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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon June 27, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul16 160627 1104.25 1138.50 1103.00 1133.00 +30.00 83,315 105,110 -12,977
Aug16 160627 1101.50 1136.00 1100.75 1129.75 +28.25 43,322 99,392 +3,047
Sep16 160627 1088.00 1120.00 1085.25 1114.00 +27.75 9,137 39,747 -140
Nov16 160627 1078.50 1110.75 1075.75 1104.75 +26.25 130,845 432,709 +4,600
Jan17 160627 1076.75 1107.00 1074.50 1101.50 +25.00 8,839 37,957 +555
Mar17 160627 1048.00 1070.00 1048.00 1064.75 +16.75 6,917 64,613 +224
May17 160627 1052.75 1058.75 1046.75 1053.25 +12.50 3,194 30,228 +126
Jul17 160627 1041.25 1056.25 1041.25 1051.50 +12.00 2,780 31,601 -305
Aug17 160627 1034.50 1036.75 1034.00 1034.00 +10.25 9 396 -3
Sep17 160627 995.00 1001.25 995.00 1001.25 +10.25 2 191 +0
Nov17 160627 964.00 979.75 964.00 973.25 +10.00 1,765 20,577 +359
Jan18 160627 973.75 973.75 973.75 973.75 +9.50 0 127 +0
Mar18 160627 971.75 971.75 971.75 971.75 +8.00 0 39 +0
May18 160627 973.00 973.00 973.00 973.00 +7.75 0 35 +0
Total Volume and Open Interest 290,142 862,922 -4,504
Soybean Meal(CBOT)
Jul16 160627 377.30 385.10 375.00 384.00 +8.40 26,146 37,890 -6,212
Aug16 160627 377.00 386.00 376.10 385.00 +8.40 19,465 49,241 +686
Sep16 160627 376.30 384.40 376.30 383.40 +8.00 9,260 45,180 +92
Oct16 160627 373.40 382.40 373.40 381.60 +8.20 5,682 29,305 +353
Dec16 160627 372.80 382.70 372.00 381.50 +8.10 39,875 156,915 +662
Jan17 160627 373.20 378.70 373.20 378.10 +7.40 3,691 21,031 +196
Mar17 160627 356.70 362.00 356.40 361.60 +5.10 2,424 21,789 +251
May17 160627 349.00 352.10 349.00 351.20 +2.80 1,897 17,320 +176
Jul17 160627 346.50 350.50 346.50 349.10 +2.30 1,295 11,860 -86
Aug17 160627 345.60 345.60 344.50 344.50 +2.10 231 1,717 -1
Total Volume and Open Interest 110,795 398,637 -3,757
Soybean Oil(CBOT)
Jul16 160627 31.00 31.50 30.98 31.26 +0.27 33,956 48,100 -4,703
Aug16 160627 31.24 31.64 31.13 31.40 +0.27 18,237 57,578 +1,224
Sep16 160627 31.32 31.77 31.28 31.53 +0.26 6,778 33,600 -214
Oct16 160627 31.49 31.87 31.49 31.65 +0.26 2,179 18,103 +177
Dec16 160627 31.68 32.16 31.64 31.93 +0.27 42,855 156,022 -915
Jan17 160627 31.88 32.36 31.87 32.14 +0.27 4,714 18,394 +335
Mar17 160627 32.05 32.42 31.96 32.23 +0.28 1,762 16,775 +291
May17 160627 32.46 32.52 32.25 32.33 +0.30 471 14,146 +36
Jul17 160627 32.40 32.77 32.37 32.57 +0.32 552 6,074 +91
Aug17 160627 32.62 32.62 32.62 32.62 +0.30 10 2,632 +7
Total Volume and Open Interest 111,711 377,816 -3,692
Canola(WCE)
Jul16 160627 466.6 475.0 466.6 470.0 +5.8 6,948 15,720 -4,574
Nov16 160627 476.9 488.1 476.0 483.3 +6.4 17,629 119,101 +779
Jan17 160627 483.1 494.9 483.1 490.1 +7.5 2,106 12,650 -176
Mar17 160627 488.4 500.6 488.4 495.9 +7.5 1,072 3,812 +154
May17 160627 493.4 505.5 493.4 500.4 +7.5 350 1,480 +44
Total Volume and Open Interest 29,156 156,084 -3,490
Corn(CBOT)
Jul16 160627 384.25 392.00 383.00 385.25 +0.75 164,756 171,291 -17,840
Sep16 160627 389.25 396.75 387.50 389.25 +0.25 114,558 552,896 +8,362
Dec16 160627 394.00 401.75 392.25 394.25 unch 146,653 488,824 +3,319
Mar17 160627 402.00 409.00 399.25 401.00 -0.75 14,127 97,143 -22
May17 160627 405.00 412.50 403.25 405.00 -0.75 3,114 22,252 -270
Jul17 160627 408.50 416.00 406.75 408.50 -0.50 4,599 57,235 -533
Sep17 160627 398.50 400.00 392.00 393.75 +0.25 794 9,808 +85
Dec17 160627 399.00 402.75 395.00 396.50 unch 6,359 35,091 -1,083
Mar18 160627 406.25 406.25 403.50 403.50 unch 276 1,332 +35
May18 160627 410.00 410.00 408.25 408.25 unch 102 374 +11
Total Volume and Open Interest 455,608 1,438,140 -7,858
Wheat(CBOT)
Jul16 160627 454.75 460.00 446.00 446.75 -8.00 42,623 50,899 -10,816
Sep16 160627 465.75 470.50 457.75 458.25 -6.75 61,271 204,144 +8,967
Dec16 160627 484.50 489.25 477.25 478.00 -6.75 22,797 91,528 -2,718
Mar17 160627 503.00 507.00 494.75 495.50 -7.25 5,477 29,703 +459
May17 160627 511.00 515.50 504.75 505.50 -7.50 1,540 7,013 +309
Jul17 160627 521.50 525.25 512.00 512.75 -8.00 2,026 17,210 +498
Total Volume and Open Interest 136,177 406,439 -3,396
Wheat(KCBT)
Jul16 160627 422.75 427.75 412.50 412.75 -10.00 14,624 38,894 -3,075
Sep16 160627 441.50 445.75 430.75 431.25 -9.75 21,978 110,812 +4,798
Dec16 160627 466.75 471.25 456.75 457.00 -9.75 5,786 48,756 +185
Mar17 160627 483.00 487.50 473.25 473.50 -9.75 1,019 14,773 +53
May17 160627 498.25 498.25 484.00 484.00 -9.75 641 6,796 +64
Jul17 160627 505.00 505.25 492.75 493.50 -9.25 1,454 7,185 +546
Sep17 160627 510.25 510.25 507.00 507.00 -8.00 331 328 +161
Total Volume and Open Interest 45,858 227,907 +2,739
Wheat(MGE)
Jul16 160627 517.00 519.75 506.50 506.50 -11.25 6,088 7,031 -2,220
Sep16 160627 526.75 529.00 514.50 514.75 -11.75 4,494 21,727 +347
Dec16 160627 542.00 542.00 530.00 530.25 -11.25 1,020 12,297 -270
Mar17 160627 555.25 555.25 544.25 544.25 -10.75 307 7,095 +9
May17 160627 560.00 560.50 552.25 552.25 -10.25 127 2,848 +17
Jul17 160627 567.00 567.50 558.75 559.00 -10.25 104 1,376 +27
Total Volume and Open Interest 12,156 52,761 -2,079
Oats(CBOT)
Jul16 160627 210.25 213.25 202.25 204.00 -5.00 914 1,641 -207
Sep16 160627 202.00 205.75 198.25 198.25 -2.75 432 3,134 +135
Dec16 160627 205.00 208.00 200.00 200.75 -5.00 782 4,817 +139
Mar17 160627 216.50 217.25 211.25 213.75 -5.25 249 608 +141
Total Volume and Open Interest 2,377 10,200 +208
Rough Rice(CBOT)
Jul16 160627 10.73 10.93 10.70 10.85 +0.09 788 2,133 -376
Sep16 160627 10.97 11.16 10.90 11.10 +0.09 837 6,446 +295
Nov16 160627 11.26 11.39 11.23 11.37 +0.07 193 1,291 +119
Jan17 160627 11.47 11.60 11.47 11.60 +0.07 0 98 +0
Total Volume and Open Interest 1,818 10,010 +38
Live Cattle(CME)
Jun16 160627 114.830 116.285 114.830 115.930 +1.230 1,412 4,488 -1,084
Aug16 160627 111.135 112.730 110.930 112.035 +1.150 16,765 120,664 -1,063
Oct16 160627 111.200 112.635 111.000 112.300 +1.415 6,502 58,316 +127
Dec16 160627 112.430 113.635 112.100 113.230 +1.280 5,025 37,884 +181
Feb17 160627 111.980 113.400 111.980 112.950 +1.065 1,404 10,401 +154
Apr17 160627 111.800 112.950 111.635 112.285 +0.885 763 7,237 +241
Total Volume and Open Interest 32,025 242,165 -1,411
Feeder Cattle(CME)
Aug16 160627 139.650 141.400 139.130 140.185 +0.735 3,598 25,425 -393
Sep16 160627 138.300 140.080 138.035 139.250 +0.965 1,247 5,081 +239
Oct16 160627 136.785 138.550 136.500 137.880 +1.080 1,138 4,773 +225
Nov16 160627 134.200 135.850 134.035 135.185 +0.985 776 4,696 +107
Jan17 160627 130.150 131.325 129.900 131.000 +1.215 177 1,050 +35
Mar17 160627 128.350 128.435 127.035 127.750 +0.550 19 291 +6
Apr17 160627 127.750 128.400 127.400 127.500 -0.080 6 29 +4
Total Volume and Open Interest 6,963 41,349 +225
Lean Hogs(CME)
Jul16 160627 83.300 83.750 83.035 83.150 -0.900 7,325 26,973 -2,378
Aug16 160627 83.680 84.135 83.250 83.500 -1.480 16,860 100,907 -921
Oct16 160627 69.750 71.285 69.330 71.135 -0.815 6,803 64,628 +997
Dec16 160627 62.750 63.900 62.200 63.650 -0.500 2,188 41,241 +409
Feb17 160627 65.400 66.700 65.035 66.635 unch 773 17,079 -51
Apr17 160627 68.000 70.350 68.000 70.300 +0.650 427 9,192 +232
May17 160627 75.200 75.200 75.200 75.200 unch 12 143 +9
Jun17 160627 76.100 77.830 76.100 77.730 +0.650 55 922 +34
Total Volume and Open Interest 34,466 261,312 -1,662
Class III Milk(CME)
Jun16 160627 13.22 13.24 13.22 13.22 unch 180 4,382 -85
Jul16 160627 14.81 14.94 14.67 14.89 +0.05 608 5,311 +67
Aug16 160627 15.80 15.90 15.60 15.86 -0.05 504 4,541 -12
Sep16 160627 16.33 16.33 16.02 16.28 -0.06 400 3,744 -12
Oct16 160627 16.31 16.31 16.07 16.27 -0.07 288 3,223 +59
Nov16 160627 16.17 16.24 16.01 16.21 +0.03 250 2,946 +7
Dec16 160627 15.98 16.03 15.88 15.99 +0.06 194 2,608 -7
Jan17 160627 15.84 15.90 15.76 15.86 -0.04 49 1,029 +12
Feb17 160627 15.83 15.90 15.83 15.90 -0.05 32 914 +23
Mar17 160627 15.87 15.92 15.87 15.92 -0.03 32 835 +26
Apr17 160627 16.17 16.17 16.07 16.07 -0.11 53 771 +32
May17 160627 16.19 16.19 16.10 16.19 -0.01 58 605 +48
Jun17 160627 16.30 16.30 16.25 16.30 unch 59 527 +15
Total Volume and Open Interest 2,752 32,313 +194
Cocoa(ICE)
Jul16 160627 3048 3056 3034 3034 -36 8 172 -3
Sep16 160627 2995 3008 2976 2986 -37 14,748 89,961 +2,035
Dec16 160627 2990 2990 2952 2961 -42 4,603 50,724 +320
Mar17 160627 2938 2946 2914 2924 -46 1,623 35,340 +432
May17 160627 2928 2928 2900 2908 -46 198 6,467 +54
Jul17 160627 2920 2920 2895 2895 -46 63 2,180 -8
Sep17 160627 2890 2895 2883 2883 -46 28 2,834 -8
Total Volume and Open Interest 21,309 190,948 +2,819
Coffee "C"(ICE)
Jul16 160627 134.65 135.50 133.50 134.50 +0.15 82 427 -182
Sep16 160627 136.95 138.30 134.60 136.05 -1.10 15,012 104,111 +1,671
Dec16 160627 139.35 141.10 137.60 138.95 -0.95 3,209 38,738 +264
Mar17 160627 142.55 143.75 140.35 141.65 -0.85 754 15,029 +146
May17 160627 144.65 144.65 142.10 143.10 -0.80 249 7,901 +121
Jul17 160627 145.05 145.70 144.00 144.35 -0.75 59 3,170 -17
Total Volume and Open Interest 19,474 177,170 +2,024
Orange Juice(ICE)
Jul16 160627 165.60 166.00 161.80 165.50 -0.80 1,215 2,629 -1,043
Sep16 160627 169.60 170.00 166.00 168.50 -1.50 1,764 11,788 +1,114
Nov16 160627 167.50 169.90 166.00 168.50 -0.60 47 1,732 +9
Jan17 160627 166.00 167.85 166.00 167.85 -0.20 36 657 +27
Mar17 160627 167.95 167.95 167.95 167.95 +0.25 5 33 +0
May17 160627 167.45 167.45 167.45 167.45 +0.25      
Total Volume and Open Interest 3,067 16,841 +107
Sugar #11(ICE)
Jul16 160627 19.06 19.74 19.06 19.48 +0.48 35,265 66,974 -8,652
Oct16 160627 19.25 19.89 19.16 19.64 +0.48 75,059 463,955 -1,807
Mar17 160627 19.44 20.03 19.38 19.79 +0.42 21,334 202,745 +224
May17 160627 18.77 19.22 18.63 18.99 +0.33 5,335 44,742 +89
Jul17 160627 18.15 18.60 18.09 18.36 +0.23 3,284 38,610 +75
Oct17 160627 17.93 18.30 17.88 18.05 +0.14 807 29,405 -160
Mar18 160627 18.00 18.14 17.86 17.89 +0.08 407 12,544 +162
May18 160627 17.41 17.68 17.41 17.44 +0.03 141 3,878 +10
Total Volume and Open Interest 141,877 871,816 -9,895
London Cocoa(LCE)
Jul16 160627 2350 2412 2350 2395 +52 6,002 72,414 -2,435
Sep16 160627 2334 2374 2331 2361 +36 6,973 69,246 +23
Dec16 160627 2284 2321 2281 2308 +35 2,856 58,000 +269
Mar17 160627 2239 2273 2238 2260 +33 1,864 45,288 -1,332
May17 160627 2226 2255 2226 2244 +32 278 13,495 +110
Jul17 160627 2218 2249 2218 2237 +32 55 2,176 +28
Sep17 160627 2234 2241 2230 2230 +32 5 1,224 +5
Total Volume and Open Interest 18,033 262,130 -3,332
London Sugar(LCE)
Aug16 160627 533.60 545.60 530.80 541.60 +9.70 8,434 35,992 -1,479
Oct16 160627 531.40 541.70 526.80 537.20 +8.70 4,463 29,715 +166
Dec16 160627 529.20 539.30 525.10 534.70 +8.50 1,139 14,544 +74
Mar17 160627 528.00 537.00 524.60 532.70 +7.70 1,328 13,156 +704
May17 160627 515.00 526.00 515.00 521.60 +6.30 320 3,545 +155
Total Volume and Open Interest 15,784 101,021 -328
Cotton(ICE)
Jul16 160627 65.49 65.49 63.29 63.48 -1.02 3,448 789 -1,880
Oct16 160627 64.83 65.70 64.50 64.69 -0.14 93 142 -22
Dec16 160627 64.31 65.40 64.25 64.38 -0.04 16,218 152,682 +295
Mar17 160627 65.03 65.88 64.74 64.77 -0.24 2,110 20,968 +829
May17 160627 66.17 66.27 65.08 65.08 -0.35 209 3,460 -9
Jul17 160627 66.65 66.71 65.45 65.45 -0.49 129 2,869 +16
Total Volume and Open Interest 22,358 185,458 -664
Lumber(CME)
Jul16 160627 295.9 299.3 294.1 294.6 -0.9 541 1,230 -315
Sep16 160627 302.8 305.3 297.9 298.2 -5.3 498 2,946 +181
Nov16 160627 304.0 306.3 300.2 303.3 -2.2 15 154 +12
Jan17 160627 313.0 313.0 309.0 309.0 -4.0 0 22 +0
Total Volume and Open Interest 1,054 4,403 -122
Crude Oil(NYM)
Aug16 160627 47.81 47.96 45.83 46.33 -1.31 401,885 451,092 -1,093
Sep16 160627 48.48 48.63 46.53 47.02 -1.29 95,559 252,564 +464
Oct16 160627 48.92 49.14 47.10 47.55 -1.27 32,864 105,473 +1,420
Nov16 160627 49.14 49.59 47.61 48.06 -1.23 18,119 93,437 +1,375
Dec16 160627 49.81 50.02 48.07 48.52 -1.20 65,783 232,062 -1,225
Jan17 160627 49.83 50.14 48.46 48.88 -1.17 9,543 45,614 +1,367
Feb17 160627 49.98 49.98 48.74 49.18 -1.13 4,819 28,212 +565
Mar17 160627 50.23 50.77 49.02 49.44 -1.09 12,994 65,798 -152
Apr17 160627 50.76 50.89 49.23 49.65 -1.07 3,693 19,563 +620
May17 160627 51.11 51.11 49.42 49.83 -1.04 1,752 18,368 +78
Jun17 160627 51.06 51.32 49.58 49.99 -1.02 30,277 73,219 +1,196
Jul17 160627 50.62 51.36 50.12 50.12 -0.99 1,182 17,257 -58
Aug17 160627 50.23 50.23 50.23 50.23 -0.96 867 12,580 -35
Sep17 160627 51.39 51.39 50.34 50.34 -0.93 5,075 28,435 +87
Oct17 160627 50.47 50.47 50.47 50.47 -0.90 512 9,810 +6
Nov17 160627 51.03 51.04 50.62 50.62 -0.87 409 11,169 +10
Total Volume and Open Interest 727,290 1,706,041 -97
e-miNY Crude Oil(NYM)
Aug16 160627 47.750 47.950 45.825 46.325 -1.325 8,627 1,435 +66
Sep16 160627 48.350 48.600 46.550 47.025 -1.275 258 370 +35
Oct16 160627 48.775 48.775 47.125 47.550 -1.275 16 89 +2
Nov16 160627 48.050 48.050 48.050 48.050 -1.250 2 14 +0
Dec16 160627 49.100 49.500 48.150 48.525 -1.200 4 293 +0
Jan17 160627 48.875 48.875 48.875 48.875 -1.175 0 15 +0
Feb17 160627 49.175 49.175 49.175 49.175 -1.125 0 9 +0
Mar17 160627 49.450 49.450 49.450 49.450 -1.075 0 12 +0
Apr17 160627 49.650 49.650 49.650 49.650 -1.075      
May17 160627 49.825 49.825 49.825 49.825 -1.050      
Total Volume and Open Interest 8,908 2,388 +102
NY Harbor ULSD(NYM)
Jul16 160627 146.95 147.25 141.50 142.92 -2.61 32,963 36,209 -6,221
Aug16 160627 147.92 148.63 142.74 144.17 -2.68 56,744 87,298 +322
Sep16 160627 149.35 150.30 144.50 145.83 -2.79 17,174 64,268 +928
Oct16 160627 151.40 151.81 146.18 147.48 -2.84 8,843 30,646 -203
Nov16 160627 152.74 152.85 147.87 149.09 -2.89 6,894 24,514 +300
Dec16 160627 153.30 154.75 149.31 150.51 -2.92 10,910 50,579 -950
Jan17 160627 153.05 153.22 150.85 151.98 -2.92 2,571 20,310 +91
Feb17 160627 154.92 155.15 151.94 153.00 -2.90 627 9,369 +40
Mar17 160627 153.78 154.55 152.40 153.44 -2.87 596 14,092 +77
Apr17 160627 154.62 154.62 152.02 153.04 -2.81 287 5,065 -8
May17 160627 152.99 154.13 151.99 152.99 -2.72 183 2,889 +1
Jun17 160627 155.54 155.54 152.15 153.23 -2.63 989 17,571 +174
Jul17 160627 155.00 156.18 153.92 153.92 -2.54 206 2,059 -3
Aug17 160627 155.19 156.89 154.71 154.71 -2.48 98 1,198 +16
Total Volume and Open Interest 140,756 394,349 -5,419
RBOB Gasoline(NYM)
Jul16 160627 153.35 153.83 146.85 147.67 -4.83 29,373 34,775 -4,974
Aug16 160627 153.91 154.76 147.77 148.64 -4.74 44,193 116,205 +2,940
Sep16 160627 153.96 154.50 147.76 148.65 -4.50 22,899 74,040 +1,478
Oct16 160627 143.03 143.41 137.13 138.01 -4.05 13,527 41,266 -86
Nov16 160627 140.24 140.40 134.84 135.53 -3.84 7,970 33,937 +74
Dec16 160627 137.51 138.31 132.79 133.72 -3.67 10,701 40,379 -30
Jan17 160627 135.67 136.15 133.15 133.84 -3.59 2,824 13,322 +170
Feb17 160627 136.81 137.24 134.26 135.02 -3.48 642 2,838 -72
Mar17 160627 138.84 139.05 136.32 136.80 -3.39 1,477 5,328 +72
Apr17 160627 159.94 159.94 157.22 157.82 -3.44 362 4,684 +89
Total Volume and Open Interest 136,102 401,408 -441
e-miNY RBOB Gasoline(NYM)
Jul16 160627 147.70 147.70 147.67 147.70 -4.80 0 1 +0
Aug16 160627 148.60 148.64 148.60 148.60 -4.80      
Sep16 160627 148.70 148.70 148.65 148.70 -4.50      
Oct16 160627 138.00 138.01 138.00 138.00 -4.10      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jul16 160627 2.636 2.736 2.631 2.716 +0.054 141,679 28,572 -25,016
Aug16 160627 2.677 2.763 2.667 2.741 +0.047 127,726 208,503 +14,301
Sep16 160627 2.680 2.764 2.675 2.744 +0.042 40,136 210,973 +3,429
Oct16 160627 2.734 2.810 2.720 2.788 +0.035 33,341 116,899 +5
Nov16 160627 2.883 2.965 2.883 2.939 +0.029 20,493 62,137 +856
Dec16 160627 3.152 3.213 3.152 3.194 +0.019 14,550 51,565 +137
Jan17 160627 3.288 3.346 3.285 3.326 +0.017 20,015 101,837 -419
Feb17 160627 3.294 3.330 3.287 3.314 +0.016 6,586 27,071 +542
Mar17 160627 3.246 3.282 3.237 3.263 +0.013 8,176 58,718 +1,148
Apr17 160627 2.970 3.004 2.963 2.983 unch 7,652 49,977 +21
May17 160627 2.938 2.970 2.932 2.950 -0.004 2,963 20,382 +249
Jun17 160627 2.990 2.992 2.968 2.979 -0.005 3,259 12,424 -720
Jul17 160627 3.028 3.028 2.994 3.011 -0.008 902 10,585 +4
Aug17 160627 3.035 3.035 3.011 3.018 -0.009 613 12,487 +146
Sep17 160627 2.998 2.998 2.986 2.996 -0.009 448 6,937 +160
Oct17 160627 3.033 3.040 3.010 3.018 -0.008 1,408 15,201 +490
Total Volume and Open Interest 431,106 1,050,279 -4,266
Brent Crude Oil(ICE)
Aug16 160627 48.43 48.90 46.69 47.16 -1.25 246,953 144,901 -20,468
Sep16 160627 49.15 49.48 47.30 47.77 -1.27 207,608 469,227 +29,511
Oct16 160627 49.38 49.92 47.77 48.25 -1.24 80,283 204,427 +340
Nov16 160627 49.91 50.25 48.13 48.62 -1.20 42,067 175,565 -3,907
Dec16 160627 50.34 50.70 48.59 49.07 -1.17 98,701 393,061 +13,108
Jan17 160627 50.37 51.06 48.96 49.45 -1.15 16,819 85,878 +1,023
Feb17 160627 50.35 51.30 49.29 49.76 -1.12 9,815 60,026 +1,862
Mar17 160627 50.61 51.59 49.56 50.05 -1.09 12,961 60,247 -916
Apr17 160627 50.92 51.81 49.86 50.31 -1.05 3,138 22,222 +164
May17 160627 50.48 50.92 49.92 50.57 -1.01 2,721 22,337 -97
Jun17 160627 51.29 52.25 50.36 50.83 -0.96 22,228 93,632 -87
Jul17 160627 51.08 51.08 51.08 51.08 -0.93 861 17,136 -167
Aug17 160627 51.30 51.30 51.30 51.30 -0.89 981 16,104 +16
Sep17 160627 51.25 51.47 51.25 51.47 -0.86 5,913 32,873 +1,886
Total Volume and Open Interest 846,445 2,254,602 +24,111
Gas Oil(ICE)
Jul16 160627 433.75 437.00 418.75 420.75 -14.25 41,582 101,775 -4,693
Aug16 160627 436.25 440.25 422.25 424.25 -13.75 50,434 143,264 -2,714
Sep16 160627 439.75 444.50 426.75 428.75 -13.25 22,680 70,345 +3,311
Oct16 160627 445.75 448.75 431.25 433.25 -13.00 16,407 50,610 +2,836
Nov16 160627 448.75 451.00 434.50 436.00 -13.00 5,414 36,321 +979
Dec16 160627 449.25 453.50 436.50 438.50 -12.75 18,637 96,042 -1,765
Jan17 160627 452.50 456.75 440.00 442.00 -12.50 1,879 26,270 +517
Feb17 160627 459.50 459.75 443.50 445.25 -12.25 697 13,491 +98
Mar17 160627 457.75 460.75 446.25 448.00 -12.00 2,469 21,321 -412
Apr17 160627 464.00 464.00 450.25 450.50 -11.50 1,813 9,884 -57
Total Volume and Open Interest 176,592 731,954 -24
Ethanol(CBOT)
Jul16 160627 1.590 1.624 1.589 1.620 +0.025 259 454 -132
Aug16 160627 1.600 1.615 1.597 1.606 +0.027 231 1,726 +109
Sep16 160627 1.574 1.590 1.574 1.584 +0.025 41 967 +13
Oct16 160627 1.556 1.556 1.556 1.556 +0.025 2 361 -2
Nov16 160627 1.531 1.531 1.531 1.531 +0.022 14 320 +14
Dec16 160627 1.506 1.506 1.506 1.506 +0.018 24 1,159 +1
Jan17 160627 1.485 1.485 1.485 1.485 +0.018 0 155 +0
Feb17 160627 1.482 1.482 1.482 1.482 +0.018 0 18 +0
Total Volume and Open Interest 571 5,160 +3
WTI Crude Oil(ICE)
Aug16 160627 47.63 47.95 45.84 46.33 -1.31 35,863 65,550 -459
Sep16 160627 48.37 48.61 46.54 47.02 -1.29 22,244 55,912 +1,730
Oct16 160627 48.47 49.11 47.10 47.55 -1.27 10,387 17,977 +263
Nov16 160627 49.05 49.57 47.61 48.06 -1.23 6,876 22,928 -363
Dec16 160627 49.54 50.01 48.06 48.52 -1.20 15,697 80,912 +628
Jan17 160627 49.61 49.61 48.43 48.88 -1.17 3,139 12,155 +502
Feb17 160627 49.87 49.87 48.73 49.18 -1.13 2,146 9,429 +382
Mar17 160627 49.72 49.72 49.20 49.44 -1.09 2,972 10,331 +503
Apr17 160627 49.80 49.85 49.38 49.65 -1.07 419 2,921 -107
May17 160627 49.83 49.83 49.83 49.83 -1.04 315 1,493 -2
Jun17 160627 50.57 50.57 49.63 49.99 -1.02 3,571 27,744 -490
Jul17 160627 50.12 50.12 50.12 50.12 -0.99 52 1,718 -12
Aug17 160627 50.23 50.23 50.23 50.23 -0.96 37 674 +3
Sep17 160627 50.34 50.34 50.34 50.34 -0.93 104 4,858 -15
Oct17 160627 50.47 50.47 50.47 50.47 -0.90 26 1,251 +0
Nov17 160627 50.62 50.62 50.62 50.62 -0.87 18 744 +7
Total Volume and Open Interest 114,602 414,486 +281
US Dollar Index(ICE)
Sep16 160627 96.115 96.865 95.935 96.702 +1.128 29,250 48,812 +1,307
Dec16 160627 96.165 96.940 96.065 96.793 +1.115 473 1,970 +215
Mar17 160627 96.070 97.000 96.070 96.887 +1.110 77 1,247 +50
Total Volume and Open Interest 29,803 52,034 +1,575
Australian Dollar(CME)
Sep16 160627 74.13 74.29 73.02 73.14 -1.66 92,572 79,340 +2,260
Dec16 160627 73.99 74.04 72.80 72.91 -1.64 87 514 +21
Mar17 160627 72.71 72.71 72.71 72.71 -1.63 0 11 +0
Total Volume and Open Interest 92,659 79,865 +2,281
British Pound(CME)
Sep16 160627 134.43 135.02 131.33 131.90 -4.70 179,340 196,198 -3,087
Dec16 160627 134.90 135.01 131.48 132.03 -4.69 318 819 +66
Mar17 160627 134.80 134.80 132.17 132.17 -4.69 0 98 +0
Total Volume and Open Interest 179,658 197,417 -3,021
Canadian Dollar(CME)
Sep16 160627 76.64 76.97 76.21 76.36 -0.75 63,616 117,909 +2,105
Dec16 160627 76.75 76.94 76.24 76.36 -0.76 286 3,586 -169
Mar17 160627 76.50 76.84 76.30 76.36 -0.76 20 282 +20
Jun17 160627 76.37 76.37 76.37 76.37 -0.75 0 116 +0
Total Volume and Open Interest 63,922 121,932 +1,956
Japanese Yen(CME)
Sep16 160627 98.36 98.92 97.87 98.36 +0.24 133,503 145,290 -2,313
Dec16 160627 98.55 99.22 98.23 98.68 +0.23 54 471 -12
Mar17 160627 98.80 99.79 98.80 99.04 +0.24 0 31 +0
Total Volume and Open Interest 133,557 145,900 -2,325
Swiss Franc(CME)
Sep16 160627 103.50 103.56 102.31 102.67 -0.69 26,113 38,202 -86
Dec16 160627 102.88 103.37 102.87 103.20 -0.71 15 90 +6
Mar17 160627 103.73 103.73 103.73 103.73 -0.72      
Total Volume and Open Interest 26,128 38,307 -80
EuroFX(CME)
Sep16 160627 110.87 111.17 110.04 110.36 -1.20 159,404 310,422 +930
Dec16 160627 111.03 111.51 110.38 110.72 -1.21 410 3,687 -37
Mar17 160627 111.52 111.57 110.87 111.08 -1.23 2 1,233 -1
Total Volume and Open Interest 159,819 316,083 +895
Mexican Peso(CME)
Jul16 160627 519.88 519.88 519.88 519.88 -7.13 0 6 +0
Aug16 160627 518.88 518.88 518.88 518.88 -7.00      
Total Volume and Open Interest 41,585 108,500 -734
Brazilian Real(CME)
Jul16 160627 295.65 295.90 292.40 294.00 -1.65 602 25,279 +156
Aug16 160627 292.40 293.50 290.60 291.85 -1.70 1 95 +0
Sep16 160627 290.00 290.00 287.55 289.10 -1.45 57 3,058 +13
Oct16 160627 286.70 286.70 286.70 286.70 -1.50      
Total Volume and Open Interest 660 28,462 +169
30-Year T-Bonds(CBOT)
Sep16 160627 171~040 173~180 170~280 173~050 +3~060 195,767 579,654 -3,237
Dec16 160627 171~220 172~000 171~110 171~230 +3~060 1 9 +1
Mar17 160627 170~190 170~190 170~190 170~190 +3~060      
Total Volume and Open Interest 195,768 579,663 -3,236
10-Year T-Notes(CBOT)
Sep16 160627 132~240 133~150 132~225 133~090 +0~290 1,096,165 2,725,820 -45,809
Dec16 160627 132~170 132~170 132~170 132~170 +0~290 3 19 +2
Mar17 160627 131~230 131~230 131~230 131~230 +0~290      
Total Volume and Open Interest 1,096,168 2,725,839 -45,807
5-Year T-Notes(CBOT)
Jun16 160627 122~184 122~192 122~152 122~162 +0~136 10,733 48,996 -4,127
Sep16 160627 121~290 122~114 121~290 122~072 +0~146 535,444 2,642,445 -36,804
Dec16 160627 122~056 122~056 122~056 122~056 +0~146      
Total Volume and Open Interest 546,177 2,691,441 -40,931
2 Year T-Notes(CBOT)
Jun16 160627 109~242 109~260 109~220 109~220 +0~026 181 6,244 -178
Sep16 160627 109~192 109~234 109~192 109~204 +0~030 239,597 1,008,698 -10,663
Dec16 160627 109~190 109~190 109~190 109~190 +0~030      
Total Volume and Open Interest 239,778 1,014,942 -10,841
Eurodollars(CME)
Sep16 160627 99.390 99.395 99.375 99.380 +0.015 135,196 1,188,535 +9,176
Dec16 160627 99.340 99.360 99.330 99.340 +0.035 210,715 1,300,180 -5,211
Mar17 160627 99.310 99.340 99.295 99.315 +0.045 154,563 942,531 +3,578
Jun17 160627 99.265 99.305 99.250 99.285 +0.060 127,065 861,734 +9,079
Sep17 160627 99.210 99.260 99.205 99.245 +0.070 184,263 808,974 -4,721
Dec17 160627 99.165 99.205 99.140 99.190 +0.085 257,310 1,118,052 -25,782
Mar18 160627 99.095 99.175 99.090 99.155 +0.100 129,054 580,903 -5,464
Jun18 160627 99.035 99.130 99.035 99.110 +0.110 109,757 420,298 -538
Sep18 160627 98.995 99.090 98.985 99.065 +0.120 100,319 399,597 +1,688
Dec18 160627 98.925 99.035 98.920 99.010 +0.125 119,947 561,765 +5,366
Mar19 160627 98.885 98.995 98.880 98.970 +0.130 75,133 336,063 -8,135
Jun19 160627 98.825 98.940 98.820 98.915 +0.130 66,746 268,898 -2,182
Sep19 160627 98.780 98.890 98.775 98.860 +0.130 59,208 199,178 +3,885
Dec19 160627 98.715 98.825 98.710 98.795 +0.130 35,547 229,120 -3,000
Mar20 160627 98.655 98.775 98.655 98.745 +0.130 26,600 122,049 +1,098
Jun20 160627 98.600 98.715 98.600 98.685 +0.130 29,818 66,228 +342
Sep20 160627 98.535 98.655 98.535 98.625 +0.125 19,093 72,536 -391
Dec20 160627 98.475 98.590 98.475 98.560 +0.125 21,291 93,866 +1,904
Total Volume and Open Interest 1,937,678 9,957,235 -19,742
Ultra T-Bond(CBOT)
Jun16 160621 178~02 178~03 177~28 177~28 -0~13 1,271 7,229 -701
Sep16 160627 183~11 188~00 183~10 187~13 +5~02 69,520 588,032 -2,998
Dec16 160627 186~14 186~14 186~14 186~14 +5~02      
Total Volume and Open Interest 69,520 588,032 -2,998
Ultra 10-Yr T-Note(CBOT)
Jun16 160621 142~115 142~115 142~115 142~115 -0~060 148 5,312 +0
Sep16 160627 144~300 146~060 144~290 146~015 +1~165 60,512 143,189 -2,420
Dec16 160627 145~275 145~275 145~275 145~275 +1~165      
Total Volume and Open Interest 60,512 143,189 -2,420
30 Day Federal Funds(CBOT)
Jun16 160627 99.620 99.625 99.620 99.622 unch 12,991 89,411 +4,101
Jul16 160627 99.640 99.647 99.628 99.630 -0.005 6,886 222,884 -1,843
Aug16 160627 99.660 99.665 99.640 99.645 -0.005 46,497 242,023 -142
Sep16 160627 99.665 99.670 99.650 99.655 +0.005 10,326 55,853 +2,029
Oct16 160627 99.675 99.695 99.660 99.685 +0.025 27,094 135,363 -3,927
Nov16 160627 99.675 99.695 99.660 99.685 +0.030 6,843 46,846 -297
Total Volume and Open Interest 130,616 1,011,590 -2,230
3-Mth Euro-Yen(CME)
Sep16 160627 99.990 99.990 99.990 99.990 unch      
Dec16 160627 99.990 99.990 99.990 99.990 unch      
Mar17 160627 99.990 99.990 99.990 99.990 unch      
Jun17 160627 99.990 99.990 99.990 99.990 unch      
Sep17 160627 99.990 99.990 99.990 99.990 unch      
Dec17 160627 99.990 99.990 99.990 99.990 unch      
Mar18 160627 99.995 99.995 99.995 99.995 unch      
Jun18 160627 99.855 99.855 99.855 99.855 unch      
Sep18 160627 99.715 99.715 99.715 99.715 unch      
Dec18 160627 99.575 99.575 99.575 99.575 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep16 160627 99.99 99.99 99.99 99.99 unch      
Dec16 160627 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160627 99.99 99.99 99.99 99.99 unch      
Jun17 160627 99.99 99.99 99.99 99.99 unch      
Sep17 160627 99.99 99.99 99.99 99.99 unch      
Dec17 160627 99.99 99.99 99.99 99.99 unch      
Mar18 160627 100.00 100.00 100.00 100.00 unch      
Jun18 160627 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160627 152.51 152.81 152.46 152.64 +0.49 1,574 18,778 -608
Dec16 160627 153.00 153.00 152.64 152.64 +0.49      
Mar17 160627 152.56 152.56 152.56 152.56 +0.49      
Total Volume and Open Interest 1,574 18,778 -608
Euro-Buxl(EUREX)
Sep16 160627 191.78 195.82 191.72 194.84 +3.44 44,899 117,013 -28,885
Dec16 160627 192.14 193.00 192.14 193.00 +2.86      
Mar17 160627 193.00 193.00 193.00 193.00 +2.86      
Total Volume and Open Interest 44,899 144,122 -1,776
Euro-Bund(EUREX)
Sep16 160627 166.05 166.92 166.02 166.69 +0.70 737,186 1,290,625 -282,990
Dec16 160627 163.50 164.10 163.50 163.96 +0.69 14 70 -1
Mar17 160627 166.54 166.54 166.54 166.54 +0.70 1 2 +1
Total Volume and Open Interest 737,201 1,681,189 +107,502
Euro-Bobl(EUREX)
Sep16 160627 133.33 133.61 133.33 133.49 unch 498,268 1,130,963 -181,773
Dec16 160627 131.49 131.49 131.49 131.49 unch 0 110 +0
Mar17 160627 133.49 133.49 133.49 133.49 unch      
Total Volume and Open Interest 498,268 1,331,631 +18,785
Euro-Schatz(EUREX)
Sep16 160627 112.04 112.10 112.03 112.06 -0.01 216,269 924,407 -151,272
Dec16 160627 112.03 112.03 112.03 112.03 -0.01 0 183 -1
Mar17 160627 112.03 112.03 112.03 112.03 -0.01      
Total Volume and Open Interest 216,269 1,089,401 +13,538
3-Mth Euribor(EUREX)
Jun16 160613 100.262 100.262 100.262 100.262 -0.003 0 11,735 +0
Sep16 160627 100.295 100.300 100.295 100.300 -0.015 16 4,855 +0
Dec16 160627 100.325 100.335 100.325 100.335 -0.010 5 1,995 -4
Total Volume and Open Interest 52 95,904 +2
Long Gilt(LIFFE)
Jun16 160627 125~01 125~19 125~01 125~16 +1~13 169 17,175 -108
Sep16 160627 126~21 128~10 126~20 128~02 +1~18 105,557 450,100 -11,661
Total Volume and Open Interest 105,726 467,275 -11,769
3-Mth Short Sterling(LIFFE)
Sep16 160627 99.58 99.61 99.55 99.60 +0.07 91,702 455,155 +4,388
Dec16 160627 99.60 99.65 99.57 99.64 +0.07 104,605 469,468 -11,699
Mar17 160627 99.59 99.67 99.58 99.66 +0.08 75,208 342,305 -4,342
Jun17 160627 99.60 99.68 99.58 99.67 +0.09 63,774 294,933 -6,834
Sep17 160627 99.61 99.68 99.57 99.68 +0.12 82,950 237,548 -13,350
Dec17 160627 99.59 99.68 99.55 99.67 +0.14 109,585 289,059 -11,574
Total Volume and Open Interest 760,755 2,924,579 -51,559
3-Mth Euribor(LIFFE)
Sep16 160627 100.315 100.325 100.295 100.300 -0.015 54,529 358,457 +87
Dec16 160627 100.340 100.355 100.320 100.330 -0.010 46,343 473,082 -10,459
Mar17 160627 100.355 100.370 100.335 100.345 -0.005 42,133 424,501 -2,230
Total Volume and Open Interest 505,954 3,054,918 -30,568
3-Mth Aus T-Bills(SFE)
Sep16 160627 98.15 98.17 98.10 98.13 -0.03 19,482 221,837 +1,668
Dec16 160627 98.24 98.25 98.17 98.22 -0.03 18,799 188,262 +3,958
Mar17 160627 98.27 98.30 98.20 98.26 -0.02 11,861 142,017 +3,722
Jun17 160627 98.28 98.32 98.20 98.28 -0.01 9,774 114,390 +3,314
Sep17 160627 98.28 98.32 98.20 98.29 unch 10,901 84,055 +4,456
Dec17 160627 98.27 98.32 98.19 98.28 -0.01 6,895 65,524 +962
Mar18 160627 98.23 98.30 98.17 98.26 -0.01 4,434 39,158 +792
Jun18 160627 98.20 98.28 98.17 98.23 -0.01 2,100 30,278 +792
Sep18 160627 98.14 98.25 98.14 98.20 -0.01 198 4,438 +58
Dec18 160627 98.18 98.19 98.16 98.16 -0.01 100 2,382 +100
Total Volume and Open Interest 84,557 894,673 +19,831
10-Year Aus T-Bonds(SFE)
Sep16 160627 97.98 97.99 97.86 97.94 -0.05 98,065 811,153 -11,829
Dec16 160627 97.94 97.94 97.94 97.94 -0.05      
Total Volume and Open Interest 98,065 811,153 -11,829
3-Year Aus T-Bonds(SFE)
Sep16 160627 98.53 98.56 98.43 98.51 -0.04 141,008 705,070 -22,546
Dec16 160627 98.51 98.51 98.51 98.51 -0.04      
Total Volume and Open Interest 141,008 705,070 -22,546
Gold(CMX)
Jun16 160627 1330.0 1331.7 1320.0 1322.5 +2.5 218 291 -56
Aug16 160627 1322.3 1340.0 1320.8 1324.7 +2.3 152,586 407,487 +240
Oct16 160627 1331.1 1342.2 1325.0 1328.0 +2.4 3,007 32,245 +1,122
Dec16 160627 1328.8 1346.2 1327.4 1331.2 +2.4 5,435 75,063 +1,480
Feb17 160627 1342.9 1343.3 1332.0 1334.0 +2.4 1,653 11,655 -37
Apr17 160627 1347.5 1347.5 1336.5 1336.6 +2.4 244 6,474 +6
Jun17 160627 1346.0 1350.7 1336.3 1338.9 +2.3 316 12,639 +128
Aug17 160627 1341.2 1341.2 1341.2 1341.2 +2.2 18 1,535 +17
Oct17 160627 1343.3 1343.3 1343.3 1343.3 +2.1 25 661 +21
Dec17 160627 1359.3 1359.3 1342.6 1345.3 +2.0 149 7,929 +70
Feb18 160627 1357.4 1357.4 1347.3 1347.3 +2.0 1 45 -1
Apr18 160627 1349.3 1349.3 1349.3 1349.3 +2.0      
Total Volume and Open Interest 164,181 569,506 +2,937
Silver(CMX)
Jul16 160627 1779.0 1794.0 1766.0 1774.4 -4.5 57,374 49,230 -8,235
Sep16 160627 1788.5 1799.0 1770.5 1778.6 -5.3 22,929 119,381 +14,133
Dec16 160627 1793.0 1805.5 1779.0 1785.5 -5.4 3,195 37,397 -48
Mar17 160627 1790.0 1805.5 1790.0 1792.2 -5.5 454 6,231 +123
May17 160627 1796.0 1797.5 1796.0 1796.3 -5.8 0 226 +0
Jul17 160627 1812.5 1812.5 1800.4 1800.4 -6.0 4 2,414 +1
Sep17 160627 1804.4 1804.4 1804.4 1804.4 -6.3 0 202 +0
Total Volume and Open Interest 84,147 218,979 +5,979
Platinum(NYMEX)
Jul16 160627 986.2 997.0 976.9 979.2 -7.9 14,084 20,502 -3,096
Oct16 160627 990.0 998.4 978.1 980.7 -7.4 6,488 41,242 +3,302
Jan17 160627 995.0 995.0 982.2 983.1 -7.7 46 2,569 +38
Apr17 160627 985.1 985.9 983.9 985.3 -7.8 0 34 +0
Total Volume and Open Interest 20,629 64,391 +253
Palladium(NYMEX)
Jun16 160627 553.60 559.75 553.60 559.75 +10.95 0 11 -1
Sep16 160627 549.75 558.35 545.85 557.40 +10.95 3,244 22,286 -378
Dec16 160627 553.40 558.30 551.30 558.10 +11.00 20 398 +10
Total Volume and Open Interest 3,288 22,754 -390
Copper(CMX)
Jul16 160627 211.20 213.90 209.95 212.20 +1.15 85,760 29,483 -18,669
Sep16 160627 211.60 214.50 210.45 212.55 +0.95 54,220 101,894 +908
Dec16 160627 213.00 215.20 211.70 213.45 +1.10 9,086 35,714 +229
Mar17 160627 212.80 214.65 212.75 214.15 +1.20 391 8,051 +107
May17 160627 215.05 215.35 214.35 214.70 +1.25 398 1,379 +227
Total Volume and Open Interest 151,216 183,655 -17,323
E-mini DJIA Index(CBOT)
Sep16 160627 17185 17276 16961 16985 -262 145,954 113,048 +2,761
Dec16 160627 17097 17156 16876 16889 -264 111 211 +26
Mar17 160627 16816 16818 16796 16818 -266 5 17 +5
Jun17 160627 16777 16777 16777 16777 -266      
Total Volume and Open Interest 146,070 113,276 +2,792
S & P 500(CME)
Sep16 160627 2014.80 2022.20 1984.90 1984.90 -33.70 5,808 66,631 +2,015
Dec16 160627 1986.00 1986.50 1974.30 1976.30 -34.00 200 1,267 +186
Mar17 160627 1968.90 1973.50 1967.50 1968.90 -34.60      
Jun17 160627 1963.60 1968.20 1962.20 1963.60 -34.60      
Total Volume and Open Interest 6,008 67,898 +2,201
S & P 500 E-Mini(Globex)
Sep16 160627 2013.75 2022.50 1981.50 1985.00 -33.50 1,314,510 2,767,191 -11,837
Dec16 160627 2006.25 2013.50 1972.25 1976.25 -34.00 2,602 12,072 +551
Mar17 160627 1990.75 2007.00 1965.75 1969.00 -34.50 21 148 +5
Jun17 160627 1984.00 1993.00 1960.25 1963.50 -34.75 0 194 +0
Total Volume and Open Interest 1,317,133 2,779,605 -11,281
NASDAQ 100 E-Mini(Globex)
Sep16 160627 4250.00 4267.80 4167.80 4178.00 -84.30 194,791 212,932 -572
Dec16 160627 4228.00 4259.80 4164.00 4172.50 -84.30 51 186 +37
Mar17 160627 4213.80 4240.00 4171.30 4171.30 -84.20 5 23 +1
Total Volume and Open Interest 194,847 213,145 -534
S&P Midcap 400(CME) e-Mini
Jun16 160617 1479.00 1481.20 1479.00 1479.55 +0.65 7,638 15,238 -3,322
Sep16 160627 1441.30 1447.20 1403.30 1411.30 -40.80 17,851 83,412 +1,849
Dec16 160627 1405.90 1405.90 1405.50 1405.90 -40.80 4 11 -2
Total Volume and Open Interest 17,855 83,423 +1,847
Volatility Index(CBOE)
Jun16 160615 20.55 20.90 19.65 19.90 -0.68 182,968 84,024 -21,890
Jul16 160627 23.35 23.70 21.70 23.65 +1.00 149,256 198,760 +0
Aug16 160627 22.30 23.05 21.32 23.03 +0.90 71,545 91,241 +0
Sep16 160627 22.30 23.00 21.40 22.95 +0.92 23,682 28,530 +0
Total Volume and Open Interest 275,565 383,959 +0
Russell 2000(ICE)
Sep16 160627 1111.50 1114.60 1076.70 1079.60 -35.50 84,492 329,636 +288
Dec16 160627 1087.50 1087.50 1074.60 1074.60 -35.50 6 924 +0
Total Volume and Open Interest 84,498 330,975 +288
Nikkei 225(CME)
Sep16 160627 15190 15480 15085 15250 +5 15,981 32,355 -106
Dec16 160627 15260 15270 15250 15270 +10 12 21 -7
Total Volume and Open Interest 15,993 32,376 -113
Nikkei 225(SGX)
Sep16 160627 15160 15395 14985 15345 +200 59,048 192,178 +4,181
Dec16 160627 15240 15240 14920 15235 +205 40 5,345 -15
Mar17 160627 15200 15200 15200 15200 -830      
Total Volume and Open Interest 61,735 203,836 -2,165
Nikkei 225(CME) Yen
Jun16 160609 16785 16800 16505 16635 -180 57,760 54,753 -24,533
Sep16 160627 15080 15380 14975 15160 +40 55,811 66,787 +653
Dec16 160627 15030 15225 14870 15030 +40 3 18 +3
Total Volume and Open Interest 55,814 66,805 +656
Nikkei 225(CME) e-Mini Yen
Jun16 160609 16640 16640 16635 16640 -170 6 97 -5
Sep16 160627 15340 15340 15050 15160 +40 3 11 +0
Dec16 160627 15030 15030 15030 15030 +40      
Total Volume and Open Interest 3 11 +0
CAC 40(EURONEXT)
Jul16 160627 4040.0 4112.5 3951.0 3981.5 -120.5 130,234 250,504 +6,371
Aug16 160627 4047.5 4101.5 3951.0 3979.0 -121.0 166 187 +86
Sep16 160627 4087.0 4101.5 3953.0 3977.0 -120.0 150 8,487 -48
Total Volume and Open Interest 130,550 259,221 +6,409
Hang Seng Index(HKFE)
Jun16 160627 20100 20396 19889 20115 -41 108,368 89,021 -5,107
Jul16 160627 20100 20390 19890 20110 -48 7,510 17,191 +5,373
Total Volume and Open Interest 116,160 112,650 +218
DAX(EUREX)
Sep16 160627 9402.5 9580.5 9201.5 9255.0 -303.0 107,191 100,668 -34,791
Dec16 160627 9420.0 9556.5 9190.0 9240.0 -303.0 251 3,452 +61
Mar17 160627 9248.5 9289.5 9237.0 9237.0 -303.0 99 93 +93
Total Volume and Open Interest 107,541 147,111 +8,261
Mini-DAX(EUREX)
Jun16 160617 9668.0 9703.0 9608.0 9631.5 +62.5 21,290 11,063 -2,211
Sep16 160627 9410.0 9578.0 9201.0 9255.0 -303.0 29,397 4,707 -3,115
Dec16 160627 9506.0 9557.0 9204.0 9240.0 -303.0 87 55 +3
Total Volume and Open Interest 29,484 8,199 +325
FT-SE 100(EURONEXT)
Sep16 160627 5904.50 6070.50 5822.50 5918.50 -184.50 124,854 528,951 -3,297
Dec16 160627 5834.00 5939.50 5834.00 5879.50 -184.00 5 37 -1
Mar17 160627 5836.50 5836.50 5836.50 5836.50 -184.00      
Total Volume and Open Interest 124,859 528,988 -3,298
SPI 200(SFE)
Sep16 160627 5081.0 5172.0 5016.0 5068.0 -3.0 24,715 262,891 -1,264
Dec16 160627 5054.0 5054.0 5054.0 5054.0 -3.0 0 2,514 +0
Mar17 160627 5005.0 5005.0 5005.0 5005.0 -3.0 0 1,431 +0
Total Volume and Open Interest 24,724 267,503 -1,259
FTSE MIB(ISE)
Sep16 160627 15600.00 15885.00 14990.00 15080.00 -656.00 58,841 51,014 -979
Dec16 160627 15600.00 15700.00 14880.00 14960.00 -654.00 21 59 +8
Mar17 160627 14967.00 14967.00 14967.00 14967.00 -654.00      
Total Volume and Open Interest 58,862 51,073 -971
KOSPI 200(KFE)
Sep16 160627 240.90 242.75 237.50 239.80 +0.85 84,113 109,305 -1,765
Dec16 160627 240.90 243.40 238.50 240.45 +0.85 182 6,252 +47
Mar17 160627 239.00 240.00 234.30 236.80 +0.30 7 779 +3
Total Volume and Open Interest 84,303 119,217 -1,724
GSCI(CME)
Jul16 160627 366.10 367.00 362.65 364.95 -3.95 32 11,723 -17
Aug16 160627 365.20 365.20 364.55 365.20 -3.70      
Sep16 160627 366.70 366.70 366.70 366.70 -3.70      
Total Volume and Open Interest 32 11,723 -17
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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