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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu March 31, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May16 160331 908.50 914.00 896.00 910.75 +1.75 127,052 348,318 +3,575
Jul16 160331 915.50 922.25 903.50 917.75 +1.50 49,826 186,761 +2,627
Aug16 160331 918.00 923.50 906.25 920.50 +2.00 4,738 22,026 -363
Sep16 160331 918.50 923.75 907.00 920.75 +1.75 1,825 11,182 +11
Nov16 160331 921.25 927.75 910.00 924.75 +1.75 25,599 164,549 +3,196
Jan17 160331 925.00 931.00 915.00 928.50 +2.00 1,225 5,086 +174
Mar17 160331 927.00 932.50 915.00 929.50 +1.75 1,719 11,193 +309
May17 160331 925.25 930.25 915.00 929.00 +2.00 452 5,055 +226
Jul17 160331 929.50 934.00 919.25 933.00 +1.75 215 3,778 +72
Aug17 160331 930.75 930.75 930.75 930.75 +1.50 0 49 +0
Sep17 160331 922.25 922.25 922.25 922.25 +1.25 0 35 +0
Nov17 160331 913.50 918.00 906.00 916.00 +1.50 418 5,566 +198
Jan18 160331 920.50 920.50 920.50 920.50 +1.25 1 17 +1
Mar18 160331 924.75 924.75 924.75 924.75 +1.00 0 18 +0
Total Volume and Open Interest 213,077 763,700 +10,030
Soybean Meal(CBOT)
May16 160331 271.50 274.90 268.10 270.30 -1.60 43,368 150,269 -4,094
Jul16 160331 274.10 277.00 270.70 273.10 -1.50 16,332 101,435 +263
Aug16 160331 275.90 278.60 272.10 274.40 -1.50 3,080 22,877 +165
Sep16 160331 276.90 279.10 273.40 275.60 -1.40 1,061 20,000 +140
Oct16 160331 277.40 280.00 274.50 276.60 -1.40 403 13,466 +60
Dec16 160331 280.10 282.00 275.10 278.80 -1.20 4,690 49,855 +619
Jan17 160331 281.00 282.40 278.20 279.60 -1.20 366 3,663 -61
Mar17 160331 281.50 282.60 277.50 279.60 -1.30 621 4,829 -80
May17 160331 280.60 282.30 278.00 278.90 -1.50 152 2,723 +39
Jul17 160331 281.20 282.60 279.00 280.10 -1.60 59 1,651 +15
Total Volume and Open Interest 70,221 372,474 -2,907
Soybean Oil(CBOT)
May16 160331 33.79 34.37 33.55 34.22 +0.43 53,728 205,306 +1,122
Jul16 160331 34.01 34.56 33.83 34.44 +0.43 19,431 117,150 +3,643
Aug16 160331 34.08 34.64 33.92 34.53 +0.43 8,871 23,920 -590
Sep16 160331 34.17 34.76 34.03 34.63 +0.43 1,215 16,390 +0
Oct16 160331 34.21 34.68 34.08 34.68 +0.43 862 9,635 +98
Dec16 160331 34.36 34.90 34.20 34.83 +0.43 5,865 49,340 +812
Jan17 160331 34.55 35.03 34.37 35.01 +0.43 488 4,585 +56
Mar17 160331 34.64 35.11 34.48 35.08 +0.40 618 5,282 +59
May17 160331 34.65 35.14 34.51 35.14 +0.43 93 3,170 -16
Jul17 160331 34.95 35.25 34.64 35.25 +0.41 29 3,697 +7
Total Volume and Open Interest 91,300 445,293 +5,205
Canola(WCE)
May16 160331 474.2 478.9 472.0 476.2 +1.6 14,341 106,114 +1,397
Jul16 160331 479.7 484.5 477.0 481.9 +2.2 9,322 41,705 +1,705
Nov16 160331 477.4 482.0 475.5 480.1 +2.9 4,523 24,713 +847
Jan17 160331 480.3 484.5 480.3 483.2 +2.9 132 1,331 +8
Mar17 160331 481.9 485.3 481.9 484.6 +2.7 1 381 +0
Total Volume and Open Interest 28,319 174,295 +3,957
Corn(CBOT)
May16 160331 366.75 367.25 347.50 351.50 -15.50 174,314 582,851 -17,517
Jul16 160331 371.25 371.75 351.50 355.75 -15.75 63,213 330,897 +2,993
Sep16 160331 375.50 376.25 356.75 360.50 -15.50 24,405 142,008 -523
Dec16 160331 383.50 384.00 364.75 368.75 -15.25 32,570 190,437 -844
Mar17 160331 392.00 392.75 374.50 378.25 -14.50 2,862 39,693 +896
May17 160331 396.25 397.00 380.25 384.00 -13.00 814 7,231 +3
Jul17 160331 399.25 399.75 384.75 388.25 -11.50 944 18,421 +385
Sep17 160331 391.25 391.25 382.00 383.75 -7.50 164 1,964 +20
Dec17 160331 390.00 391.00 380.75 384.00 -6.50 438 13,112 +199
Mar18 160331 399.75 400.00 390.50 393.75 -6.00 23 602 -8
Total Volume and Open Interest 299,751 1,328,820 -14,395
Wheat(CBOT)
May16 160331 464.00 475.00 455.25 473.50 +9.50 50,203 205,650 -5,010
Jul16 160331 471.25 482.25 462.75 480.75 +9.25 19,030 127,528 +1,247
Sep16 160331 481.50 491.50 472.50 490.25 +8.75 2,740 38,882 +263
Dec16 160331 496.00 505.50 487.00 504.00 +8.00 4,051 44,812 -201
Mar17 160331 510.25 518.00 501.00 517.25 +7.50 397 11,692 +78
May17 160331 515.25 525.50 512.50 525.50 +7.00 256 2,512 +55
Total Volume and Open Interest 76,916 432,652 -3,496
Wheat(KCBT)
May16 160331 466.00 479.25 459.00 476.25 +10.50 14,340 86,360 -529
Jul16 160331 480.75 490.00 469.75 487.00 +10.00 7,101 68,755 +412
Sep16 160331 492.00 504.25 484.75 501.00 +9.75 1,170 14,639 +224
Dec16 160331 513.00 524.00 505.00 521.00 +9.50 943 22,816 +446
Mar17 160331 523.00 536.00 518.00 533.25 +9.25 188 9,097 +48
May17 160331 529.50 541.00 526.00 541.00 +9.00 59 2,768 +28
Jul17 160331 536.75 546.25 536.75 546.25 +8.75 53 800 +11
Total Volume and Open Interest 23,854 205,432 +640
Wheat(MGE)
May16 160331 515.25 531.25 512.00 529.50 +14.25 3,998 26,446 -174
Jul16 160331 523.00 539.25 520.00 537.75 +14.50 1,023 19,864 +161
Sep16 160331 533.00 548.50 530.00 547.00 +14.00 200 8,894 +21
Dec16 160331 546.75 560.50 544.00 559.50 +12.75 294 7,430 +73
Mar17 160331 560.00 573.00 558.00 571.75 +11.25 69 3,790 +31
May17 160331 568.50 580.00 567.00 580.00 +10.75 40 1,275 +20
Total Volume and Open Interest 5,637 67,889 +138
Oats(CBOT)
May16 160331 185.00 188.00 182.25 185.50 +0.25 438 7,461 -109
Jul16 160331 197.00 197.00 193.50 196.25 unch 98 2,435 +38
Sep16 160331 204.25 205.25 203.75 205.25 unch 16 178 +0
Dec16 160331 215.25 217.00 212.75 214.50 -0.75 73 482 +47
Total Volume and Open Interest 625 10,557 -24
Rough Rice(CBOT)
May16 160331 10.06 10.23 9.43 9.69 -0.34 856 10,263 +124
Jul16 160331 10.37 10.50 9.70 9.97 -0.34 213 1,973 +137
Sep16 160331 10.49 10.68 9.90 10.15 -0.34 321 582 +150
Nov16 160331 10.70 10.86 10.15 10.35 -0.33 83 120 +2
Total Volume and Open Interest 1,504 12,968 +443
Live Cattle(CME)
Apr16 160331 132.325 133.380 131.035 132.935 +0.585 18,524 48,599 -4,691
Jun16 160331 122.900 124.700 122.285 124.035 +0.955 25,417 127,882 +2,872
Aug16 160331 118.930 120.730 118.285 120.180 +1.100 9,759 56,827 +28
Oct16 160331 118.385 120.300 117.650 119.850 +1.350 4,919 34,905 +735
Dec16 160331 117.750 119.700 117.080 119.400 +1.400 692 16,322 +52
Feb17 160331 116.800 118.800 116.050 118.680 +1.630 242 5,245 +49
Total Volume and Open Interest 59,667 293,880 -939
Feeder Cattle(CME)
Apr16 160331 152.580 157.080 151.450 157.080 +4.500 2,045 6,362 -119
May16 160331 150.750 155.250 149.580 155.250 +4.500 3,274 14,783 +151
Aug16 160331 150.500 155.080 149.500 155.080 +4.500 1,157 11,444 -26
Sep16 160331 149.100 153.700 148.080 153.700 +4.500 302 2,593 +109
Oct16 160331 146.800 151.800 146.150 151.800 +4.500 112 1,783 -12
Nov16 160331 142.785 147.950 142.300 147.950 +4.500 73 1,666 +15
Jan17 160331 138.535 143.685 138.535 143.685 +4.500 13 107 +2
Total Volume and Open Interest 6,976 38,738 +120
Lean Hogs(CME)
Apr16 160331 69.285 69.535 67.950 68.350 -0.580 5,781 23,538 -1,815
May16 160331 77.500 77.885 76.385 77.230 -0.055 108 2,056 +23
Jun16 160331 81.680 82.035 80.100 80.850 -0.700 11,773 91,524 -181
Jul16 160331 81.480 81.600 80.050 80.800 -0.485 2,936 21,747 +402
Aug16 160331 80.750 81.200 79.500 80.400 -0.530 4,339 35,227 +1,096
Oct16 160331 69.080 69.550 67.950 68.930 -0.355 3,515 33,186 +376
Dec16 160331 63.785 63.985 62.785 63.535 -0.250 975 18,782 +278
Feb17 160331 66.500 66.500 65.500 66.050 -0.200 208 6,094 +53
Total Volume and Open Interest 29,662 234,354 +245
Class III Milk(CME)
Mar16 160329 13.78 13.78 13.77 13.77 unch 251 3,729 -23
Apr16 160331 13.72 13.88 13.72 13.78 +0.02 131 4,865 -14
May16 160331 13.78 14.09 13.76 14.01 +0.14 108 4,668 +47
Jun16 160331 13.90 14.14 13.88 14.11 +0.20 40 4,067 +8
Jul16 160331 14.09 14.39 14.09 14.36 +0.27 20 3,109 +16
Aug16 160331 14.45 14.73 14.45 14.69 +0.29 11 2,596 +8
Sep16 160331 14.65 14.93 14.64 14.90 +0.32 4 2,534 +2
Oct16 160331 14.75 15.10 14.75 15.03 +0.35 4 2,059 +3
Nov16 160331 14.73 15.06 14.72 15.03 +0.30 3 1,932 +3
Dec16 160331 14.75 15.02 14.75 14.95 +0.28 0 1,841 +0
Jan17 160331 14.66 14.84 14.66 14.77 +0.13 3 418 +3
Feb17 160331 14.63 14.80 14.63 14.75 +0.08 6 324 +6
Mar17 160331 14.62 14.85 14.62 14.72 +0.04 3 299 +0
Total Volume and Open Interest 333 29,658 -3,607
Cocoa(ICE)
May16 160331 2959 2979 2910 2950 -24 10,415 70,150 -1,616
Jul16 160331 2974 2989 2920 2959 -26 6,770 61,710 +583
Sep16 160331 2965 2971 2907 2945 -26 2,458 46,719 +130
Dec16 160331 2940 2950 2883 2922 -25 747 21,711 +161
Mar17 160331 2913 2918 2862 2902 -22 737 26,842 +321
May17 160331 2907 2907 2859 2898 -20 59 4,557 +11
Jul17 160331 2901 2901 2886 2893 -18 5 1,286 -1
Total Volume and Open Interest 21,194 238,510 -411
Coffee "C"(ICE)
May16 160331 127.45 128.15 125.20 127.45 +0.45 14,083 76,053 -2,164
Jul16 160331 129.55 130.20 127.30 129.55 +0.50 4,607 47,974 +1,138
Sep16 160331 130.95 131.90 129.05 131.25 +0.55 2,902 28,709 +104
Dec16 160331 132.35 133.60 130.90 132.90 +0.55 2,171 28,609 +28
Mar17 160331 134.10 135.05 132.60 134.60 +0.50 588 7,292 +131
May17 160331 135.15 136.45 134.05 136.05 +0.50 387 3,736 +205
Total Volume and Open Interest 24,821 198,274 -547
Orange Juice(ICE)
May16 160331 142.20 147.80 142.20 147.20 +5.40 747 8,814 +0
Jul16 160331 142.25 146.95 142.25 146.75 +5.25 286 2,953 +176
Sep16 160331 143.20 146.85 143.20 146.85 +5.85 0 1,023 +0
Nov16 160331 143.20 147.05 143.20 147.05 +5.80 7 366 +3
Jan17 160331 147.40 147.40 147.40 147.40 +5.95 3 75 -2
Mar17 160331 148.20 148.20 148.20 148.20 +5.95 0 1 +0
Total Volume and Open Interest 1,043 13,232 +177
Sugar #11(ICE)
May16 160331 15.93 15.99 15.32 15.35 -0.52 56,807 322,400 -1,645
Jul16 160331 16.00 16.04 15.42 15.45 -0.51 30,241 254,396 +6,210
Oct16 160331 16.12 16.16 15.57 15.61 -0.47 11,505 132,841 +2,179
Mar17 160331 16.47 16.56 16.00 16.04 -0.43 5,622 87,485 +702
May17 160331 16.13 16.24 15.76 15.80 -0.34 1,663 14,688 +346
Jul17 160331 15.80 15.94 15.50 15.53 -0.26 1,000 23,942 +77
Oct17 160331 15.51 15.79 15.40 15.44 -0.16 795 17,928 +319
Mar18 160331 15.66 15.90 15.65 15.67 -0.07 431 6,706 +123
Total Volume and Open Interest 108,074 865,776 +8,312
London Cocoa(LCE)
May16 160331 2170 2177 2119 2156 -15 6,345 80,704 -743
Jul16 160331 2173 2180 2126 2164 -9 5,662 60,145 +489
Sep16 160331 2147 2154 2102 2138 -9 2,598 54,627 +72
Dec16 160331 2098 2113 2062 2099 -8 1,019 44,975 +149
Mar17 160331 2078 2085 2036 2073 -5 623 34,749 +212
May17 160331 2075 2075 2038 2070 -4 18 4,343 -13
Jul17 160331 2065 2065 2065 2065 -3 3 704 -1
Total Volume and Open Interest 16,270 280,668 +165
London Sugar(LCE)
May16 160331 453.90 457.40 444.00 444.70 -9.70 6,307 39,224 +257
Aug16 160331 447.50 451.40 439.40 440.20 -8.30 4,721 29,549 +533
Oct16 160331 442.90 447.40 434.60 435.40 -8.60 2,248 12,342 +34
Dec16 160331 443.00 446.70 434.90 435.40 -8.60 1,080 7,467 +712
Mar17 160331 441.70 445.00 435.20 435.60 -8.60 403 5,979 +256
Total Volume and Open Interest 14,860 97,418 +1,851
Cotton(ICE)
May16 160331 57.51 58.59 57.01 58.44 +0.77 9,101 111,173 +200
Jul16 160331 57.56 58.43 57.04 58.31 +0.59 4,156 51,555 +844
Oct16 160331 58.01 58.01 58.01 58.01 +0.35 0 4 +0
Dec16 160331 57.29 57.82 56.70 57.77 +0.32 1,412 42,475 +107
Mar17 160331 57.88 58.43 57.31 58.39 +0.28 147 6,501 -32
May17 160331 58.21 59.02 58.18 59.02 +0.23 0 1,936 -2
Total Volume and Open Interest 14,826 216,510 +1,122
Lumber(CME)
May16 160331 311.5 315.2 308.6 310.7 -1.6 687 3,888 +47
Jul16 160331 312.7 315.7 310.0 312.6 -0.7 334 836 +99
Sep16 160331 312.1 313.4 310.9 310.9 unch 20 112 +7
Nov16 160331 310.0 310.0 310.0 310.0 unch 2 30 +1
Total Volume and Open Interest 1,043 4,891 +154
Crude Oil(NYM)
May16 160331 38.30 39.04 37.57 38.34 +0.02 488,032 551,210 +4,196
Jun16 160331 39.55 40.41 38.99 39.75 +0.09 114,210 234,300 +6,156
Jul16 160331 40.41 41.29 39.91 40.69 +0.14 35,502 101,202 +2,546
Aug16 160331 41.10 41.94 40.65 41.36 +0.16 18,199 77,150 +2,280
Sep16 160331 41.50 42.44 41.14 41.90 +0.16 18,473 106,127 +2,140
Oct16 160331 42.01 42.90 41.66 42.33 +0.15 10,460 53,911 +732
Nov16 160331 42.20 43.24 42.12 42.70 +0.13 7,740 36,073 -578
Dec16 160331 42.65 43.56 42.33 43.02 +0.12 44,989 193,652 +1,124
Jan17 160331 42.87 43.80 42.76 43.30 +0.12 2,353 29,476 +60
Feb17 160331 43.09 44.09 43.07 43.56 +0.11 1,588 18,331 +244
Mar17 160331 43.52 44.34 43.29 43.83 +0.10 3,328 39,626 +739
Apr17 160331 44.59 44.59 43.91 44.09 +0.10 1,059 10,151 -109
May17 160331 44.34 44.34 44.34 44.34 +0.10 635 9,570 +70
Jun17 160331 44.02 44.95 43.92 44.57 +0.10 6,895 43,998 +523
Jul17 160331 44.77 44.77 44.77 44.77 +0.11 215 9,527 +46
Aug17 160331 44.97 44.97 44.97 44.97 +0.12 95 6,159 +30
Total Volume and Open Interest 769,310 1,734,511 +21,215
e-miNY Crude Oil(NYM)
May16 160331 38.300 39.025 37.575 38.350 +0.025 9,211 2,413 +329
Jun16 160331 39.450 40.400 39.000 39.750 +0.100 247 434 +28
Jul16 160331 40.100 41.200 40.100 40.700 +0.150 30 215 +3
Aug16 160331 41.825 41.825 41.350 41.350 +0.150 4 53 +0
Sep16 160331 41.900 41.900 41.900 41.900 +0.150 3 76 +0
Oct16 160331 42.325 42.325 42.325 42.325 +0.150 1 42 +0
Nov16 160331 42.700 42.700 42.700 42.700 +0.125 0 11 +0
Dec16 160331 42.775 43.500 42.775 43.025 +0.125 15 243 +9
Jan17 160331 43.300 43.300 43.300 43.300 +0.125 0 8 +0
Feb17 160331 43.550 43.550 43.550 43.550 +0.100 0 3 +0
Total Volume and Open Interest 9,512 3,917 +370
NY Harbor ULSD(NYM)
Apr16 160331 116.00 119.05 115.47 118.48 +2.51 20,190 15,885 -6,589
May16 160331 117.33 120.18 116.05 118.55 +1.34 51,647 105,632 +4,679
Jun16 160331 118.98 121.74 117.75 120.17 +1.26 22,779 52,077 +1,176
Jul16 160331 120.76 123.69 119.80 122.15 +1.18 11,246 38,861 +1,676
Aug16 160331 122.07 125.65 121.84 124.15 +1.14 7,170 23,191 +1,218
Sep16 160331 124.80 127.69 124.28 126.35 +1.12 4,121 20,526 +188
Oct16 160331 127.20 129.90 127.20 128.53 +1.10 1,473 11,176 -4
Nov16 160331 129.33 131.89 129.33 130.59 +1.05 1,209 8,848 +255
Dec16 160331 131.09 133.86 130.27 132.42 +0.98 8,761 46,991 +804
Jan17 160331 134.53 135.15 132.97 134.05 +0.89 1,757 16,789 -15
Feb17 160331 135.17 135.87 134.96 135.25 +0.80 430 3,465 -17
Mar17 160331 136.11 136.88 135.55 135.89 +0.72 567 6,471 +149
Apr17 160331 136.50 136.50 135.91 135.91 +0.69 220 2,143 +34
May17 160331 137.00 137.00 136.31 136.31 +0.72 143 1,253 -1
Total Volume and Open Interest 133,531 377,333 +4,421
RBOB Gasoline(NYM)
Apr16 160331 142.97 143.81 140.39 142.65 -0.99 24,322 13,089 -8,673
May16 160331 146.00 146.95 143.42 144.67 -1.94 50,510 129,067 +2,351
Jun16 160331 147.45 148.26 144.94 146.13 -1.75 25,885 57,137 +2,747
Jul16 160331 146.66 147.87 144.76 145.89 -1.64 9,369 38,734 +1,852
Aug16 160331 143.96 145.94 142.97 144.13 -1.41 6,972 32,811 -228
Sep16 160331 141.32 142.64 140.01 141.18 -1.08 6,245 40,328 -350
Oct16 160331 125.92 127.89 125.34 126.47 -0.93 3,719 19,832 +682
Nov16 160331 122.32 124.11 121.92 123.15 -0.57 1,614 11,698 +183
Dec16 160331 120.86 122.37 119.99 121.47 -0.26 5,442 32,594 -124
Jan17 160331 121.88 122.46 120.30 121.60 -0.16 802 5,631 +136
Total Volume and Open Interest 136,279 411,428 -1,516
e-miNY RBOB Gasoline(NYM)
May16 160331 144.70 144.70 144.67 144.70 -1.90      
Jun16 160331 146.10 146.13 146.10 146.10 -1.80      
Jul16 160331 145.90 145.90 145.89 145.90 -1.60      
Aug16 160331 144.10 144.13 144.10 144.10 -1.40      
Total Volume and Open Interest      
Natural Gas(NYM)
May16 160331 1.990 2.028 1.930 1.959 -0.037 149,851 346,188 -3,214
Jun16 160331 2.106 2.132 2.032 2.054 -0.056 35,391 87,467 +1,763
Jul16 160331 2.221 2.238 2.138 2.153 -0.071 38,950 115,140 +7,083
Aug16 160331 2.279 2.295 2.199 2.212 -0.071 15,485 46,460 +947
Sep16 160331 2.308 2.325 2.226 2.237 -0.074 15,733 92,019 +1,996
Oct16 160331 2.360 2.379 2.280 2.289 -0.076 25,634 79,225 -1,256
Nov16 160331 2.553 2.556 2.459 2.465 -0.080 3,784 30,442 -26
Dec16 160331 2.804 2.821 2.731 2.735 -0.074 3,131 34,932 +301
Jan17 160331 2.948 2.952 2.865 2.868 -0.074 12,788 68,801 +817
Feb17 160331 2.929 2.945 2.859 2.860 -0.073 2,323 14,516 +329
Mar17 160331 2.899 2.912 2.821 2.822 -0.071 4,551 48,044 -70
Apr17 160331 2.692 2.693 2.630 2.631 -0.056 4,147 43,230 -265
May17 160331 2.653 2.654 2.642 2.642 -0.050 1,169 9,063 +197
Jun17 160331 2.693 2.706 2.684 2.684 -0.048 83 4,440 +15
Jul17 160331 2.736 2.748 2.726 2.726 -0.047 207 3,842 +7
Aug17 160331 2.755 2.755 2.735 2.735 -0.046 222 3,672 -29
Total Volume and Open Interest 314,722 1,070,768 +2,351
Brent Crude Oil(ICE)
May16 160331 39.12 40.00 38.74 39.60 +0.34 149,529 93,223 -33,238
Jun16 160331 39.84 40.85 39.50 40.33 +0.28 260,397 475,961 +3,666
Jul16 160331 40.27 41.27 39.95 40.77 +0.25 66,133 304,201 +9,315
Aug16 160331 40.76 41.72 40.41 41.22 +0.24 40,181 115,787 -4,148
Sep16 160331 41.29 42.24 40.94 41.74 +0.24 36,219 159,521 -2,817
Oct16 160331 41.77 42.75 41.47 42.27 +0.24 13,887 81,236 +17
Nov16 160331 42.26 43.19 41.97 42.76 +0.24 12,488 64,913 +641
Dec16 160331 42.80 43.69 42.43 43.20 +0.22 65,080 298,296 -1,625
Jan17 160331 42.99 44.06 42.98 43.61 +0.21 2,834 59,622 +872
Feb17 160331 43.51 44.38 43.51 43.99 +0.20 2,109 43,038 +178
Mar17 160331 44.40 44.83 43.97 44.38 +0.19 3,287 30,741 -913
Apr17 160331 44.64 44.76 44.64 44.76 +0.19 792 16,736 +156
May17 160331 44.98 45.10 44.98 45.10 +0.18 1,243 17,503 +54
Jun17 160331 44.88 45.85 44.71 45.42 +0.18 9,220 66,062 +122
Total Volume and Open Interest 702,724 2,158,312 -23,235
Gas Oil(ICE)
Apr16 160331 345.25 356.00 344.00 355.00 +3.75 51,396 90,253 -2,952
May16 160331 349.00 359.75 347.75 358.50 +3.50 70,721 146,614 +6,346
Jun16 160331 354.00 364.25 352.75 363.25 +3.25 44,001 105,120 +242
Jul16 160331 360.50 369.25 358.25 368.75 +3.25 14,345 47,922 -15
Aug16 160331 366.50 375.25 364.25 374.50 +3.00 9,783 29,483 +1,331
Sep16 160331 372.00 381.25 370.25 380.50 +3.00 9,509 33,547 +8
Oct16 160331 378.25 387.50 377.00 386.75 +3.25 3,508 24,828 +1,140
Nov16 160331 382.75 392.00 381.00 391.25 +3.25 2,523 19,882 +851
Dec16 160331 387.00 395.50 384.75 394.75 +3.00 16,373 87,856 +311
Jan17 160331 390.75 399.50 389.75 399.50 +3.00 1,546 19,215 +668
Total Volume and Open Interest 231,577 760,082 +10,744
Ethanol(CBOT)
Apr16 160331 1.463 1.463 1.426 1.436 -0.019 349 210 -238
May16 160331 1.465 1.478 1.432 1.452 -0.024 748 1,217 -449
Jun16 160331 1.459 1.477 1.435 1.449 -0.025 531 612 +301
Jul16 160331 1.471 1.471 1.445 1.445 -0.025 131 620 -14
Aug16 160331 1.437 1.437 1.437 1.437 -0.025 0 113 +0
Sep16 160331 1.427 1.427 1.423 1.425 -0.025 0 311 +0
Oct16 160331 1.406 1.406 1.406 1.406 -0.025 10 184 -5
Nov16 160331 1.389 1.389 1.389 1.389 -0.030 10 73 -5
Total Volume and Open Interest 1,796 3,689 -404
WTI Crude Oil(ICE)
May16 160331 38.03 39.05 37.58 38.34 +0.02 39,199 93,129 -4,304
Jun16 160331 39.40 40.38 39.00 39.75 +0.09 33,046 102,269 +5,828
Jul16 160331 40.27 41.27 39.91 40.69 +0.14 12,751 25,004 +1,136
Aug16 160331 40.63 41.92 40.63 41.36 +0.16 5,181 14,665 +1,058
Sep16 160331 41.50 42.45 41.19 41.90 +0.16 3,666 26,868 +553
Oct16 160331 42.50 42.74 42.22 42.33 +0.15 2,764 5,121 -131
Nov16 160331 43.15 43.15 42.58 42.70 +0.13 1,940 11,478 +513
Dec16 160331 42.61 43.46 42.49 43.02 +0.12 7,487 69,650 +666
Jan17 160331 43.19 43.30 43.19 43.30 +0.12 332 4,809 -20
Feb17 160331 43.56 43.56 43.56 43.56 +0.11 195 3,784 -11
Mar17 160331 43.83 43.83 43.83 43.83 +0.10 228 4,574 +97
Apr17 160331 44.09 44.09 44.09 44.09 +0.10 45 2,132 -4
May17 160331 44.34 44.34 44.34 44.34 +0.10 151 1,234 -5
Jun17 160331 44.68 44.68 44.57 44.57 +0.10 359 21,649 +639
Jul17 160331 44.77 44.77 44.77 44.77 +0.11 15 1,228 -18
Aug17 160331 44.97 44.97 44.97 44.97 +0.12 0 371 +0
Total Volume and Open Interest 111,214 452,875 +6,699
US Dollar Index(ICE)
Jun16 160331 94.850 95.015 94.295 94.577 -0.243 30,016 52,070 +1,895
Sep16 160331 94.860 95.090 94.450 94.660 -0.245 309 1,351 +23
Dec16 160331 95.160 95.160 94.540 94.720 -0.245 43 226 +40
Total Volume and Open Interest 30,372 53,669 +1,959
Australian Dollar(CME)
Jun16 160331 76.45 76.98 76.09 76.50 +0.04 100,101 119,467 +2,331
Sep16 160331 75.85 76.63 75.78 76.18 +0.05 42 165 +8
Dec16 160331 75.89 76.09 75.89 75.89 +0.03 0 29 +0
Total Volume and Open Interest 100,143 119,665 +2,339
British Pound(CME)
Jun16 160331 143.81 144.28 143.27 143.73 -0.16 94,274 249,268 -1,059
Sep16 160331 143.64 144.35 143.38 143.82 -0.16 55 820 +31
Dec16 160331 143.95 144.42 143.77 143.95 -0.16 0 328 +0
Total Volume and Open Interest 94,329 250,444 -1,028
Canadian Dollar(CME)
Jun16 160331 77.14 77.98 76.86 77.07 -0.07 68,923 98,343 +851
Sep16 160331 77.10 77.78 76.88 77.08 -0.08 75 1,524 -3
Dec16 160331 77.42 77.82 76.94 77.10 -0.07 53 1,163 -19
Mar17 160331 77.12 77.81 76.98 77.12 -0.09 0 57 +0
Total Volume and Open Interest 69,051 101,099 +829
Japanese Yen(CME)
Jun16 160331 89.12 89.37 88.92 89.04 -0.06 108,955 147,903 +924
Sep16 160331 89.50 89.66 89.23 89.34 -0.06 65 279 +24
Dec16 160331 89.71 89.95 89.65 89.71 -0.05 0 62 +0
Total Volume and Open Interest 109,028 148,292 +956
Swiss Franc(CME)
Jun16 160331 103.97 104.81 103.81 104.44 +0.37 19,367 35,504 -780
Sep16 160331 105.03 105.28 104.32 104.95 +0.38 48 61 +1
Dec16 160331 105.47 105.73 105.47 105.47 +0.38 0 21 +0
Total Volume and Open Interest 19,415 35,601 -779
EuroFX(CME)
Jun16 160331 113.60 114.38 113.35 114.12 +0.52 231,419 327,100 +5,787
Sep16 160331 114.00 114.74 113.73 114.50 +0.52 177 1,751 +13
Dec16 160331 114.90 115.14 114.16 114.90 +0.52 17 965 +8
Total Volume and Open Interest 231,638 330,090 +5,809
Mexican Peso(CME)
Apr16 160331 577.75 577.75 577.75 577.75 -2.00      
May16 160331 576.25 576.25 576.25 576.25 -2.00      
Total Volume and Open Interest 46,347 109,067 +2,426
Brazilian Real(CME)
Apr16 160331 276.70 281.00 275.70 281.00 +5.15 25,949 15,066 -10,081
May16 160331 274.00 280.75 273.45 276.20 +2.15 24,841 24,779 +24,130
Jun16 160331 273.20 279.00 273.00 274.05 +2.20 601 5,166 +486
Jul16 160331 271.75 271.75 271.75 271.75 +1.95 0 15 +0
Total Volume and Open Interest 51,391 45,047 +14,535
30-Year T-Bonds(CBOT)
Jun16 160331 163~190 164~240 163~100 164~140 +0~310 210,009 504,529 +5,167
Sep16 160331 162~090 163~120 162~090 163~050 +0~300 17 37 +4
Dec16 160331 161~290 161~290 161~290 161~290 +0~300      
Total Volume and Open Interest 210,026 504,566 +5,171
10-Year T-Notes(CBOT)
Jun16 160331 130~015 130~170 129~305 130~125 +0~120 1,047,652 2,642,366 +36,109
Sep16 160331 130~020 130~090 130~020 130~090 +0~130 389 563 +367
Dec16 160331 129~145 129~145 129~145 129~145 +0~130      
Total Volume and Open Interest 1,048,041 2,642,929 +36,476
5-Year T-Notes(CBOT)
Mar16 160331 121~082 121~124 121~074 121~110 +0~050 22,610 37,715 -8,264
Jun16 160331 120~312 121~084 120~286 121~052 +0~070 746,461 2,423,865 +77,608
Sep16 160331 120~232 120~232 120~232 120~232 +0~070      
Total Volume and Open Interest 769,071 2,461,580 +69,344
2 Year T-Notes(CBOT)
Mar16 160331 109~140 109~140 109~116 109~132 unch 1,412 10,518 -954
Jun16 160331 109~110 109~130 109~094 109~120 +0~012 340,688 931,907 +32,077
Sep16 160331 109~070 109~070 109~070 109~070 +0~042      
Total Volume and Open Interest 342,100 942,425 +31,123
Eurodollars(CME)
Jun16 160331 99.310 99.315 99.300 99.310 unch 276,103 1,203,397 -2,062
Sep16 160331 99.240 99.245 99.230 99.240 unch 259,110 1,048,042 +5,409
Dec16 160331 99.170 99.185 99.160 99.175 +0.005 283,512 1,164,237 -6,912
Mar17 160331 99.120 99.145 99.110 99.130 +0.010 229,404 840,190 +7,211
Jun17 160331 99.065 99.100 99.050 99.080 +0.020 200,300 778,822 -2,195
Sep17 160331 99.005 99.045 98.990 99.030 +0.030 160,007 641,790 -10,861
Dec17 160331 98.930 98.980 98.915 98.965 +0.040 185,686 863,999 +8,856
Mar18 160331 98.870 98.925 98.855 98.910 +0.050 103,609 442,418 +352
Jun18 160331 98.800 98.860 98.790 98.840 +0.050 86,816 406,765 +569
Sep18 160331 98.730 98.790 98.715 98.775 +0.055 76,706 338,500 +5,466
Dec18 160331 98.655 98.715 98.645 98.700 +0.055 97,024 478,541 +15,558
Mar19 160331 98.595 98.655 98.585 98.640 +0.055 61,297 265,861 +861
Jun19 160331 98.525 98.590 98.515 98.570 +0.055 52,966 248,538 +1,395
Sep19 160331 98.455 98.520 98.450 98.505 +0.055 27,568 166,629 +1,639
Dec19 160331 98.380 98.450 98.380 98.430 +0.055 42,486 157,376 +3,107
Mar20 160331 98.320 98.390 98.315 98.370 +0.055 21,771 86,199 -1,253
Jun20 160331 98.250 98.325 98.250 98.305 +0.055 19,539 55,189 +741
Sep20 160331 98.185 98.260 98.185 98.235 +0.055 17,095 56,291 +2,113
Total Volume and Open Interest 2,257,529 9,628,030 +35,027
Ultra T-Bond(CBOT)
Mar16 160321 168~04 168~04 168~04 168~04 -1~06 169 1,408 -7,272
Jun16 160331 171~17 172~31 171~10 172~17 +1~02 82,601 619,625 -415
Sep16 160331 174~17 174~17 174~17 174~17 +1~02      
Total Volume and Open Interest 82,601 619,625 -415
Ultra 10-Yr T-Note(CBOT)
Mar16 160321 140~020 140~020 140~020 140~020 -0~165 2 424 -6,078
Jun16 160331 140~095 140~260 140~050 140~240 +0~175 45,628 100,517 +5,071
Sep16 160331 139~270 139~270 139~270 139~270 +0~175      
Total Volume and Open Interest 45,628 100,517 +5,071
30 Day Federal Funds(CBOT)
Mar16 160331 99.637 99.637 99.637 99.637 unch 12,344 81,105 +2,056
Apr16 160331 99.635 99.637 99.635 99.635 unch 11,634 128,692 -342
May16 160331 99.620 99.630 99.620 99.625 unch 45,452 182,578 -3,905
Jun16 160331 99.600 99.605 99.595 99.600 unch 11,269 54,061 -1,466
Jul16 160331 99.570 99.580 99.565 99.575 unch 33,529 97,884 +8,009
Aug16 160331 99.540 99.540 99.530 99.535 unch 11,738 70,520 +2,891
Total Volume and Open Interest 146,651 822,071 +13,408
3-Mth Euro-Yen(CME)
Jun16 160331 99.990 99.990 99.990 99.990 unch      
Sep16 160331 99.990 99.990 99.990 99.990 unch      
Dec16 160331 99.990 99.990 99.990 99.990 unch      
Mar17 160331 99.990 99.990 99.990 99.990 unch      
Jun17 160331 99.990 99.990 99.990 99.990 unch      
Sep17 160331 99.990 99.990 99.990 99.990 unch      
Dec17 160331 99.990 99.990 99.990 99.990 unch      
Mar18 160331 99.935 99.935 99.935 99.935 unch      
Jun18 160331 99.795 99.795 99.795 99.795 unch      
Sep18 160331 99.655 99.655 99.655 99.655 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun16 160331 99.99 99.99 99.99 99.99 unch      
Sep16 160331 99.99 99.99 99.99 99.99 unch      
Dec16 160331 99.99 99.99 99.99 99.99 unch 0 5 +0
Mar17 160331 99.99 99.99 99.99 99.99 unch      
Jun17 160331 99.99 99.99 99.99 99.99 unch      
Sep17 160331 99.99 99.99 99.99 99.99 unch      
Dec17 160331 99.99 99.99 99.99 99.99 unch      
Mar18 160331 99.93 99.93 99.93 99.93 unch      
Total Volume and Open Interest 0 5 +0
Japanese Gov't Bonds(SGX)
Jun16 160331 151.84 151.89 151.26 151.49 -0.36 886 16,233 +155
Sep16 160331 150.93 150.93 150.93 150.93 -0.36      
Dec16 160331 150.93 150.93 150.93 150.93 -0.36      
Total Volume and Open Interest 886 16,233 +155
Euro-Buxl(EUREX)
Jun16 160331 169.08 169.20 167.88 168.54 +0.40 29,196 116,224 -2,384
Sep16 160331 177.70 177.70 177.70 177.70 +0.40 1 11 +0
Dec16 160331 177.70 177.70 177.70 177.70 +0.40      
Total Volume and Open Interest 29,197 116,235 -2,384
Euro-Bund(EUREX)
Jun16 160331 163.59 163.64 163.03 163.32 +0.06 459,482 1,215,598 -898
Sep16 160331 162.52 162.52 162.17 162.32 +0.06 667 6,630 +656
Dec16 160331 160.82 160.82 160.82 160.82 +0.06      
Total Volume and Open Interest 460,149 1,222,228 -242
Euro-Bobl(EUREX)
Jun16 160331 131.19 131.20 131.02 131.10 -0.01 376,245 980,972 -1,597
Sep16 160331 131.96 131.96 131.96 131.96 -0.01 4 13 +0
Dec16 160331 131.10 131.10 131.10 131.10 -0.01      
Total Volume and Open Interest 376,249 980,985 -1,597
Euro-Schatz(EUREX)
Jun16 160331 111.80 111.81 111.78 111.79 -0.01 164,454 1,010,199 -20,764
Sep16 160331 111.76 111.76 111.76 111.76 -0.01 0 2 +0
Dec16 160331 111.76 111.76 111.76 111.76 -0.01      
Total Volume and Open Interest 164,454 1,010,201 -20,764
3-Mth Euribor(EUREX)
Mar16 160314 100.225 100.225 100.225 100.225 unch 278 5,335 +109
Jun16 160331 100.255 100.255 100.250 100.255 +0.005 30 11,574 +0
Sep16 160331 100.275 100.280 100.275 100.280 unch 30 5,981 +0
Total Volume and Open Interest 72 71,684 -1
Long Gilt(LIFFE)
Jun16 160331 121~06 121~12 121~00 121~07 +0~12 123,381 468,692 +7,787
Sep16 160331 122~30 122~30 122~30 122~30 +0~12      
Total Volume and Open Interest 123,381 468,692 +6,285
3-Mth Short Sterling(LIFFE)
Jun16 160331 99.41 99.41 99.40 99.40 unch 18,259 439,154 -1,122
Sep16 160331 99.39 99.40 99.38 99.39 +0.01 20,303 369,078 -68
Dec16 160331 99.36 99.37 99.35 99.37 +0.02 26,266 397,928 -2,413
Mar17 160331 99.34 99.35 99.32 99.35 +0.03 19,824 315,512 +3,171
Jun17 160331 99.28 99.32 99.28 99.31 +0.04 26,198 296,467 -4,218
Sep17 160331 99.24 99.28 99.24 99.27 +0.05 19,263 258,363 +2,513
Total Volume and Open Interest 229,987 3,080,843 -10,609
3-Mth Euribor(LIFFE)
Jun16 160331 100.255 100.260 100.250 100.250 -0.005 64,461 499,843 +4,211
Sep16 160331 100.280 100.285 100.275 100.275 -0.005 60,505 485,614 +5,277
Dec16 160331 100.295 100.300 100.290 100.295 unch 28,302 454,401 +2,898
Total Volume and Open Interest 467,177 3,429,957 +3,458
3-Mth Aus T-Bills(SFE)
Jun16 160331 97.78 97.80 97.77 97.79 unch 11,641 234,823 -1,266
Sep16 160331 97.87 97.89 97.85 97.89 +0.01 9,727 224,640 -7,358
Dec16 160331 97.92 97.95 97.90 97.94 +0.01 8,474 171,463 +6,758
Mar17 160331 97.95 97.99 97.93 97.98 +0.02 5,559 128,131 +1,067
Jun17 160331 97.96 98.00 97.93 97.99 +0.03 4,307 63,029 -315
Sep17 160331 97.94 97.99 97.92 97.99 +0.04 1,340 57,974 +332
Dec17 160331 97.92 97.98 97.90 97.97 +0.04 660 34,450 +4
Mar18 160331 97.89 97.94 97.87 97.94 +0.04 346 17,790 -34
Jun18 160331 97.82 97.91 97.82 97.91 +0.05 56 10,221 -477
Sep18 160331 97.85 97.86 97.85 97.86 +0.06 0 1,148 +0
Total Volume and Open Interest 42,231 946,640 -1,168
10-Year Aus T-Bonds(SFE)
Jun16 160331 97.50 97.53 97.44 97.52 +0.01 64,634 756,321 -6,098
Sep16 160331 97.52 97.52 97.52 97.52 +0.01      
Total Volume and Open Interest 64,634 756,321 -6,098
3-Year Aus T-Bonds(SFE)
Jun16 160331 98.09 98.14 98.05 98.12 +0.02 101,670 712,725 -11,943
Sep16 160331 98.12 98.12 98.12 98.12 +0.02      
Total Volume and Open Interest 101,670 712,725 -11,943
Gold(CMX)
Apr16 160331 1225.6 1239.6 1224.5 1234.2 +7.3 189,732 29,571 -57,994
Jun16 160331 1227.0 1242.3 1225.1 1235.6 +7.0 199,346 344,321 +53,983
Aug16 160331 1228.9 1243.5 1228.0 1237.0 +6.9 5,026 34,649 +1,392
Oct16 160331 1230.1 1243.8 1230.1 1238.3 +6.9 718 19,744 +64
Dec16 160331 1232.4 1245.7 1232.1 1239.6 +6.9 944 21,874 +54
Feb17 160331 1244.1 1244.1 1238.9 1240.9 +6.9 63 4,658 -3
Apr17 160331 1242.2 1242.2 1242.2 1242.2 +6.8 18 2,861 -7
Jun17 160331 1234.5 1243.6 1234.5 1243.6 +6.8 20 5,731 -2
Aug17 160331 1244.9 1244.9 1244.9 1244.9 +6.8 2 105 +1
Oct17 160331 1246.2 1246.2 1246.2 1246.2 +6.7 0 930 +0
Dec17 160331 1250.2 1250.2 1247.6 1247.6 +6.7 17 5,611 -5
Feb18 160331 1249.0 1249.0 1249.0 1249.0 +6.6      
Total Volume and Open Interest 400,273 480,441  
Silver(CMX)
May16 160331 1521.5 1555.0 1520.0 1546.4 +25.3 47,509 115,237 +1,895
Jul16 160331 1529.0 1557.5 1524.0 1550.2 +25.3 4,314 26,207 +1,499
Sep16 160331 1543.5 1556.0 1543.5 1553.8 +25.2 393 11,175 +50
Dec16 160331 1536.0 1566.0 1535.0 1558.7 +25.1 204 16,281 +27
Mar17 160331 1555.5 1563.5 1555.5 1563.5 +24.9 4 834 +0
May17 160331 1566.5 1566.5 1566.5 1566.5 +24.7 0 29 +0
Jul17 160331 1569.5 1569.5 1569.5 1569.5 +24.5 0 1,943 +0
Total Volume and Open Interest 52,526 175,245 +3,373
Platinum(NYMEX)
Apr16 160331 965.9 982.0 964.0 976.6 +12.3 11,287 3,396 -6,789
Jul16 160331 964.7 985.4 963.9 977.5 +11.3 18,318 52,772 +4,871
Oct16 160331 967.7 983.9 967.1 979.3 +11.2 285 2,092 +179
Jan17 160331 980.6 980.6 980.6 980.6 +11.5 0 8 +0
Total Volume and Open Interest 29,916 58,313 -1,730
Palladium(NYMEX)
Jun16 160331 565.25 575.90 562.00 564.00 -2.35 4,293 21,995 +51
Sep16 160331 566.55 566.55 564.65 564.65 -2.25 11 565 +6
Dec16 160331 565.90 565.90 565.90 565.90 -2.25 0 65 +0
Total Volume and Open Interest 4,327 22,658 +33
Copper(CMX)
May16 160331 218.95 220.10 216.60 218.30 -0.70 66,646 97,503 +1,509
Jul16 160331 219.70 220.60 217.50 219.10 -0.80 10,284 41,862 +2,193
Sep16 160331 219.75 221.00 218.25 219.70 -0.85 2,473 22,036 +391
Dec16 160331 220.00 221.45 218.70 220.10 -0.90 647 14,658 +110
Mar17 160331 219.80 221.75 219.80 220.40 -0.95 63 2,147 -3
Total Volume and Open Interest 81,107 186,514 +4,039
E-mini DJIA Index(CBOT)
Jun16 160331 17625 17659 17564 17595 -27 133,947 101,692 +3,313
Sep16 160331 17503 17560 17489 17510 -22 60 238 -9
Dec16 160331 17450 17450 17450 17450 -22 0 5 +0
Mar17 160331 17390 17390 17390 17390 -22      
Total Volume and Open Interest 134,007 101,935 +3,304
S & P 500(CME)
Jun16 160331 2055.70 2059.50 2047.70 2051.50 -3.70 4,063 61,959 +659
Sep16 160331 2043.60 2051.20 2042.20 2043.60 -3.60 0 267 +0
Dec16 160331 2036.60 2044.20 2035.20 2036.60 -3.60 0 3 +2
Mar17 160331 2031.40 2039.10 2030.10 2031.40 -3.70      
Total Volume and Open Interest 4,063 62,229 +661
S & P 500 E-Mini(Globex)
Jun16 160331 2055.50 2059.75 2047.25 2051.50 -3.75 1,549,483 2,839,325 +31,076
Sep16 160331 2046.75 2051.50 2039.50 2043.50 -3.75 2,156 7,983 +251
Dec16 160331 2039.50 2044.25 2032.50 2036.50 -3.75 245 1,762 +5
Mar17 160331 2031.50 2031.50 2031.50 2031.50 -3.50 1 55 +1
Total Volume and Open Interest 1,551,885 2,849,125 +31,333
NASDAQ 100 E-Mini(Globex)
Jun16 160331 4480.30 4495.50 4462.30 4476.30 -5.70 229,527 219,787 +10,517
Sep16 160331 4469.80 4486.50 4458.30 4469.30 -5.70 74 187 +12
Dec16 160331 4466.80 4466.80 4465.30 4466.80 -5.70 1 85 +0
Total Volume and Open Interest 229,602 220,059 +10,529
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 160331 1440.30 1446.10 1435.80 1441.20 +0.40 23,312 88,708 +1,829
Sep16 160331 1436.90 1437.80 1436.00 1436.90 +0.40 0 7 +0
Total Volume and Open Interest 23,313 88,727 +1,830
Volatility Index(CBOE)
Mar16 160316 17.00 17.05 16.55 17.00 +0.10 52,731 64,159 -9,546
Apr16 160331 15.90 16.30 15.60 15.93 +0.08 87,215 166,493 -2,646
May16 160331 17.50 17.83 17.30 17.63 +0.15 57,925 78,423 +8,326
Jun16 160331 18.40 18.65 18.23 18.43 +0.05 14,734 23,198 -551
Total Volume and Open Interest 173,905 327,708 +5,375
Russell 2000(ICE)
Jun16 160331 1106.60 1114.80 1102.30 1109.60 +2.60 118,007 387,264 -1,625
Sep16 160331 1106.10 1110.30 1103.80 1103.80 +2.60 16 32 +4
Dec16 160331 1100.70 1100.70 1100.70 1100.70 +2.60 0 10 +0
Total Volume and Open Interest 118,023 387,356 -1,621
Nikkei 225(CME)
Jun16 160331 17040 17085 16775 16820 -215 12,470 29,692 -99
Sep16 160331 16770 16830 16770 16830 -215 2 4 +0
Total Volume and Open Interest 12,472 29,701 -99
Nikkei 225(SGX)
Jun16 160331 16970 17060 16720 16775 -150 65,723 179,236 -1,057
Sep16 160331 16925 16965 16690 16750 -150 179 702 +40
Dec16 160331 16640 16640 16640 16640 -150 0 3,801 +0
Total Volume and Open Interest 66,047 193,226 -1,142
Nikkei 225(CME) Yen
Mar16 160310 16800 17170 16465 16680 -115 65,182 66,351 -20,258
Jun16 160331 16990 17035 16720 16765 -220 51,892 58,657 +715
Sep16 160331 16730 16980 16695 16730 -220 0 6 +0
Total Volume and Open Interest 51,892 58,669 +715
Nikkei 225(CME) e-Mini Yen
Mar16 160310 16870 16870 16680 16680 -120 5 70 +5
Jun16 160331 16770 16770 16765 16770 -220 1 15 -1
Sep16 160331 16730 16730 16730 16730 -220      
Total Volume and Open Interest 1 15 -1
CAC 40(EURONEXT)
Apr16 160331 4431.5 4432.0 4369.5 4383.5 -60.0 85,291 252,815 +4,937
May16 160331 4348.0 4348.0 4300.0 4312.0 -59.5 14 74 +2
Jun16 160331 4304.0 4304.0 4251.5 4265.5 -59.5 515 8,758 -84
Total Volume and Open Interest 85,820 261,652 +4,855
Hang Seng Index(HKFE)
Mar16 160330 20363 20718 20253 20683 +334 162,355 65,641 -23,035
Apr16 160331 20857 21020 20703 20807 -48 76,817 90,830 +28,570
May16 160331 20719 20760 20587 20675        
DAX(EUREX)
Jun16 160331 10058.0 10070.5 9963.0 10000.0 -91.0 89,612 110,693 -5,138
Sep16 160331 10037.5 10056.5 9966.0 9992.0 -91.0 78 1,497 -23
Dec16 160331 10005.0 10005.0 9972.0 9985.0 -91.0 2 1,301 +1
Total Volume and Open Interest 89,692 113,491 -5,160
Mini-DAX(EUREX)
Mar16 160318 9872.0 9935.0 9819.0 9901.5 +29.5 16,755 7,843 -450
Jun16 160331 10060.0 10070.0 9965.0 10001.0 -89.0 22,176 5,163 -376
Sep16 160331 10024.0 10039.0 9983.0 9993.0 -89.0 23 67 +3
Total Volume and Open Interest 22,199 5,231 -373
FT-SE 100(EURONEXT)
Jun16 160331 6143.50 6147.00 6091.50 6113.00 -34.50 100,548 606,176 +2,458
Sep16 160331 6061.50 6061.50 6061.50 6061.50 -35.00 0 1,784 +0
Dec16 160331 6027.50 6027.50 6027.50 6027.50 -35.00      
Total Volume and Open Interest 100,548 607,960 +2,458
SPI 200(SFE)
Jun16 160331 4995.0 5086.0 4992.0 5066.0 +73.0 35,473 230,772 +1,513
Sep16 160331 5020.0 5020.0 5020.0 5020.0 +73.0 2 802 +0
Dec16 160331 5006.0 5006.0 5006.0 5006.0 +73.0 0 2,043 +0
Total Volume and Open Interest 35,508 234,625 +1,518
FTSE MIB(ISE)
Jun16 160331 17805.00 17845.00 17515.00 17696.00 -248.00 33,275 56,872 +56,872
Sep16 160331 17540.00 17650.00 17485.00 17584.00 -255.00 7 33 +33
Dec16 160331 17474.00 17474.00 17474.00 17474.00 -255.00      
Total Volume and Open Interest 33,282 56,905 +56,905
KOSPI 200(KFE)
Jun16 160331 248.45 248.90 245.90 246.40 -1.40 110,294 120,396 +1,356
Sep16 160331 249.00 249.45 246.70 247.15 -1.45 373 4,308 -40
Dec16 160331 249.00 249.00 249.00 249.00 -0.30 0 2,408 +0
Total Volume and Open Interest 110,667 128,350 +1,326
GSCI(CME)
Apr16 160331 324.30 326.15 322.00 322.70 -0.75 389 11,523 +31
May16 160331 327.55 330.60 327.35 327.55 -0.40 0 60 +0
Jun16 160331 329.55 329.55 329.55 329.55 -0.40      
Total Volume and Open Interest 389 11,583 +31
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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