|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Mon March 07, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar16 |
160307 |
875.00 |
879.75 |
873.00 |
873.50 |
+3.00 |
4,904 |
3,627 |
-1,182 |
May16 |
160307 |
881.25 |
887.50 |
880.25 |
881.75 |
+3.25 |
78,485 |
349,502 |
+2,276 |
Jul16 |
160307 |
887.00 |
893.00 |
886.25 |
887.25 |
+2.75 |
26,353 |
165,192 |
-419 |
Aug16 |
160307 |
889.75 |
895.00 |
888.50 |
889.50 |
+2.75 |
926 |
19,071 |
-17 |
Sep16 |
160307 |
889.25 |
894.75 |
888.25 |
889.50 |
+2.50 |
751 |
8,906 |
-39 |
Nov16 |
160307 |
892.25 |
898.00 |
891.25 |
893.00 |
+2.00 |
16,580 |
136,099 |
-295 |
Jan17 |
160307 |
898.00 |
903.00 |
897.75 |
897.75 |
+1.50 |
424 |
3,431 |
+25 |
Mar17 |
160307 |
901.50 |
905.25 |
899.00 |
900.50 |
+0.75 |
692 |
8,506 |
+239 |
May17 |
160307 |
904.25 |
908.25 |
901.75 |
903.75 |
+0.50 |
165 |
3,039 |
-7 |
Jul17 |
160307 |
911.75 |
913.25 |
907.50 |
908.75 |
unch |
164 |
2,420 |
+34 |
Aug17 |
160307 |
906.50 |
906.50 |
906.50 |
906.50 |
unch |
0 |
48 |
+0 |
Sep17 |
160307 |
898.75 |
898.75 |
898.75 |
898.75 |
unch |
0 |
35 |
+0 |
Nov17 |
160307 |
894.00 |
898.00 |
893.00 |
893.00 |
unch |
167 |
2,947 |
+46 |
Jan18 |
160307 |
897.75 |
897.75 |
897.75 |
897.75 |
unch |
1 |
11 |
+1 |
Total Volume and Open Interest |
129,612 |
702,904 |
+662 |
Soybean Meal(CBOT) |
Mar16 |
160307 |
268.90 |
271.20 |
268.50 |
268.50 |
+0.80 |
813 |
1,717 |
-333 |
May16 |
160307 |
272.20 |
273.90 |
270.30 |
271.10 |
+0.20 |
29,574 |
186,058 |
-1,493 |
Jul16 |
160307 |
274.00 |
276.00 |
272.80 |
273.60 |
+0.40 |
7,224 |
92,131 |
+863 |
Aug16 |
160307 |
275.30 |
277.00 |
273.80 |
274.50 |
+0.30 |
1,182 |
21,416 |
+90 |
Sep16 |
160307 |
276.80 |
278.00 |
275.00 |
275.70 |
+0.20 |
759 |
17,739 |
+134 |
Oct16 |
160307 |
277.30 |
278.30 |
275.60 |
276.20 |
+0.10 |
386 |
12,699 |
+93 |
Dec16 |
160307 |
279.00 |
280.10 |
277.00 |
277.80 |
-0.10 |
2,708 |
44,917 |
+266 |
Jan17 |
160307 |
279.60 |
280.80 |
278.50 |
278.90 |
-0.20 |
316 |
3,218 |
-30 |
Mar17 |
160307 |
280.90 |
282.10 |
279.60 |
280.10 |
-0.50 |
131 |
4,321 |
-1 |
May17 |
160307 |
282.20 |
282.50 |
280.30 |
280.90 |
-0.60 |
23 |
1,734 |
+8 |
Total Volume and Open Interest |
43,205 |
388,536 |
-353 |
Soybean Oil(CBOT) |
Mar16 |
160307 |
30.85 |
31.05 |
30.84 |
30.95 |
+0.22 |
1,514 |
978 |
-571 |
May16 |
160307 |
30.96 |
31.30 |
30.89 |
31.17 |
+0.21 |
41,622 |
173,973 |
-2,535 |
Jul16 |
160307 |
31.20 |
31.52 |
31.18 |
31.41 |
+0.22 |
11,451 |
99,823 |
+917 |
Aug16 |
160307 |
31.45 |
31.60 |
31.29 |
31.50 |
+0.22 |
1,190 |
22,064 |
-36 |
Sep16 |
160307 |
31.41 |
31.68 |
31.38 |
31.59 |
+0.22 |
863 |
13,017 |
+191 |
Oct16 |
160307 |
31.60 |
31.71 |
31.44 |
31.65 |
+0.23 |
284 |
10,132 |
-4 |
Dec16 |
160307 |
31.62 |
31.90 |
31.55 |
31.83 |
+0.27 |
3,090 |
39,445 |
-542 |
Jan17 |
160307 |
31.95 |
32.12 |
31.88 |
32.07 |
+0.27 |
386 |
3,187 |
-146 |
Mar17 |
160307 |
32.05 |
32.27 |
32.00 |
32.23 |
+0.26 |
128 |
4,455 |
+30 |
May17 |
160307 |
32.23 |
32.43 |
32.20 |
32.38 |
+0.25 |
38 |
2,214 |
+7 |
Total Volume and Open Interest |
60,638 |
379,178 |
-2,674 |
Canola(WCE) |
Mar16 |
160307 |
455.2 |
455.2 |
455.2 |
455.2 |
+4.9 |
0 |
118 |
-34 |
May16 |
160307 |
450.5 |
458.0 |
450.2 |
457.2 |
+4.9 |
29,777 |
117,352 |
-977 |
Jul16 |
160307 |
456.0 |
463.1 |
455.5 |
462.4 |
+4.9 |
9,641 |
34,164 |
+5,697 |
Nov16 |
160307 |
467.0 |
471.0 |
465.9 |
470.2 |
+4.0 |
5,480 |
21,189 |
+949 |
Jan17 |
160307 |
473.9 |
475.7 |
473.9 |
475.0 |
+4.0 |
73 |
940 |
+64 |
Total Volume and Open Interest |
44,976 |
173,968 |
+5,699 |
Corn(CBOT) |
Mar16 |
160307 |
357.50 |
358.50 |
355.00 |
355.00 |
+0.50 |
4,106 |
7,846 |
-2,032 |
May16 |
160307 |
361.00 |
362.25 |
358.25 |
359.00 |
+0.75 |
148,797 |
672,742 |
+12,506 |
Jul16 |
160307 |
365.50 |
367.25 |
363.75 |
364.75 |
+1.25 |
46,241 |
290,012 |
+3,885 |
Sep16 |
160307 |
371.25 |
372.75 |
369.75 |
370.50 |
+1.00 |
14,143 |
128,894 |
+2,389 |
Dec16 |
160307 |
381.00 |
381.50 |
378.50 |
379.50 |
+1.50 |
26,431 |
180,685 |
+1,771 |
Mar17 |
160307 |
389.00 |
390.25 |
387.25 |
388.00 |
+1.25 |
1,576 |
33,031 |
-46 |
May17 |
160307 |
393.75 |
394.00 |
392.00 |
392.00 |
+1.00 |
104 |
5,084 |
+3 |
Jul17 |
160307 |
396.75 |
397.75 |
395.00 |
395.25 |
+1.00 |
902 |
13,799 |
+509 |
Sep17 |
160307 |
387.75 |
387.75 |
387.75 |
387.75 |
+1.25 |
5 |
1,783 |
+0 |
Dec17 |
160307 |
388.50 |
388.50 |
385.50 |
385.75 |
+1.25 |
627 |
12,078 |
+131 |
Total Volume and Open Interest |
243,100 |
1,348,029 |
+19,177 |
Wheat(CBOT) |
Mar16 |
160307 |
460.00 |
462.25 |
457.75 |
457.75 |
+3.00 |
1,000 |
954 |
-127 |
May16 |
160307 |
465.00 |
468.50 |
461.75 |
462.75 |
+2.00 |
86,751 |
237,144 |
-8,088 |
Jul16 |
160307 |
469.50 |
474.00 |
468.00 |
469.00 |
+2.25 |
34,053 |
119,804 |
-89 |
Sep16 |
160307 |
479.25 |
483.00 |
477.50 |
478.75 |
+2.50 |
8,784 |
24,380 |
+2,335 |
Dec16 |
160307 |
495.00 |
497.25 |
492.25 |
493.25 |
+2.00 |
6,176 |
40,180 |
+185 |
Mar17 |
160307 |
508.00 |
511.00 |
506.50 |
506.50 |
+1.00 |
1,449 |
9,440 |
+239 |
Total Volume and Open Interest |
139,523 |
434,523 |
-5,081 |
Wheat(KCBT) |
Mar16 |
160307 |
462.50 |
466.00 |
458.00 |
459.75 |
+2.00 |
57 |
167 |
-21 |
May16 |
160307 |
475.00 |
478.00 |
469.25 |
470.75 |
+2.00 |
19,162 |
102,766 |
-1,713 |
Jul16 |
160307 |
479.75 |
487.25 |
478.75 |
480.25 |
+2.25 |
9,881 |
69,762 |
-425 |
Sep16 |
160307 |
494.50 |
500.00 |
492.25 |
493.50 |
+2.00 |
1,068 |
10,745 |
+76 |
Dec16 |
160307 |
513.75 |
520.00 |
512.25 |
513.50 |
+2.75 |
1,476 |
20,278 |
+90 |
Mar17 |
160307 |
530.00 |
533.00 |
526.00 |
527.25 |
+3.00 |
669 |
8,155 |
+208 |
May17 |
160307 |
538.50 |
541.00 |
535.25 |
535.25 |
+2.75 |
165 |
2,499 |
+11 |
Total Volume and Open Interest |
32,658 |
214,882 |
-1,730 |
Wheat(MGE) |
Mar16 |
160307 |
505.00 |
509.50 |
504.00 |
506.00 |
+3.25 |
93 |
267 |
-50 |
May16 |
160307 |
499.75 |
506.50 |
499.50 |
500.75 |
+3.00 |
4,486 |
30,450 |
-482 |
Jul16 |
160307 |
507.00 |
514.50 |
507.00 |
508.75 |
+3.25 |
1,199 |
20,084 |
+179 |
Sep16 |
160307 |
520.00 |
524.25 |
517.50 |
518.50 |
+3.75 |
139 |
8,481 |
+1 |
Dec16 |
160307 |
535.00 |
539.50 |
533.00 |
533.25 |
+2.75 |
131 |
7,043 |
+86 |
Mar17 |
160307 |
549.00 |
553.75 |
547.75 |
547.75 |
+3.75 |
128 |
3,207 |
+55 |
Total Volume and Open Interest |
6,206 |
70,568 |
-211 |
Oats(CBOT) |
Mar16 |
160307 |
173.50 |
176.25 |
173.50 |
176.25 |
+6.00 |
1 |
40 |
-51 |
May16 |
160307 |
184.00 |
188.00 |
184.00 |
187.75 |
+6.00 |
528 |
8,309 |
-22 |
Jul16 |
160307 |
195.00 |
198.25 |
195.00 |
197.75 |
+5.50 |
215 |
1,801 |
+85 |
Sep16 |
160307 |
204.75 |
204.75 |
203.25 |
203.25 |
+4.25 |
54 |
140 |
+5 |
Total Volume and Open Interest |
860 |
10,619 |
+44 |
Rough Rice(CBOT) |
Mar16 |
160307 |
10.47 |
10.55 |
10.45 |
10.45 |
+0.19 |
165 |
156 |
+77 |
May16 |
160307 |
10.57 |
10.95 |
10.53 |
10.70 |
+0.19 |
387 |
9,988 |
-65 |
Jul16 |
160307 |
10.99 |
10.99 |
10.91 |
10.97 |
+0.19 |
232 |
1,504 |
+178 |
Sep16 |
160307 |
11.15 |
11.15 |
11.00 |
11.10 |
+0.17 |
5 |
193 |
+0 |
Total Volume and Open Interest |
795 |
11,858 |
+193 |
Live Cattle(CME) |
Apr16 |
160307 |
135.750 |
136.735 |
134.800 |
135.950 |
-0.400 |
23,023 |
113,287 |
-1,612 |
Jun16 |
160307 |
125.930 |
126.850 |
124.900 |
126.080 |
-0.400 |
13,852 |
82,263 |
+2,084 |
Aug16 |
160307 |
121.400 |
121.980 |
120.580 |
121.430 |
-0.500 |
7,180 |
41,580 |
+715 |
Oct16 |
160307 |
121.635 |
122.050 |
120.800 |
121.635 |
-0.445 |
3,096 |
27,716 |
+804 |
Dec16 |
160307 |
121.300 |
121.500 |
120.430 |
121.200 |
-0.335 |
1,227 |
13,591 |
+294 |
Feb17 |
160307 |
120.135 |
120.580 |
119.550 |
120.330 |
-0.250 |
287 |
3,683 |
+29 |
Total Volume and Open Interest |
48,796 |
283,894 |
+2,369 |
Feeder Cattle(CME) |
Mar16 |
160307 |
157.685 |
158.500 |
156.800 |
157.950 |
-0.550 |
1,629 |
6,240 |
-426 |
Apr16 |
160307 |
157.600 |
158.550 |
156.250 |
157.850 |
-0.385 |
3,344 |
12,414 |
-90 |
May16 |
160307 |
156.450 |
157.750 |
155.400 |
157.380 |
+0.195 |
2,319 |
9,559 |
+226 |
Aug16 |
160307 |
156.700 |
158.000 |
155.550 |
157.750 |
+0.670 |
1,678 |
9,381 |
+249 |
Sep16 |
160307 |
155.285 |
156.550 |
154.285 |
156.400 |
+0.615 |
251 |
1,288 |
+113 |
Oct16 |
160307 |
152.830 |
154.235 |
152.235 |
154.100 |
+0.450 |
190 |
991 |
+38 |
Nov16 |
160307 |
148.735 |
150.285 |
148.380 |
150.235 |
+0.585 |
181 |
1,053 |
+28 |
Total Volume and Open Interest |
9,599 |
40,998 |
+142 |
Lean Hogs(CME) |
Apr16 |
160307 |
70.850 |
70.950 |
69.285 |
70.050 |
-0.750 |
16,852 |
68,619 |
-1,835 |
May16 |
160307 |
77.300 |
77.300 |
76.800 |
77.150 |
-0.180 |
47 |
1,602 |
+1 |
Jun16 |
160307 |
81.285 |
81.385 |
80.535 |
81.200 |
-0.030 |
9,686 |
50,235 |
+1,542 |
Jul16 |
160307 |
80.850 |
81.000 |
80.300 |
80.900 |
+0.015 |
2,816 |
16,577 |
+313 |
Aug16 |
160307 |
80.100 |
80.450 |
79.635 |
80.350 |
+0.200 |
3,158 |
22,746 |
+585 |
Oct16 |
160307 |
68.500 |
68.750 |
68.080 |
68.700 |
+0.220 |
1,684 |
20,076 |
+54 |
Dec16 |
160307 |
63.735 |
63.930 |
63.380 |
63.800 |
+0.120 |
486 |
13,953 |
+160 |
Feb17 |
160307 |
66.000 |
66.150 |
65.800 |
66.000 |
+0.025 |
111 |
3,723 |
+77 |
Total Volume and Open Interest |
34,842 |
198,427 |
+898 |
Class III Milk(CME) |
Mar16 |
160307 |
13.82 |
13.90 |
13.82 |
13.87 |
+0.09 |
227 |
4,276 |
-132 |
Apr16 |
160307 |
13.53 |
13.66 |
13.53 |
13.63 |
+0.10 |
349 |
5,118 |
+238 |
May16 |
160307 |
13.58 |
13.60 |
13.53 |
13.54 |
+0.01 |
143 |
3,997 |
+48 |
Jun16 |
160307 |
13.62 |
13.65 |
13.58 |
13.63 |
unch |
98 |
3,428 |
+32 |
Jul16 |
160307 |
13.99 |
14.03 |
13.99 |
14.00 |
-0.04 |
55 |
2,801 |
+22 |
Aug16 |
160307 |
14.45 |
14.48 |
14.44 |
14.44 |
-0.06 |
27 |
2,451 |
+9 |
Sep16 |
160307 |
14.74 |
14.76 |
14.74 |
14.74 |
-0.03 |
32 |
2,425 |
+16 |
Oct16 |
160307 |
15.00 |
15.00 |
15.00 |
15.00 |
unch |
23 |
1,962 |
+10 |
Nov16 |
160307 |
15.00 |
15.01 |
15.00 |
15.00 |
unch |
31 |
1,856 |
+23 |
Dec16 |
160307 |
15.00 |
15.00 |
15.00 |
15.00 |
unch |
18 |
1,751 |
+17 |
Jan17 |
160307 |
15.02 |
15.02 |
14.98 |
15.00 |
-0.02 |
3 |
307 |
+3 |
Feb17 |
160307 |
15.05 |
15.05 |
15.00 |
15.00 |
-0.05 |
3 |
241 |
+0 |
Mar17 |
160307 |
15.17 |
15.17 |
15.10 |
15.15 |
-0.02 |
3 |
202 |
+0 |
Total Volume and Open Interest |
1,012 |
31,568 |
+286 |
Cocoa(ICE) |
Mar16 |
160307 |
2994 |
2994 |
2994 |
2994 |
-7 |
6 |
15 |
-4 |
May16 |
160307 |
2986 |
3017 |
2982 |
3010 |
+2 |
18,005 |
89,561 |
-1,963 |
Jul16 |
160307 |
2988 |
3014 |
2979 |
3009 |
+4 |
7,060 |
55,132 |
+359 |
Sep16 |
160307 |
2966 |
2995 |
2964 |
2991 |
+3 |
2,887 |
38,349 |
-55 |
Dec16 |
160307 |
2933 |
2963 |
2931 |
2958 |
+2 |
2,238 |
19,266 |
+657 |
Mar17 |
160307 |
2910 |
2940 |
2910 |
2935 |
+5 |
469 |
23,965 |
+44 |
May17 |
160307 |
2917 |
2927 |
2912 |
2927 |
+3 |
43 |
4,278 |
-6 |
Total Volume and Open Interest |
30,782 |
237,102 |
-909 |
Coffee "C"(ICE) |
Mar16 |
160307 |
117.65 |
119.25 |
117.20 |
118.65 |
-0.15 |
4 |
81 |
-1 |
May16 |
160307 |
121.10 |
121.80 |
118.25 |
120.90 |
-0.15 |
20,382 |
95,072 |
-1,830 |
Jul16 |
160307 |
122.75 |
123.45 |
120.00 |
122.70 |
-0.10 |
6,206 |
40,386 |
+635 |
Sep16 |
160307 |
124.20 |
125.00 |
121.60 |
124.40 |
-0.05 |
3,587 |
23,248 |
+610 |
Dec16 |
160307 |
126.35 |
126.65 |
123.55 |
126.30 |
-0.05 |
1,969 |
24,312 |
+286 |
Mar17 |
160307 |
126.60 |
128.35 |
125.50 |
128.15 |
-0.15 |
634 |
6,340 |
+188 |
Total Volume and Open Interest |
33,608 |
196,024 |
+88 |
Orange Juice(ICE) |
Mar16 |
160307 |
118.75 |
118.75 |
113.45 |
113.95 |
-5.85 |
7 |
298 |
-2 |
May16 |
160307 |
121.60 |
121.75 |
117.55 |
118.05 |
-2.45 |
590 |
8,844 |
+92 |
Jul16 |
160307 |
121.55 |
121.55 |
118.35 |
118.80 |
-2.55 |
58 |
1,385 |
+10 |
Sep16 |
160307 |
122.05 |
122.15 |
119.50 |
119.80 |
-2.55 |
52 |
672 |
+49 |
Nov16 |
160307 |
122.70 |
122.70 |
120.60 |
120.60 |
-1.80 |
33 |
185 |
+33 |
Jan17 |
160307 |
123.50 |
123.50 |
122.25 |
122.25 |
-1.45 |
0 |
13 |
+0 |
Total Volume and Open Interest |
740 |
11,398 |
+182 |
Sugar #11(ICE) |
May16 |
160307 |
14.80 |
14.87 |
14.54 |
14.66 |
-0.17 |
56,346 |
303,325 |
-7,108 |
Jul16 |
160307 |
14.62 |
14.76 |
14.48 |
14.61 |
-0.09 |
24,484 |
209,202 |
+698 |
Oct16 |
160307 |
14.80 |
14.88 |
14.62 |
14.77 |
-0.06 |
11,693 |
109,377 |
+1,984 |
Mar17 |
160307 |
15.20 |
15.35 |
15.11 |
15.26 |
-0.04 |
5,263 |
75,952 |
+1,183 |
May17 |
160307 |
15.11 |
15.19 |
14.98 |
15.12 |
-0.02 |
1,308 |
10,576 |
+356 |
Jul17 |
160307 |
14.96 |
15.02 |
14.86 |
14.95 |
unch |
1,090 |
17,669 |
-132 |
Oct17 |
160307 |
14.93 |
15.00 |
14.83 |
14.94 |
+0.01 |
622 |
15,295 |
-134 |
Mar18 |
160307 |
15.27 |
15.27 |
15.22 |
15.22 |
+0.04 |
311 |
5,932 |
+211 |
Total Volume and Open Interest |
101,386 |
752,183 |
-2,868 |
London Cocoa(LCE) |
Mar16 |
160307 |
2213 |
2230 |
2200 |
2215 |
-1 |
3,456 |
33,587 |
-737 |
May16 |
160307 |
2211 |
2227 |
2200 |
2212 |
+1 |
14,160 |
65,176 |
+2,920 |
Jul16 |
160307 |
2198 |
2214 |
2188 |
2200 |
+1 |
7,039 |
58,988 |
-375 |
Sep16 |
160307 |
2177 |
2192 |
2169 |
2179 |
unch |
3,198 |
50,160 |
+493 |
Dec16 |
160307 |
2130 |
2148 |
2125 |
2134 |
unch |
1,880 |
37,116 |
+197 |
Mar17 |
160307 |
2095 |
2115 |
2092 |
2101 |
unch |
785 |
34,952 |
+208 |
May17 |
160307 |
2090 |
2112 |
2090 |
2100 |
-1 |
163 |
3,431 |
-82 |
Total Volume and Open Interest |
30,689 |
284,310 |
+2,625 |
London Sugar(LCE) |
May16 |
160307 |
424.80 |
426.80 |
420.10 |
421.60 |
-2.20 |
5,243 |
37,034 |
+688 |
Aug16 |
160307 |
420.10 |
421.20 |
414.80 |
417.00 |
-1.70 |
2,401 |
22,467 |
+523 |
Oct16 |
160307 |
415.60 |
416.30 |
410.60 |
413.00 |
-1.20 |
686 |
11,081 |
+48 |
Dec16 |
160307 |
415.50 |
416.20 |
411.50 |
413.50 |
-0.40 |
316 |
5,646 |
+50 |
Mar17 |
160307 |
417.40 |
418.60 |
414.20 |
416.70 |
+2.00 |
85 |
3,945 |
-4 |
Total Volume and Open Interest |
8,759 |
82,691 |
+1,314 |
Cotton(ICE) |
Mar16 |
160307 |
59.27 |
60.38 |
58.92 |
58.92 |
-0.01 |
6 |
224 |
-42 |
May16 |
160307 |
57.19 |
57.90 |
57.10 |
57.38 |
+0.27 |
12,040 |
124,399 |
+548 |
Jul16 |
160307 |
56.75 |
57.58 |
56.75 |
57.35 |
+0.64 |
4,661 |
42,258 |
+406 |
Oct16 |
160307 |
57.26 |
57.26 |
57.26 |
57.26 |
+0.65 |
0 |
2 |
+0 |
Dec16 |
160307 |
56.60 |
57.38 |
56.58 |
57.26 |
+0.81 |
2,324 |
30,785 |
+439 |
Mar17 |
160307 |
57.57 |
58.20 |
57.57 |
58.13 |
+0.79 |
214 |
5,553 |
+16 |
Total Volume and Open Interest |
19,590 |
207,158 |
+1,615 |
Lumber(CME) |
Mar16 |
160307 |
279.9 |
280.1 |
276.0 |
278.7 |
+3.0 |
759 |
455 |
-185 |
May16 |
160307 |
277.1 |
282.3 |
276.8 |
281.6 |
+7.0 |
718 |
3,139 |
+192 |
Jul16 |
160307 |
277.7 |
281.7 |
276.2 |
281.0 |
+5.6 |
85 |
542 |
+29 |
Sep16 |
160307 |
281.4 |
282.4 |
281.4 |
281.4 |
+4.1 |
14 |
73 |
+9 |
Total Volume and Open Interest |
1,576 |
4,251 |
+45 |
Crude Oil(NYM) |
Apr16 |
160307 |
36.20 |
38.11 |
36.09 |
37.90 |
+1.98 |
512,962 |
471,316 |
-8,677 |
May16 |
160307 |
38.00 |
39.98 |
38.00 |
39.82 |
+2.07 |
168,943 |
296,643 |
+1,893 |
Jun16 |
160307 |
39.25 |
41.19 |
39.25 |
41.03 |
+2.05 |
119,975 |
208,911 |
-2,376 |
Jul16 |
160307 |
39.92 |
42.06 |
39.92 |
41.92 |
+2.05 |
45,656 |
91,439 |
+2,784 |
Aug16 |
160307 |
40.94 |
42.69 |
40.82 |
42.56 |
+2.03 |
30,547 |
57,146 |
-541 |
Sep16 |
160307 |
41.28 |
43.20 |
41.28 |
43.06 |
+1.99 |
29,760 |
74,382 |
+103 |
Oct16 |
160307 |
41.95 |
43.47 |
41.86 |
43.47 |
+1.93 |
12,224 |
43,292 |
+2,196 |
Nov16 |
160307 |
42.61 |
43.87 |
42.24 |
43.83 |
+1.87 |
9,238 |
40,133 |
-263 |
Dec16 |
160307 |
42.40 |
44.24 |
42.40 |
44.14 |
+1.82 |
61,560 |
185,867 |
+3,328 |
Jan17 |
160307 |
43.20 |
44.45 |
42.92 |
44.40 |
+1.78 |
3,957 |
33,362 |
+507 |
Feb17 |
160307 |
43.19 |
44.70 |
43.19 |
44.64 |
+1.74 |
3,256 |
14,760 |
+55 |
Mar17 |
160307 |
43.47 |
44.92 |
43.46 |
44.88 |
+1.71 |
9,153 |
31,860 |
+538 |
Apr17 |
160307 |
44.45 |
45.20 |
44.45 |
45.11 |
+1.68 |
1,925 |
11,129 |
+18 |
May17 |
160307 |
45.35 |
45.35 |
45.35 |
45.35 |
+1.67 |
1,457 |
9,541 |
-67 |
Jun17 |
160307 |
44.08 |
45.62 |
44.08 |
45.57 |
+1.66 |
10,457 |
40,973 |
+1,417 |
Jul17 |
160307 |
45.03 |
45.76 |
45.03 |
45.76 |
+1.65 |
990 |
7,066 |
+67 |
Total Volume and Open Interest |
1,050,406 |
1,814,434 |
-526 |
e-miNY Crude Oil(NYM) |
Apr16 |
160307 |
36.200 |
38.100 |
36.075 |
37.900 |
+1.975 |
10,985 |
5,180 |
+192 |
May16 |
160307 |
38.100 |
39.975 |
38.050 |
39.825 |
+2.075 |
237 |
516 |
-36 |
Jun16 |
160307 |
39.350 |
41.150 |
39.350 |
41.025 |
+2.050 |
54 |
324 |
+4 |
Jul16 |
160307 |
40.150 |
41.925 |
40.150 |
41.925 |
+2.050 |
5 |
184 |
+0 |
Aug16 |
160307 |
41.425 |
42.675 |
41.425 |
42.550 |
+2.025 |
2 |
55 |
+0 |
Sep16 |
160307 |
42.000 |
43.050 |
42.000 |
43.050 |
+1.975 |
0 |
76 |
+0 |
Oct16 |
160307 |
43.475 |
43.475 |
43.475 |
43.475 |
+1.925 |
0 |
42 |
+0 |
Nov16 |
160307 |
43.825 |
43.825 |
43.825 |
43.825 |
+1.875 |
0 |
10 |
+0 |
Dec16 |
160307 |
43.100 |
44.150 |
43.100 |
44.150 |
+1.825 |
0 |
227 |
+0 |
Jan17 |
160307 |
44.400 |
44.400 |
44.400 |
44.400 |
+1.775 |
0 |
7 |
+0 |
Total Volume and Open Interest |
11,285 |
7,168 |
+161 |
NY Harbor ULSD(NYM) |
Apr16 |
160307 |
116.76 |
122.73 |
115.97 |
122.25 |
+6.12 |
55,578 |
88,449 |
-2,534 |
May16 |
160307 |
117.93 |
124.25 |
117.64 |
123.75 |
+6.04 |
31,124 |
67,011 |
-954 |
Jun16 |
160307 |
120.00 |
125.96 |
119.43 |
125.50 |
+6.08 |
25,398 |
46,500 |
+1,031 |
Jul16 |
160307 |
122.04 |
127.86 |
121.99 |
127.49 |
+6.13 |
9,242 |
27,988 |
+1,029 |
Aug16 |
160307 |
124.28 |
129.88 |
124.28 |
129.61 |
+6.12 |
5,214 |
17,491 |
-141 |
Sep16 |
160307 |
126.52 |
131.99 |
126.52 |
131.84 |
+6.07 |
2,253 |
16,023 |
-112 |
Oct16 |
160307 |
129.13 |
133.98 |
128.71 |
133.98 |
+6.01 |
1,500 |
9,028 |
-15 |
Nov16 |
160307 |
130.85 |
136.05 |
130.85 |
136.05 |
+5.92 |
1,594 |
7,567 |
+295 |
Dec16 |
160307 |
132.73 |
138.09 |
132.23 |
137.86 |
+5.79 |
5,557 |
38,596 |
+1,319 |
Jan17 |
160307 |
134.89 |
139.44 |
134.89 |
139.44 |
+5.68 |
470 |
14,948 |
+152 |
Feb17 |
160307 |
136.14 |
140.62 |
136.14 |
140.58 |
+5.60 |
255 |
3,311 |
+47 |
Mar17 |
160307 |
138.00 |
141.07 |
138.00 |
141.07 |
+5.54 |
481 |
4,842 |
+354 |
Apr17 |
160307 |
139.00 |
142.05 |
139.00 |
140.84 |
+5.46 |
107 |
1,674 |
+10 |
May17 |
160307 |
141.00 |
141.70 |
141.00 |
141.02 |
+5.35 |
106 |
1,504 |
+29 |
Total Volume and Open Interest |
140,305 |
362,422 |
+812 |
RBOB Gasoline(NYM) |
Apr16 |
160307 |
133.03 |
140.00 |
133.03 |
139.27 |
+6.06 |
52,861 |
107,467 |
-3,877 |
May16 |
160307 |
137.63 |
143.61 |
136.86 |
142.96 |
+5.97 |
37,019 |
69,632 |
+1,377 |
Jun16 |
160307 |
139.10 |
145.18 |
138.71 |
144.66 |
+5.97 |
27,723 |
45,403 |
+993 |
Jul16 |
160307 |
139.94 |
145.05 |
138.91 |
144.79 |
+5.98 |
18,915 |
33,091 |
+1,083 |
Aug16 |
160307 |
138.68 |
143.50 |
137.56 |
143.41 |
+5.86 |
12,892 |
28,920 |
+1,169 |
Sep16 |
160307 |
136.47 |
141.18 |
135.72 |
140.96 |
+5.77 |
10,113 |
35,076 |
+1,491 |
Oct16 |
160307 |
122.94 |
127.71 |
122.40 |
127.59 |
+5.69 |
5,699 |
18,536 |
+230 |
Nov16 |
160307 |
120.11 |
124.70 |
119.87 |
124.70 |
+5.62 |
4,100 |
11,961 |
-560 |
Dec16 |
160307 |
118.00 |
123.21 |
117.99 |
123.12 |
+5.54 |
5,425 |
30,273 |
+401 |
Jan17 |
160307 |
123.43 |
123.43 |
123.43 |
123.43 |
+5.53 |
407 |
4,658 |
-33 |
Total Volume and Open Interest |
176,520 |
412,584 |
+2,350 |
e-miNY RBOB Gasoline(NYM) |
Apr16 |
160307 |
139.30 |
139.30 |
139.27 |
139.30 |
+6.10 |
0 |
1 |
+0 |
May16 |
160307 |
143.00 |
143.00 |
142.96 |
143.00 |
+6.00 |
|
|
|
Jun16 |
160307 |
144.70 |
144.70 |
144.66 |
144.70 |
+6.00 |
|
|
|
Jul16 |
160307 |
144.80 |
144.80 |
144.79 |
144.80 |
+6.00 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Apr16 |
160307 |
1.628 |
1.740 |
1.612 |
1.690 |
+0.024 |
139,558 |
288,283 |
-1,097 |
May16 |
160307 |
1.750 |
1.840 |
1.731 |
1.789 |
+0.002 |
62,557 |
208,946 |
-955 |
Jun16 |
160307 |
1.864 |
1.940 |
1.844 |
1.892 |
-0.008 |
28,068 |
59,045 |
+123 |
Jul16 |
160307 |
1.955 |
2.027 |
1.939 |
1.986 |
-0.010 |
27,499 |
75,889 |
+2,914 |
Aug16 |
160307 |
2.007 |
2.078 |
1.994 |
2.035 |
-0.011 |
14,934 |
35,678 |
-635 |
Sep16 |
160307 |
2.030 |
2.094 |
2.009 |
2.050 |
-0.015 |
15,805 |
72,344 |
+1,299 |
Oct16 |
160307 |
2.070 |
2.140 |
2.052 |
2.094 |
-0.013 |
31,117 |
70,503 |
-2,858 |
Nov16 |
160307 |
2.231 |
2.296 |
2.231 |
2.273 |
-0.003 |
7,445 |
24,723 |
+404 |
Dec16 |
160307 |
2.520 |
2.570 |
2.517 |
2.549 |
unch |
7,808 |
31,328 |
+1,008 |
Jan17 |
160307 |
2.657 |
2.698 |
2.644 |
2.677 |
-0.003 |
19,481 |
53,755 |
+931 |
Feb17 |
160307 |
2.661 |
2.692 |
2.643 |
2.676 |
-0.002 |
2,822 |
13,012 |
+2 |
Mar17 |
160307 |
2.624 |
2.664 |
2.616 |
2.646 |
-0.001 |
4,758 |
35,392 |
+425 |
Apr17 |
160307 |
2.464 |
2.502 |
2.459 |
2.490 |
unch |
4,177 |
31,867 |
+385 |
May17 |
160307 |
2.482 |
2.515 |
2.482 |
2.511 |
+0.003 |
495 |
7,199 |
+113 |
Jun17 |
160307 |
2.538 |
2.558 |
2.538 |
2.555 |
+0.003 |
237 |
3,812 |
+103 |
Jul17 |
160307 |
2.590 |
2.599 |
2.590 |
2.599 |
+0.003 |
523 |
3,471 |
+117 |
Total Volume and Open Interest |
370,558 |
1,057,493 |
+5,027 |
Brent Crude Oil(ICE) |
May16 |
160307 |
38.88 |
41.04 |
38.87 |
40.84 |
+2.12 |
256,490 |
519,371 |
+1,707 |
Jun16 |
160307 |
39.52 |
41.67 |
39.49 |
41.48 |
+2.12 |
161,872 |
318,231 |
+16,881 |
Jul16 |
160307 |
40.08 |
42.23 |
40.07 |
42.06 |
+2.14 |
61,373 |
168,589 |
+8,616 |
Aug16 |
160307 |
40.90 |
42.82 |
40.73 |
42.68 |
+2.14 |
33,125 |
95,977 |
+318 |
Sep16 |
160307 |
41.38 |
43.38 |
41.33 |
43.25 |
+2.12 |
37,914 |
135,106 |
+2,455 |
Oct16 |
160307 |
41.91 |
43.86 |
41.86 |
43.75 |
+2.10 |
13,183 |
65,771 |
+1,422 |
Nov16 |
160307 |
42.38 |
44.31 |
42.38 |
44.21 |
+2.09 |
11,520 |
63,129 |
+928 |
Dec16 |
160307 |
42.80 |
44.74 |
42.78 |
44.64 |
+2.08 |
74,881 |
306,716 |
-592 |
Jan17 |
160307 |
43.31 |
45.02 |
43.20 |
45.01 |
+2.07 |
4,151 |
45,997 |
+337 |
Feb17 |
160307 |
45.43 |
45.51 |
45.36 |
45.36 |
+2.05 |
2,499 |
41,555 |
+464 |
Mar17 |
160307 |
44.17 |
45.84 |
44.17 |
45.72 |
+2.02 |
2,774 |
33,382 |
+165 |
Apr17 |
160307 |
46.05 |
46.05 |
46.05 |
46.05 |
+1.98 |
942 |
17,094 |
+22 |
May17 |
160307 |
46.34 |
46.34 |
46.34 |
46.34 |
+1.96 |
1,535 |
15,465 |
+87 |
Jun17 |
160307 |
44.97 |
46.62 |
44.87 |
46.59 |
+1.93 |
14,072 |
55,538 |
-470 |
Total Volume and Open Interest |
701,229 |
2,185,373 |
+35,468 |
Gas Oil(ICE) |
Mar16 |
160307 |
343.75 |
364.50 |
341.50 |
355.00 |
+18.25 |
38,244 |
79,969 |
-9,865 |
Apr16 |
160307 |
348.75 |
369.25 |
347.00 |
360.25 |
+18.25 |
81,523 |
144,004 |
-7,292 |
May16 |
160307 |
353.75 |
373.50 |
352.25 |
364.50 |
+17.25 |
46,135 |
89,055 |
-3,559 |
Jun16 |
160307 |
360.00 |
377.50 |
357.75 |
369.25 |
+16.75 |
32,225 |
81,347 |
-1,578 |
Jul16 |
160307 |
365.00 |
383.00 |
364.50 |
374.50 |
+16.50 |
12,495 |
38,437 |
+938 |
Aug16 |
160307 |
371.50 |
388.00 |
369.75 |
380.00 |
+16.25 |
6,455 |
29,791 |
+520 |
Sep16 |
160307 |
376.75 |
392.50 |
375.75 |
385.00 |
+16.00 |
7,166 |
31,468 |
+490 |
Oct16 |
160307 |
381.75 |
397.50 |
381.75 |
390.25 |
+15.75 |
4,665 |
23,130 |
+299 |
Nov16 |
160307 |
386.00 |
401.25 |
385.50 |
394.00 |
+15.50 |
2,471 |
15,895 |
+178 |
Dec16 |
160307 |
389.25 |
404.75 |
388.00 |
397.00 |
+15.25 |
14,221 |
88,492 |
-1,312 |
Total Volume and Open Interest |
254,805 |
780,636 |
-20,571 |
Ethanol(CBOT) |
Apr16 |
160307 |
1.388 |
1.405 |
1.388 |
1.395 |
+0.009 |
288 |
1,700 |
-42 |
May16 |
160307 |
1.410 |
1.410 |
1.403 |
1.405 |
+0.011 |
101 |
869 |
+87 |
Jun16 |
160307 |
1.402 |
1.402 |
1.402 |
1.402 |
+0.011 |
3 |
268 |
+3 |
Jul16 |
160307 |
1.399 |
1.399 |
1.399 |
1.399 |
+0.011 |
5 |
541 |
-5 |
Aug16 |
160307 |
1.390 |
1.390 |
1.390 |
1.390 |
+0.011 |
0 |
107 |
+0 |
Sep16 |
160307 |
1.381 |
1.381 |
1.381 |
1.381 |
+0.011 |
0 |
152 |
+0 |
Oct16 |
160307 |
1.371 |
1.371 |
1.371 |
1.371 |
+0.011 |
0 |
161 |
+0 |
Nov16 |
160307 |
1.361 |
1.361 |
1.361 |
1.361 |
+0.011 |
0 |
80 |
+0 |
Total Volume and Open Interest |
397 |
4,211 |
-53 |
WTI Crude Oil(ICE) |
Apr16 |
160307 |
36.27 |
38.11 |
36.09 |
37.90 |
+1.98 |
48,109 |
67,127 |
-2,493 |
May16 |
160307 |
38.07 |
39.97 |
37.99 |
39.82 |
+2.07 |
66,212 |
86,406 |
+4,239 |
Jun16 |
160307 |
39.42 |
41.19 |
39.25 |
41.03 |
+2.05 |
47,178 |
80,992 |
+955 |
Jul16 |
160307 |
40.51 |
42.03 |
40.14 |
41.92 |
+2.05 |
17,737 |
20,895 |
-307 |
Aug16 |
160307 |
41.00 |
42.56 |
40.80 |
42.56 |
+2.03 |
9,235 |
9,517 |
+71 |
Sep16 |
160307 |
41.66 |
43.09 |
41.47 |
43.06 |
+1.99 |
5,110 |
20,124 |
-374 |
Oct16 |
160307 |
41.99 |
43.47 |
41.93 |
43.47 |
+1.93 |
2,268 |
4,827 |
+32 |
Nov16 |
160307 |
42.39 |
43.83 |
42.36 |
43.83 |
+1.87 |
1,785 |
9,885 |
-318 |
Dec16 |
160307 |
42.65 |
44.17 |
42.60 |
44.14 |
+1.82 |
12,631 |
64,029 |
+108 |
Jan17 |
160307 |
44.40 |
44.40 |
44.40 |
44.40 |
+1.78 |
923 |
5,042 |
-73 |
Feb17 |
160307 |
44.64 |
44.64 |
44.64 |
44.64 |
+1.74 |
286 |
3,766 |
+127 |
Mar17 |
160307 |
44.07 |
44.88 |
44.06 |
44.88 |
+1.71 |
397 |
2,676 |
+78 |
Apr17 |
160307 |
45.11 |
45.11 |
45.11 |
45.11 |
+1.68 |
87 |
1,905 |
+36 |
May17 |
160307 |
45.35 |
45.35 |
45.35 |
45.35 |
+1.67 |
15 |
1,091 |
+4 |
Jun17 |
160307 |
44.88 |
45.57 |
44.88 |
45.57 |
+1.66 |
1,453 |
16,521 |
-29 |
Jul17 |
160307 |
45.76 |
45.76 |
45.76 |
45.76 |
+1.65 |
5 |
1,129 |
+1 |
Total Volume and Open Interest |
217,364 |
451,415 |
+3,165 |
US Dollar Index(ICE) |
Mar16 |
160307 |
97.335 |
97.700 |
97.045 |
97.085 |
-0.257 |
22,216 |
56,767 |
-1,443 |
Jun16 |
160307 |
97.415 |
97.785 |
97.110 |
97.145 |
-0.293 |
1,895 |
6,355 |
+505 |
Sep16 |
160307 |
97.405 |
97.805 |
97.165 |
97.165 |
-0.332 |
17 |
633 |
+13 |
Total Volume and Open Interest |
24,133 |
63,834 |
-923 |
Australian Dollar(CME) |
Mar16 |
160307 |
74.21 |
74.82 |
73.91 |
74.68 |
+0.46 |
83,019 |
132,274 |
+2,892 |
Jun16 |
160307 |
73.92 |
74.52 |
73.60 |
74.37 |
+0.46 |
3,318 |
4,134 |
+901 |
Sep16 |
160307 |
73.66 |
74.06 |
73.66 |
74.06 |
+0.46 |
6 |
49 |
+2 |
Total Volume and Open Interest |
86,343 |
136,482 |
+3,795 |
British Pound(CME) |
Mar16 |
160307 |
142.24 |
142.85 |
141.34 |
142.64 |
+0.49 |
109,588 |
264,439 |
-6,759 |
Jun16 |
160307 |
142.17 |
142.88 |
141.39 |
142.69 |
+0.49 |
12,488 |
21,732 |
+10,808 |
Sep16 |
160307 |
142.42 |
142.92 |
141.63 |
142.81 |
+0.50 |
12 |
321 |
+3 |
Total Volume and Open Interest |
122,099 |
286,591 |
+4,062 |
Canadian Dollar(CME) |
Mar16 |
160307 |
75.07 |
75.40 |
74.75 |
75.31 |
+0.27 |
52,454 |
149,287 |
+1,349 |
Jun16 |
160307 |
75.06 |
75.41 |
74.76 |
75.32 |
+0.27 |
1,468 |
8,058 |
+173 |
Sep16 |
160307 |
75.02 |
75.41 |
74.82 |
75.36 |
+0.28 |
40 |
1,251 |
+3 |
Dec16 |
160307 |
75.08 |
75.46 |
74.87 |
75.39 |
+0.28 |
2 |
865 |
+0 |
Total Volume and Open Interest |
53,964 |
159,527 |
+1,525 |
Japanese Yen(CME) |
Mar16 |
160307 |
87.85 |
88.34 |
87.82 |
88.32 |
+0.63 |
105,200 |
252,810 |
-1,579 |
Jun16 |
160307 |
88.11 |
88.59 |
88.06 |
88.57 |
+0.63 |
1,648 |
7,837 |
+321 |
Sep16 |
160307 |
88.36 |
88.92 |
88.36 |
88.92 |
+0.64 |
11 |
192 |
+3 |
Total Volume and Open Interest |
106,859 |
260,915 |
-1,255 |
Swiss Franc(CME) |
Mar16 |
160307 |
100.63 |
100.74 |
99.90 |
100.55 |
+0.02 |
20,636 |
45,117 |
+107 |
Jun16 |
160307 |
101.00 |
101.19 |
100.36 |
100.99 |
unch |
663 |
2,322 |
+98 |
Sep16 |
160307 |
101.43 |
101.59 |
101.01 |
101.55 |
unch |
1 |
19 |
+0 |
Total Volume and Open Interest |
21,300 |
47,480 |
+205 |
EuroFX(CME) |
Mar16 |
160307 |
109.96 |
110.28 |
109.42 |
110.19 |
+0.18 |
184,961 |
400,960 |
-985 |
Jun16 |
160307 |
110.25 |
110.60 |
109.74 |
110.51 |
+0.18 |
7,131 |
18,271 |
+2,374 |
Sep16 |
160307 |
110.59 |
110.99 |
110.16 |
110.92 |
+0.18 |
321 |
1,003 |
+136 |
Total Volume and Open Interest |
192,428 |
421,226 |
+1,525 |
Mexican Peso(CME) |
Mar16 |
160307 |
562.25 |
564.75 |
559.13 |
563.38 |
+1.75 |
34,363 |
79,757 |
-1,378 |
Apr16 |
160307 |
561.75 |
561.75 |
561.75 |
561.75 |
+1.88 |
|
|
|
Total Volume and Open Interest |
35,591 |
140,805 |
-1,071 |
Brazilian Real(CME) |
Apr16 |
160307 |
264.00 |
266.40 |
262.00 |
262.30 |
-2.85 |
5,740 |
15,679 |
+3,438 |
May16 |
160307 |
260.35 |
260.35 |
260.35 |
260.35 |
-2.45 |
1 |
4 |
+1 |
Jun16 |
160307 |
260.30 |
260.35 |
257.95 |
257.95 |
-2.40 |
85 |
1,909 |
-11 |
Jul16 |
160307 |
255.65 |
255.65 |
255.65 |
255.65 |
-2.35 |
0 |
15 |
+0 |
Total Volume and Open Interest |
5,826 |
17,607 |
+3,428 |
30-Year T-Bonds(CBOT) |
Mar16 |
160307 |
163~250 |
163~250 |
163~040 |
163~210 |
+0~020 |
5,902 |
18,276 |
-2,598 |
Jun16 |
160307 |
162~140 |
162~150 |
161~220 |
162~100 |
+0~020 |
221,957 |
506,724 |
-2,498 |
Sep16 |
160307 |
161~000 |
161~020 |
161~000 |
161~020 |
+0~020 |
0 |
20 |
+0 |
Total Volume and Open Interest |
227,859 |
525,020 |
-5,096 |
10-Year T-Notes(CBOT) |
Mar16 |
160307 |
129~185 |
129~185 |
129~085 |
129~110 |
-0~050 |
24,369 |
109,923 |
-6,205 |
Jun16 |
160307 |
129~060 |
129~075 |
128~265 |
128~295 |
-0~055 |
1,137,434 |
2,773,276 |
-14,321 |
Sep16 |
160307 |
128~175 |
128~175 |
128~175 |
128~175 |
-0~055 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,161,803 |
2,883,200 |
-20,526 |
5-Year T-Notes(CBOT) |
Mar16 |
160307 |
120~116 |
120~116 |
120~034 |
120~050 |
-0~054 |
47,242 |
156,412 |
-17,549 |
Jun16 |
160307 |
120~056 |
120~062 |
119~280 |
119~296 |
-0~060 |
576,294 |
2,488,904 |
+7,737 |
Sep16 |
160307 |
119~146 |
119~146 |
119~146 |
119~146 |
-0~060 |
|
|
|
Total Volume and Open Interest |
623,536 |
2,645,316 |
-9,812 |
2 Year T-Notes(CBOT) |
Mar16 |
160307 |
109~036 |
109~036 |
109~016 |
109~020 |
-0~014 |
20,667 |
48,421 |
-7,840 |
Jun16 |
160307 |
109~014 |
109~016 |
108~304 |
108~306 |
-0~022 |
311,976 |
982,180 |
-23,726 |
Sep16 |
160307 |
108~226 |
108~226 |
108~226 |
108~226 |
-0~022 |
|
|
|
Total Volume and Open Interest |
332,643 |
1,030,601 |
-31,566 |
Eurodollars(CME) |
Mar16 |
160307 |
99.348 |
99.348 |
99.345 |
99.345 |
unch |
139,161 |
969,752 |
+9,256 |
Jun16 |
160307 |
99.265 |
99.265 |
99.230 |
99.235 |
-0.020 |
251,279 |
1,348,043 |
-7,134 |
Sep16 |
160307 |
99.185 |
99.185 |
99.145 |
99.150 |
-0.025 |
187,471 |
1,135,105 |
-17,884 |
Dec16 |
160307 |
99.110 |
99.110 |
99.060 |
99.065 |
-0.030 |
210,184 |
1,327,146 |
-9,820 |
Mar17 |
160307 |
99.045 |
99.045 |
98.995 |
99.000 |
-0.030 |
209,224 |
1,023,351 |
+6,995 |
Jun17 |
160307 |
98.970 |
98.970 |
98.915 |
98.925 |
-0.035 |
163,889 |
746,831 |
+2,082 |
Sep17 |
160307 |
98.900 |
98.900 |
98.840 |
98.850 |
-0.040 |
143,067 |
683,600 |
-1,979 |
Dec17 |
160307 |
98.820 |
98.820 |
98.755 |
98.765 |
-0.040 |
181,332 |
785,297 |
-22,189 |
Mar18 |
160307 |
98.755 |
98.755 |
98.690 |
98.700 |
-0.040 |
113,712 |
555,617 |
+990 |
Jun18 |
160307 |
98.670 |
98.680 |
98.615 |
98.630 |
-0.040 |
108,034 |
400,973 |
-2,625 |
Sep18 |
160307 |
98.615 |
98.615 |
98.550 |
98.565 |
-0.035 |
83,161 |
322,165 |
-7,458 |
Dec18 |
160307 |
98.545 |
98.545 |
98.475 |
98.490 |
-0.035 |
79,620 |
413,276 |
-3,342 |
Mar19 |
160307 |
98.475 |
98.480 |
98.420 |
98.435 |
-0.035 |
68,368 |
289,263 |
+2,664 |
Jun19 |
160307 |
98.410 |
98.415 |
98.355 |
98.375 |
-0.030 |
47,988 |
212,441 |
+106 |
Sep19 |
160307 |
98.345 |
98.350 |
98.290 |
98.310 |
-0.025 |
44,138 |
150,537 |
+996 |
Dec19 |
160307 |
98.275 |
98.275 |
98.225 |
98.245 |
-0.020 |
34,591 |
143,938 |
+3,200 |
Mar20 |
160307 |
98.210 |
98.215 |
98.170 |
98.190 |
-0.020 |
20,542 |
85,554 |
-127 |
Jun20 |
160307 |
98.160 |
98.160 |
98.110 |
98.130 |
-0.020 |
21,921 |
53,067 |
-81 |
Total Volume and Open Interest |
2,153,108 |
10,952,161 |
-41,186 |
Ultra T-Bond(CBOT) |
Mar16 |
160307 |
168~19 |
168~23 |
168~04 |
168~20 |
+0~05 |
4,451 |
14,350 |
-1,229 |
Jun16 |
160307 |
170~13 |
170~17 |
169~17 |
170~12 |
+0~06 |
83,310 |
605,966 |
+557 |
Sep16 |
160307 |
172~12 |
172~12 |
172~12 |
172~12 |
+0~06 |
|
|
|
Total Volume and Open Interest |
87,761 |
620,316 |
-672 |
30 Day Federal Funds(CBOT) |
Mar16 |
160307 |
99.625 |
99.628 |
99.622 |
99.622 |
unch |
10,754 |
68,673 |
+4,713 |
Apr16 |
160307 |
99.610 |
99.610 |
99.605 |
99.605 |
unch |
22,159 |
143,873 |
+1,322 |
May16 |
160307 |
99.575 |
99.575 |
99.565 |
99.565 |
-0.010 |
23,682 |
148,281 |
+1,162 |
Jun16 |
160307 |
99.545 |
99.545 |
99.525 |
99.530 |
-0.015 |
3,498 |
57,623 |
-483 |
Jul16 |
160307 |
99.510 |
99.510 |
99.490 |
99.490 |
-0.020 |
10,578 |
70,082 |
+1,172 |
Aug16 |
160307 |
99.500 |
99.500 |
99.475 |
99.475 |
-0.025 |
2,099 |
53,016 |
+402 |
Total Volume and Open Interest |
83,377 |
749,202 |
+7,853 |
3-Mth Euro-Yen(CME) |
Mar16 |
160307 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Jun16 |
160307 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Sep16 |
160307 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec16 |
160307 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar17 |
160307 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Jun17 |
160307 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Sep17 |
160307 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec17 |
160307 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar18 |
160307 |
99.935 |
99.935 |
99.935 |
99.935 |
unch |
|
|
|
Jun18 |
160307 |
99.795 |
99.795 |
99.795 |
99.795 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Mar16 |
160307 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun16 |
160307 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep16 |
160307 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec16 |
160307 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
4 |
+0 |
Mar17 |
160307 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160307 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160307 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160307 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Japanese Gov't Bonds(SGX) |
Mar16 |
160307 |
151.98 |
152.08 |
151.79 |
152.02 |
+0.25 |
4,739 |
17,421 |
+196 |
Jun16 |
160307 |
151.42 |
151.54 |
151.20 |
151.48 |
+0.27 |
1,693 |
752 |
+415 |
Sep16 |
160307 |
150.92 |
150.92 |
150.92 |
150.92 |
+0.27 |
|
|
|
Total Volume and Open Interest |
6,432 |
18,173 |
+611 |
Euro-Bund(EUREX) |
Mar16 |
160307 |
165.11 |
165.43 |
164.99 |
165.21 |
+0.34 |
1,225,892 |
576,955 |
-257,182 |
Jun16 |
160307 |
162.47 |
162.76 |
162.32 |
162.56 |
+0.34 |
627,176 |
782,727 |
+274,772 |
Sep16 |
160307 |
161.50 |
161.50 |
161.50 |
161.50 |
+0.34 |
0 |
13 |
+0 |
Total Volume and Open Interest |
1,853,068 |
1,359,695 |
+17,590 |
Euro-Bobl(EUREX) |
Mar16 |
160307 |
133.09 |
133.20 |
133.03 |
133.15 |
+0.15 |
1,001,172 |
407,048 |
-256,715 |
Jun16 |
160307 |
131.33 |
131.42 |
131.28 |
131.37 |
+0.13 |
497,095 |
714,271 |
+205,788 |
Sep16 |
160307 |
131.37 |
131.37 |
131.37 |
131.37 |
+0.13 |
|
|
|
Total Volume and Open Interest |
1,498,267 |
1,121,319 |
-50,927 |
3-Mth Euribor(EUREX) |
Mar16 |
160307 |
100.245 |
100.245 |
100.245 |
100.245 |
unch |
71 |
4,857 |
+0 |
Jun16 |
160307 |
100.290 |
100.290 |
100.290 |
100.290 |
unch |
81 |
11,268 |
+59 |
Sep16 |
160307 |
100.320 |
100.320 |
100.320 |
100.320 |
-0.010 |
137 |
5,775 |
+131 |
Total Volume and Open Interest |
987 |
71,283 |
+167 |
Long Gilt(LIFFE) |
Mar16 |
160307 |
121~13 |
121~14 |
121~06 |
121~11 |
+0~05 |
1,621 |
35,809 |
-540 |
Jun16 |
160307 |
120~12 |
120~21 |
120~10 |
120~15 |
+0~04 |
191,387 |
471,553 |
+72 |
Total Volume and Open Interest |
193,008 |
507,362 |
-468 |
3-Mth Short Sterling(LIFFE) |
Mar16 |
160307 |
99.40 |
99.41 |
99.40 |
99.41 |
+0.01 |
13,845 |
319,125 |
-2,397 |
Jun16 |
160307 |
99.40 |
99.40 |
99.39 |
99.40 |
+0.01 |
26,246 |
456,664 |
+1,589 |
Sep16 |
160307 |
99.39 |
99.40 |
99.38 |
99.40 |
+0.01 |
44,867 |
372,482 |
+4,454 |
Dec16 |
160307 |
99.39 |
99.39 |
99.37 |
99.39 |
unch |
40,741 |
423,939 |
+1,933 |
Mar17 |
160307 |
99.36 |
99.36 |
99.33 |
99.36 |
unch |
38,314 |
331,642 |
+2,013 |
Jun17 |
160307 |
99.31 |
99.32 |
99.28 |
99.31 |
unch |
41,120 |
277,535 |
-741 |
Total Volume and Open Interest |
421,880 |
3,500,444 |
+541 |
3-Mth Euribor(LIFFE) |
Mar16 |
160307 |
100.250 |
100.250 |
100.240 |
100.245 |
unch |
103,391 |
402,694 |
-18,542 |
Jun16 |
160307 |
100.295 |
100.295 |
100.285 |
100.290 |
unch |
144,465 |
509,950 |
-12,277 |
Sep16 |
160307 |
100.335 |
100.340 |
100.320 |
100.325 |
-0.005 |
97,312 |
439,958 |
+1,664 |
Total Volume and Open Interest |
818,133 |
3,803,104 |
+38,448 |
3-Mth Aus T-Bills(SFE) |
Mar16 |
160307 |
97.68 |
97.69 |
97.67 |
97.68 |
-0.01 |
26,357 |
82,280 |
-16,309 |
Jun16 |
160307 |
97.81 |
97.81 |
97.78 |
97.79 |
-0.02 |
37,277 |
223,716 |
+1,156 |
Sep16 |
160307 |
97.89 |
97.89 |
97.85 |
97.87 |
-0.02 |
34,340 |
170,866 |
+3,784 |
Dec16 |
160307 |
97.94 |
97.95 |
97.90 |
97.92 |
-0.03 |
25,105 |
150,329 |
+2,439 |
Mar17 |
160307 |
97.97 |
97.98 |
97.94 |
97.95 |
-0.03 |
16,192 |
105,219 |
+395 |
Jun17 |
160307 |
97.98 |
97.98 |
97.94 |
97.97 |
-0.02 |
9,358 |
63,210 |
+1,582 |
Sep17 |
160307 |
97.97 |
97.98 |
97.94 |
97.95 |
-0.03 |
6,702 |
48,399 |
-995 |
Dec17 |
160307 |
97.93 |
97.94 |
97.91 |
97.92 |
-0.02 |
2,963 |
30,942 |
-1,216 |
Mar18 |
160307 |
97.89 |
97.89 |
97.86 |
97.87 |
-0.02 |
968 |
10,434 |
+505 |
Jun18 |
160307 |
97.83 |
97.83 |
97.82 |
97.82 |
-0.03 |
209 |
9,753 |
+18 |
Total Volume and Open Interest |
159,572 |
897,161 |
-8,695 |
10-Year Aus T-Bonds(SFE) |
Mar16 |
160307 |
97.44 |
97.47 |
97.39 |
97.42 |
-0.03 |
141,252 |
828,897 |
-35,913 |
Jun16 |
160307 |
97.47 |
97.47 |
97.40 |
97.43 |
-0.02 |
52 |
1,493 |
+1 |
Total Volume and Open Interest |
141,304 |
830,390 |
-35,912 |
3-Year Aus T-Bonds(SFE) |
Mar16 |
160307 |
98.08 |
98.09 |
98.03 |
98.05 |
-0.04 |
233,182 |
843,819 |
-52,659 |
Jun16 |
160307 |
98.09 |
98.10 |
98.07 |
98.10 |
-0.03 |
2,468 |
3,277 |
+50 |
Total Volume and Open Interest |
235,650 |
847,096 |
-52,609 |
Gold(CMX) |
Apr16 |
160307 |
1260.5 |
1274.1 |
1257.4 |
1264.0 |
-6.7 |
226,299 |
317,423 |
+17,757 |
Jun16 |
160307 |
1260.4 |
1274.9 |
1258.9 |
1265.1 |
-6.6 |
19,464 |
96,222 |
+6,749 |
Aug16 |
160307 |
1262.0 |
1275.5 |
1262.0 |
1266.1 |
-6.5 |
5,262 |
19,889 |
+1,180 |
Oct16 |
160307 |
1266.9 |
1273.2 |
1263.3 |
1267.0 |
-6.5 |
3,851 |
7,185 |
+1,310 |
Dec16 |
160307 |
1263.6 |
1277.0 |
1263.0 |
1268.0 |
-6.5 |
2,975 |
18,000 |
+514 |
Feb17 |
160307 |
1265.0 |
1274.6 |
1265.0 |
1269.1 |
-6.5 |
70 |
4,339 |
+7 |
Apr17 |
160307 |
1270.6 |
1279.9 |
1270.3 |
1270.3 |
-6.5 |
501 |
2,483 |
+461 |
Jun17 |
160307 |
1271.6 |
1271.6 |
1271.6 |
1271.6 |
-6.4 |
12 |
5,335 |
-12 |
Aug17 |
160307 |
1272.9 |
1272.9 |
1272.9 |
1272.9 |
-6.3 |
0 |
101 |
+0 |
Oct17 |
160307 |
1274.2 |
1274.2 |
1274.2 |
1274.2 |
-6.3 |
6 |
17 |
+0 |
Dec17 |
160307 |
1283.9 |
1283.9 |
1275.7 |
1275.7 |
-6.3 |
23 |
5,931 |
-8 |
Total Volume and Open Interest |
258,623 |
484,893 |
+27,899 |
Silver(CMX) |
Mar16 |
160307 |
1557.0 |
1579.5 |
1552.5 |
1562.3 |
-5.8 |
678 |
2,766 |
-687 |
May16 |
160307 |
1557.5 |
1583.0 |
1549.5 |
1563.3 |
-6.1 |
43,618 |
116,768 |
+443 |
Jul16 |
160307 |
1560.0 |
1585.0 |
1555.0 |
1566.8 |
-6.1 |
1,472 |
17,735 |
+313 |
Sep16 |
160307 |
1578.5 |
1578.5 |
1564.5 |
1570.2 |
-6.1 |
1,063 |
8,626 |
+301 |
Dec16 |
160307 |
1575.0 |
1591.5 |
1564.0 |
1575.1 |
-6.1 |
1,428 |
12,680 |
+289 |
Mar17 |
160307 |
1583.5 |
1587.0 |
1579.0 |
1580.3 |
-6.0 |
301 |
558 |
+254 |
May17 |
160307 |
1583.7 |
1583.7 |
1583.7 |
1583.7 |
-5.9 |
100 |
127 |
+100 |
Total Volume and Open Interest |
48,789 |
164,801 |
+1,033 |
Platinum(NYMEX) |
Apr16 |
160307 |
984.0 |
1011.1 |
976.9 |
1002.0 |
+15.7 |
13,339 |
54,953 |
-503 |
Jul16 |
160307 |
984.0 |
1010.3 |
979.3 |
1002.8 |
+15.7 |
1,730 |
12,070 |
+1,399 |
Oct16 |
160307 |
999.0 |
1010.9 |
999.0 |
1004.1 |
+15.7 |
4 |
399 |
+0 |
Jan17 |
160307 |
1005.1 |
1005.1 |
1005.1 |
1005.1 |
+15.7 |
0 |
6 |
+0 |
Total Volume and Open Interest |
15,073 |
67,431 |
+887 |
Palladium(NYMEX) |
Mar16 |
160307 |
553.95 |
579.05 |
553.95 |
577.90 |
+14.80 |
18 |
85 |
-55 |
Jun16 |
160307 |
555.80 |
579.45 |
552.50 |
577.60 |
+14.60 |
8,263 |
23,452 |
-1,114 |
Sep16 |
160307 |
562.20 |
578.95 |
562.20 |
577.70 |
+14.65 |
365 |
499 |
+58 |
Total Volume and Open Interest |
8,664 |
24,097 |
-1,108 |
Copper(CMX) |
Mar16 |
160307 |
226.70 |
228.05 |
224.85 |
228.05 |
+0.95 |
664 |
3,011 |
-286 |
May16 |
160307 |
227.60 |
229.25 |
224.50 |
228.35 |
+0.90 |
63,004 |
108,685 |
-2,168 |
Jul16 |
160307 |
227.35 |
229.10 |
224.90 |
228.70 |
+1.15 |
8,515 |
27,584 |
+937 |
Sep16 |
160307 |
227.80 |
229.25 |
224.85 |
228.85 |
+1.35 |
4,547 |
8,655 |
+381 |
Dec16 |
160307 |
227.60 |
228.85 |
225.50 |
228.80 |
+1.40 |
4,497 |
8,904 |
+1,810 |
Total Volume and Open Interest |
82,572 |
165,102 |
+1,060 |
E-mini DJIA Index(CBOT) |
Mar16 |
160307 |
16972 |
17080 |
16898 |
17048 |
+81 |
122,928 |
60,106 |
+2,495 |
Jun16 |
160307 |
16865 |
16977 |
16803 |
16951 |
+82 |
564 |
2,031 |
+218 |
Sep16 |
160307 |
16777 |
16893 |
16766 |
16880 |
+82 |
47 |
128 |
-2 |
Dec16 |
160307 |
16807 |
16820 |
16807 |
16820 |
+82 |
0 |
1 |
+0 |
Total Volume and Open Interest |
123,539 |
62,266 |
+2,711 |
S & P 500(CME) |
Mar16 |
160307 |
1994.00 |
2004.00 |
1984.80 |
1999.10 |
+4.20 |
8,424 |
143,199 |
+2,163 |
Jun16 |
160307 |
1978.00 |
1995.00 |
1978.00 |
1989.90 |
+4.20 |
885 |
4,520 |
+217 |
Sep16 |
160307 |
1972.00 |
1987.50 |
1972.00 |
1982.40 |
+4.20 |
0 |
258 |
-1 |
Dec16 |
160307 |
1975.00 |
1980.10 |
1965.10 |
1975.00 |
+4.20 |
|
|
|
Total Volume and Open Interest |
9,309 |
147,977 |
+2,379 |
S & P 500 E-Mini(Globex) |
Mar16 |
160307 |
1994.50 |
2004.50 |
1984.50 |
1999.00 |
+4.00 |
1,555,391 |
3,018,684 |
+10,090 |
Jun16 |
160307 |
1985.00 |
1995.00 |
1975.50 |
1990.00 |
+4.25 |
37,901 |
166,711 |
+15,998 |
Sep16 |
160307 |
1977.00 |
1987.00 |
1968.00 |
1982.50 |
+4.25 |
70 |
7,389 |
+6 |
Dec16 |
160307 |
1966.00 |
1979.00 |
1962.25 |
1975.00 |
+4.25 |
10 |
870 |
-1 |
Total Volume and Open Interest |
1,593,375 |
3,193,696 |
+26,095 |
NASDAQ 100 E-Mini(Globex) |
Mar16 |
160307 |
4321.00 |
4330.00 |
4268.80 |
4300.00 |
-22.50 |
202,256 |
250,647 |
+204 |
Jun16 |
160307 |
4308.30 |
4321.00 |
4260.50 |
4291.30 |
-22.20 |
693 |
4,971 |
+173 |
Sep16 |
160307 |
4286.50 |
4286.50 |
4269.30 |
4286.50 |
-22.30 |
17 |
59 |
+5 |
Total Volume and Open Interest |
202,966 |
255,753 |
+382 |
S&P Midcap 400(CME) e-Mini |
Mar16 |
160307 |
1396.50 |
1407.40 |
1390.20 |
1406.10 |
+9.20 |
18,260 |
96,023 |
+753 |
Jun16 |
160307 |
1390.00 |
1401.50 |
1384.70 |
1400.40 |
+9.20 |
2 |
4 |
+2 |
Sep16 |
160307 |
1396.10 |
1396.10 |
1396.10 |
1396.10 |
+9.20 |
0 |
5 |
+0 |
Total Volume and Open Interest |
18,262 |
96,043 |
+755 |
Volatility Index(CBOE) |
Mar16 |
160307 |
18.80 |
19.32 |
18.20 |
18.58 |
-0.35 |
85,470 |
116,308 |
-2,391 |
Apr16 |
160307 |
19.95 |
20.36 |
19.50 |
19.83 |
-0.20 |
53,879 |
86,100 |
+7,094 |
May16 |
160307 |
20.40 |
20.78 |
20.11 |
20.33 |
-0.20 |
13,400 |
18,347 |
-312 |
Jun16 |
160307 |
20.80 |
21.10 |
20.50 |
20.68 |
-0.20 |
5,018 |
18,068 |
+62 |
Total Volume and Open Interest |
166,746 |
278,726 |
+5,309 |
Russell 2000(ICE) |
Mar16 |
160307 |
1080.40 |
1095.30 |
1074.90 |
1093.90 |
+13.50 |
85,354 |
428,786 |
-451 |
Jun16 |
160307 |
1075.00 |
1089.40 |
1070.00 |
1088.70 |
+13.50 |
277 |
891 |
+11 |
Sep16 |
160307 |
1081.00 |
1084.90 |
1081.00 |
1084.90 |
+13.50 |
2 |
3 |
+0 |
Total Volume and Open Interest |
85,633 |
429,690 |
-440 |
Nikkei 225(CME) |
Mar16 |
160307 |
17040 |
17085 |
16775 |
16885 |
-155 |
13,902 |
39,113 |
-551 |
Jun16 |
160307 |
17040 |
17055 |
16740 |
16835 |
-175 |
365 |
1,264 |
+138 |
Total Volume and Open Interest |
14,267 |
40,382 |
-413 |
Nikkei 225(SGX) |
Mar16 |
160307 |
16995 |
17165 |
16875 |
16940 |
-60 |
94,367 |
226,751 |
-7,415 |
Jun16 |
160307 |
16865 |
17020 |
16750 |
16810 |
-50 |
5,569 |
13,325 |
+2,816 |
Sep16 |
160307 |
16795 |
16795 |
16795 |
16795 |
-55 |
0 |
429 |
+0 |
Total Volume and Open Interest |
99,936 |
250,438 |
-4,599 |
CAC 40(EURONEXT) |
Mar16 |
160307 |
4447.5 |
4458.5 |
4405.0 |
4441.5 |
-14.0 |
72,696 |
233,274 |
-3,357 |
Apr16 |
160307 |
4437.0 |
4447.0 |
4396.5 |
4431.5 |
-14.0 |
71 |
1,743 |
+44 |
May16 |
160307 |
4359.0 |
4359.0 |
4359.0 |
4359.0 |
-14.5 |
|
|
|
Total Volume and Open Interest |
72,887 |
235,258 |
-3,218 |
Hang Seng Index(HKFE) |
Mar16 |
160307 |
20105 |
20298 |
20063 |
20142 |
+42 |
119,162 |
104,158 |
-3,848 |
Apr16 |
160307 |
20102 |
20280 |
20065 |
20132 |
+43 |
373 |
1,452 |
+97 |
Total Volume and Open Interest |
119,727 |
110,650 |
-3,754 |
DAX(EUREX) |
Mar16 |
160307 |
9786.5 |
9809.5 |
9686.0 |
9772.5 |
-46.0 |
82,539 |
129,461 |
-950 |
Jun16 |
160307 |
9826.0 |
9830.0 |
9720.0 |
9804.5 |
-46.5 |
1,350 |
22,022 |
+414 |
Sep16 |
160307 |
9797.0 |
9797.0 |
9797.0 |
9797.0 |
-45.5 |
1 |
652 |
+1 |
Total Volume and Open Interest |
83,890 |
152,135 |
-535 |
FT-SE 100(EURONEXT) |
Mar16 |
160307 |
6168.50 |
6203.50 |
6112.50 |
6166.50 |
-14.50 |
103,900 |
597,839 |
+772 |
Jun16 |
160307 |
6105.00 |
6138.00 |
6055.50 |
6104.00 |
-14.50 |
3,278 |
12,636 |
+1,397 |
Sep16 |
160307 |
6054.00 |
6054.00 |
6054.00 |
6054.00 |
-14.50 |
0 |
1,761 |
+0 |
Total Volume and Open Interest |
107,178 |
612,236 |
+2,169 |
SPI 200(SFE) |
Mar16 |
160307 |
5084.0 |
5149.0 |
5076.0 |
5131.0 |
+46.0 |
41,042 |
257,727 |
+4,326 |
Jun16 |
160307 |
5070.0 |
5121.0 |
5070.0 |
5117.0 |
+46.0 |
302 |
4,690 |
-16 |
Sep16 |
160307 |
5072.0 |
5072.0 |
5072.0 |
5072.0 |
+50.0 |
6 |
818 |
+6 |
Total Volume and Open Interest |
41,350 |
265,299 |
+4,316 |
FTSE MIB(ISE) |
Mar16 |
160307 |
18230.00 |
18250.00 |
17835.00 |
18027.00 |
-235.00 |
31,736 |
60,601 |
-620 |
Jun16 |
160307 |
17690.00 |
17715.00 |
17390.00 |
17580.00 |
-235.00 |
1,093 |
4,577 |
+805 |
Sep16 |
160307 |
17545.00 |
17545.00 |
17498.00 |
17498.00 |
-240.00 |
5 |
5 |
+3 |
Total Volume and Open Interest |
32,834 |
65,183 |
+188 |
KOSPI 200(KFE) |
Mar16 |
160307 |
240.45 |
240.60 |
240.35 |
240.60 |
+0.40 |
113,958 |
124,943 |
-3,513 |
Jun16 |
160307 |
242.00 |
242.00 |
241.30 |
241.45 |
+0.30 |
1,747 |
11,990 |
+3,160 |
Sep16 |
160307 |
242.10 |
242.10 |
241.90 |
242.00 |
+0.45 |
5 |
362 |
-15 |
Total Volume and Open Interest |
115,710 |
139,347 |
-378 |
GSCI(CME) |
Mar16 |
160307 |
316.80 |
324.30 |
316.35 |
323.30 |
+9.15 |
21 |
10,864 |
+12 |
Apr16 |
160307 |
323.70 |
329.70 |
322.05 |
328.95 |
+9.45 |
0 |
802 |
+0 |
May16 |
160307 |
333.45 |
333.45 |
333.45 |
333.45 |
+9.45 |
|
|
|
Total Volume and Open Interest |
21 |
11,666 |
+12 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|