|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Fri March 18, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May16 |
160318 |
897.00 |
904.75 |
896.00 |
897.50 |
-0.25 |
94,822 |
339,488 |
+3,425 |
Jul16 |
160318 |
903.00 |
911.25 |
902.25 |
904.25 |
+0.25 |
31,107 |
173,261 |
-122 |
Aug16 |
160318 |
905.75 |
913.00 |
905.25 |
906.50 |
+0.25 |
3,269 |
21,151 |
+157 |
Sep16 |
160318 |
909.75 |
912.50 |
905.75 |
906.25 |
unch |
1,486 |
9,770 |
-68 |
Nov16 |
160318 |
908.00 |
916.00 |
907.50 |
909.75 |
+0.50 |
11,662 |
147,419 |
+1,102 |
Jan17 |
160318 |
912.00 |
920.00 |
912.00 |
914.00 |
+0.50 |
719 |
4,103 |
+259 |
Mar17 |
160318 |
917.50 |
922.00 |
915.75 |
916.25 |
-0.25 |
807 |
9,025 |
+178 |
May17 |
160318 |
916.75 |
923.25 |
916.50 |
917.50 |
-0.25 |
313 |
4,106 |
+150 |
Jul17 |
160318 |
925.50 |
926.25 |
922.25 |
922.25 |
-0.50 |
102 |
3,273 |
+13 |
Aug17 |
160318 |
920.25 |
920.25 |
920.25 |
920.25 |
-0.25 |
1 |
49 |
+1 |
Sep17 |
160318 |
912.00 |
912.00 |
912.00 |
912.00 |
-0.75 |
0 |
35 |
+0 |
Nov17 |
160318 |
907.00 |
910.50 |
905.50 |
906.00 |
-1.50 |
199 |
3,886 |
+46 |
Jan18 |
160318 |
910.75 |
910.75 |
910.75 |
910.75 |
-1.50 |
0 |
15 |
+0 |
Mar18 |
160318 |
915.50 |
915.50 |
915.50 |
915.50 |
-1.50 |
0 |
18 |
+0 |
Total Volume and Open Interest |
144,487 |
715,654 |
+5,141 |
Soybean Meal(CBOT) |
May16 |
160318 |
266.80 |
268.80 |
266.20 |
266.60 |
-0.40 |
40,413 |
162,858 |
-2,660 |
Jul16 |
160318 |
269.30 |
271.70 |
269.00 |
269.30 |
-0.40 |
12,557 |
98,012 |
+1,084 |
Aug16 |
160318 |
270.40 |
272.90 |
270.20 |
270.50 |
-0.50 |
2,787 |
21,421 |
+351 |
Sep16 |
160318 |
271.50 |
274.10 |
271.40 |
271.60 |
-0.50 |
1,897 |
18,920 |
+308 |
Oct16 |
160318 |
272.40 |
274.80 |
272.10 |
272.30 |
-0.40 |
1,242 |
12,842 |
+168 |
Dec16 |
160318 |
274.30 |
276.60 |
273.90 |
274.20 |
-0.30 |
4,681 |
46,235 |
+743 |
Jan17 |
160318 |
276.50 |
277.50 |
275.40 |
275.40 |
-0.10 |
427 |
3,467 |
-12 |
Mar17 |
160318 |
276.70 |
278.80 |
276.30 |
276.60 |
-0.10 |
190 |
4,657 |
+53 |
May17 |
160318 |
277.10 |
279.20 |
277.00 |
277.10 |
unch |
134 |
2,218 |
+42 |
Jul17 |
160318 |
278.40 |
280.00 |
278.40 |
278.40 |
unch |
22 |
1,514 |
+12 |
Total Volume and Open Interest |
64,390 |
373,702 |
+120 |
Soybean Oil(CBOT) |
May16 |
160318 |
33.41 |
33.70 |
33.22 |
33.42 |
+0.01 |
41,551 |
194,832 |
+1,413 |
Jul16 |
160318 |
33.70 |
33.93 |
33.45 |
33.65 |
+0.01 |
13,245 |
106,695 |
-1,143 |
Aug16 |
160318 |
33.80 |
34.00 |
33.52 |
33.73 |
+0.01 |
2,499 |
24,799 |
-190 |
Sep16 |
160318 |
33.88 |
34.09 |
33.61 |
33.83 |
+0.03 |
1,910 |
15,352 |
+122 |
Oct16 |
160318 |
33.97 |
34.11 |
33.68 |
33.89 |
+0.03 |
1,782 |
9,990 |
+200 |
Dec16 |
160318 |
34.08 |
34.33 |
33.82 |
34.06 |
+0.02 |
4,942 |
46,210 |
+320 |
Jan17 |
160318 |
34.28 |
34.49 |
34.07 |
34.29 |
+0.04 |
460 |
3,835 |
+78 |
Mar17 |
160318 |
34.47 |
34.58 |
34.20 |
34.41 |
+0.03 |
179 |
4,783 |
+29 |
May17 |
160318 |
34.50 |
34.75 |
34.28 |
34.51 |
unch |
57 |
2,653 |
+18 |
Jul17 |
160318 |
34.75 |
34.86 |
34.46 |
34.64 |
+0.01 |
28 |
3,529 |
+3 |
Total Volume and Open Interest |
66,713 |
419,353 |
+890 |
Canola(WCE) |
Mar16 |
160314 |
464.1 |
464.1 |
464.1 |
464.1 |
+2.7 |
|
|
|
May16 |
160318 |
466.3 |
468.0 |
461.3 |
465.8 |
+0.3 |
11,581 |
112,178 |
+4,640 |
Jul16 |
160318 |
470.4 |
472.7 |
466.0 |
471.3 |
+0.9 |
3,294 |
35,976 |
-345 |
Nov16 |
160318 |
477.5 |
479.0 |
473.2 |
476.9 |
+0.2 |
1,467 |
23,030 |
+514 |
Jan17 |
160318 |
479.5 |
480.9 |
478.1 |
480.9 |
+1.0 |
120 |
992 |
+31 |
Total Volume and Open Interest |
16,499 |
172,448 |
+4,875 |
Corn(CBOT) |
May16 |
160318 |
368.00 |
369.25 |
366.00 |
367.00 |
-1.50 |
104,231 |
632,327 |
-7,111 |
Jul16 |
160318 |
372.50 |
373.75 |
370.50 |
371.75 |
-1.25 |
31,360 |
319,034 |
+3,533 |
Sep16 |
160318 |
377.50 |
378.50 |
375.75 |
376.75 |
-1.50 |
12,932 |
131,724 |
+1,959 |
Dec16 |
160318 |
386.75 |
387.75 |
384.50 |
385.50 |
-1.75 |
16,927 |
190,246 |
+1,604 |
Mar17 |
160318 |
395.50 |
396.50 |
393.25 |
394.00 |
-2.00 |
1,104 |
36,772 |
+362 |
May17 |
160318 |
400.00 |
400.50 |
397.50 |
398.50 |
-2.00 |
977 |
6,681 |
+382 |
Jul17 |
160318 |
403.50 |
403.50 |
400.50 |
401.50 |
-2.00 |
1,257 |
17,223 |
+418 |
Sep17 |
160318 |
393.50 |
393.50 |
393.50 |
393.50 |
-1.25 |
13 |
1,892 |
+5 |
Dec17 |
160318 |
394.75 |
395.00 |
392.75 |
393.50 |
-1.00 |
578 |
12,537 |
+133 |
Mar18 |
160318 |
403.00 |
403.00 |
402.75 |
402.75 |
-1.00 |
0 |
527 |
+0 |
Total Volume and Open Interest |
169,380 |
1,350,561 |
+1,286 |
Wheat(CBOT) |
May16 |
160318 |
463.00 |
464.00 |
457.50 |
463.00 |
+0.50 |
39,822 |
207,561 |
-738 |
Jul16 |
160318 |
469.50 |
471.50 |
465.00 |
470.25 |
+0.25 |
13,466 |
115,479 |
+1,618 |
Sep16 |
160318 |
480.00 |
481.00 |
475.00 |
480.00 |
+0.25 |
5,391 |
37,050 |
+1,346 |
Dec16 |
160318 |
493.75 |
495.25 |
489.25 |
494.00 |
+0.50 |
4,274 |
43,157 |
+196 |
Mar17 |
160318 |
507.25 |
507.75 |
503.00 |
507.50 |
+0.75 |
892 |
10,982 |
-138 |
May17 |
160318 |
513.25 |
516.25 |
513.25 |
516.25 |
+0.75 |
126 |
2,333 |
+15 |
Total Volume and Open Interest |
64,084 |
417,975 |
+2,305 |
Wheat(KCBT) |
May16 |
160318 |
470.75 |
471.75 |
465.50 |
469.50 |
-1.25 |
12,654 |
87,594 |
-1,469 |
Jul16 |
160318 |
480.25 |
482.25 |
476.25 |
480.00 |
-1.25 |
6,262 |
63,904 |
-725 |
Sep16 |
160318 |
494.50 |
495.50 |
490.50 |
493.75 |
-1.25 |
1,254 |
12,787 |
+609 |
Dec16 |
160318 |
514.75 |
515.25 |
510.00 |
514.00 |
-0.75 |
1,006 |
20,980 |
-26 |
Mar17 |
160318 |
526.25 |
526.25 |
522.00 |
526.25 |
-0.50 |
450 |
8,733 |
+89 |
May17 |
160318 |
534.00 |
534.00 |
534.00 |
534.00 |
-1.00 |
38 |
2,597 |
+25 |
Jul17 |
160318 |
539.50 |
539.50 |
539.50 |
539.50 |
-0.75 |
0 |
672 |
+0 |
Total Volume and Open Interest |
21,664 |
197,463 |
-1,497 |
Wheat(MGE) |
May16 |
160318 |
510.00 |
511.25 |
504.75 |
509.00 |
-0.75 |
3,190 |
27,626 |
-128 |
Jul16 |
160318 |
519.25 |
520.25 |
513.50 |
517.50 |
-1.75 |
1,826 |
19,870 |
-197 |
Sep16 |
160318 |
529.00 |
530.00 |
524.00 |
527.50 |
-1.75 |
864 |
8,755 |
+96 |
Dec16 |
160318 |
544.00 |
544.00 |
539.00 |
541.75 |
-1.25 |
501 |
7,296 |
-73 |
Mar17 |
160318 |
556.75 |
557.25 |
552.50 |
555.50 |
-1.75 |
182 |
3,685 |
-26 |
May17 |
160318 |
562.00 |
564.00 |
560.75 |
564.00 |
-2.00 |
8 |
1,104 |
+2 |
Total Volume and Open Interest |
6,576 |
68,505 |
-324 |
Oats(CBOT) |
May16 |
160318 |
191.50 |
193.00 |
187.75 |
188.00 |
-3.25 |
104 |
8,157 |
-25 |
Jul16 |
160318 |
200.25 |
201.25 |
197.50 |
198.00 |
-3.25 |
31 |
2,396 |
+3 |
Sep16 |
160318 |
205.50 |
205.50 |
205.50 |
205.50 |
-3.50 |
12 |
166 |
+1 |
Dec16 |
160318 |
218.00 |
218.00 |
214.75 |
214.75 |
-3.75 |
15 |
384 |
+4 |
Total Volume and Open Interest |
162 |
11,103 |
-17 |
Rough Rice(CBOT) |
Mar16 |
160314 |
10.10 |
10.10 |
10.10 |
10.10 |
+0.01 |
19 |
27 |
+17 |
May16 |
160318 |
10.60 |
10.60 |
10.41 |
10.45 |
-0.10 |
468 |
10,105 |
-77 |
Jul16 |
160318 |
10.81 |
10.81 |
10.72 |
10.72 |
-0.09 |
87 |
1,785 |
-35 |
Sep16 |
160318 |
10.88 |
10.88 |
10.88 |
10.88 |
-0.09 |
2 |
382 |
+1 |
Total Volume and Open Interest |
557 |
12,384 |
-111 |
Live Cattle(CME) |
Apr16 |
160318 |
140.750 |
140.950 |
139.300 |
139.830 |
-1.320 |
15,604 |
79,406 |
-3,854 |
Jun16 |
160318 |
130.285 |
130.450 |
128.575 |
129.100 |
-1.600 |
16,365 |
106,274 |
+2,384 |
Aug16 |
160318 |
124.550 |
124.700 |
122.830 |
123.330 |
-1.500 |
7,332 |
51,971 |
+1,026 |
Oct16 |
160318 |
123.300 |
123.450 |
121.650 |
122.135 |
-1.515 |
3,855 |
32,149 |
+487 |
Dec16 |
160318 |
123.035 |
123.080 |
121.330 |
121.850 |
-1.330 |
1,481 |
15,949 |
+254 |
Feb17 |
160318 |
121.930 |
122.180 |
120.385 |
120.950 |
-1.230 |
386 |
4,336 |
+35 |
Total Volume and Open Interest |
45,371 |
293,121 |
+546 |
Feeder Cattle(CME) |
Mar16 |
160318 |
163.800 |
164.830 |
163.050 |
163.235 |
-0.500 |
870 |
2,803 |
-183 |
Apr16 |
160318 |
165.080 |
165.185 |
161.000 |
162.200 |
-2.985 |
4,161 |
9,082 |
+90 |
May16 |
160318 |
164.750 |
164.750 |
160.050 |
160.700 |
-3.850 |
4,111 |
14,556 |
+398 |
Aug16 |
160318 |
162.500 |
163.000 |
158.435 |
159.550 |
-3.385 |
2,025 |
11,750 |
+197 |
Sep16 |
160318 |
160.630 |
160.630 |
156.880 |
157.750 |
-3.435 |
420 |
1,909 |
+105 |
Oct16 |
160318 |
158.535 |
158.535 |
154.300 |
155.150 |
-3.650 |
391 |
1,703 |
+93 |
Nov16 |
160318 |
153.550 |
153.550 |
149.950 |
150.450 |
-3.785 |
274 |
1,449 |
+69 |
Total Volume and Open Interest |
12,255 |
43,348 |
+768 |
Lean Hogs(CME) |
Apr16 |
160318 |
71.100 |
71.635 |
70.785 |
71.450 |
+0.150 |
11,986 |
39,253 |
-1,387 |
May16 |
160318 |
79.650 |
79.800 |
79.650 |
79.785 |
+0.205 |
209 |
1,886 |
+25 |
Jun16 |
160318 |
83.700 |
83.980 |
83.450 |
83.900 |
+0.100 |
9,812 |
79,354 |
+1,611 |
Jul16 |
160318 |
82.600 |
82.950 |
82.550 |
82.885 |
+0.100 |
2,697 |
19,969 |
+324 |
Aug16 |
160318 |
81.230 |
81.450 |
81.035 |
81.350 |
+0.050 |
2,587 |
33,284 |
+289 |
Oct16 |
160318 |
69.730 |
69.950 |
69.535 |
69.950 |
+0.100 |
1,519 |
24,543 |
+414 |
Dec16 |
160318 |
64.150 |
64.285 |
63.950 |
64.180 |
-0.220 |
590 |
16,872 |
+140 |
Feb17 |
160318 |
66.635 |
66.785 |
66.550 |
66.750 |
-0.135 |
213 |
5,455 |
+24 |
Total Volume and Open Interest |
29,644 |
222,430 |
+1,451 |
Class III Milk(CME) |
Mar16 |
160318 |
13.82 |
13.84 |
13.82 |
13.83 |
unch |
185 |
3,808 |
-95 |
Apr16 |
160318 |
13.63 |
13.98 |
13.62 |
13.88 |
+0.25 |
286 |
4,938 |
-22 |
May16 |
160318 |
13.44 |
13.66 |
13.39 |
13.63 |
+0.23 |
210 |
4,189 |
-49 |
Jun16 |
160318 |
13.41 |
13.66 |
13.40 |
13.61 |
+0.20 |
33 |
3,736 |
-11 |
Jul16 |
160318 |
13.80 |
13.96 |
13.80 |
13.95 |
+0.22 |
39 |
3,008 |
-3 |
Aug16 |
160318 |
14.19 |
14.33 |
14.19 |
14.27 |
+0.14 |
31 |
2,543 |
-4 |
Sep16 |
160318 |
14.52 |
14.60 |
14.46 |
14.53 |
+0.12 |
27 |
2,491 |
+7 |
Oct16 |
160318 |
14.67 |
14.72 |
14.65 |
14.65 |
+0.08 |
15 |
2,022 |
+8 |
Nov16 |
160318 |
14.68 |
14.73 |
14.68 |
14.68 |
+0.03 |
10 |
1,910 |
+7 |
Dec16 |
160318 |
14.70 |
14.70 |
14.70 |
14.70 |
+0.05 |
16 |
1,821 |
+3 |
Jan17 |
160318 |
14.65 |
14.65 |
14.63 |
14.63 |
+0.06 |
54 |
397 |
+30 |
Feb17 |
160318 |
14.65 |
14.65 |
14.65 |
14.65 |
+0.08 |
38 |
291 |
+13 |
Mar17 |
160318 |
14.66 |
14.66 |
14.66 |
14.66 |
+0.06 |
38 |
287 |
+25 |
Total Volume and Open Interest |
1,037 |
32,338 |
-72 |
Cocoa(ICE) |
May16 |
160318 |
3115 |
3148 |
3104 |
3118 |
+2 |
10,044 |
78,923 |
+573 |
Jul16 |
160318 |
3113 |
3147 |
3104 |
3117 |
+3 |
3,610 |
59,783 |
+1,324 |
Sep16 |
160318 |
3088 |
3128 |
3085 |
3097 |
+1 |
1,459 |
41,475 |
+289 |
Dec16 |
160318 |
3057 |
3092 |
3053 |
3063 |
+1 |
937 |
20,789 |
+227 |
Mar17 |
160318 |
3029 |
3061 |
3029 |
3037 |
+2 |
313 |
25,471 |
+48 |
May17 |
160318 |
3018 |
3050 |
3018 |
3028 |
+3 |
32 |
4,523 |
-2 |
Jul17 |
160318 |
3010 |
3041 |
3010 |
3019 |
+1 |
22 |
1,266 |
+5 |
Total Volume and Open Interest |
16,419 |
237,759 |
+2,464 |
Coffee "C"(ICE) |
Mar16 |
160318 |
132.10 |
134.25 |
132.10 |
133.85 |
+1.85 |
2 |
12 |
-4 |
May16 |
160318 |
132.55 |
135.00 |
132.40 |
134.30 |
+1.75 |
27,905 |
81,638 |
-164 |
Jul16 |
160318 |
134.55 |
136.80 |
134.10 |
136.15 |
+1.90 |
8,421 |
40,088 |
-127 |
Sep16 |
160318 |
135.75 |
138.20 |
135.55 |
137.65 |
+2.00 |
5,381 |
26,673 |
+9 |
Dec16 |
160318 |
136.95 |
139.60 |
136.90 |
138.95 |
+1.90 |
3,170 |
27,427 |
+382 |
Mar17 |
160318 |
138.65 |
140.50 |
138.65 |
140.15 |
+1.80 |
531 |
6,856 |
+7 |
Total Volume and Open Interest |
46,536 |
190,439 |
+361 |
Orange Juice(ICE) |
May16 |
160318 |
128.00 |
128.05 |
126.65 |
127.75 |
+0.20 |
447 |
9,255 |
+15 |
Jul16 |
160318 |
127.20 |
128.30 |
127.00 |
128.00 |
+0.15 |
65 |
1,637 |
+17 |
Sep16 |
160318 |
128.10 |
128.75 |
128.10 |
128.55 |
+0.25 |
22 |
921 |
-5 |
Nov16 |
160318 |
128.75 |
128.75 |
128.75 |
128.75 |
+0.10 |
14 |
350 |
+12 |
Jan17 |
160318 |
129.75 |
129.75 |
129.75 |
129.75 |
+0.30 |
0 |
71 |
+0 |
Mar17 |
160318 |
130.65 |
130.65 |
130.65 |
130.65 |
+0.30 |
0 |
1 |
+0 |
Total Volume and Open Interest |
548 |
12,235 |
+39 |
Sugar #11(ICE) |
May16 |
160318 |
15.80 |
16.10 |
15.71 |
15.97 |
-0.02 |
56,496 |
295,030 |
+2,080 |
Jul16 |
160318 |
15.81 |
16.00 |
15.64 |
15.91 |
unch |
33,938 |
224,708 |
+4,889 |
Oct16 |
160318 |
15.88 |
16.09 |
15.76 |
16.03 |
+0.02 |
17,319 |
121,037 |
+1,720 |
Mar17 |
160318 |
16.29 |
16.50 |
16.17 |
16.45 |
+0.03 |
7,766 |
78,024 |
+797 |
May17 |
160318 |
16.00 |
16.20 |
15.94 |
16.17 |
+0.03 |
2,837 |
13,891 |
-40 |
Jul17 |
160318 |
15.71 |
15.88 |
15.65 |
15.86 |
+0.01 |
2,407 |
19,681 |
+1,457 |
Oct17 |
160318 |
15.60 |
15.73 |
15.53 |
15.71 |
-0.01 |
1,004 |
16,721 |
+607 |
Mar18 |
160318 |
15.75 |
15.86 |
15.65 |
15.82 |
-0.03 |
52 |
6,128 |
+20 |
Total Volume and Open Interest |
121,844 |
780,123 |
+11,533 |
London Cocoa(LCE) |
May16 |
160318 |
2260 |
2275 |
2251 |
2256 |
-4 |
7,008 |
78,906 |
+258 |
Jul16 |
160318 |
2244 |
2263 |
2240 |
2244 |
-4 |
3,425 |
60,213 |
-344 |
Sep16 |
160318 |
2216 |
2232 |
2209 |
2214 |
-3 |
1,890 |
52,320 |
+97 |
Dec16 |
160318 |
2164 |
2185 |
2164 |
2171 |
unch |
1,181 |
42,364 |
+365 |
Mar17 |
160318 |
2135 |
2153 |
2132 |
2140 |
+2 |
459 |
34,352 |
+61 |
May17 |
160318 |
2140 |
2148 |
2135 |
2135 |
+2 |
52 |
4,188 |
+0 |
Jul17 |
160318 |
2137 |
2142 |
2129 |
2129 |
+4 |
24 |
627 |
+0 |
Total Volume and Open Interest |
14,039 |
273,394 |
+437 |
London Sugar(LCE) |
May16 |
160318 |
450.50 |
453.20 |
445.80 |
450.80 |
-1.90 |
3,859 |
42,475 |
-131 |
Aug16 |
160318 |
443.70 |
447.30 |
440.10 |
445.00 |
-1.40 |
2,502 |
24,409 |
+755 |
Oct16 |
160318 |
438.90 |
442.50 |
435.50 |
440.30 |
-1.10 |
439 |
12,292 |
+48 |
Dec16 |
160318 |
438.80 |
442.20 |
436.40 |
440.10 |
-1.20 |
245 |
6,009 |
-11 |
Mar17 |
160318 |
437.40 |
442.50 |
437.40 |
441.00 |
-1.70 |
92 |
4,442 |
+34 |
Total Volume and Open Interest |
7,175 |
92,182 |
+713 |
Cotton(ICE) |
May16 |
160318 |
58.36 |
58.55 |
56.82 |
57.16 |
-1.20 |
12,292 |
115,036 |
-760 |
Jul16 |
160318 |
58.29 |
58.45 |
56.78 |
57.06 |
-1.23 |
4,433 |
47,016 |
+193 |
Oct16 |
160318 |
57.25 |
57.25 |
57.25 |
57.25 |
-0.97 |
0 |
2 |
+0 |
Dec16 |
160318 |
58.00 |
58.13 |
56.60 |
56.90 |
-1.14 |
1,833 |
39,489 |
+653 |
Mar17 |
160318 |
58.83 |
58.83 |
57.36 |
57.65 |
-1.14 |
51 |
6,125 |
+9 |
May17 |
160318 |
58.07 |
58.45 |
58.07 |
58.37 |
-1.12 |
13 |
1,923 |
+4 |
Total Volume and Open Interest |
18,636 |
212,352 |
+99 |
Lumber(CME) |
May16 |
160318 |
300.8 |
303.6 |
293.0 |
297.1 |
-3.2 |
328 |
3,671 |
+66 |
Jul16 |
160318 |
298.9 |
299.0 |
288.8 |
292.1 |
-4.1 |
138 |
653 |
+21 |
Sep16 |
160318 |
295.1 |
295.1 |
295.1 |
295.1 |
-3.5 |
13 |
90 |
+2 |
Nov16 |
160318 |
291.7 |
291.7 |
291.7 |
291.7 |
-1.3 |
2 |
25 |
+2 |
Total Volume and Open Interest |
486 |
4,463 |
+94 |
Crude Oil(NYM) |
Apr16 |
160318 |
40.25 |
41.20 |
39.15 |
39.44 |
-0.76 |
494,174 |
98,737 |
-55,876 |
May16 |
160318 |
41.63 |
42.49 |
41.02 |
41.14 |
-0.52 |
374,538 |
542,359 |
+28,041 |
Jun16 |
160318 |
42.33 |
43.17 |
41.89 |
42.05 |
-0.34 |
122,102 |
223,239 |
+2,516 |
Jul16 |
160318 |
42.92 |
43.69 |
42.47 |
42.68 |
-0.28 |
31,727 |
102,987 |
+2,252 |
Aug16 |
160318 |
43.38 |
44.09 |
42.93 |
43.11 |
-0.31 |
26,012 |
64,765 |
+3,909 |
Sep16 |
160318 |
43.63 |
44.35 |
43.27 |
43.46 |
-0.32 |
37,144 |
93,291 |
+6,827 |
Oct16 |
160318 |
44.19 |
44.54 |
43.51 |
43.71 |
-0.33 |
14,199 |
48,371 |
+355 |
Nov16 |
160318 |
44.13 |
44.76 |
43.80 |
43.94 |
-0.33 |
10,916 |
35,963 |
+911 |
Dec16 |
160318 |
44.29 |
44.94 |
43.95 |
44.16 |
-0.31 |
46,882 |
194,795 |
-1,245 |
Jan17 |
160318 |
44.51 |
45.06 |
44.21 |
44.36 |
-0.28 |
4,607 |
31,488 |
-557 |
Feb17 |
160318 |
44.65 |
45.10 |
44.57 |
44.57 |
-0.24 |
2,734 |
18,786 |
+656 |
Mar17 |
160318 |
44.72 |
45.38 |
44.64 |
44.79 |
-0.20 |
5,341 |
34,297 |
+15 |
Apr17 |
160318 |
45.38 |
45.38 |
45.00 |
45.00 |
-0.17 |
1,076 |
9,352 |
+245 |
May17 |
160318 |
45.21 |
45.21 |
45.21 |
45.21 |
-0.14 |
1,136 |
8,434 |
+202 |
Jun17 |
160318 |
45.65 |
45.90 |
45.05 |
45.42 |
-0.11 |
8,555 |
46,728 |
+537 |
Jul17 |
160318 |
46.17 |
46.17 |
45.60 |
45.60 |
-0.09 |
1,063 |
8,277 |
+258 |
Total Volume and Open Interest |
1,201,225 |
1,773,282 |
-9,575 |
e-miNY Crude Oil(NYM) |
Apr16 |
160318 |
40.250 |
41.200 |
39.425 |
39.450 |
-0.750 |
8,322 |
5,542 |
+61 |
May16 |
160318 |
41.625 |
42.500 |
41.025 |
41.150 |
-0.500 |
1,926 |
1,174 |
+243 |
Jun16 |
160318 |
42.500 |
43.150 |
41.875 |
42.050 |
-0.350 |
130 |
362 |
+2 |
Jul16 |
160318 |
42.775 |
43.600 |
42.575 |
42.675 |
-0.275 |
20 |
205 |
+3 |
Aug16 |
160318 |
43.075 |
43.350 |
43.000 |
43.100 |
-0.325 |
5 |
53 |
-4 |
Sep16 |
160318 |
43.675 |
43.675 |
43.450 |
43.450 |
-0.325 |
6 |
74 |
-2 |
Oct16 |
160318 |
43.700 |
43.700 |
43.700 |
43.700 |
-0.350 |
1 |
42 |
+0 |
Nov16 |
160318 |
43.950 |
43.950 |
43.950 |
43.950 |
-0.325 |
0 |
10 |
+0 |
Dec16 |
160318 |
44.550 |
44.800 |
44.150 |
44.150 |
-0.325 |
2 |
230 |
+0 |
Jan17 |
160318 |
44.350 |
44.350 |
44.350 |
44.350 |
-0.300 |
0 |
8 |
+0 |
Total Volume and Open Interest |
10,414 |
8,188 |
+301 |
NY Harbor ULSD(NYM) |
Apr16 |
160318 |
125.41 |
127.62 |
123.65 |
123.91 |
-1.54 |
43,020 |
55,027 |
-1,943 |
May16 |
160318 |
126.31 |
128.40 |
124.69 |
124.93 |
-1.41 |
33,614 |
78,239 |
+3,627 |
Jun16 |
160318 |
127.01 |
129.33 |
125.83 |
126.07 |
-1.29 |
28,985 |
49,591 |
+1,641 |
Jul16 |
160318 |
128.50 |
130.77 |
127.46 |
127.69 |
-1.17 |
11,371 |
32,146 |
+333 |
Aug16 |
160318 |
130.15 |
132.34 |
129.27 |
129.47 |
-1.06 |
5,287 |
20,229 |
+20 |
Sep16 |
160318 |
132.25 |
134.23 |
131.44 |
131.44 |
-0.99 |
3,841 |
18,720 |
+204 |
Oct16 |
160318 |
134.00 |
135.90 |
133.17 |
133.29 |
-0.97 |
2,053 |
11,216 |
-209 |
Nov16 |
160318 |
135.75 |
137.58 |
135.03 |
135.03 |
-0.98 |
1,917 |
7,942 |
+59 |
Dec16 |
160318 |
137.56 |
139.20 |
136.38 |
136.64 |
-0.96 |
8,532 |
41,558 |
+604 |
Jan17 |
160318 |
139.92 |
140.42 |
137.91 |
138.09 |
-0.94 |
772 |
15,696 |
+165 |
Feb17 |
160318 |
141.10 |
141.33 |
139.12 |
139.12 |
-0.95 |
132 |
3,291 |
+26 |
Mar17 |
160318 |
141.70 |
141.70 |
139.59 |
139.59 |
-0.97 |
204 |
5,768 |
+1 |
Apr17 |
160318 |
141.67 |
141.67 |
139.39 |
139.39 |
-0.96 |
192 |
1,940 |
+34 |
May17 |
160318 |
139.58 |
139.58 |
139.58 |
139.58 |
-0.94 |
74 |
1,264 |
+15 |
Total Volume and Open Interest |
140,992 |
363,407 |
+5,101 |
RBOB Gasoline(NYM) |
Apr16 |
160318 |
143.39 |
146.00 |
142.00 |
142.73 |
-1.10 |
40,160 |
62,646 |
-4,894 |
May16 |
160318 |
146.85 |
149.30 |
145.43 |
146.09 |
-1.23 |
46,341 |
104,056 |
+854 |
Jun16 |
160318 |
148.27 |
150.40 |
147.00 |
147.34 |
-1.24 |
35,381 |
52,274 |
+2,094 |
Jul16 |
160318 |
147.44 |
149.92 |
146.72 |
146.94 |
-1.32 |
25,027 |
36,440 |
-1,837 |
Aug16 |
160318 |
146.14 |
148.06 |
144.92 |
145.14 |
-1.41 |
17,567 |
32,618 |
-589 |
Sep16 |
160318 |
142.38 |
144.99 |
141.88 |
142.09 |
-1.49 |
7,279 |
39,481 |
-367 |
Oct16 |
160318 |
128.71 |
130.44 |
127.52 |
127.73 |
-1.49 |
3,579 |
19,495 |
-259 |
Nov16 |
160318 |
125.25 |
126.60 |
124.23 |
124.23 |
-1.49 |
1,622 |
11,442 |
+26 |
Dec16 |
160318 |
122.63 |
124.97 |
122.04 |
122.29 |
-1.44 |
5,580 |
32,181 |
+408 |
Jan17 |
160318 |
124.00 |
124.65 |
122.42 |
122.42 |
-1.36 |
828 |
5,162 |
+331 |
Total Volume and Open Interest |
185,445 |
424,574 |
-3,925 |
e-miNY RBOB Gasoline(NYM) |
Apr16 |
160318 |
142.70 |
142.73 |
142.70 |
142.70 |
-1.10 |
1 |
1 |
+0 |
May16 |
160318 |
146.10 |
146.10 |
146.09 |
146.10 |
-1.20 |
|
|
|
Jun16 |
160318 |
147.30 |
147.34 |
147.30 |
147.30 |
-1.30 |
0 |
1 |
+0 |
Jul16 |
160318 |
146.90 |
146.94 |
146.90 |
146.90 |
-1.40 |
|
|
|
Total Volume and Open Interest |
1 |
2 |
+0 |
Natural Gas(NYM) |
Apr16 |
160318 |
1.933 |
1.957 |
1.881 |
1.907 |
-0.029 |
112,156 |
138,553 |
-18,359 |
May16 |
160318 |
2.010 |
2.032 |
1.965 |
1.989 |
-0.022 |
72,293 |
307,425 |
+2,496 |
Jun16 |
160318 |
2.111 |
2.132 |
2.065 |
2.085 |
-0.025 |
20,323 |
81,171 |
+620 |
Jul16 |
160318 |
2.206 |
2.216 |
2.165 |
2.183 |
-0.023 |
15,326 |
94,224 |
+2,837 |
Aug16 |
160318 |
2.260 |
2.262 |
2.216 |
2.233 |
-0.024 |
6,674 |
42,720 |
+1,249 |
Sep16 |
160318 |
2.278 |
2.283 |
2.239 |
2.254 |
-0.024 |
7,520 |
81,493 |
+111 |
Oct16 |
160318 |
2.329 |
2.329 |
2.280 |
2.295 |
-0.027 |
10,749 |
73,350 |
-655 |
Nov16 |
160318 |
2.486 |
2.499 |
2.461 |
2.472 |
-0.025 |
2,288 |
27,171 |
+486 |
Dec16 |
160318 |
2.740 |
2.751 |
2.715 |
2.727 |
-0.020 |
1,982 |
33,979 |
+255 |
Jan17 |
160318 |
2.857 |
2.875 |
2.839 |
2.851 |
-0.017 |
3,607 |
61,215 |
-75 |
Feb17 |
160318 |
2.845 |
2.863 |
2.831 |
2.842 |
-0.015 |
863 |
13,977 |
-85 |
Mar17 |
160318 |
2.811 |
2.817 |
2.788 |
2.799 |
-0.013 |
2,804 |
40,601 |
+244 |
Apr17 |
160318 |
2.591 |
2.607 |
2.585 |
2.593 |
-0.009 |
2,091 |
38,583 |
-277 |
May17 |
160318 |
2.610 |
2.614 |
2.594 |
2.602 |
-0.009 |
223 |
8,503 |
+117 |
Jun17 |
160318 |
2.657 |
2.661 |
2.646 |
2.648 |
-0.009 |
119 |
4,436 |
-10 |
Jul17 |
160318 |
2.698 |
2.698 |
2.685 |
2.692 |
-0.009 |
136 |
3,763 |
-8 |
Total Volume and Open Interest |
259,830 |
1,096,659 |
-10,158 |
Brent Crude Oil(ICE) |
May16 |
160318 |
41.38 |
42.54 |
41.07 |
41.20 |
-0.34 |
263,872 |
288,813 |
-5,459 |
Jun16 |
160318 |
42.02 |
43.10 |
41.72 |
41.86 |
-0.32 |
201,672 |
371,055 |
+11,682 |
Jul16 |
160318 |
42.40 |
43.43 |
42.10 |
42.26 |
-0.30 |
109,091 |
260,507 |
+5,593 |
Aug16 |
160318 |
42.81 |
43.76 |
42.49 |
42.65 |
-0.31 |
63,921 |
115,511 |
+2,584 |
Sep16 |
160318 |
43.44 |
44.14 |
42.96 |
43.09 |
-0.33 |
58,185 |
160,499 |
+6,521 |
Oct16 |
160318 |
43.64 |
44.48 |
43.38 |
43.50 |
-0.34 |
21,717 |
74,763 |
+1,354 |
Nov16 |
160318 |
44.27 |
44.82 |
43.78 |
43.90 |
-0.34 |
11,848 |
57,507 |
-533 |
Dec16 |
160318 |
44.47 |
45.17 |
44.12 |
44.28 |
-0.34 |
72,352 |
299,482 |
+3,017 |
Jan17 |
160318 |
44.92 |
45.47 |
44.47 |
44.64 |
-0.33 |
5,740 |
58,467 |
-122 |
Feb17 |
160318 |
45.48 |
45.48 |
44.98 |
44.98 |
-0.32 |
3,742 |
42,285 |
+266 |
Mar17 |
160318 |
45.32 |
45.32 |
45.32 |
45.32 |
-0.30 |
4,008 |
30,043 |
-255 |
Apr17 |
160318 |
46.13 |
46.13 |
45.64 |
45.64 |
-0.29 |
1,449 |
16,278 |
-24 |
May17 |
160318 |
45.97 |
45.97 |
45.82 |
45.92 |
-0.27 |
854 |
16,651 |
+126 |
Jun17 |
160318 |
46.34 |
46.84 |
45.96 |
46.17 |
-0.25 |
12,324 |
63,734 |
+1,541 |
Total Volume and Open Interest |
858,865 |
2,177,065 |
+28,835 |
Gas Oil(ICE) |
Apr16 |
160318 |
374.00 |
381.00 |
370.25 |
375.00 |
-0.25 |
65,417 |
109,821 |
-6,296 |
May16 |
160318 |
376.50 |
384.00 |
373.50 |
378.00 |
-0.25 |
55,732 |
133,730 |
+6,934 |
Jun16 |
160318 |
380.25 |
387.75 |
377.50 |
381.75 |
-0.50 |
37,892 |
99,311 |
-1,503 |
Jul16 |
160318 |
385.00 |
392.25 |
382.75 |
386.25 |
-0.75 |
13,788 |
45,664 |
-198 |
Aug16 |
160318 |
390.50 |
397.00 |
387.75 |
391.25 |
-0.75 |
9,143 |
28,657 |
+27 |
Sep16 |
160318 |
396.00 |
401.50 |
392.50 |
396.25 |
-0.50 |
8,124 |
31,062 |
-46 |
Oct16 |
160318 |
400.00 |
406.25 |
398.00 |
401.00 |
-0.50 |
4,741 |
23,230 |
+288 |
Nov16 |
160318 |
404.00 |
408.75 |
401.00 |
404.00 |
-0.75 |
3,452 |
17,544 |
+97 |
Dec16 |
160318 |
405.25 |
411.25 |
403.25 |
406.25 |
-1.00 |
18,650 |
85,105 |
-49 |
Jan17 |
160318 |
410.25 |
413.75 |
407.75 |
410.00 |
-1.00 |
2,048 |
16,273 |
+741 |
Total Volume and Open Interest |
229,758 |
739,833 |
+1,152 |
Ethanol(CBOT) |
Apr16 |
160318 |
1.445 |
1.445 |
1.417 |
1.425 |
-0.019 |
175 |
1,235 |
-63 |
May16 |
160318 |
1.467 |
1.467 |
1.445 |
1.445 |
-0.019 |
216 |
1,307 |
+40 |
Jun16 |
160318 |
1.450 |
1.450 |
1.448 |
1.448 |
-0.015 |
67 |
226 |
+54 |
Jul16 |
160318 |
1.453 |
1.453 |
1.446 |
1.446 |
-0.015 |
0 |
538 |
+0 |
Aug16 |
160318 |
1.440 |
1.440 |
1.440 |
1.440 |
-0.014 |
0 |
129 |
+0 |
Sep16 |
160318 |
1.431 |
1.431 |
1.431 |
1.431 |
-0.014 |
37 |
331 |
+17 |
Oct16 |
160318 |
1.414 |
1.414 |
1.414 |
1.414 |
-0.011 |
0 |
138 |
+0 |
Nov16 |
160318 |
1.408 |
1.408 |
1.405 |
1.405 |
-0.010 |
0 |
72 |
+0 |
Total Volume and Open Interest |
495 |
4,309 |
+48 |
WTI Crude Oil(ICE) |
Apr16 |
160318 |
40.21 |
41.19 |
39.36 |
39.44 |
-0.76 |
51,902 |
34,613 |
-5,822 |
May16 |
160318 |
41.57 |
42.49 |
41.03 |
41.14 |
-0.52 |
64,420 |
105,011 |
+2,240 |
Jun16 |
160318 |
42.24 |
43.17 |
41.90 |
42.05 |
-0.34 |
37,549 |
73,743 |
-1,025 |
Jul16 |
160318 |
42.91 |
43.66 |
42.48 |
42.68 |
-0.28 |
15,330 |
21,734 |
+1,171 |
Aug16 |
160318 |
43.35 |
44.05 |
42.98 |
43.11 |
-0.31 |
9,205 |
11,187 |
+140 |
Sep16 |
160318 |
43.69 |
44.35 |
43.30 |
43.46 |
-0.32 |
7,627 |
22,103 |
+465 |
Oct16 |
160318 |
43.94 |
44.54 |
43.70 |
43.71 |
-0.33 |
3,751 |
4,587 |
+38 |
Nov16 |
160318 |
44.17 |
44.74 |
43.94 |
43.94 |
-0.33 |
2,692 |
9,900 |
-82 |
Dec16 |
160318 |
44.37 |
44.95 |
44.04 |
44.16 |
-0.31 |
8,923 |
65,665 |
+1,591 |
Jan17 |
160318 |
44.36 |
44.36 |
44.36 |
44.36 |
-0.28 |
746 |
4,612 |
-58 |
Feb17 |
160318 |
45.15 |
45.15 |
44.57 |
44.57 |
-0.24 |
415 |
3,757 |
+21 |
Mar17 |
160318 |
45.35 |
45.35 |
44.79 |
44.79 |
-0.20 |
269 |
3,172 |
+43 |
Apr17 |
160318 |
45.00 |
45.00 |
45.00 |
45.00 |
-0.17 |
22 |
2,013 |
+9 |
May17 |
160318 |
45.21 |
45.21 |
45.21 |
45.21 |
-0.14 |
34 |
1,152 |
+7 |
Jun17 |
160318 |
45.89 |
45.89 |
45.42 |
45.42 |
-0.11 |
2,002 |
19,846 |
+1,559 |
Jul17 |
160318 |
45.60 |
45.60 |
45.60 |
45.60 |
-0.09 |
2 |
1,139 |
+0 |
Total Volume and Open Interest |
210,924 |
444,631 |
+1,122 |
US Dollar Index(ICE) |
Jun16 |
160318 |
94.800 |
95.195 |
94.605 |
95.120 |
+0.320 |
30,941 |
49,339 |
+717 |
Sep16 |
160318 |
94.760 |
95.185 |
94.655 |
95.165 |
+0.315 |
94 |
948 |
+37 |
Dec16 |
160318 |
94.800 |
95.210 |
94.700 |
95.210 |
+0.310 |
23 |
149 |
-2 |
Total Volume and Open Interest |
31,059 |
50,437 |
+753 |
Australian Dollar(CME) |
Jun16 |
160318 |
76.11 |
76.51 |
75.65 |
75.70 |
-0.51 |
106,524 |
104,540 |
+4,678 |
Sep16 |
160318 |
75.87 |
76.16 |
75.35 |
75.38 |
-0.51 |
19 |
93 |
-9 |
Dec16 |
160318 |
75.27 |
75.72 |
75.12 |
75.12 |
-0.50 |
2 |
26 |
+2 |
Total Volume and Open Interest |
106,545 |
104,663 |
+4,671 |
British Pound(CME) |
Jun16 |
160318 |
144.84 |
145.19 |
144.15 |
144.80 |
-0.03 |
114,647 |
252,604 |
-57 |
Sep16 |
160318 |
144.99 |
145.27 |
144.26 |
144.90 |
-0.03 |
371 |
617 |
+240 |
Dec16 |
160318 |
145.13 |
145.33 |
144.75 |
145.02 |
-0.03 |
1 |
127 |
+1 |
Total Volume and Open Interest |
115,024 |
253,365 |
+188 |
Canadian Dollar(CME) |
Jun16 |
160318 |
77.04 |
77.38 |
76.68 |
76.75 |
-0.22 |
78,721 |
88,473 |
+2,463 |
Sep16 |
160318 |
76.95 |
77.39 |
76.72 |
76.77 |
-0.22 |
221 |
1,503 |
+51 |
Dec16 |
160318 |
77.05 |
77.41 |
76.77 |
76.81 |
-0.22 |
67 |
1,159 |
-1 |
Mar17 |
160318 |
76.85 |
77.46 |
76.83 |
76.85 |
-0.23 |
0 |
56 |
+0 |
Total Volume and Open Interest |
79,009 |
91,202 |
+2,513 |
Japanese Yen(CME) |
Jun16 |
160318 |
89.98 |
90.45 |
89.70 |
89.81 |
-0.14 |
134,273 |
139,582 |
-191 |
Sep16 |
160318 |
90.53 |
90.73 |
90.02 |
90.12 |
-0.13 |
40 |
237 |
+14 |
Dec16 |
160318 |
90.46 |
91.01 |
90.43 |
90.46 |
-0.13 |
0 |
65 |
+0 |
Total Volume and Open Interest |
134,313 |
139,907 |
-177 |
Swiss Franc(CME) |
Jun16 |
160318 |
103.80 |
103.94 |
103.29 |
103.49 |
-0.31 |
21,182 |
40,306 |
+104 |
Sep16 |
160318 |
103.99 |
104.41 |
103.81 |
103.99 |
-0.31 |
0 |
26 |
+0 |
Dec16 |
160318 |
104.49 |
104.88 |
104.49 |
104.49 |
-0.32 |
0 |
22 |
+0 |
Total Volume and Open Interest |
21,182 |
40,354 |
+104 |
EuroFX(CME) |
Jun16 |
160318 |
113.44 |
113.65 |
112.84 |
112.96 |
-0.52 |
229,317 |
321,603 |
+1,802 |
Sep16 |
160318 |
113.98 |
114.02 |
113.23 |
113.35 |
-0.51 |
493 |
1,559 |
+19 |
Dec16 |
160318 |
113.90 |
114.39 |
113.71 |
113.74 |
-0.53 |
37 |
881 |
+18 |
Total Volume and Open Interest |
229,982 |
324,288 |
+1,883 |
Mexican Peso(CME) |
Apr16 |
160318 |
575.25 |
575.25 |
575.25 |
575.25 |
+1.50 |
0 |
1 |
+0 |
May16 |
160318 |
573.75 |
573.75 |
573.75 |
573.75 |
+1.25 |
|
|
|
Total Volume and Open Interest |
54,179 |
98,946 |
+1,490 |
Brazilian Real(CME) |
Apr16 |
160318 |
275.90 |
279.20 |
271.60 |
277.80 |
+3.85 |
8,680 |
25,314 |
+5,665 |
May16 |
160318 |
276.00 |
276.00 |
271.25 |
275.55 |
+3.75 |
3 |
10 |
-2 |
Jun16 |
160318 |
269.60 |
274.10 |
268.80 |
273.20 |
+3.60 |
1,101 |
4,718 |
-163 |
Jul16 |
160318 |
270.85 |
270.85 |
270.85 |
270.85 |
+3.55 |
0 |
15 |
+0 |
Total Volume and Open Interest |
9,784 |
30,077 |
+5,500 |
30-Year T-Bonds(CBOT) |
Mar16 |
160318 |
164~070 |
165~000 |
164~030 |
164~180 |
+0~160 |
6,707 |
2,863 |
-6,020 |
Jun16 |
160318 |
162~270 |
163~240 |
162~230 |
163~070 |
+0~160 |
257,020 |
493,937 |
-3,540 |
Sep16 |
160318 |
161~290 |
162~000 |
161~290 |
161~310 |
+0~160 |
5 |
25 |
+1 |
Total Volume and Open Interest |
263,732 |
496,825 |
-9,559 |
10-Year T-Notes(CBOT) |
Mar16 |
160318 |
129~200 |
129~295 |
129~200 |
129~275 |
+0~095 |
18,235 |
29,534 |
-10,832 |
Jun16 |
160318 |
129~035 |
129~150 |
129~030 |
129~130 |
+0~095 |
1,330,804 |
2,599,108 |
-34,195 |
Sep16 |
160318 |
129~010 |
129~010 |
129~010 |
129~010 |
+0~095 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,349,039 |
2,628,644 |
-45,027 |
5-Year T-Notes(CBOT) |
Mar16 |
160318 |
120~186 |
120~244 |
120~170 |
120~212 |
+0~066 |
20,505 |
59,138 |
-6,341 |
Jun16 |
160318 |
120~060 |
120~150 |
120~056 |
120~134 |
+0~074 |
885,811 |
2,349,248 |
+11,347 |
Sep16 |
160318 |
119~304 |
119~304 |
119~304 |
119~304 |
+0~074 |
|
|
|
Total Volume and Open Interest |
906,316 |
2,408,386 |
+5,006 |
2 Year T-Notes(CBOT) |
Mar16 |
160318 |
109~062 |
109~080 |
109~056 |
109~070 |
+0~016 |
4,744 |
16,092 |
-2,049 |
Jun16 |
160318 |
109~010 |
109~036 |
109~010 |
109~032 |
+0~020 |
436,502 |
910,335 |
+9,450 |
Sep16 |
160318 |
108~272 |
108~272 |
108~272 |
108~272 |
+0~020 |
|
|
|
Total Volume and Open Interest |
441,246 |
926,427 |
+7,401 |
Eurodollars(CME) |
Jun16 |
160318 |
99.260 |
99.275 |
99.255 |
99.260 |
unch |
580,523 |
1,199,825 |
-4,591 |
Sep16 |
160318 |
99.175 |
99.195 |
99.175 |
99.185 |
+0.005 |
544,916 |
1,072,629 |
-72,529 |
Dec16 |
160318 |
99.095 |
99.115 |
99.095 |
99.105 |
+0.010 |
728,445 |
1,209,927 |
-87,529 |
Mar17 |
160318 |
99.030 |
99.055 |
99.025 |
99.045 |
+0.015 |
563,961 |
825,917 |
-39,754 |
Jun17 |
160318 |
98.950 |
98.990 |
98.950 |
98.980 |
+0.025 |
533,282 |
782,233 |
+44,227 |
Sep17 |
160318 |
98.880 |
98.925 |
98.880 |
98.915 |
+0.035 |
353,435 |
652,125 |
-10,404 |
Dec17 |
160318 |
98.800 |
98.850 |
98.790 |
98.835 |
+0.040 |
358,866 |
804,434 |
-9,766 |
Mar18 |
160318 |
98.730 |
98.785 |
98.730 |
98.775 |
+0.045 |
241,887 |
453,945 |
-854 |
Jun18 |
160318 |
98.665 |
98.720 |
98.660 |
98.705 |
+0.045 |
201,492 |
410,025 |
+10,504 |
Sep18 |
160318 |
98.600 |
98.655 |
98.595 |
98.640 |
+0.050 |
156,582 |
340,796 |
-698 |
Dec18 |
160318 |
98.525 |
98.580 |
98.520 |
98.565 |
+0.050 |
187,505 |
442,679 |
-981 |
Mar19 |
160318 |
98.475 |
98.525 |
98.465 |
98.510 |
+0.050 |
152,503 |
254,710 |
-2,367 |
Jun19 |
160318 |
98.405 |
98.460 |
98.405 |
98.450 |
+0.050 |
76,369 |
241,563 |
+5,477 |
Sep19 |
160318 |
98.350 |
98.395 |
98.345 |
98.385 |
+0.045 |
82,649 |
155,208 |
+3,046 |
Dec19 |
160318 |
98.275 |
98.330 |
98.275 |
98.315 |
+0.045 |
65,858 |
144,513 |
+801 |
Mar20 |
160318 |
98.220 |
98.270 |
98.220 |
98.260 |
+0.045 |
58,637 |
85,337 |
+3,927 |
Jun20 |
160318 |
98.160 |
98.210 |
98.160 |
98.205 |
+0.045 |
30,846 |
55,147 |
+894 |
Sep20 |
160318 |
98.110 |
98.150 |
98.105 |
98.145 |
+0.040 |
29,590 |
54,952 |
+866 |
Total Volume and Open Interest |
5,087,525 |
9,525,674 |
-130,434 |
Ultra T-Bond(CBOT) |
Mar16 |
160318 |
170~03 |
170~03 |
168~27 |
169~10 |
+0~17 |
327 |
8,680 |
-175 |
Jun16 |
160318 |
170~25 |
171~29 |
170~11 |
171~00 |
+0~15 |
78,231 |
608,945 |
-3,398 |
Sep16 |
160318 |
173~00 |
173~00 |
173~00 |
173~00 |
+0~15 |
|
|
|
Total Volume and Open Interest |
78,558 |
617,625 |
-3,573 |
Ultra 10-Yr T-Note(CBOT) |
Mar16 |
160318 |
140~185 |
140~185 |
140~185 |
140~185 |
+0~145 |
2,004 |
6,502 |
-1,479 |
Jun16 |
160318 |
139~085 |
139~230 |
139~080 |
139~185 |
+0~115 |
45,053 |
96,352 |
+1,450 |
Sep16 |
160318 |
138~205 |
138~205 |
138~205 |
138~205 |
+0~115 |
|
|
|
Total Volume and Open Interest |
47,057 |
102,854 |
-29 |
30 Day Federal Funds(CBOT) |
Mar16 |
160318 |
99.637 |
99.637 |
99.637 |
99.637 |
unch |
38,485 |
88,466 |
+2,653 |
Apr16 |
160318 |
99.635 |
99.635 |
99.630 |
99.635 |
unch |
93,514 |
128,797 |
-11,793 |
May16 |
160318 |
99.615 |
99.620 |
99.610 |
99.615 |
unch |
137,457 |
181,825 |
-16,306 |
Jun16 |
160318 |
99.575 |
99.575 |
99.565 |
99.570 |
unch |
26,895 |
57,903 |
+798 |
Jul16 |
160318 |
99.530 |
99.530 |
99.520 |
99.525 |
unch |
46,162 |
81,712 |
+3,307 |
Aug16 |
160318 |
99.500 |
99.500 |
99.490 |
99.495 |
unch |
17,939 |
52,994 |
-1,138 |
Total Volume and Open Interest |
401,432 |
792,781 |
-22,858 |
3-Mth Euro-Yen(CME) |
Jun16 |
160318 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Sep16 |
160318 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec16 |
160318 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar17 |
160318 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Jun17 |
160318 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Sep17 |
160318 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec17 |
160318 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar18 |
160318 |
99.935 |
99.935 |
99.935 |
99.935 |
unch |
|
|
|
Jun18 |
160318 |
99.795 |
99.795 |
99.795 |
99.795 |
unch |
|
|
|
Sep18 |
160318 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Jun16 |
160317 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep16 |
160317 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec16 |
160317 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
4 |
+0 |
Mar17 |
160317 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160317 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160317 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160317 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160317 |
99.93 |
99.93 |
99.93 |
99.93 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun16 |
160317 |
151.25 |
151.45 |
151.16 |
151.32 |
+0.04 |
1,491 |
15,754 |
-346 |
Sep16 |
160317 |
150.76 |
150.76 |
150.76 |
150.76 |
+0.04 |
|
|
|
Dec16 |
160317 |
150.76 |
150.76 |
150.76 |
150.76 |
+0.04 |
|
|
|
Total Volume and Open Interest |
1,491 |
15,754 |
-346 |
Euro-Buxl(EUREX) |
Jun16 |
160318 |
165.62 |
166.76 |
165.50 |
165.78 |
+0.70 |
30,457 |
118,642 |
-1,738 |
Sep16 |
160318 |
174.10 |
174.10 |
174.10 |
174.10 |
+0.70 |
0 |
12 |
+0 |
Dec16 |
160318 |
174.10 |
174.10 |
174.10 |
174.10 |
+0.70 |
|
|
|
Total Volume and Open Interest |
30,457 |
118,654 |
-1,738 |
Euro-Bund(EUREX) |
Jun16 |
160318 |
162.49 |
162.81 |
162.33 |
162.44 |
+0.12 |
672,951 |
1,220,067 |
+20,772 |
Sep16 |
160318 |
161.63 |
161.67 |
161.43 |
161.43 |
+0.12 |
3 |
476 |
-2 |
Dec16 |
160318 |
159.94 |
159.94 |
159.94 |
159.94 |
+0.12 |
|
|
|
Total Volume and Open Interest |
672,954 |
1,220,543 |
+20,770 |
Euro-Bobl(EUREX) |
Jun16 |
160318 |
130.83 |
130.94 |
130.81 |
130.84 |
+0.04 |
451,914 |
1,008,160 |
+16,590 |
Sep16 |
160318 |
131.72 |
131.75 |
131.66 |
131.66 |
+0.04 |
10 |
10 |
+10 |
Dec16 |
160318 |
131.34 |
131.34 |
131.34 |
131.34 |
+0.04 |
|
|
|
Total Volume and Open Interest |
451,924 |
1,008,170 |
+16,600 |
Euro-Schatz(EUREX) |
Jun16 |
160318 |
111.76 |
111.79 |
111.75 |
111.77 |
+0.01 |
189,429 |
1,067,917 |
-12,472 |
Sep16 |
160318 |
111.75 |
111.75 |
111.75 |
111.75 |
+0.01 |
0 |
2 |
+0 |
Dec16 |
160318 |
111.75 |
111.75 |
111.75 |
111.75 |
+0.01 |
|
|
|
Total Volume and Open Interest |
189,429 |
1,067,919 |
-12,472 |
3-Mth Euribor(EUREX) |
Mar16 |
160314 |
100.225 |
100.225 |
100.225 |
100.225 |
unch |
278 |
5,335 |
+109 |
Jun16 |
160318 |
100.255 |
100.255 |
100.250 |
100.250 |
unch |
1 |
11,613 |
+0 |
Sep16 |
160318 |
100.280 |
100.280 |
100.280 |
100.280 |
+0.010 |
15 |
5,943 |
-3 |
Total Volume and Open Interest |
478 |
71,615 |
-224 |
Long Gilt(LIFFE) |
Mar16 |
160318 |
121~22 |
121~23 |
121~16 |
121~16 |
-0~02 |
9 |
2,412 |
+2 |
Jun16 |
160318 |
120~27 |
120~31 |
120~19 |
120~21 |
-0~02 |
156,198 |
469,989 |
+5,994 |
Total Volume and Open Interest |
156,207 |
472,401 |
+5,996 |
3-Mth Short Sterling(LIFFE) |
Jun16 |
160318 |
99.40 |
99.40 |
99.39 |
99.39 |
-0.01 |
52,624 |
439,655 |
-10,925 |
Sep16 |
160318 |
99.37 |
99.38 |
99.36 |
99.37 |
-0.01 |
53,248 |
355,763 |
-1,825 |
Dec16 |
160318 |
99.35 |
99.36 |
99.32 |
99.34 |
-0.01 |
71,968 |
401,876 |
-1,845 |
Mar17 |
160318 |
99.32 |
99.33 |
99.29 |
99.31 |
-0.01 |
67,486 |
322,363 |
+5,806 |
Jun17 |
160318 |
99.28 |
99.29 |
99.25 |
99.27 |
unch |
67,355 |
281,864 |
+1,337 |
Sep17 |
160318 |
99.23 |
99.25 |
99.19 |
99.22 |
unch |
53,536 |
254,616 |
-1,057 |
Total Volume and Open Interest |
551,222 |
3,054,596 |
-315,514 |
3-Mth Euribor(LIFFE) |
Jun16 |
160318 |
100.250 |
100.260 |
100.245 |
100.250 |
+0.005 |
79,177 |
488,143 |
-22,942 |
Sep16 |
160318 |
100.270 |
100.285 |
100.270 |
100.275 |
+0.005 |
100,835 |
468,146 |
+23,780 |
Dec16 |
160318 |
100.290 |
100.300 |
100.285 |
100.290 |
+0.005 |
81,321 |
453,126 |
+11,830 |
Total Volume and Open Interest |
601,458 |
3,406,157 |
+19,060 |
3-Mth Aus T-Bills(SFE) |
Jun16 |
160318 |
97.79 |
97.81 |
97.78 |
97.80 |
unch |
15,389 |
238,579 |
-6,247 |
Sep16 |
160318 |
97.87 |
97.89 |
97.85 |
97.87 |
-0.01 |
26,800 |
225,093 |
+2,118 |
Dec16 |
160318 |
97.92 |
97.94 |
97.90 |
97.92 |
-0.01 |
20,575 |
152,376 |
-2,643 |
Mar17 |
160318 |
97.95 |
97.97 |
97.92 |
97.95 |
-0.01 |
10,481 |
129,169 |
-3,334 |
Jun17 |
160318 |
97.96 |
97.98 |
97.92 |
97.95 |
-0.01 |
4,615 |
62,044 |
+1,393 |
Sep17 |
160318 |
97.95 |
97.95 |
97.90 |
97.94 |
-0.01 |
5,883 |
56,189 |
-65 |
Dec17 |
160318 |
97.91 |
97.92 |
97.87 |
97.90 |
-0.02 |
3,282 |
30,882 |
-1,359 |
Mar18 |
160318 |
97.87 |
97.88 |
97.82 |
97.85 |
-0.02 |
890 |
17,255 |
-54 |
Jun18 |
160318 |
97.81 |
97.82 |
97.78 |
97.80 |
-0.02 |
117 |
10,149 |
+0 |
Sep18 |
160318 |
97.71 |
97.73 |
97.71 |
97.73 |
-0.02 |
20 |
1,218 |
+20 |
Total Volume and Open Interest |
88,078 |
924,863 |
-10,148 |
10-Year Aus T-Bonds(SFE) |
Jun16 |
160318 |
97.44 |
97.49 |
97.41 |
97.45 |
unch |
130,329 |
764,477 |
+7,315 |
Sep16 |
160318 |
97.45 |
97.45 |
97.45 |
97.45 |
unch |
|
|
|
Total Volume and Open Interest |
130,329 |
764,477 |
-40,831 |
3-Year Aus T-Bonds(SFE) |
Jun16 |
160318 |
98.06 |
98.10 |
98.03 |
98.07 |
-0.01 |
148,624 |
694,223 |
+7,274 |
Sep16 |
160318 |
98.07 |
98.07 |
98.07 |
98.07 |
-0.01 |
|
|
|
Total Volume and Open Interest |
148,624 |
694,223 |
-100,735 |
Gold(CMX) |
Apr16 |
160318 |
1257.7 |
1267.7 |
1248.4 |
1254.3 |
-10.7 |
203,811 |
248,452 |
+3,968 |
Jun16 |
160318 |
1259.2 |
1268.9 |
1249.7 |
1255.5 |
-10.8 |
22,335 |
169,265 |
+4,263 |
Aug16 |
160318 |
1267.4 |
1268.7 |
1251.3 |
1256.6 |
-10.8 |
2,009 |
27,132 |
+200 |
Oct16 |
160318 |
1262.7 |
1268.0 |
1252.2 |
1257.6 |
-10.8 |
409 |
9,255 |
+117 |
Dec16 |
160318 |
1262.4 |
1271.2 |
1253.9 |
1258.7 |
-10.8 |
2,003 |
19,943 |
+213 |
Feb17 |
160318 |
1269.1 |
1269.1 |
1256.8 |
1259.7 |
-10.9 |
258 |
4,097 |
-200 |
Apr17 |
160318 |
1260.3 |
1260.8 |
1260.3 |
1260.8 |
-10.9 |
53 |
2,774 |
+52 |
Jun17 |
160318 |
1258.0 |
1262.1 |
1258.0 |
1262.1 |
-11.0 |
104 |
5,652 |
-2 |
Aug17 |
160318 |
1263.3 |
1263.3 |
1263.3 |
1263.3 |
-11.2 |
0 |
106 |
+0 |
Oct17 |
160318 |
1264.6 |
1264.6 |
1264.6 |
1264.6 |
-11.3 |
255 |
795 |
-25 |
Dec17 |
160318 |
1264.1 |
1265.9 |
1264.1 |
1265.9 |
-11.5 |
379 |
5,903 |
-50 |
Total Volume and Open Interest |
232,302 |
501,551 |
+8,465 |
Silver(CMX) |
Mar16 |
160318 |
1608.5 |
1615.0 |
1580.6 |
1580.6 |
-21.6 |
167 |
715 |
-231 |
May16 |
160318 |
1597.0 |
1617.0 |
1575.5 |
1581.1 |
-22.2 |
47,236 |
115,929 |
+1,920 |
Jul16 |
160318 |
1601.5 |
1620.0 |
1578.5 |
1584.4 |
-22.3 |
3,117 |
20,681 |
+88 |
Sep16 |
160318 |
1604.0 |
1619.0 |
1587.0 |
1587.9 |
-22.4 |
1,102 |
9,915 |
+410 |
Dec16 |
160318 |
1608.5 |
1628.0 |
1588.5 |
1592.8 |
-22.5 |
344 |
15,057 |
+114 |
Mar17 |
160318 |
1629.0 |
1629.0 |
1597.8 |
1597.8 |
-22.6 |
5 |
748 |
+4 |
May17 |
160318 |
1601.4 |
1601.4 |
1601.4 |
1601.4 |
-22.7 |
0 |
27 |
+0 |
Total Volume and Open Interest |
52,118 |
168,505 |
+2,325 |
Platinum(NYMEX) |
Apr16 |
160318 |
988.3 |
993.8 |
969.0 |
970.5 |
-18.6 |
14,126 |
36,689 |
-1,667 |
Jul16 |
160318 |
989.8 |
994.0 |
969.9 |
971.4 |
-18.4 |
2,304 |
24,497 |
+658 |
Oct16 |
160318 |
990.2 |
990.2 |
972.8 |
973.1 |
-18.4 |
433 |
1,436 |
+417 |
Jan17 |
160318 |
974.1 |
974.1 |
974.1 |
974.1 |
-18.4 |
0 |
7 |
+0 |
Total Volume and Open Interest |
16,863 |
62,642 |
-592 |
Palladium(NYMEX) |
Mar16 |
160318 |
589.60 |
589.60 |
589.60 |
589.60 |
-7.75 |
0 |
28 |
+0 |
Jun16 |
160318 |
595.10 |
597.40 |
584.95 |
590.05 |
-7.75 |
3,755 |
21,481 |
+79 |
Sep16 |
160318 |
594.70 |
594.70 |
588.00 |
590.10 |
-7.80 |
7 |
548 |
-1 |
Total Volume and Open Interest |
3,762 |
22,142 |
+78 |
Copper(CMX) |
Mar16 |
160318 |
230.00 |
231.45 |
227.80 |
227.95 |
-0.95 |
280 |
1,162 |
-130 |
May16 |
160318 |
229.00 |
232.35 |
227.60 |
228.25 |
-1.00 |
49,135 |
97,775 |
-1,778 |
Jul16 |
160318 |
229.95 |
232.90 |
228.50 |
228.90 |
-1.05 |
3,366 |
32,134 |
-306 |
Sep16 |
160318 |
230.75 |
232.95 |
228.95 |
229.35 |
-1.05 |
1,924 |
19,852 |
+247 |
Dec16 |
160318 |
230.35 |
232.90 |
229.00 |
229.45 |
-1.05 |
1,168 |
13,523 |
+648 |
Total Volume and Open Interest |
56,230 |
174,159 |
-1,284 |
E-mini DJIA Index(CBOT) |
Jun16 |
160318 |
17390 |
17522 |
17361 |
17492 |
+107 |
147,997 |
62,967 |
+8,746 |
Sep16 |
160318 |
17330 |
17440 |
17300 |
17415 |
+107 |
64 |
168 |
+11 |
Dec16 |
160318 |
17355 |
17355 |
17355 |
17355 |
+107 |
0 |
2 |
+0 |
Mar17 |
160318 |
17295 |
17295 |
17295 |
17295 |
+107 |
|
|
|
Total Volume and Open Interest |
176,725 |
92,858 |
+3,172 |
S & P 500(CME) |
Jun16 |
160318 |
2032.10 |
2042.50 |
2027.40 |
2037.40 |
+7.10 |
15,917 |
56,075 |
+8,652 |
Sep16 |
160318 |
2034.30 |
2034.30 |
2027.00 |
2029.30 |
+7.30 |
2 |
272 |
+0 |
Dec16 |
160318 |
2022.50 |
2023.70 |
2022.50 |
2022.50 |
+7.30 |
|
|
|
Mar17 |
160318 |
2017.90 |
2019.10 |
2017.90 |
2017.90 |
+7.30 |
|
|
|
Total Volume and Open Interest |
32,876 |
152,310 |
-3,484 |
S & P 500 E-Mini(Globex) |
Jun16 |
160318 |
2031.25 |
2042.75 |
2027.00 |
2037.50 |
+7.25 |
2,043,775 |
2,630,307 |
+296,943 |
Sep16 |
160318 |
2025.50 |
2034.25 |
2018.75 |
2029.25 |
+7.25 |
546 |
7,241 |
+49 |
Dec16 |
160318 |
2017.25 |
2027.25 |
2012.00 |
2022.50 |
+7.25 |
57 |
1,277 |
+4 |
Mar17 |
160318 |
2018.00 |
2018.00 |
2018.00 |
2018.00 |
+7.50 |
3 |
50 |
+3 |
Total Volume and Open Interest |
2,624,634 |
3,496,946 |
+100,400 |
NASDAQ 100 E-Mini(Globex) |
Jun16 |
160318 |
4395.50 |
4410.80 |
4375.80 |
4394.80 |
+1.80 |
283,358 |
194,427 |
+25,624 |
Sep16 |
160318 |
4399.80 |
4404.00 |
4374.80 |
4389.50 |
+2.00 |
48 |
93 |
+5 |
Dec16 |
160318 |
4386.80 |
4387.00 |
4379.80 |
4387.00 |
+0.20 |
0 |
77 |
+0 |
Total Volume and Open Interest |
349,025 |
282,597 |
+5,208 |
S&P Midcap 400(CME) e-Mini |
Mar16 |
160318 |
1424.90 |
1425.00 |
1420.70 |
1420.70 |
-1.40 |
11,808 |
12,063 |
-8,117 |
Jun16 |
160318 |
1417.80 |
1430.20 |
1413.80 |
1424.20 |
+7.60 |
24,728 |
86,374 |
+4,528 |
Sep16 |
160318 |
1420.00 |
1420.00 |
1419.90 |
1419.90 |
+7.60 |
0 |
5 |
+0 |
Total Volume and Open Interest |
36,536 |
98,453 |
-3,589 |
Volatility Index(CBOE) |
Mar16 |
160316 |
17.00 |
17.05 |
16.55 |
17.00 |
+0.10 |
52,731 |
64,159 |
-9,546 |
Apr16 |
160318 |
17.80 |
18.05 |
17.30 |
17.73 |
-0.05 |
113,444 |
176,917 |
+12,954 |
May16 |
160318 |
18.82 |
19.05 |
18.45 |
18.88 |
+0.05 |
45,229 |
29,275 |
+2,455 |
Jun16 |
160318 |
19.50 |
19.70 |
19.22 |
19.58 |
+0.05 |
15,516 |
21,676 |
+1,197 |
Total Volume and Open Interest |
193,203 |
276,055 |
+19,477 |
Russell 2000(ICE) |
Jun16 |
160318 |
1086.10 |
1099.10 |
1082.70 |
1096.00 |
+10.50 |
144,876 |
377,025 |
+49,496 |
Sep16 |
160318 |
1086.40 |
1092.70 |
1086.40 |
1092.20 |
+10.50 |
0 |
7 |
+0 |
Dec16 |
160318 |
1088.60 |
1088.60 |
1088.60 |
1088.60 |
+10.50 |
0 |
10 |
+0 |
Total Volume and Open Interest |
220,408 |
440,836 |
-1,682 |
Nikkei 225(CME) |
Jun16 |
160318 |
16820 |
16880 |
16510 |
16715 |
-55 |
15,895 |
27,966 |
-1,311 |
Sep16 |
160318 |
16725 |
16725 |
16725 |
16725 |
-55 |
|
|
|
Total Volume and Open Interest |
15,895 |
27,971 |
-1,311 |
Nikkei 225(SGX) |
Jun16 |
160318 |
16770 |
16800 |
16435 |
16470 |
-340 |
78,379 |
173,032 |
+2,645 |
Sep16 |
160318 |
16595 |
16650 |
16445 |
16445 |
-340 |
41 |
532 |
+26 |
Dec16 |
160318 |
16330 |
16330 |
16330 |
16330 |
-345 |
0 |
3,800 |
+0 |
Total Volume and Open Interest |
78,485 |
186,880 |
+2,718 |
Nikkei 225(CME) Yen |
Mar16 |
160310 |
16800 |
17170 |
16465 |
16680 |
-115 |
65,182 |
66,351 |
-20,258 |
Jun16 |
160318 |
16765 |
16800 |
16440 |
16640 |
-60 |
51,631 |
58,131 |
-360 |
Sep16 |
160318 |
16605 |
16740 |
16425 |
16605 |
-60 |
|
|
|
Total Volume and Open Interest |
51,631 |
58,137 |
-360 |
Nikkei 225(CME) e-Mini Yen |
Mar16 |
160310 |
16870 |
16870 |
16680 |
16680 |
-120 |
5 |
70 |
+5 |
Jun16 |
160318 |
16640 |
16640 |
16640 |
16640 |
-60 |
0 |
6 |
+0 |
Sep16 |
160318 |
16610 |
16610 |
16605 |
16610 |
-60 |
|
|
|
Total Volume and Open Interest |
0 |
6 |
+0 |
CAC 40(EURONEXT) |
Mar16 |
160318 |
4434.5 |
4473.0 |
4418.0 |
4460.5 |
+17.0 |
184,250 |
194,622 |
-48,900 |
Apr16 |
160318 |
4423.5 |
4464.0 |
4407.0 |
4451.5 |
+18.5 |
113,158 |
198,073 |
+71,010 |
May16 |
160318 |
4356.0 |
4378.0 |
4356.0 |
4378.0 |
+16.5 |
12 |
5 |
+5 |
Jun16 |
160318 |
4313.5 |
4343.5 |
4290.0 |
4332.5 |
+19.0 |
4,152 |
8,709 |
+3,060 |
Total Volume and Open Interest |
301,572 |
401,413 |
+25,175 |
Hang Seng Index(HKFE) |
Mar16 |
160318 |
20473 |
20697 |
20303 |
20595 |
+121 |
110,369 |
97,864 |
-1,142 |
Apr16 |
160318 |
20445 |
20685 |
20304 |
20582 |
+115 |
1,282 |
5,277 |
+610 |
Total Volume and Open Interest |
112,396 |
108,803 |
-258 |
DAX(EUREX) |
Mar16 |
160318 |
9875.0 |
9937.0 |
9819.0 |
9901.5 |
+30.0 |
161,211 |
57,642 |
-18,411 |
Jun16 |
160318 |
9905.0 |
9996.0 |
9855.0 |
9992.5 |
+85.5 |
78,669 |
90,391 |
+18,880 |
Sep16 |
160318 |
9948.5 |
9984.5 |
9892.0 |
9984.5 |
+84.5 |
82 |
964 |
+37 |
Total Volume and Open Interest |
239,962 |
148,997 |
+506 |
Mini-DAX(EUREX) |
Mar16 |
160318 |
9872.0 |
9935.0 |
9819.0 |
9901.5 |
+29.5 |
16,755 |
7,843 |
-450 |
Jun16 |
160318 |
9907.0 |
9996.0 |
9855.0 |
9992.0 |
+87.0 |
1,883 |
3,310 |
+223 |
Sep16 |
160318 |
9917.0 |
9984.0 |
9874.0 |
9984.0 |
+83.0 |
0 |
50 |
+0 |
Total Volume and Open Interest |
18,638 |
11,203 |
-227 |
FT-SE 100(EURONEXT) |
Mar16 |
160318 |
6200.00 |
6244.00 |
6190.00 |
6234.50 |
+48.00 |
303,099 |
134,345 |
-136,967 |
Jun16 |
160318 |
6146.50 |
6176.50 |
6109.50 |
6134.50 |
+9.00 |
216,202 |
535,173 |
+137,012 |
Sep16 |
160318 |
6082.50 |
6082.50 |
6082.50 |
6082.50 |
+9.00 |
0 |
1,762 |
+0 |
Total Volume and Open Interest |
519,301 |
671,280 |
+45 |
SPI 200(SFE) |
Jun16 |
160318 |
5174.0 |
5214.0 |
5122.0 |
5164.0 |
-6.0 |
96,330 |
227,350 |
+51,571 |
Sep16 |
160318 |
5127.0 |
5143.0 |
5120.0 |
5120.0 |
-7.0 |
2 |
820 |
+1 |
Dec16 |
160318 |
5106.0 |
5106.0 |
5106.0 |
5106.0 |
-7.0 |
151 |
1,981 |
-18 |
Total Volume and Open Interest |
206,529 |
346,153 |
-17,075 |
FTSE MIB(ISE) |
Mar16 |
160318 |
18645.00 |
18735.00 |
18645.00 |
18717.00 |
+144.00 |
64,365 |
27,905 |
-11,343 |
Jun16 |
160318 |
18210.00 |
18315.00 |
18005.00 |
18168.00 |
+52.00 |
38,703 |
53,792 |
+6,133 |
Sep16 |
160318 |
17965.00 |
18140.00 |
17965.00 |
18088.00 |
+49.00 |
6 |
20 |
+1 |
Total Volume and Open Interest |
103,074 |
81,717 |
-5,209 |
KOSPI 200(KFE) |
Jun16 |
160318 |
245.35 |
246.25 |
244.25 |
245.35 |
+0.15 |
103,057 |
114,270 |
+1,808 |
Sep16 |
160318 |
246.05 |
246.75 |
245.10 |
245.95 |
+0.10 |
216 |
3,549 |
+26 |
Dec16 |
160318 |
245.65 |
247.10 |
245.65 |
247.10 |
-0.95 |
0 |
2,362 |
+0 |
Total Volume and Open Interest |
103,273 |
121,070 |
+1,613 |
GSCI(CME) |
Apr16 |
160318 |
339.75 |
340.40 |
335.00 |
335.20 |
-2.30 |
68 |
11,553 |
+37 |
May16 |
160318 |
339.00 |
339.00 |
339.00 |
339.00 |
-2.30 |
|
|
|
Jun16 |
160318 |
340.90 |
340.90 |
340.90 |
340.90 |
-2.30 |
|
|
|
Total Volume and Open Interest |
68 |
11,553 |
+37 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|