|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Mon March 21, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May16 |
160321 |
895.00 |
905.00 |
892.25 |
902.00 |
+4.50 |
148,891 |
341,789 |
+2,301 |
Jul16 |
160321 |
902.00 |
911.50 |
898.75 |
908.25 |
+4.00 |
54,205 |
176,002 |
+2,741 |
Aug16 |
160321 |
904.00 |
913.75 |
901.25 |
910.50 |
+4.00 |
4,813 |
21,031 |
-120 |
Sep16 |
160321 |
904.50 |
913.50 |
903.50 |
910.50 |
+4.25 |
2,371 |
9,525 |
-245 |
Nov16 |
160321 |
908.00 |
916.50 |
904.50 |
913.50 |
+3.75 |
24,834 |
152,317 |
+4,898 |
Jan17 |
160321 |
911.25 |
920.25 |
910.00 |
917.50 |
+3.50 |
794 |
4,297 |
+194 |
Mar17 |
160321 |
915.00 |
922.25 |
915.00 |
919.75 |
+3.50 |
1,137 |
9,097 |
+72 |
May17 |
160321 |
917.50 |
923.00 |
915.75 |
920.50 |
+3.00 |
266 |
4,185 |
+79 |
Jul17 |
160321 |
922.50 |
927.00 |
922.50 |
925.25 |
+3.00 |
235 |
3,321 |
+48 |
Aug17 |
160321 |
923.00 |
923.00 |
923.00 |
923.00 |
+2.75 |
0 |
49 |
+0 |
Sep17 |
160321 |
915.00 |
915.00 |
915.00 |
915.00 |
+3.00 |
0 |
35 |
+0 |
Nov17 |
160321 |
905.00 |
911.50 |
905.00 |
909.50 |
+3.50 |
204 |
3,947 |
+61 |
Jan18 |
160321 |
914.25 |
914.25 |
914.25 |
914.25 |
+3.50 |
0 |
15 |
+0 |
Mar18 |
160321 |
919.00 |
919.00 |
919.00 |
919.00 |
+3.50 |
0 |
18 |
+0 |
Total Volume and Open Interest |
237,755 |
725,686 |
+10,032 |
Soybean Meal(CBOT) |
May16 |
160321 |
266.70 |
269.70 |
266.00 |
268.80 |
+2.20 |
55,851 |
165,615 |
+2,757 |
Jul16 |
160321 |
269.50 |
272.20 |
268.80 |
271.40 |
+2.10 |
16,259 |
99,807 |
+1,795 |
Aug16 |
160321 |
270.90 |
273.10 |
270.00 |
272.40 |
+1.90 |
1,781 |
21,548 |
+127 |
Sep16 |
160321 |
271.90 |
274.10 |
271.20 |
273.60 |
+2.00 |
1,694 |
19,038 |
+118 |
Oct16 |
160321 |
273.10 |
274.70 |
272.80 |
274.20 |
+1.90 |
1,008 |
12,963 |
+121 |
Dec16 |
160321 |
274.20 |
276.80 |
273.50 |
276.10 |
+1.90 |
9,251 |
45,886 |
-349 |
Jan17 |
160321 |
277.30 |
277.30 |
276.00 |
277.20 |
+1.80 |
744 |
3,833 |
+366 |
Mar17 |
160321 |
278.40 |
278.90 |
277.90 |
278.20 |
+1.60 |
1,622 |
4,699 |
+42 |
May17 |
160321 |
278.40 |
279.50 |
278.20 |
278.30 |
+1.20 |
250 |
2,290 |
+72 |
Jul17 |
160321 |
280.20 |
280.20 |
279.40 |
279.60 |
+1.20 |
218 |
1,560 |
+46 |
Total Volume and Open Interest |
88,786 |
378,866 |
+5,164 |
Soybean Oil(CBOT) |
May16 |
160321 |
33.27 |
33.68 |
33.09 |
33.58 |
+0.16 |
75,465 |
205,140 |
+10,308 |
Jul16 |
160321 |
33.50 |
33.91 |
33.32 |
33.82 |
+0.17 |
20,834 |
106,935 |
+240 |
Aug16 |
160321 |
33.45 |
33.97 |
33.43 |
33.90 |
+0.17 |
3,134 |
25,536 |
+737 |
Sep16 |
160321 |
33.59 |
34.08 |
33.54 |
33.99 |
+0.16 |
1,580 |
15,318 |
-34 |
Oct16 |
160321 |
33.72 |
34.11 |
33.59 |
34.06 |
+0.17 |
1,130 |
9,796 |
-194 |
Dec16 |
160321 |
33.88 |
34.30 |
33.75 |
34.23 |
+0.17 |
6,663 |
46,649 |
+439 |
Jan17 |
160321 |
34.08 |
34.45 |
34.00 |
34.43 |
+0.14 |
692 |
3,949 |
+114 |
Mar17 |
160321 |
34.18 |
34.60 |
34.14 |
34.56 |
+0.15 |
601 |
4,872 |
+89 |
May17 |
160321 |
34.26 |
34.72 |
34.26 |
34.65 |
+0.14 |
206 |
2,732 |
+79 |
Jul17 |
160321 |
34.64 |
34.83 |
34.64 |
34.78 |
+0.14 |
184 |
3,601 |
+72 |
Total Volume and Open Interest |
110,538 |
431,231 |
+11,878 |
Canola(WCE) |
Mar16 |
160314 |
464.1 |
464.1 |
464.1 |
464.1 |
+2.7 |
|
|
|
May16 |
160321 |
465.7 |
471.2 |
465.0 |
469.4 |
+3.6 |
17,062 |
109,973 |
-2,205 |
Jul16 |
160321 |
471.3 |
476.0 |
470.7 |
474.1 |
+2.8 |
10,050 |
35,521 |
-455 |
Nov16 |
160321 |
476.8 |
479.9 |
476.5 |
479.4 |
+2.5 |
4,637 |
23,978 |
+948 |
Jan17 |
160321 |
480.9 |
483.4 |
480.5 |
483.4 |
+2.5 |
190 |
1,058 |
+66 |
Total Volume and Open Interest |
31,939 |
170,802 |
-1,646 |
Corn(CBOT) |
May16 |
160321 |
366.50 |
370.00 |
365.75 |
369.50 |
+2.50 |
197,301 |
636,918 |
+4,591 |
Jul16 |
160321 |
371.25 |
374.50 |
370.50 |
374.25 |
+2.50 |
68,924 |
313,759 |
-5,275 |
Sep16 |
160321 |
376.50 |
379.50 |
375.50 |
379.25 |
+2.50 |
25,450 |
138,342 |
+6,618 |
Dec16 |
160321 |
385.50 |
388.00 |
384.25 |
387.75 |
+2.25 |
39,524 |
191,036 |
+790 |
Mar17 |
160321 |
393.00 |
396.50 |
393.00 |
396.25 |
+2.25 |
2,534 |
37,076 |
+304 |
May17 |
160321 |
400.00 |
400.50 |
398.75 |
400.50 |
+2.00 |
495 |
6,736 |
+55 |
Jul17 |
160321 |
402.00 |
404.00 |
401.75 |
403.50 |
+2.00 |
547 |
17,276 |
+53 |
Sep17 |
160321 |
394.25 |
397.00 |
394.25 |
395.50 |
+2.00 |
6 |
1,893 |
+1 |
Dec17 |
160321 |
392.50 |
395.75 |
392.50 |
394.75 |
+1.25 |
503 |
12,695 |
+158 |
Mar18 |
160321 |
404.00 |
405.00 |
404.00 |
404.00 |
+1.25 |
20 |
541 |
+14 |
Total Volume and Open Interest |
335,314 |
1,357,868 |
+7,307 |
Wheat(CBOT) |
May16 |
160321 |
468.75 |
472.00 |
463.75 |
466.50 |
+3.50 |
86,914 |
211,824 |
+4,263 |
Jul16 |
160321 |
475.75 |
479.00 |
471.00 |
473.50 |
+3.25 |
32,591 |
116,922 |
+1,443 |
Sep16 |
160321 |
485.25 |
488.25 |
480.75 |
483.50 |
+3.50 |
7,440 |
36,764 |
-286 |
Dec16 |
160321 |
500.00 |
502.00 |
494.75 |
497.25 |
+3.25 |
7,760 |
43,524 |
+367 |
Mar17 |
160321 |
509.50 |
515.00 |
509.50 |
510.00 |
+2.50 |
574 |
10,912 |
-70 |
May17 |
160321 |
519.25 |
523.25 |
518.00 |
518.25 |
+2.00 |
209 |
2,305 |
-28 |
Total Volume and Open Interest |
135,650 |
423,681 |
+5,706 |
Wheat(KCBT) |
May16 |
160321 |
476.75 |
480.75 |
471.25 |
474.75 |
+5.25 |
27,150 |
87,745 |
+151 |
Jul16 |
160321 |
487.00 |
491.00 |
482.00 |
485.50 |
+5.50 |
13,743 |
63,122 |
-782 |
Sep16 |
160321 |
500.00 |
504.75 |
496.00 |
499.25 |
+5.50 |
3,322 |
13,398 |
+611 |
Dec16 |
160321 |
519.75 |
524.25 |
517.00 |
519.00 |
+5.00 |
3,411 |
21,684 |
+704 |
Mar17 |
160321 |
530.25 |
534.25 |
530.00 |
530.75 |
+4.50 |
1,149 |
8,970 |
+237 |
May17 |
160321 |
537.50 |
538.00 |
537.50 |
538.00 |
+4.00 |
126 |
2,650 |
+53 |
Jul17 |
160321 |
543.50 |
543.50 |
542.75 |
542.75 |
+3.25 |
12 |
672 |
+0 |
Total Volume and Open Interest |
48,913 |
198,437 |
+974 |
Wheat(MGE) |
May16 |
160321 |
511.50 |
515.25 |
508.25 |
512.50 |
+3.50 |
4,876 |
26,983 |
-643 |
Jul16 |
160321 |
521.50 |
523.50 |
517.50 |
520.25 |
+2.75 |
2,275 |
19,981 |
+111 |
Sep16 |
160321 |
528.25 |
533.50 |
527.75 |
529.75 |
+2.25 |
960 |
8,772 |
+17 |
Dec16 |
160321 |
545.50 |
545.50 |
542.25 |
544.00 |
+2.25 |
635 |
7,255 |
-41 |
Mar17 |
160321 |
557.25 |
560.25 |
557.25 |
558.00 |
+2.50 |
436 |
3,697 |
+12 |
May17 |
160321 |
566.75 |
566.75 |
566.75 |
566.75 |
+2.75 |
89 |
1,109 |
+5 |
Total Volume and Open Interest |
9,272 |
67,965 |
-540 |
Oats(CBOT) |
May16 |
160321 |
188.50 |
193.00 |
188.00 |
190.75 |
+2.75 |
351 |
8,141 |
-16 |
Jul16 |
160321 |
198.50 |
203.50 |
198.50 |
200.50 |
+2.50 |
129 |
2,410 |
+14 |
Sep16 |
160321 |
208.50 |
208.50 |
207.00 |
207.00 |
+1.50 |
32 |
172 |
+6 |
Dec16 |
160321 |
217.00 |
217.00 |
213.00 |
215.00 |
+0.25 |
45 |
401 |
+17 |
Total Volume and Open Interest |
557 |
11,124 |
+21 |
Rough Rice(CBOT) |
Mar16 |
160314 |
10.10 |
10.10 |
10.10 |
10.10 |
+0.01 |
19 |
27 |
+17 |
May16 |
160321 |
10.45 |
10.52 |
10.36 |
10.38 |
-0.07 |
673 |
10,208 |
+103 |
Jul16 |
160321 |
10.75 |
10.76 |
10.65 |
10.65 |
-0.07 |
29 |
1,789 |
+4 |
Sep16 |
160321 |
10.90 |
10.91 |
10.80 |
10.81 |
-0.07 |
4 |
383 |
+1 |
Total Volume and Open Interest |
709 |
12,494 |
+110 |
Live Cattle(CME) |
Apr16 |
160321 |
139.400 |
139.630 |
138.080 |
138.350 |
-1.480 |
12,972 |
75,888 |
-3,518 |
Jun16 |
160321 |
128.500 |
128.750 |
127.535 |
127.850 |
-1.250 |
18,099 |
111,437 |
+5,163 |
Aug16 |
160321 |
122.730 |
122.980 |
121.885 |
122.150 |
-1.180 |
7,298 |
53,845 |
+1,874 |
Oct16 |
160321 |
121.730 |
121.830 |
120.785 |
121.330 |
-0.805 |
3,963 |
32,381 |
+232 |
Dec16 |
160321 |
121.430 |
121.450 |
120.480 |
120.980 |
-0.870 |
1,435 |
16,071 |
+122 |
Feb17 |
160321 |
120.300 |
120.500 |
119.500 |
120.000 |
-0.950 |
474 |
4,387 |
+51 |
Total Volume and Open Interest |
44,568 |
297,231 |
+4,110 |
Feeder Cattle(CME) |
Mar16 |
160321 |
162.950 |
163.735 |
162.130 |
162.380 |
-0.855 |
799 |
2,742 |
-61 |
Apr16 |
160321 |
161.350 |
161.350 |
157.700 |
157.985 |
-4.215 |
2,818 |
8,968 |
-114 |
May16 |
160321 |
159.650 |
159.950 |
156.300 |
156.785 |
-3.915 |
2,627 |
14,694 |
+138 |
Aug16 |
160321 |
158.500 |
158.600 |
155.750 |
156.100 |
-3.450 |
1,469 |
11,962 |
+212 |
Sep16 |
160321 |
156.435 |
156.535 |
154.050 |
154.400 |
-3.350 |
344 |
2,050 |
+141 |
Oct16 |
160321 |
154.250 |
154.250 |
152.000 |
152.200 |
-2.950 |
250 |
1,778 |
+75 |
Nov16 |
160321 |
150.200 |
150.200 |
147.985 |
148.200 |
-2.250 |
168 |
1,448 |
-1 |
Total Volume and Open Interest |
8,493 |
43,750 |
+402 |
Lean Hogs(CME) |
Apr16 |
160321 |
70.950 |
70.950 |
69.250 |
69.350 |
-2.100 |
9,236 |
37,192 |
-2,061 |
May16 |
160321 |
79.200 |
79.200 |
77.635 |
77.680 |
-2.105 |
104 |
1,883 |
-3 |
Jun16 |
160321 |
83.550 |
83.680 |
81.785 |
81.850 |
-2.050 |
11,411 |
82,330 |
+2,976 |
Jul16 |
160321 |
82.535 |
82.730 |
81.100 |
81.180 |
-1.705 |
3,420 |
20,220 |
+251 |
Aug16 |
160321 |
80.950 |
81.000 |
79.885 |
79.930 |
-1.420 |
2,910 |
33,634 |
+350 |
Oct16 |
160321 |
69.800 |
69.800 |
68.400 |
68.635 |
-1.315 |
3,123 |
26,319 |
+1,776 |
Dec16 |
160321 |
63.800 |
63.850 |
62.930 |
63.130 |
-1.050 |
794 |
17,010 |
+138 |
Feb17 |
160321 |
66.385 |
66.400 |
65.725 |
65.975 |
-0.775 |
177 |
5,474 |
+19 |
Total Volume and Open Interest |
31,226 |
225,890 |
+3,460 |
Class III Milk(CME) |
Mar16 |
160321 |
13.82 |
13.83 |
13.82 |
13.83 |
unch |
212 |
3,820 |
+12 |
Apr16 |
160321 |
13.98 |
14.03 |
13.84 |
13.95 |
+0.07 |
181 |
4,913 |
-25 |
May16 |
160321 |
13.65 |
13.77 |
13.61 |
13.75 |
+0.12 |
293 |
4,218 |
+29 |
Jun16 |
160321 |
13.61 |
13.74 |
13.59 |
13.72 |
+0.11 |
168 |
3,739 |
+3 |
Jul16 |
160321 |
13.90 |
14.03 |
13.90 |
14.00 |
+0.05 |
33 |
3,021 |
+13 |
Aug16 |
160321 |
14.28 |
14.35 |
14.24 |
14.32 |
+0.05 |
14 |
2,544 |
+1 |
Sep16 |
160321 |
14.52 |
14.60 |
14.52 |
14.60 |
+0.07 |
11 |
2,487 |
-4 |
Oct16 |
160321 |
14.64 |
14.75 |
14.64 |
14.68 |
+0.03 |
5 |
2,027 |
+5 |
Nov16 |
160321 |
14.70 |
14.75 |
14.68 |
14.75 |
+0.07 |
4 |
1,914 |
+4 |
Dec16 |
160321 |
14.71 |
14.74 |
14.71 |
14.72 |
+0.02 |
2 |
1,822 |
+1 |
Jan17 |
160321 |
14.68 |
14.68 |
14.66 |
14.68 |
+0.05 |
1 |
398 |
+1 |
Feb17 |
160321 |
14.70 |
14.70 |
14.66 |
14.68 |
+0.03 |
0 |
291 |
+0 |
Mar17 |
160321 |
14.70 |
14.73 |
14.70 |
14.73 |
+0.07 |
0 |
287 |
+0 |
Total Volume and Open Interest |
935 |
32,379 |
+41 |
Cocoa(ICE) |
May16 |
160321 |
3114 |
3125 |
3059 |
3072 |
-46 |
20,540 |
79,495 |
+572 |
Jul16 |
160321 |
3110 |
3123 |
3062 |
3074 |
-43 |
11,808 |
59,673 |
-110 |
Sep16 |
160321 |
3091 |
3100 |
3044 |
3054 |
-43 |
4,940 |
42,702 |
+1,227 |
Dec16 |
160321 |
3057 |
3065 |
3015 |
3022 |
-41 |
1,954 |
20,920 |
+131 |
Mar17 |
160321 |
3029 |
3037 |
2984 |
2995 |
-42 |
1,240 |
25,638 |
+167 |
May17 |
160321 |
3016 |
3016 |
2975 |
2986 |
-42 |
17 |
4,521 |
-2 |
Jul17 |
160321 |
3007 |
3009 |
2967 |
2978 |
-41 |
5 |
1,265 |
-1 |
Total Volume and Open Interest |
40,508 |
239,743 |
+1,984 |
Coffee "C"(ICE) |
Mar16 |
160318 |
132.10 |
134.25 |
132.10 |
133.85 |
+1.85 |
2 |
12 |
-4 |
May16 |
160321 |
133.70 |
133.70 |
130.65 |
131.55 |
-2.75 |
37,785 |
80,654 |
-984 |
Jul16 |
160321 |
135.10 |
135.45 |
132.50 |
133.35 |
-2.80 |
17,157 |
40,776 |
+688 |
Sep16 |
160321 |
137.10 |
137.10 |
134.15 |
134.95 |
-2.70 |
13,026 |
27,477 |
+804 |
Dec16 |
160321 |
138.15 |
138.15 |
135.70 |
136.45 |
-2.50 |
6,757 |
26,756 |
-671 |
Mar17 |
160321 |
138.85 |
139.20 |
137.10 |
137.80 |
-2.35 |
2,197 |
7,078 |
+222 |
Total Volume and Open Interest |
79,543 |
191,210 |
+771 |
Orange Juice(ICE) |
May16 |
160321 |
127.25 |
128.40 |
126.05 |
127.90 |
+0.15 |
370 |
9,410 |
+155 |
Jul16 |
160321 |
127.25 |
128.50 |
127.00 |
128.00 |
unch |
48 |
1,654 |
+17 |
Sep16 |
160321 |
128.15 |
128.40 |
127.40 |
128.40 |
-0.15 |
9 |
923 |
+2 |
Nov16 |
160321 |
128.65 |
128.65 |
128.60 |
128.60 |
-0.15 |
16 |
363 |
+13 |
Jan17 |
160321 |
129.75 |
129.75 |
129.65 |
129.65 |
-0.10 |
4 |
75 |
+4 |
Mar17 |
160321 |
130.55 |
130.55 |
130.55 |
130.55 |
-0.10 |
0 |
1 |
+0 |
Total Volume and Open Interest |
447 |
12,426 |
+191 |
Sugar #11(ICE) |
May16 |
160321 |
15.90 |
16.32 |
15.77 |
16.29 |
+0.32 |
82,774 |
304,340 |
+9,310 |
Jul16 |
160321 |
15.84 |
16.22 |
15.72 |
16.19 |
+0.28 |
38,429 |
227,598 |
+2,890 |
Oct16 |
160321 |
15.94 |
16.29 |
15.84 |
16.26 |
+0.23 |
19,503 |
123,267 |
+2,230 |
Mar17 |
160321 |
16.39 |
16.68 |
16.26 |
16.65 |
+0.20 |
8,622 |
80,015 |
+1,991 |
May17 |
160321 |
16.05 |
16.33 |
15.98 |
16.30 |
+0.13 |
1,462 |
13,317 |
-574 |
Jul17 |
160321 |
15.75 |
15.99 |
15.68 |
15.96 |
+0.10 |
1,597 |
20,483 |
+802 |
Oct17 |
160321 |
15.55 |
15.81 |
15.53 |
15.80 |
+0.09 |
877 |
16,844 |
+123 |
Mar18 |
160321 |
15.70 |
15.91 |
15.70 |
15.91 |
+0.09 |
137 |
6,154 |
+26 |
Total Volume and Open Interest |
153,405 |
796,921 |
+16,798 |
London Cocoa(LCE) |
May16 |
160321 |
2256 |
2269 |
2229 |
2238 |
-18 |
8,629 |
78,515 |
-391 |
Jul16 |
160321 |
2244 |
2257 |
2219 |
2226 |
-18 |
4,899 |
60,365 |
+152 |
Sep16 |
160321 |
2214 |
2227 |
2190 |
2197 |
-17 |
2,535 |
52,726 |
+406 |
Dec16 |
160321 |
2174 |
2183 |
2148 |
2156 |
-15 |
1,852 |
42,259 |
-105 |
Mar17 |
160321 |
2142 |
2153 |
2119 |
2126 |
-14 |
1,971 |
34,085 |
-267 |
May17 |
160321 |
2137 |
2143 |
2115 |
2123 |
-12 |
224 |
4,195 |
+7 |
Jul17 |
160321 |
2136 |
2136 |
2116 |
2116 |
-13 |
7 |
627 |
+0 |
Total Volume and Open Interest |
20,117 |
273,196 |
-198 |
London Sugar(LCE) |
May16 |
160321 |
449.80 |
458.60 |
447.00 |
457.60 |
+6.80 |
4,344 |
41,970 |
-505 |
Aug16 |
160321 |
443.40 |
452.00 |
441.40 |
451.20 |
+6.20 |
3,499 |
25,567 |
+1,158 |
Oct16 |
160321 |
438.70 |
446.80 |
436.70 |
446.10 |
+5.80 |
716 |
12,556 |
+264 |
Dec16 |
160321 |
438.00 |
446.50 |
436.80 |
446.10 |
+6.00 |
727 |
6,111 |
+102 |
Mar17 |
160321 |
438.50 |
446.90 |
437.30 |
446.90 |
+5.90 |
490 |
4,778 |
+336 |
Total Volume and Open Interest |
9,812 |
93,559 |
+1,377 |
Cotton(ICE) |
May16 |
160321 |
57.10 |
58.58 |
57.06 |
58.17 |
+1.01 |
12,613 |
114,467 |
-569 |
Jul16 |
160321 |
57.00 |
58.34 |
57.00 |
58.08 |
+1.02 |
5,727 |
47,349 |
+333 |
Oct16 |
160321 |
57.73 |
58.31 |
57.73 |
58.31 |
+1.06 |
0 |
2 |
+0 |
Dec16 |
160321 |
56.89 |
57.96 |
56.89 |
57.91 |
+1.01 |
2,330 |
40,011 |
+522 |
Mar17 |
160321 |
58.18 |
58.67 |
58.18 |
58.63 |
+0.98 |
351 |
6,290 |
+165 |
May17 |
160321 |
58.87 |
59.33 |
58.87 |
59.33 |
+0.96 |
39 |
1,929 |
+6 |
Total Volume and Open Interest |
21,198 |
212,874 |
+522 |
Lumber(CME) |
May16 |
160321 |
298.3 |
307.1 |
294.1 |
307.1 |
+10.0 |
725 |
3,598 |
-73 |
Jul16 |
160321 |
291.6 |
302.1 |
290.7 |
302.1 |
+10.0 |
201 |
669 |
+16 |
Sep16 |
160321 |
305.1 |
305.1 |
304.7 |
304.8 |
+9.7 |
4 |
91 |
+1 |
Nov16 |
160321 |
301.5 |
301.5 |
301.5 |
301.5 |
+9.8 |
1 |
24 |
-1 |
Total Volume and Open Interest |
931 |
4,406 |
-57 |
Crude Oil(NYM) |
Apr16 |
160321 |
39.06 |
40.30 |
38.61 |
39.91 |
+0.47 |
298,013 |
71,637 |
-27,100 |
May16 |
160321 |
41.07 |
41.80 |
40.41 |
41.52 |
+0.38 |
442,919 |
556,041 |
+13,682 |
Jun16 |
160321 |
41.93 |
42.63 |
41.33 |
42.42 |
+0.37 |
134,451 |
229,088 |
+5,849 |
Jul16 |
160321 |
42.51 |
43.19 |
41.95 |
43.04 |
+0.36 |
40,955 |
103,505 |
+518 |
Aug16 |
160321 |
43.07 |
43.61 |
42.47 |
43.48 |
+0.37 |
26,970 |
71,788 |
+7,023 |
Sep16 |
160321 |
43.27 |
43.95 |
42.85 |
43.82 |
+0.36 |
45,765 |
101,163 |
+7,872 |
Oct16 |
160321 |
43.68 |
44.18 |
43.10 |
44.08 |
+0.37 |
21,306 |
48,849 |
+478 |
Nov16 |
160321 |
43.50 |
44.31 |
43.40 |
44.31 |
+0.37 |
12,249 |
37,162 |
+1,199 |
Dec16 |
160321 |
44.04 |
44.65 |
43.46 |
44.51 |
+0.35 |
72,540 |
192,338 |
-2,457 |
Jan17 |
160321 |
44.13 |
44.70 |
43.86 |
44.70 |
+0.34 |
6,989 |
30,288 |
-1,200 |
Feb17 |
160321 |
44.40 |
44.89 |
44.22 |
44.89 |
+0.32 |
3,582 |
17,884 |
-902 |
Mar17 |
160321 |
44.76 |
45.17 |
44.15 |
45.10 |
+0.31 |
7,602 |
34,680 |
+383 |
Apr17 |
160321 |
45.21 |
45.30 |
44.72 |
45.30 |
+0.30 |
1,540 |
9,700 |
+348 |
May17 |
160321 |
45.50 |
45.50 |
45.50 |
45.50 |
+0.29 |
1,286 |
8,745 |
+311 |
Jun17 |
160321 |
45.09 |
45.80 |
44.83 |
45.70 |
+0.28 |
15,137 |
47,515 |
+787 |
Jul17 |
160321 |
45.87 |
45.87 |
45.87 |
45.87 |
+0.27 |
749 |
8,270 |
-7 |
Total Volume and Open Interest |
1,163,315 |
1,781,626 |
+8,344 |
e-miNY Crude Oil(NYM) |
Apr16 |
160318 |
40.250 |
41.200 |
39.425 |
39.450 |
-0.750 |
8,322 |
5,542 |
+61 |
May16 |
160321 |
41.050 |
41.775 |
40.400 |
41.525 |
+0.375 |
4,810 |
1,480 |
+306 |
Jun16 |
160321 |
41.825 |
42.600 |
41.350 |
42.425 |
+0.375 |
250 |
362 |
+0 |
Jul16 |
160321 |
42.300 |
43.050 |
42.050 |
43.050 |
+0.375 |
9 |
203 |
-2 |
Aug16 |
160321 |
43.650 |
43.650 |
43.475 |
43.475 |
+0.375 |
6 |
52 |
-1 |
Sep16 |
160321 |
43.825 |
43.825 |
43.825 |
43.825 |
+0.375 |
2 |
76 |
+2 |
Oct16 |
160321 |
43.725 |
44.075 |
43.725 |
44.075 |
+0.375 |
0 |
42 |
+0 |
Nov16 |
160321 |
44.300 |
44.300 |
44.300 |
44.300 |
+0.350 |
0 |
10 |
+0 |
Dec16 |
160321 |
44.475 |
44.500 |
44.475 |
44.500 |
+0.350 |
10 |
231 |
+1 |
Jan17 |
160321 |
44.700 |
44.700 |
44.700 |
44.700 |
+0.350 |
0 |
8 |
+0 |
Total Volume and Open Interest |
12,729 |
8,147 |
-41 |
NY Harbor ULSD(NYM) |
Apr16 |
160321 |
124.65 |
125.59 |
122.01 |
123.74 |
-0.17 |
33,927 |
52,773 |
-2,254 |
May16 |
160321 |
125.68 |
126.58 |
123.16 |
124.94 |
+0.01 |
28,462 |
81,700 |
+3,461 |
Jun16 |
160321 |
126.43 |
127.74 |
124.35 |
126.29 |
+0.22 |
20,101 |
49,513 |
-78 |
Jul16 |
160321 |
127.98 |
129.38 |
126.46 |
128.10 |
+0.41 |
10,480 |
33,148 |
+1,002 |
Aug16 |
160321 |
129.88 |
130.93 |
128.44 |
130.01 |
+0.54 |
6,174 |
20,841 |
+612 |
Sep16 |
160321 |
130.21 |
132.98 |
130.21 |
132.07 |
+0.63 |
4,058 |
18,831 |
+111 |
Oct16 |
160321 |
133.84 |
134.74 |
132.78 |
134.01 |
+0.72 |
2,953 |
11,303 |
+87 |
Nov16 |
160321 |
135.42 |
136.64 |
134.80 |
135.85 |
+0.82 |
2,218 |
7,875 |
-67 |
Dec16 |
160321 |
135.21 |
138.22 |
135.21 |
137.53 |
+0.89 |
7,288 |
42,214 |
+656 |
Jan17 |
160321 |
138.87 |
139.18 |
138.16 |
139.02 |
+0.93 |
956 |
15,756 |
+60 |
Feb17 |
160321 |
139.30 |
140.33 |
139.30 |
140.10 |
+0.98 |
332 |
3,321 |
+30 |
Mar17 |
160321 |
141.00 |
141.00 |
139.53 |
140.62 |
+1.03 |
250 |
5,866 |
+98 |
Apr17 |
160321 |
139.00 |
140.75 |
139.00 |
140.45 |
+1.06 |
79 |
1,968 |
+28 |
May17 |
160321 |
140.00 |
140.64 |
140.00 |
140.64 |
+1.06 |
56 |
1,269 |
+5 |
Total Volume and Open Interest |
117,751 |
367,128 |
+3,721 |
RBOB Gasoline(NYM) |
Apr16 |
160321 |
142.81 |
146.13 |
141.12 |
145.89 |
+3.16 |
42,187 |
58,202 |
-4,444 |
May16 |
160321 |
146.09 |
149.45 |
144.41 |
149.12 |
+3.03 |
41,121 |
109,225 |
+5,169 |
Jun16 |
160321 |
147.34 |
150.58 |
145.77 |
150.21 |
+2.87 |
25,276 |
53,304 |
+1,030 |
Jul16 |
160321 |
146.94 |
150.00 |
145.89 |
149.67 |
+2.73 |
15,132 |
37,724 |
+1,284 |
Aug16 |
160321 |
145.14 |
148.00 |
144.53 |
147.74 |
+2.60 |
9,201 |
33,559 |
+941 |
Sep16 |
160321 |
142.91 |
144.71 |
141.86 |
144.55 |
+2.46 |
6,910 |
39,198 |
-283 |
Oct16 |
160321 |
126.91 |
130.22 |
126.91 |
130.15 |
+2.42 |
2,611 |
19,437 |
-58 |
Nov16 |
160321 |
124.65 |
126.52 |
124.05 |
126.49 |
+2.26 |
1,778 |
11,239 |
-203 |
Dec16 |
160321 |
122.47 |
124.62 |
121.94 |
124.41 |
+2.12 |
4,017 |
32,553 |
+372 |
Jan17 |
160321 |
122.87 |
124.48 |
122.09 |
124.46 |
+2.04 |
350 |
5,167 |
+5 |
Total Volume and Open Interest |
150,145 |
428,680 |
+4,106 |
e-miNY RBOB Gasoline(NYM) |
Apr16 |
160321 |
145.90 |
145.90 |
145.89 |
145.90 |
+3.20 |
0 |
1 |
+0 |
May16 |
160321 |
149.10 |
149.12 |
149.10 |
149.10 |
+3.00 |
|
|
|
Jun16 |
160321 |
147.30 |
150.21 |
147.30 |
150.20 |
+2.90 |
0 |
1 |
+0 |
Jul16 |
160321 |
149.70 |
149.70 |
149.67 |
149.70 |
+2.80 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Apr16 |
160321 |
1.893 |
1.908 |
1.808 |
1.828 |
-0.079 |
172,241 |
123,064 |
-15,489 |
May16 |
160321 |
1.977 |
1.993 |
1.885 |
1.904 |
-0.085 |
106,054 |
318,789 |
+11,364 |
Jun16 |
160321 |
2.073 |
2.089 |
1.980 |
1.999 |
-0.086 |
32,074 |
81,714 |
+543 |
Jul16 |
160321 |
2.160 |
2.185 |
2.082 |
2.100 |
-0.083 |
23,004 |
94,130 |
-94 |
Aug16 |
160321 |
2.220 |
2.227 |
2.137 |
2.154 |
-0.079 |
12,376 |
42,730 |
+10 |
Sep16 |
160321 |
2.229 |
2.250 |
2.161 |
2.178 |
-0.076 |
16,759 |
82,306 |
+813 |
Oct16 |
160321 |
2.294 |
2.294 |
2.207 |
2.224 |
-0.071 |
27,830 |
75,544 |
+2,194 |
Nov16 |
160321 |
2.453 |
2.468 |
2.398 |
2.414 |
-0.058 |
9,680 |
27,243 |
+72 |
Dec16 |
160321 |
2.718 |
2.718 |
2.663 |
2.679 |
-0.048 |
7,326 |
33,962 |
-17 |
Jan17 |
160321 |
2.840 |
2.847 |
2.792 |
2.808 |
-0.043 |
13,890 |
62,397 |
+1,182 |
Feb17 |
160321 |
2.819 |
2.830 |
2.794 |
2.803 |
-0.039 |
1,626 |
13,894 |
-83 |
Mar17 |
160321 |
2.783 |
2.789 |
2.752 |
2.763 |
-0.036 |
5,863 |
41,017 |
+416 |
Apr17 |
160321 |
2.575 |
2.595 |
2.560 |
2.569 |
-0.024 |
4,175 |
38,785 |
+202 |
May17 |
160321 |
2.584 |
2.585 |
2.577 |
2.581 |
-0.021 |
395 |
8,622 |
+119 |
Jun17 |
160321 |
2.625 |
2.632 |
2.622 |
2.629 |
-0.019 |
74 |
4,461 |
+25 |
Jul17 |
160321 |
2.677 |
2.677 |
2.674 |
2.674 |
-0.018 |
111 |
3,778 |
+15 |
Total Volume and Open Interest |
436,074 |
1,099,114 |
+2,455 |
Brent Crude Oil(ICE) |
May16 |
160321 |
41.31 |
41.88 |
40.48 |
41.54 |
+0.34 |
249,228 |
281,931 |
-6,882 |
Jun16 |
160321 |
41.87 |
42.54 |
41.13 |
42.23 |
+0.37 |
175,910 |
387,905 |
+16,850 |
Jul16 |
160321 |
42.44 |
42.91 |
41.53 |
42.62 |
+0.36 |
78,968 |
264,576 |
+4,069 |
Aug16 |
160321 |
42.69 |
43.26 |
41.93 |
43.02 |
+0.37 |
44,594 |
121,782 |
+6,271 |
Sep16 |
160321 |
43.13 |
43.68 |
42.39 |
43.48 |
+0.39 |
44,546 |
163,411 |
+2,912 |
Oct16 |
160321 |
43.57 |
44.06 |
42.79 |
43.91 |
+0.41 |
25,734 |
78,441 |
+3,678 |
Nov16 |
160321 |
43.93 |
44.47 |
43.23 |
44.31 |
+0.41 |
26,361 |
60,120 |
+2,613 |
Dec16 |
160321 |
44.31 |
44.85 |
43.60 |
44.69 |
+0.41 |
82,108 |
298,464 |
-1,018 |
Jan17 |
160321 |
44.48 |
45.19 |
44.24 |
45.04 |
+0.40 |
7,840 |
58,521 |
+54 |
Feb17 |
160321 |
45.37 |
45.37 |
45.37 |
45.37 |
+0.39 |
4,069 |
43,034 |
+749 |
Mar17 |
160321 |
45.62 |
46.04 |
45.62 |
45.70 |
+0.38 |
5,129 |
30,514 |
+471 |
Apr17 |
160321 |
45.38 |
46.03 |
45.38 |
46.03 |
+0.39 |
1,144 |
16,331 |
+53 |
May17 |
160321 |
46.12 |
46.31 |
45.70 |
46.31 |
+0.39 |
1,021 |
16,745 |
+94 |
Jun17 |
160321 |
46.13 |
46.71 |
45.58 |
46.57 |
+0.40 |
13,313 |
64,948 |
+1,214 |
Total Volume and Open Interest |
790,830 |
2,209,431 |
+32,366 |
Gas Oil(ICE) |
Apr16 |
160321 |
373.50 |
376.25 |
365.00 |
370.25 |
-4.75 |
57,453 |
104,732 |
-5,089 |
May16 |
160321 |
376.75 |
379.25 |
368.25 |
373.75 |
-4.25 |
49,608 |
131,240 |
-2,490 |
Jun16 |
160321 |
381.75 |
383.00 |
372.50 |
378.25 |
-3.50 |
35,955 |
98,475 |
-836 |
Jul16 |
160321 |
384.25 |
387.75 |
377.50 |
383.25 |
-3.00 |
9,501 |
44,625 |
-1,039 |
Aug16 |
160321 |
389.50 |
392.75 |
382.75 |
388.75 |
-2.50 |
5,673 |
28,106 |
-551 |
Sep16 |
160321 |
392.50 |
397.50 |
388.50 |
394.25 |
-2.00 |
7,019 |
31,795 |
+733 |
Oct16 |
160321 |
396.25 |
402.50 |
393.75 |
399.50 |
-1.50 |
6,419 |
22,936 |
-294 |
Nov16 |
160321 |
399.25 |
405.50 |
397.25 |
403.00 |
-1.00 |
2,834 |
17,450 |
-94 |
Dec16 |
160321 |
405.50 |
408.25 |
399.50 |
406.00 |
-0.25 |
14,269 |
83,733 |
-1,372 |
Jan17 |
160321 |
403.50 |
411.00 |
403.50 |
410.00 |
unch |
1,533 |
16,606 |
+333 |
Total Volume and Open Interest |
197,865 |
728,663 |
-11,170 |
Ethanol(CBOT) |
Apr16 |
160321 |
1.403 |
1.409 |
1.385 |
1.390 |
-0.035 |
168 |
1,181 |
-54 |
May16 |
160321 |
1.445 |
1.445 |
1.412 |
1.420 |
-0.025 |
92 |
1,264 |
-43 |
Jun16 |
160321 |
1.432 |
1.432 |
1.424 |
1.430 |
-0.018 |
93 |
276 |
+50 |
Jul16 |
160321 |
1.437 |
1.437 |
1.428 |
1.428 |
-0.018 |
33 |
559 |
+21 |
Aug16 |
160321 |
1.430 |
1.430 |
1.422 |
1.422 |
-0.018 |
0 |
129 |
+0 |
Sep16 |
160321 |
1.425 |
1.425 |
1.413 |
1.413 |
-0.018 |
0 |
331 |
+0 |
Oct16 |
160321 |
1.396 |
1.396 |
1.396 |
1.396 |
-0.018 |
8 |
138 |
+0 |
Nov16 |
160321 |
1.387 |
1.387 |
1.387 |
1.387 |
-0.018 |
0 |
72 |
+0 |
Total Volume and Open Interest |
394 |
4,283 |
-26 |
WTI Crude Oil(ICE) |
Apr16 |
160318 |
40.21 |
41.19 |
39.36 |
39.44 |
-0.76 |
51,902 |
34,613 |
-5,822 |
May16 |
160321 |
40.95 |
41.81 |
40.40 |
41.52 |
+0.38 |
83,845 |
111,018 |
+6,007 |
Jun16 |
160321 |
41.93 |
42.63 |
41.36 |
42.42 |
+0.37 |
55,789 |
76,403 |
+2,660 |
Jul16 |
160321 |
42.56 |
43.18 |
42.05 |
43.04 |
+0.36 |
23,761 |
22,171 |
+437 |
Aug16 |
160321 |
43.01 |
43.57 |
42.49 |
43.48 |
+0.37 |
8,127 |
11,030 |
-157 |
Sep16 |
160321 |
42.88 |
43.91 |
42.88 |
43.82 |
+0.36 |
7,069 |
23,007 |
+904 |
Oct16 |
160321 |
43.63 |
44.15 |
43.48 |
44.08 |
+0.37 |
4,315 |
4,579 |
-8 |
Nov16 |
160321 |
43.87 |
44.37 |
43.72 |
44.31 |
+0.37 |
4,191 |
10,406 |
+506 |
Dec16 |
160321 |
43.79 |
44.60 |
43.61 |
44.51 |
+0.35 |
13,759 |
66,859 |
+1,194 |
Jan17 |
160321 |
44.14 |
44.70 |
44.14 |
44.70 |
+0.34 |
1,007 |
4,640 |
+28 |
Feb17 |
160321 |
44.89 |
44.89 |
44.89 |
44.89 |
+0.32 |
539 |
3,751 |
-6 |
Mar17 |
160321 |
45.10 |
45.10 |
45.10 |
45.10 |
+0.31 |
348 |
3,116 |
-56 |
Apr17 |
160321 |
45.30 |
45.30 |
45.30 |
45.30 |
+0.30 |
83 |
1,994 |
-19 |
May17 |
160321 |
45.50 |
45.50 |
45.50 |
45.50 |
+0.29 |
67 |
1,138 |
-14 |
Jun17 |
160321 |
45.50 |
45.70 |
45.23 |
45.70 |
+0.28 |
2,263 |
20,368 |
+522 |
Jul17 |
160321 |
45.87 |
45.87 |
45.87 |
45.87 |
+0.27 |
12 |
1,146 |
+7 |
Total Volume and Open Interest |
241,692 |
449,977 |
+5,346 |
US Dollar Index(ICE) |
Jun16 |
160321 |
95.100 |
95.410 |
95.020 |
95.305 |
+0.185 |
30,539 |
50,805 |
+1,466 |
Sep16 |
160321 |
95.130 |
95.430 |
95.080 |
95.340 |
+0.175 |
190 |
1,022 |
+74 |
Dec16 |
160321 |
95.035 |
95.385 |
95.035 |
95.385 |
+0.175 |
12 |
155 |
+6 |
Total Volume and Open Interest |
30,759 |
52,001 |
+1,564 |
Australian Dollar(CME) |
Jun16 |
160321 |
75.67 |
75.97 |
75.39 |
75.67 |
-0.03 |
119,765 |
103,733 |
-807 |
Sep16 |
160321 |
75.27 |
75.63 |
75.10 |
75.36 |
-0.02 |
75 |
103 |
+10 |
Dec16 |
160321 |
75.07 |
75.32 |
75.00 |
75.09 |
-0.03 |
2 |
28 |
+2 |
Total Volume and Open Interest |
119,842 |
103,868 |
-795 |
British Pound(CME) |
Jun16 |
160321 |
144.63 |
144.72 |
143.68 |
143.96 |
-0.84 |
135,679 |
251,325 |
-1,279 |
Sep16 |
160321 |
144.65 |
144.66 |
143.80 |
144.06 |
-0.84 |
235 |
639 |
+22 |
Dec16 |
160321 |
144.18 |
144.18 |
143.96 |
144.18 |
-0.84 |
6 |
126 |
-1 |
Total Volume and Open Interest |
135,931 |
252,118 |
-1,247 |
Canadian Dollar(CME) |
Jun16 |
160321 |
76.80 |
76.81 |
76.33 |
76.55 |
-0.20 |
77,627 |
89,322 |
+849 |
Sep16 |
160321 |
76.77 |
76.81 |
76.38 |
76.58 |
-0.19 |
356 |
1,427 |
-76 |
Dec16 |
160321 |
76.59 |
76.85 |
76.50 |
76.61 |
-0.20 |
19 |
1,159 |
+0 |
Mar17 |
160321 |
76.65 |
76.65 |
76.55 |
76.65 |
-0.20 |
3 |
58 |
+2 |
Total Volume and Open Interest |
78,005 |
91,977 |
+775 |
Japanese Yen(CME) |
Jun16 |
160321 |
89.88 |
90.14 |
89.52 |
89.61 |
-0.20 |
210,241 |
146,580 |
+6,998 |
Sep16 |
160321 |
90.26 |
90.42 |
89.85 |
89.92 |
-0.20 |
94 |
279 |
+42 |
Dec16 |
160321 |
90.27 |
90.62 |
90.27 |
90.27 |
-0.19 |
12 |
62 |
-3 |
Total Volume and Open Interest |
210,361 |
146,958 |
+7,051 |
Swiss Franc(CME) |
Jun16 |
160321 |
103.52 |
103.72 |
103.13 |
103.52 |
+0.03 |
24,623 |
40,136 |
-170 |
Sep16 |
160321 |
104.02 |
104.22 |
103.66 |
104.03 |
+0.04 |
18 |
33 |
+7 |
Dec16 |
160321 |
104.55 |
104.67 |
104.55 |
104.55 |
+0.06 |
1 |
22 |
+0 |
Total Volume and Open Interest |
24,657 |
40,206 |
-148 |
EuroFX(CME) |
Jun16 |
160321 |
112.98 |
113.13 |
112.62 |
112.80 |
-0.16 |
255,304 |
324,749 |
+3,146 |
Sep16 |
160321 |
113.35 |
113.50 |
113.02 |
113.19 |
-0.16 |
399 |
1,631 |
+72 |
Dec16 |
160321 |
113.60 |
113.85 |
113.44 |
113.60 |
-0.14 |
20 |
894 |
+13 |
Total Volume and Open Interest |
255,779 |
327,528 |
+3,240 |
Mexican Peso(CME) |
Apr16 |
160321 |
573.50 |
573.50 |
573.50 |
573.50 |
-1.75 |
1 |
0 |
-1 |
May16 |
160321 |
572.25 |
572.25 |
572.25 |
572.25 |
-1.50 |
|
|
|
Total Volume and Open Interest |
66,426 |
99,631 |
+685 |
Brazilian Real(CME) |
Apr16 |
160321 |
278.05 |
278.05 |
273.55 |
277.05 |
-0.75 |
3,451 |
25,062 |
-252 |
May16 |
160321 |
276.30 |
276.30 |
273.25 |
275.05 |
-0.50 |
3 |
10 |
+0 |
Jun16 |
160321 |
273.20 |
274.10 |
270.00 |
272.60 |
-0.60 |
68 |
4,708 |
-10 |
Jul16 |
160321 |
270.30 |
270.30 |
270.30 |
270.30 |
-0.55 |
0 |
15 |
+0 |
Total Volume and Open Interest |
3,522 |
29,815 |
-262 |
30-Year T-Bonds(CBOT) |
Mar16 |
160321 |
164~190 |
164~190 |
163~040 |
163~170 |
-1~010 |
945 |
2,424 |
-439 |
Jun16 |
160321 |
163~070 |
163~120 |
161~200 |
161~230 |
-1~160 |
248,596 |
496,386 |
+2,449 |
Sep16 |
160321 |
161~000 |
161~000 |
160~180 |
160~180 |
-1~130 |
5 |
24 |
-1 |
Total Volume and Open Interest |
249,546 |
498,834 |
+2,009 |
10-Year T-Notes(CBOT) |
Mar16 |
160321 |
129~285 |
129~290 |
129~165 |
129~175 |
-0~100 |
6,409 |
25,310 |
-4,224 |
Jun16 |
160321 |
129~125 |
129~150 |
129~000 |
129~005 |
-0~125 |
1,259,842 |
2,580,675 |
-18,433 |
Sep16 |
160321 |
129~000 |
129~000 |
128~250 |
128~250 |
-0~080 |
1 |
2 |
+0 |
Total Volume and Open Interest |
1,266,252 |
2,605,987 |
-22,657 |
5-Year T-Notes(CBOT) |
Mar16 |
160321 |
120~214 |
120~214 |
120~140 |
120~154 |
-0~056 |
6,567 |
56,887 |
-2,251 |
Jun16 |
160321 |
120~134 |
120~150 |
120~056 |
120~062 |
-0~072 |
653,079 |
2,331,743 |
-17,505 |
Sep16 |
160321 |
119~232 |
119~232 |
119~232 |
119~232 |
-0~072 |
|
|
|
Total Volume and Open Interest |
659,646 |
2,388,630 |
-19,756 |
2 Year T-Notes(CBOT) |
Mar16 |
160321 |
109~066 |
109~066 |
109~050 |
109~050 |
-0~020 |
1,087 |
15,225 |
-867 |
Jun16 |
160321 |
109~032 |
109~040 |
109~004 |
109~010 |
-0~022 |
248,327 |
903,323 |
-7,012 |
Sep16 |
160321 |
108~250 |
108~250 |
108~250 |
108~250 |
-0~022 |
|
|
|
Total Volume and Open Interest |
249,414 |
918,548 |
-7,879 |
Eurodollars(CME) |
Jun16 |
160321 |
99.265 |
99.270 |
99.240 |
99.240 |
-0.020 |
271,284 |
1,195,386 |
-4,439 |
Sep16 |
160321 |
99.190 |
99.195 |
99.150 |
99.155 |
-0.030 |
231,111 |
1,071,270 |
-1,359 |
Dec16 |
160321 |
99.105 |
99.115 |
99.065 |
99.065 |
-0.040 |
345,710 |
1,187,001 |
-22,926 |
Mar17 |
160321 |
99.050 |
99.055 |
99.000 |
99.000 |
-0.045 |
260,144 |
812,955 |
-12,962 |
Jun17 |
160321 |
98.985 |
98.990 |
98.930 |
98.930 |
-0.050 |
313,332 |
761,314 |
-20,919 |
Sep17 |
160321 |
98.915 |
98.920 |
98.860 |
98.860 |
-0.055 |
184,715 |
645,384 |
-6,741 |
Dec17 |
160321 |
98.835 |
98.845 |
98.780 |
98.780 |
-0.055 |
208,594 |
804,495 |
+61 |
Mar18 |
160321 |
98.775 |
98.780 |
98.715 |
98.720 |
-0.055 |
138,925 |
449,641 |
-4,304 |
Jun18 |
160321 |
98.705 |
98.715 |
98.645 |
98.650 |
-0.055 |
124,984 |
412,474 |
+2,449 |
Sep18 |
160321 |
98.635 |
98.650 |
98.580 |
98.580 |
-0.060 |
113,096 |
339,325 |
-1,471 |
Dec18 |
160321 |
98.565 |
98.575 |
98.505 |
98.510 |
-0.055 |
109,909 |
437,453 |
-5,226 |
Mar19 |
160321 |
98.520 |
98.520 |
98.450 |
98.455 |
-0.055 |
74,424 |
252,234 |
-2,476 |
Jun19 |
160321 |
98.450 |
98.460 |
98.390 |
98.390 |
-0.060 |
65,266 |
240,444 |
-1,119 |
Sep19 |
160321 |
98.385 |
98.400 |
98.325 |
98.330 |
-0.055 |
56,749 |
160,581 |
+5,373 |
Dec19 |
160321 |
98.315 |
98.330 |
98.255 |
98.265 |
-0.050 |
55,732 |
150,935 |
+6,422 |
Mar20 |
160321 |
98.265 |
98.275 |
98.205 |
98.210 |
-0.050 |
34,827 |
85,587 |
+250 |
Jun20 |
160321 |
98.205 |
98.220 |
98.145 |
98.150 |
-0.055 |
25,682 |
54,902 |
-245 |
Sep20 |
160321 |
98.145 |
98.160 |
98.090 |
98.095 |
-0.050 |
22,594 |
55,395 |
+443 |
Total Volume and Open Interest |
2,725,260 |
9,462,555 |
-63,119 |
Ultra T-Bond(CBOT) |
Mar16 |
160321 |
168~04 |
168~04 |
168~04 |
168~04 |
-1~06 |
169 |
1,408 |
-7,272 |
Jun16 |
160321 |
170~31 |
171~04 |
169~02 |
169~06 |
-1~26 |
81,097 |
618,088 |
+9,143 |
Sep16 |
160321 |
171~06 |
171~06 |
171~06 |
171~06 |
-1~26 |
|
|
|
Total Volume and Open Interest |
81,266 |
619,496 |
+1,871 |
Ultra 10-Yr T-Note(CBOT) |
Mar16 |
160321 |
140~020 |
140~020 |
140~020 |
140~020 |
-0~165 |
2 |
424 |
-6,078 |
Jun16 |
160321 |
139~170 |
139~205 |
138~300 |
139~000 |
-0~185 |
55,090 |
95,016 |
-1,336 |
Sep16 |
160321 |
138~020 |
138~020 |
138~020 |
138~020 |
-0~185 |
|
|
|
Total Volume and Open Interest |
55,092 |
95,440 |
-7,414 |
30 Day Federal Funds(CBOT) |
Mar16 |
160321 |
99.637 |
99.637 |
99.635 |
99.637 |
unch |
26,789 |
86,250 |
-2,216 |
Apr16 |
160321 |
99.635 |
99.635 |
99.630 |
99.630 |
-0.005 |
18,113 |
121,374 |
-7,423 |
May16 |
160321 |
99.615 |
99.615 |
99.595 |
99.600 |
-0.015 |
30,849 |
183,970 |
+2,145 |
Jun16 |
160321 |
99.570 |
99.570 |
99.550 |
99.555 |
-0.015 |
7,977 |
57,576 |
-327 |
Jul16 |
160321 |
99.525 |
99.530 |
99.505 |
99.510 |
-0.015 |
16,043 |
83,032 |
+1,320 |
Aug16 |
160321 |
99.495 |
99.495 |
99.470 |
99.475 |
-0.020 |
13,782 |
55,092 |
+2,098 |
Total Volume and Open Interest |
136,421 |
786,810 |
-5,971 |
3-Mth Euro-Yen(CME) |
Jun16 |
160321 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Sep16 |
160321 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec16 |
160321 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar17 |
160321 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Jun17 |
160321 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Sep17 |
160321 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec17 |
160321 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar18 |
160321 |
99.935 |
99.935 |
99.935 |
99.935 |
unch |
|
|
|
Jun18 |
160321 |
99.795 |
99.795 |
99.795 |
99.795 |
unch |
|
|
|
Sep18 |
160321 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Jun16 |
160321 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep16 |
160321 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec16 |
160321 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
4 |
+0 |
Mar17 |
160321 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160321 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160321 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160321 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160321 |
99.93 |
99.93 |
99.93 |
99.93 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun16 |
160321 |
151.69 |
151.82 |
151.62 |
151.76 |
+0.44 |
2,135 |
15,715 |
-39 |
Sep16 |
160321 |
151.20 |
151.20 |
151.20 |
151.20 |
+0.44 |
|
|
|
Dec16 |
160321 |
151.20 |
151.20 |
151.20 |
151.20 |
+0.44 |
|
|
|
Total Volume and Open Interest |
2,135 |
15,715 |
-39 |
Euro-Buxl(EUREX) |
Jun16 |
160321 |
166.26 |
167.42 |
165.14 |
165.40 |
-0.38 |
44,993 |
118,934 |
+292 |
Sep16 |
160321 |
173.92 |
173.92 |
173.92 |
173.92 |
-0.18 |
0 |
12 |
+0 |
Dec16 |
160321 |
173.92 |
173.92 |
173.92 |
173.92 |
-0.18 |
|
|
|
Total Volume and Open Interest |
44,993 |
118,946 |
+292 |
Euro-Bund(EUREX) |
Jun16 |
160321 |
162.60 |
163.00 |
162.19 |
162.42 |
-0.02 |
673,964 |
1,212,536 |
-7,531 |
Sep16 |
160321 |
161.65 |
161.88 |
161.43 |
161.43 |
unch |
6 |
478 |
+2 |
Dec16 |
160321 |
159.92 |
159.92 |
159.92 |
159.92 |
-0.02 |
|
|
|
Total Volume and Open Interest |
673,970 |
1,213,014 |
-7,529 |
Euro-Bobl(EUREX) |
Jun16 |
160321 |
130.89 |
131.05 |
130.83 |
130.90 |
+0.06 |
555,827 |
1,015,306 |
+7,146 |
Sep16 |
160321 |
131.72 |
131.72 |
131.72 |
131.72 |
+0.06 |
0 |
10 |
+0 |
Dec16 |
160321 |
131.40 |
131.40 |
131.40 |
131.40 |
+0.06 |
|
|
|
Total Volume and Open Interest |
555,827 |
1,015,316 |
+7,146 |
Euro-Schatz(EUREX) |
Jun16 |
160321 |
111.78 |
111.80 |
111.76 |
111.78 |
+0.01 |
232,972 |
1,042,386 |
-25,531 |
Sep16 |
160321 |
111.75 |
111.75 |
111.75 |
111.75 |
+0.01 |
0 |
2 |
+0 |
Dec16 |
160321 |
111.75 |
111.75 |
111.75 |
111.75 |
+0.01 |
|
|
|
Total Volume and Open Interest |
232,972 |
1,042,388 |
-25,531 |
3-Mth Euribor(EUREX) |
Mar16 |
160314 |
100.225 |
100.225 |
100.225 |
100.225 |
unch |
278 |
5,335 |
+109 |
Jun16 |
160321 |
100.255 |
100.255 |
100.255 |
100.255 |
+0.005 |
5 |
11,610 |
-3 |
Sep16 |
160321 |
100.285 |
100.285 |
100.280 |
100.280 |
unch |
30 |
5,943 |
+0 |
Total Volume and Open Interest |
55 |
71,605 |
-10 |
Long Gilt(LIFFE) |
Mar16 |
160321 |
121~15 |
121~15 |
121~10 |
121~12 |
-0~04 |
189 |
2,279 |
-133 |
Jun16 |
160321 |
120~23 |
120~30 |
120~14 |
120~17 |
-0~04 |
173,575 |
461,074 |
-8,915 |
Total Volume and Open Interest |
173,764 |
463,353 |
-9,048 |
3-Mth Short Sterling(LIFFE) |
Jun16 |
160321 |
99.39 |
99.40 |
99.39 |
99.40 |
+0.01 |
75,052 |
438,312 |
-1,343 |
Sep16 |
160321 |
99.37 |
99.38 |
99.36 |
99.37 |
unch |
51,957 |
357,564 |
+1,801 |
Dec16 |
160321 |
99.34 |
99.35 |
99.33 |
99.34 |
unch |
72,581 |
402,338 |
+462 |
Mar17 |
160321 |
99.31 |
99.33 |
99.30 |
99.31 |
unch |
57,671 |
320,919 |
-1,444 |
Jun17 |
160321 |
99.28 |
99.29 |
99.25 |
99.26 |
-0.01 |
79,296 |
293,477 |
+11,613 |
Sep17 |
160321 |
99.22 |
99.24 |
99.20 |
99.21 |
-0.01 |
65,811 |
250,584 |
-4,032 |
Total Volume and Open Interest |
629,616 |
3,069,332 |
+14,736 |
3-Mth Euribor(LIFFE) |
Jun16 |
160321 |
100.250 |
100.255 |
100.245 |
100.255 |
+0.005 |
41,222 |
487,225 |
-918 |
Sep16 |
160321 |
100.275 |
100.280 |
100.270 |
100.280 |
+0.005 |
51,055 |
467,394 |
-752 |
Dec16 |
160321 |
100.290 |
100.300 |
100.285 |
100.295 |
+0.005 |
36,305 |
453,277 |
+151 |
Total Volume and Open Interest |
387,043 |
3,416,194 |
+10,037 |
3-Mth Aus T-Bills(SFE) |
Jun16 |
160321 |
97.79 |
97.79 |
97.77 |
97.78 |
-0.02 |
37,016 |
234,152 |
-4,427 |
Sep16 |
160321 |
97.86 |
97.87 |
97.84 |
97.86 |
-0.01 |
39,210 |
229,520 |
+4,427 |
Dec16 |
160321 |
97.91 |
97.92 |
97.90 |
97.91 |
-0.01 |
28,843 |
154,105 |
+1,729 |
Mar17 |
160321 |
97.94 |
97.95 |
97.92 |
97.94 |
-0.01 |
18,535 |
128,194 |
-975 |
Jun17 |
160321 |
97.94 |
97.94 |
97.92 |
97.94 |
-0.01 |
7,441 |
60,753 |
-1,291 |
Sep17 |
160321 |
97.93 |
97.93 |
97.90 |
97.93 |
-0.01 |
6,116 |
55,724 |
-465 |
Dec17 |
160321 |
97.88 |
97.90 |
97.87 |
97.90 |
unch |
3,271 |
31,727 |
+845 |
Mar18 |
160321 |
97.83 |
97.85 |
97.82 |
97.85 |
unch |
2,038 |
17,559 |
+304 |
Jun18 |
160321 |
97.77 |
97.80 |
97.77 |
97.80 |
unch |
166 |
10,138 |
-11 |
Sep18 |
160321 |
97.73 |
97.73 |
97.73 |
97.73 |
unch |
0 |
1,218 |
+0 |
Total Volume and Open Interest |
142,636 |
924,999 |
+136 |
10-Year Aus T-Bonds(SFE) |
Jun16 |
160321 |
97.45 |
97.45 |
97.42 |
97.44 |
-0.01 |
120,952 |
757,819 |
-6,658 |
Sep16 |
160321 |
97.44 |
97.44 |
97.44 |
97.44 |
-0.01 |
|
|
|
Total Volume and Open Interest |
120,952 |
757,819 |
-6,658 |
3-Year Aus T-Bonds(SFE) |
Jun16 |
160321 |
98.06 |
98.07 |
98.04 |
98.07 |
unch |
205,344 |
707,902 |
+13,679 |
Sep16 |
160321 |
98.07 |
98.07 |
98.07 |
98.07 |
unch |
|
|
|
Total Volume and Open Interest |
205,344 |
707,902 |
+13,679 |
Gold(CMX) |
Apr16 |
160321 |
1255.2 |
1256.7 |
1241.2 |
1244.2 |
-10.1 |
208,124 |
252,604 |
+4,152 |
Jun16 |
160321 |
1256.1 |
1258.0 |
1242.4 |
1245.7 |
-9.8 |
20,626 |
172,099 |
+2,834 |
Aug16 |
160321 |
1256.9 |
1258.9 |
1243.6 |
1246.9 |
-9.7 |
3,060 |
26,996 |
-136 |
Oct16 |
160321 |
1247.3 |
1249.2 |
1247.1 |
1247.9 |
-9.7 |
1,249 |
9,423 |
+168 |
Dec16 |
160321 |
1256.4 |
1258.8 |
1247.5 |
1249.1 |
-9.6 |
3,248 |
19,976 |
+33 |
Feb17 |
160321 |
1257.8 |
1258.0 |
1249.2 |
1250.2 |
-9.5 |
104 |
4,113 |
+16 |
Apr17 |
160321 |
1251.5 |
1251.5 |
1251.4 |
1251.4 |
-9.4 |
109 |
2,811 |
+37 |
Jun17 |
160321 |
1252.7 |
1252.7 |
1252.7 |
1252.7 |
-9.4 |
1,000 |
5,571 |
-81 |
Aug17 |
160321 |
1254.0 |
1254.0 |
1254.0 |
1254.0 |
-9.3 |
0 |
106 |
+0 |
Oct17 |
160321 |
1255.3 |
1255.3 |
1255.3 |
1255.3 |
-9.3 |
0 |
795 |
+0 |
Dec17 |
160321 |
1265.6 |
1265.6 |
1254.0 |
1256.6 |
-9.3 |
528 |
5,564 |
-339 |
Total Volume and Open Interest |
238,297 |
508,262 |
+6,711 |
Silver(CMX) |
Mar16 |
160321 |
1579.5 |
1586.0 |
1575.0 |
1584.1 |
+3.5 |
382 |
675 |
-40 |
May16 |
160321 |
1583.0 |
1592.5 |
1572.5 |
1584.7 |
+3.6 |
79,229 |
123,500 |
+7,571 |
Jul16 |
160321 |
1585.0 |
1593.5 |
1578.0 |
1588.2 |
+3.8 |
3,878 |
21,177 |
+496 |
Sep16 |
160321 |
1589.0 |
1595.5 |
1583.0 |
1591.8 |
+3.9 |
949 |
10,453 |
+538 |
Dec16 |
160321 |
1597.5 |
1603.0 |
1586.0 |
1596.8 |
+4.0 |
1,216 |
15,335 |
+278 |
Mar17 |
160321 |
1598.5 |
1602.5 |
1598.5 |
1602.0 |
+4.2 |
4 |
749 |
+1 |
May17 |
160321 |
1605.7 |
1605.7 |
1605.7 |
1605.7 |
+4.3 |
0 |
27 |
+0 |
Total Volume and Open Interest |
86,139 |
177,490 |
+8,985 |
Platinum(NYMEX) |
Apr16 |
160321 |
971.2 |
983.9 |
962.0 |
981.8 |
+11.3 |
12,417 |
36,063 |
-626 |
Jul16 |
160321 |
971.4 |
984.7 |
964.6 |
982.7 |
+11.3 |
2,629 |
24,957 |
+460 |
Oct16 |
160321 |
968.0 |
984.2 |
968.0 |
984.2 |
+11.1 |
342 |
1,602 |
+166 |
Jan17 |
160321 |
985.2 |
985.2 |
985.2 |
985.2 |
+11.1 |
0 |
7 |
+0 |
Total Volume and Open Interest |
15,392 |
62,641 |
-1 |
Palladium(NYMEX) |
Mar16 |
160321 |
602.50 |
602.50 |
602.50 |
602.50 |
+12.90 |
11 |
27 |
-1 |
Jun16 |
160321 |
590.90 |
604.45 |
585.15 |
602.95 |
+12.90 |
4,650 |
21,692 |
+211 |
Sep16 |
160321 |
590.45 |
602.95 |
589.65 |
602.95 |
+12.85 |
61 |
546 |
-2 |
Total Volume and Open Interest |
4,734 |
22,358 |
+216 |
Copper(CMX) |
Mar16 |
160321 |
227.85 |
229.45 |
227.85 |
228.95 |
+1.00 |
247 |
1,019 |
-143 |
May16 |
160321 |
229.20 |
230.20 |
227.00 |
229.25 |
+1.00 |
72,915 |
98,730 |
+955 |
Jul16 |
160321 |
229.70 |
230.75 |
227.80 |
229.95 |
+1.05 |
5,629 |
33,587 |
+1,453 |
Sep16 |
160321 |
228.20 |
231.20 |
228.20 |
230.40 |
+1.05 |
2,339 |
20,472 |
+620 |
Dec16 |
160321 |
228.95 |
231.45 |
228.90 |
230.60 |
+1.15 |
730 |
13,830 |
+307 |
Total Volume and Open Interest |
82,512 |
177,411 |
+3,252 |
E-mini DJIA Index(CBOT) |
Jun16 |
160321 |
17490 |
17552 |
17441 |
17528 |
+36 |
163,702 |
75,517 |
+12,550 |
Sep16 |
160321 |
17371 |
17465 |
17352 |
17450 |
+35 |
269 |
175 |
+7 |
Dec16 |
160321 |
17390 |
17390 |
17390 |
17390 |
+35 |
0 |
2 |
+0 |
Mar17 |
160321 |
17330 |
17330 |
17330 |
17330 |
+35 |
|
|
|
Total Volume and Open Interest |
195,609 |
98,912 |
+6,054 |
S & P 500(CME) |
Jun16 |
160321 |
2036.90 |
2044.10 |
2031.00 |
2042.70 |
+5.30 |
7,610 |
57,275 |
+1,200 |
Sep16 |
160321 |
2034.70 |
2035.80 |
2025.80 |
2034.70 |
+5.40 |
0 |
272 |
+0 |
Dec16 |
160321 |
2019.50 |
2029.00 |
2019.00 |
2027.70 |
+5.20 |
|
|
|
Mar17 |
160321 |
2023.10 |
2024.40 |
2014.40 |
2023.10 |
+5.20 |
|
|
|
Total Volume and Open Interest |
7,610 |
57,547 |
-94,763 |
S & P 500 E-Mini(Globex) |
Jun16 |
160321 |
2036.50 |
2044.50 |
2031.00 |
2042.75 |
+5.25 |
2,136,877 |
2,781,180 |
+150,873 |
Sep16 |
160321 |
2029.00 |
2036.50 |
2023.00 |
2034.75 |
+5.50 |
1,019 |
7,535 |
+294 |
Dec16 |
160321 |
2026.00 |
2029.00 |
2017.00 |
2027.75 |
+5.25 |
157 |
1,299 |
+22 |
Mar17 |
160321 |
2023.00 |
2023.00 |
2023.00 |
2023.00 |
+5.00 |
2 |
52 |
+2 |
Total Volume and Open Interest |
2,617,191 |
3,539,095 |
+42,149 |
NASDAQ 100 E-Mini(Globex) |
Jun16 |
160321 |
4394.80 |
4421.30 |
4376.80 |
4416.30 |
+21.50 |
269,816 |
220,708 |
+26,281 |
Sep16 |
160321 |
4383.00 |
4412.00 |
4372.50 |
4410.80 |
+21.30 |
12 |
92 |
-1 |
Dec16 |
160321 |
4408.30 |
4408.30 |
4379.80 |
4408.30 |
+21.30 |
0 |
77 |
+0 |
Total Volume and Open Interest |
321,643 |
293,091 |
+10,494 |
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 |
160321 |
1422.80 |
1428.90 |
1418.70 |
1425.50 |
+1.30 |
16,752 |
86,225 |
-149 |
Sep16 |
160321 |
1415.00 |
1421.20 |
1415.00 |
1421.20 |
+1.30 |
0 |
5 |
+0 |
Total Volume and Open Interest |
19,644 |
98,455 |
+2 |
Volatility Index(CBOE) |
Mar16 |
160316 |
17.00 |
17.05 |
16.55 |
17.00 |
+0.10 |
52,731 |
64,159 |
-9,546 |
Apr16 |
160321 |
17.70 |
17.90 |
16.95 |
16.98 |
-0.75 |
87,956 |
189,411 |
+12,494 |
May16 |
160321 |
18.75 |
19.01 |
18.35 |
18.38 |
-0.50 |
40,665 |
37,891 |
+8,616 |
Jun16 |
160321 |
19.55 |
19.69 |
19.10 |
19.18 |
-0.40 |
14,508 |
21,923 |
+247 |
Total Volume and Open Interest |
162,097 |
300,728 |
+24,673 |
Russell 2000(ICE) |
Jun16 |
160321 |
1095.50 |
1099.60 |
1089.80 |
1094.00 |
-2.00 |
131,996 |
390,972 |
+13,947 |
Sep16 |
160321 |
1090.70 |
1090.70 |
1087.60 |
1090.20 |
-2.00 |
1 |
8 |
+1 |
Dec16 |
160321 |
1086.60 |
1086.60 |
1086.60 |
1086.60 |
-2.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
183,379 |
439,948 |
-888 |
Nikkei 225(CME) |
Jun16 |
160321 |
16720 |
16840 |
16580 |
16815 |
+100 |
17,283 |
28,037 |
+71 |
Sep16 |
160321 |
16845 |
16845 |
16825 |
16825 |
+100 |
1 |
1 |
+1 |
Total Volume and Open Interest |
17,284 |
28,043 |
+72 |
Nikkei 225(SGX) |
Jun16 |
160321 |
16505 |
16650 |
16435 |
16545 |
+75 |
103,307 |
175,677 |
+2,645 |
Sep16 |
160321 |
16520 |
16520 |
16520 |
16520 |
+75 |
171 |
575 |
+43 |
Dec16 |
160321 |
16405 |
16405 |
16405 |
16405 |
+75 |
0 |
3,800 |
+0 |
Total Volume and Open Interest |
103,556 |
189,593 |
+2,713 |
Nikkei 225(CME) Yen |
Mar16 |
160310 |
16800 |
17170 |
16465 |
16680 |
-115 |
65,182 |
66,351 |
-20,258 |
Jun16 |
160321 |
16640 |
16775 |
16505 |
16755 |
+115 |
69,665 |
57,596 |
-535 |
Sep16 |
160321 |
16720 |
16720 |
16500 |
16720 |
+115 |
|
|
|
Total Volume and Open Interest |
69,665 |
57,602 |
-535 |
Nikkei 225(CME) e-Mini Yen |
Mar16 |
160310 |
16870 |
16870 |
16680 |
16680 |
-120 |
5 |
70 |
+5 |
Jun16 |
160321 |
16750 |
16755 |
16750 |
16750 |
+110 |
2 |
6 |
+0 |
Sep16 |
160321 |
16720 |
16720 |
16720 |
16720 |
+110 |
|
|
|
Total Volume and Open Interest |
2 |
6 |
+0 |
CAC 40(EURONEXT) |
Apr16 |
160321 |
4437.0 |
4479.0 |
4410.5 |
4423.5 |
-28.0 |
94,154 |
230,254 |
+32,181 |
May16 |
160321 |
4364.5 |
4364.5 |
4351.5 |
4351.5 |
-26.5 |
6 |
6 |
+1 |
Jun16 |
160321 |
4318.5 |
4356.5 |
4295.5 |
4304.5 |
-28.0 |
1,131 |
8,684 |
-25 |
Total Volume and Open Interest |
251,891 |
322,556 |
-78,857 |
Hang Seng Index(HKFE) |
Mar16 |
160321 |
20596 |
20848 |
20596 |
20675 |
+80 |
120,212 |
100,028 |
+2,164 |
Apr16 |
160321 |
20618 |
20832 |
20606 |
20666 |
+84 |
3,286 |
6,604 |
+1,327 |
Total Volume and Open Interest |
124,302 |
112,331 |
+3,528 |
DAX(EUREX) |
Jun16 |
160321 |
9952.0 |
10133.0 |
9893.0 |
9978.5 |
-14.0 |
84,792 |
103,012 |
+12,621 |
Sep16 |
160321 |
9915.5 |
10095.0 |
9913.0 |
9970.5 |
-14.0 |
147 |
998 |
+34 |
Dec16 |
160321 |
9962.5 |
9962.5 |
9962.5 |
9962.5 |
|
|
|
|
Mini-DAX(EUREX) |
Mar16 |
160318 |
9872.0 |
9935.0 |
9819.0 |
9901.5 |
+29.5 |
16,755 |
7,843 |
-450 |
Jun16 |
160321 |
9953.0 |
10132.0 |
9894.0 |
9979.0 |
-13.0 |
6,498 |
4,169 |
+859 |
Sep16 |
160321 |
9910.0 |
10025.0 |
9910.0 |
9971.0 |
-13.0 |
11 |
53 |
+3 |
Total Volume and Open Interest |
33,897 |
11,821 |
+618 |
FT-SE 100(EURONEXT) |
Jun16 |
160321 |
6115.00 |
6153.50 |
6089.50 |
6120.50 |
-14.00 |
136,756 |
589,356 |
+54,183 |
Sep16 |
160321 |
6068.50 |
6068.50 |
6068.50 |
6068.50 |
-14.00 |
21 |
1,783 |
+21 |
Dec16 |
160321 |
6038.50 |
6038.50 |
6038.50 |
6038.50 |
-14.00 |
|
|
|
Total Volume and Open Interest |
356,591 |
656,584 |
-14,696 |
SPI 200(SFE) |
Jun16 |
160321 |
5165.0 |
5206.0 |
5132.0 |
5167.0 |
+3.0 |
47,924 |
236,124 |
+8,774 |
Sep16 |
160321 |
5122.0 |
5122.0 |
5122.0 |
5122.0 |
+2.0 |
60 |
879 |
+59 |
Dec16 |
160321 |
5108.0 |
5108.0 |
5108.0 |
5108.0 |
+2.0 |
0 |
1,981 |
+0 |
Total Volume and Open Interest |
59,981 |
299,930 |
-46,223 |
FTSE MIB(ISE) |
Jun16 |
160321 |
18130.00 |
18440.00 |
18020.00 |
18221.00 |
+53.00 |
35,449 |
53,533 |
-259 |
Sep16 |
160321 |
17980.00 |
18335.00 |
17980.00 |
18131.00 |
+43.00 |
13 |
25 |
+5 |
Dec16 |
160321 |
18009.00 |
18009.00 |
18009.00 |
18009.00 |
-9.00 |
|
|
|
Total Volume and Open Interest |
96,185 |
74,102 |
-7,615 |
KOSPI 200(KFE) |
Jun16 |
160321 |
245.35 |
246.80 |
244.15 |
244.85 |
-0.50 |
157,276 |
118,599 |
+4,329 |
Sep16 |
160321 |
245.95 |
247.50 |
245.05 |
245.70 |
-0.25 |
529 |
3,661 |
+112 |
Dec16 |
160321 |
246.60 |
246.60 |
246.60 |
246.60 |
-0.50 |
11 |
2,400 |
+38 |
Total Volume and Open Interest |
157,817 |
125,550 |
+4,480 |
GSCI(CME) |
Apr16 |
160321 |
335.70 |
337.45 |
333.75 |
336.10 |
+0.90 |
110 |
11,525 |
-28 |
May16 |
160321 |
339.90 |
339.90 |
339.90 |
339.90 |
+0.90 |
|
|
|
Jun16 |
160321 |
341.80 |
341.80 |
341.80 |
341.80 |
+0.90 |
|
|
|
Total Volume and Open Interest |
110 |
11,525 |
-28 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|