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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon March 28, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May16 160328 911.00 914.75 906.25 909.00 -1.50 119,595 349,137 -2,899
Jul16 160328 918.75 921.75 913.25 916.00 -1.75 41,216 178,865 +1,009
Aug16 160328 922.00 923.75 915.25 918.25 -1.75 4,374 21,816 -26
Sep16 160328 920.75 923.25 915.25 918.25 -1.25 786 10,541 -130
Nov16 160328 922.25 926.00 918.50 922.00 -0.75 17,230 160,755 +1,243
Jan17 160328 925.50 929.50 922.75 925.75 -0.75 564 4,679 -1
Mar17 160328 927.25 930.50 924.00 927.00 -0.50 1,228 10,382 +280
May17 160328 927.00 928.50 923.75 925.25 -1.00 2,145 4,742 +221
Jul17 160328 930.00 931.00 929.25 929.25 -0.75 589 3,707 +124
Aug17 160328 927.00 927.00 927.00 927.00 -0.75 0 49 +0
Sep17 160328 918.75 918.75 918.75 918.75 -1.25 0 35 +0
Nov17 160328 913.00 915.75 912.00 912.75 -1.00 289 4,827 +58
Jan18 160328 917.75 917.75 917.75 917.75 -0.75 0 16 +0
Mar18 160328 922.25 922.25 922.25 922.25 -1.00 0 18 +0
Total Volume and Open Interest 188,016 749,631 -121
Soybean Meal(CBOT)
May16 160328 275.20 276.20 271.90 272.10 -3.20 33,330 157,117 -2,409
Jul16 160328 278.00 278.60 274.30 274.50 -3.30 10,972 102,011 +860
Aug16 160328 278.80 279.60 275.40 275.60 -3.30 1,575 22,700 -22
Sep16 160328 280.20 280.70 276.60 276.80 -3.20 764 19,396 -26
Oct16 160328 280.50 281.30 277.50 277.60 -3.30 583 13,157 -71
Dec16 160328 282.70 283.20 279.30 279.70 -3.10 3,461 46,761 -369
Jan17 160328 283.80 283.80 280.30 280.60 -3.10 277 3,676 +82
Mar17 160328 283.70 284.00 280.60 280.70 -3.00 304 4,878 +71
May17 160328 280.90 280.90 279.80 279.80 -3.10 786 2,675 +206
Jul17 160328 281.50 281.50 280.90 280.90 -2.90 110 1,618 +22
Total Volume and Open Interest 52,255 375,681 -1,625
Soybean Oil(CBOT)
May16 160328 33.24 33.78 33.24 33.63 +0.45 48,099 207,718 -3,704
Jul16 160328 33.50 34.00 33.50 33.86 +0.45 20,476 109,077 -1,898
Aug16 160328 33.67 34.08 33.62 33.94 +0.43 3,313 24,683 +39
Sep16 160328 33.74 34.19 33.69 34.04 +0.43 1,632 16,139 +70
Oct16 160328 33.81 34.24 33.79 34.12 +0.43 523 9,575 -64
Dec16 160328 33.86 34.40 33.86 34.28 +0.43 4,142 47,720 +373
Jan17 160328 34.19 34.59 34.17 34.47 +0.44 286 4,397 +65
Mar17 160328 34.31 34.69 34.31 34.59 +0.44 339 5,176 -15
May17 160328 34.52 34.66 34.52 34.64 +0.46 714 3,102 +251
Jul17 160328 34.79 34.79 34.79 34.79 +0.45 98 3,676 +32
Total Volume and Open Interest 79,744 438,046 -4,813
Canola(WCE)
May16 160328 470.9 477.8 470.9 474.5 +3.6 11,967 107,544 -1,969
Jul16 160328 477.3 482.5 477.3 479.2 +3.3 6,459 39,221 +1,291
Nov16 160328 476.8 482.9 476.8 480.9 +4.2 3,878 23,074 -1,455
Jan17 160328 479.4 486.1 479.4 484.0 +4.4 71 1,246 +3
Mar17 160328 481.0 486.6 481.0 484.5 +3.3 50 322 +30
Total Volume and Open Interest 22,425 171,458 -2,100
Corn(CBOT)
May16 160328 369.50 372.00 367.75 370.50 +0.50 126,700 613,585 -3,296
Jul16 160328 374.00 376.50 372.00 374.75 +0.25 39,592 319,545 +3,520
Sep16 160328 379.25 381.00 376.50 379.50 +0.25 13,661 140,092 +1,088
Dec16 160328 386.75 389.00 384.50 387.50 +0.25 34,417 190,426 +2,691
Mar17 160328 395.00 397.25 393.25 395.75 +0.25 943 37,809 +80
May17 160328 398.25 401.25 398.00 400.00 unch 245 7,105 +27
Jul17 160328 402.50 404.50 401.25 403.00 -0.25 398 17,652 +49
Sep17 160328 395.75 395.75 394.75 395.25 -0.50 8 1,948 +2
Dec17 160328 394.00 395.25 392.75 394.50 +0.25 300 12,769 +57
Mar18 160328 404.00 404.00 403.75 403.75 +0.25 0 554 +0
Total Volume and Open Interest 216,264 1,343,088 +4,218
Wheat(CBOT)
May16 160328 465.75 477.25 463.50 471.00 +8.00 34,997 216,817 +67
Jul16 160328 472.75 484.50 471.50 478.00 +7.25 17,044 123,701 +3,227
Sep16 160328 482.75 493.75 482.00 488.00 +7.25 2,960 38,081 +387
Dec16 160328 497.25 508.00 496.25 502.00 +6.75 2,038 45,059 +685
Mar17 160328 510.75 520.25 509.50 515.50 +6.75 652 11,451 +345
May17 160328 517.75 525.00 517.75 523.75 +6.50 67 2,385 +2
Total Volume and Open Interest 57,769 438,957 +4,712
Wheat(KCBT)
May16 160328 471.75 485.00 471.00 477.00 +5.25 10,166 89,221 +1,073
Jul16 160328 482.50 496.00 482.00 488.00 +5.25 6,017 68,343 +1,580
Sep16 160328 496.75 509.75 496.75 501.75 +5.50 1,007 13,835 +0
Dec16 160328 517.00 528.25 517.00 521.25 +5.50 415 22,292 +35
Mar17 160328 529.75 540.00 529.75 533.50 +5.75 72 8,975 -6
May17 160328 537.25 542.75 537.25 541.00 +5.50 22 2,696 +10
Jul17 160328 549.00 552.00 546.00 546.00 +5.75 3 682 +1
Total Volume and Open Interest 17,702 206,239 +2,693
Wheat(MGE)
May16 160328 514.00 523.75 514.00 517.75 +3.75 3,296 26,803 +93
Jul16 160328 522.50 532.00 522.25 525.50 +3.00 1,109 19,418 +38
Sep16 160328 533.00 541.50 533.00 535.25 +2.75 428 8,862 +19
Dec16 160328 548.00 555.00 548.00 548.75 +2.75 174 7,333 +4
Mar17 160328 560.00 569.25 560.00 562.25 +2.25 129 3,640 -14
May17 160328 571.75 575.75 570.25 570.25 +1.75 95 1,191 +59
Total Volume and Open Interest 5,231 67,419 +199
Oats(CBOT)
May16 160328 187.00 192.00 187.00 190.00 +3.00 303 7,586 +25
Jul16 160328 199.25 202.50 198.00 200.25 +3.00 58 2,382 +0
Sep16 160328 204.75 206.50 204.75 206.50 +2.75 6 178 +6
Dec16 160328 210.50 216.00 210.50 213.25 +2.75 4 419 +0
Total Volume and Open Interest 371 10,566 +31
Rough Rice(CBOT)
May16 160328 10.27 10.28 10.16 10.19 -0.08 395 10,301 -32
Jul16 160328 10.53 10.53 10.46 10.47 -0.07 18 1,807 +4
Sep16 160328 10.71 10.71 10.64 10.64 -0.07 12 408 +11
Nov16 160328 10.78 10.78 10.77 10.77 -0.05 0 115 +0
Total Volume and Open Interest 425 12,631 -17
Live Cattle(CME)
Apr16 160328 135.950 136.485 134.750 135.100 -0.750 10,319 60,678 -2,513
Jun16 160328 125.300 125.900 124.950 125.535 +0.150 18,976 121,258 +271
Aug16 160328 120.800 121.635 120.330 121.350 +0.520 6,643 54,143 -242
Oct16 160328 120.230 120.950 119.800 120.730 +0.345 3,883 33,193 +499
Dec16 160328 120.000 120.330 119.430 120.150 +0.070 1,082 16,119 -83
Feb17 160328 119.000 119.350 118.500 119.180 unch 281 5,047 +38
Total Volume and Open Interest 41,382 294,488 -2,011
Feeder Cattle(CME)
Mar16 160324 160.985 161.200 160.800 160.985 -0.415 1,145 2,018 -424
Apr16 160328 156.235 156.650 155.050 155.580 -0.250 4,540 7,477 -678
May16 160328 155.300 155.830 154.235 154.850 -0.185 4,435 14,563 +122
Aug16 160328 154.935 155.685 153.950 154.735 -0.115 1,754 11,629 -63
Sep16 160328 154.080 154.400 152.685 153.450 -0.130 574 2,287 +191
Oct16 160328 151.750 152.350 150.785 151.485 -0.165 368 1,749 +52
Nov16 160328 148.150 148.200 146.700 147.380 +0.280 154 1,629 -5
Total Volume and Open Interest 12,272 41,350 -482
Lean Hogs(CME)
Apr16 160328 69.750 71.680 69.330 69.930 +0.295 8,534 30,759 -1,479
May16 160328 76.750 79.635 76.750 78.285 +1.635 67 1,992 +28
Jun16 160328 80.580 83.400 80.580 82.450 +1.600 10,096 91,583 +2,894
Jul16 160328 80.230 82.535 80.135 81.885 +1.750 2,055 20,952 +61
Aug16 160328 79.550 81.480 79.285 81.135 +1.905 2,553 33,574 -139
Oct16 160328 69.035 70.000 69.000 69.930 +1.000 3,045 30,238 +1,422
Dec16 160328 63.750 64.400 63.500 64.180 +0.850 790 17,634 +343
Feb17 160328 66.350 66.885 66.135 66.700 +0.700 344 5,741 +185
Total Volume and Open Interest 27,501 234,300 +3,316
Class III Milk(CME)
Mar16 160328 13.78 13.78 13.76 13.77 unch 121 3,752 -23
Apr16 160328 13.88 14.00 13.78 13.84 -0.02 124 4,868 -34
May16 160328 13.78 13.90 13.69 13.75 -0.03 223 4,440 +30
Jun16 160328 13.80 13.91 13.73 13.78 unch 37 3,970 -1
Jul16 160328 13.92 14.06 13.88 13.98 +0.03 53 3,096 -31
Aug16 160328 14.27 14.35 14.21 14.34 +0.02 8 2,594 -1
Sep16 160328 14.52 14.53 14.47 14.52 -0.05 8 2,527 -4
Oct16 160328 14.70 14.71 14.64 14.66 -0.03 20 2,051 +1
Nov16 160328 14.72 14.72 14.67 14.69 -0.04 1 1,933 +0
Dec16 160328 14.69 14.71 14.67 14.69 -0.04 19 1,835 +0
Jan17 160328 14.66 14.69 14.66 14.66 unch 31 405 +14
Feb17 160328 14.69 14.72 14.69 14.69 +0.04 7 311 +5
Mar17 160328 14.77 14.77 14.75 14.75 -0.02 5 300 +1
Total Volume and Open Interest 692 33,011 -30
Cocoa(ICE)
May16 160328 2946 3001 2946 2970 +8 22,816 75,204 -2,363
Jul16 160328 2972 3011 2964 2980 +8 11,852 62,148 +264
Sep16 160328 2965 2996 2955 2967 +8 4,825 44,757 +674
Dec16 160328 2934 2968 2926 2942 +11 1,632 21,489 +296
Mar17 160328 2909 2944 2902 2920 +14 696 26,555 -125
May17 160328 2894 2928 2894 2913 +15 110 4,545 +10
Jul17 160328 2922 2922 2906 2906 +16 8 1,289 -2
Total Volume and Open Interest 41,946 241,515 -1,246
Coffee "C"(ICE)
May16 160328 127.45 129.55 126.50 128.55 +1.00 19,197 80,652 -515
Jul16 160328 129.40 131.40 128.35 130.55 +1.05 6,550 43,193 +1
Sep16 160328 131.20 133.05 130.10 132.30 +1.05 3,687 27,970 -47
Dec16 160328 133.05 134.85 131.95 134.00 +0.95 1,427 28,017 +136
Mar17 160328 133.80 136.35 133.80 135.70 +0.90 365 7,219 +36
May17 160328 137.60 137.60 136.60 137.10 +1.00 146 2,996 +0
Total Volume and Open Interest 31,656 195,863 -282
Orange Juice(ICE)
May16 160328 135.80 136.05 132.60 135.10 -0.80 1,262 8,890 -70
Jul16 160328 134.50 135.80 133.05 134.90 -0.80 229 2,617 +184
Sep16 160328 135.05 135.05 135.05 135.05 -0.75 87 1,003 +24
Nov16 160328 135.15 135.15 135.15 135.15 -0.50 3 363 -1
Jan17 160328 135.50 135.50 135.50 135.50 -0.55 0 77 +0
Mar17 160328 136.40 136.40 136.40 136.40 -0.55 0 1 +0
Total Volume and Open Interest 1,581 12,951 +137
Sugar #11(ICE)
May16 160328 15.85 16.25 15.60 15.94 +0.07 63,084 325,815 +7,514
Jul16 160328 15.80 16.28 15.61 16.03 +0.15 35,606 236,126 +1,204
Oct16 160328 15.98 16.40 15.76 16.18 +0.16 19,584 129,498 +199
Mar17 160328 16.37 16.82 16.19 16.62 +0.16 11,309 85,090 +3,139
May17 160328 15.95 16.45 15.92 16.27 +0.12 4,229 14,203 +561
Jul17 160328 15.61 16.08 15.60 15.91 +0.09 2,990 22,541 +638
Oct17 160328 15.47 15.90 15.47 15.68 +0.03 1,331 17,010 +361
Mar18 160328 15.88 16.01 15.76 15.76 -0.05 253 6,337 +85
Total Volume and Open Interest 139,065 841,947 +14,057
London Cocoa(LCE)
May16 160324 2211 2217 2175 2202 -9 10,920 79,762 +158
Jul16 160324 2205 2214 2171 2197 -9 9,664 58,939 -562
Sep16 160324 2183 2186 2146 2171 -9 4,407 53,420 +78
Dec16 160324 2143 2146 2108 2131 -9 1,654 42,350 +80
Mar17 160324 2115 2116 2080 2102 -9 1,198 35,078 +410
May17 160324 2112 2112 2090 2097 -11 91 4,285 +43
Jul17 160324 2091 2091 2091 2091 -12 8 699 +1
Total Volume and Open Interest 27,945 274,954 +208
London Sugar(LCE)
May16 160324 464.60 467.40 452.40 454.40 -12.20 5,949 39,184 -1,161
Aug16 160324 457.50 459.80 445.50 447.60 -12.00 3,384 27,694 +1,146
Oct16 160324 453.00 455.00 440.90 443.00 -12.00 1,409 13,392 +631
Dec16 160324 453.30 454.70 442.60 443.00 -12.00 268 6,392 +129
Mar17 160324 453.90 453.90 443.20 444.00 -11.30 219 5,145 +128
Total Volume and Open Interest 11,339 94,398 +855
Cotton(ICE)
May16 160328 57.64 57.99 57.20 57.80 +0.08 9,701 111,746 -271
Jul16 160328 57.49 57.83 57.08 57.71 +0.13 6,071 48,224 +641
Oct16 160328 57.66 57.66 57.66 57.66 +0.15 1 4 +0
Dec16 160328 57.26 57.50 56.86 57.47 +0.12 3,057 41,635 +772
Mar17 160328 57.99 58.22 57.59 58.18 +0.12 65 6,530 +38
May17 160328 58.71 58.94 58.71 58.88 +0.13 15 1,936 +5
Total Volume and Open Interest 18,921 212,921 +1,189
Lumber(CME)
May16 160328 297.1 309.0 296.8 309.0 +10.0 315 3,728 +67
Jul16 160328 295.8 307.1 295.8 307.1 +10.0 74 744 +10
Sep16 160328 297.8 307.2 297.8 307.2 +10.0 6 104 +2
Nov16 160328 299.5 308.0 299.5 306.8 +7.6 1 24 +0
Total Volume and Open Interest 396 4,625 +79
Crude Oil(NYM)
May16 160328 39.55 40.14 38.86 39.39 -0.07 492,003 542,210 -2,669
Jun16 160328 40.65 41.28 39.98 40.53 -0.10 144,395 229,252 -70
Jul16 160328 41.45 42.03 40.75 41.29 -0.12 49,597 101,203 -1,373
Aug16 160328 42.07 42.49 41.30 41.82 -0.16 21,245 76,017 +613
Sep16 160328 42.64 43.02 41.75 42.26 -0.18 25,296 105,598 +957
Oct16 160328 42.90 43.31 42.11 42.62 -0.19 12,878 51,946 +2,094
Nov16 160328 43.24 43.54 42.47 42.94 -0.20 9,345 37,461 -203
Dec16 160328 43.32 43.94 42.73 43.20 -0.21 60,334 191,010 +3,693
Jan17 160328 43.65 44.00 43.05 43.42 -0.22 3,393 29,653 +250
Feb17 160328 44.13 44.13 43.22 43.64 -0.23 1,564 18,173 +436
Mar17 160328 44.34 44.34 43.46 43.88 -0.24 3,326 38,800 +330
Apr17 160328 44.46 44.46 43.95 44.09 -0.25 486 9,937 -46
May17 160328 44.29 44.29 44.29 44.29 -0.27 327 9,421 +16
Jun17 160328 44.80 45.15 44.18 44.49 -0.29 7,051 42,947 +366
Jul17 160328 44.92 44.92 44.66 44.66 -0.30 136 9,309 +20
Aug17 160328 44.83 44.83 44.83 44.83 -0.30 110 6,108 +11
Total Volume and Open Interest 856,553 1,712,064 +7,373
e-miNY Crude Oil(NYM)
May16 160328 39.550 40.150 38.875 39.400 -0.050 9,931 1,805 -190
Jun16 160328 40.625 41.250 40.000 40.525 -0.100 183 431 +16
Jul16 160328 41.875 42.000 40.750 41.300 -0.100 39 213 -3
Aug16 160328 41.825 41.825 41.825 41.825 -0.150 6 52 +2
Sep16 160328 42.250 42.250 42.250 42.250 -0.200 0 76 +0
Oct16 160328 42.625 42.625 42.625 42.625 -0.175 1 42 +0
Nov16 160328 42.950 42.950 42.950 42.950 -0.200 0 10 +0
Dec16 160328 43.550 43.550 43.200 43.200 -0.200 3 234 +1
Jan17 160328 43.425 43.425 43.425 43.425 -0.225 0 8 +0
Feb17 160328 43.650 43.650 43.650 43.650 -0.225 0 3 +0
Total Volume and Open Interest 10,166 3,290 -173
NY Harbor ULSD(NYM)
Apr16 160328 119.55 121.25 116.88 118.01 -1.78 27,737 36,785 -5,099
May16 160328 120.65 122.39 117.98 119.24 -1.76 51,554 97,411 +2,206
Jun16 160328 121.34 123.90 119.69 120.99 -1.64 28,528 50,378 -138
Jul16 160328 124.93 125.87 121.74 123.08 -1.54 14,314 35,117 -81
Aug16 160328 126.89 127.73 123.94 125.14 -1.47 7,421 22,190 +322
Sep16 160328 127.97 127.97 126.13 127.34 -1.43 4,932 19,945 +349
Oct16 160328 129.96 129.96 128.75 129.45 -1.35 2,297 11,069 -158
Nov16 160328 132.67 132.80 130.18 131.44 -1.24 1,876 8,335 +191
Dec16 160328 134.82 135.34 131.92 133.22 -1.16 10,165 44,533 +324
Jan17 160328 136.14 136.14 134.11 134.83 -1.15 1,383 16,460 +72
Feb17 160328 135.84 136.02 135.84 136.02 -1.14 441 3,437 +111
Mar17 160328 136.57 136.66 136.57 136.66 -1.14 402 6,146 +93
Apr17 160328 136.40 136.62 136.40 136.62 -1.14 185 2,045 +35
May17 160328 136.60 136.92 136.60 136.92 -1.15 127 1,269 +3
Total Volume and Open Interest 152,241 377,314 -1,332
RBOB Gasoline(NYM)
Apr16 160328 147.20 148.58 145.41 146.80 +0.21 36,542 39,552 -6,238
May16 160328 149.66 151.34 148.27 149.56 +0.10 78,639 123,047 +2,700
Jun16 160328 151.56 152.30 149.28 150.60 +0.14 49,532 53,140 -3,123
Jul16 160328 151.33 151.48 148.62 149.99 +0.15 24,919 36,134 +570
Aug16 160328 149.00 149.30 146.77 147.88 +0.16 16,963 33,073 -769
Sep16 160328 145.16 146.03 143.09 144.51 +0.12 13,360 40,718 +1,106
Oct16 160328 130.77 131.33 128.77 129.76 -0.04 6,292 19,530 -251
Nov16 160328 126.13 126.48 124.43 125.83 -0.12 3,680 11,478 +109
Dec16 160328 124.65 125.16 122.13 123.59 -0.20 7,041 32,857 +19
Jan17 160328 123.71 123.71 122.42 123.53 -0.26 883 5,414 -75
Total Volume and Open Interest 240,563 424,903 -5,906
e-miNY RBOB Gasoline(NYM)
Apr16 160328 146.60 146.80 146.60 146.80 +0.20 0 1 +0
May16 160328 149.60 149.60 149.56 149.60 +0.10      
Jun16 160328 150.60 150.60 150.60 150.60 +0.10      
Jul16 160328 150.00 150.00 149.99 150.00 +0.20      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Apr16 160328 1.785 1.852 1.766 1.848 +0.042 121,750 31,492 -21,873
May16 160328 1.863 1.942 1.837 1.936 +0.054 102,488 345,105 +12,215
Jun16 160328 1.981 2.053 1.948 2.048 +0.059 28,480 82,678 -648
Jul16 160328 2.085 2.162 2.059 2.159 +0.060 22,722 103,068 +3,936
Aug16 160328 2.140 2.221 2.122 2.219 +0.061 11,936 44,902 +823
Sep16 160328 2.167 2.249 2.150 2.246 +0.059 12,491 87,523 +363
Oct16 160328 2.225 2.302 2.206 2.300 +0.057 22,102 79,279 +550
Nov16 160328 2.416 2.491 2.403 2.487 +0.044 7,179 30,391 +1,161
Dec16 160328 2.704 2.776 2.701 2.774 +0.043 4,607 34,410 +48
Jan17 160328 2.846 2.911 2.841 2.909 +0.037 13,856 65,748 +520
Feb17 160328 2.837 2.902 2.837 2.900 +0.037 1,889 13,664 +151
Mar17 160328 2.796 2.861 2.792 2.858 +0.036 5,980 44,865 +1,675
Apr17 160328 2.604 2.658 2.597 2.654 +0.027 4,032 41,990 +1,187
May17 160328 2.615 2.660 2.615 2.659 +0.026 277 8,813 +4
Jun17 160328 2.698 2.705 2.698 2.703 +0.025 155 4,470 +40
Jul17 160328 2.730 2.750 2.730 2.747 +0.025 611 3,790 +35
Total Volume and Open Interest 361,072 1,068,708 +346
Brent Crude Oil(ICE)
May16 160328 40.58 41.00 39.64 40.27 -0.17 240,906 156,014 -21,965
Jun16 160328 41.16 41.62 40.23 40.87 -0.16 207,791 466,669 +15,546
Jul16 160328 41.65 42.02 40.67 41.28 -0.16 69,795 288,040 +5,163
Aug16 160328 41.98 42.42 41.11 41.69 -0.16 43,600 122,516 -4,685
Sep16 160328 42.42 42.84 41.62 42.18 -0.15 44,703 165,440 -1,207
Oct16 160328 42.87 43.34 42.11 42.66 -0.16 15,273 80,494 +1,277
Nov16 160328 43.34 43.76 42.57 43.08 -0.19 13,367 63,516 +2,130
Dec16 160328 43.73 44.15 42.94 43.48 -0.21 72,633 295,688 +2,280
Jan17 160328 44.18 44.39 43.35 43.85 -0.23 5,733 58,596 -311
Feb17 160328 44.19 44.19 44.19 44.19 -0.24 1,981 42,365 -161
Mar17 160328 44.55 44.65 44.24 44.53 -0.25 2,051 31,084 +107
Apr17 160328 44.87 44.87 44.87 44.87 -0.26 1,094 16,519 +50
May17 160328 45.16 45.16 45.16 45.16 -0.27 438 17,215 +100
Jun17 160328 45.72 46.01 45.02 45.43 -0.27 16,759 65,881 +770
Total Volume and Open Interest 767,336 2,197,103 -955
Gas Oil(ICE)
Apr16 160328 360.00 363.00 350.00 352.00 -8.75 52,383 92,340 -1,235
May16 160328 364.00 366.75 354.00 356.25 -8.00 68,111 143,952 +4,763
Jun16 160328 369.00 371.50 359.25 361.50 -7.50 45,180 102,939 +388
Jul16 160328 373.75 376.50 364.75 366.75 -7.25 11,307 47,848 +1,462
Aug16 160328 379.25 382.00 370.50 372.50 -6.75 9,092 27,319 -1,569
Sep16 160328 385.50 387.75 376.25 378.50 -6.50 12,104 34,330 +1,717
Oct16 160328 391.25 392.50 382.25 384.50 -6.00 4,776 23,169 +315
Nov16 160328 396.25 396.75 386.75 389.00 -5.50 3,955 18,713 +155
Dec16 160328 398.75 400.50 390.25 392.75 -5.25 18,815 86,681 +272
Jan17 160328 402.50 402.50 397.25 397.25 -5.00 1,321 18,341 +391
Total Volume and Open Interest 232,455 747,691 +7,683
Ethanol(CBOT)
Apr16 160328 1.425 1.434 1.421 1.433 +0.008 471 592 -134
May16 160328 1.449 1.457 1.445 1.457 +0.007 404 1,774 +33
Jun16 160328 1.456 1.463 1.456 1.463 +0.005 31 284 +0
Jul16 160328 1.461 1.461 1.461 1.461 +0.005 53 632 +34
Aug16 160328 1.455 1.455 1.455 1.455 +0.005 26 137 +14
Sep16 160328 1.446 1.446 1.446 1.446 +0.005 1 331 +0
Oct16 160328 1.429 1.429 1.429 1.429 +0.005 1 138 +0
Nov16 160328 1.418 1.418 1.418 1.418 +0.002 0 68 +0
Total Volume and Open Interest 992 4,303 -49
WTI Crude Oil(ICE)
May16 160328 39.60 40.14 38.86 39.39 -0.07 43,231 100,689 -843
Jun16 160328 40.72 41.27 39.99 40.53 -0.10 43,220 95,842 +2,523
Jul16 160328 41.68 41.98 40.77 41.29 -0.12 21,487 26,225 +603
Aug16 160328 42.12 42.52 41.33 41.82 -0.16 8,422 13,123 +245
Sep16 160328 42.56 42.92 41.79 42.26 -0.18 10,074 24,930 +186
Oct16 160328 42.90 42.90 42.31 42.62 -0.19 3,999 5,265 -216
Nov16 160328 42.78 42.95 42.78 42.94 -0.20 2,612 10,755 +475
Dec16 160328 43.50 43.92 42.93 43.20 -0.21 15,362 70,428 +2,208
Jan17 160328 43.55 43.55 43.42 43.42 -0.22 460 4,925 +28
Feb17 160328 43.64 43.64 43.64 43.64 -0.23 127 3,794 -3
Mar17 160328 43.88 43.88 43.88 43.88 -0.24 167 4,277 -21
Apr17 160328 44.09 44.09 44.09 44.09 -0.25 9 2,143 +0
May17 160328 44.29 44.29 44.29 44.29 -0.27 25 1,223 -6
Jun17 160328 44.58 44.58 44.46 44.49 -0.29 1,008 20,944 +389
Jul17 160328 44.66 44.66 44.66 44.66 -0.30 3 1,246 +0
Aug17 160328 44.83 44.83 44.83 44.83 -0.30 16 371 -4
Total Volume and Open Interest 153,381 449,647 +5,861
US Dollar Index(ICE)
Jun16 160328 96.270 96.420 95.840 95.940 -0.232 14,472 50,866 -391
Sep16 160328 96.445 96.445 95.955 96.010 -0.215 109 1,210 +35
Dec16 160328 96.400 96.400 96.005 96.065 -0.220 1 161 +0
Total Volume and Open Interest 14,582 52,258 -356
Australian Dollar(CME)
Jun16 160328 74.89 75.32 74.66 75.16 +0.22 91,569 110,663 -872
Sep16 160328 74.80 74.99 74.38 74.85 +0.22 56 126 +21
Dec16 160328 74.70 74.70 74.57 74.57 +0.21 0 30 +0
Total Volume and Open Interest 91,625 110,826 -851
British Pound(CME)
Jun16 160328 141.40 142.87 141.24 142.54 +1.00 81,461 249,142 +3,841
Sep16 160328 141.40 142.96 141.35 142.64 +1.00 11 767 -1
Dec16 160328 143.00 143.00 141.54 142.78 +0.99 200 325 +200
Total Volume and Open Interest 81,672 250,262 +4,040
Canadian Dollar(CME)
Jun16 160328 75.35 75.95 75.28 75.87 +0.42 67,848 95,576 -757
Sep16 160328 75.42 75.96 75.33 75.89 +0.42 47 1,434 +9
Dec16 160328 75.80 76.01 75.39 75.94 +0.42 56 1,179 +9
Mar17 160328 75.98 76.03 75.45 75.98 +0.41 2 57 +0
Total Volume and Open Interest 67,953 98,258 -739
Japanese Yen(CME)
Jun16 160328 88.50 88.57 88.15 88.49 -0.47 90,702 146,021 -29
Sep16 160328 88.88 88.88 88.48 88.78 -0.48 18 275 -1
Dec16 160328 89.12 89.12 88.86 89.12 -0.49 0 62 +0
Total Volume and Open Interest 90,725 146,396 -25
Swiss Franc(CME)
Jun16 160328 102.67 103.19 102.32 103.04 +0.19 12,593 37,100 -488
Sep16 160328 103.11 103.66 103.03 103.54 +0.19 17 47 +15
Dec16 160328 104.06 104.12 103.70 104.06 +0.18 0 21 +0
Total Volume and Open Interest 12,610 37,183 -473
EuroFX(CME)
Jun16 160328 111.86 112.46 111.79 112.28 +0.31 133,451 320,078 -988
Sep16 160328 112.21 112.84 112.18 112.66 +0.30 215 2,014 -13
Dec16 160328 112.74 113.22 112.61 113.07 +0.30 17 953 +6
Total Volume and Open Interest 133,689 323,318 -992
Mexican Peso(CME)
Apr16 160328 573.00 573.00 573.00 573.00 +7.25      
May16 160328 571.63 571.63 571.63 571.63 +7.25      
Total Volume and Open Interest 40,496 105,684 +289
Brazilian Real(CME)
Apr16 160328 273.00 275.90 272.05 275.25 +4.90 1,955 24,480 -160
May16 160328 273.00 273.60 272.15 273.40 +5.00 127 138 +125
Jun16 160328 266.90 271.70 266.90 271.25 +4.90 134 5,019 +91
Jul16 160328 269.15 269.15 269.15 269.15 +5.15 0 15 +0
Total Volume and Open Interest 2,217 29,673 +57
30-Year T-Bonds(CBOT)
Jun16 160328 162~290 163~230 162~170 163~170 +0~160 208,911 501,174 +9,294
Sep16 160328 162~120 162~120 162~120 162~120 +0~160 6 29 +5
Dec16 160328 162~120 162~120 162~120 162~120 +0~160      
Total Volume and Open Interest 208,917 501,203 +9,299
10-Year T-Notes(CBOT)
Jun16 160328 129~050 129~150 128~310 129~130 +0~060 886,490 2,628,750 +9,884
Sep16 160328 128~310 129~065 128~245 129~065 +0~070 5 103 +1
Dec16 160328 129~065 129~065 129~065 129~065 +0~070      
Total Volume and Open Interest 886,495 2,628,853 +9,885
5-Year T-Notes(CBOT)
Mar16 160328 120~182 120~214 120~182 120~206 +0~036 1,954 49,089 +425
Jun16 160328 120~072 120~122 120~032 120~114 +0~034 468,225 2,351,152 +19,709
Sep16 160328 119~292 119~292 119~292 119~292 +0~042      
Total Volume and Open Interest 470,179 2,400,241 +20,134
2 Year T-Notes(CBOT)
Mar16 160328 109~056 109~060 109~056 109~060 +0~002 150 13,411 -122
Jun16 160328 109~020 109~030 109~006 109~024 +0~004 151,349 910,949 -621
Sep16 160328 108~264 108~264 108~264 108~264 +0~004      
Total Volume and Open Interest 151,499 924,360 -743
Eurodollars(CME)
Jun16 160328 99.240 99.255 99.240 99.255 +0.015 262,897 1,205,429 +19,103
Sep16 160328 99.135 99.150 99.125 99.150 +0.015 281,743 1,061,350 -9,259
Dec16 160328 99.045 99.065 99.025 99.060 +0.020 269,642 1,187,015 +496
Mar17 160328 98.985 99.000 98.960 98.995 +0.020 179,162 821,506 -3,048
Jun17 160328 98.915 98.935 98.890 98.930 +0.020 176,280 776,032 +6,176
Sep17 160328 98.845 98.875 98.825 98.865 +0.020 102,679 639,072 -3,069
Dec17 160328 98.775 98.800 98.745 98.790 +0.020 153,331 855,900 +17,433
Mar18 160328 98.715 98.735 98.690 98.730 +0.020 92,219 441,678 +3,753
Jun18 160328 98.645 98.665 98.620 98.660 +0.020 82,320 409,890 +153
Sep18 160328 98.570 98.600 98.550 98.595 +0.025 57,753 341,156 -1,817
Dec18 160328 98.495 98.530 98.470 98.520 +0.020 67,223 452,390 +1,754
Mar19 160328 98.445 98.475 98.420 98.465 +0.020 58,039 256,254 +973
Jun19 160328 98.375 98.420 98.365 98.410 +0.025 35,310 248,291 +3,391
Sep19 160328 98.320 98.360 98.305 98.350 +0.020 24,265 165,792 +100
Dec19 160328 98.260 98.295 98.240 98.285 +0.020 26,039 149,184 -514
Mar20 160328 98.195 98.245 98.185 98.230 +0.020 16,980 85,809 +830
Jun20 160328 98.135 98.190 98.125 98.175 +0.020 16,353 54,491 +1,488
Sep20 160328 98.070 98.130 98.070 98.120 +0.020 11,978 54,360 +963
Total Volume and Open Interest 1,965,744 9,581,356 +47,312
Ultra T-Bond(CBOT)
Mar16 160321 168~04 168~04 168~04 168~04 -1~06 169 1,408 -7,272
Jun16 160328 171~06 172~08 170~23 171~29 +0~19 68,581 621,559 +5,342
Sep16 160328 173~29 173~29 173~29 173~29 +0~19      
Total Volume and Open Interest 68,581 621,559 +5,342
Ultra 10-Yr T-Note(CBOT)
Mar16 160321 140~020 140~020 140~020 140~020 -0~165 2 424 -6,078
Jun16 160328 139~080 139~240 139~020 139~210 +0~100 39,749 94,722 -237
Sep16 160328 138~240 138~240 138~240 138~240 +0~110      
Total Volume and Open Interest 39,749 94,722 -237
30 Day Federal Funds(CBOT)
Mar16 160328 99.637 99.637 99.635 99.637 unch 1,850 79,073 +679
Apr16 160328 99.630 99.635 99.630 99.635 unch 3,484 129,100 -538
May16 160328 99.605 99.610 99.605 99.610 unch 31,357 188,512 +5,872
Jun16 160328 99.560 99.570 99.560 99.565 unch 8,623 56,588 -355
Jul16 160328 99.515 99.535 99.515 99.525 unch 24,685 82,961 +7,677
Aug16 160328 99.470 99.485 99.470 99.480 unch 10,452 60,417 +4,734
Total Volume and Open Interest 98,324 799,042 +19,944
3-Mth Euro-Yen(CME)
Jun16 160328 99.990 99.990 99.990 99.990 unch      
Sep16 160328 99.990 99.990 99.990 99.990 unch      
Dec16 160328 99.990 99.990 99.990 99.990 unch      
Mar17 160328 99.990 99.990 99.990 99.990 unch      
Jun17 160328 99.990 99.990 99.990 99.990 unch      
Sep17 160328 99.990 99.990 99.990 99.990 unch      
Dec17 160328 99.990 99.990 99.990 99.990 unch      
Mar18 160328 99.935 99.935 99.935 99.935 unch      
Jun18 160328 99.795 99.795 99.795 99.795 unch      
Sep18 160328 99.655 99.655 99.655 99.655 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun16 160328 99.99 99.99 99.99 99.99 unch      
Sep16 160328 99.99 99.99 99.99 99.99 unch      
Dec16 160328 99.99 99.99 99.99 99.99 unch 0 4 +0
Mar17 160328 99.99 99.99 99.99 99.99 unch      
Jun17 160328 99.99 99.99 99.99 99.99 unch      
Sep17 160328 99.99 99.99 99.99 99.99 unch      
Dec17 160328 99.99 99.99 99.99 99.99 unch      
Mar18 160328 99.93 99.93 99.93 99.93 unch      
Total Volume and Open Interest 0 4 +0
Japanese Gov't Bonds(SGX)
Jun16 160328 151.84 151.97 151.76 151.85 -0.05 1,148 15,169 -28
Sep16 160328 151.29 151.29 151.29 151.29 -0.05      
Dec16 160328 151.29 151.29 151.29 151.29 -0.05      
Total Volume and Open Interest 1,148 15,169 -28
Euro-Buxl(EUREX)
Jun16 160324 166.96 168.20 166.80 167.52 +1.08 25,543 115,312 +1,193
Sep16 160324 176.64 176.64 176.18 176.18 +1.24 0 12 +0
Dec16 160324 176.18 176.18 176.18 176.18 +1.24      
Total Volume and Open Interest 25,543 115,324 +1,193
Euro-Bund(EUREX)
Jun16 160324 162.95 163.33 162.82 163.01 +0.28 594,136 1,195,598 -9,202
Sep16 160324 162.20 162.28 161.95 162.03 +0.30 98 478 +0
Dec16 160324 160.51 160.51 160.51 160.51 +0.28      
Total Volume and Open Interest 594,234 1,196,076 -9,202
Euro-Bobl(EUREX)
Jun16 160324 130.99 131.08 130.89 130.95 unch 382,743 1,002,099 -2,744
Sep16 160324 131.77 131.77 131.77 131.77 -0.08 0 12 +0
Dec16 160324 131.45 131.45 131.45 131.45 +0.20      
Total Volume and Open Interest 382,743 1,002,111 -2,744
Euro-Schatz(EUREX)
Jun16 160324 111.79 111.80 111.76 111.78 -0.00 141,178 1,032,453 +4,815
Sep16 160324 111.75 111.75 111.75 111.75 -0.00 0 2 +0
Dec16 160324 111.75 111.75 111.75 111.75 -0.00      
Total Volume and Open Interest 141,178 1,032,455 +4,815
3-Mth Euribor(EUREX)
Mar16 160314 100.225 100.225 100.225 100.225 unch 278 5,335 +109
Jun16 160324 100.250 100.255 100.250 100.255 unch 4 11,620 -3
Sep16 160324 100.280 100.280 100.280 100.280 unch 10 5,981 +0
Total Volume and Open Interest 239 71,671 +44
Long Gilt(LIFFE)
Mar16 160324 121~19 121~19 121~18 121~18 -0~02 662 2,417 +138
Jun16 160324 120~29 121~06 120~17 120~23 -0~03 140,782 457,842 +2,236
Total Volume and Open Interest 141,444 460,259 +2,374
3-Mth Short Sterling(LIFFE)
Jun16 160324 99.40 99.41 99.40 99.40 unch 18,808 442,033 +1,203
Sep16 160324 99.38 99.40 99.37 99.38 -0.01 39,049 376,405 +5,312
Dec16 160324 99.36 99.37 99.34 99.35 -0.02 49,967 406,915 +370
Mar17 160324 99.34 99.35 99.31 99.31 -0.03 31,691 322,615 +105
Jun17 160324 99.30 99.32 99.26 99.27 -0.02 39,538 290,837 -2,846
Sep17 160324 99.25 99.28 99.21 99.22 -0.02 46,407 251,737 -3,702
Total Volume and Open Interest 367,941 3,100,861 +11,923
3-Mth Euribor(LIFFE)
Jun16 160328 100.250 100.250 100.250 100.250 unch 24,128 486,375 +5,705
Sep16 160328 100.275 100.275 100.275 100.275 unch 15,927 478,597 -5,108
Dec16 160328 100.290 100.290 100.290 100.290 unch 25,130 452,655 +1,895
Total Volume and Open Interest 216,380 3,418,347 +22,833
3-Mth Aus T-Bills(SFE)
Jun16 160324 97.75 97.76 97.74 97.76 +0.01 15,769 234,075 +531
Sep16 160324 97.81 97.83 97.81 97.83 +0.01 15,477 220,360 -6,028
Dec16 160324 97.85 97.88 97.84 97.87 +0.02 12,042 158,961 +4,224
Mar17 160324 97.88 97.91 97.87 97.90 +0.02 6,051 126,135 -1,149
Jun17 160324 97.87 97.91 97.86 97.90 +0.02 3,482 62,980 +30
Sep17 160324 97.86 97.89 97.84 97.88 +0.02 4,820 56,717 +492
Dec17 160324 97.82 97.86 97.81 97.86 +0.03 2,984 33,176 +637
Mar18 160324 97.78 97.81 97.77 97.81 +0.03 1,670 17,597 +186
Jun18 160324 97.75 97.77 97.75 97.77 +0.03 126 10,680 +40
Sep18 160324 97.71 97.71 97.70 97.71 +0.04 75 1,156 -35
Total Volume and Open Interest 62,696 924,414 -972
10-Year Aus T-Bonds(SFE)
Jun16 160324 97.35 97.43 97.34 97.42 +0.07 73,172 748,030 +2,752
Sep16 160324 97.42 97.42 97.42 97.42 +0.07      
Total Volume and Open Interest 73,172 748,030 +2,752
3-Year Aus T-Bonds(SFE)
Jun16 160324 97.98 98.03 97.96 98.03 +0.05 94,263 714,845 -16,823
Sep16 160324 98.03 98.03 98.03 98.03 +0.05      
Total Volume and Open Interest 94,263 714,845 -16,823
Gold(CMX)
Apr16 160328 1216.0 1223.2 1206.0 1220.1 -1.5 266,165 152,305 -31,372
Jun16 160328 1217.8 1225.1 1207.7 1222.0 -1.5 77,711 243,542 +16,622
Aug16 160328 1219.2 1225.7 1212.7 1223.4 -1.5 6,672 32,065 +964
Oct16 160328 1218.8 1227.4 1217.0 1224.7 -1.5 1,436 19,222 -177
Dec16 160328 1221.0 1228.8 1213.1 1226.1 -1.5 2,340 21,449 +177
Feb17 160328 1226.9 1227.4 1226.9 1227.4 -1.5 239 4,252 +56
Apr17 160328 1228.7 1229.1 1225.5 1228.8 -1.5 106 2,892 +50
Jun17 160328 1229.8 1230.2 1229.8 1230.2 -1.5 126 5,697 +87
Aug17 160328 1231.5 1231.5 1231.5 1231.5 -1.5 3 104 -2
Oct17 160328 1232.9 1232.9 1232.9 1232.9 -1.5 7 950 -7
Dec17 160328 1234.0 1234.3 1234.0 1234.3 -1.5 8 5,682 +6
Total Volume and Open Interest 357,011 497,216 -13,363
Silver(CMX)
Mar16 160328 1518.0 1532.5 1518.0 1519.4 +0.3 215 187 -102
May16 160328 1519.0 1537.5 1514.0 1519.0 -0.9 76,678 116,036 -5,062
Jul16 160328 1520.0 1540.0 1520.0 1522.8 -0.8 4,263 22,314 +942
Sep16 160328 1534.0 1540.5 1524.5 1526.4 -0.9 341 10,975 +102
Dec16 160328 1528.5 1547.0 1528.5 1531.4 -0.9 490 15,989 +235
Mar17 160328 1536.8 1536.8 1536.8 1536.8 -0.9 39 835 +25
May17 160328 1540.5 1540.5 1540.5 1540.5 -0.9 4 31 +4
Total Volume and Open Interest 82,174 171,913 -3,862
Platinum(NYMEX)
Apr16 160328 944.0 956.3 939.2 944.7 -7.7 18,365 19,922 -4,173
Jul16 160328 944.3 957.9 941.0 946.2 -7.3 7,684 40,305 +3,510
Oct16 160328 943.0 955.7 943.0 948.0 -7.2 81 1,783 +60
Jan17 160328 949.0 949.0 949.0 949.0 -7.2 5 8 -5
Total Volume and Open Interest 26,145 62,049 -600
Palladium(NYMEX)
Mar16 160328 568.10 568.10 567.25 567.25 -5.70 1 14 +1
Jun16 160328 573.00 584.55 566.00 567.00 -5.65 3,955 21,889 +117
Sep16 160328 581.65 581.65 567.35 567.35 -5.45 5 556 +2
Total Volume and Open Interest 3,962 22,566 +120
Copper(CMX)
Mar16 160328 222.60 224.85 222.55 224.15 +1.70 431 658 -97
May16 160328 223.65 225.55 222.15 224.60 +1.70 62,924 99,102 +2,429
Jul16 160328 224.20 226.20 223.05 225.35 +1.75 4,728 35,435 +712
Sep16 160328 225.00 226.60 223.75 225.90 +1.80 1,866 21,704 +109
Dec16 160328 225.00 226.85 224.40 226.15 +1.80 805 14,425 +114
Total Volume and Open Interest 71,573 181,484 +3,307
E-mini DJIA Index(CBOT)
Jun16 160328 17464 17526 17392 17448 +9 144,382 94,332 +3,383
Sep16 160328 17380 17399 17345 17364 +9 23 216 +7
Dec16 160328 17283 17304 17283 17304 +9 0 2 +0
Mar17 160328 17244 17244 17244 17244 +9      
Total Volume and Open Interest 144,405 94,550 +3,390
S & P 500(CME)
Jun16 160328 2031.70 2039.30 2022.50 2028.00 -0.60 3,027 59,879 -107
Sep16 160328 2020.10 2026.20 2016.70 2020.10 -0.60 1 270 +0
Dec16 160328 2013.30 2019.50 2010.00 2013.30 -0.70 0 1 +0
Mar17 160328 2008.40 2014.80 2005.30 2008.40 -0.90      
Total Volume and Open Interest 3,028 60,150 -107
S & P 500 E-Mini(Globex)
Jun16 160328 2030.25 2039.75 2022.00 2028.00 -0.50 1,557,185 2,811,251 -276
Sep16 160328 2023.00 2031.75 2014.50 2020.00 -0.75 1,179 7,638 +88
Dec16 160328 2015.00 2024.75 2007.75 2013.25 -0.75 56 1,562 -27
Mar17 160328 2008.50 2011.00 2007.25 2008.50 -0.75 0 53 +0
Total Volume and Open Interest 1,558,420 2,820,504 -215
NASDAQ 100 E-Mini(Globex)
Jun16 160328 4401.50 4425.80 4381.50 4389.50 -7.80 212,040 208,252 -2,914
Sep16 160328 4411.00 4417.30 4376.50 4382.50 -8.30 25 155 +2
Dec16 160328 4410.30 4410.30 4380.00 4380.00 -8.30 0 78 +0
Total Volume and Open Interest 212,065 208,485 -2,912
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 160328 1412.10 1417.70 1404.40 1412.50 +3.20 16,472 85,044 +505
Sep16 160328 1408.20 1409.00 1402.40 1408.20 +3.20 0 7 +0
Total Volume and Open Interest 16,472 85,062 +505
Volatility Index(CBOE)
Mar16 160316 17.00 17.05 16.55 17.00 +0.10 52,731 64,159 -9,546
Apr16 160328 17.30 17.70 17.00 17.13 -0.25 71,593 181,532 -336
May16 160328 19.03 19.28 18.65 18.78 -0.30 38,878 61,341 +5,888
Jun16 160328 19.77 19.99 19.45 19.58 -0.25 10,152 23,174 +1,422
Total Volume and Open Interest 133,568 322,171 +7,712
Russell 2000(ICE)
Jun16 160328 1074.90 1082.10 1067.70 1074.80 -0.10 105,397 389,964 +3,070
Sep16 160328 1070.80 1075.90 1070.80 1071.00 -0.10 0 24 +0
Dec16 160328 1067.40 1067.40 1067.40 1067.40 -0.10 0 10 +0
Total Volume and Open Interest 105,397 389,998 +3,070
Nikkei 225(CME)
Jun16 160328 16890 17095 16885 17005 +170 10,088 30,211 -181
Sep16 160328 17025 17025 16900 17015 +170 0 2 +0
Total Volume and Open Interest 10,088 30,218 -181
Nikkei 225(SGX)
Jun16 160328 16875 17040 16820 16960 +85 68,926 175,684 -247
Sep16 160328 16965 16965 16810 16935 +90 107 593 -45
Dec16 160328 16820 16820 16820 16820 +80 0 3,801 +0
Total Volume and Open Interest 69,333 189,723 -292
Nikkei 225(CME) Yen
Mar16 160310 16800 17170 16465 16680 -115 65,182 66,351 -20,258
Jun16 160328 16875 17045 16825 16950 +180 38,951 59,768 -1,696
Sep16 160328 16915 16980 16915 16915 +180 6 6 +6
Total Volume and Open Interest 38,957 59,780 -1,690
Nikkei 225(CME) e-Mini Yen
Mar16 160310 16870 16870 16680 16680 -120 5 70 +5
Jun16 160328 16890 16950 16890 16950 +180 0 11 +0
Sep16 160328 16910 16915 16910 16910 +170      
Total Volume and Open Interest 0 11 +0
CAC 40(EURONEXT)
Apr16 160324 4397.0 4398.0 4321.5 4328.5 -94.0 100,123 249,046 +8,751
May16 160324 4315.0 4315.5 4255.0 4257.0 -93.5 17 13 +5
Jun16 160324 4283.0 4283.0 4204.5 4210.0 -93.5 642 9,084 +115
Total Volume and Open Interest 100,782 258,147 +8,871
Hang Seng Index(HKFE)
Mar16 160324 20644 20672 20263 20319 -326 103,189 95,294 -3,157
Apr16 160324 20634 20652 20253 20306 -324 9,386 10,861 +4,667
Total Volume and Open Interest 113,089 112,544 +1,465
DAX(EUREX)
Jun16 160324 9999.0 10023.5 9876.5 9905.5 -163.0 116,268 106,706 -706
Sep16 160324 9974.0 10002.0 9880.0 9897.5 -163.0 188 1,017 +18
Dec16 160324 9890.5 9890.5 9890.5 9890.5 -163.0      
Total Volume and Open Interest 116,456 107,723 -688
Mini-DAX(EUREX)
Mar16 160318 9872.0 9935.0 9819.0 9901.5 +29.5 16,755 7,843 -450
Jun16 160324 10000.0 10021.0 9876.0 9905.0 -163.0 25,659 5,121 -92
Sep16 160324 9995.0 9995.0 9881.0 9897.0 -163.0 19 47 -4
Total Volume and Open Interest 25,678 5,168 -96
FT-SE 100(EURONEXT)
Jun16 160324 6109.00 6111.50 6029.50 6057.50 -80.00 131,699 596,613 +6,163
Sep16 160324 6005.50 6005.50 6005.50 6005.50 -81.50 1 1,784 +1
Dec16 160324 5971.50 5971.50 5971.50 5971.50 -81.50      
Total Volume and Open Interest 131,700 598,397 +6,164
SPI 200(SFE)
Jun16 160324 5131.0 5146.0 5053.0 5081.0 -51.0 24,260 228,317 -2,972
Sep16 160324 5043.0 5043.0 5037.0 5037.0 -50.0 96 799 -96
Dec16 160324 5023.0 5023.0 5023.0 5023.0 -50.0 0 1,981 +0
Total Volume and Open Interest 24,357 231,992 -3,069
FTSE MIB(ISE)
Jun16 160324 17910.00 18015.00 17675.00 17740.00 -293.00 36,314 57,960 +1,519
Sep16 160324 17690.00 17790.00 17605.00 17633.00 -290.00 15 29 +2
Dec16 160324 17508.00 17508.00 17508.00 17508.00 -290.00      
Total Volume and Open Interest 36,329 57,989 +1,521
KOSPI 200(KFE)
Jun16 160328 245.00 246.10 244.70 245.40 +0.35 130,189 118,533 +1,399
Sep16 160328 246.00 246.80 245.50 246.05 +0.25 298 4,338 -10
Dec16 160328 246.55 246.95 246.10 246.95 +0.35 0 2,410 +0
Total Volume and Open Interest 130,487 126,525 +1,544
GSCI(CME)
Apr16 160328 328.30 328.70 325.80 327.95 unch 94 11,579 +71
May16 160328 332.20 332.20 331.05 332.20 unch      
Jun16 160328 334.20 334.20 334.20 334.20 +0.10      
Total Volume and Open Interest 94 11,579 +71
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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