Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Fri June 16, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul17 170616 935.75 942.25 932.00 939.00 +4.25 88,734 242,727 -5,423
Aug17 170616 939.25 946.00 936.00 943.25 +4.50 19,569 64,107 +2,451
Sep17 170616 940.50 946.75 937.00 945.00 +5.00 6,861 30,916 +1,283
Nov17 170616 945.00 951.00 940.25 950.00 +6.00 50,254 287,735 +3,084
Jan18 170616 951.00 957.75 947.50 957.00 +5.75 3,411 25,368 +136
Mar18 170616 956.75 963.00 953.00 962.25 +5.50 2,523 17,808 +600
May18 170616 963.25 968.00 958.25 967.50 +5.25 916 10,599 +33
Jul18 170616 968.25 973.75 964.00 972.75 +5.25 1,343 15,385 +420
Aug18 170616 966.75 972.50 966.75 971.25 +5.25 111 695 +68
Sep18 170616 960.50 960.50 960.50 960.50 +5.25 0 57 +0
Nov18 170616 950.00 957.50 949.50 957.25 +7.50 619 7,623 +233
Jan19 170616 962.25 962.25 962.25 962.25 +7.50 0 70 +0
Mar19 170616 961.75 961.75 961.75 961.75 +7.50 0 7 +0
May19 170616 963.00 963.00 963.00 963.00 +7.50 0 7 +0
Total Volume and Open Interest 174,348 703,240 +2,889
Soybean Meal(CBOT)
Jul17 170616 301.20 303.40 299.40 300.90 +0.30 38,050 121,697 -7,457
Aug17 170616 303.30 305.20 301.20 302.70 +0.30 8,989 44,034 +948
Sep17 170616 304.80 306.70 302.80 304.40 +0.30 3,967 31,352 +493
Oct17 170616 306.90 306.90 303.50 305.40 +0.70 3,363 20,980 -779
Dec17 170616 307.00 308.80 305.00 307.20 +0.70 20,536 136,366 +1,323
Jan18 170616 307.80 309.50 305.90 308.20 +0.80 1,799 14,871 +6
Mar18 170616 310.20 310.20 307.10 309.50 +0.80 1,061 10,846 +379
May18 170616 310.20 311.60 307.90 310.20 +0.50 359 7,021 +72
Jul18 170616 311.90 312.80 309.20 311.40 +0.50 384 9,105 +53
Aug18 170616 311.90 311.90 309.50 311.30 +0.30 156 1,871 +68
Total Volume and Open Interest 79,156 404,445 -4,721
Soybean Oil(CBOT)
Jul17 170616 32.70 33.20 32.61 33.11 +0.37 39,023 120,338 -5,670
Aug17 170616 32.86 33.33 32.74 33.24 +0.37 11,766 50,313 +675
Sep17 170616 32.99 33.46 32.85 33.37 +0.39 7,124 32,255 -111
Oct17 170616 33.06 33.53 32.95 33.46 +0.41 3,122 16,491 -747
Dec17 170616 33.19 33.73 33.08 33.65 +0.41 18,733 143,199 +1,914
Jan18 170616 33.43 33.81 33.18 33.76 +0.41 2,272 15,236 +125
Mar18 170616 33.61 33.96 33.34 33.91 +0.41 711 15,562 +124
May18 170616 33.62 34.06 33.48 34.01 +0.36 459 6,101 +175
Jul18 170616 33.84 34.17 33.60 34.12 +0.34 422 8,246 +24
Aug18 170616 34.00 34.16 34.00 34.10 +0.33 103 986 +16
Total Volume and Open Interest 83,915 414,595 -3,438
Canola(WCE)
Jul17 170616 513.0 515.5 513.0 514.1 +1.1 5,959 54,017 -2,515
Nov17 170616 486.0 489.1 486.0 488.2 +2.3 7,187 100,750 +786
Jan18 170616 494.0 495.0 492.3 494.1 +2.2 283 13,297 +15
Mar18 170616 499.9 500.6 498.1 499.7 +2.2 94 2,503 +47
May18 170616 501.9 501.9 501.9 501.9 +2.2 0 255 +0
Total Volume and Open Interest 13,524 170,916 -1,666
Corn(CBOT)
Jul17 170616 378.75 384.50 377.00 384.00 +4.50 199,409 437,817 -14,260
Sep17 170616 386.75 392.25 385.00 392.00 +4.50 84,831 414,120 +4,836
Dec17 170616 397.00 402.25 395.00 402.00 +4.25 90,662 394,386 +3,465
Mar18 170616 404.50 411.25 404.50 411.25 +4.50 13,191 88,382 -759
May18 170616 411.00 416.50 410.50 416.50 +4.25 2,572 17,373 +590
Jul18 170616 415.00 421.75 415.00 421.50 +4.25 4,887 48,242 +573
Sep18 170616 408.75 414.25 408.25 413.75 +3.00 734 6,607 +139
Dec18 170616 410.25 416.75 410.00 416.50 +3.75 2,565 30,385 +9
Mar19 170616 421.00 423.00 421.00 423.00 +3.75 117 658 +6
May19 170616 426.50 426.50 422.00 426.50 +3.75 0 216 +0
Total Volume and Open Interest 398,985 1,439,148 -5,395
Wheat(CBOT)
Jul17 170616 456.00 468.50 455.50 465.25 +11.50 102,300 141,494 -13,202
Sep17 170616 470.75 484.25 470.25 481.50 +12.50 58,553 151,304 +7,127
Dec17 170616 491.75 505.25 491.25 502.75 +12.25 21,605 96,614 +451
Mar18 170616 509.25 521.00 509.25 518.75 +11.50 5,625 26,684 +108
May18 170616 520.25 532.75 520.25 530.50 +11.00 1,295 8,473 +134
Jul18 170616 528.00 540.00 527.25 538.00 +10.75 1,434 13,859 -25
Total Volume and Open Interest 190,899 441,033 -5,378
Wheat(KCBT)
Jul17 170616 466.00 476.50 465.75 473.50 +8.25 46,849 98,368 -9,714
Sep17 170616 483.50 494.50 483.50 491.50 +8.25 37,550 81,785 +2,817
Dec17 170616 508.25 519.75 508.25 517.00 +8.50 21,485 62,817 +3,146
Mar18 170616 521.75 532.25 521.75 529.75 +8.75 6,743 22,677 +1,568
May18 170616 538.00 540.00 537.00 538.50 +7.25 985 5,593 +281
Jul18 170616 538.25 547.50 538.25 545.25 +6.75 1,074 8,733 +379
Sep18 170616 555.00 557.00 553.25 554.75 +5.75 157 620 +29
Total Volume and Open Interest 114,911 280,967 -1,480
Wheat(MGE)
Jul17 170616 632.00 645.00 631.00 642.75 +10.25 8,827 22,780 -1,475
Sep17 170616 640.00 650.50 637.75 647.00 +7.50 9,696 28,571 +1,861
Dec17 170616 636.00 647.00 635.25 644.25 +8.50 3,683 16,983 +771
Mar18 170616 633.25 644.50 633.25 642.50 +9.25 2,376 8,671 +607
May18 170616 633.25 639.75 633.25 638.25 +9.50 429 3,664 -32
Jul18 170616 628.25 636.50 627.75 634.75 +11.75 239 1,359 +50
Total Volume and Open Interest 25,327 82,374 +1,824
Oats(CBOT)
Jul17 170616 262.75 271.50 260.00 269.25 +8.00 638 3,739 -472
Sep17 170616 255.75 266.00 254.25 264.75 +11.50 12 878 -1
Dec17 170616 246.75 255.25 246.75 252.50 +7.00 224 2,059 +169
Mar18 170616 246.75 248.50 246.75 248.50 +4.75 4 115 +0
Total Volume and Open Interest 878 6,791 -304
Rough Rice(CBOT)
Jul17 170616 11.44 11.49 11.36 11.40 -0.08 520 5,027 -136
Sep17 170616 11.73 11.77 11.65 11.69 -0.07 321 4,023 +204
Nov17 170616 11.94 12.00 11.86 11.90 -0.10 21 440 +3
Jan18 170616 12.06 12.06 11.93 12.06 -0.09 6 12 +2
Total Volume and Open Interest 868 9,546 +73
Live Cattle(CME)
Jun17 170616 123.230 123.230 121.250 121.700 -0.800 4,127 10,972 -1,826
Aug17 170616 118.100 118.850 117.135 118.180 +0.680 28,037 188,264 -2,553
Oct17 170616 115.250 116.000 114.535 115.350 +0.650 11,266 107,392 -84
Dec17 170616 115.900 116.650 115.430 116.080 +0.530 8,462 59,687 +366
Feb18 170616 116.100 116.830 115.800 116.385 +0.385 4,626 26,462 -214
Apr18 170616 114.150 114.700 113.850 114.350 +0.250 2,117 10,727 +277
Total Volume and Open Interest 59,345 409,740 -3,901
Feeder Cattle(CME)
Aug17 170616 147.850 148.935 146.800 147.880 +0.800 7,649 31,639 -938
Sep17 170616 147.000 148.100 146.235 147.350 +0.950 3,207 9,906 +42
Oct17 170616 145.300 146.435 144.735 145.830 +0.980 2,520 6,732 -58
Nov17 170616 143.450 144.785 143.080 144.130 +0.930 1,085 4,732 -54
Jan18 170616 137.535 138.950 137.450 138.500 +0.815 562 2,458 -32
Mar18 170616 137.050 137.050 135.600 136.580 +0.630 164 695 +20
Apr18 170616 135.950 135.950 135.535 135.950 +0.415 21 18 +1
Total Volume and Open Interest 15,218 56,190 -1,013
Lean Hogs(CME)
Jul17 170616 82.200 82.800 81.650 82.330 +0.280 16,525 37,243 -1,476
Aug17 170616 78.885 79.300 77.850 79.135 +0.205 14,607 87,190 +1,045
Oct17 170616 67.180 67.330 65.535 66.785 -0.415 4,741 54,758 +32
Dec17 170616 62.000 62.050 60.250 61.550 -0.235 3,417 30,990 +309
Feb18 170616 65.400 65.580 64.000 65.430 +0.100 1,322 13,571 +151
Apr18 170616 69.250 69.430 67.750 69.100 unch 829 13,172 +237
May18 170616 73.635 74.885 73.635 73.635 unch 25 188 +7
Jun18 170616 77.100 77.150 76.100 76.700 -0.335 266 5,112 +60
Total Volume and Open Interest 41,733 243,077 -11,000
Class III Milk(CME)
Jun17 170616 16.34 16.37 16.32 16.33 -0.01 87 5,163 +66
Jul17 170616 16.46 16.50 16.33 16.41 -0.08 289 4,366 +22
Aug17 170616 17.10 17.11 16.92 17.03 -0.10 114 3,834 +11
Sep17 170616 17.40 17.44 17.21 17.30 -0.13 121 3,578 +59
Oct17 170616 17.43 17.49 17.35 17.39 -0.10 187 2,863 +51
Nov17 170616 17.33 17.33 17.22 17.27 -0.06 101 2,546 +38
Dec17 170616 17.05 17.05 16.97 16.99 -0.05 6 2,455 +0
Jan18 170616 16.65 16.66 16.65 16.65 -0.03 4 752 +2
Feb18 170616 16.65 16.69 16.65 16.65 unch 20 736 +15
Mar18 170616 16.62 16.62 16.59 16.59 unch 19 644 +13
Apr18 170616 16.53 16.53 16.51 16.51 unch 0 517 +0
May18 170616 16.55 16.55 16.55 16.55 unch 2 489 +0
Jun18 170616 16.70 16.70 16.70 16.70 unch 1 436 +1
Total Volume and Open Interest 951 28,952 +278
Cocoa(ICE)
Jul17 170616 2030 2040 1971 1975 -51 9,164 11,850 -3,286
Sep17 170616 2080 2085 2014 2028 -41 25,972 122,404 +2,380
Dec17 170616 2097 2103 2035 2051 -37 6,822 53,408 -1,171
Mar18 170616 2120 2124 2059 2076 -35 2,403 24,200 +231
May18 170616 2137 2137 2079 2094 -36 277 9,981 +113
Jul18 170616 2160 2160 2108 2113 -36 167 7,770 +26
Sep18 170616 2134 2135 2130 2130 -37 118 6,641 +17
Total Volume and Open Interest 44,982 247,474 -1,682
Coffee "C"(ICE)
Jul17 170616 126.05 127.10 123.00 123.55 -2.25 29,890 32,003 -12,761
Sep17 170616 128.50 129.35 125.35 125.95 -2.10 36,401 106,753 +9,022
Dec17 170616 131.75 132.75 128.80 129.35 -2.10 9,764 41,284 +1,857
Mar18 170616 135.50 136.20 132.25 132.80 -2.10 4,007 17,487 +381
May18 170616 137.75 138.50 134.60 135.10 -2.05 1,659 11,143 +220
Jul18 170616 139.85 140.20 136.85 137.30 -2.05 252 3,241 +59
Total Volume and Open Interest 82,199 221,554 -1,184
Orange Juice(ICE)
Jul17 170616 142.80 143.05 140.55 141.75 -1.00 680 5,779 -265
Sep17 170616 139.80 139.85 137.55 138.25 -1.50 389 4,199 +112
Nov17 170616 138.20 138.20 136.65 137.30 -1.90 70 1,593 +56
Jan18 170616 137.05 137.20 136.60 137.20 -1.85 33 692 +16
Mar18 170616 138.60 139.00 138.60 139.00 -1.20 10 195 +8
May18 170616 139.80 139.80 139.80 139.80 -1.00 0 136 +0
Total Volume and Open Interest 1,182 12,594 -73
Sugar #11(ICE)
Jul17 170616 13.50 13.66 13.29 13.44 -0.03 117,291 186,822 -25,653
Oct17 170616 13.69 13.85 13.50 13.63 -0.05 100,392 368,933 +19,371
Mar18 170616 14.47 14.55 14.21 14.31 -0.10 30,496 153,861 +4,555
May18 170616 14.46 14.53 14.20 14.28 -0.13 8,642 48,422 +190
Jul18 170616 14.49 14.57 14.26 14.34 -0.12 4,660 31,139 +521
Oct18 170616 14.78 14.84 14.55 14.64 -0.11 1,888 35,376 +525
Mar19 170616 15.30 15.38 15.16 15.21 -0.08 557 15,759 -6
May19 170616 15.48 15.48 15.29 15.33 -0.07 257 3,945 +24
Total Volume and Open Interest 264,801 854,105 -208
London Cocoa(LCE)
Jul17 170616 1634 1644 1594 1607 -24 6,687 63,915 -1,427
Sep17 170616 1638 1651 1598 1612 -26 11,115 55,528 -25
Dec17 170616 1663 1666 1616 1632 -24 4,472 61,768 +351
Mar18 170616 1683 1683 1634 1650 -24 2,271 44,337 -477
May18 170616 1686 1694 1648 1663 -24 284 14,811 +42
Jul18 170616 1705 1707 1662 1678 -23 52 8,967 -1
Sep18 170616 1687 1689 1687 1689 -24 57 7,489 -47
Total Volume and Open Interest 24,938 260,700 -1,584
London Sugar(LCE)
Aug17 170616 400.60 404.00 396.20 399.50 +0.20 5,807 45,181 -113
Oct17 170616 388.00 390.70 382.60 385.80 -0.80 2,586 28,417 +147
Dec17 170616 389.90 391.80 384.20 387.10 -1.40 799 11,215 +317
Mar18 170616 396.00 396.40 389.30 391.90 -1.70 483 6,942 +147
May18 170616 401.00 401.50 395.00 397.30 -2.20 312 3,145 +93
Total Volume and Open Interest 10,123 98,026 +614
Cotton(ICE)
Jul17 170616 71.88 72.54 70.90 71.88 -0.03 16,142 40,846 -4,557
Oct17 170616 70.88 71.46 70.70 70.86 -0.36 44 125 +20
Dec17 170616 69.44 69.95 68.58 69.36 -0.11 18,195 157,210 +1,300
Mar18 170616 69.35 69.81 68.74 69.42 -0.02 2,976 24,587 +1,498
May18 170616 70.08 70.23 69.30 69.89 +0.05 285 2,317 +89
Jul18 170616 70.00 70.33 69.75 70.33 +0.12 144 3,519 +22
Total Volume and Open Interest 38,141 233,176 -1,367
Lumber(CME)
Jul17 170616 364.8 366.0 362.0 363.4 -2.1 259 2,260 -82
Sep17 170616 354.0 355.0 351.8 352.0 -2.7 124 1,216 +16
Nov17 170616 343.5 343.5 342.0 342.0 -2.1 25 588 +8
Jan18 170616 351.7 351.7 350.1 350.1 -2.1 8 90 +1
Total Volume and Open Interest 417 4,188 -56
Crude Oil(NYM)
Jul17 170616 44.25 44.94 44.24 44.74 +0.28 924,408 188,866 -20,236
Aug17 170616 44.46 45.18 44.46 44.97 +0.29 460,269 478,188 +35,528
Sep17 170616 44.70 45.41 44.70 45.20 +0.29 149,508 284,412 +10,370
Oct17 170616 44.96 45.64 44.96 45.41 +0.27 56,308 102,598 +3,558
Nov17 170616 45.22 45.89 45.22 45.67 +0.26 35,777 105,096 -601
Dec17 170616 45.48 46.18 45.48 45.94 +0.27 125,863 303,603 -7,828
Jan18 170616 45.93 46.42 45.93 46.17 +0.26 27,139 85,385 +1,066
Feb18 170616 46.13 46.56 46.13 46.38 +0.25 10,164 38,297 +199
Mar18 170616 46.34 46.77 46.34 46.57 +0.25 17,631 59,318 +1,291
Apr18 170616 46.40 46.89 46.40 46.73 +0.25 7,828 19,438 -1,238
May18 170616 46.85 47.02 46.71 46.87 +0.25 8,284 27,034 +1,071
Jun18 170616 46.69 47.18 46.68 47.01 +0.26 35,101 119,814 -1,984
Jul18 170616 47.20 47.20 46.50 47.13 +0.27 1,608 18,482 +409
Aug18 170616 47.24 47.24 47.24 47.24 +0.27 1,178 12,228 +15
Sep18 170616 47.34 47.34 47.34 47.34 +0.27 4,924 28,317 +123
Oct18 170616 47.44 48.01 46.83 47.44 +0.27 1,655 12,613 +944
Total Volume and Open Interest 1,934,607 2,201,796 +25,056
e-miNY Crude Oil(NYM)
Jul17 170616 44.275 44.950 44.275 44.750 +0.300 18,979 4,167 -308
Aug17 170616 44.475 45.200 44.475 44.975 +0.300 2,159 1,579 +587
Sep17 170616 44.750 45.425 44.750 45.200 +0.300 193 554 -9
Oct17 170616 45.125 45.575 45.125 45.400 +0.250 17 298 +2
Nov17 170616 45.675 45.725 45.225 45.675 +0.275 77 122 +45
Dec17 170616 45.950 46.000 45.950 45.950 +0.275 208 411 +54
Jan18 170616 46.175 46.175 46.000 46.175 +0.275 99 178 +98
Feb18 170616 46.375 46.375 46.375 46.375 +0.250 0 34 +0
Mar18 170616 46.575 46.575 46.350 46.575 +0.250 0 17 +0
Apr18 170616 46.725 46.725 46.500 46.725 +0.250 0 43 +0
Total Volume and Open Interest 21,754 7,579 +468
NY Harbor ULSD(NYM)
Jul17 170616 141.13 143.63 140.99 142.70 +1.24 71,473 74,820 -6,821
Aug17 170616 141.85 144.34 141.85 143.40 +1.20 54,134 87,949 +3,802
Sep17 170616 142.94 145.29 142.94 144.35 +1.14 39,595 54,987 +981
Oct17 170616 143.97 146.31 143.97 145.37 +1.10 19,486 25,517 +425
Nov17 170616 145.17 147.41 145.17 146.55 +1.09 7,370 19,064 +170
Dec17 170616 146.41 148.57 146.41 147.66 +1.07 19,423 55,691 -1,191
Jan18 170616 149.71 149.71 148.43 148.77 +1.02 2,038 15,321 -44
Feb18 170616 150.00 150.00 149.20 149.46 +0.97 1,608 6,130 +13
Mar18 170616 150.00 150.00 149.42 149.58 +0.91 2,492 13,206 +785
Apr18 170616 149.57 149.57 148.97 149.11 +0.83 697 5,557 -12
May18 170616 149.05 149.30 149.05 149.16 +0.81 431 3,197 -9
Jun18 170616 149.99 149.99 149.00 149.54 +0.81 1,242 16,334 -117
Jul18 170616 150.21 150.22 150.12 150.12 +0.83 146 1,279 +10
Aug18 170616 150.73 150.73 149.31 150.73 +0.84 100 1,129 +14
Total Volume and Open Interest 221,232 402,778 -1,730
RBOB Gasoline(NYM)
Jul17 170616 144.00 146.15 143.69 145.48 +1.91 99,099 89,419 -8,092
Aug17 170616 143.68 145.78 143.61 145.01 +1.64 88,934 92,585 +6,840
Sep17 170616 142.65 145.06 142.65 144.34 +1.49 71,400 68,997 -1,305
Oct17 170616 133.93 135.85 133.93 135.30 +1.25 32,260 46,001 +1,148
Nov17 170616 132.77 134.13 132.77 133.59 +1.24 13,191 30,946 +596
Dec17 170616 131.14 132.97 131.14 132.43 +1.22 17,694 37,071 -294
Jan18 170616 132.57 132.91 132.22 132.68 +1.11 1,724 6,316 -158
Feb18 170616 133.92 133.95 133.43 133.83 +1.01 373 5,563 +18
Mar18 170616 136.27 136.27 135.42 135.79 +0.90 354 5,072 +113
Apr18 170616 153.68 153.68 153.18 153.49 +0.72 263 5,005 +69
Total Volume and Open Interest 327,208 408,761 -1,023
e-miNY RBOB Gasoline(NYM)
Jul17 170616 145.50 145.50 145.50 145.50 +1.90 0 1 +0
Aug17 170616 145.00 145.01 145.00 145.00 +1.60      
Sep17 170616 144.30 144.34 144.30 144.30 +1.40      
Oct17 170616 135.30 135.30 135.30 135.30 +1.20      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jul17 170616 3.049 3.082 3.021 3.037 -0.019 164,623 165,129 -21,239
Aug17 170616 3.076 3.102 3.042 3.060 -0.018 99,591 217,982 +9,334
Sep17 170616 3.053 3.087 3.034 3.047 -0.017 53,076 181,967 +1,375
Oct17 170616 3.077 3.108 3.057 3.070 -0.016 53,908 180,910 -4,111
Nov17 170616 3.143 3.172 3.124 3.136 -0.014 21,624 72,574 -893
Dec17 170616 3.277 3.304 3.263 3.272 -0.011 19,415 65,968 -11
Jan18 170616 3.371 3.387 3.349 3.356 -0.010 26,725 108,701 -839
Feb18 170616 3.353 3.367 3.327 3.337 -0.011 11,897 45,005 +835
Mar18 170616 3.296 3.308 3.266 3.275 -0.012 21,707 75,643 +1,620
Apr18 170616 2.895 2.904 2.878 2.882 -0.015 20,189 86,029 +472
May18 170616 2.864 2.869 2.844 2.847 -0.015 10,065 36,882 -6
Jun18 170616 2.891 2.896 2.872 2.876 -0.014 2,409 21,083 -357
Jul18 170616 2.918 2.923 2.904 2.904 -0.013 2,043 24,863 +128
Aug18 170616 2.926 2.929 2.908 2.911 -0.014 4,065 16,698 -2,941
Sep18 170616 2.897 2.903 2.884 2.888 -0.015 1,077 17,241 -336
Oct18 170616 2.912 2.920 2.900 2.904 -0.016 3,077 41,410 -276
Total Volume and Open Interest 523,094 1,446,539 -18,591
Brent Crude Oil(ICE)
Aug17 170616 46.82 47.61 46.81 47.37 +0.45 464,423 387,871 -42,593
Sep17 170616 47.08 47.86 47.08 47.63 +0.44 309,617 466,093 +458
Oct17 170616 47.39 48.15 47.39 47.90 +0.41 152,478 198,183 +483
Nov17 170616 47.70 48.44 47.70 48.19 +0.40 93,167 125,606 +6,389
Dec17 170616 48.01 48.75 48.01 48.49 +0.39 212,253 324,547 -6,458
Jan18 170616 48.30 48.97 48.30 48.76 +0.38 36,579 71,328 +1,082
Feb18 170616 48.56 49.21 48.56 49.01 +0.37 19,197 56,544 -422
Mar18 170616 48.80 49.45 48.80 49.23 +0.36 19,298 58,420 +1,678
Apr18 170616 49.06 49.58 49.05 49.42 +0.35 6,398 25,336 +326
May18 170616 49.59 49.59 49.59 49.59 +0.34 5,489 23,579 -961
Jun18 170616 49.43 49.93 49.39 49.74 +0.33 31,446 113,610 +1,038
Jul18 170616 49.90 49.90 49.90 49.90 +0.32 2,081 23,142 +304
Aug18 170616 50.05 50.05 50.05 50.05 +0.32 1,392 17,406 +358
Sep18 170616 50.15 50.15 50.15 50.15 +0.31 2,900 26,959 -93
Total Volume and Open Interest 1,438,597 2,422,971 -36,417
Gas Oil(ICE)
Jul17 170616 419.25 426.25 419.25 423.00 +4.00 94,414 138,828 +450
Aug17 170616 420.50 427.50 420.50 424.25 +3.75 80,383 112,523 -1,004
Sep17 170616 422.50 429.50 422.50 426.50 +3.50 48,567 81,994 +3,002
Oct17 170616 425.25 432.00 425.25 429.25 +3.50 26,675 66,851 -118
Nov17 170616 427.75 433.25 427.75 430.50 +3.25 11,579 44,607 +1,963
Dec17 170616 428.25 434.75 428.25 431.75 +3.25 43,997 118,588 +15
Jan18 170616 432.75 436.25 432.75 434.25 +3.25 9,071 25,433 +993
Feb18 170616 437.25 438.75 436.25 436.50 +3.00 4,477 15,507 +752
Mar18 170616 438.25 440.50 438.00 438.50 +3.00 3,107 18,760 -201
Apr18 170616 440.50 442.00 440.00 440.00 +3.00 2,136 7,701 -614
Total Volume and Open Interest 351,616 830,002 +7,566
Ethanol(CBOT)
Jul17 170616 1.586 1.590 1.568 1.571 -0.002 275 822 -192
Aug17 170616 1.588 1.590 1.572 1.575 +0.001 330 685 +19
Sep17 170616 1.561 1.561 1.550 1.561 +0.001 91 171 -71
Oct17 170616 1.550 1.550 1.550 1.550 +0.001 0 132 +0
Nov17 170616 1.533 1.533 1.533 1.533 +0.001 8 153 +3
Dec17 170616 1.515 1.515 1.515 1.515 +0.001 8 343 -5
Jan18 170616 1.500 1.500 1.500 1.500 +0.001      
Feb18 170616 1.500 1.500 1.500 1.500 +0.001      
Total Volume and Open Interest 712 2,309 -246
WTI Crude Oil(ICE)
Jul17 170616 44.37 44.94 44.31 44.74 +0.28 63,630 37,802 -2,885
Aug17 170616 44.55 45.18 44.53 44.97 +0.29 94,548 87,078 +4,225
Sep17 170616 44.77 45.40 44.75 45.20 +0.29 48,351 67,422 +2,326
Oct17 170616 44.98 45.61 44.98 45.41 +0.27 19,843 28,197 +1,011
Nov17 170616 45.26 45.85 45.26 45.67 +0.26 10,964 11,521 -18
Dec17 170616 45.51 46.13 45.51 45.94 +0.27 36,659 118,003 -2,205
Jan18 170616 46.20 46.35 45.99 46.17 +0.26 4,375 12,107 -605
Feb18 170616 46.38 46.40 46.22 46.38 +0.25 1,390 4,819 +99
Mar18 170616 46.60 46.60 46.40 46.57 +0.25 1,215 11,006 -51
Apr18 170616 46.73 46.73 46.73 46.73 +0.25 267 2,171 +1
May18 170616 46.87 46.87 46.87 46.87 +0.25 178 1,385 +28
Jun18 170616 47.02 47.02 46.90 47.01 +0.26 3,756 40,802 -378
Jul18 170616 47.13 47.13 47.13 47.13 +0.27 23 1,044 +10
Aug18 170616 47.24 47.24 47.24 47.24 +0.27 18 1,553 -2
Sep18 170616 47.34 47.34 47.34 47.34 +0.27 118 2,097 +53
Oct18 170616 47.44 47.44 47.44 47.44 +0.27 16 1,502 +0
Total Volume and Open Interest 297,052 579,120 +3,007
US Dollar Index(ICE)
Jun17 170616 97.480 97.550 97.095 97.145 -0.293 57,200 56,569 -6,939
Sep17 170616 97.190 97.265 96.810 96.865 -0.287 21,432 28,706 +8,103
Dec17 170616 96.955 97.045 96.585 96.640 -0.287 81 732 +51
Total Volume and Open Interest 78,746 86,233 +1,246
Australian Dollar(CME)
Jun17 170616 75.81 76.30 75.76 76.26 +0.44 158,562 80,168 -25,425
Sep17 170616 75.71 76.21 75.67 76.16 +0.44 64,880 53,516 +25,224
Dec17 170616 75.80 76.09 75.63 76.07 +0.43 302 276 +52
Total Volume and Open Interest 224,621 134,967 +8
British Pound(CME)
Jun17 170616 127.56 128.06 127.51 127.81 +0.18 232,607 107,928 -69,618
Sep17 170616 127.91 128.43 127.87 128.17 +0.18 110,138 147,251 +57,378
Dec17 170616 128.50 128.76 128.30 128.53 +0.19 32 636 -12
Total Volume and Open Interest 344,131 257,859 -11,734
Canadian Dollar(CME)
Jun17 170616 75.37 75.71 75.34 75.65 +0.31 177,620 115,356 -27,782
Sep17 170616 75.47 75.82 75.45 75.77 +0.31 70,483 87,566 +31,312
Dec17 170616 75.76 75.93 75.64 75.86 +0.30 268 3,674 +102
Mar18 170616 75.95 75.98 75.52 75.95 +0.30 87 313 -8
Total Volume and Open Interest 249,301 207,708 +3,593
Japanese Yen(CME)
Jun17 170616 90.19 90.39 89.61 90.23 +0.02 306,691 103,844 -41,957
Sep17 170616 90.59 90.76 90.12 90.59 +0.02 127,008 119,266 +55,857
Dec17 170616 90.82 91.10 90.50 90.98 +0.02 77 306 +19
Total Volume and Open Interest 436,513 224,574 +13,957
Swiss Franc(CME)
Jun17 170616 102.55 102.80 102.50 102.70 +0.12 47,723 30,818 -8,171
Sep17 170616 103.12 103.43 103.10 103.31 +0.13 18,473 23,439 +7,394
Dec17 170616 103.81 104.11 103.81 103.94 +0.13 1 85 -1
Total Volume and Open Interest 66,197 54,360 -778
EuroFX(CME)
Jun17 170616 111.46 112.03 111.39 111.94 +0.40 495,287 215,823 -110,359
Sep17 170616 112.01 112.57 111.93 112.49 +0.40 269,316 286,567 +143,002
Dec17 170616 112.54 113.11 112.51 113.04 +0.40 741 1,549 +151
Total Volume and Open Interest 769,288 507,791 +33,491
Mexican Peso(CME)
Jun17 170616 554.00 558.50 552.75 558.25 +5.13 100,568 92,951 -13,585
Jul17 170616 551.63 556.00 550.75 555.88 +5.00 17 66 +6
Total Volume and Open Interest 161,492 264,390 +30,900
Brazilian Real(CME)
Jul17 170616 304.20 304.20 302.25 303.00 -0.15 2,007 16,501 -65
Aug17 170616 300.45 301.40 300.45 301.15 -0.15 2 6 +0
Sep17 170616 299.00 299.10 299.00 299.10 -0.15 18 1,368 +14
Oct17 170616 298.10 298.10 298.10 298.10 -1.00      
Total Volume and Open Interest 2,027 17,875 -51
30-Year T-Bonds(CBOT)
Jun17 170616 156~200 157~050 156~160 156~280 +0~050 1,428 2,898 -406
Sep17 170616 155~140 155~280 155~050 155~200 +0~050 494,614 740,532 +10,097
Dec17 170616 154~290 154~290 154~290 154~290 +0~050 0 1 +0
Total Volume and Open Interest 496,042 743,431 +9,691
10-Year T-Notes(CBOT)
Jun17 170616 126~265 127~020 126~230 126~295 +0~025 10,110 47,449 -1,290
Sep17 170616 126~205 126~280 126~160 126~240 +0~035 2,442,293 3,176,247 +44,591
Dec17 170616 126~110 126~170 126~110 126~140 +0~040 13 18 +5
Total Volume and Open Interest 2,452,416 3,223,714 +43,306
5-Year T-Notes(CBOT)
Jun17 170616 118~236 118~286 118~220 118~274 +0~034 15,722 49,962 +75
Sep17 170616 118~090 118~136 118~060 118~124 +0~034 1,537,205 3,145,283 +21,638
Dec17 170616 118~024 118~024 118~024 118~024 +0~034      
Total Volume and Open Interest 1,552,927 3,195,245 +21,713
2 Year T-Notes(CBOT)
Jun17 170616 108~080 108~100 108~080 108~096 +0~014 3,175 9,735 -1,292
Sep17 170616 108~034 108~054 108~024 108~050 +0~014 629,064 1,358,071 -16,240
Dec17 170616 108~050 108~050 108~050 108~050 +0~014      
Total Volume and Open Interest 632,239 1,367,806 -17,532
Eurodollars(CME)
Jun17 170616 98.720 98.725 98.720 98.723 unch 660,272 1,474,751 -18,772
Sep17 170616 98.660 98.670 98.650 98.665 +0.005 738,949 1,498,218 +90,741
Dec17 170616 98.570 98.590 98.560 98.580 +0.010 713,048 1,729,048 +4,068
Mar18 170616 98.505 98.525 98.490 98.520 +0.015 556,783 1,051,272 +11,721
Jun18 170616 98.430 98.460 98.410 98.450 +0.020 712,612 1,049,637 -11,153
Sep18 170616 98.355 98.390 98.340 98.380 +0.025 477,620 1,063,462 +7,486
Dec18 170616 98.270 98.305 98.250 98.295 +0.030 602,510 1,384,210 -12,834
Mar19 170616 98.220 98.255 98.195 98.245 +0.030 359,017 830,709 +17,451
Jun19 170616 98.170 98.205 98.145 98.195 +0.030 356,134 733,240 -5,487
Sep19 170616 98.120 98.155 98.095 98.145 +0.030 253,058 620,251 -11,182
Dec19 170616 98.050 98.090 98.025 98.075 +0.030 340,123 774,008 +1,682
Mar20 170616 98.020 98.050 97.990 98.040 +0.030 227,252 481,659 +20,208
Jun20 170616 97.975 98.010 97.950 98.000 +0.030 165,825 278,564 -6,256
Sep20 170616 97.935 97.970 97.910 97.955 +0.025 107,260 232,382 +2,573
Dec20 170616 97.885 97.915 97.860 97.900 +0.020 108,237 291,353 -2,299
Mar21 170616 97.850 97.875 97.825 97.865 +0.020 75,742 154,943 +5,441
Jun21 170616 97.810 97.840 97.785 97.825 +0.020 61,682 156,157 +3,924
Sep21 170616 97.770 97.795 97.745 97.785 +0.020 61,786 86,200 +2,107
Total Volume and Open Interest 6,760,299 14,261,157 +110,617
Ultra T-Bond(CBOT)
Jun17 170616 168~15 168~24 168~09 168~18 +0~02 5,093 11,973 -2,786
Sep17 170616 167~12 167~26 167~01 167~17 +0~02 171,248 750,333 +1,854
Dec17 170616 166~17 166~17 166~17 166~17 +0~02      
Total Volume and Open Interest 176,341 762,306 -932
Ultra 10-Yr T-Note(CBOT)
Jun17 170616 137~120 137~120 137~100 137~100 +0~025 1,360 836 -890
Sep17 170616 136~105 136~190 136~050 136~140 +0~030 196,822 378,494 +14,145
Dec17 170616 136~140 136~140 136~140 136~140 +0~030      
Total Volume and Open Interest 198,182 379,330 +13,255
30 Day Federal Funds(CBOT)
Jun17 170616 98.957 98.960 98.957 98.960 unch 19,412 76,987 -1,393
Jul17 170616 98.845 98.850 98.845 98.850 unch 229,873 463,132 +5,658
Aug17 170616 98.840 98.850 98.840 98.845 unch 107,040 172,853 +17,738
Sep17 170616 98.830 98.835 98.830 98.835 +0.005 30,786 62,956 +1,335
Oct17 170616 98.800 98.810 98.800 98.805 +0.005 208,940 236,139 +23,063
Nov17 170616 98.795 98.805 98.790 98.800 +0.005 84,660 205,104 +25,155
Total Volume and Open Interest 907,185 1,772,854 +92,897
Japanese Govt Bonds(SGX)
Sep17 170615 150.35 150.49 150.35 150.45 +0.07 725 13,594 -96
Dec17 170615 150.45 150.45 150.45 150.45 +0.07      
Mar18 170615 150.45 150.45 150.45 150.45 +0.07      
Total Volume and Open Interest 725 13,594 -96
Euro-Buxl(EUREX)
Sep17 170616 168.24 168.24 167.10 167.90 -0.40 51,182 205,086 +4,997
Dec17 170616 166.36 166.36 166.36 166.36 -1.24 0 2 +0
Mar18 170616 165.90 165.90 165.90 165.90 -0.40      
Total Volume and Open Interest 51,182 205,088 +4,997
Euro-Bund(EUREX)
Sep17 170616 164.54 164.76 164.13 164.73 +0.14 682,882 1,985,299 +60,433
Dec17 170616 161.43 161.78 161.21 161.78 +0.15 0 292 +8
Mar18 170616 161.03 161.03 161.03 161.03 +0.14 1 1 -1
Total Volume and Open Interest 682,883 1,985,592 +60,440
Euro-Bobl(EUREX)
Sep17 170616 132.72 132.91 132.56 132.87 +0.14 416,220 1,534,258 +162,513
Dec17 170616 131.26 131.26 131.26 131.26 +0.14 0 4,839 +0
Mar18 170616 131.26 131.26 131.26 131.26 +0.14      
Total Volume and Open Interest 416,220 1,539,097 +162,513
Euro-Schatz(EUREX)
Sep17 170616 112.05 112.09 112.00 112.07 +0.01 312,603 1,449,761 +128,326
Dec17 170616 111.93 111.99 111.93 111.99 +0.01 0 5 +0
Mar18 170616 112.07 112.07 112.07 112.07 +0.01      
Total Volume and Open Interest 312,603 1,449,766 +128,326
3-Mth Euribor(EUREX)
Jun17 170616 100.325 100.330 100.325 100.330 unch 1 34,404 -1
Sep17 170616 100.320 100.320 100.320 100.320 unch 97 5,315 +100
Dec17 170616 100.305 100.310 100.305 100.310 unch 34 7,490 +300
Total Volume and Open Interest 241 75,499 +599
Long Gilt(LIFFE)
Jun17 170616 128~22 129~06 128~22 129~06 +0~04 1,335 14,132 -26
Sep17 170616 127~24 128~09 127~17 128~04 +0~04 232,348 724,725 +7,781
Total Volume and Open Interest 233,683 738,857 +7,755
3-Mth Short Sterling(LIFFE)
Jun17 170616 99.70 99.70 99.69 99.69 -0.00 21,202 347,255 -2,432
Sep17 170616 99.65 99.66 99.63 99.65 -0.01 126,515 417,654 -5,881
Dec17 170616 99.61 99.63 99.59 99.61 -0.01 143,047 444,548 -7,547
Mar18 170616 99.57 99.60 99.55 99.58 unch 161,028 336,854 -18,576
Jun18 170616 99.52 99.57 99.52 99.55 unch 137,029 437,333 +2,757
Sep18 170616 99.51 99.54 99.48 99.52 unch 151,424 281,840 -1,877
Total Volume and Open Interest 1,663,149 3,511,171 -16,167
3-Mth Euribor(LIFFE)
Jun17 170616 100.325 100.330 100.325 100.330 unch 82,985 327,346 +6,223
Sep17 170616 100.320 100.325 100.315 100.325 +0.005 105,940 459,074 -11,948
Dec17 170616 100.305 100.310 100.300 100.310 +0.005 135,031 374,458 -19,622
Total Volume and Open Interest 1,104,531 4,215,002 +16,466
3-Mth Aus T-Bills(SFE)
Sep17 170616 98.27 98.28 98.27 98.28 unch 19,287 199,604 -6,801
Dec17 170616 98.28 98.29 98.26 98.27 -0.02 27,483 259,349 +1,374
Mar18 170616 98.26 98.27 98.23 98.25 -0.02 19,894 191,810 +1,347
Jun18 170616 98.22 98.22 98.18 98.20 -0.02 8,730 137,521 +429
Sep18 170616 98.15 98.16 98.12 98.13 -0.03 9,260 100,071 +1,238
Dec18 170616 98.09 98.10 98.05 98.06 -0.04 3,911 72,144 -1,302
Mar19 170616 98.03 98.04 97.99 98.00 -0.04 4,322 44,238 +1,613
Jun19 170616 97.97 97.98 97.92 97.94 -0.03 5,081 22,736 +3,228
Sep19 170616 97.87 97.88 97.87 97.88 -0.03 256 2,401 +142
Dec19 170616 97.84 97.84 97.80 97.81 -0.03 100 3,557 +100
Total Volume and Open Interest 98,324 1,035,552 +1,368
10-Year Aus T-Bonds(SFE)
Sep17 170616 97.60 97.61 97.54 97.55 -0.05 228,016 910,471 +69,807
Dec17 170616 97.55 97.55 97.55 97.55        
3-Year Aus T-Bonds(SFE)
Sep17 170616 98.23 98.24 98.17 98.19 -0.04 272,001 924,567 +50,557
Dec17 170616 98.19 98.19 98.19 98.19        
Gold(CMX)
Jun17 170616 1252.8 1255.3 1251.3 1254.0 +1.8 336 1,573 +22
Aug17 170616 1255.6 1258.6 1253.2 1256.5 +1.9 348,339 346,986 +1,241
Oct17 170616 1259.3 1261.7 1256.8 1260.0 +1.9 1,363 11,142 +229
Dec17 170616 1262.3 1265.5 1260.1 1263.4 +1.9 4,680 81,668 +1,399
Feb18 170616 1265.4 1268.2 1264.0 1266.8 +1.9 145 10,357 +26
Apr18 170616 1268.6 1270.7 1268.6 1270.1 +1.9 58 3,546 +2
Jun18 170616 1272.4 1273.9 1270.5 1273.4 +1.9 300 5,534 +16
Aug18 170616 1276.7 1285.8 1275.3 1276.7 +1.9 236 913 +50
Oct18 170616 1280.1 1280.1 1280.1 1280.1 +1.9 0 311 +0
Dec18 170616 1283.0 1283.6 1283.0 1283.6 +1.9 68 5,913 -7
Feb19 170616 1287.3 1287.3 1287.3 1287.3 +1.9 0 3 +0
Apr19 170616 1291.1 1291.1 1291.1 1291.1 +1.9      
Total Volume and Open Interest 356,825 474,001 +2,867
Silver(CMX)
Jul17 170616 1672.0 1680.0 1662.0 1666.1 -5.5 127,359 96,828 -3,705
Sep17 170616 1678.5 1686.0 1668.0 1672.1 -6.1 16,368 64,461 +5,009
Dec17 170616 1690.0 1696.5 1679.0 1682.6 -6.2 3,999 35,734 -202
Mar18 170616 1693.0 1695.5 1692.9 1692.9 -6.4 103 2,155 +7
May18 170616 1705.5 1705.5 1699.9 1699.9 -6.5 6 1,089 +0
Jul18 170616 1706.7 1743.0 1706.7 1706.7 -6.6 6 590 +0
Sep18 170616 1713.8 1718.0 1713.8 1713.8 -6.6 0 16 +0
Total Volume and Open Interest 147,981 202,393 +1,179
Platinum(NYMEX)
Jul17 170616 922.0 930.0 920.9 926.8 +5.5 30,682 47,546 -5,245
Oct17 170616 926.3 932.5 923.8 929.6 +5.2 3,942 22,275 +1,201
Jan18 170616 930.1 933.6 930.1 933.6 +5.2 530 2,345 +377
Apr18 170616 938.0 956.3 938.0 938.0 +5.2 2 94 +1
Total Volume and Open Interest 35,159 72,329 -3,711
Palladium(NYMEX)
Jun17 170616 887.85 893.95 887.85 888.65 +19.90 19 68 -14
Sep17 170616 862.85 870.45 858.30 865.65 +7.70 6,280 33,950 -161
Dec17 170616 854.05 860.15 848.80 855.45 +5.40 361 1,970 +241
Total Volume and Open Interest 6,690 36,181 +74
Copper(CMX)
Jul17 170616 256.75 257.85 255.50 256.40 -0.15 69,909 79,978 -3,037
Sep17 170616 258.25 259.30 257.00 257.90 -0.15 22,007 77,926 +2,333
Dec17 170616 259.75 260.50 258.80 259.45 -0.20 3,085 58,109 +45
Mar18 170616 261.50 261.50 260.00 260.50 -0.30 1,149 13,503 +353
May18 170616 261.80 261.90 260.80 261.05 -0.35 17 4,586 -1
Total Volume and Open Interest 97,169 260,588 -43
E-mini DJIA Index(CBOT)
Sep17 170616 21314 21366 21264 21333 +13 170,404 109,282 +6,663
Dec17 170616 21260 21301 21210 21282 +13 5 147 +3
Mar18 170616 21252 21252 21252 21252 +13 0 6 +0
Jun18 170616 21221 21221 21221 21221 +13      
Total Volume and Open Interest 204,929 143,060 -536
S & P 500(CME)
Sep17 170616 2432.40 2435.70 2431.00 2431.00 -1.10 7,794 35,411 +1,808
Dec17 170616 2428.60 2428.60 2418.80 2428.60 -1.20 0 225 +0
Mar18 170616 2426.70 2426.70 2416.90 2426.70 -1.20      
Jun18 170616 2427.70 2427.70 2417.90 2427.70 -1.20      
Total Volume and Open Interest 18,706 88,476 -2,924
S & P 500 E-Mini(Globex)
Sep17 170616 2431.25 2436.75 2420.25 2431.00 -1.00 1,818,280 2,689,253 +255,532
Dec17 170616 2429.00 2434.50 2418.25 2428.50 -1.25 535 14,621 +114
Mar18 170616 2426.00 2431.00 2418.50 2426.75 -1.25 8 635 +7
Jun18 170616 2430.00 2430.00 2427.75 2427.75 -1.25      
Total Volume and Open Interest 2,503,367 3,490,350 +17,884
NASDAQ 100 E-Mini(Globex)
Sep17 170616 5709.00 5727.50 5661.00 5684.00 -25.30 429,542 304,185 +16,395
Dec17 170616 5732.80 5732.80 5670.50 5690.50 -24.50 41 802 +4
Mar18 170616 5699.00 5699.00 5660.00 5699.00 -24.50 2 23 +0
Total Volume and Open Interest 550,392 438,534 -9,701
S&P Midcap 400(CME) e-Mini
Jun17 170616 1746.85 1757.50 1744.00 1746.85 -6.35 7,799 10,339 -6,083
Sep17 170616 1753.90 1758.40 1742.90 1754.20 +0.60 18,443 86,782 +5,549
Dec17 170616 1750.90 1750.90 1745.30 1750.90 +0.60      
Total Volume and Open Interest 26,242 97,121 -534
Volatility Index(CBOE)
Jun17 170616 11.55 11.80 11.30 11.33 -0.20 132,063 166,062 -19,982
Jul17 170616 12.42 12.55 12.23 12.33 -0.10 115,742 272,023 +26,419
Aug17 170616 13.15 13.20 12.93 12.98 -0.15 33,884 66,274 +4,364
Sep17 170616 14.35 14.45 14.12 14.18 -0.20 14,949 45,017 -1,812
Total Volume and Open Interest 312,116 632,497 +9,150
S & P 600(CME)
Jun17 170616 849.20 849.20 849.20 849.20 -8.20      
Sep17 170616 851.70 851.70 851.70 851.70 -4.40      
Total Volume and Open Interest      
Russell 2000 Mini(ICE)
Sep17 170616 1413.10 1417.00 1397.40 1409.10 -2.20 205,542 550,767 +57,237
Dec17 170616 1398.10 1410.00 1398.10 1408.30 -2.00 0 80 +0
Mar18 170616 1407.30 1407.30 1407.30 1407.30 -2.00 0 1 +0
Total Volume and Open Interest 302,841 657,298 -530
Nikkei 225(CME)
Sep17 170616 19920 20020 19900 19975 +55 11,336 36,743 +71
Dec17 170616 19920 19920 19900 19900 +55      
Total Volume and Open Interest 11,336 36,743 +71
Nikkei 225(SGX)
Sep17 170616 19940 19965 19920 19920 +100 48,698 202,934 -895
Dec17 170616 19830 19830 19800 19800 +100 6 2,501 +5
Mar18 170615 19660 19660 19660 19660 -55 5 205 +5
Total Volume and Open Interest 56,641 213,461 -1,503
Nikkei 225 Mini(JPX)
Jun17 170608 19915 20070 19895 19970 +20 626,100 422,848 -34,323
Sep17 170615 19905 19940 19710 19810 -70 662,518 211,543 -23,727
Dec17 170615 19775 19810 19590 19670 -80 4,739 5,055 -189
Total Volume and Open Interest 698,613 306,380 -26,888
Nikkei 225(JPX)
Jun17 170608 19910 20070 19890 19970 +20 108,140 254,122 -54,289
Sep17 170615 19900 19940 19710 19810 -70 45,884 297,713 -202
Dec17 170615 19780 19800 19600 19670 -80 188 39,174 +42
Total Volume and Open Interest 46,109 403,621 -136
Nikkei 225(CME) Yen
Jun17 170608 20020 20070 19895 20030 +40 68,252 58,933 -12,355
Sep17 170616 19880 19980 19855 19920 +50 47,908 61,851 -2,032
Dec17 170616 19835 19835 19795 19795 +50 0 1 +0
Total Volume and Open Interest 47,908 61,852 -2,032
Nikkei 225(CME) e-Mini Yen
Jun17 170608 20030 20030 19910 20030 +40 0 25 +0
Sep17 170616 19910 19920 19910 19920 +50 0 2 +0
Dec17 170616 19790 19795 19790 19790 +50      
Total Volume and Open Interest 0 2 +0
CAC 40(EURONEXT)
Jun17 170616 5230.0 5274.0 5230.0 5242.0 +25.5 215,911 211,688 -109,041
Jul17 170616 5222.0 5265.5 5222.0 5254.5 +46.5 135,914 338,475 +92,259
Aug17 170616 5224.5 5264.0 5224.5 5253.0 +46.5 2 11 +1
Sep17 170616 5258.5 5259.5 5229.5 5252.5 +46.5 5,320 19,486 +3,663
Total Volume and Open Interest 357,147 584,065 -13,118
Hang Seng Index(HKFE)
Jun17 170616 25433 25568 25345 25497 +62 92,247 152,819 -257
Jul17 170616 25317 25450 25235 25378 +59 1,390 7,507 +892
Total Volume and Open Interest 94,248 173,400 +490
DAX(EUREX)
Jun17 170616 12722.0 12765.0 12717.5 12736.0 +41.0 148,882 64,260 -40,059
Sep17 170616 12718.0 12757.0 12700.0 12734.0 +47.0 64,144 146,533 +14,274
Dec17 170616 12704.0 12741.5 12693.5 12723.5 +47.0 90 3,904 +18
Total Volume and Open Interest 213,116 214,697 -25,767
Mini-DAX(EUREX)
Jun17 170616 12717.0 12765.0 12717.0 12736.0 +41.0 25,436 8,293 -1,358
Sep17 170616 12712.0 12757.0 12701.0 12734.0 +47.0 2,635 6,549 +1,172
Dec17 170616 12704.0 12741.0 12704.0 12723.5 +47.0 60 120 +2
Total Volume and Open Interest 28,131 14,962 -184
DJ EuroSTOXX 50(EUREX)
Jun17 170616 3534 3553 3533 3537 +9 2,367,982 989,478 -805,367
Sep17 170616 3525 3545 3518 3530 +10 1,820,644 3,222,072 +540,170
Dec17 170616 3512 3529 3506 3516 +10 305 41,894 +204
Total Volume and Open Interest 4,188,931 4,253,444 -264,993
Swiss Market Index(EUREX)
Jun17 170616 8892 8922 8879 8903 +68 114,870 76,918 -44,353
Sep17 170616 8877 8968 8857 8929 +111 91,035 176,456 +3,041
Dec17 170616 8890 8940 8890 8902 +111 148 1,536 +502
Total Volume and Open Interest 206,053 254,910 -40,810
FT-SE 100(EURONEXT)
Jun17 170616 7431.50 7489.00 7429.50 7486.00 +62.00 283,103 132,518 -139,244
Sep17 170616 7364.50 7437.00 7364.50 7394.50 +32.50 214,430 758,930 +117,814
Dec17 170616 7340.50 7357.50 7340.50 7346.00 +26.00 16 11,298 +9
Total Volume and Open Interest 497,549 902,746 -21,421
SPI 200(SFE)
Sep17 170616 5696.0 5743.0 5682.0 5714.0 +10.0 239,962 333,568 +103,640
Dec17 170616 5698.0 5698.0 5698.0 5698.0 +10.0 0 1,402 +0
Mar18 170616 5651.0 5651.0 5651.0 5651.0 +10.0 183 1,393 +183
Total Volume and Open Interest 476,526 478,390 -14,943
FTSE MIB(ISE)
Jun17 170616 21000.00 21030.00 21000.00 21029.00 +158.00 56,833 17,804 -3,103
Sep17 170616 20920.00 20960.00 20710.00 20835.00 +56.00 35,953 35,077 +7,269
Dec17 170616 20750.00 20750.00 20640.00 20730.00 +61.00 0 2 +0
Total Volume and Open Interest 92,786 52,883 +4,166
KOSPI 200(KFE)
Sep17 170616 306.25 308.00 305.45 307.35 +0.35 191,906 262,154 -2,136
Dec17 170616 306.50 308.60 306.25 308.00 +0.35 340 30,421 +524
Mar18 170616 304.50 304.50 304.50 304.50 unch 11 7,201 +6
Total Volume and Open Interest 192,257 320,365 -1,106
GSCI(CME)
Jul17 170616 364.25 364.35 363.15 364.00 +2.20 199 14,904 +63
Aug17 170616 363.20 363.20 363.20 363.20 +2.20      
Sep17 170616 364.80 364.80 364.80 364.80 +2.20      
Total Volume and Open Interest 204 15,840  
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.

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy