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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue March 29, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May16 160329 908.25 916.50 907.00 916.00 +7.00 118,016 346,989 -2,148
Jul16 160329 915.25 923.00 913.75 922.75 +6.75 45,829 179,160 +295
Aug16 160329 917.75 925.00 916.25 924.75 +6.50 5,304 22,244 +428
Sep16 160329 918.50 925.25 916.50 925.00 +6.75 2,535 10,923 +382
Nov16 160329 921.25 928.50 919.75 928.50 +6.50 20,631 161,434 +679
Jan17 160329 925.25 932.00 924.75 931.75 +6.00 810 4,876 +197
Mar17 160329 927.00 932.75 925.75 932.75 +5.75 981 10,769 +387
May17 160329 926.00 930.50 924.75 930.50 +5.25 588 4,749 +7
Jul17 160329 929.75 934.50 929.50 934.50 +5.25 259 3,743 +36
Aug17 160329 932.00 932.00 932.00 932.00 +5.00 0 49 +0
Sep17 160329 924.25 924.25 924.25 924.25 +5.50 0 35 +0
Nov17 160329 914.00 919.00 911.75 918.75 +6.00 703 5,290 +463
Jan18 160329 919.25 923.50 919.25 923.50 +5.75 0 16 +0
Mar18 160329 928.00 928.00 928.00 928.00 +5.75 0 18 +0
Total Volume and Open Interest 195,656 750,357 +726
Soybean Meal(CBOT)
May16 160329 272.10 273.50 270.60 273.20 +1.10 64,538 158,026 +909
Jul16 160329 274.70 276.00 273.00 275.80 +1.30 29,981 104,369 +2,358
Aug16 160329 275.90 277.00 274.20 276.90 +1.30 3,512 22,460 -240
Sep16 160329 277.20 278.30 275.50 278.00 +1.20 2,739 19,400 +4
Oct16 160329 278.20 278.90 276.30 278.80 +1.20 1,399 13,477 +320
Dec16 160329 279.70 281.10 278.20 280.80 +1.10 8,518 48,704 +1,943
Jan17 160329 281.30 281.70 280.20 281.40 +0.80 352 3,731 +55
Mar17 160329 279.50 281.80 279.50 281.50 +0.80 334 4,865 -13
May17 160329 279.00 281.00 279.00 280.60 +0.80 321 2,691 +16
Jul17 160329 281.10 281.60 281.10 281.60 +0.70 76 1,636 +18
Total Volume and Open Interest 111,803 381,032 +5,351
Soybean Oil(CBOT)
May16 160329 33.62 34.14 33.51 34.05 +0.42 51,489 206,119 -1,599
Jul16 160329 33.82 34.37 33.74 34.28 +0.42 23,356 110,081 +1,004
Aug16 160329 33.93 34.45 33.83 34.37 +0.43 3,428 24,574 -109
Sep16 160329 34.01 34.53 33.92 34.46 +0.42 1,216 16,191 +52
Oct16 160329 34.09 34.59 34.09 34.52 +0.40 722 9,558 -17
Dec16 160329 34.22 34.74 34.18 34.67 +0.39 5,098 48,214 +494
Jan17 160329 34.46 34.90 34.46 34.85 +0.38 479 4,492 +95
Mar17 160329 34.70 35.02 34.64 34.95 +0.36 331 5,222 +46
May17 160329 34.76 35.07 34.72 34.99 +0.35 312 3,182 +80
Jul17 160329 34.91 35.14 34.91 35.14 +0.35 66 3,692 +16
Total Volume and Open Interest 86,532 438,117 +71
Canola(WCE)
May16 160329 474.5 479.3 474.3 478.1 +3.6 6,838 106,452 -1,092
Jul16 160329 479.2 484.7 479.2 483.1 +3.9 4,923 40,063 +842
Nov16 160329 478.7 483.7 478.7 481.9 +1.0 2,331 23,523 +449
Jan17 160329 486.9 487.1 484.6 485.4 +1.4 45 1,253 +7
Mar17 160329 488.8 488.8 487.1 487.1 +2.6 31 350 +28
Total Volume and Open Interest 14,168 171,692 +234
Corn(CBOT)
May16 160329 370.50 373.00 368.50 373.00 +2.50 146,167 607,397 -6,188
Jul16 160329 374.50 377.25 372.75 377.25 +2.50 47,185 324,454 +4,909
Sep16 160329 379.25 381.75 377.75 381.75 +2.25 18,104 140,824 +732
Dec16 160329 387.00 389.50 386.00 389.50 +2.00 23,242 190,781 +355
Mar17 160329 395.25 398.00 394.50 398.00 +2.25 1,971 38,310 +501
May17 160329 399.50 402.00 399.00 402.00 +2.00 425 7,083 -22
Jul17 160329 403.00 405.00 401.50 405.00 +2.00 979 17,579 -73
Sep17 160329 395.00 396.00 395.00 396.00 +0.75 191 1,943 -5
Dec17 160329 394.25 396.00 394.00 396.00 +1.50 1,236 12,678 -91
Mar18 160329 404.25 405.00 404.00 405.00 +1.25 104 610 +56
Total Volume and Open Interest 239,604 1,343,262 +174
Wheat(CBOT)
May16 160329 471.00 477.50 470.50 476.75 +5.75 39,232 215,003 -1,814
Jul16 160329 478.00 484.25 478.00 483.75 +5.75 14,638 126,518 +2,817
Sep16 160329 488.00 494.00 488.00 493.25 +5.25 2,954 38,505 +424
Dec16 160329 502.50 508.00 501.75 507.00 +5.00 2,568 44,932 -127
Mar17 160329 516.75 521.25 515.50 520.25 +4.75 499 11,496 +45
May17 160329 526.00 529.75 525.50 528.25 +4.50 165 2,457 +72
Total Volume and Open Interest 60,114 440,384 +1,427
Wheat(KCBT)
May16 160329 477.00 484.00 476.75 481.75 +4.75 10,856 88,200 -1,021
Jul16 160329 489.50 495.00 487.75 492.75 +4.75 4,796 68,633 +290
Sep16 160329 504.25 508.50 503.25 506.75 +5.00 1,300 14,129 +294
Dec16 160329 526.75 528.50 523.50 527.00 +5.75 358 22,340 +48
Mar17 160329 535.25 540.00 535.00 539.00 +5.50 186 9,025 +50
May17 160329 544.00 546.50 544.00 546.50 +5.50 106 2,745 +49
Jul17 160329 545.25 551.00 545.25 550.75 +4.75 79 713 +31
Total Volume and Open Interest 17,689 205,982 -257
Wheat(MGE)
May16 160329 517.25 524.50 517.25 522.25 +4.50 2,588 26,647 -156
Jul16 160329 525.00 532.50 525.00 530.25 +4.75 1,397 19,518 +100
Sep16 160329 538.00 541.75 536.75 540.00 +4.75 625 8,870 +8
Dec16 160329 551.25 555.25 551.25 553.25 +4.50 161 7,340 +7
Mar17 160329 562.25 568.00 562.25 566.00 +3.75 147 3,696 +56
May17 160329 570.25 574.50 570.25 574.50 +4.25 76 1,238 +47
Total Volume and Open Interest 5,003 67,482 +63
Oats(CBOT)
May16 160329 192.00 192.00 188.50 189.75 -0.25 260 7,579 -7
Jul16 160329 201.50 201.50 199.00 199.75 -0.50 59 2,389 +7
Sep16 160329 208.75 208.75 207.00 207.00 +0.50 12 179 +1
Dec16 160329 213.00 215.75 213.00 215.00 +1.75 17 427 +8
Total Volume and Open Interest 348 10,575 +9
Rough Rice(CBOT)
May16 160329 10.19 10.23 10.03 10.06 -0.13 605 10,130 -171
Jul16 160329 10.47 10.50 10.31 10.34 -0.13 129 1,834 +27
Sep16 160329 10.60 10.65 10.50 10.53 -0.11 111 431 +23
Nov16 160329 10.73 10.73 10.73 10.73 -0.05 3 116 +1
Total Volume and Open Interest 848 12,511 -120
Live Cattle(CME)
Apr16 160329 135.150 135.800 134.075 134.850 -0.250 12,137 57,925 -2,753
Jun16 160329 125.500 126.350 124.600 125.535 unch 24,229 122,376 +1,118
Aug16 160329 121.350 122.100 120.600 121.330 -0.020 11,422 55,119 +976
Oct16 160329 120.730 121.430 120.035 120.730 unch 4,500 33,520 +327
Dec16 160329 120.250 120.785 119.480 120.135 -0.015 931 16,074 -45
Feb17 160329 119.200 119.730 118.430 119.135 -0.045 341 5,079 +32
Total Volume and Open Interest 53,786 294,152 -336
Feeder Cattle(CME)
Mar16 160324 160.985 161.200 160.800 160.985 -0.415 1,145 2,018 -424
Apr16 160329 155.580 156.650 155.150 156.080 +0.500 3,529 6,841 -636
May16 160329 154.685 155.800 154.035 154.785 -0.065 3,567 14,649 +86
Aug16 160329 154.650 155.830 153.985 154.700 -0.035 1,901 11,586 -43
Sep16 160329 153.450 154.450 152.650 153.300 -0.150 515 2,392 +105
Oct16 160329 151.485 152.450 150.550 151.250 -0.235 209 1,784 +35
Nov16 160329 147.150 148.200 146.535 147.050 -0.330 72 1,658 +29
Total Volume and Open Interest 9,797 39,015 -2,335
Lean Hogs(CME)
Apr16 160329 70.200 70.400 69.830 70.250 +0.320 9,289 27,341 -3,418
May16 160329 78.200 79.000 78.080 78.850 +0.565 131 1,965 -27
Jun16 160329 82.450 83.080 82.350 82.930 +0.480 15,751 90,498 -1,085
Jul16 160329 81.785 82.680 81.750 82.580 +0.695 2,576 20,926 -26
Aug16 160329 81.000 82.080 80.950 81.950 +0.815 4,408 33,647 +73
Oct16 160329 69.885 70.400 69.750 70.285 +0.355 3,761 31,386 +1,148
Dec16 160329 64.250 64.885 64.180 64.785 +0.605 1,220 17,763 +129
Feb17 160329 66.650 67.180 66.650 67.100 +0.400 286 5,802 +61
Total Volume and Open Interest 37,504 231,204 -3,096
Class III Milk(CME)
Mar16 160329 13.78 13.78 13.77 13.77 unch 251 3,729 -23
Apr16 160329 13.79 13.82 13.69 13.80 -0.04 141 4,873 +5
May16 160329 13.69 13.78 13.69 13.71 -0.04 162 4,552 +112
Jun16 160329 13.76 13.79 13.74 13.76 -0.02 54 3,987 +17
Jul16 160329 13.90 13.98 13.90 13.95 -0.03 32 3,088 -8
Aug16 160329 14.34 14.34 14.30 14.30 -0.04 31 2,570 -24
Sep16 160329 14.55 14.55 14.55 14.55 +0.03 5 2,525 -2
Oct16 160329 14.72 14.72 14.71 14.71 +0.05 8 2,044 -7
Nov16 160329 14.70 14.72 14.70 14.72 +0.03 15 1,918 -15
Dec16 160329 14.70 14.70 14.70 14.70 +0.01 10 1,835 +0
Jan17 160329 14.71 14.71 14.71 14.71 +0.05 8 412 +7
Feb17 160329 14.74 14.74 14.74 14.74 +0.05 7 317 +6
Mar17 160329 14.75 14.75 14.75 14.75 unch 2 300 +0
Total Volume and Open Interest 755 33,096 +85
Cocoa(ICE)
May16 160329 2960 2992 2952 2970 unch 12,213 72,913 -2,291
Jul16 160329 2972 3005 2963 2982 +2 7,475 61,177 -971
Sep16 160329 2957 2991 2951 2970 +3 3,481 46,110 +1,353
Dec16 160329 2933 2965 2928 2946 +4 734 21,448 -41
Mar17 160329 2910 2941 2910 2922 +2 329 26,507 -48
May17 160329 2916 2916 2916 2916 +3 63 4,568 +23
Jul17 160329 2909 2909 2909 2909 +3 10 1,289 +0
Total Volume and Open Interest 24,328 239,547 -1,968
Coffee "C"(ICE)
May16 160329 128.60 128.65 126.15 127.45 -1.10 19,038 79,245 -1,407
Jul16 160329 130.35 130.45 128.15 129.45 -1.10 7,913 44,461 +1,268
Sep16 160329 132.45 132.45 130.00 131.15 -1.15 4,327 28,561 +591
Dec16 160329 133.85 133.85 131.70 132.75 -1.25 2,665 28,552 +535
Mar17 160329 134.65 135.00 133.55 134.45 -1.25 767 7,188 -31
May17 160329 135.70 136.00 135.00 135.90 -1.20 569 3,362 +366
Total Volume and Open Interest 35,399 197,200 +1,337
Orange Juice(ICE)
May16 160329 134.60 136.90 134.40 136.70 +1.60 905 8,782 -108
Jul16 160329 135.25 136.75 134.65 136.60 +1.70 296 2,741 +124
Sep16 160329 136.80 136.80 136.80 136.80 +1.75 38 1,023 +20
Nov16 160329 134.50 136.85 134.50 136.85 +1.70 0 363 +0
Jan17 160329 135.50 137.65 135.50 137.65 +2.15 0 77 +0
Mar17 160329 138.55 138.55 138.55 138.55 +2.15 0 1 +0
Total Volume and Open Interest 1,239 12,987 +36
Sugar #11(ICE)
May16 160329 15.88 15.93 15.63 15.86 -0.08 79,530 326,167 +352
Jul16 160329 15.99 16.01 15.73 15.94 -0.09 36,561 237,642 +1,516
Oct16 160329 16.12 16.16 15.90 16.10 -0.08 13,370 130,146 +648
Mar17 160329 16.56 16.58 16.33 16.53 -0.09 6,198 86,542 +1,452
May17 160329 16.20 16.23 16.01 16.21 -0.06 2,352 13,934 -269
Jul17 160329 15.83 15.88 15.69 15.87 -0.04 1,455 22,838 +297
Oct17 160329 15.57 15.67 15.47 15.67 -0.01 521 17,052 +42
Mar18 160329 15.69 15.77 15.57 15.77 +0.01 138 6,349 +12
Total Volume and Open Interest 140,306 846,060 +4,113
London Cocoa(LCE)
May16 160329 2200 2202 2179 2186 -16 17,111 81,721 +1,959
Jul16 160329 2193 2200 2178 2185 -12 16,089 57,796 -1,143
Sep16 160329 2167 2175 2155 2161 -10 5,675 54,268 +848
Dec16 160329 2125 2134 2116 2121 -10 4,802 44,771 +2,421
Mar17 160329 2096 2105 2089 2092 -10 3,132 35,138 +60
May17 160329 2088 2088 2088 2088 -9 410 4,335 +50
Jul17 160329 2082 2082 2082 2082 -9 12 707 +8
Total Volume and Open Interest 47,231 279,157 +4,203
London Sugar(LCE)
May16 160329 453.30 457.60 449.80 453.20 -1.20 4,232 39,427 +243
Aug16 160329 446.90 450.70 443.90 447.30 -0.30 4,642 27,938 +244
Oct16 160329 442.40 445.70 440.20 443.90 +0.90 2,382 12,524 -868
Dec16 160329 444.60 445.30 440.00 444.30 +1.30 655 6,694 +302
Mar17 160329 444.60 446.00 440.60 445.30 +1.30 478 5,429 +284
Total Volume and Open Interest 12,701 94,680 +282
Cotton(ICE)
May16 160329 57.94 57.94 57.22 57.38 -0.42 13,937 110,538 -1,208
Jul16 160329 57.68 57.76 57.14 57.29 -0.42 7,193 49,767 +1,543
Oct16 160329 57.24 57.24 57.24 57.24 -0.42 0 4 +0
Dec16 160329 57.44 57.46 56.83 57.03 -0.44 1,905 42,089 +454
Mar17 160329 57.90 57.90 57.66 57.77 -0.41 82 6,524 -6
May17 160329 58.48 58.48 58.48 58.48 -0.40 11 1,936 +0
Total Volume and Open Interest 23,141 213,713 +792
Lumber(CME)
May16 160329 311.3 319.0 308.2 312.9 +3.9 409 3,745 +17
Jul16 160329 310.0 317.1 308.5 312.1 +5.0 77 725 -19
Sep16 160329 311.5 317.2 308.7 310.9 +3.7 2 105 +1
Nov16 160329 311.3 312.8 311.2 311.2 +4.4 0 24 +0
Total Volume and Open Interest 488 4,624 -1
Crude Oil(NYM)
May16 160329 39.32 39.48 37.91 38.28 -1.11 495,168 546,134 +3,924
Jun16 160329 40.44 40.61 39.13 39.51 -1.02 147,134 225,359 -3,893
Jul16 160329 41.23 41.37 39.96 40.33 -0.96 56,345 97,590 -3,613
Aug16 160329 41.88 41.88 40.55 40.91 -0.91 20,861 74,756 -1,261
Sep16 160329 42.34 42.34 41.04 41.40 -0.86 24,578 104,240 -1,358
Oct16 160329 42.32 42.33 41.44 41.80 -0.82 9,917 51,902 -44
Nov16 160329 42.34 42.37 41.83 42.16 -0.78 8,227 37,203 -258
Dec16 160329 43.16 43.19 42.10 42.46 -0.74 62,462 194,093 +3,083
Jan17 160329 43.10 43.10 42.36 42.72 -0.70 2,865 29,520 -133
Feb17 160329 43.32 43.32 42.77 42.97 -0.67 1,725 18,040 -133
Mar17 160329 43.50 43.55 42.88 43.24 -0.64 4,367 38,862 +62
Apr17 160329 43.26 43.59 43.26 43.48 -0.61 1,285 10,175 +238
May17 160329 43.72 43.72 43.72 43.72 -0.57 683 9,501 +80
Jun17 160329 44.16 44.21 43.59 43.95 -0.54 11,527 43,953 +1,006
Jul17 160329 44.14 44.14 44.14 44.14 -0.52 484 9,441 +132
Aug17 160329 44.33 44.33 44.33 44.33 -0.50 143 6,128 +20
Total Volume and Open Interest 867,120 1,709,905 -2,159
e-miNY Crude Oil(NYM)
May16 160329 39.300 39.475 37.900 38.275 -1.125 11,683 1,973 +168
Jun16 160329 40.675 40.675 39.150 39.500 -1.025 365 415 -16
Jul16 160329 41.200 41.200 40.000 40.325 -0.975 24 211 -2
Aug16 160329 41.500 41.500 40.600 40.900 -0.925 2 53 +1
Sep16 160329 41.575 41.600 41.400 41.400 -0.850 0 76 +0
Oct16 160329 41.500 41.800 41.500 41.800 -0.825 0 42 +0
Nov16 160329 42.150 42.150 42.150 42.150 -0.800 1 11 +1
Dec16 160329 42.050 42.600 42.050 42.450 -0.750 2 234 +0
Jan17 160329 42.725 42.725 42.725 42.725 -0.700 0 8 +0
Feb17 160329 42.975 42.975 42.975 42.975 -0.675 0 3 +0
Total Volume and Open Interest 12,078 3,443 +153
NY Harbor ULSD(NYM)
Apr16 160329 117.97 118.39 114.00 115.55 -2.46 32,826 30,428 -6,357
May16 160329 119.22 119.66 115.18 116.73 -2.51 55,315 98,792 +1,381
Jun16 160329 121.02 121.02 117.01 118.44 -2.55 25,540 50,229 -149
Jul16 160329 123.26 123.45 119.23 120.55 -2.53 8,490 36,591 +1,474
Aug16 160329 124.36 124.36 121.39 122.62 -2.52 4,193 22,162 -28
Sep16 160329 126.18 126.59 123.69 124.86 -2.48 2,763 20,069 +124
Oct16 160329 127.31 127.88 125.96 127.06 -2.39 1,039 11,032 -37
Nov16 160329 129.65 129.80 128.15 129.15 -2.29 1,046 8,438 +103
Dec16 160329 132.87 132.87 129.74 131.01 -2.21 7,897 45,469 +936
Jan17 160329 132.95 133.35 131.44 132.69 -2.14 1,423 16,632 +172
Feb17 160329 134.26 134.53 132.92 133.93 -2.09 563 3,487 +50
Mar17 160329 134.21 134.95 133.96 134.62 -2.04 616 6,318 +172
Apr17 160329 134.90 135.15 134.20 134.64 -1.98 233 2,098 +53
May17 160329 134.75 134.99 134.50 134.99 -1.93 232 1,262 -7
Total Volume and Open Interest 144,084 375,800 -1,514
RBOB Gasoline(NYM)
Apr16 160329 146.96 147.45 142.20 145.38 -1.42 34,466 32,030 -7,522
May16 160329 149.45 150.21 145.05 148.08 -1.48 61,168 122,243 -804
Jun16 160329 150.86 151.00 146.32 149.16 -1.44 30,215 53,330 +190
Jul16 160329 148.67 148.91 145.90 148.61 -1.38 11,907 36,574 +440
Aug16 160329 147.44 147.44 144.00 146.49 -1.39 7,206 32,985 -88
Sep16 160329 144.03 144.03 140.72 143.07 -1.44 6,400 40,967 +249
Oct16 160329 128.77 128.77 126.05 128.18 -1.58 2,713 19,406 -124
Nov16 160329 123.69 124.53 122.19 124.30 -1.53 1,864 11,454 -24
Dec16 160329 123.48 123.50 120.00 122.14 -1.45 5,358 32,938 +81
Jan17 160329 121.00 122.32 120.19 122.10 -1.43 1,242 5,519 +105
Total Volume and Open Interest 165,310 417,846 -7,057
e-miNY RBOB Gasoline(NYM)
Apr16 160329 145.40 145.40 145.38 145.40 -1.40 0 1 +0
May16 160329 148.10 148.10 148.08 148.10 -1.50      
Jun16 160329 149.20 149.20 149.16 149.20 -1.40      
Jul16 160329 148.60 148.61 148.60 148.60 -1.40      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Apr16 160329 1.855 1.914 1.821 1.903 +0.055 64,618 22,274 -9,218
May16 160329 1.942 1.990 1.914 1.981 +0.045 97,097 341,978 -3,127
Jun16 160329 2.061 2.103 2.027 2.097 +0.049 25,263 84,666 +1,988
Jul16 160329 2.160 2.216 2.140 2.211 +0.052 28,432 105,759 +2,691
Aug16 160329 2.219 2.276 2.200 2.271 +0.052 12,601 45,310 +408
Sep16 160329 2.250 2.303 2.230 2.298 +0.052 13,107 88,724 +1,201
Oct16 160329 2.301 2.356 2.283 2.352 +0.052 19,728 79,480 +201
Nov16 160329 2.495 2.534 2.474 2.533 +0.046 5,011 30,513 +122
Dec16 160329 2.765 2.813 2.759 2.810 +0.036 4,483 34,595 +185
Jan17 160329 2.906 2.949 2.893 2.946 +0.037 13,009 67,530 +1,782
Feb17 160329 2.900 2.938 2.885 2.937 +0.037 977 13,890 +226
Mar17 160329 2.854 2.899 2.843 2.896 +0.038 5,081 46,325 +1,460
Apr17 160329 2.640 2.688 2.639 2.688 +0.034 4,052 42,959 +969
May17 160329 2.649 2.693 2.649 2.693 +0.034 185 8,831 +18
Jun17 160329 2.729 2.735 2.728 2.735 +0.032 109 4,459 -11
Jul17 160329 2.741 2.780 2.741 2.778 +0.031 54 3,797 +7
Total Volume and Open Interest 294,518 1,067,820 -888
Brent Crude Oil(ICE)
May16 160329 40.19 40.25 38.76 39.14 -1.13 203,276 126,461 -29,553
Jun16 160329 40.80 40.85 39.46 39.85 -1.02 194,283 472,295 +5,626
Jul16 160329 41.23 41.25 39.87 40.28 -1.00 64,588 294,886 +6,846
Aug16 160329 41.66 41.66 40.33 40.72 -0.97 45,220 119,935 -2,581
Sep16 160329 42.09 42.09 40.83 41.23 -0.95 40,533 162,338 -3,102
Oct16 160329 42.56 42.57 41.34 41.74 -0.92 15,688 81,219 +725
Nov16 160329 42.99 43.00 41.81 42.20 -0.88 9,574 64,272 +756
Dec16 160329 43.39 43.40 42.24 42.63 -0.85 69,443 299,921 +4,233
Jan17 160329 43.52 43.52 42.68 43.04 -0.81 3,418 58,750 +154
Feb17 160329 43.28 43.51 43.15 43.42 -0.77 2,585 42,860 +495
Mar17 160329 43.98 44.03 43.54 43.81 -0.72 3,756 31,654 +570
Apr17 160329 43.91 44.28 43.88 44.19 -0.68 725 16,580 +61
May17 160329 44.24 44.52 44.24 44.52 -0.64 819 17,449 +234
Jun17 160329 45.21 45.21 44.43 44.82 -0.61 11,763 65,940 +59
Total Volume and Open Interest 692,907 2,181,547 -15,556
Gas Oil(ICE)
Apr16 160329 353.25 353.75 340.50 341.50 -10.50 41,806 93,205 +865
May16 160329 357.50 358.00 344.75 345.75 -10.50 63,817 140,268 -3,684
Jun16 160329 363.00 363.25 350.25 351.25 -10.25 39,489 104,878 +1,939
Jul16 160329 368.50 369.00 356.00 357.00 -9.75 13,271 47,937 +89
Aug16 160329 373.75 374.00 362.00 363.00 -9.50 7,275 28,152 +833
Sep16 160329 378.75 379.25 368.25 369.25 -9.25 8,068 33,539 -791
Oct16 160329 383.00 383.00 374.50 375.25 -9.25 3,513 23,688 +519
Nov16 160329 387.50 387.50 379.00 380.00 -9.00 2,551 19,031 +318
Dec16 160329 393.25 393.75 383.00 383.75 -9.00 15,858 87,545 +864
Jan17 160329 393.50 393.50 388.50 388.75 -8.50 1,243 18,547 +206
Total Volume and Open Interest 203,089 749,338 +1,647
Ethanol(CBOT)
Apr16 160329 1.436 1.452 1.436 1.449 +0.016 215 525 -67
May16 160329 1.457 1.492 1.457 1.469 +0.012 339 1,712 -62
Jun16 160329 1.469 1.476 1.469 1.470 +0.007 63 311 +27
Jul16 160329 1.478 1.478 1.465 1.468 +0.007 54 634 +2
Aug16 160329 1.462 1.462 1.462 1.462 +0.007 67 113 -24
Sep16 160329 1.453 1.453 1.453 1.453 +0.007 43 311 -20
Oct16 160329 1.435 1.436 1.435 1.436 +0.007 114 189 +51
Nov16 160329 1.424 1.424 1.424 1.424 +0.006 10 78 +10
Total Volume and Open Interest 925 4,216 -87
WTI Crude Oil(ICE)
May16 160329 39.35 39.36 37.91 38.28 -1.11 48,105 97,433 -3,256
Jun16 160329 40.41 40.41 39.13 39.51 -1.02 42,358 96,441 +599
Jul16 160329 41.10 41.15 39.99 40.33 -0.96 24,233 23,868 -2,357
Aug16 160329 41.64 41.66 40.53 40.91 -0.91 7,722 13,607 +484
Sep16 160329 42.10 42.10 41.02 41.40 -0.86 7,656 26,315 +1,385
Oct16 160329 42.22 42.22 41.46 41.80 -0.82 2,900 5,252 -13
Nov16 160329 42.55 42.55 41.84 42.16 -0.78 2,153 10,965 +210
Dec16 160329 42.61 42.83 42.12 42.46 -0.74 12,175 68,984 -1,444
Jan17 160329 42.54 42.72 42.40 42.72 -0.70 464 4,829 -96
Feb17 160329 42.97 42.97 42.97 42.97 -0.67 49 3,795 +1
Mar17 160329 43.24 43.24 43.24 43.24 -0.64 487 4,477 +200
Apr17 160329 43.48 43.48 43.48 43.48 -0.61 7 2,136 -7
May17 160329 43.72 43.72 43.72 43.72 -0.57 35 1,239 +16
Jun17 160329 43.95 43.95 43.95 43.95 -0.54 614 21,010 +66
Jul17 160329 44.14 44.14 44.14 44.14 -0.52 0 1,246 +0
Aug17 160329 44.33 44.33 44.33 44.33 -0.50 0 371 +0
Total Volume and Open Interest 151,846 446,176 -3,471
US Dollar Index(ICE)
Jun16 160329 95.945 96.230 95.080 95.145 -0.795 13,120 50,168 -698
Sep16 160329 96.100 96.200 95.165 95.215 -0.795 183 1,275 +65
Dec16 160329 96.215 96.215 95.275 95.275 -0.790 2 161 +0
Total Volume and Open Interest 13,305 51,625 -633
Australian Dollar(CME)
Jun16 160329 75.14 76.20 74.84 76.11 +0.95 65,192 113,420 +2,757
Sep16 160329 75.05 75.85 74.53 75.79 +0.94 33 126 +0
Dec16 160329 75.51 75.51 75.51 75.51 +0.94 1 29 -1
Total Volume and Open Interest 65,226 113,582 +2,756
British Pound(CME)
Jun16 160329 142.58 144.08 141.98 143.80 +1.26 75,145 250,760 +1,618
Sep16 160329 142.18 144.15 142.11 143.89 +1.25 37 769 +2
Dec16 160329 144.02 144.23 142.66 144.02 +1.24 3 328 +3
Total Volume and Open Interest 75,185 251,885 +1,623
Canadian Dollar(CME)
Jun16 160329 75.85 76.64 75.67 76.56 +0.69 51,711 98,105 +2,529
Sep16 160329 75.83 76.64 75.70 76.58 +0.69 212 1,516 +82
Dec16 160329 76.09 76.64 75.80 76.62 +0.68 59 1,184 +5
Mar17 160329 76.65 76.70 75.85 76.65 +0.67 0 57 +0
Total Volume and Open Interest 51,982 100,874 +2,616
Japanese Yen(CME)
Jun16 160329 88.38 89.01 88.06 88.89 +0.40 81,875 146,494 +473
Sep16 160329 88.65 89.28 88.38 89.18 +0.40 93 256 -19
Dec16 160329 89.51 89.56 88.82 89.51 +0.39 0 62 +0
Total Volume and Open Interest 81,968 146,850 +454
Swiss Franc(CME)
Jun16 160329 103.01 103.88 102.76 103.84 +0.80 9,509 36,675 -425
Sep16 160329 103.33 104.36 103.31 104.34 +0.80 11 55 +8
Dec16 160329 104.85 104.85 103.89 104.85 +0.79 0 21 +0
Total Volume and Open Interest 9,520 36,766 -417
EuroFX(CME)
Jun16 160329 112.23 113.30 111.95 113.22 +0.94 117,045 319,542 -536
Sep16 160329 112.59 113.67 112.34 113.60 +0.94 545 1,736 -278
Dec16 160329 112.80 114.05 112.77 114.00 +0.93 2 955 +2
Total Volume and Open Interest 117,593 322,505 -813
Mexican Peso(CME)
Apr16 160329 576.63 576.63 576.63 576.63 +3.63      
May16 160329 575.25 575.25 575.25 575.25 +3.63      
Total Volume and Open Interest 28,853 106,451 +767
Brazilian Real(CME)
Apr16 160329 274.75 275.10 271.75 274.75 -0.50 929 24,526 +46
May16 160329 272.15 273.50 269.30 272.85 -0.55 221 348 +210
Jun16 160329 268.55 270.75 268.50 270.75 -0.50 1,009 4,035 -984
Jul16 160329 268.40 268.40 268.40 268.40 -0.75 0 15 +0
Total Volume and Open Interest 2,159 28,945 -728
30-Year T-Bonds(CBOT)
Jun16 160329 163~060 164~240 163~000 164~160 +0~310 194,221 499,826 -1,348
Sep16 160329 163~080 163~190 163~040 163~110 +0~310 4 33 +4
Dec16 160329 162~030 162~030 162~030 162~030 -0~090      
Total Volume and Open Interest 194,225 499,859 -1,344
10-Year T-Notes(CBOT)
Jun16 160329 129~090 130~030 129~065 130~000 +0~190 749,240 2,588,977 -39,773
Sep16 160329 129~120 129~295 129~120 129~265 +0~200 17 119 +16
Dec16 160329 129~000 129~000 129~000 129~000 -0~065      
Total Volume and Open Interest 749,257 2,589,096 -39,757
5-Year T-Notes(CBOT)
Mar16 160329 120~230 121~022 120~214 121~010 +0~122 5,966 46,435 -2,654
Jun16 160329 120~090 120~266 120~080 120~250 +0~134 349,872 2,342,216 -8,936
Sep16 160329 120~110 120~110 120~110 120~110 +0~136      
Total Volume and Open Interest 355,838 2,388,651 -11,590
2 Year T-Notes(CBOT)
Mar16 160329 109~066 109~120 109~060 109~114 +0~054 919 12,707 -704
Jun16 160329 109~022 109~094 109~016 109~086 +0~062 126,309 911,758 +809
Sep16 160329 109~006 109~006 109~006 109~006 +0~062      
Total Volume and Open Interest 127,228 924,465 +105
Eurodollars(CME)
Jun16 160329 99.250 99.295 99.250 99.285 +0.030 136,729 1,202,994 -2,435
Sep16 160329 99.145 99.215 99.140 99.200 +0.050 151,861 1,056,191 -5,159
Dec16 160329 99.055 99.140 99.050 99.125 +0.065 215,815 1,180,341 -6,674
Mar17 160329 98.990 99.085 98.985 99.070 +0.075 159,499 824,970 +3,464
Jun17 160329 98.920 99.025 98.920 99.010 +0.080 162,952 783,446 +7,414
Sep17 160329 98.860 98.965 98.855 98.950 +0.085 98,638 647,248 +8,176
Dec17 160329 98.780 98.890 98.775 98.875 +0.085 125,600 853,319 -2,581
Mar18 160329 98.720 98.825 98.710 98.815 +0.085 79,060 444,107 +2,429
Jun18 160329 98.645 98.755 98.640 98.745 +0.085 64,464 405,024 -4,866
Sep18 160329 98.580 98.690 98.570 98.675 +0.080 55,746 333,406 -7,750
Dec18 160329 98.505 98.615 98.495 98.600 +0.080 46,399 454,238 +1,848
Mar19 160329 98.445 98.560 98.440 98.545 +0.080 46,459 262,912 +6,658
Jun19 160329 98.390 98.495 98.380 98.480 +0.070 30,965 248,998 +707
Sep19 160329 98.330 98.435 98.320 98.420 +0.070 30,202 164,457 -1,335
Dec19 160329 98.265 98.370 98.250 98.350 +0.065 22,300 150,544 +1,360
Mar20 160329 98.210 98.310 98.200 98.295 +0.065 17,052 88,093 +2,284
Jun20 160329 98.155 98.250 98.135 98.235 +0.060 12,173 54,574 +83
Sep20 160329 98.095 98.190 98.080 98.175 +0.055 11,085 54,223 -137
Total Volume and Open Interest 1,499,505 9,586,854 +5,498
Ultra T-Bond(CBOT)
Mar16 160321 168~04 168~04 168~04 168~04 -1~06 169 1,408 -7,272
Jun16 160329 171~17 173~11 171~08 172~28 +0~31 59,810 617,834 -3,725
Sep16 160329 174~28 174~28 174~28 174~28 +0~31      
Total Volume and Open Interest 59,810 617,834 -3,725
Ultra 10-Yr T-Note(CBOT)
Mar16 160321 140~020 140~020 140~020 140~020 -0~165 2 424 -6,078
Jun16 160329 139~155 140~135 139~115 140~120 +0~230 26,359 93,949 -773
Sep16 160329 139~150 139~150 139~150 139~150 +0~230      
Total Volume and Open Interest 26,359 93,949 -773
30 Day Federal Funds(CBOT)
Mar16 160329 99.637 99.637 99.635 99.637 unch 1,813 78,978 -95
Apr16 160329 99.632 99.635 99.632 99.635 unch 1,696 129,281 +181
May16 160329 99.605 99.625 99.605 99.625 +0.015 19,507 184,086 -4,426
Jun16 160329 99.570 99.595 99.565 99.590 +0.025 3,975 57,126 +538
Jul16 160329 99.525 99.560 99.525 99.555 +0.030 19,809 90,192 +7,231
Aug16 160329 99.485 99.520 99.485 99.515 +0.035 16,976 67,326 +6,909
Total Volume and Open Interest 73,021 808,376 +9,334
3-Mth Euro-Yen(CME)
Jun16 160329 99.990 99.990 99.990 99.990 unch      
Sep16 160329 99.990 99.990 99.990 99.990 unch      
Dec16 160329 99.990 99.990 99.990 99.990 unch      
Mar17 160329 99.990 99.990 99.990 99.990 unch      
Jun17 160329 99.990 99.990 99.990 99.990 unch      
Sep17 160329 99.990 99.990 99.990 99.990 unch      
Dec17 160329 99.990 99.990 99.990 99.990 unch      
Mar18 160329 99.935 99.935 99.935 99.935 unch      
Jun18 160329 99.795 99.795 99.795 99.795 unch      
Sep18 160329 99.655 99.655 99.655 99.655 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun16 160329 99.99 99.99 99.99 99.99 unch      
Sep16 160329 99.99 99.99 99.99 99.99 unch      
Dec16 160329 99.99 99.99 99.99 99.99 unch 1 5 +1
Mar17 160329 99.99 99.99 99.99 99.99 unch      
Jun17 160329 99.99 99.99 99.99 99.99 unch      
Sep17 160329 99.99 99.99 99.99 99.99 unch      
Dec17 160329 99.99 99.99 99.99 99.99 unch      
Mar18 160329 99.93 99.93 99.93 99.93 unch      
Total Volume and Open Interest 1 5 +1
Japanese Gov't Bonds(SGX)
Jun16 160329 151.83 151.86 151.70 151.83 -0.02 363 15,843 +674
Sep16 160329 151.27 151.27 151.27 151.27 -0.02      
Dec16 160329 151.27 151.27 151.27 151.27 -0.02      
Total Volume and Open Interest 363 15,843 +674
Euro-Buxl(EUREX)
Jun16 160329 168.02 169.78 168.02 169.04 +1.52 26,827 116,527 +1,215
Sep16 160329 178.20 178.20 178.20 178.20 +2.02 2 12 +0
Dec16 160329 178.20 178.20 178.20 178.20 +2.02      
Total Volume and Open Interest 26,829 116,539 +1,215
Euro-Bund(EUREX)
Jun16 160329 163.10 163.83 163.07 163.53 +0.52 499,944 1,194,924 -674
Sep16 160329 162.51 162.84 162.50 162.55 +0.52 5,809 5,178 +4,700
Dec16 160329 161.03 161.03 161.03 161.03 +0.52      
Total Volume and Open Interest 505,753 1,200,102 +4,026
Euro-Bobl(EUREX)
Jun16 160329 130.98 131.24 130.97 131.17 +0.22 341,928 992,103 -9,996
Sep16 160329 131.84 132.09 131.84 132.09 +0.32 1 13 +1
Dec16 160329 131.17 131.17 131.17 131.17 -0.28      
Total Volume and Open Interest 341,929 992,116 -9,995
Euro-Schatz(EUREX)
Jun16 160329 111.77 111.82 111.76 111.79 +0.02 124,967 1,030,719 -1,734
Sep16 160329 111.77 111.77 111.77 111.77 +0.02 0 2 +0
Dec16 160329 111.77 111.77 111.77 111.77 +0.02      
Total Volume and Open Interest 124,967 1,030,721 -1,734
3-Mth Euribor(EUREX)
Mar16 160314 100.225 100.225 100.225 100.225 unch 278 5,335 +109
Jun16 160329 100.255 100.255 100.255 100.255 unch 0 11,620 +0
Sep16 160329 100.290 100.290 100.280 100.280 unch 0 5,981 +0
Total Volume and Open Interest 94 71,731 +60
Long Gilt(LIFFE)
Mar16 160329 121~29 122~02 121~29 122~01 +0~15 123 2,080 -337
Jun16 160329 120~28 121~12 120~27 121~06 +0~15 150,614 459,757 +1,915
Total Volume and Open Interest 150,737 461,837 +1,578
3-Mth Short Sterling(LIFFE)
Jun16 160329 99.40 99.40 99.40 99.40 +0.00 25,534 443,358 +1,325
Sep16 160329 99.39 99.39 99.38 99.38 unch 59,197 362,847 -13,558
Dec16 160329 99.36 99.37 99.34 99.36 +0.01 58,027 399,935 -6,980
Mar17 160329 99.32 99.34 99.31 99.33 +0.02 89,258 320,443 -2,172
Jun17 160329 99.27 99.29 99.26 99.28 +0.01 70,497 294,402 +3,565
Sep17 160329 99.23 99.25 99.22 99.23 +0.01 48,191 255,609 +3,872
Total Volume and Open Interest 480,402 3,088,785 -12,076
3-Mth Euribor(LIFFE)
Jun16 160329 100.255 100.260 100.245 100.255 +0.005 28,010 495,632 +9,257
Sep16 160329 100.275 100.290 100.275 100.280 +0.005 20,441 480,337 +1,740
Dec16 160329 100.290 100.305 100.285 100.295 +0.005 21,082 451,503 -1,152
Total Volume and Open Interest 214,280 3,426,499 +8,152
3-Mth Aus T-Bills(SFE)
Jun16 160329 97.76 97.76 97.75 97.76 unch 34,646 239,558 +5,483
Sep16 160329 97.83 97.84 97.82 97.84 +0.01 60,436 236,554 +16,194
Dec16 160329 97.88 97.88 97.86 97.88 +0.01 47,775 164,025 +5,064
Mar17 160329 97.90 97.91 97.88 97.91 +0.01 19,069 127,017 +882
Jun17 160329 97.90 97.91 97.90 97.91 +0.01 7,549 64,186 +1,206
Sep17 160329 97.88 97.90 97.88 97.90 +0.02 7,634 57,598 +881
Dec17 160329 97.86 97.87 97.86 97.87 +0.01 4,276 33,956 +780
Mar18 160329 97.82 97.83 97.81 97.83 +0.02 2,311 17,542 -55
Jun18 160329 97.78 97.79 97.77 97.79 +0.02 639 10,727 +47
Sep18 160329 97.73 97.73 97.73 97.73 +0.02 24 1,144 -12
Total Volume and Open Interest 184,583 955,101 +30,687
10-Year Aus T-Bonds(SFE)
Jun16 160329 97.42 97.45 97.41 97.43 +0.01 136,427 761,185 +13,155
Sep16 160329 97.43 97.43 97.43 97.43 +0.01      
Total Volume and Open Interest 136,427 761,185 +13,155
3-Year Aus T-Bonds(SFE)
Jun16 160329 98.03 98.05 98.01 98.03 unch 202,749 731,353 +16,508
Sep16 160329 98.03 98.03 98.03 98.03 unch      
Total Volume and Open Interest 202,749 731,353 +16,508
Gold(CMX)
Apr16 160329 1221.5 1243.4 1215.3 1235.8 +15.7 169,701 125,328 -26,977
Jun16 160329 1223.1 1245.2 1217.0 1237.5 +15.5 62,507 268,844 +25,302
Aug16 160329 1224.5 1246.0 1219.9 1239.0 +15.6 3,543 32,974 +909
Oct16 160329 1223.1 1246.6 1219.7 1240.3 +15.6 1,241 19,320 +98
Dec16 160329 1226.8 1248.0 1221.6 1241.7 +15.6 1,719 21,613 +164
Feb17 160329 1234.2 1250.2 1230.5 1243.0 +15.6 497 4,659 +407
Apr17 160329 1229.0 1250.0 1228.1 1244.4 +15.6 59 2,868 -24
Jun17 160329 1231.0 1245.8 1231.0 1245.8 +15.6 47 5,733 +36
Aug17 160329 1238.9 1247.1 1238.9 1247.1 +15.6 0 104 +0
Oct17 160329 1248.5 1248.5 1248.5 1248.5 +15.6 24 930 -20
Dec17 160329 1229.6 1249.9 1229.6 1249.9 +15.6 339 5,620 -62
Total Volume and Open Interest 241,364 497,522 +306
Silver(CMX)
Mar16 160329 1511.5 1523.7 1511.5 1523.7 +4.3 73 116 -71
May16 160329 1523.0 1537.5 1506.0 1523.3 +4.3 41,065 113,192 -2,844
Jul16 160329 1526.0 1541.5 1510.5 1527.1 +4.3 2,669 23,686 +1,372
Sep16 160329 1521.5 1542.5 1520.0 1530.8 +4.4 592 11,039 +64
Dec16 160329 1535.0 1547.0 1525.0 1535.8 +4.4 402 16,153 +164
Mar17 160329 1541.0 1541.0 1541.0 1541.0 +4.2 8 834 -1
May17 160329 1544.6 1544.6 1544.6 1544.6 +4.1 3 29 -2
Total Volume and Open Interest 44,921 170,580 -1,333
Platinum(NYMEX)
Apr16 160329 945.6 970.3 945.6 965.2 +20.5 15,133 14,597 -5,325
Jul16 160329 946.9 972.0 946.9 967.0 +20.8 9,134 43,934 +3,629
Oct16 160329 952.0 971.7 951.0 968.9 +20.9 88 1,856 +73
Jan17 160329 969.9 969.9 969.9 969.9 +20.9 0 8 +0
Total Volume and Open Interest 24,356 60,426 -1,623
Palladium(NYMEX)
Jun16 160329 567.95 579.30 555.40 573.20 +6.20 4,744 21,917 +28
Sep16 160329 569.25 579.00 558.15 573.55 +6.20 3 557 +1
Dec16 160329 574.80 574.80 574.80 574.80 +6.20 2 65 +2
Total Volume and Open Interest 4,753 22,597 +31
Copper(CMX)
Mar16 160329 220.75 221.55 219.80 220.85 -3.30 500 553 -105
May16 160329 224.20 224.80 219.70 221.40 -3.20 54,447 96,769 -2,333
Jul16 160329 224.90 225.40 220.60 222.25 -3.10 5,554 37,130 +1,695
Sep16 160329 224.70 224.70 221.20 222.85 -3.05 1,753 21,584 -120
Dec16 160329 224.20 224.20 221.60 223.25 -2.90 423 14,491 +66
Total Volume and Open Interest 63,386 180,788 -696
E-mini DJIA Index(CBOT)
Jun16 160329 17442 17553 17333 17538 +90 134,496 99,118 +4,786
Sep16 160329 17365 17456 17293 17449 +85 47 221 +5
Dec16 160329 17389 17389 17389 17389 +85 2 4 +2
Mar17 160329 17329 17329 17329 17329 +85      
Total Volume and Open Interest 134,545 99,343 +4,793
S & P 500(CME)
Jun16 160329 2030.00 2049.00 2019.50 2047.50 +19.50 4,340 60,166 +287
Sep16 160329 2039.50 2039.50 2014.10 2039.50 +19.40 10 270 +0
Dec16 160329 2032.70 2032.70 2007.30 2032.70 +19.40 0 1 +0
Mar17 160329 2027.80 2027.80 2002.40 2027.80 +19.40      
Total Volume and Open Interest 4,350 60,437 +287
S & P 500 E-Mini(Globex)
Jun16 160329 2027.75 2049.25 2019.25 2047.50 +19.50 1,524,072 2,802,444 -8,807
Sep16 160329 2020.00 2041.50 2011.50 2039.50 +19.50 995 7,727 +89
Dec16 160329 2014.25 2034.00 2004.75 2032.75 +19.50 431 1,690 +128
Mar17 160329 2020.00 2027.75 2005.25 2027.75 +19.25 1 54 +1
Total Volume and Open Interest 1,525,499 2,811,915 -8,589
NASDAQ 100 E-Mini(Globex)
Jun16 160329 4389.80 4463.50 4374.00 4458.30 +68.80 196,013 208,894 +642
Sep16 160329 4370.00 4455.30 4370.00 4451.30 +68.80 46 175 +20
Dec16 160329 4400.30 4448.80 4376.80 4448.80 +68.80 0 78 +0
Total Volume and Open Interest 196,059 209,147 +662
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 160329 1412.10 1442.60 1407.50 1441.80 +29.30 13,047 85,697 +653
Sep16 160329 1437.50 1437.50 1407.50 1437.50 +29.30 0 7 +0
Total Volume and Open Interest 13,048 85,715 +653
Volatility Index(CBOE)
Mar16 160316 17.00 17.05 16.55 17.00 +0.10 52,731 64,159 -9,546
Apr16 160329 17.17 17.55 16.05 16.08 -1.05 77,890 175,179 -6,353
May16 160329 18.80 19.05 17.75 17.83 -0.95 39,847 66,538 +5,197
Jun16 160329 19.57 19.80 18.68 18.73 -0.85 12,187 23,584 +410
Total Volume and Open Interest 143,575 322,193 +22
Russell 2000(ICE)
Jun16 160329 1073.80 1108.00 1070.10 1107.00 +32.20 81,298 389,046 -918
Sep16 160329 1080.60 1103.20 1080.60 1103.20 +32.20 1 25 +1
Dec16 160329 1099.50 1099.50 1099.50 1099.50 +32.10 0 10 +0
Total Volume and Open Interest 81,299 389,081 -917
Nikkei 225(CME)
Jun16 160329 17045 17185 16985 17070 +65 9,772 29,956 -255
Sep16 160329 17115 17115 17045 17080 +65 0 2 +0
Total Volume and Open Interest 9,772 29,963 -255
Nikkei 225(SGX)
Jun16 160329 16965 17135 16915 17060 +100 45,771 177,153 +1,469
Sep16 160329 16955 17080 16895 17035 +100 55 615 +22
Dec16 160329 16925 16925 16925 16925 +105 0 3,801 +0
Total Volume and Open Interest 45,854 191,186 +1,463
Nikkei 225(CME) Yen
Mar16 160310 16800 17170 16465 16680 -115 65,182 66,351 -20,258
Jun16 160329 16980 17130 16935 17020 +70 41,246 59,932 +164
Sep16 160329 16985 17070 16910 16985 +70 2 6 +0
Total Volume and Open Interest 41,248 59,944 +164
Nikkei 225(CME) e-Mini Yen
Mar16 160310 16870 16870 16680 16680 -120 5 70 +5
Jun16 160329 17020 17020 17020 17020 +70 0 11 +0
Sep16 160329 16980 16985 16980 16980 +70      
Total Volume and Open Interest 0 11 +0
CAC 40(EURONEXT)
Apr16 160329 4352.0 4385.0 4330.5 4365.5 +37.0 75,512 246,403 -2,643
May16 160329 4275.0 4311.5 4265.5 4294.0 +37.0 11 20 +7
Jun16 160329 4240.0 4261.5 4218.5 4247.0 +37.0 510 8,991 -93
Total Volume and Open Interest 76,033 255,418 -2,729
Hang Seng Index(HKFE)
Mar16 160329 20321 20426 20153 20349 +30 117,596 88,676 -6,618
Apr16 160329 20309 20418 20153 20363 +57 19,407 22,650 +11,789
Total Volume and Open Interest 138,949 117,650 +5,106
DAX(EUREX)
Jun16 160329 9945.0 9994.0 9845.5 9925.5 +20.0 99,437 109,549 +2,843
Sep16 160329 9944.0 9976.0 9849.0 9917.5 +20.0 75 1,018 +1
Dec16 160329 9847.0 9925.0 9847.0 9910.5 +20.0 1,300 1,300 +1,300
Total Volume and Open Interest 100,812 111,867 +4,144
Mini-DAX(EUREX)
Mar16 160318 9872.0 9935.0 9819.0 9901.5 +29.5 16,755 7,843 -450
Jun16 160329 9949.0 9992.0 9846.0 9925.0 +20.0 19,421 5,336 +215
Sep16 160329 9919.0 9943.0 9852.0 9917.0 +20.0 37 64 +17
Total Volume and Open Interest 19,459 5,401 +233
FT-SE 100(EURONEXT)
Jun16 160329 6062.50 6100.00 6010.50 6039.00 -18.50 88,574 598,504 +1,891
Sep16 160329 5987.00 5987.00 5987.00 5987.00 -18.50 0 1,784 +0
Dec16 160329 5953.00 5953.00 5953.00 5953.00 -18.50      
Total Volume and Open Interest 88,574 600,288 +1,891
SPI 200(SFE)
Jun16 160329 5082.0 5100.0 4979.0 4993.0 -88.0 26,774 227,282 -1,035
Sep16 160329 4948.0 4948.0 4948.0 4948.0 -89.0 7 801 +2
Dec16 160329 4934.0 4934.0 4934.0 4934.0 -89.0 62 2,043 +62
Total Volume and Open Interest 26,962 231,125 -867
FTSE MIB(ISE)
Jun16 160329 17805.00 18030.00 17570.00 17689.00 -51.00 29,437 57,416 -544
Sep16 160329 17800.00 17800.00 17525.00 17589.00 -44.00 12 28 -1
Dec16 160329 17464.00 17464.00 17464.00 17464.00 -44.00      
Total Volume and Open Interest 29,449 57,444 -545
KOSPI 200(KFE)
Jun16 160329 245.50 247.00 245.25 246.70 +1.30 74,487 119,211 +678
Sep16 160329 246.05 247.70 246.05 247.40 +1.35 162 4,344 +6
Dec16 160329 248.45 248.45 248.45 248.45 +1.50 3 2,412 +2
Total Volume and Open Interest 74,653 127,211 +686
GSCI(CME)
Apr16 160329 324.10 325.85 322.05 324.60 -3.35 271 11,491 -88
May16 160329 328.85 328.85 327.35 328.85 -3.35 60 60 +60
Jun16 160329 330.85 330.85 330.85 330.85 -3.35      
Total Volume and Open Interest 331 11,551 -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.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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