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 Thu May 26, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul16 160526 1084.75 1098.00 1073.25 1079.75 -5.75 143,916 385,408 +4,352
Aug16 160526 1080.00 1093.00 1070.25 1077.25 -4.50 21,468 48,391 +1,661
Sep16 160526 1065.50 1076.50 1055.50 1061.75 -3.75 10,228 26,240 +615
Nov16 160526 1054.00 1065.00 1044.25 1050.50 -3.75 75,412 279,012 +5,605
Jan17 160526 1047.50 1059.25 1040.50 1047.00 -1.75 7,257 24,020 +1,086
Mar17 160526 1024.25 1034.25 1020.25 1025.75 unch 5,851 43,771 +458
May17 160526 1020.00 1026.50 1016.00 1021.00 +2.00 3,782 26,156 +25
Jul17 160526 1018.00 1025.50 1015.00 1020.50 +3.25 2,606 19,772 +41
Aug17 160526 1003.00 1009.50 1003.00 1009.25 +5.75 0 242 +0
Sep17 160526 984.25 984.75 984.25 984.75 +6.75 0 112 +0
Nov17 160526 958.00 966.25 954.75 963.25 +6.00 1,601 16,285 +460
Jan18 160526 965.75 965.75 965.75 965.75 +6.00 0 97 +0
Mar18 160526 967.25 967.25 967.25 967.25 +5.50 0 38 +0
May18 160526 972.00 972.00 969.50 969.50 +6.00 0 31 +0
Total Volume and Open Interest 272,137 869,742 +14,299
Soybean Meal(CBOT)
Jul16 160526 408.00 419.80 402.40 409.60 +2.40 66,187 166,835 +1,604
Aug16 160526 391.10 399.40 387.70 393.10 +2.70 15,125 32,914 +1,438
Sep16 160526 379.80 385.30 376.10 381.40 +2.10 7,702 28,376 +510
Oct16 160526 373.10 377.40 369.30 374.90 +2.20 4,411 15,643 +240
Dec16 160526 371.30 375.40 367.00 372.90 +2.40 18,793 78,314 +651
Jan17 160526 364.70 367.30 360.50 365.40 +1.20 1,655 11,221 +165
Mar17 160526 348.50 352.20 346.10 350.80 +1.00 764 13,142 +42
May17 160526 341.70 343.70 338.50 342.40 +0.10 1,338 14,481 +254
Jul17 160526 342.10 342.20 337.00 341.00 -0.20 591 8,129 +196
Aug17 160526 334.10 335.30 334.00 335.30 +0.50 70 1,021 +24
Total Volume and Open Interest 116,847 374,204 +5,121
Soybean Oil(CBOT)
Jul16 160526 31.28 31.85 30.95 31.04 -0.30 46,522 196,533 -1,282
Aug16 160526 31.43 31.94 31.08 31.16 -0.30 12,441 35,548 -839
Sep16 160526 31.58 32.07 31.21 31.30 -0.30 5,676 25,343 +350
Oct16 160526 31.70 32.20 31.36 31.43 -0.30 2,777 14,835 +254
Dec16 160526 31.96 32.50 31.63 31.73 -0.28 14,347 84,302 +1,237
Jan17 160526 32.11 32.55 31.73 31.84 -0.24 1,257 8,346 +310
Mar17 160526 32.11 32.51 31.73 31.86 -0.17 1,035 12,158 +59
May17 160526 31.99 32.49 31.75 31.89 -0.10 1,382 11,831 +269
Jul17 160526 32.19 32.60 31.90 32.03 -0.06 206 3,871 -6
Aug17 160526 32.09 32.09 32.04 32.04 -0.03 20 2,543 +4
Total Volume and Open Interest 85,841 401,761 +351
Canola(WCE)
Jul16 160526 523.6 526.4 515.0 515.6 -9.2 10,415 95,029 -4,456
Nov16 160526 520.1 523.5 514.5 515.2 -6.6 8,519 71,083 +2,980
Jan17 160526 523.2 524.8 517.6 518.1 -5.7 323 7,584 +35
Mar17 160526 521.7 524.7 518.8 519.1 -5.3 77 1,718 +32
May17 160526 523.3 525.0 520.1 520.2 -4.5 75 642 +32
Total Volume and Open Interest 19,468 176,530 -1,337
Corn(CBOT)
Jul16 160526 404.00 409.25 400.00 408.25 +3.50 160,508 628,513 +4,528
Sep16 160526 406.50 411.25 402.50 410.50 +3.25 43,889 270,040 +8,056
Dec16 160526 407.75 411.00 403.75 409.75 +1.25 72,053 347,649 +3,503
Mar17 160526 414.00 417.25 410.50 416.50 +1.25 10,296 68,739 +905
May17 160526 416.75 420.25 413.50 419.75 +2.00 4,448 16,144 +523
Jul17 160526 419.25 423.25 416.25 422.25 +1.75 6,092 40,222 +1,354
Sep17 160526 410.00 412.00 407.25 412.00 +1.75 303 5,117 +81
Dec17 160526 409.25 412.00 406.00 411.75 +1.50 3,414 33,652 +657
Mar18 160526 419.25 419.25 419.25 419.25 +1.25 2 857 +0
May18 160526 424.75 424.75 424.75 424.75 +1.25 2 325 -1
Total Volume and Open Interest 301,015 1,412,921 +19,607
Wheat(CBOT)
Jul16 160526 465.75 482.00 465.50 481.25 +15.25 67,393 235,432 +499
Sep16 160526 477.00 492.50 476.50 491.75 +14.50 17,567 72,434 +2,092
Dec16 160526 494.75 509.00 494.50 508.50 +13.50 13,897 74,629 +1,932
Mar17 160526 514.00 524.50 512.75 524.00 +11.75 5,104 21,605 +633
May17 160526 523.25 533.75 522.75 533.75 +12.00 968 4,644 +122
Jul17 160526 530.00 540.25 528.75 539.75 +12.50 815 5,692 +67
Total Volume and Open Interest 106,352 418,296 +5,467
Wheat(KCBT)
Jul16 160526 450.75 464.25 450.50 462.25 +11.25 14,292 141,190 -831
Sep16 160526 466.75 480.00 466.50 478.50 +11.75 4,372 26,603 +283
Dec16 160526 490.00 502.75 490.00 501.50 +11.75 4,227 37,702 +388
Mar17 160526 506.50 518.75 506.50 517.75 +12.00 845 13,469 -123
May17 160526 524.00 528.75 524.00 527.75 +12.25 30 5,627 -6
Jul17 160526 520.25 535.25 520.25 535.25 +12.50 19 2,363 +4
Sep17 160526 546.50 546.50 546.50 546.50 +12.75 0 162 +0
Total Volume and Open Interest 23,791 227,316 -283
Wheat(MGE)
Jul16 160526 523.00 536.00 522.25 534.50 +12.50 3,267 24,314 -428
Sep16 160526 530.00 543.00 529.75 542.25 +12.50 1,045 11,596 +309
Dec16 160526 543.00 556.25 542.50 555.25 +13.25 412 10,481 +5
Mar17 160526 553.50 567.75 553.50 566.25 +13.25 140 5,804 +26
May17 160526 572.25 573.00 572.25 573.00 +13.00 115 2,190 +21
Jul17 160526 570.00 579.75 570.00 579.75 +11.75 62 599 +13
Total Volume and Open Interest 5,050 55,117 -57
Oats(CBOT)
Jul16 160526 190.00 194.00 189.75 191.25 +1.25 787 7,545 -358
Sep16 160526 202.50 206.00 202.50 203.50 +1.00 295 738 +234
Dec16 160526 217.75 218.25 216.75 216.75 +0.50 92 1,802 +39
Mar17 160526 227.00 227.00 226.00 226.00 +0.50 0 146 +0
Total Volume and Open Interest 1,174 10,231 -85
Rough Rice(CBOT)
Jul16 160526 11.25 11.45 11.00 11.06 -0.17 487 7,141 -88
Sep16 160526 11.51 11.66 11.27 11.30 -0.18 238 2,017 +83
Nov16 160526 11.77 11.78 11.52 11.55 -0.16 92 596 +1
Jan17 160526 12.11 12.11 11.75 11.75 -0.16 0 61 +0
Total Volume and Open Interest 817 9,836 -4
Live Cattle(CME)
Jun16 160526 118.450 119.500 116.450 118.930 +0.780 14,256 50,567 -3,109
Aug16 160526 113.500 115.700 111.450 115.350 +1.950 26,871 114,245 +3,337
Oct16 160526 113.285 115.135 111.450 114.830 +1.680 9,565 56,257 -462
Dec16 160526 113.830 115.330 112.285 115.135 +1.235 5,865 31,189 +692
Feb17 160526 113.350 114.700 111.980 114.580 +1.080 1,438 9,293 +1
Apr17 160526 112.600 113.885 111.250 113.830 +1.180 572 5,663 -50
Total Volume and Open Interest 58,713 268,683 +465
Feeder Cattle(CME)
May16 160526 145.630 145.950 145.300 145.900 +0.415 1,372 2,318 -442
Aug16 160526 142.685 145.630 140.330 145.400 +2.715 6,082 24,327 +130
Sep16 160526 141.600 144.150 139.285 143.950 +2.400 996 4,128 -38
Oct16 160526 139.900 142.630 138.000 142.485 +2.300 1,131 5,293 -52
Nov16 160526 136.535 138.950 134.900 138.785 +1.705 549 3,542 +116
Jan17 160526 132.935 134.185 130.550 134.000 +1.870 118 557 +28
Mar17 160526 130.075 131.500 128.000 131.400 +2.100 19 124 +2
Total Volume and Open Interest 10,270 40,301 -253
Lean Hogs(CME)
Jun16 160526 80.700 81.000 79.980 80.550 +0.370 8,724 27,009 -2,889
Jul16 160526 80.100 81.680 79.885 81.285 +1.455 9,325 57,822 -782
Aug16 160526 79.300 80.885 79.180 80.750 +1.570 7,027 51,059 +785
Oct16 160526 67.385 68.635 67.385 68.400 +1.100 2,926 46,722 -772
Dec16 160526 62.800 63.930 62.785 63.580 +0.830 1,848 30,611 +123
Feb17 160526 66.135 67.035 66.100 66.750 +0.670 328 10,238 +18
Apr17 160526 69.285 69.800 69.080 69.750 +0.670 151 5,231 -28
May17 160526 73.830 73.830 73.830 73.830 +0.530 1 82 +0
Total Volume and Open Interest 30,344 229,482 -3,546
Class III Milk(CME)
May16 160526 12.78 12.82 12.78 12.80 -0.02 238 4,316 -52
Jun16 160526 12.59 12.96 12.59 12.94 +0.26 450 5,012 -12
Jul16 160526 13.13 13.35 13.04 13.29 +0.17 398 4,801 -7
Aug16 160526 13.74 14.00 13.73 13.94 +0.14 187 4,286 -22
Sep16 160526 14.43 14.68 14.43 14.68 +0.21 78 3,357 -11
Oct16 160526 14.80 14.95 14.80 14.95 +0.20 23 2,622 +2
Nov16 160526 14.92 15.00 14.92 15.00 +0.13 31 2,506 -8
Dec16 160526 14.95 15.05 14.95 15.05 +0.15 31 2,412 +9
Jan17 160526 15.05 15.07 15.04 15.07 +0.07 6 781 +6
Feb17 160526 15.13 15.13 15.13 15.13 +0.04 10 782 +9
Mar17 160526 15.31 15.32 15.31 15.32 +0.03 9 709 +9
Apr17 160526 15.40 15.40 15.40 15.40 +0.02 10 543 +8
May17 160526 15.40 15.40 15.40 15.40 +0.06 17 380 +12
Total Volume and Open Interest 1,502 33,529 -43
Cocoa(ICE)
Jul16 160526 2901 2944 2891 2916 -8 24,379 81,277 -1,732
Sep16 160526 2922 2949 2905 2921 -16 14,830 66,135 -537
Dec16 160526 2907 2935 2892 2909 -15 8,130 43,607 +396
Mar17 160526 2891 2920 2876 2894 -13 4,593 34,515 -1,056
May17 160526 2885 2913 2885 2888 -12 454 6,315 +134
Jul17 160526 2886 2907 2883 2883 -10 87 1,883 -14
Sep17 160526 2901 2901 2878 2878 -10 12 3,300 +9
Total Volume and Open Interest 52,486 237,330 -2,800
Coffee "C"(ICE)
Jul16 160526 121.90 122.15 121.20 121.50 +0.10 15,555 82,872 -917
Sep16 160526 123.80 124.00 123.10 123.40 +0.05 6,741 46,329 -269
Dec16 160526 126.75 126.75 125.90 126.20 +0.10 3,943 28,342 +330
Mar17 160526 129.15 129.35 128.65 128.90 +0.15 1,701 13,136 +160
May17 160526 130.60 131.00 130.40 130.60 +0.10 304 6,564 +75
Jul17 160526 132.25 132.70 132.15 132.20 +0.15 246 2,372 +45
Total Volume and Open Interest 28,817 186,763 -550
Orange Juice(ICE)
Jul16 160526 148.20 148.80 147.50 148.05 +0.25 636 10,332 -59
Sep16 160526 148.10 148.55 147.85 148.00 +0.25 222 2,499 +20
Nov16 160526 147.80 148.50 147.80 148.10 +0.45 36 1,205 +21
Jan17 160526 148.45 148.45 147.85 147.85 +0.40 3 260 +3
Mar17 160526 148.10 148.10 148.10 148.10 +0.45      
May17 160526 148.25 148.25 148.25 148.25 +0.45      
Total Volume and Open Interest 897 14,296 -15
Sugar #11(ICE)
Jul16 160526 17.14 17.48 17.05 17.42 +0.26 44,650 374,458 -5,525
Oct16 160526 17.43 17.66 17.26 17.63 +0.20 28,430 251,378 +3,099
Mar17 160526 17.80 18.02 17.66 18.00 +0.15 12,580 143,089 -1,570
May17 160526 17.53 17.63 17.31 17.62 +0.13 5,049 27,197 +1,069
Jul17 160526 17.09 17.23 16.94 17.23 +0.12 2,438 32,391 +257
Oct17 160526 16.82 16.98 16.73 16.98 +0.12 896 21,487 +173
Mar18 160526 16.83 16.96 16.73 16.96 +0.12 134 10,364 +18
May18 160526 16.51 16.65 16.49 16.65 +0.13 24 2,368 +0
Total Volume and Open Interest 94,263 868,549 -2,496
London Cocoa(LCE)
Jul16 160526 2172 2172 2146 2167 -3 10,253 94,264 -2,904
Sep16 160526 2138 2138 2115 2137 unch 11,258 60,441 -292
Dec16 160526 2088 2094 2072 2093 +1 7,357 56,371 -1,046
Mar17 160526 2039 2055 2032 2054 +3 7,215 42,868 -993
May17 160526 2028 2042 2022 2042 +2 1,553 11,516 +682
Jul17 160526 2025 2037 2025 2037 +3 276 1,762 +100
Sep17 160526 2017 2029 2017 2029 +3 20 493 -2
Total Volume and Open Interest 37,942 267,903 -4,445
London Sugar(LCE)
Aug16 160526 482.20 486.10 475.70 484.10 +4.40 2,797 55,542 -84
Oct16 160526 485.30 486.10 477.10 484.80 +3.30 1,188 20,207 +204
Dec16 160526 485.00 486.10 478.10 485.10 +3.10 394 13,531 +137
Mar17 160526 485.10 486.40 478.90 485.90 +3.60 432 10,150 +165
May17 160526 481.60 482.40 479.50 482.40 +3.30 128 2,444 +58
Total Volume and Open Interest 4,973 104,581 +505
Cotton(ICE)
Jul16 160526 62.89 64.55 62.85 64.33 +1.43 25,666 96,796 -263
Oct16 160526 63.23 64.63 63.23 64.63 +1.52 3 50 +1
Dec16 160526 62.49 63.95 62.47 63.94 +1.40 11,175 80,031 +3,405
Mar17 160526 62.90 64.24 62.90 64.22 +1.42 673 10,291 +63
May17 160526 63.52 64.55 63.30 64.54 +1.38 304 2,378 +9
Jul17 160526 63.79 64.80 63.79 64.80 +1.35 300 2,246 +174
Total Volume and Open Interest 38,390 193,936 +3,575
Lumber(CME)
Jul16 160526 304.1 312.9 304.0 308.5 +5.6 307 4,169 -58
Sep16 160526 314.2 320.5 314.2 317.8 +7.3 45 1,029 +10
Nov16 160526 317.4 318.4 317.4 318.0 +7.9 1 77 +0
Jan17 160526 325.4 325.4 325.4 325.4 +7.9 0 13 +0
Total Volume and Open Interest 353 5,317 -48
Crude Oil(NYM)
Jul16 160526 49.70 50.21 49.22 49.48 -0.08 475,965 525,390 +12,760
Aug16 160526 50.10 50.59 49.61 49.88 -0.08 101,827 156,417 +8,291
Sep16 160526 50.43 50.92 49.95 50.23 -0.08 55,450 126,155 +2,467
Oct16 160526 50.69 51.12 50.26 50.54 -0.07 22,303 73,148 +3,218
Nov16 160526 50.94 51.42 50.60 50.86 -0.05 21,382 55,145 +1,763
Dec16 160526 51.25 51.69 50.80 51.13 -0.02 58,871 218,369 -2,074
Jan17 160526 51.28 51.80 51.00 51.33 +0.02 6,359 39,927 +574
Feb17 160526 51.37 51.88 51.15 51.45 +0.05 3,013 26,764 +12
Mar17 160526 51.50 51.90 51.25 51.52 +0.06 5,163 48,933 +1,096
Apr17 160526 51.72 51.90 51.34 51.57 +0.07 1,908 14,194 +110
May17 160526 51.90 52.02 51.33 51.61 +0.07 1,618 15,410 +177
Jun17 160526 51.61 52.07 51.39 51.64 +0.06 12,012 63,712 -984
Jul17 160526 51.54 51.64 51.54 51.64 +0.05 816 14,970 +156
Aug17 160526 52.09 52.09 51.64 51.64 +0.04 415 10,135 -71
Sep17 160526 51.39 51.82 51.39 51.66 +0.04 700 25,907 +94
Oct17 160526 51.71 51.71 51.71 51.71 +0.04 347 8,147 +16
Total Volume and Open Interest 793,512 1,657,419 +30,520
e-miNY Crude Oil(NYM)
Jul16 160526 49.700 50.200 49.200 49.475 -0.075 10,855 1,979 +219
Aug16 160526 50.050 50.525 49.600 49.875 -0.075 149 178 +11
Sep16 160526 50.525 50.825 50.125 50.225 -0.075 45 137 +8
Oct16 160526 50.550 50.550 50.550 50.550 -0.050 0 68 +0
Nov16 160526 50.850 50.850 50.850 50.850 -0.050 0 20 +0
Dec16 160526 51.000 51.600 51.000 51.125 -0.025 7 294 +1
Jan17 160526 51.875 51.875 51.275 51.325 +0.025 1 13 +0
Feb17 160526 51.450 51.450 51.450 51.450 +0.050 0 10 +0
Mar17 160526 51.525 51.525 51.525 51.525 +0.075 0 12 +0
Apr17 160526 51.575 51.575 51.575 51.575 +0.075      
Total Volume and Open Interest 11,059 2,851 +239
NY Harbor ULSD(NYM)
Jun16 160526 151.28 151.95 148.73 150.13 -1.14 31,385 25,628 -6,709
Jul16 160526 151.69 152.45 149.15 150.62 -1.07 68,308 123,288 +9,208
Aug16 160526 152.20 152.98 149.95 151.34 -0.94 25,007 56,186 +3,470
Sep16 160526 153.11 153.95 151.28 152.50 -0.82 13,912 36,027 +901
Oct16 160526 154.93 155.00 152.72 153.80 -0.76 6,864 25,860 +425
Nov16 160526 155.46 156.37 154.43 155.14 -0.72 4,732 20,386 +286
Dec16 160526 157.31 157.60 155.33 156.27 -0.68 11,256 52,652 -516
Jan17 160526 157.65 158.51 156.51 157.29 -0.64 1,171 17,666 +101
Feb17 160526 158.66 158.75 157.51 157.75 -0.58 231 7,196 -14
Mar17 160526 157.67 158.51 157.25 157.56 -0.51 265 6,951 -12
Apr17 160526 157.04 157.86 156.72 156.86 -0.46 184 3,352 -5
May17 160526 157.19 157.59 156.30 156.98 -0.45 191 2,533 -2
Jun17 160526 157.69 158.23 156.95 157.43 -0.44 454 9,344 -37
Jul17 160526 158.05 158.16 158.05 158.16 -0.41 142 1,434 +16
Total Volume and Open Interest 164,813 413,495 +7,203
RBOB Gasoline(NYM)
Jun16 160526 164.48 165.75 160.83 161.95 -2.21 40,811 33,554 -8,766
Jul16 160526 165.06 166.38 161.52 162.67 -2.19 81,874 135,158 +2,845
Aug16 160526 164.60 165.72 161.23 162.24 -2.00 43,555 44,913 -569
Sep16 160526 162.17 163.31 159.47 160.39 -1.75 25,413 54,240 -317
Oct16 160526 148.19 149.10 145.63 146.59 -1.46 12,850 34,112 -128
Nov16 160526 145.10 145.53 142.31 143.16 -1.23 7,191 24,856 +1,292
Dec16 160526 142.31 143.29 140.21 141.23 -0.95 10,132 39,142 -1,011
Jan17 160526 142.49 142.67 140.11 141.20 -0.83 1,365 9,019 +722
Feb17 160526 143.49 143.72 141.42 142.22 -0.81 418 1,908 +49
Mar17 160526 145.29 145.29 143.25 144.11 -0.75 392 3,485 +11
Total Volume and Open Interest 225,948 413,553 -5,685
e-miNY RBOB Gasoline(NYM)
Jun16 160526 162.00 162.00 161.95 162.00 -2.20 0 1 +0
Jul16 160526 162.70 162.70 162.67 162.70 -2.20      
Aug16 160526 162.20 162.24 162.20 162.20 -2.00      
Sep16 160526 160.40 160.40 160.39 160.40 -1.70      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jun16 160526 1.972 1.985 1.909 1.963 -0.029 80,233 23,196 -10,637
Jul16 160526 2.164 2.182 2.127 2.151 -0.030 134,679 344,182 +10,717
Aug16 160526 2.261 2.280 2.231 2.261 -0.020 45,266 91,747 +2,486
Sep16 160526 2.330 2.340 2.295 2.325 -0.014 24,645 117,764 +971
Oct16 160526 2.420 2.447 2.400 2.433 -0.001 22,324 117,867 +318
Nov16 160526 2.641 2.668 2.623 2.655 +0.002 8,017 49,956 -454
Dec16 160526 2.944 2.970 2.931 2.958 +0.009 6,258 46,128 -716
Jan17 160526 3.073 3.103 3.051 3.091 +0.014 13,090 81,515 +2,568
Feb17 160526 3.067 3.098 3.061 3.089 +0.017 2,930 20,721 +189
Mar17 160526 3.028 3.060 3.020 3.048 +0.016 5,758 46,886 +653
Apr17 160526 2.835 2.869 2.830 2.858 +0.016 5,598 46,420 +211
May17 160526 2.823 2.859 2.823 2.851 +0.017 1,990 15,713 +464
Jun17 160526 2.861 2.896 2.861 2.889 +0.019 810 7,087 +22
Jul17 160526 2.924 2.935 2.906 2.932 +0.021 467 7,159 -10
Aug17 160526 2.934 2.948 2.929 2.944 +0.021 237 5,068 -11
Sep17 160526 2.930 2.940 2.927 2.938 +0.020 265 3,006 +91
Total Volume and Open Interest 356,705 1,073,530 +9,368
Brent Crude Oil(ICE)
Jul16 160526 49.76 50.51 49.25 49.59 -0.15 211,583 173,326 -25,688
Aug16 160526 50.30 50.96 49.82 50.17 -0.06 161,440 417,063 +19,279
Sep16 160526 50.59 51.30 50.20 50.53 -0.08 60,749 300,705 -1,333
Oct16 160526 50.86 51.55 50.47 50.79 -0.12 32,276 129,125 +218
Nov16 160526 51.13 51.78 50.73 51.04 -0.14 25,007 134,781 +3,974
Dec16 160526 51.45 52.08 51.06 51.37 -0.14 75,501 328,598 +7,169
Jan17 160526 51.67 52.30 51.34 51.62 -0.15 8,455 58,549 +327
Feb17 160526 52.15 52.49 51.54 51.82 -0.15 4,106 52,632 +325
Mar17 160526 52.40 52.66 51.73 52.02 -0.14 6,585 58,358 +622
Apr17 160526 52.47 52.74 52.12 52.19 -0.13 1,094 19,628 -241
May17 160526 52.57 52.76 52.28 52.35 -0.11 1,199 22,150 +260
Jun17 160526 52.53 53.06 52.19 52.51 -0.09 11,753 86,939 +1,934
Jul17 160526 52.69 52.69 52.69 52.69 -0.07 561 18,009 +131
Aug17 160526 52.84 52.84 52.84 52.84 -0.06 482 14,203 -142
Total Volume and Open Interest 635,493 2,240,011 +8,380
Gas Oil(ICE)
Jun16 160526 451.25 454.00 443.25 448.25 +0.75 56,281 84,788 -4,246
Jul16 160526 451.75 454.50 444.00 448.75 +1.00 83,133 140,706 +4,541
Aug16 160526 454.25 456.00 445.75 450.50 +1.25 39,063 84,873 +953
Sep16 160526 456.00 458.50 449.00 453.50 +1.50 26,022 45,999 +2,435
Oct16 160526 459.50 461.75 452.75 457.25 +2.00 13,726 44,395 -761
Nov16 160526 461.50 463.50 456.00 459.50 +2.25 10,348 30,343 +1,964
Dec16 160526 463.25 465.25 457.75 461.50 +2.50 23,314 91,596 +1,436
Jan17 160526 467.25 468.00 461.25 464.25 +2.75 2,570 24,827 +292
Feb17 160526 470.00 470.50 463.25 466.75 +2.75 2,232 13,907 +584
Mar17 160526 472.00 472.50 465.25 468.75 +2.75 2,649 19,703 +547
Total Volume and Open Interest 268,672 740,320 +8,433
Ethanol(CBOT)
Jun16 160526 1.660 1.660 1.634 1.643 +0.001 510 472 -281
Jul16 160526 1.653 1.654 1.630 1.637 +0.001 638 2,295 +279
Aug16 160526 1.630 1.630 1.618 1.620 +0.001 52 294 +12
Sep16 160526 1.605 1.605 1.601 1.601 +0.001 30 799 +20
Oct16 160526 1.578 1.578 1.578 1.578 +0.001 30 227 +5
Nov16 160526 1.552 1.552 1.552 1.552 +0.001 0 205 +0
Dec16 160526 1.529 1.529 1.525 1.529 +0.001 102 824 +35
Jan17 160526 1.512 1.512 1.512 1.512 +0.001 0 110 +0
Total Volume and Open Interest 1,362 5,226 +70
WTI Crude Oil(ICE)
Jul16 160526 49.59 50.20 49.19 49.48 -0.08 42,489 77,695 +1,289
Aug16 160526 50.02 50.54 49.60 49.88 -0.08 31,404 60,355 +3,035
Sep16 160526 50.51 50.92 49.95 50.23 -0.08 16,613 33,540 -114
Oct16 160526 50.85 51.12 50.27 50.54 -0.07 7,911 11,172 +142
Nov16 160526 51.08 51.40 50.58 50.86 -0.05 5,196 13,476 -29
Dec16 160526 51.31 51.70 50.81 51.13 -0.02 12,407 72,118 -1,160
Jan17 160526 51.73 51.73 50.99 51.33 +0.02 1,012 7,989 +30
Feb17 160526 51.65 51.65 51.45 51.45 +0.05 460 5,519 -29
Mar17 160526 51.65 51.65 51.52 51.52 +0.06 380 5,399 -92
Apr17 160526 51.57 51.57 51.57 51.57 +0.07 181 3,182 -1
May17 160526 51.61 51.61 51.61 51.61 +0.07 103 1,409 +1
Jun17 160526 52.00 52.00 51.58 51.64 +0.06 1,231 28,282 +169
Jul17 160526 51.64 51.64 51.64 51.64 +0.05 17 1,602 +11
Aug17 160526 51.64 51.64 51.64 51.64 +0.04 25 543 -14
Sep17 160526 51.66 51.66 51.66 51.66 +0.04 64 4,303 +24
Oct17 160526 51.71 51.71 51.71 51.71 +0.04 10 1,238 +0
Total Volume and Open Interest 123,205 411,974 +3,735
US Dollar Index(ICE)
Jun16 160526 95.400 95.410 94.925 95.162 -0.177 13,642 56,241 -689
Sep16 160526 95.350 95.350 94.955 95.180 -0.190 942 3,755 +416
Dec16 160526 95.300 95.380 94.985 95.215 -0.195 127 1,011 +95
Total Volume and Open Interest 14,720 61,266 -172
Australian Dollar(CME)
Jun16 160526 71.88 72.40 71.56 72.10 +0.18 107,635 110,445 +545
Sep16 160526 71.65 72.16 71.36 71.86 +0.18 1,684 4,032 +505
Dec16 160526 71.66 71.82 71.44 71.66 +0.17 128 148 +128
Total Volume and Open Interest 109,447 114,633 +1,178
British Pound(CME)
Jun16 160526 147.06 147.41 146.42 146.65 -0.57 105,308 234,552 +6,308
Sep16 160526 147.23 147.50 146.53 146.75 -0.57 909 9,536 -153
Dec16 160526 147.40 147.40 146.69 146.88 -0.57 6 200 +3
Total Volume and Open Interest 106,223 244,377 +6,158
Canadian Dollar(CME)
Jun16 160526 76.79 77.45 76.70 76.99 +0.26 63,783 116,432 -1,183
Sep16 160526 76.75 77.45 76.72 77.00 +0.25 1,795 4,418 +1,072
Dec16 160526 77.00 77.46 76.94 77.02 +0.26 100 2,626 +16
Mar17 160526 77.02 77.49 77.00 77.04 +0.25 0 175 +0
Total Volume and Open Interest 65,680 123,789 -93
Japanese Yen(CME)
Jun16 160526 90.81 91.43 90.75 91.17 +0.29 80,292 155,953 +1,847
Sep16 160526 91.08 91.73 91.06 91.48 +0.29 915 3,523 +411
Dec16 160526 91.84 91.98 91.52 91.84 +0.28 0 270 +0
Total Volume and Open Interest 81,207 159,833 +2,258
Swiss Franc(CME)
Jun16 160526 100.92 101.35 100.59 101.11 +0.11 16,354 51,384 -599
Sep16 160526 101.58 101.82 101.28 101.59 +0.11 552 720 +510
Dec16 160526 102.08 102.26 101.86 102.08 +0.10 0 23 +0
Total Volume and Open Interest 16,906 52,142 -89
EuroFX(CME)
Jun16 160526 111.62 112.22 111.55 111.95 +0.27 156,259 335,295 -86
Sep16 160526 111.97 112.59 111.93 112.33 +0.27 2,500 12,268 +373
Dec16 160526 112.59 112.99 112.38 112.73 +0.26 60 1,250 +0
Total Volume and Open Interest 158,929 350,242 +384
Mexican Peso(CME)
Jun16 160526 539.50 544.00 539.25 540.88 -0.75 33,848 95,235 -2,434
Jul16 160526 538.88 538.88 538.88 538.88 -0.63      
Total Volume and Open Interest 36,220 138,084 -900
Brazilian Real(CME)
Jun16 160526 277.40 279.50 277.40 278.90 +1.50 1,464 26,601 -123
Jul16 160526 275.20 276.80 274.25 276.35 +1.60 639 2,089 +576
Aug16 160526 274.05 274.05 274.05 274.05 +1.55 0 67 +0
Sep16 160526 271.40 271.40 271.40 271.40 +1.60 3 81 +0
Total Volume and Open Interest 2,106 28,868 +453
30-Year T-Bonds(CBOT)
Jun16 160526 163~230 164~210 163~170 164~180 +0~310 336,627 369,136 -90,065
Sep16 160526 162~120 163~080 162~050 163~060 +0~310 164,796 169,540 +110,534
Dec16 160526 161~300 161~300 161~300 161~300 +0~310 0 3 +0
Total Volume and Open Interest 501,423 538,679 +20,469
10-Year T-Notes(CBOT)
Jun16 160526 129~150 129~290 129~140 129~285 +0~135 1,721,686 1,869,640 -499,813
Sep16 160526 129~120 129~265 129~110 129~260 +0~140 991,983 956,808 +537,797
Dec16 160526 129~060 129~060 129~060 129~060 +0~140      
Total Volume and Open Interest 2,713,669 2,826,448 +37,984
5-Year T-Notes(CBOT)
Jun16 160526 120~094 120~192 120~094 120~190 +0~090 1,242,935 1,728,471 -262,505
Sep16 160526 119~292 120~070 119~286 120~064 +0~092 739,064 994,273 +421,576
Dec16 160526 120~050 120~050 120~050 120~050 +0~092      
Total Volume and Open Interest 1,981,999 2,722,744 +159,071
2 Year T-Notes(CBOT)
Jun16 160526 109~010 109~042 109~006 109~042 +0~030 622,514 701,466 -162,322
Sep16 160526 108~286 109~000 108~284 109~000 +0~030 375,585 479,871 +164,235
Dec16 160526 108~304 108~304 108~304 108~304 +0~030      
Total Volume and Open Interest 998,099 1,181,337 +1,913
Eurodollars(CME)
Jun16 160526 99.272 99.290 99.265 99.287 +0.015 215,128 1,169,716 +18,255
Sep16 160526 99.150 99.180 99.150 99.180 +0.030 234,340 1,120,115 -11,525
Dec16 160526 99.040 99.075 99.040 99.075 +0.035 213,160 1,377,961 -22,424
Mar17 160526 98.955 99.005 98.950 99.000 +0.045 165,288 874,446 +1,767
Jun17 160526 98.875 98.930 98.870 98.925 +0.050 185,141 879,329 -3,775
Sep17 160526 98.800 98.860 98.795 98.855 +0.055 155,917 749,934 +9,798
Dec17 160526 98.715 98.780 98.715 98.775 +0.055 207,643 1,093,994 -534
Mar18 160526 98.660 98.725 98.660 98.720 +0.055 138,256 506,632 +3,652
Jun18 160526 98.600 98.670 98.600 98.665 +0.055 108,455 444,321 +2,859
Sep18 160526 98.550 98.615 98.550 98.610 +0.055 92,147 359,256 -694
Dec18 160526 98.495 98.560 98.495 98.555 +0.060 100,368 508,588 -9,734
Mar19 160526 98.450 98.525 98.450 98.520 +0.065 70,151 277,623 -880
Jun19 160526 98.410 98.475 98.410 98.470 +0.060 42,208 265,963 +2,293
Sep19 160526 98.375 98.430 98.365 98.420 +0.055 33,100 186,812 +1,777
Dec19 160526 98.325 98.370 98.310 98.365 +0.055 33,333 216,003 +519
Mar20 160526 98.275 98.330 98.270 98.325 +0.055 25,430 112,922 -1,322
Jun20 160526 98.235 98.280 98.225 98.280 +0.055 17,137 65,913 -1,167
Sep20 160526 98.185 98.235 98.175 98.230 +0.050 24,317 59,526 +844
Total Volume and Open Interest 2,128,777 10,578,685 -3,236
Ultra T-Bond(CBOT)
Jun16 160526 171~21 172~29 171~16 172~25 +1~10 222,684 423,007 -124,433
Sep16 160526 173~27 175~06 173~22 175~02 +1~13 150,448 209,991 +112,709
Dec16 160526 174~12 174~12 174~12 174~12 +1~13      
Total Volume and Open Interest 373,132 632,998 -11,724
Ultra 10-Yr T-Note(CBOT)
Jun16 160526 139~300 140~175 139~290 140~170 +0~200 74,673 115,391 -23,392
Sep16 160526 140~140 141~010 140~115 141~000 +0~200 36,509 35,191 +25,149
Dec16 160526 141~000 141~000 141~000 141~000 +0~200      
Total Volume and Open Interest 111,182 150,582 +1,757
30 Day Federal Funds(CBOT)
May16 160526 99.635 99.635 99.632 99.632 unch 4,622 115,932 +2,126
Jun16 160526 99.595 99.600 99.590 99.600 +0.010 15,987 86,661 +1,929
Jul16 160526 99.540 99.560 99.540 99.555 +0.015 72,898 239,188 -20,237
Aug16 160526 99.460 99.475 99.460 99.475 +0.010 62,111 178,999 -7,196
Sep16 160526 99.445 99.460 99.440 99.460 +0.015 11,372 37,376 +2,608
Oct16 160526 99.415 99.440 99.410 99.435 +0.020 19,127 87,111 -5,236
Total Volume and Open Interest 218,467 954,886 -29,585
3-Mth Euro-Yen(CME)
Jun16 160526 99.990 99.990 99.990 99.990 unch      
Sep16 160526 99.990 99.990 99.990 99.990 unch      
Dec16 160526 99.990 99.990 99.990 99.990 unch      
Mar17 160526 99.990 99.990 99.990 99.990 unch      
Jun17 160526 99.990 99.990 99.990 99.990 unch      
Sep17 160526 99.990 99.990 99.990 99.990 unch      
Dec17 160526 99.990 99.990 99.990 99.990 unch      
Mar18 160526 99.995 99.995 99.995 99.995 unch      
Jun18 160526 99.855 99.855 99.855 99.855 unch      
Sep18 160526 99.715 99.715 99.715 99.715 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun16 160525 99.99 99.99 99.99 99.99 unch      
Sep16 160525 99.99 99.99 99.99 99.99 unch      
Dec16 160525 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160525 99.99 99.99 99.99 99.99 unch      
Jun17 160525 99.99 99.99 99.99 99.99 unch      
Sep17 160525 99.99 99.99 99.99 99.99 unch      
Dec17 160525 99.99 99.99 99.99 99.99 unch      
Mar18 160525 100.00 100.00 100.00 100.00 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Jun16 160525 151.77 151.79 151.69 151.69 -0.08 857 17,527 -196
Sep16 160525 151.60 151.68 151.60 151.61 -0.06 0 4 +0
Dec16 160525 151.61 151.61 151.61 151.61 -0.06      
Total Volume and Open Interest 857 17,531 -196
Euro-Buxl(EUREX)
Jun16 160526 168.14 168.82 167.50 168.52 +0.26 35,749 156,265 +1,329
Sep16 160526 176.94 177.76 176.46 177.52 +0.32 167 775 +159
Dec16 160526 177.52 177.52 177.52 177.52 +0.32      
Total Volume and Open Interest 35,916 157,040 +1,488
Euro-Bund(EUREX)
Jun16 160526 163.84 164.19 163.57 164.03 +0.13 582,523 1,595,802 -27,926
Sep16 160526 162.86 163.18 162.57 163.02 +0.13 18,696 194,914 +6,658
Dec16 160526 160.36 160.36 160.36 160.36 +0.13 0 1 +0
Total Volume and Open Interest 601,219 1,790,717 -21,268
Euro-Bobl(EUREX)
Jun16 160526 131.38 131.48 131.31 131.44 +0.08 418,141 1,237,836 -7,374
Sep16 160526 132.28 132.39 132.22 132.34 +0.08 25,227 83,994 +20,171
Dec16 160526 129.40 130.20 128.54 130.20 -1.16 0 1 +0
Total Volume and Open Interest 443,368 1,321,831 +12,797
Euro-Schatz(EUREX)
Jun16 160526 111.83 111.86 111.82 111.85 +0.02 115,356 912,565 -91,098
Sep16 160526 111.76 111.79 111.76 111.79 +0.02 6,536 98,451 +3,315
Dec16 160526 111.79 111.79 111.79 111.79 +0.02      
Total Volume and Open Interest 121,892 1,011,016 -87,783
3-Mth Euribor(EUREX)
Jun16 160526 100.260 100.260 100.260 100.260 unch 0 11,703 +0
Sep16 160526 100.280 100.280 100.280 100.280 +0.005 10 6,353 +0
Dec16 160526 100.295 100.295 100.295 100.295 +0.005 20 2,544 +18
Total Volume and Open Interest 55 64,202 +23
Long Gilt(LIFFE)
Jun16 160526 120~28 121~11 120~25 121~08 +0~09 570,381 350,687 -130,331
Sep16 160526 122~19 123~03 122~14 123~01 +0~12 295,901 186,662 +137,321
Total Volume and Open Interest 866,282 537,349 +6,990
3-Mth Short Sterling(LIFFE)
Jun16 160526 99.40 99.41 99.40 99.41 unch 17,387 351,960 -4,928
Sep16 160526 99.41 99.42 99.40 99.42 +0.01 48,502 389,747 +16
Dec16 160526 99.39 99.40 99.38 99.40 +0.02 72,674 452,777 +1,573
Mar17 160526 99.34 99.35 99.33 99.35 +0.02 47,866 306,562 -4,983
Jun17 160526 99.27 99.29 99.26 99.28 +0.02 51,833 322,908 -3,132
Sep17 160526 99.19 99.21 99.18 99.21 +0.02 49,636 277,287 -6,144
Total Volume and Open Interest 568,586 3,220,321 -10,969
3-Mth Euribor(LIFFE)
Jun16 160526 100.260 100.260 100.255 100.260 unch 10,684 531,477 -3,563
Sep16 160526 100.275 100.280 100.270 100.280 +0.010 13,425 378,069 -1,632
Dec16 160526 100.290 100.295 100.285 100.295 +0.010 23,012 468,416 -800
Total Volume and Open Interest 232,166 3,417,591 +1,577
3-Mth Aus T-Bills(SFE)
Jun16 160526 98.01 98.02 98.00 98.02 +0.01 15,246 152,308 +4,479
Sep16 160526 98.12 98.15 98.11 98.14 +0.01 36,187 210,527 +5,062
Dec16 160526 98.18 98.23 98.17 98.20 +0.01 22,824 167,299 +5,502
Mar17 160526 98.22 98.26 98.20 98.24 +0.02 18,040 135,605 +1,137
Jun17 160526 98.22 98.27 98.21 98.25 +0.02 10,282 95,310 +796
Sep17 160526 98.21 98.26 98.20 98.24 +0.02 7,294 71,012 -405
Dec17 160526 98.19 98.24 98.19 98.22 +0.02 4,418 53,907 +1,229
Mar18 160526 98.16 98.22 98.16 98.19 +0.02 3,496 30,755 +1,093
Jun18 160526 98.13 98.18 98.13 98.16 +0.02 611 16,146 +307
Sep18 160526 98.09 98.12 98.09 98.12 +0.02 700 3,458 +120
Total Volume and Open Interest 119,110 940,900 +19,320
10-Year Aus T-Bonds(SFE)
Jun16 160526 97.69 97.75 97.68 97.73 +0.03 99,181 892,857 -2,913
Sep16 160526 97.73 97.73 97.73 97.73 +0.03      
Total Volume and Open Interest 99,181 892,857 -2,913
3-Year Aus T-Bonds(SFE)
Jun16 160526 98.38 98.44 98.37 98.41 +0.02 175,901 790,499 +11,444
Sep16 160526 98.40 98.41 98.40 98.41 +0.02      
Total Volume and Open Interest 175,901 790,499 +11,444
Gold(CMX)
Jun16 160526 1223.6 1234.6 1218.4 1220.4 -3.4 322,961 132,143 -53,603
Aug16 160526 1226.1 1237.2 1220.8 1222.7 -3.9 122,803 289,861 +42,116
Oct16 160526 1228.6 1238.0 1223.9 1225.3 -3.9 5,915 27,628 +1,140
Dec16 160526 1229.9 1241.5 1226.5 1227.9 -3.9 9,734 52,420 +488
Feb17 160526 1237.5 1241.3 1229.0 1230.3 -3.9 3,130 7,832 +1,266
Apr17 160526 1244.6 1245.0 1232.2 1232.5 -3.9 237 3,815 -2
Jun17 160526 1244.7 1245.5 1234.4 1234.7 -3.8 319 10,938 -39
Aug17 160526 1244.1 1244.1 1236.7 1236.7 -3.8 0 141 +0
Oct17 160526 1238.8 1238.8 1238.8 1238.8 -3.8 0 629 +0
Dec17 160526 1243.6 1243.7 1239.9 1240.8 -3.8 254 7,609 -14
Feb18 160526 1242.8 1242.8 1242.8 1242.8 -3.8      
Total Volume and Open Interest 466,683 542,958 -8,603
Silver(CMX)
May16 160526 1628.5 1645.5 1628.0 1633.8 +8.3 10 588 -12
Jul16 160526 1633.5 1658.5 1625.0 1634.3 +8.2 45,128 133,775 -400
Sep16 160526 1633.0 1663.0 1632.5 1639.3 +8.2 852 25,287 +442
Dec16 160526 1643.0 1669.0 1643.0 1645.9 +8.2 509 33,248 +44
Mar17 160526 1654.0 1654.0 1652.5 1652.5 +8.1 103 3,965 +34
May17 160526 1656.5 1656.5 1656.5 1656.5 +8.1 0 173 +0
Jul17 160526 1660.6 1660.6 1660.6 1660.6 +8.1 6 2,366 +0
Total Volume and Open Interest 46,831 203,682 +101
Platinum(NYMEX)
Jul16 160526 993.0 1011.6 992.1 995.8 +1.0 10,995 56,439 -1,635
Oct16 160526 995.8 1012.3 994.6 997.1 +0.8 479 7,489 +277
Jan17 160526 999.1 999.1 999.1 999.1 +0.7 2 183 +2
Apr17 160526 1000.8 1000.8 1000.8 1000.8 +0.7 0 6 +0
Total Volume and Open Interest 11,498 64,186 -1,357
Palladium(NYMEX)
Jun16 160526 531.20 546.65 530.75 543.40 +13.00 8,323 6,147 -3,445
Sep16 160526 531.60 547.00 531.60 543.65 +12.80 6,076 16,671 +2,043
Dec16 160526 547.80 547.80 539.25 544.65 +12.80 154 297 +104
Total Volume and Open Interest 14,558 23,153 -1,296
Copper(CMX)
May16 160526 211.80 211.80 210.55 210.65 +0.15 356 479 -172
Jul16 160526 210.20 212.50 209.65 210.25 +0.10 60,145 141,736 -1,639
Sep16 160526 210.90 213.20 210.45 211.00 +0.15 5,961 29,778 +1,081
Dec16 160526 211.65 213.50 211.30 211.70 +0.20 1,499 25,463 +98
Mar17 160526 213.20 213.45 212.15 212.25 +0.20 128 4,076 +19
Total Volume and Open Interest 69,014 210,264 -805
E-mini DJIA Index(CBOT)
Jun16 160526 17828 17864 17777 17817 unch 136,098 115,250 +5,799
Sep16 160526 17729 17770 17662 17725 +1 511 2,191 +113
Dec16 160526 17673 17673 17601 17653 +1 3 118 +2
Mar17 160526 17593 17593 17593 17593 +1 0 1 +0
Total Volume and Open Interest 136,612 117,560 +5,914
S & P 500(CME)
Jun16 160526 2088.40 2091.20 2083.00 2089.70 +2.40 7,082 76,413 -847
Sep16 160526 2079.30 2082.10 2078.30 2081.50 +2.40 45 2,059 +4
Dec16 160526 2074.50 2075.50 2071.70 2074.90 +2.40 5 191 +5
Mar17 160526 2068.40 2069.40 2065.60 2068.80 +2.40      
Total Volume and Open Interest 7,132 78,663 -838
S & P 500 E-Mini(Globex)
Jun16 160526 2088.75 2091.75 2082.50 2089.75 +2.50 1,603,195 2,921,127 +30,148
Sep16 160526 2080.50 2083.75 2074.50 2081.50 +2.50 8,970 44,611 +566
Dec16 160526 2069.00 2076.75 2068.00 2075.00 +2.50 433 8,128 +94
Mar17 160526 2063.75 2068.75 2063.50 2068.75 +2.25 15 70 +11
Total Volume and Open Interest 1,612,614 2,973,946 +30,818
NASDAQ 100 E-Mini(Globex)
Jun16 160526 4473.50 4495.50 4463.50 4492.30 +17.50 239,635 219,689 +5,695
Sep16 160526 4464.00 4487.50 4456.30 4484.30 +17.50 705 1,568 +454
Dec16 160526 4481.30 4481.30 4481.30 4481.30 +17.50 2 89 -2
Total Volume and Open Interest 240,342 221,353 +6,147
S&P Midcap 400(CME) e-Mini
Jun16 160526 1479.60 1484.70 1475.50 1481.30 +2.00 21,691 80,611 +1,097
Sep16 160526 1477.00 1477.90 1477.00 1477.00 +2.00 1 6 +0
Dec16 160526 1478.30 1478.30 1478.30 1478.30 +2.00 0 12 +0
Total Volume and Open Interest 21,692 80,629 +1,097
Volatility Index(CBOE)
May16 160518 15.45 15.70 15.20 15.60 +0.17 83,483 69,986 -40,058
Jun16 160526 16.20 16.43 15.75 15.83 -0.35 97,140 250,821 -2,527
Jul16 160526 18.05 18.19 17.75 17.83 -0.20 55,998 82,162 +8,043
Aug16 160526 18.65 18.80 18.45 18.53 -0.15 19,758 38,644 +676
Total Volume and Open Interest 200,630 437,803 +7,392
Russell 2000(ICE)
Jun16 160526 1139.20 1143.60 1135.80 1139.00 -0.80 103,620 400,865 +5,486
Sep16 160526 1132.00 1133.90 1132.00 1133.90 -0.90 13 50 +1
Dec16 160526 1130.60 1130.60 1130.60 1130.60 -0.90 0 10 +0
Total Volume and Open Interest 103,633 401,175 +5,487
Nikkei 225(CME)
Jun16 160526 16960 16980 16750 16890 -50 12,059 33,063 +997
Sep16 160526 17005 17005 16815 16925 -50 83 154 -17
Total Volume and Open Interest 12,142 33,222 +980
Nikkei 225(SGX)
Jun16 160526 16855 16910 16820 16820 +35 54,305 253,870 -3,490
Sep16 160526 16830 16850 16790 16790 +40 79 3,074 +5
Dec16 160526 16675 16675 16675 16675 +35 0 3,711 +0
Total Volume and Open Interest 54,384 269,889 -3,485
Nikkei 225(CME) Yen
Jun16 160526 16950 16965 16735 16875 -55 40,084 87,664 +1,597
Sep16 160526 16915 16915 16695 16835 -50 49 172 +35
Dec16 160526 16825 16825 16680 16825 -50      
Total Volume and Open Interest 40,133 87,836 +1,632
Nikkei 225(CME) e-Mini Yen
Jun16 160526 16860 16880 16860 16880 -50 3 81 +0
Sep16 160526 16840 16840 16835 16840 -40      
Dec16 160526 16830 16830 16825 16830 -40      
Total Volume and Open Interest 3 81 +0
CAC 40(EURONEXT)
Jun16 160526 4440.5 4481.5 4435.0 4480.0 +32.0 121,921 320,644 +20,432
Jul16 160526 4432.5 4472.0 4432.0 4472.0 +32.0 181 5,217 -12
Aug16 160526 4465.0 4470.5 4465.0 4470.5 +32.0      
Sep16 160526 4463.5 4469.5 4463.5 4469.5 +32.0 0 8 +0
Total Volume and Open Interest 122,102 325,901 +20,420
Hang Seng Index(HKFE)
May16 160526 20363 20505 20244 20381 +21 110,516 104,613 -2,565
Jun16 160526 20089 20216 19955 20095 +24 15,686 29,064 +11,581
Total Volume and Open Interest 126,570 138,154 +9,138
DAX(EUREX)
Jun16 160526 10175.5 10287.5 10173.0 10277.0 +70.0 122,770 170,555 +5,284
Sep16 160526 10171.0 10272.0 10171.0 10266.5 +70.0 186 2,163 +48
Dec16 160526 10172.0 10259.5 10172.0 10254.0 +70.0 6 2,942 -4
Total Volume and Open Interest 122,962 175,660 +5,328
Mini-DAX(EUREX)
Jun16 160526 10176.0 10287.0 10175.0 10277.0 +70.0 22,731 13,012 +680
Sep16 160526 10167.0 10272.0 10167.0 10266.0 +70.0 213 240 +64
Dec16 160526 10204.0 10263.0 10204.0 10253.0 +69.0 17 45 +10
Total Volume and Open Interest 22,961 13,297 +754
FT-SE 100(EURONEXT)
Jun16 160526 6251.00 6268.50 6230.50 6253.00 +1.50 125,558 557,929 -3,461
Sep16 160526 6198.00 6201.50 6184.50 6198.00 +1.50 1,127 22,826 -4
Dec16 160526 6166.00 6166.00 6166.00 6166.00 +1.50      
Total Volume and Open Interest 126,685 580,755 -3,465
SPI 200(SFE)
Jun16 160526 5366.0 5412.0 5358.0 5393.0 +25.0 27,156 291,537 +2,225
Sep16 160526 5355.0 5355.0 5333.0 5342.0 +25.0 4 2,839 +0
Dec16 160526 5328.0 5328.0 5328.0 5328.0 +25.0 0 2,287 +0
Total Volume and Open Interest 27,160 297,670 +2,225
FTSE MIB(ISE)
Jun16 160526 18130.00 18245.00 18070.00 18202.00 +3.00 40,298 68,853 -3,998
Sep16 160526 17995.00 18080.00 17960.00 18067.00 +3.00 197 448 +130
Dec16 160526 17955.00 17955.00 17955.00 17955.00 +1.00      
Total Volume and Open Interest 40,495 69,301 -3,868
KOSPI 200(KFE)
Jun16 160526 241.50 242.15 240.70 241.20 -0.10 95,444 109,576 +900
Sep16 160526 242.05 242.70 241.40 241.90 +0.05 1,020 8,330 +94
Dec16 160526 242.80 243.20 242.35 242.60 +0.15 21 3,678 +24
Total Volume and Open Interest 96,486 123,283 +1,018
GSCI(CME)
Jun16 160526 373.40 373.75 369.10 371.70 +0.55 196 11,578 -182
Jul16 160526 373.65 374.35 371.50 373.65 +0.35 183 175 +175
Aug16 160526 373.65 373.65 373.65 373.65 +0.35      
Total Volume and Open Interest 379 11,753 -7
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