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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu June 30, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul16 160630 1145.00 1182.00 1122.00 1175.00 +30.50 48,614 22,892 -14,865
Aug16 160630 1140.00 1181.50 1120.50 1174.25 +33.75 49,181 106,247 -146
Sep16 160630 1123.00 1169.00 1104.75 1162.25 +39.25 9,831 40,417 +943
Nov16 160630 1112.50 1160.75 1092.00 1153.25 +40.75 116,871 424,426 -6,825
Jan17 160630 1108.00 1155.50 1088.00 1148.25 +39.75 9,220 38,710 -270
Mar17 160630 1074.00 1115.00 1056.75 1104.75 +31.25 7,917 64,693 +245
May17 160630 1057.75 1098.50 1046.50 1088.00 +28.50 5,597 28,669 -1,150
Jul17 160630 1054.00 1096.50 1048.50 1085.25 +27.00 3,749 32,051 +339
Aug17 160630 1034.50 1065.25 1034.50 1065.25 +23.25 7 398 +1
Sep17 160630 1000.00 1030.75 1000.00 1030.75 +21.75 0 190 +0
Nov17 160630 980.00 1007.75 970.00 993.50 +11.75 1,080 21,978 +264
Jan18 160630 978.50 999.00 978.25 992.25 +11.00 1 127 +0
Mar18 160630 988.00 988.00 988.00 988.00 +9.50 0 39 +0
May18 160630 989.25 989.25 989.25 989.25 +9.50 0 35 +0
Total Volume and Open Interest 252,068 781,072 -21,464
Soybean Meal(CBOT)
Jul16 160630 397.00 411.70 391.40 405.30 +8.20 22,989 12,789 -7,465
Aug16 160630 398.00 411.50 390.00 405.80 +9.40 29,601 52,162 +3,758
Sep16 160630 393.70 409.20 386.00 403.70 +10.00 12,013 46,901 +1,029
Oct16 160630 390.50 406.40 383.30 401.10 +10.40 7,791 30,186 +487
Dec16 160630 391.10 406.50 382.00 401.00 +10.90 43,449 158,577 -953
Jan17 160630 386.10 402.00 378.30 396.60 +10.30 2,729 21,129 +173
Mar17 160630 367.90 381.50 358.80 376.90 +9.10 2,153 22,484 +332
May17 160630 356.00 368.60 351.70 363.80 +7.40 926 16,902 -225
Jul17 160630 354.30 366.00 349.80 360.50 +6.20 655 11,592 +5
Aug17 160630 353.90 353.90 353.90 353.90 +4.30 7 1,710 +0
Total Volume and Open Interest 122,639 381,041 -2,830
Soybean Oil(CBOT)
Jul16 160630 31.01 31.61 30.78 31.38 +0.56 32,700 13,306 -8,576
Aug16 160630 30.98 31.87 30.91 31.53 +0.55 33,526 65,218 +3,711
Sep16 160630 31.11 32.04 31.05 31.66 +0.55 9,634 33,791 +638
Oct16 160630 31.29 32.10 31.15 31.78 +0.58 3,085 18,335 +118
Dec16 160630 31.54 32.39 31.40 32.07 +0.63 44,006 168,187 +2,627
Jan17 160630 31.68 32.60 31.64 32.30 +0.63 4,077 21,577 +734
Mar17 160630 31.81 32.73 31.76 32.43 +0.63 2,288 16,792 -135
May17 160630 31.98 32.91 31.90 32.56 +0.62 971 13,879 -230
Jul17 160630 32.25 33.15 32.25 32.81 +0.62 323 6,214 +97
Aug17 160630 32.37 32.89 32.36 32.89 +0.60 22 2,711 +11
Total Volume and Open Interest 130,778 366,438 -992
Canola(WCE)
Jul16 160630 477.7 490.5 476.8 485.5 +7.0 2,988 3,108 -1,867
Nov16 160630 488.2 501.7 487.6 495.7 +7.3 21,129 120,216 -49
Jan17 160630 493.7 508.5 493.7 503.2 +9.2 1,497 13,715 -34
Mar17 160630 499.0 513.5 499.0 508.9 +9.4 93 3,519 +37
May17 160630 503.0 517.0 503.0 512.9 +9.2 132 1,697 +61
Total Volume and Open Interest 26,591 146,685 -1,512
Corn(CBOT)
Jul16 160630 375.00 377.50 355.75 358.75 -14.00 121,380 46,826 -26,302
Sep16 160630 379.75 382.25 360.25 365.50 -12.25 136,380 567,069 +1,915
Dec16 160630 385.50 387.75 365.25 371.25 -11.75 142,251 491,272 +417
Mar17 160630 393.00 395.25 373.25 379.50 -10.75 12,231 98,990 -310
May17 160630 397.75 398.25 378.75 384.50 -9.75 4,433 22,872 +326
Jul17 160630 400.50 401.25 382.50 389.25 -8.25 4,165 57,844 +518
Sep17 160630 384.25 385.50 376.50 382.75 +0.50 783 10,915 +138
Dec17 160630 388.25 391.00 380.00 388.75 +2.25 3,564 33,473 +310
Mar18 160630 397.00 398.00 390.00 397.00 +3.00 25 1,314 +2
May18 160630 399.00 402.00 395.00 402.00 +3.25 16 408 +10
Total Volume and Open Interest 425,492 1,333,078 -22,865
Wheat(CBOT)
Jul16 160630 429.75 438.75 423.00 431.25 +1.75 20,654 9,369 -5,977
Sep16 160630 445.25 453.50 436.00 445.50 +1.00 66,423 227,914 +8,100
Dec16 160630 466.25 473.00 456.50 465.50 +0.25 21,267 96,536 +1,587
Mar17 160630 484.25 490.50 474.50 483.25 -1.00 6,374 31,901 +799
May17 160630 495.50 501.00 486.50 493.75 -1.00 1,237 7,414 +43
Jul17 160630 502.50 508.25 495.25 502.00 -0.50 1,794 18,484 +479
Total Volume and Open Interest 117,886 397,489 +5,011
Wheat(KCBT)
Jul16 160630 400.00 409.25 397.00 404.25 +4.25 20,975 9,536 -7,681
Sep16 160630 419.75 428.50 414.25 422.50 +2.75 34,266 127,015 +5,335
Dec16 160630 445.50 453.50 440.00 447.75 +2.25 10,330 45,932 -787
Mar17 160630 462.25 470.00 456.25 464.25 +2.25 2,802 15,942 +443
May17 160630 475.50 479.75 472.00 475.00 +2.00 978 6,845 -81
Jul17 160630 484.00 489.50 480.00 484.75 +2.00 1,823 9,464 +381
Sep17 160630 498.00 498.00 495.50 497.75 +1.25 27 559 +0
Total Volume and Open Interest 71,201 215,643 -2,390
Wheat(MGE)
Jul16 160630 500.50 500.50 495.00 495.25 +2.50 4,172 2,251 -2,432
Sep16 160630 506.00 511.75 503.00 508.25 +2.25 6,224 24,640 +1,199
Dec16 160630 522.00 529.00 519.50 523.75 +1.25 2,493 12,592 +165
Mar17 160630 537.00 543.25 534.25 538.25 +1.25 708 7,553 +122
May17 160630 546.00 549.25 543.00 547.50 +1.50 359 2,942 +12
Jul17 160630 553.00 556.00 552.00 556.00 +2.25 98 1,476 +15
Total Volume and Open Interest 14,099 52,011 -912
Oats(CBOT)
Jul16 160630 205.00 215.00 204.00 205.25 +1.50 225 642 -84
Sep16 160630 203.00 205.00 200.50 202.50 +0.75 277 3,419 +26
Dec16 160630 201.00 204.00 200.25 201.75 +0.50 494 5,405 +165
Mar17 160630 213.50 215.75 213.25 213.25 unch 36 724 +26
Total Volume and Open Interest 1,032 10,190 +133
Rough Rice(CBOT)
Jul16 160630 10.70 10.73 10.48 10.51 -0.14 577 846 -321
Sep16 160630 10.90 11.05 10.59 10.65 -0.25 839 7,128 +339
Nov16 160630 11.22 11.23 10.90 10.93 -0.26 71 1,429 +20
Jan17 160630 11.19 11.19 11.13 11.16 -0.26 0 97 +0
Total Volume and Open Interest 1,487 9,537 +38
Live Cattle(CME)
Jun16 160630 119.250 121.000 118.680 120.000 +1.100 1,289 2,061 -992
Aug16 160630 114.300 115.700 114.285 114.830 +0.695 12,812 119,887 -234
Oct16 160630 113.950 115.330 113.950 114.650 +0.700 5,184 58,572 +254
Dec16 160630 114.500 115.400 114.385 114.950 +0.565 3,735 39,040 +240
Feb17 160630 113.980 114.580 113.635 114.300 +0.500 1,078 11,014 +221
Apr17 160630 113.250 113.635 112.800 113.500 +0.500 576 7,993 +195
Total Volume and Open Interest 24,892 242,236 -234
Feeder Cattle(CME)
Aug16 160630 143.300 145.100 143.300 144.300 +1.250 2,100 25,236 -226
Sep16 160630 142.330 144.000 142.130 143.500 +1.450 615 5,420 +103
Oct16 160630 140.600 142.300 140.435 141.985 +1.535 497 4,907 +71
Nov16 160630 138.000 139.580 137.785 139.450 +1.650 205 4,567 -7
Jan17 160630 133.500 135.300 133.500 135.185 +1.700 175 1,214 +71
Mar17 160630 130.235 132.000 130.235 132.000 +1.750 18 325 +10
Apr17 160630 130.100 131.000 130.100 131.000 +1.200 0 36 +0
Total Volume and Open Interest 3,615 41,714 +27
Lean Hogs(CME)
Jul16 160630 83.230 83.300 82.635 82.850 -0.250 5,224 21,988 -1,711
Aug16 160630 83.385 83.635 82.650 83.285 -0.045 16,252 97,168 -1,877
Oct16 160630 71.480 71.800 70.900 71.700 +0.050 6,589 65,951 +656
Dec16 160630 63.800 64.400 63.450 64.200 +0.165 3,136 42,099 +204
Feb17 160630 66.800 67.535 66.635 67.350 +0.215 1,211 18,249 +493
Apr17 160630 70.500 71.330 70.330 71.150 +0.350 967 10,575 +574
May17 160630 75.635 75.635 75.200 75.635 +0.250 2 144 +1
Jun17 160630 78.700 79.350 78.550 79.350 +0.500 40 1,022 +15
Total Volume and Open Interest 33,424 257,426 -1,644
Class III Milk(CME)
Jun16 160628 13.24 13.24 13.22 13.23 +0.01 88 4,306 -76
Jul16 160630 15.28 15.51 15.23 15.25 -0.14 394 5,358 -12
Aug16 160630 16.45 16.73 16.19 16.37 -0.38 326 4,529 -34
Sep16 160630 16.69 16.79 16.28 16.39 -0.47 212 3,655 -43
Oct16 160630 16.49 16.69 16.28 16.30 -0.41 97 3,193 -28
Nov16 160630 16.29 16.40 16.10 16.24 -0.26 63 3,011 +4
Dec16 160630 16.09 16.15 15.95 16.00 -0.21 75 2,639 -2
Jan17 160630 15.90 15.95 15.82 15.91 -0.11 48 1,048 +8
Feb17 160630 15.86 15.98 15.86 15.92 -0.10 24 921 +5
Mar17 160630 15.90 16.04 15.90 15.95 -0.10 10 849 +4
Apr17 160630 16.00 16.09 16.00 16.03 -0.12 1 779 +1
May17 160630 16.10 16.22 16.10 16.22 -0.18 6 640 +6
Jun17 160630 16.30 16.35 16.25 16.30 -0.16 3 534 +0
Total Volume and Open Interest 1,268 28,054 -4,334
Cocoa(ICE)
Jul16 160630 3028 3028 3004 3004 -74 11 51 -11
Sep16 160630 3029 3040 2956 2963 -71 14,447 90,195 +464
Dec16 160630 3008 3010 2932 2938 -67 6,055 51,409 -447
Mar17 160630 2975 2977 2902 2907 -64 1,817 37,306 -117
May17 160630 2957 2963 2889 2893 -63 297 7,003 +68
Jul17 160630 2922 2923 2883 2883 -63 156 2,311 +66
Sep17 160630 2915 2915 2876 2876 -62 47 3,869 +6
Total Volume and Open Interest 22,835 196,474 +29
Coffee "C"(ICE)
Jul16 160630 144.90 146.05 140.95 144.10 +1.25 98 273 -110
Sep16 160630 144.30 147.90 142.00 145.65 +1.20 17,851 97,145 +841
Dec16 160630 147.20 150.60 144.75 148.30 +1.10 7,163 40,148 +1,226
Mar17 160630 149.75 153.00 147.45 150.75 +1.00 2,045 15,343 -286
May17 160630 151.65 154.15 149.20 152.15 +1.00 343 8,198 +76
Jul17 160630 152.80 154.05 150.70 153.35 +1.00 92 3,094 +1
Total Volume and Open Interest 27,688 172,146 +1,758
Orange Juice(ICE)
Jul16 160630 173.15 182.85 173.15 177.15 +4.25 413 1,081 -354
Sep16 160630 174.60 180.00 174.25 177.20 +2.65 847 13,308 +429
Nov16 160630 177.00 178.95 174.45 176.35 +2.30 6 1,805 +5
Jan17 160630 175.35 178.25 175.35 175.95 +2.40 0 671 +0
Mar17 160630 175.00 176.75 175.00 175.10 +2.50 0 33 +0
May17 160630 174.60 174.60 174.60 174.60 +2.50      
Total Volume and Open Interest 1,266 16,900 +80
Sugar #11(ICE)
Jul16 160630 20.92 20.94 20.11 20.15 -0.67 44,465 32,006 -18,344
Oct16 160630 21.01 21.22 20.20 20.33 -0.68 72,898 473,485 +4,644
Mar17 160630 21.00 21.20 20.33 20.43 -0.59 17,265 207,142 +1,698
May17 160630 19.85 19.92 19.17 19.30 -0.54 5,408 46,593 +1,108
Jul17 160630 18.90 18.99 18.33 18.50 -0.45 4,140 40,547 +1,266
Oct17 160630 18.33 18.45 17.88 18.06 -0.37 1,366 29,689 -154
Mar18 160630 18.06 18.10 17.65 17.82 -0.28 924 12,937 +190
May18 160630 17.51 17.51 17.18 17.35 -0.21 123 3,922 +22
Total Volume and Open Interest 146,745 855,761 -9,496
London Cocoa(LCE)
Jul16 160630 2392 2400 2360 2385 -5 9,892 66,773 -5,568
Sep16 160630 2355 2365 2334 2351 -4 20,141 79,348 +7,966
Dec16 160630 2300 2309 2282 2296 -4 3,716 59,615 +547
Mar17 160630 2253 2262 2235 2249 -4 2,950 45,847 -271
May17 160630 2238 2244 2220 2233 -3 584 15,041 +277
Jul17 160630 2220 2234 2213 2226 -3 95 2,363 +29
Sep17 160630 2218 2227 2218 2219 -3 0 1,392 +0
Total Volume and Open Interest 37,378 270,744 +2,980
London Sugar(LCE)
Aug16 160630 567.40 573.20 551.80 552.50 -15.70 4,625 33,521 -1,512
Oct16 160630 565.00 570.30 550.40 551.10 -13.90 2,703 30,768 +342
Dec16 160630 558.00 567.00 547.40 548.20 -13.00 671 14,728 +67
Mar17 160630 558.20 564.50 545.80 546.50 -11.60 1,168 14,026 +424
May17 160630 543.60 546.40 531.80 532.60 -11.10 724 4,113 +428
Total Volume and Open Interest 10,320 101,872 +129
Cotton(ICE)
Jul16 160630 63.08 63.08 62.82 62.82 -1.68 10 54 -10
Oct16 160630 66.25 67.10 64.62 64.62 -1.60 53 134 +7
Dec16 160630 66.09 66.42 64.15 64.17 -1.68 16,017 151,531 +44
Mar17 160630 66.34 66.68 64.54 64.57 -1.61 2,124 21,100 -55
May17 160630 66.56 66.87 64.90 64.94 -1.48 316 3,786 +126
Jul17 160630 66.90 67.15 65.40 65.40 -1.39 126 2,890 -26
Total Volume and Open Interest 18,867 184,257 +227
Lumber(CME)
Jul16 160630 303.7 306.9 301.0 303.9 -0.2 229 713 -86
Sep16 160630 308.4 312.0 304.6 307.7 unch 410 3,030 +34
Nov16 160630 310.0 313.3 310.0 310.5 +0.1 3 163 +1
Jan17 160630 316.1 316.2 316.0 316.1 +0.1 0 36 +0
Total Volume and Open Interest 642 3,994 -51
Crude Oil(NYM)
Aug16 160630 49.55 49.62 48.17 48.33 -1.55 498,851 457,153 +4,691
Sep16 160630 50.22 50.30 48.85 49.01 -1.57 131,351 257,118 +4,842
Oct16 160630 50.68 50.85 49.43 49.59 -1.56 40,581 102,101 -1,312
Nov16 160630 51.23 51.39 49.97 50.13 -1.57 29,329 96,792 +1,471
Dec16 160630 51.84 51.88 50.45 50.62 -1.57 85,798 238,184 +4,293
Jan17 160630 52.19 52.19 50.85 51.02 -1.57 17,902 48,830 +2,628
Feb17 160630 52.49 52.49 51.31 51.34 -1.58 7,526 28,672 +171
Mar17 160630 52.71 52.89 51.48 51.61 -1.58 13,706 64,378 -759
Apr17 160630 53.02 53.02 51.66 51.83 -1.56 5,178 19,414 +331
May17 160630 52.69 52.69 51.84 52.01 -1.55 1,973 18,818 -375
Jun17 160630 53.32 53.38 52.01 52.18 -1.53 19,368 71,579 -1,029
Jul17 160630 53.18 53.18 52.31 52.31 -1.52 1,831 16,586 -875
Aug17 160630 52.43 53.60 52.04 52.43 -1.51 381 12,644 -26
Sep17 160630 52.57 53.46 52.57 52.57 -1.48 2,153 28,663 +323
Oct17 160630 52.72 54.00 52.72 52.72 -1.46 437 9,909 +62
Nov17 160630 52.91 53.73 52.91 52.91 -1.43 308 11,208 +12
Total Volume and Open Interest 892,993 1,720,740 +15,528
e-miNY Crude Oil(NYM)
Aug16 160630 49.500 49.600 48.175 48.325 -1.550 10,698 1,798 -65
Sep16 160630 50.275 50.275 48.875 49.000 -1.575 314 500 +48
Oct16 160630 50.700 50.875 49.550 49.600 -1.550 38 88 +2
Nov16 160630 50.125 50.125 48.400 50.125 -1.575 15 24 +6
Dec16 160630 51.775 51.775 50.600 50.625 -1.575 26 286 +5
Jan17 160630 51.025 51.025 51.025 51.025 -1.575 0 15 +0
Feb17 160630 51.350 51.350 51.350 51.350 -1.575 0 9 +0
Mar17 160630 51.600 52.250 51.600 51.600 -1.600 1 12 +0
Apr17 160630 51.825 51.825 51.825 51.825 -1.575      
May17 160630 52.000 52.000 52.000 52.000 -1.550      
Total Volume and Open Interest 11,095 2,893 -5
NY Harbor ULSD(NYM)
Jul16 160630 152.15 152.15 146.61 148.47 -4.88 23,874 13,683 -5,313
Aug16 160630 153.79 153.81 148.38 148.87 -5.76 57,971 91,957 +294
Sep16 160630 155.21 155.38 150.36 150.83 -5.45 21,504 64,701 -115
Oct16 160630 156.76 156.91 152.25 152.69 -5.13 10,267 32,005 +631
Nov16 160630 157.87 158.34 153.84 154.34 -4.95 5,608 25,155 +323
Dec16 160630 159.23 159.67 155.33 155.84 -4.73 10,609 49,547 -1,238
Jan17 160630 160.51 160.98 156.89 157.38 -4.52 2,365 20,332 +17
Feb17 160630 161.50 161.71 158.22 158.51 -4.36 1,186 11,129 +296
Mar17 160630 161.84 162.05 158.98 159.00 -4.26 728 14,416 -5
Apr17 160630 160.10 160.59 158.62 158.63 -4.19 636 5,920 +131
May17 160630 159.25 159.94 158.64 158.64 -4.14 278 2,945 +19
Jun17 160630 161.74 161.74 158.77 158.92 -4.11 434 17,740 +84
Jul17 160630 162.50 162.50 159.50 159.62 -4.08 239 2,044 -69
Aug17 160630 160.50 160.50 160.43 160.43 -4.05 71 1,255 +1
Total Volume and Open Interest 137,006 381,857 -5,178
RBOB Gasoline(NYM)
Jul16 160630 152.05 152.47 148.16 150.14 -2.34 23,818 13,646 -5,210
Aug16 160630 153.59 154.15 149.61 150.13 -3.70 58,418 120,661 -548
Sep16 160630 153.88 154.63 150.34 150.74 -3.65 32,497 81,174 +3,117
Oct16 160630 143.81 144.62 140.81 141.23 -3.32 21,157 45,678 +984
Nov16 160630 141.99 142.31 138.84 139.25 -3.29 8,128 32,503 -1,059
Dec16 160630 140.00 140.89 137.35 137.76 -3.31 9,440 41,729 -396
Jan17 160630 140.72 140.76 137.67 137.95 -3.38 1,869 13,011 -133
Feb17 160630 140.18 141.13 139.11 139.29 -3.39 799 2,686 -95
Mar17 160630 144.09 144.09 141.26 141.26 -3.37 1,039 6,149 -66
Apr17 160630 162.62 163.29 161.25 161.54 -3.71 826 4,632 -224
Total Volume and Open Interest 163,092 395,846 -4,265
e-miNY RBOB Gasoline(NYM)
Aug16 160630 150.10 150.13 150.10 150.10 -3.70      
Sep16 160630 150.70 150.74 150.70 150.70 -3.70      
Oct16 160630 141.20 141.23 141.20 141.20 -3.40      
Nov16 160630 139.30 139.30 139.25 139.30 -3.20      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Aug16 160630 2.863 2.945 2.851 2.924 +0.061 176,680 220,990 +6,932
Sep16 160630 2.859 2.935 2.844 2.918 +0.060 66,099 217,617 +5,533
Oct16 160630 2.892 2.961 2.875 2.948 +0.053 53,121 117,465 +1,461
Nov16 160630 3.035 3.100 3.021 3.085 +0.049 26,163 65,558 +1,432
Dec16 160630 3.276 3.339 3.268 3.319 +0.041 19,557 53,260 +1,503
Jan17 160630 3.413 3.467 3.399 3.446 +0.037 33,072 105,505 +4,361
Feb17 160630 3.391 3.445 3.391 3.429 +0.035 10,988 28,297 +1,256
Mar17 160630 3.342 3.386 3.323 3.368 +0.034 14,899 60,399 +628
Apr17 160630 3.032 3.075 3.025 3.070 +0.040 15,927 51,454 +490
May17 160630 3.013 3.033 2.984 3.029 +0.040 7,522 20,555 -42
Jun17 160630 3.020 3.058 3.012 3.055 +0.041 2,899 13,890 +514
Jul17 160630 3.064 3.086 3.041 3.084 +0.042 1,902 10,662 +229
Aug17 160630 3.057 3.095 3.051 3.092 +0.042 1,739 12,834 +83
Sep17 160630 3.031 3.077 3.028 3.073 +0.043 2,074 7,537 +511
Oct17 160630 3.060 3.102 3.056 3.098 +0.044 5,849 16,833 +1,374
Nov17 160630 3.112 3.146 3.112 3.146 +0.041 2,244 7,810 +491
Total Volume and Open Interest 444,572 1,062,949 +25,224
Brent Crude Oil(ICE)
Aug16 160630 50.21 50.28 49.47 49.68 -0.93 173,176 75,157 -37,763
Sep16 160630 50.94 51.02 49.53 49.71 -1.61 299,226 485,617 +3,158
Oct16 160630 51.50 51.50 49.98 50.16 -1.64 103,701 229,395 +8,333
Nov16 160630 51.82 51.90 50.36 50.54 -1.66 54,754 174,360 +1,686
Dec16 160630 52.33 52.42 50.88 51.06 -1.65 142,367 371,436 -5,535
Jan17 160630 52.78 52.84 51.29 51.48 -1.65 16,964 84,327 -870
Feb17 160630 53.12 53.17 51.65 51.82 -1.64 12,077 63,194 +952
Mar17 160630 53.22 53.46 51.92 52.11 -1.64 19,088 63,309 +1,780
Apr17 160630 53.58 53.70 52.20 52.39 -1.62 3,887 23,571 +382
May17 160630 52.45 52.67 52.02 52.67 -1.61 3,641 22,030 -194
Jun17 160630 54.03 54.27 52.76 52.94 -1.61 23,166 94,653 +860
Jul17 160630 53.00 53.68 52.58 53.22 -1.60 2,509 17,647 +80
Aug17 160630 53.46 53.46 53.46 53.46 -1.58 682 16,207 -42
Sep17 160630 54.22 54.22 53.66 53.66 -1.56 1,414 33,345 -63
Total Volume and Open Interest 901,774 2,213,587 -24,553
Gas Oil(ICE)
Jul16 160630 448.75 449.75 434.50 442.50 -7.50 40,713 89,585 -5,476
Aug16 160630 452.50 453.50 438.50 446.25 -7.50 59,408 136,128 +36
Sep16 160630 456.50 457.50 443.00 450.25 -7.25 29,339 68,798 +91
Oct16 160630 461.25 461.25 447.75 454.25 -7.25 15,793 47,373 +827
Nov16 160630 462.50 463.75 451.00 456.75 -7.25 5,388 37,743 +481
Dec16 160630 466.00 466.00 453.00 459.00 -7.00 17,899 91,812 -198
Jan17 160630 467.75 468.50 460.25 462.25 -7.00 1,869 26,574 -52
Feb17 160630 471.50 472.00 463.50 465.25 -7.00 1,333 13,303 -207
Mar17 160630 474.50 474.50 465.50 468.25 -6.75 1,893 21,392 -185
Apr17 160630 477.00 477.00 468.00 470.75 -6.75 1,520 9,578 -205
Total Volume and Open Interest 183,947 705,621 -5,209
Ethanol(CBOT)
Jul16 160630 1.595 1.625 1.595 1.624 +0.024 215 125 -136
Aug16 160630 1.610 1.612 1.560 1.604 +0.016 547 1,960 +112
Sep16 160630 1.538 1.582 1.538 1.582 +0.016 139 880 -23
Oct16 160630 1.536 1.554 1.536 1.554 +0.016 52 298 -19
Nov16 160630 1.520 1.520 1.520 1.520 +0.012 0 346 +0
Dec16 160630 1.485 1.485 1.475 1.485 +0.008 0 1,159 +0
Jan17 160630 1.463 1.463 1.463 1.463 +0.007 0 155 +0
Feb17 160630 1.460 1.460 1.460 1.460 +0.007 0 18 +0
Total Volume and Open Interest 953 4,941 -66
WTI Crude Oil(ICE)
Aug16 160630 49.54 49.59 48.18 48.33 -1.55 49,541 62,926 -1,615
Sep16 160630 50.24 50.24 48.85 49.01 -1.57 43,986 57,321 +542
Oct16 160630 50.71 50.83 49.43 49.59 -1.56 21,431 19,381 +647
Nov16 160630 51.17 51.34 49.99 50.13 -1.57 14,906 23,527 -939
Dec16 160630 51.71 51.82 50.56 50.62 -1.57 24,681 89,073 +3,428
Jan17 160630 52.04 52.04 50.87 51.02 -1.57 3,827 13,161 -97
Feb17 160630 52.34 52.34 51.18 51.34 -1.58 2,201 11,359 +459
Mar17 160630 52.58 52.58 51.61 51.61 -1.58 1,478 11,654 +668
Apr17 160630 51.83 51.83 51.83 51.83 -1.56 502 2,648 -121
May17 160630 52.01 52.01 52.01 52.01 -1.55 234 1,490 +52
Jun17 160630 53.20 53.20 52.18 52.18 -1.53 2,174 28,772 +708
Jul17 160630 52.31 52.31 52.31 52.31 -1.52 165 1,722 +6
Aug17 160630 52.43 52.43 52.43 52.43 -1.51 85 652 +0
Sep17 160630 52.57 52.57 52.57 52.57 -1.48 147 4,876 +35
Oct17 160630 52.72 52.72 52.72 52.72 -1.46 60 1,251 +0
Nov17 160630 52.91 52.91 52.91 52.91 -1.43 28 746 -11
Total Volume and Open Interest 169,164 429,401 +3,763
US Dollar Index(ICE)
Sep16 160630 95.700 96.480 95.520 96.202 +0.395 20,694 44,278 +301
Dec16 160630 95.840 96.490 95.530 96.228 +0.390 568 2,111 -34
Mar17 160630 95.990 96.295 95.900 96.272 +0.375 101 1,300 +63
Total Volume and Open Interest 21,363 47,703 +330
Australian Dollar(CME)
Sep16 160630 74.24 74.52 73.51 74.24 +0.06 90,308 69,253 -3,897
Dec16 160630 74.10 74.26 73.29 74.01 +0.07 126 1,010 +75
Mar17 160630 73.80 73.80 73.72 73.80 +0.06 0 11 +0
Total Volume and Open Interest 90,434 70,276 -3,822
British Pound(CME)
Sep16 160630 134.50 135.02 132.15 132.48 -1.84 144,532 205,079 -642
Dec16 160630 134.64 135.12 132.30 132.61 -1.83 368 1,075 +91
Mar17 160630 133.15 135.00 132.79 132.79 -1.81 1 93 +1
Total Volume and Open Interest 144,902 206,551 -550
Canadian Dollar(CME)
Sep16 160630 77.29 77.45 76.83 77.12 +0.08 54,188 110,284 -896
Dec16 160630 77.35 77.43 76.85 77.12 +0.08 74 3,698 +6
Mar17 160630 77.07 77.42 76.90 77.13 +0.08 6 287 +5
Jun17 160630 77.16 77.42 76.91 77.14 +0.08 0 116 +0
Total Volume and Open Interest 54,269 114,425 -884
Japanese Yen(CME)
Sep16 160630 97.44 97.94 97.05 97.07 -0.70 103,998 142,323 -50
Dec16 160630 97.94 98.27 97.38 97.42 -0.70 46 656 -4
Mar17 160630 97.78 98.54 97.78 97.78 -0.70 0 32 +0
Total Volume and Open Interest 104,044 143,117 -54
Swiss Franc(CME)
Sep16 160630 102.53 103.24 102.27 102.64 +0.17 14,997 35,406 -496
Dec16 160630 103.19 103.74 102.83 103.19 +0.19 28 86 -3
Mar17 160630 103.70 104.13 103.70 103.70 +0.17      
Total Volume and Open Interest 15,025 35,507 -499
EuroFX(CME)
Sep16 160630 111.54 111.85 110.52 111.08 -0.30 150,774 331,583 +6,091
Dec16 160630 111.93 112.21 110.92 111.45 -0.31 250 3,647 +74
Mar17 160630 112.15 112.55 111.37 111.84 -0.30 5 1,297 +1
Total Volume and Open Interest 151,031 337,273 +6,166
Mexican Peso(CME)
Jul16 160630 544.63 544.63 530.38 544.63 +6.25 6 6 +0
Aug16 160630 543.75 543.75 543.75 543.75 +6.38      
Total Volume and Open Interest 40,001 109,440 -1,115
Brazilian Real(CME)
Jul16 160630 312.70 320.95 308.65 320.95 +13.15 21,899 5,877 -18,723
Aug16 160630 307.15 311.30 305.60 308.55 +3.05 20,820 20,773 +20,526
Sep16 160630 302.15 308.00 302.15 305.65 +2.90 318 3,646 +139
Oct16 160630 303.15 303.15 303.15 303.15 +2.80      
Total Volume and Open Interest 43,037 30,326 +1,942
30-Year T-Bonds(CBOT)
Sep16 160630 172~010 173~230 171~010 172~110 -0~210 243,272 552,177 -3,789
Dec16 160630 170~140 172~030 170~140 170~280 -0~220 15 51 +7
Mar17 160630 169~240 169~240 169~240 169~240 -0~220      
Total Volume and Open Interest 243,287 552,228 -3,782
10-Year T-Notes(CBOT)
Sep16 160630 132~225 133~075 132~140 132~315 -0~025 1,136,545 2,810,425 +26,621
Dec16 160630 131~285 132~055 131~285 132~015 -0~025 56 69 +50
Mar17 160630 131~075 131~075 131~075 131~075 -0~025      
Total Volume and Open Interest 1,136,601 2,810,494 +26,671
5-Year T-Notes(CBOT)
Jun16 160630 122~074 122~140 122~042 122~130 +0~016 734 39,039 -8,699
Sep16 160630 121~284 122~072 121~246 122~052 +0~024 516,481 2,627,557 +13,571
Dec16 160630 122~036 122~036 122~036 122~036 +0~024      
Total Volume and Open Interest 517,215 2,666,596 +4,872
2 Year T-Notes(CBOT)
Jun16 160630 109~172 109~196 109~172 109~196 -0~006 3,874 5,610 -192
Sep16 160630 109~174 109~216 109~166 109~212 +0~022 187,503 981,450 +3,691
Dec16 160630 109~196 109~196 109~196 109~196 +0~022      
Total Volume and Open Interest 191,377 987,060 +3,499
Eurodollars(CME)
Sep16 160630 99.345 99.365 99.340 99.355 +0.005 148,053 1,179,692 +7,138
Dec16 160630 99.300 99.335 99.300 99.325 +0.015 195,709 1,293,769 -7,343
Mar17 160630 99.270 99.315 99.270 99.305 +0.020 148,428 919,591 +40
Jun17 160630 99.235 99.280 99.225 99.270 +0.020 146,670 818,082 -1,011
Sep17 160630 99.185 99.240 99.180 99.230 +0.020 147,399 808,368 -7,810
Dec17 160630 99.125 99.190 99.115 99.175 +0.020 187,767 1,143,536 -8,031
Mar18 160630 99.085 99.150 99.075 99.135 +0.015 115,609 582,435 +3,351
Jun18 160630 99.045 99.100 99.025 99.090 +0.015 99,760 441,543 +9,606
Sep18 160630 98.995 99.060 98.975 99.040 +0.010 79,577 410,552 +2,640
Dec18 160630 98.940 99.005 98.915 98.980 +0.005 87,398 559,979 +6,115
Mar19 160630 98.900 98.965 98.870 98.935 unch 75,635 329,399 +2,984
Jun19 160630 98.850 98.915 98.815 98.885 unch 59,867 270,690 +2,869
Sep19 160630 98.800 98.860 98.760 98.830 -0.005 38,830 221,833 +3,552
Dec19 160630 98.730 98.800 98.695 98.765 -0.010 51,308 219,808 -5,943
Mar20 160630 98.680 98.745 98.640 98.710 -0.015 28,734 119,915 +2,586
Jun20 160630 98.620 98.690 98.580 98.645 -0.020 29,883 76,129 +3,332
Sep20 160630 98.570 98.630 98.525 98.585 -0.020 34,769 81,459 +6,020
Dec20 160630 98.505 98.565 98.460 98.520 -0.025 17,575 89,921 -1,471
Total Volume and Open Interest 1,780,135 9,982,134 +23,901
Ultra T-Bond(CBOT)
Jun16 160621 178~02 178~03 177~28 177~28 -0~13 1,271 7,229 -701
Sep16 160630 185~26 188~05 184~17 186~12 -0~29 97,777 583,058 -4,922
Dec16 160630 185~13 185~13 185~13 185~13 -0~29      
Total Volume and Open Interest 97,777 583,058 -4,922
Ultra 10-Yr T-Note(CBOT)
Jun16 160621 142~115 142~115 142~115 142~115 -0~060 148 5,312 +0
Sep16 160630 145~090 146~040 144~300 145~215 -0~050 62,642 139,209 -1,601
Dec16 160630 145~135 145~135 145~135 145~135 -0~050      
Total Volume and Open Interest 62,642 139,209 -1,601
30 Day Federal Funds(CBOT)
Jun16 160630 99.620 99.622 99.620 99.622 unch 2,166 85,860 +12
Jul16 160630 99.620 99.625 99.620 99.622 +0.002 28,522 195,755 -3,495
Aug16 160630 99.625 99.625 99.620 99.625 unch 39,184 204,581 -3,975
Sep16 160630 99.620 99.630 99.615 99.630 +0.005 12,166 55,704 +986
Oct16 160630 99.630 99.645 99.620 99.645 +0.015 20,123 148,238 -2,355
Nov16 160630 99.625 99.645 99.620 99.645 +0.015 8,081 47,193 -824
Total Volume and Open Interest 141,837 954,018 -4,590
3-Mth Euro-Yen(CME)
Sep16 160630 99.990 99.990 99.990 99.990 unch      
Dec16 160630 99.990 99.990 99.990 99.990 unch      
Mar17 160630 99.990 99.990 99.990 99.990 unch      
Jun17 160630 99.990 99.990 99.990 99.990 unch      
Sep17 160630 99.990 99.990 99.990 99.990 unch      
Dec17 160630 99.990 99.990 99.990 99.990 unch      
Mar18 160630 99.995 99.995 99.995 99.995 unch      
Jun18 160630 99.855 99.855 99.855 99.855 unch      
Sep18 160630 99.715 99.715 99.715 99.715 unch      
Dec18 160630 99.575 99.575 99.575 99.575 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep16 160630 99.99 99.99 99.99 99.99 unch      
Dec16 160630 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160630 99.99 99.99 99.99 99.99 unch      
Jun17 160630 99.99 99.99 99.99 99.99 unch      
Sep17 160630 99.99 99.99 99.99 99.99 unch      
Dec17 160630 99.99 99.99 99.99 99.99 unch      
Mar18 160630 100.00 100.00 100.00 100.00 unch      
Jun18 160630 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160630 152.99 153.01 152.78 152.83 -0.14 2,124 17,163 -341
Dec16 160630 152.83 152.83 152.83 152.83 -0.14 20 1 -20
Mar17 160630 152.75 152.75 152.75 152.75 -0.14      
Total Volume and Open Interest 2,144 17,164 -361
Euro-Buxl(EUREX)
Sep16 160630 194.30 196.76 189.38 196.16 +0.98 38,027 139,321 -3,697
Dec16 160630 194.44 194.44 194.44 194.44 +1.00 0 25 -10
Mar17 160630 194.44 194.44 194.44 194.44 +1.00      
Total Volume and Open Interest 38,027 139,346 -3,707
Euro-Bund(EUREX)
Sep16 160630 166.70 167.33 165.51 167.12 +0.20 530,697 1,596,732 -46,684
Dec16 160630 164.05 164.52 163.10 164.42 +0.21 75 140 +53
Mar17 160630 166.62 166.62 166.62 166.62 -0.15 1 3 +1
Total Volume and Open Interest 530,773 1,596,875 -46,630
Euro-Bobl(EUREX)
Sep16 160630 133.54 133.66 133.17 133.60 +0.03 385,067 1,265,429 -58,527
Dec16 160630 131.50 131.50 131.50 131.50 -0.07 0 107 -3
Mar17 160630 133.60 133.60 133.60 133.60 +0.03      
Total Volume and Open Interest 385,067 1,265,536 -58,530
Euro-Schatz(EUREX)
Sep16 160630 112.07 112.08 111.93 112.07 +0.01 153,227 1,038,895 -29,845
Dec16 160630 112.04 112.04 112.04 112.04 +0.01 0 185 +0
Mar17 160630 112.04 112.04 112.04 112.04 +0.01      
Total Volume and Open Interest 153,227 1,039,080 -29,845
3-Mth Euribor(EUREX)
Jun16 160613 100.262 100.262 100.262 100.262 -0.003 0 11,735 +0
Sep16 160630 100.310 100.315 100.310 100.315 +0.010 0 4,855 -20
Dec16 160630 100.340 100.345 100.340 100.345 +0.005 315 2,261 +267
Total Volume and Open Interest 330 96,134 +246
Long Gilt(LIFFE)
Sep16 160630 127~28 129~05 127~16 128~16 +0~13 136,556 442,184 +3,255
Dec16 160630 127~15 127~15 127~15 127~15 +0~13      
Total Volume and Open Interest 136,556 442,184 -13,886
3-Mth Short Sterling(LIFFE)
Sep16 160630 99.57 99.67 99.55 99.63 +0.06 94,540 450,709 +31,604
Dec16 160630 99.60 99.70 99.59 99.66 +0.06 67,474 467,651 +10,769
Mar17 160630 99.61 99.71 99.59 99.67 +0.06 52,569 348,649 -4,182
Jun17 160630 99.62 99.73 99.59 99.67 +0.05 56,892 281,188 -1,959
Sep17 160630 99.62 99.73 99.59 99.68 +0.06 66,627 248,129 -3,446
Dec17 160630 99.60 99.73 99.58 99.67 +0.06 61,287 255,456 -942
Total Volume and Open Interest 632,741 2,893,197 +42,452
3-Mth Euribor(LIFFE)
Sep16 160630 100.310 100.325 100.305 100.315 +0.005 57,015 365,365 -1,930
Dec16 160630 100.345 100.355 100.325 100.345 +0.005 42,012 466,504 -2,881
Mar17 160630 100.360 100.365 100.335 100.355 -0.005 53,505 407,453 -11,699
Total Volume and Open Interest 431,755 3,064,095 +4,230
3-Mth Aus T-Bills(SFE)
Sep16 160630 98.12 98.12 98.10 98.12 unch 35,985 209,413 -6,255
Dec16 160630 98.20 98.21 98.18 98.21 unch 72,531 208,749 -605
Mar17 160630 98.24 98.25 98.21 98.25 unch 24,915 138,490 -3,900
Jun17 160630 98.26 98.28 98.23 98.28 +0.01 16,453 120,810 +115
Sep17 160630 98.28 98.29 98.24 98.29 unch 8,002 85,949 +729
Dec17 160630 98.27 98.30 98.24 98.30 +0.02 8,528 68,066 +1,389
Mar18 160630 98.26 98.28 98.23 98.28 +0.01 4,654 40,148 +1,277
Jun18 160630 98.24 98.27 98.22 98.27 +0.02 3,594 31,715 +761
Sep18 160630 98.23 98.25 98.23 98.25 +0.03 295 4,844 +178
Dec18 160630 98.21 98.21 98.21 98.21 +0.02 670 2,589 +200
Total Volume and Open Interest 176,160 913,294 -6,015
10-Year Aus T-Bonds(SFE)
Sep16 160630 97.99 98.01 97.95 98.01 +0.02 134,681 824,337 -4,781
Dec16 160630 98.01 98.01 98.01 98.01 +0.02      
Total Volume and Open Interest 134,681 824,337 -4,781
3-Year Aus T-Bonds(SFE)
Sep16 160630 98.50 98.52 98.46 98.51 unch 176,890 720,721 -7,205
Dec16 160630 98.51 98.51 98.51 98.51 unch      
Total Volume and Open Interest 176,890 720,721 -7,205
Gold(CMX)
Aug16 160630 1321.0 1326.5 1315.3 1320.6 -6.3 195,976 429,664 -11,711
Oct16 160630 1323.0 1329.5 1319.0 1324.0 -6.3 7,844 34,712 +312
Dec16 160630 1327.6 1333.3 1322.3 1327.4 -6.4 18,025 92,081 +4,336
Feb17 160630 1328.8 1333.8 1328.7 1330.3 -6.4 2,553 13,826 +1,428
Apr17 160630 1331.6 1336.2 1331.6 1332.9 -6.4 853 7,100 +428
Jun17 160630 1339.4 1339.4 1335.3 1335.3 -6.4 303 12,411 -184
Aug17 160630 1335.4 1337.5 1335.4 1337.5 -6.4 21 1,584 +16
Oct17 160630 1339.6 1340.1 1339.5 1339.6 -6.4 2 657 -1
Dec17 160630 1342.8 1344.1 1341.5 1341.5 -6.4 705 8,248 +285
Feb18 160630 1343.5 1357.4 1343.5 1343.5 -6.4 0 48 +0
Apr18 160630 1345.5 1345.5 1345.5 1345.5 -6.4      
Jun18 160630 1347.5 1347.5 1347.5 1347.5 -6.4 0 3,598 +0
Total Volume and Open Interest 227,354 613,528 -5,736
Silver(CMX)
Jul16 160630 1831.5 1885.5 1824.5 1858.2 +22.0 61,138 13,791 -15,664
Sep16 160630 1836.0 1890.0 1826.0 1862.3 +21.6 50,982 145,698 +13,136
Dec16 160630 1842.0 1895.5 1836.0 1869.4 +21.6 3,408 38,673 +455
Mar17 160630 1861.0 1877.5 1861.0 1876.4 +21.6 233 6,351 -4
May17 160630 1877.5 1881.5 1877.5 1880.5 +21.6 10 232 -6
Jul17 160630 1881.0 1885.5 1881.0 1884.6 +21.6 14 2,461 -93
Sep17 160630 1888.6 1888.6 1855.0 1888.6 +21.6 12 225 +0
Total Volume and Open Interest 116,153 211,396 -2,099
Platinum(NYMEX)
Jul16 160630 1007.7 1027.1 1000.5 1021.5 +10.2 10,141 4,976 -5,357
Oct16 160630 1013.0 1033.5 1003.0 1024.3 +10.8 15,956 55,061 +5,539
Jan17 160630 1011.5 1031.8 1008.0 1026.4 +10.4 80 2,640 +29
Apr17 160630 1028.8 1028.8 1027.9 1027.9 +10.4 37 116 +27
Total Volume and Open Interest 26,240 62,871 +232
Palladium(NYMEX)
Sep16 160630 588.05 600.70 583.30 597.35 +6.80 4,526 21,118 -343
Dec16 160630 588.60 599.30 588.15 597.95 +6.80 26 430 +1
Mar17 160630 599.35 599.35 599.35 599.35 +6.80 0 42 +0
Total Volume and Open Interest 4,555 21,607 -350
Copper(CMX)
Jul16 160630 219.10 220.45 217.25 219.45 +1.10 36,288 8,617 -5,753
Sep16 160630 219.40 220.60 217.35 219.55 +0.95 55,602 106,444 +1,729
Dec16 160630 220.30 221.45 218.35 220.45 +1.00 2,299 36,130 +72
Mar17 160630 220.00 221.10 219.00 221.10 +1.00 296 8,234 +142
May17 160630 220.05 221.65 220.05 221.65 +1.05 22 1,483 +8
Total Volume and Open Interest 94,930 167,800 -4,015
E-mini DJIA Index(CBOT)
Sep16 160630 17670 17828 17557 17819 +195 191,253 93,963 -10,398
Dec16 160630 17549 17726 17466 17724 +195 102 227 -7
Mar17 160630 17400 17643 17400 17643 +195 3 26 +2
Jun17 160630 17602 17602 17602 17602 +195      
Total Volume and Open Interest 191,358 94,216 -10,403
S & P 500(CME)
Sep16 160630 2072.80 2090.20 2056.50 2090.20 +23.40 10,800 81,922 +4,908
Dec16 160630 2081.70 2081.70 2053.60 2081.70 +23.60 133 1,361 +98
Mar17 160630 2074.30 2074.30 2046.20 2074.30 +23.60      
Jun17 160630 2069.00 2069.00 2040.90 2069.00 +23.60      
Total Volume and Open Interest 10,933 83,283 +5,006
S & P 500 E-Mini(Globex)
Sep16 160630 2072.25 2091.25 2056.50 2090.25 +23.50 2,285,755 2,938,555 -32,727
Dec16 160630 2064.00 2082.50 2048.00 2081.75 +23.75 2,632 11,778 +305
Mar17 160630 2051.00 2074.75 2040.75 2074.25 +23.50 107 341 +1
Jun17 160630 2069.00 2069.00 2040.00 2069.00 +23.50 0 211 +0
Total Volume and Open Interest 2,288,494 2,950,885 -32,421
NASDAQ 100 E-Mini(Globex)
Sep16 160630 4375.00 4410.50 4338.50 4407.00 +44.20 258,268 205,725 -2,765
Dec16 160630 4361.80 4400.00 4333.50 4398.50 +41.50 90 295 +32
Mar17 160630 4397.30 4397.30 4342.80 4397.30 +41.50 0 33 +0
Total Volume and Open Interest 258,359 206,056 -2,734
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 160630 1469.00 1493.90 1458.30 1493.00 +28.50 27,659 79,639 -1,524
Dec16 160630 1480.00 1487.60 1480.00 1487.60 +28.50 1 11 +0
Total Volume and Open Interest 27,660 79,650 -1,524
Volatility Index(CBOE)
Jun16 160615 20.55 20.90 19.65 19.90 -0.68 182,968 84,024 -21,890
Jul16 160630 17.55 18.17 16.90 16.98 -0.50 178,878 190,104 -15,687
Aug16 160630 18.60 19.01 18.25 18.33 -0.22 93,451 107,616 +52
Sep16 160630 19.50 19.76 19.20 19.25 -0.13 27,849 27,016 -2,167
Total Volume and Open Interest 329,534 399,242 -15,774
Russell 2000(ICE)
Sep16 160630 1129.30 1149.40 1121.70 1147.40 +18.30 119,753 341,995 +3,786
Dec16 160630 1128.40 1142.40 1128.40 1142.40 +18.30 0 928 +0
Total Volume and Open Interest 119,753 343,338 +3,786
Nikkei 225(CME)
Sep16 160630 15870 15880 15530 15820 +10 22,949 33,950 -601
Dec16 160630 15640 15840 15640 15840 +10 1 70 -1
Total Volume and Open Interest 22,950 34,020 -602
Nikkei 225(SGX)
Sep16 160630 15560 15785 15465 15550 -20 113,927 197,640 -3,590
Dec16 160630 15485 15485 15440 15440 -15 16 5,390 +5
Mar17 160630 15405 15405 15405 15405 -15      
Total Volume and Open Interest 113,989 214,550 -3,583
Nikkei 225(CME) Yen
Jun16 160609 16785 16800 16505 16635 -180 57,760 54,753 -24,533
Sep16 160630 15800 15810 15450 15740 unch 60,337 75,421 -50
Dec16 160630 15610 15640 15345 15610 unch 1 26 +0
Total Volume and Open Interest 60,338 75,447 -50
Nikkei 225(CME) e-Mini Yen
Jun16 160609 16640 16640 16635 16640 -170 6 97 -5
Sep16 160630 15760 15760 15720 15740 unch 3 11 +0
Dec16 160630 15610 15610 15610 15610 unch      
Total Volume and Open Interest 3 11 +0
CAC 40(EURONEXT)
Jul16 160630 4186.5 4295.0 4150.0 4234.0 +42.5 110,815 266,653 -4,763
Aug16 160630 4175.0 4288.0 4155.0 4232.0 +42.5 88 322 +54
Sep16 160630 4178.0 4274.5 4157.0 4230.5 +42.5 1,027 9,477 +368
Total Volume and Open Interest 111,942 276,498 -4,337
Hang Seng Index(HKFE)
Jun16 160629 20141 20375 20076 20349 +196 175,709 63,787 -22,110
Jul16 160630 20489 20958 20470 20947 +466 88,251 88,080 +31,837
Aug16 160630 20700 20898 20573 20897        
DAX(EUREX)
Sep16 160630 9616.5 9784.5 9501.0 9668.5 +81.0 108,556 175,082 -8,786
Dec16 160630 9556.5 9766.0 9505.5 9654.0 +81.0 121 3,693 +13
Mar17 160630 9555.5 9647.5 9555.5 9647.5 +81.0 7 156 +3
Total Volume and Open Interest 108,684 178,931 -8,770
Mini-DAX(EUREX)
Jun16 160617 9668.0 9703.0 9608.0 9631.5 +62.5 21,290 11,063 -2,211
Sep16 160630 9617.0 9785.0 9501.0 9668.5 +81.0 25,846 12,369 -1,783
Dec16 160630 9565.0 9736.0 9497.0 9654.0 +81.0 45 243 -19
Total Volume and Open Interest 25,892 12,618 -1,801
FT-SE 100(EURONEXT)
Sep16 160630 6296.00 6529.00 6252.50 6422.50 +140.00 163,967 559,989 +3,833
Dec16 160630 6249.00 6481.00 6238.00 6383.00 +140.00 11 94 +3
Mar17 160630 6340.00 6340.00 6340.00 6340.00 +140.00      
Total Volume and Open Interest 163,978 560,083 +3,836
SPI 200(SFE)
Sep16 160630 5100.0 5207.0 5097.0 5176.0 +83.0 54,674 268,023 +155
Dec16 160630 5162.0 5162.0 5162.0 5162.0 +83.0 0 2,486 +0
Mar17 160630 5113.0 5113.0 5113.0 5113.0 +83.0 0 1,431 +0
Total Volume and Open Interest 54,732 272,631 +86
FTSE MIB(ISE)
Sep16 160630 15885.00 16245.00 15615.00 16191.00 +256.00 58,319 43,923 -2,411
Dec16 160630 15655.00 16075.00 15610.00 16066.00 +256.00 25 130 +0
Mar17 160630 16073.00 16073.00 16073.00 16073.00 +256.00      
Total Volume and Open Interest 58,344 44,053 -2,411
KOSPI 200(KFE)
Sep16 160630 243.20 244.75 242.95 244.25 +1.35 158,260 109,895 -182
Dec16 160630 243.90 245.30 243.80 244.90 +1.40 269 6,731 +21
Mar17 160630 242.05 242.05 242.05 242.05 +0.50 4 778 +0
Total Volume and Open Interest 158,534 120,285 -161
GSCI(CME)
Jul16 160630 376.40 377.45 373.60 374.15 -5.30 30 11,373 +10
Aug16 160630 375.00 375.00 374.60 375.00 -5.45      
Sep16 160630 376.50 376.50 376.50 376.50 -5.45      
Total Volume and Open Interest 30 11,373 +10
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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