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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon March 21, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May16 160321 895.00 905.00 892.25 902.00 +4.50 148,891 341,789 +2,301
Jul16 160321 902.00 911.50 898.75 908.25 +4.00 54,205 176,002 +2,741
Aug16 160321 904.00 913.75 901.25 910.50 +4.00 4,813 21,031 -120
Sep16 160321 904.50 913.50 903.50 910.50 +4.25 2,371 9,525 -245
Nov16 160321 908.00 916.50 904.50 913.50 +3.75 24,834 152,317 +4,898
Jan17 160321 911.25 920.25 910.00 917.50 +3.50 794 4,297 +194
Mar17 160321 915.00 922.25 915.00 919.75 +3.50 1,137 9,097 +72
May17 160321 917.50 923.00 915.75 920.50 +3.00 266 4,185 +79
Jul17 160321 922.50 927.00 922.50 925.25 +3.00 235 3,321 +48
Aug17 160321 923.00 923.00 923.00 923.00 +2.75 0 49 +0
Sep17 160321 915.00 915.00 915.00 915.00 +3.00 0 35 +0
Nov17 160321 905.00 911.50 905.00 909.50 +3.50 204 3,947 +61
Jan18 160321 914.25 914.25 914.25 914.25 +3.50 0 15 +0
Mar18 160321 919.00 919.00 919.00 919.00 +3.50 0 18 +0
Total Volume and Open Interest 237,755 725,686 +10,032
Soybean Meal(CBOT)
May16 160321 266.70 269.70 266.00 268.80 +2.20 55,851 165,615 +2,757
Jul16 160321 269.50 272.20 268.80 271.40 +2.10 16,259 99,807 +1,795
Aug16 160321 270.90 273.10 270.00 272.40 +1.90 1,781 21,548 +127
Sep16 160321 271.90 274.10 271.20 273.60 +2.00 1,694 19,038 +118
Oct16 160321 273.10 274.70 272.80 274.20 +1.90 1,008 12,963 +121
Dec16 160321 274.20 276.80 273.50 276.10 +1.90 9,251 45,886 -349
Jan17 160321 277.30 277.30 276.00 277.20 +1.80 744 3,833 +366
Mar17 160321 278.40 278.90 277.90 278.20 +1.60 1,622 4,699 +42
May17 160321 278.40 279.50 278.20 278.30 +1.20 250 2,290 +72
Jul17 160321 280.20 280.20 279.40 279.60 +1.20 218 1,560 +46
Total Volume and Open Interest 88,786 378,866 +5,164
Soybean Oil(CBOT)
May16 160321 33.27 33.68 33.09 33.58 +0.16 75,465 205,140 +10,308
Jul16 160321 33.50 33.91 33.32 33.82 +0.17 20,834 106,935 +240
Aug16 160321 33.45 33.97 33.43 33.90 +0.17 3,134 25,536 +737
Sep16 160321 33.59 34.08 33.54 33.99 +0.16 1,580 15,318 -34
Oct16 160321 33.72 34.11 33.59 34.06 +0.17 1,130 9,796 -194
Dec16 160321 33.88 34.30 33.75 34.23 +0.17 6,663 46,649 +439
Jan17 160321 34.08 34.45 34.00 34.43 +0.14 692 3,949 +114
Mar17 160321 34.18 34.60 34.14 34.56 +0.15 601 4,872 +89
May17 160321 34.26 34.72 34.26 34.65 +0.14 206 2,732 +79
Jul17 160321 34.64 34.83 34.64 34.78 +0.14 184 3,601 +72
Total Volume and Open Interest 110,538 431,231 +11,878
Canola(WCE)
Mar16 160314 464.1 464.1 464.1 464.1 +2.7      
May16 160321 465.7 471.2 465.0 469.4 +3.6 17,062 109,973 -2,205
Jul16 160321 471.3 476.0 470.7 474.1 +2.8 10,050 35,521 -455
Nov16 160321 476.8 479.9 476.5 479.4 +2.5 4,637 23,978 +948
Jan17 160321 480.9 483.4 480.5 483.4 +2.5 190 1,058 +66
Total Volume and Open Interest 31,939 170,802 -1,646
Corn(CBOT)
May16 160321 366.50 370.00 365.75 369.50 +2.50 197,301 636,918 +4,591
Jul16 160321 371.25 374.50 370.50 374.25 +2.50 68,924 313,759 -5,275
Sep16 160321 376.50 379.50 375.50 379.25 +2.50 25,450 138,342 +6,618
Dec16 160321 385.50 388.00 384.25 387.75 +2.25 39,524 191,036 +790
Mar17 160321 393.00 396.50 393.00 396.25 +2.25 2,534 37,076 +304
May17 160321 400.00 400.50 398.75 400.50 +2.00 495 6,736 +55
Jul17 160321 402.00 404.00 401.75 403.50 +2.00 547 17,276 +53
Sep17 160321 394.25 397.00 394.25 395.50 +2.00 6 1,893 +1
Dec17 160321 392.50 395.75 392.50 394.75 +1.25 503 12,695 +158
Mar18 160321 404.00 405.00 404.00 404.00 +1.25 20 541 +14
Total Volume and Open Interest 335,314 1,357,868 +7,307
Wheat(CBOT)
May16 160321 468.75 472.00 463.75 466.50 +3.50 86,914 211,824 +4,263
Jul16 160321 475.75 479.00 471.00 473.50 +3.25 32,591 116,922 +1,443
Sep16 160321 485.25 488.25 480.75 483.50 +3.50 7,440 36,764 -286
Dec16 160321 500.00 502.00 494.75 497.25 +3.25 7,760 43,524 +367
Mar17 160321 509.50 515.00 509.50 510.00 +2.50 574 10,912 -70
May17 160321 519.25 523.25 518.00 518.25 +2.00 209 2,305 -28
Total Volume and Open Interest 135,650 423,681 +5,706
Wheat(KCBT)
May16 160321 476.75 480.75 471.25 474.75 +5.25 27,150 87,745 +151
Jul16 160321 487.00 491.00 482.00 485.50 +5.50 13,743 63,122 -782
Sep16 160321 500.00 504.75 496.00 499.25 +5.50 3,322 13,398 +611
Dec16 160321 519.75 524.25 517.00 519.00 +5.00 3,411 21,684 +704
Mar17 160321 530.25 534.25 530.00 530.75 +4.50 1,149 8,970 +237
May17 160321 537.50 538.00 537.50 538.00 +4.00 126 2,650 +53
Jul17 160321 543.50 543.50 542.75 542.75 +3.25 12 672 +0
Total Volume and Open Interest 48,913 198,437 +974
Wheat(MGE)
May16 160321 511.50 515.25 508.25 512.50 +3.50 4,876 26,983 -643
Jul16 160321 521.50 523.50 517.50 520.25 +2.75 2,275 19,981 +111
Sep16 160321 528.25 533.50 527.75 529.75 +2.25 960 8,772 +17
Dec16 160321 545.50 545.50 542.25 544.00 +2.25 635 7,255 -41
Mar17 160321 557.25 560.25 557.25 558.00 +2.50 436 3,697 +12
May17 160321 566.75 566.75 566.75 566.75 +2.75 89 1,109 +5
Total Volume and Open Interest 9,272 67,965 -540
Oats(CBOT)
May16 160321 188.50 193.00 188.00 190.75 +2.75 351 8,141 -16
Jul16 160321 198.50 203.50 198.50 200.50 +2.50 129 2,410 +14
Sep16 160321 208.50 208.50 207.00 207.00 +1.50 32 172 +6
Dec16 160321 217.00 217.00 213.00 215.00 +0.25 45 401 +17
Total Volume and Open Interest 557 11,124 +21
Rough Rice(CBOT)
Mar16 160314 10.10 10.10 10.10 10.10 +0.01 19 27 +17
May16 160321 10.45 10.52 10.36 10.38 -0.07 673 10,208 +103
Jul16 160321 10.75 10.76 10.65 10.65 -0.07 29 1,789 +4
Sep16 160321 10.90 10.91 10.80 10.81 -0.07 4 383 +1
Total Volume and Open Interest 709 12,494 +110
Live Cattle(CME)
Apr16 160321 139.400 139.630 138.080 138.350 -1.480 12,972 75,888 -3,518
Jun16 160321 128.500 128.750 127.535 127.850 -1.250 18,099 111,437 +5,163
Aug16 160321 122.730 122.980 121.885 122.150 -1.180 7,298 53,845 +1,874
Oct16 160321 121.730 121.830 120.785 121.330 -0.805 3,963 32,381 +232
Dec16 160321 121.430 121.450 120.480 120.980 -0.870 1,435 16,071 +122
Feb17 160321 120.300 120.500 119.500 120.000 -0.950 474 4,387 +51
Total Volume and Open Interest 44,568 297,231 +4,110
Feeder Cattle(CME)
Mar16 160321 162.950 163.735 162.130 162.380 -0.855 799 2,742 -61
Apr16 160321 161.350 161.350 157.700 157.985 -4.215 2,818 8,968 -114
May16 160321 159.650 159.950 156.300 156.785 -3.915 2,627 14,694 +138
Aug16 160321 158.500 158.600 155.750 156.100 -3.450 1,469 11,962 +212
Sep16 160321 156.435 156.535 154.050 154.400 -3.350 344 2,050 +141
Oct16 160321 154.250 154.250 152.000 152.200 -2.950 250 1,778 +75
Nov16 160321 150.200 150.200 147.985 148.200 -2.250 168 1,448 -1
Total Volume and Open Interest 8,493 43,750 +402
Lean Hogs(CME)
Apr16 160321 70.950 70.950 69.250 69.350 -2.100 9,236 37,192 -2,061
May16 160321 79.200 79.200 77.635 77.680 -2.105 104 1,883 -3
Jun16 160321 83.550 83.680 81.785 81.850 -2.050 11,411 82,330 +2,976
Jul16 160321 82.535 82.730 81.100 81.180 -1.705 3,420 20,220 +251
Aug16 160321 80.950 81.000 79.885 79.930 -1.420 2,910 33,634 +350
Oct16 160321 69.800 69.800 68.400 68.635 -1.315 3,123 26,319 +1,776
Dec16 160321 63.800 63.850 62.930 63.130 -1.050 794 17,010 +138
Feb17 160321 66.385 66.400 65.725 65.975 -0.775 177 5,474 +19
Total Volume and Open Interest 31,226 225,890 +3,460
Class III Milk(CME)
Mar16 160321 13.82 13.83 13.82 13.83 unch 212 3,820 +12
Apr16 160321 13.98 14.03 13.84 13.95 +0.07 181 4,913 -25
May16 160321 13.65 13.77 13.61 13.75 +0.12 293 4,218 +29
Jun16 160321 13.61 13.74 13.59 13.72 +0.11 168 3,739 +3
Jul16 160321 13.90 14.03 13.90 14.00 +0.05 33 3,021 +13
Aug16 160321 14.28 14.35 14.24 14.32 +0.05 14 2,544 +1
Sep16 160321 14.52 14.60 14.52 14.60 +0.07 11 2,487 -4
Oct16 160321 14.64 14.75 14.64 14.68 +0.03 5 2,027 +5
Nov16 160321 14.70 14.75 14.68 14.75 +0.07 4 1,914 +4
Dec16 160321 14.71 14.74 14.71 14.72 +0.02 2 1,822 +1
Jan17 160321 14.68 14.68 14.66 14.68 +0.05 1 398 +1
Feb17 160321 14.70 14.70 14.66 14.68 +0.03 0 291 +0
Mar17 160321 14.70 14.73 14.70 14.73 +0.07 0 287 +0
Total Volume and Open Interest 935 32,379 +41
Cocoa(ICE)
May16 160321 3114 3125 3059 3072 -46 20,540 79,495 +572
Jul16 160321 3110 3123 3062 3074 -43 11,808 59,673 -110
Sep16 160321 3091 3100 3044 3054 -43 4,940 42,702 +1,227
Dec16 160321 3057 3065 3015 3022 -41 1,954 20,920 +131
Mar17 160321 3029 3037 2984 2995 -42 1,240 25,638 +167
May17 160321 3016 3016 2975 2986 -42 17 4,521 -2
Jul17 160321 3007 3009 2967 2978 -41 5 1,265 -1
Total Volume and Open Interest 40,508 239,743 +1,984
Coffee "C"(ICE)
Mar16 160318 132.10 134.25 132.10 133.85 +1.85 2 12 -4
May16 160321 133.70 133.70 130.65 131.55 -2.75 37,785 80,654 -984
Jul16 160321 135.10 135.45 132.50 133.35 -2.80 17,157 40,776 +688
Sep16 160321 137.10 137.10 134.15 134.95 -2.70 13,026 27,477 +804
Dec16 160321 138.15 138.15 135.70 136.45 -2.50 6,757 26,756 -671
Mar17 160321 138.85 139.20 137.10 137.80 -2.35 2,197 7,078 +222
Total Volume and Open Interest 79,543 191,210 +771
Orange Juice(ICE)
May16 160321 127.25 128.40 126.05 127.90 +0.15 370 9,410 +155
Jul16 160321 127.25 128.50 127.00 128.00 unch 48 1,654 +17
Sep16 160321 128.15 128.40 127.40 128.40 -0.15 9 923 +2
Nov16 160321 128.65 128.65 128.60 128.60 -0.15 16 363 +13
Jan17 160321 129.75 129.75 129.65 129.65 -0.10 4 75 +4
Mar17 160321 130.55 130.55 130.55 130.55 -0.10 0 1 +0
Total Volume and Open Interest 447 12,426 +191
Sugar #11(ICE)
May16 160321 15.90 16.32 15.77 16.29 +0.32 82,774 304,340 +9,310
Jul16 160321 15.84 16.22 15.72 16.19 +0.28 38,429 227,598 +2,890
Oct16 160321 15.94 16.29 15.84 16.26 +0.23 19,503 123,267 +2,230
Mar17 160321 16.39 16.68 16.26 16.65 +0.20 8,622 80,015 +1,991
May17 160321 16.05 16.33 15.98 16.30 +0.13 1,462 13,317 -574
Jul17 160321 15.75 15.99 15.68 15.96 +0.10 1,597 20,483 +802
Oct17 160321 15.55 15.81 15.53 15.80 +0.09 877 16,844 +123
Mar18 160321 15.70 15.91 15.70 15.91 +0.09 137 6,154 +26
Total Volume and Open Interest 153,405 796,921 +16,798
London Cocoa(LCE)
May16 160321 2256 2269 2229 2238 -18 8,629 78,515 -391
Jul16 160321 2244 2257 2219 2226 -18 4,899 60,365 +152
Sep16 160321 2214 2227 2190 2197 -17 2,535 52,726 +406
Dec16 160321 2174 2183 2148 2156 -15 1,852 42,259 -105
Mar17 160321 2142 2153 2119 2126 -14 1,971 34,085 -267
May17 160321 2137 2143 2115 2123 -12 224 4,195 +7
Jul17 160321 2136 2136 2116 2116 -13 7 627 +0
Total Volume and Open Interest 20,117 273,196 -198
London Sugar(LCE)
May16 160321 449.80 458.60 447.00 457.60 +6.80 4,344 41,970 -505
Aug16 160321 443.40 452.00 441.40 451.20 +6.20 3,499 25,567 +1,158
Oct16 160321 438.70 446.80 436.70 446.10 +5.80 716 12,556 +264
Dec16 160321 438.00 446.50 436.80 446.10 +6.00 727 6,111 +102
Mar17 160321 438.50 446.90 437.30 446.90 +5.90 490 4,778 +336
Total Volume and Open Interest 9,812 93,559 +1,377
Cotton(ICE)
May16 160321 57.10 58.58 57.06 58.17 +1.01 12,613 114,467 -569
Jul16 160321 57.00 58.34 57.00 58.08 +1.02 5,727 47,349 +333
Oct16 160321 57.73 58.31 57.73 58.31 +1.06 0 2 +0
Dec16 160321 56.89 57.96 56.89 57.91 +1.01 2,330 40,011 +522
Mar17 160321 58.18 58.67 58.18 58.63 +0.98 351 6,290 +165
May17 160321 58.87 59.33 58.87 59.33 +0.96 39 1,929 +6
Total Volume and Open Interest 21,198 212,874 +522
Lumber(CME)
May16 160321 298.3 307.1 294.1 307.1 +10.0 725 3,598 -73
Jul16 160321 291.6 302.1 290.7 302.1 +10.0 201 669 +16
Sep16 160321 305.1 305.1 304.7 304.8 +9.7 4 91 +1
Nov16 160321 301.5 301.5 301.5 301.5 +9.8 1 24 -1
Total Volume and Open Interest 931 4,406 -57
Crude Oil(NYM)
Apr16 160321 39.06 40.30 38.61 39.91 +0.47 298,013 71,637 -27,100
May16 160321 41.07 41.80 40.41 41.52 +0.38 442,919 556,041 +13,682
Jun16 160321 41.93 42.63 41.33 42.42 +0.37 134,451 229,088 +5,849
Jul16 160321 42.51 43.19 41.95 43.04 +0.36 40,955 103,505 +518
Aug16 160321 43.07 43.61 42.47 43.48 +0.37 26,970 71,788 +7,023
Sep16 160321 43.27 43.95 42.85 43.82 +0.36 45,765 101,163 +7,872
Oct16 160321 43.68 44.18 43.10 44.08 +0.37 21,306 48,849 +478
Nov16 160321 43.50 44.31 43.40 44.31 +0.37 12,249 37,162 +1,199
Dec16 160321 44.04 44.65 43.46 44.51 +0.35 72,540 192,338 -2,457
Jan17 160321 44.13 44.70 43.86 44.70 +0.34 6,989 30,288 -1,200
Feb17 160321 44.40 44.89 44.22 44.89 +0.32 3,582 17,884 -902
Mar17 160321 44.76 45.17 44.15 45.10 +0.31 7,602 34,680 +383
Apr17 160321 45.21 45.30 44.72 45.30 +0.30 1,540 9,700 +348
May17 160321 45.50 45.50 45.50 45.50 +0.29 1,286 8,745 +311
Jun17 160321 45.09 45.80 44.83 45.70 +0.28 15,137 47,515 +787
Jul17 160321 45.87 45.87 45.87 45.87 +0.27 749 8,270 -7
Total Volume and Open Interest 1,163,315 1,781,626 +8,344
e-miNY Crude Oil(NYM)
Apr16 160318 40.250 41.200 39.425 39.450 -0.750 8,322 5,542 +61
May16 160321 41.050 41.775 40.400 41.525 +0.375 4,810 1,480 +306
Jun16 160321 41.825 42.600 41.350 42.425 +0.375 250 362 +0
Jul16 160321 42.300 43.050 42.050 43.050 +0.375 9 203 -2
Aug16 160321 43.650 43.650 43.475 43.475 +0.375 6 52 -1
Sep16 160321 43.825 43.825 43.825 43.825 +0.375 2 76 +2
Oct16 160321 43.725 44.075 43.725 44.075 +0.375 0 42 +0
Nov16 160321 44.300 44.300 44.300 44.300 +0.350 0 10 +0
Dec16 160321 44.475 44.500 44.475 44.500 +0.350 10 231 +1
Jan17 160321 44.700 44.700 44.700 44.700 +0.350 0 8 +0
Total Volume and Open Interest 12,729 8,147 -41
NY Harbor ULSD(NYM)
Apr16 160321 124.65 125.59 122.01 123.74 -0.17 33,927 52,773 -2,254
May16 160321 125.68 126.58 123.16 124.94 +0.01 28,462 81,700 +3,461
Jun16 160321 126.43 127.74 124.35 126.29 +0.22 20,101 49,513 -78
Jul16 160321 127.98 129.38 126.46 128.10 +0.41 10,480 33,148 +1,002
Aug16 160321 129.88 130.93 128.44 130.01 +0.54 6,174 20,841 +612
Sep16 160321 130.21 132.98 130.21 132.07 +0.63 4,058 18,831 +111
Oct16 160321 133.84 134.74 132.78 134.01 +0.72 2,953 11,303 +87
Nov16 160321 135.42 136.64 134.80 135.85 +0.82 2,218 7,875 -67
Dec16 160321 135.21 138.22 135.21 137.53 +0.89 7,288 42,214 +656
Jan17 160321 138.87 139.18 138.16 139.02 +0.93 956 15,756 +60
Feb17 160321 139.30 140.33 139.30 140.10 +0.98 332 3,321 +30
Mar17 160321 141.00 141.00 139.53 140.62 +1.03 250 5,866 +98
Apr17 160321 139.00 140.75 139.00 140.45 +1.06 79 1,968 +28
May17 160321 140.00 140.64 140.00 140.64 +1.06 56 1,269 +5
Total Volume and Open Interest 117,751 367,128 +3,721
RBOB Gasoline(NYM)
Apr16 160321 142.81 146.13 141.12 145.89 +3.16 42,187 58,202 -4,444
May16 160321 146.09 149.45 144.41 149.12 +3.03 41,121 109,225 +5,169
Jun16 160321 147.34 150.58 145.77 150.21 +2.87 25,276 53,304 +1,030
Jul16 160321 146.94 150.00 145.89 149.67 +2.73 15,132 37,724 +1,284
Aug16 160321 145.14 148.00 144.53 147.74 +2.60 9,201 33,559 +941
Sep16 160321 142.91 144.71 141.86 144.55 +2.46 6,910 39,198 -283
Oct16 160321 126.91 130.22 126.91 130.15 +2.42 2,611 19,437 -58
Nov16 160321 124.65 126.52 124.05 126.49 +2.26 1,778 11,239 -203
Dec16 160321 122.47 124.62 121.94 124.41 +2.12 4,017 32,553 +372
Jan17 160321 122.87 124.48 122.09 124.46 +2.04 350 5,167 +5
Total Volume and Open Interest 150,145 428,680 +4,106
e-miNY RBOB Gasoline(NYM)
Apr16 160321 145.90 145.90 145.89 145.90 +3.20 0 1 +0
May16 160321 149.10 149.12 149.10 149.10 +3.00      
Jun16 160321 147.30 150.21 147.30 150.20 +2.90 0 1 +0
Jul16 160321 149.70 149.70 149.67 149.70 +2.80      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Apr16 160321 1.893 1.908 1.808 1.828 -0.079 172,241 123,064 -15,489
May16 160321 1.977 1.993 1.885 1.904 -0.085 106,054 318,789 +11,364
Jun16 160321 2.073 2.089 1.980 1.999 -0.086 32,074 81,714 +543
Jul16 160321 2.160 2.185 2.082 2.100 -0.083 23,004 94,130 -94
Aug16 160321 2.220 2.227 2.137 2.154 -0.079 12,376 42,730 +10
Sep16 160321 2.229 2.250 2.161 2.178 -0.076 16,759 82,306 +813
Oct16 160321 2.294 2.294 2.207 2.224 -0.071 27,830 75,544 +2,194
Nov16 160321 2.453 2.468 2.398 2.414 -0.058 9,680 27,243 +72
Dec16 160321 2.718 2.718 2.663 2.679 -0.048 7,326 33,962 -17
Jan17 160321 2.840 2.847 2.792 2.808 -0.043 13,890 62,397 +1,182
Feb17 160321 2.819 2.830 2.794 2.803 -0.039 1,626 13,894 -83
Mar17 160321 2.783 2.789 2.752 2.763 -0.036 5,863 41,017 +416
Apr17 160321 2.575 2.595 2.560 2.569 -0.024 4,175 38,785 +202
May17 160321 2.584 2.585 2.577 2.581 -0.021 395 8,622 +119
Jun17 160321 2.625 2.632 2.622 2.629 -0.019 74 4,461 +25
Jul17 160321 2.677 2.677 2.674 2.674 -0.018 111 3,778 +15
Total Volume and Open Interest 436,074 1,099,114 +2,455
Brent Crude Oil(ICE)
May16 160321 41.31 41.88 40.48 41.54 +0.34 249,228 281,931 -6,882
Jun16 160321 41.87 42.54 41.13 42.23 +0.37 175,910 387,905 +16,850
Jul16 160321 42.44 42.91 41.53 42.62 +0.36 78,968 264,576 +4,069
Aug16 160321 42.69 43.26 41.93 43.02 +0.37 44,594 121,782 +6,271
Sep16 160321 43.13 43.68 42.39 43.48 +0.39 44,546 163,411 +2,912
Oct16 160321 43.57 44.06 42.79 43.91 +0.41 25,734 78,441 +3,678
Nov16 160321 43.93 44.47 43.23 44.31 +0.41 26,361 60,120 +2,613
Dec16 160321 44.31 44.85 43.60 44.69 +0.41 82,108 298,464 -1,018
Jan17 160321 44.48 45.19 44.24 45.04 +0.40 7,840 58,521 +54
Feb17 160321 45.37 45.37 45.37 45.37 +0.39 4,069 43,034 +749
Mar17 160321 45.62 46.04 45.62 45.70 +0.38 5,129 30,514 +471
Apr17 160321 45.38 46.03 45.38 46.03 +0.39 1,144 16,331 +53
May17 160321 46.12 46.31 45.70 46.31 +0.39 1,021 16,745 +94
Jun17 160321 46.13 46.71 45.58 46.57 +0.40 13,313 64,948 +1,214
Total Volume and Open Interest 790,830 2,209,431 +32,366
Gas Oil(ICE)
Apr16 160321 373.50 376.25 365.00 370.25 -4.75 57,453 104,732 -5,089
May16 160321 376.75 379.25 368.25 373.75 -4.25 49,608 131,240 -2,490
Jun16 160321 381.75 383.00 372.50 378.25 -3.50 35,955 98,475 -836
Jul16 160321 384.25 387.75 377.50 383.25 -3.00 9,501 44,625 -1,039
Aug16 160321 389.50 392.75 382.75 388.75 -2.50 5,673 28,106 -551
Sep16 160321 392.50 397.50 388.50 394.25 -2.00 7,019 31,795 +733
Oct16 160321 396.25 402.50 393.75 399.50 -1.50 6,419 22,936 -294
Nov16 160321 399.25 405.50 397.25 403.00 -1.00 2,834 17,450 -94
Dec16 160321 405.50 408.25 399.50 406.00 -0.25 14,269 83,733 -1,372
Jan17 160321 403.50 411.00 403.50 410.00 unch 1,533 16,606 +333
Total Volume and Open Interest 197,865 728,663 -11,170
Ethanol(CBOT)
Apr16 160321 1.403 1.409 1.385 1.390 -0.035 168 1,181 -54
May16 160321 1.445 1.445 1.412 1.420 -0.025 92 1,264 -43
Jun16 160321 1.432 1.432 1.424 1.430 -0.018 93 276 +50
Jul16 160321 1.437 1.437 1.428 1.428 -0.018 33 559 +21
Aug16 160321 1.430 1.430 1.422 1.422 -0.018 0 129 +0
Sep16 160321 1.425 1.425 1.413 1.413 -0.018 0 331 +0
Oct16 160321 1.396 1.396 1.396 1.396 -0.018 8 138 +0
Nov16 160321 1.387 1.387 1.387 1.387 -0.018 0 72 +0
Total Volume and Open Interest 394 4,283 -26
WTI Crude Oil(ICE)
Apr16 160318 40.21 41.19 39.36 39.44 -0.76 51,902 34,613 -5,822
May16 160321 40.95 41.81 40.40 41.52 +0.38 83,845 111,018 +6,007
Jun16 160321 41.93 42.63 41.36 42.42 +0.37 55,789 76,403 +2,660
Jul16 160321 42.56 43.18 42.05 43.04 +0.36 23,761 22,171 +437
Aug16 160321 43.01 43.57 42.49 43.48 +0.37 8,127 11,030 -157
Sep16 160321 42.88 43.91 42.88 43.82 +0.36 7,069 23,007 +904
Oct16 160321 43.63 44.15 43.48 44.08 +0.37 4,315 4,579 -8
Nov16 160321 43.87 44.37 43.72 44.31 +0.37 4,191 10,406 +506
Dec16 160321 43.79 44.60 43.61 44.51 +0.35 13,759 66,859 +1,194
Jan17 160321 44.14 44.70 44.14 44.70 +0.34 1,007 4,640 +28
Feb17 160321 44.89 44.89 44.89 44.89 +0.32 539 3,751 -6
Mar17 160321 45.10 45.10 45.10 45.10 +0.31 348 3,116 -56
Apr17 160321 45.30 45.30 45.30 45.30 +0.30 83 1,994 -19
May17 160321 45.50 45.50 45.50 45.50 +0.29 67 1,138 -14
Jun17 160321 45.50 45.70 45.23 45.70 +0.28 2,263 20,368 +522
Jul17 160321 45.87 45.87 45.87 45.87 +0.27 12 1,146 +7
Total Volume and Open Interest 241,692 449,977 +5,346
US Dollar Index(ICE)
Jun16 160321 95.100 95.410 95.020 95.305 +0.185 30,539 50,805 +1,466
Sep16 160321 95.130 95.430 95.080 95.340 +0.175 190 1,022 +74
Dec16 160321 95.035 95.385 95.035 95.385 +0.175 12 155 +6
Total Volume and Open Interest 30,759 52,001 +1,564
Australian Dollar(CME)
Jun16 160321 75.67 75.97 75.39 75.67 -0.03 119,765 103,733 -807
Sep16 160321 75.27 75.63 75.10 75.36 -0.02 75 103 +10
Dec16 160321 75.07 75.32 75.00 75.09 -0.03 2 28 +2
Total Volume and Open Interest 119,842 103,868 -795
British Pound(CME)
Jun16 160321 144.63 144.72 143.68 143.96 -0.84 135,679 251,325 -1,279
Sep16 160321 144.65 144.66 143.80 144.06 -0.84 235 639 +22
Dec16 160321 144.18 144.18 143.96 144.18 -0.84 6 126 -1
Total Volume and Open Interest 135,931 252,118 -1,247
Canadian Dollar(CME)
Jun16 160321 76.80 76.81 76.33 76.55 -0.20 77,627 89,322 +849
Sep16 160321 76.77 76.81 76.38 76.58 -0.19 356 1,427 -76
Dec16 160321 76.59 76.85 76.50 76.61 -0.20 19 1,159 +0
Mar17 160321 76.65 76.65 76.55 76.65 -0.20 3 58 +2
Total Volume and Open Interest 78,005 91,977 +775
Japanese Yen(CME)
Jun16 160321 89.88 90.14 89.52 89.61 -0.20 210,241 146,580 +6,998
Sep16 160321 90.26 90.42 89.85 89.92 -0.20 94 279 +42
Dec16 160321 90.27 90.62 90.27 90.27 -0.19 12 62 -3
Total Volume and Open Interest 210,361 146,958 +7,051
Swiss Franc(CME)
Jun16 160321 103.52 103.72 103.13 103.52 +0.03 24,623 40,136 -170
Sep16 160321 104.02 104.22 103.66 104.03 +0.04 18 33 +7
Dec16 160321 104.55 104.67 104.55 104.55 +0.06 1 22 +0
Total Volume and Open Interest 24,657 40,206 -148
EuroFX(CME)
Jun16 160321 112.98 113.13 112.62 112.80 -0.16 255,304 324,749 +3,146
Sep16 160321 113.35 113.50 113.02 113.19 -0.16 399 1,631 +72
Dec16 160321 113.60 113.85 113.44 113.60 -0.14 20 894 +13
Total Volume and Open Interest 255,779 327,528 +3,240
Mexican Peso(CME)
Apr16 160321 573.50 573.50 573.50 573.50 -1.75 1 0 -1
May16 160321 572.25 572.25 572.25 572.25 -1.50      
Total Volume and Open Interest 66,426 99,631 +685
Brazilian Real(CME)
Apr16 160321 278.05 278.05 273.55 277.05 -0.75 3,451 25,062 -252
May16 160321 276.30 276.30 273.25 275.05 -0.50 3 10 +0
Jun16 160321 273.20 274.10 270.00 272.60 -0.60 68 4,708 -10
Jul16 160321 270.30 270.30 270.30 270.30 -0.55 0 15 +0
Total Volume and Open Interest 3,522 29,815 -262
30-Year T-Bonds(CBOT)
Mar16 160321 164~190 164~190 163~040 163~170 -1~010 945 2,424 -439
Jun16 160321 163~070 163~120 161~200 161~230 -1~160 248,596 496,386 +2,449
Sep16 160321 161~000 161~000 160~180 160~180 -1~130 5 24 -1
Total Volume and Open Interest 249,546 498,834 +2,009
10-Year T-Notes(CBOT)
Mar16 160321 129~285 129~290 129~165 129~175 -0~100 6,409 25,310 -4,224
Jun16 160321 129~125 129~150 129~000 129~005 -0~125 1,259,842 2,580,675 -18,433
Sep16 160321 129~000 129~000 128~250 128~250 -0~080 1 2 +0
Total Volume and Open Interest 1,266,252 2,605,987 -22,657
5-Year T-Notes(CBOT)
Mar16 160321 120~214 120~214 120~140 120~154 -0~056 6,567 56,887 -2,251
Jun16 160321 120~134 120~150 120~056 120~062 -0~072 653,079 2,331,743 -17,505
Sep16 160321 119~232 119~232 119~232 119~232 -0~072      
Total Volume and Open Interest 659,646 2,388,630 -19,756
2 Year T-Notes(CBOT)
Mar16 160321 109~066 109~066 109~050 109~050 -0~020 1,087 15,225 -867
Jun16 160321 109~032 109~040 109~004 109~010 -0~022 248,327 903,323 -7,012
Sep16 160321 108~250 108~250 108~250 108~250 -0~022      
Total Volume and Open Interest 249,414 918,548 -7,879
Eurodollars(CME)
Jun16 160321 99.265 99.270 99.240 99.240 -0.020 271,284 1,195,386 -4,439
Sep16 160321 99.190 99.195 99.150 99.155 -0.030 231,111 1,071,270 -1,359
Dec16 160321 99.105 99.115 99.065 99.065 -0.040 345,710 1,187,001 -22,926
Mar17 160321 99.050 99.055 99.000 99.000 -0.045 260,144 812,955 -12,962
Jun17 160321 98.985 98.990 98.930 98.930 -0.050 313,332 761,314 -20,919
Sep17 160321 98.915 98.920 98.860 98.860 -0.055 184,715 645,384 -6,741
Dec17 160321 98.835 98.845 98.780 98.780 -0.055 208,594 804,495 +61
Mar18 160321 98.775 98.780 98.715 98.720 -0.055 138,925 449,641 -4,304
Jun18 160321 98.705 98.715 98.645 98.650 -0.055 124,984 412,474 +2,449
Sep18 160321 98.635 98.650 98.580 98.580 -0.060 113,096 339,325 -1,471
Dec18 160321 98.565 98.575 98.505 98.510 -0.055 109,909 437,453 -5,226
Mar19 160321 98.520 98.520 98.450 98.455 -0.055 74,424 252,234 -2,476
Jun19 160321 98.450 98.460 98.390 98.390 -0.060 65,266 240,444 -1,119
Sep19 160321 98.385 98.400 98.325 98.330 -0.055 56,749 160,581 +5,373
Dec19 160321 98.315 98.330 98.255 98.265 -0.050 55,732 150,935 +6,422
Mar20 160321 98.265 98.275 98.205 98.210 -0.050 34,827 85,587 +250
Jun20 160321 98.205 98.220 98.145 98.150 -0.055 25,682 54,902 -245
Sep20 160321 98.145 98.160 98.090 98.095 -0.050 22,594 55,395 +443
Total Volume and Open Interest 2,725,260 9,462,555 -63,119
Ultra T-Bond(CBOT)
Mar16 160321 168~04 168~04 168~04 168~04 -1~06 169 1,408 -7,272
Jun16 160321 170~31 171~04 169~02 169~06 -1~26 81,097 618,088 +9,143
Sep16 160321 171~06 171~06 171~06 171~06 -1~26      
Total Volume and Open Interest 81,266 619,496 +1,871
Ultra 10-Yr T-Note(CBOT)
Mar16 160321 140~020 140~020 140~020 140~020 -0~165 2 424 -6,078
Jun16 160321 139~170 139~205 138~300 139~000 -0~185 55,090 95,016 -1,336
Sep16 160321 138~020 138~020 138~020 138~020 -0~185      
Total Volume and Open Interest 55,092 95,440 -7,414
30 Day Federal Funds(CBOT)
Mar16 160321 99.637 99.637 99.635 99.637 unch 26,789 86,250 -2,216
Apr16 160321 99.635 99.635 99.630 99.630 -0.005 18,113 121,374 -7,423
May16 160321 99.615 99.615 99.595 99.600 -0.015 30,849 183,970 +2,145
Jun16 160321 99.570 99.570 99.550 99.555 -0.015 7,977 57,576 -327
Jul16 160321 99.525 99.530 99.505 99.510 -0.015 16,043 83,032 +1,320
Aug16 160321 99.495 99.495 99.470 99.475 -0.020 13,782 55,092 +2,098
Total Volume and Open Interest 136,421 786,810 -5,971
3-Mth Euro-Yen(CME)
Jun16 160321 99.990 99.990 99.990 99.990 unch      
Sep16 160321 99.990 99.990 99.990 99.990 unch      
Dec16 160321 99.990 99.990 99.990 99.990 unch      
Mar17 160321 99.990 99.990 99.990 99.990 unch      
Jun17 160321 99.990 99.990 99.990 99.990 unch      
Sep17 160321 99.990 99.990 99.990 99.990 unch      
Dec17 160321 99.990 99.990 99.990 99.990 unch      
Mar18 160321 99.935 99.935 99.935 99.935 unch      
Jun18 160321 99.795 99.795 99.795 99.795 unch      
Sep18 160321 99.655 99.655 99.655 99.655 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun16 160321 99.99 99.99 99.99 99.99 unch      
Sep16 160321 99.99 99.99 99.99 99.99 unch      
Dec16 160321 99.99 99.99 99.99 99.99 unch 0 4 +0
Mar17 160321 99.99 99.99 99.99 99.99 unch      
Jun17 160321 99.99 99.99 99.99 99.99 unch      
Sep17 160321 99.99 99.99 99.99 99.99 unch      
Dec17 160321 99.99 99.99 99.99 99.99 unch      
Mar18 160321 99.93 99.93 99.93 99.93 unch      
Total Volume and Open Interest 0 4 +0
Japanese Gov't Bonds(SGX)
Jun16 160321 151.69 151.82 151.62 151.76 +0.44 2,135 15,715 -39
Sep16 160321 151.20 151.20 151.20 151.20 +0.44      
Dec16 160321 151.20 151.20 151.20 151.20 +0.44      
Total Volume and Open Interest 2,135 15,715 -39
Euro-Buxl(EUREX)
Jun16 160321 166.26 167.42 165.14 165.40 -0.38 44,993 118,934 +292
Sep16 160321 173.92 173.92 173.92 173.92 -0.18 0 12 +0
Dec16 160321 173.92 173.92 173.92 173.92 -0.18      
Total Volume and Open Interest 44,993 118,946 +292
Euro-Bund(EUREX)
Jun16 160321 162.60 163.00 162.19 162.42 -0.02 673,964 1,212,536 -7,531
Sep16 160321 161.65 161.88 161.43 161.43 unch 6 478 +2
Dec16 160321 159.92 159.92 159.92 159.92 -0.02      
Total Volume and Open Interest 673,970 1,213,014 -7,529
Euro-Bobl(EUREX)
Jun16 160321 130.89 131.05 130.83 130.90 +0.06 555,827 1,015,306 +7,146
Sep16 160321 131.72 131.72 131.72 131.72 +0.06 0 10 +0
Dec16 160321 131.40 131.40 131.40 131.40 +0.06      
Total Volume and Open Interest 555,827 1,015,316 +7,146
Euro-Schatz(EUREX)
Jun16 160321 111.78 111.80 111.76 111.78 +0.01 232,972 1,042,386 -25,531
Sep16 160321 111.75 111.75 111.75 111.75 +0.01 0 2 +0
Dec16 160321 111.75 111.75 111.75 111.75 +0.01      
Total Volume and Open Interest 232,972 1,042,388 -25,531
3-Mth Euribor(EUREX)
Mar16 160314 100.225 100.225 100.225 100.225 unch 278 5,335 +109
Jun16 160321 100.255 100.255 100.255 100.255 +0.005 5 11,610 -3
Sep16 160321 100.285 100.285 100.280 100.280 unch 30 5,943 +0
Total Volume and Open Interest 55 71,605 -10
Long Gilt(LIFFE)
Mar16 160321 121~15 121~15 121~10 121~12 -0~04 189 2,279 -133
Jun16 160321 120~23 120~30 120~14 120~17 -0~04 173,575 461,074 -8,915
Total Volume and Open Interest 173,764 463,353 -9,048
3-Mth Short Sterling(LIFFE)
Jun16 160321 99.39 99.40 99.39 99.40 +0.01 75,052 438,312 -1,343
Sep16 160321 99.37 99.38 99.36 99.37 unch 51,957 357,564 +1,801
Dec16 160321 99.34 99.35 99.33 99.34 unch 72,581 402,338 +462
Mar17 160321 99.31 99.33 99.30 99.31 unch 57,671 320,919 -1,444
Jun17 160321 99.28 99.29 99.25 99.26 -0.01 79,296 293,477 +11,613
Sep17 160321 99.22 99.24 99.20 99.21 -0.01 65,811 250,584 -4,032
Total Volume and Open Interest 629,616 3,069,332 +14,736
3-Mth Euribor(LIFFE)
Jun16 160321 100.250 100.255 100.245 100.255 +0.005 41,222 487,225 -918
Sep16 160321 100.275 100.280 100.270 100.280 +0.005 51,055 467,394 -752
Dec16 160321 100.290 100.300 100.285 100.295 +0.005 36,305 453,277 +151
Total Volume and Open Interest 387,043 3,416,194 +10,037
3-Mth Aus T-Bills(SFE)
Jun16 160321 97.79 97.79 97.77 97.78 -0.02 37,016 234,152 -4,427
Sep16 160321 97.86 97.87 97.84 97.86 -0.01 39,210 229,520 +4,427
Dec16 160321 97.91 97.92 97.90 97.91 -0.01 28,843 154,105 +1,729
Mar17 160321 97.94 97.95 97.92 97.94 -0.01 18,535 128,194 -975
Jun17 160321 97.94 97.94 97.92 97.94 -0.01 7,441 60,753 -1,291
Sep17 160321 97.93 97.93 97.90 97.93 -0.01 6,116 55,724 -465
Dec17 160321 97.88 97.90 97.87 97.90 unch 3,271 31,727 +845
Mar18 160321 97.83 97.85 97.82 97.85 unch 2,038 17,559 +304
Jun18 160321 97.77 97.80 97.77 97.80 unch 166 10,138 -11
Sep18 160321 97.73 97.73 97.73 97.73 unch 0 1,218 +0
Total Volume and Open Interest 142,636 924,999 +136
10-Year Aus T-Bonds(SFE)
Jun16 160321 97.45 97.45 97.42 97.44 -0.01 120,952 757,819 -6,658
Sep16 160321 97.44 97.44 97.44 97.44 -0.01      
Total Volume and Open Interest 120,952 757,819 -6,658
3-Year Aus T-Bonds(SFE)
Jun16 160321 98.06 98.07 98.04 98.07 unch 205,344 707,902 +13,679
Sep16 160321 98.07 98.07 98.07 98.07 unch      
Total Volume and Open Interest 205,344 707,902 +13,679
Gold(CMX)
Apr16 160321 1255.2 1256.7 1241.2 1244.2 -10.1 208,124 252,604 +4,152
Jun16 160321 1256.1 1258.0 1242.4 1245.7 -9.8 20,626 172,099 +2,834
Aug16 160321 1256.9 1258.9 1243.6 1246.9 -9.7 3,060 26,996 -136
Oct16 160321 1247.3 1249.2 1247.1 1247.9 -9.7 1,249 9,423 +168
Dec16 160321 1256.4 1258.8 1247.5 1249.1 -9.6 3,248 19,976 +33
Feb17 160321 1257.8 1258.0 1249.2 1250.2 -9.5 104 4,113 +16
Apr17 160321 1251.5 1251.5 1251.4 1251.4 -9.4 109 2,811 +37
Jun17 160321 1252.7 1252.7 1252.7 1252.7 -9.4 1,000 5,571 -81
Aug17 160321 1254.0 1254.0 1254.0 1254.0 -9.3 0 106 +0
Oct17 160321 1255.3 1255.3 1255.3 1255.3 -9.3 0 795 +0
Dec17 160321 1265.6 1265.6 1254.0 1256.6 -9.3 528 5,564 -339
Total Volume and Open Interest 238,297 508,262 +6,711
Silver(CMX)
Mar16 160321 1579.5 1586.0 1575.0 1584.1 +3.5 382 675 -40
May16 160321 1583.0 1592.5 1572.5 1584.7 +3.6 79,229 123,500 +7,571
Jul16 160321 1585.0 1593.5 1578.0 1588.2 +3.8 3,878 21,177 +496
Sep16 160321 1589.0 1595.5 1583.0 1591.8 +3.9 949 10,453 +538
Dec16 160321 1597.5 1603.0 1586.0 1596.8 +4.0 1,216 15,335 +278
Mar17 160321 1598.5 1602.5 1598.5 1602.0 +4.2 4 749 +1
May17 160321 1605.7 1605.7 1605.7 1605.7 +4.3 0 27 +0
Total Volume and Open Interest 86,139 177,490 +8,985
Platinum(NYMEX)
Apr16 160321 971.2 983.9 962.0 981.8 +11.3 12,417 36,063 -626
Jul16 160321 971.4 984.7 964.6 982.7 +11.3 2,629 24,957 +460
Oct16 160321 968.0 984.2 968.0 984.2 +11.1 342 1,602 +166
Jan17 160321 985.2 985.2 985.2 985.2 +11.1 0 7 +0
Total Volume and Open Interest 15,392 62,641 -1
Palladium(NYMEX)
Mar16 160321 602.50 602.50 602.50 602.50 +12.90 11 27 -1
Jun16 160321 590.90 604.45 585.15 602.95 +12.90 4,650 21,692 +211
Sep16 160321 590.45 602.95 589.65 602.95 +12.85 61 546 -2
Total Volume and Open Interest 4,734 22,358 +216
Copper(CMX)
Mar16 160321 227.85 229.45 227.85 228.95 +1.00 247 1,019 -143
May16 160321 229.20 230.20 227.00 229.25 +1.00 72,915 98,730 +955
Jul16 160321 229.70 230.75 227.80 229.95 +1.05 5,629 33,587 +1,453
Sep16 160321 228.20 231.20 228.20 230.40 +1.05 2,339 20,472 +620
Dec16 160321 228.95 231.45 228.90 230.60 +1.15 730 13,830 +307
Total Volume and Open Interest 82,512 177,411 +3,252
E-mini DJIA Index(CBOT)
Jun16 160321 17490 17552 17441 17528 +36 163,702 75,517 +12,550
Sep16 160321 17371 17465 17352 17450 +35 269 175 +7
Dec16 160321 17390 17390 17390 17390 +35 0 2 +0
Mar17 160321 17330 17330 17330 17330 +35      
Total Volume and Open Interest 195,609 98,912 +6,054
S & P 500(CME)
Jun16 160321 2036.90 2044.10 2031.00 2042.70 +5.30 7,610 57,275 +1,200
Sep16 160321 2034.70 2035.80 2025.80 2034.70 +5.40 0 272 +0
Dec16 160321 2019.50 2029.00 2019.00 2027.70 +5.20      
Mar17 160321 2023.10 2024.40 2014.40 2023.10 +5.20      
Total Volume and Open Interest 7,610 57,547 -94,763
S & P 500 E-Mini(Globex)
Jun16 160321 2036.50 2044.50 2031.00 2042.75 +5.25 2,136,877 2,781,180 +150,873
Sep16 160321 2029.00 2036.50 2023.00 2034.75 +5.50 1,019 7,535 +294
Dec16 160321 2026.00 2029.00 2017.00 2027.75 +5.25 157 1,299 +22
Mar17 160321 2023.00 2023.00 2023.00 2023.00 +5.00 2 52 +2
Total Volume and Open Interest 2,617,191 3,539,095 +42,149
NASDAQ 100 E-Mini(Globex)
Jun16 160321 4394.80 4421.30 4376.80 4416.30 +21.50 269,816 220,708 +26,281
Sep16 160321 4383.00 4412.00 4372.50 4410.80 +21.30 12 92 -1
Dec16 160321 4408.30 4408.30 4379.80 4408.30 +21.30 0 77 +0
Total Volume and Open Interest 321,643 293,091 +10,494
S&P Midcap 400(CME) e-Mini
Mar16 160318 1424.90 1425.00 1420.70 1420.70 -1.40 11,808 12,063 -8,117
Jun16 160321 1422.80 1428.90 1418.70 1425.50 +1.30 16,752 86,225 -149
Sep16 160321 1415.00 1421.20 1415.00 1421.20 +1.30 0 5 +0
Total Volume and Open Interest 19,644 98,455 +2
Volatility Index(CBOE)
Mar16 160316 17.00 17.05 16.55 17.00 +0.10 52,731 64,159 -9,546
Apr16 160321 17.70 17.90 16.95 16.98 -0.75 87,956 189,411 +12,494
May16 160321 18.75 19.01 18.35 18.38 -0.50 40,665 37,891 +8,616
Jun16 160321 19.55 19.69 19.10 19.18 -0.40 14,508 21,923 +247
Total Volume and Open Interest 162,097 300,728 +24,673
Russell 2000(ICE)
Jun16 160321 1095.50 1099.60 1089.80 1094.00 -2.00 131,996 390,972 +13,947
Sep16 160321 1090.70 1090.70 1087.60 1090.20 -2.00 1 8 +1
Dec16 160321 1086.60 1086.60 1086.60 1086.60 -2.00 0 10 +0
Total Volume and Open Interest 183,379 439,948 -888
Nikkei 225(CME)
Jun16 160321 16720 16840 16580 16815 +100 17,283 28,037 +71
Sep16 160321 16845 16845 16825 16825 +100 1 1 +1
Total Volume and Open Interest 17,284 28,043 +72
Nikkei 225(SGX)
Jun16 160321 16505 16650 16435 16545 +75 103,307 175,677 +2,645
Sep16 160321 16520 16520 16520 16520 +75 171 575 +43
Dec16 160321 16405 16405 16405 16405 +75 0 3,800 +0
Total Volume and Open Interest 103,556 189,593 +2,713
Nikkei 225(CME) Yen
Mar16 160310 16800 17170 16465 16680 -115 65,182 66,351 -20,258
Jun16 160321 16640 16775 16505 16755 +115 69,665 57,596 -535
Sep16 160321 16720 16720 16500 16720 +115      
Total Volume and Open Interest 69,665 57,602 -535
Nikkei 225(CME) e-Mini Yen
Mar16 160310 16870 16870 16680 16680 -120 5 70 +5
Jun16 160321 16750 16755 16750 16750 +110 2 6 +0
Sep16 160321 16720 16720 16720 16720 +110      
Total Volume and Open Interest 2 6 +0
CAC 40(EURONEXT)
Apr16 160321 4437.0 4479.0 4410.5 4423.5 -28.0 94,154 230,254 +32,181
May16 160321 4364.5 4364.5 4351.5 4351.5 -26.5 6 6 +1
Jun16 160321 4318.5 4356.5 4295.5 4304.5 -28.0 1,131 8,684 -25
Total Volume and Open Interest 251,891 322,556 -78,857
Hang Seng Index(HKFE)
Mar16 160321 20596 20848 20596 20675 +80 120,212 100,028 +2,164
Apr16 160321 20618 20832 20606 20666 +84 3,286 6,604 +1,327
Total Volume and Open Interest 124,302 112,331 +3,528
DAX(EUREX)
Jun16 160321 9952.0 10133.0 9893.0 9978.5 -14.0 84,792 103,012 +12,621
Sep16 160321 9915.5 10095.0 9913.0 9970.5 -14.0 147 998 +34
Dec16 160321 9962.5 9962.5 9962.5 9962.5        
Mini-DAX(EUREX)
Mar16 160318 9872.0 9935.0 9819.0 9901.5 +29.5 16,755 7,843 -450
Jun16 160321 9953.0 10132.0 9894.0 9979.0 -13.0 6,498 4,169 +859
Sep16 160321 9910.0 10025.0 9910.0 9971.0 -13.0 11 53 +3
Total Volume and Open Interest 33,897 11,821 +618
FT-SE 100(EURONEXT)
Jun16 160321 6115.00 6153.50 6089.50 6120.50 -14.00 136,756 589,356 +54,183
Sep16 160321 6068.50 6068.50 6068.50 6068.50 -14.00 21 1,783 +21
Dec16 160321 6038.50 6038.50 6038.50 6038.50 -14.00      
Total Volume and Open Interest 356,591 656,584 -14,696
SPI 200(SFE)
Jun16 160321 5165.0 5206.0 5132.0 5167.0 +3.0 47,924 236,124 +8,774
Sep16 160321 5122.0 5122.0 5122.0 5122.0 +2.0 60 879 +59
Dec16 160321 5108.0 5108.0 5108.0 5108.0 +2.0 0 1,981 +0
Total Volume and Open Interest 59,981 299,930 -46,223
FTSE MIB(ISE)
Jun16 160321 18130.00 18440.00 18020.00 18221.00 +53.00 35,449 53,533 -259
Sep16 160321 17980.00 18335.00 17980.00 18131.00 +43.00 13 25 +5
Dec16 160321 18009.00 18009.00 18009.00 18009.00 -9.00      
Total Volume and Open Interest 96,185 74,102 -7,615
KOSPI 200(KFE)
Jun16 160321 245.35 246.80 244.15 244.85 -0.50 157,276 118,599 +4,329
Sep16 160321 245.95 247.50 245.05 245.70 -0.25 529 3,661 +112
Dec16 160321 246.60 246.60 246.60 246.60 -0.50 11 2,400 +38
Total Volume and Open Interest 157,817 125,550 +4,480
GSCI(CME)
Apr16 160321 335.70 337.45 333.75 336.10 +0.90 110 11,525 -28
May16 160321 339.90 339.90 339.90 339.90 +0.90      
Jun16 160321 341.80 341.80 341.80 341.80 +0.90      
Total Volume and Open Interest 110 11,525 -28
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
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