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 May 16, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul16 160516 1063.00 1071.75 1055.00 1064.50 -0.50 187,880 392,611 -11,638
Aug16 160516 1065.00 1073.50 1057.75 1066.75 -0.25 27,902 46,578 +3,028
Sep16 160516 1056.00 1066.50 1052.00 1059.50 unch 5,279 23,939 +507
Nov16 160516 1052.25 1062.25 1047.50 1055.00 +0.50 83,760 263,852 +8,916
Jan17 160516 1048.50 1059.00 1047.25 1053.75 +2.00 9,350 19,816 -59
Mar17 160516 1026.50 1037.75 1024.00 1034.25 +4.25 10,078 39,025 +1,102
May17 160516 1019.75 1033.00 1019.75 1028.25 +3.25 7,866 21,583 +1,972
Jul17 160516 1026.50 1032.75 1022.25 1027.75 +2.25 5,840 9,492 +134
Aug17 160516 1018.00 1018.00 1012.00 1012.00 -0.25 16 178 +7
Sep17 160516 985.25 985.25 985.25 985.25 -2.50 12 67 +0
Nov17 160516 955.25 967.75 955.00 961.50 +2.50 2,503 12,864 +407
Jan18 160516 963.75 963.75 963.75 963.75 +2.25 12 88 +3
Mar18 160516 965.75 965.75 965.75 965.75 +2.25 0 38 +0
May18 160516 965.75 965.75 965.75 965.75 +2.00 0 31 +0
Total Volume and Open Interest 341,055 830,448 +3,864
Soybean Meal(CBOT)
Jul16 160516 361.00 364.40 357.70 361.20 -1.80 61,920 179,355 -2,498
Aug16 160516 358.80 362.30 355.50 358.70 -2.30 10,404 31,721 +702
Sep16 160516 358.10 359.80 354.50 357.20 -2.50 6,130 24,988 +430
Oct16 160516 355.50 358.30 353.60 355.30 -2.70 2,688 14,568 +179
Dec16 160516 356.20 360.10 353.50 355.70 -2.70 17,394 69,177 +1,518
Jan17 160516 355.30 355.40 352.00 353.60 -1.90 3,557 9,485 +733
Mar17 160516 342.20 345.40 341.20 343.30 -0.40 2,349 11,727 +485
May17 160516 337.30 341.20 337.30 338.70 -1.00 1,747 12,029 +402
Jul17 160516 338.10 341.00 338.10 338.70 -0.90 1,236 7,736 +441
Aug17 160516 334.70 334.70 333.20 333.20 -1.50 27 533 +2
Total Volume and Open Interest 108,003 365,911 +2,171
Soybean Oil(CBOT)
Jul16 160516 32.43 32.90 32.28 32.79 +0.29 73,175 211,331 +844
Aug16 160516 32.60 33.02 32.39 32.90 +0.29 13,009 33,081 +45
Sep16 160516 32.64 33.15 32.51 33.02 +0.30 7,429 24,295 +567
Oct16 160516 32.76 33.27 32.64 33.12 +0.29 4,584 12,111 -343
Dec16 160516 33.02 33.52 32.87 33.35 +0.26 19,268 81,931 +1,727
Jan17 160516 33.01 33.57 33.01 33.40 +0.32 3,842 8,427 -3
Mar17 160516 32.95 33.52 32.89 33.36 +0.40 4,164 11,923 +32
May17 160516 32.83 33.43 32.79 33.30 +0.43 2,253 10,453 +174
Jul17 160516 32.88 33.50 32.88 33.35 +0.44 900 3,536 -39
Aug17 160516 32.84 33.29 32.84 33.28 +0.45 57 2,511 -9
Total Volume and Open Interest 129,227 406,484 +3,046
Canola(WCE)
May16 160513 514.6 516.9 514.6 514.6 +9.3      
Jul16 160516 513.1 517.2 510.1 515.9 +0.1 22,420 105,477 -3,230
Nov16 160516 512.0 515.0 507.8 512.9 unch 13,856 59,996 -1,217
Jan17 160516 516.6 518.5 511.7 516.7 -0.2 1,357 6,965 +122
Mar17 160516 518.6 518.6 511.8 517.3 +0.3 113 1,457 +31
Total Volume and Open Interest 37,753 174,625 -4,289
Corn(CBOT)
Jul16 160516 390.25 394.25 386.25 394.00 +3.25 191,899 619,170 -4,861
Sep16 160516 393.00 396.25 389.25 396.00 +2.75 44,322 244,712 +6,806
Dec16 160516 397.50 400.50 394.00 400.00 +1.75 90,502 317,667 +6,576
Mar17 160516 405.00 408.50 402.00 408.25 +2.25 7,684 62,165 +1,730
May17 160516 407.75 412.25 407.00 412.25 +2.00 1,545 12,193 +100
Jul17 160516 412.00 416.25 410.75 416.00 +1.75 4,173 31,462 +287
Sep17 160516 408.75 411.75 408.75 411.75 +1.50 92 3,710 -7
Dec17 160516 412.50 414.75 409.75 414.25 +0.75 2,623 30,430 +52
Mar18 160516 420.00 422.00 419.25 422.00 +0.50 59 784 +13
May18 160516 425.00 427.25 425.00 427.25 +0.25 12 324 +0
Total Volume and Open Interest 343,716 1,324,517 +10,254
Wheat(CBOT)
Jul16 160516 474.00 476.50 467.50 474.75 unch 66,191 243,664 -3,084
Sep16 160516 482.50 485.75 476.75 484.00 unch 19,276 64,344 +2,737
Dec16 160516 498.75 501.00 492.25 499.00 -0.25 15,053 71,860 -265
Mar17 160516 513.50 516.00 507.25 513.75 +0.50 2,270 20,216 +102
May17 160516 524.25 524.75 516.25 522.25 +0.75 1,109 4,628 +142
Jul17 160516 525.50 526.50 519.00 525.25 +1.25 694 4,283 -14
Total Volume and Open Interest 104,896 411,324 -295
Wheat(KCBT)
Jul16 160516 455.75 456.25 448.75 453.50 -2.50 27,895 141,302 +2,261
Sep16 160516 472.00 472.25 465.25 469.75 -3.00 10,565 23,708 +35
Dec16 160516 497.00 497.00 489.50 494.00 -3.00 9,595 35,338 +570
Mar17 160516 511.50 511.50 506.75 510.50 -2.50 1,172 13,178 +512
May17 160516 518.50 520.75 518.50 520.75 -2.25 71 5,459 -17
Jul17 160516 527.00 527.25 524.50 527.25 -2.25 74 2,121 +21
Sep17 160516 538.25 538.25 538.25 538.25 -1.75 2 119 +1
Total Volume and Open Interest 49,404 221,458 +3,413
Wheat(MGE)
Jul16 160516 533.75 538.50 531.25 537.25 +1.75 2,923 26,796 -24
Sep16 160516 541.00 545.00 538.00 544.25 +2.00 959 10,893 +13
Dec16 160516 553.00 556.25 550.50 555.50 +1.25 716 10,386 +122
Mar17 160516 562.00 565.00 559.50 564.00 +1.00 370 5,245 +40
May17 160516 570.25 570.25 569.50 569.50 +1.00 306 2,148 +40
Jul17 160516 574.50 574.50 574.50 574.50 +0.75 227 513 -20
Total Volume and Open Interest 5,535 56,119 +179
Oats(CBOT)
Jul16 160516 195.25 197.75 192.00 197.00 +1.75 259 8,069 +26
Sep16 160516 207.00 208.00 204.25 207.50 +0.75 13 300 +0
Dec16 160516 219.00 220.00 216.50 219.00 +0.25 11 1,504 +1
Mar17 160516 227.75 228.50 227.75 228.50 +0.75 0 138 +0
Total Volume and Open Interest 283 10,011 +27
Rough Rice(CBOT)
May16 160513 11.48 11.48 11.48 11.48 -0.11 1 10 +0
Jul16 160516 11.65 12.03 11.60 11.93 +0.24 1,000 7,683 +126
Sep16 160516 11.84 12.19 11.84 12.11 +0.26 290 1,557 +134
Nov16 160516 12.10 12.30 12.06 12.26 +0.23 90 538 +75
Total Volume and Open Interest 1,391 9,855 +343
Live Cattle(CME)
Jun16 160516 123.750 124.250 122.900 123.035 -0.395 52,837 80,632 -7,466
Aug16 160516 118.930 119.980 118.850 119.480 +0.750 36,612 96,598 +5,388
Oct16 160516 118.250 119.300 118.250 118.900 +0.920 13,071 55,696 +1,259
Dec16 160516 117.480 118.480 117.400 118.050 +1.120 5,893 26,135 +671
Feb17 160516 116.350 117.150 116.250 116.680 +1.030 2,247 8,693 +383
Apr17 160516 115.000 115.750 115.000 115.285 +0.985 857 5,412 +127
Total Volume and Open Interest 111,699 274,352 +374
Feeder Cattle(CME)
May16 160516 148.200 149.580 148.200 148.650 +1.600 1,858 4,411 -413
Aug16 160516 147.600 149.330 147.500 147.735 +1.485 5,779 24,134 +117
Sep16 160516 145.630 147.300 145.630 145.850 +1.615 1,677 3,866 -252
Oct16 160516 143.830 145.450 143.800 143.880 +1.500 1,805 4,875 +301
Nov16 160516 139.685 141.485 139.685 140.000 +1.250 393 3,461 +104
Jan17 160516 135.800 137.050 135.380 135.435 +1.285 50 487 +0
Mar17 160516 134.900 134.900 133.485 133.485 +0.855 2 114 +2
Total Volume and Open Interest 11,564 41,348 -141
Lean Hogs(CME)
Jun16 160516 82.150 83.150 81.580 83.035 +1.085 20,458 50,558 -3,978
Jul16 160516 82.700 83.600 82.100 83.400 +0.850 13,507 53,559 +6,302
Aug16 160516 82.100 82.700 81.650 82.535 +0.400 6,488 43,460 +1,073
Oct16 160516 70.700 70.980 70.250 70.450 -0.280 3,304 48,445 +423
Dec16 160516 65.035 65.450 64.900 65.150 -0.075 1,733 28,035 +528
Feb17 160516 68.100 68.285 67.800 67.975 -0.225 694 9,821 +381
Apr17 160516 70.930 70.980 70.635 70.680 -0.250 213 4,791 +100
May17 160516 74.850 74.850 74.850 74.850 -0.250 0 82 +0
Total Volume and Open Interest 46,761 240,668 +4,847
Class III Milk(CME)
May16 160516 12.72 12.75 12.72 12.74 +0.01 328 4,519 -48
Jun16 160516 12.20 12.38 12.19 12.37 +0.11 522 4,948 +19
Jul16 160516 12.75 13.04 12.75 12.95 +0.11 326 4,456 +58
Aug16 160516 13.58 13.81 13.48 13.68 +0.08 248 4,117 +0
Sep16 160516 14.28 14.45 14.24 14.36 unch 137 3,269 +20
Oct16 160516 14.63 14.72 14.63 14.69 -0.03 90 2,553 +3
Nov16 160516 14.76 14.80 14.75 14.80 -0.01 71 2,476 +17
Dec16 160516 14.83 14.86 14.76 14.86 +0.01 66 2,378 +15
Jan17 160516 14.90 14.97 14.90 14.97 +0.02 13 716 +8
Feb17 160516 15.05 15.15 15.05 15.14 +0.04 9 706 +6
Mar17 160516 15.21 15.26 15.20 15.26 +0.05 25 612 -1
Apr17 160516 15.27 15.33 15.25 15.33 +0.07 21 453 +8
May17 160516 15.35 15.35 15.27 15.31 -0.04 18 349 +4
Total Volume and Open Interest 1,883 32,534 +112
Cocoa(ICE)
May16 160513 2961 2961 2961 2961 -57 8 14 -8
Jul16 160516 2958 2990 2906 2927 -40 27,167 85,805 -3,145
Sep16 160516 2965 2996 2916 2935 -40 11,760 63,463 -834
Dec16 160516 2955 2982 2903 2922 -40 5,373 42,205 -93
Mar17 160516 2940 2963 2890 2906 -38 1,989 36,769 +248
May17 160516 2933 2948 2890 2900 -37 611 6,167 +143
Jul17 160516 2928 2941 2886 2895 -37 34 1,931 +13
Total Volume and Open Interest 46,976 239,936 -3,671
Coffee "C"(ICE)
May16 160516 128.75 132.70 128.75 132.70 +3.90 11 19 -17
Jul16 160516 129.10 133.80 128.80 133.60 +3.50 22,015 88,612 -1,625
Sep16 160516 130.70 135.55 130.70 135.40 +3.45 9,217 44,172 -490
Dec16 160516 133.15 138.05 133.15 137.95 +3.40 6,055 26,088 -649
Mar17 160516 136.70 140.65 136.10 140.50 +3.25 1,498 12,806 +66
May17 160516 138.45 141.90 137.75 141.90 +3.10 157 6,305 +16
Total Volume and Open Interest 39,275 187,140 -2,610
Orange Juice(ICE)
Jul16 160516 145.90 145.95 139.95 143.50 -1.85 661 9,282 +38
Sep16 160516 143.00 144.10 140.00 143.65 -1.85 57 2,201 +9
Nov16 160516 142.25 143.90 140.60 143.90 -1.95 23 1,134 +6
Jan17 160516 144.55 144.55 144.55 144.55 -1.95 0 213 +0
Mar17 160516 145.25 145.25 145.25 145.25 -1.95      
May17 160516 145.40 145.40 145.40 145.40 -1.95      
Total Volume and Open Interest 741 12,830 +53
Sugar #11(ICE)
Jul16 160516 16.55 16.92 16.38 16.89 +0.15 76,388 394,058 +285
Oct16 160516 16.90 17.15 16.67 17.12 +0.13 46,278 220,864 +13,142
Mar17 160516 17.27 17.54 17.10 17.52 +0.12 21,801 135,631 +4,273
May17 160516 16.84 17.17 16.76 17.16 +0.13 3,694 21,485 +751
Jul17 160516 16.48 16.84 16.42 16.82 +0.13 2,623 29,980 +420
Oct17 160516 16.30 16.64 16.26 16.64 +0.14 899 20,766 -79
Mar18 160516 16.35 16.69 16.35 16.69 +0.14 573 9,642 +282
May18 160516 16.40 16.40 16.40 16.40 +0.12 297 2,175 -66
Total Volume and Open Interest 152,663 840,163 +19,022
London Cocoa(LCE)
May16 160513 2179 2182 2179 2180 -21 11,279 7,571 -10,270
Jul16 160516 2190 2201 2142 2157 -35 21,956 109,732 -2,003
Sep16 160516 2172 2182 2123 2138 -33 8,672 58,558 -102
Dec16 160516 2130 2145 2090 2104 -31 4,950 57,588 +503
Mar17 160516 2092 2111 2058 2071 -32 3,650 44,555 -504
May17 160516 2083 2101 2050 2062 -32 1,471 10,113 +297
Jul17 160516 2086 2096 2056 2056 -32 0 1,634 +0
Total Volume and Open Interest 47,747 284,860 -7,214
London Sugar(LCE)
Aug16 160516 473.60 481.90 472.20 480.70 +2.60 3,272 55,073 +263
Oct16 160516 469.20 477.90 468.70 476.70 +2.70 1,760 18,548 -6
Dec16 160516 468.60 476.60 467.80 475.70 +2.60 850 12,928 +312
Mar17 160516 467.90 475.70 467.10 475.10 +2.80 302 9,516 +33
May17 160516 463.40 471.40 463.20 471.10 +3.00 121 2,532 -26
Total Volume and Open Interest 6,404 101,158 +625
Cotton(ICE)
Jul16 160516 60.68 61.52 60.62 60.99 +0.37 17,577 100,847 +576
Oct16 160516 61.24 61.24 61.24 61.24 -0.08 0 48 +0
Dec16 160516 60.36 61.11 60.36 60.48 -0.03 8,126 72,405 +2,051
Mar17 160516 60.86 61.40 60.71 60.82 -0.07 349 10,038 -45
May17 160516 61.35 61.76 61.22 61.22 -0.11 24 2,335 -7
Jul17 160516 61.81 62.11 61.63 61.63 -0.11 17 2,051 -6
Total Volume and Open Interest 26,155 189,699 +2,589
Lumber(CME)
Jul16 160516 320.8 328.3 320.7 328.0 +7.5 343 4,359 +56
Sep16 160516 327.6 333.0 325.7 333.0 +6.3 80 755 +25
Nov16 160516 325.7 328.4 325.7 328.3 +5.3 1 54 +0
Jan17 160516 328.7 328.7 328.7 328.7 +5.4 5 10 +0
Total Volume and Open Interest 491 5,234 +45
Crude Oil(NYM)
Jun16 160516 46.28 47.98 46.15 47.72 +1.51 715,102 255,238 -16,707
Jul16 160516 46.96 48.67 46.84 48.42 +1.52 280,262 449,956 +27,429
Aug16 160516 47.39 49.08 47.32 48.85 +1.46 73,721 124,261 +6,050
Sep16 160516 47.76 49.41 47.76 49.18 +1.36 50,003 114,299 -5,041
Oct16 160516 48.20 49.68 48.20 49.48 +1.28 23,057 66,299 +495
Nov16 160516 48.53 49.91 48.53 49.75 +1.22 16,350 53,141 +2,497
Dec16 160516 48.72 50.17 48.70 49.96 +1.17 65,866 212,925 +1,290
Jan17 160516 49.59 50.29 49.58 50.10 +1.12 10,776 35,748 +860
Feb17 160516 49.70 50.37 49.64 50.18 +1.08 8,563 24,875 +1,544
Mar17 160516 49.72 50.37 49.72 50.24 +1.04 6,881 43,868 +665
Apr17 160516 49.85 50.49 49.85 50.27 +1.00 3,515 13,073 +774
May17 160516 50.00 50.42 50.00 50.30 +0.96 2,085 14,077 +434
Jun17 160516 50.02 50.57 49.93 50.33 +0.92 13,694 55,867 +1,866
Jul17 160516 50.06 50.51 50.06 50.32 +0.89 1,848 13,625 +880
Aug17 160516 49.91 50.43 49.91 50.33 +0.86 919 9,642 +354
Sep17 160516 50.35 50.46 50.35 50.36 +0.84 1,451 24,792 +90
Total Volume and Open Interest 1,305,445 1,746,625 +28,538
e-miNY Crude Oil(NYM)
Jun16 160516 46.350 47.975 46.150 47.725 +1.525 17,196 2,713 -154
Jul16 160516 46.750 48.675 46.750 48.425 +1.525 792 761 +55
Aug16 160516 47.475 49.025 47.475 48.850 +1.450 105 122 +4
Sep16 160516 48.475 49.300 48.475 49.175 +1.350 13 122 +0
Oct16 160516 49.425 49.475 49.425 49.475 +1.275 3 65 +0
Nov16 160516 48.900 49.750 48.900 49.750 +1.225 7 20 +1
Dec16 160516 49.650 49.950 49.650 49.950 +1.150 20 286 +4
Jan17 160516 50.100 50.100 50.100 50.100 +1.125 5 13 -4
Feb17 160516 50.175 50.175 50.175 50.175 +1.075 5 10 +4
Mar17 160516 50.250 50.250 50.250 50.250 +1.050 0 13 +0
Total Volume and Open Interest 18,162 4,266 -91
NY Harbor ULSD(NYM)
Jun16 160516 140.06 145.79 139.95 144.01 +3.70 63,580 78,687 -2,245
Jul16 160516 141.10 146.44 141.00 144.72 +3.54 36,587 89,510 +3,109
Aug16 160516 142.27 147.32 142.27 145.72 +3.37 17,986 37,657 +1,320
Sep16 160516 145.53 148.68 145.53 147.19 +3.21 15,268 34,141 +2,739
Oct16 160516 147.35 150.15 147.35 148.73 +3.01 7,496 19,890 +395
Nov16 160516 150.22 151.71 149.70 150.30 +2.84 5,917 16,808 +580
Dec16 160516 149.20 153.04 149.20 151.71 +2.76 9,429 51,800 -231
Jan17 160516 152.27 153.82 152.27 152.96 +2.68 2,182 17,184 -181
Feb17 160516 153.22 154.76 153.18 153.62 +2.61 720 7,114 +154
Mar17 160516 153.17 154.84 153.17 153.58 +2.54 390 6,789 +24
Apr17 160516 153.02 154.14 152.53 153.05 +2.49 213 3,056 +61
May17 160516 153.25 153.25 153.05 153.22 +2.41 163 2,358 -13
Jun17 160516 153.71 154.42 153.07 153.70 +2.32 393 8,991 +75
Jul17 160516 155.91 155.91 153.04 154.51 +2.25 104 1,343 +0
Total Volume and Open Interest 160,997 397,561 +5,738
RBOB Gasoline(NYM)
Jun16 160516 158.61 163.58 158.61 160.63 +1.81 51,707 80,807 -5,296
Jul16 160516 159.43 164.17 159.33 161.32 +1.76 41,646 94,388 +5,523
Aug16 160516 159.05 163.32 158.95 160.62 +1.69 20,452 45,080 +1,357
Sep16 160516 157.94 160.91 157.94 158.37 +1.68 16,632 48,642 +1,416
Oct16 160516 143.40 146.97 143.40 144.54 +1.60 10,711 34,500 -255
Nov16 160516 140.64 143.38 140.64 141.02 +1.56 6,509 22,102 +592
Dec16 160516 138.05 141.20 137.56 138.98 +1.56 8,201 38,396 +885
Jan17 160516 138.61 140.86 138.57 138.81 +1.51 937 7,948 +172
Feb17 160516 141.80 141.80 139.73 139.80 +1.45 172 1,807 +23
Mar17 160516 141.59 141.59 141.59 141.59 +1.43 408 3,344 +153
Total Volume and Open Interest 158,717 407,681 +4,525
e-miNY RBOB Gasoline(NYM)
Jun16 160516 160.60 160.63 160.60 160.60 +1.80 0 1 +0
Jul16 160516 161.30 161.32 161.30 161.30 +1.70      
Aug16 160516 160.60 160.62 160.60 160.60 +1.70      
Sep16 160516 158.40 158.40 158.37 158.40 +1.70      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jun16 160516 2.080 2.087 2.023 2.029 -0.067 144,823 149,426 -20,200
Jul16 160516 2.217 2.231 2.170 2.177 -0.067 86,929 269,888 +17,926
Aug16 160516 2.307 2.309 2.248 2.254 -0.071 20,043 70,318 +2,921
Sep16 160516 2.347 2.351 2.291 2.296 -0.069 24,964 105,498 +602
Oct16 160516 2.420 2.425 2.367 2.370 -0.069 26,203 112,747 +897
Nov16 160516 2.612 2.615 2.565 2.570 -0.064 10,884 48,788 +2,259
Dec16 160516 2.889 2.901 2.866 2.874 -0.041 6,350 46,878 -107
Jan17 160516 3.017 3.030 2.997 3.008 -0.035 14,464 77,079 -445
Feb17 160516 3.011 3.023 2.993 3.001 -0.035 2,614 19,731 +349
Mar17 160516 2.966 2.979 2.946 2.956 -0.034 3,914 43,065 +71
Apr17 160516 2.786 2.796 2.767 2.771 -0.030 4,632 46,683 +216
May17 160516 2.778 2.783 2.758 2.764 -0.027 2,137 14,251 +292
Jun17 160516 2.813 2.818 2.793 2.795 -0.026 330 7,061 +54
Jul17 160516 2.849 2.852 2.828 2.832 -0.025 548 6,996 -84
Aug17 160516 2.851 2.852 2.840 2.843 -0.024 432 5,025 +151
Sep17 160516 2.849 2.852 2.838 2.840 -0.023 240 2,887 -8
Total Volume and Open Interest 350,567 1,071,816 +5,409
Brent Crude Oil(ICE)
Jul16 160516 47.80 49.47 47.77 48.97 +1.14 353,848 364,875 -6,007
Aug16 160516 48.13 49.79 48.09 49.43 +1.29 195,473 281,355 +19,074
Sep16 160516 48.44 50.09 48.41 49.79 +1.31 120,543 282,859 +19,967
Oct16 160516 48.77 50.31 48.71 50.04 +1.29 48,677 128,750 +3,756
Nov16 160516 49.01 50.50 48.96 50.24 +1.24 30,043 115,266 +2,041
Dec16 160516 49.22 50.74 49.19 50.48 +1.21 91,913 322,841 +7,667
Jan17 160516 49.64 50.93 49.64 50.68 +1.17 9,478 56,446 +799
Feb17 160516 49.86 51.11 49.86 50.86 +1.13 4,800 52,166 +1,021
Mar17 160516 50.64 51.32 50.46 51.05 +1.09 12,248 51,695 +4,376
Apr17 160516 51.11 51.49 51.11 51.21 +1.06 3,398 19,675 -1,160
May17 160516 51.43 51.43 51.29 51.35 +1.03 1,723 21,545 +192
Jun17 160516 51.16 51.76 51.00 51.49 +1.00 19,744 85,437 +1,586
Jul17 160516 51.65 51.65 51.65 51.65 +0.98 1,579 17,792 +608
Aug17 160516 51.78 51.78 51.78 51.78 +0.96 1,754 13,297 +400
Total Volume and Open Interest 941,080 2,224,863 +58,014
Gas Oil(ICE)
Jun16 160516 419.50 436.50 419.25 430.25 +11.50 94,182 144,994 +3,642
Jul16 160516 421.75 437.50 421.50 431.75 +10.50 66,527 115,898 +5,663
Aug16 160516 424.75 439.50 424.50 434.00 +9.25 27,920 50,560 -249
Sep16 160516 429.25 443.00 429.25 437.75 +8.50 16,867 40,996 -211
Oct16 160516 434.50 447.25 434.25 442.75 +8.25 9,552 44,094 -1,046
Nov16 160516 437.75 450.25 437.75 445.75 +8.00 6,473 26,722 +1,100
Dec16 160516 440.25 452.25 440.25 448.00 +7.75 14,495 89,422 -1,216
Jan17 160516 447.75 454.75 447.00 451.25 +7.50 1,646 23,896 +116
Feb17 160516 450.00 457.00 450.00 454.00 +7.25 999 11,999 +100
Mar17 160516 454.00 459.75 452.50 456.25 +7.00 1,526 20,371 +133
Total Volume and Open Interest 253,024 725,807 +1
Ethanol(CBOT)
Jun16 160516 1.545 1.576 1.545 1.568 +0.024 162 1,981 -32
Jul16 160516 1.549 1.564 1.545 1.560 +0.018 258 1,217 +81
Aug16 160516 1.541 1.555 1.541 1.555 +0.026 232 299 +39
Sep16 160516 1.545 1.545 1.545 1.545 +0.026 155 668 -3
Oct16 160516 1.527 1.527 1.527 1.527 +0.026 5 194 +5
Nov16 160516 1.510 1.510 1.510 1.510 +0.026 0 199 +0
Dec16 160516 1.495 1.495 1.495 1.495 +0.025 9 813 +9
Jan17 160516 1.484 1.484 1.484 1.484 +0.021      
Total Volume and Open Interest 821 5,371 +99
WTI Crude Oil(ICE)
Jun16 160516 46.19 47.98 46.17 47.72 +1.51 49,893 69,154 +641
Jul16 160516 46.90 48.66 46.88 48.42 +1.52 58,500 78,715 +2,078
Aug16 160516 47.36 49.06 47.36 48.85 +1.46 29,200 42,055 +3,720
Sep16 160516 48.50 49.39 48.46 49.18 +1.36 15,313 30,394 -463
Oct16 160516 48.90 49.65 48.76 49.48 +1.28 5,490 11,148 +346
Nov16 160516 49.22 49.93 49.22 49.75 +1.22 4,418 14,117 +309
Dec16 160516 49.47 50.18 49.34 49.96 +1.17 13,573 75,286 +357
Jan17 160516 50.12 50.12 49.94 50.10 +1.12 758 6,317 +148
Feb17 160516 50.02 50.18 50.02 50.18 +1.08 286 4,845 +51
Mar17 160516 50.24 50.24 50.24 50.24 +1.04 392 4,771 +21
Apr17 160516 50.27 50.27 50.27 50.27 +1.00 429 2,538 +79
May17 160516 50.30 50.30 50.30 50.30 +0.96 186 1,416 +117
Jun17 160516 50.08 50.40 50.08 50.33 +0.92 1,995 25,616 -1,001
Jul17 160516 50.32 50.32 50.32 50.32 +0.89 91 1,560 +54
Aug17 160516 50.33 50.33 50.33 50.33 +0.86 38 525 +25
Sep17 160516 50.36 50.36 50.36 50.36 +0.84 36 4,147 +9
Total Volume and Open Interest 185,832 450,890 +8,052
US Dollar Index(ICE)
Jun16 160516 94.610 94.675 94.380 94.550 -0.042 18,759 65,475 +895
Sep16 160516 94.680 94.735 94.490 94.625 -0.048 370 3,162 +63
Dec16 160516 94.715 94.730 94.520 94.665 -0.052 26 467 +1
Total Volume and Open Interest 19,157 69,335 +961
Australian Dollar(CME)
Jun16 160516 72.46 73.01 72.41 72.80 +0.16 98,140 121,114 -1,784
Sep16 160516 72.22 72.75 72.17 72.54 +0.16 221 2,307 +41
Dec16 160516 72.34 72.34 72.34 72.34 +0.16 1 18 +0
Total Volume and Open Interest 98,362 123,445 -1,743
British Pound(CME)
Jun16 160516 143.53 144.16 143.33 143.91 +0.23 96,228 238,184 +1,907
Sep16 160516 143.56 144.21 143.42 143.98 +0.23 166 1,373 -21
Dec16 160516 144.08 144.24 143.81 144.08 +0.23 1 235 +1
Total Volume and Open Interest 96,397 239,828 +1,889
Canadian Dollar(CME)
Jun16 160516 77.24 77.68 77.14 77.53 +0.23 66,901 118,450 -722
Sep16 160516 77.19 77.66 77.15 77.53 +0.23 157 2,689 +20
Dec16 160516 77.51 77.66 77.19 77.54 +0.23 214 2,334 +63
Mar17 160516 77.61 77.68 77.25 77.56 +0.23 0 168 +0
Total Volume and Open Interest 67,272 123,739 -639
Japanese Yen(CME)
Jun16 160516 92.10 92.26 91.73 91.82 -0.30 97,177 161,525 -522
Sep16 160516 92.46 92.55 92.02 92.12 -0.30 191 1,395 +137
Dec16 160516 92.48 92.48 92.44 92.48 -0.30 0 105 +0
Total Volume and Open Interest 97,373 163,111 -384
Swiss Franc(CME)
Jun16 160516 102.58 102.71 102.31 102.35 -0.32 16,280 42,499 -215
Sep16 160516 103.00 103.00 102.76 102.82 -0.32 22 175 +2
Dec16 160516 103.31 103.31 103.31 103.31 -0.33 0 23 +0
Total Volume and Open Interest 16,302 42,712 -213
EuroFX(CME)
Jun16 160516 113.12 113.52 113.11 113.27 +0.10 129,825 337,027 -3,604
Sep16 160516 113.47 113.86 113.47 113.63 +0.11 492 4,994 +131
Dec16 160516 114.07 114.20 113.88 114.00 +0.10 31 1,190 -7
Total Volume and Open Interest 130,348 344,380 -3,480
Mexican Peso(CME)
May16 160516 551.88 551.88 551.88 551.88 +1.75      
Jun16 160516 548.75 551.25 544.00 548.13 -0.63 50,707 89,549 -578
Total Volume and Open Interest 50,969 127,823 -585
Brazilian Real(CME)
Jun16 160516 283.00 284.70 282.45 284.55 +1.45 1,465 27,463 -551
Jul16 160516 279.25 282.25 279.25 282.25 +1.85 40 84 +14
Aug16 160516 279.55 279.55 279.55 279.55 +1.50 0 52 +0
Sep16 160516 276.00 276.85 276.00 276.85 +1.55 61 66 +61
Total Volume and Open Interest 1,566 27,685 -476
30-Year T-Bonds(CBOT)
Jun16 160516 166~230 166~290 165~140 165~180 -1~050 252,437 525,277 -824
Sep16 160516 165~120 165~170 164~030 164~060 -1~050 696 4,851 +325
Dec16 160516 162~300 162~300 162~300 162~300 -1~050      
Total Volume and Open Interest 253,133 530,128 -499
10-Year T-Notes(CBOT)
Jun16 160516 131~010 131~035 130~155 130~165 -0~145 1,190,000 2,725,958 +4,011
Sep16 160516 131~000 131~020 130~145 130~150 -0~150 15,163 44,528 +4,157
Dec16 160516 129~270 129~270 129~270 129~270 -0~150      
Total Volume and Open Interest 1,205,163 2,770,486 +8,168
5-Year T-Notes(CBOT)
Jun16 160516 121~110 121~116 121~002 121~006 -0~086 650,199 2,450,832 -1,858
Sep16 160516 120~310 120~316 120~204 120~206 -0~090 35,646 137,162 +18,261
Dec16 160516 120~192 120~192 120~192 120~192 -0~090      
Total Volume and Open Interest 685,845 2,587,994 +16,403
2 Year T-Notes(CBOT)
Jun16 160516 109~114 109~120 109~082 109~084 -0~024 237,114 1,095,171 -13,229
Sep16 160516 109~082 109~082 109~054 109~054 -0~026 17,771 40,522 +12,594
Dec16 160516 109~040 109~040 109~040 109~040 -0~026      
Total Volume and Open Interest 254,885 1,135,693 -635
Eurodollars(CME)
Jun16 160516 99.357 99.357 99.350 99.350 -0.010 141,225 1,218,761 -10,367
Sep16 160516 99.260 99.265 99.235 99.240 -0.020 161,180 1,123,805 +6,449
Dec16 160516 99.170 99.180 99.140 99.145 -0.025 193,239 1,426,835 -857
Mar17 160516 99.115 99.125 99.075 99.080 -0.035 180,152 895,813 -1,969
Jun17 160516 99.060 99.070 99.015 99.020 -0.040 186,325 887,370 +5,511
Sep17 160516 99.005 99.015 98.955 98.960 -0.045 131,021 725,663 +792
Dec17 160516 98.940 98.955 98.890 98.895 -0.045 184,714 1,054,382 -10,768
Mar18 160516 98.900 98.910 98.840 98.845 -0.050 115,053 504,774 +642
Jun18 160516 98.845 98.855 98.785 98.790 -0.050 93,541 455,716 -5,167
Sep18 160516 98.800 98.805 98.735 98.735 -0.055 83,941 372,603 -4,431
Dec18 160516 98.745 98.750 98.675 98.675 -0.055 89,668 514,174 -1,953
Mar19 160516 98.685 98.705 98.630 98.630 -0.055 62,673 310,415 +4,564
Jun19 160516 98.640 98.650 98.580 98.580 -0.055 37,667 265,598 -394
Sep19 160516 98.580 98.595 98.525 98.525 -0.055 41,125 181,262 -9,064
Dec19 160516 98.530 98.535 98.465 98.465 -0.055 45,311 213,610 -6,951
Mar20 160516 98.475 98.485 98.415 98.415 -0.055 33,147 116,799 -617
Jun20 160516 98.430 98.430 98.355 98.355 -0.055 20,851 62,785 -1,125
Sep20 160516 98.365 98.370 98.300 98.300 -0.055 18,813 58,744 -253
Total Volume and Open Interest 1,868,891 10,757,315 -36,505
Ultra T-Bond(CBOT)
Jun16 160516 175~06 175~14 173~20 173~25 -1~11 82,663 623,616 -1,423
Sep16 160516 177~04 177~04 176~01 176~01 -1~14 2,382 7,229 +2,341
Dec16 160516 175~11 175~11 175~11 175~11 -1~14      
Total Volume and Open Interest 85,045 630,845 +918
Ultra 10-Yr T-Note(CBOT)
Jun16 160516 142~005 142~025 141~090 141~100 -0~190 48,707 127,975 +824
Sep16 160516 141~270 141~270 141~270 141~270 -0~205 428 605 +407
Dec16 160516 141~270 141~270 141~270 141~270 -0~205      
Total Volume and Open Interest 49,135 128,580 +1,231
30 Day Federal Funds(CBOT)
May16 160516 99.635 99.637 99.635 99.635 unch 1,175 118,187 -464
Jun16 160516 99.625 99.625 99.625 99.625 unch 4,769 83,887 +1,300
Jul16 160516 99.615 99.615 99.610 99.615 unch 9,097 241,649 -528
Aug16 160516 99.585 99.585 99.575 99.575 -0.005 12,865 164,384 -3,664
Sep16 160516 99.565 99.565 99.555 99.560 -0.005 2,247 33,984 -340
Oct16 160516 99.540 99.540 99.515 99.520 -0.010 9,537 96,695 -488
Total Volume and Open Interest 47,527 943,614 -4,299
3-Mth Euro-Yen(CME)
Jun16 160516 99.990 99.990 99.990 99.990 unch      
Sep16 160516 99.990 99.990 99.990 99.990 unch      
Dec16 160516 99.990 99.990 99.990 99.990 unch      
Mar17 160516 99.990 99.990 99.990 99.990 unch      
Jun17 160516 99.990 99.990 99.990 99.990 unch      
Sep17 160516 99.990 99.990 99.990 99.990 unch      
Dec17 160516 99.990 99.990 99.990 99.990 unch      
Mar18 160516 99.995 99.995 99.995 99.995 unch      
Jun18 160516 99.855 99.855 99.855 99.855 unch      
Sep18 160516 99.715 99.715 99.715 99.715 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun16 160516 99.99 99.99 99.99 99.99 unch      
Sep16 160516 99.99 99.99 99.99 99.99 unch      
Dec16 160516 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160516 99.99 99.99 99.99 99.99 unch      
Jun17 160516 99.99 99.99 99.99 99.99 unch      
Sep17 160516 99.99 99.99 99.99 99.99 unch      
Dec17 160516 99.99 99.99 99.99 99.99 unch      
Mar18 160516 100.00 100.00 100.00 100.00 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Jun16 160516 151.95 151.99 151.86 151.94 -0.04 1,798 17,816 +655
Sep16 160516 151.25 151.25 151.25 151.25 -0.03 0 1 +0
Dec16 160516 151.25 151.25 151.25 151.25 -0.03      
Total Volume and Open Interest 1,798 17,817 +655
Euro-Buxl(EUREX)
Jun16 160513 168.30 169.40 167.84 169.04 +1.10 41,660 162,751 +1,771
Sep16 160513 177.50 178.14 177.50 178.14 +1.10 2 46 +1
Dec16 160513 178.14 178.14 178.14 178.14 +1.10      
Total Volume and Open Interest 41,662 162,797 +1,772
Euro-Bund(EUREX)
Jun16 160513 163.95 164.30 163.76 164.19 +0.37 562,603 1,572,562 -145,029
Sep16 160513 162.95 163.31 162.82 163.21 +0.40 1,794 118,285 -6,024
Dec16 160513 160.52 160.52 160.52 160.52 +0.37 20 0 -13
Total Volume and Open Interest 564,417 1,690,847 -151,066
Euro-Bobl(EUREX)
Jun16 160513 131.42 131.45 131.35 131.42 +0.02 448,733 1,198,184 -72,038
Sep16 160513 132.33 132.37 132.29 132.34 +0.03 4,919 36,744 +413
Dec16 160513 131.42 131.42 131.42 131.42 +0.02 0 1 +0
Total Volume and Open Interest 453,652 1,234,929 -71,625
Euro-Schatz(EUREX)
Jun16 160513 111.83 111.85 111.83 111.84 unch 159,891 966,057 -5,848
Sep16 160513 111.79 111.79 111.79 111.79 unch 7,800 49,775 +5,430
Dec16 160513 111.79 111.79 111.79 111.79 unch      
Total Volume and Open Interest 167,691 1,015,832 -418
3-Mth Euribor(EUREX)
Jun16 160513 100.260 100.260 100.255 100.260 -0.005 100 11,803 +65
Sep16 160513 100.275 100.275 100.270 100.275 -0.005 100 6,330 +0
Dec16 160513 100.290 100.290 100.285 100.290 -0.005 0 2,652 +0
Total Volume and Open Interest 210 64,284 +54
Long Gilt(LIFFE)
Jun16 160516 121~23 121~28 121~13 121~16 -0~06 191,011 482,388 +5,475
Sep16 160516 123~07 123~07 123~07 123~07 -0~05 0 5 +0
Total Volume and Open Interest 191,011 482,393 +5,475
3-Mth Short Sterling(LIFFE)
Jun16 160516 99.41 99.41 99.40 99.40 -0.01 76,597 357,179 -6,546
Sep16 160516 99.42 99.44 99.42 99.43 unch 70,351 405,052 -5,998
Dec16 160516 99.42 99.44 99.42 99.43 +0.01 88,859 445,899 -8,098
Mar17 160516 99.40 99.42 99.39 99.41 +0.01 85,010 334,611 +1,558
Jun17 160516 99.37 99.38 99.35 99.37 +0.01 70,066 311,281 -4,678
Sep17 160516 99.33 99.34 99.31 99.32 unch 61,216 273,749 +4,816
Total Volume and Open Interest 679,040 3,188,399 -16,901
3-Mth Euribor(LIFFE)
Jun16 160516 100.260 100.265 100.255 100.255 -0.005 51,901 546,630 -3,367
Sep16 160516 100.275 100.280 100.270 100.270 -0.005 41,176 393,074 -4,713
Dec16 160516 100.285 100.290 100.280 100.285 -0.005 35,433 502,097 +7,792
Total Volume and Open Interest 361,896 3,465,776 -10,765
3-Mth Aus T-Bills(SFE)
Jun16 160516 98.04 98.05 98.03 98.04 unch 17,485 167,538 -8,950
Sep16 160516 98.17 98.20 98.15 98.17 unch 30,039 206,481 -1,920
Dec16 160516 98.25 98.29 98.23 98.25 unch 24,146 177,645 -7,008
Mar17 160516 98.29 98.33 98.28 98.30 +0.01 13,069 129,736 -3,572
Jun17 160516 98.30 98.35 98.30 98.31 unch 10,439 90,177 +946
Sep17 160516 98.29 98.34 98.29 98.31 +0.02 4,655 68,643 -1,214
Dec17 160516 98.26 98.31 98.25 98.28 +0.01 4,042 51,426 +881
Mar18 160516 98.23 98.27 98.23 98.25 +0.02 1,795 25,953 +121
Jun18 160516 98.21 98.22 98.20 98.22 +0.02 210 15,223 -409
Sep18 160516 98.17 98.18 98.17 98.18 +0.03 0 3,277 +0
Total Volume and Open Interest 106,178 940,480 -21,127
10-Year Aus T-Bonds(SFE)
Jun16 160516 97.74 97.81 97.72 97.78 +0.05 92,988 870,783 -58,307
Sep16 160516 97.78 97.78 97.78 97.78 +0.05      
Total Volume and Open Interest 92,988 870,783 -58,307
3-Year Aus T-Bonds(SFE)
Jun16 160516 98.45 98.51 98.45 98.47 +0.02 140,053 750,618 -25,137
Sep16 160516 98.47 98.47 98.47 98.47 +0.02      
Total Volume and Open Interest 140,053 750,618 -25,137
Gold(CMX)
Jun16 160516 1273.1 1290.4 1271.6 1274.2 +1.5 218,098 333,445 -13,529
Aug16 160516 1276.3 1292.4 1274.3 1276.6 +1.6 40,444 146,330 +5,259
Oct16 160516 1279.9 1294.0 1277.3 1278.8 +1.6 1,393 22,502 +265
Dec16 160516 1281.8 1297.0 1278.9 1280.9 +1.6 3,499 38,495 +257
Feb17 160516 1287.7 1295.4 1283.0 1283.0 +1.7 542 5,994 +164
Apr17 160516 1286.5 1290.0 1284.3 1284.9 +1.8 31 2,696 -18
Jun17 160516 1295.8 1300.2 1286.6 1286.6 +1.8 22 10,756 +1
Aug17 160516 1288.3 1288.3 1288.3 1288.3 +1.8 0 128 +0
Oct17 160516 1290.0 1290.0 1290.0 1290.0 +1.9 0 651 +0
Dec17 160516 1300.6 1304.7 1291.6 1291.6 +2.0 363 7,246 +165
Feb18 160516 1293.1 1293.1 1293.1 1293.1 +2.1      
Total Volume and Open Interest 264,690 578,371 -7,519
Silver(CMX)
May16 160516 1722.0 1722.0 1714.2 1714.2 +2.7 36 908 +31
Jul16 160516 1714.0 1743.0 1707.5 1715.4 +2.2 53,793 140,948 -1,623
Sep16 160516 1718.0 1747.5 1715.0 1720.3 +2.2 2,077 22,432 +711
Dec16 160516 1724.0 1754.5 1722.5 1726.3 +2.2 1,809 31,397 +343
Mar17 160516 1755.5 1755.5 1732.5 1732.5 +2.2 76 3,400 +38
May17 160516 1736.3 1736.3 1736.3 1736.3 +2.4 0 173 +0
Jul17 160516 1758.0 1767.0 1740.2 1740.2 +2.7 15 2,360 -4
Total Volume and Open Interest 58,222 205,956 -482
Platinum(NYMEX)
Jul16 160516 1052.2 1065.2 1048.2 1053.5 +1.4 9,576 59,353 +219
Oct16 160516 1056.0 1066.0 1054.2 1054.7 +1.2 176 6,260 +63
Jan17 160516 1056.5 1056.5 1056.5 1056.5 +1.2 4 36 +4
Apr17 160516 1058.2 1058.2 1058.2 1058.2 +1.2 0 6 +0
Total Volume and Open Interest 9,770 65,759 +284
Palladium(NYMEX)
Jun16 160516 593.00 598.05 588.05 591.00 -1.40 3,939 17,153 -170
Sep16 160516 594.30 599.00 591.00 592.25 -1.40 715 7,477 +469
Dec16 160516 596.45 596.45 593.25 593.25 -1.00 3 168 +1
Total Volume and Open Interest 4,657 24,820 +300
Copper(CMX)
May16 160516 207.15 209.90 207.15 209.10 +1.60 861 2,106 -209
Jul16 160516 207.40 210.65 206.25 208.90 +1.50 96,224 136,466 +8,968
Sep16 160516 207.65 211.15 206.90 209.50 +1.50 9,403 25,067 +833
Dec16 160516 208.40 211.80 207.65 210.15 +1.45 3,555 26,820 +655
Mar17 160516 210.25 212.30 210.25 210.70 +1.40 457 3,650 +77
Total Volume and Open Interest 111,968 202,430 +10,482
E-mini DJIA Index(CBOT)
Jun16 160516 17468 17705 17421 17664 +169 163,400 117,741 -2,017
Sep16 160516 17346 17606 17342 17575 +171 194 1,638 +7
Dec16 160516 17503 17503 17503 17503 +171 5 95 -1
Mar17 160516 17443 17443 17443 17443 +171      
Total Volume and Open Interest 163,599 119,474 -2,011
S & P 500(CME)
Jun16 160516 2041.00 2068.00 2035.50 2062.70 +19.10 2,646 73,672 -921
Sep16 160516 2045.00 2058.30 2042.00 2054.40 +19.00 115 1,756 +100
Dec16 160516 2047.40 2051.30 2047.30 2047.40 +19.00 100 186 +100
Mar17 160516 2041.30 2045.20 2041.20 2041.30 +19.00      
Total Volume and Open Interest 2,861 75,614 -721
S & P 500 E-Mini(Globex)
Jun16 160516 2041.25 2068.50 2035.00 2062.75 +19.25 1,799,103 2,788,453 -2,832
Sep16 160516 2032.75 2060.00 2027.00 2054.50 +19.00 11,814 36,847 -3,428
Dec16 160516 2026.25 2052.75 2020.25 2047.50 +19.00 743 7,857 +618
Mar17 160516 2048.50 2048.50 2041.25 2041.25 +19.00 6 63 +4
Total Volume and Open Interest 1,811,666 2,833,226 -5,638
NASDAQ 100 E-Mini(Globex)
Jun16 160516 4316.00 4392.00 4305.50 4375.30 +51.30 262,049 226,681 -1,395
Sep16 160516 4302.00 4384.00 4297.30 4367.50 +51.20 126 851 +24
Dec16 160516 4327.50 4366.80 4307.30 4364.80 +51.30 0 88 +0
Total Volume and Open Interest 262,175 227,626 -1,371
S&P Midcap 400(CME) e-Mini
Jun16 160516 1438.10 1457.60 1433.70 1452.20 +13.80 18,610 81,791 +2,045
Sep16 160516 1447.90 1449.80 1447.90 1447.90 +13.80 0 6 +0
Dec16 160516 1449.20 1449.20 1449.20 1449.20 +13.80 0 12 +0
Total Volume and Open Interest 18,610 81,809 +2,045
Volatility Index(CBOE)
May16 160516 15.90 16.25 14.80 15.13 -0.75 101,492 131,707 +131,707
Jun16 160516 18.05 18.35 17.05 17.43 -0.65 84,639 211,298 +211,298
Jul16 160516 19.27 19.38 18.32 18.63 -0.60 26,261 38,851 +38,851
Aug16 160516 19.85 19.85 18.92 19.15 -0.53 7,158 34,412 +34,412
Total Volume and Open Interest 235,340 464,240 +0
Russell 2000(ICE)
Jun16 160516 1099.80 1118.60 1096.00 1113.60 +13.60 105,727 385,933 +1,379
Sep16 160516 1103.00 1108.50 1103.00 1108.50 +13.60 13 43 +5
Dec16 160516 1105.20 1105.20 1105.20 1105.20 +13.60 0 10 +0
Total Volume and Open Interest 105,740 386,236 +1,384
Nikkei 225(CME)
Jun16 160516 16395 16695 16315 16635 +220 15,319 33,010 -325
Sep16 160516 16665 16740 16525 16680 +230 7 57 +2
Total Volume and Open Interest 15,326 33,072 -323
Nikkei 225(SGX)
Jun16 160516 16345 16680 16315 16530 +180 82,352 254,341 +3,347
Sep16 160516 16285 16630 16285 16500 +180 75 1,159 +10
Dec16 160516 16390 16390 16390 16390 +185 0 3,711 +0
Total Volume and Open Interest 90,315 267,126 -3,390
Nikkei 225(CME) Yen
Jun16 160516 16370 16675 16280 16610 +220 59,286 87,894 -2,674
Sep16 160516 16515 16615 16285 16570 +220 3 23 +1
Dec16 160516 16560 16560 16560 16560 +220      
Total Volume and Open Interest 59,289 87,917 -2,776
Nikkei 225(CME) e-Mini Yen
Jun16 160516 16630 16630 16550 16610 +220 5 69 +5
Sep16 160516 16570 16570 16570 16570 +220      
Dec16 160516 16560 16560 16560 16560 +220      
Total Volume and Open Interest 5 69 +5
CAC 40(EURONEXT)
May16 160516 4285.5 4322.0 4260.5 4305.5 -7.5 91,214 305,231 -597
Jun16 160516 4236.0 4274.0 4213.5 4258.5 -7.5 1,162 21,665 -3,924
Jul16 160516 4218.5 4255.5 4218.5 4250.5 -7.5 0 5,014 +0
Total Volume and Open Interest 92,376 331,948 -4,521
Hang Seng Index(HKFE)
May16 160516 19592 19880 19516 19816 +212 128,999 105,583 +2,749
Jun16 160516 19330 19588 19242 19532 +213 1,563 9,051 +679
Total Volume and Open Interest 131,735 117,689 +3,436
DAX(EUREX)
Jun16 160513 9818.0 9979.5 9761.0 9945.5 +84.5 92,924 153,463 -4,393
Sep16 160513 9795.0 9960.5 9757.5 9935.5 +84.5 136 1,906 +6
Dec16 160513 9755.0 9935.0 9755.0 9924.0 +84.5 6 2,940 +5
Total Volume and Open Interest 93,066 158,309 -4,382
Mini-DAX(EUREX)
Jun16 160513 9825.0 9979.0 9762.0 9946.0 +85.0 20,782 11,054 +284
Sep16 160513 9820.0 9942.0 9783.0 9936.0 +85.0 26 215 +5
Dec16 160513 9788.0 9943.0 9788.0 9924.0 +83.0 6 15 -4
Total Volume and Open Interest 20,814 11,284 +285
FT-SE 100(EURONEXT)
Jun16 160516 6050.50 6146.00 6050.50 6120.50 +15.50 128,466 569,143 -5,222
Sep16 160516 6054.00 6080.00 6054.00 6066.00 +15.00 1,003 8,276 +1,000
Dec16 160516 6033.00 6033.00 6033.00 6033.00 +15.00      
Total Volume and Open Interest 129,469 577,419 -4,222
SPI 200(SFE)
Jun16 160516 5324.0 5369.0 5307.0 5346.0 +15.0 28,556 277,519 -3,838
Sep16 160516 5301.0 5304.0 5296.0 5296.0 +14.0 74 2,621 -42
Dec16 160516 5282.0 5282.0 5282.0 5282.0 +14.0 0 2,202 +0
Total Volume and Open Interest 28,700 284,493 -3,820
FTSE MIB(ISE)
Jun16 160516 17260.00 17405.00 17150.00 17390.00 +53.00 33,668 72,530 -639
Sep16 160516 17120.00 17255.00 17055.00 17255.00 +53.00 47 316 -2
Dec16 160516 17148.00 17148.00 17148.00 17148.00 +53.00      
Total Volume and Open Interest 33,715 72,846 -641
KOSPI 200(KFE)
Jun16 160516 240.35 241.75 239.45 241.20 +0.80 157,636 108,443 -1,737
Sep16 160516 240.95 242.30 240.25 241.90 +0.90 1,480 7,594 +253
Dec16 160516 241.90 243.10 241.90 242.40 +0.15 3 3,346 -2
Total Volume and Open Interest 159,120 121,017 -1,425
GSCI(CME)
Jun16 160516 366.30 368.65 366.30 367.90 +6.60 2,072 11,574 +2,011
Jul16 160516 370.20 370.20 370.20 370.20 +6.60      
Aug16 160516 370.60 370.60 370.60 370.60        
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

Newsflash

Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!