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 Wed May 11, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May16 160511 1072.25 1082.25 1065.50 1069.75 -6.25 698 1,498 -455
Jul16 160511 1079.50 1091.00 1073.00 1078.25 -5.75 131,994 414,810 -8,403
Aug16 160511 1081.00 1092.50 1075.00 1080.25 -5.25 10,105 39,108 +996
Sep16 160511 1070.50 1081.50 1065.25 1071.75 -3.25 3,214 20,912 +406
Nov16 160511 1062.00 1075.00 1058.25 1066.00 -1.50 51,544 238,712 +1,428
Jan17 160511 1058.00 1072.00 1057.00 1063.25 -1.25 3,626 16,756 +117
Mar17 160511 1035.00 1048.25 1035.00 1042.75 +4.25 4,162 33,136 -150
May17 160511 1026.00 1037.25 1026.00 1035.25 +8.25 2,897 18,547 +67
Jul17 160511 1026.50 1037.25 1025.50 1035.25 +8.00 1,292 7,991 +166
Aug17 160511 1018.50 1021.50 1018.50 1021.50 +2.00 3 168 -1
Sep17 160511 997.00 997.00 997.00 997.00 -5.75 0 64 +0
Nov17 160511 978.00 982.50 973.50 975.00 -4.25 1,022 11,890 +95
Jan18 160511 980.00 980.00 977.25 977.25 -4.50 2 83 +1
Mar18 160511 982.00 982.00 978.50 978.50 -4.00 0 39 +0
Total Volume and Open Interest 210,561 803,899 -5,731
Soybean Meal(CBOT)
May16 160511 365.60 365.70 359.00 364.40 +4.00 594 946 -207
Jul16 160511 359.50 367.40 357.80 362.00 +2.30 48,683 185,144 -3,822
Aug16 160511 358.20 365.00 356.30 360.50 +2.20 4,728 29,485 +420
Sep16 160511 356.30 363.10 355.30 359.30 +1.90 3,929 23,740 +24
Oct16 160511 354.30 360.80 353.60 357.50 +2.20 2,272 14,239 +235
Dec16 160511 355.60 360.60 353.10 357.70 +2.10 12,119 65,076 +574
Jan17 160511 351.30 356.40 350.20 354.10 +1.40 2,206 7,478 +663
Mar17 160511 340.50 345.50 340.50 344.30 +2.80 1,540 10,181 +62
May17 160511 337.00 341.20 336.10 340.40 +4.80 1,158 9,907 +245
Jul17 160511 337.30 341.20 336.00 340.50 +5.10 649 6,891 +20
Total Volume and Open Interest 77,919 357,650 -1,790
Soybean Oil(CBOT)
May16 160511 33.18 33.20 33.04 33.08 -0.05 325 368 -415
Jul16 160511 33.51 33.76 33.21 33.36 -0.08 54,608 207,688 -5,590
Aug16 160511 33.60 33.80 33.30 33.45 -0.10 5,368 31,902 -823
Sep16 160511 33.84 33.95 33.42 33.57 -0.10 5,891 24,181 -1,002
Oct16 160511 33.95 33.96 33.51 33.67 -0.12 1,847 13,057 -238
Dec16 160511 34.04 34.26 33.69 33.88 -0.11 10,724 78,462 +791
Jan17 160511 33.98 34.09 33.72 33.84 -0.13 1,412 7,610 -114
Mar17 160511 33.83 34.03 33.56 33.69 -0.13 1,592 10,753 +438
May17 160511 33.70 33.82 33.39 33.55 -0.08 785 9,005 +197
Jul17 160511 33.76 33.86 33.39 33.58 -0.08 78 3,292 +7
Total Volume and Open Interest 82,644 395,470 -6,750
Canola(WCE)
May16 160511 511.8 511.8 511.8 511.8 -15.1      
Jul16 160511 529.7 533.0 516.3 517.2 -15.1 12,839 109,734 +3,359
Nov16 160511 517.9 523.0 512.6 515.9 -5.8 5,687 57,733 -89
Jan17 160511 520.0 524.6 514.0 520.2 -3.4 1,352 5,105 +274
Mar17 160511 514.7 524.3 514.7 520.7 -2.8 257 1,178 +214
Total Volume and Open Interest 20,135 174,164 +3,758
Corn(CBOT)
May16 160511 378.50 381.00 371.75 374.00 -4.50 1,035 1,714 -480
Jul16 160511 380.75 383.25 375.25 377.50 -3.50 172,172 650,138 -9,734
Sep16 160511 382.50 385.25 377.25 380.25 -2.50 36,675 226,720 +4,951
Dec16 160511 387.00 389.75 382.25 385.50 -2.25 50,783 302,174 +1,749
Mar17 160511 396.00 398.25 390.50 393.75 -3.00 5,445 57,224 +50
May17 160511 401.25 403.25 395.75 398.75 -3.50 1,780 11,903 +33
Jul17 160511 406.25 408.00 400.50 403.00 -4.25 2,048 31,096 -173
Sep17 160511 400.75 400.75 397.25 399.50 -2.75 171 3,517 +29
Dec17 160511 404.25 405.25 399.75 402.50 -2.25 1,650 29,958 +442
Mar18 160511 408.50 411.25 408.50 411.25 -2.25 0 768 +0
Total Volume and Open Interest 271,767 1,317,196 -3,130
Wheat(CBOT)
May16 160511 454.00 454.00 449.50 449.50 -2.00 153 179 -116
Jul16 160511 462.00 464.75 456.75 459.00 -2.25 68,615 243,998 +4,603
Sep16 160511 472.00 475.00 467.25 469.25 -2.75 18,401 58,457 -162
Dec16 160511 490.50 493.50 485.25 487.25 -3.25 12,954 68,983 +1,435
Mar17 160511 507.25 510.00 500.75 503.00 -5.25 2,465 17,503 -110
May17 160511 518.25 518.25 510.50 513.00 -4.75 1,518 4,191 +218
Total Volume and Open Interest 104,986 399,515 +5,945
Wheat(KCBT)
May16 160511 431.00 431.50 431.00 431.50 -5.25 65 65 -36
Jul16 160511 448.00 449.25 441.25 442.25 -6.00 22,553 135,086 +2,110
Sep16 160511 465.00 466.25 458.75 459.75 -5.75 7,751 21,923 +81
Dec16 160511 490.00 491.00 483.50 484.25 -5.75 6,802 33,554 -348
Mar17 160511 502.00 505.00 500.00 500.50 -5.75 1,351 12,330 +291
May17 160511 511.25 511.25 510.00 510.50 -6.00 389 5,220 -10
Jul17 160511 523.50 523.50 516.50 517.25 -5.50 330 2,100 +90
Total Volume and Open Interest 39,301 210,588 +2,189
Wheat(MGE)
May16 160511 523.00 523.00 523.00 523.00 -6.00 34 0 -34
Jul16 160511 533.00 535.00 525.25 527.25 -6.50 3,547 27,881 -541
Sep16 160511 541.00 542.00 532.75 534.50 -7.00 1,479 10,698 -4
Dec16 160511 552.00 553.25 544.50 546.75 -6.50 1,155 9,941 +419
Mar17 160511 561.25 562.00 554.00 556.00 -6.25 180 5,083 +2
May17 160511 567.25 567.25 562.00 562.00 -5.50 18 2,118 +11
Total Volume and Open Interest 6,417 56,352 -146
Oats(CBOT)
May16 160511 176.75 176.75 176.75 176.75 -4.50 1 1 -1
Jul16 160511 193.00 193.25 187.25 188.25 -3.75 690 7,922 +68
Sep16 160511 203.50 203.50 200.00 200.00 -3.50 95 249 +25
Dec16 160511 217.00 217.00 212.75 212.75 -3.75 149 1,445 +83
Total Volume and Open Interest 991 9,742 +219
Rough Rice(CBOT)
May16 160511 11.27 11.27 11.27 11.27 +0.10 6 11 +0
Jul16 160511 11.38 11.50 11.30 11.49 +0.09 699 7,505 -55
Sep16 160511 11.53 11.65 11.48 11.65 +0.09 78 1,384 +18
Nov16 160511 11.72 11.74 11.60 11.74 +0.05 25 432 +8
Total Volume and Open Interest 826 9,371 -20
Live Cattle(CME)
Jun16 160511 123.400 124.035 122.430 122.830 -0.455 42,553 104,060 -9,508
Aug16 160511 119.785 120.100 118.785 119.330 -0.455 27,859 81,505 +3,322
Oct16 160511 119.000 119.400 118.135 118.650 -0.400 15,912 51,711 +761
Dec16 160511 118.330 118.830 117.535 118.080 -0.420 6,670 24,615 +171
Feb17 160511 117.250 117.850 116.535 117.180 -0.370 1,730 7,782 +179
Apr17 160511 116.100 116.650 115.450 115.930 -0.320 753 5,160 +63
Total Volume and Open Interest 95,673 275,984 -4,981
Feeder Cattle(CME)
May16 160511 150.100 151.000 147.985 149.000 -1.200 3,158 5,878 -863
Aug16 160511 150.435 152.200 148.380 149.285 -1.045 6,404 24,141 +120
Sep16 160511 149.200 150.850 147.080 148.185 -0.945 1,428 4,419 -161
Oct16 160511 147.600 149.285 145.735 146.830 -0.855 1,624 4,358 +279
Nov16 160511 143.935 145.000 141.750 142.350 -1.200 306 3,273 -16
Jan17 160511 139.500 140.050 137.285 138.235 -0.895 126 460 +41
Mar17 160511 137.500 138.000 137.350 137.350 +0.100 24 106 +7
Total Volume and Open Interest 13,070 42,635 -593
Lean Hogs(CME)
May16 160511 76.830 76.980 76.600 76.885 +0.185 334 1,431 -170
Jun16 160511 81.250 82.900 80.850 82.830 +2.030 19,859 61,613 -4,463
Jul16 160511 82.000 83.250 81.635 83.200 +1.520 12,148 38,737 +2,076
Aug16 160511 81.230 82.400 80.850 82.330 +1.430 6,036 40,030 +375
Oct16 160511 69.950 70.900 69.750 70.830 +1.180 3,388 47,076 -68
Dec16 160511 64.725 65.385 64.475 65.285 +0.885 993 26,899 +2
Feb17 160511 68.000 68.250 67.725 68.225 +0.425 651 8,366 +180
Apr17 160511 70.750 71.000 70.700 70.950 +0.350 165 4,009 +55
Total Volume and Open Interest 43,579 228,852 -2,016
Class III Milk(CME)
May16 160511 12.78 12.82 12.75 12.78 +0.04 256 4,710 +12
Jun16 160511 12.52 12.83 12.48 12.76 +0.24 416 5,005 +55
Jul16 160511 13.03 13.44 13.03 13.38 +0.37 129 4,380 +41
Aug16 160511 13.69 14.10 13.69 13.98 +0.31 123 4,120 +50
Sep16 160511 14.43 14.64 14.43 14.53 +0.18 77 3,187 +29
Oct16 160511 14.68 14.80 14.65 14.79 +0.15 47 2,503 +4
Nov16 160511 14.77 14.83 14.71 14.77 +0.08 32 2,427 +6
Dec16 160511 14.78 14.85 14.77 14.81 +0.06 28 2,341 +11
Jan17 160511 14.97 14.97 14.97 14.97 +0.04 8 689 +6
Feb17 160511 15.08 15.11 15.08 15.10 +0.01 5 690 +0
Mar17 160511 15.26 15.28 15.26 15.28 +0.03 19 610 +6
Apr17 160511 15.26 15.29 15.26 15.29 +0.04 18 406 +18
May17 160511 15.35 15.35 15.35 15.35 +0.05 8 334 +3
Total Volume and Open Interest 1,168 32,378 +241
Cocoa(ICE)
May16 160511 3033 3099 3033 3045 -36 1 30 +0
Jul16 160511 3080 3118 3067 3070 -31 16,311 94,197 -501
Sep16 160511 3096 3128 3074 3078 -34 8,203 62,582 +97
Dec16 160511 3083 3113 3060 3063 -36 3,760 42,172 +453
Mar17 160511 3059 3089 3037 3041 -36 1,776 36,925 -903
May17 160511 3062 3080 3034 3034 -35 306 5,851 +209
Jul17 160511 3057 3057 3029 3029 -35 51 1,862 +13
Total Volume and Open Interest 30,708 249,801 -630
Coffee "C"(ICE)
May16 160511 127.90 127.90 127.90 127.90 +1.00 10 53 -334
Jul16 160511 128.65 129.80 126.85 129.75 +1.00 21,915 94,071 -2,502
Sep16 160511 130.15 131.55 128.60 131.50 +1.05 7,854 43,946 +148
Dec16 160511 133.15 133.95 131.05 133.90 +1.05 5,518 26,767 +90
Mar17 160511 135.25 136.50 133.70 136.45 +1.05 1,926 11,972 +281
May17 160511 136.80 137.90 135.35 137.90 +0.95 202 6,283 +52
Total Volume and Open Interest 37,848 192,029 -2,203
Orange Juice(ICE)
May16 160510 145.45 145.45 142.30 145.45 +3.40 0 414 +0
Jul16 160511 143.70 146.35 143.40 145.55 +2.35 887 8,754 +229
Sep16 160511 143.95 145.90 143.55 145.35 +2.40 59 2,074 -5
Nov16 160511 143.60 145.85 143.55 145.60 +2.25 27 1,049 +15
Jan17 160511 146.20 146.20 146.20 146.20 +2.25 14 164 +13
Mar17 160511 147.45 147.45 147.45 147.45 +2.25 1 0 -1
Total Volume and Open Interest 988 12,455 +251
Sugar #11(ICE)
Jul16 160511 16.05 16.80 16.03 16.77 +0.75 72,133 392,448 -1,600
Oct16 160511 16.40 17.10 16.40 17.08 +0.69 29,998 198,196 +7,440
Mar17 160511 16.91 17.56 16.91 17.53 +0.62 12,042 127,172 +1,826
May17 160511 16.66 17.21 16.60 17.17 +0.57 2,901 20,733 +427
Jul17 160511 16.37 16.86 16.32 16.82 +0.51 1,299 29,418 +247
Oct17 160511 16.19 16.66 16.18 16.62 +0.43 419 20,616 -55
Mar18 160511 16.33 16.71 16.33 16.69 +0.37 117 8,737 +55
May18 160511 16.07 16.40 16.06 16.36 +0.28 41 1,992 +12
Total Volume and Open Interest 118,992 804,018 +8,375
London Cocoa(LCE)
May16 160511 2259 2269 2240 2240 -13 9,955 18,519 -8,689
Jul16 160511 2264 2279 2241 2243 -23 18,370 106,763 +1,144
Sep16 160511 2238 2258 2220 2222 -23 5,147 60,520 -676
Dec16 160511 2205 2220 2183 2184 -24 2,019 56,253 +366
Mar17 160511 2170 2185 2148 2150 -23 1,092 45,923 -65
May17 160511 2159 2178 2142 2142 -23 295 9,476 -24
Jul17 160511 2158 2158 2137 2137 -22 15 1,662 +0
Total Volume and Open Interest 36,893 299,599 -7,944
London Sugar(LCE)
Aug16 160511 466.50 480.00 465.70 479.80 +14.60 3,485 54,453 +112
Oct16 160511 462.50 475.80 462.00 475.60 +14.30 1,711 18,739 -44
Dec16 160511 462.30 475.50 461.70 475.50 +14.30 678 12,217 +220
Mar17 160511 462.20 474.90 461.60 474.90 +13.70 539 9,238 +213
May17 160511 457.50 469.50 457.50 469.50 +12.00 314 2,541 +81
Total Volume and Open Interest 6,808 99,575 +648
Cotton(ICE)
Jul16 160511 61.06 61.75 60.55 60.60 -0.30 16,274 104,635 -2,676
Oct16 160511 61.15 61.45 61.11 61.11 -0.37 20 51 +5
Dec16 160511 61.15 61.38 60.48 60.58 -0.33 6,662 66,932 +1,346
Mar17 160511 61.70 61.71 60.87 60.88 -0.49 248 10,027 -4
May17 160511 61.59 61.59 61.29 61.30 -0.48 42 2,332 +24
Jul17 160511 62.02 62.02 61.66 61.67 -0.49 2 2,052 +2
Total Volume and Open Interest 23,248 187,978 -1,303
Lumber(CME)
May16 160511 308.0 313.9 306.0 307.0 -1.0 213 113 -137
Jul16 160511 322.3 331.2 314.6 321.2 -0.3 546 3,654 +186
Sep16 160511 326.1 335.2 322.1 326.6 +0.2 174 520 +125
Nov16 160511 330.4 330.4 324.2 324.2 +0.2 8 48 +3
Total Volume and Open Interest 941 4,373 +177
Crude Oil(NYM)
Jun16 160511 44.60 46.36 43.96 46.23 +1.57 767,568 365,652 -61,225
Jul16 160511 45.30 47.14 44.66 47.01 +1.66 293,116 353,625 +36,262
Aug16 160511 45.78 47.62 45.13 47.48 +1.65 75,997 115,507 +8,036
Sep16 160511 46.17 48.04 45.59 47.90 +1.63 51,277 127,138 -2,150
Oct16 160511 46.65 48.40 45.98 48.27 +1.61 30,994 65,616 +1,406
Nov16 160511 46.53 48.71 46.32 48.59 +1.59 24,111 48,893 -2,316
Dec16 160511 47.20 48.97 46.56 48.84 +1.56 78,817 212,710 +3,903
Jan17 160511 47.07 49.13 46.89 49.04 +1.53 10,449 34,369 -2,352
Feb17 160511 47.50 49.30 47.06 49.19 +1.49 7,412 23,661 -1,658
Mar17 160511 47.79 49.32 47.38 49.32 +1.46 6,077 41,797 +673
Apr17 160511 47.95 49.44 47.64 49.44 +1.44 1,455 11,589 +163
May17 160511 49.02 49.56 48.90 49.56 +1.43 1,199 13,132 -327
Jun17 160511 48.18 49.71 47.57 49.67 +1.42 14,255 54,328 +398
Jul17 160511 47.78 49.74 47.65 49.73 +1.40 150 11,664 +69
Aug17 160511 49.60 49.80 49.60 49.80 +1.38 34 8,237 +3
Sep17 160511 48.60 49.89 48.25 49.89 +1.36 319 24,118 +5
Total Volume and Open Interest 1,399,224 1,737,702 -19,925
e-miNY Crude Oil(NYM)
Jun16 160511 44.600 46.350 43.975 46.225 +1.575 17,253 2,401 -467
Jul16 160511 45.325 47.125 44.700 47.000 +1.650 808 529 -68
Aug16 160511 45.700 47.475 45.375 47.475 +1.650 117 112 -1
Sep16 160511 46.150 47.900 46.150 47.900 +1.625 8 114 -1
Oct16 160511 46.725 48.275 46.725 48.275 +1.625 1 62 +0
Nov16 160511 48.225 48.600 48.225 48.600 +1.600 2 16 +1
Dec16 160511 47.375 48.850 47.350 48.850 +1.575 2 274 +0
Jan17 160511 47.650 49.050 47.150 49.050 +1.550 1 18 +1
Feb17 160511 49.200 49.200 49.200 49.200 +1.500 0 6 +0
Mar17 160511 49.325 49.325 49.325 49.325 +1.475 0 13 +0
Total Volume and Open Interest 18,193 3,689 -534
NY Harbor ULSD(NYM)
Jun16 160511 134.31 139.99 132.35 139.67 +5.92 67,454 87,158 -2,633
Jul16 160511 135.33 141.02 133.38 140.73 +5.92 32,450 81,190 +1,969
Aug16 160511 136.62 142.39 135.01 142.13 +5.86 15,176 35,643 -658
Sep16 160511 138.60 144.09 136.92 143.88 +5.75 12,101 29,654 +1,092
Oct16 160511 139.38 145.95 138.83 145.72 +5.60 7,782 19,247 +873
Nov16 160511 141.81 147.74 140.76 147.49 +5.45 5,123 14,698 -427
Dec16 160511 144.05 149.35 142.32 149.02 +5.29 11,457 52,341 +1,053
Jan17 160511 143.98 150.55 143.98 150.41 +5.12 1,536 17,955 -414
Feb17 160511 146.40 151.21 146.40 151.21 +4.99 716 6,549 +260
Mar17 160511 151.33 151.33 151.33 151.33 +4.87 603 6,907 +82
Apr17 160511 146.99 151.07 146.25 150.96 +4.74 200 2,851 +7
May17 160511 146.75 151.38 146.75 151.38 +4.64 69 2,375 +4
Jun17 160511 147.90 152.21 147.89 152.10 +4.55 313 8,818 +103
Jul17 160511 153.08 153.08 153.08 153.08 +4.49 40 1,280 +1
Total Volume and Open Interest 155,992 388,644 +1,664
RBOB Gasoline(NYM)
Jun16 160511 148.49 158.50 147.10 158.15 +9.58 66,658 99,347 -4,530
Jul16 160511 149.26 159.17 148.11 158.86 +9.19 42,695 79,272 +2,716
Aug16 160511 149.25 158.61 148.00 158.31 +8.77 21,441 41,098 +126
Sep16 160511 147.79 156.38 146.83 156.27 +8.29 19,637 47,930 -739
Oct16 160511 134.26 142.72 133.53 142.51 +7.67 11,908 32,158 +723
Nov16 160511 131.47 139.19 130.42 139.10 +7.20 7,157 19,086 +1,116
Dec16 160511 129.73 137.35 128.61 137.09 +6.85 8,505 36,969 +1,154
Jan17 160511 129.13 137.18 128.85 137.10 +6.62 943 7,290 +3
Feb17 160511 138.30 138.30 138.30 138.30 +6.49 363 1,504 +59
Mar17 160511 140.26 140.26 140.26 140.26 +6.29 385 3,123 -5
Total Volume and Open Interest 183,709 398,185 +644
e-miNY RBOB Gasoline(NYM)
Jun16 160511 158.20 158.20 158.15 158.20 +9.60 0 1 +0
Jul16 160511 158.90 158.90 158.86 158.90 +9.20      
Aug16 160511 158.30 158.31 158.30 158.30 +8.80      
Sep16 160511 156.30 156.30 156.27 156.30 +8.30      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jun16 160511 2.164 2.183 2.114 2.173 +0.015 109,455 221,216 -14,714
Jul16 160511 2.296 2.311 2.247 2.301 +0.016 65,904 222,951 +3,276
Aug16 160511 2.367 2.380 2.322 2.374 +0.019 20,465 60,637 +2,110
Sep16 160511 2.394 2.410 2.359 2.407 +0.019 20,618 108,294 +1,850
Oct16 160511 2.468 2.483 2.430 2.478 +0.019 17,834 111,710 +614
Nov16 160511 2.672 2.688 2.650 2.684 +0.012 10,092 41,229 +1,705
Dec16 160511 2.970 2.976 2.949 2.972 +0.007 5,133 46,185 +368
Jan17 160511 3.080 3.107 3.080 3.100 +0.004 8,276 77,789 +354
Feb17 160511 3.080 3.094 3.071 3.092 +0.003 2,180 18,812 +213
Mar17 160511 3.030 3.045 3.024 3.040 +0.001 2,568 44,519 -389
Apr17 160511 2.834 2.849 2.833 2.846 -0.004 2,384 46,181 +37
May17 160511 2.835 2.835 2.817 2.830 -0.005 886 13,891 +76
Jun17 160511 2.859 2.861 2.845 2.861 -0.004 462 6,804 +168
Jul17 160511 2.893 2.896 2.884 2.896 -0.004 607 6,942 +173
Aug17 160511 2.894 2.904 2.887 2.904 -0.005 235 4,858 -6
Sep17 160511 2.896 2.901 2.896 2.901 -0.004 52 2,886 +2
Total Volume and Open Interest 269,599 1,079,200 -4,231
Brent Crude Oil(ICE)
Jul16 160511 45.59 47.75 44.80 47.60 +2.08 364,584 433,409 -45,395
Aug16 160511 46.09 48.18 45.28 48.03 +2.02 180,649 248,047 +23,269
Sep16 160511 46.59 48.60 45.79 48.46 +1.95 110,542 252,008 +13,694
Oct16 160511 46.98 48.92 46.19 48.78 +1.88 40,311 117,788 +1,728
Nov16 160511 47.33 49.20 46.52 49.07 +1.82 37,512 109,070 +6,485
Dec16 160511 47.70 49.51 46.88 49.39 +1.78 97,391 309,529 -659
Jan17 160511 47.63 49.76 47.29 49.66 +1.74 6,364 55,199 +400
Feb17 160511 47.99 50.02 47.56 49.92 +1.71 4,185 50,348 +262
Mar17 160511 48.29 50.29 47.87 50.20 +1.69 9,885 42,619 +2,917
Apr17 160511 48.23 50.43 48.23 50.43 +1.66 2,815 20,976 +543
May17 160511 50.63 50.63 50.63 50.63 +1.64 679 20,940 +230
Jun17 160511 49.17 50.94 48.47 50.83 +1.62 20,652 81,636 +3,852
Jul17 160511 51.03 51.03 51.03 51.03 +1.58 540 16,773 +245
Aug17 160511 51.21 51.21 51.21 51.21 +1.55 514 12,071 +159
Total Volume and Open Interest 961,860 2,166,388 +14,687
Gas Oil(ICE)
May16 160511 399.00 417.25 392.50 413.00 +19.75 40,549 49,912 -5,531
Jun16 160511 400.50 418.25 394.25 414.00 +19.25 100,644 139,120 +534
Jul16 160511 403.75 421.00 397.50 416.75 +18.25 52,604 96,366 +5,933
Aug16 160511 408.25 424.25 402.00 420.50 +17.75 18,531 46,935 +1,337
Sep16 160511 413.25 429.25 407.75 425.50 +17.25 12,173 38,738 -1,334
Oct16 160511 419.00 434.50 413.50 430.75 +16.75 6,517 42,945 +398
Nov16 160511 422.50 438.00 417.25 434.25 +16.50 3,556 25,015 +69
Dec16 160511 425.50 441.25 419.75 437.00 +16.00 20,294 90,197 -741
Jan17 160511 429.00 444.50 424.25 440.50 +15.50 2,327 23,980 +35
Feb17 160511 431.75 444.75 428.00 444.00 +15.00 1,902 12,206 -282
Total Volume and Open Interest 274,747 737,076 +2,683
Ethanol(CBOT)
Jun16 160511 1.531 1.536 1.512 1.529 +0.002 132 2,007 -13
Jul16 160511 1.510 1.525 1.510 1.522 +0.004 116 1,069 +21
Aug16 160511 1.509 1.509 1.509 1.509 +0.004 37 274 +1
Sep16 160511 1.490 1.499 1.490 1.499 +0.004 32 651 +0
Oct16 160511 1.481 1.481 1.481 1.481 +0.004 20 189 +4
Nov16 160511 1.464 1.464 1.464 1.464 +0.004 0 199 +0
Dec16 160511 1.450 1.450 1.450 1.450 +0.004 6 794 +6
Jan17 160511 1.443 1.443 1.443 1.443 +0.001      
Total Volume and Open Interest 343 5,183 +19
WTI Crude Oil(ICE)
Jun16 160511 44.64 46.35 43.97 46.23 +1.57 70,664 73,002 -3,502
Jul16 160511 45.34 47.13 44.66 47.01 +1.66 77,295 84,831 +7,293
Aug16 160511 45.82 47.61 45.15 47.48 +1.65 27,191 33,026 +778
Sep16 160511 46.15 48.04 45.60 47.90 +1.63 14,040 30,453 +1,109
Oct16 160511 46.53 48.36 45.99 48.27 +1.61 6,815 10,835 +562
Nov16 160511 46.87 48.65 46.32 48.59 +1.59 5,062 13,367 +344
Dec16 160511 47.13 48.90 46.59 48.84 +1.56 15,389 74,486 -2,105
Jan17 160511 47.60 49.09 47.60 49.04 +1.53 518 6,052 +14
Feb17 160511 48.87 49.19 48.87 49.19 +1.49 367 4,666 -28
Mar17 160511 49.32 49.32 49.32 49.32 +1.46 255 4,626 -56
Apr17 160511 49.44 49.44 49.44 49.44 +1.44 142 2,481 -48
May17 160511 49.56 49.56 49.56 49.56 +1.43 111 1,266 -39
Jun17 160511 48.71 49.70 48.71 49.67 +1.42 1,419 25,034 -693
Jul17 160511 49.73 49.73 49.73 49.73 +1.40 4 1,485 -2
Aug17 160511 49.80 49.80 49.80 49.80 +1.38 11 454 -2
Sep17 160511 49.89 49.89 49.89 49.89 +1.36 81 4,135 +0
Total Volume and Open Interest 227,005 445,931 +3,682
US Dollar Index(ICE)
Jun16 160511 94.215 94.215 93.650 93.790 -0.478 14,008 63,433 +20
Sep16 160511 94.300 94.305 93.750 93.880 -0.473 595 3,139 +200
Dec16 160511 94.260 94.260 93.890 93.910 -0.472 21 464 +1
Total Volume and Open Interest 14,625 67,262 +221
Australian Dollar(CME)
Jun16 160511 73.62 73.95 73.26 73.68 +0.19 88,778 126,726 -3,970
Sep16 160511 73.36 73.67 73.01 73.42 +0.19 376 2,222 +106
Dec16 160511 73.20 73.20 73.20 73.20 +0.19 0 18 +0
Total Volume and Open Interest 89,154 128,972 -3,864
British Pound(CME)
Jun16 160511 144.46 144.90 143.97 144.54 +0.18 74,279 234,845 +95
Sep16 160511 144.58 144.95 144.05 144.61 +0.18 94 1,055 -13
Dec16 160511 144.72 144.99 144.51 144.72 +0.17 1 234 -1
Total Volume and Open Interest 74,375 236,168 +81
Canadian Dollar(CME)
Jun16 160511 77.45 77.94 77.27 77.88 +0.52 66,973 121,230 +313
Sep16 160511 77.46 77.93 77.28 77.88 +0.52 480 2,557 +128
Dec16 160511 77.48 77.96 77.32 77.89 +0.51 95 2,080 +45
Mar17 160511 77.91 77.95 77.91 77.91 +0.52 3 168 +1
Total Volume and Open Interest 67,556 126,122 +492
Japanese Yen(CME)
Jun16 160511 91.53 92.35 91.52 92.27 +0.70 102,447 163,461 +2,218
Sep16 160511 91.85 92.63 91.82 92.56 +0.70 383 1,116 +84
Dec16 160511 92.33 92.92 92.32 92.92 +0.70 6 107 +4
Total Volume and Open Interest 102,836 164,771 +2,306
Swiss Franc(CME)
Jun16 160511 102.58 103.24 102.57 103.11 +0.49 15,188 41,846 -331
Sep16 160511 103.38 103.69 103.09 103.58 +0.48 1 168 +0
Dec16 160511 104.08 104.12 104.08 104.08 +0.49 1 24 -1
Total Volume and Open Interest 15,190 42,053 -332
EuroFX(CME)
Jun16 160511 113.83 114.58 113.80 114.37 +0.56 118,599 339,869 -2,690
Sep16 160511 114.18 114.92 114.17 114.72 +0.56 423 4,378 +153
Dec16 160511 114.67 115.26 114.67 115.11 +0.55 36 1,184 -5
Total Volume and Open Interest 119,059 346,601 -2,543
Mexican Peso(CME)
May16 160511 557.00 557.00 557.00 557.00 +1.75      
Jun16 160511 553.25 557.25 549.25 555.50 +1.88 70,458 94,262 +5,653
Total Volume and Open Interest 70,556 132,534 +5,620
Brazilian Real(CME)
Jun16 160511 285.40 288.85 285.40 288.75 +2.50 2,492 27,588 +713
Jul16 160511 286.25 286.30 283.70 286.20 +2.45 14 26 +10
Aug16 160511 283.65 283.65 283.65 283.65 +2.35 1 1 +1
Sep16 160511 280.80 280.80 280.80 280.80 +2.25 0 3 +0
Total Volume and Open Interest 2,507 27,638 +724
30-Year T-Bonds(CBOT)
Jun16 160511 165~180 166~210 165~110 166~060 +0~200 179,518 514,905 +1,298
Sep16 160511 164~040 165~070 164~000 164~250 +0~200 451 3,592 +59
Dec16 160511 163~170 163~170 163~170 163~170 +0~200      
Total Volume and Open Interest 179,969 518,497 +1,357
10-Year T-Notes(CBOT)
Jun16 160511 130~240 131~030 130~210 130~290 +0~040 875,121 2,706,889 -1,634
Sep16 160511 130~210 131~015 130~210 130~275 +0~040 9,747 35,529 +4,763
Dec16 160511 130~075 130~075 130~075 130~075 +0~040      
Total Volume and Open Interest 884,868 2,742,418 +3,129
5-Year T-Notes(CBOT)
Jun16 160511 121~102 121~152 121~084 121~112 +0~002 456,610 2,450,387 +2,147
Sep16 160511 120~300 121~030 120~292 120~314 +0~002 17,292 99,523 +11,991
Dec16 160511 120~300 120~300 120~300 120~300 +0~002      
Total Volume and Open Interest 473,902 2,549,910 +14,138
2 Year T-Notes(CBOT)
Jun16 160511 109~130 109~136 109~120 109~126 -0~004 158,204 1,083,377 +17,087
Sep16 160511 109~104 109~110 109~096 109~102 -0~004 1,120 21,693 +737
Dec16 160511 109~086 109~086 109~086 109~086 -0~004      
Total Volume and Open Interest 159,324 1,105,070 +17,824
Eurodollars(CME)
Jun16 160511 99.350 99.360 99.345 99.350 unch 128,722 1,236,809 +7,681
Sep16 160511 99.265 99.270 99.255 99.260 -0.005 128,866 1,137,507 +56,465
Dec16 160511 99.185 99.195 99.175 99.180 -0.005 159,190 1,405,384 -8,185
Mar17 160511 99.140 99.145 99.125 99.130 -0.005 127,887 884,937 +6,351
Jun17 160511 99.085 99.100 99.070 99.080 -0.005 132,862 889,579 +14,741
Sep17 160511 99.030 99.050 99.015 99.030 -0.005 99,447 720,889 +8,993
Dec17 160511 98.970 98.985 98.955 98.965 -0.005 141,867 1,049,377 +8,443
Mar18 160511 98.925 98.945 98.905 98.920 -0.005 97,280 506,251 +2,776
Jun18 160511 98.870 98.890 98.850 98.870 unch 61,273 450,341 +4,685
Sep18 160511 98.810 98.835 98.795 98.815 unch 69,211 375,570 +11,205
Dec18 160511 98.745 98.775 98.730 98.755 +0.005 65,968 508,353 +3,178
Mar19 160511 98.690 98.730 98.680 98.705 +0.005 47,439 298,314 +1,993
Jun19 160511 98.635 98.670 98.620 98.650 +0.010 29,131 260,470 +1,176
Sep19 160511 98.570 98.615 98.565 98.590 +0.010 21,631 189,931 +1,112
Dec19 160511 98.505 98.545 98.500 98.525 +0.015 24,106 215,682 +373
Mar20 160511 98.455 98.490 98.440 98.470 +0.020 20,726 112,574 +1,807
Jun20 160511 98.385 98.430 98.380 98.405 +0.020 13,687 59,809 +457
Sep20 160511 98.320 98.370 98.315 98.345 +0.020 14,554 62,305 -666
Total Volume and Open Interest 1,424,039 10,729,136 +123,521
Ultra T-Bond(CBOT)
Jun16 160511 173~13 174~30 173~08 174~12 +0~31 72,524 628,238 +3,142
Sep16 160511 175~21 177~04 175~21 176~22 +1~01 1,198 3,798 +1,180
Dec16 160511 176~00 176~00 176~00 176~00 +1~01      
Total Volume and Open Interest 73,722 632,036 +4,322
Ultra 10-Yr T-Note(CBOT)
Jun16 160511 141~115 141~275 141~085 141~205 +0~085 42,265 123,642 +2,789
Sep16 160511 142~050 142~050 142~050 142~050 +0~075 0 168 +0
Dec16 160511 142~050 142~050 142~050 142~050 +0~075      
Total Volume and Open Interest 42,265 123,810 +2,789
30 Day Federal Funds(CBOT)
May16 160511 99.635 99.637 99.635 99.635 unch 321 120,027 -170
Jun16 160511 99.625 99.630 99.625 99.625 unch 3,035 82,764 -1,273
Jul16 160511 99.610 99.620 99.610 99.615 unch 22,072 233,367 -3,904
Aug16 160511 99.580 99.590 99.580 99.585 +0.005 16,970 155,438 +10,145
Sep16 160511 99.565 99.575 99.565 99.570 unch 1,666 33,408 +673
Oct16 160511 99.540 99.545 99.535 99.540 unch 6,964 83,156 +1,648
Total Volume and Open Interest 65,039 912,603 +7,732
3-Mth Euro-Yen(CME)
Jun16 160511 99.990 99.990 99.990 99.990 unch      
Sep16 160511 99.990 99.990 99.990 99.990 unch      
Dec16 160511 99.990 99.990 99.990 99.990 unch      
Mar17 160511 99.990 99.990 99.990 99.990 unch      
Jun17 160511 99.990 99.990 99.990 99.990 unch      
Sep17 160511 99.990 99.990 99.990 99.990 unch      
Dec17 160511 99.990 99.990 99.990 99.990 unch      
Mar18 160511 99.995 99.995 99.995 99.995 unch      
Jun18 160511 99.855 99.855 99.855 99.855 unch      
Sep18 160511 99.715 99.715 99.715 99.715 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun16 160511 99.99 99.99 99.99 99.99 unch      
Sep16 160511 99.99 99.99 99.99 99.99 unch      
Dec16 160511 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160511 99.99 99.99 99.99 99.99 unch      
Jun17 160511 99.99 99.99 99.99 99.99 unch      
Sep17 160511 99.99 99.99 99.99 99.99 unch      
Dec17 160511 99.99 99.99 99.99 99.99 unch      
Mar18 160511 100.00 100.00 100.00 100.00 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Jun16 160511 151.86 151.99 151.82 151.89 +0.05 1,820 17,194 +536
Sep16 160511 151.19 151.19 151.19 151.19 +0.05 1 1 +1
Dec16 160511 151.19 151.19 151.19 151.19 +0.05      
Total Volume and Open Interest 1,821 17,195 +537
Euro-Buxl(EUREX)
Jun16 160511 169.42 169.50 168.58 169.04 -0.48 29,784 150,579 +3,364
Sep16 160511 178.00 178.46 178.00 178.14 -0.48 10 49 +6
Dec16 160511 178.14 178.14 178.14 178.14 -0.48      
Total Volume and Open Interest 29,794 150,628 +3,370
Euro-Bund(EUREX)
Jun16 160511 164.26 164.35 163.97 164.18 -0.08 609,686 1,637,655 +27,194
Sep16 160511 163.25 163.37 163.02 163.21 -0.08 9,801 116,571 +5,271
Dec16 160511 162.27 162.27 160.30 161.68 -0.08 26 13 +13
Total Volume and Open Interest 619,513 1,754,239 +32,478
Euro-Bobl(EUREX)
Jun16 160511 131.47 131.49 131.39 131.46 +0.01 403,740 1,160,897 +195
Sep16 160511 132.38 132.40 132.34 132.38 +0.02 843 22,627 +726
Dec16 160511 131.46 131.46 131.46 131.46 +0.01 0 1 +0
Total Volume and Open Interest 404,583 1,183,525 +921
Euro-Schatz(EUREX)
Jun16 160511 111.85 111.85 111.83 111.84 unch 132,635 956,890 +8,776
Sep16 160511 111.79 111.79 111.79 111.79 -0.00 5,493 37,940 +5,117
Dec16 160511 111.79 111.79 111.79 111.79 -0.00      
Total Volume and Open Interest 138,128 994,830 +13,893
3-Mth Euribor(EUREX)
Jun16 160511 100.265 100.265 100.265 100.265 unch 15 11,738 +0
Sep16 160511 100.280 100.280 100.280 100.280 unch 120 6,333 +11
Dec16 160511 100.295 100.295 100.295 100.295 -0.005 122 2,652 -22
Total Volume and Open Interest 2,281 64,072 -10,383
Long Gilt(LIFFE)
Jun16 160511 121~16 121~22 121~12 121~17 +0~03 185,528 479,598 -6,122
Sep16 160511 123~06 123~06 123~06 123~06 +0~03 0 5 +0
Total Volume and Open Interest 185,528 479,603 -6,122
3-Mth Short Sterling(LIFFE)
Jun16 160511 99.40 99.41 99.40 99.40 unch 35,292 369,329 +1,374
Sep16 160511 99.43 99.44 99.42 99.43 unch 46,373 411,018 -2,318
Dec16 160511 99.43 99.44 99.42 99.43 unch 59,573 442,246 -2,045
Mar17 160511 99.41 99.43 99.40 99.41 unch 54,326 327,967 -5,624
Jun17 160511 99.37 99.39 99.36 99.37 unch 65,223 312,088 +2,292
Sep17 160511 99.33 99.36 99.32 99.33 unch 51,964 264,093 +3,238
Total Volume and Open Interest 539,211 3,152,326 +1,135
3-Mth Euribor(LIFFE)
Jun16 160511 100.265 100.265 100.260 100.265 unch 21,273 550,759 +101
Sep16 160511 100.275 100.280 100.275 100.280 unch 34,447 401,873 +38
Dec16 160511 100.295 100.295 100.290 100.295 unch 23,516 486,210 +287
Total Volume and Open Interest 315,110 3,448,309 +7,636
3-Mth Aus T-Bills(SFE)
Jun16 160511 98.03 98.04 98.00 98.03 -0.01 27,834 170,664 -12,764
Sep16 160511 98.15 98.16 98.12 98.16 unch 35,125 219,181 -7,751
Dec16 160511 98.22 98.24 98.19 98.23 unch 43,697 180,500 -2,174
Mar17 160511 98.27 98.28 98.23 98.27 -0.01 18,168 123,211 +1,096
Jun17 160511 98.28 98.30 98.25 98.27 -0.02 11,274 85,384 +1,495
Sep17 160511 98.26 98.27 98.23 98.26 -0.02 8,086 67,442 -485
Dec17 160511 98.23 98.24 98.20 98.24 -0.01 4,122 49,240 +120
Mar18 160511 98.20 98.20 98.18 98.20 -0.01 2,085 25,163 +208
Jun18 160511 98.15 98.17 98.15 98.16 -0.02 543 14,942 +301
Sep18 160511 98.11 98.12 98.11 98.12 -0.01 244 3,284 -25
Total Volume and Open Interest 151,319 943,414 -19,976
10-Year Aus T-Bonds(SFE)
Jun16 160511 97.70 97.72 97.66 97.71 unch 141,059 851,253 -13,582
Sep16 160511 97.71 97.71 97.71 97.71 unch      
Total Volume and Open Interest 141,059 851,253 -13,582
3-Year Aus T-Bonds(SFE)
Jun16 160511 98.43 98.44 98.38 98.43 -0.01 217,828 773,220 -13,583
Sep16 160511 98.43 98.43 98.43 98.43 -0.01      
Total Volume and Open Interest 217,828 773,220 -13,583
Gold(CMX)
Jun16 160511 1267.3 1280.8 1266.3 1275.5 +10.7 225,229 384,588 -20,661
Aug16 160511 1270.0 1283.3 1269.1 1278.1 +10.8 28,974 107,616 +15,766
Oct16 160511 1272.6 1285.1 1272.6 1280.3 +10.9 1,796 22,343 -275
Dec16 160511 1274.2 1287.3 1274.2 1282.4 +11.0 4,378 36,057 +660
Feb17 160511 1279.5 1288.2 1279.5 1284.5 +11.1 297 5,689 +32
Apr17 160511 1286.3 1287.7 1284.6 1286.3 +11.2 12 2,348 -1
Jun17 160511 1288.0 1288.0 1288.0 1288.0 +11.3 505 10,509 +433
Aug17 160511 1289.7 1289.7 1289.7 1289.7 +11.3 1 137 +0
Oct17 160511 1291.3 1291.3 1291.3 1291.3 +11.3 0 646 +0
Dec17 160511 1290.0 1294.0 1290.0 1292.8 +11.3 135 6,996 -81
Feb18 160511 1294.2 1294.2 1294.2 1294.2 +11.3      
Total Volume and Open Interest 261,928 587,206 -4,134
Silver(CMX)
May16 160511 1723.5 1757.5 1723.0 1730.2 +22.7 368 1,072 +1
Jul16 160511 1715.5 1762.0 1712.5 1731.9 +22.7 56,675 141,023 -1,655
Sep16 160511 1726.0 1765.5 1726.0 1736.8 +22.9 1,404 21,300 +471
Dec16 160511 1730.0 1770.5 1730.0 1743.0 +23.0 2,650 30,487 +253
Mar17 160511 1752.0 1752.0 1749.3 1749.3 +23.2 68 3,195 +33
May17 160511 1752.9 1752.9 1752.9 1752.9 +23.3 0 156 +0
Jul17 160511 1756.5 1756.5 1756.5 1756.5 +23.4 0 2,333 +0
Total Volume and Open Interest 61,564 203,915 -821
Platinum(NYMEX)
Jul16 160511 1056.0 1076.4 1052.7 1066.1 +16.8 14,988 59,426 +76
Oct16 160511 1055.0 1076.9 1054.3 1067.4 +16.6 316 6,140 +106
Jan17 160511 1069.2 1069.2 1069.2 1069.2 +16.6 10 31 +10
Apr17 160511 1070.9 1070.9 1070.9 1070.9 +16.6 0 6 +0
Total Volume and Open Interest 15,335 65,678 +190
Palladium(NYMEX)
Jun16 160511 597.65 612.50 594.30 608.05 +15.85 6,911 17,876 -352
Sep16 160511 599.00 612.00 598.40 609.25 +15.80 1,252 6,379 +892
Dec16 160511 605.35 609.90 605.35 609.90 +15.65 4 167 +0
Total Volume and Open Interest 8,167 24,445 +540
Copper(CMX)
May16 160511 210.00 212.40 209.25 210.10 +1.10 597 2,818 -187
Jul16 160511 209.85 213.20 209.35 210.35 +1.10 77,408 116,237 +1,068
Sep16 160511 210.45 213.85 210.30 211.15 +1.10 9,712 22,483 -372
Dec16 160511 211.25 214.30 211.15 211.95 +1.05 4,764 26,158 +291
Mar17 160511 213.45 214.30 212.65 212.65 +1.05 548 3,245 +1
Total Volume and Open Interest 94,513 178,808 +1,170
E-mini DJIA Index(CBOT)
Jun16 160511 17828 17850 17656 17659 -194 120,192 118,891 -3,894
Sep16 160511 17735 17752 17564 17569 -193 161 1,532 +71
Dec16 160511 17677 17677 17497 17497 -202 1 88 +1
Mar17 160511 17437 17437 17437 17437 -202      
Total Volume and Open Interest 120,354 120,511 -3,822
S & P 500(CME)
Jun16 160511 2077.30 2078.50 2058.00 2058.00 -19.60 4,357 73,132 -131
Sep16 160511 2049.80 2069.80 2049.80 2049.80 -19.50 0 1,553 +0
Dec16 160511 2042.80 2062.70 2042.80 2042.80 -19.40 0 86 +0
Mar17 160511 2036.70 2056.60 2036.70 2036.70 -19.40      
Total Volume and Open Interest 4,357 74,771 -131
S & P 500 E-Mini(Globex)
Jun16 160511 2077.25 2078.75 2057.50 2058.00 -19.50 1,370,423 2,786,287 +1,573
Sep16 160511 2069.00 2070.25 2049.75 2049.75 -19.50 3,826 36,065 +1,729
Dec16 160511 2062.00 2063.25 2042.75 2042.75 -19.50 32 7,092 +3
Mar17 160511 2043.75 2043.75 2036.75 2036.75 -19.25 0 58 +0
Total Volume and Open Interest 1,374,281 2,829,508 +3,305
NASDAQ 100 E-Mini(Globex)
Jun16 160511 4394.30 4403.00 4350.80 4351.50 -40.50 206,931 234,264 -4,839
Sep16 160511 4379.50 4394.50 4344.00 4344.00 -40.50 103 780 +57
Dec16 160511 4373.80 4378.50 4341.30 4341.30 -40.50 0 87 +0
Total Volume and Open Interest 207,034 235,137 -4,782
S&P Midcap 400(CME) e-Mini
Jun16 160511 1464.60 1466.70 1450.50 1451.00 -15.40 10,229 79,246 -234
Sep16 160511 1446.70 1446.70 1446.70 1446.70 -15.40 0 6 +0
Dec16 160511 1448.00 1448.00 1448.00 1448.00 -15.40 0 12 +0
Total Volume and Open Interest 10,229 79,264 -234
Volatility Index(CBOE)
May16 160511 14.55 15.70 14.55 15.63 +1.10 74,304 160,329 -7,563
Jun16 160511 17.15 18.00 16.95 17.98 +0.85 68,565 177,377 +15,446
Jul16 160511 18.50 19.20 18.29 19.18 +0.70 21,780 40,708 +2,433
Aug16 160511 19.07 19.64 18.85 19.63 +0.58 6,758 37,674 -469
Total Volume and Open Interest 183,991 462,834 +12,136
Russell 2000(ICE)
Jun16 160511 1125.20 1126.50 1110.00 1110.30 -16.00 84,287 385,729 +2,286
Sep16 160511 1105.20 1105.20 1105.20 1105.20 -16.00 1 38 -1
Dec16 160511 1101.90 1101.90 1101.90 1101.90 -16.00 0 10 +0
Total Volume and Open Interest 84,288 386,027 +2,285
Nikkei 225(CME)
Jun16 160511 16805 16845 16440 16450 -355 13,813 34,766 -292
Sep16 160511 16845 16845 16490 16490 -355 1 41 +1
Total Volume and Open Interest 13,814 34,812 -291
Nikkei 225(SGX)
Jun16 160511 16565 16815 16525 16580 +10 75,171 248,210 -2,337
Sep16 160511 16610 16750 16500 16550 +10 60 1,166 -19
Dec16 160511 16435 16435 16435 16435 +5 0 3,711 +0
Total Volume and Open Interest 76,234 262,919 -1,888
Nikkei 225(CME) Yen
Jun16 160511 16805 16820 16420 16430 -350 51,173 95,605 -2,368
Sep16 160511 16575 16755 16385 16385 -350 3 33 -35
Dec16 160511 16375 16375 16375 16375 -350      
Total Volume and Open Interest 51,250 95,741 -2,403
Nikkei 225(CME) e-Mini Yen
Jun16 160511 16580 16580 16430 16430 -350 1 59 +0
Sep16 160511 16390 16390 16385 16390 -340      
Dec16 160511 16380 16380 16375 16380 -340      
Total Volume and Open Interest 1 59 +0
CAC 40(EURONEXT)
May16 160511 4328.0 4333.5 4278.5 4306.5 -21.5 85,560 305,972 -1,451
Jun16 160511 4281.0 4281.0 4233.5 4259.5 -21.5 5,777 22,754 +5,021
Jul16 160511 4252.0 4252.0 4252.0 4252.0 -21.5 31 36 +11
Total Volume and Open Interest 91,372 328,800 +3,583
Hang Seng Index(HKFE)
May16 160511 20133 20253 19863 19898 -232 114,278 99,322 +1,055
Jun16 160511 19903 20030 19589 19628 -235 788 8,330 +469
Total Volume and Open Interest 115,209 110,448 +1,551
DAX(EUREX)
Jun16 160511 10060.5 10068.0 9928.0 9978.5 -58.5 111,790 164,572 -263
Sep16 160511 10036.0 10051.0 9920.0 9969.0 -58.0 80 1,858 -8
Dec16 160511 9970.0 9970.0 9920.5 9957.5 -59.0 1 2,935 -1
Total Volume and Open Interest 111,871 169,365 -272
Mini-DAX(EUREX)
Jun16 160511 10062.0 10067.0 9928.0 9979.0 -58.0 19,495 10,962 +589
Sep16 160511 9996.0 10018.0 9932.0 9969.0 -58.0 33 195 +6
Dec16 160511 9949.0 9959.0 9949.0 9959.0 -56.0 4 18 +2
Total Volume and Open Interest 19,532 11,175 +597
FT-SE 100(EURONEXT)
Jun16 160511 6120.00 6136.00 6092.50 6129.50 +19.00 87,945 577,789 +860
Sep16 160511 6076.00 6076.00 6076.00 6076.00 +19.00 2 5,276 +0
Dec16 160511 6043.00 6043.00 6043.00 6043.00 +19.00      
Total Volume and Open Interest 87,947 583,065 +860
SPI 200(SFE)
Jun16 160511 5334.0 5415.0 5321.0 5360.0 +26.0 37,445 268,314 +3,046
Sep16 160511 5288.0 5348.0 5288.0 5310.0 +26.0 1 2,384 +0
Dec16 160511 5318.0 5318.0 5296.0 5296.0 +26.0 0 2,199 +0
Total Volume and Open Interest 37,472 274,612 +3,047
FTSE MIB(ISE)
Jun16 160511 17505.00 17570.00 17120.00 17305.00 -215.00 36,727 69,844 +2,413
Sep16 160511 17295.00 17295.00 17000.00 17170.00 -215.00 63 316 +4
Dec16 160511 17058.00 17058.00 17058.00 17058.00 -215.00      
Total Volume and Open Interest 36,790 70,160 +2,417
KOSPI 200(KFE)
Jun16 160511 244.40 244.55 242.00 242.80 -1.00 99,963 118,992 +118,992
Sep16 160511 245.00 245.10 242.70 243.45 -1.05 319 7,207 +7,207
Dec16 160511 244.00 244.45 244.00 244.45 -0.25 0 2,448 +2,448
Total Volume and Open Interest 100,282 130,219 +2,416
GSCI(CME)
May16 160511 356.90 359.50 349.35 358.30 +8.00 2,657 6,722 -2,577
Jun16 160511 354.80 361.95 352.05 360.90 +8.10 2,614 5,129 +2,579
Jul16 160511 363.20 363.20 363.20 363.20 +8.00      
Total Volume and Open Interest 5,271 11,851 +2
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
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