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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Wed June 01, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul16 160601 1078.75 1102.50 1068.00 1099.75 +21.25 123,316 375,232 -316
Aug16 160601 1076.00 1097.75 1066.00 1095.50 +19.00 22,998 49,880 +1,039
Sep16 160601 1064.00 1081.00 1053.75 1079.00 +14.75 6,631 27,071 +765
Nov16 160601 1055.50 1070.50 1045.00 1068.50 +12.75 59,064 289,670 +2,499
Jan17 160601 1052.25 1066.25 1042.50 1064.50 +11.50 7,452 26,269 +767
Mar17 160601 1030.25 1041.00 1022.25 1039.75 +8.50 6,887 46,047 +1,074
May17 160601 1025.00 1034.50 1018.00 1033.25 +6.00 4,750 26,632 -635
Jul17 160601 1020.75 1034.25 1019.25 1032.25 +4.75 5,297 26,710 +785
Aug17 160601 1021.50 1021.50 1021.50 1021.50 +2.75 25 249 +3
Sep17 160601 996.50 996.50 996.50 996.50 +3.50 4 110 -2
Nov17 160601 967.00 976.75 964.25 973.00 +1.00 1,845 17,746 +42
Jan18 160601 975.25 975.25 975.25 975.25 +1.50 0 97 +0
Mar18 160601 976.25 976.25 976.25 976.25 +1.25 0 39 +0
May18 160601 978.50 978.50 978.50 978.50 +1.00 11 39 +0
Total Volume and Open Interest 238,286 885,957 +6,020
Soybean Meal(CBOT)
Jul16 160601 397.00 400.30 391.00 399.10 +2.50 59,137 155,356 -4,335
Aug16 160601 385.30 388.70 381.10 387.60 +2.30 11,094 36,727 +1,505
Sep16 160601 377.90 382.00 374.20 381.10 +2.40 8,520 27,812 +519
Oct16 160601 374.00 377.20 370.50 376.70 +3.20 6,697 16,378 +801
Dec16 160601 372.10 376.20 367.60 375.50 +3.40 25,583 85,592 +2,460
Jan17 160601 361.60 369.50 361.10 368.90 +3.60 3,305 12,503 +691
Mar17 160601 347.60 353.50 345.90 352.50 +2.60 1,925 13,550 +368
May17 160601 342.20 344.80 339.20 344.20 +1.40 2,195 14,612 -48
Jul17 160601 341.00 343.10 339.60 342.90 +1.30 2,456 8,365 -9
Aug17 160601 336.90 338.50 336.90 338.50 +1.50 4 1,106 -4
Total Volume and Open Interest 121,175 376,262 +2,031
Soybean Oil(CBOT)
Jul16 160601 31.78 32.46 31.50 32.19 +0.37 55,977 186,025 -6,564
Aug16 160601 31.90 32.56 31.62 32.30 +0.36 13,494 38,053 -115
Sep16 160601 32.05 32.65 31.73 32.41 +0.36 9,390 27,513 +694
Oct16 160601 32.14 32.70 31.82 32.48 +0.34 4,399 17,860 +883
Dec16 160601 32.41 33.01 32.08 32.75 +0.34 18,025 90,500 +1,213
Jan17 160601 32.39 33.06 32.17 32.82 +0.32 2,105 9,043 +591
Mar17 160601 32.27 33.05 32.19 32.82 +0.32 1,580 12,444 +47
May17 160601 32.43 33.05 32.18 32.81 +0.31 655 12,298 -32
Jul17 160601 32.60 33.17 32.46 32.94 +0.30 931 4,724 +578
Aug17 160601 32.95 32.95 32.95 32.95 +0.30 134 2,584 +15
Total Volume and Open Interest 106,896 407,410 -2,790
Canola(WCE)
Jul16 160601 510.7 518.4 510.0 517.4 +7.0 2,505 89,861 -452
Nov16 160601 517.0 522.5 515.3 521.9 +4.9 1,213 73,183 +271
Jan17 160601 520.0 525.7 518.5 525.6 +5.3 185 8,362 -11
Mar17 160601 520.5 527.0 520.5 526.6 +5.1 44 2,475 +36
May17 160601 524.6 528.5 524.6 528.2 +5.5 1 621 +0
Total Volume and Open Interest 3,962 175,424 -143
Corn(CBOT)
Jul16 160601 404.25 414.00 401.00 413.75 +9.00 174,313 617,364 -3,992
Sep16 160601 406.25 415.50 403.25 415.00 +8.25 61,591 286,071 +3,116
Dec16 160601 408.00 416.75 404.75 416.25 +7.75 75,690 351,492 +3,916
Mar17 160601 414.50 424.00 412.00 423.00 +7.75 10,796 71,902 +1,117
May17 160601 417.25 427.50 415.75 427.00 +8.25 3,155 17,429 +111
Jul17 160601 420.00 430.00 418.25 430.00 +8.50 4,117 43,744 +760
Sep17 160601 408.75 413.75 408.75 413.75 +6.00 347 5,556 +161
Dec17 160601 407.00 415.00 406.00 415.00 +6.75 3,418 33,378 -690
Mar18 160601 420.00 421.75 419.75 421.75 +6.25 19 870 +12
May18 160601 427.00 427.00 427.00 427.00 +6.00 4 325 +0
Total Volume and Open Interest 333,510 1,429,793 +4,502
Wheat(CBOT)
Jul16 160601 464.50 474.75 463.00 473.75 +9.25 72,037 225,055 -6,735
Sep16 160601 476.00 485.75 475.00 485.00 +9.50 26,205 73,965 +935
Dec16 160601 493.50 504.25 492.00 503.00 +9.50 14,733 70,147 -2,172
Mar17 160601 510.00 521.25 508.75 520.50 +9.75 3,302 21,029 +556
May17 160601 520.50 532.50 519.50 531.75 +10.50 1,103 4,826 +148
Jul17 160601 527.00 538.75 525.75 538.75 +11.00 1,009 6,703 +313
Total Volume and Open Interest 119,024 405,666 -6,871
Wheat(KCBT)
Jul16 160601 449.00 457.75 447.00 456.00 +8.75 17,562 136,768 -487
Sep16 160601 464.50 474.00 464.00 472.25 +8.50 4,808 30,750 +432
Dec16 160601 488.25 496.75 487.00 495.50 +8.25 6,368 39,838 +1,216
Mar17 160601 503.75 513.00 503.75 511.75 +8.00 1,349 13,525 +26
May17 160601 515.00 522.25 513.75 521.75 +8.00 274 5,750 +69
Jul17 160601 522.25 531.00 522.25 529.75 +8.25 279 2,466 +84
Sep17 160601 541.50 541.50 541.50 541.50 +8.00 0 162 +0
Total Volume and Open Interest 30,640 229,458 +1,340
Wheat(MGE)
Jul16 160601 520.00 530.00 519.00 528.75 +8.50 2,628 23,434 -273
Sep16 160601 528.25 538.25 527.50 536.75 +8.25 1,058 11,981 -157
Dec16 160601 542.00 551.75 542.00 549.75 +7.50 853 10,721 +68
Mar17 160601 555.00 564.25 555.00 562.50 +7.75 299 5,767 +8
May17 160601 569.50 569.50 569.50 569.50 +7.75 123 2,195 +9
Jul17 160601 575.75 575.75 575.75 575.75 +6.50 102 671 +40
Total Volume and Open Interest 5,070 54,900 -305
Oats(CBOT)
Jul16 160601 189.00 190.50 186.75 190.25 +1.25 447 7,215 -58
Sep16 160601 200.50 203.25 199.25 203.00 +1.50 114 1,011 +46
Dec16 160601 212.75 214.50 211.50 214.50 +1.25 127 1,850 +51
Mar17 160601 223.50 223.50 223.50 223.50 +1.00 2 148 +1
Total Volume and Open Interest 690 10,224 +40
Rough Rice(CBOT)
Jul16 160601 10.94 11.03 10.82 10.99 +0.06 1,127 6,707 -114
Sep16 160601 11.16 11.29 11.07 11.26 +0.07 275 2,056 -21
Nov16 160601 11.40 11.51 11.40 11.51 +0.05 170 703 +37
Jan17 160601 11.70 11.70 11.70 11.70 +0.06 32 95 +29
Total Volume and Open Interest 1,604 9,592 -69
Live Cattle(CME)
Jun16 160601 121.050 121.480 120.450 121.430 +0.330 9,295 40,051 -2,972
Aug16 160601 118.000 118.035 116.850 117.450 -0.600 17,049 117,072 -766
Oct16 160601 117.200 117.300 116.150 116.950 -0.380 5,851 55,197 -71
Dec16 160601 116.730 116.980 115.700 116.930 +0.100 3,945 31,943 +235
Feb17 160601 115.650 116.230 114.680 116.150 +0.400 939 9,408 +212
Apr17 160601 114.450 115.430 113.580 115.350 +0.850 529 5,586 -40
Total Volume and Open Interest 37,777 260,901 -3,296
Feeder Cattle(CME)
Aug16 160601 146.500 146.935 144.185 146.435 -0.665 3,535 24,534 -62
Sep16 160601 145.035 145.235 142.535 144.850 -0.480 747 4,195 +33
Oct16 160601 142.830 143.630 140.935 143.300 -0.200 681 5,083 -77
Nov16 160601 139.150 140.000 137.285 139.650 -0.180 346 3,493 -3
Jan17 160601 133.550 135.435 132.550 135.235 +0.300 73 602 +12
Mar17 160601 131.050 133.000 131.050 132.650 -0.300 19 146 +10
Apr17 160601 132.850 132.850 132.850 132.850 -0.300 1 16 +1
Total Volume and Open Interest 5,402 38,069 -86
Lean Hogs(CME)
Jun16 160601 80.800 81.250 80.035 81.150 +0.570 3,857 21,543 -1,265
Jul16 160601 81.500 82.930 80.730 82.800 +1.350 7,877 58,990 +458
Aug16 160601 80.850 82.400 80.100 82.230 +1.380 4,363 53,679 +91
Oct16 160601 68.080 69.400 67.550 69.180 +0.955 1,940 46,657 +76
Dec16 160601 63.235 64.580 62.850 64.100 +0.750 773 30,510 -16
Feb17 160601 66.550 67.930 66.330 67.580 +0.855 158 10,542 +28
Apr17 160601 69.830 70.900 69.550 70.650 +0.765 20 5,327 +3
May17 160601 74.950 75.480 74.950 75.480 +1.000 0 82 +0
Total Volume and Open Interest 18,993 228,042 -625
Class III Milk(CME)
May16 160601 12.81 12.81 12.80 12.80 unch 36 4,241 -4
Jun16 160601 12.80 12.93 12.80 12.87 +0.08 508 4,858 -31
Jul16 160601 12.99 13.13 12.94 13.09 +0.11 327 4,936 +54
Aug16 160601 13.75 13.82 13.68 13.78 +0.08 131 4,340 +18
Sep16 160601 14.47 14.55 14.44 14.55 +0.08 31 3,394 +2
Oct16 160601 14.79 14.88 14.77 14.85 +0.05 15 2,647 +3
Nov16 160601 14.86 15.00 14.85 14.95 +0.07 27 2,537 -4
Dec16 160601 14.92 15.00 14.92 14.98 +0.04 6 2,436 +1
Jan17 160601 14.99 15.05 14.96 15.03 -0.02 10 807 +8
Feb17 160601 15.12 15.15 15.12 15.13 -0.13 5 794 +5
Mar17 160601 15.33 15.33 15.33 15.33 -0.08 8 712 +8
Apr17 160601 15.43 15.43 15.43 15.43 unch 6 554 +6
May17 160601 15.45 15.46 15.45 15.46 +0.01 3 391 +1
Total Volume and Open Interest 1,118 33,675 +67
Cocoa(ICE)
Jul16 160601 3037 3063 2997 3046 -13 35,202 68,899 -9,818
Sep16 160601 3016 3036 2976 3027 +1 25,679 70,720 +966
Dec16 160601 2987 3013 2950 3003 +4 10,518 43,924 -526
Mar17 160601 2961 2993 2929 2981 +2 4,365 32,965 -1,354
May17 160601 2955 2982 2921 2973 +1 223 6,271 +15
Jul17 160601 2952 2968 2937 2966 unch 44 1,935 +19
Sep17 160601 2952 2960 2952 2960 -1 2 2,901 +0
Total Volume and Open Interest 76,535 228,814 -10,198
Coffee "C"(ICE)
Jul16 160601 121.50 123.10 120.85 121.90 +0.35 14,174 85,689 +511
Sep16 160601 123.50 124.90 122.80 123.85 +0.40 6,263 50,736 +563
Dec16 160601 126.20 127.55 125.50 126.45 +0.30 3,256 29,420 +551
Mar17 160601 129.00 130.20 128.15 129.05 +0.30 1,548 13,430 +253
May17 160601 130.45 131.40 129.85 130.80 +0.40 247 6,737 +101
Jul17 160601 132.30 133.10 131.55 132.45 +0.40 59 2,444 +6
Total Volume and Open Interest 25,623 195,586 +1,959
Orange Juice(ICE)
Jul16 160601 153.20 154.85 152.35 154.25 +1.70 692 10,360 -201
Sep16 160601 153.25 154.55 152.25 154.20 +1.85 262 2,531 -4
Nov16 160601 152.55 153.95 152.55 153.90 +1.40 10 1,246 +8
Jan17 160601 153.85 153.85 153.85 153.85 +1.10 1 262 +0
Mar17 160601 154.05 154.05 154.05 154.05 +1.10      
May17 160601 154.20 154.20 154.20 154.20 +1.10      
Total Volume and Open Interest 965 14,399 -197
Sugar #11(ICE)
Jul16 160601 17.37 17.52 17.15 17.41 -0.08 63,983 372,956 -3,295
Oct16 160601 17.56 17.70 17.34 17.60 -0.06 45,239 277,128 +8,051
Mar17 160601 17.85 18.00 17.67 17.96 +0.03 17,778 148,310 +1,116
May17 160601 17.46 17.64 17.34 17.61 +0.07 3,668 27,407 +163
Jul17 160601 17.00 17.28 17.00 17.24 +0.08 1,513 32,826 +140
Oct17 160601 16.90 17.03 16.86 17.01 +0.08 829 22,169 +29
Mar18 160601 16.89 17.01 16.89 17.01 +0.11 578 10,908 +168
May18 160601 16.67 16.69 16.65 16.68 +0.11 519 2,700 +251
Total Volume and Open Interest 134,488 900,446 +6,795
London Cocoa(LCE)
Jul16 160601 2239 2248 2211 2237 -1 15,032 90,217 -2,486
Sep16 160601 2210 2224 2184 2216 +9 9,150 58,504 -266
Dec16 160601 2165 2174 2134 2167 +9 5,535 56,399 -336
Mar17 160601 2125 2133 2093 2126 +8 3,761 41,696 -1,820
May17 160601 2090 2116 2082 2113 +8 419 11,786 +10
Jul17 160601 2106 2109 2106 2107 +7 49 1,767 +0
Sep17 160601 2100 2103 2100 2100 +8 2 498 +2
Total Volume and Open Interest 33,948 261,059 -4,896
London Sugar(LCE)
Aug16 160601 479.80 484.00 475.40 481.60 -2.20 2,587 55,209 -641
Oct16 160601 481.40 485.50 477.90 484.00 -1.00 1,117 20,629 +263
Dec16 160601 482.20 486.70 479.10 485.80 +0.20 636 13,742 +142
Mar17 160601 481.90 488.50 481.10 488.00 +0.90 346 10,377 +136
May17 160601 478.00 484.30 478.00 484.10 +1.20 69 2,731 -9
Total Volume and Open Interest 4,952 105,520 -69
Cotton(ICE)
Jul16 160601 64.08 64.08 62.94 63.17 -0.77 13,718 93,948 -1,851
Oct16 160601 63.99 63.99 63.35 63.50 -0.49 1 53 +0
Dec16 160601 63.55 63.59 62.67 63.00 -0.55 8,922 89,105 +3,236
Mar17 160601 63.33 63.42 62.96 63.37 -0.51 1,287 11,029 +307
May17 160601 63.61 63.70 63.25 63.65 -0.48 254 2,392 +61
Jul17 160601 63.88 63.90 63.52 63.90 -0.45 218 2,227 +25
Total Volume and Open Interest 24,526 201,185 +1,881
Lumber(CME)
Jul16 160601 300.6 300.8 295.1 296.5 -6.9 265 4,163 +19
Sep16 160601 308.2 308.2 303.2 306.1 -5.8 113 1,143 +53
Nov16 160601 307.0 307.0 306.5 306.5 -7.1 6 80 +5
Jan17 160601 314.5 314.5 312.8 314.5 -7.5 1 13 +0
Total Volume and Open Interest 385 5,428 +77
Crude Oil(NYM)
Jul16 160601 48.82 49.25 47.75 49.01 -0.09 406,386 525,695 -1,522
Aug16 160601 49.24 49.72 48.21 49.49 -0.04 71,529 172,864 +8,153
Sep16 160601 49.58 50.14 48.66 49.91 -0.02 37,372 131,848 +2,522
Oct16 160601 50.03 50.44 49.02 50.23 -0.04 14,315 79,260 +912
Nov16 160601 50.43 50.75 49.36 50.54 -0.06 7,181 54,437 +238
Dec16 160601 50.50 51.02 49.62 50.80 -0.06 35,494 218,576 -1,933
Jan17 160601 50.64 51.14 49.85 51.00 -0.07 4,044 39,999 +792
Feb17 160601 50.47 51.26 50.00 51.13 -0.08 1,706 27,972 -178
Mar17 160601 51.12 51.41 50.14 51.24 -0.07 3,781 48,957 -194
Apr17 160601 50.75 51.51 50.29 51.33 -0.06 1,014 14,412 +57
May17 160601 50.44 51.53 50.38 51.43 -0.04 867 16,176 +155
Jun17 160601 51.47 51.70 50.41 51.52 -0.02 8,757 67,432 +902
Jul17 160601 50.43 51.56 50.43 51.56 -0.01 318 15,163 +17
Aug17 160601 51.37 51.60 51.37 51.60 unch 87 10,426 +3
Sep17 160601 50.60 51.65 50.60 51.65 unch 251 25,798 -45
Oct17 160601 51.56 51.73 51.56 51.73 +0.01 122 8,780 +11
Total Volume and Open Interest 615,007 1,696,540 +9,327
e-miNY Crude Oil(NYM)
Jul16 160601 48.825 49.250 47.750 49.000 -0.100 8,519 1,958 -60
Aug16 160601 49.300 49.725 48.225 49.500 -0.025 157 236 +13
Sep16 160601 49.700 50.100 48.650 49.900 -0.025 32 149 +2
Oct16 160601 49.825 50.300 49.100 50.225 -0.050 4 67 -2
Nov16 160601 50.550 50.550 50.550 50.550 -0.050 0 19 +0
Dec16 160601 50.000 51.250 50.000 50.800 -0.050 2 294 +1
Jan17 160601 51.000 51.000 51.000 51.000 -0.075 2 13 +0
Feb17 160601 51.125 51.125 51.125 51.125 -0.075 0 10 +0
Mar17 160601 51.250 51.250 51.250 51.250 -0.050 0 12 +0
Apr17 160601 51.325 51.325 51.325 51.325 -0.075      
Total Volume and Open Interest 8,723 2,897 -46
NY Harbor ULSD(NYM)
Jul16 160601 149.17 150.74 146.62 149.89 +0.18 57,103 134,311 +2,309
Aug16 160601 149.70 151.55 147.54 150.74 +0.16 14,293 54,276 +789
Sep16 160601 151.60 152.75 148.92 151.99 +0.09 7,726 38,021 +607
Oct16 160601 152.71 154.02 150.38 153.32 +0.06 4,249 25,920 +530
Nov16 160601 153.56 155.39 151.78 154.69 +0.04 2,384 21,009 +654
Dec16 160601 153.53 156.53 152.98 155.83 +0.02 5,046 55,673 +150
Jan17 160601 155.71 157.17 154.01 156.87 +0.03 767 17,607 +18
Feb17 160601 155.16 157.63 154.65 157.36 +0.03 465 7,227 +11
Mar17 160601 155.83 157.53 155.83 157.21 +0.05 1,314 7,967 +682
Apr17 160601 154.86 156.88 154.06 156.52 +0.06 680 3,719 +317
May17 160601 154.28 157.24 154.28 156.63 +0.06 388 2,566 +22
Jun17 160601 155.91 157.65 154.46 157.09 +0.07 1,335 10,545 +413
Jul17 160601 157.84 157.84 157.84 157.84 +0.10 147 1,495 -20
Aug17 160601 160.01 160.01 158.66 158.66 +0.11 68 756 -11
Total Volume and Open Interest 120,117 411,890 -798
RBOB Gasoline(NYM)
Jul16 160601 159.60 163.04 157.61 161.53 +0.19 63,320 138,431 -229
Aug16 160601 159.56 162.78 157.71 161.39 +0.15 24,396 46,893 +1,860
Sep16 160601 158.41 161.11 156.38 159.86 +0.15 13,775 54,321 +169
Oct16 160601 144.42 147.15 142.73 146.18 +0.33 8,266 33,893 +417
Nov16 160601 140.87 143.72 139.36 142.77 +0.34 3,766 25,159 +157
Dec16 160601 138.57 141.64 137.35 140.71 +0.32 4,750 40,756 -365
Jan17 160601 138.72 141.45 137.29 140.55 +0.29 829 9,943 +97
Feb17 160601 139.34 142.27 139.34 141.36 +0.24 265 2,139 +41
Mar17 160601 141.14 143.51 140.13 143.01 +0.17 601 3,642 +79
Apr17 160601 164.79 164.79 164.72 164.72 +0.19 173 3,524 -35
Total Volume and Open Interest 147,056 395,970 -6,768
e-miNY RBOB Gasoline(NYM)
Jul16 160601 161.50 161.53 161.50 161.50 +0.20      
Aug16 160601 161.40 161.40 161.39 161.40 +0.20      
Sep16 160601 159.90 159.90 159.86 159.90 +0.20      
Oct16 160601 146.20 146.20 146.18 146.20 +0.30      
Total Volume and Open Interest      
Natural Gas(NYM)
Jul16 160601 2.287 2.386 2.277 2.381 +0.093 124,443 366,383 -461
Aug16 160601 2.383 2.459 2.375 2.453 +0.070 37,607 87,723 +1,729
Sep16 160601 2.436 2.499 2.432 2.492 +0.054 27,145 122,107 +2,388
Oct16 160601 2.524 2.577 2.524 2.571 +0.042 29,912 108,690 -3,049
Nov16 160601 2.720 2.763 2.712 2.745 +0.023 8,830 52,251 +160
Dec16 160601 2.997 3.028 2.973 3.003 +0.006 7,420 47,155 +266
Jan17 160601 3.129 3.156 3.099 3.131 +0.005 12,006 83,857 +1,614
Feb17 160601 3.126 3.144 3.095 3.125 +0.004 2,678 20,817 +250
Mar17 160601 3.084 3.102 3.049 3.081 +0.002 3,118 48,885 +313
Apr17 160601 2.883 2.891 2.845 2.871 -0.006 2,913 46,969 -120
May17 160601 2.869 2.882 2.834 2.857 -0.009 1,333 16,126 +201
Jun17 160601 2.909 2.917 2.872 2.892 -0.012 749 7,152 -91
Jul17 160601 2.953 2.958 2.917 2.934 -0.013 397 7,130 +42
Aug17 160601 2.960 2.962 2.928 2.945 -0.014 337 4,929 -185
Sep17 160601 2.956 2.956 2.921 2.938 -0.014 296 3,050 +11
Oct17 160601 2.978 2.984 2.947 2.963 -0.012 295 8,605 -51
Total Volume and Open Interest 260,438 1,071,235 +738
Brent Crude Oil(ICE)
Aug16 160601 49.65 50.00 48.65 49.72 -0.17 58,249 453,762 -3,297
Sep16 160601 50.01 50.42 49.08 50.15 -0.14 11,751 306,517 +1,543
Oct16 160601 50.31 50.70 49.38 50.44 -0.14 6,412 133,131 +22
Nov16 160601 50.60 50.97 49.67 50.71 -0.15 4,484 145,159 +1,763
Dec16 160601 50.95 51.33 50.02 51.07 -0.14 6,858 345,026 +300
Jan17 160601 51.21 51.59 50.28 51.34 -0.13 803 59,296 +80
Feb17 160601 51.43 51.76 50.51 51.55 -0.13 436 54,341 +41
Mar17 160601 51.65 51.96 50.74 51.76 -0.13 323 58,988 +32
Apr17 160601 51.98 52.12 51.06 51.95 -0.13 93 19,633 -14
May17 160601 52.14 52.14 52.14 52.14 -0.13 38 21,812 +2
Jun17 160601 52.22 52.55 51.42 52.33 -0.13 613 87,714 -5
Jul17 160601 52.27 52.53 52.27 52.53 -0.13 29 17,862 -4
Aug17 160601 52.70 52.70 52.70 52.70 -0.13 37 13,744 -7
Sep17 160601 52.50 53.00 52.00 52.83 -0.13 43 27,299 -14
Total Volume and Open Interest 115,432 2,196,287 -13,947
Gas Oil(ICE)
Jun16 160601 444.00 448.00 436.00 443.75 -9.75 13,650 62,222 -3,163
Jul16 160601 444.75 448.50 436.50 444.25 -9.50 18,655 153,982 +1,067
Aug16 160601 448.00 450.25 438.50 446.25 -9.25 9,891 92,449 +571
Sep16 160601 449.25 453.00 441.75 449.25 -9.00 3,369 48,175 -577
Oct16 160601 452.50 456.25 445.75 452.75 -8.50 1,146 44,477 -341
Nov16 160601 456.50 458.75 448.25 454.75 -8.50 911 29,267 -106
Dec16 160601 456.25 460.50 449.50 456.25 -8.50 1,884 94,268 -15
Jan17 160601 460.75 462.25 452.75 459.00 -8.00 221 24,200 -28
Feb17 160601 461.25 465.25 455.50 461.50 -8.00 124 14,031 -6
Mar17 160601 463.50 467.25 457.50 463.50 -8.00 73 20,137 +14
Total Volume and Open Interest 50,786 744,798 -2,497
Ethanol(CBOT)
Jun16 160601 1.649 1.658 1.645 1.650 +0.002 178 277 -73
Jul16 160601 1.620 1.652 1.617 1.649 +0.023 284 2,393 +60
Aug16 160601 1.631 1.631 1.631 1.631 +0.023 25 349 -5
Sep16 160601 1.608 1.608 1.608 1.608 +0.023 51 810 -5
Oct16 160601 1.573 1.582 1.573 1.582 +0.023 53 207 -20
Nov16 160601 1.550 1.560 1.550 1.560 +0.022 41 207 +2
Dec16 160601 1.524 1.533 1.524 1.532 +0.016 83 887 +65
Jan17 160601 1.513 1.513 1.513 1.513 +0.014 13 108 -2
Total Volume and Open Interest 741 5,251 +35
WTI Crude Oil(ICE)
Jul16 160601 48.90 49.25 47.75 49.01 -0.09 3,547 77,011 -474
Aug16 160601 49.29 49.70 48.22 49.49 -0.04 5,155 60,578 -638
Sep16 160601 49.71 50.12 48.66 49.91 -0.02 1,264 34,030 +98
Oct16 160601 49.81 50.43 49.02 50.23 -0.04 273 10,209 -58
Nov16 160601 49.94 50.72 49.43 50.54 -0.06 285 13,699 -81
Dec16 160601 50.80 51.00 49.70 50.80 -0.06 1,037 75,076 -144
Jan17 160601 50.27 51.16 49.96 51.00 -0.07 11 7,969 +0
Feb17 160601 51.13 51.13 51.13 51.13 -0.08 0 5,609 +0
Mar17 160601 50.24 51.24 50.23 51.24 -0.07 2 5,446 -10
Apr17 160601 51.33 51.33 51.33 51.33 -0.06 7 3,186 +0
May17 160601 51.43 51.43 51.43 51.43 -0.04 1 1,494 +1
Jun17 160601 51.14 51.65 51.14 51.52 -0.02 14 29,615 +2
Jul17 160601 51.56 51.56 51.56 51.56 -0.01 0 1,585 +0
Aug17 160601 51.60 51.60 51.60 51.60 unch 0 559 +0
Sep17 160601 51.65 51.65 51.65 51.65 unch 0 4,330 +0
Oct17 160601 51.73 51.73 51.73 51.73 +0.01 0 1,233 +0
Total Volume and Open Interest 12,023 419,233 -1,464
US Dollar Index(ICE)
Jun16 160601 95.800 95.905 95.340 95.455 -0.423 8,295 56,724 +2,113
Sep16 160601 95.810 95.910 95.360 95.470 -0.423 2,173 6,345 +1,469
Dec16 160601 95.850 95.935 95.420 95.500 -0.427 75 1,163 +45
Total Volume and Open Interest 10,556 64,653 +3,640
Australian Dollar(CME)
Jun16 160601 72.28 72.96 72.24 72.52 +0.39 89,527 108,404 +26
Sep16 160601 72.02 72.71 71.99 72.28 +0.40 281 4,262 +22
Dec16 160601 72.16 72.34 71.86 72.08 +0.39 5 153 +5
Total Volume and Open Interest 89,815 112,829 +55
British Pound(CME)
Jun16 160601 144.84 145.08 143.87 144.06 -0.61 66,009 235,113 +307
Sep16 160601 144.96 145.19 143.99 144.18 -0.60 2,657 11,757 +1,996
Dec16 160601 144.28 145.03 144.21 144.33 -0.59 7 195 -6
Total Volume and Open Interest 68,679 247,160 +2,297
Canadian Dollar(CME)
Jun16 160601 76.36 76.66 76.20 76.48 +0.33 51,810 115,012 -1,483
Sep16 160601 76.46 76.67 76.23 76.49 +0.33 561 6,543 +208
Dec16 160601 76.48 76.68 76.26 76.52 +0.33 46 2,804 +13
Mar17 160601 76.54 76.69 76.42 76.55 +0.34 45 198 +3
Total Volume and Open Interest 52,462 124,695 -1,259
Japanese Yen(CME)
Jun16 160601 90.32 91.72 90.25 91.29 +0.84 88,323 153,361 +1,150
Sep16 160601 90.67 92.03 90.56 91.60 +0.84 1,891 5,181 +1,427
Dec16 160601 91.82 92.35 91.03 91.97 +0.86 10 277 +7
Total Volume and Open Interest 90,224 158,907 +2,584
Swiss Franc(CME)
Jun16 160601 100.71 101.45 100.54 101.16 +0.54 16,720 55,306 +374
Sep16 160601 101.18 101.92 101.03 101.64 +0.54 74 832 +49
Dec16 160601 102.15 102.36 102.15 102.15 +0.55 0 23 +0
Total Volume and Open Interest 16,794 56,176 +423
EuroFX(CME)
Jun16 160601 111.35 111.98 111.18 111.87 +0.57 138,986 336,479 +1,546
Sep16 160601 111.74 112.36 111.57 112.26 +0.57 1,751 12,600 +201
Dec16 160601 112.02 112.73 112.02 112.66 +0.57 18 1,284 +13
Total Volume and Open Interest 140,774 351,706 +1,777
Mexican Peso(CME)
Jun16 160601 540.75 541.63 536.25 540.25 -0.13 33,740 94,599 -363
Jul16 160601 538.25 538.25 538.25 538.25 -0.13      
Total Volume and Open Interest 35,356 141,092 +545
Brazilian Real(CME)
Jul16 160601 273.70 276.00 272.70 275.65 +1.95 11,833 17,388 +9,027
Aug16 160601 273.00 273.45 273.00 273.45 +1.90 0 67 +0
Sep16 160601 268.00 270.90 268.00 270.90 +2.05 2,786 3,446 +2,155
Oct16 160601 268.75 268.75 268.75 268.75 +2.10      
Total Volume and Open Interest 35,117 36,319 +60
30-Year T-Bonds(CBOT)
Jun16 160601 164~110 165~300 164~060 164~300 +0~070 214,437 50,636 -53,161
Sep16 160601 162~310 164~180 162~250 163~170 +0~070 184,323 518,661 +80,264
Dec16 160601 162~090 162~090 162~090 162~090 +0~070 0 3 +0
Total Volume and Open Interest 398,760 569,300 +27,103
10-Year T-Notes(CBOT)
Jun16 160601 129~210 130~005 129~190 129~205 -0~050 939,608 338,050 -258,904
Sep16 160601 129~175 129~300 129~155 129~175 -0~045 841,253 2,299,416 +189,278
Dec16 160601 128~295 128~295 128~295 128~295 -0~045      
Total Volume and Open Interest 1,780,861 2,637,466 -69,626
5-Year T-Notes(CBOT)
Jun16 160601 120~146 120~210 120~120 120~130 -0~044 773,989 269,622 -293,829
Sep16 160601 120~010 120~070 119~300 119~310 -0~046 747,464 2,341,104 +226,575
Dec16 160601 119~294 119~294 119~294 119~294 -0~046      
Total Volume and Open Interest 1,521,453 2,610,726 -67,254
2 Year T-Notes(CBOT)
Jun16 160601 109~034 109~044 109~016 109~022 -0~016 308,056 122,274 -113,366
Sep16 160601 108~296 108~310 108~280 108~284 -0~020 293,369 951,759 +51,859
Dec16 160601 108~270 108~270 108~270 108~270 -0~020      
Total Volume and Open Interest 601,425 1,074,033 -61,507
Eurodollars(CME)
Jun16 160601 99.277 99.290 99.272 99.280 +0.003 243,134 1,159,119 +18,038
Sep16 160601 99.160 99.175 99.150 99.155 -0.010 282,128 1,156,007 +24,610
Dec16 160601 99.055 99.070 99.025 99.035 -0.025 198,205 1,385,188 +1,340
Mar17 160601 98.980 98.995 98.945 98.955 -0.030 162,484 873,255 +3,432
Jun17 160601 98.910 98.930 98.870 98.880 -0.035 174,338 887,700 +15,894
Sep17 160601 98.835 98.860 98.805 98.810 -0.035 135,231 802,582 +19,083
Dec17 160601 98.760 98.785 98.725 98.735 -0.035 153,218 1,150,274 +7,075
Mar18 160601 98.705 98.735 98.670 98.680 -0.035 99,323 510,397 -1,904
Jun18 160601 98.645 98.680 98.615 98.620 -0.040 82,453 452,098 +3,554
Sep18 160601 98.595 98.630 98.565 98.565 -0.040 82,302 373,920 +5,443
Dec18 160601 98.535 98.570 98.505 98.510 -0.040 71,752 538,851 +9,149
Mar19 160601 98.490 98.535 98.465 98.470 -0.040 53,111 292,012 +1,927
Jun19 160601 98.445 98.485 98.420 98.425 -0.035 36,413 256,219 +2,012
Sep19 160601 98.400 98.440 98.375 98.375 -0.035 23,463 186,678 +561
Dec19 160601 98.340 98.380 98.320 98.320 -0.035 24,887 224,418 +5,854
Mar20 160601 98.300 98.345 98.285 98.285 -0.030 21,011 113,796 -1,214
Jun20 160601 98.255 98.300 98.240 98.245 -0.025 16,459 69,909 -588
Sep20 160601 98.210 98.255 98.200 98.200 -0.025 18,031 61,798 +1,327
Total Volume and Open Interest 1,921,753 10,821,018 +115,908
Ultra T-Bond(CBOT)
Jun16 160601 172~05 174~09 172~03 173~02 +0~08 116,705 73,612 -54,274
Sep16 160601 174~18 176~23 174~12 175~13 +0~09 99,459 554,791 +66,585
Dec16 160601 174~23 174~23 174~23 174~23 +0~09      
Total Volume and Open Interest 216,164 628,403 +12,311
Ultra 10-Yr T-Note(CBOT)
Jun16 160601 140~120 140~280 140~095 140~100 -0~065 51,300 42,888 -11,309
Sep16 160601 140~275 141~130 140~250 140~260 -0~065 30,675 131,387 +11,414
Dec16 160601 140~260 140~260 140~260 140~260 -0~065      
Total Volume and Open Interest 81,975 174,275 +105
30 Day Federal Funds(CBOT)
Jun16 160601 99.605 99.613 99.603 99.607 +0.002 12,617 88,471 +1,876
Jul16 160601 99.570 99.580 99.565 99.570 +0.005 39,405 241,829 -4,777
Aug16 160601 99.470 99.485 99.465 99.470 unch 25,295 196,856 -88
Sep16 160601 99.455 99.475 99.450 99.460 unch 4,968 44,105 +390
Oct16 160601 99.440 99.450 99.425 99.435 -0.005 6,703 88,845 +911
Nov16 160601 99.420 99.430 99.410 99.415 -0.005 4,465 38,759 +240
Total Volume and Open Interest 100,785 985,358 -1,020
3-Mth Euro-Yen(CME)
Jun16 160601 99.990 99.990 99.990 99.990 unch      
Sep16 160601 99.990 99.990 99.990 99.990 unch      
Dec16 160601 99.990 99.990 99.990 99.990 unch      
Mar17 160601 99.990 99.990 99.990 99.990 unch      
Jun17 160601 99.990 99.990 99.990 99.990 unch      
Sep17 160601 99.990 99.990 99.990 99.990 unch      
Dec17 160601 99.990 99.990 99.990 99.990 unch      
Mar18 160601 99.995 99.995 99.995 99.995 unch      
Jun18 160601 99.855 99.855 99.855 99.855 unch      
Sep18 160601 99.715 99.715 99.715 99.715 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun16 160601 99.99 99.99 99.99 99.99 unch      
Sep16 160601 99.99 99.99 99.99 99.99 unch      
Dec16 160601 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160601 99.99 99.99 99.99 99.99 unch      
Jun17 160601 99.99 99.99 99.99 99.99 unch      
Sep17 160601 99.99 99.99 99.99 99.99 unch      
Dec17 160601 99.99 99.99 99.99 99.99 unch      
Mar18 160601 100.00 100.00 100.00 100.00 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Jun16 160601 151.92 152.10 151.88 152.06 +0.14 581 17,430 +92
Sep16 160601 151.79 151.95 151.79 151.94 +0.13 49 109 +27
Dec16 160601 151.94 151.94 151.94 151.94 +0.13      
Total Volume and Open Interest 630 17,539 +119
Euro-Buxl(EUREX)
Jun16 160601 168.80 169.54 168.52 168.90 +0.58 12,965 141,438 -15,679
Sep16 160601 177.74 178.66 177.60 177.94 +0.68 167 4,783 -482
Dec16 160601 177.94 177.94 177.94 177.94 +0.68      
Total Volume and Open Interest 13,132 146,221 -16,161
Euro-Bund(EUREX)
Jun16 160601 164.15 164.42 164.05 164.15 +0.18 219,424 1,385,147 -161,383
Sep16 160601 163.14 163.39 163.04 163.12 +0.18 17,416 242,751 -14,111
Dec16 160601 160.33 160.48 160.33 160.48 +0.18 0 1 +0
Total Volume and Open Interest 236,840 1,627,899 -175,494
Euro-Bobl(EUREX)
Jun16 160601 131.44 131.51 131.41 131.45 +0.07 170,067 1,139,243 -81,869
Sep16 160601 132.33 132.40 132.31 132.35 +0.08 45,725 146,569 +30,523
Dec16 160601 130.21 130.21 130.21 130.21 +0.07 0 101 +0
Total Volume and Open Interest 215,792 1,285,913 -51,346
Euro-Schatz(EUREX)
Jun16 160601 111.84 111.86 111.83 111.85 +0.02 58,819 842,052 -142,207
Sep16 160601 111.78 111.81 111.78 111.80 +0.03 7,498 139,905 -7,995
Dec16 160601 111.80 111.80 111.80 111.80 +0.03      
Total Volume and Open Interest 66,317 981,957 -150,202
3-Mth Euribor(EUREX)
Jun16 160601 100.260 100.260 100.260 100.260 unch 0 11,672 -150
Sep16 160601 100.280 100.280 100.280 100.280 unch 0 6,803 +0
Dec16 160601 100.295 100.295 100.295 100.295 unch 10 2,524 +10
Total Volume and Open Interest 10 64,658 -140
Long Gilt(LIFFE)
Jun16 160601 121~09 121~29 121~08 121~22 +0~19 35,786 58,247 -15,975
Sep16 160601 122~30 123~22 122~28 123~14 +0~22 147,756 423,876 -4,910
Total Volume and Open Interest 183,542 482,123 -20,885
3-Mth Short Sterling(LIFFE)
Jun16 160601 99.41 99.41 99.40 99.41 unch 7,884 350,398 -447
Sep16 160601 99.43 99.43 99.42 99.43 +0.01 27,000 406,179 +6,343
Dec16 160601 99.40 99.42 99.40 99.42 +0.02 33,108 451,659 +7,740
Mar17 160601 99.36 99.39 99.35 99.38 +0.03 41,181 317,188 +7,932
Jun17 160601 99.29 99.34 99.29 99.32 +0.04 24,972 325,792 +3,172
Sep17 160601 99.22 99.28 99.22 99.26 +0.05 29,198 265,179 -2,379
Total Volume and Open Interest 321,819 3,215,369 +21,423
3-Mth Euribor(LIFFE)
Jun16 160601 100.260 100.265 100.260 100.260 unch 8,242 491,889 +146
Sep16 160601 100.280 100.280 100.275 100.275 unch 6,503 387,078 +1,059
Dec16 160601 100.295 100.300 100.290 100.290 unch 5,451 470,863 -462
Total Volume and Open Interest 76,987 3,418,522 +1,257
3-Mth Aus T-Bills(SFE)
Jun16 160601 98.01 98.02 97.99 98.00 -0.01 7,352 129,504 -2,192
Sep16 160601 98.10 98.11 98.06 98.09 -0.01 14,479 216,149 +4,321
Dec16 160601 98.15 98.17 98.11 98.15 -0.01 15,954 168,597 +4,502
Mar17 160601 98.18 98.20 98.13 98.18 -0.01 9,729 132,860 -666
Jun17 160601 98.19 98.21 98.14 98.20 unch 5,466 97,607 -1,700
Sep17 160601 98.18 98.21 98.13 98.20 +0.01 2,096 74,081 +572
Dec17 160601 98.17 98.20 98.12 98.19 +0.01 868 54,929 -51
Mar18 160601 98.14 98.18 98.09 98.17 +0.02 907 31,815 +104
Jun18 160601 98.12 98.15 98.08 98.15 +0.03 12 15,833 +0
Sep18 160601 98.10 98.12 98.03 98.11 +0.02 0 3,491 +0
Total Volume and Open Interest 56,863 929,541 +4,890
10-Year Aus T-Bonds(SFE)
Jun16 160601 97.69 97.73 97.66 97.71 +0.01 56,117 898,320 -4,460
Sep16 160601 96.90 97.78 96.90 97.68 unch      
Total Volume and Open Interest 56,117 898,320 -4,460
3-Year Aus T-Bonds(SFE)
Jun16 160601 98.35 98.38 98.30 98.36 unch 76,398 778,508 -19,725
Sep16 160601 98.35 98.37 98.35 98.37 -0.01 0 2 +0
Total Volume and Open Interest 76,398 778,510 -19,725
Gold(CMX)
Jun16 160601 1215.7 1219.8 1205.4 1211.9 -2.9 63,739 15,493 -24,027
Aug16 160601 1217.9 1222.9 1208.2 1214.7 -2.8 200,002 354,368 +9,200
Oct16 160601 1220.9 1225.0 1212.3 1217.6 -2.7 1,549 25,901 -532
Dec16 160601 1223.6 1228.2 1214.0 1220.4 -2.7 4,577 55,284 +396
Feb17 160601 1226.3 1229.8 1222.9 1222.9 -2.7 464 7,809 +86
Apr17 160601 1228.2 1228.2 1225.2 1225.2 -2.7 43 3,762 -5
Jun17 160601 1229.0 1229.0 1227.4 1227.4 -2.7 1,258 10,853 -3
Aug17 160601 1229.6 1229.6 1229.6 1229.6 -2.6 26 164 +0
Oct17 160601 1231.8 1231.8 1231.8 1231.8 -2.5 0 629 +0
Dec17 160601 1228.0 1234.1 1228.0 1234.1 -2.3 284 7,394 -225
Feb18 160601 1236.2 1236.2 1236.2 1236.2 -2.3      
Apr18 160601 1238.3 1238.3 1238.3 1238.3 -2.2      
Total Volume and Open Interest 274,676 493,080 -14,880
Silver(CMX)
Jul16 160601 1602.0 1610.5 1583.0 1592.7 -6.7 38,776 128,698 -1,257
Sep16 160601 1606.5 1614.5 1589.0 1597.7 -6.6 1,130 26,480 +339
Dec16 160601 1611.5 1621.0 1596.5 1604.4 -6.6 665 33,126 +163
Mar17 160601 1618.0 1618.0 1605.0 1611.1 -6.6 202 4,608 +113
May17 160601 1615.4 1615.4 1615.4 1615.4 -6.4 17 210 +7
Jul17 160601 1619.7 1619.7 1619.7 1619.7 -6.3 34 2,373 +0
Sep17 160601 1624.0 1624.0 1624.0 1624.0 -6.1 0 195 +0
Total Volume and Open Interest 41,230 199,672 -654
Platinum(NYMEX)
Jul16 160601 981.5 986.8 968.6 971.9 -8.5 13,247 53,235 -569
Oct16 160601 983.0 987.3 970.0 973.4 -8.5 725 8,513 +401
Jan17 160601 975.4 975.4 975.4 975.4 -8.5 39 251 +39
Apr17 160601 977.1 977.1 977.1 977.1 -8.5 0 6 +0
Total Volume and Open Interest 14,030 62,052 -131
Palladium(NYMEX)
Jun16 160601 547.80 547.80 547.30 547.30 -0.45 1,472 307 -773
Sep16 160601 548.00 551.00 542.45 546.75 -0.60 4,410 21,614 +727
Dec16 160601 545.75 549.30 545.75 547.70 -0.55 36 355 +22
Total Volume and Open Interest 5,948 22,350 -5
Copper(CMX)
Jul16 160601 208.70 208.95 205.15 207.30 -2.25 48,479 136,615 -511
Sep16 160601 209.10 209.65 205.95 208.00 -2.25 5,828 36,335 +1,750
Dec16 160601 209.65 209.65 206.70 208.75 -2.25 1,345 26,134 +276
Mar17 160601 211.40 211.40 207.45 209.30 -2.20 145 4,148 +59
May17 160601 211.05 211.10 208.85 209.70 -2.25 13 767 -3
Total Volume and Open Interest 56,466 211,554 +1,431
E-mini DJIA Index(CBOT)
Jun16 160601 17773 17812 17648 17779 +5 84,723 119,419 +2,634
Sep16 160601 17669 17715 17560 17681 unch 313 3,752 +41
Dec16 160601 17652 17652 17520 17609 unch 6 117 +6
Mar17 160601 17549 17549 17549 17549 unch 0 1 +0
Total Volume and Open Interest 85,042 123,289 +2,681
S & P 500(CME)
Jun16 160601 2094.00 2099.00 2083.50 2097.90 +3.00 3,045 79,356 +914
Sep16 160601 2077.50 2089.70 2075.70 2089.50 +2.80 66 2,121 +36
Dec16 160601 2082.90 2083.10 2069.10 2082.90 +2.80 0 191 +0
Mar17 160601 2076.80 2077.00 2063.00 2076.80 +2.80      
Total Volume and Open Interest 3,111 81,668 +950
S & P 500 E-Mini(Globex)
Jun16 160601 2094.00 2099.25 2083.25 2098.00 +3.00 1,035,175 2,923,990 +8,895
Sep16 160601 2085.00 2090.75 2075.00 2089.50 +2.75 13,468 55,981 +5,073
Dec16 160601 2079.25 2084.00 2068.75 2083.00 +3.00 58 8,538 +15
Mar17 160601 2071.50 2077.00 2064.50 2076.75 +2.75 12 77 -2
Total Volume and Open Interest 1,048,716 2,988,595 +13,980
NASDAQ 100 E-Mini(Globex)
Jun16 160601 4522.00 4537.50 4502.80 4521.50 -2.80 153,739 228,011 +11,320
Sep16 160601 4515.00 4528.80 4495.50 4513.80 -2.70 360 2,011 +164
Dec16 160601 4510.80 4510.80 4498.30 4510.80 -2.70 0 89 +0
Total Volume and Open Interest 154,099 230,118 +11,484
S&P Midcap 400(CME) e-Mini
Jun16 160601 1489.70 1499.00 1481.70 1498.70 +6.90 14,702 83,955 +2,220
Sep16 160601 1494.40 1494.40 1480.70 1494.40 +6.90 1 126 +1
Dec16 160601 1495.70 1495.70 1495.70 1495.70 +6.90 0 12 +0
Total Volume and Open Interest 14,703 84,093 +2,221
Volatility Index(CBOE)
Jun16 160601 15.30 16.05 15.15 15.28 unch 3,052 235,101 -101
Jul16 160601 17.50 17.95 17.37 17.53 +0.05 2,120 117,297 +13,098
Aug16 160601 18.25 18.62 18.18 18.28 unch 595 39,696 +1,146
Sep16 160601 19.06 19.39 19.00 19.08 unch 461 25,181 +729
Total Volume and Open Interest 6,403 460,810 +14,687
Russell 2000(ICE)
Jun16 160601 1154.90 1163.30 1147.60 1161.50 +8.10 2,723 397,594 -45
Sep16 160601 1148.70 1157.30 1143.60 1156.50 +8.20 5 59 -4
Dec16 160601 1154.40 1154.40 1152.50 1152.50 +7.50 0 14 +0
Total Volume and Open Interest 2,728 397,917 -49
Nikkei 225(CME)
Jun16 160601 17095 17160 16755 16865 -220 7,727 33,759 +112
Sep16 160601 17110 17185 16795 16910 -215 201 333 +73
Total Volume and Open Interest 7,928 34,097 +185
Nikkei 225(SGX)
Jun16 160601 17160 17245 16895 16980 -230 54,930 267,403 +628
Sep16 160601 17155 17200 16865 16950 -230 1,391 4,053 +620
Dec16 160601 16860 16860 16815 16840 -230 0 3,881 +0
Total Volume and Open Interest 56,823 284,571 +1,248
Nikkei 225(CME) Yen
Jun16 160601 17085 17150 16740 16855 -215 27,707 94,106 +2,269
Sep16 160601 17055 17105 16705 16815 -215 22 254 +10
Dec16 160601 16695 16695 16695 16695 -215      
Total Volume and Open Interest 27,729 94,360 +2,279
Nikkei 225(CME) e-Mini Yen
Jun16 160601 16830 16860 16770 16860 -210 2 88 +0
Sep16 160601 16820 16820 16815 16820 -210      
Dec16 160601 16700 16700 16695 16700 -210      
Total Volume and Open Interest 2 88 +0
CAC 40(EURONEXT)
Jun16 160601 4479.5 4485.5 4432.5 4450.0 -30.0 28,366 296,371 -4,749
Jul16 160601 4472.5 4474.5 4425.0 4442.0 -30.0 254 5,699 +167
Aug16 160601 4440.0 4440.0 4440.0 4440.0 -30.0 0 10 +0
Sep16 160601 4440.0 4440.0 4440.0 4440.0 -30.0 0 23 +0
Total Volume and Open Interest 28,620 302,134 -4,582
Hang Seng Index(HKFE)
Jun16 160601 20481 20645 20408 20532 +58 102,458 108,363 +3,401
Jul16 160601 20465 20635 20420 20527 +58      
Total Volume and Open Interest 121,222 125,581  
DAX(EUREX)
Jun16 160601 10252.5 10288.0 10160.5 10195.0 -68.5 33,291 140,300 -10,485
Sep16 160601 10244.5 10273.0 10152.5 10185.0 -68.5 92 2,267 +30
Dec16 160601 10172.0 10172.0 10172.0 10172.0 -68.5 3 2,942 -4
Total Volume and Open Interest 33,386 145,509 -10,459
Mini-DAX(EUREX)
Jun16 160601 10255.0 10287.0 10161.0 10195.0 -69.0 6,845 10,246 -200
Sep16 160601 10210.0 10269.0 10160.0 10185.0 -68.0 43 441 -6
Dec16 160601 10194.0 10194.0 10158.0 10172.0 -70.0 11 35 -8
Total Volume and Open Interest 6,899 10,722 -214
FT-SE 100(EURONEXT)
Jun16 160601 6210.00 6222.00 6136.00 6169.00 -50.50 68,910 554,524 -2,413
Sep16 160601 6153.50 6153.50 6083.00 6113.00 -51.50 244 23,310 +241
Dec16 160601 6081.00 6081.00 6081.00 6081.00 -51.50      
Total Volume and Open Interest 69,154 577,834 -2,172
SPI 200(SFE)
Jun16 160601 5378.0 5391.0 5307.0 5329.0 -53.0 20,064 300,664 +963
Sep16 160601 5324.0 5335.0 5263.0 5278.0 -54.0 257 3,206 +187
Dec16 160601 5264.0 5264.0 5264.0 5264.0 -54.0 0 2,287 +0
Total Volume and Open Interest 20,321 307,281 +1,150
FTSE MIB(ISE)
Jun16 160601 18050.00 18080.00 17740.00 17823.00 -216.00 11,766 65,305 +74
Sep16 160601 17770.00 17870.00 17610.00 17686.00 -216.00 19 429 -3
Dec16 160601 17581.00 17581.00 17581.00 17581.00 -216.00      
Total Volume and Open Interest 11,785 65,734 +71
KOSPI 200(KFE)
Jun16 160601 243.20 244.10 242.35 243.70 +0.35 115,313 106,721 -808
Sep16 160601 243.75 244.70 243.00 244.30 +0.40 1,746 10,124 +506
Dec16 160601 244.00 245.25 244.00 245.15 +0.50 5 4,058 +2
Total Volume and Open Interest 117,088 122,663 -279
GSCI(CME)
Jun16 160601 366.50 372.50 365.65 372.00 +1.90 64 10,805 -4
Jul16 160601 374.20 374.20 368.15 374.20 +1.90 100 935 +0
Aug16 160601 374.20 374.20 374.20 374.20 +1.90      
Total Volume and Open Interest 164 11,740 -4
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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