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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Wed April 27, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May16 160427 1017.00 1020.00 1002.00 1019.00 +1.25 73,925 58,367 -18,969
Jul16 160427 1026.25 1029.75 1010.75 1028.50 +1.25 249,567 416,911 +12,077
Aug16 160427 1026.75 1029.50 1011.75 1027.75 unch 16,856 32,573 +720
Sep16 160427 1017.00 1018.25 1000.50 1014.00 -3.00 9,368 19,144 +642
Nov16 160427 1008.00 1010.50 992.00 1003.50 -5.50 89,346 231,223 +4,178
Jan17 160427 1010.75 1012.00 994.75 1004.25 -6.50 4,968 12,460 +473
Mar17 160427 1005.00 1007.25 990.50 998.75 -6.25 6,341 23,273 +1,161
May17 160427 1002.00 1003.50 989.75 996.25 -7.25 5,419 12,854 +1,361
Jul17 160427 1001.50 1005.75 992.00 998.25 -7.00 2,983 6,548 +97
Aug17 160427 999.75 999.75 993.25 993.25 -7.50 6 179 -5
Sep17 160427 973.50 973.50 973.50 973.50 -7.50 0 51 +0
Nov17 160427 966.75 968.75 952.25 957.50 -9.50 1,078 10,652 +366
Jan18 160427 959.00 959.00 959.00 959.00 -8.75 19 89 +9
Mar18 160427 962.25 962.25 962.25 962.25 -8.75 0 38 +0
Total Volume and Open Interest 459,881 824,536 +2,111
Soybean Meal(CBOT)
May16 160427 322.90 325.60 319.00 325.20 +1.90 40,481 22,905 -11,721
Jul16 160427 326.20 328.70 322.20 328.30 +1.70 115,949 182,155 +6,156
Aug16 160427 325.90 328.40 322.30 328.00 +1.40 10,530 28,410 +574
Sep16 160427 325.20 327.20 322.40 326.80 +0.80 7,456 24,059 +973
Oct16 160427 324.20 325.00 321.30 324.40 +0.30 4,638 14,501 -164
Dec16 160427 323.80 325.00 319.80 323.90 -0.50 24,607 58,992 +2,081
Jan17 160427 319.40 323.00 318.60 322.20 -0.60 1,691 4,973 +57
Mar17 160427 318.80 320.00 315.70 318.30 -1.10 1,585 6,635 +243
May17 160427 317.30 318.90 315.80 316.90 -1.70 2,571 6,431 +196
Jul17 160427 316.20 319.40 315.80 317.50 -1.90 2,259 5,576 +321
Total Volume and Open Interest 211,785 358,664 -1,284
Soybean Oil(CBOT)
May16 160427 34.00 34.04 33.05 33.62 -0.32 47,922 47,091 -10,319
Jul16 160427 34.25 34.31 33.31 33.87 -0.34 86,004 232,028 +4,583
Aug16 160427 34.33 34.40 33.44 33.99 -0.33 6,538 26,482 +437
Sep16 160427 34.46 34.46 33.60 34.12 -0.32 3,621 23,855 +339
Oct16 160427 34.50 34.52 33.68 34.22 -0.30 2,284 11,657 +396
Dec16 160427 34.75 34.79 33.82 34.42 -0.28 14,136 71,640 +2,347
Jan17 160427 34.63 34.63 34.01 34.57 -0.25 1,693 6,426 +269
Mar17 160427 34.88 34.89 34.01 34.60 -0.23 3,198 8,977 +756
May17 160427 34.52 34.60 34.03 34.60 -0.23 1,332 5,865 +200
Jul17 160427 34.89 34.89 34.16 34.69 -0.22 331 3,871 +17
Total Volume and Open Interest 167,315 447,339 -1,182
Canola(WCE)
May16 160427 495.5 501.6 492.8 499.5 +0.4 9,182 10,745 -6,742
Jul16 160427 501.0 501.6 494.1 498.7 -2.3 16,509 88,274 +776
Nov16 160427 492.8 494.0 485.3 490.8 -2.1 5,208 51,006 +1,389
Jan17 160427 494.2 496.9 489.9 494.5 -2.0 89 3,379 -24
Mar17 160427 493.7 496.4 493.5 496.4 -2.0 62 727 +48
Total Volume and Open Interest 31,063 154,386 -4,540
Corn(CBOT)
May16 160427 382.00 382.75 377.00 380.75 -1.50 123,098 93,994 -21,586
Jul16 160427 386.75 387.75 381.50 384.75 -2.50 279,144 708,057 +13,998
Sep16 160427 388.50 388.75 383.00 385.50 -3.25 37,492 212,583 +2,448
Dec16 160427 394.00 395.00 387.50 390.50 -4.00 76,753 288,769 -2,163
Mar17 160427 403.00 404.00 396.25 399.50 -4.50 9,543 54,533 +147
May17 160427 409.00 409.25 401.75 405.25 -4.00 1,868 10,607 +114
Jul17 160427 413.75 413.75 406.75 410.25 -4.00 4,806 26,361 +1,471
Sep17 160427 409.00 409.00 404.50 406.50 -3.50 570 3,099 +116
Dec17 160427 410.00 411.00 403.75 407.75 -3.25 2,148 28,376 +487
Mar18 160427 417.75 417.75 416.25 416.25 -3.25 52 747 +11
Total Volume and Open Interest 535,576 1,429,093 -4,959
Wheat(CBOT)
May16 160427 478.00 482.00 471.50 474.25 -5.50 25,575 28,467 -10,250
Jul16 160427 486.00 489.25 480.25 483.50 -4.25 106,996 238,861 +5,144
Sep16 160427 496.75 498.50 489.75 493.25 -4.00 15,797 54,574 -387
Dec16 160427 513.00 515.00 507.00 510.25 -3.75 8,096 58,317 +695
Mar17 160427 530.00 530.00 522.50 526.00 -2.75 2,079 14,298 +89
May17 160427 535.75 535.75 532.50 535.00 -2.75 456 3,728 +69
Total Volume and Open Interest 159,232 403,175 -4,647
Wheat(KCBT)
May16 160427 465.50 467.00 459.50 464.00 -2.25 15,194 14,826 -6,700
Jul16 160427 475.25 479.00 471.25 476.50 -1.50 30,026 122,631 +3,221
Sep16 160427 492.50 493.00 486.25 491.75 -0.75 3,704 20,917 +324
Dec16 160427 514.50 516.50 510.25 515.50 -0.50 2,366 28,591 +494
Mar17 160427 526.25 529.75 525.00 529.75 unch 906 11,205 +339
May17 160427 538.50 538.50 538.50 538.50 +0.25 206 2,958 +11
Jul17 160427 541.75 542.75 538.50 542.75 +1.25 21 1,243 +7
Total Volume and Open Interest 52,423 202,672 -2,304
Wheat(MGE)
May16 160427 533.50 537.00 530.00 533.50 -0.50 4,605 5,802 -2,560
Jul16 160427 542.00 546.00 538.75 542.50 -0.25 5,789 29,308 +521
Sep16 160427 549.00 553.75 547.25 550.75 +0.75 1,231 9,349 -65
Dec16 160427 561.50 564.75 557.75 561.00 +0.50 276 8,433 +43
Mar17 160427 569.00 573.50 568.00 570.50 +0.75 181 4,660 -11
May17 160427 577.25 577.25 577.00 577.00 +1.75 85 1,965 -9
Total Volume and Open Interest 12,191 60,089 -2,077
Oats(CBOT)
May16 160427 197.50 200.75 195.50 196.00 +0.25 504 1,302 -375
Jul16 160427 207.25 212.50 207.25 208.25 +2.75 708 6,667 +170
Sep16 160427 217.00 217.75 216.25 216.25 +2.50 16 206 -1
Dec16 160427 222.00 226.00 222.00 223.50 +2.50 49 1,095 +11
Total Volume and Open Interest 1,285 9,288 -187
Rough Rice(CBOT)
May16 160427 10.84 11.03 10.63 10.84 -0.11 1,361 2,834 -595
Jul16 160427 11.09 11.28 10.85 11.10 -0.10 1,826 6,554 +352
Sep16 160427 11.20 11.40 11.05 11.24 -0.10 352 1,240 +87
Nov16 160427 11.43 11.45 11.23 11.32 -0.11 125 280 +56
Total Volume and Open Interest 3,666 10,952 -99
Live Cattle(CME)
Apr16 160427 127.035 127.680 125.200 126.000 -0.800 2,300 4,628 -1,518
Jun16 160427 118.800 119.350 116.635 117.800 -0.950 20,718 134,632 -628
Aug16 160427 115.150 115.885 113.500 114.700 -0.550 8,294 61,776 +51
Oct16 160427 115.050 115.700 113.250 114.385 -0.665 6,041 45,026 +311
Dec16 160427 115.350 115.700 113.230 114.330 -0.770 3,314 21,185 +10
Feb17 160427 114.000 114.635 112.385 113.480 -0.555 843 6,210 +64
Total Volume and Open Interest 41,977 278,532 -1,588
Feeder Cattle(CME)
Apr16 160427 146.450 147.100 146.000 146.300 -0.280 1,268 2,922 -182
May16 160427 145.235 146.900 143.580 145.080 -0.105 3,026 11,151 -445
Aug16 160427 145.150 146.650 142.350 144.300 -0.735 4,420 19,634 +796
Sep16 160427 144.600 146.000 141.935 144.380 -0.120 707 4,746 -3
Oct16 160427 143.700 145.150 141.080 143.880 +0.145 613 3,236 +141
Nov16 160427 139.750 140.785 136.900 139.435 +0.085 318 2,502 -25
Jan17 160427 135.650 136.750 133.050 135.435 -0.115 85 290 -11
Total Volume and Open Interest 10,453 44,522 +268
Lean Hogs(CME)
May16 160427 75.250 76.650 75.250 76.550 +1.765 433 1,917 -53
Jun16 160427 78.080 79.750 78.080 79.480 +1.650 14,126 82,811 +25
Jul16 160427 79.000 80.385 79.000 80.200 +1.350 2,945 25,931 +321
Aug16 160427 78.750 79.900 78.730 79.785 +1.135 3,602 36,563 +389
Oct16 160427 68.480 69.500 68.480 69.385 +1.055 2,302 43,130 +343
Dec16 160427 63.985 64.400 63.930 64.285 +0.485 806 23,225 -4
Feb17 160427 66.900 67.200 66.830 67.135 +0.250 161 6,726 +22
Apr17 160427 69.800 70.080 69.800 70.050 +0.320 82 2,972 +26
Total Volume and Open Interest 24,457 223,894 +1,069
Class III Milk(CME)
Apr16 160427 13.65 13.65 13.61 13.63 unch 26 3,560 +0
May16 160427 13.19 13.24 13.06 13.13 -0.07 93 5,155 -7
Jun16 160427 13.24 13.33 13.18 13.28 +0.02 130 4,654 +29
Jul16 160427 13.61 13.62 13.43 13.53 -0.12 152 3,671 +59
Aug16 160427 14.25 14.25 14.12 14.16 -0.14 61 3,011 +14
Sep16 160427 14.73 14.73 14.57 14.63 -0.15 78 2,729 +20
Oct16 160427 14.90 14.90 14.74 14.77 -0.17 37 2,406 -5
Nov16 160427 14.95 14.95 14.78 14.78 -0.22 19 2,345 +8
Dec16 160427 15.01 15.01 14.80 14.82 -0.19 17 2,246 +9
Jan17 160427 15.08 15.08 14.89 14.89 -0.20 4 533 +2
Feb17 160427 15.26 15.26 15.08 15.09 -0.18 5 551 +4
Mar17 160427 15.36 15.36 15.28 15.28 -0.11 5 475 +2
Apr17 160427 15.36 15.36 15.29 15.29 -0.11 7 269 +1
Total Volume and Open Interest 669 32,583 +152
Cocoa(ICE)
May16 160427 3184 3190 3170 3170 -11 27 55 -3
Jul16 160427 3209 3219 3176 3190 -21 17,680 96,177 -1,716
Sep16 160427 3200 3213 3173 3187 -21 8,512 57,188 -865
Dec16 160427 3169 3181 3144 3157 -21 3,252 33,540 +733
Mar17 160427 3137 3146 3110 3124 -22 1,662 32,809 +326
May17 160427 3130 3130 3114 3114 -21 42 5,158 +11
Jul17 160427 3122 3122 3107 3107 -22 7 1,766 +3
Total Volume and Open Interest 31,201 232,826 -1,501
Coffee "C"(ICE)
May16 160427 125.50 126.25 121.05 121.05 -4.20 84 1,215 -118
Jul16 160427 125.90 127.20 121.25 121.50 -4.25 12,123 91,947 -635
Sep16 160427 127.60 128.85 123.15 123.30 -4.10 5,048 37,842 -823
Dec16 160427 130.10 131.00 125.40 125.65 -4.00 2,176 27,231 +556
Mar17 160427 132.25 133.15 127.80 128.05 -3.90 549 9,708 +258
May17 160427 133.50 133.80 129.25 129.50 -3.95 40 5,412 +28
Total Volume and Open Interest 20,104 180,419 -736
Orange Juice(ICE)
May16 160427 124.05 125.10 122.25 124.15 +0.90 497 1,362 -354
Jul16 160427 126.75 127.35 126.00 126.85 -0.15 1,103 9,111 +261
Sep16 160427 127.60 128.10 126.90 127.70 -0.20 219 1,600 +38
Nov16 160427 128.50 129.25 128.00 128.70 -0.05 112 763 +75
Jan17 160427 130.00 130.00 129.15 129.50 +0.10 0 140 +0
Mar17 160427 130.45 130.45 130.45 130.45 +0.10 0 1 +0
Total Volume and Open Interest 1,931 12,977 +20
Sugar #11(ICE)
May16 160427 15.76 15.82 15.38 15.55 -0.22 41,300 47,552 -20,382
Jul16 160427 16.06 16.09 15.66 15.84 -0.21 67,850 356,880 +3,012
Oct16 160427 16.32 16.36 15.97 16.17 -0.15 13,749 180,578 +2,574
Mar17 160427 16.74 16.79 16.42 16.63 -0.11 7,225 116,270 +1,412
May17 160427 16.50 16.55 16.19 16.42 -0.10 2,043 18,262 +298
Jul17 160427 16.26 16.31 15.96 16.20 -0.09 1,097 24,818 +123
Oct17 160427 16.15 16.20 15.86 16.12 -0.08 541 19,216 +36
Mar18 160427 16.28 16.32 16.11 16.29 -0.07 125 7,721 +78
Total Volume and Open Interest 133,938 777,554 -12,844
London Cocoa(LCE)
May16 160427 2288 2294 2270 2279 -8 3,836 58,130 -1,639
Jul16 160427 2299 2308 2283 2292 -7 10,176 77,857 +619
Sep16 160427 2272 2281 2257 2267 -6 4,844 57,902 -466
Dec16 160427 2229 2237 2215 2226 -5 2,954 52,670 +44
Mar17 160427 2192 2200 2178 2190 -3 2,178 41,463 +631
May17 160427 2180 2193 2172 2184 -2 129 7,880 +62
Jul17 160427 2188 2188 2179 2179 -2 1 1,596 +0
Total Volume and Open Interest 24,118 297,959 -749
London Sugar(LCE)
Aug16 160427 463.10 465.10 456.20 460.80 -3.20 2,541 53,143 +489
Oct16 160427 458.30 460.20 451.60 456.30 -3.00 1,527 16,819 +179
Dec16 160427 456.90 459.20 450.90 455.70 -2.40 791 10,838 +257
Mar17 160427 456.70 459.00 450.90 455.80 -2.10 420 8,343 +139
May17 160427 452.30 455.00 447.50 452.10 -2.30 153 2,357 +81
Total Volume and Open Interest 5,491 93,344 +1,187
Cotton(ICE)
May16 160427 63.79 64.07 63.43 64.07 +0.61 262 354 -224
Jul16 160427 63.94 64.27 63.41 64.15 +0.32 19,410 114,070 +149
Oct16 160427 63.50 64.22 61.24 63.82 +0.62 0 19 +0
Dec16 160427 62.93 63.14 62.41 63.00 +0.21 6,663 61,634 +1,638
Mar17 160427 63.22 63.30 62.84 63.18 +0.12 386 9,180 +86
May17 160427 63.48 63.48 63.20 63.47 +0.14 24 2,135 -14
Total Volume and Open Interest 26,822 191,412 +1,680
Lumber(CME)
May16 160427 287.7 296.2 287.5 296.2 +10.0 460 1,376 -145
Jul16 160427 296.5 305.4 296.4 305.4 +10.0 418 2,228 +205
Sep16 160427 303.3 306.8 302.4 306.8 +10.0 9 180 +1
Nov16 160427 303.4 307.4 303.4 306.8 +9.4 0 40 +0
Total Volume and Open Interest 887 3,860 +61
Crude Oil(NYM)
Jun16 160427 44.64 45.62 43.77 45.33 +1.29 606,383 486,525 -1,308
Jul16 160427 45.46 46.47 44.64 46.20 +1.31 128,815 252,955 +5,594
Aug16 160427 45.89 46.93 45.15 46.70 +1.30 42,073 95,694 +1,906
Sep16 160427 46.23 47.32 45.55 47.09 +1.29 39,187 128,258 +161
Oct16 160427 46.55 47.60 45.87 47.40 +1.26 17,284 59,977 -565
Nov16 160427 46.81 47.83 46.40 47.69 +1.23 13,380 52,774 +488
Dec16 160427 47.11 48.16 46.44 47.94 +1.20 50,369 200,736 +1,546
Jan17 160427 47.50 48.25 46.70 48.15 +1.18 6,207 36,528 -422
Feb17 160427 47.51 48.50 46.90 48.32 +1.16 3,755 22,631 -814
Mar17 160427 47.57 48.67 47.02 48.48 +1.15 5,792 39,802 -815
Apr17 160427 47.83 48.64 47.22 48.62 +1.14 957 10,445 +50
May17 160427 48.24 48.74 47.33 48.74 +1.12 1,475 12,355 -389
Jun17 160427 47.96 49.06 47.44 48.85 +1.10 8,442 48,672 +198
Jul17 160427 48.80 48.94 47.78 48.94 +1.08 958 11,285 -238
Aug17 160427 49.04 49.04 49.04 49.04 +1.07 292 7,507 +42
Sep17 160427 48.78 49.16 48.78 49.16 +1.06 967 21,897 +175
Total Volume and Open Interest 946,786 1,702,553 +5,288
e-miNY Crude Oil(NYM)
Jun16 160427 44.625 45.625 43.750 45.325 +1.275 12,342 2,353 +6
Jul16 160427 45.350 46.400 44.650 46.200 +1.300 215 477 +12
Aug16 160427 45.875 46.700 45.200 46.700 +1.300 30 89 +5
Sep16 160427 46.150 47.100 46.150 47.100 +1.300 4 92 -2
Oct16 160427 47.300 47.400 47.300 47.400 +1.250 2 64 +0
Nov16 160427 47.700 47.700 47.700 47.700 +1.250 0 13 +0
Dec16 160427 47.800 47.950 47.800 47.950 +1.200 5 265 -2
Jan17 160427 48.150 48.150 48.150 48.150 +1.175 2 18 +2
Feb17 160427 48.325 48.325 48.325 48.325 +1.175 0 5 +0
Mar17 160427 48.475 48.475 48.475 48.475 +1.150 0 13 +0
Total Volume and Open Interest 12,606 3,629 +23
NY Harbor ULSD(NYM)
May16 160427 134.88 138.32 133.92 137.95 +4.70 25,126 32,324 -6,893
Jun16 160427 135.21 138.74 134.38 138.34 +4.47 48,462 94,674 +4,489
Jul16 160427 135.99 139.64 135.30 139.24 +4.32 15,901 63,143 +1,114
Aug16 160427 137.38 140.90 136.60 140.49 +4.19 9,037 27,347 -145
Sep16 160427 139.53 142.50 138.34 142.18 +4.07 6,537 25,938 -230
Oct16 160427 141.53 144.45 140.19 144.04 +3.94 4,323 16,391 +334
Nov16 160427 143.46 146.30 142.76 145.89 +3.82 2,397 13,001 -52
Dec16 160427 144.80 147.95 143.81 147.55 +3.72 10,094 53,429 -359
Jan17 160427 147.50 149.05 145.48 149.05 +3.65 1,451 19,870 +235
Feb17 160427 148.73 149.90 146.70 149.68 +3.53 494 5,313 +71
Mar17 160427 148.77 150.00 147.04 149.67 +3.41 316 7,390 -6
Apr17 160427 146.54 149.17 146.54 149.17 +3.30 269 2,457 -3
May17 160427 147.01 149.41 146.98 149.41 +3.24 273 2,284 +4
Jun17 160427 148.42 150.10 148.00 149.86 +3.15 379 7,907 +97
Total Volume and Open Interest 126,073 394,335 -917
RBOB Gasoline(NYM)
May16 160427 158.57 159.34 154.60 158.08 +1.48 34,804 26,983 -7,885
Jun16 160427 159.51 160.74 155.98 159.47 +1.53 42,483 113,171 +2,774
Jul16 160427 159.76 160.82 156.28 159.75 +1.67 17,678 53,007 +932
Aug16 160427 157.61 158.94 155.03 158.51 +1.82 6,215 34,175 +224
Sep16 160427 154.97 156.30 152.55 155.96 +1.98 7,300 46,608 +901
Oct16 160427 140.58 141.84 138.07 141.40 +2.02 5,548 27,875 +363
Nov16 160427 137.33 137.79 134.39 137.74 +2.04 2,456 16,066 +196
Dec16 160427 133.99 135.83 132.00 135.35 +2.02 3,105 32,210 +87
Jan17 160427 134.90 135.14 131.87 135.13 +2.01 538 6,400 +139
Feb17 160427 135.73 136.31 133.28 136.31 +1.97 178 1,375 +25
Total Volume and Open Interest 121,209 388,740 -2,191
e-miNY RBOB Gasoline(NYM)
May16 160427 158.10 158.10 158.08 158.10 +1.50 0 1 +0
Jun16 160427 159.50 159.50 159.47 159.50 +1.60      
Jul16 160427 159.80 159.80 159.75 159.80 +1.70      
Aug16 160427 158.50 158.51 158.50 158.50 +1.80      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
May16 160427 2.035 2.064 1.950 1.995 -0.037 66,033 22,558 -7,782
Jun16 160427 2.170 2.199 2.108 2.153 -0.006 128,069 261,914 -3,114
Jul16 160427 2.306 2.333 2.259 2.305 +0.011 36,489 204,581 -277
Aug16 160427 2.391 2.409 2.342 2.393 +0.023 16,961 53,901 -1,138
Sep16 160427 2.422 2.442 2.379 2.432 +0.028 13,514 112,405 -1,945
Oct16 160427 2.486 2.512 2.447 2.501 +0.031 19,920 96,000 +289
Nov16 160427 2.721 2.732 2.673 2.724 +0.035 9,419 42,090 +2,497
Dec16 160427 3.030 3.047 2.990 3.039 +0.040 6,834 42,473 +945
Jan17 160427 3.165 3.177 3.128 3.169 +0.034 11,039 75,433 +328
Feb17 160427 3.157 3.165 3.121 3.158 +0.033 2,176 18,130 -176
Mar17 160427 3.110 3.118 3.072 3.111 +0.033 5,824 46,357 +870
Apr17 160427 2.882 2.892 2.845 2.886 +0.036 5,135 48,017 +804
May17 160427 2.858 2.875 2.830 2.869 +0.034 937 12,508 -34
Jun17 160427 2.886 2.900 2.861 2.897 +0.032 334 6,551 +35
Jul17 160427 2.917 2.935 2.910 2.932 +0.032 125 4,498 -45
Aug17 160427 2.931 2.946 2.929 2.946 +0.031 16 4,551 +4
Total Volume and Open Interest 324,046 1,099,031 -9,980
Brent Crude Oil(ICE)
Jun16 160427 46.26 47.45 45.63 47.18 +1.44 211,675 188,859 -22,418
Jul16 160427 46.09 47.20 45.44 46.93 +1.35 176,210 568,810 +11,434
Aug16 160427 46.45 47.53 45.82 47.28 +1.32 59,548 207,152 +5,547
Sep16 160427 46.82 47.89 46.20 47.65 +1.29 49,880 188,103 +4,555
Oct16 160427 47.11 48.14 46.51 47.94 +1.25 24,721 110,393 -327
Nov16 160427 47.42 48.43 46.81 48.22 +1.21 21,960 100,549 +372
Dec16 160427 47.74 48.76 47.12 48.53 +1.18 72,947 324,754 -2,894
Jan17 160427 47.96 48.91 47.40 48.78 +1.14 9,923 50,957 +655
Feb17 160427 48.22 49.12 47.65 49.01 +1.11 4,700 48,802 -32
Mar17 160427 49.06 49.25 48.41 49.25 +1.08 3,648 37,641 -277
Apr17 160427 49.57 49.57 49.33 49.48 +1.07 958 18,955 -83
May17 160427 49.63 49.68 49.50 49.68 +1.04 462 20,179 -92
Jun17 160427 49.05 50.03 48.60 49.88 +1.01 12,375 68,269 -1,460
Jul17 160427 49.81 50.08 49.81 50.08 +0.99 1,525 13,930 -38
Total Volume and Open Interest 680,290 2,321,322 -5,837
Gas Oil(ICE)
May16 160427 402.25 412.75 399.25 402.50 +5.50 37,280 107,447 -3,282
Jun16 160427 404.00 414.00 400.75 403.75 +4.75 65,173 147,628 +3,160
Jul16 160427 407.00 416.25 403.50 406.25 +4.00 31,657 65,356 +2,048
Aug16 160427 410.00 420.00 407.50 410.25 +3.50 18,028 36,749 +59
Sep16 160427 416.25 424.50 412.25 414.75 +3.00 15,398 39,912 -487
Oct16 160427 420.25 429.75 417.75 420.00 +2.75 8,751 35,919 +1,267
Nov16 160427 423.50 432.75 421.25 423.25 +2.50 4,711 22,459 +691
Dec16 160427 427.50 435.50 423.50 425.75 +2.25 19,920 89,078 -776
Jan17 160427 429.75 438.50 428.00 429.25 +2.00 2,011 22,225 +477
Feb17 160427 433.75 441.00 430.75 432.50 +1.75 1,640 12,844 +522
Total Volume and Open Interest 215,535 742,640 +4,311
Ethanol(CBOT)
May16 160427 1.540 1.558 1.530 1.538 -0.007 268 547 -147
Jun16 160427 1.540 1.560 1.528 1.534 -0.005 193 1,537 +94
Jul16 160427 1.526 1.535 1.526 1.527 -0.005 16 1,001 -14
Aug16 160427 1.515 1.515 1.513 1.514 -0.005 96 247 +26
Sep16 160427 1.502 1.503 1.502 1.503 -0.005 113 515 +57
Oct16 160427 1.481 1.485 1.481 1.485 -0.005 93 149 -44
Nov16 160427 1.464 1.468 1.464 1.468 -0.005 75 124 -41
Dec16 160427 1.468 1.468 1.450 1.459 -0.005 5 409 +0
Total Volume and Open Interest 859 4,529 -69
WTI Crude Oil(ICE)
Jun16 160427 44.53 45.61 43.77 45.33 +1.29 51,921 89,286 -2,128
Jul16 160427 45.38 46.44 44.65 46.20 +1.31 37,481 61,630 +1,103
Aug16 160427 45.77 46.93 45.15 46.70 +1.30 16,236 23,019 +1,115
Sep16 160427 46.27 47.21 45.54 47.09 +1.29 10,941 27,837 -325
Oct16 160427 46.57 47.60 45.88 47.40 +1.26 4,728 9,863 +25
Nov16 160427 47.24 47.84 46.23 47.69 +1.23 4,030 11,848 -386
Dec16 160427 47.45 48.09 46.44 47.94 +1.20 9,784 71,994 +890
Jan17 160427 47.61 48.15 47.61 48.15 +1.18 740 5,410 +8
Feb17 160427 47.60 48.32 47.60 48.32 +1.16 380 4,351 -69
Mar17 160427 48.48 48.48 48.48 48.48 +1.15 194 4,816 +35
Apr17 160427 48.62 48.62 48.62 48.62 +1.14 84 2,454 +1
May17 160427 48.74 48.74 48.74 48.74 +1.12 92 1,215 +5
Jun17 160427 48.37 48.85 48.35 48.85 +1.10 669 22,691 -182
Jul17 160427 48.94 48.94 48.94 48.94 +1.08 88 1,441 +16
Aug17 160427 49.04 49.04 49.04 49.04 +1.07 23 441 +7
Sep17 160427 49.16 49.16 49.16 49.16 +1.06 26 3,140 +1
Total Volume and Open Interest 140,419 410,775 +118
US Dollar Index(ICE)
Jun16 160427 94.495 94.820 94.095 94.368 -0.175 15,038 59,773 +93
Sep16 160427 94.505 94.975 94.200 94.448 -0.170 354 2,316 +93
Dec16 160427 94.500 94.625 94.380 94.493 -0.175 9 376 -4
Total Volume and Open Interest 15,425 62,641 +206
Australian Dollar(CME)
Jun16 160427 77.31 77.50 75.33 75.62 -1.59 59,562 152,162 +900
Sep16 160427 77.02 77.16 75.10 75.33 -1.55 33 956 +2
Dec16 160427 75.38 75.38 75.09 75.09 -1.52 0 29 +0
Total Volume and Open Interest 59,595 153,152 +902
British Pound(CME)
Jun16 160427 145.79 146.23 144.75 145.41 -0.39 90,028 237,744 +3,071
Sep16 160427 145.89 146.28 144.88 145.48 -0.39 83 927 +40
Dec16 160427 145.59 146.20 145.43 145.59 -0.39 13 205 +0
Total Volume and Open Interest 90,124 238,907 +3,111
Canadian Dollar(CME)
Jun16 160427 79.34 79.55 78.76 79.24 +0.01 54,285 115,505 +1,468
Sep16 160427 79.34 79.54 78.85 79.24 +0.01 116 2,060 +1
Dec16 160427 79.27 79.52 78.92 79.25 +0.01 88 1,704 +49
Mar17 160427 79.45 79.56 78.95 79.27 +0.02 0 105 +0
Total Volume and Open Interest 54,489 119,438 +1,518
Japanese Yen(CME)
Jun16 160427 89.97 90.17 89.58 89.95 +0.08 104,750 169,669 -3,357
Sep16 160427 90.38 90.46 89.98 90.25 +0.07 85 807 +23
Dec16 160427 90.73 90.75 90.46 90.62 +0.05 1 92 +1
Total Volume and Open Interest 104,862 170,622 -3,335
Swiss Franc(CME)
Jun16 160427 102.90 103.51 102.71 103.20 +0.38 15,598 43,276 -696
Sep16 160427 103.59 103.94 103.44 103.68 +0.38 1 93 +0
Dec16 160427 104.20 104.23 104.20 104.20 +0.39 0 24 +0
Total Volume and Open Interest 15,599 43,408 -696
EuroFX(CME)
Jun16 160427 113.14 113.78 112.87 113.41 +0.35 109,321 333,197 -1,850
Sep16 160427 113.47 114.08 113.35 113.78 +0.35 207 3,180 +30
Dec16 160427 114.01 114.37 113.93 114.19 +0.35 0 1,176 +0
Total Volume and Open Interest 109,530 338,309 -1,820
Mexican Peso(CME)
May16 160427 575.75 575.75 575.75 575.75 +2.38      
Jun16 160427 572.50 575.50 568.88 574.13 +2.38 33,968 103,464 +437
Total Volume and Open Interest 34,215 121,173 +437
Brazilian Real(CME)
May16 160427 283.50 284.40 281.00 283.80 +0.50 1,285 25,220 -119
Jun16 160427 280.90 281.70 278.50 281.30 +0.40 621 5,525 +299
Jul16 160427 278.90 278.90 278.90 278.90 +0.35 0 15 +0
Aug16 160427 276.40 276.40 276.40 276.40 +0.30      
Total Volume and Open Interest 1,906 30,782 +180
30-Year T-Bonds(CBOT)
Jun16 160427 161~080 162~240 161~060 162~220 +1~150 175,827 521,658 -1,729
Sep16 160427 160~030 161~120 160~010 161~110 +1~150 330 1,398 +80
Dec16 160427 160~030 160~030 160~030 160~030 +1~150      
Total Volume and Open Interest 176,157 523,056 -1,649
10-Year T-Notes(CBOT)
Jun16 160427 129~055 129~280 129~050 129~250 +0~195 943,310 2,671,589 -25,998
Sep16 160427 129~040 129~225 129~040 129~195 +0~205 2,270 9,382 -954
Dec16 160427 128~250 128~250 128~250 128~250 +0~205      
Total Volume and Open Interest 945,580 2,680,971 -26,952
5-Year T-Notes(CBOT)
Jun16 160427 120~110 120~232 120~100 120~202 +0~096 450,934 2,481,057 +13,419
Sep16 160427 120~014 120~100 120~014 120~080 +0~102 4,658 37,935 +3,992
Dec16 160427 120~064 120~064 120~064 120~064 +0~102      
Total Volume and Open Interest 455,592 2,518,992 +17,411
2 Year T-Notes(CBOT)
Jun16 160427 109~042 109~070 109~030 109~056 +0~014 180,207 1,046,620 +580
Sep16 160427 109~006 109~012 108~312 109~012 +0~016 136 2,887 -2
Dec16 160427 108~316 108~316 108~316 108~316 +0~016      
Total Volume and Open Interest 180,343 1,049,507 +578
Eurodollars(CME)
Jun16 160427 99.295 99.315 99.265 99.310 +0.015 188,507 1,206,857 +22,526
Sep16 160427 99.180 99.205 99.150 99.190 +0.010 195,586 1,004,139 -4,041
Dec16 160427 99.080 99.110 99.050 99.090 +0.010 222,984 1,309,635 +31,423
Mar17 160427 99.010 99.050 98.980 99.025 +0.015 147,798 872,106 -8,835
Jun17 160427 98.940 98.985 98.910 98.960 +0.025 130,961 836,824 -1,477
Sep17 160427 98.870 98.920 98.840 98.895 +0.030 104,867 699,814 -1,998
Dec17 160427 98.790 98.850 98.760 98.820 +0.035 122,745 1,026,239 -3,237
Mar18 160427 98.725 98.790 98.700 98.765 +0.040 92,132 492,217 -3,520
Jun18 160427 98.660 98.730 98.635 98.705 +0.050 63,934 427,222 -4,245
Sep18 160427 98.595 98.665 98.575 98.645 +0.055 55,408 357,573 -5,549
Dec18 160427 98.515 98.600 98.505 98.575 +0.060 61,309 506,157 -3,797
Mar19 160427 98.455 98.545 98.450 98.520 +0.065 44,987 298,839 -791
Jun19 160427 98.395 98.480 98.390 98.460 +0.070 27,137 251,038 -750
Sep19 160427 98.335 98.415 98.325 98.400 +0.075 22,195 180,754 -1,400
Dec19 160427 98.260 98.350 98.260 98.330 +0.075 32,103 200,906 -465
Mar20 160427 98.205 98.295 98.205 98.275 +0.080 14,661 103,321 -804
Jun20 160427 98.140 98.235 98.140 98.215 +0.080 13,947 56,900 -1,671
Sep20 160427 98.090 98.170 98.090 98.160 +0.085 12,020 58,224 +351
Total Volume and Open Interest 1,595,525 10,192,525 +14,211
Ultra T-Bond(CBOT)
Jun16 160427 168~22 170~15 168~21 170~12 +1~23 50,654 622,595 -462
Sep16 160427 172~15 172~15 172~15 172~15 +1~25 51 69 +51
Dec16 160427 171~25 171~25 171~25 171~25 +1~25      
Total Volume and Open Interest 50,705 622,664 -411
Ultra 10-Yr T-Note(CBOT)
Jun16 160427 139~070 140~045 139~060 140~030 +0~285 39,499 111,866 +216
Sep16 160427 140~190 140~190 140~190 140~190 +0~290      
Dec16 160427 140~190 140~190 140~190 140~190 +0~290      
Total Volume and Open Interest 39,499 111,866 +216
30 Day Federal Funds(CBOT)
Apr16 160427 99.635 99.637 99.632 99.637 unch 482 120,957 -63
May16 160427 99.630 99.640 99.630 99.635 +0.005 5,390 177,544 -3,106
Jun16 160427 99.610 99.615 99.590 99.610 +0.005 14,025 80,770 +1,569
Jul16 160427 99.580 99.595 99.545 99.580 +0.005 38,904 221,152 +15,167
Aug16 160427 99.535 99.550 99.500 99.535 +0.005 12,552 111,457 +811
Sep16 160427 99.515 99.535 99.485 99.515 +0.005 1,580 26,585 +27
Total Volume and Open Interest 84,871 995,921 +14,423
3-Mth Euro-Yen(CME)
Jun16 160427 99.990 99.990 99.990 99.990 unch      
Sep16 160427 99.990 99.990 99.990 99.990 unch      
Dec16 160427 99.990 99.990 99.990 99.990 unch      
Mar17 160427 99.990 99.990 99.990 99.990 unch      
Jun17 160427 99.990 99.990 99.990 99.990 unch      
Sep17 160427 99.990 99.990 99.990 99.990 unch      
Dec17 160427 99.990 99.990 99.990 99.990 unch      
Mar18 160427 99.995 99.995 99.995 99.995 unch      
Jun18 160427 99.855 99.855 99.855 99.855 unch      
Sep18 160427 99.715 99.715 99.715 99.715 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun16 160427 99.99 99.99 99.99 99.99 unch      
Sep16 160427 99.99 99.99 99.99 99.99 unch      
Dec16 160427 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160427 99.99 99.99 99.99 99.99 unch      
Jun17 160427 99.99 99.99 99.99 99.99 unch      
Sep17 160427 99.99 99.99 99.99 99.99 unch      
Dec17 160427 99.99 99.99 99.99 99.99 unch      
Mar18 160427 100.00 100.00 100.00 100.00 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Jun16 160427 151.83 151.83 151.31 151.35 -0.50 1,290 16,832 -271
Sep16 160427 150.79 150.79 150.79 150.79 -0.50      
Dec16 160427 150.79 150.79 150.79 150.79 -0.50      
Total Volume and Open Interest 1,290 16,832 -271
Euro-Buxl(EUREX)
Jun16 160427 163.22 163.64 162.14 162.92 -0.40 42,372 130,347 -289
Sep16 160427 170.92 170.92 170.92 170.92 -0.98 0 12 +0
Dec16 160427 170.92 170.92 170.92 170.92 -0.98      
Total Volume and Open Interest 42,372 130,359 -289
Euro-Bund(EUREX)
Jun16 160427 161.65 162.15 161.53 161.85 +0.22 722,562 1,382,310 +11,821
Sep16 160427 160.61 161.00 160.52 160.77 +0.22 18,458 75,410 +12,974
Dec16 160427 159.35 159.35 159.35 159.35 +0.22      
Total Volume and Open Interest 741,020 1,457,720 +24,795
Euro-Bobl(EUREX)
Jun16 160427 130.90 131.07 130.88 130.97 +0.09 412,150 1,015,792 +23,094
Sep16 160427 131.77 131.81 131.73 131.81 +0.07 688 8,155 +666
Dec16 160427 130.97 130.97 130.97 130.97 +0.09 0 1 +0
Total Volume and Open Interest 412,838 1,023,948 +23,760
Euro-Schatz(EUREX)
Jun16 160427 111.80 111.83 111.79 111.81 +0.01 191,930 919,937 +6,794
Sep16 160427 111.78 111.78 111.78 111.78 unch 75 202 +75
Dec16 160427 111.78 111.78 111.78 111.78 unch      
Total Volume and Open Interest 192,005 920,139 +6,869
3-Mth Euribor(EUREX)
Jun16 160427 100.255 100.255 100.255 100.255 unch 4 11,763 +0
Sep16 160427 100.270 100.275 100.270 100.270 unch 2 6,449 -2
Dec16 160427 100.290 100.290 100.290 100.290 -0.005 50 2,741 -50
Total Volume and Open Interest 372 74,231 -39
Long Gilt(LIFFE)
Jun16 160427 119~06 119~17 119~03 119~12 +0~11 135,767 487,451 +537
Sep16 160427 120~23 120~23 120~23 120~23 +0~04      
Total Volume and Open Interest 135,767 487,451 +537
3-Mth Short Sterling(LIFFE)
Jun16 160427 99.39 99.40 99.39 99.40 +0.01 21,558 383,984 -4,826
Sep16 160427 99.36 99.37 99.36 99.37 +0.01 37,391 413,288 +1,917
Dec16 160427 99.32 99.33 99.31 99.32 +0.01 37,988 436,834 +4,500
Mar17 160427 99.26 99.27 99.25 99.26 +0.01 38,497 330,399 +7,163
Jun17 160427 99.20 99.21 99.18 99.20 +0.01 51,288 310,321 -1,881
Sep17 160427 99.12 99.15 99.11 99.13 +0.01 38,348 275,833 -2,579
Total Volume and Open Interest 353,543 3,167,426 -212
3-Mth Euribor(LIFFE)
Jun16 160427 100.260 100.260 100.255 100.255 unch 20,333 546,539 -86
Sep16 160427 100.270 100.275 100.265 100.270 unch 45,895 466,065 -23,526
Dec16 160427 100.290 100.295 100.285 100.290 unch 25,710 465,191 -215
Total Volume and Open Interest 355,293 3,481,480 -29,155
3-Mth Aus T-Bills(SFE)
Jun16 160427 97.75 97.91 97.74 97.88 +0.12 10,036 229,907 -3,682
Sep16 160427 97.80 97.98 97.78 97.96 +0.15 13,044 234,130 -1,162
Dec16 160427 97.83 98.01 97.81 97.99 +0.15 11,780 183,685 -1,629
Mar17 160427 97.83 98.01 97.81 97.99 +0.15 6,671 119,577 -38
Jun17 160427 97.83 98.00 97.81 97.98 +0.14 4,641 74,018 -2,998
Sep17 160427 97.82 97.98 97.80 97.96 +0.13 4,628 65,166 -2,139
Dec17 160427 97.79 97.95 97.77 97.92 +0.12 3,411 46,521 -465
Mar18 160427 97.75 97.91 97.73 97.88 +0.12 1,561 22,135 -408
Jun18 160427 97.71 97.85 97.69 97.84 +0.11 374 13,567 +163
Sep18 160427 97.66 97.78 97.64 97.78 +0.10 56 2,431 +18
Total Volume and Open Interest 56,303 994,918 -12,240
10-Year Aus T-Bonds(SFE)
Jun16 160427 97.34 97.42 97.30 97.39 +0.04 119,266 830,625 +2,269
Sep16 160427 97.39 97.39 97.39 97.39 +0.04      
Total Volume and Open Interest 119,266 830,625 +2,269
3-Year Aus T-Bonds(SFE)
Jun16 160427 97.95 98.09 97.92 98.07 +0.11 173,769 789,589 +18,597
Sep16 160427 98.07 98.07 98.07 98.07 +0.11      
Total Volume and Open Interest 173,769 789,589 +18,597
Gold(CMX)
Apr16 160427 1248.6 1249.5 1248.6 1249.2 +7.0 442 305 -1,079
Jun16 160427 1245.7 1254.6 1240.7 1250.4 +7.0 120,768 366,905 -6,491
Aug16 160427 1246.5 1256.3 1243.0 1252.3 +7.1 4,671 41,502 +910
Oct16 160427 1250.0 1255.5 1248.2 1254.0 +7.2 166 22,732 +57
Dec16 160427 1251.8 1257.3 1247.2 1255.7 +7.2 1,145 31,133 +183
Feb17 160427 1253.7 1257.4 1253.7 1257.4 +7.2 6 3,831 +1
Apr17 160427 1259.1 1259.1 1259.1 1259.1 +7.2 0 2,943 +0
Jun17 160427 1258.4 1260.9 1258.4 1260.9 +7.3 31 8,724 +4
Aug17 160427 1262.6 1262.6 1262.6 1262.6 +7.4 3 111 -3
Oct17 160427 1264.2 1264.2 1264.2 1264.2 +7.4 0 632 +0
Dec17 160427 1263.0 1265.9 1263.0 1265.9 +7.4 144 6,267 +34
Feb18 160427 1267.5 1267.5 1267.5 1267.5 +7.4      
Total Volume and Open Interest 128,365 495,436 -6,408
Silver(CMX)
May16 160427 1716.0 1743.5 1705.5 1728.9 +17.9 63,001 41,611 -7,156
Jul16 160427 1720.5 1748.0 1710.0 1733.5 +17.6 25,596 113,947 +6,378
Sep16 160427 1735.0 1748.0 1718.5 1737.9 +17.7 5,517 18,896 +2,443
Dec16 160427 1729.0 1752.0 1720.0 1743.4 +17.8 4,743 22,870 +1,583
Mar17 160427 1737.0 1749.0 1737.0 1749.0 +17.9 2,443 2,572 +957
May17 160427 1752.7 1752.7 1752.7 1752.7 +17.9 2 156 -2
Jul17 160427 1756.4 1756.4 1756.4 1756.4 +17.9 2 2,263 +0
Total Volume and Open Interest 101,719 206,037 +4,250
Platinum(NYMEX)
Jul16 160427 1016.2 1030.0 1013.0 1025.4 +5.3 9,183 56,806 -300
Oct16 160427 1019.8 1029.1 1018.0 1027.0 +5.2 180 5,202 +65
Jan17 160427 1023.9 1029.0 1023.9 1028.8 +5.3 0 19 +0
Apr17 160427 1030.3 1030.3 1030.3 1030.3 +5.3 0 5 +0
Total Volume and Open Interest 9,387 62,227 -227
Palladium(NYMEX)
Jun16 160427 604.80 616.00 599.50 609.65 +5.15 3,327 20,790 -421
Sep16 160427 604.35 612.60 603.65 610.55 +5.15 145 1,961 +130
Dec16 160427 612.20 612.20 612.20 612.20 +5.15 0 149 +0
Total Volume and Open Interest 3,472 22,929 -291
Copper(CMX)
May16 160427 224.80 225.05 219.40 221.65 -2.55 51,430 20,586 -6,228
Jul16 160427 224.80 225.65 220.10 222.45 -2.20 35,529 100,161 +2,741
Sep16 160427 225.95 226.00 220.75 223.05 -2.15 4,841 19,737 -87
Dec16 160427 226.40 226.40 221.40 223.65 -2.15 3,415 24,142 +987
Mar17 160427 224.95 225.05 222.30 224.05 -2.15 280 2,832 -4
Total Volume and Open Interest 97,491 174,808 -2,913
E-mini DJIA Index(CBOT)
Jun16 160427 17880 18006 17839 17963 +44 123,634 120,529 -722
Sep16 160427 17792 17900 17763 17873 +44 34 1,350 +7
Dec16 160427 17760 17835 17760 17810 +44 0 59 +0
Mar17 160427 17750 17750 17750 17750 +44      
Total Volume and Open Interest 123,668 121,938 -715
S & P 500(CME)
Jun16 160427 2082.00 2093.50 2076.50 2090.70 +2.30 2,494 75,268 +371
Sep16 160427 2082.70 2084.40 2068.40 2082.70 +2.30 0 948 -3
Dec16 160427 2076.20 2077.90 2061.90 2076.20 +2.30 0 1 +0
Mar17 160427 2070.80 2072.60 2056.60 2070.80 +2.20      
Total Volume and Open Interest 2,494 76,217 +368
S & P 500 E-Mini(Globex)
Jun16 160427 2082.25 2094.00 2076.25 2090.75 +2.25 1,280,888 2,847,329 +3,111
Sep16 160427 2073.25 2085.75 2068.75 2082.75 +2.25 1,063 22,611 +56
Dec16 160427 2067.00 2079.25 2062.25 2076.25 +2.25 348 2,731 +159
Mar17 160427 2070.75 2070.75 2064.75 2070.75 +2.25 2 64 +2
Total Volume and Open Interest 1,282,301 2,872,737 +3,328
NASDAQ 100 E-Mini(Globex)
Jun16 160427 4405.00 4433.80 4372.30 4423.80 -28.70 172,474 227,944 +3,426
Sep16 160427 4402.80 4423.00 4365.50 4416.80 -28.70 73 368 -2
Dec16 160427 4414.00 4414.00 4374.80 4414.00 -29.00 2 87 +0
Total Volume and Open Interest 172,549 228,409 +3,424
S&P Midcap 400(CME) e-Mini
Jun16 160427 1480.70 1487.30 1474.50 1485.80 +4.70 13,841 80,090 -1,964
Sep16 160427 1481.50 1481.50 1474.00 1481.50 +4.70 0 7 +0
Dec16 160427 1482.80 1482.80 1482.80 1482.80 +4.70 0 12 +0
Total Volume and Open Interest 13,841 80,109 -1,964
Volatility Index(CBOE)
Apr16 160420 13.30 13.55 12.65 12.66 -0.59 80,471 81,361 +81,361
May16 160427 15.93 16.45 15.35 15.48 -0.45 73,041 251,197 -11,329
Jun16 160427 17.95 18.30 17.50 17.63 -0.40 50,237 86,207 +6,954
Jul16 160427 19.00 19.26 18.50 18.63 -0.35 13,959 34,754 -822
Total Volume and Open Interest 153,376 441,939 -4,132
Russell 2000(ICE)
Jun16 160427 1148.60 1153.90 1142.10 1152.70 +3.50 66,555 374,559 -622
Sep16 160427 1143.20 1148.10 1140.00 1147.10 +3.50 3 42 -3
Dec16 160427 1143.80 1143.80 1143.80 1143.80 +3.50 0 10 +0
Total Volume and Open Interest 66,558 374,861 -625
Nikkei 225(CME)
Jun16 160427 17515 17565 17285 17555 +15 16,064 32,941 -205
Sep16 160427 17375 17595 17375 17595 +15 4 9 +0
Total Volume and Open Interest 16,068 32,955 -205
Nikkei 225(SGX)
Jun16 160427 17315 17495 17230 17270 -35 92,215 231,736 -349
Sep16 160427 17315 17410 17230 17245 -30 66 678 +9
Dec16 160427 17125 17125 17125 17125 -35 0 3,711 +0
Total Volume and Open Interest 92,290 242,417 -340
Nikkei 225(CME) Yen
Jun16 160427 17455 17515 17225 17495 +10 57,559 78,823 -1,378
Sep16 160427 17425 17450 17205 17450 +10 2 73 +0
Dec16 160427 17440 17440 17175 17440 +10      
Total Volume and Open Interest 57,561 78,996 -1,378
Nikkei 225(CME) e-Mini Yen
Jun16 160427 17320 17495 17320 17490 +10 0 51 +0
Sep16 160427 17450 17450 17450 17450 +10      
Dec16 160427 17440 17440 17440 17440 +10      
Total Volume and Open Interest 0 51 +0
CAC 40(EURONEXT)
May16 160427 4472.0 4522.0 4466.0 4503.0 +27.0 63,246 283,957 +283,957
Jun16 160427 4434.5 4475.0 4426.0 4456.0 +27.0 804 13,659 +13,659
Jul16 160427 4448.0 4448.0 4448.0 4448.0 +27.0      
Total Volume and Open Interest 64,050 297,651 +14,866
Hang Seng Index(HKFE)
Apr16 160427 21382 21458 21283 21290 -101 129,671 86,915 -10,703
May16 160427 21294 21354 21182 21195 -103 37,389 37,373 +25,000
Jun16 160427 20991 21075 20911 20919 -91 756 6,769 +422
Total Volume and Open Interest 168,078 133,681 +14,663
DAX(EUREX)
Jun16 160427 10283.0 10378.5 10252.0 10328.5 +27.0 111,518 117,331 +1,456
Sep16 160427 10273.5 10368.0 10257.5 10319.0 +27.0 85 1,567 +0
Dec16 160427 10308.0 10308.0 10308.0 10308.0 +27.5 1 2,893 -1
Total Volume and Open Interest 111,604 121,791 +1,455
Mini-DAX(EUREX)
Jun16 160427 10288.0 10384.0 10253.0 10329.0 +28.0 17,265 6,173 -470
Sep16 160427 10270.0 10365.0 10243.0 10319.0 +28.0 33 169 +6
Dec16 160427 10265.0 10308.0 10265.0 10308.0 +28.0 8 7 +0
Total Volume and Open Interest 17,306 6,349 -464
FT-SE 100(EURONEXT)
Jun16 160427 6238.50 6296.00 6205.50 6268.00 +28.00 115,741 569,231 -8,045
Sep16 160427 6180.00 6221.00 6170.00 6215.50 +29.00 24 1,883 +17
Dec16 160427 6182.50 6182.50 6182.50 6182.50 +29.00      
Total Volume and Open Interest 115,765 571,114 -8,028
SPI 200(SFE)
Jun16 160427 5195.0 5265.0 5151.0 5154.0 -41.0 36,512 237,988 +1,618
Sep16 160427 5185.0 5185.0 5107.0 5107.0 -43.0 119 2,168 +73
Dec16 160427 5093.0 5093.0 5093.0 5093.0 -43.0 0 2,163 +0
Total Volume and Open Interest 36,632 243,080 -521
FTSE MIB(ISE)
Jun16 160427 18295.00 18390.00 18200.00 18347.00 +54.00 28,374 65,530 -902
Sep16 160427 18160.00 18230.00 18095.00 18212.00 +54.00 8 300 +1
Dec16 160427 18105.00 18105.00 18105.00 18105.00 +64.00      
Total Volume and Open Interest 28,382 65,830 -901
KOSPI 200(KFE)
Jun16 160427 249.45 249.60 248.80 249.15 -0.05 92,197 120,674 +1,330
Sep16 160427 249.20 250.30 249.20 250.00 -0.05 262 6,604 -8
Dec16 160427 251.00 251.00 251.00 251.00 unch 0 2,390 +0
Total Volume and Open Interest 92,459 131,153 +1,322
GSCI(CME)
May16 160427 355.10 357.35 350.10 355.95 +4.35 266 11,647 -29
Jun16 160427 358.65 359.60 352.90 358.65 +4.45 25 30 +25
Jul16 160427 360.90 360.90 360.90 360.90 +4.45      
Total Volume and Open Interest 291 11,677 -4
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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