 |
MRCI's End of Day Prices |
|
Daily Futures Price Listing Wed March 30, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May16 |
160330 |
915.25 |
917.00 |
908.50 |
909.00 |
-7.00 |
91,130 |
344,743 |
-2,246 |
Jul16 |
160330 |
922.00 |
923.50 |
915.50 |
916.25 |
-6.50 |
55,707 |
184,134 |
+4,974 |
Aug16 |
160330 |
923.75 |
925.25 |
918.00 |
918.50 |
-6.25 |
3,474 |
22,389 |
+145 |
Sep16 |
160330 |
925.00 |
925.50 |
918.50 |
919.00 |
-6.00 |
1,661 |
11,171 |
+248 |
Nov16 |
160330 |
927.50 |
929.50 |
922.00 |
923.00 |
-5.50 |
24,240 |
161,353 |
-81 |
Jan17 |
160330 |
930.50 |
933.00 |
926.00 |
926.50 |
-5.25 |
761 |
4,912 |
+36 |
Mar17 |
160330 |
931.00 |
934.00 |
927.25 |
927.75 |
-5.00 |
611 |
10,884 |
+115 |
May17 |
160330 |
928.75 |
932.50 |
926.50 |
927.00 |
-3.50 |
270 |
4,829 |
+80 |
Jul17 |
160330 |
934.25 |
936.50 |
931.25 |
931.25 |
-3.25 |
81 |
3,706 |
-37 |
Aug17 |
160330 |
933.75 |
934.00 |
929.25 |
929.25 |
-2.75 |
0 |
49 |
+0 |
Sep17 |
160330 |
921.00 |
921.00 |
921.00 |
921.00 |
-3.25 |
0 |
35 |
+0 |
Nov17 |
160330 |
916.75 |
920.00 |
914.50 |
914.50 |
-4.25 |
148 |
5,368 |
+78 |
Jan18 |
160330 |
919.25 |
919.25 |
919.25 |
919.25 |
-4.25 |
0 |
16 |
+0 |
Mar18 |
160330 |
923.75 |
923.75 |
923.75 |
923.75 |
-4.25 |
0 |
18 |
+0 |
Total Volume and Open Interest |
178,084 |
753,670 |
+3,313 |
Soybean Meal(CBOT) |
May16 |
160330 |
273.20 |
275.20 |
271.50 |
271.90 |
-1.30 |
38,043 |
154,363 |
-3,663 |
Jul16 |
160330 |
275.60 |
277.60 |
274.10 |
274.60 |
-1.20 |
20,255 |
101,172 |
-3,197 |
Aug16 |
160330 |
276.90 |
278.60 |
275.40 |
275.90 |
-1.00 |
1,785 |
22,712 |
+252 |
Sep16 |
160330 |
278.00 |
279.60 |
276.50 |
277.00 |
-1.00 |
1,993 |
19,860 |
+460 |
Oct16 |
160330 |
278.60 |
280.50 |
277.40 |
278.00 |
-0.80 |
1,175 |
13,406 |
-71 |
Dec16 |
160330 |
280.70 |
282.70 |
279.30 |
280.00 |
-0.80 |
5,136 |
49,236 |
+532 |
Jan17 |
160330 |
282.00 |
283.20 |
280.40 |
280.80 |
-0.60 |
279 |
3,724 |
-7 |
Mar17 |
160330 |
282.70 |
283.60 |
280.40 |
280.90 |
-0.60 |
113 |
4,909 |
+44 |
May17 |
160330 |
281.00 |
282.70 |
280.30 |
280.40 |
-0.20 |
33 |
2,684 |
-7 |
Jul17 |
160330 |
283.00 |
283.00 |
281.70 |
281.70 |
+0.10 |
8 |
1,636 |
+0 |
Total Volume and Open Interest |
68,832 |
375,381 |
-5,651 |
Soybean Oil(CBOT) |
May16 |
160330 |
34.05 |
34.07 |
33.75 |
33.79 |
-0.26 |
41,709 |
204,184 |
-1,935 |
Jul16 |
160330 |
34.25 |
34.30 |
33.98 |
34.01 |
-0.27 |
23,309 |
113,507 |
+3,426 |
Aug16 |
160330 |
34.34 |
34.37 |
34.07 |
34.10 |
-0.27 |
1,584 |
24,510 |
-64 |
Sep16 |
160330 |
34.34 |
34.48 |
34.18 |
34.20 |
-0.26 |
1,039 |
16,390 |
+199 |
Oct16 |
160330 |
34.39 |
34.53 |
34.23 |
34.25 |
-0.27 |
521 |
9,537 |
-21 |
Dec16 |
160330 |
34.64 |
34.67 |
34.35 |
34.40 |
-0.27 |
4,324 |
48,528 |
+314 |
Jan17 |
160330 |
34.58 |
34.71 |
34.57 |
34.58 |
-0.27 |
397 |
4,529 |
+37 |
Mar17 |
160330 |
34.86 |
34.86 |
34.66 |
34.68 |
-0.27 |
186 |
5,223 |
+1 |
May17 |
160330 |
34.97 |
34.97 |
34.68 |
34.71 |
-0.28 |
66 |
3,186 |
+4 |
Jul17 |
160330 |
35.07 |
35.07 |
34.84 |
34.84 |
-0.30 |
10 |
3,690 |
-2 |
Total Volume and Open Interest |
73,253 |
440,088 |
+1,971 |
Canola(WCE) |
May16 |
160330 |
477.7 |
479.0 |
474.1 |
474.6 |
-3.5 |
8,878 |
104,717 |
-1,735 |
Jul16 |
160330 |
483.1 |
484.3 |
479.1 |
479.7 |
-3.4 |
3,133 |
40,000 |
-63 |
Nov16 |
160330 |
480.5 |
482.8 |
476.3 |
477.2 |
-4.7 |
1,197 |
23,866 |
+343 |
Jan17 |
160330 |
485.4 |
485.9 |
480.0 |
480.3 |
-5.1 |
243 |
1,323 |
+70 |
Mar17 |
160330 |
481.9 |
481.9 |
481.9 |
481.9 |
-5.2 |
44 |
381 |
+31 |
Total Volume and Open Interest |
13,495 |
170,338 |
-1,354 |
Corn(CBOT) |
May16 |
160330 |
372.50 |
374.00 |
366.75 |
367.00 |
-6.00 |
127,556 |
600,368 |
-7,029 |
Jul16 |
160330 |
377.00 |
378.25 |
371.00 |
371.50 |
-5.75 |
38,874 |
327,904 |
+3,450 |
Sep16 |
160330 |
381.25 |
382.50 |
375.50 |
376.00 |
-5.75 |
17,090 |
142,531 |
+1,707 |
Dec16 |
160330 |
388.75 |
390.00 |
383.50 |
384.00 |
-5.50 |
26,418 |
191,281 |
+500 |
Mar17 |
160330 |
397.25 |
398.25 |
392.00 |
392.75 |
-5.25 |
2,032 |
38,797 |
+487 |
May17 |
160330 |
401.50 |
402.75 |
396.50 |
397.00 |
-5.00 |
514 |
7,228 |
+145 |
Jul17 |
160330 |
404.00 |
405.50 |
399.75 |
399.75 |
-5.25 |
891 |
18,036 |
+457 |
Sep17 |
160330 |
395.50 |
397.50 |
391.00 |
391.25 |
-4.75 |
40 |
1,944 |
+1 |
Dec17 |
160330 |
395.25 |
396.75 |
390.25 |
390.50 |
-5.50 |
667 |
12,913 |
+235 |
Mar18 |
160330 |
399.75 |
399.75 |
399.75 |
399.75 |
-5.25 |
2 |
610 |
+0 |
Total Volume and Open Interest |
214,084 |
1,343,215 |
-47 |
Wheat(CBOT) |
May16 |
160330 |
476.00 |
477.50 |
463.00 |
464.00 |
-12.75 |
63,256 |
210,660 |
-4,343 |
Jul16 |
160330 |
483.25 |
484.25 |
470.50 |
471.50 |
-12.25 |
19,882 |
126,281 |
-237 |
Sep16 |
160330 |
492.75 |
493.75 |
480.50 |
481.50 |
-11.75 |
2,834 |
38,619 |
+114 |
Dec16 |
160330 |
506.50 |
507.50 |
495.00 |
496.00 |
-11.00 |
4,471 |
45,013 |
+81 |
Mar17 |
160330 |
520.00 |
520.25 |
509.00 |
509.75 |
-10.50 |
781 |
11,614 |
+118 |
May17 |
160330 |
528.00 |
528.50 |
518.00 |
518.50 |
-9.75 |
116 |
2,457 |
+0 |
Total Volume and Open Interest |
91,477 |
436,148 |
-4,236 |
Wheat(KCBT) |
May16 |
160330 |
481.25 |
482.25 |
465.25 |
465.75 |
-16.00 |
15,609 |
86,889 |
-1,311 |
Jul16 |
160330 |
492.00 |
493.25 |
476.50 |
477.00 |
-15.75 |
9,895 |
68,343 |
-290 |
Sep16 |
160330 |
506.00 |
506.75 |
490.75 |
491.25 |
-15.50 |
1,778 |
14,415 |
+286 |
Dec16 |
160330 |
527.00 |
527.00 |
511.25 |
511.50 |
-15.50 |
858 |
22,370 |
+30 |
Mar17 |
160330 |
536.75 |
536.75 |
524.00 |
524.00 |
-15.00 |
398 |
9,049 |
+24 |
May17 |
160330 |
533.50 |
533.50 |
532.00 |
532.00 |
-14.50 |
175 |
2,740 |
-5 |
Jul17 |
160330 |
538.00 |
538.00 |
537.50 |
537.50 |
-13.25 |
177 |
789 |
+76 |
Total Volume and Open Interest |
28,893 |
204,792 |
-1,190 |
Wheat(MGE) |
May16 |
160330 |
522.25 |
522.50 |
512.50 |
515.25 |
-7.00 |
3,258 |
26,620 |
-27 |
Jul16 |
160330 |
530.00 |
530.50 |
520.50 |
523.25 |
-7.00 |
1,109 |
19,703 |
+185 |
Sep16 |
160330 |
539.50 |
540.00 |
531.00 |
533.00 |
-7.00 |
363 |
8,873 |
+3 |
Dec16 |
160330 |
553.00 |
553.25 |
545.00 |
546.75 |
-6.50 |
196 |
7,357 |
+17 |
Mar17 |
160330 |
566.00 |
566.50 |
559.25 |
560.50 |
-5.50 |
186 |
3,759 |
+63 |
May17 |
160330 |
568.75 |
570.00 |
568.00 |
569.25 |
-5.25 |
52 |
1,255 |
+17 |
Total Volume and Open Interest |
5,186 |
67,751 |
+269 |
Oats(CBOT) |
May16 |
160330 |
189.50 |
191.75 |
184.50 |
185.25 |
-4.50 |
209 |
7,570 |
-9 |
Jul16 |
160330 |
200.25 |
202.25 |
195.25 |
196.25 |
-3.50 |
50 |
2,397 |
+8 |
Sep16 |
160330 |
207.00 |
207.00 |
205.00 |
205.25 |
-1.75 |
18 |
178 |
-1 |
Dec16 |
160330 |
215.00 |
215.25 |
215.00 |
215.25 |
+0.25 |
22 |
435 |
+8 |
Total Volume and Open Interest |
299 |
10,581 |
+6 |
Rough Rice(CBOT) |
May16 |
160330 |
10.10 |
10.17 |
9.90 |
10.03 |
-0.03 |
129 |
10,139 |
+9 |
Jul16 |
160330 |
10.37 |
10.41 |
10.20 |
10.31 |
-0.03 |
15 |
1,836 |
+2 |
Sep16 |
160330 |
10.54 |
10.54 |
10.40 |
10.49 |
-0.04 |
23 |
432 |
+1 |
Nov16 |
160330 |
10.72 |
10.72 |
10.62 |
10.68 |
-0.05 |
3 |
118 |
+2 |
Total Volume and Open Interest |
170 |
12,525 |
+14 |
Live Cattle(CME) |
Apr16 |
160330 |
135.050 |
135.185 |
132.235 |
132.350 |
-2.500 |
19,397 |
53,290 |
-4,635 |
Jun16 |
160330 |
125.730 |
125.930 |
122.785 |
123.080 |
-2.455 |
22,525 |
125,010 |
+2,634 |
Aug16 |
160330 |
121.550 |
121.635 |
118.930 |
119.080 |
-2.250 |
11,395 |
56,799 |
+1,680 |
Oct16 |
160330 |
121.000 |
121.000 |
118.330 |
118.500 |
-2.230 |
4,635 |
34,170 |
+650 |
Dec16 |
160330 |
120.050 |
120.400 |
117.750 |
118.000 |
-2.135 |
1,155 |
16,270 |
+196 |
Feb17 |
160330 |
119.050 |
119.100 |
116.800 |
117.050 |
-2.085 |
377 |
5,196 |
+117 |
Total Volume and Open Interest |
59,621 |
294,819 |
+667 |
Feeder Cattle(CME) |
Apr16 |
160330 |
156.485 |
156.500 |
151.830 |
152.580 |
-3.500 |
2,219 |
6,481 |
-360 |
May16 |
160330 |
155.250 |
155.330 |
150.285 |
150.750 |
-4.035 |
2,581 |
14,632 |
-17 |
Aug16 |
160330 |
154.900 |
155.200 |
150.200 |
150.580 |
-4.120 |
1,050 |
11,470 |
-116 |
Sep16 |
160330 |
153.650 |
153.685 |
148.800 |
149.200 |
-4.100 |
359 |
2,484 |
+92 |
Oct16 |
160330 |
151.485 |
151.550 |
146.800 |
147.300 |
-3.950 |
105 |
1,795 |
+11 |
Nov16 |
160330 |
147.400 |
147.400 |
143.100 |
143.450 |
-3.600 |
73 |
1,651 |
-7 |
Jan17 |
160330 |
139.800 |
139.800 |
138.850 |
139.185 |
-3.815 |
3 |
105 |
+0 |
Total Volume and Open Interest |
6,390 |
38,618 |
-397 |
Lean Hogs(CME) |
Apr16 |
160330 |
70.350 |
70.650 |
68.830 |
68.930 |
-1.320 |
7,442 |
25,353 |
-1,988 |
May16 |
160330 |
79.000 |
79.050 |
76.830 |
77.285 |
-1.565 |
175 |
2,033 |
+68 |
Jun16 |
160330 |
82.900 |
83.200 |
81.035 |
81.550 |
-1.380 |
12,343 |
91,705 |
+1,207 |
Jul16 |
160330 |
82.500 |
82.785 |
80.750 |
81.285 |
-1.295 |
2,652 |
21,345 |
+419 |
Aug16 |
160330 |
81.785 |
82.035 |
80.350 |
80.930 |
-1.020 |
4,908 |
34,131 |
+484 |
Oct16 |
160330 |
70.050 |
70.250 |
68.785 |
69.285 |
-1.000 |
3,437 |
32,810 |
+1,424 |
Dec16 |
160330 |
64.550 |
64.650 |
63.300 |
63.785 |
-1.000 |
1,351 |
18,504 |
+741 |
Feb17 |
160330 |
66.950 |
66.950 |
65.900 |
66.250 |
-0.850 |
553 |
6,041 |
+239 |
Total Volume and Open Interest |
33,254 |
234,109 |
+2,905 |
Class III Milk(CME) |
Mar16 |
160329 |
13.78 |
13.78 |
13.77 |
13.77 |
unch |
251 |
3,729 |
-23 |
Apr16 |
160330 |
13.79 |
13.91 |
13.72 |
13.76 |
-0.04 |
174 |
4,879 |
+6 |
May16 |
160330 |
13.71 |
13.91 |
13.71 |
13.87 |
+0.16 |
211 |
4,621 |
+69 |
Jun16 |
160330 |
13.76 |
13.95 |
13.76 |
13.91 |
+0.15 |
126 |
4,059 |
+72 |
Jul16 |
160330 |
13.97 |
14.10 |
13.97 |
14.09 |
+0.14 |
39 |
3,093 |
+5 |
Aug16 |
160330 |
14.38 |
14.41 |
14.35 |
14.40 |
+0.10 |
49 |
2,588 |
+18 |
Sep16 |
160330 |
14.57 |
14.58 |
14.57 |
14.58 |
+0.03 |
14 |
2,532 |
+7 |
Oct16 |
160330 |
14.74 |
14.74 |
14.68 |
14.68 |
-0.03 |
12 |
2,056 |
+12 |
Nov16 |
160330 |
14.73 |
14.73 |
14.73 |
14.73 |
+0.01 |
13 |
1,929 |
+11 |
Dec16 |
160330 |
14.74 |
14.74 |
14.65 |
14.67 |
-0.03 |
11 |
1,841 |
+6 |
Jan17 |
160330 |
14.63 |
14.64 |
14.63 |
14.64 |
-0.07 |
3 |
415 |
+3 |
Feb17 |
160330 |
14.75 |
14.75 |
14.66 |
14.67 |
-0.07 |
1 |
318 |
+1 |
Mar17 |
160330 |
14.68 |
14.68 |
14.68 |
14.68 |
-0.07 |
4 |
299 |
-1 |
Total Volume and Open Interest |
710 |
33,265 |
+169 |
Cocoa(ICE) |
May16 |
160330 |
2985 |
3021 |
2959 |
2974 |
+4 |
7,334 |
71,766 |
-1,147 |
Jul16 |
160330 |
2999 |
3031 |
2970 |
2985 |
+3 |
3,903 |
61,127 |
-50 |
Sep16 |
160330 |
2987 |
3016 |
2956 |
2971 |
+1 |
1,432 |
46,589 |
+479 |
Dec16 |
160330 |
2962 |
2988 |
2933 |
2947 |
+1 |
352 |
21,550 |
+102 |
Mar17 |
160330 |
2940 |
2963 |
2919 |
2924 |
+2 |
140 |
26,521 |
+14 |
May17 |
160330 |
2913 |
2918 |
2913 |
2918 |
+2 |
44 |
4,546 |
-22 |
Jul17 |
160330 |
2911 |
2911 |
2911 |
2911 |
+2 |
5 |
1,287 |
-2 |
Total Volume and Open Interest |
13,215 |
238,921 |
-626 |
Coffee "C"(ICE) |
May16 |
160330 |
128.25 |
130.00 |
126.20 |
127.00 |
-0.45 |
17,883 |
78,217 |
-1,028 |
Jul16 |
160330 |
130.20 |
131.95 |
128.25 |
129.05 |
-0.40 |
9,684 |
46,836 |
+2,375 |
Sep16 |
160330 |
132.15 |
133.50 |
129.90 |
130.70 |
-0.45 |
3,523 |
28,605 |
+44 |
Dec16 |
160330 |
133.75 |
135.00 |
131.55 |
132.35 |
-0.40 |
957 |
28,581 |
+29 |
Mar17 |
160330 |
136.55 |
136.55 |
133.60 |
134.10 |
-0.35 |
379 |
7,161 |
-27 |
May17 |
160330 |
137.95 |
137.95 |
134.95 |
135.55 |
-0.35 |
239 |
3,531 |
+169 |
Total Volume and Open Interest |
32,870 |
198,821 |
+1,621 |
Orange Juice(ICE) |
May16 |
160330 |
136.60 |
142.85 |
136.00 |
141.80 |
+5.10 |
552 |
8,814 |
+32 |
Jul16 |
160330 |
136.35 |
142.35 |
136.35 |
141.50 |
+4.90 |
134 |
2,777 |
+36 |
Sep16 |
160330 |
137.55 |
141.50 |
137.55 |
141.00 |
+4.20 |
0 |
1,023 |
+0 |
Nov16 |
160330 |
137.75 |
141.90 |
137.75 |
141.25 |
+4.40 |
0 |
363 |
+0 |
Jan17 |
160330 |
139.80 |
141.45 |
139.80 |
141.45 |
+3.80 |
0 |
77 |
+0 |
Mar17 |
160330 |
142.25 |
142.25 |
142.25 |
142.25 |
+3.70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
686 |
13,055 |
+68 |
Sugar #11(ICE) |
May16 |
160330 |
15.85 |
16.15 |
15.80 |
15.87 |
+0.01 |
59,449 |
324,045 |
-2,122 |
Jul16 |
160330 |
15.95 |
16.19 |
15.87 |
15.96 |
+0.02 |
31,085 |
248,186 |
+10,544 |
Oct16 |
160330 |
16.06 |
16.31 |
16.02 |
16.08 |
-0.02 |
10,569 |
130,662 |
+516 |
Mar17 |
160330 |
16.49 |
16.70 |
16.43 |
16.47 |
-0.06 |
5,667 |
86,783 |
+241 |
May17 |
160330 |
16.11 |
16.36 |
16.11 |
16.14 |
-0.07 |
3,245 |
14,342 |
+408 |
Jul17 |
160330 |
15.77 |
16.01 |
15.77 |
15.79 |
-0.08 |
2,414 |
23,865 |
+1,027 |
Oct17 |
160330 |
15.77 |
15.81 |
15.58 |
15.60 |
-0.07 |
1,311 |
17,609 |
+557 |
Mar18 |
160330 |
15.89 |
15.91 |
15.74 |
15.74 |
-0.03 |
345 |
6,583 |
+234 |
Total Volume and Open Interest |
114,187 |
857,464 |
+11,404 |
London Cocoa(LCE) |
May16 |
160330 |
2182 |
2196 |
2169 |
2171 |
-15 |
0 |
81,447 |
-274 |
Jul16 |
160330 |
2180 |
2196 |
2172 |
2173 |
-12 |
0 |
59,656 |
+1,860 |
Sep16 |
160330 |
2159 |
2171 |
2146 |
2147 |
-14 |
0 |
54,555 |
+287 |
Dec16 |
160330 |
2115 |
2130 |
2105 |
2107 |
-14 |
0 |
44,826 |
+55 |
Mar17 |
160330 |
2086 |
2101 |
2077 |
2078 |
-14 |
0 |
34,537 |
-601 |
May17 |
160330 |
2091 |
2091 |
2074 |
2074 |
-14 |
0 |
4,356 |
+21 |
Jul17 |
160330 |
2080 |
2080 |
2068 |
2068 |
-14 |
0 |
705 |
-2 |
Total Volume and Open Interest |
0 |
280,503 |
+1,346 |
London Sugar(LCE) |
May16 |
160330 |
454.80 |
459.20 |
453.30 |
454.40 |
+1.20 |
0 |
38,967 |
-460 |
Aug16 |
160330 |
449.70 |
452.80 |
447.60 |
448.50 |
+1.20 |
0 |
29,016 |
+1,078 |
Oct16 |
160330 |
445.20 |
449.30 |
443.40 |
444.00 |
+0.10 |
0 |
12,308 |
-216 |
Dec16 |
160330 |
444.80 |
448.90 |
443.40 |
444.00 |
-0.30 |
0 |
6,755 |
+61 |
Mar17 |
160330 |
446.10 |
449.20 |
443.60 |
444.20 |
-1.10 |
0 |
5,723 |
+294 |
Total Volume and Open Interest |
0 |
95,567 |
+887 |
Cotton(ICE) |
May16 |
160330 |
57.29 |
57.92 |
57.28 |
57.67 |
+0.29 |
9,219 |
110,973 |
+435 |
Jul16 |
160330 |
57.29 |
57.80 |
57.19 |
57.72 |
+0.43 |
3,765 |
50,711 |
+944 |
Oct16 |
160330 |
57.66 |
57.66 |
57.66 |
57.66 |
+0.42 |
0 |
4 |
+0 |
Dec16 |
160330 |
57.03 |
57.50 |
56.97 |
57.45 |
+0.42 |
1,161 |
42,368 |
+279 |
Mar17 |
160330 |
57.75 |
58.15 |
57.70 |
58.11 |
+0.34 |
52 |
6,533 |
+9 |
May17 |
160330 |
58.70 |
58.79 |
58.70 |
58.79 |
+0.31 |
31 |
1,938 |
+2 |
Total Volume and Open Interest |
14,267 |
215,388 |
+1,675 |
Lumber(CME) |
May16 |
160330 |
309.1 |
315.0 |
308.1 |
312.3 |
-0.6 |
458 |
3,841 |
+96 |
Jul16 |
160330 |
309.7 |
314.5 |
308.0 |
313.3 |
+1.2 |
181 |
737 |
+12 |
Sep16 |
160330 |
308.5 |
312.1 |
308.5 |
310.9 |
unch |
11 |
105 |
+0 |
Nov16 |
160330 |
306.3 |
310.0 |
306.3 |
310.0 |
-1.2 |
9 |
29 |
+5 |
Total Volume and Open Interest |
659 |
4,737 |
+113 |
Crude Oil(NYM) |
May16 |
160330 |
38.52 |
39.85 |
38.14 |
38.32 |
+0.04 |
299,775 |
547,014 |
+880 |
Jun16 |
160330 |
39.83 |
41.07 |
39.48 |
39.66 |
+0.15 |
57,121 |
228,144 |
+2,785 |
Jul16 |
160330 |
40.61 |
41.86 |
40.35 |
40.55 |
+0.22 |
17,698 |
98,656 |
+1,066 |
Aug16 |
160330 |
41.29 |
42.43 |
41.00 |
41.20 |
+0.29 |
9,319 |
74,870 |
+114 |
Sep16 |
160330 |
41.74 |
42.90 |
41.54 |
41.74 |
+0.34 |
8,487 |
103,987 |
-253 |
Oct16 |
160330 |
42.14 |
43.26 |
41.96 |
42.18 |
+0.38 |
4,849 |
53,179 |
+1,277 |
Nov16 |
160330 |
42.42 |
43.60 |
42.35 |
42.57 |
+0.41 |
3,813 |
36,651 |
-552 |
Dec16 |
160330 |
42.81 |
43.97 |
42.63 |
42.90 |
+0.44 |
20,197 |
192,528 |
-1,565 |
Jan17 |
160330 |
43.25 |
44.13 |
42.97 |
43.18 |
+0.46 |
1,525 |
29,416 |
-104 |
Feb17 |
160330 |
43.36 |
44.35 |
43.26 |
43.45 |
+0.48 |
1,432 |
18,087 |
+47 |
Mar17 |
160330 |
43.68 |
44.65 |
43.55 |
43.73 |
+0.49 |
1,802 |
38,887 |
+25 |
Apr17 |
160330 |
44.05 |
44.78 |
43.79 |
43.99 |
+0.51 |
548 |
10,260 |
+85 |
May17 |
160330 |
44.24 |
44.24 |
44.24 |
44.24 |
+0.52 |
239 |
9,500 |
-1 |
Jun17 |
160330 |
44.35 |
45.38 |
44.17 |
44.47 |
+0.52 |
2,870 |
43,475 |
-478 |
Jul17 |
160330 |
44.66 |
44.66 |
44.66 |
44.66 |
+0.52 |
134 |
9,481 |
+40 |
Aug17 |
160330 |
44.85 |
44.85 |
44.85 |
44.85 |
+0.52 |
37 |
6,129 |
+1 |
Total Volume and Open Interest |
439,029 |
1,713,296 |
+3,391 |
e-miNY Crude Oil(NYM) |
May16 |
160330 |
38.475 |
39.850 |
38.125 |
38.325 |
+0.050 |
6,987 |
2,084 |
+111 |
Jun16 |
160330 |
39.700 |
41.050 |
39.500 |
39.650 |
+0.150 |
221 |
406 |
-9 |
Jul16 |
160330 |
40.750 |
41.725 |
40.375 |
40.550 |
+0.225 |
10 |
212 |
+1 |
Aug16 |
160330 |
41.200 |
41.200 |
41.200 |
41.200 |
+0.300 |
0 |
53 |
+0 |
Sep16 |
160330 |
42.000 |
42.000 |
41.750 |
41.750 |
+0.350 |
0 |
76 |
+0 |
Oct16 |
160330 |
42.775 |
42.775 |
42.175 |
42.175 |
+0.375 |
0 |
42 |
+0 |
Nov16 |
160330 |
42.575 |
42.575 |
42.575 |
42.575 |
+0.425 |
0 |
11 |
+0 |
Dec16 |
160330 |
43.075 |
43.125 |
42.900 |
42.900 |
+0.450 |
1 |
234 |
+0 |
Jan17 |
160330 |
43.175 |
43.175 |
43.175 |
43.175 |
+0.450 |
0 |
8 |
+0 |
Feb17 |
160330 |
43.450 |
43.450 |
43.450 |
43.450 |
+0.475 |
0 |
3 |
+0 |
Total Volume and Open Interest |
7,221 |
3,547 |
+104 |
NY Harbor ULSD(NYM) |
Apr16 |
160330 |
116.85 |
120.12 |
115.63 |
115.97 |
+0.42 |
25,081 |
22,474 |
-7,954 |
May16 |
160330 |
117.63 |
121.33 |
116.79 |
117.21 |
+0.48 |
38,999 |
100,953 |
+2,161 |
Jun16 |
160330 |
119.27 |
122.87 |
118.50 |
118.91 |
+0.47 |
13,754 |
50,901 |
+672 |
Jul16 |
160330 |
120.74 |
124.83 |
120.57 |
120.97 |
+0.42 |
5,513 |
37,185 |
+594 |
Aug16 |
160330 |
124.05 |
126.72 |
122.77 |
123.01 |
+0.39 |
3,366 |
21,973 |
-189 |
Sep16 |
160330 |
126.70 |
128.71 |
125.00 |
125.23 |
+0.37 |
2,412 |
20,338 |
+269 |
Oct16 |
160330 |
128.67 |
131.01 |
127.41 |
127.43 |
+0.37 |
819 |
11,180 |
+148 |
Nov16 |
160330 |
130.87 |
132.82 |
129.43 |
129.54 |
+0.39 |
960 |
8,593 |
+155 |
Dec16 |
160330 |
132.16 |
134.90 |
131.10 |
131.44 |
+0.43 |
3,986 |
46,187 |
+718 |
Jan17 |
160330 |
134.25 |
135.88 |
133.16 |
133.16 |
+0.47 |
1,028 |
16,804 |
+172 |
Feb17 |
160330 |
134.82 |
134.85 |
134.45 |
134.45 |
+0.52 |
91 |
3,482 |
-5 |
Mar17 |
160330 |
135.90 |
135.90 |
135.17 |
135.17 |
+0.55 |
226 |
6,322 |
+4 |
Apr17 |
160330 |
135.60 |
135.60 |
135.22 |
135.22 |
+0.58 |
65 |
2,109 |
+11 |
May17 |
160330 |
135.59 |
135.59 |
135.59 |
135.59 |
+0.60 |
87 |
1,254 |
-8 |
Total Volume and Open Interest |
97,255 |
372,912 |
-2,888 |
RBOB Gasoline(NYM) |
Apr16 |
160330 |
145.51 |
147.63 |
143.00 |
143.64 |
-1.74 |
28,260 |
21,762 |
-10,268 |
May16 |
160330 |
148.06 |
150.40 |
145.95 |
146.61 |
-1.47 |
41,141 |
126,716 |
+4,473 |
Jun16 |
160330 |
149.40 |
151.50 |
147.25 |
147.88 |
-1.28 |
17,096 |
54,390 |
+1,060 |
Jul16 |
160330 |
148.70 |
150.93 |
146.88 |
147.53 |
-1.08 |
7,592 |
36,882 |
+308 |
Aug16 |
160330 |
146.90 |
148.85 |
144.92 |
145.54 |
-0.95 |
4,095 |
33,039 |
+54 |
Sep16 |
160330 |
143.32 |
145.42 |
141.80 |
142.26 |
-0.81 |
3,867 |
40,678 |
-289 |
Oct16 |
160330 |
129.31 |
130.31 |
126.80 |
127.40 |
-0.78 |
2,137 |
19,150 |
-256 |
Nov16 |
160330 |
125.50 |
126.54 |
123.41 |
123.72 |
-0.58 |
1,089 |
11,515 |
+61 |
Dec16 |
160330 |
122.55 |
124.38 |
121.21 |
121.73 |
-0.41 |
2,410 |
32,718 |
-220 |
Jan17 |
160330 |
122.42 |
124.36 |
121.31 |
121.76 |
-0.34 |
403 |
5,495 |
-24 |
Total Volume and Open Interest |
108,799 |
412,944 |
-4,902 |
e-miNY RBOB Gasoline(NYM) |
Apr16 |
160330 |
143.60 |
143.64 |
143.60 |
143.60 |
-1.80 |
1 |
0 |
-1 |
May16 |
160330 |
146.60 |
146.61 |
146.60 |
146.60 |
-1.50 |
|
|
|
Jun16 |
160330 |
147.90 |
147.90 |
147.88 |
147.90 |
-1.30 |
|
|
|
Jul16 |
160330 |
147.50 |
147.53 |
147.50 |
147.50 |
-1.10 |
|
|
|
Total Volume and Open Interest |
1 |
|
|
Natural Gas(NYM) |
May16 |
160330 |
1.979 |
2.015 |
1.963 |
1.996 |
+0.015 |
125,420 |
349,402 |
+7,424 |
Jun16 |
160330 |
2.085 |
2.127 |
2.076 |
2.110 |
+0.013 |
19,663 |
85,704 |
+1,038 |
Jul16 |
160330 |
2.208 |
2.241 |
2.189 |
2.224 |
+0.013 |
17,233 |
108,057 |
+2,298 |
Aug16 |
160330 |
2.279 |
2.295 |
2.248 |
2.283 |
+0.012 |
9,196 |
45,513 |
+203 |
Sep16 |
160330 |
2.296 |
2.327 |
2.277 |
2.311 |
+0.013 |
11,216 |
90,023 |
+1,299 |
Oct16 |
160330 |
2.350 |
2.379 |
2.329 |
2.365 |
+0.013 |
16,178 |
80,481 |
+1,001 |
Nov16 |
160330 |
2.548 |
2.559 |
2.509 |
2.545 |
+0.012 |
3,575 |
30,468 |
-45 |
Dec16 |
160330 |
2.813 |
2.834 |
2.779 |
2.809 |
-0.001 |
2,990 |
34,631 |
+36 |
Jan17 |
160330 |
2.942 |
2.970 |
2.911 |
2.942 |
-0.004 |
9,509 |
67,984 |
+454 |
Feb17 |
160330 |
2.950 |
2.957 |
2.901 |
2.933 |
-0.004 |
1,044 |
14,187 |
+297 |
Mar17 |
160330 |
2.893 |
2.915 |
2.865 |
2.893 |
-0.003 |
4,701 |
48,114 |
+1,789 |
Apr17 |
160330 |
2.700 |
2.700 |
2.656 |
2.687 |
-0.001 |
3,236 |
43,495 |
+536 |
May17 |
160330 |
2.687 |
2.692 |
2.665 |
2.692 |
-0.001 |
430 |
8,866 |
+35 |
Jun17 |
160330 |
2.720 |
2.732 |
2.720 |
2.732 |
-0.003 |
184 |
4,425 |
-34 |
Jul17 |
160330 |
2.785 |
2.785 |
2.749 |
2.773 |
-0.005 |
204 |
3,835 |
+38 |
Aug17 |
160330 |
2.781 |
2.781 |
2.781 |
2.781 |
-0.006 |
140 |
3,701 |
+83 |
Total Volume and Open Interest |
281,100 |
1,068,417 |
+597 |
Brent Crude Oil(ICE) |
May16 |
160330 |
39.42 |
40.61 |
39.09 |
39.26 |
+0.12 |
203,276 |
126,461 |
+0 |
Jun16 |
160330 |
40.13 |
41.35 |
39.88 |
40.05 |
+0.20 |
194,283 |
472,295 |
+0 |
Jul16 |
160330 |
40.58 |
41.79 |
40.34 |
40.52 |
+0.24 |
64,588 |
294,886 |
+0 |
Aug16 |
160330 |
41.03 |
42.22 |
40.81 |
40.98 |
+0.26 |
45,220 |
119,935 |
+0 |
Sep16 |
160330 |
41.53 |
42.72 |
41.36 |
41.50 |
+0.27 |
40,533 |
162,338 |
+0 |
Oct16 |
160330 |
42.08 |
43.22 |
41.88 |
42.03 |
+0.29 |
15,688 |
81,219 |
+0 |
Nov16 |
160330 |
42.53 |
43.67 |
42.37 |
42.52 |
+0.32 |
9,574 |
64,272 |
+0 |
Dec16 |
160330 |
42.95 |
44.14 |
42.80 |
42.98 |
+0.35 |
69,443 |
299,921 |
+0 |
Jan17 |
160330 |
43.51 |
44.49 |
43.23 |
43.40 |
+0.36 |
3,418 |
58,750 |
+0 |
Feb17 |
160330 |
44.19 |
44.83 |
43.68 |
43.79 |
+0.37 |
2,585 |
42,860 |
+0 |
Mar17 |
160330 |
44.98 |
45.41 |
44.16 |
44.19 |
+0.38 |
3,756 |
31,654 |
+0 |
Apr17 |
160330 |
44.52 |
44.73 |
44.52 |
44.57 |
+0.38 |
725 |
16,580 |
+0 |
May17 |
160330 |
44.92 |
44.92 |
44.92 |
44.92 |
+0.40 |
819 |
17,449 |
+0 |
Jun17 |
160330 |
45.08 |
46.19 |
44.98 |
45.24 |
+0.42 |
11,763 |
65,940 |
+0 |
Total Volume and Open Interest |
692,907 |
2,181,547 |
+0 |
Gas Oil(ICE) |
Apr16 |
160330 |
349.00 |
359.25 |
346.25 |
351.25 |
+9.75 |
41,806 |
93,205 |
+0 |
May16 |
160330 |
353.00 |
362.75 |
349.50 |
355.00 |
+9.25 |
63,817 |
140,268 |
+0 |
Jun16 |
160330 |
358.00 |
367.50 |
355.00 |
360.00 |
+8.75 |
39,489 |
104,878 |
+0 |
Jul16 |
160330 |
363.75 |
373.00 |
360.50 |
365.50 |
+8.50 |
13,271 |
47,937 |
+0 |
Aug16 |
160330 |
369.75 |
378.75 |
366.75 |
371.50 |
+8.50 |
7,275 |
28,152 |
+0 |
Sep16 |
160330 |
375.75 |
384.75 |
373.50 |
377.50 |
+8.25 |
8,068 |
33,539 |
+0 |
Oct16 |
160330 |
381.00 |
390.75 |
379.00 |
383.50 |
+8.25 |
3,513 |
23,688 |
+0 |
Nov16 |
160330 |
386.25 |
395.00 |
384.25 |
388.00 |
+8.00 |
2,551 |
19,031 |
+0 |
Dec16 |
160330 |
390.00 |
398.75 |
387.50 |
391.75 |
+8.00 |
15,858 |
87,545 |
+0 |
Jan17 |
160330 |
395.00 |
403.00 |
393.75 |
396.50 |
+7.75 |
1,243 |
18,547 |
+0 |
Total Volume and Open Interest |
203,089 |
749,338 |
+0 |
Ethanol(CBOT) |
Apr16 |
160330 |
1.445 |
1.470 |
1.441 |
1.455 |
+0.006 |
133 |
448 |
-77 |
May16 |
160330 |
1.465 |
1.491 |
1.459 |
1.476 |
+0.007 |
180 |
1,666 |
-46 |
Jun16 |
160330 |
1.470 |
1.475 |
1.460 |
1.474 |
+0.004 |
3 |
311 |
+0 |
Jul16 |
160330 |
1.470 |
1.470 |
1.470 |
1.470 |
+0.002 |
0 |
634 |
+0 |
Aug16 |
160330 |
1.462 |
1.462 |
1.462 |
1.462 |
unch |
0 |
113 |
+0 |
Sep16 |
160330 |
1.443 |
1.450 |
1.443 |
1.450 |
-0.003 |
0 |
311 |
+0 |
Oct16 |
160330 |
1.431 |
1.431 |
1.431 |
1.431 |
-0.005 |
0 |
189 |
+0 |
Nov16 |
160330 |
1.402 |
1.419 |
1.402 |
1.419 |
-0.005 |
0 |
78 |
+0 |
Total Volume and Open Interest |
316 |
4,093 |
-123 |
WTI Crude Oil(ICE) |
May16 |
160330 |
38.61 |
39.84 |
38.15 |
38.32 |
+0.04 |
48,105 |
97,433 |
+0 |
Jun16 |
160330 |
39.83 |
41.07 |
39.49 |
39.66 |
+0.15 |
42,358 |
96,441 |
+0 |
Jul16 |
160330 |
40.72 |
41.84 |
40.37 |
40.55 |
+0.22 |
24,233 |
23,868 |
+0 |
Aug16 |
160330 |
41.32 |
42.34 |
41.01 |
41.20 |
+0.29 |
7,722 |
13,607 |
+0 |
Sep16 |
160330 |
41.81 |
42.82 |
41.54 |
41.74 |
+0.34 |
7,656 |
26,315 |
+0 |
Oct16 |
160330 |
42.01 |
43.21 |
42.01 |
42.18 |
+0.38 |
2,900 |
5,252 |
+0 |
Nov16 |
160330 |
42.37 |
43.47 |
42.37 |
42.57 |
+0.41 |
2,153 |
10,965 |
+0 |
Dec16 |
160330 |
42.68 |
43.96 |
42.68 |
42.90 |
+0.44 |
12,175 |
68,984 |
+0 |
Jan17 |
160330 |
43.15 |
43.18 |
43.03 |
43.18 |
+0.46 |
464 |
4,829 |
+0 |
Feb17 |
160330 |
43.45 |
43.45 |
43.45 |
43.45 |
+0.48 |
49 |
3,795 |
+0 |
Mar17 |
160330 |
43.73 |
43.73 |
43.73 |
43.73 |
+0.49 |
487 |
4,477 |
+0 |
Apr17 |
160330 |
43.99 |
43.99 |
43.99 |
43.99 |
+0.51 |
7 |
2,136 |
+0 |
May17 |
160330 |
44.24 |
44.24 |
44.24 |
44.24 |
+0.52 |
35 |
1,239 |
+0 |
Jun17 |
160330 |
44.47 |
44.47 |
44.47 |
44.47 |
+0.52 |
614 |
21,010 |
+0 |
Jul17 |
160330 |
44.66 |
44.66 |
44.66 |
44.66 |
+0.52 |
0 |
1,246 |
+0 |
Aug17 |
160330 |
44.85 |
44.85 |
44.85 |
44.85 |
+0.52 |
0 |
371 |
+0 |
Total Volume and Open Interest |
151,846 |
446,176 |
+0 |
US Dollar Index(ICE) |
Jun16 |
160330 |
95.185 |
95.220 |
94.560 |
94.820 |
-0.325 |
10,596 |
50,175 |
+7 |
Sep16 |
160330 |
95.275 |
95.285 |
94.680 |
94.905 |
-0.310 |
250 |
1,328 |
+53 |
Dec16 |
160330 |
95.190 |
95.195 |
94.780 |
94.965 |
-0.310 |
36 |
186 |
+25 |
Total Volume and Open Interest |
10,882 |
51,710 |
+85 |
Australian Dollar(CME) |
Jun16 |
160330 |
76.07 |
76.83 |
75.88 |
76.46 |
+0.35 |
37,060 |
117,136 |
+3,716 |
Sep16 |
160330 |
75.73 |
76.49 |
75.58 |
76.13 |
+0.34 |
64 |
157 |
+31 |
Dec16 |
160330 |
75.86 |
76.07 |
75.45 |
75.86 |
+0.35 |
1 |
29 |
+0 |
Total Volume and Open Interest |
37,128 |
117,326 |
+3,744 |
British Pound(CME) |
Jun16 |
160330 |
143.92 |
144.62 |
143.64 |
143.89 |
+0.09 |
49,592 |
250,327 |
-433 |
Sep16 |
160330 |
143.90 |
144.69 |
143.75 |
143.98 |
+0.09 |
43 |
789 |
+20 |
Dec16 |
160330 |
144.11 |
144.76 |
143.88 |
144.11 |
+0.09 |
1 |
328 |
+0 |
Total Volume and Open Interest |
49,636 |
251,472 |
-413 |
Canadian Dollar(CME) |
Jun16 |
160330 |
76.56 |
77.46 |
76.46 |
77.14 |
+0.58 |
29,925 |
97,492 |
-613 |
Sep16 |
160330 |
76.90 |
77.46 |
76.49 |
77.16 |
+0.58 |
24 |
1,527 |
+11 |
Dec16 |
160330 |
77.13 |
77.48 |
76.57 |
77.17 |
+0.55 |
9 |
1,182 |
-2 |
Mar17 |
160330 |
77.21 |
77.50 |
76.63 |
77.21 |
+0.56 |
0 |
57 |
+0 |
Total Volume and Open Interest |
29,958 |
100,270 |
-604 |
Japanese Yen(CME) |
Jun16 |
160330 |
88.93 |
89.45 |
88.82 |
89.10 |
+0.21 |
48,438 |
146,979 |
+485 |
Sep16 |
160330 |
89.41 |
89.72 |
89.12 |
89.40 |
+0.22 |
31 |
255 |
-1 |
Dec16 |
160330 |
89.72 |
89.99 |
89.52 |
89.76 |
+0.25 |
0 |
62 |
+0 |
Total Volume and Open Interest |
48,471 |
147,336 |
+486 |
Swiss Franc(CME) |
Jun16 |
160330 |
103.81 |
104.59 |
103.75 |
104.07 |
+0.23 |
7,655 |
36,284 |
-391 |
Sep16 |
160330 |
104.98 |
105.09 |
104.26 |
104.57 |
+0.23 |
5 |
60 |
+5 |
Dec16 |
160330 |
105.09 |
105.50 |
105.09 |
105.09 |
+0.24 |
0 |
21 |
+0 |
Total Volume and Open Interest |
7,660 |
36,380 |
-386 |
EuroFX(CME) |
Jun16 |
160330 |
113.17 |
113.92 |
113.11 |
113.60 |
+0.38 |
72,723 |
321,313 |
+1,771 |
Sep16 |
160330 |
113.54 |
114.28 |
113.50 |
113.98 |
+0.38 |
31 |
1,738 |
+2 |
Dec16 |
160330 |
113.93 |
114.67 |
113.91 |
114.38 |
+0.38 |
5 |
957 |
+2 |
Total Volume and Open Interest |
72,760 |
324,281 |
+1,776 |
Mexican Peso(CME) |
Apr16 |
160330 |
579.75 |
579.75 |
579.75 |
579.75 |
+3.13 |
|
|
|
May16 |
160330 |
578.25 |
578.25 |
578.25 |
578.25 |
+3.00 |
|
|
|
Total Volume and Open Interest |
19,314 |
106,641 |
+190 |
Brazilian Real(CME) |
Apr16 |
160330 |
275.60 |
277.75 |
272.70 |
275.85 |
+1.10 |
2,316 |
25,147 |
+621 |
May16 |
160330 |
273.50 |
275.40 |
272.55 |
274.05 |
+1.20 |
539 |
649 |
+301 |
Jun16 |
160330 |
272.00 |
273.30 |
270.60 |
271.85 |
+1.10 |
731 |
4,680 |
+645 |
Jul16 |
160330 |
269.80 |
269.80 |
269.80 |
269.80 |
+1.40 |
0 |
15 |
+0 |
Total Volume and Open Interest |
3,587 |
30,512 |
+1,567 |
30-Year T-Bonds(CBOT) |
Jun16 |
160330 |
164~190 |
164~210 |
162~230 |
163~150 |
-1~010 |
103,993 |
499,362 |
-464 |
Sep16 |
160330 |
162~160 |
162~160 |
162~070 |
162~070 |
-1~040 |
0 |
33 |
+0 |
Dec16 |
160330 |
160~310 |
160~310 |
160~310 |
160~310 |
-1~040 |
|
|
|
Total Volume and Open Interest |
103,993 |
499,395 |
-464 |
10-Year T-Notes(CBOT) |
Jun16 |
160330 |
130~010 |
130~035 |
129~225 |
130~005 |
+0~005 |
427,322 |
2,606,257 |
+17,280 |
Sep16 |
160330 |
129~265 |
129~280 |
129~265 |
129~280 |
+0~015 |
178 |
196 |
+77 |
Dec16 |
160330 |
129~015 |
129~015 |
129~015 |
129~015 |
+0~015 |
|
|
|
Total Volume and Open Interest |
427,500 |
2,606,453 |
+17,357 |
5-Year T-Notes(CBOT) |
Mar16 |
160330 |
121~024 |
121~060 |
121~000 |
121~060 |
+0~050 |
1,191 |
45,979 |
-456 |
Jun16 |
160330 |
120~254 |
120~316 |
120~226 |
120~302 |
+0~052 |
257,872 |
2,346,257 |
+4,041 |
Sep16 |
160330 |
120~162 |
120~162 |
120~162 |
120~162 |
+0~052 |
|
|
|
Total Volume and Open Interest |
259,063 |
2,392,236 |
+3,585 |
2 Year T-Notes(CBOT) |
Mar16 |
160330 |
109~114 |
109~132 |
109~110 |
109~132 |
+0~016 |
1,238 |
11,472 |
-1,235 |
Jun16 |
160330 |
109~090 |
109~110 |
109~076 |
109~106 |
+0~020 |
108,848 |
899,830 |
-11,928 |
Sep16 |
160330 |
109~026 |
109~026 |
109~026 |
109~026 |
+0~020 |
|
|
|
Total Volume and Open Interest |
110,086 |
911,302 |
-13,163 |
Eurodollars(CME) |
Jun16 |
160330 |
99.290 |
99.315 |
99.285 |
99.310 |
+0.025 |
60,396 |
1,205,459 |
+2,465 |
Sep16 |
160330 |
99.210 |
99.240 |
99.205 |
99.240 |
+0.040 |
68,617 |
1,042,633 |
-13,558 |
Dec16 |
160330 |
99.135 |
99.175 |
99.125 |
99.170 |
+0.045 |
106,231 |
1,171,149 |
-9,192 |
Mar17 |
160330 |
99.080 |
99.125 |
99.070 |
99.120 |
+0.050 |
79,472 |
832,979 |
+8,009 |
Jun17 |
160330 |
99.020 |
99.070 |
99.005 |
99.060 |
+0.050 |
80,089 |
781,017 |
-2,429 |
Sep17 |
160330 |
98.955 |
99.010 |
98.945 |
99.000 |
+0.050 |
60,758 |
652,651 |
+5,403 |
Dec17 |
160330 |
98.880 |
98.935 |
98.865 |
98.925 |
+0.050 |
57,970 |
855,143 |
+1,824 |
Mar18 |
160330 |
98.820 |
98.870 |
98.805 |
98.860 |
+0.045 |
44,642 |
442,066 |
-2,041 |
Jun18 |
160330 |
98.745 |
98.800 |
98.735 |
98.790 |
+0.045 |
33,341 |
406,196 |
+1,172 |
Sep18 |
160330 |
98.680 |
98.735 |
98.665 |
98.720 |
+0.045 |
37,450 |
333,034 |
-372 |
Dec18 |
160330 |
98.605 |
98.655 |
98.595 |
98.645 |
+0.045 |
39,067 |
462,983 |
+8,745 |
Mar19 |
160330 |
98.555 |
98.595 |
98.540 |
98.585 |
+0.040 |
30,064 |
265,000 |
+2,088 |
Jun19 |
160330 |
98.485 |
98.525 |
98.470 |
98.515 |
+0.035 |
20,227 |
247,143 |
-1,855 |
Sep19 |
160330 |
98.425 |
98.460 |
98.410 |
98.450 |
+0.030 |
21,187 |
164,990 |
+533 |
Dec19 |
160330 |
98.355 |
98.395 |
98.335 |
98.375 |
+0.025 |
22,683 |
154,269 |
+3,725 |
Mar20 |
160330 |
98.305 |
98.335 |
98.275 |
98.315 |
+0.020 |
11,705 |
87,452 |
-641 |
Jun20 |
160330 |
98.240 |
98.265 |
98.210 |
98.250 |
+0.015 |
8,261 |
54,448 |
-126 |
Sep20 |
160330 |
98.180 |
98.200 |
98.145 |
98.180 |
+0.005 |
8,523 |
54,178 |
-45 |
Total Volume and Open Interest |
808,522 |
9,593,003 |
+6,149 |
Ultra T-Bond(CBOT) |
Mar16 |
160321 |
168~04 |
168~04 |
168~04 |
168~04 |
-1~06 |
169 |
1,408 |
-7,272 |
Jun16 |
160330 |
173~05 |
173~07 |
170~18 |
171~15 |
-1~13 |
33,114 |
620,040 |
+2,206 |
Sep16 |
160330 |
173~15 |
173~15 |
173~15 |
173~15 |
-1~13 |
|
|
|
Total Volume and Open Interest |
33,114 |
620,040 |
+2,206 |
Ultra 10-Yr T-Note(CBOT) |
Mar16 |
160321 |
140~020 |
140~020 |
140~020 |
140~020 |
-0~165 |
2 |
424 |
-6,078 |
Jun16 |
160330 |
140~135 |
140~160 |
139~260 |
140~065 |
-0~055 |
24,433 |
95,446 |
+1,497 |
Sep16 |
160330 |
139~095 |
139~095 |
139~095 |
139~095 |
-0~055 |
|
|
|
Total Volume and Open Interest |
24,433 |
95,446 |
+1,497 |
30 Day Federal Funds(CBOT) |
Mar16 |
160330 |
99.637 |
99.637 |
99.637 |
99.637 |
unch |
5,637 |
79,049 |
+71 |
Apr16 |
160330 |
99.635 |
99.635 |
99.632 |
99.635 |
unch |
1,371 |
129,034 |
-247 |
May16 |
160330 |
99.625 |
99.630 |
99.615 |
99.625 |
unch |
14,842 |
186,483 |
+2,397 |
Jun16 |
160330 |
99.590 |
99.600 |
99.585 |
99.600 |
+0.010 |
3,247 |
55,527 |
-1,599 |
Jul16 |
160330 |
99.555 |
99.575 |
99.555 |
99.575 |
+0.020 |
4,879 |
89,875 |
-317 |
Aug16 |
160330 |
99.515 |
99.540 |
99.510 |
99.535 |
+0.020 |
1,769 |
67,629 |
+303 |
Total Volume and Open Interest |
35,889 |
808,663 |
+287 |
3-Mth Euro-Yen(CME) |
Jun16 |
160330 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Sep16 |
160330 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec16 |
160330 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar17 |
160330 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Jun17 |
160330 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Sep17 |
160330 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec17 |
160330 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar18 |
160330 |
99.935 |
99.935 |
99.935 |
99.935 |
unch |
|
|
|
Jun18 |
160330 |
99.795 |
99.795 |
99.795 |
99.795 |
unch |
|
|
|
Sep18 |
160330 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Jun16 |
160330 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep16 |
160330 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec16 |
160330 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
5 |
+0 |
Mar17 |
160330 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160330 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160330 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160330 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160330 |
99.93 |
99.93 |
99.93 |
99.93 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
5 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun16 |
160330 |
151.83 |
151.97 |
151.82 |
151.85 |
+0.02 |
659 |
16,078 |
+235 |
Sep16 |
160330 |
151.29 |
151.29 |
151.29 |
151.29 |
+0.02 |
|
|
|
Dec16 |
160330 |
151.29 |
151.29 |
151.29 |
151.29 |
+0.02 |
|
|
|
Total Volume and Open Interest |
659 |
16,078 |
+235 |
Euro-Buxl(EUREX) |
Jun16 |
160330 |
169.50 |
169.76 |
167.86 |
168.14 |
-0.90 |
23,690 |
118,608 |
+2,081 |
Sep16 |
160330 |
177.30 |
177.30 |
177.30 |
177.30 |
-0.90 |
3 |
11 |
-1 |
Dec16 |
160330 |
177.30 |
177.30 |
177.30 |
177.30 |
-0.90 |
|
|
|
Total Volume and Open Interest |
23,693 |
118,619 |
+2,080 |
Euro-Bund(EUREX) |
Jun16 |
160330 |
163.67 |
163.84 |
163.13 |
163.26 |
-0.27 |
435,116 |
1,216,496 |
+21,572 |
Sep16 |
160330 |
162.60 |
162.60 |
162.16 |
162.26 |
-0.29 |
798 |
5,974 |
+796 |
Dec16 |
160330 |
160.76 |
160.76 |
160.76 |
160.76 |
-0.27 |
|
|
|
Total Volume and Open Interest |
435,914 |
1,222,470 |
+22,368 |
Euro-Bobl(EUREX) |
Jun16 |
160330 |
131.18 |
131.22 |
131.06 |
131.11 |
-0.06 |
296,358 |
982,569 |
-9,534 |
Sep16 |
160330 |
132.00 |
132.00 |
131.97 |
131.97 |
-0.12 |
0 |
13 |
+0 |
Dec16 |
160330 |
131.11 |
131.11 |
131.11 |
131.11 |
-0.06 |
|
|
|
Total Volume and Open Interest |
296,358 |
982,582 |
-9,534 |
Euro-Schatz(EUREX) |
Jun16 |
160330 |
111.81 |
111.81 |
111.79 |
111.79 |
unch |
176,698 |
1,030,963 |
+244 |
Sep16 |
160330 |
111.77 |
111.77 |
111.77 |
111.77 |
unch |
0 |
2 |
+0 |
Dec16 |
160330 |
111.77 |
111.77 |
111.77 |
111.77 |
unch |
|
|
|
Total Volume and Open Interest |
176,698 |
1,030,965 |
+244 |
3-Mth Euribor(EUREX) |
Mar16 |
160314 |
100.225 |
100.225 |
100.225 |
100.225 |
unch |
278 |
5,335 |
+109 |
Jun16 |
160330 |
100.250 |
100.250 |
100.250 |
100.250 |
-0.005 |
100 |
11,574 |
-46 |
Sep16 |
160330 |
100.280 |
100.280 |
100.280 |
100.280 |
unch |
0 |
5,981 |
+0 |
Total Volume and Open Interest |
100 |
71,685 |
-46 |
Long Gilt(LIFFE) |
Jun16 |
160330 |
121~12 |
121~16 |
120~24 |
120~28 |
-0~10 |
0 |
460,905 |
+1,148 |
Sep16 |
160330 |
122~19 |
122~19 |
122~19 |
122~19 |
-0~10 |
|
|
|
Total Volume and Open Interest |
0 |
462,407 |
+570 |
3-Mth Short Sterling(LIFFE) |
Jun16 |
160330 |
99.40 |
99.41 |
99.40 |
99.40 |
unch |
0 |
440,276 |
-3,082 |
Sep16 |
160330 |
99.39 |
99.39 |
99.38 |
99.38 |
unch |
0 |
369,146 |
+6,299 |
Dec16 |
160330 |
99.37 |
99.37 |
99.35 |
99.35 |
-0.01 |
0 |
400,341 |
+406 |
Mar17 |
160330 |
99.34 |
99.34 |
99.31 |
99.32 |
-0.01 |
0 |
312,341 |
-8,102 |
Jun17 |
160330 |
99.30 |
99.30 |
99.26 |
99.27 |
-0.01 |
0 |
300,685 |
+6,283 |
Sep17 |
160330 |
99.24 |
99.26 |
99.21 |
99.22 |
-0.01 |
0 |
255,850 |
+241 |
Total Volume and Open Interest |
0 |
3,091,452 |
+2,667 |
3-Mth Euribor(LIFFE) |
Jun16 |
160330 |
100.255 |
100.260 |
100.250 |
100.255 |
unch |
28,010 |
495,632 |
+0 |
Sep16 |
160330 |
100.280 |
100.285 |
100.275 |
100.280 |
unch |
20,441 |
480,337 |
+0 |
Dec16 |
160330 |
100.295 |
100.300 |
100.290 |
100.295 |
unch |
21,082 |
451,503 |
+0 |
Total Volume and Open Interest |
214,280 |
3,426,499 |
+0 |
3-Mth Aus T-Bills(SFE) |
Jun16 |
160330 |
97.75 |
97.80 |
97.75 |
97.79 |
+0.03 |
13,222 |
236,089 |
-3,469 |
Sep16 |
160330 |
97.83 |
97.88 |
97.83 |
97.88 |
+0.04 |
19,615 |
231,998 |
-4,556 |
Dec16 |
160330 |
97.87 |
97.93 |
97.87 |
97.93 |
+0.05 |
27,508 |
164,705 |
+680 |
Mar17 |
160330 |
97.90 |
97.96 |
97.90 |
97.96 |
+0.05 |
6,910 |
127,064 |
+47 |
Jun17 |
160330 |
97.91 |
97.97 |
97.91 |
97.96 |
+0.05 |
4,687 |
63,344 |
-842 |
Sep17 |
160330 |
97.89 |
97.96 |
97.89 |
97.95 |
+0.05 |
3,572 |
57,642 |
+44 |
Dec17 |
160330 |
97.87 |
97.93 |
97.87 |
97.93 |
+0.06 |
2,607 |
34,446 |
+490 |
Mar18 |
160330 |
97.83 |
97.90 |
97.83 |
97.90 |
+0.07 |
512 |
17,824 |
+282 |
Jun18 |
160330 |
97.84 |
97.86 |
97.83 |
97.86 |
+0.07 |
226 |
10,698 |
-29 |
Sep18 |
160330 |
97.80 |
97.80 |
97.80 |
97.80 |
+0.07 |
5 |
1,148 |
+4 |
Total Volume and Open Interest |
78,999 |
947,808 |
-7,293 |
10-Year Aus T-Bonds(SFE) |
Jun16 |
160330 |
97.43 |
97.52 |
97.43 |
97.51 |
+0.08 |
83,709 |
762,419 |
+1,234 |
Sep16 |
160330 |
97.51 |
97.51 |
97.51 |
97.51 |
+0.08 |
|
|
|
Total Volume and Open Interest |
83,709 |
762,419 |
+1,234 |
3-Year Aus T-Bonds(SFE) |
Jun16 |
160330 |
98.03 |
98.11 |
98.02 |
98.10 |
+0.07 |
127,896 |
724,668 |
-6,685 |
Sep16 |
160330 |
98.10 |
98.10 |
98.10 |
98.10 |
+0.07 |
|
|
|
Total Volume and Open Interest |
127,896 |
724,668 |
-6,685 |
Gold(CMX) |
Apr16 |
160330 |
1241.4 |
1245.0 |
1223.4 |
1226.9 |
-8.9 |
142,683 |
87,565 |
-37,763 |
Jun16 |
160330 |
1243.0 |
1246.8 |
1224.9 |
1228.6 |
-8.9 |
88,834 |
290,338 |
+21,494 |
Aug16 |
160330 |
1244.5 |
1246.8 |
1226.5 |
1230.1 |
-8.9 |
2,559 |
33,257 |
+283 |
Oct16 |
160330 |
1246.0 |
1246.6 |
1230.0 |
1231.4 |
-8.9 |
657 |
19,680 |
+360 |
Dec16 |
160330 |
1246.8 |
1250.0 |
1229.9 |
1232.7 |
-9.0 |
1,028 |
21,820 |
+207 |
Feb17 |
160330 |
1247.3 |
1248.0 |
1233.8 |
1234.0 |
-9.0 |
6 |
4,661 |
+2 |
Apr17 |
160330 |
1250.6 |
1250.6 |
1235.4 |
1235.4 |
-9.0 |
8 |
2,868 |
+0 |
Jun17 |
160330 |
1236.8 |
1236.8 |
1236.8 |
1236.8 |
-9.0 |
2 |
5,733 |
+0 |
Aug17 |
160330 |
1238.1 |
1238.1 |
1238.1 |
1238.1 |
-9.0 |
2 |
104 |
+0 |
Oct17 |
160330 |
1239.5 |
1239.5 |
1239.5 |
1239.5 |
-9.0 |
0 |
930 |
+0 |
Dec17 |
160330 |
1245.0 |
1245.0 |
1240.9 |
1240.9 |
-9.0 |
7 |
5,616 |
-4 |
Feb18 |
160330 |
1242.4 |
1242.4 |
1242.4 |
1242.4 |
|
|
|
|
Silver(CMX) |
May16 |
160330 |
1536.0 |
1546.0 |
1517.5 |
1521.1 |
-2.2 |
27,238 |
113,342 |
+150 |
Jul16 |
160330 |
1539.5 |
1549.0 |
1524.0 |
1524.9 |
-2.2 |
2,062 |
24,708 |
+1,022 |
Sep16 |
160330 |
1545.0 |
1545.0 |
1528.6 |
1528.6 |
-2.2 |
596 |
11,125 |
+86 |
Dec16 |
160330 |
1549.5 |
1556.5 |
1533.5 |
1533.6 |
-2.2 |
295 |
16,254 |
+101 |
Mar17 |
160330 |
1540.0 |
1540.0 |
1538.6 |
1538.6 |
-2.4 |
3 |
834 |
+0 |
May17 |
160330 |
1541.8 |
1541.8 |
1541.8 |
1541.8 |
-2.8 |
0 |
29 |
+0 |
Jul17 |
160330 |
1545.0 |
1545.0 |
1545.0 |
1545.0 |
-3.3 |
0 |
1,943 |
+0 |
Total Volume and Open Interest |
30,364 |
171,872 |
+1,292 |
Platinum(NYMEX) |
Apr16 |
160330 |
969.7 |
977.4 |
961.0 |
964.3 |
-0.9 |
9,233 |
10,185 |
-4,412 |
Jul16 |
160330 |
971.4 |
979.7 |
962.0 |
966.2 |
-0.8 |
7,176 |
47,901 |
+3,967 |
Oct16 |
160330 |
966.7 |
980.7 |
965.8 |
968.1 |
-0.8 |
60 |
1,913 |
+57 |
Jan17 |
160330 |
969.1 |
969.1 |
969.1 |
969.1 |
-0.8 |
0 |
8 |
+0 |
Total Volume and Open Interest |
16,475 |
60,043 |
-383 |
Palladium(NYMEX) |
Jun16 |
160330 |
577.55 |
579.30 |
563.25 |
566.35 |
-6.85 |
2,646 |
21,944 |
+27 |
Sep16 |
160330 |
577.45 |
577.45 |
566.90 |
566.90 |
-6.65 |
4 |
559 |
+2 |
Dec16 |
160330 |
568.15 |
568.15 |
568.15 |
568.15 |
-6.65 |
0 |
65 |
+0 |
Total Volume and Open Interest |
2,654 |
22,625 |
+28 |
Copper(CMX) |
May16 |
160330 |
221.15 |
222.10 |
218.15 |
219.00 |
-2.40 |
26,258 |
95,994 |
-775 |
Jul16 |
160330 |
221.85 |
222.90 |
219.00 |
219.90 |
-2.35 |
5,549 |
39,669 |
+2,539 |
Sep16 |
160330 |
221.95 |
222.00 |
220.00 |
220.55 |
-2.30 |
368 |
21,645 |
+61 |
Dec16 |
160330 |
223.45 |
223.45 |
220.40 |
221.00 |
-2.25 |
270 |
14,548 |
+57 |
Mar17 |
160330 |
221.40 |
221.50 |
221.15 |
221.35 |
-2.20 |
52 |
2,150 |
+24 |
Total Volume and Open Interest |
33,205 |
182,475 |
+1,687 |
E-mini DJIA Index(CBOT) |
Jun16 |
160330 |
17543 |
17694 |
17536 |
17622 |
+84 |
82,564 |
98,379 |
-739 |
Sep16 |
160330 |
17465 |
17600 |
17465 |
17532 |
+83 |
51 |
247 |
+26 |
Dec16 |
160330 |
17472 |
17472 |
17472 |
17472 |
+83 |
1 |
5 |
+1 |
Mar17 |
160330 |
17412 |
17412 |
17412 |
17412 |
+83 |
|
|
|
Total Volume and Open Interest |
82,616 |
98,631 |
-712 |
S & P 500(CME) |
Jun16 |
160330 |
2048.70 |
2064.00 |
2047.40 |
2055.20 |
+7.70 |
2,911 |
61,300 |
+1,134 |
Sep16 |
160330 |
2047.20 |
2054.50 |
2047.20 |
2047.20 |
+7.70 |
0 |
267 |
-3 |
Dec16 |
160330 |
2040.20 |
2047.70 |
2040.20 |
2040.20 |
+7.50 |
0 |
1 |
+0 |
Mar17 |
160330 |
2035.10 |
2042.80 |
2035.10 |
2035.10 |
+7.30 |
|
|
|
Total Volume and Open Interest |
2,911 |
61,568 |
+1,131 |
S & P 500 E-Mini(Globex) |
Jun16 |
160330 |
2048.50 |
2064.50 |
2046.75 |
2055.25 |
+7.75 |
907,834 |
2,808,249 |
+5,805 |
Sep16 |
160330 |
2039.75 |
2056.25 |
2039.25 |
2047.25 |
+7.75 |
907 |
7,732 |
+5 |
Dec16 |
160330 |
2035.00 |
2049.00 |
2032.50 |
2040.25 |
+7.50 |
111 |
1,757 |
+67 |
Mar17 |
160330 |
2038.00 |
2039.75 |
2035.00 |
2035.00 |
+7.25 |
0 |
54 |
+0 |
Total Volume and Open Interest |
908,852 |
2,817,792 |
+5,877 |
NASDAQ 100 E-Mini(Globex) |
Jun16 |
160330 |
4460.80 |
4510.30 |
4456.50 |
4482.00 |
+23.70 |
133,720 |
209,270 |
+376 |
Sep16 |
160330 |
4457.80 |
4501.80 |
4453.00 |
4475.00 |
+23.70 |
34 |
175 |
+0 |
Dec16 |
160330 |
4472.50 |
4487.80 |
4472.50 |
4472.50 |
+23.70 |
7 |
85 |
+7 |
Total Volume and Open Interest |
133,761 |
209,530 |
+383 |
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 |
160330 |
1441.80 |
1449.90 |
1436.80 |
1440.80 |
-1.00 |
10,218 |
86,879 |
+1,182 |
Sep16 |
160330 |
1436.50 |
1442.40 |
1435.50 |
1436.50 |
-1.00 |
0 |
7 |
+0 |
Total Volume and Open Interest |
10,218 |
86,897 |
+1,182 |
Volatility Index(CBOE) |
Mar16 |
160316 |
17.00 |
17.05 |
16.55 |
17.00 |
+0.10 |
52,731 |
64,159 |
-9,546 |
Apr16 |
160330 |
16.15 |
16.30 |
15.55 |
15.85 |
-0.23 |
54,046 |
169,139 |
-6,040 |
May16 |
160330 |
17.80 |
17.90 |
17.25 |
17.48 |
-0.35 |
37,154 |
70,097 |
+3,559 |
Jun16 |
160330 |
18.75 |
18.77 |
18.20 |
18.38 |
-0.35 |
8,813 |
23,749 |
+165 |
Total Volume and Open Interest |
109,665 |
322,333 |
+140 |
Russell 2000(ICE) |
Jun16 |
160330 |
1107.20 |
1114.50 |
1103.30 |
1107.00 |
unch |
63,022 |
388,889 |
-157 |
Sep16 |
160330 |
1107.60 |
1109.30 |
1101.20 |
1101.20 |
-2.00 |
9 |
28 |
+3 |
Dec16 |
160330 |
1098.10 |
1098.10 |
1098.10 |
1098.10 |
-1.40 |
0 |
10 |
+0 |
Total Volume and Open Interest |
63,081 |
388,977 |
-104 |
Nikkei 225(CME) |
Jun16 |
160330 |
17090 |
17160 |
16910 |
17035 |
-35 |
6,333 |
29,791 |
-165 |
Sep16 |
160330 |
17070 |
17070 |
17045 |
17045 |
-35 |
3 |
4 |
+2 |
Total Volume and Open Interest |
6,336 |
29,800 |
-163 |
Nikkei 225(SGX) |
Jun16 |
160330 |
17080 |
17100 |
16850 |
16925 |
-135 |
56,430 |
180,293 |
+3,140 |
Sep16 |
160330 |
17050 |
17050 |
16830 |
16900 |
-135 |
97 |
662 |
+47 |
Dec16 |
160330 |
16790 |
16790 |
16790 |
16790 |
-135 |
0 |
3,801 |
+0 |
Total Volume and Open Interest |
56,532 |
194,368 |
+3,182 |
Nikkei 225(CME) Yen |
Mar16 |
160310 |
16800 |
17170 |
16465 |
16680 |
-115 |
65,182 |
66,351 |
-20,258 |
Jun16 |
160330 |
17065 |
17100 |
16850 |
16985 |
-35 |
24,724 |
57,942 |
-1,990 |
Sep16 |
160330 |
16950 |
17040 |
16835 |
16950 |
-35 |
0 |
6 |
+0 |
Total Volume and Open Interest |
24,724 |
57,954 |
-1,990 |
Nikkei 225(CME) e-Mini Yen |
Mar16 |
160310 |
16870 |
16870 |
16680 |
16680 |
-120 |
5 |
70 |
+5 |
Jun16 |
160330 |
16990 |
16990 |
16985 |
16990 |
-30 |
5 |
16 |
+5 |
Sep16 |
160330 |
16950 |
16950 |
16950 |
16950 |
-30 |
|
|
|
Total Volume and Open Interest |
5 |
16 |
+5 |
CAC 40(EURONEXT) |
Apr16 |
160330 |
4390.0 |
4466.5 |
4384.0 |
4443.5 |
+78.0 |
88,668 |
247,878 |
+1,475 |
May16 |
160330 |
4317.0 |
4393.0 |
4317.0 |
4371.5 |
+77.5 |
73 |
72 |
+52 |
Jun16 |
160330 |
4268.5 |
4346.5 |
4266.5 |
4325.0 |
+78.0 |
620 |
8,842 |
-149 |
Total Volume and Open Interest |
89,362 |
256,797 |
+1,379 |
Hang Seng Index(HKFE) |
Mar16 |
160330 |
20363 |
20718 |
20253 |
20683 |
+334 |
162,355 |
65,641 |
-23,035 |
Apr16 |
160330 |
20377 |
20865 |
20265 |
20855 |
+492 |
63,046 |
62,260 |
+39,610 |
Total Volume and Open Interest |
226,247 |
134,755 |
+17,105 |
DAX(EUREX) |
Jun16 |
160330 |
9988.0 |
10139.0 |
9964.0 |
10091.0 |
+165.5 |
91,587 |
115,831 |
+6,282 |
Sep16 |
160330 |
9970.0 |
10126.0 |
9970.0 |
10083.0 |
+165.5 |
593 |
1,520 |
+502 |
Dec16 |
160330 |
10076.0 |
10076.0 |
10076.0 |
10076.0 |
+165.5 |
0 |
1,300 |
+0 |
Total Volume and Open Interest |
92,180 |
118,651 |
+6,784 |
Mini-DAX(EUREX) |
Mar16 |
160318 |
9872.0 |
9935.0 |
9819.0 |
9901.5 |
+29.5 |
16,755 |
7,843 |
-450 |
Jun16 |
160330 |
9990.0 |
10138.0 |
9966.0 |
10090.0 |
+165.0 |
17,795 |
5,539 |
+203 |
Sep16 |
160330 |
9979.0 |
10108.0 |
9979.0 |
10082.0 |
+165.0 |
17 |
64 |
+0 |
Total Volume and Open Interest |
17,812 |
5,604 |
+203 |
FT-SE 100(EURONEXT) |
Jun16 |
160330 |
6091.50 |
6163.50 |
6086.00 |
6147.50 |
+108.50 |
0 |
603,718 |
+5,214 |
Sep16 |
160330 |
6095.50 |
6102.50 |
6095.50 |
6096.50 |
+109.50 |
0 |
1,784 |
+0 |
Dec16 |
160330 |
6062.50 |
6062.50 |
6062.50 |
6062.50 |
+109.50 |
|
|
|
Total Volume and Open Interest |
0 |
605,502 |
+5,214 |
SPI 200(SFE) |
Jun16 |
160330 |
4990.0 |
5044.0 |
4962.0 |
4993.0 |
unch |
29,981 |
229,259 |
+1,977 |
Sep16 |
160330 |
4947.0 |
4947.0 |
4947.0 |
4947.0 |
-1.0 |
2 |
802 |
+1 |
Dec16 |
160330 |
4933.0 |
4933.0 |
4933.0 |
4933.0 |
-1.0 |
0 |
2,043 |
+0 |
Total Volume and Open Interest |
29,993 |
233,107 |
+1,982 |
FTSE MIB(ISE) |
Jun16 |
160330 |
17825.00 |
18060.00 |
17815.00 |
17944.00 |
+255.00 |
29,663 |
0 |
-57,416 |
Sep16 |
160330 |
17725.00 |
17839.00 |
17725.00 |
17839.00 |
+250.00 |
10 |
0 |
-28 |
Dec16 |
160330 |
17729.00 |
17729.00 |
17729.00 |
17729.00 |
+265.00 |
|
|
|
Total Volume and Open Interest |
29,673 |
|
|
KOSPI 200(KFE) |
Jun16 |
160330 |
246.70 |
248.45 |
246.30 |
247.80 |
+1.10 |
70,628 |
119,040 |
-171 |
Sep16 |
160330 |
247.15 |
249.20 |
247.05 |
248.60 |
+1.20 |
141 |
4,348 |
+4 |
Dec16 |
160330 |
249.30 |
249.30 |
249.30 |
249.30 |
+0.85 |
5 |
2,408 |
-4 |
Total Volume and Open Interest |
70,774 |
127,024 |
-187 |
GSCI(CME) |
Apr16 |
160330 |
329.25 |
329.85 |
322.65 |
323.45 |
-1.15 |
1 |
11,492 |
+1 |
May16 |
160330 |
327.95 |
333.65 |
327.90 |
327.95 |
-0.90 |
0 |
60 |
+0 |
Jun16 |
160330 |
329.95 |
329.95 |
329.95 |
329.95 |
-0.90 |
|
|
|
Total Volume and Open Interest |
1 |
11,552 |
+1 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|