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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 15, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul16 160615 1171.25 1178.00 1154.50 1156.00 -13.50 150,246 213,315 -14,594
Aug16 160615 1166.25 1173.25 1153.00 1155.00 -11.00 47,780 81,404 +1,940
Sep16 160615 1152.25 1163.50 1144.00 1145.00 -10.75 11,012 37,336 +1,098
Nov16 160615 1150.75 1156.75 1137.50 1138.50 -10.75 140,587 386,326 +13,737
Jan17 160615 1146.75 1152.75 1134.75 1135.75 -10.25 8,748 33,016 +1,629
Mar17 160615 1100.00 1110.00 1096.50 1097.50 -7.50 10,536 60,269 +1,632
May17 160615 1083.25 1091.50 1079.25 1087.25 -2.50 7,274 27,405 +737
Jul17 160615 1087.00 1090.50 1077.00 1085.00 -2.00 4,079 32,748 +197
Aug17 160615 1069.00 1069.00 1066.25 1066.25 -2.00 43 343 +12
Sep17 160615 1024.75 1030.00 1024.75 1030.00 -2.00 24 145 +5
Nov17 160615 1000.50 1004.00 995.00 998.75 -4.50 1,743 20,463 +23
Jan18 160615 998.25 998.25 998.25 998.25 -4.50 6 117 +0
Mar18 160615 996.00 996.00 996.00 996.00 -4.25 3 39 +0
May18 160615 998.25 998.25 998.25 998.25 -4.00 0 39 +0
Total Volume and Open Interest 382,084 893,151 +6,417
Soybean Meal(CBOT)
Jul16 160615 409.00 414.30 406.60 407.20 -1.40 62,220 81,184 -9,048
Aug16 160615 405.70 410.80 404.20 404.80 -0.60 22,717 45,686 +1,115
Sep16 160615 404.70 409.20 402.70 403.10 -1.10 13,750 39,551 +1,760
Oct16 160615 402.50 407.40 401.40 401.70 -0.90 10,418 27,936 +2,356
Dec16 160615 402.90 407.70 401.10 401.70 -0.80 44,769 134,361 +9,420
Jan17 160615 398.40 402.10 396.20 397.00 -0.40 3,333 17,884 +532
Mar17 160615 374.40 378.40 374.10 374.70 -1.10 2,604 17,029 +400
May17 160615 361.30 364.90 361.30 362.70 +0.50 2,499 16,293 +133
Jul17 160615 358.80 362.00 358.60 360.20 +0.30 1,288 10,428 +291
Aug17 160615 354.00 354.80 354.00 354.60 +0.70 55 1,657 +20
Total Volume and Open Interest 163,943 397,627 +6,885
Soybean Oil(CBOT)
Jul16 160615 32.52 32.56 31.80 31.96 -0.56 64,931 103,490 -14,078
Aug16 160615 32.65 32.70 31.94 32.10 -0.57 16,351 47,679 +3,847
Sep16 160615 32.72 32.83 32.08 32.24 -0.57 3,953 32,441 +727
Oct16 160615 32.91 32.92 32.22 32.39 -0.57 5,240 18,995 +400
Dec16 160615 33.24 33.29 32.51 32.68 -0.58 34,990 136,661 +6,639
Jan17 160615 33.32 33.32 32.67 32.84 -0.55 2,844 15,648 +629
Mar17 160615 33.26 33.38 32.68 32.88 -0.51 1,809 15,162 +360
May17 160615 33.16 33.25 32.72 32.92 -0.47 1,999 13,662 +393
Jul17 160615 33.50 33.50 32.94 33.12 -0.44 739 5,634 +202
Aug17 160615 33.20 33.20 33.15 33.15 -0.44 157 2,500 -5
Total Volume and Open Interest 133,327 398,025 -916
Canola(WCE)
Jul16 160615 525.8 528.2 521.4 521.6 -4.7 10,397 67,629 -4,527
Nov16 160615 528.2 532.0 525.2 525.3 -4.7 12,956 106,611 +2,214
Jan17 160615 533.2 535.7 528.6 528.8 -5.6 715 10,227 +335
Mar17 160615 532.8 536.8 530.0 530.1 -5.7 158 2,953 +48
May17 160615 536.9 537.9 531.0 531.2 -5.8 117 1,088 +44
Total Volume and Open Interest 24,540 190,627 -1,817
Corn(CBOT)
Jul16 160615 435.75 439.00 428.50 429.00 -7.50 304,087 357,265 -52,094
Sep16 160615 441.00 444.00 433.50 434.00 -7.75 156,196 483,432 +34,911
Dec16 160615 445.25 448.50 438.75 439.50 -7.00 195,704 443,294 +17,177
Mar17 160615 450.00 453.25 444.00 444.50 -6.50 15,796 87,733 +2,197
May17 160615 452.75 455.00 446.75 447.00 -6.50 4,814 21,198 +267
Jul17 160615 453.50 456.50 448.25 449.00 -6.00 8,055 53,275 +313
Sep17 160615 420.00 420.00 412.75 413.75 -5.25 1,333 8,181 +179
Dec17 160615 412.25 417.25 410.00 410.50 -5.25 5,767 36,191 -517
Mar18 160615 417.25 417.25 417.25 417.25 -5.00 66 1,096 -21
May18 160615 421.00 421.00 421.00 421.00 -5.00 10 326 +0
Total Volume and Open Interest 691,876 1,493,717 +2,400
Wheat(CBOT)
Jul16 160615 485.00 489.75 477.00 477.50 -7.50 107,395 125,001 -17,992
Sep16 160615 498.00 503.25 489.00 489.50 -8.25 63,848 156,284 +15,440
Dec16 160615 518.25 524.50 509.75 510.25 -8.00 22,081 88,024 +2,108
Mar17 160615 539.50 543.75 529.75 530.25 -7.75 5,527 27,828 +1,324
May17 160615 552.00 555.00 542.50 542.50 -7.25 1,685 6,319 +182
Jul17 160615 559.25 563.75 551.25 552.00 -6.50 1,684 16,898 +47
Total Volume and Open Interest 202,511 426,261 +1,144
Wheat(KCBT)
Jul16 160615 458.75 463.25 456.25 456.75 -1.75 35,866 77,161 -9,233
Sep16 160615 477.25 481.25 474.00 474.50 -2.00 22,275 77,279 +7,909
Dec16 160615 503.00 505.75 499.25 499.50 -1.75 6,233 44,894 +478
Mar17 160615 519.50 520.50 515.00 515.50 -1.75 621 14,070 -25
May17 160615 530.25 530.25 525.75 525.75 -2.00 255 6,548 -66
Jul17 160615 540.00 540.00 533.50 533.50 -2.75 357 4,727 +18
Sep17 160615 543.50 543.50 543.50 543.50 -2.75 3 170 -1
Total Volume and Open Interest 65,610 225,201 -920
Wheat(MGE)
Jul16 160615 532.75 537.50 530.00 530.50 -2.25 5,469 18,752 -949
Sep16 160615 543.00 548.00 540.25 540.50 -2.75 3,770 17,380 +695
Dec16 160615 562.00 563.50 554.25 554.75 -3.75 1,526 12,106 +148
Mar17 160615 575.00 575.50 567.75 568.25 -4.25 707 6,673 +147
May17 160615 580.00 580.00 576.25 576.25 -3.75 205 2,799 -24
Jul17 160615 586.50 586.50 582.75 582.75 -4.75 180 1,219 +77
Total Volume and Open Interest 11,873 59,285 +93
Oats(CBOT)
Jul16 160615 207.00 210.50 204.00 204.50 -2.00 630 4,846 -352
Sep16 160615 218.50 221.25 214.50 215.50 -1.50 179 2,206 -14
Dec16 160615 226.50 228.50 222.75 223.00 -1.75 351 2,807 +308
Mar17 160615 241.00 241.00 235.00 235.00 -2.50 12 181 +10
Total Volume and Open Interest 1,172 10,040 -48
Rough Rice(CBOT)
Jul16 160615 11.31 11.63 11.27 11.61 +0.32 342 4,782 -180
Sep16 160615 11.55 11.90 11.55 11.89 +0.32 270 4,092 +181
Nov16 160615 11.93 12.13 11.93 12.13 +0.32 5 777 +5
Jan17 160615 12.35 12.35 12.35 12.35 +0.33 0 95 +0
Total Volume and Open Interest 617 9,788 +6
Live Cattle(CME)
Jun16 160615 119.000 119.000 117.000 117.285 -1.765 2,866 15,213 -989
Aug16 160615 114.750 114.900 113.135 113.580 -1.420 20,361 122,093 +1,773
Oct16 160615 114.730 114.785 113.050 113.535 -1.315 8,902 58,518 +117
Dec16 160615 115.700 115.700 114.135 114.430 -1.250 7,531 35,179 -117
Feb17 160615 115.350 115.450 113.950 114.450 -1.050 2,685 10,116 +129
Apr17 160615 114.830 114.830 113.300 113.885 -1.000 811 6,263 -7
Total Volume and Open Interest 43,318 249,718 +948
Feeder Cattle(CME)
Aug16 160615 142.100 142.200 140.000 140.250 -1.900 5,617 25,331 +141
Sep16 160615 140.830 141.035 139.080 139.435 -1.500 1,781 4,546 +90
Oct16 160615 139.450 139.550 137.850 138.130 -1.320 1,356 4,718 +108
Nov16 160615 135.700 136.285 134.535 134.985 -1.395 772 4,193 -5
Jan17 160615 131.000 131.500 129.985 130.035 -1.415 190 765 +25
Mar17 160615 128.550 128.550 127.300 127.330 -1.470 104 238 -2
Apr17 160615 127.330 127.330 127.285 127.285 -0.790 5 21 -4
Total Volume and Open Interest 9,825 39,814 +353
Lean Hogs(CME)
Jul16 160615 88.680 88.830 86.785 86.830 -1.250 21,132 45,256 -5,533
Aug16 160615 89.750 90.430 88.730 88.800 -0.530 21,473 90,676 +3,852
Oct16 160615 74.180 74.800 73.885 74.150 +0.350 7,845 55,210 +1,952
Dec16 160615 65.650 67.250 65.650 66.885 +1.250 4,491 37,243 +723
Feb17 160615 68.535 69.900 68.535 69.680 +1.145 2,159 16,588 +863
Apr17 160615 71.500 72.350 71.430 72.080 +0.580 1,034 8,115 +343
May17 160615 75.550 76.035 75.535 76.035 -0.065 6 121 +6
Jun17 160615 78.980 79.650 78.980 79.650 +0.365 16 787 +12
Total Volume and Open Interest 61,460 264,480 +1,017
Class III Milk(CME)
Jun16 160615 13.28 13.31 13.25 13.28 unch 332 4,445 -103
Jul16 160615 15.00 15.49 14.77 15.38 +0.46 671 5,328 +61
Aug16 160615 15.99 16.24 15.60 16.17 +0.22 440 4,692 +104
Sep16 160615 16.30 16.36 15.90 16.27 +0.03 358 3,672 +82
Oct16 160615 16.20 16.40 15.93 16.17 unch 231 3,023 +30
Nov16 160615 16.02 16.20 15.80 16.04 +0.06 167 2,812 +56
Dec16 160615 15.70 15.97 15.62 15.75 -0.03 138 2,574 +60
Jan17 160615 15.65 15.75 15.55 15.60 -0.05 19 962 +7
Feb17 160615 15.77 15.80 15.65 15.70 -0.07 4 843 +4
Mar17 160615 15.80 15.88 15.67 15.79 unch 9 739 +4
Apr17 160615 15.90 15.91 15.89 15.91 +0.01 1 630 +1
May17 160615 15.92 15.93 15.90 15.90 -0.02 4 443 +4
Jun17 160615 15.88 15.94 15.86 15.86 unch 1 405 +1
Total Volume and Open Interest 2,414 31,356 +327
Cocoa(ICE)
Jul16 160615 3150 3174 3150 3160 +15 6,942 10,247 -6,716
Sep16 160615 3115 3128 3108 3116 +12 20,983 89,784 +2,978
Dec16 160615 3092 3101 3084 3091 +12 5,595 49,443 +599
Mar17 160615 3062 3073 3054 3060 +12 2,572 33,499 +363
May17 160615 3051 3058 3040 3046 +13 307 6,026 +66
Jul17 160615 3040 3040 3030 3035 +15 40 2,227 +11
Sep17 160615 3025 3029 3022 3027 +17 5 3,022 +2
Total Volume and Open Interest 36,444 197,102 -2,697
Coffee "C"(ICE)
Jul16 160615 134.70 138.55 134.50 138.20 +3.10 29,076 38,112 -8,228
Sep16 160615 136.10 140.50 136.10 140.10 +3.05 32,783 81,337 +5,545
Dec16 160615 138.85 143.05 138.85 142.70 +2.95 8,301 36,532 +997
Mar17 160615 141.60 145.45 141.60 145.15 +2.85 2,731 14,184 +83
May17 160615 145.00 146.60 145.00 146.45 +2.85 513 7,154 -13
Jul17 160615 146.75 147.80 146.70 147.80 +2.85 309 2,698 +23
Total Volume and Open Interest 74,388 187,166 -1,525
Orange Juice(ICE)
Jul16 160615 163.40 163.40 160.10 162.40 -1.35 850 9,499 -437
Sep16 160615 164.75 164.75 161.00 163.25 -1.25 450 6,284 +341
Nov16 160615 164.80 164.80 161.35 163.50 -1.30 46 1,673 -11
Jan17 160615 161.50 163.30 161.50 163.30 -1.35 72 425 +28
Mar17 160615 162.95 163.40 162.95 163.40 -0.65 0 6 +0
May17 160615 162.60 162.60 162.60 162.60 -0.60      
Total Volume and Open Interest 1,418 17,887 -79
Sugar #11(ICE)
Jul16 160615 19.34 19.80 19.29 19.76 +0.42 85,892 205,347 -22,490
Oct16 160615 19.42 19.87 19.37 19.85 +0.43 76,132 429,441 +30,137
Mar17 160615 19.45 19.94 19.45 19.93 +0.37 20,886 177,189 +5,753
May17 160615 18.82 19.11 18.74 19.09 +0.29 7,077 41,324 +615
Jul17 160615 18.20 18.44 18.10 18.44 +0.28 4,670 33,988 +47
Oct17 160615 17.85 18.14 17.80 18.13 +0.30 2,127 27,597 +739
Mar18 160615 17.65 17.99 17.63 17.99 +0.34 340 11,744 +172
May18 160615 17.42 17.54 17.40 17.53 +0.35 50 3,527 +40
Total Volume and Open Interest 197,229 937,510 +15,055
London Cocoa(LCE)
Jul16 160615 2308 2330 2304 2325 +17 11,343 82,146 -4,305
Sep16 160615 2294 2301 2287 2297 +5 10,894 66,459 +1,195
Dec16 160615 2242 2247 2237 2245 +4 6,905 59,902 +1,136
Mar17 160615 2199 2206 2198 2204 +3 3,889 43,382 +159
May17 160615 2188 2193 2188 2192 +2 298 12,157 +74
Jul17 160615 2184 2186 2183 2185 +2 45 2,066 +16
Sep17 160615 2177 2179 2177 2178 +2 0 607 +0
Total Volume and Open Interest 33,374 266,945 -1,725
London Sugar(LCE)
Aug16 160615 526.10 536.20 525.50 535.00 +8.90 3,415 46,663 -818
Oct16 160615 524.10 535.00 524.10 534.20 +9.10 1,606 24,325 +389
Dec16 160615 523.70 533.00 523.50 532.50 +8.20 463 14,689 +96
Mar17 160615 521.00 531.00 521.00 530.70 +7.40 317 11,057 +3
May17 160615 512.40 520.90 512.10 520.70 +7.00 97 2,792 +35
Total Volume and Open Interest 5,970 103,043 -279
Cotton(ICE)
Jul16 160615 63.22 63.49 62.52 62.60 -0.44 19,219 42,276 -8,824
Oct16 160615 64.26 64.67 64.06 64.33 +0.19 77 102 +16
Dec16 160615 64.10 64.22 63.54 63.62 -0.29 22,728 136,150 +5,087
Mar17 160615 64.92 64.92 64.18 64.27 -0.35 2,156 17,176 +925
May17 160615 65.12 65.17 64.59 64.66 -0.42 333 2,987 -67
Jul17 160615 65.49 65.57 65.05 65.09 -0.40 175 2,743 -33
Total Volume and Open Interest 44,855 205,384 -2,844
Lumber(CME)
Jul16 160615 298.2 299.7 295.3 297.9 +0.5 284 2,907 -39
Sep16 160615 305.9 308.1 303.2 306.2 +0.6 106 2,098 +52
Nov16 160615 304.4 306.4 304.4 306.4 -1.1 4 97 -2
Jan17 160615 311.1 311.4 311.1 311.4 -6.6 0 20 +0
Total Volume and Open Interest 394 5,161 +11
Crude Oil(NYM)
Jul16 160615 47.90 48.72 47.28 48.01 -0.48 506,036 238,975 -18,356
Aug16 160615 48.47 49.23 47.79 48.50 -0.56 204,415 374,730 +27,932
Sep16 160615 48.95 49.68 48.27 48.95 -0.61 95,676 223,343 +17,634
Oct16 160615 49.41 50.06 48.69 49.35 -0.64 24,222 90,136 +801
Nov16 160615 49.81 50.41 49.11 49.75 -0.66 18,922 75,348 +2,849
Dec16 160615 50.17 50.78 49.44 50.09 -0.67 47,294 231,781 +519
Jan17 160615 50.36 50.85 49.73 50.34 -0.67 8,403 42,733 +933
Feb17 160615 50.53 50.98 50.27 50.52 -0.67 6,175 28,824 +1,000
Mar17 160615 50.70 51.16 50.39 50.66 -0.67 10,410 62,520 +3,290
Apr17 160615 50.80 51.34 50.20 50.75 -0.65 2,259 17,199 -48
May17 160615 50.84 51.39 50.27 50.81 -0.63 2,182 17,122 +378
Jun17 160615 50.89 51.47 50.25 50.86 -0.61 10,951 73,448 +89
Jul17 160615 50.89 51.45 50.89 50.89 -0.60 1,284 16,156 +319
Aug17 160615 50.94 51.00 50.94 50.94 -0.58 386 11,722 -188
Sep17 160615 51.35 51.41 50.98 51.02 -0.56 953 27,435 +31
Oct17 160615 51.13 51.13 51.13 51.13 -0.54 191 9,377 +6
Total Volume and Open Interest 954,809 1,795,643 +37,552
e-miNY Crude Oil(NYM)
Jul16 160615 47.850 48.725 47.275 48.000 -0.500 8,859 1,792 +277
Aug16 160615 48.475 49.250 47.825 48.500 -0.550 699 585 +78
Sep16 160615 48.850 49.425 48.425 48.950 -0.600 61 184 +2
Oct16 160615 49.300 49.725 48.700 49.350 -0.650 9 70 -1
Nov16 160615 50.125 50.325 49.200 49.750 -0.650 2 17 -1
Dec16 160615 50.100 50.750 49.875 50.100 -0.650 13 298 -3
Jan17 160615 50.350 50.350 50.350 50.350 -0.650 1 12 +0
Feb17 160615 50.525 50.850 50.525 50.525 -0.675 1 10 -1
Mar17 160615 50.650 50.650 50.650 50.650 -0.675 0 12 +0
Apr17 160615 50.750 50.750 50.750 50.750 -0.650      
Total Volume and Open Interest 9,647 3,130 +351
NY Harbor ULSD(NYM)
Jul16 160615 148.56 150.24 146.36 147.78 -2.42 52,466 89,207 -6,348
Aug16 160615 149.98 150.95 147.08 148.52 -2.41 25,038 64,263 +1,641
Sep16 160615 150.48 152.17 148.41 149.84 -2.34 17,703 57,519 +2,378
Oct16 160615 151.53 153.52 149.95 151.29 -2.23 8,654 31,615 +407
Nov16 160615 153.23 154.94 151.54 152.76 -2.17 5,593 23,831 -140
Dec16 160615 154.26 156.17 152.70 154.04 -2.15 8,688 53,865 -793
Jan17 160615 156.00 157.38 154.19 155.37 -2.14 2,809 18,084 +186
Feb17 160615 155.79 158.25 155.79 156.27 -2.09 2,703 8,525 +93
Mar17 160615 156.24 158.55 156.15 156.53 -2.03 2,844 13,347 +1,018
Apr17 160615 155.87 156.92 155.13 155.92 -1.94 1,376 4,565 +476
May17 160615 155.97 156.78 155.34 155.60 -1.87 558 2,734 +22
Jun17 160615 156.00 157.43 154.50 155.57 -1.83 1,212 16,163 +43
Jul17 160615 156.04 156.04 156.04 156.04 -1.80 205 1,959 +11
Aug17 160615 156.75 156.75 156.75 156.75 -1.78 340 1,098 +158
Total Volume and Open Interest 131,189 413,544 -404
RBOB Gasoline(NYM)
Jul16 160615 149.01 152.03 147.38 150.14 -1.99 69,457 85,238 -11,239
Aug16 160615 150.35 153.39 148.86 151.52 -1.89 53,073 81,753 +6,121
Sep16 160615 150.62 153.54 149.35 151.76 -1.79 41,770 68,333 +2,084
Oct16 160615 140.29 142.90 139.24 141.14 -1.68 20,203 44,391 -1,163
Nov16 160615 138.43 140.82 137.23 139.13 -1.51 10,832 29,630 -987
Dec16 160615 136.33 139.11 135.65 137.42 -1.49 11,785 40,334 -674
Jan17 160615 137.17 139.11 135.82 137.45 -1.52 1,723 11,549 +306
Feb17 160615 137.42 139.39 137.33 138.57 -1.60 377 2,674 +26
Mar17 160615 139.28 141.52 139.19 140.32 -1.67 665 4,938 +245
Apr17 160615 162.27 162.89 161.13 161.76 -1.76 752 4,097 +214
Total Volume and Open Interest 213,761 405,670 -5,003
e-miNY RBOB Gasoline(NYM)
Jul16 160615 150.10 150.14 150.10 150.10 -2.00 0 1 +0
Aug16 160615 151.50 151.52 151.50 151.50 -1.90      
Sep16 160615 151.80 151.80 151.76 151.80 -1.80      
Oct16 160615 141.10 141.14 141.10 141.10 -1.70      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jul16 160615 2.607 2.634 2.586 2.595 -0.009 163,311 165,174 -25,441
Aug16 160615 2.657 2.690 2.642 2.652 -0.014 79,875 154,838 +15,706
Sep16 160615 2.687 2.715 2.668 2.677 -0.014 65,431 191,130 +15,457
Oct16 160615 2.735 2.765 2.720 2.727 -0.016 41,355 118,619 +3,214
Nov16 160615 2.888 2.908 2.863 2.873 -0.020 16,464 64,220 +968
Dec16 160615 3.126 3.142 3.100 3.108 -0.031 11,104 49,864 +589
Jan17 160615 3.256 3.272 3.228 3.238 -0.030 24,801 94,381 -772
Feb17 160615 3.245 3.262 3.224 3.229 -0.032 6,374 23,202 +764
Mar17 160615 3.204 3.216 3.182 3.187 -0.032 16,415 57,495 +3,334
Apr17 160615 2.951 2.960 2.931 2.936 -0.028 9,640 48,733 +1,157
May17 160615 2.915 2.932 2.901 2.910 -0.025 4,382 20,467 +216
Jun17 160615 2.941 2.958 2.934 2.940 -0.021 1,393 7,329 +88
Jul17 160615 2.982 2.995 2.966 2.977 -0.020 1,202 8,105 +200
Aug17 160615 2.988 3.001 2.977 2.984 -0.019 2,221 8,735 +1,205
Sep17 160615 2.977 2.977 2.958 2.958 -0.022 978 4,074 +208
Oct17 160615 2.989 2.995 2.965 2.974 -0.029 2,495 12,035 +353
Total Volume and Open Interest 450,914 1,078,519 +18,429
Brent Crude Oil(ICE)
Aug16 160615 49.22 49.80 48.39 48.97 -0.86 208,806 353,121 -17,207
Sep16 160615 49.74 50.36 48.95 49.53 -0.80 106,656 362,982 +18,489
Oct16 160615 50.09 50.69 49.32 49.88 -0.79 36,346 165,280 +5,635
Nov16 160615 50.39 50.98 49.66 50.20 -0.78 31,306 155,537 +821
Dec16 160615 50.78 51.35 50.05 50.60 -0.75 64,595 371,195 +7,353
Jan17 160615 51.01 51.62 50.44 50.89 -0.72 8,989 71,650 +1,613
Feb17 160615 51.22 51.83 50.59 51.11 -0.71 2,482 56,277 +29
Mar17 160615 51.43 51.98 50.81 51.33 -0.70 5,681 61,256 -113
Apr17 160615 51.64 52.15 51.25 51.51 -0.69 1,146 20,022 -192
May17 160615 51.56 52.19 51.44 51.69 -0.68 961 22,122 +79
Jun17 160615 51.92 52.55 51.35 51.88 -0.66 11,480 94,889 -26
Jul17 160615 52.00 52.27 51.97 52.07 -0.65 901 17,503 +55
Aug17 160615 52.24 52.24 52.24 52.24 -0.64 817 15,108 +307
Sep17 160615 52.75 53.00 52.36 52.36 -0.64 929 29,342 -74
Total Volume and Open Interest 511,915 2,235,219 +20,322
Gas Oil(ICE)
Jul16 160615 439.75 444.75 433.50 441.00 -2.50 53,586 126,214 -7,215
Aug16 160615 441.00 447.75 436.25 444.00 -2.25 42,371 142,166 +5,947
Sep16 160615 445.75 451.00 440.25 447.50 -2.00 14,981 63,534 +1,151
Oct16 160615 449.50 454.75 444.25 451.50 -2.00 8,021 46,677 +1,455
Nov16 160615 452.25 457.00 447.50 454.25 -1.75 4,403 34,515 +376
Dec16 160615 454.25 459.25 449.25 456.25 -1.50 12,367 102,129 +470
Jan17 160615 457.00 461.75 452.50 459.00 -1.50 2,706 23,901 -341
Feb17 160615 459.75 464.50 455.25 461.75 -1.50 969 13,937 +348
Mar17 160615 461.75 466.25 458.00 464.00 -1.25 523 22,111 -58
Apr17 160615 463.75 467.50 460.50 466.00 -1.25 337 10,199 -1
Total Volume and Open Interest 144,693 738,359 +2,466
Ethanol(CBOT)
Jul16 160615 1.719 1.735 1.684 1.687 -0.048 452 1,949 -180
Aug16 160615 1.712 1.714 1.663 1.667 -0.045 286 652 +92
Sep16 160615 1.646 1.675 1.646 1.646 -0.045 209 634 +43
Oct16 160615 1.618 1.626 1.618 1.618 -0.045 47 225 +5
Nov16 160615 1.590 1.600 1.590 1.590 -0.045 42 310 +17
Dec16 160615 1.565 1.565 1.565 1.565 -0.042 35 1,131 +5
Jan17 160615 1.544 1.544 1.544 1.544 -0.042 20 125 +12
Feb17 160615 1.541 1.541 1.541 1.541 -0.042 0 18 +0
Total Volume and Open Interest 1,091 5,044 -6
WTI Crude Oil(ICE)
Jul16 160615 47.84 48.72 47.28 48.01 -0.48 31,055 47,925 -3,389
Aug16 160615 48.40 49.23 47.81 48.50 -0.56 43,359 56,745 +6,129
Sep16 160615 48.90 49.63 48.29 48.95 -0.61 19,633 39,500 +479
Oct16 160615 49.32 50.04 48.75 49.35 -0.64 8,688 15,548 +581
Nov16 160615 49.74 50.43 49.16 49.75 -0.66 7,535 17,595 +1,470
Dec16 160615 50.09 50.79 49.49 50.09 -0.67 13,047 80,928 -1,056
Jan17 160615 50.02 50.93 50.02 50.34 -0.67 1,247 8,112 +166
Feb17 160615 50.52 50.52 50.52 50.52 -0.67 433 6,021 +148
Mar17 160615 51.07 51.08 50.36 50.66 -0.67 528 6,098 -73
Apr17 160615 50.75 50.75 50.75 50.75 -0.65 478 2,815 +52
May17 160615 50.81 50.81 50.81 50.81 -0.63 146 1,456 -83
Jun17 160615 50.69 51.25 50.57 50.86 -0.61 1,335 30,031 -294
Jul17 160615 50.89 50.89 50.89 50.89 -0.60 42 1,690 -8
Aug17 160615 50.94 50.94 50.94 50.94 -0.58 39 624 -5
Sep17 160615 51.02 51.02 51.02 51.02 -0.56 86 4,506 -10
Oct17 160615 51.13 51.13 51.13 51.13 -0.54 72 1,251 +15
Total Volume and Open Interest 131,897 422,204 +5,222
US Dollar Index(ICE)
Sep16 160615 95.020 95.150 94.415 94.680 -0.360 27,756 48,314 +1,755
Dec16 160615 95.125 95.130 94.470 94.735 -0.365 180 1,590 +68
Mar17 160615 95.115 95.175 94.560 94.820 -0.380 61 867 +61
Total Volume and Open Interest 27,997 50,771 -16,629
Australian Dollar(CME)
Sep16 160615 73.22 74.21 73.08 73.86 +0.55 84,042 75,127 +507
Dec16 160615 73.12 73.95 72.88 73.64 +0.55 15 416 +4
Mar17 160615 73.45 73.45 73.45 73.45 +0.54 0 11 +0
Total Volume and Open Interest 84,057 75,554 -40,352
British Pound(CME)
Sep16 160615 141.18 142.31 141.16 141.85 +0.73 215,254 202,128 -789
Dec16 160615 141.57 142.37 141.55 141.97 +0.72 91 489 +18
Mar17 160615 142.13 142.53 141.66 142.13 +0.73 12 98 +9
Total Volume and Open Interest 215,357 202,740 -70,185
Canadian Dollar(CME)
Sep16 160615 77.71 77.98 77.26 77.42 -0.39 60,035 112,238 +3,780
Dec16 160615 77.82 77.97 77.30 77.44 -0.38 190 3,639 +40
Mar17 160615 77.50 77.99 77.32 77.47 -0.38 45 232 +16
Jun17 160615 77.51 78.42 77.41 77.51 -0.38 4 106 +0
Total Volume and Open Interest 69,371 176,725 +700
Japanese Yen(CME)
Sep16 160615 94.65 95.19 94.32 94.66 -0.04 156,086 138,297 +1,804
Dec16 160615 94.83 95.53 94.69 95.01 -0.05 139 434 +35
Mar17 160615 95.22 95.70 95.22 95.40 -0.06 0 31 +0
Total Volume and Open Interest 156,225 138,869 -59,115
Swiss Franc(CME)
Sep16 160615 104.30 104.80 104.01 104.59 +0.25 22,286 44,906 -928
Dec16 160615 104.71 105.33 104.59 105.14 +0.24 0 41 +0
Mar17 160615 105.71 105.71 105.23 105.71 +0.26      
Total Volume and Open Interest 22,286 44,962 -24,752
EuroFX(CME)
Sep16 160615 112.45 113.38 112.28 113.03 +0.61 152,536 318,660 +5,568
Dec16 160615 112.88 113.72 112.67 113.41 +0.60 145 1,805 -17
Mar17 160615 113.78 114.04 113.10 113.81 +0.60 77 1,234 -28
Total Volume and Open Interest 152,760 322,191 -59,151
Mexican Peso(CME)
Jul16 160615 528.88 528.88 528.88 528.88 +3.13      
Aug16 160615 527.25 527.25 527.25 527.25 +3.00      
Total Volume and Open Interest 43,108 113,271 -20,514
Brazilian Real(CME)
Jul16 160615 284.55 289.00 284.55 287.60 +2.95 565 25,058 +331
Aug16 160615 284.80 286.40 283.75 285.40 +3.00 0 75 +0
Sep16 160615 280.00 282.80 280.00 282.70 +3.05 1 3,409 +0
Oct16 160615 280.40 280.40 280.40 280.40 +2.80      
Total Volume and Open Interest 566 28,572 +331
30-Year T-Bonds(CBOT)
Jun16 160615 170~120 171~040 169~290 170~210 +0~090 1,705 6,196 -1,259
Sep16 160615 168~310 169~240 168~140 169~070 +0~090 219,632 578,211 +3,312
Dec16 160615 167~310 167~310 167~310 167~310 +0~090 0 7 +0
Total Volume and Open Interest 221,337 584,414 +2,053
10-Year T-Notes(CBOT)
Jun16 160615 131~215 132~045 131~165 131~315 +0~085 16,567 71,322 -6,733
Sep16 160615 131~245 132~090 131~180 132~025 +0~095 1,102,541 2,670,249 -988
Dec16 160615 131~155 131~155 131~115 131~115 +0~095 0 14 +0
Total Volume and Open Interest 1,119,108 2,741,585 -7,721
5-Year T-Notes(CBOT)
Jun16 160615 121~232 122~014 121~212 121~302 +0~056 2,925 86,398 -1,731
Sep16 160615 121~120 121~256 121~076 121~192 +0~062 561,755 2,503,673 -11,459
Dec16 160615 121~176 121~176 121~176 121~176 +0~062      
Total Volume and Open Interest 564,680 2,590,071 -13,190
2 Year T-Notes(CBOT)
Jun16 160615 109~124 109~172 109~122 109~162 +0~022 3,070 13,027 -1,044
Sep16 160615 109~106 109~222 109~090 109~140 +0~030 246,107 1,001,379 +9,127
Dec16 160615 109~124 109~124 109~124 109~124 +0~030      
Total Volume and Open Interest 249,177 1,014,406 +8,083
Eurodollars(CME)
Sep16 160615 99.265 99.310 99.250 99.290 +0.025 258,538 1,099,288 +2,477
Dec16 160615 99.180 99.250 99.160 99.220 +0.035 220,773 1,429,433 -7,574
Mar17 160615 99.140 99.215 99.110 99.180 +0.040 271,870 898,020 -15,190
Jun17 160615 99.095 99.180 99.065 99.135 +0.040 279,841 851,435 -48,516
Sep17 160615 99.050 99.145 99.020 99.090 +0.035 242,850 807,194 +17,840
Dec17 160615 99.000 99.090 98.965 99.035 +0.030 295,169 1,156,872 +29,294
Mar18 160615 98.965 99.060 98.930 99.000 +0.030 195,440 554,860 +16,532
Jun18 160615 98.925 99.015 98.890 98.955 +0.025 180,347 429,566 -10,596
Sep18 160615 98.885 98.975 98.845 98.915 +0.025 120,662 382,095 +7,116
Dec18 160615 98.830 98.925 98.800 98.865 +0.025 137,168 556,890 +7,742
Mar19 160615 98.790 98.885 98.760 98.830 +0.030 98,859 326,456 +4,113
Jun19 160615 98.740 98.835 98.715 98.780 +0.025 93,064 259,649 -4,680
Sep19 160615 98.695 98.785 98.665 98.730 +0.025 62,367 201,076 +2,321
Dec19 160615 98.640 98.715 98.605 98.670 +0.025 53,878 240,819 +2,899
Mar20 160615 98.595 98.670 98.565 98.625 +0.025 33,576 115,069 -981
Jun20 160615 98.540 98.615 98.510 98.570 +0.020 33,995 66,053 -6,536
Sep20 160615 98.490 98.555 98.460 98.515 +0.020 24,304 61,562 -2,871
Dec20 160615 98.430 98.490 98.400 98.455 +0.020 27,521 82,382 +2,765
Total Volume and Open Interest 2,743,966 9,837,889 -1,068,078
Ultra T-Bond(CBOT)
Jun16 160615 179~21 180~16 179~21 179~26 +0~03 1,565 18,444 -870
Sep16 160615 182~14 183~14 181~25 182~18 +0~04 73,314 598,998 +3,387
Dec16 160615 181~25 181~25 181~25 181~25 +0~04      
Total Volume and Open Interest 74,879 617,442 +2,517
Ultra 10-Yr T-Note(CBOT)
Jun16 160615 143~070 143~150 143~070 143~150 +0~050 788 7,100 -744
Sep16 160615 143~315 144~165 143~215 144~070 +0~070 51,946 132,312 -3,254
Dec16 160615 144~070 144~070 144~070 144~070 +0~070      
Total Volume and Open Interest 52,734 139,412 -3,998
30 Day Federal Funds(CBOT)
Jun16 160615 99.632 99.635 99.630 99.632 unch 13,635 77,896 +2,557
Jul16 160615 99.630 99.635 99.625 99.630 unch 39,647 236,256 +7,030
Aug16 160615 99.590 99.620 99.580 99.615 +0.025 38,511 238,492 +7,298
Sep16 160615 99.570 99.605 99.565 99.595 +0.020 7,491 49,908 +490
Oct16 160615 99.540 99.580 99.530 99.565 +0.020 15,705 129,683 +715
Nov16 160615 99.535 99.570 99.525 99.560 +0.025 3,926 43,862 -457
Total Volume and Open Interest 145,821 969,095 +21,734
3-Mth Euro-Yen(CME)
Sep16 160615 99.990 99.990 99.990 99.990 unch      
Dec16 160615 99.990 99.990 99.990 99.990 unch      
Mar17 160615 99.990 99.990 99.990 99.990 unch      
Jun17 160615 99.990 99.990 99.990 99.990 unch      
Sep17 160615 99.990 99.990 99.990 99.990 unch      
Dec17 160615 99.995 99.995 99.995 99.995 unch      
Mar18 160615 99.855 99.855 99.855 99.855 unch      
Jun18 160615 99.715 99.715 99.715 99.715 unch      
Sep18 160615 99.575 99.575 99.575 99.575 unch      
Dec18 160615 99.435 99.435 99.435 99.435 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep16 160615 99.99 99.99 99.99 99.99 unch      
Dec16 160615 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160615 99.99 99.99 99.99 99.99 unch      
Jun17 160615 99.99 99.99 99.99 99.99 unch      
Sep17 160615 99.99 99.99 99.99 99.99 unch      
Dec17 160615 99.99 99.99 99.99 99.99 unch      
Mar18 160615 100.00 100.00 100.00 100.00 unch      
Jun18 160615 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160615 152.48 152.74 152.46 152.73 +0.21 1,430 19,000 +250
Dec16 160615 152.73 152.73 152.73 152.73 +0.21      
Mar17 160615 152.65 152.65 152.65 152.65 +0.21      
Total Volume and Open Interest 1,430 19,000 +250
Euro-Buxl(EUREX)
Sep16 160615 187.96 189.32 187.24 188.58 -0.04 47,183 148,354 +7,131
Dec16 160615 188.14 188.14 188.14 188.14 -0.04      
Mar17 160615 188.14 188.14 188.14 188.14 -0.04      
Total Volume and Open Interest 47,183 148,354 +7,131
Euro-Bund(EUREX)
Sep16 160615 165.02 165.44 164.87 165.24 +0.03 555,897 1,610,942 +28,816
Dec16 160615 162.47 162.63 162.40 162.63 -0.01 23 62 +19
Mar17 160615 162.63 162.63 162.63 162.63 -0.01      
Total Volume and Open Interest 555,920 1,611,004 +28,835
Euro-Bobl(EUREX)
Sep16 160615 132.95 133.10 132.93 133.04 +0.06 432,490 1,321,311 +35,607
Dec16 160615 131.07 131.07 131.07 131.07 +0.04 0 101 +0
Mar17 160615 131.07 131.07 131.07 131.07 +0.04      
Total Volume and Open Interest 432,490 1,321,412 +35,607
Euro-Schatz(EUREX)
Sep16 160615 111.92 111.96 111.91 111.94 +0.01 167,916 1,045,166 -32,851
Dec16 160615 111.86 111.86 111.86 111.86 +0.01 0 187 -240
Mar17 160615 111.86 111.86 111.86 111.86 +0.01      
Total Volume and Open Interest 167,916 1,045,353 -33,091
3-Mth Euribor(EUREX)
Jun16 160613 100.262 100.262 100.262 100.262 -0.003 0 11,735 +0
Sep16 160615 100.270 100.270 100.270 100.270 unch 14 4,720 -1,091
Dec16 160615 100.280 100.285 100.280 100.285 unch 0 3,099 +0
Total Volume and Open Interest 36 100,333 +35,159
Long Gilt(LIFFE)
Jun16 160615 123~14 123~32 123~13 123~32 +0~04 551 38,187 -550
Sep16 160615 125~27 126~11 125~11 126~07 +0~04 143,838 446,697 +889
Total Volume and Open Interest 144,389 484,884 +339
3-Mth Short Sterling(LIFFE)
Jun16 160615 99.43 99.43 99.43 99.43 +0.00 8,272 345,815 +209
Sep16 160615 99.47 99.47 99.45 99.47 unch 61,381 420,202 +2,456
Dec16 160615 99.48 99.50 99.46 99.49 unch 51,654 480,300 +5,005
Mar17 160615 99.48 99.49 99.45 99.49 +0.01 55,604 349,128 +8,471
Jun17 160615 99.46 99.47 99.42 99.46 unch 53,728 303,649 +7,735
Sep17 160615 99.44 99.45 99.39 99.44 unch 53,908 287,916 -237
Total Volume and Open Interest 565,502 3,405,280 +29,775
3-Mth Euribor(LIFFE)
Sep16 160615 100.265 100.275 100.265 100.265 unch 59,616 404,158 +969
Dec16 160615 100.280 100.290 100.275 100.285 +0.005 41,902 496,409 +8,255
Mar17 160615 100.285 100.305 100.285 100.295 +0.005 61,951 439,319 +308
Total Volume and Open Interest 427,125 3,105,237 -459,383
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 160615 98.09 98.14 98.09 98.10 unch 17,896 232,481 +4,665
Dec16 160615 98.16 98.20 98.15 98.17 +0.01 16,361 197,497 +1,793
Mar17 160615 98.21 98.26 98.19 98.21 unch 17,013 139,480 -7,181
Jun17 160615 98.25 98.30 98.23 98.25 unch 13,712 106,155 -70
Sep17 160615 98.28 98.33 98.25 98.27 -0.01 4,454 79,111 -1,105
Dec17 160615 98.30 98.34 98.27 98.28 -0.01 5,854 62,004 +1,797
Mar18 160615 98.32 98.34 98.25 98.28 -0.01 3,352 35,323 +1,220
Jun18 160615 98.28 98.32 98.25 98.26 -0.01 1,873 23,523 +1,526
Sep18 160615 98.28 98.28 98.24 98.24 -0.02 132 4,255 +116
Total Volume and Open Interest 80,850 884,393 +2,194
10-Year Aus T-Bonds(SFE)
Jun16 160615 97.96 98.00 97.93 97.94 -0.01 585,558 562,587 -189,261
Sep16 160615 97.95 97.99 97.92 97.92 -0.02 549,472 742,802 +360,561
Total Volume and Open Interest 1,135,030 1,305,389 +171,300
3-Year Aus T-Bonds(SFE)
Jun16 160615 98.45 98.50 98.40 98.41 -0.04 453,177 602,215 -141,970
Sep16 160615 98.51 98.56 98.46 98.49 -0.02 380,027 539,635 +220,655
Total Volume and Open Interest 833,204 1,141,850 +78,685
Gold(CMX)
Jun16 160615 1284.6 1296.2 1278.8 1285.8 +0.2 328 1,551 -98
Aug16 160615 1288.1 1300.0 1281.3 1288.3 +0.2 202,808 396,243 +13,077
Oct16 160615 1290.4 1303.0 1284.9 1291.4 +0.2 1,201 26,980 -34
Dec16 160615 1294.3 1306.1 1287.6 1294.4 +0.3 5,343 66,420 -73
Feb17 160615 1297.3 1308.4 1293.9 1297.2 +0.3 912 10,339 +311
Apr17 160615 1299.8 1300.3 1296.0 1299.7 +0.4 102 5,013 +16
Jun17 160615 1300.8 1301.9 1300.8 1301.9 +0.4 928 11,976 +0
Aug17 160615 1304.1 1304.1 1295.0 1304.1 +0.4 12 1,066 +0
Oct17 160615 1306.1 1306.1 1306.1 1306.1 +0.4 0 634 +0
Dec17 160615 1306.9 1319.0 1305.6 1308.2 +0.4 423 7,417 -341
Feb18 160615 1315.2 1315.2 1309.9 1309.9 +0.4 4 43 +4
Apr18 160615 1311.6 1311.6 1311.6 1311.6 +0.4      
Total Volume and Open Interest 213,014 539,175 +12,901
Silver(CMX)
Jul16 160615 1740.0 1763.5 1735.5 1750.3 +7.9 62,180 92,722 -1,715
Sep16 160615 1746.0 1767.5 1742.0 1755.3 +7.8 12,212 56,984 +4,630
Dec16 160615 1751.5 1775.0 1747.5 1762.4 +7.9 3,304 35,958 +414
Mar17 160615 1758.0 1770.5 1757.0 1769.2 +7.9 103 5,530 -1
May17 160615 1774.5 1774.5 1773.5 1773.5 +7.9 4 227 +0
Jul17 160615 1779.5 1779.5 1777.8 1777.8 +7.9 2 2,408 +2
Sep17 160615 1782.1 1782.1 1782.1 1782.1 +7.9 0 197 +0
Total Volume and Open Interest 77,887 197,852 +3,332
Platinum(NYMEX)
Jul16 160615 975.7 988.0 972.5 974.8 +2.9 13,498 44,185 -2,101
Oct16 160615 978.8 989.7 974.6 976.9 +3.1 4,780 19,194 +3,636
Jan17 160615 986.6 987.4 978.5 979.4 +3.0 46 2,493 +42
Apr17 160615 990.3 990.9 981.6 981.6 +3.3 6 15 +2
Total Volume and Open Interest 18,333 65,890 +1,580
Palladium(NYMEX)
Jun16 160615 544.80 544.80 531.35 533.30 -3.25 4 28 -2
Sep16 160615 533.15 546.90 530.80 532.55 -3.20 3,381 22,968 +190
Dec16 160615 540.85 546.30 532.65 533.45 -3.10 6 373 +1
Total Volume and Open Interest 3,395 23,447 +189
Copper(CMX)
Jul16 160615 204.25 211.90 203.85 209.10 +5.05 75,457 118,252 -5,329
Sep16 160615 204.55 212.00 204.15 209.40 +4.95 24,324 74,835 +8,609
Dec16 160615 205.95 212.80 205.90 210.20 +4.85 7,122 34,676 +1,443
Mar17 160615 207.05 212.95 207.05 210.80 +4.80 883 6,934 +555
May17 160615 211.50 213.70 211.10 211.30 +4.80 38 859 -13
Total Volume and Open Interest 108,509 242,928 +4,981
E-mini DJIA Index(CBOT)
Jun16 160615 17650 17780 17625 17646 -16 81,697 54,953 -24,322
Sep16 160615 17560 17690 17531 17552 -20 204,479 94,700 +33,896
Dec16 160615 17490 17579 17451 17451 -40 27 153 -1
Mar17 160615 17509 17509 17391 17391 -40 0 1 +0
Total Volume and Open Interest 286,203 149,807 +9,573
S & P 500(CME)
Jun16 160615 2080.00 2083.30 2070.50 2071.80 -2.60 30,942 63,736 -10,765
Sep16 160615 2061.50 2072.10 2061.50 2063.40 -2.50 29,026 43,022 +13,694
Dec16 160615 2055.80 2067.30 2054.30 2055.80 -2.50 10 191 -5
Mar17 160615 2049.50 2061.00 2048.00 2049.50 -2.50      
Total Volume and Open Interest 59,978 106,949 +2,924
S & P 500 E-Mini(Globex)
Jun16 160615 2072.75 2086.25 2068.75 2071.75 -2.75 1,222,789 1,411,200 -579,954
Sep16 160615 2064.50 2079.50 2059.75 2063.50 -2.50 2,515,271 1,865,658 +652,642
Dec16 160615 2058.75 2071.75 2052.50 2055.75 -2.50 423 9,702 +73
Mar17 160615 2055.00 2062.75 2046.75 2049.50 -2.50 2 114 +0
Total Volume and Open Interest 3,738,485 3,286,688 +72,761
NASDAQ 100 E-Mini(Globex)
Jun16 160615 4424.00 4444.00 4404.30 4412.80 -12.50 115,256 110,320 -38,244
Sep16 160615 4417.50 4435.80 4396.50 4405.50 -12.50 318,359 164,160 +58,133
Dec16 160615 4417.80 4425.00 4395.00 4400.50 -12.50 31 110 +0
Total Volume and Open Interest 433,646 274,597 +19,889
S&P Midcap 400(CME) e-Mini
Jun16 160615 1475.80 1490.60 1473.60 1479.60 +1.40 26,650 31,983 -18,707
Sep16 160615 1472.80 1486.60 1469.40 1475.60 +1.40 40,294 59,100 +18,953
Dec16 160615 1476.10 1476.10 1476.10 1476.10 +1.40 0 12 +0
Total Volume and Open Interest 66,944 91,095 +246
Volatility Index(CBOE)
Jun16 160615 20.55 20.90 19.65 19.90 -0.68 182,968 84,024 -21,890
Jul16 160615 20.90 21.25 19.60 20.58 -0.30 207,041 256,799 +14,633
Aug16 160615 20.90 21.30 20.05 20.73 -0.22 71,024 65,422 +3,700
Sep16 160615 21.30 21.70 20.62 21.18 -0.20 26,541 30,194 -54
Total Volume and Open Interest 515,837 494,797 -1,849
Russell 2000(ICE)
Jun16 160615 1146.80 1159.90 1144.70 1149.30 +0.40 122,696 187,650 -87,148
Sep16 160615 1140.90 1155.00 1136.20 1144.20 +0.40 187,187 216,710 +91,382
Dec16 160615 1146.20 1151.70 1139.30 1139.30 +0.40 907 920 +902
Total Volume and Open Interest 310,790 405,530 +5,136
Nikkei 225(CME)
Sep16 160615 15840 16075 15785 15965 +95 16,673 31,134 +309
Dec16 160615 15985 15985 15920 15920 +105 16 25 +1
Total Volume and Open Interest 16,689 31,159 +310
Nikkei 225(SGX)
Sep16 160615 15725 15970 15645 15900 +160 92,185 187,085 +5,798
Dec16 160615 15575 15820 15575 15785 +160 34 3,980 +2
Mar17 160615 15750 15750 15750 15750 +160      
Total Volume and Open Interest 92,601 201,504 +5,682
Nikkei 225(CME) Yen
Jun16 160609 16785 16800 16505 16635 -180 57,760 54,753 -24,533
Sep16 160615 15750 15980 15700 15865 +90 61,473 65,252 -2,106
Dec16 160615 15735 15840 15570 15735 +90 13 6 -4
Total Volume and Open Interest 61,490 65,262 -2,106
Nikkei 225(CME) e-Mini Yen
Jun16 160609 16640 16640 16635 16640 -170 6 97 -5
Sep16 160615 15860 15865 15860 15860 +80      
Dec16 160615 15730 15735 15730 15730 +80      
Total Volume and Open Interest      
CAC 40(EURONEXT)
Jun16 160615 4140.0 4200.0 4140.0 4167.0 +41.0 152,752 329,422 +1,220
Jul16 160615 4128.5 4192.0 4128.5 4159.0 +41.5 49,375 74,982 +35,140
Aug16 160615 4157.5 4157.5 4157.5 4157.5 +41.5 2 12 +2
Sep16 160615 4129.0 4183.5 4129.0 4156.5 +42.0 1,866 4,329 +1,700
Total Volume and Open Interest 204,016 408,797 +38,073
Hang Seng Index(HKFE)
Jun16 160615 20166 20373 19900 20269 +89 132,037 106,382 -1,217
Jul16 160615 20150 20372 19931 20273 +94 923 4,629 +402
Total Volume and Open Interest 133,548 117,206 -697
DAX(EUREX)
Jun16 160615 9565.5 9667.0 9559.5 9625.5 +113.0 144,455 169,974 +956
Sep16 160615 9540.0 9655.0 9540.0 9614.0 +113.0 24,117 36,506 +19,723
Dec16 160615 9564.5 9627.0 9555.0 9603.5 +114.5 23 2,955 +4
Total Volume and Open Interest 168,595 209,435 +20,683
Mini-DAX(EUREX)
Jun16 160615 9568.0 9667.0 9561.0 9626.0 +114.0 25,669 12,229 -294
Sep16 160615 9560.0 9656.0 9550.0 9615.0 +114.0 1,678 1,710 +997
Dec16 160615 9560.0 9622.0 9560.0 9604.0 +115.0 45 51 -7
Total Volume and Open Interest 27,392 13,990 +696
FT-SE 100(EURONEXT)
Jun16 160615 5926.50 6007.50 5925.00 5980.00 +58.00 300,194 365,213 -111,772
Sep16 160615 5870.00 5950.00 5870.00 5922.50 +57.00 185,165 224,674 +132,517
Dec16 160615 5886.50 5886.50 5886.50 5886.50 +59.00 16 25 +7
Total Volume and Open Interest 485,375 589,912 +20,752
SPI 200(SFE)
Jun16 160615 5198.0 5198.0 5146.0 5157.0 -45.0 49,645 288,633 -1,314
Sep16 160615 5145.0 5157.0 5097.0 5107.0 -45.0 19,932 24,426 +15,208
Dec16 160615 5126.0 5126.0 5088.0 5093.0 -45.0 40 2,514 -40
Total Volume and Open Interest 69,833 317,219 +14,051
FTSE MIB(ISE)
Jun16 160615 16450.00 16615.00 16405.00 16538.00 +268.00 57,701 54,660 -4,115
Sep16 160615 16285.00 16475.00 16270.00 16401.00 +268.00 13,233 10,632 +4,534
Dec16 160615 16309.00 16309.00 16309.00 16309.00 +256.00 1 2 +1
Total Volume and Open Interest 70,935 65,294 +420
KOSPI 200(KFE)
Sep16 160615 243.55 244.85 242.55 244.15 +0.10 147,753 120,214 -1,117
Dec16 160615 244.00 245.50 243.45 244.70 -0.05 200 5,895 +54
Mar17 160615 242.40 242.75 241.85 241.90 +0.20 8 783 -2
Total Volume and Open Interest 147,961 129,530 -1,065
GSCI(CME)
Jul16 160615 376.00 379.55 373.85 375.65 -3.50 1,947 11,088 +1,917
Aug16 160615 375.25 375.25 375.25 375.25 -3.50      
Sep16 160615 376.75 376.75 376.75 376.75        
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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