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 Thu March 17, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May16 160317 895.00 904.50 893.50 897.75 +3.25 101,683 336,063 +1,248
Jul16 160317 901.00 910.50 899.75 904.00 +3.75 33,591 173,383 +791
Aug16 160317 902.75 912.25 902.00 906.25 +4.00 1,844 20,994 +123
Sep16 160317 903.75 912.00 902.50 906.25 +4.00 1,104 9,838 +17
Nov16 160317 905.75 915.00 904.50 909.25 +4.25 16,271 146,317 +96
Jan17 160317 909.50 918.25 909.25 913.50 +4.25 677 3,844 -13
Mar17 160317 915.00 921.00 913.00 916.50 +4.75 992 8,847 +6
May17 160317 915.00 921.25 914.25 917.75 +4.75 601 3,956 +238
Jul17 160317 920.00 926.75 920.00 922.75 +5.00 129 3,260 +49
Aug17 160317 920.50 920.50 920.50 920.50 +5.25 0 48 +0
Sep17 160317 912.75 912.75 912.75 912.75 +5.25 0 35 +0
Nov17 160317 902.25 910.50 902.25 907.50 +5.25 156 3,840 +25
Jan18 160317 912.25 912.25 912.25 912.25 +5.25 0 15 +0
Mar18 160317 917.00 917.00 917.00 917.00 +5.25 0 18 +0
Total Volume and Open Interest 157,048 710,513 +2,580
Soybean Meal(CBOT)
May16 160317 267.70 270.80 265.50 267.00 -0.70 60,932 165,518 +6,411
Jul16 160317 270.80 273.40 268.30 269.70 -0.70 16,129 96,928 +2,015
Aug16 160317 271.60 274.50 269.60 271.00 -0.50 1,951 21,070 +174
Sep16 160317 272.80 275.60 270.80 272.10 -0.50 1,584 18,612 +207
Oct16 160317 273.10 276.10 271.40 272.70 -0.40 761 12,674 +7
Dec16 160317 275.20 277.90 273.10 274.50 -0.20 5,004 45,492 -47
Jan17 160317 276.80 277.90 274.60 275.50 -0.30 342 3,479 +21
Mar17 160317 277.40 279.20 276.00 276.70 -0.20 493 4,604 +156
May17 160317 277.90 279.30 276.60 277.10 -0.30 337 2,176 +102
Jul17 160317 279.40 280.60 277.20 278.40 -0.30 69 1,502 +41
Total Volume and Open Interest 87,754 373,582 +9,157
Soybean Oil(CBOT)
May16 160317 32.69 33.55 32.61 33.41 +0.72 59,402 193,419 +9,047
Jul16 160317 32.92 33.78 32.86 33.64 +0.72 20,139 107,838 +1,238
Aug16 160317 32.98 33.85 32.98 33.72 +0.72 3,034 24,989 +214
Sep16 160317 33.08 33.90 33.07 33.80 +0.71 1,331 15,230 +181
Oct16 160317 33.16 33.99 33.14 33.86 +0.71 1,405 9,790 -128
Dec16 160317 33.32 34.16 33.29 34.04 +0.70 6,768 45,890 +101
Jan17 160317 33.57 34.37 33.57 34.25 +0.68 804 3,757 -78
Mar17 160317 33.88 34.48 33.88 34.38 +0.68 640 4,754 +155
May17 160317 34.00 34.60 34.00 34.51 +0.68 404 2,635 +118
Jul17 160317 34.46 34.70 34.46 34.63 +0.65 135 3,526 +56
Total Volume and Open Interest 94,144 418,463 +10,929
Canola(WCE)
Mar16 160314 464.1 464.1 464.1 464.1 +2.7      
May16 160317 469.5 473.5 462.0 465.5 -4.7 12,424 107,538 -775
Jul16 160317 473.1 477.4 467.0 470.4 -3.3 5,745 36,321 -108
Nov16 160317 473.7 480.0 473.2 476.7 +0.9 2,247 22,516 -124
Jan17 160317 480.0 480.0 477.2 479.9 +1.1 23 961 -14
Total Volume and Open Interest 20,457 167,573 -1,021
Corn(CBOT)
May16 160317 368.25 372.00 366.50 368.50 +0.25 111,210 639,438 -11,310
Jul16 160317 373.00 376.75 371.00 373.00 -0.25 28,464 315,501 +30
Sep16 160317 378.00 381.75 376.25 378.25 -0.25 8,558 129,765 -589
Dec16 160317 386.25 390.00 384.50 387.25 +0.75 14,695 188,642 +2,260
Mar17 160317 395.00 398.50 393.50 396.00 +0.50 2,642 36,410 +811
May17 160317 399.75 402.50 398.75 400.50 +0.75 993 6,299 +311
Jul17 160317 404.00 405.75 401.50 403.50 +0.50 1,085 16,805 +371
Sep17 160317 395.00 395.00 394.75 394.75 +0.50 43 1,887 +27
Dec17 160317 394.00 397.00 393.00 394.50 +0.75 900 12,404 -62
Mar18 160317 404.00 405.00 403.00 403.75 +0.75 3 527 +2
Total Volume and Open Interest 168,615 1,349,275 -8,149
Wheat(CBOT)
May16 160317 471.50 476.00 460.25 462.50 -8.25 40,065 208,299 -1,974
Jul16 160317 479.25 483.00 467.25 470.00 -8.25 16,018 113,861 -25
Sep16 160317 489.00 493.00 477.75 479.75 -8.25 5,017 35,704 +185
Dec16 160317 502.75 507.25 492.25 493.50 -9.00 3,518 42,961 +76
Mar17 160317 516.50 520.00 506.50 506.75 -9.25 459 11,120 +25
May17 160317 527.25 527.25 515.50 515.50 -8.75 161 2,318 -25
Total Volume and Open Interest 65,368 415,670 -1,728
Wheat(KCBT)
May16 160317 483.25 488.50 466.75 470.75 -13.00 12,044 89,063 -1,541
Jul16 160317 493.00 498.00 477.00 481.25 -12.25 7,081 64,629 -1,531
Sep16 160317 507.50 511.00 491.00 495.00 -12.00 1,062 12,178 -146
Dec16 160317 526.00 530.50 510.75 514.75 -11.25 812 21,006 +134
Mar17 160317 539.50 542.00 523.25 526.75 -11.00 265 8,644 +49
May17 160317 548.75 549.00 535.00 535.00 -10.75 136 2,572 +1
Jul17 160317 540.25 540.25 540.25 540.25 -9.50 57 672 +29
Total Volume and Open Interest 21,458 198,960 -3,005
Wheat(MGE)
May16 160317 514.75 518.25 505.50 509.75 -5.75 4,095 27,754 -151
Jul16 160317 524.00 527.75 515.00 519.25 -5.50 1,909 20,067 -122
Sep16 160317 537.50 537.50 525.25 529.25 -5.25 687 8,659 +59
Dec16 160317 547.25 550.75 538.50 543.00 -4.50 574 7,369 +34
Mar17 160317 560.00 563.00 553.75 557.25 -2.75 148 3,711 -26
May17 160317 568.50 569.50 566.00 566.00 -2.50 25 1,102 +8
Total Volume and Open Interest 7,458 68,829 -190
Oats(CBOT)
May16 160317 195.25 197.50 189.00 191.25 -4.25 297 8,182 -66
Jul16 160317 205.25 207.25 199.50 201.25 -4.00 116 2,393 +56
Sep16 160317 211.00 211.00 209.00 209.00 -3.25 29 165 +5
Dec16 160317 219.00 220.00 218.50 218.50 -2.00 9 380 +9
Total Volume and Open Interest 451 11,120 +4
Rough Rice(CBOT)
Mar16 160314 10.10 10.10 10.10 10.10 +0.01 19 27 +17
May16 160317 10.48 10.69 10.48 10.55 +0.06 264 10,182 +25
Jul16 160317 10.82 10.94 10.81 10.81 +0.06 15 1,820 +6
Sep16 160317 11.03 11.04 10.97 10.97 +0.05 6 381 +4
Total Volume and Open Interest 288 12,495 +38
Live Cattle(CME)
Apr16 160317 141.250 141.900 140.600 141.150 -0.400 17,803 83,260 -1,719
Jun16 160317 130.500 131.350 130.000 130.700 -0.050 20,989 103,890 +1,595
Aug16 160317 124.635 125.350 124.400 124.830 unch 9,650 50,945 +1,605
Oct16 160317 123.785 124.385 123.430 123.650 -0.250 4,734 31,662 +141
Dec16 160317 123.250 123.785 122.900 123.180 -0.120 2,059 15,695 +202
Feb17 160317 122.250 122.750 121.885 122.180 -0.120 631 4,301 +126
Total Volume and Open Interest 56,469 292,575 +2,282
Feeder Cattle(CME)
Mar16 160317 164.250 165.235 163.300 163.735 -0.715 806 2,986 -236
Apr16 160317 165.200 166.735 164.400 165.185 -0.300 3,673 8,992 -195
May16 160317 164.500 165.880 163.700 164.550 -0.235 2,746 14,158 +284
Aug16 160317 162.800 164.100 162.150 162.935 -0.145 1,451 11,553 +74
Sep16 160317 161.450 162.330 160.580 161.185 -0.100 264 1,804 +79
Oct16 160317 159.150 159.950 158.380 158.800 -0.235 223 1,610 +18
Nov16 160317 154.950 155.500 153.935 154.235 -0.315 183 1,380 +63
Total Volume and Open Interest 9,353 42,580 +89
Lean Hogs(CME)
Apr16 160317 71.385 71.750 70.635 71.300 unch 9,230 40,640 -1,762
May16 160317 79.350 79.785 78.900 79.580 +0.230 256 1,861 +136
Jun16 160317 83.700 83.850 83.035 83.800 +0.050 10,500 77,743 +3,439
Jul16 160317 82.600 82.850 82.180 82.785 +0.135 3,608 19,645 +676
Aug16 160317 81.180 81.480 80.930 81.300 unch 4,156 32,995 +991
Oct16 160317 69.330 69.900 69.100 69.850 +0.465 2,009 24,129 +664
Dec16 160317 64.000 64.400 63.680 64.400 +0.300 1,139 16,732 +90
Feb17 160317 66.700 66.900 66.300 66.885 +0.160 290 5,431 +146
Total Volume and Open Interest 31,312 220,979 +4,422
Class III Milk(CME)
Mar16 160317 13.83 13.84 13.82 13.83 +0.03 56 3,903 -38
Apr16 160317 13.60 13.78 13.55 13.63 +0.10 60 4,960 -17
May16 160317 13.37 13.50 13.31 13.40 +0.09 92 4,238 +64
Jun16 160317 13.44 13.57 13.32 13.41 +0.07 81 3,747 +29
Jul16 160317 13.78 13.85 13.68 13.73 +0.05 58 3,011 +32
Aug16 160317 14.20 14.25 14.13 14.13 unch 25 2,547 +6
Sep16 160317 14.49 14.52 14.40 14.41 -0.01 37 2,484 +12
Oct16 160317 14.65 14.65 14.57 14.57 unch 24 2,014 +10
Nov16 160317 14.65 14.70 14.65 14.65 +0.12 14 1,903 +9
Dec16 160317 14.65 14.65 14.65 14.65 +0.02 22 1,818 +13
Jan17 160317 14.57 14.58 14.57 14.57 unch 12 367 +10
Feb17 160317 14.57 14.58 14.57 14.57 unch 18 278 +8
Mar17 160317 14.60 14.61 14.60 14.60 unch 11 262 -1
Total Volume and Open Interest 521 32,410 +144
Cocoa(ICE)
Mar16 160315 3043 3063 2999 2999 -44 0 2 +0
May16 160317 3075 3125 3055 3116 +76 9,805 78,350 -669
Jul16 160317 3073 3123 3056 3114 +74 4,406 58,459 +452
Sep16 160317 3063 3104 3040 3096 +71 1,844 41,186 +177
Dec16 160317 3034 3070 3007 3062 +69 970 20,562 +65
Mar17 160317 3013 3037 2980 3035 +67 632 25,423 +48
May17 160317 2988 3025 2981 3025 +67 217 4,525 -153
Total Volume and Open Interest 17,889 235,295 -77
Coffee "C"(ICE)
Mar16 160317 127.75 134.40 127.75 132.00 +4.60 4 16 -5
May16 160317 130.00 134.90 129.50 132.55 +3.50 21,794 81,802 -1,900
Jul16 160317 131.45 136.60 131.25 134.25 +3.50 7,544 40,215 +226
Sep16 160317 132.85 138.00 132.75 135.65 +3.40 4,681 26,664 +124
Dec16 160317 135.15 139.25 134.40 137.05 +3.15 2,618 27,045 +74
Mar17 160317 136.20 140.65 136.20 138.35 +2.75 639 6,849 +10
Total Volume and Open Interest 38,449 190,078 -1,288
Orange Juice(ICE)
May16 160317 128.00 128.20 126.90 127.55 -0.30 605 9,240 +100
Jul16 160317 128.10 128.20 127.20 127.85 -0.15 89 1,620 +29
Sep16 160317 128.15 128.45 127.65 128.30 -0.25 72 926 +12
Nov16 160317 128.70 129.00 128.20 128.65 -0.15 40 338 +40
Jan17 160317 129.00 129.50 129.00 129.45 +0.30 1 71 +0
Mar17 160317 130.35 130.35 130.35 130.35 +0.30 0 1 +0
Total Volume and Open Interest 807 12,196 +181
Sugar #11(ICE)
May16 160317 15.50 16.02 15.47 15.99 +0.52 57,866 292,950 -7,521
Jul16 160317 15.45 15.94 15.40 15.91 +0.50 20,204 219,819 +640
Oct16 160317 15.54 16.04 15.51 16.01 +0.47 9,801 119,317 +1,050
Mar17 160317 15.97 16.46 15.96 16.42 +0.43 5,759 77,227 +754
May17 160317 15.72 16.16 15.72 16.14 +0.42 1,726 13,931 +168
Jul17 160317 15.46 15.87 15.46 15.85 +0.40 1,110 18,224 +187
Oct17 160317 15.50 15.74 15.44 15.72 +0.39 542 16,114 +296
Mar18 160317 15.64 15.86 15.62 15.85 +0.35 62 6,108 +21
Total Volume and Open Interest 97,082 768,590 -4,395
London Cocoa(LCE)
May16 160317 2255 2266 2223 2260 -1 9,024 78,648 +616
Jul16 160317 2245 2255 2213 2248 -1 4,274 60,557 -361
Sep16 160317 2222 2226 2184 2217 -5 1,581 52,223 +91
Dec16 160317 2178 2179 2140 2171 -5 699 41,999 +78
Mar17 160317 2145 2146 2105 2138 -6 1,567 34,291 -99
May17 160317 2140 2140 2110 2133 -6 274 4,188 +90
Jul17 160317 2125 2125 2125 2125 -6 135 627 -9
Total Volume and Open Interest 17,581 272,957 +392
London Sugar(LCE)
May16 160317 444.90 453.60 444.80 452.70 +9.50 2,973 42,606 +260
Aug16 160317 438.70 447.20 438.70 446.40 +8.10 1,610 23,654 -54
Oct16 160317 433.20 441.80 433.20 441.40 +8.90 572 12,244 +34
Dec16 160317 431.40 441.50 431.40 441.30 +10.20 179 6,020 +54
Mar17 160317 433.00 442.90 433.00 442.70 +10.20 169 4,408 +85
Total Volume and Open Interest 5,615 91,469 +466
Cotton(ICE)
May16 160317 58.37 58.89 58.22 58.36 +0.04 13,940 115,796 -2,836
Jul16 160317 58.23 58.81 58.15 58.29 +0.10 5,851 46,823 +277
Oct16 160317 58.22 58.22 58.22 58.22 +0.15 0 2 +0
Dec16 160317 57.94 58.49 57.86 58.04 +0.10 1,960 38,836 +776
Mar17 160317 58.86 59.20 58.69 58.79 -0.03 100 6,116 -18
May17 160317 59.55 59.89 59.49 59.49 -0.02 19 1,919 +6
Total Volume and Open Interest 21,899 212,253 -1,786
Lumber(CME)
May16 160317 301.8 304.2 297.1 300.3 +3.3 311 3,605 +22
Jul16 160317 299.6 300.6 294.5 296.2 +1.9 60 632 +5
Sep16 160317 298.9 298.9 296.7 298.6 +3.3 0 88 +0
Nov16 160317 293.0 294.0 293.0 293.0 +3.4 0 23 +0
Total Volume and Open Interest 371 4,369 +12
Crude Oil(NYM)
Apr16 160317 38.59 40.36 38.47 40.20 +1.74 446,100 154,613 -35,488
May16 160317 40.06 41.71 40.00 41.66 +1.66 246,022 514,318 +12,814
Jun16 160317 40.90 42.44 40.80 42.39 +1.59 88,702 220,723 +590
Jul16 160317 41.50 43.01 41.48 42.96 +1.50 29,784 100,735 -152
Aug16 160317 42.01 43.48 42.01 43.42 +1.41 19,567 60,856 -601
Sep16 160317 42.42 43.84 42.40 43.78 +1.33 22,268 86,464 -860
Oct16 160317 42.80 44.05 42.80 44.04 +1.25 8,046 48,016 -716
Nov16 160317 43.54 44.27 43.31 44.27 +1.18 5,318 35,052 -183
Dec16 160317 43.31 44.55 43.16 44.47 +1.11 45,694 196,040 -2,088
Jan17 160317 43.77 44.70 43.66 44.64 +1.05 2,917 32,045 -528
Feb17 160317 44.13 44.85 43.97 44.81 +0.99 2,681 18,130 -373
Mar17 160317 43.99 45.10 43.99 44.99 +0.93 5,448 34,282 -623
Apr17 160317 45.17 45.17 45.17 45.17 +0.88 1,075 9,107 -340
May17 160317 45.35 45.35 45.35 45.35 +0.83 680 8,232 +34
Jun17 160317 45.15 45.69 44.84 45.53 +0.78 10,350 46,191 +466
Jul17 160317 45.20 45.85 45.20 45.69 +0.74 383 8,019 +93
Total Volume and Open Interest 955,392 1,782,857 -25,770
e-miNY Crude Oil(NYM)
Apr16 160317 38.525 40.350 38.475 40.200 +1.750 8,788 5,481 -84
May16 160317 40.150 41.725 40.000 41.650 +1.650 1,069 931 +53
Jun16 160317 40.975 42.425 40.775 42.400 +1.600 81 360 +4
Jul16 160317 41.725 42.950 41.725 42.950 +1.500 25 202 +3
Aug16 160317 42.375 43.525 42.375 43.425 +1.425 6 57 +6
Sep16 160317 43.775 43.775 43.775 43.775 +1.325 6 76 +0
Oct16 160317 44.050 44.050 44.050 44.050 +1.250 0 42 +0
Nov16 160317 44.275 44.275 44.275 44.275 +1.175 0 10 +0
Dec16 160317 43.750 44.475 43.575 44.475 +1.125 3 230 +0
Jan17 160317 44.650 44.650 44.650 44.650 +1.050 0 8 +0
Total Volume and Open Interest 10,000 7,887 +4
NY Harbor ULSD(NYM)
Apr16 160317 122.95 125.80 122.76 125.45 +2.33 37,085 56,970 -3,352
May16 160317 123.72 126.70 123.55 126.34 +2.39 21,726 74,612 -823
Jun16 160317 124.69 127.74 124.69 127.36 +2.43 15,054 47,950 -903
Jul16 160317 126.35 129.19 126.31 128.86 +2.42 7,576 31,813 +64
Aug16 160317 128.95 130.89 128.04 130.53 +2.40 4,405 20,209 +6
Sep16 160317 130.86 132.90 129.95 132.43 +2.36 2,577 18,516 +170
Oct16 160317 132.78 134.50 132.03 134.26 +2.27 2,262 11,425 +701
Nov16 160317 134.47 136.13 134.04 136.01 +2.18 875 7,883 -43
Dec16 160317 135.94 138.22 135.20 137.60 +2.10 4,020 40,954 -146
Jan17 160317 138.85 139.59 136.90 139.03 +2.03 584 15,531 -85
Feb17 160317 138.13 140.69 138.13 140.07 +1.98 353 3,265 +70
Mar17 160317 138.82 140.56 138.82 140.56 +1.93 378 5,767 +132
Apr17 160317 141.00 141.65 140.35 140.35 +1.86 133 1,906 -6
May17 160317 141.34 141.34 140.52 140.52 +1.78 47 1,249 +11
Total Volume and Open Interest 98,224 358,306 -3,823
RBOB Gasoline(NYM)
Apr16 160317 141.63 143.99 140.42 143.83 +2.00 39,625 67,540 -7,045
May16 160317 144.88 147.43 143.87 147.32 +2.18 32,713 103,202 +3,874
Jun16 160317 146.32 148.67 145.26 148.58 +2.18 19,456 50,180 +1,486
Jul16 160317 146.87 148.39 145.04 148.26 +2.15 12,197 38,277 +654
Aug16 160317 145.60 146.70 143.52 146.55 +2.13 7,230 33,207 +899
Sep16 160317 142.03 143.66 140.71 143.58 +2.06 4,202 39,848 -234
Oct16 160317 127.68 129.30 126.58 129.22 +2.00 3,315 19,754 +293
Nov16 160317 123.70 125.72 123.19 125.72 +1.93 1,937 11,416 +160
Dec16 160317 121.85 123.81 121.23 123.73 +1.90 3,363 31,773 +55
Jan17 160317 121.80 123.78 121.80 123.78 +1.90 274 4,831 +51
Total Volume and Open Interest 125,203 428,499 +451
e-miNY RBOB Gasoline(NYM)
Apr16 160317 143.80 143.83 143.80 143.80 +2.00 0 1 +0
May16 160317 147.30 147.32 147.30 147.30 +2.20      
Jun16 160317 148.60 148.60 148.58 148.60 +2.20 1 1 +1
Jul16 160317 148.30 148.30 148.26 148.30 +2.20      
Total Volume and Open Interest 1 2 +1
Natural Gas(NYM)
Apr16 160317 1.869 1.952 1.830 1.936 +0.068 137,266 156,912 -14,628
May16 160317 1.954 2.026 1.917 2.011 +0.056 75,943 304,929 +13,037
Jun16 160317 2.068 2.124 2.030 2.110 +0.045 22,954 80,551 +2,519
Jul16 160317 2.170 2.218 2.133 2.206 +0.041 21,813 91,387 +1,459
Aug16 160317 2.225 2.269 2.186 2.257 +0.042 10,827 41,471 +2,319
Sep16 160317 2.232 2.289 2.205 2.278 +0.046 10,037 81,382 +723
Oct16 160317 2.283 2.331 2.248 2.322 +0.048 20,394 74,005 +2,735
Nov16 160317 2.456 2.505 2.429 2.497 +0.052 5,625 26,685 +177
Dec16 160317 2.704 2.756 2.687 2.747 +0.048 4,211 33,724 +489
Jan17 160317 2.837 2.877 2.814 2.868 +0.043 13,074 61,290 -61
Feb17 160317 2.828 2.864 2.805 2.857 +0.040 1,659 14,062 +142
Mar17 160317 2.786 2.820 2.767 2.812 +0.035 5,987 40,357 +264
Apr17 160317 2.596 2.613 2.575 2.602 +0.018 3,274 38,860 -36
May17 160317 2.602 2.622 2.587 2.611 +0.016 192 8,386 +86
Jun17 160317 2.640 2.665 2.635 2.657 +0.015 93 4,446 -3
Jul17 160317 2.702 2.713 2.686 2.701 +0.014 70 3,771 +9
Total Volume and Open Interest 334,570 1,106,817 +9,735
Brent Crude Oil(ICE)
May16 160317 40.45 41.60 40.41 41.54 +1.21 224,361 294,272 -12,320
Jun16 160317 41.10 42.22 41.07 42.18 +1.20 132,575 359,373 +202
Jul16 160317 41.55 42.60 41.46 42.56 +1.16 64,380 254,914 +7,095
Aug16 160317 41.97 43.01 41.93 42.96 +1.11 38,142 112,927 +4,399
Sep16 160317 42.52 43.48 42.38 43.42 +1.05 30,664 153,978 +3,032
Oct16 160317 42.99 43.91 42.87 43.84 +0.99 12,417 73,409 +13
Nov16 160317 43.42 44.34 43.28 44.24 +0.93 7,771 58,040 -393
Dec16 160317 43.83 44.75 43.71 44.62 +0.87 51,801 296,465 +251
Jan17 160317 44.54 45.00 44.09 44.97 +0.82 3,346 58,589 +71
Feb17 160317 45.40 45.43 45.29 45.30 +0.79 2,314 42,019 -259
Mar17 160317 45.76 45.76 45.62 45.62 +0.75 2,905 30,298 -24
Apr17 160317 46.09 46.09 45.93 45.93 +0.72 1,621 16,302 +129
May17 160317 46.30 46.30 46.19 46.19 +0.69 1,487 16,525 -39
Jun17 160317 46.18 46.62 45.74 46.42 +0.66 7,956 62,193 +58
Total Volume and Open Interest 604,389 2,148,230 +2,179
Gas Oil(ICE)
Apr16 160317 368.75 376.00 366.50 375.25 +10.00 68,723 116,117 -4,323
May16 160317 371.75 379.25 369.75 378.25 +9.75 50,885 126,796 -634
Jun16 160317 375.75 383.25 374.00 382.25 +9.50 39,239 100,814 -1,030
Jul16 160317 380.50 388.00 379.00 387.00 +9.50 13,526 45,862 +1,669
Aug16 160317 387.00 393.00 384.00 392.00 +9.25 6,553 28,630 +0
Sep16 160317 390.25 397.75 388.75 396.75 +9.00 6,538 31,108 +392
Oct16 160317 396.00 402.50 393.75 401.50 +8.75 3,242 22,942 +524
Nov16 160317 398.75 405.50 398.00 404.75 +8.50 2,289 17,447 +150
Dec16 160317 401.50 408.25 399.75 407.25 +8.25 10,985 85,154 +725
Jan17 160317 405.75 411.25 404.50 411.00 +8.00 861 15,532 +43
Total Volume and Open Interest 208,036 738,681 -1,684
Ethanol(CBOT)
Apr16 160317 1.445 1.448 1.437 1.444 +0.011 354 1,298 -15
May16 160317 1.467 1.468 1.463 1.464 +0.011 213 1,267 +130
Jun16 160317 1.463 1.463 1.463 1.463 +0.011 20 172 -4
Jul16 160317 1.461 1.461 1.461 1.461 +0.011 0 538 +0
Aug16 160317 1.454 1.454 1.454 1.454 +0.011 0 129 +0
Sep16 160317 1.445 1.445 1.445 1.445 +0.011 102 314 +102
Oct16 160317 1.425 1.425 1.425 1.425 +0.008 0 138 +0
Nov16 160317 1.415 1.415 1.415 1.415 +0.008 0 72 +0
Total Volume and Open Interest 689 4,261 +213
WTI Crude Oil(ICE)
Apr16 160317 38.69 40.34 38.69 40.20 +1.74 37,457 40,435 +1,495
May16 160317 40.30 41.71 40.18 41.66 +1.66 46,319 102,771 +58
Jun16 160317 41.01 42.44 41.00 42.39 +1.59 29,322 74,768 -810
Jul16 160317 41.65 43.00 41.65 42.96 +1.50 17,289 20,563 +60
Aug16 160317 42.18 43.42 42.18 43.42 +1.41 7,553 11,047 +73
Sep16 160317 42.59 43.79 42.59 43.78 +1.33 5,908 21,638 +602
Oct16 160317 42.90 44.04 42.90 44.04 +1.25 2,500 4,549 +28
Nov16 160317 43.17 44.27 43.17 44.27 +1.18 1,436 9,982 -66
Dec16 160317 43.41 44.50 43.41 44.47 +1.11 7,711 64,074 -849
Jan17 160317 44.64 44.64 44.64 44.64 +1.05 461 4,670 -105
Feb17 160317 44.44 44.81 44.44 44.81 +0.99 197 3,736 +0
Mar17 160317 44.99 44.99 44.99 44.99 +0.93 244 3,129 +32
Apr17 160317 45.17 45.17 45.17 45.17 +0.88 96 2,004 -7
May17 160317 45.35 45.35 45.35 45.35 +0.83 90 1,145 +14
Jun17 160317 45.22 45.61 45.22 45.53 +0.78 1,181 18,287 +695
Jul17 160317 45.69 45.69 45.69 45.69 +0.74 1 1,139 +0
Total Volume and Open Interest 160,237 443,509 +1,166
US Dollar Index(ICE)
Jun16 160317 95.775 95.865 94.675 94.800 -1.125 12,477 48,622 +98
Sep16 160317 95.865 95.890 94.750 94.850 -1.130 41 911 +10
Dec16 160317 95.800 95.800 94.800 94.900 -1.130 10 151 +7
Total Volume and Open Interest 12,528 49,684 +115
Australian Dollar(CME)
Jun16 160317 75.30 76.26 75.03 76.21 +1.22 80,524 99,862 +6,156
Sep16 160317 75.03 75.93 74.74 75.89 +1.21 3 102 +5
Dec16 160317 75.19 75.62 75.19 75.62 +1.19 0 24 +5
Total Volume and Open Interest 80,527 99,992 +6,166
British Pound(CME)
Jun16 160317 142.57 145.07 142.25 144.83 +2.55 73,318 252,661 +2,684
Sep16 160317 142.68 145.16 142.38 144.93 +2.54 36 377 +28
Dec16 160317 144.12 145.22 143.60 145.05 +2.48 1 126 +1
Total Volume and Open Interest 73,356 253,177 +2,713
Canadian Dollar(CME)
Jun16 160317 76.26 77.26 76.14 76.97 +0.96 56,055 86,010 +101
Sep16 160317 76.31 77.27 76.24 76.99 +0.96 47 1,452 -3
Dec16 160317 76.30 77.20 76.30 77.03 +0.96 18 1,160 -5
Mar17 160317 76.88 77.18 76.80 77.08 +0.94 0 56 +1
Total Volume and Open Interest 56,120 88,689 -80,710
Japanese Yen(CME)
Jun16 160317 88.97 90.57 88.74 89.95 +1.04 128,839 139,773 +447
Sep16 160317 89.35 90.87 89.07 90.25 +1.02 47 223 +19
Dec16 160317 90.09 91.18 89.52 90.59 +0.99 0 65 +0
Total Volume and Open Interest 128,886 140,084 +466
Swiss Franc(CME)
Jun16 160317 102.67 103.99 102.55 103.80 +1.30 10,705 40,202 +134
Sep16 160317 104.19 104.47 103.89 104.30 +1.28 0 26 +0
Dec16 160317 104.98 104.98 104.49 104.81 +1.24 0 22 +0
Total Volume and Open Interest 10,705 40,250 +134
EuroFX(CME)
Jun16 160317 112.44 113.72 112.34 113.48 +1.23 132,907 319,801 +39
Sep16 160317 112.80 114.08 112.72 113.86 +1.23 102 1,540 +30
Dec16 160317 113.26 114.44 113.00 114.27 +1.22 1 863 +1
Total Volume and Open Interest 133,029 322,405 +84
Mexican Peso(CME)
Apr16 160317 566.63 573.75 566.63 573.75 +10.50 0 1 +0
May16 160317 572.50 572.50 572.50 572.50 +10.50      
Total Volume and Open Interest 35,090 97,456 +1,591
Brazilian Real(CME)
Apr16 160317 267.20 276.55 266.50 273.95 +9.05 5,193 19,649 +2,000
May16 160317 270.00 272.80 269.00 271.80 +9.05 0 12 +0
Jun16 160317 267.30 270.45 267.30 269.60 +9.10 23 4,881 +13
Jul16 160317 267.30 267.30 267.30 267.30 +8.95 0 15 +0
Total Volume and Open Interest 5,216 24,577 +2,013
30-Year T-Bonds(CBOT)
Mar16 160317 163~100 164~140 163~060 164~020 +1~070 2,290 8,883 -2,032
Jun16 160317 162~030 163~090 161~230 162~230 +1~070 176,106 497,477 -2,619
Sep16 160317 161~160 161~300 161~100 161~150 +1~070 5 24 +4
Total Volume and Open Interest 178,401 506,384 -4,647
10-Year T-Notes(CBOT)
Mar16 160317 129~170 129~295 129~160 129~180 +0~085 18,635 40,366 -9,806
Jun16 160317 129~010 129~170 129~000 129~035 +0~085 919,809 2,633,303 -10,532
Sep16 160317 129~000 129~000 128~235 128~235 +0~085 0 2 +0
Total Volume and Open Interest 938,444 2,673,671 -20,338
5-Year T-Notes(CBOT)
Mar16 160317 120~180 120~240 120~120 120~144 +0~046 35,283 65,479 -16,374
Jun16 160317 120~046 120~156 120~022 120~060 +0~044 564,418 2,337,901 -41,142
Sep16 160317 119~230 119~230 119~230 119~230 +0~044      
Total Volume and Open Interest 599,701 2,403,380 -57,516
2 Year T-Notes(CBOT)
Mar16 160317 109~082 109~082 109~042 109~052 +0~004 3,645 18,141 -2,752
Jun16 160317 109~014 109~052 109~000 109~012 +0~004 293,736 900,885 -10,321
Sep16 160317 108~252 108~252 108~252 108~252 +0~004      
Total Volume and Open Interest 297,381 919,026 -13,073
Eurodollars(CME)
Jun16 160317 99.270 99.285 99.250 99.260 -0.005 312,358 1,204,416 -16,295
Sep16 160317 99.195 99.225 99.170 99.180 -0.010 293,818 1,145,158 -790
Dec16 160317 99.110 99.155 99.085 99.095 -0.005 319,017 1,297,456 -12,487
Mar17 160317 99.035 99.095 99.015 99.030 +0.005 220,077 865,671 -16,595
Jun17 160317 98.960 99.025 98.935 98.955 +0.015 216,264 738,006 -10,524
Sep17 160317 98.880 98.950 98.855 98.880 +0.020 154,945 662,529 +3,742
Dec17 160317 98.795 98.870 98.775 98.795 +0.025 153,716 814,200 -17,264
Mar18 160317 98.725 98.805 98.705 98.730 +0.030 114,895 454,799 -2,796
Jun18 160317 98.655 98.735 98.630 98.660 +0.035 83,005 399,521 +7,991
Sep18 160317 98.585 98.665 98.565 98.590 +0.035 88,982 341,494 -1,304
Dec18 160317 98.510 98.590 98.490 98.515 +0.035 86,118 443,660 -9,795
Mar19 160317 98.460 98.535 98.440 98.460 +0.035 80,641 257,077 -9,865
Jun19 160317 98.395 98.470 98.380 98.400 +0.040 51,576 236,086 +2,844
Sep19 160317 98.335 98.405 98.320 98.340 +0.040 38,005 152,162 +3,709
Dec19 160317 98.265 98.335 98.250 98.270 +0.040 31,037 143,712 +719
Mar20 160317 98.215 98.275 98.195 98.215 +0.040 26,998 81,410 +952
Jun20 160317 98.155 98.215 98.140 98.160 +0.045 17,569 54,253 -146
Sep20 160317 98.095 98.150 98.080 98.105 +0.050 16,383 54,086 -130
Total Volume and Open Interest 2,388,934 9,656,108 -65,123
Ultra T-Bond(CBOT)
Mar16 160317 169~11 169~22 168~17 168~25 +1~13 614 8,855 -462
Jun16 160317 169~28 171~14 169~14 170~17 +1~13 56,363 612,343 +396
Sep16 160317 172~17 172~17 172~17 172~17 +1~13      
Total Volume and Open Interest 56,977 621,198 -66
30 Day Federal Funds(CBOT)
Mar16 160317 99.640 99.640 99.635 99.637 unch 4,564 85,813 +2,128
Apr16 160317 99.640 99.640 99.630 99.635 unch 18,682 140,590 -2,613
May16 160317 99.615 99.625 99.610 99.615 unch 29,544 198,131 +4,712
Jun16 160317 99.570 99.590 99.565 99.570 unch 7,022 57,105 -1,449
Jul16 160317 99.535 99.550 99.520 99.525 -0.005 12,979 78,405 -3,250
Aug16 160317 99.515 99.530 99.490 99.495 -0.015 5,418 54,132 -855
Total Volume and Open Interest 112,881 815,639 -1,703
3-Mth Euro-Yen(CME)
Jun16 160317 99.990 99.990 99.990 99.990 unch      
Sep16 160317 99.990 99.990 99.990 99.990 unch      
Dec16 160317 99.990 99.990 99.990 99.990 unch      
Mar17 160317 99.990 99.990 99.990 99.990 unch      
Jun17 160317 99.990 99.990 99.990 99.990 unch      
Sep17 160317 99.990 99.990 99.990 99.990 unch      
Dec17 160317 99.990 99.990 99.990 99.990 unch      
Mar18 160317 99.935 99.935 99.935 99.935 unch      
Jun18 160317 99.795 99.795 99.795 99.795 unch      
Sep18 160317 99.655 99.655 99.655 99.655 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun16 160317 99.99 99.99 99.99 99.99 unch      
Sep16 160317 99.99 99.99 99.99 99.99 unch      
Dec16 160317 99.99 99.99 99.99 99.99 unch 0 4 +0
Mar17 160317 99.99 99.99 99.99 99.99 unch      
Jun17 160317 99.99 99.99 99.99 99.99 unch      
Sep17 160317 99.99 99.99 99.99 99.99 unch      
Dec17 160317 99.99 99.99 99.99 99.99 unch      
Mar18 160317 99.93 99.93 99.93 99.93 unch      
Total Volume and Open Interest 0 4 +0
Japanese Gov't Bonds(SGX)
Jun16 160317 151.25 151.45 151.16 151.32 +0.04 1,491 15,754 -346
Sep16 160317 150.76 150.76 150.76 150.76 +0.04      
Dec16 160317 150.76 150.76 150.76 150.76 +0.04      
Total Volume and Open Interest 1,491 15,754 -346
Euro-Bund(EUREX)
Jun16 160317 161.95 162.47 161.88 162.32 +0.82 581,601 1,199,295 -10,489
Sep16 160317 161.19 161.39 161.17 161.31 +0.84 27 478 +10
Dec16 160317 159.82 159.82 159.82 159.82 +0.82      
Total Volume and Open Interest 581,628 1,199,773 -10,479
Euro-Bobl(EUREX)
Jun16 160317 130.77 130.86 130.69 130.80 +0.15 464,641 991,570 -8,884
Sep16 160317 131.62 131.62 131.62 131.62 +0.15      
Dec16 160317 131.30 131.30 131.30 131.30 +0.15      
Total Volume and Open Interest 464,641 991,570 -8,884
3-Mth Euribor(EUREX)
Mar16 160314 100.225 100.225 100.225 100.225 unch 278 5,335 +109
Jun16 160317 100.245 100.250 100.245 100.250 +0.005 1,500 11,613 +0
Sep16 160317 100.270 100.270 100.270 100.270 +0.005 0 5,946 +0
Total Volume and Open Interest 1,905 71,839 +0
Long Gilt(LIFFE)
Mar16 160317 121~29 121~29 121~15 121~18 +0~18 278 2,410 -1
Jun16 160317 121~02 121~05 120~12 120~23 +0~18 187,425 463,995 -2,032
Total Volume and Open Interest 187,703 466,405 -2,033
3-Mth Short Sterling(LIFFE)
Jun16 160317 99.40 99.41 99.39 99.40 +0.01 45,808 450,580 -1,788
Sep16 160317 99.38 99.39 99.37 99.38 +0.02 47,184 357,588 -453
Dec16 160317 99.37 99.38 99.33 99.35 +0.02 61,617 403,721 -6,595
Mar17 160317 99.35 99.36 99.30 99.32 +0.03 53,287 316,557 +3,268
Jun17 160317 99.31 99.32 99.25 99.27 +0.03 68,109 280,527 +4,215
Sep17 160317 99.26 99.27 99.19 99.22 +0.04 51,824 255,673 -3,139
Total Volume and Open Interest 606,539 3,370,110 -12,102
3-Mth Euribor(LIFFE)
Jun16 160317 100.240 100.250 100.240 100.245 +0.005 70,124 511,085 -641
Sep16 160317 100.265 100.275 100.265 100.270 +0.010 86,710 444,366 +23,648
Dec16 160317 100.275 100.290 100.275 100.285 +0.015 95,086 441,296 +8,407
Total Volume and Open Interest 655,023 3,387,097 +83,615
3-Mth Aus T-Bills(SFE)
Mar16 160310 97.66 97.67 97.60 97.65 -0.02 27,264 52,447 -13,808
Jun16 160317 97.77 97.80 97.75 97.80 +0.03 34,944 244,826 +9,232
Sep16 160317 97.82 97.88 97.80 97.88 +0.05 25,004 222,975 +2,592
Dec16 160317 97.86 97.93 97.85 97.93 +0.06 22,400 155,019 +3,461
Mar17 160317 97.88 97.96 97.86 97.96 +0.08 17,417 132,503 -883
Jun17 160317 97.87 97.96 97.86 97.96 +0.08 6,173 60,651 +755
Sep17 160317 97.86 97.95 97.84 97.95 +0.08 6,658 56,254 +1,393
Dec17 160317 97.84 97.92 97.81 97.92 +0.08 4,204 32,241 -494
Mar18 160317 97.79 97.87 97.77 97.87 +0.08 2,936 17,309 +830
Jun18 160317 97.72 97.82 97.72 97.82 +0.08 282 10,149 -154
Total Volume and Open Interest 120,180 935,011 +16,695
10-Year Aus T-Bonds(SFE)
Jun16 160317 97.37 97.46 97.35 97.45 +0.08 84,291 757,162 +9,027
Sep16 160317 97.45 97.45 97.45 97.45 +0.08      
Total Volume and Open Interest 105,372 805,308  
3-Year Aus T-Bonds(SFE)
Jun16 160317 97.99 98.10 97.98 98.08 +0.09 175,727 686,949 -1,407
Sep16 160317 98.08 98.08 98.08 98.08 +0.09      
Total Volume and Open Interest 220,027 794,958  
Gold(CMX)
Apr16 160317 1262.0 1271.9 1255.2 1265.0 +35.2 185,326 244,484 -8,841
Jun16 160317 1263.3 1273.0 1256.6 1266.3 +35.3 21,670 165,002 +1,587
Aug16 160317 1261.8 1274.0 1258.3 1267.4 +35.3 2,423 26,932 +274
Oct16 160317 1263.9 1274.3 1260.2 1268.4 +35.2 583 9,138 +6
Dec16 160317 1265.4 1276.0 1259.9 1269.5 +35.1 727 19,730 +70
Feb17 160317 1261.8 1273.6 1261.4 1270.6 +35.0 11 4,297 -2
Apr17 160317 1270.0 1271.7 1270.0 1271.7 +34.8 250 2,722 +250
Jun17 160317 1273.1 1273.1 1273.1 1273.1 +34.8 46 5,654 +22
Aug17 160317 1274.5 1274.5 1274.5 1274.5 +34.7 0 106 +0
Oct17 160317 1275.9 1275.9 1275.9 1275.9 +34.6 0 820 +0
Dec17 160317 1279.2 1279.2 1277.4 1277.4 +34.6 1 5,953 +0
Total Volume and Open Interest 211,281 493,086 -6,624
Silver(CMX)
Mar16 160317 1563.0 1603.5 1559.5 1602.2 +80.8 259 946 -99
May16 160317 1562.5 1607.5 1556.5 1603.3 +81.4 38,695 114,009 -1,873
Jul16 160317 1565.0 1610.0 1560.0 1606.7 +81.5 1,403 20,593 -118
Sep16 160317 1565.0 1611.0 1565.0 1610.3 +81.4 681 9,505 -38
Dec16 160317 1573.0 1616.5 1569.0 1615.3 +81.3 191 14,943 +123
Mar17 160317 1578.0 1620.4 1578.0 1620.4 +81.3 1 744 +0
May17 160317 1624.1 1624.1 1624.1 1624.1 +81.3 0 27 +0
Total Volume and Open Interest 41,390 166,180 -2,055
Platinum(NYMEX)
Apr16 160317 978.0 996.9 975.1 989.1 +30.4 11,666 38,356 -1,200
Jul16 160317 978.7 997.3 977.2 989.8 +30.2 1,966 23,839 +797
Oct16 160317 991.1 994.7 986.0 991.5 +30.1 11 1,019 +1
Jan17 160317 992.5 992.5 992.5 992.5 +30.1 0 7 +0
Total Volume and Open Interest 13,643 63,234 -402
Palladium(NYMEX)
Mar16 160317 590.95 597.35 590.95 597.35 +20.15 37 28 +9
Jun16 160317 581.95 599.00 579.00 597.80 +20.30 3,771 21,402 -296
Sep16 160317 590.60 597.90 590.60 597.90 +20.25 1 549 +1
Total Volume and Open Interest 3,845 22,064 -304
Copper(CMX)
Mar16 160317 226.25 229.15 225.70 228.90 +5.75 445 1,292 -182
May16 160317 225.35 229.75 225.20 229.25 +5.85 43,066 99,553 -137
Jul16 160317 225.95 230.25 225.95 229.95 +5.85 4,391 32,440 -220
Sep16 160317 227.70 230.65 227.00 230.40 +5.85 2,170 19,605 +309
Dec16 160317 226.50 230.70 226.50 230.50 +5.75 666 12,875 +126
Total Volume and Open Interest 51,176 175,443 -27
E-mini DJIA Index(CBOT)
Mar16 160317 17330 17531 17244 17486 +154 30,475 35,306 -5,900
Jun16 160317 17234 17428 17147 17385 +149 103,915 54,221 +9,000
Sep16 160317 17190 17341 17110 17308 +149 34 157 -11
Dec16 160317 17248 17248 17248 17248 +149 0 2 +0
Total Volume and Open Interest 134,424 89,686 +3,089
S & P 500(CME)
Mar16 160317 2027.50 2046.70 2023.00 2039.80 +12.90 26,582 108,099 -5,753
Jun16 160317 2019.20 2036.50 2006.00 2030.30 +13.00 24,850 47,423 +15,342
Sep16 160317 2022.00 2025.00 2006.00 2022.00 +12.40 0 272 +0
Dec16 160317 2015.20 2017.80 1998.80 2015.20 +12.40      
Total Volume and Open Interest 51,432 155,794 +9,589
S & P 500 E-Mini(Globex)
Mar16 160317 2026.75 2046.75 2015.75 2039.75 +12.75 923,452 1,054,670 -522,262
Jun16 160317 2017.00 2036.75 2005.75 2030.25 +13.00 1,910,850 2,333,364 +572,006
Sep16 160317 2010.00 2028.50 1998.25 2022.00 +12.50 337 7,192 -135
Dec16 160317 2006.50 2022.75 1992.75 2015.25 +12.50 29 1,273 +14
Total Volume and Open Interest 2,834,668 3,396,546 +49,623
NASDAQ 100 E-Mini(Globex)
Mar16 160317 4396.80 4422.00 4369.00 4402.30 +4.80 71,625 108,421 -20,529
Jun16 160317 4387.80 4412.80 4359.80 4393.00 +4.70 226,022 168,803 +37,986
Sep16 160317 4400.00 4401.50 4357.00 4387.50 +4.70 36 88 +10
Total Volume and Open Interest 297,684 277,389 +17,468
S&P Midcap 400(CME) e-Mini
Mar16 160317 1407.90 1425.60 1398.00 1422.10 +15.60 19,041 20,180 -13,634
Jun16 160317 1400.70 1420.30 1392.50 1416.60 +15.40 30,585 81,846 +12,840
Sep16 160317 1412.30 1412.30 1412.30 1412.30 +15.40 0 5 +0
Total Volume and Open Interest 49,626 102,042 -794
Volatility Index(CBOE)
Mar16 160316 17.00 17.05 16.55 17.00 +0.10 52,731 64,159 -9,546
Apr16 160317 18.25 18.80 17.55 17.78 -0.50 78,935 163,963 +15,916
May16 160317 19.20 19.58 18.59 18.83 -0.35 23,051 26,820 +1,499
Jun16 160317 19.85 20.15 19.33 19.53 -0.30 10,124 20,479 +294
Total Volume and Open Interest 179,621 256,578 -46,386
Russell 2000(ICE)
Mar16 160317 1074.50 1095.80 1066.00 1090.90 +17.80 92,539 114,972 -67,077
Jun16 160317 1068.20 1090.50 1059.90 1085.50 +18.00 152,211 327,529 +64,940
Sep16 160317 1068.80 1081.70 1068.80 1081.70 +18.00 1 7 +0
Total Volume and Open Interest 244,751 442,518 -2,137
Nikkei 225(CME)
Jun16 160317 16890 17195 16515 16770 -145 11,386 29,277 +102
Sep16 160317 16715 16780 16715 16780 -145      
Total Volume and Open Interest 11,386 29,282 +102
Nikkei 225(SGX)
Jun16 160317 16795 17120 16675 16810 +15 81,919 170,387 -2,392
Sep16 160317 16805 17060 16645 16785 +15 66 506 +48
Dec16 160317 16675 16675 16675 16675 +20 0 3,800 +0
Total Volume and Open Interest 82,135 184,162 -2,294
CAC 40(EURONEXT)
Mar16 160317 4484.0 4504.5 4366.0 4443.5 -19.5 206,935 243,522 -2,950
Apr16 160317 4472.0 4494.5 4355.5 4433.0 -20.0 136,978 127,063 +87,376
May16 160317 4409.0 4409.0 4349.0 4361.5 -19.5      
Total Volume and Open Interest 345,253 376,238 +84,987
Hang Seng Index(HKFE)
Mar16 160317 20309 20637 20205 20474 +168 94,427 99,006 -1,147
Apr16 160317 20254 20605 20200 20467 +181 924 4,667 +606
Total Volume and Open Interest 96,042 109,061 -276
DAX(EUREX)
Mar16 160317 10039.5 10069.5 9747.5 9871.5 -112.0 152,016 76,053 -30,389
Jun16 160317 10078.0 10109.0 9784.0 9907.0 -116.5 70,804 71,511 +23,678
Sep16 160317 10100.0 10100.0 9828.5 9900.0 -115.5 198 927 +112
Total Volume and Open Interest 223,018 148,491 -6,599
FT-SE 100(EURONEXT)
Mar16 160317 6196.00 6231.00 6124.50 6186.50 +17.50 388,663 271,312 -155,229
Jun16 160317 6133.00 6170.00 6063.00 6125.50 +17.50 312,414 398,161 +198,780
Sep16 160317 6073.50 6073.50 6073.50 6073.50 +17.50 0 1,762 +0
Total Volume and Open Interest 701,077 671,235 +43,551
SPI 200(SFE)
Mar16 160317 5128.0 5180.0 5103.0 5162.0 +36.0 188,780 183,950 -86,119
Jun16 160317 5119.0 5184.0 5085.0 5170.0 +59.0 163,759 175,779 +108,077
Sep16 160317 5126.0 5127.0 5126.0 5127.0 +58.0 1 819 +1
Total Volume and Open Interest 352,611 363,228 +22,018
FTSE MIB(ISE)
Mar16 160317 18945.00 18950.00 18335.00 18573.00 -162.00 81,392 39,248 -7,256
Jun16 160317 18500.00 18500.00 17880.00 18116.00 -152.00 49,320 47,659 +18,803
Sep16 160317 17925.00 18075.00 17825.00 18039.00 -149.00 0 19 +0
Total Volume and Open Interest 130,712 86,926 +11,547
KOSPI 200(KFE)
Jun16 160317 243.80 247.30 242.90 245.20 +1.60 97,146 112,462 -830
Sep16 160317 244.30 248.05 243.65 245.85 +1.20 265 3,523 +18
Dec16 160317 248.50 248.60 248.05 248.05 +2.70 1 2,362 +8
Total Volume and Open Interest 97,412 119,457 -819
GSCI(CME)
Apr16 160317 335.00 338.00 333.65 337.50 +5.80 92 11,516 +19
May16 160317 341.30 341.30 341.30 341.30 +5.55      
Jun16 160317 343.20 343.20 343.20 343.20 +5.55      
Total Volume and Open Interest 92 11,516 -230
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

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