Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Mon April 04, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May16 160404 918.50 922.25 912.75 913.50 -4.75 216,652 341,441 +2,299
Jul16 160404 925.75 930.00 920.50 921.50 -4.50 82,744 195,182 +5,445
Aug16 160404 927.75 931.75 923.50 924.25 -4.25 6,933 22,078 +347
Sep16 160404 930.25 931.75 923.75 924.50 -4.00 3,998 12,015 +638
Nov16 160404 932.00 936.00 927.50 928.50 -3.75 46,999 171,442 +4,436
Jan17 160404 936.00 940.00 932.00 933.00 -3.50 1,815 5,418 +249
Mar17 160404 936.75 941.00 934.00 935.00 -3.25 1,260 11,655 +276
May17 160404 938.00 940.50 934.75 935.75 -2.50 816 4,837 -148
Jul17 160404 945.00 945.00 939.00 940.75 -1.75 255 3,858 +65
Aug17 160404 940.50 940.50 936.00 938.25 -2.00 0 59 +0
Sep17 160404 930.00 930.00 930.00 930.00 -1.25 0 35 +0
Nov17 160404 927.00 929.25 924.25 926.50 -0.75 355 5,728 +80
Jan18 160404 931.25 931.25 931.25 931.25 -0.50 0 17 +0
Mar18 160404 935.75 935.75 935.75 935.75 -0.50 0 18 +0
Total Volume and Open Interest 361,828 773,850 +13,687
Soybean Meal(CBOT)
May16 160404 272.50 273.90 268.00 268.20 -4.10 76,247 148,925 +191
Jul16 160404 275.40 276.60 270.90 271.10 -4.00 29,990 101,608 +1,115
Aug16 160404 277.40 277.70 272.40 272.60 -3.70 4,247 24,128 +331
Sep16 160404 277.70 278.80 273.70 273.90 -3.50 3,044 20,371 +350
Oct16 160404 278.90 279.80 274.80 274.90 -3.40 1,770 13,969 +192
Dec16 160404 280.70 281.90 276.90 277.00 -3.40 9,041 51,562 +719
Jan17 160404 282.60 282.60 278.00 278.00 -3.20 676 3,692 +13
Mar17 160404 282.00 282.80 278.90 278.90 -2.80 634 4,781 -105
May17 160404 282.00 282.40 278.90 279.20 -2.30 497 2,758 -42
Jul17 160404 283.50 284.10 280.70 280.80 -2.10 71 1,705 +27
Total Volume and Open Interest 126,329 375,338 +2,805
Soybean Oil(CBOT)
May16 160404 34.45 34.74 34.34 34.69 +0.24 66,656 210,475 +4,455
Jul16 160404 34.67 34.98 34.57 34.93 +0.26 28,574 120,298 -338
Aug16 160404 34.76 35.07 34.69 35.03 +0.25 4,002 23,194 -225
Sep16 160404 34.89 35.17 34.79 35.14 +0.26 1,957 16,333 +16
Oct16 160404 34.92 35.22 34.88 35.21 +0.27 878 9,637 +15
Dec16 160404 35.09 35.41 35.00 35.37 +0.28 6,252 49,735 +238
Jan17 160404 35.25 35.60 35.20 35.58 +0.30 441 4,677 +140
Mar17 160404 35.49 35.74 35.48 35.73 +0.35 455 5,267 -76
May17 160404 35.39 35.78 35.39 35.78 +0.37 407 3,341 +93
Jul17 160404 35.66 35.90 35.59 35.89 +0.40 166 3,701 +7
Total Volume and Open Interest 110,360 453,853 +4,586
Canola(WCE)
May16 160404 478.8 482.6 478.2 481.6 +2.5 8,934 97,114 -1,884
Jul16 160404 485.0 488.6 484.5 487.6 +2.6 7,271 46,976 +3,228
Nov16 160404 484.3 487.0 483.5 486.2 +2.0 2,428 25,765 +238
Jan17 160404 488.8 490.0 488.0 489.4 +2.6 13 1,351 +7
Mar17 160404 489.9 491.1 489.9 490.5 +2.7 7 382 +1
Total Volume and Open Interest 18,663 171,644 +1,595
Corn(CBOT)
May16 160404 353.75 355.00 350.75 354.50 +0.50 522,428 586,734 +15,345
Jul16 160404 357.50 358.25 354.50 357.75 unch 206,811 362,413 +23,622
Sep16 160404 361.75 362.00 358.75 361.75 unch 52,694 146,064 +3,309
Dec16 160404 369.50 369.75 366.75 369.00 -0.75 126,048 206,983 +12,964
Mar17 160404 379.25 379.50 376.75 379.00 -0.50 7,784 41,283 +549
May17 160404 384.25 384.75 382.50 384.75 -0.50 3,138 7,410 +84
Jul17 160404 387.50 388.75 386.50 388.75 -0.25 4,231 18,426 -169
Sep17 160404 384.25 385.00 384.25 385.00 -0.50 807 1,979 +24
Dec17 160404 385.25 386.25 383.25 386.00 unch 5,807 14,145 +621
Mar18 160404 396.00 396.00 393.75 395.75 +0.25 218 667 +65
Total Volume and Open Interest 930,250 1,387,787 +56,491
Wheat(CBOT)
May16 160404 476.00 479.00 470.25 474.75 -1.00 114,421 203,082 +344
Jul16 160404 482.75 486.25 477.00 481.25 -1.75 44,490 131,676 +2,984
Sep16 160404 491.75 495.75 486.50 490.75 -1.75 9,890 39,344 +398
Dec16 160404 506.00 509.25 501.00 504.75 -2.00 9,676 44,483 -727
Mar17 160404 522.25 522.25 514.75 518.50 -1.50 1,172 11,883 +184
May17 160404 525.00 527.75 524.75 527.75 -0.75 519 2,658 +92
Total Volume and Open Interest 180,439 434,825 +3,348
Wheat(KCBT)
May16 160404 479.00 480.50 471.00 475.25 -2.50 27,203 84,330 -978
Jul16 160404 489.00 491.50 482.25 486.50 -2.00 17,476 72,299 +460
Sep16 160404 504.25 505.50 496.50 500.75 -1.75 2,783 14,391 -282
Dec16 160404 524.50 525.50 517.00 521.50 -1.50 2,304 23,220 +283
Mar17 160404 537.50 537.50 530.00 534.00 -1.75 518 9,224 +94
May17 160404 541.50 542.50 541.50 542.50 -1.00 80 2,793 +25
Jul17 160404 549.75 550.00 548.75 548.75 unch 28 812 +8
Total Volume and Open Interest 50,392 207,265 -390
Wheat(MGE)
May16 160404 528.25 530.50 524.00 529.25 +0.25 5,996 25,978 -586
Jul16 160404 536.25 539.25 533.00 538.00 unch 3,388 20,901 +907
Sep16 160404 547.00 548.25 541.75 547.00 unch 1,254 9,180 +273
Dec16 160404 559.25 560.00 554.50 559.00 -0.25 848 7,662 +148
Mar17 160404 570.00 571.50 568.50 571.25 unch 738 3,902 +92
May17 160404 578.00 579.25 575.00 579.25 unch 510 1,623 +177
Total Volume and Open Interest 12,935 69,501 +1,091
Oats(CBOT)
May16 160404 187.75 189.75 185.75 187.00 +2.00 665 7,329 -149
Jul16 160404 197.50 198.75 194.75 196.25 +1.25 417 2,928 +254
Sep16 160404 205.75 205.75 205.75 205.75 +2.00 30 191 +4
Dec16 160404 214.00 215.00 214.00 215.00 +2.50 172 658 +123
Total Volume and Open Interest 1,284 11,107 +232
Rough Rice(CBOT)
May16 160404 9.80 9.85 9.72 9.80 +0.05 1,826 9,982 -232
Jul16 160404 10.07 10.11 10.00 10.06 +0.04 786 2,329 +161
Sep16 160404 10.27 10.28 10.19 10.23 +0.05 188 662 +28
Nov16 160404 10.38 10.41 10.31 10.40 +0.03 95 139 +14
Total Volume and Open Interest 2,902 13,149 -23
Live Cattle(CME)
Apr16 160404 133.575 134.250 132.750 133.200 +0.215 19,146 38,275 -5,363
Jun16 160404 123.980 124.885 123.350 123.680 +0.100 35,731 133,945 +3,759
Aug16 160404 120.000 120.700 119.250 119.600 +0.020 12,711 57,828 +794
Oct16 160404 119.730 120.385 119.150 119.580 +0.100 6,701 35,557 +490
Dec16 160404 119.535 119.930 118.700 119.230 +0.050 2,342 16,576 +126
Feb17 160404 118.600 118.800 117.800 118.330 +0.080 917 5,274 +26
Total Volume and Open Interest 77,986 291,595 -135
Feeder Cattle(CME)
Apr16 160404 156.485 157.330 156.130 156.685 +0.485 2,615 5,668 -450
May16 160404 155.150 156.080 154.100 154.700 unch 6,224 15,217 +69
Aug16 160404 155.500 156.000 154.380 155.100 +0.100 2,781 11,534 +34
Sep16 160404 154.000 154.535 152.900 153.735 +0.085 566 2,789 +55
Oct16 160404 152.580 152.900 151.235 152.130 +0.195 349 1,742 -24
Nov16 160404 148.650 148.850 147.300 148.200 +0.300 239 1,684 +16
Jan17 160404 144.000 144.000 143.050 143.600 +0.165 13 100 -4
Total Volume and Open Interest 12,787 38,734 -304
Lean Hogs(CME)
Apr16 160404 68.135 68.150 67.600 67.680 -0.120 5,740 18,855 -2,167
May16 160404 75.785 75.800 75.000 75.000 -0.500 196 2,064 +10
Jun16 160404 79.635 79.730 78.680 78.730 -0.655 13,682 89,764 -1,348
Jul16 160404 79.550 79.550 78.730 78.750 -0.535 3,209 22,832 +542
Aug16 160404 79.000 79.100 78.400 78.450 -0.400 4,106 35,461 +150
Oct16 160404 67.600 68.000 67.500 67.785 +0.185 2,476 33,833 +165
Dec16 160404 62.430 63.050 62.300 62.930 +0.550 856 19,545 +264
Feb17 160404 65.180 65.725 65.100 65.600 +0.300 158 6,074 -4
Total Volume and Open Interest 30,484 230,656 -2,362
Class III Milk(CME)
Mar16 160329 13.78 13.78 13.77 13.77 unch 251 3,729 -23
Apr16 160404 13.83 13.85 13.73 13.75 -0.06 222 4,764 -23
May16 160404 14.04 14.04 13.76 13.80 -0.18 480 4,934 +174
Jun16 160404 14.03 14.11 13.81 13.83 -0.22 223 4,168 +67
Jul16 160404 14.24 14.24 14.10 14.12 -0.17 98 3,159 +36
Aug16 160404 14.63 14.63 14.53 14.56 -0.07 86 2,645 +56
Sep16 160404 14.85 14.86 14.79 14.79 -0.06 66 2,566 +28
Oct16 160404 14.95 14.95 14.89 14.89 -0.06 87 2,125 +65
Nov16 160404 14.94 14.94 14.85 14.87 -0.08 106 2,018 +85
Dec16 160404 14.90 14.90 14.84 14.84 -0.06 141 1,962 +113
Jan17 160404 14.75 14.75 14.75 14.75 -0.01 58 436 +17
Feb17 160404 14.71 14.71 14.71 14.71 +0.01 71 391 +60
Mar17 160404 14.77 14.77 14.74 14.74 +0.02 57 369 +49
Total Volume and Open Interest 1,761 30,585 +769
Cocoa(ICE)
May16 160404 2865 2917 2854 2871 -10 25,901 68,207 -1,223
Jul16 160404 2884 2926 2865 2882 -10 14,504 63,069 -415
Sep16 160404 2880 2915 2856 2872 -9 5,722 48,490 +387
Dec16 160404 2858 2888 2830 2847 -12 2,121 21,886 +23
Mar17 160404 2824 2864 2811 2828 -12 819 27,223 +27
May17 160404 2819 2844 2808 2822 -12 78 4,558 -12
Jul17 160404 2839 2839 2804 2816 -12 32 1,301 +13
Total Volume and Open Interest 49,203 240,275 -1,194
Coffee "C"(ICE)
May16 160404 125.80 126.55 122.30 122.80 -4.45 17,672 72,184 -1,086
Jul16 160404 127.70 128.60 124.45 124.95 -4.40 9,289 50,008 +542
Sep16 160404 129.45 130.30 126.30 126.75 -4.30 5,997 30,420 -329
Dec16 160404 131.65 132.05 128.20 128.70 -4.10 3,316 27,165 -181
Mar17 160404 133.45 133.75 130.10 130.55 -4.00 685 7,768 +205
May17 160404 133.70 133.70 131.70 132.05 -3.95 274 3,918 +3
Total Volume and Open Interest 37,601 197,463 -766
Orange Juice(ICE)
May16 160404 147.45 147.45 143.20 143.70 -3.70 2,537 8,495 -372
Jul16 160404 147.00 147.00 143.20 144.25 -3.05 554 3,410 +98
Sep16 160404 145.85 145.95 144.20 144.50 -2.60 12 1,078 +3
Nov16 160404 145.75 145.75 143.80 144.55 -2.70 1 400 +0
Jan17 160404 144.75 144.75 144.75 144.75 -2.75 0 75 +0
Mar17 160404 145.55 145.55 145.55 145.55 -2.75 0 1 +0
Total Volume and Open Interest 3,104 13,459 -271
Sugar #11(ICE)
May16 160404 14.92 14.98 14.61 14.64 -0.54 81,237 314,812 -6,125
Jul16 160404 15.00 15.04 14.77 14.82 -0.45 41,732 258,378 +671
Oct16 160404 15.19 15.19 14.97 15.03 -0.38 17,293 134,616 +1,268
Mar17 160404 15.65 15.65 15.45 15.51 -0.34 8,512 89,297 +12
May17 160404 15.36 15.44 15.25 15.31 -0.31 2,404 14,606 -274
Jul17 160404 15.13 15.21 15.03 15.09 -0.28 1,472 23,937 -89
Oct17 160404 15.25 15.25 15.01 15.06 -0.24 755 18,095 +142
Mar18 160404 15.50 15.50 15.35 15.38 -0.19 395 6,873 +113
Total Volume and Open Interest 154,056 866,152 -4,170
London Cocoa(LCE)
May16 160404 2130 2137 2098 2108 -19 17,679 78,235 -1,908
Jul16 160404 2140 2149 2112 2123 -16 16,370 59,082 +10
Sep16 160404 2116 2124 2089 2099 -16 6,273 55,294 +655
Dec16 160404 2077 2085 2049 2060 -16 4,690 45,062 +249
Mar17 160404 2051 2058 2024 2034 -17 3,037 35,297 +507
May17 160404 2046 2046 2024 2030 -17 231 4,670 +132
Jul17 160404 2026 2026 2026 2026 -16 17 701 -1
Total Volume and Open Interest 48,309 278,761 -357
London Sugar(LCE)
May16 160404 432.00 432.20 419.00 423.20 -13.60 8,079 36,092 -1,834
Aug16 160404 430.00 430.00 420.00 424.90 -9.70 7,106 33,350 +1,964
Oct16 160404 427.50 427.50 418.80 423.10 -8.20 1,929 12,485 -27
Dec16 160404 427.90 427.90 419.70 424.00 -7.50 872 7,981 +170
Mar17 160404 426.00 426.70 421.00 425.10 -7.20 654 6,778 +278
Total Volume and Open Interest 18,739 99,841 +601
Cotton(ICE)
May16 160404 59.29 59.48 58.73 58.96 -0.24 22,628 107,035 -2,242
Jul16 160404 58.80 59.06 58.41 58.65 -0.19 9,860 57,055 +1,738
Oct16 160404 58.53 58.53 58.53 58.53 -0.28 0 4 +0
Dec16 160404 58.30 58.42 58.03 58.30 +0.04 3,782 43,595 +1,210
Mar17 160404 59.02 59.22 58.89 59.19 +0.15 321 6,724 +156
May17 160404 59.85 59.92 59.55 59.90 +0.20 40 1,938 +2
Total Volume and Open Interest 36,681 219,230 +876
Lumber(CME)
May16 160404 296.8 297.9 290.8 292.6 -8.1 563 3,645 -108
Jul16 160404 296.9 298.0 292.6 293.3 -9.3 374 1,214 +173
Sep16 160404 297.5 297.5 292.4 292.4 -8.5 5 112 -1
Nov16 160404 290.8 290.8 290.8 290.8 -10.0 0 29 +0
Total Volume and Open Interest 942 5,025 +64
Crude Oil(NYM)
May16 160404 36.61 37.21 35.46 35.70 -1.09 532,152 549,954 +1,425
Jun16 160404 38.12 38.42 36.80 37.03 -1.17 151,953 248,184 +8,060
Jul16 160404 38.98 39.29 37.73 37.97 -1.20 57,712 106,752 +6,304
Aug16 160404 39.67 39.87 38.39 38.63 -1.21 24,690 82,596 +2,475
Sep16 160404 40.22 40.40 38.90 39.17 -1.21 27,171 108,085 -65
Oct16 160404 40.58 40.77 39.35 39.60 -1.21 9,005 54,902 +0
Nov16 160404 41.00 41.06 39.88 39.96 -1.20 6,544 36,707 +208
Dec16 160404 41.27 41.42 40.00 40.27 -1.20 45,242 196,426 +1,153
Jan17 160404 41.37 41.51 40.54 40.55 -1.19 3,014 29,777 +152
Feb17 160404 41.50 41.75 40.81 40.82 -1.18 2,757 19,912 +792
Mar17 160404 41.93 42.08 40.85 41.10 -1.17 4,569 40,749 +241
Apr17 160404 42.03 42.22 41.29 41.37 -1.17 1,083 10,164 +79
May17 160404 42.49 42.56 41.64 41.64 -1.15 915 9,810 +59
Jun17 160404 42.65 42.92 41.79 41.90 -1.13 5,609 45,453 +208
Jul17 160404 43.00 43.00 42.11 42.11 -1.13 151 9,599 -6
Aug17 160404 42.60 42.60 42.32 42.32 -1.12 170 6,208 +24
Total Volume and Open Interest 887,756 1,770,805 +22,799
e-miNY Crude Oil(NYM)
May16 160404 36.600 37.200 35.450 35.700 -1.100 11,060 2,152 -58
Jun16 160404 38.100 38.425 36.800 37.025 -1.175 410 479 +24
Jul16 160404 38.900 39.225 37.725 37.975 -1.200 56 234 +15
Aug16 160404 39.450 39.900 38.625 38.625 -1.225 3 55 +2
Sep16 160404 40.400 40.400 39.175 39.175 -1.200 0 76 +0
Oct16 160404 40.600 40.800 39.500 39.600 -1.200 0 42 +0
Nov16 160404 40.550 40.550 39.950 39.950 -1.200 0 11 +0
Dec16 160404 40.950 41.250 40.250 40.275 -1.200 5 246 +2
Jan17 160404 40.550 40.550 40.550 40.550 -1.200 0 8 +0
Feb17 160404 40.825 40.825 40.825 40.825 -1.175 0 3 +0
Total Volume and Open Interest 11,534 3,725 -15
NY Harbor ULSD(NYM)
May16 160404 113.23 113.93 108.43 108.89 -4.28 49,817 108,945 +901
Jun16 160404 114.88 115.60 110.29 110.74 -4.19 22,748 54,733 +187
Jul16 160404 116.61 117.54 112.39 112.81 -4.11 10,278 39,990 +16
Aug16 160404 118.27 119.29 114.57 114.93 -4.03 6,011 22,449 -165
Sep16 160404 120.06 121.34 116.97 117.28 -3.97 2,837 20,605 +202
Oct16 160404 123.21 123.53 119.57 119.57 -3.93 1,483 11,283 +178
Nov16 160404 125.17 125.67 121.65 121.74 -3.89 1,131 8,764 -76
Dec16 160404 127.17 127.99 123.24 123.70 -3.84 5,530 47,873 +832
Jan17 160404 127.95 128.31 125.48 125.48 -3.76 810 16,615 -101
Feb17 160404 130.00 130.00 126.82 126.82 -3.69 354 3,420 -39
Mar17 160404 131.00 131.00 127.57 127.57 -3.63 711 6,611 +111
Apr17 160404 131.00 131.35 127.70 127.70 -3.57 244 2,225 +24
May17 160404 131.00 131.00 128.25 128.25 -3.47 141 1,274 +5
Jun17 160404 132.00 132.00 128.76 128.90 -3.37 177 5,328 +6
Total Volume and Open Interest 103,101 369,376 -3,568
RBOB Gasoline(NYM)
May16 160404 140.18 141.85 137.47 137.70 -2.46 55,288 131,592 +1,099
Jun16 160404 141.56 142.87 138.77 138.98 -2.37 39,127 57,748 +512
Jul16 160404 140.41 142.28 138.36 138.56 -2.37 18,516 40,451 +721
Aug16 160404 139.81 140.35 136.54 136.70 -2.46 13,999 33,129 -136
Sep16 160404 135.34 137.27 133.53 133.77 -2.50 12,763 38,585 -1,718
Oct16 160404 122.45 122.62 119.02 119.24 -2.50 7,330 19,167 -621
Nov16 160404 119.01 119.23 115.94 116.09 -2.50 4,948 11,544 -10
Dec16 160404 116.40 117.67 114.22 114.47 -2.53 10,696 31,439 -1,059
Jan17 160404 116.63 116.79 114.66 114.66 -2.56 618 5,626 -49
Feb17 160404 116.13 116.13 116.13 116.13 -2.58 264 1,821 +20
Total Volume and Open Interest 167,253 398,954 -6,914
e-miNY RBOB Gasoline(NYM)
May16 160404 137.70 137.70 137.70 137.70 -2.50      
Jun16 160404 139.00 139.00 138.98 139.00 -2.40      
Jul16 160404 138.60 138.60 138.56 138.60 -2.30      
Aug16 160404 136.70 136.70 136.70 136.70 -2.50      
Total Volume and Open Interest      
Natural Gas(NYM)
May16 160404 1.988 2.074 1.976 1.998 +0.042 184,464 340,831 -1,109
Jun16 160404 2.074 2.164 2.072 2.090 +0.038 54,346 94,434 +4,190
Jul16 160404 2.180 2.261 2.169 2.185 +0.030 55,935 121,769 +2,471
Aug16 160404 2.239 2.312 2.231 2.241 +0.027 25,697 46,852 -1,378
Sep16 160404 2.267 2.332 2.251 2.265 +0.026 23,669 94,243 +555
Oct16 160404 2.315 2.379 2.298 2.314 +0.024 35,113 82,976 +3,770
Nov16 160404 2.485 2.540 2.477 2.490 +0.024 6,544 31,047 -42
Dec16 160404 2.753 2.794 2.736 2.753 +0.021 4,421 36,041 +726
Jan17 160404 2.880 2.920 2.864 2.883 +0.020 15,846 67,658 -409
Feb17 160404 2.884 2.905 2.859 2.876 +0.020 1,990 14,916 +140
Mar17 160404 2.835 2.869 2.821 2.838 +0.019 6,671 48,122 -335
Apr17 160404 2.640 2.666 2.628 2.645 +0.016 4,537 44,757 +203
May17 160404 2.660 2.677 2.645 2.658 +0.018 495 9,263 +160
Jun17 160404 2.689 2.700 2.688 2.699 +0.017 206 4,406 -2
Jul17 160404 2.742 2.743 2.734 2.740 +0.016 128 3,909 +72
Aug17 160404 2.750 2.750 2.742 2.749 +0.016 96 3,686 +15
Total Volume and Open Interest 421,288 1,088,916 +9,417
Brent Crude Oil(ICE)
Jun16 160404 38.69 38.92 37.50 37.69 -0.98 304,367 496,173 +9,872
Jul16 160404 39.08 39.27 37.80 37.98 -1.11 79,808 331,120 +7,555
Aug16 160404 39.51 39.67 38.20 38.39 -1.14 39,967 122,777 +3,892
Sep16 160404 39.88 40.11 38.64 38.84 -1.18 39,888 160,083 +1,286
Oct16 160404 40.38 40.56 39.13 39.33 -1.20 17,387 83,159 +981
Nov16 160404 40.86 41.03 39.67 39.82 -1.20 13,208 66,111 +296
Dec16 160404 41.32 41.47 40.09 40.29 -1.18 49,478 299,421 +737
Jan17 160404 41.64 41.79 40.56 40.71 -1.17 6,627 57,842 -1,648
Feb17 160404 41.76 42.16 41.05 41.10 -1.17 5,256 44,910 +1,319
Mar17 160404 42.50 42.50 41.39 41.49 -1.18 4,443 31,360 +154
Apr17 160404 41.77 41.87 41.77 41.87 -1.18 659 16,822 -57
May17 160404 42.23 42.23 42.23 42.23 -1.18 530 17,879 +126
Jun17 160404 43.30 43.67 42.46 42.55 -1.19 11,058 66,415 +964
Jul17 160404 42.88 42.88 42.88 42.88 -1.19 442 13,226 +133
Total Volume and Open Interest 603,419 2,130,367 -34,910
Gas Oil(ICE)
Apr16 160404 334.75 337.50 318.25 328.75 -7.00 37,288 79,697 -6,331
May16 160404 337.75 341.00 322.75 332.75 -6.50 60,806 154,241 +4,352
Jun16 160404 342.50 346.00 328.50 338.25 -6.00 37,969 106,627 +1,041
Jul16 160404 349.00 351.25 335.25 344.00 -5.75 12,329 46,587 -438
Aug16 160404 355.00 357.00 341.75 350.25 -5.50 8,964 34,084 +3,378
Sep16 160404 359.75 362.50 348.75 356.75 -5.25 6,222 34,258 +690
Oct16 160404 366.75 369.25 355.75 363.25 -5.00 3,619 25,595 +267
Nov16 160404 370.25 372.75 360.50 368.00 -4.75 2,024 20,894 +210
Dec16 160404 375.00 377.00 363.75 371.75 -4.75 10,316 86,881 -1,000
Jan17 160404 380.50 380.50 372.25 376.75 -4.75 705 19,081 -118
Total Volume and Open Interest 187,411 765,843 +2,809
Ethanol(CBOT)
Apr16 160404 1.460 1.468 1.459 1.468 +0.023 36 162 -25
May16 160404 1.470 1.487 1.465 1.483 +0.015 443 1,114 -26
Jun16 160404 1.468 1.475 1.468 1.473 +0.008 301 802 +122
Jul16 160404 1.455 1.465 1.453 1.465 +0.007 30 613 -7
Aug16 160404 1.450 1.450 1.449 1.449 +0.007 12 120 -1
Sep16 160404 1.435 1.435 1.433 1.433 +0.007 11 374 +9
Oct16 160404 1.412 1.412 1.412 1.412 +0.007 0 186 +0
Nov16 160404 1.395 1.395 1.395 1.395 +0.007 0 77 +0
Total Volume and Open Interest 833 3,830 +72
WTI Crude Oil(ICE)
May16 160404 36.55 37.21 35.41 35.70 -1.09 44,016 83,157 -2,426
Jun16 160404 38.04 38.41 36.79 37.03 -1.17 61,828 98,927 -4,492
Jul16 160404 39.01 39.25 37.75 37.97 -1.20 26,329 26,872 +1,571
Aug16 160404 39.40 39.87 38.49 38.63 -1.21 9,356 15,835 -167
Sep16 160404 39.98 40.32 39.10 39.17 -1.21 6,387 27,212 -508
Oct16 160404 40.53 40.63 39.57 39.60 -1.21 2,439 5,530 +315
Nov16 160404 40.76 41.02 39.92 39.96 -1.20 2,186 11,555 +67
Dec16 160404 41.07 41.29 40.00 40.27 -1.20 11,397 66,866 -2,759
Jan17 160404 41.38 41.45 40.55 40.55 -1.19 929 5,307 +482
Feb17 160404 40.82 40.82 40.82 40.82 -1.18 152 3,809 +1
Mar17 160404 41.10 41.10 41.10 41.10 -1.17 382 4,368 -207
Apr17 160404 41.37 41.37 41.37 41.37 -1.17 17 2,143 -1
May17 160404 41.64 41.64 41.64 41.64 -1.15 16 1,244 +7
Jun17 160404 42.69 42.69 41.90 41.90 -1.13 561 21,807 +174
Jul17 160404 42.11 42.11 42.11 42.11 -1.13 0 1,228 +0
Aug17 160404 42.32 42.32 42.32 42.32 -1.12 1 371 +0
Total Volume and Open Interest 167,791 442,744 -7,863
US Dollar Index(ICE)
Jun16 160404 94.560 94.830 94.415 94.525 -0.092 20,684 54,721 +586
Sep16 160404 94.680 94.895 94.500 94.590 -0.098 230 1,458 +64
Dec16 160404 94.660 94.875 94.565 94.647 -0.100 24 233 +10
Total Volume and Open Interest 20,941 56,439 +663
Australian Dollar(CME)
Jun16 160404 76.51 76.55 75.73 75.85 -0.67 97,107 120,565 -1,605
Sep16 160404 76.03 76.03 75.43 75.53 -0.67 84 164 -7
Dec16 160404 75.26 75.26 75.26 75.26 -0.66 0 29 +0
Total Volume and Open Interest 97,191 120,763 -1,612
British Pound(CME)
Jun16 160404 142.24 143.24 141.93 142.83 +0.66 96,230 243,484 -4,689
Sep16 160404 142.36 143.31 142.05 142.93 +0.66 21 826 +2
Dec16 160404 143.06 143.38 143.06 143.06 +0.66 0 328 +0
Total Volume and Open Interest 96,251 244,666 -4,687
Canadian Dollar(CME)
Jun16 160404 76.78 76.92 76.41 76.57 -0.20 86,843 103,095 +1,269
Sep16 160404 76.80 76.91 76.43 76.58 -0.20 142 1,602 +64
Dec16 160404 76.73 76.89 76.49 76.59 -0.21 16 1,144 +5
Mar17 160404 76.62 76.93 76.54 76.62 -0.21 0 57 +0
Total Volume and Open Interest 87,001 105,910 +1,338
Japanese Yen(CME)
Jun16 160404 89.77 90.17 89.62 90.05 +0.36 89,029 149,533 +1,111
Sep16 160404 89.99 90.46 89.92 90.35 +0.36 49 274 +11
Dec16 160404 90.72 90.76 90.72 90.72 +0.36 0 72 +0
Total Volume and Open Interest 89,078 149,927 +1,122
Swiss Franc(CME)
Jun16 160404 104.69 104.78 104.31 104.61 -0.01 24,758 36,144 -84
Sep16 160404 105.11 105.25 104.82 105.11 -0.01 2 61 +0
Dec16 160404 105.64 105.70 105.52 105.64 -0.01 0 21 +0
Total Volume and Open Interest 24,760 36,241 -84
EuroFX(CME)
Jun16 160404 114.20 114.38 113.81 114.20 +0.03 231,438 339,434 +6,575
Sep16 160404 114.56 114.74 114.20 114.58 +0.03 268 1,878 +65
Dec16 160404 115.10 115.12 114.62 114.98 +0.03 31 942 +3
Total Volume and Open Interest 231,738 342,541 +6,644
Mexican Peso(CME)
Apr16 160404 571.25 571.25 571.25 571.25 -4.25      
May16 160404 569.88 569.88 569.88 569.88 -4.25      
Total Volume and Open Interest 61,296 111,137 +1,810
Brazilian Real(CME)
May16 160404 278.50 279.70 273.85 275.65 -2.85 2,725 26,245 +546
Jun16 160404 274.10 276.90 272.45 273.40 -3.05 64 5,201 -3
Jul16 160404 271.05 271.05 271.05 271.05 -3.10 0 15 +0
Aug16 160404 268.75 268.75 268.75 268.75 -3.05      
Total Volume and Open Interest 2,789 31,482 -13,144
30-Year T-Bonds(CBOT)
Jun16 160404 164~290 165~060 164~090 164~210 +0~090 236,679 506,641 +3,555
Sep16 160404 163~180 163~220 163~120 163~120 +0~090 31 55 +17
Dec16 160404 162~040 162~040 162~040 162~040 +0~090      
Total Volume and Open Interest 236,710 506,696 +3,572
10-Year T-Notes(CBOT)
Jun16 160404 130~150 130~205 130~100 130~150 +0~055 1,138,040 2,632,769 -21,013
Sep16 160404 130~160 130~160 130~110 130~115 +0~055 29 578 +15
Dec16 160404 129~170 129~170 129~170 129~170 +0~055      
Total Volume and Open Interest 1,138,069 2,633,347 -20,998
5-Year T-Notes(CBOT)
Jun16 160404 121~044 121~074 121~010 121~036 +0~026 763,128 2,452,134 +12,897
Sep16 160404 120~242 120~242 120~242 120~242 +0~052      
Dec16 160404 120~226 120~226 120~226 120~226 +0~036      
Total Volume and Open Interest 763,128 2,452,134 -21,812
2 Year T-Notes(CBOT)
Jun16 160404 109~114 109~120 109~094 109~110 +0~010 291,249 979,331 +31,413
Sep16 160404 109~112 109~114 109~064 109~064 +0~014      
Dec16 160404 109~050 109~050 109~050 109~050 unch      
Total Volume and Open Interest 291,249 979,331 +20,990
Eurodollars(CME)
Jun16 160404 99.305 99.315 99.295 99.310 +0.010 204,346 1,158,871 -16,621
Sep16 160404 99.220 99.235 99.210 99.225 +0.010 202,256 1,060,445 -2,262
Dec16 160404 99.150 99.165 99.140 99.155 +0.015 268,315 1,212,098 +27,840
Mar17 160404 99.105 99.120 99.090 99.110 +0.025 178,227 853,423 +16,084
Jun17 160404 99.050 99.070 99.035 99.060 +0.030 186,931 774,612 +14,689
Sep17 160404 99.000 99.020 98.985 99.005 +0.030 149,217 645,399 +4,744
Dec17 160404 98.935 98.955 98.915 98.940 +0.030 180,244 902,969 +22,346
Mar18 160404 98.885 98.905 98.865 98.890 +0.035 134,800 481,498 +22,889
Jun18 160404 98.815 98.845 98.800 98.825 +0.035 121,139 396,697 -7,214
Sep18 160404 98.755 98.785 98.735 98.760 +0.035 78,224 350,070 +7,065
Dec18 160404 98.680 98.715 98.665 98.685 +0.030 101,744 483,675 -3,631
Mar19 160404 98.615 98.655 98.605 98.630 +0.030 95,851 289,933 +7,299
Jun19 160404 98.560 98.590 98.545 98.565 +0.030 68,110 262,015 +7,967
Sep19 160404 98.505 98.525 98.485 98.500 +0.030 45,216 171,665 +4,305
Dec19 160404 98.435 98.455 98.410 98.430 +0.030 52,042 160,978 +400
Mar20 160404 98.375 98.395 98.355 98.370 +0.025 34,635 87,507 +2,226
Jun20 160404 98.310 98.335 98.290 98.305 +0.020 21,615 55,175 -1,640
Sep20 160404 98.250 98.265 98.230 98.240 +0.020 19,441 58,488 -90
Total Volume and Open Interest 2,201,960 9,804,937 +114,273
Ultra T-Bond(CBOT)
Jun16 160404 173~08 173~22 172~19 172~31 +0~13 106,387 613,272 -65
Sep16 160404 175~00 175~00 175~00 175~00 +0~13      
Dec16 160404 174~10 174~10 174~10 174~10 +0~13      
Total Volume and Open Interest 106,387 613,272 -65
Ultra 10-Yr T-Note(CBOT)
Jun16 160404 140~310 141~055 140~230 140~270 +0~050 63,046 106,560 +2,828
Sep16 160404 139~300 139~300 139~300 139~300 +0~050      
Dec16 160404 139~300 139~300 139~300 139~300 +0~050      
Total Volume and Open Interest 63,046 106,560 +2,828
30 Day Federal Funds(CBOT)
Apr16 160404 99.637 99.640 99.637 99.637 +0.002 6,113 127,305 -1,355
May16 160404 99.630 99.635 99.625 99.630 +0.005 21,118 195,551 -2,885
Jun16 160404 99.595 99.605 99.595 99.600 +0.005 33,773 69,288 +13,829
Jul16 160404 99.565 99.575 99.560 99.570 +0.005 54,623 106,698 +7,226
Aug16 160404 99.525 99.540 99.525 99.535 +0.010 18,877 76,849 +5,198
Sep16 160404 99.510 99.525 99.510 99.520 +0.010 4,681 19,756 +1,531
Total Volume and Open Interest 166,614 800,048 -43,083
3-Mth Euro-Yen(CME)
Jun16 160404 99.990 99.990 99.990 99.990 unch      
Sep16 160404 99.990 99.990 99.990 99.990 unch      
Dec16 160404 99.990 99.990 99.990 99.990 unch      
Mar17 160404 99.990 99.990 99.990 99.990 unch      
Jun17 160404 99.990 99.990 99.990 99.990 unch      
Sep17 160404 99.990 99.990 99.990 99.990 unch      
Dec17 160404 99.990 99.990 99.990 99.990 unch      
Mar18 160404 99.965 99.965 99.965 99.965 unch      
Jun18 160404 99.825 99.825 99.825 99.825 unch      
Sep18 160404 99.685 99.685 99.685 99.685 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun16 160404 99.99 99.99 99.99 99.99 unch      
Sep16 160404 99.99 99.99 99.99 99.99 unch      
Dec16 160404 99.99 99.99 99.99 99.99 unch 0 5 +0
Mar17 160404 99.99 99.99 99.99 99.99 unch      
Jun17 160404 99.99 99.99 99.99 99.99 unch      
Sep17 160404 99.99 99.99 99.99 99.99 unch      
Dec17 160404 99.99 99.99 99.99 99.99 unch      
Mar18 160404 99.96 99.96 99.96 99.96 +0.03      
Total Volume and Open Interest 0 5 +0
Japanese Gov't Bonds(SGX)
Jun16 160404 151.49 151.71 151.47 151.64 +0.15 1,178 16,408 +175
Sep16 160404 151.08 151.08 151.08 151.08 +0.15      
Dec16 160404 151.08 151.08 151.08 151.08 +0.15      
Total Volume and Open Interest 1,178 16,408 +175
Euro-Buxl(EUREX)
Jun16 160404 170.72 170.90 170.02 170.64 +0.96 35,853 116,649 +1,435
Sep16 160404 179.80 179.80 179.80 179.80 +0.96 0 11 +0
Dec16 160404 179.80 179.80 179.80 179.80 +0.96      
Total Volume and Open Interest 35,853 116,660 +1,435
Euro-Bund(EUREX)
Jun16 160404 163.88 163.93 163.43 163.73 +0.22 590,955 1,216,782 +17,588
Sep16 160404 162.89 162.89 162.77 162.77 +0.23 1,548 8,626 +1,140
Dec16 160404 161.23 161.23 161.23 161.23 +0.22      
Total Volume and Open Interest 592,503 1,225,408 +18,728
Euro-Bobl(EUREX)
Jun16 160404 131.18 131.18 131.03 131.13 +0.03 391,681 974,231 -3,665
Sep16 160404 132.00 132.00 132.00 132.00 +0.03 0 13 +0
Dec16 160404 131.13 131.13 131.13 131.13 +0.03      
Total Volume and Open Interest 391,681 974,244 -3,665
Euro-Schatz(EUREX)
Jun16 160404 111.79 111.79 111.76 111.78 +0.01 219,088 988,800 -19,416
Sep16 160404 111.75 111.75 111.75 111.75 +0.00 0 2 +0
Dec16 160404 111.75 111.75 111.75 111.75 +0.00      
Total Volume and Open Interest 219,088 988,802 -19,416
3-Mth Euribor(EUREX)
Jun16 160404 100.250 100.250 100.250 100.250 -0.005 120 11,589 +8
Sep16 160404 100.270 100.270 100.270 100.270 -0.010 75 5,965 -16
Dec16 160404 100.280 100.285 100.280 100.285 -0.005 56 2,858 +44
Total Volume and Open Interest 355 71,783 +86
Long Gilt(LIFFE)
Jun16 160404 121~09 121~12 120~27 121~04 +0~02 184,205 458,078 -6,647
Sep16 160404 122~27 122~27 122~27 122~27 +0~02      
Total Volume and Open Interest 184,205 458,078 -6,647
3-Mth Short Sterling(LIFFE)
Jun16 160404 99.41 99.41 99.40 99.40 unch 15,392 436,339 -5,368
Sep16 160404 99.40 99.40 99.38 99.39 -0.01 23,871 365,795 +3,347
Dec16 160404 99.38 99.39 99.36 99.37 -0.01 26,491 392,908 -2,685
Mar17 160404 99.36 99.37 99.34 99.35 -0.01 24,138 309,820 -264
Jun17 160404 99.33 99.34 99.30 99.31 -0.01 34,379 298,555 -632
Sep17 160404 99.30 99.30 99.26 99.27 -0.01 22,335 256,604 +2,133
Total Volume and Open Interest 258,581 3,065,847 -2,138
3-Mth Euribor(LIFFE)
Jun16 160404 100.255 100.255 100.245 100.250 -0.005 48,755 500,142 +1,591
Sep16 160404 100.275 100.280 100.265 100.270 -0.005 30,293 485,840 -582
Dec16 160404 100.290 100.290 100.275 100.280 -0.010 21,646 449,892 -1,103
Total Volume and Open Interest 366,181 3,397,533 -9,843
3-Mth Aus T-Bills(SFE)
Jun16 160404 97.78 97.81 97.76 97.80 +0.02 21,783 228,244 -11,297
Sep16 160404 97.86 97.91 97.84 97.89 +0.02 27,076 225,310 -121
Dec16 160404 97.91 97.97 97.89 97.95 +0.04 26,752 176,278 -215
Mar17 160404 97.94 98.00 97.92 97.98 +0.03 18,164 127,250 +293
Jun17 160404 97.94 98.02 97.93 98.00 +0.04 10,370 63,516 +1,676
Sep17 160404 97.94 98.01 97.92 97.99 +0.04 5,116 60,238 +414
Dec17 160404 97.92 98.00 97.91 97.98 +0.04 4,379 37,386 +2,653
Mar18 160404 97.89 97.98 97.88 97.95 +0.05 819 18,752 -723
Jun18 160404 97.86 97.94 97.86 97.92 +0.05 168 10,234 +13
Sep18 160404 97.87 97.87 97.87 97.87 +0.05 200 1,205 +57
Total Volume and Open Interest 114,946 951,513 -7,231
10-Year Aus T-Bonds(SFE)
Jun16 160404 97.47 97.55 97.46 97.54 +0.06 134,504 770,541 +5,204
Sep16 160404 97.54 97.54 97.54 97.54 +0.06      
Total Volume and Open Interest 134,504 770,541 +5,204
3-Year Aus T-Bonds(SFE)
Jun16 160404 98.07 98.17 98.06 98.15 +0.07 214,007 729,639 +11,280
Sep16 160404 98.15 98.15 98.15 98.15 +0.07      
Total Volume and Open Interest 214,007 729,639 +11,280
Gold(CMX)
Apr16 160404 1221.7 1222.3 1215.0 1218.0 -4.2 3,377 5,796 -1,054
Jun16 160404 1223.0 1224.1 1215.7 1219.3 -4.2 120,318 359,425 +3,669
Aug16 160404 1223.5 1225.2 1217.5 1220.7 -4.2 1,401 35,809 +360
Oct16 160404 1225.1 1225.5 1220.7 1222.0 -4.2 204 19,936 +91
Dec16 160404 1226.1 1227.5 1220.0 1223.3 -4.2 653 22,221 +25
Feb17 160404 1224.3 1224.6 1222.4 1224.6 -4.2 5 4,664 +2
Apr17 160404 1225.9 1225.9 1225.9 1225.9 -4.2 25 2,814 -25
Jun17 160404 1227.8 1227.8 1226.4 1227.3 -4.2 11 5,737 +6
Aug17 160404 1228.7 1228.7 1228.7 1228.7 -4.2 0 105 +0
Oct17 160404 1230.0 1230.0 1230.0 1230.0 -4.2 40 970 +40
Dec17 160404 1231.4 1231.4 1231.4 1231.4 -4.2 13 5,617 +6
Feb18 160404 1232.8 1232.8 1232.8 1232.8 -4.2      
Total Volume and Open Interest 127,729 473,563 +3,179
Silver(CMX)
May16 160404 1502.5 1510.5 1489.5 1494.4 -10.2 40,380 114,148 -495
Jul16 160404 1506.0 1513.0 1495.5 1498.2 -10.1 2,777 28,877 +823
Sep16 160404 1512.0 1513.0 1501.8 1501.8 -10.1 749 11,043 -475
Dec16 160404 1513.0 1517.5 1504.5 1506.7 -10.0 1,290 16,020 -356
Mar17 160404 1511.8 1511.8 1511.8 1511.8 -9.7 145 841 +6
May17 160404 1515.2 1515.2 1515.2 1515.2 -9.4 39 29 +0
Jul17 160404 1518.6 1518.6 1518.6 1518.6 -9.1 340 2,051 +108
Total Volume and Open Interest 46,472 176,344 -457
Platinum(NYMEX)
Apr16 160404 957.5 957.5 941.7 942.5 -11.1 347 905 -359
Jul16 160404 958.2 961.3 941.2 943.5 -11.7 8,099 54,499 +449
Oct16 160404 961.0 961.0 943.0 945.1 -11.8 41 2,311 +6
Jan17 160404 946.6 946.6 946.6 946.6 -11.8 3 10 +2
Total Volume and Open Interest 8,505 57,780 +94
Palladium(NYMEX)
Jun16 160404 561.35 565.75 550.00 552.40 -8.50 2,881 21,575 -93
Sep16 160404 561.95 563.50 553.00 553.20 -8.45 12 577 +9
Dec16 160404 555.00 555.00 554.55 554.55 -8.35 0 65 +0
Total Volume and Open Interest 2,896 22,247 -86
Copper(CMX)
May16 160404 216.50 217.30 213.65 214.05 -2.25 69,423 94,089 -3,631
Jul16 160404 216.00 217.70 214.60 215.00 -2.20 7,892 46,056 +1,233
Sep16 160404 217.05 217.90 215.40 215.70 -2.15 2,426 22,228 -271
Dec16 160404 218.05 218.65 215.90 216.30 -2.05 705 14,843 +72
Mar17 160404 216.90 216.90 216.70 216.70 -2.00 132 2,246 +97
Total Volume and Open Interest 81,478 187,544 -2,698
E-mini DJIA Index(CBOT)
Jun16 160404 17702 17753 17615 17642 -64 120,671 105,939 +2,618
Sep16 160404 17605 17640 17528 17550 -63 194 425 +154
Dec16 160404 17505 17505 17452 17490 -63 0 5 +0
Mar17 160404 17430 17430 17430 17430 -63      
Total Volume and Open Interest 120,865 106,369 +2,772
S & P 500(CME)
Jun16 160404 2062.00 2071.30 2054.50 2057.50 -7.60 7,210 66,329 +3,433
Sep16 160404 2054.00 2058.20 2047.20 2049.50 -7.70 1 476 +2
Dec16 160404 2042.50 2051.20 2040.20 2042.50 -7.70 0 4 +0
Mar17 160404 2037.30 2046.00 2035.00 2037.30 -7.70      
Total Volume and Open Interest 7,211 66,809 +3,435
S & P 500 E-Mini(Globex)
Jun16 160404 2064.00 2071.50 2054.25 2057.50 -7.50 1,736,311 2,840,616 -16,807
Sep16 160404 2055.50 2063.50 2046.75 2049.50 -7.75 2,867 9,328 +645
Dec16 160404 2047.75 2056.25 2039.75 2042.50 -7.75 115 1,835 +27
Mar17 160404 2050.00 2050.00 2037.25 2037.25 -7.75 0 56 +0
Total Volume and Open Interest 1,739,293 2,851,835 -16,135
NASDAQ 100 E-Mini(Globex)
Jun16 160404 4526.80 4543.80 4495.30 4500.30 -28.20 190,526 220,359 +3,621
Sep16 160404 4516.00 4534.80 4490.00 4493.30 -28.00 60 198 -6
Dec16 160404 4490.80 4490.80 4490.80 4490.80 -28.00 0 85 +0
Total Volume and Open Interest 190,586 220,643 +3,615
S&P Midcap 400(CME) e-Mini
Jun16 160404 1447.90 1452.30 1432.40 1434.30 -14.10 19,994 83,902 -2,494
Sep16 160404 1430.00 1430.00 1430.00 1430.00 -14.10 0 7 +0
Dec16 160404 1431.30 1431.30 1431.30 1431.30 -14.10 0 12 +0
Total Volume and Open Interest 19,994 83,921 -2,494
Volatility Index(CBOE)
Apr16 160404 15.40 16.05 15.15 15.93 +0.50 63,956 163,160 +3
May16 160404 17.15 17.65 16.95 17.63 +0.45 53,219 105,031 +17,172
Jun16 160404 18.15 18.45 17.85 18.43 +0.40 14,472 27,739 +2,073
Jul16 160404 18.80 19.05 18.55 19.03 +0.30 7,360 20,151 +84
Total Volume and Open Interest 146,352 358,271 +19,811
Russell 2000(ICE)
Jun16 160404 1113.30 1116.80 1103.50 1105.00 -9.00 88,445 376,522 -3,442
Sep16 160404 1109.30 1110.20 1097.80 1099.20 -9.00 9 40 -2
Dec16 160404 1096.20 1096.20 1096.20 1096.20 -9.00 0 10 +0
Total Volume and Open Interest 88,454 376,622 -3,444
Nikkei 225(CME)
Jun16 160404 16210 16285 16065 16150 -60 13,306 30,638 +1,020
Sep16 160404 16160 16160 16160 16160 -60 1 4 +0
Total Volume and Open Interest 13,307 30,647 +1,020
Nikkei 225(SGX)
Jun16 160404 16240 16315 16025 16060 -180 87,847 187,664 +6,029
Sep16 160404 16075 16180 16015 16035 -180 144 700 +79
Dec16 160404 15920 15920 15920 15920 -180 6 3,807 +6
Total Volume and Open Interest 88,117 201,778 +6,234
Nikkei 225(CME) Yen
Jun16 160404 16170 16230 16020 16095 -65 50,023 62,514 +2,069
Sep16 160404 16060 16175 16000 16060 -65 0 111 +0
Dec16 160404 16050 16050 15965 16050 -65      
Total Volume and Open Interest 50,023 62,631 +2,069
Nikkei 225(CME) e-Mini Yen
Jun16 160404 16100 16100 16095 16100 -60 0 15 +0
Sep16 160404 16060 16060 16060 16060 -70      
Dec16 160404 16050 16050 16050 16050 -70      
Total Volume and Open Interest 0 15 +0
CAC 40(EURONEXT)
Apr16 160404 4327.0 4377.0 4276.5 4343.5 +23.5 97,945 254,139 -2,343
May16 160404 4228.5 4294.0 4206.0 4272.0 +23.5 32 80 +0
Jun16 160404 4207.0 4252.0 4159.0 4223.5 +21.5 934 9,009 -97
Total Volume and Open Interest 98,921 263,243 -2,430
Hang Seng Index(HKFE)
Apr16 160401 20784 20874 20453 20467 -340 108,290 97,689 +6,859
May16 160401 20685 20737 20345 20345 -330      
Jun16 160401 20380 20436 20075 20078 -321 809 5,530 -2
Total Volume and Open Interest 126,885 123,558 -6,114
DAX(EUREX)
Jun16 160404 9860.5 9946.0 9767.0 9842.0 +4.0 89,597 111,074 -263
Sep16 160404 9848.0 9931.0 9785.0 9834.0 +4.0 132 1,509 +5
Dec16 160404 9827.0 9827.0 9827.0 9827.0 +4.0 4 1,303 +2
Total Volume and Open Interest 89,733 113,886 -256
Mini-DAX(EUREX)
Jun16 160404 9861.0 9946.0 9768.0 9842.0 +4.0 17,584 5,206 -332
Sep16 160404 9893.0 9921.0 9793.0 9834.0 +4.0 33 61 +0
Dec16 160404 9827.0 9827.0 9827.0 9827.0 +4.0 1 2 +1
Total Volume and Open Interest 17,618 5,269 -331
FT-SE 100(EURONEXT)
Jun16 160404 6082.50 6146.00 6070.50 6104.00 +18.50 116,957 611,496 +2,254
Sep16 160404 6068.00 6073.00 6052.00 6052.00 +18.50 7 1,810 -1
Dec16 160404 6018.00 6018.00 6018.00 6018.00 +18.50      
Total Volume and Open Interest 116,964 613,306 +2,253
SPI 200(SFE)
Jun16 160404 4976.0 5031.0 4947.0 4980.0 +4.0 41,458 230,553 +3,471
Sep16 160404 4934.0 4934.0 4934.0 4934.0 +4.0 69 869 +67
Dec16 160404 4920.0 4920.0 4920.0 4920.0 +4.0 146 2,189 +146
Total Volume and Open Interest 41,694 234,731 +3,697
FTSE MIB(ISE)
Jun16 160404 17255.00 17480.00 17110.00 17185.00 -147.00 37,350 58,304 -676
Sep16 160404 17145.00 17370.00 17060.00 17083.00 -149.00 17 29 -3
Dec16 160404 16976.00 16976.00 16976.00 16976.00 -146.00      
Total Volume and Open Interest 37,367 58,333 -679
KOSPI 200(KFE)
Jun16 160404 242.65 243.80 241.60 243.50 +0.95 208,181 121,468 -608
Sep16 160404 243.45 244.50 242.40 244.20 +0.95 549 4,403 -24
Dec16 160404 243.60 245.20 243.35 245.20 -1.95 2 2,434 +10
Total Volume and Open Interest 208,735 129,566 -599
GSCI(CME)
Apr16 160404 316.70 317.80 310.90 311.20 -5.20 409 11,210 -211
May16 160404 315.80 315.80 315.65 315.80 -5.45 250 310 +250
Jun16 160404 317.80 317.80 317.80 317.80 -5.45      
Total Volume and Open Interest 659 11,520 +39
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.

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy