|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Tue March 29, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May16 |
160329 |
908.25 |
916.50 |
907.00 |
916.00 |
+7.00 |
118,016 |
346,989 |
-2,148 |
Jul16 |
160329 |
915.25 |
923.00 |
913.75 |
922.75 |
+6.75 |
45,829 |
179,160 |
+295 |
Aug16 |
160329 |
917.75 |
925.00 |
916.25 |
924.75 |
+6.50 |
5,304 |
22,244 |
+428 |
Sep16 |
160329 |
918.50 |
925.25 |
916.50 |
925.00 |
+6.75 |
2,535 |
10,923 |
+382 |
Nov16 |
160329 |
921.25 |
928.50 |
919.75 |
928.50 |
+6.50 |
20,631 |
161,434 |
+679 |
Jan17 |
160329 |
925.25 |
932.00 |
924.75 |
931.75 |
+6.00 |
810 |
4,876 |
+197 |
Mar17 |
160329 |
927.00 |
932.75 |
925.75 |
932.75 |
+5.75 |
981 |
10,769 |
+387 |
May17 |
160329 |
926.00 |
930.50 |
924.75 |
930.50 |
+5.25 |
588 |
4,749 |
+7 |
Jul17 |
160329 |
929.75 |
934.50 |
929.50 |
934.50 |
+5.25 |
259 |
3,743 |
+36 |
Aug17 |
160329 |
932.00 |
932.00 |
932.00 |
932.00 |
+5.00 |
0 |
49 |
+0 |
Sep17 |
160329 |
924.25 |
924.25 |
924.25 |
924.25 |
+5.50 |
0 |
35 |
+0 |
Nov17 |
160329 |
914.00 |
919.00 |
911.75 |
918.75 |
+6.00 |
703 |
5,290 |
+463 |
Jan18 |
160329 |
919.25 |
923.50 |
919.25 |
923.50 |
+5.75 |
0 |
16 |
+0 |
Mar18 |
160329 |
928.00 |
928.00 |
928.00 |
928.00 |
+5.75 |
0 |
18 |
+0 |
Total Volume and Open Interest |
195,656 |
750,357 |
+726 |
Soybean Meal(CBOT) |
May16 |
160329 |
272.10 |
273.50 |
270.60 |
273.20 |
+1.10 |
64,538 |
158,026 |
+909 |
Jul16 |
160329 |
274.70 |
276.00 |
273.00 |
275.80 |
+1.30 |
29,981 |
104,369 |
+2,358 |
Aug16 |
160329 |
275.90 |
277.00 |
274.20 |
276.90 |
+1.30 |
3,512 |
22,460 |
-240 |
Sep16 |
160329 |
277.20 |
278.30 |
275.50 |
278.00 |
+1.20 |
2,739 |
19,400 |
+4 |
Oct16 |
160329 |
278.20 |
278.90 |
276.30 |
278.80 |
+1.20 |
1,399 |
13,477 |
+320 |
Dec16 |
160329 |
279.70 |
281.10 |
278.20 |
280.80 |
+1.10 |
8,518 |
48,704 |
+1,943 |
Jan17 |
160329 |
281.30 |
281.70 |
280.20 |
281.40 |
+0.80 |
352 |
3,731 |
+55 |
Mar17 |
160329 |
279.50 |
281.80 |
279.50 |
281.50 |
+0.80 |
334 |
4,865 |
-13 |
May17 |
160329 |
279.00 |
281.00 |
279.00 |
280.60 |
+0.80 |
321 |
2,691 |
+16 |
Jul17 |
160329 |
281.10 |
281.60 |
281.10 |
281.60 |
+0.70 |
76 |
1,636 |
+18 |
Total Volume and Open Interest |
111,803 |
381,032 |
+5,351 |
Soybean Oil(CBOT) |
May16 |
160329 |
33.62 |
34.14 |
33.51 |
34.05 |
+0.42 |
51,489 |
206,119 |
-1,599 |
Jul16 |
160329 |
33.82 |
34.37 |
33.74 |
34.28 |
+0.42 |
23,356 |
110,081 |
+1,004 |
Aug16 |
160329 |
33.93 |
34.45 |
33.83 |
34.37 |
+0.43 |
3,428 |
24,574 |
-109 |
Sep16 |
160329 |
34.01 |
34.53 |
33.92 |
34.46 |
+0.42 |
1,216 |
16,191 |
+52 |
Oct16 |
160329 |
34.09 |
34.59 |
34.09 |
34.52 |
+0.40 |
722 |
9,558 |
-17 |
Dec16 |
160329 |
34.22 |
34.74 |
34.18 |
34.67 |
+0.39 |
5,098 |
48,214 |
+494 |
Jan17 |
160329 |
34.46 |
34.90 |
34.46 |
34.85 |
+0.38 |
479 |
4,492 |
+95 |
Mar17 |
160329 |
34.70 |
35.02 |
34.64 |
34.95 |
+0.36 |
331 |
5,222 |
+46 |
May17 |
160329 |
34.76 |
35.07 |
34.72 |
34.99 |
+0.35 |
312 |
3,182 |
+80 |
Jul17 |
160329 |
34.91 |
35.14 |
34.91 |
35.14 |
+0.35 |
66 |
3,692 |
+16 |
Total Volume and Open Interest |
86,532 |
438,117 |
+71 |
Canola(WCE) |
May16 |
160329 |
474.5 |
479.3 |
474.3 |
478.1 |
+3.6 |
6,838 |
106,452 |
-1,092 |
Jul16 |
160329 |
479.2 |
484.7 |
479.2 |
483.1 |
+3.9 |
4,923 |
40,063 |
+842 |
Nov16 |
160329 |
478.7 |
483.7 |
478.7 |
481.9 |
+1.0 |
2,331 |
23,523 |
+449 |
Jan17 |
160329 |
486.9 |
487.1 |
484.6 |
485.4 |
+1.4 |
45 |
1,253 |
+7 |
Mar17 |
160329 |
488.8 |
488.8 |
487.1 |
487.1 |
+2.6 |
31 |
350 |
+28 |
Total Volume and Open Interest |
14,168 |
171,692 |
+234 |
Corn(CBOT) |
May16 |
160329 |
370.50 |
373.00 |
368.50 |
373.00 |
+2.50 |
146,167 |
607,397 |
-6,188 |
Jul16 |
160329 |
374.50 |
377.25 |
372.75 |
377.25 |
+2.50 |
47,185 |
324,454 |
+4,909 |
Sep16 |
160329 |
379.25 |
381.75 |
377.75 |
381.75 |
+2.25 |
18,104 |
140,824 |
+732 |
Dec16 |
160329 |
387.00 |
389.50 |
386.00 |
389.50 |
+2.00 |
23,242 |
190,781 |
+355 |
Mar17 |
160329 |
395.25 |
398.00 |
394.50 |
398.00 |
+2.25 |
1,971 |
38,310 |
+501 |
May17 |
160329 |
399.50 |
402.00 |
399.00 |
402.00 |
+2.00 |
425 |
7,083 |
-22 |
Jul17 |
160329 |
403.00 |
405.00 |
401.50 |
405.00 |
+2.00 |
979 |
17,579 |
-73 |
Sep17 |
160329 |
395.00 |
396.00 |
395.00 |
396.00 |
+0.75 |
191 |
1,943 |
-5 |
Dec17 |
160329 |
394.25 |
396.00 |
394.00 |
396.00 |
+1.50 |
1,236 |
12,678 |
-91 |
Mar18 |
160329 |
404.25 |
405.00 |
404.00 |
405.00 |
+1.25 |
104 |
610 |
+56 |
Total Volume and Open Interest |
239,604 |
1,343,262 |
+174 |
Wheat(CBOT) |
May16 |
160329 |
471.00 |
477.50 |
470.50 |
476.75 |
+5.75 |
39,232 |
215,003 |
-1,814 |
Jul16 |
160329 |
478.00 |
484.25 |
478.00 |
483.75 |
+5.75 |
14,638 |
126,518 |
+2,817 |
Sep16 |
160329 |
488.00 |
494.00 |
488.00 |
493.25 |
+5.25 |
2,954 |
38,505 |
+424 |
Dec16 |
160329 |
502.50 |
508.00 |
501.75 |
507.00 |
+5.00 |
2,568 |
44,932 |
-127 |
Mar17 |
160329 |
516.75 |
521.25 |
515.50 |
520.25 |
+4.75 |
499 |
11,496 |
+45 |
May17 |
160329 |
526.00 |
529.75 |
525.50 |
528.25 |
+4.50 |
165 |
2,457 |
+72 |
Total Volume and Open Interest |
60,114 |
440,384 |
+1,427 |
Wheat(KCBT) |
May16 |
160329 |
477.00 |
484.00 |
476.75 |
481.75 |
+4.75 |
10,856 |
88,200 |
-1,021 |
Jul16 |
160329 |
489.50 |
495.00 |
487.75 |
492.75 |
+4.75 |
4,796 |
68,633 |
+290 |
Sep16 |
160329 |
504.25 |
508.50 |
503.25 |
506.75 |
+5.00 |
1,300 |
14,129 |
+294 |
Dec16 |
160329 |
526.75 |
528.50 |
523.50 |
527.00 |
+5.75 |
358 |
22,340 |
+48 |
Mar17 |
160329 |
535.25 |
540.00 |
535.00 |
539.00 |
+5.50 |
186 |
9,025 |
+50 |
May17 |
160329 |
544.00 |
546.50 |
544.00 |
546.50 |
+5.50 |
106 |
2,745 |
+49 |
Jul17 |
160329 |
545.25 |
551.00 |
545.25 |
550.75 |
+4.75 |
79 |
713 |
+31 |
Total Volume and Open Interest |
17,689 |
205,982 |
-257 |
Wheat(MGE) |
May16 |
160329 |
517.25 |
524.50 |
517.25 |
522.25 |
+4.50 |
2,588 |
26,647 |
-156 |
Jul16 |
160329 |
525.00 |
532.50 |
525.00 |
530.25 |
+4.75 |
1,397 |
19,518 |
+100 |
Sep16 |
160329 |
538.00 |
541.75 |
536.75 |
540.00 |
+4.75 |
625 |
8,870 |
+8 |
Dec16 |
160329 |
551.25 |
555.25 |
551.25 |
553.25 |
+4.50 |
161 |
7,340 |
+7 |
Mar17 |
160329 |
562.25 |
568.00 |
562.25 |
566.00 |
+3.75 |
147 |
3,696 |
+56 |
May17 |
160329 |
570.25 |
574.50 |
570.25 |
574.50 |
+4.25 |
76 |
1,238 |
+47 |
Total Volume and Open Interest |
5,003 |
67,482 |
+63 |
Oats(CBOT) |
May16 |
160329 |
192.00 |
192.00 |
188.50 |
189.75 |
-0.25 |
260 |
7,579 |
-7 |
Jul16 |
160329 |
201.50 |
201.50 |
199.00 |
199.75 |
-0.50 |
59 |
2,389 |
+7 |
Sep16 |
160329 |
208.75 |
208.75 |
207.00 |
207.00 |
+0.50 |
12 |
179 |
+1 |
Dec16 |
160329 |
213.00 |
215.75 |
213.00 |
215.00 |
+1.75 |
17 |
427 |
+8 |
Total Volume and Open Interest |
348 |
10,575 |
+9 |
Rough Rice(CBOT) |
May16 |
160329 |
10.19 |
10.23 |
10.03 |
10.06 |
-0.13 |
605 |
10,130 |
-171 |
Jul16 |
160329 |
10.47 |
10.50 |
10.31 |
10.34 |
-0.13 |
129 |
1,834 |
+27 |
Sep16 |
160329 |
10.60 |
10.65 |
10.50 |
10.53 |
-0.11 |
111 |
431 |
+23 |
Nov16 |
160329 |
10.73 |
10.73 |
10.73 |
10.73 |
-0.05 |
3 |
116 |
+1 |
Total Volume and Open Interest |
848 |
12,511 |
-120 |
Live Cattle(CME) |
Apr16 |
160329 |
135.150 |
135.800 |
134.075 |
134.850 |
-0.250 |
12,137 |
57,925 |
-2,753 |
Jun16 |
160329 |
125.500 |
126.350 |
124.600 |
125.535 |
unch |
24,229 |
122,376 |
+1,118 |
Aug16 |
160329 |
121.350 |
122.100 |
120.600 |
121.330 |
-0.020 |
11,422 |
55,119 |
+976 |
Oct16 |
160329 |
120.730 |
121.430 |
120.035 |
120.730 |
unch |
4,500 |
33,520 |
+327 |
Dec16 |
160329 |
120.250 |
120.785 |
119.480 |
120.135 |
-0.015 |
931 |
16,074 |
-45 |
Feb17 |
160329 |
119.200 |
119.730 |
118.430 |
119.135 |
-0.045 |
341 |
5,079 |
+32 |
Total Volume and Open Interest |
53,786 |
294,152 |
-336 |
Feeder Cattle(CME) |
Mar16 |
160324 |
160.985 |
161.200 |
160.800 |
160.985 |
-0.415 |
1,145 |
2,018 |
-424 |
Apr16 |
160329 |
155.580 |
156.650 |
155.150 |
156.080 |
+0.500 |
3,529 |
6,841 |
-636 |
May16 |
160329 |
154.685 |
155.800 |
154.035 |
154.785 |
-0.065 |
3,567 |
14,649 |
+86 |
Aug16 |
160329 |
154.650 |
155.830 |
153.985 |
154.700 |
-0.035 |
1,901 |
11,586 |
-43 |
Sep16 |
160329 |
153.450 |
154.450 |
152.650 |
153.300 |
-0.150 |
515 |
2,392 |
+105 |
Oct16 |
160329 |
151.485 |
152.450 |
150.550 |
151.250 |
-0.235 |
209 |
1,784 |
+35 |
Nov16 |
160329 |
147.150 |
148.200 |
146.535 |
147.050 |
-0.330 |
72 |
1,658 |
+29 |
Total Volume and Open Interest |
9,797 |
39,015 |
-2,335 |
Lean Hogs(CME) |
Apr16 |
160329 |
70.200 |
70.400 |
69.830 |
70.250 |
+0.320 |
9,289 |
27,341 |
-3,418 |
May16 |
160329 |
78.200 |
79.000 |
78.080 |
78.850 |
+0.565 |
131 |
1,965 |
-27 |
Jun16 |
160329 |
82.450 |
83.080 |
82.350 |
82.930 |
+0.480 |
15,751 |
90,498 |
-1,085 |
Jul16 |
160329 |
81.785 |
82.680 |
81.750 |
82.580 |
+0.695 |
2,576 |
20,926 |
-26 |
Aug16 |
160329 |
81.000 |
82.080 |
80.950 |
81.950 |
+0.815 |
4,408 |
33,647 |
+73 |
Oct16 |
160329 |
69.885 |
70.400 |
69.750 |
70.285 |
+0.355 |
3,761 |
31,386 |
+1,148 |
Dec16 |
160329 |
64.250 |
64.885 |
64.180 |
64.785 |
+0.605 |
1,220 |
17,763 |
+129 |
Feb17 |
160329 |
66.650 |
67.180 |
66.650 |
67.100 |
+0.400 |
286 |
5,802 |
+61 |
Total Volume and Open Interest |
37,504 |
231,204 |
-3,096 |
Class III Milk(CME) |
Mar16 |
160329 |
13.78 |
13.78 |
13.77 |
13.77 |
unch |
251 |
3,729 |
-23 |
Apr16 |
160329 |
13.79 |
13.82 |
13.69 |
13.80 |
-0.04 |
141 |
4,873 |
+5 |
May16 |
160329 |
13.69 |
13.78 |
13.69 |
13.71 |
-0.04 |
162 |
4,552 |
+112 |
Jun16 |
160329 |
13.76 |
13.79 |
13.74 |
13.76 |
-0.02 |
54 |
3,987 |
+17 |
Jul16 |
160329 |
13.90 |
13.98 |
13.90 |
13.95 |
-0.03 |
32 |
3,088 |
-8 |
Aug16 |
160329 |
14.34 |
14.34 |
14.30 |
14.30 |
-0.04 |
31 |
2,570 |
-24 |
Sep16 |
160329 |
14.55 |
14.55 |
14.55 |
14.55 |
+0.03 |
5 |
2,525 |
-2 |
Oct16 |
160329 |
14.72 |
14.72 |
14.71 |
14.71 |
+0.05 |
8 |
2,044 |
-7 |
Nov16 |
160329 |
14.70 |
14.72 |
14.70 |
14.72 |
+0.03 |
15 |
1,918 |
-15 |
Dec16 |
160329 |
14.70 |
14.70 |
14.70 |
14.70 |
+0.01 |
10 |
1,835 |
+0 |
Jan17 |
160329 |
14.71 |
14.71 |
14.71 |
14.71 |
+0.05 |
8 |
412 |
+7 |
Feb17 |
160329 |
14.74 |
14.74 |
14.74 |
14.74 |
+0.05 |
7 |
317 |
+6 |
Mar17 |
160329 |
14.75 |
14.75 |
14.75 |
14.75 |
unch |
2 |
300 |
+0 |
Total Volume and Open Interest |
755 |
33,096 |
+85 |
Cocoa(ICE) |
May16 |
160329 |
2960 |
2992 |
2952 |
2970 |
unch |
12,213 |
72,913 |
-2,291 |
Jul16 |
160329 |
2972 |
3005 |
2963 |
2982 |
+2 |
7,475 |
61,177 |
-971 |
Sep16 |
160329 |
2957 |
2991 |
2951 |
2970 |
+3 |
3,481 |
46,110 |
+1,353 |
Dec16 |
160329 |
2933 |
2965 |
2928 |
2946 |
+4 |
734 |
21,448 |
-41 |
Mar17 |
160329 |
2910 |
2941 |
2910 |
2922 |
+2 |
329 |
26,507 |
-48 |
May17 |
160329 |
2916 |
2916 |
2916 |
2916 |
+3 |
63 |
4,568 |
+23 |
Jul17 |
160329 |
2909 |
2909 |
2909 |
2909 |
+3 |
10 |
1,289 |
+0 |
Total Volume and Open Interest |
24,328 |
239,547 |
-1,968 |
Coffee "C"(ICE) |
May16 |
160329 |
128.60 |
128.65 |
126.15 |
127.45 |
-1.10 |
19,038 |
79,245 |
-1,407 |
Jul16 |
160329 |
130.35 |
130.45 |
128.15 |
129.45 |
-1.10 |
7,913 |
44,461 |
+1,268 |
Sep16 |
160329 |
132.45 |
132.45 |
130.00 |
131.15 |
-1.15 |
4,327 |
28,561 |
+591 |
Dec16 |
160329 |
133.85 |
133.85 |
131.70 |
132.75 |
-1.25 |
2,665 |
28,552 |
+535 |
Mar17 |
160329 |
134.65 |
135.00 |
133.55 |
134.45 |
-1.25 |
767 |
7,188 |
-31 |
May17 |
160329 |
135.70 |
136.00 |
135.00 |
135.90 |
-1.20 |
569 |
3,362 |
+366 |
Total Volume and Open Interest |
35,399 |
197,200 |
+1,337 |
Orange Juice(ICE) |
May16 |
160329 |
134.60 |
136.90 |
134.40 |
136.70 |
+1.60 |
905 |
8,782 |
-108 |
Jul16 |
160329 |
135.25 |
136.75 |
134.65 |
136.60 |
+1.70 |
296 |
2,741 |
+124 |
Sep16 |
160329 |
136.80 |
136.80 |
136.80 |
136.80 |
+1.75 |
38 |
1,023 |
+20 |
Nov16 |
160329 |
134.50 |
136.85 |
134.50 |
136.85 |
+1.70 |
0 |
363 |
+0 |
Jan17 |
160329 |
135.50 |
137.65 |
135.50 |
137.65 |
+2.15 |
0 |
77 |
+0 |
Mar17 |
160329 |
138.55 |
138.55 |
138.55 |
138.55 |
+2.15 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,239 |
12,987 |
+36 |
Sugar #11(ICE) |
May16 |
160329 |
15.88 |
15.93 |
15.63 |
15.86 |
-0.08 |
79,530 |
326,167 |
+352 |
Jul16 |
160329 |
15.99 |
16.01 |
15.73 |
15.94 |
-0.09 |
36,561 |
237,642 |
+1,516 |
Oct16 |
160329 |
16.12 |
16.16 |
15.90 |
16.10 |
-0.08 |
13,370 |
130,146 |
+648 |
Mar17 |
160329 |
16.56 |
16.58 |
16.33 |
16.53 |
-0.09 |
6,198 |
86,542 |
+1,452 |
May17 |
160329 |
16.20 |
16.23 |
16.01 |
16.21 |
-0.06 |
2,352 |
13,934 |
-269 |
Jul17 |
160329 |
15.83 |
15.88 |
15.69 |
15.87 |
-0.04 |
1,455 |
22,838 |
+297 |
Oct17 |
160329 |
15.57 |
15.67 |
15.47 |
15.67 |
-0.01 |
521 |
17,052 |
+42 |
Mar18 |
160329 |
15.69 |
15.77 |
15.57 |
15.77 |
+0.01 |
138 |
6,349 |
+12 |
Total Volume and Open Interest |
140,306 |
846,060 |
+4,113 |
London Cocoa(LCE) |
May16 |
160329 |
2200 |
2202 |
2179 |
2186 |
-16 |
17,111 |
81,721 |
+1,959 |
Jul16 |
160329 |
2193 |
2200 |
2178 |
2185 |
-12 |
16,089 |
57,796 |
-1,143 |
Sep16 |
160329 |
2167 |
2175 |
2155 |
2161 |
-10 |
5,675 |
54,268 |
+848 |
Dec16 |
160329 |
2125 |
2134 |
2116 |
2121 |
-10 |
4,802 |
44,771 |
+2,421 |
Mar17 |
160329 |
2096 |
2105 |
2089 |
2092 |
-10 |
3,132 |
35,138 |
+60 |
May17 |
160329 |
2088 |
2088 |
2088 |
2088 |
-9 |
410 |
4,335 |
+50 |
Jul17 |
160329 |
2082 |
2082 |
2082 |
2082 |
-9 |
12 |
707 |
+8 |
Total Volume and Open Interest |
47,231 |
279,157 |
+4,203 |
London Sugar(LCE) |
May16 |
160329 |
453.30 |
457.60 |
449.80 |
453.20 |
-1.20 |
4,232 |
39,427 |
+243 |
Aug16 |
160329 |
446.90 |
450.70 |
443.90 |
447.30 |
-0.30 |
4,642 |
27,938 |
+244 |
Oct16 |
160329 |
442.40 |
445.70 |
440.20 |
443.90 |
+0.90 |
2,382 |
12,524 |
-868 |
Dec16 |
160329 |
444.60 |
445.30 |
440.00 |
444.30 |
+1.30 |
655 |
6,694 |
+302 |
Mar17 |
160329 |
444.60 |
446.00 |
440.60 |
445.30 |
+1.30 |
478 |
5,429 |
+284 |
Total Volume and Open Interest |
12,701 |
94,680 |
+282 |
Cotton(ICE) |
May16 |
160329 |
57.94 |
57.94 |
57.22 |
57.38 |
-0.42 |
13,937 |
110,538 |
-1,208 |
Jul16 |
160329 |
57.68 |
57.76 |
57.14 |
57.29 |
-0.42 |
7,193 |
49,767 |
+1,543 |
Oct16 |
160329 |
57.24 |
57.24 |
57.24 |
57.24 |
-0.42 |
0 |
4 |
+0 |
Dec16 |
160329 |
57.44 |
57.46 |
56.83 |
57.03 |
-0.44 |
1,905 |
42,089 |
+454 |
Mar17 |
160329 |
57.90 |
57.90 |
57.66 |
57.77 |
-0.41 |
82 |
6,524 |
-6 |
May17 |
160329 |
58.48 |
58.48 |
58.48 |
58.48 |
-0.40 |
11 |
1,936 |
+0 |
Total Volume and Open Interest |
23,141 |
213,713 |
+792 |
Lumber(CME) |
May16 |
160329 |
311.3 |
319.0 |
308.2 |
312.9 |
+3.9 |
409 |
3,745 |
+17 |
Jul16 |
160329 |
310.0 |
317.1 |
308.5 |
312.1 |
+5.0 |
77 |
725 |
-19 |
Sep16 |
160329 |
311.5 |
317.2 |
308.7 |
310.9 |
+3.7 |
2 |
105 |
+1 |
Nov16 |
160329 |
311.3 |
312.8 |
311.2 |
311.2 |
+4.4 |
0 |
24 |
+0 |
Total Volume and Open Interest |
488 |
4,624 |
-1 |
Crude Oil(NYM) |
May16 |
160329 |
39.32 |
39.48 |
37.91 |
38.28 |
-1.11 |
495,168 |
546,134 |
+3,924 |
Jun16 |
160329 |
40.44 |
40.61 |
39.13 |
39.51 |
-1.02 |
147,134 |
225,359 |
-3,893 |
Jul16 |
160329 |
41.23 |
41.37 |
39.96 |
40.33 |
-0.96 |
56,345 |
97,590 |
-3,613 |
Aug16 |
160329 |
41.88 |
41.88 |
40.55 |
40.91 |
-0.91 |
20,861 |
74,756 |
-1,261 |
Sep16 |
160329 |
42.34 |
42.34 |
41.04 |
41.40 |
-0.86 |
24,578 |
104,240 |
-1,358 |
Oct16 |
160329 |
42.32 |
42.33 |
41.44 |
41.80 |
-0.82 |
9,917 |
51,902 |
-44 |
Nov16 |
160329 |
42.34 |
42.37 |
41.83 |
42.16 |
-0.78 |
8,227 |
37,203 |
-258 |
Dec16 |
160329 |
43.16 |
43.19 |
42.10 |
42.46 |
-0.74 |
62,462 |
194,093 |
+3,083 |
Jan17 |
160329 |
43.10 |
43.10 |
42.36 |
42.72 |
-0.70 |
2,865 |
29,520 |
-133 |
Feb17 |
160329 |
43.32 |
43.32 |
42.77 |
42.97 |
-0.67 |
1,725 |
18,040 |
-133 |
Mar17 |
160329 |
43.50 |
43.55 |
42.88 |
43.24 |
-0.64 |
4,367 |
38,862 |
+62 |
Apr17 |
160329 |
43.26 |
43.59 |
43.26 |
43.48 |
-0.61 |
1,285 |
10,175 |
+238 |
May17 |
160329 |
43.72 |
43.72 |
43.72 |
43.72 |
-0.57 |
683 |
9,501 |
+80 |
Jun17 |
160329 |
44.16 |
44.21 |
43.59 |
43.95 |
-0.54 |
11,527 |
43,953 |
+1,006 |
Jul17 |
160329 |
44.14 |
44.14 |
44.14 |
44.14 |
-0.52 |
484 |
9,441 |
+132 |
Aug17 |
160329 |
44.33 |
44.33 |
44.33 |
44.33 |
-0.50 |
143 |
6,128 |
+20 |
Total Volume and Open Interest |
867,120 |
1,709,905 |
-2,159 |
e-miNY Crude Oil(NYM) |
May16 |
160329 |
39.300 |
39.475 |
37.900 |
38.275 |
-1.125 |
11,683 |
1,973 |
+168 |
Jun16 |
160329 |
40.675 |
40.675 |
39.150 |
39.500 |
-1.025 |
365 |
415 |
-16 |
Jul16 |
160329 |
41.200 |
41.200 |
40.000 |
40.325 |
-0.975 |
24 |
211 |
-2 |
Aug16 |
160329 |
41.500 |
41.500 |
40.600 |
40.900 |
-0.925 |
2 |
53 |
+1 |
Sep16 |
160329 |
41.575 |
41.600 |
41.400 |
41.400 |
-0.850 |
0 |
76 |
+0 |
Oct16 |
160329 |
41.500 |
41.800 |
41.500 |
41.800 |
-0.825 |
0 |
42 |
+0 |
Nov16 |
160329 |
42.150 |
42.150 |
42.150 |
42.150 |
-0.800 |
1 |
11 |
+1 |
Dec16 |
160329 |
42.050 |
42.600 |
42.050 |
42.450 |
-0.750 |
2 |
234 |
+0 |
Jan17 |
160329 |
42.725 |
42.725 |
42.725 |
42.725 |
-0.700 |
0 |
8 |
+0 |
Feb17 |
160329 |
42.975 |
42.975 |
42.975 |
42.975 |
-0.675 |
0 |
3 |
+0 |
Total Volume and Open Interest |
12,078 |
3,443 |
+153 |
NY Harbor ULSD(NYM) |
Apr16 |
160329 |
117.97 |
118.39 |
114.00 |
115.55 |
-2.46 |
32,826 |
30,428 |
-6,357 |
May16 |
160329 |
119.22 |
119.66 |
115.18 |
116.73 |
-2.51 |
55,315 |
98,792 |
+1,381 |
Jun16 |
160329 |
121.02 |
121.02 |
117.01 |
118.44 |
-2.55 |
25,540 |
50,229 |
-149 |
Jul16 |
160329 |
123.26 |
123.45 |
119.23 |
120.55 |
-2.53 |
8,490 |
36,591 |
+1,474 |
Aug16 |
160329 |
124.36 |
124.36 |
121.39 |
122.62 |
-2.52 |
4,193 |
22,162 |
-28 |
Sep16 |
160329 |
126.18 |
126.59 |
123.69 |
124.86 |
-2.48 |
2,763 |
20,069 |
+124 |
Oct16 |
160329 |
127.31 |
127.88 |
125.96 |
127.06 |
-2.39 |
1,039 |
11,032 |
-37 |
Nov16 |
160329 |
129.65 |
129.80 |
128.15 |
129.15 |
-2.29 |
1,046 |
8,438 |
+103 |
Dec16 |
160329 |
132.87 |
132.87 |
129.74 |
131.01 |
-2.21 |
7,897 |
45,469 |
+936 |
Jan17 |
160329 |
132.95 |
133.35 |
131.44 |
132.69 |
-2.14 |
1,423 |
16,632 |
+172 |
Feb17 |
160329 |
134.26 |
134.53 |
132.92 |
133.93 |
-2.09 |
563 |
3,487 |
+50 |
Mar17 |
160329 |
134.21 |
134.95 |
133.96 |
134.62 |
-2.04 |
616 |
6,318 |
+172 |
Apr17 |
160329 |
134.90 |
135.15 |
134.20 |
134.64 |
-1.98 |
233 |
2,098 |
+53 |
May17 |
160329 |
134.75 |
134.99 |
134.50 |
134.99 |
-1.93 |
232 |
1,262 |
-7 |
Total Volume and Open Interest |
144,084 |
375,800 |
-1,514 |
RBOB Gasoline(NYM) |
Apr16 |
160329 |
146.96 |
147.45 |
142.20 |
145.38 |
-1.42 |
34,466 |
32,030 |
-7,522 |
May16 |
160329 |
149.45 |
150.21 |
145.05 |
148.08 |
-1.48 |
61,168 |
122,243 |
-804 |
Jun16 |
160329 |
150.86 |
151.00 |
146.32 |
149.16 |
-1.44 |
30,215 |
53,330 |
+190 |
Jul16 |
160329 |
148.67 |
148.91 |
145.90 |
148.61 |
-1.38 |
11,907 |
36,574 |
+440 |
Aug16 |
160329 |
147.44 |
147.44 |
144.00 |
146.49 |
-1.39 |
7,206 |
32,985 |
-88 |
Sep16 |
160329 |
144.03 |
144.03 |
140.72 |
143.07 |
-1.44 |
6,400 |
40,967 |
+249 |
Oct16 |
160329 |
128.77 |
128.77 |
126.05 |
128.18 |
-1.58 |
2,713 |
19,406 |
-124 |
Nov16 |
160329 |
123.69 |
124.53 |
122.19 |
124.30 |
-1.53 |
1,864 |
11,454 |
-24 |
Dec16 |
160329 |
123.48 |
123.50 |
120.00 |
122.14 |
-1.45 |
5,358 |
32,938 |
+81 |
Jan17 |
160329 |
121.00 |
122.32 |
120.19 |
122.10 |
-1.43 |
1,242 |
5,519 |
+105 |
Total Volume and Open Interest |
165,310 |
417,846 |
-7,057 |
e-miNY RBOB Gasoline(NYM) |
Apr16 |
160329 |
145.40 |
145.40 |
145.38 |
145.40 |
-1.40 |
0 |
1 |
+0 |
May16 |
160329 |
148.10 |
148.10 |
148.08 |
148.10 |
-1.50 |
|
|
|
Jun16 |
160329 |
149.20 |
149.20 |
149.16 |
149.20 |
-1.40 |
|
|
|
Jul16 |
160329 |
148.60 |
148.61 |
148.60 |
148.60 |
-1.40 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Apr16 |
160329 |
1.855 |
1.914 |
1.821 |
1.903 |
+0.055 |
64,618 |
22,274 |
-9,218 |
May16 |
160329 |
1.942 |
1.990 |
1.914 |
1.981 |
+0.045 |
97,097 |
341,978 |
-3,127 |
Jun16 |
160329 |
2.061 |
2.103 |
2.027 |
2.097 |
+0.049 |
25,263 |
84,666 |
+1,988 |
Jul16 |
160329 |
2.160 |
2.216 |
2.140 |
2.211 |
+0.052 |
28,432 |
105,759 |
+2,691 |
Aug16 |
160329 |
2.219 |
2.276 |
2.200 |
2.271 |
+0.052 |
12,601 |
45,310 |
+408 |
Sep16 |
160329 |
2.250 |
2.303 |
2.230 |
2.298 |
+0.052 |
13,107 |
88,724 |
+1,201 |
Oct16 |
160329 |
2.301 |
2.356 |
2.283 |
2.352 |
+0.052 |
19,728 |
79,480 |
+201 |
Nov16 |
160329 |
2.495 |
2.534 |
2.474 |
2.533 |
+0.046 |
5,011 |
30,513 |
+122 |
Dec16 |
160329 |
2.765 |
2.813 |
2.759 |
2.810 |
+0.036 |
4,483 |
34,595 |
+185 |
Jan17 |
160329 |
2.906 |
2.949 |
2.893 |
2.946 |
+0.037 |
13,009 |
67,530 |
+1,782 |
Feb17 |
160329 |
2.900 |
2.938 |
2.885 |
2.937 |
+0.037 |
977 |
13,890 |
+226 |
Mar17 |
160329 |
2.854 |
2.899 |
2.843 |
2.896 |
+0.038 |
5,081 |
46,325 |
+1,460 |
Apr17 |
160329 |
2.640 |
2.688 |
2.639 |
2.688 |
+0.034 |
4,052 |
42,959 |
+969 |
May17 |
160329 |
2.649 |
2.693 |
2.649 |
2.693 |
+0.034 |
185 |
8,831 |
+18 |
Jun17 |
160329 |
2.729 |
2.735 |
2.728 |
2.735 |
+0.032 |
109 |
4,459 |
-11 |
Jul17 |
160329 |
2.741 |
2.780 |
2.741 |
2.778 |
+0.031 |
54 |
3,797 |
+7 |
Total Volume and Open Interest |
294,518 |
1,067,820 |
-888 |
Brent Crude Oil(ICE) |
May16 |
160329 |
40.19 |
40.25 |
38.76 |
39.14 |
-1.13 |
203,276 |
126,461 |
-29,553 |
Jun16 |
160329 |
40.80 |
40.85 |
39.46 |
39.85 |
-1.02 |
194,283 |
472,295 |
+5,626 |
Jul16 |
160329 |
41.23 |
41.25 |
39.87 |
40.28 |
-1.00 |
64,588 |
294,886 |
+6,846 |
Aug16 |
160329 |
41.66 |
41.66 |
40.33 |
40.72 |
-0.97 |
45,220 |
119,935 |
-2,581 |
Sep16 |
160329 |
42.09 |
42.09 |
40.83 |
41.23 |
-0.95 |
40,533 |
162,338 |
-3,102 |
Oct16 |
160329 |
42.56 |
42.57 |
41.34 |
41.74 |
-0.92 |
15,688 |
81,219 |
+725 |
Nov16 |
160329 |
42.99 |
43.00 |
41.81 |
42.20 |
-0.88 |
9,574 |
64,272 |
+756 |
Dec16 |
160329 |
43.39 |
43.40 |
42.24 |
42.63 |
-0.85 |
69,443 |
299,921 |
+4,233 |
Jan17 |
160329 |
43.52 |
43.52 |
42.68 |
43.04 |
-0.81 |
3,418 |
58,750 |
+154 |
Feb17 |
160329 |
43.28 |
43.51 |
43.15 |
43.42 |
-0.77 |
2,585 |
42,860 |
+495 |
Mar17 |
160329 |
43.98 |
44.03 |
43.54 |
43.81 |
-0.72 |
3,756 |
31,654 |
+570 |
Apr17 |
160329 |
43.91 |
44.28 |
43.88 |
44.19 |
-0.68 |
725 |
16,580 |
+61 |
May17 |
160329 |
44.24 |
44.52 |
44.24 |
44.52 |
-0.64 |
819 |
17,449 |
+234 |
Jun17 |
160329 |
45.21 |
45.21 |
44.43 |
44.82 |
-0.61 |
11,763 |
65,940 |
+59 |
Total Volume and Open Interest |
692,907 |
2,181,547 |
-15,556 |
Gas Oil(ICE) |
Apr16 |
160329 |
353.25 |
353.75 |
340.50 |
341.50 |
-10.50 |
41,806 |
93,205 |
+865 |
May16 |
160329 |
357.50 |
358.00 |
344.75 |
345.75 |
-10.50 |
63,817 |
140,268 |
-3,684 |
Jun16 |
160329 |
363.00 |
363.25 |
350.25 |
351.25 |
-10.25 |
39,489 |
104,878 |
+1,939 |
Jul16 |
160329 |
368.50 |
369.00 |
356.00 |
357.00 |
-9.75 |
13,271 |
47,937 |
+89 |
Aug16 |
160329 |
373.75 |
374.00 |
362.00 |
363.00 |
-9.50 |
7,275 |
28,152 |
+833 |
Sep16 |
160329 |
378.75 |
379.25 |
368.25 |
369.25 |
-9.25 |
8,068 |
33,539 |
-791 |
Oct16 |
160329 |
383.00 |
383.00 |
374.50 |
375.25 |
-9.25 |
3,513 |
23,688 |
+519 |
Nov16 |
160329 |
387.50 |
387.50 |
379.00 |
380.00 |
-9.00 |
2,551 |
19,031 |
+318 |
Dec16 |
160329 |
393.25 |
393.75 |
383.00 |
383.75 |
-9.00 |
15,858 |
87,545 |
+864 |
Jan17 |
160329 |
393.50 |
393.50 |
388.50 |
388.75 |
-8.50 |
1,243 |
18,547 |
+206 |
Total Volume and Open Interest |
203,089 |
749,338 |
+1,647 |
Ethanol(CBOT) |
Apr16 |
160329 |
1.436 |
1.452 |
1.436 |
1.449 |
+0.016 |
215 |
525 |
-67 |
May16 |
160329 |
1.457 |
1.492 |
1.457 |
1.469 |
+0.012 |
339 |
1,712 |
-62 |
Jun16 |
160329 |
1.469 |
1.476 |
1.469 |
1.470 |
+0.007 |
63 |
311 |
+27 |
Jul16 |
160329 |
1.478 |
1.478 |
1.465 |
1.468 |
+0.007 |
54 |
634 |
+2 |
Aug16 |
160329 |
1.462 |
1.462 |
1.462 |
1.462 |
+0.007 |
67 |
113 |
-24 |
Sep16 |
160329 |
1.453 |
1.453 |
1.453 |
1.453 |
+0.007 |
43 |
311 |
-20 |
Oct16 |
160329 |
1.435 |
1.436 |
1.435 |
1.436 |
+0.007 |
114 |
189 |
+51 |
Nov16 |
160329 |
1.424 |
1.424 |
1.424 |
1.424 |
+0.006 |
10 |
78 |
+10 |
Total Volume and Open Interest |
925 |
4,216 |
-87 |
WTI Crude Oil(ICE) |
May16 |
160329 |
39.35 |
39.36 |
37.91 |
38.28 |
-1.11 |
48,105 |
97,433 |
-3,256 |
Jun16 |
160329 |
40.41 |
40.41 |
39.13 |
39.51 |
-1.02 |
42,358 |
96,441 |
+599 |
Jul16 |
160329 |
41.10 |
41.15 |
39.99 |
40.33 |
-0.96 |
24,233 |
23,868 |
-2,357 |
Aug16 |
160329 |
41.64 |
41.66 |
40.53 |
40.91 |
-0.91 |
7,722 |
13,607 |
+484 |
Sep16 |
160329 |
42.10 |
42.10 |
41.02 |
41.40 |
-0.86 |
7,656 |
26,315 |
+1,385 |
Oct16 |
160329 |
42.22 |
42.22 |
41.46 |
41.80 |
-0.82 |
2,900 |
5,252 |
-13 |
Nov16 |
160329 |
42.55 |
42.55 |
41.84 |
42.16 |
-0.78 |
2,153 |
10,965 |
+210 |
Dec16 |
160329 |
42.61 |
42.83 |
42.12 |
42.46 |
-0.74 |
12,175 |
68,984 |
-1,444 |
Jan17 |
160329 |
42.54 |
42.72 |
42.40 |
42.72 |
-0.70 |
464 |
4,829 |
-96 |
Feb17 |
160329 |
42.97 |
42.97 |
42.97 |
42.97 |
-0.67 |
49 |
3,795 |
+1 |
Mar17 |
160329 |
43.24 |
43.24 |
43.24 |
43.24 |
-0.64 |
487 |
4,477 |
+200 |
Apr17 |
160329 |
43.48 |
43.48 |
43.48 |
43.48 |
-0.61 |
7 |
2,136 |
-7 |
May17 |
160329 |
43.72 |
43.72 |
43.72 |
43.72 |
-0.57 |
35 |
1,239 |
+16 |
Jun17 |
160329 |
43.95 |
43.95 |
43.95 |
43.95 |
-0.54 |
614 |
21,010 |
+66 |
Jul17 |
160329 |
44.14 |
44.14 |
44.14 |
44.14 |
-0.52 |
0 |
1,246 |
+0 |
Aug17 |
160329 |
44.33 |
44.33 |
44.33 |
44.33 |
-0.50 |
0 |
371 |
+0 |
Total Volume and Open Interest |
151,846 |
446,176 |
-3,471 |
US Dollar Index(ICE) |
Jun16 |
160329 |
95.945 |
96.230 |
95.080 |
95.145 |
-0.795 |
13,120 |
50,168 |
-698 |
Sep16 |
160329 |
96.100 |
96.200 |
95.165 |
95.215 |
-0.795 |
183 |
1,275 |
+65 |
Dec16 |
160329 |
96.215 |
96.215 |
95.275 |
95.275 |
-0.790 |
2 |
161 |
+0 |
Total Volume and Open Interest |
13,305 |
51,625 |
-633 |
Australian Dollar(CME) |
Jun16 |
160329 |
75.14 |
76.20 |
74.84 |
76.11 |
+0.95 |
65,192 |
113,420 |
+2,757 |
Sep16 |
160329 |
75.05 |
75.85 |
74.53 |
75.79 |
+0.94 |
33 |
126 |
+0 |
Dec16 |
160329 |
75.51 |
75.51 |
75.51 |
75.51 |
+0.94 |
1 |
29 |
-1 |
Total Volume and Open Interest |
65,226 |
113,582 |
+2,756 |
British Pound(CME) |
Jun16 |
160329 |
142.58 |
144.08 |
141.98 |
143.80 |
+1.26 |
75,145 |
250,760 |
+1,618 |
Sep16 |
160329 |
142.18 |
144.15 |
142.11 |
143.89 |
+1.25 |
37 |
769 |
+2 |
Dec16 |
160329 |
144.02 |
144.23 |
142.66 |
144.02 |
+1.24 |
3 |
328 |
+3 |
Total Volume and Open Interest |
75,185 |
251,885 |
+1,623 |
Canadian Dollar(CME) |
Jun16 |
160329 |
75.85 |
76.64 |
75.67 |
76.56 |
+0.69 |
51,711 |
98,105 |
+2,529 |
Sep16 |
160329 |
75.83 |
76.64 |
75.70 |
76.58 |
+0.69 |
212 |
1,516 |
+82 |
Dec16 |
160329 |
76.09 |
76.64 |
75.80 |
76.62 |
+0.68 |
59 |
1,184 |
+5 |
Mar17 |
160329 |
76.65 |
76.70 |
75.85 |
76.65 |
+0.67 |
0 |
57 |
+0 |
Total Volume and Open Interest |
51,982 |
100,874 |
+2,616 |
Japanese Yen(CME) |
Jun16 |
160329 |
88.38 |
89.01 |
88.06 |
88.89 |
+0.40 |
81,875 |
146,494 |
+473 |
Sep16 |
160329 |
88.65 |
89.28 |
88.38 |
89.18 |
+0.40 |
93 |
256 |
-19 |
Dec16 |
160329 |
89.51 |
89.56 |
88.82 |
89.51 |
+0.39 |
0 |
62 |
+0 |
Total Volume and Open Interest |
81,968 |
146,850 |
+454 |
Swiss Franc(CME) |
Jun16 |
160329 |
103.01 |
103.88 |
102.76 |
103.84 |
+0.80 |
9,509 |
36,675 |
-425 |
Sep16 |
160329 |
103.33 |
104.36 |
103.31 |
104.34 |
+0.80 |
11 |
55 |
+8 |
Dec16 |
160329 |
104.85 |
104.85 |
103.89 |
104.85 |
+0.79 |
0 |
21 |
+0 |
Total Volume and Open Interest |
9,520 |
36,766 |
-417 |
EuroFX(CME) |
Jun16 |
160329 |
112.23 |
113.30 |
111.95 |
113.22 |
+0.94 |
117,045 |
319,542 |
-536 |
Sep16 |
160329 |
112.59 |
113.67 |
112.34 |
113.60 |
+0.94 |
545 |
1,736 |
-278 |
Dec16 |
160329 |
112.80 |
114.05 |
112.77 |
114.00 |
+0.93 |
2 |
955 |
+2 |
Total Volume and Open Interest |
117,593 |
322,505 |
-813 |
Mexican Peso(CME) |
Apr16 |
160329 |
576.63 |
576.63 |
576.63 |
576.63 |
+3.63 |
|
|
|
May16 |
160329 |
575.25 |
575.25 |
575.25 |
575.25 |
+3.63 |
|
|
|
Total Volume and Open Interest |
28,853 |
106,451 |
+767 |
Brazilian Real(CME) |
Apr16 |
160329 |
274.75 |
275.10 |
271.75 |
274.75 |
-0.50 |
929 |
24,526 |
+46 |
May16 |
160329 |
272.15 |
273.50 |
269.30 |
272.85 |
-0.55 |
221 |
348 |
+210 |
Jun16 |
160329 |
268.55 |
270.75 |
268.50 |
270.75 |
-0.50 |
1,009 |
4,035 |
-984 |
Jul16 |
160329 |
268.40 |
268.40 |
268.40 |
268.40 |
-0.75 |
0 |
15 |
+0 |
Total Volume and Open Interest |
2,159 |
28,945 |
-728 |
30-Year T-Bonds(CBOT) |
Jun16 |
160329 |
163~060 |
164~240 |
163~000 |
164~160 |
+0~310 |
194,221 |
499,826 |
-1,348 |
Sep16 |
160329 |
163~080 |
163~190 |
163~040 |
163~110 |
+0~310 |
4 |
33 |
+4 |
Dec16 |
160329 |
162~030 |
162~030 |
162~030 |
162~030 |
-0~090 |
|
|
|
Total Volume and Open Interest |
194,225 |
499,859 |
-1,344 |
10-Year T-Notes(CBOT) |
Jun16 |
160329 |
129~090 |
130~030 |
129~065 |
130~000 |
+0~190 |
749,240 |
2,588,977 |
-39,773 |
Sep16 |
160329 |
129~120 |
129~295 |
129~120 |
129~265 |
+0~200 |
17 |
119 |
+16 |
Dec16 |
160329 |
129~000 |
129~000 |
129~000 |
129~000 |
-0~065 |
|
|
|
Total Volume and Open Interest |
749,257 |
2,589,096 |
-39,757 |
5-Year T-Notes(CBOT) |
Mar16 |
160329 |
120~230 |
121~022 |
120~214 |
121~010 |
+0~122 |
5,966 |
46,435 |
-2,654 |
Jun16 |
160329 |
120~090 |
120~266 |
120~080 |
120~250 |
+0~134 |
349,872 |
2,342,216 |
-8,936 |
Sep16 |
160329 |
120~110 |
120~110 |
120~110 |
120~110 |
+0~136 |
|
|
|
Total Volume and Open Interest |
355,838 |
2,388,651 |
-11,590 |
2 Year T-Notes(CBOT) |
Mar16 |
160329 |
109~066 |
109~120 |
109~060 |
109~114 |
+0~054 |
919 |
12,707 |
-704 |
Jun16 |
160329 |
109~022 |
109~094 |
109~016 |
109~086 |
+0~062 |
126,309 |
911,758 |
+809 |
Sep16 |
160329 |
109~006 |
109~006 |
109~006 |
109~006 |
+0~062 |
|
|
|
Total Volume and Open Interest |
127,228 |
924,465 |
+105 |
Eurodollars(CME) |
Jun16 |
160329 |
99.250 |
99.295 |
99.250 |
99.285 |
+0.030 |
136,729 |
1,202,994 |
-2,435 |
Sep16 |
160329 |
99.145 |
99.215 |
99.140 |
99.200 |
+0.050 |
151,861 |
1,056,191 |
-5,159 |
Dec16 |
160329 |
99.055 |
99.140 |
99.050 |
99.125 |
+0.065 |
215,815 |
1,180,341 |
-6,674 |
Mar17 |
160329 |
98.990 |
99.085 |
98.985 |
99.070 |
+0.075 |
159,499 |
824,970 |
+3,464 |
Jun17 |
160329 |
98.920 |
99.025 |
98.920 |
99.010 |
+0.080 |
162,952 |
783,446 |
+7,414 |
Sep17 |
160329 |
98.860 |
98.965 |
98.855 |
98.950 |
+0.085 |
98,638 |
647,248 |
+8,176 |
Dec17 |
160329 |
98.780 |
98.890 |
98.775 |
98.875 |
+0.085 |
125,600 |
853,319 |
-2,581 |
Mar18 |
160329 |
98.720 |
98.825 |
98.710 |
98.815 |
+0.085 |
79,060 |
444,107 |
+2,429 |
Jun18 |
160329 |
98.645 |
98.755 |
98.640 |
98.745 |
+0.085 |
64,464 |
405,024 |
-4,866 |
Sep18 |
160329 |
98.580 |
98.690 |
98.570 |
98.675 |
+0.080 |
55,746 |
333,406 |
-7,750 |
Dec18 |
160329 |
98.505 |
98.615 |
98.495 |
98.600 |
+0.080 |
46,399 |
454,238 |
+1,848 |
Mar19 |
160329 |
98.445 |
98.560 |
98.440 |
98.545 |
+0.080 |
46,459 |
262,912 |
+6,658 |
Jun19 |
160329 |
98.390 |
98.495 |
98.380 |
98.480 |
+0.070 |
30,965 |
248,998 |
+707 |
Sep19 |
160329 |
98.330 |
98.435 |
98.320 |
98.420 |
+0.070 |
30,202 |
164,457 |
-1,335 |
Dec19 |
160329 |
98.265 |
98.370 |
98.250 |
98.350 |
+0.065 |
22,300 |
150,544 |
+1,360 |
Mar20 |
160329 |
98.210 |
98.310 |
98.200 |
98.295 |
+0.065 |
17,052 |
88,093 |
+2,284 |
Jun20 |
160329 |
98.155 |
98.250 |
98.135 |
98.235 |
+0.060 |
12,173 |
54,574 |
+83 |
Sep20 |
160329 |
98.095 |
98.190 |
98.080 |
98.175 |
+0.055 |
11,085 |
54,223 |
-137 |
Total Volume and Open Interest |
1,499,505 |
9,586,854 |
+5,498 |
Ultra T-Bond(CBOT) |
Mar16 |
160321 |
168~04 |
168~04 |
168~04 |
168~04 |
-1~06 |
169 |
1,408 |
-7,272 |
Jun16 |
160329 |
171~17 |
173~11 |
171~08 |
172~28 |
+0~31 |
59,810 |
617,834 |
-3,725 |
Sep16 |
160329 |
174~28 |
174~28 |
174~28 |
174~28 |
+0~31 |
|
|
|
Total Volume and Open Interest |
59,810 |
617,834 |
-3,725 |
Ultra 10-Yr T-Note(CBOT) |
Mar16 |
160321 |
140~020 |
140~020 |
140~020 |
140~020 |
-0~165 |
2 |
424 |
-6,078 |
Jun16 |
160329 |
139~155 |
140~135 |
139~115 |
140~120 |
+0~230 |
26,359 |
93,949 |
-773 |
Sep16 |
160329 |
139~150 |
139~150 |
139~150 |
139~150 |
+0~230 |
|
|
|
Total Volume and Open Interest |
26,359 |
93,949 |
-773 |
30 Day Federal Funds(CBOT) |
Mar16 |
160329 |
99.637 |
99.637 |
99.635 |
99.637 |
unch |
1,813 |
78,978 |
-95 |
Apr16 |
160329 |
99.632 |
99.635 |
99.632 |
99.635 |
unch |
1,696 |
129,281 |
+181 |
May16 |
160329 |
99.605 |
99.625 |
99.605 |
99.625 |
+0.015 |
19,507 |
184,086 |
-4,426 |
Jun16 |
160329 |
99.570 |
99.595 |
99.565 |
99.590 |
+0.025 |
3,975 |
57,126 |
+538 |
Jul16 |
160329 |
99.525 |
99.560 |
99.525 |
99.555 |
+0.030 |
19,809 |
90,192 |
+7,231 |
Aug16 |
160329 |
99.485 |
99.520 |
99.485 |
99.515 |
+0.035 |
16,976 |
67,326 |
+6,909 |
Total Volume and Open Interest |
73,021 |
808,376 |
+9,334 |
3-Mth Euro-Yen(CME) |
Jun16 |
160329 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Sep16 |
160329 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec16 |
160329 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar17 |
160329 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Jun17 |
160329 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Sep17 |
160329 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec17 |
160329 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar18 |
160329 |
99.935 |
99.935 |
99.935 |
99.935 |
unch |
|
|
|
Jun18 |
160329 |
99.795 |
99.795 |
99.795 |
99.795 |
unch |
|
|
|
Sep18 |
160329 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Jun16 |
160329 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep16 |
160329 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec16 |
160329 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
1 |
5 |
+1 |
Mar17 |
160329 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160329 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160329 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160329 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160329 |
99.93 |
99.93 |
99.93 |
99.93 |
unch |
|
|
|
Total Volume and Open Interest |
1 |
5 |
+1 |
Japanese Gov't Bonds(SGX) |
Jun16 |
160329 |
151.83 |
151.86 |
151.70 |
151.83 |
-0.02 |
363 |
15,843 |
+674 |
Sep16 |
160329 |
151.27 |
151.27 |
151.27 |
151.27 |
-0.02 |
|
|
|
Dec16 |
160329 |
151.27 |
151.27 |
151.27 |
151.27 |
-0.02 |
|
|
|
Total Volume and Open Interest |
363 |
15,843 |
+674 |
Euro-Buxl(EUREX) |
Jun16 |
160329 |
168.02 |
169.78 |
168.02 |
169.04 |
+1.52 |
26,827 |
116,527 |
+1,215 |
Sep16 |
160329 |
178.20 |
178.20 |
178.20 |
178.20 |
+2.02 |
2 |
12 |
+0 |
Dec16 |
160329 |
178.20 |
178.20 |
178.20 |
178.20 |
+2.02 |
|
|
|
Total Volume and Open Interest |
26,829 |
116,539 |
+1,215 |
Euro-Bund(EUREX) |
Jun16 |
160329 |
163.10 |
163.83 |
163.07 |
163.53 |
+0.52 |
499,944 |
1,194,924 |
-674 |
Sep16 |
160329 |
162.51 |
162.84 |
162.50 |
162.55 |
+0.52 |
5,809 |
5,178 |
+4,700 |
Dec16 |
160329 |
161.03 |
161.03 |
161.03 |
161.03 |
+0.52 |
|
|
|
Total Volume and Open Interest |
505,753 |
1,200,102 |
+4,026 |
Euro-Bobl(EUREX) |
Jun16 |
160329 |
130.98 |
131.24 |
130.97 |
131.17 |
+0.22 |
341,928 |
992,103 |
-9,996 |
Sep16 |
160329 |
131.84 |
132.09 |
131.84 |
132.09 |
+0.32 |
1 |
13 |
+1 |
Dec16 |
160329 |
131.17 |
131.17 |
131.17 |
131.17 |
-0.28 |
|
|
|
Total Volume and Open Interest |
341,929 |
992,116 |
-9,995 |
Euro-Schatz(EUREX) |
Jun16 |
160329 |
111.77 |
111.82 |
111.76 |
111.79 |
+0.02 |
124,967 |
1,030,719 |
-1,734 |
Sep16 |
160329 |
111.77 |
111.77 |
111.77 |
111.77 |
+0.02 |
0 |
2 |
+0 |
Dec16 |
160329 |
111.77 |
111.77 |
111.77 |
111.77 |
+0.02 |
|
|
|
Total Volume and Open Interest |
124,967 |
1,030,721 |
-1,734 |
3-Mth Euribor(EUREX) |
Mar16 |
160314 |
100.225 |
100.225 |
100.225 |
100.225 |
unch |
278 |
5,335 |
+109 |
Jun16 |
160329 |
100.255 |
100.255 |
100.255 |
100.255 |
unch |
0 |
11,620 |
+0 |
Sep16 |
160329 |
100.290 |
100.290 |
100.280 |
100.280 |
unch |
0 |
5,981 |
+0 |
Total Volume and Open Interest |
94 |
71,731 |
+60 |
Long Gilt(LIFFE) |
Mar16 |
160329 |
121~29 |
122~02 |
121~29 |
122~01 |
+0~15 |
123 |
2,080 |
-337 |
Jun16 |
160329 |
120~28 |
121~12 |
120~27 |
121~06 |
+0~15 |
150,614 |
459,757 |
+1,915 |
Total Volume and Open Interest |
150,737 |
461,837 |
+1,578 |
3-Mth Short Sterling(LIFFE) |
Jun16 |
160329 |
99.40 |
99.40 |
99.40 |
99.40 |
+0.00 |
25,534 |
443,358 |
+1,325 |
Sep16 |
160329 |
99.39 |
99.39 |
99.38 |
99.38 |
unch |
59,197 |
362,847 |
-13,558 |
Dec16 |
160329 |
99.36 |
99.37 |
99.34 |
99.36 |
+0.01 |
58,027 |
399,935 |
-6,980 |
Mar17 |
160329 |
99.32 |
99.34 |
99.31 |
99.33 |
+0.02 |
89,258 |
320,443 |
-2,172 |
Jun17 |
160329 |
99.27 |
99.29 |
99.26 |
99.28 |
+0.01 |
70,497 |
294,402 |
+3,565 |
Sep17 |
160329 |
99.23 |
99.25 |
99.22 |
99.23 |
+0.01 |
48,191 |
255,609 |
+3,872 |
Total Volume and Open Interest |
480,402 |
3,088,785 |
-12,076 |
3-Mth Euribor(LIFFE) |
Jun16 |
160329 |
100.255 |
100.260 |
100.245 |
100.255 |
+0.005 |
28,010 |
495,632 |
+9,257 |
Sep16 |
160329 |
100.275 |
100.290 |
100.275 |
100.280 |
+0.005 |
20,441 |
480,337 |
+1,740 |
Dec16 |
160329 |
100.290 |
100.305 |
100.285 |
100.295 |
+0.005 |
21,082 |
451,503 |
-1,152 |
Total Volume and Open Interest |
214,280 |
3,426,499 |
+8,152 |
3-Mth Aus T-Bills(SFE) |
Jun16 |
160329 |
97.76 |
97.76 |
97.75 |
97.76 |
unch |
34,646 |
239,558 |
+5,483 |
Sep16 |
160329 |
97.83 |
97.84 |
97.82 |
97.84 |
+0.01 |
60,436 |
236,554 |
+16,194 |
Dec16 |
160329 |
97.88 |
97.88 |
97.86 |
97.88 |
+0.01 |
47,775 |
164,025 |
+5,064 |
Mar17 |
160329 |
97.90 |
97.91 |
97.88 |
97.91 |
+0.01 |
19,069 |
127,017 |
+882 |
Jun17 |
160329 |
97.90 |
97.91 |
97.90 |
97.91 |
+0.01 |
7,549 |
64,186 |
+1,206 |
Sep17 |
160329 |
97.88 |
97.90 |
97.88 |
97.90 |
+0.02 |
7,634 |
57,598 |
+881 |
Dec17 |
160329 |
97.86 |
97.87 |
97.86 |
97.87 |
+0.01 |
4,276 |
33,956 |
+780 |
Mar18 |
160329 |
97.82 |
97.83 |
97.81 |
97.83 |
+0.02 |
2,311 |
17,542 |
-55 |
Jun18 |
160329 |
97.78 |
97.79 |
97.77 |
97.79 |
+0.02 |
639 |
10,727 |
+47 |
Sep18 |
160329 |
97.73 |
97.73 |
97.73 |
97.73 |
+0.02 |
24 |
1,144 |
-12 |
Total Volume and Open Interest |
184,583 |
955,101 |
+30,687 |
10-Year Aus T-Bonds(SFE) |
Jun16 |
160329 |
97.42 |
97.45 |
97.41 |
97.43 |
+0.01 |
136,427 |
761,185 |
+13,155 |
Sep16 |
160329 |
97.43 |
97.43 |
97.43 |
97.43 |
+0.01 |
|
|
|
Total Volume and Open Interest |
136,427 |
761,185 |
+13,155 |
3-Year Aus T-Bonds(SFE) |
Jun16 |
160329 |
98.03 |
98.05 |
98.01 |
98.03 |
unch |
202,749 |
731,353 |
+16,508 |
Sep16 |
160329 |
98.03 |
98.03 |
98.03 |
98.03 |
unch |
|
|
|
Total Volume and Open Interest |
202,749 |
731,353 |
+16,508 |
Gold(CMX) |
Apr16 |
160329 |
1221.5 |
1243.4 |
1215.3 |
1235.8 |
+15.7 |
169,701 |
125,328 |
-26,977 |
Jun16 |
160329 |
1223.1 |
1245.2 |
1217.0 |
1237.5 |
+15.5 |
62,507 |
268,844 |
+25,302 |
Aug16 |
160329 |
1224.5 |
1246.0 |
1219.9 |
1239.0 |
+15.6 |
3,543 |
32,974 |
+909 |
Oct16 |
160329 |
1223.1 |
1246.6 |
1219.7 |
1240.3 |
+15.6 |
1,241 |
19,320 |
+98 |
Dec16 |
160329 |
1226.8 |
1248.0 |
1221.6 |
1241.7 |
+15.6 |
1,719 |
21,613 |
+164 |
Feb17 |
160329 |
1234.2 |
1250.2 |
1230.5 |
1243.0 |
+15.6 |
497 |
4,659 |
+407 |
Apr17 |
160329 |
1229.0 |
1250.0 |
1228.1 |
1244.4 |
+15.6 |
59 |
2,868 |
-24 |
Jun17 |
160329 |
1231.0 |
1245.8 |
1231.0 |
1245.8 |
+15.6 |
47 |
5,733 |
+36 |
Aug17 |
160329 |
1238.9 |
1247.1 |
1238.9 |
1247.1 |
+15.6 |
0 |
104 |
+0 |
Oct17 |
160329 |
1248.5 |
1248.5 |
1248.5 |
1248.5 |
+15.6 |
24 |
930 |
-20 |
Dec17 |
160329 |
1229.6 |
1249.9 |
1229.6 |
1249.9 |
+15.6 |
339 |
5,620 |
-62 |
Total Volume and Open Interest |
241,364 |
497,522 |
+306 |
Silver(CMX) |
Mar16 |
160329 |
1511.5 |
1523.7 |
1511.5 |
1523.7 |
+4.3 |
73 |
116 |
-71 |
May16 |
160329 |
1523.0 |
1537.5 |
1506.0 |
1523.3 |
+4.3 |
41,065 |
113,192 |
-2,844 |
Jul16 |
160329 |
1526.0 |
1541.5 |
1510.5 |
1527.1 |
+4.3 |
2,669 |
23,686 |
+1,372 |
Sep16 |
160329 |
1521.5 |
1542.5 |
1520.0 |
1530.8 |
+4.4 |
592 |
11,039 |
+64 |
Dec16 |
160329 |
1535.0 |
1547.0 |
1525.0 |
1535.8 |
+4.4 |
402 |
16,153 |
+164 |
Mar17 |
160329 |
1541.0 |
1541.0 |
1541.0 |
1541.0 |
+4.2 |
8 |
834 |
-1 |
May17 |
160329 |
1544.6 |
1544.6 |
1544.6 |
1544.6 |
+4.1 |
3 |
29 |
-2 |
Total Volume and Open Interest |
44,921 |
170,580 |
-1,333 |
Platinum(NYMEX) |
Apr16 |
160329 |
945.6 |
970.3 |
945.6 |
965.2 |
+20.5 |
15,133 |
14,597 |
-5,325 |
Jul16 |
160329 |
946.9 |
972.0 |
946.9 |
967.0 |
+20.8 |
9,134 |
43,934 |
+3,629 |
Oct16 |
160329 |
952.0 |
971.7 |
951.0 |
968.9 |
+20.9 |
88 |
1,856 |
+73 |
Jan17 |
160329 |
969.9 |
969.9 |
969.9 |
969.9 |
+20.9 |
0 |
8 |
+0 |
Total Volume and Open Interest |
24,356 |
60,426 |
-1,623 |
Palladium(NYMEX) |
Jun16 |
160329 |
567.95 |
579.30 |
555.40 |
573.20 |
+6.20 |
4,744 |
21,917 |
+28 |
Sep16 |
160329 |
569.25 |
579.00 |
558.15 |
573.55 |
+6.20 |
3 |
557 |
+1 |
Dec16 |
160329 |
574.80 |
574.80 |
574.80 |
574.80 |
+6.20 |
2 |
65 |
+2 |
Total Volume and Open Interest |
4,753 |
22,597 |
+31 |
Copper(CMX) |
Mar16 |
160329 |
220.75 |
221.55 |
219.80 |
220.85 |
-3.30 |
500 |
553 |
-105 |
May16 |
160329 |
224.20 |
224.80 |
219.70 |
221.40 |
-3.20 |
54,447 |
96,769 |
-2,333 |
Jul16 |
160329 |
224.90 |
225.40 |
220.60 |
222.25 |
-3.10 |
5,554 |
37,130 |
+1,695 |
Sep16 |
160329 |
224.70 |
224.70 |
221.20 |
222.85 |
-3.05 |
1,753 |
21,584 |
-120 |
Dec16 |
160329 |
224.20 |
224.20 |
221.60 |
223.25 |
-2.90 |
423 |
14,491 |
+66 |
Total Volume and Open Interest |
63,386 |
180,788 |
-696 |
E-mini DJIA Index(CBOT) |
Jun16 |
160329 |
17442 |
17553 |
17333 |
17538 |
+90 |
134,496 |
99,118 |
+4,786 |
Sep16 |
160329 |
17365 |
17456 |
17293 |
17449 |
+85 |
47 |
221 |
+5 |
Dec16 |
160329 |
17389 |
17389 |
17389 |
17389 |
+85 |
2 |
4 |
+2 |
Mar17 |
160329 |
17329 |
17329 |
17329 |
17329 |
+85 |
|
|
|
Total Volume and Open Interest |
134,545 |
99,343 |
+4,793 |
S & P 500(CME) |
Jun16 |
160329 |
2030.00 |
2049.00 |
2019.50 |
2047.50 |
+19.50 |
4,340 |
60,166 |
+287 |
Sep16 |
160329 |
2039.50 |
2039.50 |
2014.10 |
2039.50 |
+19.40 |
10 |
270 |
+0 |
Dec16 |
160329 |
2032.70 |
2032.70 |
2007.30 |
2032.70 |
+19.40 |
0 |
1 |
+0 |
Mar17 |
160329 |
2027.80 |
2027.80 |
2002.40 |
2027.80 |
+19.40 |
|
|
|
Total Volume and Open Interest |
4,350 |
60,437 |
+287 |
S & P 500 E-Mini(Globex) |
Jun16 |
160329 |
2027.75 |
2049.25 |
2019.25 |
2047.50 |
+19.50 |
1,524,072 |
2,802,444 |
-8,807 |
Sep16 |
160329 |
2020.00 |
2041.50 |
2011.50 |
2039.50 |
+19.50 |
995 |
7,727 |
+89 |
Dec16 |
160329 |
2014.25 |
2034.00 |
2004.75 |
2032.75 |
+19.50 |
431 |
1,690 |
+128 |
Mar17 |
160329 |
2020.00 |
2027.75 |
2005.25 |
2027.75 |
+19.25 |
1 |
54 |
+1 |
Total Volume and Open Interest |
1,525,499 |
2,811,915 |
-8,589 |
NASDAQ 100 E-Mini(Globex) |
Jun16 |
160329 |
4389.80 |
4463.50 |
4374.00 |
4458.30 |
+68.80 |
196,013 |
208,894 |
+642 |
Sep16 |
160329 |
4370.00 |
4455.30 |
4370.00 |
4451.30 |
+68.80 |
46 |
175 |
+20 |
Dec16 |
160329 |
4400.30 |
4448.80 |
4376.80 |
4448.80 |
+68.80 |
0 |
78 |
+0 |
Total Volume and Open Interest |
196,059 |
209,147 |
+662 |
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 |
160329 |
1412.10 |
1442.60 |
1407.50 |
1441.80 |
+29.30 |
13,047 |
85,697 |
+653 |
Sep16 |
160329 |
1437.50 |
1437.50 |
1407.50 |
1437.50 |
+29.30 |
0 |
7 |
+0 |
Total Volume and Open Interest |
13,048 |
85,715 |
+653 |
Volatility Index(CBOE) |
Mar16 |
160316 |
17.00 |
17.05 |
16.55 |
17.00 |
+0.10 |
52,731 |
64,159 |
-9,546 |
Apr16 |
160329 |
17.17 |
17.55 |
16.05 |
16.08 |
-1.05 |
77,890 |
175,179 |
-6,353 |
May16 |
160329 |
18.80 |
19.05 |
17.75 |
17.83 |
-0.95 |
39,847 |
66,538 |
+5,197 |
Jun16 |
160329 |
19.57 |
19.80 |
18.68 |
18.73 |
-0.85 |
12,187 |
23,584 |
+410 |
Total Volume and Open Interest |
143,575 |
322,193 |
+22 |
Russell 2000(ICE) |
Jun16 |
160329 |
1073.80 |
1108.00 |
1070.10 |
1107.00 |
+32.20 |
81,298 |
389,046 |
-918 |
Sep16 |
160329 |
1080.60 |
1103.20 |
1080.60 |
1103.20 |
+32.20 |
1 |
25 |
+1 |
Dec16 |
160329 |
1099.50 |
1099.50 |
1099.50 |
1099.50 |
+32.10 |
0 |
10 |
+0 |
Total Volume and Open Interest |
81,299 |
389,081 |
-917 |
Nikkei 225(CME) |
Jun16 |
160329 |
17045 |
17185 |
16985 |
17070 |
+65 |
9,772 |
29,956 |
-255 |
Sep16 |
160329 |
17115 |
17115 |
17045 |
17080 |
+65 |
0 |
2 |
+0 |
Total Volume and Open Interest |
9,772 |
29,963 |
-255 |
Nikkei 225(SGX) |
Jun16 |
160329 |
16965 |
17135 |
16915 |
17060 |
+100 |
45,771 |
177,153 |
+1,469 |
Sep16 |
160329 |
16955 |
17080 |
16895 |
17035 |
+100 |
55 |
615 |
+22 |
Dec16 |
160329 |
16925 |
16925 |
16925 |
16925 |
+105 |
0 |
3,801 |
+0 |
Total Volume and Open Interest |
45,854 |
191,186 |
+1,463 |
Nikkei 225(CME) Yen |
Mar16 |
160310 |
16800 |
17170 |
16465 |
16680 |
-115 |
65,182 |
66,351 |
-20,258 |
Jun16 |
160329 |
16980 |
17130 |
16935 |
17020 |
+70 |
41,246 |
59,932 |
+164 |
Sep16 |
160329 |
16985 |
17070 |
16910 |
16985 |
+70 |
2 |
6 |
+0 |
Total Volume and Open Interest |
41,248 |
59,944 |
+164 |
Nikkei 225(CME) e-Mini Yen |
Mar16 |
160310 |
16870 |
16870 |
16680 |
16680 |
-120 |
5 |
70 |
+5 |
Jun16 |
160329 |
17020 |
17020 |
17020 |
17020 |
+70 |
0 |
11 |
+0 |
Sep16 |
160329 |
16980 |
16985 |
16980 |
16980 |
+70 |
|
|
|
Total Volume and Open Interest |
0 |
11 |
+0 |
CAC 40(EURONEXT) |
Apr16 |
160329 |
4352.0 |
4385.0 |
4330.5 |
4365.5 |
+37.0 |
75,512 |
246,403 |
-2,643 |
May16 |
160329 |
4275.0 |
4311.5 |
4265.5 |
4294.0 |
+37.0 |
11 |
20 |
+7 |
Jun16 |
160329 |
4240.0 |
4261.5 |
4218.5 |
4247.0 |
+37.0 |
510 |
8,991 |
-93 |
Total Volume and Open Interest |
76,033 |
255,418 |
-2,729 |
Hang Seng Index(HKFE) |
Mar16 |
160329 |
20321 |
20426 |
20153 |
20349 |
+30 |
117,596 |
88,676 |
-6,618 |
Apr16 |
160329 |
20309 |
20418 |
20153 |
20363 |
+57 |
19,407 |
22,650 |
+11,789 |
Total Volume and Open Interest |
138,949 |
117,650 |
+5,106 |
DAX(EUREX) |
Jun16 |
160329 |
9945.0 |
9994.0 |
9845.5 |
9925.5 |
+20.0 |
99,437 |
109,549 |
+2,843 |
Sep16 |
160329 |
9944.0 |
9976.0 |
9849.0 |
9917.5 |
+20.0 |
75 |
1,018 |
+1 |
Dec16 |
160329 |
9847.0 |
9925.0 |
9847.0 |
9910.5 |
+20.0 |
1,300 |
1,300 |
+1,300 |
Total Volume and Open Interest |
100,812 |
111,867 |
+4,144 |
Mini-DAX(EUREX) |
Mar16 |
160318 |
9872.0 |
9935.0 |
9819.0 |
9901.5 |
+29.5 |
16,755 |
7,843 |
-450 |
Jun16 |
160329 |
9949.0 |
9992.0 |
9846.0 |
9925.0 |
+20.0 |
19,421 |
5,336 |
+215 |
Sep16 |
160329 |
9919.0 |
9943.0 |
9852.0 |
9917.0 |
+20.0 |
37 |
64 |
+17 |
Total Volume and Open Interest |
19,459 |
5,401 |
+233 |
FT-SE 100(EURONEXT) |
Jun16 |
160329 |
6062.50 |
6100.00 |
6010.50 |
6039.00 |
-18.50 |
88,574 |
598,504 |
+1,891 |
Sep16 |
160329 |
5987.00 |
5987.00 |
5987.00 |
5987.00 |
-18.50 |
0 |
1,784 |
+0 |
Dec16 |
160329 |
5953.00 |
5953.00 |
5953.00 |
5953.00 |
-18.50 |
|
|
|
Total Volume and Open Interest |
88,574 |
600,288 |
+1,891 |
SPI 200(SFE) |
Jun16 |
160329 |
5082.0 |
5100.0 |
4979.0 |
4993.0 |
-88.0 |
26,774 |
227,282 |
-1,035 |
Sep16 |
160329 |
4948.0 |
4948.0 |
4948.0 |
4948.0 |
-89.0 |
7 |
801 |
+2 |
Dec16 |
160329 |
4934.0 |
4934.0 |
4934.0 |
4934.0 |
-89.0 |
62 |
2,043 |
+62 |
Total Volume and Open Interest |
26,962 |
231,125 |
-867 |
FTSE MIB(ISE) |
Jun16 |
160329 |
17805.00 |
18030.00 |
17570.00 |
17689.00 |
-51.00 |
29,437 |
57,416 |
-544 |
Sep16 |
160329 |
17800.00 |
17800.00 |
17525.00 |
17589.00 |
-44.00 |
12 |
28 |
-1 |
Dec16 |
160329 |
17464.00 |
17464.00 |
17464.00 |
17464.00 |
-44.00 |
|
|
|
Total Volume and Open Interest |
29,449 |
57,444 |
-545 |
KOSPI 200(KFE) |
Jun16 |
160329 |
245.50 |
247.00 |
245.25 |
246.70 |
+1.30 |
74,487 |
119,211 |
+678 |
Sep16 |
160329 |
246.05 |
247.70 |
246.05 |
247.40 |
+1.35 |
162 |
4,344 |
+6 |
Dec16 |
160329 |
248.45 |
248.45 |
248.45 |
248.45 |
+1.50 |
3 |
2,412 |
+2 |
Total Volume and Open Interest |
74,653 |
127,211 |
+686 |
GSCI(CME) |
Apr16 |
160329 |
324.10 |
325.85 |
322.05 |
324.60 |
-3.35 |
271 |
11,491 |
-88 |
May16 |
160329 |
328.85 |
328.85 |
327.35 |
328.85 |
-3.35 |
60 |
60 |
+60 |
Jun16 |
160329 |
330.85 |
330.85 |
330.85 |
330.85 |
-3.35 |
|
|
|
Total Volume and Open Interest |
331 |
11,551 |
-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. |
|
|