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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon August 28, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep17 170828 936.00 944.00 932.50 935.25 -3.75 21,364 55,751 -3,118
Nov17 170828 942.50 950.50 938.00 941.25 -3.25 103,567 382,954 +4,065
Jan18 170828 950.50 959.50 947.00 950.25 -3.25 15,795 72,086 +2,501
Mar18 170828 960.75 967.75 956.00 959.25 -3.00 9,806 60,275 +767
May18 170828 967.75 975.00 964.25 967.25 -3.00 4,537 34,403 +639
Jul18 170828 976.00 981.00 971.00 974.00 -2.75 8,284 53,676 +1,833
Aug18 170828 980.50 980.75 974.50 974.50 -2.50 81 1,910 -4
Sep18 170828 970.75 971.50 965.50 966.00 -1.00 76 581 +9
Nov18 170828 960.00 966.00 957.00 958.25 -1.25 4,536 25,124 +797
Jan19 170828 963.00 963.00 963.00 963.00 -1.25 1 180 +1
Mar19 170828 965.75 965.75 965.75 965.75 -1.00 0 59 +0
May19 170828 969.00 969.00 969.00 969.00 -1.00 0 25 +0
Jul19 170828 972.50 972.50 972.50 972.50 -1.00 13 46 +10
Aug19 170828 970.25 970.25 970.25 970.25 -1.00 0 7 +0
Total Volume and Open Interest 168,089 687,423 +7,517
Soybean Meal(CBOT)
Sep17 170828 296.20 298.40 294.70 295.50 -0.90 23,256 33,595 -2,627
Oct17 170828 297.70 300.00 296.30 297.20 -0.70 12,139 38,311 +811
Dec17 170828 299.70 302.10 298.50 299.40 -0.60 55,559 183,112 -3,083
Jan18 170828 300.70 302.90 299.60 300.50 -0.40 7,941 40,103 +684
Mar18 170828 303.80 305.70 302.50 303.30 -0.50 7,776 39,368 +1,386
May18 170828 305.90 307.90 304.70 305.40 -0.50 4,302 21,754 +1,665
Jul18 170828 308.00 309.90 307.00 307.50 -0.50 4,464 15,349 +958
Aug18 170828 308.70 310.10 307.90 308.10 -0.60 329 3,364 +61
Sep18 170828 308.70 310.30 307.90 308.10 -0.60 352 3,816 +16
Oct18 170828 307.80 308.40 306.00 306.20 -0.30 690 3,389 +115
Total Volume and Open Interest 118,331 391,492 +52
Soybean Oil(CBOT)
Sep17 170828 34.56 34.90 34.41 34.59 -0.02 29,953 31,452 -7,216
Oct17 170828 34.72 35.01 34.53 34.71 -0.01 26,559 41,424 +551
Dec17 170828 34.90 35.25 34.77 34.96 +0.01 75,362 188,024 -6,388
Jan18 170828 35.06 35.39 34.92 35.11 +0.01 6,473 42,825 -65
Mar18 170828 35.25 35.59 35.12 35.32 +0.01 6,710 44,023 +69
May18 170828 35.37 35.69 35.26 35.46 +0.01 2,241 28,565 +164
Jul18 170828 35.58 35.77 35.36 35.56 +0.03 2,509 19,320 -157
Aug18 170828 35.37 35.63 35.36 35.47 +0.01 199 1,724 -27
Sep18 170828 35.41 35.51 35.26 35.34 +0.02 167 1,893 +13
Oct18 170828 35.06 35.23 35.05 35.09 +0.05 624 2,067 +240
Total Volume and Open Interest 152,303 413,794 -12,765
Canola(WCE)
Nov17 170828 499.6 505.0 499.6 502.0 +1.1 14,621 97,579 +2,641
Jan18 170828 509.0 510.9 506.4 507.9 +1.0 3,726 24,567 +1,143
Mar18 170828 513.7 515.5 511.7 512.3 +0.8 676 7,814 +352
May18 170828 517.4 517.4 512.8 513.8 +0.8 483 1,678 +102
Jul18 170828 518.0 518.0 513.9 514.6 +1.1 132 958 -83
Total Volume and Open Interest 19,658 133,492 +4,161
Corn(CBOT)
Sep17 170828 338.75 340.25 335.50 336.00 -2.75 107,368 217,180 -25,208
Dec17 170828 353.25 355.00 350.50 351.00 -2.50 165,017 760,465 +15,280
Mar18 170828 366.50 367.75 363.25 364.00 -2.50 28,381 233,846 +4,615
May18 170828 373.50 374.75 370.50 371.25 -2.50 8,734 52,560 +1,469
Jul18 170828 380.00 381.50 377.00 378.00 -2.00 14,933 104,567 +990
Sep18 170828 387.00 387.50 384.00 384.25 -1.75 4,023 26,461 -285
Dec18 170828 394.50 395.50 391.50 393.00 -0.75 12,256 69,846 -884
Mar19 170828 401.75 402.50 401.75 402.00 -0.50 78 1,826 +6
May19 170828 406.00 407.00 406.00 407.00 -0.25 24 408 +20
Jul19 170828 412.25 412.75 410.50 411.75 -0.25 23 912 +0
Total Volume and Open Interest 340,846 1,469,895 -3,991
Wheat(CBOT)
Sep17 170828 406.25 410.00 398.75 400.00 -9.50 32,187 55,953 -7,132
Dec17 170828 433.50 436.50 426.50 428.00 -7.25 77,274 253,686 +6,245
Mar18 170828 455.50 459.50 450.00 451.50 -6.75 16,007 82,677 +632
May18 170828 470.00 473.75 464.50 466.00 -6.50 4,454 25,068 +1
Jul18 170828 483.25 486.25 478.00 479.50 -6.00 5,282 39,476 +269
Sep18 170828 500.25 501.00 494.00 495.25 -5.00 588 4,698 +227
Total Volume and Open Interest 136,840 472,244 +57
Wheat(KCBT)
Sep17 170828 403.00 404.00 394.00 396.75 -7.75 16,965 26,387 -6,370
Dec17 170828 431.00 432.00 422.25 425.50 -6.75 28,818 137,533 +2,279
Mar18 170828 449.50 450.50 440.75 444.00 -6.50 6,857 77,737 -1,591
May18 170828 463.00 464.50 455.00 458.25 -6.25 2,309 16,590 -149
Jul18 170828 481.50 481.75 473.25 476.50 -6.50 3,095 22,271 -704
Sep18 170828 503.75 503.75 494.75 497.75 -6.25 847 4,208 +101
Dec18 170828 524.50 524.50 520.25 523.50 -5.50 857 3,027 +75
Total Volume and Open Interest 59,819 288,001 -6,324
Wheat(MGE)
Sep17 170828 649.00 650.00 641.00 644.75 -5.75 4,699 8,495 -1,138
Dec17 170828 668.00 669.00 659.50 664.25 -5.00 6,940 39,090 -187
Mar18 170828 673.25 673.25 665.75 670.50 -4.75 1,408 20,756 -88
May18 170828 666.25 666.25 660.25 665.00 -4.25 374 6,834 +66
Jul18 170828 656.00 658.50 653.50 658.50 -5.25 238 2,845 +46
Sep18 170828 629.75 631.00 623.25 627.75 -3.75 106 1,739 -19
Total Volume and Open Interest 13,784 80,762 -1,326
Oats(CBOT)
Sep17 170828 246.00 246.00 236.75 238.50 -2.75 257 184 -162
Dec17 170828 253.00 259.75 251.25 251.75 -1.25 659 4,791 +7
Mar18 170828 260.00 260.25 255.75 257.00 +0.25 134 770 +35
May18 170828 262.75 262.75 257.25 257.25 +1.25 21 25 +4
Total Volume and Open Interest 1,107 5,798 -89
Rough Rice(CBOT)
Sep17 170828 12.40 12.56 12.32 12.33 -0.07 768 2,311 -409
Nov17 170828 12.71 12.88 12.65 12.65 -0.06 785 6,956 +439
Jan18 170828 12.96 13.10 12.90 12.90 -0.06 22 186 +3
Mar18 170828 13.07 13.18 12.98 12.98 -0.07 3 141 +0
Total Volume and Open Interest 1,578 9,594 +33
Live Cattle(CME)
Aug17 170828 106.500 107.400 105.750 106.200 +0.250 1,990 2,412 -1,036
Oct17 170828 107.800 109.750 107.600 108.385 +1.455 21,177 151,483 -423
Dec17 170828 110.850 112.750 110.580 111.385 +1.455 7,525 77,083 +1,001
Feb18 170828 113.300 114.930 113.080 114.150 +1.765 5,433 45,252 +522
Apr18 170828 113.885 115.400 113.650 114.885 +1.805 3,016 23,711 +496
Jun18 170828 107.930 109.100 107.730 108.550 +1.550 1,542 12,106 +354
Total Volume and Open Interest 41,588 316,737 +1,277
Feeder Cattle(CME)
Aug17 170828 142.000 143.100 141.900 142.435 +1.055 1,189 5,898 -265
Sep17 170828 144.100 147.130 143.750 145.880 +2.945 5,843 10,022 -1,077
Oct17 170828 144.185 147.250 144.000 146.400 +3.450 5,349 17,486 +157
Nov17 170828 144.500 147.300 144.100 146.500 +3.350 2,980 7,710 +287
Jan18 170828 141.735 144.150 141.500 143.330 +2.895 1,336 7,208 +177
Mar18 170828 139.830 142.130 139.830 141.350 +2.770 1,003 3,108 +152
Apr18 170828 141.100 143.150 140.830 142.500 +2.920 326 1,511 +32
Total Volume and Open Interest 18,172 53,748 -529
Lean Hogs(CME)
Oct17 170828 62.785 63.000 61.580 61.630 -1.450 22,442 108,483 -1,541
Dec17 170828 58.600 58.700 57.500 57.580 -1.370 8,032 59,240 +822
Feb18 170828 63.285 63.450 62.300 62.485 -1.315 6,057 39,920 -46
Apr18 170828 67.400 67.635 66.785 66.800 -1.000 1,672 26,138 -27
May18 170828 72.350 72.350 72.000 72.000 -0.750 89 780 +75
Jun18 170828 76.480 76.480 76.035 76.135 -0.695 907 13,799 -122
Jul18 170828 76.535 76.580 76.150 76.285 -0.665 416 2,096 +58
Aug18 170828 76.000 76.000 75.830 75.900 -0.530 68 1,165 +20
Total Volume and Open Interest 39,693 251,941 -757
Class III Milk(CME)
Aug17 170828 16.50 16.51 16.50 16.51 +0.01 243 4,738 -73
Sep17 170828 16.64 16.73 16.41 16.46 -0.18 263 5,445 +16
Oct17 170828 16.50 16.53 16.35 16.37 -0.17 191 4,027 +7
Nov17 170828 16.50 16.52 16.27 16.29 -0.20 86 3,412 +5
Dec17 170828 16.38 16.38 16.23 16.23 -0.16 176 3,009 +91
Jan18 170828 16.24 16.24 16.18 16.18 -0.08 87 1,145 +35
Feb18 170828 16.30 16.30 16.27 16.27 -0.08 24 979 +11
Mar18 170828 16.35 16.35 16.31 16.32 -0.08 23 892 +6
Apr18 170828 16.39 16.39 16.39 16.39 -0.05 37 778 +30
May18 170828 16.50 16.50 16.50 16.50 -0.02 14 685 +9
Jun18 170828 16.61 16.61 16.61 16.61 -0.02 13 612 +9
Jul18 170828 16.80 16.80 16.77 16.77 -0.07 1 296 +1
Aug18 170828 16.85 16.85 16.79 16.79 -0.11 4 240 +4
Total Volume and Open Interest 1,163 26,846 +152
Cocoa(ICE)
Sep17 170828 2015 2015 2015 2015 +53 2 370 -59
Dec17 170828 1905 2002 1905 1997 +64 15,163 142,541 +548
Mar18 170828 1930 2018 1928 2013 +65 4,814 48,172 -845
May18 170828 1939 2027 1939 2024 +64 2,365 18,653 +625
Jul18 170828 1955 2042 1955 2040 +63 822 10,906 -62
Sep18 170828 1974 2060 1974 2057 +63 561 9,149 -24
Dec18 170828 1995 2078 1995 2077 +64 305 6,625 +279
Total Volume and Open Interest 24,085 244,697 +449
Coffee "C"(ICE)
Sep17 170828 130.45 131.00 129.55 129.90 -0.30 116 952 -131
Dec17 170828 131.70 132.45 129.60 131.35 -0.05 16,795 104,885 +1,145
Mar18 170828 135.10 135.85 133.15 134.80 -0.10 4,437 45,013 +217
May18 170828 137.20 138.10 135.45 137.05 -0.15 1,279 17,837 +103
Jul18 170828 139.75 140.35 137.75 139.35 -0.10 809 8,688 -1
Sep18 170828 142.00 142.65 140.10 141.60 -0.15 451 6,628 +56
Total Volume and Open Interest 24,329 190,723 +1,552
Orange Juice(ICE)
Sep17 170828 135.70 135.80 131.80 132.75 -2.65 474 1,064 -240
Nov17 170828 135.45 135.60 132.15 133.25 -2.20 640 7,026 +158
Jan18 170828 134.10 134.55 132.80 133.35 -1.95 35 1,405 +1
Mar18 170828 135.00 135.00 134.95 134.95 -2.05 1 545 +0
May18 170828 137.65 137.65 137.65 137.65 -1.85 0 223 +0
Jul18 170828 140.40 140.40 140.40 140.40 -1.80 0 46 +0
Total Volume and Open Interest 1,150 10,335 -81
Sugar #11(ICE)
Oct17 170828 14.03 14.35 13.84 14.31 +0.28 76,996 408,860 +260
Mar18 170828 14.71 14.88 14.51 14.84 +0.15 28,867 225,044 +2,228
May18 170828 14.93 15.06 14.75 15.03 +0.10 7,133 80,226 +11
Jul18 170828 15.15 15.25 14.98 15.23 +0.07 3,701 57,233 -129
Oct18 170828 15.48 15.56 15.31 15.54 +0.05 1,929 36,880 +262
Mar19 170828 15.92 16.04 15.91 16.03 +0.03 253 22,293 +31
May19 170828 15.90 16.00 15.90 16.00 unch 35 4,269 +8
Jul19 170828 16.00 16.00 16.00 16.00 unch 42 4,883 -9
Total Volume and Open Interest 119,027 846,261 +2,688
London Cocoa(LCE)
Sep17 170825 1496 1518 1496 1514 +25 2,727 43,885 -1,162
Dec17 170825 1512 1534 1512 1528 +23 7,114 84,970 +550
Mar18 170825 1531 1550 1531 1545 +24 2,337 56,036 +450
May18 170825 1544 1563 1544 1557 +23 1,146 20,118 +231
Jul18 170825 1557 1575 1557 1570 +23 919 17,200 +43
Sep18 170825 1576 1586 1573 1582 +23 900 14,883 +237
Dec18 170825 1597 1598 1596 1598 +23 262 8,891 +148
Total Volume and Open Interest 15,610 247,247 +656
London Sugar(LCE)
Oct17 170825 384.00 388.00 381.20 384.70 +2.10 3,925 43,770 -295
Dec17 170825 385.00 387.20 381.60 384.80 +0.50 1,979 22,358 +686
Mar18 170825 393.00 394.80 390.40 392.60 +0.50 409 14,677 +78
May18 170825 400.60 402.00 398.50 400.30 +0.60 53 5,262 +33
Aug18 170825 407.80 408.00 406.20 407.10 +0.80 10 4,823 -9
Total Volume and Open Interest 6,379 93,273 +496
Cotton(ICE)
Oct17 170828 68.61 70.33 68.61 70.33 +1.72 35 194 +5
Dec17 170828 68.59 69.95 68.56 69.83 +1.68 12,858 146,829 -1,072
Mar18 170828 68.93 69.40 68.31 69.20 +1.27 2,984 55,540 -189
May18 170828 69.03 69.83 69.03 69.63 +1.12 334 6,618 +89
Jul18 170828 69.61 70.25 69.60 70.04 +1.01 275 5,253 -3
Oct18 170828 68.89 68.89 68.89 68.89 +0.96 0 1 +0
Total Volume and Open Interest 16,775 226,412 -973
Lumber(CME)
Sep17 170828 374.2 382.0 374.0 380.1 +8.1 589 2,147 +13
Nov17 170828 361.2 369.1 361.1 366.9 +7.5 275 1,798 +98
Jan18 170828 371.5 372.9 371.5 372.0 +6.5 41 337 +19
Mar18 170828 375.2 375.2 375.2 375.2 +10.0 0 47 +0
Total Volume and Open Interest 905 4,334 +130
Crude Oil(NYM)
Oct17 170828 47.89 48.20 46.15 46.57 -1.30 831,358 518,796 -902
Nov17 170828 48.23 48.47 46.58 46.96 -1.16 196,097 226,883 +4,831
Dec17 170828 48.38 48.70 46.93 47.27 -1.07 118,721 331,697 -6,650
Jan18 170828 48.71 48.91 47.22 47.52 -1.01 51,796 161,275 +113
Feb18 170828 48.78 49.08 47.42 47.72 -0.98 25,531 67,898 +3,675
Mar18 170828 49.16 49.20 47.58 47.88 -0.95 23,194 129,611 -1,306
Apr18 170828 49.29 49.29 47.71 48.01 -0.93 6,483 37,814 +164
May18 170828 49.14 49.36 47.88 48.11 -0.91 6,119 40,287 +55
Jun18 170828 49.18 49.44 47.92 48.20 -0.88 28,348 155,558 +2,323
Jul18 170828 49.41 49.41 48.00 48.26 -0.85 5,222 32,174 -973
Aug18 170828 49.36 49.36 48.21 48.31 -0.82 1,824 24,602 +705
Sep18 170828 49.44 49.44 48.25 48.36 -0.79 2,412 53,507 -216
Oct18 170828 48.41 48.41 48.41 48.41 -0.76 468 23,826 +220
Nov18 170828 48.46 48.46 48.46 48.46 -0.72 354 25,432 +219
Dec18 170828 49.40 49.64 48.25 48.51 -0.70 24,578 187,675 +562
Jan19 170828 48.52 48.52 48.52 48.52 -0.69 554 22,829 -2
Total Volume and Open Interest 1,333,426 2,236,858 +2,850
e-miNY Crude Oil(NYM)
Oct17 170828 47.925 48.175 46.150 46.575 -1.300 11,085 3,868 +600
Nov17 170828 48.275 48.400 46.600 46.950 -1.175 261 300 +105
Dec17 170828 48.300 48.300 47.000 47.275 -1.075 71 647 +0
Jan18 170828 48.400 48.400 47.275 47.525 -1.000 10 381 +1
Feb18 170828 47.725 47.725 47.725 47.725 -0.975 2 105 +1
Mar18 170828 47.875 47.875 47.875 47.875 -0.950 0 7 +0
Apr18 170828 48.000 48.000 48.000 48.000 -0.950 0 62 +0
May18 170828 48.100 48.100 48.100 48.100 -0.925 0 95 +0
Jun18 170828 49.100 49.100 48.025 48.200 -0.875 2 29 +2
Jul18 170828 48.500 48.500 48.250 48.250 -0.850 0 4 +0
Total Volume and Open Interest 11,432 5,623 +710
NY Harbor ULSD(NYM)
Sep17 170828 165.00 166.81 162.56 163.52 +1.29 41,137 29,613 -11,354
Oct17 170828 164.27 166.81 162.29 163.09 +0.70 87,623 100,649 +3,637
Nov17 170828 166.39 166.64 162.28 163.05 +0.32 37,615 56,584 +2,520
Dec17 170828 164.05 166.76 162.44 163.15 +0.08 38,878 57,881 +2,379
Jan18 170828 165.33 167.01 162.66 163.30 -0.14 13,780 33,780 +111
Feb18 170828 166.10 166.10 162.41 163.10 -0.40 6,990 18,811 -514
Mar18 170828 165.31 165.35 161.90 162.51 -0.55 5,486 18,743 -122
Apr18 170828 165.00 165.00 160.89 161.46 -0.66 3,240 8,361 -514
May18 170828 163.18 163.18 160.55 160.91 -0.69 1,639 7,844 +100
Jun18 170828 162.89 162.92 159.83 160.59 -0.72 3,882 23,660 +863
Jul18 170828 160.38 160.83 160.38 160.83 -0.74 351 1,940 +216
Aug18 170828 161.24 161.24 161.24 161.24 -0.74 194 2,100 +53
Sep18 170828 161.78 161.78 161.78 161.78 -0.74 80 1,948 +11
Oct18 170828 162.39 162.40 162.39 162.40 -0.72 46 868 +1
Total Volume and Open Interest 243,674 394,462 -1,525
RBOB Gasoline(NYM)
Sep17 170828 176.01 177.99 170.36 171.23 +4.57 68,521 32,316 -13,082
Oct17 170828 158.30 161.89 156.25 157.13 +3.05 157,021 137,547 +5,151
Nov17 170828 153.00 154.01 149.76 150.48 +0.61 82,313 66,415 -4,396
Dec17 170828 149.50 150.47 146.06 146.69 -0.38 59,034 58,645 -2,103
Jan18 170828 149.28 149.35 145.16 145.74 -0.88 21,375 36,279 +415
Feb18 170828 150.05 150.05 145.88 146.37 -1.10 9,558 10,458 -487
Mar18 170828 151.92 151.92 147.60 148.01 -1.24 7,397 22,068 +1,147
Apr18 170828 167.97 168.09 164.83 165.46 -1.25 2,223 12,064 +222
May18 170828 168.04 168.04 165.65 165.86 -1.25 1,080 5,163 +123
Jun18 170828 166.97 167.87 164.95 165.04 -1.26 2,415 9,946 +473
Total Volume and Open Interest 413,131 405,892 -12,391
e-miNY RBOB Gasoline(NYM)
Sep17 170828 171.20 171.23 171.20 171.20 +4.54 1 0 -1
Oct17 170828 157.10 157.13 157.10 157.10 +3.02      
Nov17 170828 150.50 150.50 150.48 150.50 +0.63      
Dec17 170828 146.70 146.70 146.69 146.70 -0.37      
Total Volume and Open Interest 1    
Natural Gas(NYM)
Sep17 170828 2.924 2.967 2.849 2.925 +0.033 105,193 23,369 -18,728
Oct17 170828 2.950 2.998 2.880 2.961 +0.037 111,290 315,240 +5,688
Nov17 170828 3.023 3.066 2.954 3.030 +0.033 24,272 134,004 +1,661
Dec17 170828 3.161 3.205 3.100 3.171 +0.031 12,901 92,298 -248
Jan18 170828 3.247 3.300 3.200 3.269 +0.029 22,539 143,355 +1,364
Feb18 170828 3.245 3.296 3.199 3.266 +0.028 6,945 68,358 +983
Mar18 170828 3.207 3.252 3.163 3.227 +0.026 10,168 100,043 +218
Apr18 170828 2.898 2.921 2.869 2.906 +0.020 10,833 114,622 -768
May18 170828 2.866 2.884 2.840 2.873 +0.018 3,464 47,780 +368
Jun18 170828 2.878 2.904 2.864 2.897 +0.017 1,208 25,616 +59
Jul18 170828 2.907 2.928 2.892 2.922 +0.017 2,032 26,807 -384
Aug18 170828 2.900 2.933 2.895 2.925 +0.018 2,253 27,804 +649
Sep18 170828 2.880 2.906 2.871 2.901 +0.017 1,518 22,640 +986
Oct18 170828 2.898 2.923 2.890 2.919 +0.017 1,810 50,046 +480
Nov18 170828 2.947 2.967 2.944 2.967 +0.017 755 22,444 +40
Dec18 170828 3.075 3.093 3.075 3.093 +0.016 445 24,045 +149
Total Volume and Open Interest 320,621 1,297,409 -6,572
Brent Crude Oil(ICE)
Oct17 170828 52.38 52.84 51.52 51.89 -0.52 255,763 180,392 -28,264
Nov17 170828 52.00 52.44 51.07 51.42 -0.56 252,425 527,427 +19,394
Dec17 170828 51.87 52.34 51.01 51.36 -0.53 171,712 396,281 -2,851
Jan18 170828 51.89 52.36 51.07 51.39 -0.51 50,330 136,626 +2,782
Feb18 170828 51.97 52.42 51.17 51.47 -0.50 34,335 88,662 -274
Mar18 170828 52.15 52.52 51.30 51.57 -0.50 34,550 110,876 +3,684
Apr18 170828 52.22 52.53 51.39 51.65 -0.50 7,005 35,529 +751
May18 170828 52.40 52.61 51.47 51.72 -0.50 4,086 35,445 +12
Jun18 170828 52.47 52.74 51.53 51.79 -0.49 26,849 137,570 +848
Jul18 170828 51.88 51.88 51.88 51.88 -0.49 1,658 27,049 +455
Aug18 170828 51.94 51.94 51.94 51.94 -0.49 553 22,319 +124
Sep18 170828 52.73 52.73 51.97 51.97 -0.49 1,540 37,256 -362
Oct18 170828 52.00 52.00 52.00 52.00 -0.50 624 19,645 +170
Nov18 170828 52.02 52.02 52.02 52.02 -0.50 863 18,559 -22
Total Volume and Open Interest 881,232 2,331,285 -1,025
Gas Oil(ICE)
Sep17 170828 481.00 490.50 480.00 484.25 +4.25 40,315 108,241 -963
Oct17 170828 482.50 490.00 479.50 483.50 +3.25 71,537 220,545 -1,418
Nov17 170828 479.00 485.50 475.25 479.25 +2.25 23,568 70,965 +1,439
Dec17 170828 475.00 481.00 470.75 474.75 +1.25 42,434 127,271 +48
Jan18 170828 474.75 480.50 470.00 473.75 +0.50 12,885 46,990 -223
Feb18 170828 474.50 480.00 470.00 473.50 unch 5,178 30,575 -22
Mar18 170828 474.25 479.50 469.50 472.75 -0.50 4,411 27,725 +743
Apr18 170828 474.25 478.75 469.25 472.50 -0.75 795 15,177 +196
May18 170828 474.00 478.25 468.75 472.25 -0.75 440 11,761 -172
Jun18 170828 473.75 478.00 468.50 472.00 -0.75 5,000 49,733 -418
Total Volume and Open Interest 214,336 904,973 -100
Ethanol(CBOT)
Sep17 170828 1.500 1.515 1.490 1.515 +0.015 142 196 -31
Oct17 170828 1.445 1.459 1.439 1.457 +0.009 333 878 +51
Nov17 170828 1.414 1.427 1.414 1.427 +0.006 141 314 -52
Dec17 170828 1.406 1.406 1.406 1.406 +0.006 245 241 +2
Jan18 170828 1.383 1.383 1.383 1.383 +0.006 4 20 +1
Feb18 170828 1.395 1.395 1.395 1.395 +0.006 0 6 +0
Mar18 170828 1.426 1.426 1.426 1.426 +0.006 0 4 +0
Apr18 170828 1.485 1.485 1.485 1.485 +0.006 0 6 +0
Total Volume and Open Interest 865 1,667 -29
WTI Crude Oil(ICE)
Oct17 170828 47.94 48.17 46.16 46.57 -1.30 82,144 78,951 +3,135
Nov17 170828 48.22 48.43 46.59 46.96 -1.16 79,727 54,065 +4,161
Dec17 170828 48.50 48.67 46.96 47.27 -1.07 50,449 113,965 -133
Jan18 170828 48.69 48.69 47.25 47.52 -1.01 12,101 26,213 +144
Feb18 170828 48.56 48.62 47.49 47.72 -0.98 4,901 11,407 -641
Mar18 170828 49.04 49.04 47.64 47.88 -0.95 3,051 14,025 -163
Apr18 170828 48.37 48.37 47.83 48.01 -0.93 731 4,309 +65
May18 170828 48.35 48.35 48.11 48.11 -0.91 428 8,783 +78
Jun18 170828 48.59 48.59 47.97 48.20 -0.88 3,693 56,367 +508
Jul18 170828 48.26 48.26 48.26 48.26 -0.85 227 5,250 +81
Aug18 170828 48.31 48.31 48.31 48.31 -0.82 47 2,375 +7
Sep18 170828 48.36 48.36 48.36 48.36 -0.79 347 6,723 +28
Oct18 170828 48.41 48.41 48.41 48.41 -0.76 59 1,832 +32
Nov18 170828 48.46 48.46 48.46 48.46 -0.72 31 6,238 +0
Dec18 170828 49.60 49.60 48.45 48.51 -0.70 9,326 120,276 -159
Jan19 170828 48.52 48.52 48.52 48.52 -0.69 17 1,481 +1
Total Volume and Open Interest 249,096 578,006 +7,610
US Dollar Index(ICE)
Sep17 170828 92.350 92.480 92.115 92.140 -0.537 10,743 48,073 +55
Dec17 170828 92.150 92.260 91.905 91.930 -0.548 101 4,033 +42
Mar18 170828 91.830 91.995 91.705 91.705 -0.548 0 479 +0
Total Volume and Open Interest 10,844 52,831 +97
Australian Dollar(CME)
Sep17 170828 79.32 79.72 79.25 79.71 +0.36 63,737 147,826 +2,021
Dec17 170828 79.26 79.62 79.17 79.62 +0.36 263 4,880 +30
Mar18 170828 79.52 79.52 79.52 79.52 +0.35 0 219 +0
Total Volume and Open Interest 64,031 153,458 +2,041
British Pound(CME)
Sep17 170828 129.24 129.52 128.82 129.48 +0.61 77,657 218,370 +4,410
Dec17 170828 129.56 129.87 129.28 129.87 +0.61 1,252 4,701 +1,137
Mar18 170828 130.28 130.28 130.28 130.28 +0.61 0 344 +0
Total Volume and Open Interest 78,927 224,033 +5,548
Canadian Dollar(CME)
Sep17 170828 80.20 80.39 79.96 80.07 -0.06 42,656 182,641 +1,186
Dec17 170828 80.26 80.46 80.03 80.13 -0.06 188 5,521 +18
Mar18 170828 80.32 80.33 80.14 80.18 -0.06 9 628 +7
Jun18 170828 80.16 80.21 80.16 80.21 -0.07 10 154 +5
Total Volume and Open Interest 42,911 189,381 +1,235
Japanese Yen(CME)
Sep17 170828 91.59 91.81 91.48 91.75 +0.13 122,923 208,349 -2,584
Dec17 170828 92.03 92.20 91.91 92.16 +0.13 1,231 5,784 +179
Mar18 170828 92.66 92.66 92.66 92.66 +0.14 1 340 +0
Total Volume and Open Interest 124,261 214,911 -2,438
Swiss Franc(CME)
Sep17 170828 104.82 105.11 104.51 104.86 +0.25 17,425 40,433 +1,335
Dec17 170828 105.47 105.71 105.26 105.48 +0.25 97 486 -14
Mar18 170828 106.10 106.25 106.10 106.18 +0.25 0 40 +0
Total Volume and Open Interest 17,522 40,979 +1,321
EuroFX(CME)
Sep17 170828 119.57 119.97 119.30 119.93 +1.01 114,770 449,424 -1,161
Dec17 170828 120.13 120.56 119.89 120.52 +1.01 964 9,825 -6
Mar18 170828 120.92 121.22 120.58 121.17 +1.01 60 1,420 -154
Total Volume and Open Interest 116,048 462,937 -1,353
Mexican Peso(CME)
Sep17 170828 566.25 566.25 557.38 559.50 -6.38 25,171 242,246 +910
Oct17 170828 557.00 557.00 557.00 557.00 -6.38 0 21 +0
Total Volume and Open Interest 25,970 247,970 +1,652
Brazilian Real(CME)
Sep17 170828 316.65 317.25 315.70 316.45 -0.35 1,717 24,194 +82
Oct17 170828 315.95 316.00 314.40 315.20 -0.30 140 343 +74
Nov17 170828 313.80 313.80 313.80 313.80 -0.30 0 59 +0
Dec17 170828 312.50 312.50 312.50 312.50 -0.30 0 32 +0
Total Volume and Open Interest 1,857 25,240 +156
30-Year T-Bonds(CBOT)
Sep17 170828 156~200 156~260 156~050 156~240 +0~070 383,172 607,406 -95,890
Dec17 170828 155~120 155~190 154~300 155~170 +0~080 201,216 210,655 +128,646
Mar18 170828 154~260 154~260 154~260 154~260 +0~080 0 2 +0
Total Volume and Open Interest 584,388 818,063 +32,756
10-Year T-Notes(CBOT)
Sep17 170828 126~280 127~000 126~255 127~000 +0~040 1,746,329 2,428,990 -530,787
Dec17 170828 126~195 126~235 126~170 126~235 +0~040 913,907 1,034,677 +552,726
Mar18 170828 126~115 126~115 126~115 126~115 +0~040      
Total Volume and Open Interest 2,660,236 3,463,667 +21,939
5-Year T-Notes(CBOT)
Sep17 170828 118~180 118~216 118~164 118~210 +0~026 1,380,958 2,060,249 -516,541
Dec17 170828 118~090 118~130 118~076 118~122 +0~026 890,694 1,192,612 +502,903
Mar18 170828 118~044 118~044 118~044 118~044 +0~026      
Total Volume and Open Interest 2,271,652 3,252,861 -13,638
2 Year T-Notes(CBOT)
Sep17 170828 108~070 108~076 108~064 108~076 +0~006 519,478 1,162,273 -167,480
Dec17 170828 108~034 108~042 108~026 108~040 +0~004 363,684 461,556 +198,063
Mar18 170828 108~022 108~022 108~022 108~022 +0~004      
Total Volume and Open Interest 883,162 1,623,829 +30,583
Eurodollars(CME)
Sep17 170828 98.668 98.673 98.668 98.670 unch 111,902 1,372,079 -4,613
Dec17 170828 98.565 98.580 98.565 98.580 +0.010 177,011 2,040,028 +4,876
Mar18 170828 98.505 98.525 98.500 98.520 +0.010 126,424 1,177,102 -1,647
Jun18 170828 98.455 98.480 98.455 98.475 +0.015 128,131 1,048,057 +4,974
Sep18 170828 98.410 98.435 98.405 98.430 +0.020 111,409 1,051,742 -6,410
Dec18 170828 98.340 98.365 98.330 98.360 +0.025 202,084 1,495,169 +20,405
Mar19 170828 98.305 98.330 98.295 98.325 +0.025 109,200 963,130 +7,228
Jun19 170828 98.265 98.290 98.255 98.285 +0.025 96,048 749,689 +3,509
Sep19 170828 98.225 98.255 98.215 98.245 +0.025 75,783 698,993 +2,196
Dec19 170828 98.160 98.190 98.155 98.185 +0.030 96,563 812,717 +7,552
Mar20 170828 98.130 98.160 98.120 98.150 +0.030 62,695 448,061 +1,208
Jun20 170828 98.090 98.125 98.080 98.115 +0.030 49,202 361,403 +4,024
Sep20 170828 98.050 98.085 98.040 98.075 +0.030 29,169 246,204 +1,052
Dec20 170828 97.990 98.025 97.985 98.015 +0.025 62,618 339,291 +7,872
Mar21 170828 97.960 97.990 97.945 97.980 +0.025 32,056 184,575 +3,155
Jun21 170828 97.915 97.945 97.905 97.940 +0.025 23,003 128,540 -341
Sep21 170828 97.875 97.900 97.860 97.895 +0.025 18,961 96,732 +814
Dec21 170828 97.820 97.850 97.805 97.840 +0.020 41,707 105,206 +5,151
Total Volume and Open Interest 1,597,269 13,577,509 +64,915
Ultra T-Bond(CBOT)
Sep17 170828 169~04 169~08 168~11 169~04 +0~03 183,589 571,381 -77,166
Dec17 170828 168~08 168~08 167~13 168~05 +0~03 116,235 332,120 +90,659
Mar18 170828 167~05 167~05 167~05 167~05 +0~03      
Total Volume and Open Interest 299,824 903,501 +13,493
Ultra 10-Yr T-Note(CBOT)
Sep17 170828 136~195 136~245 136~150 136~235 +0~050 173,929 296,434 -85,095
Dec17 170828 135~315 136~050 135~275 136~040 +0~055 110,666 131,914 +85,256
Mar18 170828 136~040 136~040 136~040 136~040 +0~055      
Total Volume and Open Interest 284,595 428,348 +161
30 Day Federal Funds(CBOT)
Aug17 170828 98.842 98.845 98.842 98.845 unch 3,008 175,626 -1,701
Sep17 170828 98.845 98.848 98.842 98.845 unch 4,748 93,947 +1,435
Oct17 170828 98.840 98.845 98.840 98.845 unch 10,433 293,454 -1,125
Nov17 170828 98.830 98.835 98.830 98.830 unch 12,241 209,846 -2,518
Dec17 170828 98.790 98.800 98.790 98.795 +0.005 7,596 96,673 +3,311
Jan18 170828 98.755 98.765 98.750 98.765 +0.010 23,909 322,948 +5,124
Total Volume and Open Interest 82,831 1,711,764 +6,133
Japanese Govt Bonds(SGX)
Sep17 170824 150.80 150.97 150.79 150.97 +0.18 1,208 15,312 +564
Dec17 170824 150.70 150.75 150.70 150.75 +0.18 300 304 +300
Mar18 170824 150.75 150.75 150.75 150.75 +0.18      
Total Volume and Open Interest 1,508 15,616 +864
Euro-Buxl(EUREX)
Sep17 170828 168.00 168.00 167.06 167.52 -0.14 29,943 203,818 -3,312
Dec17 170828 166.16 166.18 165.60 165.96 -0.18 3,048 30,212 +1,226
Mar18 170828 165.50 165.50 165.50 165.50 -0.14      
Total Volume and Open Interest 32,991 234,030 -2,086
Euro-Bund(EUREX)
Sep17 170828 164.86 164.98 164.58 164.96 +0.19 420,389 1,793,912 +20,911
Dec17 170828 161.95 162.10 161.73 162.08 +0.17 33,194 231,230 +13,517
Mar18 170828 161.50 161.50 161.50 161.50 +0.19 1 33 +0
Total Volume and Open Interest 453,584 2,025,175 +34,428
Euro-Bobl(EUREX)
Sep17 170828 133.06 133.16 132.94 133.15 +0.16 280,411 1,365,989 -7,028
Dec17 170828 131.43 131.56 131.37 131.56 +0.15 30,281 113,756 -9,791
Mar18 170828 131.75 131.75 131.75 131.75 +0.16      
Total Volume and Open Interest 310,692 1,479,745 -16,819
Euro-Schatz(EUREX)
Sep17 170828 112.22 112.26 112.21 112.25 +0.03 180,093 1,543,695 +93,644
Dec17 170828 112.11 112.15 112.11 112.15 +0.04 24,825 183,608 +14,871
Mar18 170828 112.25 112.25 112.25 112.25 +0.03 2 2 +0
Total Volume and Open Interest 204,920 1,727,305 +108,515
3-Mth Euribor(EUREX)
Sep17 170828 100.330 100.330 100.330 100.330 unch 0 5,901 +0
Dec17 170828 100.320 100.320 100.320 100.320 -0.005 0 7,027 +0
Mar18 170828 100.315 100.315 100.315 100.315 +0.005 0 6,109 +0
Total Volume and Open Interest 0 38,973 +20
Long Gilt(LIFFE)
Sep17 170825 127~32 128~04 127~26 128~03 +0~02 307,626 727,239 -75,764
Dec17 170825 126~32 127~04 126~26 127~03 +0~02 143,391 337,917 +93,229
Total Volume and Open Interest 451,017 1,065,156 +17,465
3-Mth Short Sterling(LIFFE)
Sep17 170825 99.71 99.71 99.71 99.71 +0.00 19,581 425,725 -5,301
Dec17 170825 99.64 99.65 99.63 99.64 unch 40,867 426,214 +1,146
Mar18 170825 99.57 99.58 99.56 99.57 unch 28,938 359,502 +432
Jun18 170825 99.54 99.54 99.52 99.53 unch 48,056 338,316 +13,539
Sep18 170825 99.49 99.50 99.48 99.49 unch 40,822 295,466 +6,434
Dec18 170825 99.45 99.46 99.43 99.44 unch 57,180 352,277 +7,163
Total Volume and Open Interest 506,494 3,227,349 +59,065
3-Mth Euribor(LIFFE)
Sep17 170828 100.325 100.330 100.325 100.330 +0.005 15,802 408,245 -1,693
Dec17 170828 100.325 100.325 100.320 100.325 +0.005 16,873 431,543 +500
Mar18 170828 100.310 100.315 100.305 100.310 +0.005 20,909 442,478 -4,125
Total Volume and Open Interest 299,194 3,889,767 -15,566
3-Mth Aus T-Bills(SFE)
Sep17 170828 98.27 98.28 98.25 98.26 -0.02 6,331 91,808 -1,355
Dec17 170828 98.23 98.24 98.22 98.23 -0.01 10,147 229,228 -3,378
Mar18 170828 98.17 98.18 98.15 98.16 -0.02 6,205 175,841 -2,207
Jun18 170828 98.09 98.11 98.07 98.08 -0.02 10,591 149,569 +879
Sep18 170828 98.01 98.02 97.99 98.00 -0.02 6,503 117,503 -705
Dec18 170828 97.94 97.95 97.91 97.92 -0.03 6,998 88,657 +314
Mar19 170828 97.87 97.88 97.84 97.85 -0.03 3,626 61,261 +963
Jun19 170828 97.80 97.80 97.76 97.77 -0.04 4,451 50,605 +665
Sep19 170828 97.73 97.73 97.70 97.71 -0.03 1,924 4,472 +582
Dec19 170828 97.67 97.67 97.65 97.65 -0.03 873 3,124 +339
Total Volume and Open Interest 58,111 974,676 -3,878
10-Year Aus T-Bonds(SFE)
Sep17 170828 97.36 97.36 97.33 97.34 -0.02 90,294 1,025,855 +4,829
Dec17 170828 97.31 97.32 97.31 97.31 -0.02 401 850 -2
Total Volume and Open Interest 90,695 1,026,705 +4,827
3-Year Aus T-Bonds(SFE)
Sep17 170828 98.01 98.02 97.98 97.99 -0.03 110,814 1,046,332 -3,271
Dec17 170828 97.98 97.98 97.95 97.95 -0.04 0 1,653 +0
Total Volume and Open Interest 110,814 1,047,985 -3,271
Gold(CMX)
Aug17 170828 1293.5 1311.3 1293.5 1309.7 +17.2 550 686 -18
Oct17 170828 1294.1 1314.0 1294.0 1311.8 +17.3 3,872 51,893 -118
Dec17 170828 1297.6 1317.8 1297.0 1315.3 +17.4 246,715 398,523 +3,459
Feb18 170828 1301.4 1321.2 1301.3 1318.9 +17.4 808 19,187 -274
Apr18 170828 1309.3 1324.6 1309.1 1322.5 +17.5 185 6,183 +5
Jun18 170828 1310.8 1328.7 1310.8 1326.1 +17.6 691 9,540 -76
Aug18 170828 1317.4 1332.0 1317.4 1329.7 +17.8 305 7,041 +71
Oct18 170828 1318.5 1334.5 1318.5 1333.2 +17.8 125 2,620 +0
Dec18 170828 1320.3 1339.2 1320.2 1336.9 +17.8 96 7,923 +9
Feb19 170828 1340.7 1340.7 1340.7 1340.7 +17.8 0 9 +0
Apr19 170828 1344.5 1344.5 1344.5 1344.5 +17.8      
Jun19 170828 1348.4 1348.4 1348.4 1348.4 +17.8 0 748 +0
Total Volume and Open Interest 254,035 509,211 +2,984
Silver(CMX)
Sep17 170828 1705.5 1748.0 1702.0 1744.1 +39.2 109,368 50,122 -19,312
Dec17 170828 1710.0 1756.5 1710.0 1752.9 +39.7 44,241 122,205 +13,515
Mar18 170828 1729.5 1764.0 1729.0 1762.2 +39.9 4,085 8,687 +1,933
May18 170828 1768.0 1768.4 1767.5 1768.4 +40.1 13 2,648 +3
Jul18 170828 1774.6 1774.6 1774.6 1774.6 +40.1 3 1,464 +3
Sep18 170828 1765.0 1780.8 1765.0 1780.8 +40.1 3 247 +1
Dec18 170828 1754.0 1791.5 1754.0 1790.4 +40.1 37 1,613 +3
Total Volume and Open Interest 158,063 188,413 -3,703
Platinum(NYMEX)
Oct17 170828 977.3 993.0 976.8 989.3 +10.2 12,268 62,800 -109
Jan18 170828 982.8 995.9 981.9 992.4 +10.2 950 8,695 +588
Apr18 170828 990.0 1000.0 987.8 996.9 +10.4 3 950 +2
Jul18 170828 1001.7 1001.7 1001.7 1001.7 +10.4 0 292 +0
Total Volume and Open Interest 13,225 72,761 +481
Palladium(NYMEX)
Sep17 170828 929.75 939.10 928.00 934.20 +3.15 7,329 12,996 -5,447
Dec17 170828 924.85 936.10 923.50 932.35 +5.90 6,215 22,058 +4,865
Mar18 170828 920.35 929.45 920.35 928.35 +6.55 28 467 +13
Total Volume and Open Interest 13,572 35,537 -569
Copper(CMX)
Sep17 170828 303.45 308.70 303.45 306.30 +2.95 109,152 53,842 -14,553
Dec17 170828 306.20 310.95 305.95 308.60 +2.95 57,752 189,043 +12,569
Mar18 170828 308.65 311.95 308.10 310.45 +2.95 6,097 42,638 +3,033
May18 170828 310.55 311.85 310.55 311.40 +2.95 1,163 12,991 +381
Jul18 170828 312.45 312.75 312.15 312.25 +2.95 82 5,502 +0
Total Volume and Open Interest 175,449 330,691 +1,302
E-mini DJIA Index(CBOT)
Sep17 170828 21802 21859 21750 21791 -18 131,401 148,329 +1,195
Dec17 170828 21760 21820 21710 21749 -16 285 1,048 +14
Mar18 170828 21713 21713 21713 21713 -16 0 32 +0
Jun18 170828 21682 21682 21682 21682 -16 0 2 +0
Total Volume and Open Interest 131,686 149,411 +1,209
S & P 500(CME)
Sep17 170828 2442.80 2448.00 2436.80 2443.70 +1.20 1,613 67,703 +396
Dec17 170828 2439.00 2447.50 2437.50 2441.70 +1.20 0 450 +0
Mar18 170828 2440.30 2446.00 2436.00 2440.30 +1.30      
Jun18 170828 2439.50 2445.20 2435.20 2439.50 +1.30      
Total Volume and Open Interest 1,613 68,153 +396
S & P 500 E-Mini(CME)
Sep17 170828 2442.00 2449.25 2436.25 2443.75 +1.25 1,407,417 3,150,958 +5,939
Dec17 170828 2440.50 2447.00 2434.25 2441.75 +1.25 12,409 99,844 +4,919
Mar18 170828 2436.25 2440.50 2434.00 2440.25 +1.25 27 1,514 -3
Jun18 170828 2439.50 2440.25 2437.50 2439.50 +1.25 3 456 +3
Total Volume and Open Interest 1,419,856 3,252,788 +10,858
NASDAQ 100 E-Mini(CME)
Sep17 170828 5819.80 5856.00 5801.30 5844.80 +19.80 372,774 283,471 +1,028
Dec17 170828 5826.50 5863.00 5810.00 5852.00 +19.70 1,950 2,817 +30
Mar18 170828 5860.00 5873.00 5860.00 5860.50 +19.70 1 50 +0
Total Volume and Open Interest 374,725 286,338 +1,058
S&P Midcap 400(CME) e-Mini
Sep17 170828 1707.20 1713.10 1702.00 1707.70 -0.60 11,317 87,630 -1,142
Dec17 170828 1705.60 1706.60 1705.60 1706.60 -0.60 0 1 +0
Mar18 170828 1703.30 1703.30 1703.30 1703.30 -0.60      
Total Volume and Open Interest 11,317 87,631 -1,142
Volatility Index(CBOE)
Aug17 170816 12.31 12.56 11.90 12.16 -0.17 124,994 91,136 -31,603
Sep17 170828 12.95 13.50 12.90 13.03 -0.05 143,811 271,914 -2,710
Oct17 170828 13.95 14.30 13.85 13.93 -0.10 95,081 114,863 +6,229
Nov17 170828 14.40 14.70 14.28 14.33 -0.10 31,718 49,303 +1,507
Total Volume and Open Interest 298,245 563,694 +6,790
S & P 600(CME)
Sep17 170828 828.30 828.30 828.30 828.30 +0.70      
Dec17 170828 825.10 825.10 825.10 825.10 +0.70      
Total Volume and Open Interest      
Russell 2000 Mini(ICE)
Sep17 170828 1375.20 1383.70 1366.00 1381.80 +6.10 86,553 557,839 -939
Dec17 170828 1371.40 1382.00 1370.00 1380.60 +6.10 46 398 +1
Mar18 170828 1379.60 1379.60 1379.60 1379.60 +6.10 0 1 +0
Total Volume and Open Interest 86,599 558,240 -938
Nikkei 225(CME)
Sep17 170828 19450 19525 19395 19470 +20 7,275 34,691 +76
Dec17 170828 19355 19405 19335 19395 +25 57 93 +0
Total Volume and Open Interest 7,332 34,784 +76
Nikkei 225(SGX)
Sep17 170828 19420 19435 19395 19420 -20 79,114 238,927 +3,879
Dec17 170828 19300 19375 19280 19285 -25 150 8,154 -68
Mar18 170824 19175 19175 19175 19175 -60 0 205 +0
Total Volume and Open Interest 74,024 248,115 +4,792
Nikkei 225 Mini(JPX)
Sep17 170824 19440 19445 19305 19320 -100 744,032 531,940 +4,571
Dec17 170824 19300 19310 19165 19190 -90 26,699 39,454 +1,491
Mar18 170824 19255 19255 19135 19140 -100 619 3,765 +2
Total Volume and Open Interest 781,872 599,481 +6,354
Nikkei 225(JPX)
Sep17 170824 19440 19440 19300 19320 -100 55,039 351,013 +1,816
Dec17 170824 19300 19300 19170 19190 -90 816 42,502 +216
Mar18 170824 19220 19220 19140 19140 -100 51 3,339 +13
Total Volume and Open Interest 56,093 464,480 +2,281
Nikkei 225(CME) Yen
Sep17 170828 19435 19515 19395 19465 +15 28,404 58,072 +282
Dec17 170828 19305 19370 19270 19330 +15 96 190 +26
Mar18 170828 19290 19290 19290 19290 +15      
Total Volume and Open Interest 28,500 58,262 +308
Nikkei 225(CME) e-Mini Yen
Sep17 170828 19460 19465 19460 19460 +10 0 12 +0
Dec17 170828 19330 19330 19330 19330 +20      
Mar18 170828 19290 19290 19290 19290 +20      
Total Volume and Open Interest 0 12 +0
CAC 40(EURONEXT)
Sep17 170828 5089.0 5106.0 5063.5 5079.0 -24.0 51,401 318,924 -925
Oct17 170828 5061.0 5093.5 5060.0 5068.5 -24.0 20 488 +13
Nov17 170828 5064.5 5064.5 5064.5 5064.5 -24.0      
Dec17 170828 5059.5 5059.5 5059.5 5059.5 -24.0 1 12,946 -1
Total Volume and Open Interest 51,422 332,362 -913
Hang Seng Index(HKFE)
Aug17 170828 27919 28071 27823 27892 -34 99,221 138,059 -9,888
Sep17 170828 27755 27923 27674 27747 -26 20,426 27,070 +4,764
Total Volume and Open Interest 120,982 179,812 -4,509
DAX(EUREX)
Sep17 170828 12139.0 12171.5 12058.5 12132.5 -40.5 74,675 139,764 -1,844
Dec17 170828 12122.5 12160.0 12050.0 12122.5 -40.5 80 8,731 +9
Mar18 170828 12083.5 12118.5 12082.0 12118.5 -41.0 2 101 -1
Total Volume and Open Interest 74,757 148,596 -1,836
Mini-DAX(EUREX)
Sep17 170828 12139.0 12171.0 12059.0 12132.5 -40.5 19,384 13,298 +285
Dec17 170828 12110.0 12159.0 12052.0 12122.5 -40.5 34 396 +9
Mar18 170828 12050.0 12118.5 12050.0 12118.5 -41.0 0 39 +0
Total Volume and Open Interest 19,418 13,733 +294
DJ EuroSTOXX 50(EUREX)
Sep17 170828 3428 3439 3411 3422 -18 702,314 3,358,535 -25,459
Dec17 170828 3415 3425 3398 3408 -18 734 131,469 -5,107
Mar18 170828 3394 3406 3390 3396 -18 0 51,562 +0
Total Volume and Open Interest 703,048 3,541,567 -30,566
Swiss Market Index(EUREX)
Sep17 170828 8882 8891 8845 8860 -51 20,874 188,061 +511
Dec17 170828 8859 8859 8823 8834 -51 35 2,627 +17
Mar18 170828 8734 8734 8734 8734 -51 0 32 +0
Total Volume and Open Interest 20,909 190,720 +528
FT-SE 100(EURONEXT)
Sep17 170825 7406.00 7436.00 7391.00 7407.50 -8.00 77,492 754,719 +929
Dec17 170825 7365.00 7391.00 7355.00 7365.50 -8.50 48 11,483 +16
Mar18 170825 7303.50 7303.50 7303.50 7303.50 -8.00      
Total Volume and Open Interest 77,540 766,202 +945
SPI 200(SFE)
Sep17 170828 5708.0 5727.0 5664.0 5678.0 -32.0 30,254 256,526 -4,666
Dec17 170828 5670.0 5670.0 5655.0 5663.0 -33.0 13 1,679 +11
Mar18 170828 5616.0 5616.0 5616.0 5616.0 -33.0 0 1,477 +0
Total Volume and Open Interest 30,298 261,525 -4,649
FTSE MIB(ISE)
Sep17 170828 21680.00 21800.00 21605.00 21723.00 -36.00 17,090 30,742 -977
Dec17 170828 21570.00 21660.00 21495.00 21603.00 -36.00 28 185 -5
Total Volume and Open Interest 17,118 30,927 -982
KOSPI 200(KFE)
Sep17 170828 311.65 312.50 309.35 309.55 -2.05 183,206 288,918 -2,460
Dec17 170828 312.20 313.10 310.15 310.20 -2.05 788 54,051 +2,710
Mar18 170828 307.50 307.50 306.95 307.15 -1.80 10 9,712 -4
Total Volume and Open Interest 184,007 382,510 +249
GSCI(CME)
Sep17 170828 377.25 377.25 377.25 377.25 -1.65 10 15,237 -3
Oct17 170828 377.50 377.50 377.50 377.50 -1.65      
Nov17 170828 378.25 378.25 378.25 378.25 -1.65      
Total Volume and Open Interest 10 15,237 -3
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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