60 67.72 67.50 67.55 -0.13 11 181 -4
Dec17 170816 67.22 67.40 66.76 66.82 -0.34 12,047 146,140 -1,312
Mar18 170816 67.04 67.18 66.65 66.72 -0.26 4,385 50,465 +108
May18 170816 67.65 67.65 67.32 67.37 -0.23 435 6,220 +73
Jul18 170816 68.10 68.11 67.93 67.99 -0.18 67 5,064 +6
Oct18 170816 66.97 66.97 66.97 66.97 -0.20 0 1 +0
Total Volume and Open Interest 17,167 218,278 -932
Lumber(CME)
Sep17 170816 370.0 372.0 366.2 370.3 -3.3 363 2,708 -40
Nov17 170816 355.1 358.9 353.0 357.9 -2.4 154 1,360 +37
Jan18 170816 360.5 363.0 360.5 361.4 -2.5 7 253 +1
Mar18 170816 366.0 366.0 366.0 366.0 -2.5 0 47 +0
Total Volume and Open Interest 524 4,373 -2
Crude Oil(NYM)
Sep17 170816 47.72 47.99 46.67 46.78 -0.77 763,241 266,238 -21,933
Oct17 170816 47.90 48.13 46.84 46.94 -0.76 158,995 428,115 +3,898
Nov17 170816 48.01 48.27 47.01 47.10 -0.74 62,062 185,566 -388
Dec17 170816 48.10 48.40 47.17 47.25 -0.71 84,906 319,957 +1,368
Jan18 170816 48.26 48.48 47.33 47.41 -0.70 30,903 145,111 +4,499
Feb18 170816 48.39 48.62 47.52 47.54 -0.69 19,649 66,069 +38
Mar18 170816 48.49 48.68 47.57 47.64 -0.68 27,535 128,212 +6,682
Apr18 170816 48.61 48.72 47.69 47.71 -0.67 15,267 39,698 +4,212
May18 170816 48.76 48.76 47.73 47.77 -0.66 13,282 40,205 +2,343
Jun18 170816 48.71 48.87 47.75 47.82 -0.64 30,891 158,129 -1,287
Jul18 170816 48.71 48.79 47.84 47.84 -0.63 6,599 31,551 -283
Aug18 170816 48.74 48.82 47.78 47.86 -0.60 4,126 23,675 +1,989
Sep18 170816 48.54 48.73 47.88 47.88 -0.58 3,487 51,831 +143
Oct18 170816 47.90 47.90 47.90 47.90 -0.56 1,204 20,731 -50
Nov18 170816 47.92 47.92 47.92 47.92 -0.54 1,723 23,123 -563
Dec18 170816 48.68 48.91 47.90 47.96 -0.52 33,572 179,219 +572
Total Volume and Open Interest 1,269,636 2,322,539 +2,043
e-miNY Crude Oil(NYM)
Sep17 170816 47.700 48.000 46.675 46.775 -0.775 12,054 4,347 +280
Oct17 170816 47.900 48.125 46.825 46.950 -0.750 994 1,563 +142
Nov17 170816 47.975 48.200 47.075 47.100 -0.750 83 119 -1
Dec17 170816 48.150 48.375 47.250 47.250 -0.700 52 638 +16
Jan18 170816 48.350 48.350 47.400 47.400 -0.700 3 377 +3
Feb18 170816 47.550 48.600 47.550 47.550 -0.675 3 100 +3
Mar18 170816 47.825 47.825 47.650 47.650 -0.675 0 3 +0
Apr18 170816 47.700 47.700 47.700 47.700 -0.675 0 60 +0
May18 170816 47.775 47.775 47.775 47.775 -0.650 0 97 +0
Jun18 170816 48.500 48.550 47.825 47.825 -0.625 6 36 +0
Total Volume and Open Interest 13,195 7,466 +443
NY Harbor ULSD(NYM)
Sep17 170816 160.50 161.42 156.98 157.44 -2.52 57,996 89,412 -3,966
Oct17 170816 161.13 161.80 157.48 157.95 -2.46 31,324 77,774 +1,906
Nov17 170816 161.29 162.01 157.94 158.40 -2.28 21,101 51,608 +2,018
Dec17 170816 161.51 162.13 158.26 158.75 -2.16 22,974 61,099 -204
Jan18 170816 161.91 161.95 158.90 159.16 -2.07 7,100 31,379 +356
Feb18 170816 161.35 161.92 158.77 159.22 -1.99 6,180 18,019 +1,027
Mar18 170816 161.34 161.48 158.47 158.84 -1.91 2,879 14,901 +249
Apr18 170816 160.20 160.44 157.75 158.02 -1.87 1,863 9,031 +5
May18 170816 157.57 159.61 157.57 157.57 -1.85 851 7,130 -4
Jun18 170816 158.80 159.57 156.99 157.24 -1.82 2,445 21,833 +807
Jul18 170816 157.43 159.38 157.43 157.43 -1.77 149 1,724 +5
Aug18 170816 159.51 159.51 157.78 157.78 -1.73 183 1,510 -29
Sep18 170816 160.00 160.00 158.00 158.22 -1.68 151 1,848 +32
Oct18 170816 158.70 160.50 158.70 158.70 -1.64 94 850 +1
Total Volume and Open Interest 156,918 417,647 +2,379
RBOB Gasoline(NYM)
Sep17 170816 158.50 159.62 155.90 156.38 -1.57 58,632 86,772 -4,713
Oct17 170816 149.75 150.42 146.92 147.33 -1.68 36,015 107,444 +3,626
Nov17 170816 146.24 147.20 143.90 144.28 -1.72 17,027 66,158 +160
Dec17 170816 144.18 144.94 141.84 142.16 -1.74 14,519 52,995 -297
Jan18 170816 143.84 144.66 141.59 141.87 -1.78 6,163 34,413 +549
Feb18 170816 144.90 145.12 142.38 142.63 -1.81 1,691 10,747 +87
Mar18 170816 146.58 146.58 144.16 144.34 -1.81 2,339 15,965 +246
Apr18 170816 163.76 163.77 161.35 161.61 -1.79 1,047 10,176 +204
May18 170816 163.85 163.85 162.09 162.09 -1.76 384 4,848 -15
Jun18 170816 163.46 163.62 161.37 161.37 -1.76 505 9,440 -72
Total Volume and Open Interest 140,651 412,069 +40
e-miNY RBOB Gasoline(NYM)
Sep17 170816 156.40 156.40 156.38 156.40 -1.55 0 1 +0
Oct17 170816 147.30 147.33 147.30 147.30 -1.71      
Nov17 170816 144.30 144.30 144.28 144.30 -1.70      
Dec17 170816 142.20 142.20 142.16 142.20 -1.70      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Sep17 170816 2.920 2.933 2.883 2.890 -0.045 130,569 164,417 -18,394
Oct17 170816 2.950 2.962 2.915 2.925 -0.040 65,129 273,549 +63
Nov17 170816 3.027 3.039 2.996 3.005 -0.035 36,010 119,044 +3,928
Dec17 170816 3.166 3.180 3.139 3.148 -0.031 23,287 95,221 +2,719
Jan18 170816 3.265 3.279 3.240 3.247 -0.031 25,808 146,518 +899
Feb18 170816 3.257 3.269 3.233 3.239 -0.031 8,122 56,850 -222
Mar18 170816 3.203 3.222 3.189 3.194 -0.027 14,356 82,869 +1,208
Apr18 170816 2.878 2.888 2.867 2.870 -0.022 13,877 110,398 +421
May18 170816 2.845 2.855 2.837 2.838 -0.021 6,798 45,084 -289
Jun18 170816 2.868 2.879 2.863 2.864 -0.020 2,269 26,076 +447
Jul18 170816 2.896 2.903 2.890 2.891 -0.018 1,932 26,988 -178
Aug18 170816 2.904 2.907 2.892 2.895 -0.019 1,430 25,359 +519
Sep18 170816 2.880 2.883 2.871 2.871 -0.019 1,598 20,414 +372
Oct18 170816 2.904 2.905 2.888 2.889 -0.020 2,873 48,152 +684
Nov18 170816 2.944 2.948 2.937 2.938 -0.020 1,029 21,456 -166
Dec18 170816 3.074 3.074 3.068 3.068 -0.019 896 23,891 +756
Total Volume and Open Interest 339,128 1,340,316 -6,677
Brent Crude Oil(ICE)
Oct17 170816 50.98 51.40 50.15 50.27 -0.53 281,573 406,615 -15,515
Nov17 170816 50.79 51.22 49.99 50.10 -0.53 153,851 421,786 -2,488
Dec17 170816 50.78 51.18 49.97 50.07 -0.55 158,315 402,354 +5,742
Jan18 170816 50.81 51.22 50.03 50.12 -0.54 39,196 124,005 -180
Feb18 170816 50.87 51.28 50.10 50.19 -0.54 20,782 90,800 -459
Mar18 170816 50.93 51.35 50.18 50.27 -0.53 23,810 95,489 -187
Apr18 170816 51.05 51.37 50.30 50.37 -0.52 9,797 35,990 +1,028
May18 170816 51.12 51.45 50.40 50.47 -0.51 7,345 34,799 +924
Jun18 170816 51.25 51.54 50.49 50.56 -0.50 27,987 123,695 -1,773
Jul18 170816 50.66 50.66 50.66 50.66 -0.49 2,482 23,793 -117
Aug18 170816 50.73 50.73 50.73 50.73 -0.48 1,303 20,147 +263
Sep18 170816 50.77 50.77 50.77 50.77 -0.47 2,792 35,144 +42
Oct18 170816 50.81 50.81 50.81 50.81 -0.46 897 19,326 +271
Nov18 170816 50.84 50.84 50.84 50.84 -0.44 961 17,656 +139
Total Volume and Open Interest 780,922 2,379,447 -9,063
Gas Oil(ICE)
Sep17 170816 474.25 476.25 464.75 470.25 -1.25 63,966 165,539 -6,267
Oct17 170816 474.00 476.75 465.00 470.75 -1.25 38,407 188,380 +4,787
Nov17 170816 471.00 473.00 462.50 468.00 -0.50 15,927 57,354 +864
Dec17 170816 467.75 470.00 459.75 465.00 -0.25 36,007 133,797 -996
Jan18 170816 467.75 469.75 460.00 465.25 +0.25 5,276 47,108 +272
Feb18 170816 468.00 470.25 461.75 465.75 +0.25 2,875 28,970 +827
Mar18 170816 469.00 470.25 461.50 466.00 +0.50 4,152 26,409 +739
Apr18 170816 470.25 470.25 465.50 466.00 +0.50 2,307 14,185 -377
May18 170816 468.75 469.50 465.50 465.75 +0.50 1,155 11,273 +495
Jun18 170816 468.50 469.50 461.25 465.50 +0.50 6,590 44,453 +254
Total Volume and Open Interest 188,098 907,470 +658
Ethanol(CBOT)
Sep17 170816 1.549 1.568 1.506 1.531 -0.020 116 690 -15
Oct17 170816 1.528 1.548 1.491 1.508 -0.020 93 555 +72
Nov17 170816 1.479 1.479 1.479 1.479 -0.020 1 213 +0
Dec17 170816 1.465 1.465 1.444 1.448 -0.020 0 239 +0
Jan18 170816 1.423 1.423 1.423 1.423 -0.020 0 13 +0
Feb18 170816 1.423 1.423 1.423 1.423 -0.020      
Mar18 170816 1.440 1.440 1.440 1.440 -0.020      
Apr18 170816 1.490 1.490 1.489 1.489 -0.020 0 4 +0
Total Volume and Open Interest 210 1,716 +57
WTI Crude Oil(ICE)
Sep17 170816 47.71 48.19 46.68 46.78 -0.77 37,266 54,520 -6,218
Oct17 170816 47.87 48.33 46.86 46.94 -0.76 45,657 88,269 +3,444
Nov17 170816 47.98 48.42 47.02 47.10 -0.74 24,568 36,257 +2,686
Dec17 170816 48.05 48.61 47.19 47.25 -0.71 27,917 122,713 -635
Jan18 170816 48.37 48.75 47.34 47.41 -0.70 7,581 22,927 -291
Feb18 170816 48.40 48.77 47.50 47.54 -0.69 2,399 10,724 -10
Mar18 170816 48.67 48.81 47.58 47.64 -0.68 1,868 14,507 +152
Apr18 170816 48.65 48.87 47.71 47.71 -0.67 546 4,269 -150
May18 170816 48.53 48.54 47.77 47.77 -0.66 617 9,464 -201
Jun18 170816 48.77 48.94 47.82 47.82 -0.64 3,110 53,722 -84
Jul18 170816 47.84 47.84 47.84 47.84 -0.63 77 4,106 -24
Aug18 170816 47.86 47.86 47.86 47.86 -0.60 125 2,012 -76
Sep18 170816 47.88 47.88 47.88 47.88 -0.58 322 6,796 +164
Oct18 170816 47.90 47.90 47.90 47.90 -0.56 8 1,659 +4
Nov18 170816 47.92 47.92 47.92 47.92 -0.54 13 5,107 +0
Dec18 170816 48.77 48.90 47.96 47.96 -0.52 6,893 118,914 -1,226
Total Volume and Open Interest 159,985 621,586 -2,611
US Dollar Index(ICE)
Sep17 170816 93.735 94.055 93.375 93.438 -0.317 13,439 46,972 -1,202
Dec17 170816 93.540 93.840 93.180 93.243 -0.317 216 3,431 +14
Mar18 170816 93.585 93.585 93.027 93.027 -0.318 1 448 -1
Total Volume and Open Interest 13,656 51,069 -1,189
Australian Dollar(CME)
Sep17 170816 78.20 79.31 78.13 79.14 +0.99 76,691 148,741 +134
Dec17 170816 78.09 79.20 78.09 79.05 +0.99 399 2,683 -49
Mar18 170816 78.96 78.96 78.96 78.96 +0.98 0 218 +0
Total Volume and Open Interest 77,115 152,134 -641
British Pound(CME)
Sep17 170816 128.87 129.17 128.55 128.98 +0.21 70,763 204,843 +791
Dec17 170816 129.19 129.53 128.97 129.37 +0.21 511 2,258 +259
Mar18 170816 129.79 129.93 129.79 129.79 +0.21 21 338 +12
Total Volume and Open Interest 71,333 208,034 +831
Canadian Dollar(CME)
Sep17 170816 78.45 79.32 78.34 78.99 +0.58 44,625 183,896 -1,476
Dec17 170816 78.49 79.36 78.44 79.06 +0.58 189 5,292 -4
Mar18 170816 79.25 79.25 79.12 79.12 +0.58 0 575 +0
Jun18 170816 79.16 79.16 79.16 79.16 +0.58 0 159 +0
Total Volume and Open Interest 44,841 191,335 -1,478
Japanese Yen(CME)
Sep17 170816 90.55 91.02 90.26 90.91 +0.34 114,779 216,310 -1,465
Dec17 170816 90.95 91.36 90.70 91.32 +0.34 451 3,065 +12
Mar18 170816 91.80 92.24 91.80 91.80 +0.34 55 343 +24
Total Volume and Open Interest 115,393 220,181 -1,609
Swiss Franc(CME)
Sep17 170816 103.03 103.86 102.61 103.67 +0.69 29,912 38,477 +1,038
Dec17 170816 103.57 104.46 103.32 104.28 +0.69 140 425 +2
Mar18 170816 104.96 104.96 104.96 104.96 +0.69 0 28 +0
Total Volume and Open Interest 30,052 38,951 +1,040
EuroFX(CME)
Sep17 170816 117.57 117.99 117.02 117.89 +0.34 143,809 446,852 -4,769
Dec17 170816 118.11 118.56 117.60 118.46 +0.33 449 7,370 +13
Mar18 170816 118.79 119.15 118.38 119.10 +0.34 39 1,329 +13
Total Volume and Open Interest 144,467 457,860 -6,407
Mexican Peso(CME)
Sep17 170816 558.50 563.25 558.13 562.63 +4.13 25,387 235,696 -1,511
Oct17 170816 560.25 560.25 560.25 560.25 +4.25      
Total Volume and Open Interest 25,387 235,975 -1,511
Brazilian Real(CME)
Sep17 170816 313.75 316.95 313.75 316.10 +3.75 1,857 25,488 -609
Oct17 170816 314.50 314.85 314.50 314.85 +3.85 59 220 +43
Nov17 170816 313.30 313.30 313.30 313.30 +3.60      
Dec17 170816 312.00 312.00 312.00 312.00 +3.65 0 2 +0
Total Volume and Open Interest 1,916 26,210 -566
30-Year T-Bonds(CBOT)
Sep17 170816 154~070 155~060 153~260 155~020 +0~210 191,265 740,978 -238
Dec17 170816 153~000 153~290 152~100 153~260 +0~200 3,667 9,433 +1,420
Mar18 170816 153~030 153~030 153~030 153~030 +0~200      
Total Volume and Open Interest 194,932 750,411 +1,182
10-Year T-Notes(CBOT)
Sep17 170816 126~035 126~185 126~000 126~165 +0~115 945,523 3,252,008 +7,214
Dec17 170816 125~260 126~085 125~215 126~065 +0~120 29,812 82,900 +9,462
Mar18 170816 125~265 125~265 125~265 125~265 +0~120      
Total Volume and Open Interest 975,335 3,334,908 +16,676
5-Year T-Notes(CBOT)
Sep17 170816 118~076 118~156 118~056 118~144 +0~060 532,242 3,020,437 -16,217
Dec17 170816 117~300 118~060 117~280 118~046 +0~062 28,941 54,529 +18,246
Mar18 170816 117~290 117~290 117~290 117~290 +0~062      
Total Volume and Open Interest 561,183 3,074,966 +2,029
2 Year T-Notes(CBOT)
Sep17 170816 108~054 108~072 108~046 108~070 +0~014 240,604 1,432,493 +4,783
Dec17 170816 108~016 108~036 108~014 108~034 +0~016 5,973 24,578 +4,293
Mar18 170816 108~016 108~016 108~016 108~016 +0~016      
Total Volume and Open Interest 246,577 1,457,071 +9,076
Eurodollars(CME)
Sep17 170816 98.662 98.668 98.660 98.665 +0.003 189,365 1,427,275 -16,120
Dec17 170816 98.535 98.555 98.535 98.550 +0.010 248,961 2,042,292 +27,754
Mar18 170816 98.460 98.485 98.455 98.475 +0.010 204,158 1,175,325 +7,737
Jun18 170816 98.400 98.430 98.390 98.420 +0.015 163,197 1,096,795 +1,747
Sep18 170816 98.345 98.380 98.335 98.370 +0.020 169,246 1,091,050 -6,001
Dec18 170816 98.265 98.310 98.255 98.295 +0.025 194,148 1,522,634 -3,076
Mar19 170816 98.225 98.270 98.215 98.255 +0.025 110,595 924,185 +15,972
Jun19 170816 98.180 98.230 98.170 98.215 +0.030 110,859 706,527 +7,130
Sep19 170816 98.130 98.180 98.120 98.170 +0.030 90,914 681,695 -384
Dec19 170816 98.065 98.115 98.050 98.105 +0.035 85,754 775,789 +1,759
Mar20 170816 98.025 98.080 98.010 98.070 +0.040 66,514 443,743 -3,002
Jun20 170816 97.980 98.040 97.965 98.030 +0.040 53,022 342,974 +1,675
Sep20 170816 97.940 97.995 97.920 97.985 +0.040 32,114 241,454 -4,442
Dec20 170816 97.880 97.935 97.860 97.925 +0.040 35,728 295,584 -3,605
Mar21 170816 97.840 97.895 97.820 97.890 +0.045 31,816 171,105 -1,888
Jun21 170816 97.790 97.845 97.770 97.840 +0.045 27,786 118,072 -419
Sep21 170816 97.745 97.800 97.720 97.795 +0.050 18,409 97,343 -656
Dec21 170816 97.685 97.745 97.665 97.740 +0.050 21,050 101,371 +1,374
Total Volume and Open Interest 1,888,693 13,506,813 -65,928
Ultra T-Bond(CBOT)
Sep17 170816 166~07 167~20 165~23 167~15 +0~29 83,470 840,092 -167
Dec17 170816 165~09 166~20 164~24 166~15 +0~28 14,440 25,041 +11,151
Mar18 170816 165~15 165~15 165~15 165~15 +0~28      
Total Volume and Open Interest 97,910 865,133 +10,984
Ultra 10-Yr T-Note(CBOT)
Sep17 170816 135~095 135~295 135~045 135~270 +0~145 78,957 413,762 +2,825
Dec17 170816 134~220 135~075 134~200 135~070 +0~145 20 29 +20
Mar18 170816 135~070 135~070 135~070 135~070 +0~145      
Total Volume and Open Interest 78,977 413,791 +2,845
30 Day Federal Funds(CBOT)
Aug17 170816 98.842 98.845 98.842 98.845 unch 18,242 179,953 +5,378
Sep17 170816 98.845 98.845 98.845 98.845 unch 12,040 85,013 -1,484
Oct17 170816 98.840 98.845 98.840 98.845 unch 14,912 295,130 -1,217
Nov17 170816 98.830 98.835 98.825 98.830 unch 17,307 218,399 -3,826
Dec17 170816 98.780 98.790 98.780 98.790 +0.010 11,942 91,788 +1,722
Jan18 170816 98.735 98.750 98.730 98.750 +0.015 54,413 293,710 +13,901
Total Volume and Open Interest 200,913 1,622,524 +30,425
Japanese Govt Bonds(SGX)
Sep17 170815 150.49 150.62 150.47 150.62 +0.14 1,521 12,611 -555
Dec17 170815 150.62 150.62 150.62 150.62 +0.14      
Mar18 170815 150.62 150.62 150.62 150.62 +0.14      
Total Volume and Open Interest 1,521 12,611 -555
Euro-Buxl(EUREX)
Sep17 170816 166.22 166.50 165.04 165.94 -0.38 28,088 207,821 +984
Dec17 170816 164.08 164.38 163.92 164.38 -0.38 301 3,570 +6
Mar18 170816 163.92 163.92 163.92 163.92 -0.38      
Total Volume and Open Interest 28,389 211,391 +990
Euro-Bund(EUREX)
Sep17 170816 163.80 164.02 163.36 163.75 -0.10 392,761 1,799,203 +59,157
Dec17 170816 160.90 161.10 160.50 160.88 -0.09 4,642 96,287 +9,266
Mar18 170816 160.29 160.29 160.29 160.29 -0.10 0 33 +0
Total Volume and Open Interest 397,403 1,895,523 +68,423
Euro-Bobl(EUREX)
Sep17 170816 132.63 132.75 132.49 132.62 -0.01 233,651 1,450,249 +54,539
Dec17 170816 130.97 131.10 130.90 131.01 -0.02 2,292 73,895 +11,707
Mar18 170816 131.01 131.01 131.01 131.01 -0.02      
Total Volume and Open Interest 235,943 1,524,144 +66,246
Euro-Schatz(EUREX)
Sep17 170816 112.17 112.18 112.13 112.17 +0.00 153,492 1,416,470 +23,684
Dec17 170816 112.04 112.05 112.02 112.04 +0.00 2,525 62,979 +821
Mar18 170816 112.17 112.17 112.17 112.17 +0.00      
Total Volume and Open Interest 156,017 1,479,449 +24,505
3-Mth Euribor(EUREX)
Sep17 170816 100.335 100.335 100.330 100.330 unch 32 5,877 +6
Dec17 170816 100.330 100.330 100.325 100.325 unch 0 7,057 +0
Mar18 170816 100.305 100.310 100.305 100.305 -0.005 4 6,117 +0
Total Volume and Open Interest 731 38,173 -49
Long Gilt(LIFFE)
Sep17 170816 127~20 127~24 127~07 127~15 -0~06 95,767 687,843 +4,439
Dec17 170816 126~15 126~20 126~08 126~14 -0~06 1,293 6,017 +1,293
Total Volume and Open Interest 97,060 693,860 +5,732
3-Mth Short Sterling(LIFFE)
Sep17 170816 99.71 99.71 99.70 99.71 unch 11,684 441,897 -2,321
Dec17 170816 99.65 99.65 99.63 99.64 unch 53,315 419,378 +3,377
Mar18 170816 99.59 99.59 99.57 99.58 -0.01 18,663 347,772 -751
Jun18 170816 99.54 99.54 99.51 99.53 -0.01 38,626 319,770 +8,061
Sep18 170816 99.49 99.50 99.47 99.48 -0.01 43,017 279,702 +5,690
Dec18 170816 99.45 99.45 99.42 99.44 -0.01 38,229 308,286 +4,812
Total Volume and Open Interest 402,946 3,085,706 +25,245
3-Mth Euribor(LIFFE)
Sep17 170816 100.330 100.330 100.325 100.330 +0.005 25,973 402,329 -2,378
Dec17 170816 100.325 100.325 100.320 100.325 +0.005 59,236 415,946 +13,061
Mar18 170816 100.310 100.310 100.300 100.310 +0.005 82,134 444,426 -2,229
Total Volume and Open Interest 573,661 3,811,286 -8,484
3-Mth Aus T-Bills(SFE)
Sep17 170816 98.29 98.29 98.28 98.29 unch 3,297 104,959 +1,451
Dec17 170816 98.25 98.26 98.24 98.25 -0.01 10,332 222,957 +505
Mar18 170816 98.20 98.20 98.17 98.19 -0.01 12,459 173,615 -2,385
Jun18 170816 98.12 98.13 98.10 98.11 -0.02 13,330 144,658 -218
Sep18 170816 98.04 98.04 98.02 98.03 -0.02 9,544 110,095 +3,167
Dec18 170816 97.96 97.97 97.93 97.95 -0.02 4,310 89,035 -57
Mar19 170816 97.89 97.89 97.86 97.87 -0.03 3,377 59,197 +529
Jun19 170816 97.81 97.81 97.78 97.80 -0.02 1,156 47,416 -1,168
Sep19 170816 97.73 97.73 97.73 97.73 -0.02 199 3,687 -189
Dec19 170816 97.66 97.66 97.66 97.66 -0.03 2 2,824 +0
Total Volume and Open Interest 58,031 961,169 +1,616
10-Year Aus T-Bonds(SFE)
Sep17 170816 97.35 97.36 97.32 97.34 -0.02 95,099 974,352 +4,510
Dec17 170816 97.31 97.31 97.31 97.31 -0.03 0 441 +0
Total Volume and Open Interest 95,099 974,793 +4,510
3-Year Aus T-Bonds(SFE)
Sep17 170816 98.03 98.04 98.00 98.02 -0.02 80,403 1,010,716 -1,112
Dec17 170816 98.00 98.00 98.00 98.00 -0.02 0 121 +0
Total Volume and Open Interest 80,403 1,010,837 -1,112
Gold(CMX)
Aug17 170816 1271.3 1282.6 1269.4 1276.9 +3.2 338 1,069 -187
Oct17 170816 1273.8 1286.0 1270.0 1279.5 +3.2 5,489 50,726 +520
Dec17 170816 1276.9 1289.5 1273.2 1282.9 +3.2 238,069 373,043 -1,425
Feb18 170816 1281.5 1292.5 1277.2 1286.5 +3.2 1,990 19,225 +163
Apr18 170816 1285.4 1295.7 1282.0 1290.1 +3.2 1,377 5,396 +264
Jun18 170816 1289.3 1299.1 1286.1 1293.7 +3.2 512 9,115 +41
Aug18 170816 1291.3 1297.4 1290.3 1297.4 +3.3 407 6,450 -1
Oct18 170816 1298.8 1305.9 1298.8 1301.0 +3.3 50 1,228 +3
Dec18 170816 1298.0 1304.6 1297.0 1304.6 +3.3 85 8,015 -11
Feb19 170816 1308.4 1308.4 1298.2 1308.4 +3.3 7 8 +2
Apr19 170816 1312.2 1312.2 1312.2 1312.2 +3.3      
Jun19 170816 1316.1 1316.1 1316.1 1316.1 +3.3 0 748 +0
Total Volume and Open Interest 249,054 480,143 -772
Silver(CMX)
Sep17 170816 1664.0 1713.0 1661.0 1694.0 +22.6 73,466 101,652 -2,075
Dec17 170816 1672.5 1722.0 1670.0 1702.6 +22.5 6,430 76,332 +1,598
Mar18 170816 1685.0 1725.0 1682.0 1711.6 +22.5 873 5,137 -214
May18 170816 1732.0 1732.0 1717.9 1717.9 +22.5 227 1,848 +54
Jul18 170816 1724.2 1724.2 1690.0 1724.2 +22.5 28 1,464 -14
Sep18 170816 1731.0 1731.0 1731.0 1731.0 +22.5 30 90 +10
Dec18 170816 1708.5 1741.4 1708.5 1741.4 +22.5 60 1,489 +31
Total Volume and Open Interest 81,192 188,905 -573
Platinum(NYMEX)
Oct17 170816 965.7 984.4 963.8 974.5 +7.1 20,438 62,011 -961
Jan18 170816 970.6 986.0 969.1 977.2 +7.0 426 7,668 +25
Apr18 170816 973.8 988.3 973.8 981.4 +7.1 131 553 +129
Jul18 170816 986.1 986.1 986.1 986.1 +7.1 0 292 -50
Total Volume and Open Interest 21,018 70,547 -857
Palladium(NYMEX)
Sep17 170816 888.05 917.20 885.90 910.20 +18.15 2,854 28,373 -61
Dec17 170816 882.65 910.05 881.00 903.00 +16.45 277 6,714 +166
Mar18 170816 902.10 902.10 897.55 897.55 +16.45 0 265 +0
Total Volume and Open Interest 3,131 35,368 +105
Copper(CMX)
Sep17 170816 287.85 297.95 287.60 295.35 +7.05 67,162 134,952 -4,031
Dec17 170816 290.00 300.10 289.95 297.60 +7.00 21,449 120,617 +5,019
Mar18 170816 292.85 301.45 292.85 299.40 +6.95 4,550 33,140 -27
May18 170816 294.10 301.20 294.10 300.40 +6.90 2,175 13,148 +378
Jul18 170816 302.55 302.55 301.20 301.20 +6.90 499 4,300 -23
Total Volume and Open Interest 97,434 333,976 +1,393
E-mini DJIA Index(CBOT)
Sep17 170816 21988 22067 21969 22011 +34 104,805 151,316 -5,255
Dec17 170816 21930 22025 21930 21968 +34 136 704 +28
Mar18 170816 21969 21969 21931 21931 +34 2 24 -2
Jun18 170816 21900 21900 21900 21900 +34 0 2 +0
Total Volume and Open Interest 104,943 152,046 -5,229
S & P 500(CME)
Sep17 170816 2464.80 2470.40 2462.00 2467.50 +3.80 4,430 62,277 +1,831
Dec17 170816 2465.60 2470.80 2460.80 2465.60 +3.80 249 445 +217
Mar18 170816 2464.10 2469.30 2459.30 2464.10 +3.80 30 0 -30
Jun18 170816 2463.30 2468.50 2458.50 2463.30 +3.80      
Total Volume and Open Interest 4,709 62,722 +2,018
S & P 500 E-Mini(CME)
Sep17 170816 2464.50 2474.00 2461.50 2467.50 +3.75 1,470,477 3,114,038 +23,790
Dec17 170816 2463.50 2472.00 2459.75 2465.50 +3.75 8,344 65,333 +1,999
Mar18 170816 2458.50 2469.50 2458.00 2464.00 +3.75 172 1,140 -140
Jun18 170816 2463.25 2466.00 2463.25 2463.25 +3.75 0 451 +0
Total Volume and Open Interest 1,478,993 3,180,976 +25,649
NASDAQ 100 E-Mini(CME)
Sep17 170816 5915.30 5949.50 5902.00 5923.50 +11.50 261,541 300,365 +2,989
Dec17 170816 5922.00 5956.30 5910.00 5931.00 +11.50 1,438 2,260 +235
Mar18 170816 5938.00 5947.00 5935.30 5939.50 +11.50 12 61 +4
Total Volume and Open Interest 262,991 302,686 +3,228
S&P Midcap 400(CME) e-Mini
Sep17 170816 1720.30 1731.50 1717.40 1724.60 +4.10 14,482 90,602 -886
Dec17 170816 1723.50 1728.80 1718.70 1723.50 +4.10 0 1 +0
Mar18 170816 1720.20 1720.20 1720.20 1720.20 +4.10      
Total Volume and Open Interest 14,482 90,603 -886
Volatility Index(CBOE)
Aug17 170816 12.31 12.56 11.90 12.16 -0.17 124,994 91,136 -31,603
Sep17 170816 13.19 13.28 12.90 13.08 -0.10 187,840 275,568 -5,765
Oct17 170816 13.95 14.03 13.65 13.78 -0.20 52,496 70,795 -2,490
Nov17 170816 14.40 14.46 14.10 14.23 -0.20 31,522 45,947 -2,885
Total Volume and Open Interest 422,904 595,206 -39,910
S & P 600(CME)
Sep17 170816 835.70 835.70 835.70 835.70 +1.10      
Dec17 170816 832.50 832.50 832.50 832.50 +1.10      
Total Volume and Open Interest      
Russell 2000 Mini(ICE)
Sep17 170816 1381.00 1391.90 1379.90 1382.50 +1.00 116,657 564,799 -1,933
Dec17 170816 1384.50 1389.80 1381.70 1381.70 +1.00 5 374 -296
Mar18 170816 1386.20 1386.20 1380.70 1380.70 +1.00 0 1 +0
Total Volume and Open Interest 116,662 565,176 -2,229
Nikkei 225(CME)
Sep17 170816 19730 19805 19690 19715 -15 10,728 34,434 +189
Dec17 170816 19670 19710 19615 19640 -15 24 34 +1
Total Volume and Open Interest 10,752 34,468 +190
Nikkei 225(SGX)
Sep17 170816 19750 19790 19750 19750 +20 78,354 223,538 +592
Dec17 170816 19650 19650 19620 19620 +20 417 3,086 +200
Mar18 170815 19565 19565 19565 19565 +225 0 205 +0
Total Volume and Open Interest 41,868 232,898 -12,092
Nikkei 225 Mini(JPX)
Sep17 170815 19545 19815 19525 19740 +210 730,846 518,355 -5,794
Dec17 170815 19410 19680 19395 19600 +210 16,488 18,501 +682
Mar18 170815 19380 19625 19330 19560 +210 526 3,355 +75
Total Volume and Open Interest 753,626 618,319 +2,078
Nikkei 225(JPX)
Sep17 170815 19550 19810 19520 19740 +210 60,186 342,282 +2,423
Dec17 170815 19410 19670 19400 19600 +210 1,020 40,962 +235
Mar18 170815 19350 19620 19350 19560 +210 77 3,287 +11
Total Volume and Open Interest 61,344 453,487 +2,625
Nikkei 225(CME) Yen
Sep17 170816 19720 19795 19680 19710 -10 35,000 54,068 -1,416
Dec17 170816 19650 19650 19570 19575 -10 13 48 +7
Mar18 170816 19535 19535 19535 19535 -10      
Total Volume and Open Interest 35,013 54,116 -1,409
Nikkei 225(CME) e-Mini Yen
Sep17 170816 19730 19730 19710 19710 -10 0 9 +0
Dec17 170816 19580 19580 19575 19580 unch      
Mar18 170816 19540 19540 19535 19540 unch      
Total Volume and Open Interest 0 9 +0
CAC 40(EURONEXT)
Aug17 170816 5138.5 5201.0 5138.5 5176.5 +36.5 150,617 345,080 +10,989
Sep17 170816 5141.5 5199.5 5138.5 5174.5 +36.0 74,406 94,957 +57,494
Oct17 170816 5134.5 5183.5 5134.5 5164.5 +36.0 14 5 -2
Total Volume and Open Interest 225,039 452,980 +68,482
Hang Seng Index(HKFE)
Aug17 170816 27130 27397 27023 27386 +259 120,061 155,281 -302
Sep17 170816 26950 27231 26865 27224 +260 2,421 21,075 +955
Total Volume and Open Interest 123,475 188,949 +1,059
DAX(EUREX)
Sep17 170816 12188.0 12295.0 12188.0 12256.5 +84.0 73,205 137,850 -2,379
Dec17 170816 12193.0 12282.5 12193.0 12246.5 +84.0 285 8,384 +36
Mar18 170816 12265.5 12278.0 12243.0 12243.0 +83.5 11 87 +0
Total Volume and Open Interest 73,501 146,321 -2,343
Mini-DAX(EUREX)
Sep17 170816 12190.0 12296.0 12188.0 12256.5 +84.0 22,036 11,124 -410
Dec17 170816 12234.0 12282.0 12218.0 12246.5 +84.0 47 359 +10
Mar18 170816 12200.0 12260.0 12200.0 12243.0 +83.5 2 31 +0
Total Volume and Open Interest 22,085 11,514 -400
DJ EuroSTOXX 50(EUREX)
Sep17 170816 3462 3496 3461 3484 +22 1,187,720 3,348,295 -34,420
Dec17 170816 3455 3480 3455 3470 +22 681 125,900 +73
Mar18 170816 3458 3458 3458 3458 +22 3 51,459 +0
Total Volume and Open Interest 1,188,404 3,525,654 -34,347
Swiss Market Index(EUREX)
Sep17 170816 9014 9065 8979 9035 +37 30,499 191,908 -632
Dec17 170816 9019 9019 8962 9009 +37 27 2,513 +0
Mar18 170816 8908 8908 8908 8908 +37 0 32 +0
Total Volume and Open Interest 30,526 194,453 -632
FT-SE 100(EURONEXT)
Sep17 170816 7377.50 7431.50 7370.00 7419.00 +46.50 74,033 753,204 -302
Dec17 170816 7355.00 7384.50 7355.00 7378.00 +46.00 13 11,402 +0
Mar18 170816 7317.00 7317.00 7317.00 7317.00 +47.00      
Total Volume and Open Interest 74,046 764,606 -302
SPI 200(SFE)
Sep17 170816 5702.0 5750.0 5687.0 5746.0 +42.0 29,691 257,218 -2,159
Dec17 170816 5699.0 5733.0 5697.0 5733.0 +44.0 3 1,481 +1
Mar18 170816 5686.0 5686.0 5686.0 5686.0 +44.0 0 1,477 +0
Total Volume and Open Interest 30,611 262,835 -1,253
FTSE MIB(ISE)
Sep17 170816 21810.00 22000.00 21780.00 21960.00 +261.00 29,657 28,373 -1,138
Dec17 170816 21720.00 21885.00 21710.00 21843.00 +264.00 64 142 -15
Total Volume and Open Interest 29,721 28,515 -1,153
KOSPI 200(KFE)
Sep17 170816 306.45 309.15 306.20 307.60 +1.65 323,140 284,492 +14,365
Dec17 170816 306.95 309.80 306.95 308.25 +1.55 1,094 44,616 +1,751
Mar18 170816 305.75 305.75 305.75 305.75 +2.70 28 9,650 +81
Total Volume and Open Interest 324,279 365,611 +16,247
GSCI(CME)
Sep17 170816 377.65 378.30 374.40 374.50 -2.10 322 14,726 +302
Oct17 170816 374.90 374.90 374.90 374.90 -2.10      
Nov17 170816 375.65 375.65 375.65 375.65 -2.10      
Total Volume and Open Interest 616 15,486  
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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