|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Tue March 22, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May16 |
160322 |
901.50 |
914.00 |
900.00 |
910.25 |
+8.25 |
80,428 |
343,834 |
+2,045 |
Jul16 |
160322 |
907.75 |
920.00 |
906.50 |
917.00 |
+8.75 |
29,929 |
176,444 |
+442 |
Aug16 |
160322 |
909.00 |
921.75 |
909.00 |
919.00 |
+8.50 |
2,383 |
21,081 |
+50 |
Sep16 |
160322 |
909.75 |
921.50 |
909.75 |
918.75 |
+8.25 |
1,387 |
9,750 |
+225 |
Nov16 |
160322 |
912.75 |
924.25 |
911.75 |
921.50 |
+8.00 |
12,666 |
153,987 |
+1,670 |
Jan17 |
160322 |
916.75 |
928.25 |
916.25 |
925.25 |
+7.75 |
470 |
4,273 |
-24 |
Mar17 |
160322 |
922.50 |
929.50 |
921.50 |
926.50 |
+6.75 |
773 |
9,100 |
+3 |
May17 |
160322 |
924.25 |
929.00 |
922.50 |
926.50 |
+6.00 |
467 |
4,326 |
+141 |
Jul17 |
160322 |
925.50 |
933.50 |
925.50 |
931.50 |
+6.25 |
174 |
3,319 |
-2 |
Aug17 |
160322 |
929.25 |
929.25 |
929.25 |
929.25 |
+6.25 |
1 |
49 |
+0 |
Sep17 |
160322 |
921.00 |
921.00 |
921.00 |
921.00 |
+6.00 |
0 |
35 |
+0 |
Nov17 |
160322 |
912.00 |
917.25 |
910.75 |
915.00 |
+5.50 |
201 |
4,015 |
+68 |
Jan18 |
160322 |
915.50 |
919.50 |
915.50 |
919.50 |
+5.25 |
0 |
15 |
+0 |
Mar18 |
160322 |
924.25 |
924.25 |
924.25 |
924.25 |
+5.25 |
0 |
18 |
+0 |
Total Volume and Open Interest |
128,879 |
730,304 |
+4,618 |
Soybean Meal(CBOT) |
May16 |
160322 |
268.80 |
273.40 |
268.20 |
271.00 |
+2.20 |
34,220 |
166,395 |
+780 |
Jul16 |
160322 |
271.50 |
275.90 |
271.00 |
273.70 |
+2.30 |
10,952 |
101,070 |
+1,263 |
Aug16 |
160322 |
271.70 |
276.80 |
271.70 |
274.70 |
+2.30 |
1,692 |
21,847 |
+299 |
Sep16 |
160322 |
273.70 |
277.80 |
273.70 |
275.80 |
+2.20 |
1,330 |
19,371 |
+333 |
Oct16 |
160322 |
273.80 |
278.30 |
273.80 |
276.50 |
+2.30 |
576 |
13,033 |
+70 |
Dec16 |
160322 |
276.10 |
279.90 |
275.40 |
278.30 |
+2.20 |
2,807 |
46,207 |
+321 |
Jan17 |
160322 |
277.80 |
280.10 |
277.70 |
279.20 |
+2.00 |
138 |
3,860 |
+27 |
Mar17 |
160322 |
279.40 |
281.20 |
278.50 |
279.80 |
+1.60 |
414 |
4,800 |
+101 |
May17 |
160322 |
278.90 |
281.20 |
278.90 |
279.70 |
+1.40 |
301 |
2,383 |
+93 |
Jul17 |
160322 |
280.10 |
281.00 |
280.00 |
280.90 |
+1.30 |
94 |
1,595 |
+35 |
Total Volume and Open Interest |
52,626 |
382,209 |
+3,343 |
Soybean Oil(CBOT) |
May16 |
160322 |
33.61 |
34.18 |
33.47 |
33.93 |
+0.35 |
38,349 |
207,232 |
+2,092 |
Jul16 |
160322 |
33.84 |
34.40 |
33.70 |
34.15 |
+0.33 |
11,836 |
107,796 |
+861 |
Aug16 |
160322 |
34.14 |
34.48 |
33.80 |
34.24 |
+0.34 |
3,225 |
25,665 |
+129 |
Sep16 |
160322 |
34.01 |
34.54 |
33.89 |
34.34 |
+0.35 |
1,485 |
15,585 |
+267 |
Oct16 |
160322 |
34.09 |
34.61 |
33.95 |
34.41 |
+0.35 |
616 |
9,793 |
-3 |
Dec16 |
160322 |
34.26 |
34.77 |
34.10 |
34.57 |
+0.34 |
4,811 |
46,577 |
-72 |
Jan17 |
160322 |
34.57 |
34.93 |
34.51 |
34.78 |
+0.35 |
310 |
4,098 |
+149 |
Mar17 |
160322 |
34.67 |
35.08 |
34.67 |
34.88 |
+0.32 |
279 |
4,938 |
+66 |
May17 |
160322 |
34.76 |
35.16 |
34.74 |
34.96 |
+0.31 |
159 |
2,777 |
+45 |
Jul17 |
160322 |
34.96 |
35.28 |
34.96 |
35.09 |
+0.31 |
42 |
3,615 |
+14 |
Total Volume and Open Interest |
61,239 |
434,792 |
+3,561 |
Canola(WCE) |
Mar16 |
160314 |
464.1 |
464.1 |
464.1 |
464.1 |
+2.7 |
|
|
|
May16 |
160322 |
469.3 |
476.0 |
469.3 |
473.0 |
+3.6 |
7,005 |
109,754 |
-219 |
Jul16 |
160322 |
474.1 |
481.1 |
473.9 |
477.6 |
+3.5 |
2,945 |
35,895 |
+374 |
Nov16 |
160322 |
479.2 |
484.0 |
479.1 |
480.5 |
+1.1 |
1,757 |
23,949 |
-29 |
Jan17 |
160322 |
483.3 |
487.5 |
483.3 |
484.2 |
+0.8 |
318 |
1,206 |
+148 |
Total Volume and Open Interest |
12,077 |
171,084 |
+282 |
Corn(CBOT) |
May16 |
160322 |
369.00 |
371.75 |
368.75 |
370.00 |
+0.50 |
96,097 |
634,864 |
-2,054 |
Jul16 |
160322 |
373.75 |
376.50 |
373.50 |
374.75 |
+0.50 |
21,872 |
313,284 |
-475 |
Sep16 |
160322 |
378.50 |
381.25 |
378.50 |
379.75 |
+0.50 |
6,863 |
138,696 |
+354 |
Dec16 |
160322 |
387.50 |
389.75 |
386.75 |
387.75 |
unch |
12,344 |
189,286 |
-1,750 |
Mar17 |
160322 |
395.50 |
398.25 |
395.50 |
396.75 |
+0.50 |
754 |
37,160 |
+84 |
May17 |
160322 |
399.75 |
402.50 |
399.75 |
401.25 |
+0.75 |
282 |
6,837 |
+101 |
Jul17 |
160322 |
403.00 |
405.25 |
402.75 |
403.75 |
+0.25 |
377 |
17,484 |
+208 |
Sep17 |
160322 |
396.25 |
396.25 |
394.25 |
395.25 |
-0.25 |
8 |
1,890 |
-3 |
Dec17 |
160322 |
394.00 |
396.00 |
393.75 |
394.75 |
unch |
323 |
12,603 |
-92 |
Mar18 |
160322 |
404.50 |
404.50 |
404.00 |
404.00 |
unch |
1 |
541 |
+0 |
Total Volume and Open Interest |
138,924 |
1,354,240 |
-3,628 |
Wheat(CBOT) |
May16 |
160322 |
466.50 |
470.50 |
463.25 |
466.75 |
+0.25 |
39,643 |
214,206 |
+2,382 |
Jul16 |
160322 |
473.25 |
478.00 |
471.00 |
474.50 |
+1.00 |
11,756 |
117,679 |
+757 |
Sep16 |
160322 |
483.50 |
487.50 |
481.25 |
484.50 |
+1.00 |
3,086 |
37,091 |
+327 |
Dec16 |
160322 |
497.75 |
501.75 |
495.75 |
498.75 |
+1.50 |
2,267 |
43,372 |
-152 |
Mar17 |
160322 |
514.75 |
514.75 |
511.25 |
512.25 |
+2.25 |
306 |
10,875 |
-37 |
May17 |
160322 |
521.25 |
522.50 |
519.25 |
520.50 |
+2.25 |
87 |
2,327 |
+22 |
Total Volume and Open Interest |
57,232 |
426,992 |
+3,311 |
Wheat(KCBT) |
May16 |
160322 |
475.25 |
481.50 |
473.25 |
476.75 |
+2.00 |
10,471 |
87,505 |
-240 |
Jul16 |
160322 |
485.75 |
492.25 |
483.75 |
487.75 |
+2.25 |
5,894 |
63,938 |
+816 |
Sep16 |
160322 |
502.00 |
505.75 |
498.00 |
501.50 |
+2.25 |
1,771 |
13,709 |
+311 |
Dec16 |
160322 |
519.00 |
525.50 |
518.50 |
520.75 |
+1.75 |
1,961 |
21,978 |
+294 |
Mar17 |
160322 |
532.50 |
535.75 |
531.00 |
532.50 |
+1.75 |
257 |
8,953 |
-17 |
May17 |
160322 |
540.00 |
540.00 |
539.75 |
539.75 |
+1.75 |
16 |
2,649 |
-1 |
Jul17 |
160322 |
547.25 |
549.00 |
543.75 |
544.50 |
+1.75 |
0 |
672 |
+0 |
Total Volume and Open Interest |
20,370 |
199,600 |
+1,163 |
Wheat(MGE) |
May16 |
160322 |
512.50 |
518.50 |
511.50 |
514.75 |
+2.25 |
3,076 |
26,461 |
-522 |
Jul16 |
160322 |
520.00 |
525.25 |
519.50 |
522.25 |
+2.00 |
1,841 |
20,137 |
+156 |
Sep16 |
160322 |
530.00 |
535.00 |
529.50 |
532.00 |
+2.25 |
348 |
8,770 |
-2 |
Dec16 |
160322 |
549.00 |
549.75 |
544.25 |
546.00 |
+2.00 |
177 |
7,290 |
+35 |
Mar17 |
160322 |
557.75 |
563.00 |
557.75 |
560.25 |
+2.25 |
45 |
3,713 |
+16 |
May17 |
160322 |
565.75 |
569.25 |
565.75 |
569.25 |
+2.50 |
11 |
1,112 |
+3 |
Total Volume and Open Interest |
5,499 |
67,652 |
-313 |
Oats(CBOT) |
May16 |
160322 |
190.00 |
193.00 |
190.00 |
190.25 |
-0.50 |
195 |
8,198 |
+57 |
Jul16 |
160322 |
202.00 |
203.25 |
200.25 |
200.25 |
-0.25 |
135 |
2,417 |
+7 |
Sep16 |
160322 |
207.25 |
207.25 |
206.75 |
206.75 |
-0.25 |
4 |
172 |
+0 |
Dec16 |
160322 |
215.25 |
215.25 |
214.00 |
215.00 |
unch |
24 |
406 |
+5 |
Total Volume and Open Interest |
358 |
11,193 |
+69 |
Rough Rice(CBOT) |
Mar16 |
160314 |
10.10 |
10.10 |
10.10 |
10.10 |
+0.01 |
19 |
27 |
+17 |
May16 |
160322 |
10.35 |
10.43 |
10.26 |
10.40 |
+0.03 |
408 |
10,216 |
+8 |
Jul16 |
160322 |
10.64 |
10.68 |
10.57 |
10.67 |
+0.02 |
6 |
1,793 |
+4 |
Sep16 |
160322 |
10.83 |
10.83 |
10.83 |
10.83 |
+0.02 |
0 |
383 |
+0 |
Total Volume and Open Interest |
415 |
12,507 |
+13 |
Live Cattle(CME) |
Apr16 |
160322 |
137.500 |
138.150 |
135.380 |
136.435 |
-1.915 |
13,836 |
72,515 |
-3,373 |
Jun16 |
160322 |
127.180 |
127.730 |
124.980 |
126.150 |
-1.700 |
16,377 |
114,310 |
+2,873 |
Aug16 |
160322 |
121.300 |
122.180 |
119.850 |
120.830 |
-1.320 |
6,269 |
54,381 |
+536 |
Oct16 |
160322 |
120.480 |
121.330 |
119.200 |
120.150 |
-1.180 |
3,814 |
32,918 |
+537 |
Dec16 |
160322 |
120.080 |
120.980 |
118.950 |
119.830 |
-1.150 |
1,535 |
16,091 |
+20 |
Feb17 |
160322 |
119.400 |
119.930 |
118.000 |
119.000 |
-1.000 |
827 |
4,467 |
+80 |
Total Volume and Open Interest |
43,298 |
298,136 |
+905 |
Feeder Cattle(CME) |
Mar16 |
160322 |
162.435 |
162.600 |
161.150 |
161.550 |
-0.830 |
1,083 |
2,561 |
-181 |
Apr16 |
160322 |
157.300 |
157.750 |
155.350 |
156.850 |
-1.135 |
4,061 |
8,949 |
-19 |
May16 |
160322 |
156.285 |
156.535 |
154.050 |
155.700 |
-1.085 |
3,085 |
14,631 |
-63 |
Aug16 |
160322 |
155.800 |
156.350 |
153.550 |
155.000 |
-1.100 |
1,581 |
12,032 |
+70 |
Sep16 |
160322 |
154.380 |
154.630 |
151.950 |
153.350 |
-1.050 |
353 |
2,092 |
+42 |
Oct16 |
160322 |
151.935 |
152.300 |
149.800 |
151.185 |
-1.015 |
272 |
1,786 |
+8 |
Nov16 |
160322 |
147.350 |
148.435 |
145.830 |
147.130 |
-1.070 |
188 |
1,511 |
+63 |
Total Volume and Open Interest |
10,651 |
43,674 |
-76 |
Lean Hogs(CME) |
Apr16 |
160322 |
69.330 |
70.200 |
69.285 |
70.150 |
+0.800 |
6,486 |
36,799 |
-393 |
May16 |
160322 |
77.600 |
78.480 |
77.580 |
78.480 |
+0.800 |
205 |
1,897 |
+14 |
Jun16 |
160322 |
81.850 |
83.000 |
81.580 |
82.850 |
+1.000 |
9,686 |
85,514 |
+3,184 |
Jul16 |
160322 |
81.180 |
82.000 |
80.950 |
81.930 |
+0.750 |
2,325 |
20,681 |
+461 |
Aug16 |
160322 |
79.950 |
80.680 |
79.785 |
80.600 |
+0.670 |
1,927 |
33,991 |
+357 |
Oct16 |
160322 |
68.330 |
69.650 |
68.330 |
69.580 |
+0.945 |
2,230 |
27,548 |
+1,229 |
Dec16 |
160322 |
63.000 |
63.950 |
63.000 |
63.930 |
+0.800 |
512 |
17,148 |
+138 |
Feb17 |
160322 |
65.600 |
66.500 |
65.600 |
66.450 |
+0.475 |
135 |
5,547 |
+73 |
Total Volume and Open Interest |
23,509 |
230,950 |
+5,060 |
Class III Milk(CME) |
Mar16 |
160322 |
13.82 |
13.82 |
13.82 |
13.82 |
-0.01 |
127 |
3,910 |
+90 |
Apr16 |
160322 |
13.91 |
13.95 |
13.78 |
13.81 |
-0.14 |
358 |
5,020 |
+107 |
May16 |
160322 |
13.74 |
13.77 |
13.67 |
13.71 |
-0.04 |
213 |
4,234 |
+16 |
Jun16 |
160322 |
13.77 |
13.79 |
13.67 |
13.70 |
-0.02 |
182 |
3,815 |
+76 |
Jul16 |
160322 |
13.97 |
14.02 |
13.93 |
13.93 |
-0.07 |
52 |
3,052 |
+31 |
Aug16 |
160322 |
14.33 |
14.38 |
14.25 |
14.25 |
-0.07 |
33 |
2,568 |
+24 |
Sep16 |
160322 |
14.60 |
14.65 |
14.57 |
14.57 |
-0.03 |
26 |
2,510 |
+23 |
Oct16 |
160322 |
14.74 |
14.80 |
14.71 |
14.71 |
+0.03 |
10 |
2,035 |
+8 |
Nov16 |
160322 |
14.80 |
14.80 |
14.74 |
14.74 |
-0.01 |
12 |
1,926 |
+12 |
Dec16 |
160322 |
14.71 |
14.80 |
14.71 |
14.75 |
+0.03 |
3 |
1,825 |
+3 |
Jan17 |
160322 |
14.68 |
14.70 |
14.68 |
14.70 |
+0.02 |
6 |
403 |
+5 |
Feb17 |
160322 |
14.68 |
14.69 |
14.67 |
14.69 |
+0.01 |
1 |
292 |
+1 |
Mar17 |
160322 |
14.73 |
14.73 |
14.73 |
14.73 |
unch |
0 |
287 |
+0 |
Total Volume and Open Interest |
1,059 |
32,788 |
+409 |
Cocoa(ICE) |
May16 |
160322 |
3056 |
3068 |
3025 |
3035 |
-37 |
12,405 |
79,352 |
-143 |
Jul16 |
160322 |
3057 |
3068 |
3029 |
3039 |
-35 |
5,566 |
60,285 |
+612 |
Sep16 |
160322 |
3043 |
3047 |
3011 |
3022 |
-32 |
2,643 |
43,567 |
+865 |
Dec16 |
160322 |
3007 |
3012 |
2979 |
2989 |
-33 |
1,175 |
20,880 |
-40 |
Mar17 |
160322 |
2981 |
2983 |
2950 |
2961 |
-34 |
1,232 |
26,113 |
+475 |
May17 |
160322 |
2975 |
2975 |
2952 |
2952 |
-34 |
115 |
4,532 |
+11 |
Jul17 |
160322 |
2944 |
2944 |
2944 |
2944 |
-34 |
75 |
1,284 |
+19 |
Total Volume and Open Interest |
23,219 |
241,542 |
+1,799 |
Coffee "C"(ICE) |
Mar16 |
160318 |
132.10 |
134.25 |
132.10 |
133.85 |
+1.85 |
2 |
12 |
-4 |
May16 |
160322 |
132.00 |
134.90 |
131.75 |
134.65 |
+3.10 |
22,596 |
79,733 |
-921 |
Jul16 |
160322 |
133.50 |
136.70 |
133.50 |
136.50 |
+3.15 |
11,043 |
41,696 |
+920 |
Sep16 |
160322 |
135.50 |
138.30 |
135.15 |
138.15 |
+3.20 |
6,012 |
28,385 |
+908 |
Dec16 |
160322 |
137.05 |
139.85 |
136.75 |
139.65 |
+3.20 |
1,896 |
27,098 |
+342 |
Mar17 |
160322 |
138.70 |
141.25 |
138.20 |
141.10 |
+3.30 |
348 |
7,080 |
+2 |
Total Volume and Open Interest |
42,162 |
192,495 |
+1,285 |
Orange Juice(ICE) |
May16 |
160322 |
127.90 |
134.90 |
127.80 |
134.00 |
+6.10 |
374 |
9,526 |
+116 |
Jul16 |
160322 |
128.50 |
134.45 |
128.50 |
133.80 |
+5.80 |
116 |
1,735 |
+81 |
Sep16 |
160322 |
130.95 |
134.20 |
130.95 |
133.45 |
+5.05 |
3 |
925 |
+2 |
Nov16 |
160322 |
131.75 |
134.00 |
131.75 |
133.50 |
+4.90 |
0 |
363 |
+0 |
Jan17 |
160322 |
134.45 |
134.45 |
134.45 |
134.45 |
+4.80 |
0 |
75 |
+0 |
Mar17 |
160322 |
135.35 |
135.35 |
135.35 |
135.35 |
+4.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
493 |
12,625 |
+199 |
Sugar #11(ICE) |
May16 |
160322 |
16.30 |
16.60 |
16.13 |
16.58 |
+0.29 |
63,765 |
309,670 |
+5,330 |
Jul16 |
160322 |
16.17 |
16.45 |
16.05 |
16.43 |
+0.24 |
29,091 |
226,468 |
-1,130 |
Oct16 |
160322 |
16.22 |
16.49 |
16.12 |
16.47 |
+0.21 |
13,244 |
125,348 |
+2,081 |
Mar17 |
160322 |
16.60 |
16.85 |
16.52 |
16.83 |
+0.18 |
6,852 |
80,087 |
+72 |
May17 |
160322 |
16.22 |
16.44 |
16.22 |
16.42 |
+0.12 |
1,561 |
13,179 |
-138 |
Jul17 |
160322 |
15.86 |
16.05 |
15.86 |
16.03 |
+0.07 |
793 |
20,713 |
+230 |
Oct17 |
160322 |
15.68 |
15.86 |
15.64 |
15.83 |
+0.03 |
590 |
16,832 |
-12 |
Mar18 |
160322 |
15.94 |
15.95 |
15.94 |
15.94 |
+0.03 |
201 |
6,227 |
+73 |
Total Volume and Open Interest |
116,186 |
803,467 |
+6,546 |
London Cocoa(LCE) |
May16 |
160322 |
2243 |
2250 |
2223 |
2235 |
-3 |
6,995 |
79,103 |
+588 |
Jul16 |
160322 |
2231 |
2240 |
2215 |
2225 |
-1 |
4,910 |
60,180 |
-185 |
Sep16 |
160322 |
2202 |
2211 |
2186 |
2196 |
-1 |
3,218 |
52,749 |
+23 |
Dec16 |
160322 |
2155 |
2168 |
2144 |
2155 |
-1 |
1,815 |
42,177 |
-82 |
Mar17 |
160322 |
2125 |
2137 |
2115 |
2125 |
-1 |
1,375 |
34,598 |
+513 |
May17 |
160322 |
2127 |
2128 |
2121 |
2121 |
-2 |
171 |
4,195 |
+0 |
Jul17 |
160322 |
2114 |
2114 |
2114 |
2114 |
-2 |
94 |
668 |
+41 |
Total Volume and Open Interest |
18,613 |
274,091 |
+895 |
London Sugar(LCE) |
May16 |
160322 |
457.20 |
464.50 |
455.00 |
463.40 |
+5.80 |
3,788 |
40,271 |
-1,699 |
Aug16 |
160322 |
451.40 |
457.00 |
448.40 |
456.40 |
+5.20 |
3,108 |
25,932 |
+365 |
Oct16 |
160322 |
445.00 |
452.10 |
443.40 |
451.60 |
+5.50 |
776 |
12,767 |
+211 |
Dec16 |
160322 |
445.00 |
451.50 |
443.30 |
451.20 |
+5.10 |
355 |
6,216 |
+105 |
Mar17 |
160322 |
444.50 |
451.50 |
443.80 |
451.20 |
+4.30 |
204 |
4,902 |
+124 |
Total Volume and Open Interest |
8,358 |
92,675 |
-884 |
Cotton(ICE) |
May16 |
160322 |
58.03 |
58.44 |
57.62 |
58.37 |
+0.20 |
16,258 |
115,395 |
+928 |
Jul16 |
160322 |
57.93 |
58.21 |
57.55 |
58.17 |
+0.09 |
6,060 |
46,870 |
-479 |
Oct16 |
160322 |
57.81 |
57.92 |
57.81 |
57.92 |
-0.39 |
1 |
3 |
+1 |
Dec16 |
160322 |
57.78 |
57.93 |
57.20 |
57.76 |
-0.15 |
1,976 |
39,976 |
-35 |
Mar17 |
160322 |
58.49 |
58.65 |
57.94 |
58.45 |
-0.18 |
154 |
6,412 |
+122 |
May17 |
160322 |
58.98 |
59.15 |
58.65 |
59.15 |
-0.18 |
16 |
1,935 |
+6 |
Total Volume and Open Interest |
24,469 |
213,421 |
+547 |
Lumber(CME) |
May16 |
160322 |
310.0 |
312.2 |
307.7 |
311.0 |
+3.9 |
403 |
3,653 |
+55 |
Jul16 |
160322 |
306.8 |
308.0 |
305.2 |
307.0 |
+4.9 |
145 |
625 |
-44 |
Sep16 |
160322 |
305.4 |
306.9 |
305.4 |
306.9 |
+2.1 |
5 |
96 |
+5 |
Nov16 |
160322 |
303.6 |
303.6 |
303.6 |
303.6 |
+2.1 |
0 |
24 |
+0 |
Total Volume and Open Interest |
553 |
4,422 |
+16 |
Crude Oil(NYM) |
Apr16 |
160321 |
39.06 |
40.30 |
38.61 |
39.91 |
+0.47 |
298,013 |
71,637 |
-27,100 |
May16 |
160322 |
41.59 |
41.90 |
40.77 |
41.45 |
-0.07 |
671,720 |
543,544 |
-12,497 |
Jun16 |
160322 |
42.48 |
42.88 |
41.75 |
42.44 |
+0.02 |
186,171 |
240,476 |
+11,388 |
Jul16 |
160322 |
43.11 |
43.50 |
42.39 |
43.13 |
+0.09 |
69,634 |
104,367 |
+862 |
Aug16 |
160322 |
43.24 |
43.90 |
42.86 |
43.66 |
+0.18 |
35,611 |
74,172 |
+2,384 |
Sep16 |
160322 |
43.84 |
44.28 |
43.23 |
44.07 |
+0.25 |
44,066 |
102,422 |
+1,259 |
Oct16 |
160322 |
44.01 |
44.46 |
43.52 |
44.38 |
+0.30 |
25,754 |
50,318 |
+1,469 |
Nov16 |
160322 |
44.24 |
44.73 |
44.01 |
44.65 |
+0.34 |
14,883 |
36,154 |
-1,008 |
Dec16 |
160322 |
44.54 |
45.06 |
44.01 |
44.87 |
+0.36 |
93,953 |
189,620 |
-2,718 |
Jan17 |
160322 |
44.70 |
45.11 |
44.23 |
45.06 |
+0.36 |
11,047 |
28,800 |
-1,488 |
Feb17 |
160322 |
44.65 |
45.30 |
44.46 |
45.25 |
+0.36 |
5,639 |
18,351 |
+467 |
Mar17 |
160322 |
45.00 |
45.59 |
44.71 |
45.45 |
+0.35 |
11,585 |
36,837 |
+2,157 |
Apr17 |
160322 |
45.30 |
45.77 |
45.30 |
45.64 |
+0.34 |
1,518 |
9,685 |
-15 |
May17 |
160322 |
45.88 |
45.89 |
45.83 |
45.83 |
+0.33 |
1,797 |
9,088 |
+343 |
Jun17 |
160322 |
45.80 |
46.20 |
45.28 |
46.03 |
+0.33 |
27,635 |
44,619 |
-2,896 |
Jul17 |
160322 |
46.23 |
46.23 |
46.19 |
46.19 |
+0.32 |
1,051 |
8,692 |
+422 |
Total Volume and Open Interest |
1,369,524 |
1,733,268 |
-48,358 |
e-miNY Crude Oil(NYM) |
May16 |
160322 |
41.600 |
41.900 |
40.775 |
41.450 |
-0.075 |
10,505 |
1,533 |
+53 |
Jun16 |
160322 |
42.500 |
42.825 |
41.750 |
42.450 |
+0.025 |
237 |
372 |
+10 |
Jul16 |
160322 |
43.125 |
43.350 |
42.800 |
43.125 |
+0.075 |
38 |
217 |
+14 |
Aug16 |
160322 |
43.500 |
43.650 |
43.500 |
43.650 |
+0.175 |
3 |
52 |
+0 |
Sep16 |
160322 |
44.075 |
44.075 |
44.075 |
44.075 |
+0.250 |
1 |
76 |
+0 |
Oct16 |
160322 |
44.375 |
44.375 |
44.375 |
44.375 |
+0.300 |
0 |
42 |
+0 |
Nov16 |
160322 |
44.650 |
44.650 |
44.650 |
44.650 |
+0.350 |
0 |
10 |
+0 |
Dec16 |
160322 |
44.850 |
44.875 |
44.850 |
44.875 |
+0.375 |
5 |
232 |
+1 |
Jan17 |
160322 |
45.050 |
45.050 |
45.050 |
45.050 |
+0.350 |
0 |
8 |
+0 |
Feb17 |
160322 |
45.250 |
45.250 |
45.250 |
45.250 |
+0.350 |
0 |
3 |
+0 |
Total Volume and Open Interest |
10,792 |
2,959 |
-5,188 |
NY Harbor ULSD(NYM) |
Apr16 |
160322 |
123.82 |
126.06 |
122.74 |
125.21 |
+1.47 |
42,505 |
50,762 |
-2,011 |
May16 |
160322 |
124.89 |
127.09 |
123.82 |
126.26 |
+1.32 |
38,765 |
83,902 |
+2,202 |
Jun16 |
160322 |
126.62 |
128.26 |
125.16 |
127.50 |
+1.21 |
23,062 |
50,312 |
+799 |
Jul16 |
160322 |
127.77 |
129.95 |
126.96 |
129.25 |
+1.15 |
9,340 |
34,230 |
+1,082 |
Aug16 |
160322 |
130.01 |
131.85 |
129.01 |
131.13 |
+1.12 |
6,176 |
20,932 |
+91 |
Sep16 |
160322 |
132.07 |
133.93 |
130.97 |
133.23 |
+1.16 |
5,281 |
19,457 |
+626 |
Oct16 |
160322 |
133.98 |
135.67 |
133.01 |
135.24 |
+1.23 |
3,430 |
11,504 |
+201 |
Nov16 |
160322 |
135.82 |
137.29 |
134.86 |
137.12 |
+1.27 |
3,174 |
8,114 |
+239 |
Dec16 |
160322 |
137.40 |
139.16 |
136.49 |
138.82 |
+1.29 |
11,396 |
43,870 |
+1,656 |
Jan17 |
160322 |
138.18 |
140.48 |
138.18 |
140.32 |
+1.30 |
1,589 |
16,330 |
+574 |
Feb17 |
160322 |
139.28 |
141.58 |
139.28 |
141.39 |
+1.29 |
453 |
3,324 |
+3 |
Mar17 |
160322 |
140.04 |
141.92 |
140.04 |
141.92 |
+1.30 |
474 |
5,847 |
-19 |
Apr17 |
160322 |
141.76 |
141.76 |
141.76 |
141.76 |
+1.31 |
126 |
1,972 |
+4 |
May17 |
160322 |
141.86 |
141.95 |
141.86 |
141.95 |
+1.31 |
145 |
1,264 |
-5 |
Total Volume and Open Interest |
147,254 |
372,292 |
+5,164 |
RBOB Gasoline(NYM) |
Apr16 |
160322 |
145.88 |
151.20 |
144.87 |
149.71 |
+3.82 |
32,124 |
56,154 |
-2,048 |
May16 |
160322 |
149.08 |
153.90 |
148.02 |
152.60 |
+3.48 |
39,019 |
110,482 |
+1,257 |
Jun16 |
160322 |
150.35 |
154.50 |
149.15 |
153.35 |
+3.14 |
23,600 |
55,236 |
+1,932 |
Jul16 |
160322 |
149.66 |
153.55 |
148.67 |
152.55 |
+2.88 |
14,772 |
38,258 |
+534 |
Aug16 |
160322 |
147.65 |
151.02 |
146.96 |
150.39 |
+2.65 |
7,290 |
34,250 |
+691 |
Sep16 |
160322 |
144.38 |
147.56 |
144.12 |
147.04 |
+2.49 |
6,274 |
38,769 |
-429 |
Oct16 |
160322 |
130.45 |
132.88 |
129.52 |
132.45 |
+2.30 |
3,066 |
19,260 |
-177 |
Nov16 |
160322 |
126.44 |
128.77 |
125.90 |
128.64 |
+2.15 |
1,718 |
11,179 |
-60 |
Dec16 |
160322 |
124.66 |
126.97 |
123.42 |
126.49 |
+2.08 |
3,303 |
32,926 |
+373 |
Jan17 |
160322 |
123.84 |
126.77 |
123.84 |
126.48 |
+2.02 |
538 |
5,210 |
+43 |
Total Volume and Open Interest |
134,020 |
431,045 |
+2,365 |
e-miNY RBOB Gasoline(NYM) |
Apr16 |
160322 |
149.70 |
149.71 |
149.70 |
149.70 |
+3.80 |
0 |
1 |
+0 |
May16 |
160322 |
152.60 |
152.60 |
152.60 |
152.60 |
+3.50 |
|
|
|
Jun16 |
160322 |
153.40 |
153.40 |
153.35 |
153.40 |
+3.20 |
0 |
1 |
+0 |
Jul16 |
160322 |
152.60 |
152.60 |
152.55 |
152.60 |
+2.90 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Apr16 |
160322 |
1.813 |
1.870 |
1.796 |
1.863 |
+0.035 |
122,652 |
101,870 |
-21,194 |
May16 |
160322 |
1.888 |
1.944 |
1.874 |
1.937 |
+0.033 |
83,084 |
320,628 |
+1,839 |
Jun16 |
160322 |
1.984 |
2.042 |
1.968 |
2.035 |
+0.036 |
25,408 |
78,084 |
-3,630 |
Jul16 |
160322 |
2.080 |
2.144 |
2.074 |
2.137 |
+0.037 |
22,892 |
96,271 |
+2,141 |
Aug16 |
160322 |
2.135 |
2.197 |
2.127 |
2.192 |
+0.038 |
8,771 |
43,817 |
+1,087 |
Sep16 |
160322 |
2.155 |
2.224 |
2.154 |
2.218 |
+0.040 |
11,871 |
83,870 |
+1,564 |
Oct16 |
160322 |
2.211 |
2.267 |
2.201 |
2.264 |
+0.040 |
17,173 |
77,879 |
+2,335 |
Nov16 |
160322 |
2.405 |
2.461 |
2.400 |
2.457 |
+0.043 |
3,541 |
27,870 |
+627 |
Dec16 |
160322 |
2.664 |
2.721 |
2.663 |
2.717 |
+0.038 |
2,197 |
34,006 |
+44 |
Jan17 |
160322 |
2.790 |
2.853 |
2.790 |
2.849 |
+0.041 |
8,479 |
64,317 |
+1,920 |
Feb17 |
160322 |
2.795 |
2.842 |
2.789 |
2.841 |
+0.038 |
1,149 |
13,566 |
-328 |
Mar17 |
160322 |
2.752 |
2.803 |
2.752 |
2.799 |
+0.036 |
4,318 |
40,750 |
-267 |
Apr17 |
160322 |
2.564 |
2.600 |
2.564 |
2.596 |
+0.027 |
2,116 |
38,948 |
+163 |
May17 |
160322 |
2.585 |
2.612 |
2.585 |
2.607 |
+0.026 |
200 |
8,579 |
-43 |
Jun17 |
160322 |
2.636 |
2.656 |
2.636 |
2.653 |
+0.024 |
108 |
4,477 |
+16 |
Jul17 |
160322 |
2.681 |
2.697 |
2.681 |
2.697 |
+0.023 |
90 |
3,743 |
-35 |
Total Volume and Open Interest |
314,647 |
1,084,448 |
-14,666 |
Brent Crude Oil(ICE) |
May16 |
160322 |
41.47 |
42.08 |
40.97 |
41.79 |
+0.25 |
286,653 |
253,731 |
-28,200 |
Jun16 |
160322 |
42.04 |
42.81 |
41.71 |
42.51 |
+0.28 |
234,236 |
395,641 |
+7,736 |
Jul16 |
160322 |
42.55 |
43.21 |
42.12 |
42.92 |
+0.30 |
106,635 |
267,243 |
+2,667 |
Aug16 |
160322 |
43.00 |
43.61 |
42.54 |
43.34 |
+0.32 |
57,602 |
124,367 |
+2,585 |
Sep16 |
160322 |
43.49 |
44.08 |
43.03 |
43.83 |
+0.35 |
49,149 |
162,829 |
-582 |
Oct16 |
160322 |
43.91 |
44.52 |
43.51 |
44.30 |
+0.39 |
20,911 |
79,111 |
+670 |
Nov16 |
160322 |
44.14 |
44.93 |
43.92 |
44.73 |
+0.42 |
21,214 |
58,256 |
-1,864 |
Dec16 |
160322 |
44.68 |
45.33 |
44.32 |
45.14 |
+0.45 |
97,506 |
292,786 |
-5,678 |
Jan17 |
160322 |
44.85 |
45.65 |
44.76 |
45.50 |
+0.46 |
6,562 |
58,347 |
-174 |
Feb17 |
160322 |
45.26 |
45.84 |
45.26 |
45.84 |
+0.47 |
5,648 |
41,988 |
-1,046 |
Mar17 |
160322 |
45.94 |
46.17 |
45.94 |
46.17 |
+0.47 |
4,911 |
30,625 |
+111 |
Apr17 |
160322 |
46.53 |
46.60 |
46.50 |
46.50 |
+0.47 |
792 |
16,097 |
-234 |
May17 |
160322 |
46.43 |
46.88 |
46.43 |
46.78 |
+0.47 |
536 |
16,815 |
+70 |
Jun17 |
160322 |
46.42 |
47.16 |
46.36 |
47.04 |
+0.47 |
12,742 |
65,086 |
+138 |
Total Volume and Open Interest |
935,373 |
2,185,872 |
-23,559 |
Gas Oil(ICE) |
Apr16 |
160322 |
370.25 |
376.50 |
366.25 |
374.00 |
+3.75 |
50,827 |
100,419 |
-4,313 |
May16 |
160322 |
373.50 |
380.00 |
369.75 |
377.50 |
+3.75 |
50,076 |
133,780 |
+2,540 |
Jun16 |
160322 |
378.50 |
384.50 |
374.75 |
382.00 |
+3.75 |
41,641 |
99,154 |
+679 |
Jul16 |
160322 |
383.25 |
389.25 |
380.25 |
387.00 |
+3.75 |
12,489 |
46,576 |
+1,951 |
Aug16 |
160322 |
388.75 |
394.50 |
385.75 |
392.25 |
+3.50 |
9,191 |
27,486 |
-620 |
Sep16 |
160322 |
395.00 |
399.25 |
391.25 |
397.75 |
+3.50 |
7,869 |
31,423 |
-372 |
Oct16 |
160322 |
398.75 |
404.25 |
397.00 |
403.00 |
+3.50 |
6,270 |
21,757 |
-1,179 |
Nov16 |
160322 |
403.50 |
408.00 |
401.50 |
406.75 |
+3.75 |
3,159 |
17,565 |
+115 |
Dec16 |
160322 |
406.75 |
411.25 |
403.75 |
409.75 |
+3.75 |
12,814 |
84,202 |
+469 |
Jan17 |
160322 |
408.50 |
414.75 |
408.50 |
413.75 |
+3.75 |
1,412 |
17,168 |
+562 |
Total Volume and Open Interest |
204,858 |
729,759 |
+1,096 |
Ethanol(CBOT) |
Apr16 |
160322 |
1.383 |
1.390 |
1.375 |
1.386 |
-0.004 |
212 |
1,209 |
+28 |
May16 |
160322 |
1.413 |
1.420 |
1.400 |
1.415 |
-0.005 |
200 |
1,407 |
+143 |
Jun16 |
160322 |
1.421 |
1.425 |
1.421 |
1.425 |
-0.005 |
67 |
281 |
+5 |
Jul16 |
160322 |
1.423 |
1.423 |
1.423 |
1.423 |
-0.005 |
33 |
589 |
+30 |
Aug16 |
160322 |
1.417 |
1.417 |
1.417 |
1.417 |
-0.005 |
0 |
129 |
+0 |
Sep16 |
160322 |
1.408 |
1.408 |
1.408 |
1.408 |
-0.005 |
0 |
331 |
+0 |
Oct16 |
160322 |
1.391 |
1.391 |
1.391 |
1.391 |
-0.005 |
0 |
138 |
+0 |
Nov16 |
160322 |
1.387 |
1.387 |
1.383 |
1.383 |
-0.004 |
5 |
72 |
+0 |
Total Volume and Open Interest |
525 |
4,489 |
+206 |
WTI Crude Oil(ICE) |
May16 |
160322 |
41.56 |
41.90 |
40.77 |
41.45 |
-0.07 |
85,081 |
108,812 |
-2,206 |
Jun16 |
160322 |
42.48 |
42.88 |
41.74 |
42.44 |
+0.02 |
72,281 |
86,528 |
+10,125 |
Jul16 |
160322 |
43.05 |
43.50 |
42.40 |
43.13 |
+0.09 |
37,095 |
23,455 |
+1,284 |
Aug16 |
160322 |
43.37 |
43.95 |
42.86 |
43.66 |
+0.18 |
16,575 |
12,572 |
+1,542 |
Sep16 |
160322 |
43.76 |
44.31 |
43.25 |
44.07 |
+0.25 |
10,301 |
22,908 |
-99 |
Oct16 |
160322 |
43.95 |
44.59 |
43.55 |
44.38 |
+0.30 |
5,012 |
4,724 |
+145 |
Nov16 |
160322 |
44.16 |
44.85 |
43.86 |
44.65 |
+0.34 |
4,482 |
10,455 |
+49 |
Dec16 |
160322 |
44.35 |
45.07 |
44.04 |
44.87 |
+0.36 |
13,098 |
67,282 |
+423 |
Jan17 |
160322 |
45.06 |
45.06 |
45.06 |
45.06 |
+0.36 |
1,238 |
4,651 |
+11 |
Feb17 |
160322 |
45.25 |
45.25 |
45.25 |
45.25 |
+0.36 |
523 |
3,735 |
-16 |
Mar17 |
160322 |
45.45 |
45.45 |
45.45 |
45.45 |
+0.35 |
805 |
3,098 |
-18 |
Apr17 |
160322 |
45.64 |
45.64 |
45.64 |
45.64 |
+0.34 |
63 |
2,004 |
+10 |
May17 |
160322 |
45.83 |
45.83 |
45.83 |
45.83 |
+0.33 |
26 |
1,136 |
-2 |
Jun17 |
160322 |
46.03 |
46.03 |
46.03 |
46.03 |
+0.33 |
1,065 |
20,384 |
+16 |
Jul17 |
160322 |
46.19 |
46.19 |
46.19 |
46.19 |
+0.32 |
4 |
1,146 |
+0 |
Aug17 |
160322 |
46.35 |
46.35 |
46.35 |
46.35 |
+0.31 |
1 |
322 |
+0 |
Total Volume and Open Interest |
251,401 |
434,650 |
-15,327 |
US Dollar Index(ICE) |
Jun16 |
160322 |
95.445 |
95.750 |
95.275 |
95.645 |
+0.340 |
20,394 |
51,914 |
+1,109 |
Sep16 |
160322 |
95.475 |
95.760 |
95.340 |
95.695 |
+0.355 |
300 |
1,143 |
+121 |
Dec16 |
160322 |
95.765 |
95.790 |
95.570 |
95.743 |
+0.357 |
10 |
163 |
+8 |
Total Volume and Open Interest |
20,704 |
53,239 |
+1,238 |
Australian Dollar(CME) |
Jun16 |
160322 |
75.51 |
76.14 |
75.22 |
75.87 |
+0.20 |
70,439 |
105,007 |
+1,274 |
Sep16 |
160322 |
75.55 |
75.80 |
74.92 |
75.55 |
+0.19 |
12 |
97 |
-6 |
Dec16 |
160322 |
75.28 |
75.29 |
74.89 |
75.28 |
+0.19 |
4 |
27 |
-1 |
Total Volume and Open Interest |
70,455 |
105,135 |
+1,267 |
British Pound(CME) |
Jun16 |
160322 |
143.71 |
144.02 |
141.94 |
142.07 |
-1.89 |
64,954 |
251,991 |
+666 |
Sep16 |
160322 |
144.11 |
144.11 |
142.06 |
142.17 |
-1.89 |
24 |
641 |
+2 |
Dec16 |
160322 |
143.01 |
143.13 |
142.22 |
142.30 |
-1.88 |
1 |
126 |
+0 |
Total Volume and Open Interest |
64,979 |
252,786 |
+668 |
Canadian Dollar(CME) |
Jun16 |
160322 |
76.36 |
76.76 |
76.12 |
76.67 |
+0.12 |
58,528 |
93,106 |
+3,784 |
Sep16 |
160322 |
76.47 |
76.76 |
76.16 |
76.69 |
+0.11 |
123 |
1,412 |
-15 |
Dec16 |
160322 |
76.56 |
76.80 |
76.30 |
76.73 |
+0.12 |
47 |
1,139 |
-20 |
Mar17 |
160322 |
76.78 |
76.85 |
76.45 |
76.78 |
+0.13 |
0 |
57 |
-1 |
Total Volume and Open Interest |
58,698 |
95,725 |
+3,748 |
Japanese Yen(CME) |
Jun16 |
160322 |
89.56 |
90.01 |
89.11 |
89.26 |
-0.35 |
107,199 |
144,563 |
-2,017 |
Sep16 |
160322 |
89.69 |
90.29 |
89.44 |
89.57 |
-0.35 |
23 |
272 |
-7 |
Dec16 |
160322 |
89.92 |
90.51 |
89.85 |
89.92 |
-0.35 |
0 |
62 |
+0 |
Total Volume and Open Interest |
107,230 |
144,930 |
-2,028 |
Swiss Franc(CME) |
Jun16 |
160322 |
103.40 |
103.58 |
103.09 |
103.15 |
-0.37 |
17,819 |
39,454 |
-682 |
Sep16 |
160322 |
103.93 |
104.07 |
103.62 |
103.67 |
-0.36 |
0 |
24 |
-9 |
Dec16 |
160322 |
104.20 |
104.20 |
104.20 |
104.20 |
-0.35 |
0 |
21 |
-1 |
Total Volume and Open Interest |
17,819 |
39,514 |
-692 |
EuroFX(CME) |
Jun16 |
160322 |
112.69 |
112.89 |
112.16 |
112.47 |
-0.33 |
153,487 |
321,909 |
-2,840 |
Sep16 |
160322 |
113.06 |
113.26 |
112.56 |
112.86 |
-0.33 |
441 |
1,733 |
+102 |
Dec16 |
160322 |
113.00 |
113.64 |
113.00 |
113.27 |
-0.33 |
4 |
892 |
-2 |
Total Volume and Open Interest |
153,941 |
324,785 |
-2,743 |
Mexican Peso(CME) |
Apr16 |
160322 |
576.00 |
576.00 |
576.00 |
576.00 |
+2.50 |
|
|
|
May16 |
160322 |
574.63 |
574.63 |
574.63 |
574.63 |
+2.38 |
|
|
|
Total Volume and Open Interest |
40,992 |
102,312 |
+2,681 |
Brazilian Real(CME) |
Apr16 |
160322 |
273.65 |
279.15 |
273.65 |
278.50 |
+1.45 |
2,725 |
24,836 |
-226 |
May16 |
160322 |
277.95 |
277.95 |
272.80 |
276.55 |
+1.50 |
2 |
10 |
+0 |
Jun16 |
160322 |
270.45 |
275.75 |
270.25 |
274.25 |
+1.65 |
464 |
4,927 |
+219 |
Jul16 |
160322 |
271.95 |
271.95 |
271.95 |
271.95 |
+1.65 |
0 |
15 |
+0 |
Total Volume and Open Interest |
3,191 |
29,808 |
-7 |
30-Year T-Bonds(CBOT) |
Mar16 |
160321 |
164~190 |
164~190 |
163~040 |
163~170 |
-1~010 |
945 |
2,424 |
-439 |
Jun16 |
160322 |
161~290 |
163~000 |
161~210 |
161~290 |
+0~060 |
180,311 |
494,222 |
-2,164 |
Sep16 |
160322 |
161~180 |
161~180 |
160~240 |
160~240 |
+0~060 |
5 |
24 |
+0 |
Total Volume and Open Interest |
182,801 |
494,682 |
-4,152 |
10-Year T-Notes(CBOT) |
Mar16 |
160321 |
129~285 |
129~290 |
129~165 |
129~175 |
-0~100 |
6,409 |
25,310 |
-4,224 |
Jun16 |
160322 |
129~005 |
129~120 |
128~225 |
128~255 |
-0~070 |
950,622 |
2,628,765 |
+48,090 |
Sep16 |
160322 |
128~150 |
128~185 |
128~140 |
128~175 |
-0~075 |
0 |
2 |
+0 |
Total Volume and Open Interest |
962,048 |
2,649,574 |
+43,587 |
5-Year T-Notes(CBOT) |
Mar16 |
160322 |
120~162 |
120~206 |
120~102 |
120~102 |
-0~052 |
9,756 |
53,653 |
-3,234 |
Jun16 |
160322 |
120~062 |
120~130 |
120~000 |
120~010 |
-0~052 |
467,370 |
2,346,276 |
+14,533 |
Sep16 |
160322 |
119~180 |
119~180 |
119~180 |
119~180 |
-0~052 |
|
|
|
Total Volume and Open Interest |
477,126 |
2,399,929 |
+11,299 |
2 Year T-Notes(CBOT) |
Mar16 |
160322 |
109~056 |
109~062 |
109~040 |
109~040 |
-0~010 |
3,409 |
13,943 |
-1,282 |
Jun16 |
160322 |
109~004 |
109~032 |
108~314 |
109~000 |
-0~010 |
215,958 |
919,597 |
+16,274 |
Sep16 |
160322 |
108~240 |
108~240 |
108~240 |
108~240 |
-0~010 |
|
|
|
Total Volume and Open Interest |
219,367 |
933,540 |
+14,992 |
Eurodollars(CME) |
Jun16 |
160322 |
99.240 |
99.260 |
99.225 |
99.230 |
-0.010 |
216,334 |
1,203,957 |
+8,571 |
Sep16 |
160322 |
99.155 |
99.185 |
99.130 |
99.135 |
-0.020 |
151,108 |
1,074,981 |
+3,711 |
Dec16 |
160322 |
99.065 |
99.105 |
99.040 |
99.045 |
-0.020 |
225,355 |
1,198,838 |
+11,837 |
Mar17 |
160322 |
99.000 |
99.045 |
98.965 |
98.975 |
-0.025 |
194,771 |
826,694 |
+13,739 |
Jun17 |
160322 |
98.930 |
98.975 |
98.895 |
98.900 |
-0.030 |
152,497 |
772,284 |
+10,970 |
Sep17 |
160322 |
98.865 |
98.910 |
98.820 |
98.830 |
-0.030 |
117,373 |
643,053 |
-2,331 |
Dec17 |
160322 |
98.785 |
98.830 |
98.740 |
98.750 |
-0.030 |
146,230 |
812,346 |
+7,851 |
Mar18 |
160322 |
98.720 |
98.765 |
98.675 |
98.685 |
-0.035 |
95,895 |
439,915 |
-9,726 |
Jun18 |
160322 |
98.650 |
98.695 |
98.600 |
98.615 |
-0.035 |
64,258 |
409,998 |
-2,476 |
Sep18 |
160322 |
98.580 |
98.625 |
98.530 |
98.545 |
-0.035 |
69,141 |
337,585 |
-1,740 |
Dec18 |
160322 |
98.505 |
98.550 |
98.460 |
98.470 |
-0.040 |
69,973 |
438,553 |
+1,100 |
Mar19 |
160322 |
98.450 |
98.495 |
98.400 |
98.415 |
-0.040 |
61,037 |
254,558 |
+2,324 |
Jun19 |
160322 |
98.385 |
98.430 |
98.340 |
98.355 |
-0.035 |
40,306 |
246,498 |
+6,054 |
Sep19 |
160322 |
98.325 |
98.370 |
98.280 |
98.295 |
-0.035 |
40,309 |
163,670 |
+3,089 |
Dec19 |
160322 |
98.250 |
98.300 |
98.215 |
98.225 |
-0.040 |
35,012 |
149,233 |
-1,702 |
Mar20 |
160322 |
98.200 |
98.245 |
98.160 |
98.170 |
-0.040 |
23,159 |
86,519 |
+932 |
Jun20 |
160322 |
98.140 |
98.190 |
98.105 |
98.115 |
-0.035 |
14,508 |
55,016 |
+114 |
Sep20 |
160322 |
98.090 |
98.130 |
98.050 |
98.060 |
-0.035 |
12,962 |
55,778 |
+383 |
Total Volume and Open Interest |
1,764,974 |
9,518,823 |
+56,268 |
Ultra T-Bond(CBOT) |
Mar16 |
160321 |
168~04 |
168~04 |
168~04 |
168~04 |
-1~06 |
169 |
1,408 |
-7,272 |
Jun16 |
160322 |
169~16 |
170~25 |
169~07 |
169~19 |
+0~13 |
73,005 |
614,552 |
-3,536 |
Sep16 |
160322 |
171~19 |
171~19 |
171~19 |
171~19 |
+0~13 |
|
|
|
Total Volume and Open Interest |
74,768 |
615,237 |
-4,259 |
Ultra 10-Yr T-Note(CBOT) |
Mar16 |
160321 |
140~020 |
140~020 |
140~020 |
140~020 |
-0~165 |
2 |
424 |
-6,078 |
Jun16 |
160322 |
138~310 |
139~150 |
138~220 |
138~240 |
-0~080 |
40,357 |
95,153 |
+137 |
Sep16 |
160322 |
137~260 |
137~260 |
137~260 |
137~260 |
-0~080 |
|
|
|
Total Volume and Open Interest |
40,361 |
95,523 |
+83 |
30 Day Federal Funds(CBOT) |
Mar16 |
160322 |
99.635 |
99.637 |
99.635 |
99.637 |
unch |
2,716 |
85,585 |
-665 |
Apr16 |
160322 |
99.630 |
99.635 |
99.630 |
99.630 |
unch |
3,003 |
120,715 |
-659 |
May16 |
160322 |
99.600 |
99.610 |
99.600 |
99.600 |
unch |
42,225 |
185,818 |
+1,848 |
Jun16 |
160322 |
99.555 |
99.565 |
99.550 |
99.550 |
-0.005 |
6,853 |
58,864 |
+1,288 |
Jul16 |
160322 |
99.510 |
99.520 |
99.495 |
99.500 |
-0.010 |
11,882 |
80,877 |
-2,155 |
Aug16 |
160322 |
99.475 |
99.490 |
99.460 |
99.465 |
-0.010 |
6,085 |
55,754 |
+662 |
Total Volume and Open Interest |
87,558 |
789,814 |
+3,004 |
3-Mth Euro-Yen(CME) |
Jun16 |
160322 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Sep16 |
160322 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec16 |
160322 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar17 |
160322 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Jun17 |
160322 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Sep17 |
160322 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec17 |
160322 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar18 |
160322 |
99.935 |
99.935 |
99.935 |
99.935 |
unch |
|
|
|
Jun18 |
160322 |
99.795 |
99.795 |
99.795 |
99.795 |
unch |
|
|
|
Sep18 |
160322 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Jun16 |
160322 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep16 |
160322 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec16 |
160322 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
4 |
+0 |
Mar17 |
160322 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160322 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160322 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160322 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160322 |
99.93 |
99.93 |
99.93 |
99.93 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun16 |
160322 |
151.77 |
151.83 |
151.54 |
151.72 |
-0.04 |
1,786 |
15,231 |
-484 |
Sep16 |
160322 |
151.16 |
151.16 |
151.16 |
151.16 |
-0.04 |
|
|
|
Dec16 |
160322 |
151.16 |
151.16 |
151.16 |
151.16 |
-0.04 |
|
|
|
Total Volume and Open Interest |
1,786 |
15,231 |
-484 |
Euro-Buxl(EUREX) |
Jun16 |
160322 |
165.76 |
166.96 |
165.26 |
166.12 |
+0.72 |
27,099 |
115,164 |
-3,770 |
Sep16 |
160322 |
174.64 |
174.64 |
174.64 |
174.64 |
+0.72 |
0 |
12 |
+0 |
Dec16 |
160322 |
174.64 |
174.64 |
174.64 |
174.64 |
+0.72 |
|
|
|
Total Volume and Open Interest |
27,099 |
115,176 |
-3,770 |
Euro-Bund(EUREX) |
Jun16 |
160322 |
162.47 |
163.05 |
162.30 |
162.54 |
+0.12 |
463,333 |
1,212,298 |
-238 |
Sep16 |
160322 |
161.80 |
162.02 |
161.38 |
161.55 |
+0.12 |
5 |
479 |
+1 |
Dec16 |
160322 |
160.04 |
160.04 |
160.04 |
160.04 |
+0.12 |
|
|
|
Total Volume and Open Interest |
463,338 |
1,212,777 |
-237 |
Euro-Bobl(EUREX) |
Jun16 |
160322 |
130.91 |
131.09 |
130.85 |
130.89 |
-0.01 |
411,115 |
1,009,710 |
-5,596 |
Sep16 |
160322 |
131.71 |
131.71 |
131.71 |
131.71 |
-0.01 |
3 |
12 |
+2 |
Dec16 |
160322 |
131.39 |
131.39 |
131.39 |
131.39 |
-0.01 |
|
|
|
Total Volume and Open Interest |
411,118 |
1,009,722 |
-5,594 |
Euro-Schatz(EUREX) |
Jun16 |
160322 |
111.78 |
111.81 |
111.77 |
111.78 |
unch |
161,210 |
1,027,932 |
-14,454 |
Sep16 |
160322 |
111.75 |
111.75 |
111.75 |
111.75 |
unch |
0 |
2 |
+0 |
Dec16 |
160322 |
111.75 |
111.75 |
111.75 |
111.75 |
unch |
|
|
|
Total Volume and Open Interest |
161,210 |
1,027,934 |
-14,454 |
3-Mth Euribor(EUREX) |
Mar16 |
160314 |
100.225 |
100.225 |
100.225 |
100.225 |
unch |
278 |
5,335 |
+109 |
Jun16 |
160322 |
100.255 |
100.255 |
100.255 |
100.255 |
unch |
5 |
11,613 |
+3 |
Sep16 |
160322 |
100.280 |
100.280 |
100.280 |
100.280 |
unch |
0 |
5,943 |
+0 |
Total Volume and Open Interest |
5 |
71,608 |
+3 |
Long Gilt(LIFFE) |
Mar16 |
160322 |
121~20 |
121~20 |
121~15 |
121~19 |
+0~06 |
27 |
2,279 |
+0 |
Jun16 |
160322 |
120~25 |
121~01 |
120~16 |
120~25 |
+0~07 |
124,075 |
458,255 |
-2,819 |
Total Volume and Open Interest |
124,102 |
460,534 |
-2,819 |
3-Mth Short Sterling(LIFFE) |
Jun16 |
160322 |
99.40 |
99.40 |
99.39 |
99.39 |
-0.01 |
25,102 |
444,708 |
+6,396 |
Sep16 |
160322 |
99.38 |
99.38 |
99.36 |
99.37 |
unch |
47,893 |
364,480 |
+6,916 |
Dec16 |
160322 |
99.34 |
99.36 |
99.34 |
99.35 |
+0.01 |
56,267 |
403,889 |
+1,551 |
Mar17 |
160322 |
99.31 |
99.33 |
99.31 |
99.32 |
+0.01 |
53,032 |
323,443 |
+2,524 |
Jun17 |
160322 |
99.27 |
99.30 |
99.26 |
99.27 |
+0.01 |
48,673 |
288,859 |
-4,618 |
Sep17 |
160322 |
99.22 |
99.25 |
99.21 |
99.22 |
+0.01 |
29,989 |
251,985 |
+1,401 |
Total Volume and Open Interest |
408,201 |
3,075,612 |
+6,280 |
3-Mth Euribor(LIFFE) |
Jun16 |
160322 |
100.250 |
100.255 |
100.250 |
100.255 |
unch |
67,924 |
478,828 |
-8,397 |
Sep16 |
160322 |
100.275 |
100.285 |
100.275 |
100.280 |
unch |
51,383 |
473,535 |
+6,141 |
Dec16 |
160322 |
100.290 |
100.300 |
100.290 |
100.295 |
unch |
39,919 |
453,201 |
-76 |
Total Volume and Open Interest |
374,757 |
3,409,038 |
-7,156 |
3-Mth Aus T-Bills(SFE) |
Jun16 |
160322 |
97.77 |
97.78 |
97.75 |
97.77 |
-0.01 |
20,478 |
241,129 |
+6,977 |
Sep16 |
160322 |
97.85 |
97.86 |
97.83 |
97.84 |
-0.02 |
22,866 |
230,268 |
+748 |
Dec16 |
160322 |
97.91 |
97.91 |
97.88 |
97.88 |
-0.03 |
16,364 |
155,056 |
+951 |
Mar17 |
160322 |
97.93 |
97.94 |
97.90 |
97.91 |
-0.03 |
12,423 |
129,899 |
+1,705 |
Jun17 |
160322 |
97.94 |
97.94 |
97.90 |
97.91 |
-0.03 |
5,072 |
62,537 |
+1,784 |
Sep17 |
160322 |
97.92 |
97.92 |
97.88 |
97.90 |
-0.03 |
4,439 |
55,884 |
+160 |
Dec17 |
160322 |
97.90 |
97.90 |
97.86 |
97.87 |
-0.03 |
3,891 |
32,384 |
+657 |
Mar18 |
160322 |
97.84 |
97.84 |
97.82 |
97.82 |
-0.03 |
1,441 |
17,472 |
-87 |
Jun18 |
160322 |
97.78 |
97.78 |
97.77 |
97.77 |
-0.03 |
693 |
10,640 |
+502 |
Sep18 |
160322 |
97.70 |
97.72 |
97.70 |
97.71 |
-0.02 |
58 |
1,191 |
-27 |
Total Volume and Open Interest |
88,295 |
938,937 |
+13,938 |
10-Year Aus T-Bonds(SFE) |
Jun16 |
160322 |
97.44 |
97.45 |
97.39 |
97.40 |
-0.04 |
111,208 |
759,099 |
+1,280 |
Sep16 |
160322 |
97.40 |
97.40 |
97.40 |
97.40 |
-0.04 |
|
|
|
Total Volume and Open Interest |
111,208 |
759,099 |
+1,280 |
3-Year Aus T-Bonds(SFE) |
Jun16 |
160322 |
98.06 |
98.07 |
98.02 |
98.03 |
-0.04 |
185,763 |
732,070 |
+24,168 |
Sep16 |
160322 |
98.03 |
98.03 |
98.03 |
98.03 |
-0.04 |
|
|
|
Total Volume and Open Interest |
185,763 |
732,070 |
+24,168 |
Gold(CMX) |
Apr16 |
160322 |
1244.3 |
1260.9 |
1242.8 |
1248.6 |
+4.4 |
158,071 |
237,867 |
-14,737 |
Jun16 |
160322 |
1246.2 |
1262.2 |
1244.3 |
1250.3 |
+4.6 |
23,803 |
180,376 |
+8,277 |
Aug16 |
160322 |
1246.7 |
1262.8 |
1246.0 |
1251.7 |
+4.8 |
3,656 |
27,965 |
+969 |
Oct16 |
160322 |
1249.3 |
1262.1 |
1248.2 |
1252.9 |
+5.0 |
1,684 |
9,496 |
+73 |
Dec16 |
160322 |
1250.1 |
1264.5 |
1248.6 |
1254.2 |
+5.1 |
631 |
19,828 |
-148 |
Feb17 |
160322 |
1260.0 |
1261.8 |
1254.8 |
1255.5 |
+5.3 |
93 |
4,121 |
+8 |
Apr17 |
160322 |
1256.7 |
1256.7 |
1256.7 |
1256.7 |
+5.3 |
70 |
2,816 |
+5 |
Jun17 |
160322 |
1263.6 |
1263.6 |
1258.1 |
1258.1 |
+5.4 |
13 |
5,563 |
-8 |
Aug17 |
160322 |
1259.4 |
1259.4 |
1259.4 |
1259.4 |
+5.4 |
0 |
106 |
+0 |
Oct17 |
160322 |
1260.8 |
1260.8 |
1260.8 |
1260.8 |
+5.5 |
0 |
795 |
+0 |
Dec17 |
160322 |
1269.1 |
1269.1 |
1260.7 |
1262.2 |
+5.6 |
55 |
5,619 |
+55 |
Total Volume and Open Interest |
188,814 |
503,312 |
-4,950 |
Silver(CMX) |
Mar16 |
160322 |
1595.0 |
1595.5 |
1584.5 |
1587.7 |
+3.6 |
118 |
429 |
-246 |
May16 |
160322 |
1585.5 |
1604.0 |
1579.0 |
1588.5 |
+3.8 |
46,014 |
122,456 |
-1,044 |
Jul16 |
160322 |
1589.0 |
1606.0 |
1584.0 |
1592.2 |
+4.0 |
1,714 |
21,029 |
-148 |
Sep16 |
160322 |
1609.5 |
1609.5 |
1590.0 |
1595.9 |
+4.1 |
751 |
10,691 |
+238 |
Dec16 |
160322 |
1595.5 |
1610.0 |
1595.5 |
1601.0 |
+4.2 |
539 |
15,594 |
+259 |
Mar17 |
160322 |
1619.5 |
1619.5 |
1606.3 |
1606.3 |
+4.3 |
28 |
774 |
+25 |
May17 |
160322 |
1610.0 |
1610.0 |
1610.0 |
1610.0 |
+4.3 |
0 |
27 |
+0 |
Total Volume and Open Interest |
49,377 |
176,529 |
-961 |
Platinum(NYMEX) |
Apr16 |
160322 |
984.4 |
999.9 |
976.6 |
996.8 |
+15.0 |
10,972 |
33,612 |
-2,451 |
Jul16 |
160322 |
984.6 |
1000.9 |
978.8 |
997.8 |
+15.1 |
3,122 |
26,962 |
+2,005 |
Oct16 |
160322 |
986.3 |
1001.8 |
986.3 |
999.5 |
+15.3 |
123 |
1,718 |
+116 |
Jan17 |
160322 |
998.3 |
1000.5 |
998.3 |
1000.5 |
+15.3 |
0 |
7 |
+0 |
Total Volume and Open Interest |
14,218 |
62,311 |
-330 |
Palladium(NYMEX) |
Mar16 |
160322 |
607.05 |
607.05 |
605.35 |
605.35 |
+2.85 |
0 |
27 |
+0 |
Jun16 |
160322 |
602.80 |
608.15 |
598.80 |
605.60 |
+2.65 |
2,785 |
21,581 |
-111 |
Sep16 |
160322 |
607.85 |
607.85 |
605.75 |
605.75 |
+2.80 |
5 |
549 |
+3 |
Total Volume and Open Interest |
2,810 |
22,270 |
-88 |
Copper(CMX) |
Mar16 |
160322 |
227.90 |
228.90 |
227.20 |
228.45 |
-0.50 |
272 |
904 |
-115 |
May16 |
160322 |
229.00 |
229.45 |
227.20 |
228.95 |
-0.30 |
61,571 |
96,854 |
-1,876 |
Jul16 |
160322 |
229.70 |
230.10 |
227.85 |
229.65 |
-0.30 |
3,506 |
33,953 |
+366 |
Sep16 |
160322 |
230.00 |
230.45 |
228.55 |
230.10 |
-0.30 |
1,813 |
21,114 |
+642 |
Dec16 |
160322 |
230.20 |
230.60 |
228.65 |
230.30 |
-0.30 |
839 |
14,048 |
+218 |
Total Volume and Open Interest |
68,647 |
176,855 |
-556 |
E-mini DJIA Index(CBOT) |
Jun16 |
160322 |
17532 |
17554 |
17431 |
17504 |
-24 |
128,256 |
82,887 |
+7,370 |
Sep16 |
160322 |
17390 |
17460 |
17369 |
17426 |
-24 |
115 |
198 |
+23 |
Dec16 |
160322 |
17366 |
17366 |
17366 |
17366 |
-24 |
0 |
2 |
+0 |
Mar17 |
160322 |
17306 |
17306 |
17306 |
17306 |
-24 |
|
|
|
Total Volume and Open Interest |
128,371 |
83,087 |
-15,825 |
S & P 500(CME) |
Jun16 |
160322 |
2043.00 |
2047.00 |
2028.40 |
2042.50 |
-0.20 |
7,138 |
58,713 |
+1,438 |
Sep16 |
160322 |
2034.50 |
2038.00 |
2022.70 |
2034.50 |
-0.20 |
2 |
272 |
+0 |
Dec16 |
160322 |
2027.70 |
2031.00 |
2015.70 |
2027.70 |
unch |
|
|
|
Mar17 |
160322 |
2023.10 |
2026.40 |
2011.10 |
2023.10 |
unch |
|
|
|
Total Volume and Open Interest |
7,140 |
58,985 |
+1,438 |
S & P 500 E-Mini(Globex) |
Jun16 |
160322 |
2043.25 |
2047.50 |
2028.75 |
2042.50 |
-0.25 |
1,775,664 |
2,810,412 |
+29,232 |
Sep16 |
160322 |
2035.25 |
2039.50 |
2020.75 |
2034.50 |
-0.25 |
1,125 |
7,427 |
-108 |
Dec16 |
160322 |
2025.75 |
2032.50 |
2014.00 |
2027.75 |
unch |
111 |
1,345 |
+46 |
Mar17 |
160322 |
2023.00 |
2023.00 |
2016.25 |
2023.00 |
unch |
0 |
52 |
+0 |
Total Volume and Open Interest |
1,776,900 |
2,819,236 |
-719,859 |
NASDAQ 100 E-Mini(Globex) |
Jun16 |
160322 |
4416.00 |
4440.50 |
4383.80 |
4434.50 |
+18.20 |
240,454 |
221,182 |
+474 |
Sep16 |
160322 |
4410.00 |
4433.00 |
4382.80 |
4429.00 |
+18.20 |
94 |
102 |
+10 |
Dec16 |
160322 |
4426.50 |
4426.50 |
4386.00 |
4426.50 |
+18.20 |
1 |
78 |
+1 |
Total Volume and Open Interest |
240,549 |
221,362 |
-71,729 |
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 |
160322 |
1426.10 |
1429.60 |
1414.40 |
1425.50 |
unch |
17,606 |
84,521 |
-1,704 |
Sep16 |
160322 |
1420.00 |
1421.20 |
1418.70 |
1421.20 |
unch |
1 |
6 |
+1 |
Total Volume and Open Interest |
17,607 |
84,538 |
-13,917 |
Volatility Index(CBOE) |
Mar16 |
160316 |
17.00 |
17.05 |
16.55 |
17.00 |
+0.10 |
52,731 |
64,159 |
-9,546 |
Apr16 |
160322 |
17.00 |
17.52 |
16.70 |
16.83 |
-0.15 |
80,394 |
190,338 |
+927 |
May16 |
160322 |
18.40 |
18.75 |
18.20 |
18.38 |
unch |
30,116 |
45,071 |
+7,180 |
Jun16 |
160322 |
19.15 |
19.47 |
19.07 |
19.18 |
unch |
10,084 |
23,132 |
+1,209 |
Total Volume and Open Interest |
131,273 |
312,559 |
+11,831 |
Russell 2000(ICE) |
Jun16 |
160322 |
1092.90 |
1096.10 |
1083.70 |
1091.90 |
-2.10 |
88,989 |
386,458 |
-4,514 |
Sep16 |
160322 |
1088.10 |
1088.10 |
1088.10 |
1088.10 |
-2.10 |
19 |
6 |
-2 |
Dec16 |
160322 |
1084.50 |
1084.50 |
1084.50 |
1084.50 |
-2.10 |
0 |
10 |
+0 |
Total Volume and Open Interest |
89,008 |
386,474 |
-53,474 |
Nikkei 225(CME) |
Jun16 |
160322 |
16855 |
17050 |
16730 |
16990 |
+175 |
16,685 |
29,707 |
+1,670 |
Sep16 |
160322 |
16995 |
17000 |
16890 |
17000 |
+175 |
0 |
1 |
+0 |
Total Volume and Open Interest |
16,685 |
29,713 |
+1,670 |
Nikkei 225(SGX) |
Jun16 |
160322 |
16555 |
16980 |
16530 |
16885 |
+340 |
126,530 |
174,111 |
-1,566 |
Sep16 |
160322 |
16890 |
16935 |
16725 |
16860 |
+340 |
108 |
568 |
-7 |
Dec16 |
160322 |
16720 |
16745 |
16720 |
16745 |
+340 |
0 |
3,800 |
+0 |
Total Volume and Open Interest |
126,640 |
188,020 |
-1,573 |
Nikkei 225(CME) Yen |
Mar16 |
160310 |
16800 |
17170 |
16465 |
16680 |
-115 |
65,182 |
66,351 |
-20,258 |
Jun16 |
160322 |
16760 |
16975 |
16670 |
16925 |
+170 |
54,821 |
61,938 |
+4,342 |
Sep16 |
160322 |
16890 |
16920 |
16650 |
16890 |
+170 |
|
|
|
Total Volume and Open Interest |
54,821 |
61,944 |
+4,342 |
Nikkei 225(CME) e-Mini Yen |
Mar16 |
160310 |
16870 |
16870 |
16680 |
16680 |
-120 |
5 |
70 |
+5 |
Jun16 |
160322 |
16860 |
16925 |
16860 |
16920 |
+170 |
0 |
6 |
+0 |
Sep16 |
160322 |
16890 |
16890 |
16890 |
16890 |
+170 |
|
|
|
Total Volume and Open Interest |
0 |
6 |
+0 |
CAC 40(EURONEXT) |
Apr16 |
160322 |
4426.5 |
4439.5 |
4351.0 |
4428.0 |
+4.5 |
91,652 |
240,184 |
+9,930 |
May16 |
160322 |
4290.5 |
4356.0 |
4290.0 |
4356.0 |
+4.5 |
6 |
8 |
+2 |
Jun16 |
160322 |
4300.5 |
4317.0 |
4238.0 |
4309.0 |
+4.5 |
474 |
8,781 |
+97 |
Total Volume and Open Interest |
118,108 |
248,977 |
-73,579 |
Hang Seng Index(HKFE) |
Mar16 |
160322 |
20687 |
20823 |
20581 |
20607 |
-68 |
122,123 |
99,347 |
-681 |
Apr16 |
160322 |
20692 |
20815 |
20573 |
20602 |
-64 |
3,152 |
6,331 |
-273 |
Total Volume and Open Interest |
126,173 |
111,752 |
-579 |
DAX(EUREX) |
Jun16 |
160322 |
9988.0 |
10037.5 |
9791.0 |
10006.0 |
+27.5 |
98,470 |
105,757 |
+2,745 |
Sep16 |
160322 |
9956.0 |
10018.0 |
9800.0 |
9998.0 |
+27.5 |
68 |
996 |
-2 |
Dec16 |
160322 |
9991.0 |
9991.0 |
9991.0 |
9991.0 |
+28.5 |
|
|
|
Total Volume and Open Interest |
111,894 |
106,753 |
|
Mini-DAX(EUREX) |
Mar16 |
160318 |
9872.0 |
9935.0 |
9819.0 |
9901.5 |
+29.5 |
16,755 |
7,843 |
-450 |
Jun16 |
160322 |
9983.0 |
10037.0 |
9792.0 |
10006.0 |
+27.0 |
19,484 |
4,936 |
+767 |
Sep16 |
160322 |
9809.0 |
10028.0 |
9798.0 |
9998.0 |
+27.0 |
6 |
57 |
+4 |
Total Volume and Open Interest |
20,370 |
4,993 |
-6,828 |
FT-SE 100(EURONEXT) |
Jun16 |
160322 |
6131.50 |
6137.50 |
6046.00 |
6129.50 |
+9.00 |
135,412 |
589,027 |
-329 |
Sep16 |
160322 |
6000.00 |
6079.00 |
6000.00 |
6079.00 |
+10.50 |
0 |
1,783 |
+0 |
Dec16 |
160322 |
6045.00 |
6045.00 |
6045.00 |
6045.00 |
+6.50 |
|
|
|
Total Volume and Open Interest |
135,412 |
590,810 |
-65,774 |
SPI 200(SFE) |
Jun16 |
160322 |
5165.0 |
5186.0 |
5138.0 |
5163.0 |
-4.0 |
35,273 |
234,997 |
-1,127 |
Sep16 |
160322 |
5118.0 |
5118.0 |
5118.0 |
5118.0 |
-4.0 |
63 |
912 |
+33 |
Dec16 |
160322 |
5104.0 |
5104.0 |
5104.0 |
5104.0 |
-4.0 |
0 |
1,981 |
+0 |
Total Volume and Open Interest |
35,348 |
238,786 |
-61,144 |
FTSE MIB(ISE) |
Jun16 |
160322 |
18110.00 |
18260.00 |
17815.00 |
18186.00 |
-35.00 |
30,501 |
55,755 |
+2,222 |
Sep16 |
160322 |
17995.00 |
18130.00 |
17915.00 |
18076.00 |
-55.00 |
6 |
25 |
+0 |
Dec16 |
160322 |
17951.00 |
17951.00 |
17951.00 |
17951.00 |
-58.00 |
|
|
|
Total Volume and Open Interest |
30,507 |
55,780 |
-18,322 |
KOSPI 200(KFE) |
Jun16 |
160322 |
244.95 |
246.40 |
244.80 |
246.40 |
+1.55 |
106,856 |
116,172 |
-2,427 |
Sep16 |
160322 |
245.65 |
247.10 |
245.65 |
247.05 |
+1.35 |
207 |
3,672 |
+11 |
Dec16 |
160322 |
248.15 |
248.15 |
248.15 |
248.15 |
+1.55 |
1 |
2,400 |
+0 |
Total Volume and Open Interest |
107,064 |
123,134 |
-2,416 |
GSCI(CME) |
Apr16 |
160322 |
335.00 |
338.15 |
334.00 |
337.75 |
+1.65 |
351 |
11,527 |
+2 |
May16 |
160322 |
341.55 |
341.55 |
339.50 |
341.55 |
+1.65 |
|
|
|
Jun16 |
160322 |
343.45 |
343.45 |
343.45 |
343.45 |
+1.65 |
|
|
|
Total Volume and Open Interest |
351 |
11,527 |
+2 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|