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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Fri May 20, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul16 160520 1071.75 1087.50 1063.25 1074.25 +2.75 143,649 390,000 -8,277
Aug16 160520 1073.50 1088.00 1064.50 1073.50 +0.50 23,187 46,343 +320
Sep16 160520 1062.50 1074.75 1052.25 1060.25 -1.75 6,402 25,753 +654
Nov16 160520 1054.50 1064.25 1041.75 1049.50 -4.00 81,312 267,939 -71
Jan17 160520 1053.00 1060.25 1040.00 1047.50 -3.75 7,887 22,027 +771
Mar17 160520 1032.00 1038.00 1021.75 1027.50 -4.50 8,707 42,195 +1,520
May17 160520 1027.75 1030.25 1017.50 1022.75 -4.25 9,999 26,490 +2,332
Jul17 160520 1028.50 1028.75 1016.50 1021.50 -4.25 4,041 18,525 +345
Aug17 160520 1008.75 1008.75 1008.75 1008.75 -4.00 28 201 +8
Sep17 160520 980.00 982.75 980.00 982.75 -4.75 12 84 +4
Nov17 160520 969.00 970.25 952.75 960.25 -5.50 1,707 14,213 +234
Jan18 160520 962.50 962.50 962.50 962.50 -5.75 3 88 +0
Mar18 160520 964.00 964.00 964.00 964.00 -6.25 0 38 +0
May18 160520 964.50 964.50 964.50 964.50 -5.75 0 31 +0
Total Volume and Open Interest 286,935 854,098 -2,161
Soybean Meal(CBOT)
Jul16 160520 378.00 395.40 376.10 392.70 +14.60 69,055 181,946 +576
Aug16 160520 371.70 383.00 369.80 380.80 +9.00 12,980 32,259 +286
Sep16 160520 369.10 377.20 367.40 373.70 +5.40 7,680 26,120 +201
Oct16 160520 364.00 370.90 362.00 368.50 +4.50 7,126 15,900 +662
Dec16 160520 362.20 368.00 359.70 366.60 +4.20 26,861 75,172 +2,310
Jan17 160520 357.70 364.00 356.10 362.50 +4.00 1,633 10,643 +186
Mar17 160520 346.60 351.60 345.30 350.70 +3.00 996 12,171 +62
May17 160520 340.70 343.50 338.20 341.70 +0.20 1,904 13,858 +462
Jul17 160520 339.00 343.30 337.50 339.80 -1.20 620 7,815 -56
Aug17 160520 336.50 339.40 332.60 334.60 -1.00 468 828 +287
Total Volume and Open Interest 129,477 381,000 +4,933
Soybean Oil(CBOT)
Jul16 160520 31.91 31.99 31.25 31.27 -0.64 70,700 201,456 -1,758
Aug16 160520 32.04 32.11 31.36 31.38 -0.65 16,872 32,471 -84
Sep16 160520 32.16 32.23 31.49 31.50 -0.65 10,040 24,113 +383
Oct16 160520 32.28 32.35 31.63 31.63 -0.64 9,033 13,733 +1,051
Dec16 160520 32.53 32.61 31.87 31.90 -0.63 27,739 88,669 +5,182
Jan17 160520 32.62 32.71 31.96 31.99 -0.64 2,407 8,397 -47
Mar17 160520 32.68 32.74 31.98 31.98 -0.64 3,608 12,002 -277
May17 160520 32.74 32.76 31.97 31.99 -0.63 3,157 11,514 +106
Jul17 160520 32.81 32.88 32.06 32.10 -0.59 2,586 3,688 +62
Aug17 160520 32.70 32.72 32.09 32.09 -0.59 408 2,524 +22
Total Volume and Open Interest 148,121 405,219 +4,428
Canola(WCE)
May16 160513 514.6 516.9 514.6 514.6 +9.3      
Jul16 160520 521.5 527.0 517.8 526.0 +2.9 12,320 100,125 -3,038
Nov16 160520 519.8 526.4 515.4 524.8 +5.1 10,357 64,227 +2,529
Jan17 160520 520.5 529.0 520.3 527.6 +4.4 608 7,400 +175
Mar17 160520 524.4 529.0 522.0 527.7 +4.0 85 1,575 +41
Total Volume and Open Interest 23,416 174,350 -264
Corn(CBOT)
Jul16 160520 390.00 396.75 389.00 394.50 +4.50 184,087 626,840 +8,711
Sep16 160520 392.50 398.75 391.50 396.75 +4.25 40,757 255,961 +4,130
Dec16 160520 397.25 403.00 395.75 399.75 +2.50 84,398 335,966 +5,494
Mar17 160520 405.00 411.00 404.00 406.50 +1.50 15,034 68,576 +1,975
May17 160520 409.25 415.00 407.75 410.25 +1.00 2,961 14,086 +209
Jul17 160520 413.00 418.00 411.00 413.75 +0.50 7,743 34,848 +965
Sep17 160520 410.75 410.75 404.75 406.75 -0.25 424 4,311 +58
Dec17 160520 408.00 412.25 405.25 408.00 -0.25 3,965 31,450 +72
Mar18 160520 416.00 416.00 416.00 416.00 unch 67 847 +26
May18 160520 422.50 422.50 421.25 421.50 unch 0 326 +0
Total Volume and Open Interest 339,436 1,374,863 +21,640
Wheat(CBOT)
Jul16 160520 467.75 474.50 464.25 467.75 -1.00 62,478 229,282 -2,635
Sep16 160520 478.00 485.00 475.25 478.75 -0.75 19,809 65,922 +702
Dec16 160520 497.00 503.00 493.00 496.50 -1.00 16,002 69,524 +3,358
Mar17 160520 514.25 519.75 510.00 513.50 -0.75 2,857 20,151 -287
May17 160520 523.00 527.75 520.25 522.50 -0.25 962 4,471 +45
Jul17 160520 526.75 531.25 525.00 527.25 +0.75 1,004 5,126 +283
Total Volume and Open Interest 103,903 398,063 +1,863
Wheat(KCBT)
Jul16 160520 448.50 456.00 446.00 449.00 +1.00 13,797 143,049 +503
Sep16 160520 466.50 471.75 462.00 465.00 +1.00 3,039 24,664 +406
Dec16 160520 489.25 495.25 485.75 489.25 +1.00 2,111 36,975 +47
Mar17 160520 507.50 510.25 502.50 505.50 +1.00 146 13,605 +57
May17 160520 515.00 516.50 515.00 515.75 +1.00 168 5,508 +8
Jul17 160520 524.75 524.75 520.00 523.00 +1.25 163 2,182 +25
Sep17 160520 533.50 533.50 533.50 533.50 +1.25 48 152 +23
Total Volume and Open Interest 19,477 226,332 +1,064
Wheat(MGE)
Jul16 160520 527.50 534.75 525.75 527.75 -0.75 2,801 25,000 -878
Sep16 160520 539.25 541.75 533.25 535.25 -0.50 1,436 11,334 +39
Dec16 160520 546.75 553.25 545.00 547.25 unch 651 10,475 -9
Mar17 160520 560.50 563.50 555.00 558.00 +0.75 186 5,317 +25
May17 160520 563.00 563.75 562.50 563.75 +0.25 83 2,145 +9
Jul17 160520 569.25 569.25 569.25 569.25 +0.50 78 522 +11
Total Volume and Open Interest 5,260 54,905 -813
Oats(CBOT)
Jul16 160520 189.25 190.75 187.50 189.50 +1.25 843 7,817 -389
Sep16 160520 201.25 202.00 199.75 201.00 +1.00 26 281 +0
Dec16 160520 217.25 217.25 215.50 215.75 +0.75 35 1,625 +12
Mar17 160520 226.75 226.75 225.00 225.00 +1.00 0 138 +0
Total Volume and Open Interest 904 9,861 -377
Rough Rice(CBOT)
May16 160513 11.48 11.48 11.48 11.48 -0.11 1 10 +0
Jul16 160520 11.80 11.82 11.71 11.77 -0.07 592 7,490 -91
Sep16 160520 11.98 11.99 11.90 11.95 -0.07 294 1,842 +31
Nov16 160520 12.15 12.16 12.13 12.13 -0.06 22 525 -7
Total Volume and Open Interest 908 9,939 -67
Live Cattle(CME)
Jun16 160520 121.385 121.480 120.400 121.050 -0.500 18,861 63,217 -3,557
Aug16 160520 118.080 118.180 116.730 117.450 -0.880 15,395 105,044 +1,857
Oct16 160520 117.550 117.850 116.500 117.100 -0.730 9,232 56,321 +667
Dec16 160520 117.635 117.950 116.700 117.385 -0.400 3,677 27,841 +822
Feb17 160520 116.730 116.900 115.900 116.600 -0.080 795 8,958 +60
Apr17 160520 115.035 115.635 114.750 115.400 +0.050 365 5,529 +3
Total Volume and Open Interest 48,500 268,240 -74
Feeder Cattle(CME)
May16 160520 148.000 148.950 147.750 148.630 +0.345 635 3,182 -209
Aug16 160520 148.485 148.800 146.830 147.935 -0.165 2,809 24,082 +91
Sep16 160520 146.250 146.800 144.900 146.035 -0.115 492 4,002 +78
Oct16 160520 144.250 144.750 142.935 144.080 -0.105 475 5,108 +106
Nov16 160520 140.035 141.000 139.435 140.700 +0.100 240 3,431 -45
Jan17 160520 135.880 136.130 134.700 135.950 +0.070 29 509 +4
Mar17 160520 132.900 133.380 132.650 132.985 -0.145 4 109 +2
Total Volume and Open Interest 4,684 40,423 +27
Lean Hogs(CME)
Jun16 160520 80.250 80.350 79.700 79.850 -0.580 12,999 40,256 -2,964
Jul16 160520 80.950 80.950 80.135 80.250 -0.830 8,745 59,404 +772
Aug16 160520 80.285 80.300 79.580 79.750 -0.680 5,190 47,799 +1,085
Oct16 160520 68.830 68.900 68.200 68.430 -0.520 2,263 48,982 +32
Dec16 160520 64.100 64.100 63.300 63.830 -0.370 1,472 29,799 +329
Feb17 160520 66.950 67.135 66.535 66.975 -0.205 458 10,097 +76
Apr17 160520 69.900 70.080 69.650 69.900 -0.385 297 5,223 +147
May17 160520 74.135 74.135 74.135 74.135 -0.365 0 82 +0
Total Volume and Open Interest 31,431 242,323 -519
Class III Milk(CME)
May16 160520 12.81 12.82 12.80 12.82 +0.02 122 4,462 -35
Jun16 160520 12.36 12.51 12.25 12.48 +0.18 281 5,017 +131
Jul16 160520 12.87 13.03 12.70 12.93 +0.13 150 4,705 +59
Aug16 160520 13.61 13.77 13.43 13.64 +0.07 88 4,258 +33
Sep16 160520 14.34 14.45 14.28 14.45 +0.16 25 3,308 +14
Oct16 160520 14.68 14.80 14.67 14.73 +0.14 28 2,581 +3
Nov16 160520 14.83 14.87 14.78 14.87 +0.14 22 2,503 +13
Dec16 160520 14.90 14.95 14.85 14.95 +0.12 29 2,401 +10
Jan17 160520 15.00 15.05 14.97 14.98 +0.01 0 764 +0
Feb17 160520 15.15 15.15 15.10 15.11 +0.06 0 758 +0
Mar17 160520 15.32 15.32 15.32 15.32 +0.05 4 694 +3
Apr17 160520 15.40 15.40 15.38 15.38 +0.05 8 522 +5
May17 160520 15.39 15.39 15.39 15.39 +0.05 11 363 +6
Total Volume and Open Interest 770 33,337 +242
Cocoa(ICE)
Jul16 160520 2910 2926 2894 2912 +19 20,632 84,298 -1,492
Sep16 160520 2919 2937 2907 2924 +20 8,818 64,936 +1,030
Dec16 160520 2910 2925 2895 2913 +19 5,536 43,013 +348
Mar17 160520 2894 2908 2876 2893 +16 2,631 38,019 -243
May17 160520 2888 2898 2887 2887 +16 579 6,260 +243
Jul17 160520 2889 2894 2880 2880 +15 117 1,887 -33
Sep17 160520 2884 2889 2874 2874 +15 63 3,287 +11
Total Volume and Open Interest 38,463 241,959 -143
Coffee "C"(ICE)
May16 160518 128.85 129.65 128.15 129.30 -2.55 12 5 -13
Jul16 160520 124.75 125.95 124.25 124.70 +0.75 21,985 87,460 -1,111
Sep16 160520 126.50 127.80 126.20 126.65 +0.75 10,433 44,657 +367
Dec16 160520 129.30 130.50 129.00 129.40 +0.70 6,461 26,700 -77
Mar17 160520 132.00 133.25 131.80 132.10 +0.70 2,663 11,959 -223
May17 160520 133.65 134.80 133.40 133.75 +0.70 207 6,352 +73
Total Volume and Open Interest 41,894 186,523 -961
Orange Juice(ICE)
Jul16 160520 148.25 150.40 147.80 150.10 +1.50 483 9,401 -57
Sep16 160520 148.10 149.90 148.00 149.75 +1.50 86 2,395 +60
Nov16 160520 148.25 149.55 148.25 149.55 +1.60 18 1,159 -2
Jan17 160520 148.60 149.50 148.60 149.50 +1.40 22 235 +22
Mar17 160520 149.65 149.65 149.65 149.65 +1.30      
May17 160520 149.80 149.80 149.80 149.80 +1.30      
Total Volume and Open Interest 609 13,190 +23
Sugar #11(ICE)
Jul16 160520 16.67 17.29 16.59 17.07 +0.37 56,496 386,756 +343
Oct16 160520 16.97 17.50 16.88 17.33 +0.34 20,898 233,473 +2,984
Mar17 160520 17.47 17.91 17.38 17.77 +0.29 11,014 138,777 +776
May17 160520 17.12 17.53 17.08 17.40 +0.24 3,136 24,321 +149
Jul17 160520 16.80 17.16 16.75 17.04 +0.20 1,288 30,668 +98
Oct17 160520 16.66 16.92 16.56 16.83 +0.17 560 21,077 +90
Mar18 160520 16.68 16.93 16.65 16.86 +0.13 159 9,750 +36
May18 160520 16.40 16.61 16.40 16.54 +0.08 8 2,173 +6
Total Volume and Open Interest 93,560 852,561 +4,483
London Cocoa(LCE)
Jul16 160520 2125 2152 2124 2148 +28 15,375 103,013 -3,086
Sep16 160520 2111 2132 2108 2129 +25 14,483 60,965 +237
Dec16 160520 2080 2098 2075 2095 +23 10,402 56,754 -199
Mar17 160520 2046 2062 2044 2059 +22 6,159 43,791 -640
May17 160520 2040 2053 2037 2049 +22 1,641 10,052 -11
Jul17 160520 2038 2045 2033 2045 +23 193 1,636 +0
Sep17 160520 2037 2039 2036 2039 +24 121 484 +29
Total Volume and Open Interest 48,444 276,791 -3,637
London Sugar(LCE)
Aug16 160520 473.50 486.40 470.90 481.20 +7.70 7,242 55,531 +324
Oct16 160520 472.40 485.60 471.30 481.00 +7.60 4,409 18,603 +244
Dec16 160520 472.10 484.40 471.30 480.60 +7.30 1,233 13,076 +197
Mar17 160520 472.00 484.20 471.30 480.40 +7.30 1,023 9,767 +55
May17 160520 468.80 477.70 468.20 476.20 +6.40 98 2,363 -15
Total Volume and Open Interest 14,090 101,954 +836
Cotton(ICE)
Jul16 160520 61.22 62.07 61.07 61.67 +0.60 16,511 99,270 -2,234
Oct16 160520 62.13 62.23 62.11 62.11 +0.36 4 51 +0
Dec16 160520 60.86 61.59 60.83 61.33 +0.47 5,604 74,018 +1,189
Mar17 160520 61.28 61.83 61.20 61.60 +0.37 304 9,871 -105
May17 160520 61.81 62.19 61.81 62.01 +0.34 33 2,371 -19
Jul17 160520 62.18 62.38 62.18 62.38 +0.31 28 2,061 +6
Total Volume and Open Interest 22,509 189,600 -1,163
Lumber(CME)
Jul16 160520 311.0 311.1 307.1 307.3 -2.1 513 4,529 +15
Sep16 160520 314.4 317.7 313.3 314.0 -1.7 147 963 +92
Nov16 160520 312.5 312.6 312.5 312.5 unch 6 73 +1
Jan17 160520 320.4 320.4 320.4 320.4 unch 2 12 +2
Total Volume and Open Interest 668 5,606 +110
Crude Oil(NYM)
Jun16 160520 48.20 48.79 47.44 47.75 -0.41 343,184 70,338 -38,126
Jul16 160520 48.72 49.29 47.95 48.41 -0.26 522,016 518,172 +9,053
Aug16 160520 49.11 49.67 48.37 48.87 -0.21 71,942 138,911 +3,183
Sep16 160520 49.47 49.99 48.72 49.22 -0.20 42,056 122,673 +336
Oct16 160520 50.14 50.20 49.02 49.53 -0.20 21,458 66,636 +1,023
Nov16 160520 50.31 50.46 49.30 49.83 -0.19 14,290 53,586 +1,781
Dec16 160520 50.35 50.73 49.55 50.06 -0.20 68,266 217,744 +2,078
Jan17 160520 50.65 50.84 50.00 50.22 -0.20 6,988 38,403 +215
Feb17 160520 50.88 50.88 49.83 50.31 -0.21 3,521 26,691 +825
Mar17 160520 50.97 50.97 49.96 50.38 -0.21 5,527 47,417 +203
Apr17 160520 50.95 50.95 50.18 50.44 -0.21 1,953 14,366 -14
May17 160520 50.34 50.58 50.34 50.49 -0.21 1,236 14,359 +209
Jun17 160520 50.86 51.06 50.08 50.54 -0.21 13,750 62,708 +1,162
Jul17 160520 50.57 50.76 50.30 50.56 -0.21 1,587 14,677 +455
Aug17 160520 50.49 50.85 50.49 50.59 -0.21 454 10,146 +23
Sep17 160520 50.63 50.63 50.63 50.63 -0.21 2,211 26,117 +506
Total Volume and Open Interest 1,157,861 1,681,256 -17,724
e-miNY Crude Oil(NYM)
Jul16 160520 48.725 49.300 47.950 48.400 -0.275 5,260 1,691 +477
Aug16 160520 49.200 49.650 48.425 48.875 -0.200 159 174 -10
Sep16 160520 49.650 49.900 48.875 49.225 -0.200 36 131 -6
Oct16 160520 49.900 49.900 49.525 49.525 -0.200 4 68 +2
Nov16 160520 49.500 49.825 49.500 49.825 -0.200 1 21 +0
Dec16 160520 50.050 50.050 50.050 50.050 -0.200 27 291 -3
Jan17 160520 49.800 50.225 49.800 50.225 -0.200 4 14 +0
Feb17 160520 50.300 50.300 50.300 50.300 -0.225 0 10 +0
Mar17 160520 50.375 50.375 50.375 50.375 -0.225 0 12 +0
Apr17 160520 50.450 50.450 50.450 50.450 -0.200 2 0 -2
Total Volume and Open Interest 21,390 4,687 -111
NY Harbor ULSD(NYM)
Jun16 160520 147.38 150.15 146.80 149.00 +1.12 81,367 51,591 -11,297
Jul16 160520 147.96 150.28 147.25 149.21 +0.82 70,513 103,456 +7,826
Aug16 160520 148.74 150.59 147.84 149.65 +0.56 40,742 44,708 +985
Sep16 160520 150.57 151.35 148.93 150.58 +0.36 25,222 36,674 -178
Oct16 160520 151.64 152.32 150.07 151.68 +0.25 12,030 21,221 +845
Nov16 160520 152.53 153.32 151.33 152.89 +0.23 6,703 18,368 +725
Dec16 160520 153.76 154.41 152.24 153.93 +0.23 20,014 48,981 -2,046
Jan17 160520 153.78 155.32 153.35 154.89 +0.23 3,308 17,672 +111
Feb17 160520 155.39 155.82 155.31 155.31 +0.20 1,444 7,063 +156
Mar17 160520 154.73 155.59 153.46 155.05 +0.14 1,326 6,887 +287
Apr17 160520 153.85 154.91 153.85 154.32 +0.08 960 3,348 -16
May17 160520 154.60 155.00 154.43 154.43 +0.02 872 2,468 +44
Jun17 160520 154.65 155.54 153.49 154.89 -0.03 1,704 9,433 +419
Jul17 160520 156.10 156.10 155.64 155.64 -0.07 276 1,393 +9
Total Volume and Open Interest 267,831 397,084 -2,060
RBOB Gasoline(NYM)
Jun16 160520 162.72 164.10 160.92 163.56 +0.17 55,876 58,411 -5,962
Jul16 160520 163.11 164.75 161.33 164.12 +0.13 59,677 121,087 +5,651
Aug16 160520 162.99 164.01 160.74 163.38 +0.10 33,020 44,994 -1,637
Sep16 160520 161.68 161.68 158.62 160.96 +0.02 22,281 51,513 +386
Oct16 160520 146.85 147.26 144.69 146.92 +0.08 15,904 33,999 +1,894
Nov16 160520 143.29 143.75 140.90 143.14 +0.07 8,774 22,942 +594
Dec16 160520 141.48 141.51 138.78 140.83 +0.02 11,894 39,275 -767
Jan17 160520 139.94 140.79 139.70 140.56 -0.01 1,249 7,996 -87
Feb17 160520 141.00 141.59 140.95 141.48 -0.07 503 1,846 +107
Mar17 160520 141.79 143.45 141.47 143.23 -0.13 374 3,484 +41
Total Volume and Open Interest 211,822 417,582 +811
e-miNY RBOB Gasoline(NYM)
Jun16 160520 163.60 163.60 163.56 163.60 +0.20 1 1 +0
Jul16 160520 164.10 164.12 164.10 164.10 +0.10      
Aug16 160520 163.40 163.40 163.38 163.40 +0.10      
Sep16 160520 161.00 161.00 160.96 161.00 +0.10      
Total Volume and Open Interest 1 1 +0
Natural Gas(NYM)
Jun16 160520 2.037 2.074 2.015 2.062 +0.023 129,144 99,044 -17,486
Jul16 160520 2.185 2.235 2.175 2.207 +0.012 98,290 313,294 +18,152
Aug16 160520 2.276 2.320 2.259 2.284 +0.006 29,934 84,353 +6,371
Sep16 160520 2.314 2.366 2.305 2.329 +0.006 22,640 113,714 +342
Oct16 160520 2.388 2.442 2.384 2.409 +0.010 24,959 118,435 +2,352
Nov16 160520 2.584 2.634 2.581 2.610 +0.018 5,913 49,915 +79
Dec16 160520 2.870 2.924 2.870 2.901 +0.023 5,637 46,899 +5
Jan17 160520 3.012 3.056 3.005 3.033 +0.021 16,121 78,488 -428
Feb17 160520 3.010 3.048 3.008 3.024 +0.020 3,536 20,342 +403
Mar17 160520 2.969 3.003 2.966 2.978 +0.018 8,613 45,203 +1,716
Apr17 160520 2.776 2.804 2.765 2.776 +0.011 6,964 45,424 -585
May17 160520 2.764 2.790 2.751 2.763 +0.011 2,169 14,204 +82
Jun17 160520 2.800 2.814 2.780 2.793 +0.012 425 6,998 +78
Jul17 160520 2.844 2.844 2.818 2.829 +0.011 436 7,025 +93
Aug17 160520 2.854 2.854 2.828 2.840 +0.011 338 5,048 +28
Sep17 160520 2.847 2.847 2.823 2.835 +0.010 374 2,924 +27
Total Volume and Open Interest 356,450 1,097,817 +11,143
Brent Crude Oil(ICE)
Jul16 160520 48.90 49.39 48.07 48.72 -0.09 319,810 282,715 -26,692
Aug16 160520 49.42 49.89 48.61 49.27 -0.07 191,820 328,662 +21,111
Sep16 160520 49.75 50.30 49.05 49.68 -0.09 104,455 295,881 +1,379
Oct16 160520 50.20 50.60 49.39 50.00 -0.10 43,612 129,574 +677
Nov16 160520 50.44 50.84 49.66 50.27 -0.09 27,341 126,963 +1,945
Dec16 160520 50.74 51.13 49.98 50.59 -0.07 93,358 320,211 +5,528
Jan17 160520 51.24 51.35 50.25 50.84 -0.06 7,719 58,571 +362
Feb17 160520 51.28 51.44 50.46 51.04 -0.06 6,075 51,595 +277
Mar17 160520 51.62 51.73 50.66 51.23 -0.07 14,620 56,269 +3,276
Apr17 160520 51.45 51.45 51.26 51.40 -0.08 1,286 19,772 +99
May17 160520 51.54 51.54 51.54 51.54 -0.09 715 21,884 +173
Jun17 160520 52.04 52.19 51.14 51.68 -0.10 17,881 83,502 -1,852
Jul17 160520 51.85 51.85 51.85 51.85 -0.11 657 17,577 +33
Aug17 160520 51.99 51.99 51.99 51.99 -0.12 817 14,459 -4
Total Volume and Open Interest 865,200 2,226,998 +4,947
Gas Oil(ICE)
Jun16 160520 437.50 443.25 434.50 440.75 +11.25 95,621 109,137 -11,819
Jul16 160520 437.25 443.75 435.50 441.50 +10.75 116,254 122,053 -2,199
Aug16 160520 441.25 445.25 437.75 443.25 +10.25 66,189 71,977 +12,764
Sep16 160520 443.25 448.00 440.50 446.00 +9.50 29,658 44,678 +989
Oct16 160520 447.00 451.25 444.25 449.50 +9.00 20,050 47,307 -30
Nov16 160520 449.25 453.25 446.75 451.50 +8.50 13,047 27,546 -7
Dec16 160520 451.25 455.50 448.00 453.00 +8.00 38,785 86,385 -1,581
Jan17 160520 455.75 457.00 450.75 455.50 +7.75 4,542 24,413 +397
Feb17 160520 458.25 460.00 453.25 458.00 +7.50 3,330 13,093 +446
Mar17 160520 460.00 461.50 455.25 460.00 +7.50 3,137 19,997 -47
Total Volume and Open Interest 403,966 723,564 -423
Ethanol(CBOT)
Jun16 160520 1.601 1.614 1.601 1.606 +0.009 374 1,283 -165
Jul16 160520 1.602 1.612 1.599 1.603 +0.010 728 1,668 +49
Aug16 160520 1.590 1.600 1.590 1.594 +0.010 136 303 +11
Sep16 160520 1.580 1.580 1.580 1.580 +0.010 61 713 +23
Oct16 160520 1.558 1.558 1.558 1.558 +0.010 21 203 +9
Nov16 160520 1.532 1.532 1.532 1.532 +0.010 0 193 +0
Dec16 160520 1.508 1.508 1.508 1.508 +0.009 0 727 +0
Jan17 160520 1.491 1.491 1.491 1.491 +0.008 0 110 +0
Total Volume and Open Interest 1,320 5,200 -73
WTI Crude Oil(ICE)
Jul16 160520 48.82 49.28 47.96 48.41 -0.26 81,367 81,684 +2,838
Aug16 160520 49.40 49.66 48.38 48.87 -0.21 33,084 46,054 +3,260
Sep16 160520 49.73 49.97 48.74 49.22 -0.20 18,666 31,084 -284
Oct16 160520 50.03 50.19 49.03 49.53 -0.20 8,171 10,014 -297
Nov16 160520 50.30 50.44 49.34 49.83 -0.19 4,911 13,244 -888
Dec16 160520 50.50 50.64 49.58 50.06 -0.20 13,551 72,908 -1,098
Jan17 160520 50.35 50.35 50.06 50.22 -0.20 1,167 7,652 +213
Feb17 160520 50.14 50.31 50.14 50.31 -0.21 528 5,106 +70
Mar17 160520 50.50 50.55 50.38 50.38 -0.21 825 5,242 +128
Apr17 160520 50.44 50.44 50.44 50.44 -0.21 189 3,241 -1
May17 160520 50.49 50.49 50.49 50.49 -0.21 135 1,345 +5
Jun17 160520 50.90 50.90 50.14 50.54 -0.21 943 26,162 -17
Jul17 160520 50.56 50.56 50.56 50.56 -0.21 14 1,567 +4
Aug17 160520 50.59 50.59 50.59 50.59 -0.21 31 541 -27
Sep17 160520 50.63 50.63 50.63 50.63 -0.21 59 4,250 +40
Oct17 160520 50.70 50.70 50.70 50.70 -0.21 27 1,238 +3
Total Volume and Open Interest 214,805 424,278 -13,845
US Dollar Index(ICE)
Jun16 160520 95.295 95.465 95.180 95.342 +0.048 24,264 59,733 -1,694
Sep16 160520 95.370 95.515 95.240 95.382 +0.037 901 3,139 -80
Dec16 160520 95.405 95.530 95.270 95.418 +0.033 107 595 +68
Total Volume and Open Interest 25,277 63,709 -1,703
Australian Dollar(CME)
Jun16 160520 72.18 72.43 72.05 72.14 -0.01 128,243 110,739 -802
Sep16 160520 71.95 72.18 71.82 71.90 -0.01 460 2,616 +65
Dec16 160520 71.70 71.85 71.70 71.70 -0.01 0 19 +0
Total Volume and Open Interest 128,703 113,382 -737
British Pound(CME)
Jun16 160520 146.04 146.14 144.86 145.06 -1.12 145,690 237,496 +548
Sep16 160520 146.08 146.22 144.97 145.15 -1.12 5,716 5,570 +3,668
Dec16 160520 145.30 145.30 145.16 145.30 -1.11 100 195 -40
Total Volume and Open Interest 151,516 243,344 +4,186
Canadian Dollar(CME)
Jun16 160520 76.34 76.52 75.97 76.12 -0.24 79,262 120,927 +2,150
Sep16 160520 76.37 76.48 75.99 76.13 -0.24 867 3,063 +131
Dec16 160520 76.40 76.48 76.00 76.15 -0.23 113 2,453 +71
Mar17 160520 76.19 76.50 76.06 76.17 -0.23 0 168 +0
Total Volume and Open Interest 80,261 126,741 +2,371
Japanese Yen(CME)
Jun16 160520 91.00 91.07 90.47 90.76 -0.27 128,262 161,538 +4,418
Sep16 160520 91.29 91.36 90.78 91.06 -0.27 1,541 2,406 +826
Dec16 160520 91.43 91.43 91.18 91.43 -0.27 7 125 +3
Total Volume and Open Interest 129,811 164,156 +5,247
Swiss Franc(CME)
Jun16 160520 101.04 101.14 100.81 101.01 -0.06 23,307 46,947 +2,403
Sep16 160520 101.48 101.60 101.29 101.48 -0.07 29 189 +17
Dec16 160520 101.99 101.99 101.92 101.99 -0.07 0 23 +0
Total Volume and Open Interest 23,336 47,174 +2,420
EuroFX(CME)
Jun16 160520 112.08 112.44 112.03 112.26 +0.18 181,767 341,439 +4,339
Sep16 160520 112.45 112.81 112.42 112.63 +0.17 1,535 10,372 +307
Dec16 160520 112.98 113.17 112.84 113.04 +0.18 82 1,240 +21
Total Volume and Open Interest 183,591 354,381 +4,822
Mexican Peso(CME)
Jun16 160520 541.00 544.25 540.38 544.00 +4.63 48,373 95,954 -510
Jul16 160520 541.88 541.88 541.88 541.88 +4.63      
Total Volume and Open Interest 49,844 135,735 +930
Brazilian Real(CME)
Jun16 160520 278.50 283.45 278.50 282.80 +4.25 428 27,270 +37
Jul16 160520 280.00 280.50 280.00 280.50 +4.65 3 68 -1
Aug16 160520 278.10 278.10 278.10 278.10 +4.35 0 52 +0
Sep16 160520 275.10 275.10 275.10 275.10 +3.95 0 79 +0
Total Volume and Open Interest 431 27,489 +36
30-Year T-Bonds(CBOT)
Jun16 160520 164~050 164~170 163~180 164~080 -0~030 373,868 517,806 -8,982
Sep16 160520 162~240 163~060 162~060 162~280 -0~030 5,407 8,769 +1,544
Dec16 160520 161~200 161~200 161~200 161~200 -0~030 3 3 +3
Total Volume and Open Interest 379,278 526,578 -7,435
10-Year T-Notes(CBOT)
Jun16 160520 129~205 129~255 129~160 129~225 +0~010 1,932,669 2,647,545 -48,302
Sep16 160520 129~165 129~225 129~125 129~190 +0~015 128,283 132,623 +47,977
Dec16 160520 128~310 128~310 128~310 128~310 +0~015      
Total Volume and Open Interest 2,060,952 2,780,168 -325
5-Year T-Notes(CBOT)
Jun16 160520 120~142 120~164 120~106 120~144 +0~002 1,195,991 2,386,785 -49,697
Sep16 160520 120~016 120~036 119~300 120~016 +0~002 117,909 219,752 +38,430
Dec16 160520 120~002 120~002 120~002 120~002 +0~002      
Total Volume and Open Interest 1,313,900 2,606,537 -11,267
2 Year T-Notes(CBOT)
Jun16 160520 109~022 109~030 109~012 109~020 -0~004 439,244 1,040,934 -7,179
Sep16 160520 108~302 108~310 108~290 108~302 -0~002 35,830 99,840 +15,844
Dec16 160520 108~286 108~286 108~286 108~286 -0~002      
Total Volume and Open Interest 475,074 1,140,774 +8,665
Eurodollars(CME)
Jun16 160520 99.272 99.280 99.262 99.272 -0.003 567,005 1,163,522 -26,492
Sep16 160520 99.150 99.160 99.135 99.145 -0.005 553,538 1,127,051 -18,615
Dec16 160520 99.045 99.060 99.030 99.040 -0.005 522,029 1,390,720 -37,890
Mar17 160520 98.970 98.985 98.955 98.970 -0.005 364,329 889,589 -6,243
Jun17 160520 98.905 98.915 98.885 98.900 -0.005 386,167 904,606 -10,996
Sep17 160520 98.835 98.850 98.815 98.835 -0.005 316,086 726,846 -12,225
Dec17 160520 98.765 98.780 98.745 98.760 -0.010 458,814 1,066,148 +11,290
Mar18 160520 98.710 98.730 98.690 98.710 -0.005 258,593 489,744 -20,145
Jun18 160520 98.660 98.670 98.635 98.655 -0.005 216,583 431,840 -19,422
Sep18 160520 98.600 98.620 98.580 98.600 -0.005 170,517 366,138 -711
Dec18 160520 98.540 98.555 98.520 98.540 -0.005 166,030 522,627 +7,658
Mar19 160520 98.500 98.515 98.475 98.500 unch 124,686 286,833 -11,650
Jun19 160520 98.445 98.465 98.425 98.450 unch 75,759 264,361 -879
Sep19 160520 98.395 98.420 98.370 98.400 unch 66,994 191,631 +3,895
Dec19 160520 98.335 98.360 98.315 98.345 +0.005 69,652 218,725 +8,141
Mar20 160520 98.290 98.320 98.275 98.300 +0.005 52,603 119,812 +1,266
Jun20 160520 98.245 98.270 98.225 98.255 +0.010 39,865 64,935 +1,522
Sep20 160520 98.195 98.220 98.175 98.210 +0.010 42,390 60,006 +2,752
Total Volume and Open Interest 4,552,204 10,576,504 -128,726
Ultra T-Bond(CBOT)
Jun16 160520 172~13 172~28 171~22 172~16 -0~05 118,365 616,730 -8,828
Sep16 160520 174~21 175~03 173~28 174~23 -0~04 17,320 22,058 +13,949
Dec16 160520 174~01 174~01 174~01 174~01 -0~04      
Total Volume and Open Interest 135,685 638,788 +5,121
Ultra 10-Yr T-Note(CBOT)
Jun16 160520 140~025 140~085 139~275 140~035 -0~005 80,751 139,402 +1,282
Sep16 160520 140~155 140~250 140~150 140~200 -0~010 902 1,190 +329
Dec16 160520 140~200 140~200 140~200 140~200 -0~010      
Total Volume and Open Interest 81,653 140,592 +1,611
30 Day Federal Funds(CBOT)
May16 160520 99.635 99.635 99.635 99.635 -0.002 7,891 115,627 -1,463
Jun16 160520 99.595 99.600 99.590 99.595 unch 35,076 88,319 +7,688
Jul16 160520 99.550 99.560 99.545 99.555 unch 111,627 250,472 +1,112
Aug16 160520 99.480 99.490 99.470 99.485 -0.005 73,316 145,473 -11,826
Sep16 160520 99.465 99.470 99.455 99.465 -0.005 16,955 33,683 +42
Oct16 160520 99.425 99.435 99.420 99.430 -0.005 23,734 92,319 -861
Total Volume and Open Interest 316,225 934,889 -2,529
3-Mth Euro-Yen(CME)
Jun16 160520 99.990 99.990 99.990 99.990 unch      
Sep16 160520 99.990 99.990 99.990 99.990 unch      
Dec16 160520 99.990 99.990 99.990 99.990 unch      
Mar17 160520 99.990 99.990 99.990 99.990 unch      
Jun17 160520 99.990 99.990 99.990 99.990 unch      
Sep17 160520 99.990 99.990 99.990 99.990 unch      
Dec17 160520 99.990 99.990 99.990 99.990 unch      
Mar18 160520 99.995 99.995 99.995 99.995 unch      
Jun18 160520 99.855 99.855 99.855 99.855 unch      
Sep18 160520 99.715 99.715 99.715 99.715 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun16 160519 99.99 99.99 99.99 99.99 unch      
Sep16 160519 99.99 99.99 99.99 99.99 unch      
Dec16 160519 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160519 99.99 99.99 99.99 99.99 unch      
Jun17 160519 99.99 99.99 99.99 99.99 unch      
Sep17 160519 99.99 99.99 99.99 99.99 unch      
Dec17 160519 99.99 99.99 99.99 99.99 unch      
Mar18 160519 100.00 100.00 100.00 100.00 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Jun16 160519 151.80 151.81 151.45 151.49 -0.33 421 17,968 +86
Sep16 160519 151.17 151.17 151.17 151.17 -0.33 0 1 +0
Dec16 160519 151.17 151.17 151.17 151.17 -0.33      
Total Volume and Open Interest 421 17,969 +86
Euro-Buxl(EUREX)
Jun16 160520 167.76 168.08 166.94 167.40 -0.36 40,602 136,633 -18,938
Sep16 160520 176.18 176.18 176.18 176.18 -0.42 340 392 +287
Dec16 160520 176.18 176.18 176.18 176.18 -0.42      
Total Volume and Open Interest 40,942 162,175 +6,499
Euro-Bund(EUREX)
Jun16 160520 163.66 163.75 163.33 163.56 -0.05 714,864 1,338,693 -256,718
Sep16 160520 162.72 162.72 162.40 162.54 -0.05 18,535 153,509 +2,652
Dec16 160520 160.03 160.03 160.03 160.03 +0.09      
Total Volume and Open Interest 733,399 1,851,232 +104,964
Euro-Bobl(EUREX)
Jun16 160520 131.31 131.32 131.22 131.26 -0.03 442,790 1,088,064 -139,836
Sep16 160520 132.14 132.15 132.13 132.15 -0.04 9,984 52,170 -1,177
Dec16 160520 131.26 131.26 131.26 131.26 -0.03 0 1 +0
Total Volume and Open Interest 452,774 1,298,265 +17,017
Euro-Schatz(EUREX)
Jun16 160520 111.81 111.82 111.80 111.82 +0.01 186,034 863,041 -121,326
Sep16 160520 111.76 111.76 111.76 111.76 +0.00 9,178 73,932 -3,600
Dec16 160520 111.76 111.76 111.76 111.76 +0.00      
Total Volume and Open Interest 195,212 1,070,946 +9,047
3-Mth Euribor(EUREX)
Jun16 160520 100.260 100.260 100.260 100.260 +0.005 20 11,758 +8
Sep16 160520 100.270 100.270 100.270 100.270 unch 52 6,353 +15
Dec16 160520 100.280 100.280 100.280 100.280 unch 53 2,618 -34
Total Volume and Open Interest 239 64,209 +31
Long Gilt(LIFFE)
Jun16 160520 121~06 121~07 120~25 120~30 -0~08 243,238 498,387 +7,014
Sep16 160520 122~26 122~26 122~15 122~18 -0~08 1,196 1,137 +1,119
Total Volume and Open Interest 244,434 499,524 +8,133
3-Mth Short Sterling(LIFFE)
Jun16 160520 99.40 99.41 99.40 99.40 unch 24,103 355,031 +24
Sep16 160520 99.41 99.42 99.40 99.41 unch 62,497 403,541 +3,282
Dec16 160520 99.39 99.41 99.38 99.39 unch 81,458 435,316 -11,173
Mar17 160520 99.36 99.37 99.34 99.35 -0.01 77,122 335,193 +12,844
Jun17 160520 99.31 99.33 99.29 99.30 -0.01 77,793 322,422 +9,340
Sep17 160520 99.26 99.27 99.23 99.24 -0.02 75,539 279,493 +4,767
Total Volume and Open Interest 673,594 3,218,894 +25,046
3-Mth Euribor(LIFFE)
Jun16 160520 100.255 100.260 100.255 100.260 +0.005 20,579 543,089 -4,516
Sep16 160520 100.265 100.270 100.265 100.270 +0.005 29,296 391,797 -4,811
Dec16 160520 100.280 100.285 100.275 100.280 +0.005 32,880 487,271 -10,577
Total Volume and Open Interest 321,031 3,429,229 -21,689
3-Mth Aus T-Bills(SFE)
Jun16 160520 98.01 98.02 98.00 98.02 +0.01 23,093 156,490 -10,438
Sep16 160520 98.12 98.15 98.12 98.13 unch 35,804 207,894 -1,536
Dec16 160520 98.20 98.23 98.19 98.21 +0.01 27,777 181,166 +38
Mar17 160520 98.23 98.27 98.23 98.25 +0.01 18,658 134,906 -374
Jun17 160520 98.25 98.28 98.24 98.25 unch 9,799 95,042 -442
Sep17 160520 98.23 98.27 98.23 98.25 +0.01 5,237 72,546 +215
Dec17 160520 98.21 98.24 98.20 98.23 +0.02 2,785 50,762 -87
Mar18 160520 98.19 98.21 98.19 98.21 +0.02 1,635 27,010 +518
Jun18 160520 98.15 98.18 98.15 98.17 +0.02 67 15,346 +10
Sep18 160520 98.13 98.13 98.13 98.13 +0.02 42 3,355 +0
Total Volume and Open Interest 124,903 949,001 -12,090
10-Year Aus T-Bonds(SFE)
Jun16 160520 97.66 97.72 97.65 97.70 +0.04 114,932 881,306 +7,565
Sep16 160520 97.70 97.70 97.70 97.70 +0.04      
Total Volume and Open Interest 114,932 881,306 +7,565
3-Year Aus T-Bonds(SFE)
Jun16 160520 98.38 98.42 98.38 98.40 +0.02 212,806 789,017 +15,205
Sep16 160520 98.40 98.40 98.40 98.40 +0.02      
Total Volume and Open Interest 212,806 789,017 +15,205
Gold(CMX)
Jun16 160520 1256.3 1261.2 1249.6 1252.9 -1.9 233,583 304,683 -16,523
Aug16 160520 1258.6 1264.1 1252.7 1256.0 -1.6 28,410 179,910 +9,222
Oct16 160520 1262.3 1265.5 1255.6 1258.6 -1.4 5,025 25,381 +1,728
Dec16 160520 1264.7 1269.2 1257.8 1261.2 -1.2 6,861 42,074 +989
Feb17 160520 1267.2 1269.6 1261.4 1263.6 -1.1 378 6,510 +111
Apr17 160520 1269.2 1269.2 1265.8 1265.8 -0.9 113 3,248 +50
Jun17 160520 1269.0 1269.6 1265.3 1267.9 -0.8 258 11,381 +11
Aug17 160520 1269.9 1269.9 1269.9 1269.9 -0.7 1 128 -1
Oct17 160520 1271.9 1271.9 1271.9 1271.9 -0.6 51 632 +0
Dec17 160520 1279.0 1279.0 1273.1 1273.8 -0.5 53 7,534 -14
Feb18 160520 1275.6 1275.6 1275.6 1275.6 -0.5 2 0 +0
Total Volume and Open Interest 275,252 590,700 -4,377
Silver(CMX)
May16 160520 1646.5 1651.9 1646.5 1651.9 +4.0 78 727 -2
Jul16 160520 1650.0 1667.5 1643.5 1653.2 +3.9 61,958 137,790 -2,959
Sep16 160520 1656.0 1670.5 1650.0 1658.0 +4.0 1,047 23,669 +288
Dec16 160520 1666.5 1678.5 1655.5 1664.3 +4.2 1,472 32,142 +189
Mar17 160520 1680.0 1680.0 1670.0 1670.7 +4.4 57 3,612 +6
May17 160520 1674.6 1674.6 1674.6 1674.6 +4.5 0 173 +0
Jul17 160520 1680.5 1680.5 1678.6 1678.6 +4.6 2 2,358 +2
Total Volume and Open Interest 64,768 204,929 -2,465
Platinum(NYMEX)
Jul16 160520 1015.4 1031.1 1015.0 1023.3 +10.0 11,478 60,311 +187
Oct16 160520 1021.4 1030.9 1020.0 1024.6 +10.0 756 6,729 +293
Jan17 160520 1026.4 1026.4 1026.4 1026.4 +10.2 1 39 +1
Apr17 160520 1028.1 1028.1 1028.1 1028.1 +10.2 0 6 +0
Total Volume and Open Interest 12,286 67,171 +482
Palladium(NYMEX)
Jun16 160520 557.35 567.30 556.45 558.90 +0.45 4,590 14,765 -658
Sep16 160520 558.75 568.40 557.90 560.35 +0.45 1,230 10,113 +754
Dec16 160520 562.60 564.95 561.25 561.25 +0.75 0 172 +0
Total Volume and Open Interest 5,821 25,073 +95
Copper(CMX)
May16 160520 207.80 208.05 205.50 205.85 -0.45 396 1,250 -136
Jul16 160520 206.35 208.60 205.15 205.55 -0.55 70,976 141,302 +3,223
Sep16 160520 206.75 209.00 205.85 206.20 -0.55 5,977 28,210 +1,578
Dec16 160520 208.20 209.60 206.45 206.85 -0.55 3,356 24,779 +234
Mar17 160520 209.40 209.60 207.15 207.40 -0.50 1,247 3,972 +231
Total Volume and Open Interest 83,645 208,347 +5,190
E-mini DJIA Index(CBOT)
Jun16 160520 17415 17547 17403 17482 +67 232,529 109,533 -163
Sep16 160520 17330 17456 17317 17392 +68 585 2,043 +226
Dec16 160520 17340 17340 17320 17320 +68 10 101 +3
Mar17 160520 17260 17260 17260 17260 +68      
Total Volume and Open Interest 233,124 111,677 +66
S & P 500(CME)
Jun16 160520 2038.80 2055.50 2037.70 2050.00 +11.30 3,964 72,664 +529
Sep16 160520 2041.80 2048.20 2041.40 2041.80 +11.40 11 1,968 +0
Dec16 160520 2034.80 2041.20 2034.40 2034.80 +11.40 0 186 +0
Mar17 160520 2028.70 2035.10 2028.30 2028.70 +11.40      
Total Volume and Open Interest 3,975 74,818 +529
S & P 500 E-Mini(Globex)
Jun16 160520 2038.75 2055.50 2037.25 2050.00 +11.25 2,085,972 2,825,083 +21,486
Sep16 160520 2030.50 2047.50 2029.50 2041.75 +11.25 8,385 39,271 +603
Dec16 160520 2023.75 2040.25 2022.50 2034.75 +11.25 449 7,972 +47
Mar17 160520 2028.75 2029.50 2028.75 2028.75 +11.50 1 59 -1
Total Volume and Open Interest 2,094,807 2,872,394 +22,135
NASDAQ 100 E-Mini(Globex)
Jun16 160520 4317.00 4379.00 4314.50 4362.30 +45.00 305,289 219,280 -3,464
Sep16 160520 4310.80 4370.00 4307.30 4354.50 +45.00 407 1,019 +83
Dec16 160520 4351.50 4354.30 4351.50 4351.50 +45.00 0 89 +0
Total Volume and Open Interest 305,696 220,394 -3,381
S&P Midcap 400(CME) e-Mini
Jun16 160520 1431.00 1450.40 1430.40 1447.80 +17.30 18,888 79,365 -453
Sep16 160520 1443.50 1443.50 1443.50 1443.50 +17.30 1 6 +0
Dec16 160520 1444.80 1444.80 1444.80 1444.80 +17.30 0 12 +0
Total Volume and Open Interest 18,889 79,383 -453
Volatility Index(CBOE)
May16 160518 15.45 15.70 15.20 15.60 +0.17 83,483 69,986 -40,058
Jun16 160520 18.00 18.05 17.25 17.33 -0.65 129,271 287,647 +9,795
Jul16 160520 19.31 19.32 18.85 18.95 -0.38 65,936 56,849 +6,296
Aug16 160520 19.80 19.81 19.45 19.58 -0.25 23,555 34,929 +1,386
Total Volume and Open Interest 253,177 433,207 +19,090
Russell 2000(ICE)
Jun16 160520 1093.50 1112.30 1093.00 1111.80 +18.80 138,466 387,199 -2,791
Sep16 160520 1093.00 1107.00 1093.00 1107.00 +19.00 8 46 +2
Dec16 160520 1103.70 1103.70 1103.70 1103.70 +19.00 0 10 +0
Total Volume and Open Interest 138,474 387,505 -2,789
Nikkei 225(CME)
Jun16 160520 16625 16830 16565 16740 +130 18,105 32,092 +15
Sep16 160520 16635 16855 16625 16775 +130 7 79 +5
Total Volume and Open Interest 18,112 32,176 +20
Nikkei 225(SGX)
Jun16 160520 16710 16750 16705 16735 +105 90,789 253,085 +296
Sep16 160520 16695 16705 16695 16705 +105 580 2,868 +276
Dec16 160520 16595 16595 16595 16595 +105 0 3,711 +0
Total Volume and Open Interest 91,370 268,098 +571
Nikkei 225(CME) Yen
Jun16 160520 16600 16810 16545 16725 +130 54,394 86,213 -926
Sep16 160520 16530 16755 16520 16680 +125 23 61 +0
Dec16 160520 16670 16670 16490 16670 +125      
Total Volume and Open Interest 54,417 86,274 -926
Nikkei 225(CME) e-Mini Yen
Jun16 160520 16650 16760 16650 16720 +120 5 84 +5
Sep16 160520 16680 16680 16680 16680 +120      
Dec16 160520 16670 16670 16670 16670 +120      
Total Volume and Open Interest 5 84 +5
CAC 40(EURONEXT)
May16 160520 4325.5 4350.0 4313.0 4343.5 +61.5 246,847 218,012 -72,968
Jun16 160520 4280.0 4308.5 4263.5 4305.5 +71.5 168,772 276,846 +107,942
Jul16 160520 4276.5 4299.0 4268.5 4297.5 +71.5 42 5,040 +27
Total Volume and Open Interest 415,661 499,938 +35,001
Hang Seng Index(HKFE)
May16 160520 19606 19948 19488 19855 +249 115,722 110,573 +2,047
Jun16 160520 19286 19643 19193 19564 +252 2,784 12,197 +1,506
Total Volume and Open Interest 119,013 126,740 +3,563
DAX(EUREX)
Jun16 160520 9896.5 9921.5 9846.0 9909.5 +115.0 103,653 122,454 -43,391
Sep16 160520 9872.5 9900.0 9846.0 9898.5 +115.0 110 1,930 -56
Dec16 160520 9864.5 9886.5 9864.5 9886.5 +113.0 1 2,938 -4
Total Volume and Open Interest 103,764 166,606 -4,167
Mini-DAX(EUREX)
Jun16 160520 9893.0 9923.0 9846.0 9909.0 +116.0 18,284 7,984 -3,184
Sep16 160520 9899.0 9907.0 9847.0 9898.0 +116.0 16 173 -15
Dec16 160520 9868.0 9894.0 9849.0 9886.0 +114.0 15 27 -2
Total Volume and Open Interest 18,315 11,373 -12
FT-SE 100(EURONEXT)
Jun16 160520 6078.50 6144.00 6073.50 6135.00 +90.50 152,869 569,253 +348
Sep16 160520 6072.00 6088.00 6053.00 6079.50 +90.50 23,669 20,769 +12,082
Dec16 160520 6046.50 6046.50 6046.50 6046.50 +90.50      
Total Volume and Open Interest 176,538 590,022 +12,430
SPI 200(SFE)
Jun16 160520 5342.0 5374.0 5310.0 5357.0 +12.0 41,092 289,746 +2,095
Sep16 160520 5289.0 5312.0 5289.0 5307.0 +12.0 114 2,630 -92
Dec16 160520 5293.0 5293.0 5293.0 5293.0 +12.0 0 2,221 +0
Total Volume and Open Interest 43,814 300,841 +4,162
FTSE MIB(ISE)
Jun16 160520 17305.00 17500.00 17280.00 17399.00 +214.00 32,665 74,608 -899
Sep16 160520 17180.00 17330.00 17160.00 17264.00 +214.00 40 319 -9
Dec16 160520 17152.00 17152.00 17152.00 17152.00 +207.00      
Total Volume and Open Interest 32,705 74,927 -908
KOSPI 200(KFE)
Jun16 160520 238.50 239.80 238.15 239.05 +0.15 144,224 111,540 +2,120
Sep16 160520 239.00 240.35 238.70 239.60 +0.05 976 7,863 -53
Dec16 160520 240.75 240.75 240.00 240.40 -0.10 16 3,366 +8
Total Volume and Open Interest 145,220 124,429 +2,078
GSCI(CME)
Jun16 160520 367.90 369.80 365.10 367.00 -0.15 154 11,849 -12
Jul16 160520 369.30 369.80 369.30 369.30 -0.15      
Aug16 160520 369.30 369.30 369.30 369.30 -0.15      
Total Volume and Open Interest 154 11,849 -12
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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