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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu June 09, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul16 160609 1177.00 1185.00 1166.25 1176.00 -1.75 159,669 289,583 -26,532
Aug16 160609 1172.25 1181.75 1162.25 1172.00 -1.00 35,370 66,438 +2,505
Sep16 160609 1158.50 1166.50 1146.75 1159.75 +0.50 14,300 31,926 +2,032
Nov16 160609 1147.00 1157.50 1135.50 1152.75 +2.50 120,233 324,101 +15,794
Jan17 160609 1142.25 1152.00 1131.00 1148.25 +3.25 7,071 29,840 +652
Mar17 160609 1108.25 1116.50 1098.75 1114.25 +6.00 8,473 51,749 +660
May17 160609 1092.25 1101.25 1085.00 1099.50 +5.75 5,112 27,428 +319
Jul17 160609 1090.25 1098.00 1082.25 1095.50 +5.00 3,504 30,737 +656
Aug17 160609 1075.00 1075.00 1075.00 1075.00 +7.75 8 271 +1
Sep17 160609 1039.25 1039.25 1039.25 1039.25 -0.25 11 117 +0
Nov17 160609 1005.00 1008.00 994.75 1003.50 -2.00 1,645 19,723 -40
Jan18 160609 999.25 1003.50 999.25 1003.50 -2.00 3 114 +3
Mar18 160609 1002.00 1002.00 1002.00 1002.00 -2.50 0 39 +0
May18 160609 1003.50 1003.50 1003.50 1003.50 -2.25 0 39 +0
Total Volume and Open Interest 355,400 872,273 -3,949
Soybean Meal(CBOT)
Jul16 160609 417.60 421.00 410.30 413.50 -3.60 80,569 124,279 -16,192
Aug16 160609 410.20 414.80 405.00 409.00 -1.40 27,221 42,694 +604
Sep16 160609 407.00 411.10 402.50 406.60 -0.60 17,688 34,138 +2,511
Oct16 160609 404.40 408.30 400.20 404.00 -0.60 12,726 21,513 +1,820
Dec16 160609 404.60 407.60 399.30 403.50 -0.30 45,729 98,034 +7,052
Jan17 160609 398.10 400.80 394.40 399.00 +0.40 3,946 14,996 +761
Mar17 160609 371.10 377.20 370.00 375.40 +2.60 3,260 14,929 +844
May17 160609 359.90 364.00 358.20 361.90 +2.00 1,260 15,323 +121
Jul17 160609 356.10 362.00 355.20 359.50 +2.00 1,138 9,395 +65
Aug17 160609 352.70 354.00 352.00 352.60 +2.50 54 1,604 +18
Total Volume and Open Interest 194,057 381,841 -2,251
Soybean Oil(CBOT)
Jul16 160609 32.84 33.23 32.63 33.03 +0.14 69,094 151,185 -9,717
Aug16 160609 32.95 33.36 32.79 33.17 +0.15 23,199 41,703 +1,139
Sep16 160609 33.08 33.49 32.93 33.30 +0.15 17,845 31,130 +558
Oct16 160609 33.31 33.59 33.05 33.43 +0.15 4,628 18,614 +747
Dec16 160609 33.49 33.92 33.32 33.72 +0.13 36,012 110,578 +6,531
Jan17 160609 33.80 34.00 33.50 33.86 +0.13 4,248 12,177 +396
Mar17 160609 33.74 33.99 33.45 33.86 +0.11 2,532 13,960 +393
May17 160609 33.73 33.98 33.44 33.84 +0.10 1,675 12,239 +159
Jul17 160609 33.63 34.08 33.63 33.98 +0.10 244 5,160 -27
Aug17 160609 33.82 34.00 33.81 34.00 +0.10 54 2,544 -1
Total Volume and Open Interest 159,652 405,541 +219
Canola(WCE)
Jul16 160609 523.3 527.3 516.6 522.5 -1.5 12,007 78,963 -4,586
Nov16 160609 528.8 531.4 521.3 526.1 -3.0 13,293 94,882 +4,523
Jan17 160609 531.0 535.5 524.5 530.1 -2.3 1,183 9,292 -110
Mar17 160609 528.5 537.5 525.7 532.1 -1.7 388 2,805 +91
May17 160609 529.2 539.3 526.4 533.7 -1.1 183 916 -22
Total Volume and Open Interest 27,297 188,401 +54
Corn(CBOT)
Jul16 160609 430.25 430.25 423.25 426.50 -4.75 273,076 515,935 -42,438
Sep16 160609 432.50 433.50 427.00 430.50 -4.25 148,973 351,186 +27,749
Dec16 160609 434.25 435.75 428.75 433.50 -3.50 130,188 402,334 +13,142
Mar17 160609 439.25 440.75 433.75 438.25 -3.00 9,548 81,092 +1,466
May17 160609 441.75 443.25 437.75 441.00 -3.00 2,821 20,643 +631
Jul17 160609 445.50 446.25 440.00 443.25 -3.50 6,712 48,801 +1,642
Sep17 160609 418.25 418.25 414.25 415.75 -5.75 1,377 7,935 +554
Dec17 160609 418.75 420.00 413.75 414.50 -6.00 4,536 35,616 +1,059
Mar18 160609 421.00 421.00 421.00 421.00 -5.25 33 1,113 +5
May18 160609 424.75 424.75 424.75 424.75 -5.50 20 325 +0
Total Volume and Open Interest 577,310 1,466,703 +3,821
Wheat(CBOT)
Jul16 160609 518.75 519.00 506.00 510.25 -9.25 113,852 184,488 -16,044
Sep16 160609 529.50 530.00 517.25 521.50 -9.00 54,861 98,650 +12,830
Dec16 160609 547.50 547.50 535.50 539.50 -8.75 25,114 79,282 +2,048
Mar17 160609 563.00 566.25 553.50 557.00 -9.00 6,866 25,175 +1,267
May17 160609 576.00 577.00 564.25 568.25 -8.50 1,998 5,426 +141
Jul17 160609 582.25 583.00 570.75 575.75 -8.00 5,260 13,080 +1,693
Total Volume and Open Interest 209,293 410,803 +2,206
Wheat(KCBT)
Jul16 160609 492.00 492.00 479.50 484.25 -8.50 40,936 110,781 -9,825
Sep16 160609 508.25 508.50 496.25 501.00 -8.25 24,711 47,614 +8,705
Dec16 160609 532.00 532.75 521.00 525.75 -7.75 5,388 44,157 -152
Mar17 160609 549.00 549.00 537.75 541.75 -8.00 1,002 14,202 +240
May17 160609 558.25 558.25 550.25 551.25 -8.25 82 6,340 +16
Jul17 160609 566.25 566.50 558.00 558.75 -9.50 731 3,674 +333
Sep17 160609 571.00 571.00 567.75 567.75 -8.50 2 164 +2
Total Volume and Open Interest 72,897 227,192 -667
Wheat(MGE)
Jul16 160609 553.00 555.00 548.50 554.00 -1.50 5,645 22,358 -1,258
Sep16 160609 560.00 564.00 557.50 562.50 -2.00 2,701 13,970 +525
Dec16 160609 577.25 579.25 572.75 577.25 -2.25 1,902 11,079 +343
Mar17 160609 592.75 592.75 586.50 591.00 -2.25 977 5,927 -10
May17 160609 598.00 599.25 595.50 598.50 -1.25 402 2,730 +12
Jul17 160609 601.00 606.00 601.00 605.00 -2.50 208 1,039 +88
Total Volume and Open Interest 11,874 57,312 -281
Oats(CBOT)
Jul16 160609 205.00 209.00 200.50 205.25 -0.50 549 6,519 -141
Sep16 160609 218.00 220.75 212.75 217.25 -0.75 216 2,116 +150
Dec16 160609 230.00 234.00 224.00 228.00 -0.75 212 2,193 +82
Mar17 160609 235.00 238.00 235.00 236.25 -1.25 2 161 -1
Total Volume and Open Interest 979 10,989 +90
Rough Rice(CBOT)
Jul16 160609 11.50 11.52 11.15 11.32 -0.21 1,006 5,628 -427
Sep16 160609 11.79 11.79 11.41 11.60 -0.20 804 3,265 +131
Nov16 160609 11.94 11.94 11.66 11.85 -0.20 86 731 +25
Jan17 160609 12.04 12.04 12.04 12.04 -0.19 24 95 -2
Total Volume and Open Interest 1,932 9,753 -270
Live Cattle(CME)
Jun16 160609 123.300 123.730 122.730 123.200 +0.165 2,351 19,117 -554
Aug16 160609 118.980 119.400 118.000 118.850 +0.120 17,080 121,255 -75
Oct16 160609 118.100 118.500 117.180 118.100 +0.215 8,242 57,490 +793
Dec16 160609 118.500 118.650 117.600 118.230 -0.055 6,063 34,628 -14
Feb17 160609 118.000 118.250 117.200 117.785 -0.265 2,099 9,847 +115
Apr17 160609 117.250 117.535 116.535 116.980 -0.500 917 6,095 +61
Total Volume and Open Interest 36,873 250,554 +366
Feeder Cattle(CME)
Aug16 160609 147.130 148.000 146.150 147.300 -0.080 3,375 25,038 +141
Sep16 160609 145.300 146.100 144.285 145.485 +0.105 945 4,360 -25
Oct16 160609 143.380 144.250 142.500 143.630 +0.095 872 4,847 -100
Nov16 160609 140.800 140.985 139.400 140.200 -0.100 581 3,755 +203
Jan17 160609 136.200 136.200 134.685 135.485 -0.090 46 688 +2
Mar17 160609 132.880 133.350 132.500 133.150 -0.400 11 215 +7
Apr17 160609 133.130 133.130 132.880 133.130 -0.120 1 23 +0
Total Volume and Open Interest 5,831 38,926 +228
Lean Hogs(CME)
Jun16 160609 82.635 82.900 82.400 82.680 +0.630 5,654 14,231 -2,361
Jul16 160609 87.635 87.750 85.930 86.035 -1.000 22,335 60,328 -3,186
Aug16 160609 87.885 87.950 86.350 86.480 -0.850 21,113 70,116 +5,468
Oct16 160609 72.500 72.730 72.100 72.285 +0.105 9,778 49,806 +1,581
Dec16 160609 66.400 66.800 66.135 66.680 +0.455 5,246 33,185 +691
Feb17 160609 69.300 69.800 69.150 69.730 +0.430 2,080 13,399 +737
Apr17 160609 71.980 72.400 71.850 72.350 +0.370 447 6,611 +154
May17 160609 76.500 76.550 76.500 76.550 +0.050 4 102 +3
Total Volume and Open Interest 66,732 248,591 +3,121
Class III Milk(CME)
Jun16 160609 13.25 13.29 13.22 13.25 -0.01 165 4,479 -51
Jul16 160609 14.32 15.04 14.30 15.04 +0.75 287 5,150 -2
Aug16 160609 15.12 15.71 15.12 15.71 +0.75 383 4,389 -54
Sep16 160609 15.45 16.13 15.45 16.13 +0.75 385 3,435 -122
Oct16 160609 15.62 16.10 15.55 15.98 +0.52 89 2,744 +35
Nov16 160609 15.60 16.00 15.58 15.76 +0.29 86 2,648 +56
Dec16 160609 15.37 15.75 15.36 15.70 +0.35 66 2,466 +31
Jan17 160609 15.35 15.60 15.35 15.55 +0.15 36 866 +26
Feb17 160609 15.50 15.60 15.39 15.54 +0.19 22 832 +11
Mar17 160609 15.65 15.70 15.63 15.70 +0.12 24 736 +14
Apr17 160609 15.64 15.86 15.64 15.86 +0.32 51 618 +34
May17 160609 15.71 15.75 15.71 15.75 +0.10 24 425 +10
Jun17 160609 15.73 15.73 15.73 15.73 +0.06 22 395 +8
Total Volume and Open Interest 1,728 29,904 +55
Cocoa(ICE)
Jul16 160609 3103 3123 3093 3116 +3 13,735 35,165 -3,564
Sep16 160609 3084 3101 3074 3094 +2 18,984 78,731 +4,963
Dec16 160609 3059 3081 3055 3075 +3 4,211 46,230 +148
Mar17 160609 3038 3056 3032 3051 +3 1,237 32,375 -61
May17 160609 3024 3043 3022 3039 +2 119 5,874 +4
Jul17 160609 3019 3036 3016 3031 unch 37 2,026 +0
Sep17 160609 3010 3027 3008 3022 -2 107 2,959 +26
Total Volume and Open Interest 38,534 206,203 +1,617
Coffee "C"(ICE)
Jul16 160609 139.20 145.00 133.55 133.95 -5.70 34,045 65,986 -8,350
Sep16 160609 140.70 146.85 135.45 135.85 -5.80 20,635 59,251 +2,864
Dec16 160609 143.10 149.30 138.05 138.40 -5.80 8,019 32,674 +300
Mar17 160609 145.30 151.40 140.55 140.90 -5.75 1,814 14,052 +41
May17 160609 147.05 152.00 142.30 142.45 -5.85 526 7,171 +322
Jul17 160609 149.25 153.15 144.00 144.00 -5.80 175 2,580 +45
Total Volume and Open Interest 65,580 188,825 -4,678
Orange Juice(ICE)
Jul16 160609 163.00 168.70 162.65 166.60 +2.30 1,583 10,629 +181
Sep16 160609 163.10 168.50 163.10 166.75 +2.65 489 4,999 +172
Nov16 160609 165.10 167.55 165.10 165.85 +2.40 155 1,546 +91
Jan17 160609 163.85 165.85 163.85 164.90 +2.05 19 380 +4
Mar17 160609 164.85 164.85 164.85 164.85 +2.05 0 6 +0
May17 160609 165.00 165.00 165.00 165.00 +2.05      
Total Volume and Open Interest 2,246 17,560 +448
Sugar #11(ICE)
Jul16 160609 19.65 19.92 19.41 19.74 +0.13 98,303 294,584 -15,818
Oct16 160609 19.69 19.94 19.50 19.80 +0.14 82,576 329,590 +9,986
Mar17 160609 19.73 19.90 19.56 19.80 +0.07 33,477 162,875 +7,651
May17 160609 18.98 19.10 18.84 19.04 +0.06 11,858 33,214 +584
Jul17 160609 18.30 18.49 18.29 18.43 +0.08 9,166 34,746 +12
Oct17 160609 17.93 18.16 17.93 18.09 +0.11 2,860 24,233 +1,412
Mar18 160609 17.73 17.97 17.73 17.90 +0.11 477 10,751 -132
May18 160609 17.28 17.47 17.28 17.41 +0.08 127 3,100 +46
Total Volume and Open Interest 239,044 899,793 +3,785
London Cocoa(LCE)
Jul16 160609 2256 2267 2243 2258 +5 7,622 88,038 +1,396
Sep16 160609 2248 2254 2234 2247 +5 6,063 64,153 +394
Dec16 160609 2199 2205 2187 2200 +6 2,644 58,258 +269
Mar17 160609 2157 2164 2147 2159 +7 1,477 41,511 +134
May17 160609 2134 2149 2133 2145 +7 292 11,782 +3
Jul17 160609 2129 2142 2126 2139 +9 118 2,021 +34
Sep17 160609 2122 2134 2119 2132 +10 8 529 +0
Total Volume and Open Interest 18,224 266,501 +2,230
London Sugar(LCE)
Aug16 160609 530.00 532.40 523.60 528.70 +1.00 4,441 50,081 -1,213
Oct16 160609 529.50 531.50 524.50 528.20 +0.90 2,404 23,606 +67
Dec16 160609 528.90 530.30 524.10 527.70 +0.60 1,467 14,761 +163
Mar17 160609 527.00 529.50 523.90 527.00 +0.50 1,761 10,962 -43
May17 160609 516.10 518.60 514.50 515.90 +0.20 205 2,741 -29
Total Volume and Open Interest 10,423 105,336 -981
Cotton(ICE)
Jul16 160609 65.67 65.67 64.46 64.96 -0.82 28,413 75,165 -6,195
Oct16 160609 66.14 66.14 65.75 65.93 -0.90 6 78 +3
Dec16 160609 65.76 65.84 64.80 65.30 -0.66 25,608 113,056 +7,527
Mar17 160609 66.00 66.08 65.32 65.74 -0.60 2,421 14,154 +958
May17 160609 66.27 66.30 65.75 65.96 -0.60 428 2,655 +115
Jul17 160609 66.49 66.51 66.21 66.34 -0.52 326 2,628 +181
Total Volume and Open Interest 58,087 211,393 +3,355
Lumber(CME)
Jul16 160609 297.1 302.7 297.0 302.7 +10.0 655 3,389 +13
Sep16 160609 305.1 311.7 305.1 311.7 +10.0 199 1,768 +84
Nov16 160609 313.9 313.9 313.9 313.9 +9.9 2 92 +0
Jan17 160609 318.9 318.9 309.0 318.9 +9.9 1 19 +0
Total Volume and Open Interest 857 5,307 +97
Crude Oil(NYM)
Jul16 160609 51.45 51.67 50.23 50.56 -0.67 542,254 444,584 -55,061
Aug16 160609 52.07 52.28 50.83 51.22 -0.62 223,539 231,684 +31,983
Sep16 160609 52.59 52.73 51.33 51.73 -0.58 90,672 164,860 +18,556
Oct16 160609 53.00 53.01 51.69 52.13 -0.54 21,556 84,905 +269
Nov16 160609 53.25 53.39 52.01 52.49 -0.51 12,517 60,468 +1,594
Dec16 160609 53.44 53.62 52.26 52.77 -0.48 44,009 223,902 -1,357
Jan17 160609 53.65 53.72 52.50 52.97 -0.45 7,595 41,954 +308
Feb17 160609 53.82 53.82 52.65 53.11 -0.42 6,202 28,129 +400
Mar17 160609 53.74 53.74 52.74 53.22 -0.40 10,381 51,881 +2,191
Apr17 160609 53.93 53.93 52.73 53.27 -0.39 1,267 15,307 +2
May17 160609 52.86 53.37 52.86 53.31 -0.38 1,110 16,491 +30
Jun17 160609 54.00 54.00 52.87 53.34 -0.38 9,765 71,120 -16
Jul17 160609 53.34 53.34 53.01 53.34 -0.38 1,000 15,241 +393
Aug17 160609 53.35 53.35 53.35 53.35 -0.37 329 11,108 +79
Sep17 160609 53.20 53.38 52.88 53.38 -0.36 916 26,484 +139
Oct17 160609 53.43 53.43 53.43 53.43 -0.35 168 8,639 +10
Total Volume and Open Interest 995,483 1,748,314 -627
e-miNY Crude Oil(NYM)
Jul16 160609 51.450 51.675 50.225 50.550 -0.675 8,860 2,315 +189
Aug16 160609 52.075 52.225 50.850 51.225 -0.625 381 476 +65
Sep16 160609 52.650 52.700 51.600 51.725 -0.575 49 168 +16
Oct16 160609 53.000 53.000 51.800 52.125 -0.550 0 72 +0
Nov16 160609 53.300 53.300 52.150 52.500 -0.500 3 13 -2
Dec16 160609 53.525 53.525 52.400 52.775 -0.475 7 302 +0
Jan17 160609 52.975 52.975 52.975 52.975 -0.450 1 12 -1
Feb17 160609 53.100 53.100 53.100 53.100 -0.425 1 11 +1
Mar17 160609 53.225 53.225 53.225 53.225 -0.400 0 12 +0
Apr17 160609 53.275 53.275 53.275 53.275 -0.375      
Total Volume and Open Interest 9,306 3,523 +267
NY Harbor ULSD(NYM)
Jul16 160609 157.40 158.48 154.37 155.12 -1.93 67,635 114,210 -6,831
Aug16 160609 158.24 158.76 154.97 155.85 -1.79 38,310 58,592 +1,005
Sep16 160609 159.85 159.85 155.91 157.01 -1.57 24,659 48,937 +3,220
Oct16 160609 160.47 160.47 157.15 158.20 -1.47 11,033 29,835 +2,224
Nov16 160609 161.12 161.12 158.32 159.54 -1.42 7,849 23,948 +1,796
Dec16 160609 162.96 163.16 159.45 160.74 -1.38 12,683 56,704 -1,151
Jan17 160609 163.43 163.43 160.64 161.96 -1.31 2,666 17,773 +272
Feb17 160609 161.45 162.71 161.45 162.71 -1.21 2,275 7,453 +77
Mar17 160609 161.73 163.00 161.50 162.79 -1.12 2,272 9,926 +743
Apr17 160609 160.70 162.15 160.70 162.08 -1.09 778 4,176 +205
May17 160609 160.48 161.78 160.48 161.78 -1.19 472 2,738 +78
Jun17 160609 161.05 161.93 160.60 161.82 -1.30 2,512 14,046 +766
Jul17 160609 161.60 162.31 161.60 162.31 -1.33 188 1,527 +50
Aug17 160609 162.99 165.80 162.99 162.99 -1.33 109 760 -9
Total Volume and Open Interest 174,295 416,893 +2,690
RBOB Gasoline(NYM)
Jul16 160609 162.90 163.42 159.01 161.86 -0.12 72,749 112,291 -6,438
Aug16 160609 163.60 164.15 159.98 162.76 -0.09 57,925 60,826 +3,030
Sep16 160609 163.44 163.44 159.62 162.30 -0.06 46,628 59,183 +1,487
Oct16 160609 151.06 151.10 147.85 150.37 -0.20 30,129 40,520 +3,666
Nov16 160609 147.61 147.86 145.39 147.69 -0.21 15,042 28,573 +1,475
Dec16 160609 146.30 146.30 143.46 145.59 -0.36 17,755 41,035 +1,398
Jan17 160609 143.76 145.60 143.31 145.40 -0.40 4,558 11,583 +872
Feb17 160609 144.47 146.33 144.45 146.33 -0.40 816 2,475 -92
Mar17 160609 146.23 147.93 146.23 147.93 -0.44 838 4,292 +52
Apr17 160609 168.43 169.39 168.43 169.37 -0.60 664 3,238 +11
Total Volume and Open Interest 251,970 395,749 +6,253
e-miNY RBOB Gasoline(NYM)
Jul16 160609 161.90 161.90 161.86 161.90 -0.10 0 1 +0
Aug16 160609 162.80 162.80 162.76 162.80 -0.10      
Sep16 160609 162.30 162.30 162.30 162.30 -0.10      
Oct16 160609 150.40 150.40 150.37 150.40 -0.20      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jul16 160609 2.465 2.630 2.451 2.617 +0.149 169,660 281,471 -29,506
Aug16 160609 2.535 2.703 2.526 2.690 +0.146 73,761 103,095 +7,654
Sep16 160609 2.583 2.733 2.573 2.721 +0.132 67,198 135,006 +4,293
Oct16 160609 2.658 2.802 2.650 2.791 +0.122 45,529 114,336 +646
Nov16 160609 2.852 2.975 2.841 2.970 +0.114 20,714 57,952 +1,180
Dec16 160609 3.114 3.228 3.104 3.228 +0.112 12,022 47,100 -180
Jan17 160609 3.242 3.353 3.231 3.353 +0.110 26,656 95,828 -314
Feb17 160609 3.235 3.340 3.225 3.340 +0.104 6,188 21,369 +242
Mar17 160609 3.193 3.291 3.181 3.291 +0.098 18,777 47,557 -318
Apr17 160609 2.953 3.008 2.934 3.008 +0.056 11,746 45,842 -1,844
May17 160609 2.938 2.969 2.913 2.969 +0.033 4,672 17,934 +487
Jun17 160609 2.967 2.990 2.945 2.990 +0.026 1,653 7,341 +25
Jul17 160609 2.998 3.025 2.982 3.025 +0.024 805 7,502 +113
Aug17 160609 3.005 3.032 2.997 3.032 +0.023 687 5,148 +64
Sep17 160609 2.991 3.022 2.989 3.022 +0.021 262 3,170 +44
Oct17 160609 3.017 3.051 3.005 3.050 +0.022 1,868 8,907 +898
Total Volume and Open Interest 468,220 1,049,872 -16,439
Brent Crude Oil(ICE)
Aug16 160609 52.74 52.86 51.53 51.95 -0.56 208,823 424,529 -9,022
Sep16 160609 53.25 53.30 52.00 52.42 -0.56 101,639 314,616 +10,465
Oct16 160609 53.52 53.56 52.28 52.73 -0.53 41,531 144,339 +4,641
Nov16 160609 53.77 53.81 52.55 53.00 -0.51 24,086 148,956 +2,212
Dec16 160609 54.09 54.12 52.85 53.32 -0.51 57,922 348,115 +3,487
Jan17 160609 54.29 54.31 53.10 53.56 -0.51 6,914 65,861 +1,630
Feb17 160609 54.21 54.21 53.28 53.74 -0.50 3,238 56,283 +810
Mar17 160609 54.62 54.62 53.45 53.91 -0.50 6,326 59,964 +443
Apr17 160609 54.64 54.64 53.66 54.05 -0.50 1,062 19,761 -59
May17 160609 54.14 54.19 54.14 54.19 -0.50 976 22,083 -36
Jun17 160609 54.94 54.97 53.89 54.33 -0.49 11,856 91,253 -277
Jul17 160609 54.49 54.49 54.49 54.49 -0.48 839 17,561 -98
Aug17 160609 54.62 54.62 54.62 54.62 -0.48 1,127 13,931 +236
Sep17 160609 54.70 54.70 54.70 54.70 -0.47 2,040 29,198 +410
Total Volume and Open Interest 506,289 2,181,360 +18,352
Gas Oil(ICE)
Jun16 160609 470.00 470.50 457.50 459.50 -5.00 37,847 40,510 -9,281
Jul16 160609 470.50 470.50 458.00 460.50 -4.00 82,590 139,898 -2,741
Aug16 160609 472.50 472.50 459.75 462.75 -3.50 48,540 101,708 +1,166
Sep16 160609 474.50 474.50 462.75 466.00 -2.75 22,075 52,844 +1,702
Oct16 160609 477.25 477.50 466.25 469.50 -2.50 9,945 43,844 -438
Nov16 160609 479.75 479.75 469.00 471.75 -2.25 7,472 31,349 -1,284
Dec16 160609 481.75 481.75 470.50 473.50 -1.75 19,095 101,695 +175
Jan17 160609 482.25 482.25 473.25 476.00 -1.75 2,412 24,549 +340
Feb17 160609 484.00 484.50 475.75 478.50 -1.75 1,129 13,878 +7
Mar17 160609 486.75 486.75 477.75 480.50 -1.50 1,022 21,690 +39
Total Volume and Open Interest 246,673 736,096 -10,295
Ethanol(CBOT)
Jul16 160609 1.682 1.682 1.665 1.676 -0.006 170 2,546 +23
Aug16 160609 1.657 1.666 1.650 1.660 -0.006 114 453 -11
Sep16 160609 1.640 1.644 1.636 1.641 -0.006 93 714 -50
Oct16 160609 1.619 1.641 1.619 1.619 -0.006 142 231 +21
Nov16 160609 1.601 1.601 1.594 1.594 -0.006 60 285 +60
Dec16 160609 1.580 1.580 1.571 1.571 -0.006 2 1,075 +2
Jan17 160609 1.550 1.567 1.550 1.550 -0.006 0 113 +0
Feb17 160609 1.547 1.547 1.547 1.547 -0.006 0 13 +0
Total Volume and Open Interest 581 5,430 +45
WTI Crude Oil(ICE)
Jul16 160609 51.60 51.64 50.22 50.56 -0.67 27,798 59,809 -3,990
Aug16 160609 52.22 52.22 50.87 51.22 -0.62 33,282 54,586 -2,490
Sep16 160609 52.66 52.69 51.35 51.73 -0.58 16,938 36,838 +207
Oct16 160609 52.74 52.74 51.72 52.13 -0.54 7,456 13,270 +245
Nov16 160609 53.34 53.34 52.04 52.49 -0.51 4,094 14,195 +481
Dec16 160609 53.47 53.52 52.30 52.77 -0.48 8,926 80,288 +247
Jan17 160609 52.74 52.97 52.74 52.97 -0.45 797 7,697 -37
Feb17 160609 53.11 53.11 53.11 53.11 -0.42 258 5,526 -50
Mar17 160609 52.75 53.22 52.75 53.22 -0.40 1,457 5,782 +1,062
Apr17 160609 53.00 53.27 53.00 53.27 -0.39 317 2,821 +13
May17 160609 53.31 53.31 53.31 53.31 -0.38 52 1,487 +20
Jun17 160609 53.14 53.37 53.14 53.34 -0.38 1,187 29,143 +48
Jul17 160609 53.34 53.34 53.34 53.34 -0.38 55 1,605 +9
Aug17 160609 53.35 53.35 53.35 53.35 -0.37 15 576 +3
Sep17 160609 53.38 53.38 53.38 53.38 -0.36 160 4,349 -29
Oct17 160609 53.43 53.43 53.43 53.43 -0.35 9 1,234 +1
Total Volume and Open Interest 109,741 416,170 -2,337
US Dollar Index(ICE)
Jun16 160609 93.530 94.105 93.435 93.952 +0.372 20,414 47,617 -3,052
Sep16 160609 93.535 94.150 93.430 93.988 +0.393 10,665 20,395 +5,174
Dec16 160609 93.610 94.110 93.500 94.018 +0.403 244 1,352 -89
Total Volume and Open Interest 31,499 70,139 +2,198
Australian Dollar(CME)
Jun16 160609 74.84 75.04 74.20 74.45 -0.31 99,498 95,539 -5,136
Sep16 160609 74.54 74.78 73.93 74.18 -0.31 17,948 23,575 +6,533
Dec16 160609 74.25 74.36 73.78 73.97 -0.30 117 254 +94
Total Volume and Open Interest 117,564 119,376 +1,491
British Pound(CME)
Jun16 160609 145.09 145.27 144.46 144.83 -0.21 143,958 187,609 -26,455
Sep16 160609 145.16 145.36 144.55 144.92 -0.22 50,920 71,082 +38,699
Dec16 160609 145.26 145.28 144.55 145.04 -0.22 295 442 +222
Total Volume and Open Interest 195,173 259,238 +12,466
Canadian Dollar(CME)
Jun16 160609 78.80 78.92 78.33 78.68 -0.06 69,407 103,717 -4,481
Sep16 160609 78.80 78.93 78.34 78.69 -0.06 22,692 27,994 +11,432
Dec16 160609 78.93 78.94 78.38 78.71 -0.06 427 3,272 +95
Mar17 160609 78.68 78.95 78.43 78.74 -0.05 14 209 +3
Total Volume and Open Interest 92,540 135,330 +7,049
Japanese Yen(CME)
Jun16 160609 93.54 94.12 93.31 93.58 +0.07 123,445 122,211 -12,585
Sep16 160609 93.83 94.43 93.62 93.89 +0.08 41,421 58,192 +19,198
Dec16 160609 94.24 94.68 93.98 94.23 +0.07 107 353 +88
Total Volume and Open Interest 164,994 180,894 +6,722
Swiss Franc(CME)
Jun16 160609 104.31 104.41 103.57 103.86 -0.42 29,354 40,724 -11,554
Sep16 160609 104.82 104.92 104.08 104.37 -0.42 14,499 21,856 +11,959
Dec16 160609 105.20 105.38 104.64 104.90 -0.43 0 31 +0
Total Volume and Open Interest 43,853 62,626 +405
EuroFX(CME)
Jun16 160609 114.00 114.17 113.06 113.32 -0.67 174,732 268,489 -33,641
Sep16 160609 114.38 114.54 113.44 113.69 -0.68 74,734 114,507 +53,937
Dec16 160609 114.78 114.91 113.85 114.07 -0.68 433 1,657 +76
Total Volume and Open Interest 249,930 386,010 +20,363
Mexican Peso(CME)
Jun16 160609 551.88 552.75 546.13 547.75 -4.50 57,425 77,686 -10,779
Jul16 160609 545.88 545.88 545.88 545.88 -4.50      
Total Volume and Open Interest 79,865 142,333 +101
Brazilian Real(CME)
Jul16 160609 294.55 295.55 290.95 292.50 -2.05 2,395 24,177 -62
Aug16 160609 290.40 290.40 290.40 290.40 -1.80 2 71 +1
Sep16 160609 289.00 290.95 286.55 287.45 -2.05 155 3,431 -53
Oct16 160609 285.30 285.30 285.30 285.30 -1.95      
Total Volume and Open Interest 2,552 27,709 -114
30-Year T-Bonds(CBOT)
Jun16 160609 168~100 169~150 168~100 168~310 +0~220 4,409 10,860 -2,058
Sep16 160609 166~310 168~030 166~230 167~170 +0~220 178,079 556,653 +12,618
Dec16 160609 166~090 166~090 165~040 166~090 +0~220 0 5 +0
Total Volume and Open Interest 182,488 567,518 +10,560
10-Year T-Notes(CBOT)
Jun16 160609 130~295 131~080 130~285 131~025 +0~060 35,285 91,372 -10,875
Sep16 160609 130~305 131~090 130~285 131~030 +0~060 662,920 2,615,070 +28,438
Dec16 160609 130~110 130~155 130~105 130~150 -0~045 0 1 +0
Total Volume and Open Interest 698,205 2,706,443 +17,563
5-Year T-Notes(CBOT)
Jun16 160609 121~074 121~120 121~074 121~102 +0~030 11,662 96,091 -5,703
Sep16 160609 120~270 121~004 120~264 120~300 +0~032 402,997 2,462,295 +8,096
Dec16 160609 120~284 120~284 120~284 120~284 +0~032      
Total Volume and Open Interest 414,659 2,558,386 +2,393
2 Year T-Notes(CBOT)
Jun16 160609 109~114 109~114 109~100 109~112 +0~012 3,185 20,755 -11,360
Sep16 160609 109~060 109~076 109~056 109~072 +0~012 177,329 949,765 -5,294
Dec16 160609 109~056 109~056 109~056 109~056 +0~012      
Total Volume and Open Interest 180,514 970,520 -16,654
Eurodollars(CME)
Jun16 160609 99.342 99.345 99.342 99.342 -0.003 109,775 1,101,164 -11,894
Sep16 160609 99.250 99.260 99.245 99.255 +0.005 148,274 1,098,469 +6,845
Dec16 160609 99.145 99.165 99.145 99.160 +0.010 171,816 1,446,191 +14,611
Mar17 160609 99.090 99.115 99.090 99.110 +0.015 134,191 891,725 +14,844
Jun17 160609 99.035 99.065 99.030 99.060 +0.020 122,222 865,626 +5,029
Sep17 160609 98.985 99.015 98.980 99.010 +0.025 99,141 774,603 +3,965
Dec17 160609 98.920 98.955 98.915 98.950 +0.030 122,816 1,136,742 +7,956
Mar18 160609 98.880 98.910 98.870 98.905 +0.030 88,922 513,313 +6,228
Jun18 160609 98.825 98.865 98.820 98.855 +0.030 73,610 455,858 +735
Sep18 160609 98.775 98.815 98.770 98.805 +0.030 56,667 373,390 -1,405
Dec18 160609 98.720 98.760 98.710 98.750 +0.035 63,245 556,372 +2,076
Mar19 160609 98.680 98.720 98.670 98.710 +0.035 58,802 325,557 +8,856
Jun19 160609 98.625 98.675 98.620 98.660 +0.035 43,676 245,250 -7,514
Sep19 160609 98.570 98.620 98.570 98.605 +0.035 35,490 194,099 +2,026
Dec19 160609 98.515 98.560 98.505 98.545 +0.035 23,035 228,168 -26
Mar20 160609 98.470 98.515 98.460 98.500 +0.035 22,818 114,547 -498
Jun20 160609 98.405 98.465 98.405 98.450 +0.040 14,247 71,757 +425
Sep20 160609 98.360 98.415 98.355 98.395 +0.040 18,475 64,440 -1,203
Total Volume and Open Interest 1,447,867 10,823,863 +50,415
Ultra T-Bond(CBOT)
Jun16 160609 177~02 178~09 177~02 177~25 +1~03 4,220 21,759 -3,037
Sep16 160609 179~13 181~03 179~04 180~13 +1~05 66,582 585,644 +3,557
Dec16 160609 179~20 179~20 179~20 179~20 +1~05      
Total Volume and Open Interest 70,802 607,403 +520
Ultra 10-Yr T-Note(CBOT)
Jun16 160609 142~145 142~145 142~145 142~145 +0~105 170 10,079 -215
Sep16 160609 142~260 143~110 142~230 143~030 +0~110 41,033 132,666 -2,091
Dec16 160609 143~030 143~030 143~030 143~030 +0~110      
Total Volume and Open Interest 41,203 142,745 -2,306
30 Day Federal Funds(CBOT)
Jun16 160609 99.630 99.630 99.630 99.630 unch 14,333 76,123 -2,838
Jul16 160609 99.625 99.630 99.625 99.625 unch 34,939 221,287 +413
Aug16 160609 99.575 99.580 99.570 99.580 unch 46,246 223,553 +2,643
Sep16 160609 99.555 99.560 99.555 99.560 unch 6,641 42,808 -696
Oct16 160609 99.520 99.525 99.520 99.525 +0.005 11,328 117,548 +470
Nov16 160609 99.505 99.515 99.505 99.510 +0.005 1,331 43,711 -146
Total Volume and Open Interest 123,354 907,876 -390
3-Mth Euro-Yen(CME)
Jun16 160609 99.990 99.990 99.990 99.990 unch      
Sep16 160609 99.990 99.990 99.990 99.990 unch      
Dec16 160609 99.990 99.990 99.990 99.990 unch      
Mar17 160609 99.990 99.990 99.990 99.990 unch      
Jun17 160609 99.990 99.990 99.990 99.990 unch      
Sep17 160609 99.990 99.990 99.990 99.990 unch      
Dec17 160609 99.990 99.990 99.990 99.990 unch      
Mar18 160609 99.995 99.995 99.995 99.995 unch      
Jun18 160609 99.855 99.855 99.855 99.855 unch      
Sep18 160609 99.715 99.715 99.715 99.715 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep16 160609 99.99 99.99 99.99 99.99 unch      
Dec16 160609 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160609 99.99 99.99 99.99 99.99 unch      
Jun17 160609 99.99 99.99 99.99 99.99 unch      
Sep17 160609 99.99 99.99 99.99 99.99 unch      
Dec17 160609 99.99 99.99 99.99 99.99 unch      
Mar18 160609 100.00 100.00 100.00 100.00 unch      
Jun18 160609 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160609 151.93 152.13 151.90 152.12 +0.20 4,546 9,058 +1,778
Dec16 160609 152.12 152.12 152.12 152.12 +0.20      
Mar17 160609 152.04 152.04 152.04 152.04 +0.20      
Total Volume and Open Interest 9,483 24,049 +1,556
Euro-Buxl(EUREX)
Sep16 160609 184.26 186.24 184.16 185.48 +1.78 62,581 148,321 +20,820
Dec16 160609 185.04 185.04 185.04 185.04 +1.78      
Mar17 160609 185.04 185.04 185.04 185.04        
Euro-Bund(EUREX)
Sep16 160609 164.53 164.81 164.43 164.55 +0.19 1,030,057 1,833,002 +266,973
Dec16 160609 162.05 162.15 161.95 162.00 +0.19 32 36 +10
Mar17 160609 162.00 162.00 162.00 162.00        
Euro-Bobl(EUREX)
Sep16 160609 132.62 132.69 132.58 132.65 +0.05 694,429 1,396,126 +7,037
Dec16 160609 130.66 130.66 130.66 130.66 +0.18 0 101 +0
Mar17 160609 130.66 130.66 130.66 130.66        
Euro-Schatz(EUREX)
Sep16 160609 111.83 111.86 111.83 111.85 +0.01 422,649 1,177,928 +28,080
Dec16 160609 111.85 111.85 111.85 111.85 +0.01      
Mar17 160609 111.85 111.85 111.85 111.85        
3-Mth Euribor(EUREX)
Jun16 160609 100.265 100.265 100.265 100.265 unch 166 11,736 +97
Sep16 160609 100.275 100.275 100.275 100.275 +0.005 165 6,610 +11
Dec16 160609 100.280 100.280 100.280 100.280 unch 0 2,495 +0
Total Volume and Open Interest 332 64,954 +108
Long Gilt(LIFFE)
Jun16 160609 122~30 122~30 122~28 122~28 +0~02 3,271 40,820 -1,154
Sep16 160609 124~29 125~04 124~25 124~28 +0~04 210,790 439,698 +10,553
Total Volume and Open Interest 214,061 480,518 +9,399
3-Mth Short Sterling(LIFFE)
Jun16 160609 99.42 99.43 99.42 99.42 unch 47,941 345,341 +9,966
Sep16 160609 99.45 99.46 99.45 99.45 +0.01 28,681 421,689 -994
Dec16 160609 99.47 99.47 99.45 99.46 +0.01 61,697 461,016 +2,018
Mar17 160609 99.46 99.47 99.44 99.44 unch 77,513 342,972 +4,584
Jun17 160609 99.42 99.43 99.40 99.40 -0.01 51,293 303,899 +850
Sep17 160609 99.38 99.40 99.36 99.36 -0.01 61,775 266,051 -1,768
Total Volume and Open Interest 523,514 3,317,876 +35,340
3-Mth Euribor(LIFFE)
Jun16 160609 100.260 100.265 100.260 100.265 unch 12,558 482,571 -495
Sep16 160609 100.270 100.275 100.265 100.270 -0.005 24,478 384,994 +2,623
Dec16 160609 100.275 100.285 100.275 100.280 unch 23,397 467,572 +2,379
Total Volume and Open Interest 406,110 3,532,006 +22,104
3-Mth Aus T-Bills(SFE)
Jun16 160609 97.89 98.02 97.87 97.98 +0.09 46,792 54,998 -45,530
Sep16 160609 98.08 98.09 98.06 98.09 +0.01 96,641 234,072 +1,678
Dec16 160609 98.14 98.15 98.11 98.15 unch 71,100 197,283 +4,266
Mar17 160609 98.18 98.20 98.15 98.20 +0.01 28,693 131,490 -3,102
Jun17 160609 98.21 98.23 98.18 98.23 +0.02 13,835 104,331 +1,216
Sep17 160609 98.22 98.25 98.19 98.25 +0.02 6,271 79,054 +448
Dec17 160609 98.23 98.27 98.20 98.27 +0.03 4,520 59,846 +1,481
Mar18 160609 98.23 98.27 98.20 98.27 +0.03 2,691 34,214 +88
Jun18 160609 98.23 98.26 98.19 98.26 +0.03 1,345 17,859 +1,084
Sep18 160609 98.18 98.24 98.18 98.24 +0.03 85 3,672 -6
Total Volume and Open Interest 272,627 921,250 -38,462
10-Year Aus T-Bonds(SFE)
Jun16 160609 97.85 97.91 97.82 97.91 +0.06 138,963 945,276 -3,470
Sep16 160609 97.83 97.89 97.80 97.89 +0.06 5,931 4,716 +4,324
Total Volume and Open Interest 144,894 949,992 +854
3-Year Aus T-Bonds(SFE)
Jun16 160609 98.43 98.44 98.38 98.44 +0.01 220,220 820,725 -4,025
Sep16 160609 98.46 98.49 98.40 98.49 +0.03 943 5,922 +226
Total Volume and Open Interest 221,163 826,647 -3,799
Gold(CMX)
Jun16 160609 1262.5 1271.4 1258.1 1270.2 +10.4 281 2,906 -1,080
Aug16 160609 1264.6 1274.4 1259.4 1272.7 +10.4 120,505 358,741 +3,330
Oct16 160609 1267.2 1277.2 1263.0 1275.7 +10.5 818 27,774 +31
Dec16 160609 1270.4 1280.2 1265.5 1278.5 +10.5 3,279 62,791 +478
Feb17 160609 1275.0 1281.1 1271.6 1281.1 +10.6 2,168 8,494 -264
Apr17 160609 1276.1 1283.4 1270.5 1283.4 +10.7 1,260 4,351 +632
Jun17 160609 1277.1 1285.6 1274.7 1285.6 +10.7 578 11,872 +362
Aug17 160609 1287.3 1287.7 1287.3 1287.7 +10.8 20 174 +11
Oct17 160609 1289.7 1289.7 1289.7 1289.7 +10.7 1 630 +0
Dec17 160609 1287.2 1291.8 1280.5 1291.8 +10.5 254 7,558 +135
Feb18 160609 1291.2 1293.7 1291.2 1293.7 +10.5      
Apr18 160609 1295.6 1295.6 1295.6 1295.6 +10.4      
Total Volume and Open Interest 129,779 496,330 +3,682
Silver(CMX)
Jul16 160609 1705.5 1734.0 1695.0 1726.8 +28.3 54,579 107,376 -8,611
Sep16 160609 1711.5 1739.0 1700.5 1732.0 +28.4 15,309 38,520 +7,355
Dec16 160609 1717.0 1745.5 1708.0 1739.1 +28.7 3,551 34,668 +130
Mar17 160609 1734.0 1750.0 1720.0 1745.9 +28.9 137 5,232 +118
May17 160609 1740.0 1750.2 1730.0 1750.2 +28.9 29 225 +4
Jul17 160609 1754.5 1754.5 1723.5 1754.5 +28.9 3 2,381 +0
Sep17 160609 1758.8 1758.8 1727.5 1758.8 +28.9 0 195 +0
Total Volume and Open Interest 73,648 192,376 -989
Platinum(NYMEX)
Jul16 160609 1011.7 1017.8 995.5 1003.8 -8.2 13,730 48,927 -1,767
Oct16 160609 1015.1 1019.2 997.7 1005.6 -8.2 3,240 13,339 +2,488
Jan17 160609 1005.5 1008.6 1005.5 1007.7 -8.2 70 909 +69
Apr17 160609 1009.5 1009.5 1009.3 1009.4 -8.2 0 7 +0
Total Volume and Open Interest 17,040 63,185 +789
Palladium(NYMEX)
Jun16 160609 556.60 561.45 555.65 561.45 -0.55 3 55 -1
Sep16 160609 561.25 567.25 552.70 560.60 -0.60 3,047 22,637 +272
Dec16 160609 559.15 563.70 554.90 561.40 -0.65 15 373 -4
Total Volume and Open Interest 3,076 23,144 +268
Copper(CMX)
Jul16 160609 206.50 208.55 201.30 203.90 -2.25 98,353 128,128 +3,777
Sep16 160609 206.65 209.00 201.80 204.35 -2.30 21,441 56,903 +5,385
Dec16 160609 207.95 209.80 203.15 205.30 -2.25 5,933 29,429 +1,618
Mar17 160609 209.15 209.15 204.05 206.10 -2.15 456 5,229 +215
May17 160609 205.70 206.70 205.70 206.70 -2.05 53 786 +15
Total Volume and Open Interest 127,333 227,927 +11,021
E-mini DJIA Index(CBOT)
Jun16 160609 17991 18000 17906 17973 -22 94,989 123,300 -1,215
Sep16 160609 17894 17904 17813 17882 -16 3,459 6,802 +1,658
Dec16 160609 17750 17801 17732 17801 -21 27 140 +4
Mar17 160609 17741 17741 17741 17741 -21 0 1 +0
Total Volume and Open Interest 98,475 130,243 +447
S & P 500(CME)
Jun16 160609 2117.10 2117.10 2108.60 2114.20 -3.90 3,850 85,352 +183
Sep16 160609 2101.00 2107.00 2097.50 2105.20 -3.90 1,654 5,741 +753
Dec16 160609 2097.90 2098.90 2090.90 2097.90 -4.00 0 186 -5
Mar17 160609 2091.80 2092.80 2084.80 2091.80 -4.00      
Total Volume and Open Interest 5,504 91,279 +931
S & P 500 E-Mini(Globex)
Jun16 160609 2117.75 2118.50 2106.25 2114.25 -3.75 1,125,951 2,946,364 -23,414
Sep16 160609 2108.50 2109.50 2097.25 2105.25 -3.75 74,113 167,423 +29,847
Dec16 160609 2101.00 2101.25 2090.50 2098.00 -4.00 785 9,491 +234
Mar17 160609 2091.75 2097.50 2084.75 2091.75 -4.00 9 98 +3
Total Volume and Open Interest 1,200,858 3,123,389 +6,670
NASDAQ 100 E-Mini(Globex)
Jun16 160609 4518.30 4522.50 4493.50 4512.00 -7.00 155,623 234,244 -3,506
Sep16 160609 4511.30 4514.30 4485.80 4504.50 -6.50 3,514 9,482 +1,497
Dec16 160609 4490.00 4500.30 4483.00 4500.00 -6.50 2 89 -1
Total Volume and Open Interest 159,139 243,822 -2,010
S&P Midcap 400(CME) e-Mini
Jun16 160609 1524.00 1524.30 1513.20 1520.00 -4.30 11,583 88,098 +1,243
Sep16 160609 1519.20 1519.20 1509.10 1515.80 -4.00 230 310 +144
Dec16 160609 1516.90 1516.90 1516.90 1516.90 -4.20 0 12 +0
Total Volume and Open Interest 11,813 88,420 +1,387
Volatility Index(CBOE)
Jun16 160609 14.95 15.80 14.93 15.48 +0.50 87,967 178,907 -7,453
Jul16 160609 16.85 17.30 16.80 17.18 +0.30 76,923 189,269 +21,811
Aug16 160609 18.10 18.48 18.05 18.43 +0.30 17,774 52,756 +2,528
Sep16 160609 19.05 19.45 19.05 19.43 +0.35 8,557 29,835 -106
Total Volume and Open Interest 205,502 500,572 +18,211
Russell 2000(ICE)
Jun16 160609 1187.10 1188.20 1176.70 1179.60 -9.10 66,872 390,689 -1,833
Sep16 160609 1181.90 1182.80 1171.70 1174.50 -9.10 2,741 6,606 +1,993
Dec16 160609 1170.50 1170.50 1170.50 1170.50 -9.10 7 17 -1
Total Volume and Open Interest 69,620 397,562 +159
Nikkei 225(CME)
Jun16 160609 16805 16805 16505 16635 -180 18,135 18,033 -4,605
Sep16 160609 16835 16845 16545 16685 -170 10,195 22,675 +6,610
Total Volume and Open Interest 28,330 40,713 +2,005
Nikkei 225(SGX)
Sep16 160609 16765 16805 16540 16595 -205 85,764 108,737 +62,772
Dec16 160609 16500 16500 16500 16500 -205 0 3,882 +0
Mar17 160609 16470 16470 16470 16470 -200      
Total Volume and Open Interest 220,190 351,889 +21,720
Nikkei 225(CME) Yen
Jun16 160609 16785 16800 16505 16635 -180 57,760 54,753 -24,533
Sep16 160609 16750 16760 16460 16590 -185 23,351 42,703 +25,535
Dec16 160609 16470 16470 16470 16470 -185      
Total Volume and Open Interest 81,111 97,456 +1,002
Nikkei 225(CME) e-Mini Yen
Jun16 160609 16640 16640 16635 16640 -170 6 97 -5
Sep16 160609 16590 16590 16590 16590 -180      
Dec16 160609 16470 16470 16470 16470 -180      
Total Volume and Open Interest 6 97 -5
CAC 40(EURONEXT)
Jun16 160609 4440.0 4441.0 4388.5 4401.5 -42.5 73,754 329,728 +4,343
Jul16 160609 4428.5 4429.5 4381.0 4393.0 -42.5 2,868 30,317 +1,484
Aug16 160609 4391.5 4391.5 4391.5 4391.5 -42.5 0 10 +0
Sep16 160609 4394.5 4406.0 4380.0 4389.0 -43.5 175 475 +146
Total Volume and Open Interest 76,797 360,561 +5,973
Hang Seng Index(HKFE)
Jun16 160608 21110 21184 20992 21114 +11 110,924 104,826 -1,288
Jul16 160608 21134 21184 21000 21119 +13 995 2,073 +584
Total Volume and Open Interest 112,524 112,758 -560
DAX(EUREX)
Jun16 160609 10205.0 10212.0 10043.0 10087.0 -118.0 88,191 156,578 +4,001
Sep16 160609 10192.0 10193.5 10033.0 10075.5 -118.5 699 4,259 +419
Dec16 160609 10101.0 10101.0 10064.0 10064.0 -118.0 17 2,941 -4
Total Volume and Open Interest 88,907 163,778 +4,416
Mini-DAX(EUREX)
Jun16 160609 10204.0 10211.0 10046.0 10087.0 -118.0 14,472 11,354 +12
Sep16 160609 10201.0 10201.0 10040.0 10076.0 -118.0 156 588 +13
Dec16 160609 10098.0 10098.0 10027.0 10064.0 -118.0 26 24 -5
Total Volume and Open Interest 14,654 11,966 +20
FT-SE 100(EURONEXT)
Jun16 160609 6287.00 6297.00 6217.50 6229.00 -63.50 132,401 529,476 -9,758
Sep16 160609 6225.50 6228.50 6162.50 6172.50 -63.50 16,501 37,010 +9,933
Dec16 160609 6151.00 6151.00 6136.00 6136.00 -65.00 1 8 +1
Total Volume and Open Interest 148,903 566,494 +176
SPI 200(SFE)
Jun16 160609 5374.0 5391.0 5337.0 5362.0 -12.0 27,654 297,129 -249
Sep16 160609 5323.0 5340.0 5290.0 5313.0 -12.0 1,034 4,047 +654
Dec16 160609 5299.0 5299.0 5299.0 5299.0 -12.0 136 2,496 +136
Total Volume and Open Interest 28,824 304,995 +541
FTSE MIB(ISE)
Jun16 160609 17880.00 17895.00 17640.00 17792.00 -102.00 31,765 60,243 -1,114
Sep16 160609 17760.00 17760.00 17520.00 17660.00 -102.00 681 902 +376
Dec16 160609 17555.00 17555.00 17555.00 17555.00 -92.00 0 1 +0
Total Volume and Open Interest 32,446 61,146 -738
KOSPI 200(KFE)
Jun16 160609 249.85 251.65 248.50 249.50 -0.35 130,203 90,189 -14,780
Sep16 160609 251.30 252.70 250.00 251.40 +0.50 15,502 69,372 +38,412
Dec16 160609 252.10 253.35 250.70 251.95 -0.15 75 5,668 +1,026
Total Volume and Open Interest 145,783 168,631 +24,667
GSCI(CME)
Jun16 160609 384.95 386.70 383.95 386.00 -2.30 1,486 8,527 -1,314
Jul16 160609 387.95 389.65 386.85 389.10 -2.00 1,379 3,464 +1,330
Aug16 160609 388.30 388.30 388.30 388.30 -2.00      
Total Volume and Open Interest 2,865 11,991 +16
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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