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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue June 14, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul16 160614 1168.00 1176.50 1152.75 1169.50 +0.50 204,412 227,909 -24,397
Aug16 160614 1167.75 1173.50 1151.50 1166.00 -3.00 62,954 79,464 +4,726
Sep16 160614 1162.00 1162.25 1143.25 1155.75 -7.00 16,517 36,238 +2,160
Nov16 160614 1157.50 1158.25 1137.25 1149.25 -9.75 172,520 372,589 +18,806
Jan17 160614 1152.50 1154.75 1134.75 1146.00 -10.25 9,727 31,387 +294
Mar17 160614 1112.75 1113.75 1097.00 1105.00 -10.50 15,068 58,637 +4,375
May17 160614 1091.50 1094.00 1080.75 1089.75 -6.50 10,300 26,668 -467
Jul17 160614 1092.50 1092.50 1078.00 1087.00 -7.50 6,219 32,551 +774
Aug17 160614 1060.00 1068.25 1060.00 1068.25 -6.75 120 331 +1
Sep17 160614 1032.00 1032.00 1032.00 1032.00 -6.50 24 140 +0
Nov17 160614 1009.75 1009.75 996.00 1003.25 -7.50 2,216 20,440 +492
Jan18 160614 1002.75 1002.75 1002.75 1002.75 -7.75 0 117 +0
Mar18 160614 1000.25 1000.25 1000.25 1000.25 -7.00 0 39 +0
May18 160614 1002.25 1002.25 1002.25 1002.25 -6.00 0 39 +0
Total Volume and Open Interest 500,094 886,734 +6,766
Soybean Meal(CBOT)
Jul16 160614 408.80 410.50 400.60 408.60 +0.20 76,576 90,232 -11,346
Aug16 160614 408.40 409.60 400.00 405.40 -3.00 30,531 44,571 +1,403
Sep16 160614 408.40 409.00 399.20 404.20 -4.20 14,484 37,791 +916
Oct16 160614 407.30 407.30 397.60 402.60 -4.70 13,469 25,580 +2,122
Dec16 160614 407.40 407.60 397.70 402.50 -4.90 49,808 124,941 +9,386
Jan17 160614 400.10 402.60 394.30 397.40 -5.80 4,622 17,352 +745
Mar17 160614 380.00 380.00 372.00 375.80 -4.40 3,106 16,629 +516
May17 160614 363.90 364.30 358.00 362.20 -2.20 1,884 16,160 +219
Jul17 160614 362.00 362.00 356.00 359.90 -2.20 1,255 10,137 +96
Aug17 160614 350.90 354.40 350.90 353.90 -2.40 29 1,637 +18
Total Volume and Open Interest 196,794 390,742 +4,634
Soybean Oil(CBOT)
Jul16 160614 32.51 32.56 32.18 32.52 +0.01 67,737 117,568 -12,314
Aug16 160614 32.62 32.74 32.32 32.67 +0.02 18,735 43,832 +1,222
Sep16 160614 32.72 32.85 32.46 32.81 +0.02 3,969 31,714 +221
Oct16 160614 32.86 32.98 32.62 32.96 +0.03 2,873 18,595 +206
Dec16 160614 33.17 33.29 32.91 33.26 +0.02 31,263 130,022 +7,717
Jan17 160614 33.13 33.40 33.06 33.39 +0.01 2,309 15,019 +630
Mar17 160614 33.33 33.42 33.08 33.39 -0.01 2,467 14,802 +243
May17 160614 33.26 33.39 33.07 33.39 +0.01 2,341 13,269 +240
Jul17 160614 33.33 33.57 33.31 33.56 +0.01 1,511 5,432 +399
Aug17 160614 33.59 33.59 33.59 33.59 +0.02 96 2,505 -22
Total Volume and Open Interest 134,023 398,941 -1,467
Canola(WCE)
Jul16 160614 525.8 527.0 520.1 526.3 -0.6 8,305 72,156 -3,021
Nov16 160614 527.8 530.8 522.7 530.0 +0.9 15,784 104,397 +1,958
Jan17 160614 528.5 535.0 527.7 534.4 +0.6 924 9,892 +373
Mar17 160614 533.6 536.4 528.8 535.8 +0.1 133 2,905 +12
May17 160614 535.2 537.6 530.0 537.0 -0.3 84 1,044 +17
Total Volume and Open Interest 25,545 192,444 -593
Corn(CBOT)
Jul16 160614 429.50 436.75 423.50 436.50 +6.50 291,065 409,359 -33,533
Sep16 160614 435.00 442.25 428.75 441.75 +6.25 144,624 448,521 +34,012
Dec16 160614 439.50 447.00 432.75 446.50 +6.50 141,539 426,117 +3,039
Mar17 160614 444.50 451.50 438.00 451.00 +5.75 14,389 85,536 +605
May17 160614 447.25 453.75 441.50 453.50 +5.25 4,590 20,931 +241
Jul17 160614 450.00 455.25 444.25 455.00 +4.75 12,628 52,962 +1,861
Sep17 160614 417.00 420.25 411.75 419.00 +1.75 1,172 8,002 -55
Dec17 160614 414.50 418.25 410.00 415.75 +1.75 5,607 36,708 +505
Mar18 160614 422.75 423.75 418.50 422.25 +2.25 36 1,117 +0
May18 160614 427.00 427.00 426.00 426.00 +2.25 1 326 +1
Total Volume and Open Interest 615,677 1,491,317 +6,682
Wheat(CBOT)
Jul16 160614 491.50 493.50 481.25 485.00 -6.25 127,494 142,993 -15,753
Sep16 160614 503.25 505.25 493.25 497.75 -5.50 63,770 140,844 +16,434
Dec16 160614 523.75 525.50 514.25 518.25 -5.00 22,158 85,916 +839
Mar17 160614 542.00 546.25 534.75 538.00 -4.75 5,217 26,504 +643
May17 160614 556.25 556.25 547.00 549.75 -5.00 2,380 6,137 +511
Jul17 160614 564.50 565.25 554.00 558.50 -5.00 4,282 16,851 +1,567
Total Volume and Open Interest 226,491 425,117 +4,557
Wheat(KCBT)
Jul16 160614 461.25 465.75 453.00 458.50 -2.25 41,298 86,394 -7,197
Sep16 160614 478.00 483.25 470.50 476.50 -1.75 25,430 69,370 +8,364
Dec16 160614 503.25 507.75 496.00 501.25 -1.75 6,670 44,416 -458
Mar17 160614 517.00 523.50 512.00 517.25 -1.50 2,450 14,095 -460
May17 160614 525.75 528.00 524.75 527.75 -1.50 1,390 6,614 +376
Jul17 160614 537.00 540.00 531.75 536.25 -1.50 954 4,709 +371
Sep17 160614 546.25 546.25 546.25 546.25 -1.50 1 171 -1
Total Volume and Open Interest 78,194 226,121 +996
Wheat(MGE)
Jul16 160614 540.00 542.50 531.25 532.75 -7.50 6,258 19,701 -762
Sep16 160614 550.00 552.75 540.50 543.25 -6.75 3,261 16,685 +890
Dec16 160614 563.50 567.25 555.25 558.50 -6.75 1,488 11,958 +435
Mar17 160614 575.25 580.00 569.75 572.50 -6.75 650 6,526 +128
May17 160614 584.00 586.75 580.00 580.00 -6.75 72 2,823 +3
Jul17 160614 593.00 593.00 585.75 587.50 -6.25 106 1,142 +10
Total Volume and Open Interest 11,936 59,192 +722
Oats(CBOT)
Jul16 160614 205.00 207.50 201.50 206.50 +1.25 1,173 5,198 -461
Sep16 160614 216.00 218.50 212.75 217.00 +0.75 406 2,220 -67
Dec16 160614 223.25 226.50 222.50 224.75 -2.25 408 2,499 +164
Mar17 160614 235.50 237.50 235.00 237.50 -0.50 3 171 +3
Total Volume and Open Interest 1,990 10,088 -361
Rough Rice(CBOT)
Jul16 160614 11.27 11.32 11.15 11.30 -0.02 397 4,962 -164
Sep16 160614 11.57 11.60 11.43 11.57 -0.02 290 3,911 +108
Nov16 160614 11.75 11.81 11.71 11.81 -0.02 5 772 -1
Jan17 160614 11.94 12.02 11.94 12.02 -0.01 0 95 +0
Total Volume and Open Interest 692 9,782 -57
Live Cattle(CME)
Jun16 160614 118.600 119.385 116.885 119.050 -0.400 3,534 16,202 -1,384
Aug16 160614 114.000 115.430 112.830 115.000 +0.650 14,010 120,320 -908
Oct16 160614 113.635 115.230 112.550 114.850 +1.050 5,788 58,401 +240
Dec16 160614 113.950 115.900 113.230 115.680 +1.730 4,856 35,296 -14
Feb17 160614 113.700 115.650 113.080 115.500 +1.820 1,394 9,987 -315
Apr17 160614 113.285 115.035 112.650 114.885 +1.685 616 6,270 -45
Total Volume and Open Interest 30,308 248,770 -2,410
Feeder Cattle(CME)
Aug16 160614 141.050 142.685 140.000 142.150 +1.100 3,222 25,190 +100
Sep16 160614 139.550 141.435 138.700 140.935 +1.235 1,338 4,456 +58
Oct16 160614 138.050 140.000 137.350 139.450 +1.300 1,318 4,610 +83
Nov16 160614 134.785 136.630 133.750 136.380 +1.580 653 4,198 +147
Jan17 160614 129.825 131.735 129.050 131.450 +1.625 94 740 +20
Mar17 160614 127.180 128.950 126.430 128.800 +1.800 15 240 +7
Apr17 160614 128.075 128.075 128.075 128.075 +0.145 0 25 +0
Total Volume and Open Interest 6,640 39,461 +415
Lean Hogs(CME)
Jun16 160614 81.800 81.830 81.600 81.680 -0.150 1,724 11,504 -418
Jul16 160614 85.980 88.900 85.930 88.080 +1.980 19,186 50,789 -3,104
Aug16 160614 87.330 90.080 87.330 89.330 +1.500 19,988 86,824 +5,599
Oct16 160614 73.000 74.330 73.000 73.800 +0.415 7,393 53,258 +1,587
Dec16 160614 66.830 66.975 65.000 65.635 -1.195 5,889 36,520 +1,322
Feb17 160614 69.680 69.800 68.200 68.535 -1.215 1,899 15,725 +601
Apr17 160614 72.250 72.350 71.400 71.500 -0.730 592 7,772 +256
May17 160614 76.100 76.100 76.100 76.100 unch 4 115 +4
Total Volume and Open Interest 56,806 263,463 +5,890
Class III Milk(CME)
Jun16 160614 13.32 13.35 13.28 13.28 -0.03 234 4,548 -44
Jul16 160614 15.29 16.00 14.81 14.92 -0.37 972 5,267 -16
Aug16 160614 16.08 16.79 15.63 15.95 -0.13 717 4,588 +112
Sep16 160614 16.40 17.03 16.01 16.24 -0.09 371 3,590 +128
Oct16 160614 16.25 16.99 16.01 16.17 -0.08 187 2,993 +97
Nov16 160614 16.00 16.60 15.90 15.98 -0.06 156 2,756 +53
Dec16 160614 15.68 16.19 15.66 15.78 +0.08 84 2,514 +20
Jan17 160614 15.60 15.95 15.60 15.65 +0.05 15 955 +1
Feb17 160614 15.80 15.91 15.77 15.77 +0.17 15 839 -2
Mar17 160614 15.85 15.97 15.67 15.79 +0.04 11 735 -3
Apr17 160614 15.98 16.02 15.88 15.90 +0.17 13 629 +5
May17 160614 15.92 16.05 15.85 15.92 +0.21 19 439 +5
Jun17 160614 16.00 16.15 15.86 15.86 +0.07 16 404 +3
Total Volume and Open Interest 2,845 31,029 +368
Cocoa(ICE)
Jul16 160614 3136 3154 3126 3145 -2 10,062 16,963 -6,471
Sep16 160614 3095 3115 3082 3104 -5 19,078 86,806 +3,868
Dec16 160614 3069 3085 3055 3079 -7 6,140 48,844 +1,222
Mar17 160614 3043 3056 3025 3048 -7 2,646 33,136 +461
May17 160614 3025 3041 3013 3033 -8 300 5,960 +52
Jul17 160614 3023 3023 3008 3020 -8 68 2,216 +2
Sep17 160614 3010 3010 3010 3010 -7 39 3,020 +20
Total Volume and Open Interest 38,334 199,799 -846
Coffee "C"(ICE)
Jul16 160614 135.55 136.75 133.50 135.10 -2.20 39,103 46,340 -6,756
Sep16 160614 138.25 138.75 135.45 137.05 -2.25 32,068 75,792 +5,709
Dec16 160614 140.65 141.40 138.20 139.75 -2.05 11,376 35,535 +1,289
Mar17 160614 142.40 143.95 140.75 142.30 -1.85 3,465 14,101 +178
May17 160614 143.00 145.30 142.95 143.60 -2.00 665 7,167 +5
Jul17 160614 144.80 146.65 144.30 144.95 -2.10 390 2,675 -26
Total Volume and Open Interest 87,837 188,691 +334
Orange Juice(ICE)
Jul16 160614 166.90 168.90 163.00 163.75 -3.65 1,010 9,936 -427
Sep16 160614 168.15 169.00 163.60 164.50 -3.40 674 5,943 +582
Nov16 160614 163.95 165.20 163.95 164.80 -2.60 98 1,684 +44
Jan17 160614 167.80 167.80 163.95 164.65 -2.15 48 397 +17
Mar17 160614 164.05 164.05 164.05 164.05 -2.45 0 6 +0
May17 160614 163.20 163.20 163.20 163.20 -3.00      
Total Volume and Open Interest 1,830 17,966 +216
Sugar #11(ICE)
Jul16 160614 19.51 19.51 19.01 19.34 -0.20 82,611 227,837 -20,648
Oct16 160614 19.50 19.55 19.09 19.42 -0.22 81,342 399,304 +16,872
Mar17 160614 19.66 19.67 19.28 19.56 -0.19 25,649 171,436 +3,271
May17 160614 18.88 18.91 18.56 18.80 -0.16 9,469 40,709 +3,352
Jul17 160614 18.27 18.27 17.96 18.16 -0.14 5,421 33,941 -336
Oct17 160614 17.91 17.91 17.65 17.83 -0.12 1,780 26,858 +516
Mar18 160614 17.60 17.69 17.50 17.65 -0.10 630 11,572 +295
May18 160614 17.07 17.21 17.05 17.18 -0.10 62 3,487 +10
Total Volume and Open Interest 207,004 922,455 +3,344
London Cocoa(LCE)
Jul16 160614 2304 2312 2292 2308 +9 4,914 86,451 -57
Sep16 160614 2285 2295 2276 2292 +8 7,678 65,264 +705
Dec16 160614 2231 2243 2227 2241 +7 2,969 58,766 +257
Mar17 160614 2194 2203 2188 2201 +9 2,801 43,223 +1,015
May17 160614 2184 2192 2181 2190 +10 298 12,083 +6
Jul17 160614 2180 2183 2178 2183 +10 74 2,050 -4
Sep17 160614 2176 2176 2176 2176 +10 31 607 +31
Total Volume and Open Interest 18,765 268,670 +1,953
London Sugar(LCE)
Aug16 160614 524.00 527.40 517.00 526.10 -1.40 3,423 47,481 -911
Oct16 160614 523.50 526.00 516.30 525.10 -2.00 1,799 23,936 +299
Dec16 160614 523.10 525.10 516.10 524.30 -2.30 454 14,593 +120
Mar17 160614 523.40 523.70 516.10 523.30 -2.70 424 11,054 -127
May17 160614 515.00 515.30 508.80 513.70 -2.60 59 2,757 +39
Total Volume and Open Interest 6,300 103,322 -484
Cotton(ICE)
Jul16 160614 63.79 63.79 62.58 63.04 -0.75 21,265 51,100 -11,593
Oct16 160614 64.57 64.57 63.62 64.14 -0.43 93 86 -38
Dec16 160614 64.01 64.22 63.28 63.91 -0.17 19,813 131,063 +5,112
Mar17 160614 64.66 64.89 63.99 64.62 -0.16 1,638 16,251 +601
May17 160614 64.92 65.31 64.48 65.08 -0.11 355 3,054 +4
Jul17 160614 65.29 65.69 64.92 65.49 -0.10 242 2,776 -10
Total Volume and Open Interest 43,536 208,228 -5,851
Lumber(CME)
Jul16 160614 302.2 302.2 294.5 297.4 -4.7 703 2,946 -129
Sep16 160614 309.5 310.0 302.6 305.6 -5.0 271 2,046 +107
Nov16 160614 307.5 314.7 307.5 307.5 -4.5 8 99 +3
Jan17 160614 318.0 318.0 318.0 318.0 -0.6 0 20 +0
Total Volume and Open Interest 982 5,150 -19
Crude Oil(NYM)
Jul16 160614 48.52 48.69 47.84 48.49 -0.39 596,119 257,331 -51,418
Aug16 160614 49.17 49.27 48.41 49.06 -0.46 241,751 346,798 +44,814
Sep16 160614 49.70 49.75 48.96 49.56 -0.48 102,330 205,709 +7,339
Oct16 160614 50.04 50.14 49.40 49.99 -0.49 29,212 89,335 -663
Nov16 160614 50.50 50.55 49.80 50.41 -0.50 19,808 72,499 +4,182
Dec16 160614 50.92 50.92 50.12 50.76 -0.50 56,176 231,262 +2,463
Jan17 160614 51.05 51.08 50.41 51.01 -0.50 11,212 41,800 -401
Feb17 160614 51.19 51.24 50.92 51.19 -0.51 8,469 27,824 -840
Mar17 160614 51.54 51.54 50.87 51.33 -0.52 17,670 59,230 +2,609
Apr17 160614 51.21 51.55 50.99 51.40 -0.53 4,385 17,247 +1,007
May17 160614 51.38 51.58 51.21 51.44 -0.54 2,295 16,744 -148
Jun17 160614 51.65 51.65 50.85 51.47 -0.55 14,679 73,359 -797
Jul17 160614 51.45 51.49 51.12 51.49 -0.55 576 15,837 -23
Aug17 160614 51.00 51.81 51.00 51.52 -0.54 435 11,910 +54
Sep17 160614 51.58 51.96 51.58 51.58 -0.52 932 27,404 +208
Oct17 160614 51.67 51.67 51.67 51.67 -0.50 144 9,371 -5
Total Volume and Open Interest 1,129,805 1,758,091 +8,535
e-miNY Crude Oil(NYM)
Jul16 160614 48.525 48.700 47.850 48.500 -0.375 9,975 1,515 -453
Aug16 160614 49.150 49.275 48.450 49.050 -0.475 541 507 -2
Sep16 160614 49.500 49.750 48.975 49.550 -0.500 34 182 +8
Oct16 160614 49.875 50.000 49.500 50.000 -0.475 3 71 +1
Nov16 160614 50.625 50.625 50.400 50.400 -0.500 0 18 +0
Dec16 160614 50.675 51.000 50.175 50.750 -0.500 17 301 +0
Jan17 160614 51.000 51.000 51.000 51.000 -0.500 0 12 +0
Feb17 160614 51.200 51.200 50.850 51.200 -0.500 0 11 +0
Mar17 160614 51.325 51.325 51.325 51.325 -0.525 0 12 +0
Apr17 160614 51.400 51.400 51.400 51.400 -0.525      
Total Volume and Open Interest 10,590 2,779 -441
NY Harbor ULSD(NYM)
Jul16 160614 150.61 150.77 148.46 150.20 -1.25 56,303 95,555 -3,635
Aug16 160614 151.54 151.54 149.25 150.93 -1.22 29,500 62,622 +1,318
Sep16 160614 152.42 152.50 150.54 152.18 -1.19 20,977 55,141 +1,535
Oct16 160614 153.56 153.77 152.01 153.52 -1.18 9,082 31,208 -351
Nov16 160614 154.71 155.06 153.46 154.93 -1.19 6,622 23,971 -640
Dec16 160614 156.13 156.44 154.72 156.19 -1.22 11,855 54,658 -1,284
Jan17 160614 156.59 157.71 156.54 157.51 -1.25 4,558 17,898 +434
Feb17 160614 157.58 158.54 157.50 158.36 -1.30 3,517 8,432 +179
Mar17 160614 158.23 158.56 157.83 158.56 -1.33 2,909 12,329 +810
Apr17 160614 157.06 157.86 157.06 157.86 -1.35 1,223 4,089 -187
May17 160614 157.00 157.47 157.00 157.47 -1.37 1,110 2,712 +70
Jun17 160614 156.79 157.55 156.65 157.40 -1.40 1,867 16,120 +302
Jul17 160614 157.84 157.84 157.84 157.84 -1.41 189 1,948 +3
Aug17 160614 158.53 158.53 158.53 158.53 -1.41 212 940 +17
Total Volume and Open Interest 150,955 413,948 -1,292
RBOB Gasoline(NYM)
Jul16 160614 152.63 153.24 148.96 152.13 -1.49 75,032 96,477 -5,600
Aug16 160614 153.84 154.50 150.35 153.41 -1.50 56,928 75,632 +4,408
Sep16 160614 153.73 154.42 150.65 153.55 -1.40 44,021 66,249 +2,475
Oct16 160614 142.81 143.51 140.29 142.82 -1.22 27,969 45,554 +1,611
Nov16 160614 140.86 141.29 139.15 140.64 -1.26 13,546 30,617 +384
Dec16 160614 138.25 139.58 136.73 138.91 -1.28 13,785 41,008 +879
Jan17 160614 138.20 139.54 137.88 138.97 -1.26 2,405 11,243 +458
Feb17 160614 140.03 140.65 139.54 140.17 -1.22 643 2,648 -30
Mar17 160614 142.03 142.41 140.12 141.99 -1.21 897 4,693 +55
Apr17 160614 163.47 163.68 162.83 163.52 -1.25 782 3,883 +193
Total Volume and Open Interest 239,304 410,673 +5,018
e-miNY RBOB Gasoline(NYM)
Jul16 160614 152.10 152.13 152.10 152.10 -1.50 1 1 +0
Aug16 160614 153.40 153.41 153.40 153.40 -1.50      
Sep16 160614 153.60 153.60 153.55 153.60 -1.40      
Oct16 160614 142.80 142.82 142.80 142.80 -1.20      
Total Volume and Open Interest 1 1 +0
Natural Gas(NYM)
Jul16 160614 2.576 2.621 2.535 2.604 +0.019 165,068 190,615 -38,312
Aug16 160614 2.646 2.680 2.606 2.666 +0.014 95,451 139,132 +20,106
Sep16 160614 2.675 2.703 2.638 2.691 +0.009 63,663 175,673 +21,895
Oct16 160614 2.750 2.755 2.700 2.743 -0.004 58,410 115,405 -1,068
Nov16 160614 2.903 2.915 2.868 2.893 -0.026 15,536 63,252 +1,294
Dec16 160614 3.164 3.165 3.118 3.139 -0.043 10,010 49,275 +853
Jan17 160614 3.310 3.310 3.248 3.268 -0.042 38,599 95,153 -287
Feb17 160614 3.278 3.285 3.239 3.261 -0.042 7,908 22,438 +378
Mar17 160614 3.241 3.243 3.194 3.219 -0.043 20,251 54,161 +701
Apr17 160614 2.971 2.980 2.949 2.964 -0.023 14,155 47,576 +546
May17 160614 2.934 2.944 2.920 2.935 -0.022 5,108 20,251 -383
Jun17 160614 2.962 2.967 2.942 2.961 -0.017 1,987 7,241 +128
Jul17 160614 2.996 3.003 2.980 2.997 -0.015 1,156 7,905 +64
Aug17 160614 3.000 3.008 2.984 3.003 -0.014 1,319 7,530 +163
Sep17 160614 2.985 2.985 2.964 2.980 -0.018 1,074 3,866 +270
Oct17 160614 2.999 3.012 2.991 3.003 -0.020 1,812 11,682 +691
Total Volume and Open Interest 509,275 1,060,090 +2,736
Brent Crude Oil(ICE)
Aug16 160614 49.89 50.05 49.20 49.83 -0.52 210,059 370,328 -22,975
Sep16 160614 50.34 50.53 49.73 50.33 -0.49 98,368 344,493 +9,530
Oct16 160614 50.67 50.84 50.07 50.67 -0.49 39,491 159,645 +3,107
Nov16 160614 50.98 51.15 50.37 50.98 -0.49 23,853 154,716 +1,423
Dec16 160614 51.34 51.50 50.73 51.35 -0.49 66,405 363,842 +3,132
Jan17 160614 51.60 51.73 51.01 51.61 -0.50 9,344 70,037 +1,035
Feb17 160614 51.82 51.94 51.26 51.82 -0.49 3,326 56,248 +86
Mar17 160614 52.14 52.14 51.45 52.03 -0.47 7,417 61,369 +1,222
Apr17 160614 52.30 52.30 51.62 52.20 -0.46 2,057 20,214 +166
May17 160614 52.37 52.37 52.37 52.37 -0.44 1,974 22,043 -496
Jun17 160614 52.45 52.64 51.97 52.54 -0.42 13,064 94,915 +1,125
Jul17 160614 52.75 52.75 52.60 52.72 -0.42 587 17,448 +23
Aug17 160614 52.88 52.88 52.88 52.88 -0.40 649 14,801 +119
Sep17 160614 52.75 53.00 52.75 53.00 -0.38 971 29,416 +11
Total Volume and Open Interest 514,184 2,214,897 -1,497
Gas Oil(ICE)
Jul16 160614 446.00 447.25 440.00 443.50 -8.75 85,247 133,429 -10,065
Aug16 160614 447.75 449.50 442.50 446.25 -8.25 71,316 136,219 +15,048
Sep16 160614 452.00 452.75 446.00 449.50 -8.00 29,866 62,383 +990
Oct16 160614 455.75 456.75 450.00 453.50 -7.75 12,318 45,222 +1,321
Nov16 160614 458.25 458.75 453.25 456.00 -7.50 8,659 34,139 +448
Dec16 160614 460.00 460.50 455.00 457.75 -7.50 24,864 101,659 +525
Jan17 160614 463.00 463.00 458.25 460.50 -7.50 3,503 24,242 -318
Feb17 160614 464.75 465.75 461.00 463.25 -7.50 1,774 13,589 -224
Mar17 160614 464.50 468.00 464.00 465.25 -7.50 1,841 22,169 -119
Apr17 160614 466.25 469.75 466.00 467.25 -7.50 1,424 10,200 -274
Total Volume and Open Interest 250,858 735,893 -2,299
Ethanol(CBOT)
Jul16 160614 1.699 1.739 1.685 1.735 +0.040 148 2,129 -64
Aug16 160614 1.674 1.714 1.668 1.712 +0.034 80 560 +30
Sep16 160614 1.675 1.691 1.675 1.691 +0.034 6 591 +4
Oct16 160614 1.663 1.663 1.626 1.663 +0.034 0 220 +0
Nov16 160614 1.635 1.635 1.600 1.635 +0.031 3 293 -3
Dec16 160614 1.607 1.607 1.607 1.607 +0.031 40 1,126 -11
Jan17 160614 1.586 1.586 1.586 1.586 +0.031 0 113 +0
Feb17 160614 1.583 1.583 1.583 1.583 +0.031 5 18 +5
Total Volume and Open Interest 282 5,050 -39
WTI Crude Oil(ICE)
Jul16 160614 48.40 48.69 47.85 48.49 -0.39 35,431 51,314 -2,435
Aug16 160614 48.99 49.25 48.41 49.06 -0.46 41,714 50,616 +1,038
Sep16 160614 49.54 49.75 48.90 49.56 -0.48 18,087 39,021 +1,406
Oct16 160614 49.78 50.15 49.31 49.99 -0.49 7,746 14,967 +71
Nov16 160614 50.21 50.54 49.72 50.41 -0.50 4,819 16,125 -92
Dec16 160614 50.55 50.89 50.06 50.76 -0.50 10,230 81,984 -859
Jan17 160614 50.81 51.01 50.59 51.01 -0.50 1,318 7,946 +138
Feb17 160614 50.96 51.19 50.75 51.19 -0.51 526 5,873 +65
Mar17 160614 51.11 51.33 51.11 51.33 -0.52 882 6,171 -43
Apr17 160614 51.40 51.40 51.40 51.40 -0.53 518 2,763 -57
May17 160614 51.44 51.44 51.44 51.44 -0.54 73 1,539 +10
Jun17 160614 51.30 51.47 51.13 51.47 -0.55 1,705 30,325 -150
Jul17 160614 51.49 51.49 51.49 51.49 -0.55 29 1,698 +3
Aug17 160614 51.52 51.52 51.52 51.52 -0.54 96 629 +52
Sep17 160614 51.58 51.58 51.58 51.58 -0.52 110 4,516 -16
Oct17 160614 51.67 51.67 51.67 51.67 -0.50 15 1,236 -1
Total Volume and Open Interest 127,350 416,982 -502
US Dollar Index(ICE)
Sep16 160614 94.480 95.140 94.395 95.040 +0.620 36,302 46,559 +5,200
Dec16 160614 94.475 95.200 94.450 95.100 +0.640 183 1,522 +45
Mar17 160614 94.645 95.235 94.555 95.200 +0.640 6 806 +4
Total Volume and Open Interest 58,005 67,400 -5,341
Australian Dollar(CME)
Jun16 160613 73.74 74.11 73.60 74.00 +0.22 122,582 47,208 -25,534
Sep16 160614 73.61 73.78 73.05 73.31 -0.31 96,638 74,620 +7,015
Dec16 160614 73.12 73.52 72.81 73.09 -0.30 30 412 +21
Total Volume and Open Interest 121,667 115,906 +694
British Pound(CME)
Jun16 160613 142.30 142.97 141.16 142.83 +0.23 123,600 97,548 -32,205
Sep16 160614 142.23 142.32 140.99 141.12 -1.21 174,721 202,917 +27,350
Dec16 160614 142.30 142.35 141.15 141.25 -1.19 49 471 +21
Total Volume and Open Interest 231,717 272,925 -754
Canadian Dollar(CME)
Jun16 160614 77.98 78.02 77.68 77.81 -0.31 33,806 63,607 -10,505
Sep16 160614 77.96 78.04 77.68 77.81 -0.32 87,659 108,458 +20,020
Dec16 160614 78.04 78.04 77.72 77.82 -0.32 309 3,599 +123
Mar17 160614 78.04 78.05 77.76 77.85 -0.32 3 216 +2
Total Volume and Open Interest 121,782 176,025 +9,645
Japanese Yen(CME)
Jun16 160613 93.66 94.57 93.59 93.96 +0.30 143,450 72,709 -32,289
Sep16 160614 94.52 95.00 94.29 94.70 +0.19 124,758 136,493 +12,576
Dec16 160614 94.97 95.31 94.62 95.06 +0.21 44 399 +23
Total Volume and Open Interest 168,792 197,984 +844
Swiss Franc(CME)
Jun16 160613 103.67 103.84 103.33 103.59 -0.24 32,747 26,949 -5,736
Sep16 160614 104.26 104.48 103.97 104.34 +0.12 25,402 45,834 +3,806
Dec16 160614 104.91 105.01 104.52 104.90 +0.14 0 41 +0
Total Volume and Open Interest 36,667 69,714 +681
EuroFX(CME)
Jun16 160613 112.49 112.85 112.33 112.84 +0.23 270,804 120,039 -86,025
Sep16 160614 113.26 113.36 112.27 112.42 -0.90 245,913 313,092 +44,687
Dec16 160614 113.63 113.73 112.66 112.81 -0.89 416 1,822 +94
Total Volume and Open Interest 375,249 381,342 -10,217
Mexican Peso(CME)
Jun16 160613 537.25 537.25 531.13 531.13 -5.25 82,061 31,930 -27,303
Jul16 160614 525.75 525.75 525.75 525.75 -3.13      
Total Volume and Open Interest 86,470 133,785 -5,471
Brazilian Real(CME)
Jul16 160614 283.30 287.80 283.00 284.65 -1.45 567 24,727 +246
Aug16 160614 282.40 282.40 282.40 282.40 -1.65 0 75 +0
Sep16 160614 280.80 282.50 279.20 279.65 -1.70 38 3,409 +16
Oct16 160614 277.60 277.60 277.60 277.60 -1.40      
Total Volume and Open Interest 605 28,241 +262
30-Year T-Bonds(CBOT)
Jun16 160614 170~110 171~090 170~040 170~120 +0~050 989 7,455 -516
Sep16 160614 168~280 169~300 168~200 168~300 +0~050 271,349 574,899 +1,181
Dec16 160614 167~220 167~220 167~220 167~220 +0~050 1 7 +1
Total Volume and Open Interest 272,339 582,361 +666
10-Year T-Notes(CBOT)
Jun16 160614 131~230 132~040 131~200 131~230 +0~010 14,408 78,055 -3,147
Sep16 160614 131~255 132~075 131~215 131~250 +0~005 1,097,233 2,671,237 +20,079
Dec16 160614 131~050 131~050 131~020 131~020 +0~005 0 14 +0
Total Volume and Open Interest 1,111,641 2,749,306 +16,932
5-Year T-Notes(CBOT)
Jun16 160614 121~266 121~314 121~224 121~244 +0~006 10,700 88,129 -2,267
Sep16 160614 121~124 121~210 121~104 121~130 +0~006 624,453 2,515,132 +33,296
Dec16 160614 121~114 121~114 121~114 121~114 +0~006      
Total Volume and Open Interest 635,153 2,603,261 +31,029
2 Year T-Notes(CBOT)
Jun16 160614 109~152 109~154 109~132 109~140 -0~004 2,552 14,071 -1,353
Sep16 160614 109~110 109~136 109~102 109~110 -0~002 213,079 992,252 +11,572
Dec16 160614 109~094 109~094 109~094 109~094 -0~002      
Total Volume and Open Interest 215,631 1,006,323 +10,219
Eurodollars(CME)
Sep16 160614 99.280 99.290 99.255 99.265 -0.015 286,332 1,096,811 +9,977
Dec16 160614 99.205 99.220 99.175 99.185 -0.015 312,497 1,437,007 -13,486
Mar17 160614 99.160 99.180 99.130 99.140 -0.015 224,027 913,210 +9,422
Jun17 160614 99.115 99.140 99.090 99.095 -0.015 254,307 899,951 +10,128
Sep17 160614 99.070 99.105 99.045 99.055 -0.015 220,710 789,354 +8,866
Dec17 160614 99.015 99.055 98.990 99.005 -0.010 306,273 1,127,578 -9,080
Mar18 160614 98.980 99.025 98.955 98.970 -0.010 188,953 538,328 +15,864
Jun18 160614 98.935 98.985 98.915 98.930 -0.005 178,869 440,162 -26,793
Sep18 160614 98.895 98.945 98.875 98.890 unch 130,869 374,979 +1,049
Dec18 160614 98.840 98.900 98.820 98.840 unch 137,050 549,148 +862
Mar19 160614 98.805 98.860 98.780 98.800 unch 104,599 322,343 +2,044
Jun19 160614 98.755 98.815 98.735 98.755 +0.005 78,319 264,329 +11,642
Sep19 160614 98.700 98.765 98.685 98.705 +0.005 44,589 198,755 +1,548
Dec19 160614 98.635 98.705 98.625 98.645 +0.005 42,256 237,920 +854
Mar20 160614 98.595 98.655 98.585 98.600 +0.010 34,893 116,050 +465
Jun20 160614 98.545 98.605 98.530 98.550 +0.015 46,777 72,589 -2,967
Sep20 160614 98.490 98.550 98.475 98.495 +0.010 25,951 64,433 -1,033
Dec20 160614 98.425 98.485 98.420 98.435 +0.010 29,641 79,617 -1,791
Total Volume and Open Interest 2,847,306 10,905,967 +26,814
Ultra T-Bond(CBOT)
Jun16 160614 180~19 180~22 179~12 179~23 +0~11 2,444 19,314 -1,965
Sep16 160614 182~08 183~21 182~01 182~14 +0~12 86,308 595,611 +3,229
Dec16 160614 181~21 181~21 181~21 181~21 +0~12      
Total Volume and Open Interest 88,752 614,925 +1,264
Ultra 10-Yr T-Note(CBOT)
Jun16 160614 143~100 143~100 143~100 143~100 +0~020 508 7,844 -483
Sep16 160614 143~315 144~185 143~270 144~000 +0~020 54,313 135,566 -1,790
Dec16 160614 144~000 144~000 144~000 144~000 +0~020      
Total Volume and Open Interest 54,821 143,410 -2,273
30 Day Federal Funds(CBOT)
Jun16 160614 99.632 99.635 99.630 99.632 unch 633 75,339 -368
Jul16 160614 99.630 99.630 99.625 99.630 unch 11,034 229,226 +798
Aug16 160614 99.590 99.595 99.585 99.590 unch 26,858 231,194 +8,598
Sep16 160614 99.575 99.580 99.570 99.575 -0.005 8,706 49,418 +4,269
Oct16 160614 99.550 99.560 99.535 99.545 -0.010 17,509 128,968 +3,548
Nov16 160614 99.545 99.555 99.530 99.535 -0.010 9,772 44,319 -606
Total Volume and Open Interest 98,375 947,361 +18,589
3-Mth Euro-Yen(CME)
Sep16 160614 99.990 99.990 99.990 99.990 unch      
Dec16 160614 99.990 99.990 99.990 99.990 unch      
Mar17 160614 99.990 99.990 99.990 99.990 unch      
Jun17 160614 99.990 99.990 99.990 99.990 unch      
Sep17 160614 99.990 99.990 99.990 99.990 unch      
Dec17 160614 99.995 99.995 99.995 99.995 unch      
Mar18 160614 99.855 99.855 99.855 99.855 unch      
Jun18 160614 99.715 99.715 99.715 99.715 unch      
Sep18 160614 99.575 99.575 99.575 99.575 unch      
Dec18 160614 99.435 99.435 99.435 99.435 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep16 160614 99.99 99.99 99.99 99.99 unch      
Dec16 160614 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160614 99.99 99.99 99.99 99.99 unch      
Jun17 160614 99.99 99.99 99.99 99.99 unch      
Sep17 160614 99.99 99.99 99.99 99.99 unch      
Dec17 160614 99.99 99.99 99.99 99.99 unch      
Mar18 160614 100.00 100.00 100.00 100.00 unch      
Jun18 160614 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160614 152.39 152.55 152.36 152.52 +0.15 2,119 18,750 +3,144
Dec16 160614 152.52 152.52 152.52 152.52 +0.15      
Mar17 160614 152.44 152.44 152.44 152.44 +0.15      
Total Volume and Open Interest 2,119 18,750 -7,014
Euro-Buxl(EUREX)
Sep16 160614 186.16 189.24 185.80 188.62 +2.96 38,293 141,223 -4,192
Dec16 160614 188.18 188.18 188.18 188.18 +2.96      
Mar17 160614 188.18 188.18 188.18 188.18 +2.96      
Total Volume and Open Interest 38,293 141,223 -4,192
Euro-Bund(EUREX)
Sep16 160614 164.87 165.61 164.72 165.21 +0.51 541,420 1,582,126 -24,641
Dec16 160614 162.31 163.00 162.31 162.64 +0.50 4 43 -14
Mar17 160614 162.64 162.64 162.64 162.64 +0.50      
Total Volume and Open Interest 541,424 1,582,169 -24,655
Euro-Bobl(EUREX)
Sep16 160614 132.75 133.03 132.72 132.98 +0.26 389,984 1,285,704 -24,281
Dec16 160614 131.03 131.03 131.03 131.03 +0.29 0 101 +0
Mar17 160614 131.03 131.03 131.03 131.03 +0.29      
Total Volume and Open Interest 389,984 1,285,805 -24,281
Euro-Schatz(EUREX)
Sep16 160614 111.85 111.95 111.84 111.93 +0.08 214,976 1,078,017 -6,655
Dec16 160614 111.82 111.86 111.82 111.86 +0.08 427 427 +427
Mar17 160614 111.86 111.86 111.86 111.86 +0.08      
Total Volume and Open Interest 215,403 1,078,444 -6,228
3-Mth Euribor(EUREX)
Jun16 160613 100.262 100.262 100.262 100.262 -0.003 0 11,735 +0
Sep16 160614 100.270 100.270 100.270 100.270 +0.005 2,979 5,811 -798
Dec16 160614 100.280 100.285 100.280 100.285 +0.010 1,004 3,099 +604
Total Volume and Open Interest 4,269 65,174 -74
Long Gilt(LIFFE)
Jun16 160614 123~28 123~28 123~27 123~27 +0~22 831 38,737 -710
Sep16 160614 125~19 126~10 125~15 126~02 +0~28 126,370 445,808 +6,981
Total Volume and Open Interest 127,201 484,545 +6,271
3-Mth Short Sterling(LIFFE)
Jun16 160614 99.43 99.43 99.43 99.43 unch 27,066 345,606 -5,278
Sep16 160614 99.46 99.48 99.45 99.47 +0.02 101,681 417,746 +1,540
Dec16 160614 99.47 99.51 99.47 99.49 +0.03 70,366 475,295 +6,433
Mar17 160614 99.46 99.51 99.46 99.48 +0.03 59,973 340,657 -2,732
Jun17 160614 99.43 99.50 99.43 99.46 +0.03 72,089 295,914 -21,192
Sep17 160614 99.40 99.47 99.40 99.44 +0.05 90,706 288,153 +15,029
Total Volume and Open Interest 693,433 3,375,505 +21,101
3-Mth Euribor(LIFFE)
Sep16 160614 100.265 100.270 100.265 100.265 -0.005 93,021 403,189 +14,153
Dec16 160614 100.280 100.285 100.275 100.280 unch 83,805 488,154 +18,026
Mar17 160614 100.285 100.295 100.285 100.290 +0.005 57,835 439,011 -1,359
Total Volume and Open Interest 608,323 3,564,620 -4,965
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 160614 98.09 98.10 98.08 98.10 +0.02 34,834 227,816 -3,208
Dec16 160614 98.15 98.16 98.13 98.16 +0.02 31,871 195,704 -19,326
Mar17 160614 98.19 98.21 98.18 98.21 +0.03 22,738 146,661 -3,840
Jun17 160614 98.22 98.25 98.22 98.25 +0.04 9,327 106,225 +1,115
Sep17 160614 98.25 98.28 98.24 98.28 +0.05 6,532 80,216 +711
Dec17 160614 98.27 98.29 98.26 98.29 +0.05 4,837 60,207 +1,041
Mar18 160614 98.26 98.29 98.26 98.29 +0.04 3,660 34,103 +425
Jun18 160614 98.25 98.27 98.25 98.27 +0.04 4,339 21,997 +3,428
Sep18 160614 98.24 98.26 98.23 98.26 +0.04 83 4,139 -28
Total Volume and Open Interest 122,936 882,199 -50,042
10-Year Aus T-Bonds(SFE)
Jun16 160614 97.94 97.95 97.90 97.95 +0.05 577,592 751,848 -200,464
Sep16 160614 97.92 97.94 97.89 97.94 +0.06 521,552 382,241 +360,630
Total Volume and Open Interest 1,099,144 1,134,089 +160,166
3-Year Aus T-Bonds(SFE)
Jun16 160614 98.43 98.45 98.40 98.45 +0.03 537,812 744,185 -70,227
Sep16 160614 98.48 98.50 98.46 98.50 +0.04 398,504 318,980 +303,936
Total Volume and Open Interest 936,316 1,063,165 +233,709
Gold(CMX)
Jun16 160614 1281.8 1289.7 1277.8 1285.6 +1.2 397 1,649 -23
Aug16 160614 1286.2 1293.0 1278.6 1288.1 +1.2 160,810 383,166 +7,955
Oct16 160614 1288.8 1295.8 1282.5 1291.2 +1.2 3,747 27,014 -117
Dec16 160614 1291.8 1298.8 1284.9 1294.1 +1.2 8,602 66,493 +2,253
Feb17 160614 1291.8 1301.1 1291.8 1296.9 +1.2 1,167 10,028 +68
Apr17 160614 1298.9 1299.3 1296.3 1299.3 +1.2 496 4,997 +176
Jun17 160614 1295.8 1302.8 1294.6 1301.5 +1.2 1,538 11,976 -1
Aug17 160614 1297.5 1303.7 1295.0 1303.7 +1.2 456 1,066 +432
Oct17 160614 1305.7 1305.7 1305.7 1305.7 +1.2 22 634 +2
Dec17 160614 1307.2 1312.6 1307.2 1307.8 +1.2 87 7,758 +4
Feb18 160614 1309.5 1309.5 1301.0 1309.5 +1.1 2 39 +2
Apr18 160614 1311.2 1311.2 1311.2 1311.2 +0.9      
Total Volume and Open Interest 178,417 526,274 +10,675
Silver(CMX)
Jul16 160614 1746.0 1750.0 1722.5 1742.4 -1.9 52,619 94,437 -5,952
Sep16 160614 1750.0 1754.5 1728.5 1747.5 -2.0 10,870 52,354 +5,721
Dec16 160614 1757.0 1761.5 1735.0 1754.5 -2.1 2,387 35,544 +118
Mar17 160614 1764.0 1767.0 1756.0 1761.3 -2.1 171 5,531 +9
May17 160614 1765.6 1765.6 1761.5 1765.6 -2.1 1 227 +0
Jul17 160614 1762.5 1770.0 1758.5 1769.9 -2.1 7 2,406 +7
Sep17 160614 1774.2 1774.2 1774.2 1774.2 -2.1 0 197 +0
Total Volume and Open Interest 66,106 194,520 -63
Platinum(NYMEX)
Jul16 160614 991.7 994.5 971.5 971.9 -23.4 11,926 46,286 -514
Oct16 160614 994.0 995.6 973.5 973.8 -23.4 1,640 15,558 +940
Jan17 160614 982.0 982.0 976.4 976.4 -23.2 81 2,451 +79
Apr17 160614 981.6 981.7 978.3 978.3 -22.7 2 13 +2
Total Volume and Open Interest 13,649 64,310 +506
Palladium(NYMEX)
Jun16 160614 540.25 541.95 535.95 536.55 -10.10 16 30 -15
Sep16 160614 543.45 543.80 533.55 535.75 -10.10 4,925 22,778 +315
Dec16 160614 540.00 540.00 535.45 536.55 -10.10 20 372 -1
Total Volume and Open Interest 4,965 23,258 +301
Copper(CMX)
Jul16 160614 205.35 205.90 203.20 204.05 -1.30 57,230 123,581 -2,866
Sep16 160614 205.60 206.30 203.55 204.45 -1.25 21,897 66,226 +3,098
Dec16 160614 207.15 207.15 204.55 205.35 -1.35 6,248 33,233 +778
Mar17 160614 206.30 206.30 205.75 206.00 -1.40 939 6,379 +397
May17 160614 207.10 207.10 206.25 206.50 -1.40 118 872 +25
Total Volume and Open Interest 87,051 237,947 +1,414
E-mini DJIA Index(CBOT)
Jun16 160614 17718 17758 17590 17662 -66 96,659 79,275 -30,271
Sep16 160614 17620 17667 17500 17572 -67 174,686 60,804 +38,844
Dec16 160614 17570 17570 17491 17491 -66 21 154 -1
Mar17 160614 17431 17431 17431 17431 -66 0 1 +0
Total Volume and Open Interest 271,366 140,234 +8,572
S & P 500(CME)
Jun16 160614 2066.00 2081.00 2065.00 2074.40 -4.30 17,202 74,501 -3,434
Sep16 160614 2066.70 2072.50 2055.00 2065.90 -3.80 15,873 29,328 +8,029
Dec16 160614 2058.30 2063.20 2049.20 2058.30 -3.90 0 196 +0
Mar17 160614 2052.00 2056.90 2042.90 2052.00 -3.90      
Total Volume and Open Interest 33,075 104,025 +4,595
S & P 500 E-Mini(Globex)
Jun16 160614 2077.00 2081.75 2063.25 2074.50 -4.25 1,244,099 1,991,154 -430,712
Sep16 160614 2067.25 2072.75 2054.75 2066.00 -3.75 1,799,239 1,213,016 +436,035
Dec16 160614 2058.25 2064.75 2047.25 2058.25 -4.00 351 9,629 +49
Mar17 160614 2046.25 2057.75 2041.75 2052.00 -4.00 16 114 +2
Total Volume and Open Interest 3,043,705 3,213,927 +5,374
NASDAQ 100 E-Mini(Globex)
Jun16 160614 4419.30 4440.50 4391.80 4425.30 -1.00 141,333 148,564 -52,210
Sep16 160614 4412.30 4432.80 4384.00 4418.00 -0.80 249,334 106,027 +50,850
Dec16 160614 4399.30 4423.50 4380.30 4413.00 -1.00 22 110 +10
Total Volume and Open Interest 390,689 254,708 -1,350
S&P Midcap 400(CME) e-Mini
Jun16 160614 1479.90 1484.50 1469.90 1478.20 -2.80 24,368 50,690 -16,758
Sep16 160614 1476.00 1480.50 1465.70 1474.20 -2.60 32,870 40,147 +16,511
Dec16 160614 1474.70 1474.70 1474.70 1474.70 -2.80 0 12 +0
Total Volume and Open Interest 57,238 90,849 -247
Volatility Index(CBOE)
Jun16 160614 21.35 22.15 20.02 20.58 -0.75 138,984 105,914 -23,889
Jul16 160614 21.25 22.05 20.40 20.88 -0.35 116,452 242,166 +16,455
Aug16 160614 21.22 21.87 20.55 20.95 -0.28 35,349 61,722 +2,363
Sep16 160614 21.63 22.15 21.03 21.38 -0.30 11,909 30,248 +693
Total Volume and Open Interest 322,840 496,646 -1,198
Russell 2000(ICE)
Jun16 160614 1147.40 1154.70 1140.40 1148.90 -0.40 89,603 274,798 -54,996
Sep16 160614 1142.50 1149.50 1135.10 1143.80 -0.50 125,880 125,328 +45,304
Dec16 160614 1138.90 1138.90 1138.90 1138.90 -0.50 0 18 +0
Total Volume and Open Interest 215,483 400,394 -9,692
Nikkei 225(CME)
Sep16 160614 15990 16120 15730 15870 -130 13,602 30,825 +752
Dec16 160614 15855 15855 15800 15815 -100 13 24 +8
Total Volume and Open Interest 13,615 30,849 +760
Nikkei 225(SGX)
Sep16 160614 16005 16080 15715 15740 -240 60,612 181,287 +4,858
Dec16 160614 15830 15830 15605 15625 -240 103 3,978 +61
Mar17 160614 15590 15590 15590 15590 -240      
Total Volume and Open Interest 62,216 195,822 -176,952
Nikkei 225(CME) Yen
Jun16 160609 16785 16800 16505 16635 -180 57,760 54,753 -24,533
Sep16 160614 15885 16035 15640 15775 -145 53,454 67,358 +3,553
Dec16 160614 15600 15895 15510 15645 -145 13 10 +10
Total Volume and Open Interest 53,467 67,368 +3,563
Nikkei 225(CME) e-Mini Yen
Jun16 160609 16640 16640 16635 16640 -170 6 97 -5
Sep16 160614 15710 15780 15670 15780 -140      
Dec16 160614 15650 15650 15645 15650 -140      
Total Volume and Open Interest      
CAC 40(EURONEXT)
Jun16 160614 4206.5 4211.0 4120.5 4126.0 -97.0 121,166 328,202 +4,959
Jul16 160614 4197.0 4200.0 4113.5 4117.5 -97.0 8,836 39,842 +2,652
Aug16 160614 4159.0 4159.0 4116.0 4116.0 -97.0 1 10 +0
Sep16 160614 4165.0 4177.5 4112.5 4114.5 -97.0 353 2,629 +326
Total Volume and Open Interest 130,361 370,724 +7,942
Hang Seng Index(HKFE)
Jun16 160614 20370 20399 20163 20180 -198 93,757 107,599 +794
Jul16 160614 20348 20394 20166 20179 -201 838 4,227 +372
Total Volume and Open Interest 95,117 117,903 +1,330
DAX(EUREX)
Jun16 160614 9615.0 9632.5 9504.0 9512.5 -171.5 133,801 169,018 +9,128
Sep16 160614 9594.0 9620.0 9493.0 9501.0 -171.5 8,255 16,783 +6,251
Dec16 160614 9531.0 9587.5 9487.0 9489.0 -171.5 16 2,951 +9
Total Volume and Open Interest 142,072 188,752 +15,388
Mini-DAX(EUREX)
Jun16 160614 9618.0 9631.0 9505.0 9512.0 -172.0 22,771 12,523 +442
Sep16 160614 9611.0 9619.0 9494.0 9501.0 -172.0 298 713 +84
Dec16 160614 9556.0 9565.0 9483.0 9489.0 -171.0 43 58 +26
Total Volume and Open Interest 23,112 13,294 +552
FT-SE 100(EURONEXT)
Jun16 160614 6028.00 6043.50 5905.50 5922.00 -137.50 205,185 476,985 -20,282
Sep16 160614 5987.50 5987.50 5848.50 5865.50 -137.50 52,123 92,157 +25,243
Dec16 160614 5871.50 5871.50 5827.50 5827.50 -140.50 7 18 +5
Total Volume and Open Interest 257,315 569,160 +4,966
SPI 200(SFE)
Jun16 160614 5246.0 5254.0 5195.0 5202.0 -116.0 29,646 289,947 -6,004
Sep16 160614 5203.0 5203.0 5145.0 5152.0 -116.0 5,933 9,218 +3,893
Dec16 160614 5150.0 5150.0 5138.0 5138.0 -116.0 0 2,554 +0
Total Volume and Open Interest 35,597 303,168 -2,093
FTSE MIB(ISE)
Jun16 160614 16470.00 16670.00 16220.00 16270.00 -386.00 52,503 58,775 -251
Sep16 160614 16345.00 16535.00 16090.00 16133.00 -391.00 5,151 6,098 +3,798
Dec16 160614 16053.00 16053.00 16053.00 16053.00 -391.00 0 1 +0
Total Volume and Open Interest 57,654 64,874 +3,547
KOSPI 200(KFE)
Sep16 160614 244.80 245.40 243.20 244.05 -0.70 96,503 121,331 +4,887
Dec16 160614 245.35 245.90 244.15 244.75 -0.60 96 5,841 +96
Mar17 160614 243.45 243.45 241.70 241.70 -1.80 6 785 -3
Total Volume and Open Interest 96,605 130,595 +4,990
GSCI(CME)
Jun16 160614 374.55 376.10 373.50 375.90 -2.10 1,958 3,008 -1,934
Jul16 160614 377.80 379.70 376.30 379.15 -2.35 1,941 9,171 +1,916
Aug16 160614 378.75 378.75 378.75 378.75 -1.65      
Total Volume and Open Interest 3,899 12,179 -18
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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