Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Tue April 26, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May16 160426 999.25 1018.75 991.75 1017.75 +18.00 110,533 77,336 -61,845
Jul16 160426 1009.25 1028.25 1001.50 1027.25 +17.50 263,877 404,834 +15,451
Aug16 160426 1011.00 1028.75 1003.50 1027.75 +16.00 23,224 31,853 +3,452
Sep16 160426 1002.25 1017.75 996.50 1017.00 +13.50 10,551 18,502 +519
Nov16 160426 996.75 1010.00 990.75 1009.00 +11.25 111,479 227,045 +4,115
Jan17 160426 999.00 1011.75 993.25 1010.75 +10.50 6,018 11,987 +20
Mar17 160426 994.25 1006.25 992.00 1005.00 +10.25 7,212 22,112 +840
May17 160426 993.50 1004.00 987.75 1003.50 +9.75 4,269 11,493 +1,252
Jul17 160426 993.25 1005.75 993.25 1005.25 +8.75 1,682 6,451 +218
Aug17 160426 1000.75 1000.75 1000.75 1000.75 +8.75 1 184 -1
Sep17 160426 981.00 981.00 981.00 981.00 +8.75 0 51 +0
Nov17 160426 957.50 967.00 955.25 967.00 +8.75 1,207 10,286 -164
Jan18 160426 959.25 967.75 959.25 967.75 +7.75 4 80 +3
Mar18 160426 971.00 971.00 971.00 971.00 +7.75 0 38 +0
Total Volume and Open Interest 540,063 822,425 -36,138
Soybean Meal(CBOT)
May16 160426 315.40 323.90 312.50 323.30 +6.90 43,731 34,626 -15,500
Jul16 160426 318.00 327.20 315.50 326.60 +7.10 108,710 175,999 +2,008
Aug16 160426 318.00 327.00 315.90 326.60 +7.10 10,323 27,836 +689
Sep16 160426 319.60 326.40 315.90 326.00 +6.40 8,328 23,086 -635
Oct16 160426 316.10 324.20 315.10 324.10 +5.50 5,809 14,665 -44
Dec16 160426 318.40 324.80 315.20 324.40 +5.30 29,060 56,911 +1,846
Jan17 160426 315.90 323.10 314.90 322.80 +5.20 2,440 4,916 +576
Mar17 160426 312.40 319.80 312.30 319.40 +4.50 2,194 6,392 +430
May17 160426 314.30 318.60 312.50 318.60 +4.40 1,424 6,235 +498
Jul17 160426 313.00 319.40 313.00 319.40 +4.30 1,382 5,255 +246
Total Volume and Open Interest 213,746 359,948 -9,789
Soybean Oil(CBOT)
May16 160426 33.94 34.17 33.81 33.94 +0.04 79,677 57,410 -29,488
Jul16 160426 34.22 34.48 34.11 34.21 +0.01 118,602 227,445 +10,434
Aug16 160426 34.35 34.56 34.22 34.32 +0.01 22,778 26,045 +1,824
Sep16 160426 34.49 34.65 34.35 34.44 unch 11,840 23,516 +2,563
Oct16 160426 34.57 34.77 34.44 34.52 unch 4,453 11,261 +502
Dec16 160426 34.72 34.92 34.60 34.70 +0.03 22,155 69,293 +1,187
Jan17 160426 34.76 35.00 34.75 34.82 +0.01 1,939 6,157 +139
Mar17 160426 34.78 35.04 34.77 34.83 +0.01 1,791 8,221 +417
May17 160426 34.80 34.99 34.77 34.83 +0.03 1,005 5,665 +121
Jul17 160426 34.86 35.04 34.85 34.91 +0.02 378 3,854 +61
Total Volume and Open Interest 265,173 448,521 -12,312
Canola(WCE)
May16 160426 494.0 500.0 489.6 499.1 +2.8 10,545 17,487 -4,322
Jul16 160426 496.6 502.3 493.2 501.0 +2.3 14,397 87,498 -676
Nov16 160426 492.0 494.2 488.7 492.9 -0.1 7,969 49,617 +849
Jan17 160426 496.9 497.8 495.5 496.5 -1.4 211 3,403 +141
Mar17 160426 499.2 499.6 497.4 498.4 -0.7 47 679 +39
Total Volume and Open Interest 33,169 158,926 -3,969
Corn(CBOT)
May16 160426 377.25 383.00 374.00 382.25 +5.25 174,983 115,580 -57,874
Jul16 160426 382.00 387.75 378.50 387.25 +5.50 307,600 694,059 +10,331
Sep16 160426 382.25 389.25 379.75 388.75 +6.50 40,109 210,135 +473
Dec16 160426 387.25 395.00 385.75 394.50 +6.75 86,223 290,932 +4,707
Mar17 160426 396.00 404.00 394.50 404.00 +7.50 9,606 54,386 -207
May17 160426 401.25 409.50 400.00 409.25 +7.50 2,585 10,493 +370
Jul17 160426 406.00 414.25 405.00 414.25 +7.75 2,715 24,890 +173
Sep17 160426 405.75 410.00 405.75 410.00 +7.75 122 2,983 +64
Dec17 160426 403.00 411.00 403.00 411.00 +7.75 3,136 27,889 +1,371
Mar18 160426 414.75 419.50 414.75 419.50 +7.75 17 736 -1
Total Volume and Open Interest 627,132 1,434,052 -40,590
Wheat(CBOT)
May16 160426 471.00 480.50 467.00 479.75 +8.50 69,802 38,717 -21,560
Jul16 160426 477.50 488.50 474.00 487.75 +10.00 155,005 233,717 +486
Sep16 160426 486.75 498.00 483.75 497.25 +10.00 23,672 54,961 -1,892
Dec16 160426 504.25 514.75 501.00 514.00 +9.75 15,571 57,622 +1,637
Mar17 160426 516.00 529.50 516.00 528.75 +9.75 2,765 14,209 +751
May17 160426 531.75 537.75 527.50 537.75 +10.00 402 3,659 +22
Total Volume and Open Interest 267,497 407,822 -20,571
Wheat(KCBT)
May16 160426 462.00 466.75 455.75 466.25 +3.75 16,316 21,526 -6,431
Jul16 160426 473.25 478.50 466.75 478.00 +4.25 33,757 119,410 +1,791
Sep16 160426 486.50 492.75 481.00 492.50 +4.50 4,557 20,593 +485
Dec16 160426 511.75 516.00 504.75 516.00 +5.00 3,707 28,097 +1,120
Mar17 160426 521.25 529.75 519.00 529.75 +5.00 812 10,866 +140
May17 160426 528.50 538.50 528.50 538.25 +4.75 338 2,947 +50
Jul17 160426 535.75 541.50 533.00 541.50 +3.75 231 1,236 +67
Total Volume and Open Interest 59,742 204,976 -2,785
Wheat(MGE)
May16 160426 529.00 535.00 529.00 534.00 +6.25 3,426 8,362 -1,602
Jul16 160426 537.50 544.00 535.25 542.75 +5.25 7,634 28,787 +208
Sep16 160426 544.00 551.50 543.00 550.00 +5.00 1,423 9,414 +248
Dec16 160426 556.00 561.75 553.50 560.50 +5.00 668 8,390 +62
Mar17 160426 570.00 571.50 567.50 569.75 +6.00 438 4,671 +19
May17 160426 573.00 577.25 573.00 575.25 +5.50 171 1,974 +10
Total Volume and Open Interest 13,793 62,166 -1,039
Oats(CBOT)
May16 160426 196.75 198.00 194.00 195.75 -1.25 578 1,677 -1,148
Jul16 160426 206.75 207.75 203.50 205.50 -0.75 1,386 6,497 +318
Sep16 160426 215.25 215.25 213.50 213.75 -0.25 27 207 -4
Dec16 160426 221.75 222.00 220.00 221.00 -0.75 37 1,084 +9
Total Volume and Open Interest 2,030 9,475 -824
Rough Rice(CBOT)
May16 160426 10.85 11.14 10.85 10.95 +0.11 1,679 3,429 -1,137
Jul16 160426 11.09 11.39 11.09 11.20 +0.11 1,754 6,202 +655
Sep16 160426 11.28 11.50 11.28 11.35 +0.14 59 1,153 +10
Nov16 160426 11.40 11.49 11.39 11.43 +0.13 7 224 -1
Total Volume and Open Interest 3,499 11,051 -473
Live Cattle(CME)
Apr16 160426 125.930 127.285 125.800 126.800 +1.250 3,330 6,146 -1,942
Jun16 160426 117.100 118.800 116.900 118.750 +2.150 35,006 135,260 -2,933
Aug16 160426 114.150 115.400 113.730 115.250 +1.850 13,416 61,725 -38
Oct16 160426 113.700 115.135 113.500 115.050 +1.820 9,158 44,715 +425
Dec16 160426 113.580 115.200 113.535 115.100 +1.900 4,287 21,175 +513
Feb17 160426 112.535 114.080 112.535 114.035 +1.750 1,266 6,146 +152
Total Volume and Open Interest 66,995 280,120 -3,765
Feeder Cattle(CME)
Apr16 160426 146.000 146.630 145.630 146.580 +0.545 760 3,104 -17
May16 160426 143.900 145.400 143.650 145.185 +1.935 4,880 11,596 +32
Aug16 160426 144.250 145.550 143.750 145.035 +1.785 6,038 18,838 +880
Sep16 160426 143.450 144.785 143.435 144.500 +1.800 801 4,749 +5
Oct16 160426 143.250 144.080 142.630 143.735 +1.655 833 3,095 +165
Nov16 160426 138.380 139.700 138.330 139.350 +1.650 444 2,527 +100
Jan17 160426 134.735 135.750 134.550 135.550 +1.765 124 301 +30
Total Volume and Open Interest 13,893 44,254 +1,200
Lean Hogs(CME)
May16 160426 74.930 75.250 73.950 74.785 -0.145 328 1,970 -59
Jun16 160426 78.850 78.850 77.550 77.830 -0.620 15,129 82,786 -114
Jul16 160426 80.000 80.000 78.535 78.850 -0.580 4,126 25,610 +331
Aug16 160426 79.750 79.750 78.450 78.650 -0.635 4,309 36,174 +637
Oct16 160426 69.180 69.180 68.100 68.330 -0.620 2,950 42,787 +483
Dec16 160426 64.150 64.150 63.350 63.800 -0.150 929 23,229 +31
Feb17 160426 66.975 67.000 66.430 66.885 -0.090 401 6,704 +4
Apr17 160426 69.930 69.930 69.535 69.730 -0.155 164 2,946 +62
Total Volume and Open Interest 28,339 222,825 +1,376
Class III Milk(CME)
Apr16 160426 13.65 13.65 13.63 13.63 -0.01 4 3,560 -1
May16 160426 13.26 13.32 13.16 13.20 -0.08 332 5,162 +49
Jun16 160426 13.43 13.46 13.24 13.26 -0.18 144 4,625 +24
Jul16 160426 13.84 13.87 13.64 13.65 -0.19 184 3,612 +67
Aug16 160426 14.44 14.48 14.30 14.30 -0.17 67 2,997 +38
Sep16 160426 14.88 14.92 14.78 14.78 -0.11 54 2,709 +26
Oct16 160426 15.11 15.11 14.94 14.94 -0.15 16 2,411 +1
Nov16 160426 15.07 15.07 15.00 15.00 -0.13 7 2,337 +5
Dec16 160426 15.06 15.06 15.01 15.01 -0.09 10 2,237 +8
Jan17 160426 15.08 15.09 15.08 15.09 -0.07 4 531 +3
Feb17 160426 15.32 15.34 15.27 15.27 -0.08 21 547 +4
Mar17 160426 15.45 15.45 15.39 15.39 -0.06 8 473 +2
Apr17 160426 15.40 15.40 15.40 15.40 unch 7 268 +4
Total Volume and Open Interest 871 32,431 +235
Cocoa(ICE)
May16 160426 3158 3197 3158 3181 +68 50 58 -42
Jul16 160426 3171 3213 3163 3211 +44 21,276 97,893 -1,713
Sep16 160426 3170 3210 3161 3208 +43 10,157 58,053 -1,748
Dec16 160426 3144 3180 3135 3178 +38 3,933 32,807 +1,119
Mar17 160426 3117 3148 3106 3146 +35 2,475 32,483 +1,029
May17 160426 3106 3135 3098 3135 +33 286 5,147 -40
Jul17 160426 3106 3129 3106 3129 +33 232 1,763 +30
Total Volume and Open Interest 38,603 234,327 -1,218
Coffee "C"(ICE)
May16 160426 123.60 125.95 123.60 125.25 +2.15 229 1,333 -107
Jul16 160426 123.75 126.70 123.70 125.75 +2.20 19,285 92,582 -2,809
Sep16 160426 125.65 128.45 125.50 127.40 +2.10 6,987 38,665 +233
Dec16 160426 127.80 130.65 127.80 129.65 +2.15 6,293 26,675 -1,156
Mar17 160426 130.05 132.75 130.00 131.95 +2.15 819 9,450 +105
May17 160426 132.00 134.25 132.00 133.45 +2.20 157 5,384 +20
Total Volume and Open Interest 34,101 181,155 -3,696
Orange Juice(ICE)
May16 160426 126.65 127.10 122.65 123.25 -3.50 460 1,716 -271
Jul16 160426 128.45 129.95 126.80 127.00 -1.40 1,072 8,850 +245
Sep16 160426 129.00 129.35 127.75 127.90 -1.35 99 1,562 +57
Nov16 160426 129.65 129.65 128.50 128.75 -1.30 46 688 +30
Jan17 160426 129.25 129.40 129.00 129.40 -1.45 8 140 +6
Mar17 160426 130.35 130.35 130.35 130.35 -1.45 0 1 +0
Total Volume and Open Interest 1,685 12,957 +67
Sugar #11(ICE)
May16 160426 15.63 15.82 15.40 15.77 +0.14 23,769 67,934 -8,700
Jul16 160426 15.89 16.09 15.68 16.05 +0.16 69,821 353,868 +5,777
Oct16 160426 16.18 16.35 15.98 16.32 +0.14 20,156 178,004 +2,244
Mar17 160426 16.61 16.76 16.42 16.74 +0.12 6,486 114,858 +219
May17 160426 16.40 16.53 16.22 16.52 +0.12 1,150 17,964 +17
Jul17 160426 16.17 16.30 16.02 16.29 +0.12 873 24,695 +316
Oct17 160426 16.06 16.20 16.00 16.20 +0.13 305 19,180 +44
Mar18 160426 16.24 16.37 16.16 16.36 +0.14 130 7,643 +48
Total Volume and Open Interest 122,716 790,398 -40
London Cocoa(LCE)
May16 160426 2260 2287 2257 2287 +21 7,221 59,769 -850
Jul16 160426 2281 2300 2270 2299 +17 16,307 77,238 +3,839
Sep16 160426 2257 2274 2249 2273 +13 6,956 58,368 +1,216
Dec16 160426 2217 2231 2209 2231 +10 3,967 52,626 +570
Mar17 160426 2183 2194 2175 2193 +6 2,761 40,832 +819
May17 160426 2178 2187 2171 2186 +6 593 7,818 +277
Jul17 160426 2172 2181 2172 2181 +6 250 1,596 +48
Total Volume and Open Interest 38,083 298,708 +5,935
London Sugar(LCE)
Aug16 160426 460.70 465.60 457.00 464.00 +3.60 4,233 52,654 +520
Oct16 160426 456.40 460.80 451.70 459.30 +3.80 1,594 16,640 +33
Dec16 160426 455.80 459.40 451.00 458.10 +3.60 413 10,581 +109
Mar17 160426 455.50 458.90 451.60 457.90 +3.70 230 8,204 +28
May17 160426 451.80 455.00 449.00 454.40 +3.50 112 2,276 +35
Total Volume and Open Interest 6,627 92,157 +728
Cotton(ICE)
May16 160426 64.99 64.99 63.45 63.46 -1.31 3,845 578 -2,530
Jul16 160426 64.06 64.75 63.50 63.83 -0.21 19,780 113,921 +1,709
Oct16 160426 63.20 63.20 63.20 63.20 +0.07 1 19 +0
Dec16 160426 62.70 63.38 62.45 62.79 +0.07 7,462 59,996 +802
Mar17 160426 63.10 63.54 62.73 63.06 unch 493 9,094 +56
May17 160426 63.58 63.79 63.33 63.33 -0.09 99 2,149 +20
Total Volume and Open Interest 31,715 189,732 +88
Lumber(CME)
May16 160426 285.6 293.9 285.0 286.2 -0.7 379 1,521 -232
Jul16 160426 295.2 301.7 292.8 295.4 +1.7 293 2,023 +22
Sep16 160426 298.5 301.9 296.8 296.8 +1.1 0 179 +0
Nov16 160426 297.5 300.4 297.4 297.4 +7.0 1 40 +1
Total Volume and Open Interest 673 3,799 -209
Crude Oil(NYM)
Jun16 160426 42.96 44.83 42.50 44.04 +1.40 575,107 487,833 -8,320
Jul16 160426 43.92 45.64 43.43 44.89 +1.30 88,095 247,361 -5,692
Aug16 160426 44.44 46.10 44.00 45.40 +1.25 22,259 93,788 +649
Sep16 160426 44.83 46.45 44.51 45.80 +1.21 26,416 128,097 +1,396
Oct16 160426 45.24 46.48 44.86 46.14 +1.18 14,453 60,542 +456
Nov16 160426 45.66 46.75 45.38 46.46 +1.15 8,926 52,286 -67
Dec16 160426 45.91 47.31 45.48 46.74 +1.13 44,804 199,190 +2,472
Jan17 160426 46.16 47.25 46.10 46.97 +1.10 4,350 36,950 +127
Feb17 160426 46.35 47.54 46.35 47.16 +1.07 3,552 23,445 +105
Mar17 160426 46.47 47.69 46.44 47.33 +1.04 9,858 40,617 -2,775
Apr17 160426 46.68 47.70 46.42 47.48 +1.01 1,557 10,395 +87
May17 160426 47.65 47.66 47.51 47.62 +0.98 1,026 12,744 +110
Jun17 160426 47.08 48.20 46.72 47.75 +0.95 11,606 48,474 +1,192
Jul17 160426 47.51 47.86 47.50 47.86 +0.93 532 11,523 +134
Aug17 160426 47.97 47.97 47.97 47.97 +0.91 193 7,465 +57
Sep17 160426 47.81 48.32 47.72 48.10 +0.89 662 21,722 +102
Total Volume and Open Interest 837,856 1,697,265 -8,683
e-miNY Crude Oil(NYM)
Jun16 160426 42.925 44.825 42.500 44.050 +1.400 13,141 2,347 +17
Jul16 160426 43.825 45.600 43.475 44.900 +1.300 157 465 +14
Aug16 160426 44.625 45.500 44.625 45.400 +1.250 35 84 +8
Sep16 160426 44.825 46.375 44.825 45.800 +1.200 2 94 +1
Oct16 160426 45.575 46.150 45.575 46.150 +1.200 2 64 -1
Nov16 160426 46.450 46.450 46.450 46.450 +1.150 0 13 +0
Dec16 160426 46.725 46.750 46.725 46.750 +1.150 0 267 +0
Jan17 160426 46.975 46.975 46.975 46.975 +1.100 1 16 +0
Feb17 160426 47.150 47.150 47.150 47.150 +1.050 0 5 +0
Mar17 160426 47.325 47.325 47.325 47.325 +1.025 0 13 +0
Total Volume and Open Interest 13,405 3,606 -11
NY Harbor ULSD(NYM)
May16 160426 129.97 135.20 129.00 133.25 +4.22 23,955 39,217 -2,772
Jun16 160426 130.84 135.80 129.85 133.87 +3.96 45,858 90,185 -210
Jul16 160426 132.25 136.79 131.08 134.92 +3.73 16,057 62,029 +124
Aug16 160426 133.85 138.08 132.99 136.30 +3.56 10,109 27,492 -385
Sep16 160426 135.35 139.30 135.35 138.11 +3.46 7,008 26,168 +445
Oct16 160426 138.15 140.66 138.09 140.10 +3.38 3,078 16,057 +312
Nov16 160426 139.68 142.60 139.68 142.07 +3.27 1,867 13,053 +430
Dec16 160426 141.50 145.11 140.51 143.83 +3.17 7,450 53,788 -9
Jan17 160426 143.13 146.03 143.13 145.40 +3.10 1,678 19,635 +678
Feb17 160426 144.98 146.28 144.85 146.15 +3.01 679 5,242 +381
Mar17 160426 144.93 146.26 144.93 146.26 +2.95 279 7,396 +30
Apr17 160426 145.11 145.87 144.86 145.87 +2.91 228 2,460 +10
May17 160426 146.17 146.17 146.17 146.17 +2.85 156 2,280 +29
Jun17 160426 145.61 147.51 145.61 146.71 +2.80 356 7,810 +183
Total Volume and Open Interest 118,914 395,252 -708
RBOB Gasoline(NYM)
May16 160426 152.13 158.50 151.65 156.60 +5.29 33,371 34,868 -5,609
Jun16 160426 153.83 159.90 153.32 157.94 +4.80 58,753 110,397 +4,679
Jul16 160426 154.49 159.83 153.81 158.08 +4.47 30,664 52,075 +1,009
Aug16 160426 153.56 158.32 152.58 156.69 +4.26 14,481 33,951 +473
Sep16 160426 151.12 155.45 150.55 153.98 +4.04 15,257 45,707 -1,420
Oct16 160426 136.81 139.73 136.24 139.38 +3.76 7,006 27,512 +390
Nov16 160426 133.54 136.05 133.54 135.70 +3.59 4,200 15,870 +745
Dec16 160426 131.18 134.78 131.10 133.33 +3.49 4,667 32,123 +44
Jan17 160426 131.80 133.41 131.62 133.12 +3.47 800 6,261 +230
Feb17 160426 133.53 134.64 133.53 134.34 +3.42 349 1,350 +64
Total Volume and Open Interest 170,808 390,931 +880
e-miNY RBOB Gasoline(NYM)
May16 160426 151.30 156.60 151.30 156.60 +5.30 0 1 +0
Jun16 160426 157.90 157.94 157.90 157.90 +4.80      
Jul16 160426 158.10 158.10 158.08 158.10 +4.50      
Aug16 160426 156.70 156.70 156.69 156.70 +4.30      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
May16 160426 2.072 2.082 1.993 2.032 -0.031 155,814 30,340 -21,902
Jun16 160426 2.196 2.208 2.132 2.159 -0.028 153,075 265,028 +13,980
Jul16 160426 2.321 2.332 2.263 2.294 -0.017 62,710 204,858 +3,063
Aug16 160426 2.399 2.401 2.339 2.370 -0.011 31,730 55,039 -771
Sep16 160426 2.437 2.437 2.376 2.404 -0.011 26,853 114,350 -1,203
Oct16 160426 2.492 2.501 2.440 2.470 -0.009 31,114 95,711 -863
Nov16 160426 2.697 2.705 2.652 2.689 +0.006 5,152 39,593 +108
Dec16 160426 3.005 3.010 2.960 2.999 +0.017 7,242 41,528 -724
Jan17 160426 3.130 3.148 3.094 3.135 +0.021 14,028 75,105 -138
Feb17 160426 3.127 3.136 3.092 3.125 +0.020 3,661 18,306 +272
Mar17 160426 3.057 3.089 3.042 3.078 +0.021 7,991 45,487 -665
Apr17 160426 2.841 2.860 2.818 2.850 +0.021 10,508 47,213 -780
May17 160426 2.819 2.846 2.803 2.835 +0.018 5,180 12,542 +1,217
Jun17 160426 2.845 2.867 2.844 2.865 +0.020 1,418 6,516 +37
Jul17 160426 2.882 2.907 2.880 2.900 +0.022 1,142 4,543 +131
Aug17 160426 2.898 2.921 2.898 2.915 +0.023 1,474 4,547 +426
Total Volume and Open Interest 521,660 1,109,011 -7,709
Brent Crude Oil(ICE)
Jun16 160426 44.69 46.49 44.36 45.74 +1.26 272,848 211,277 -47,145
Jul16 160426 44.57 46.32 44.16 45.58 +1.26 230,619 557,376 +46,651
Aug16 160426 44.99 46.68 44.58 45.96 +1.23 79,120 201,605 +5,562
Sep16 160426 45.36 47.05 44.99 46.36 +1.21 63,502 183,548 +5,094
Oct16 160426 45.69 47.34 45.35 46.69 +1.19 26,795 110,720 +746
Nov16 160426 46.05 47.63 45.69 47.01 +1.17 20,258 100,177 -59
Dec16 160426 46.46 47.94 46.06 47.35 +1.14 72,505 327,648 -3,656
Jan17 160426 46.67 48.13 46.44 47.64 +1.12 7,133 50,302 +377
Feb17 160426 47.06 48.46 47.04 47.90 +1.10 3,464 48,834 -205
Mar17 160426 47.12 48.17 47.12 48.17 +1.07 3,682 37,918 -18
Apr17 160426 48.36 48.41 48.36 48.41 +1.04 938 19,038 +141
May17 160426 48.64 48.64 48.64 48.64 +1.01 574 20,271 +58
Jun17 160426 47.87 49.33 47.87 48.87 +0.99 13,453 69,729 +615
Jul17 160426 49.09 49.09 49.09 49.09 +0.97 565 13,968 +7
Total Volume and Open Interest 834,167 2,327,159 +9,696
Gas Oil(ICE)
May16 160426 388.75 403.25 385.25 397.00 +4.00 37,751 110,729 -2,939
Jun16 160426 391.00 405.00 387.50 399.00 +4.25 68,861 144,468 +2,958
Jul16 160426 394.75 408.00 391.25 402.25 +4.00 31,219 63,308 +1,651
Aug16 160426 399.75 412.00 396.25 406.75 +4.00 12,737 36,690 +81
Sep16 160426 406.00 415.50 401.50 411.75 +4.00 12,722 40,399 +1,597
Oct16 160426 411.50 422.50 407.50 417.25 +4.00 5,151 34,652 +364
Nov16 160426 413.25 425.75 410.75 420.75 +4.00 3,252 21,768 +54
Dec16 160426 417.25 428.25 413.50 423.50 +4.00 16,960 89,854 +1,121
Jan17 160426 420.00 429.00 419.75 427.25 +4.00 3,712 21,748 +191
Feb17 160426 424.00 434.25 424.00 430.75 +4.00 585 12,322 -101
Total Volume and Open Interest 200,732 738,329 +5,330
Ethanol(CBOT)
May16 160426 1.540 1.550 1.530 1.545 +0.009 308 694 -147
Jun16 160426 1.527 1.539 1.522 1.539 +0.013 417 1,443 +121
Jul16 160426 1.532 1.532 1.532 1.532 +0.013 117 1,015 +40
Aug16 160426 1.505 1.519 1.505 1.519 +0.013 16 221 -16
Sep16 160426 1.508 1.508 1.508 1.508 +0.013 6 458 +6
Oct16 160426 1.490 1.490 1.490 1.490 +0.013 0 193 +0
Nov16 160426 1.473 1.473 1.473 1.473 +0.013 0 165 +0
Dec16 160426 1.454 1.464 1.454 1.464 +0.016 19 409 +18
Total Volume and Open Interest 883 4,598 +22
WTI Crude Oil(ICE)
Jun16 160426 42.89 44.83 42.51 44.04 +1.40 42,384 91,414 -3,046
Jul16 160426 43.95 45.65 43.47 44.89 +1.30 23,647 60,527 +1,940
Aug16 160426 44.56 46.10 44.07 45.40 +1.25 10,816 21,904 -669
Sep16 160426 44.79 46.45 44.53 45.80 +1.21 7,334 28,162 +1,252
Oct16 160426 45.22 46.75 45.22 46.14 +1.18 5,232 9,838 +827
Nov16 160426 45.95 46.99 45.85 46.46 +1.15 3,088 12,234 +51
Dec16 160426 45.65 47.28 45.65 46.74 +1.13 8,633 71,104 +137
Jan17 160426 46.50 47.04 46.50 46.97 +1.10 337 5,402 -35
Feb17 160426 46.71 47.16 46.71 47.16 +1.07 214 4,420 +84
Mar17 160426 47.33 47.33 47.33 47.33 +1.04 246 4,781 -5
Apr17 160426 47.48 47.48 47.48 47.48 +1.01 93 2,453 -17
May17 160426 47.62 47.62 47.62 47.62 +0.98 94 1,210 -16
Jun17 160426 47.40 48.12 47.40 47.75 +0.95 748 22,873 +243
Jul17 160426 47.86 47.86 47.86 47.86 +0.93 5 1,425 -1
Aug17 160426 47.97 47.97 47.97 47.97 +0.91 10 434 -3
Sep17 160426 48.10 48.10 48.10 48.10 +0.89 29 3,139 -2
Total Volume and Open Interest 107,363 410,657 +2,014
US Dollar Index(ICE)
Jun16 160426 94.730 94.775 94.155 94.543 -0.257 21,344 59,680 -296
Sep16 160426 94.830 94.860 94.275 94.618 -0.283 208 2,223 +53
Dec16 160426 94.815 94.815 94.320 94.668 -0.285 34 380 +28
Total Volume and Open Interest 21,596 62,435 -206
Australian Dollar(CME)
Jun16 160426 76.97 77.49 76.81 77.21 +0.30 102,354 151,262 +4,127
Sep16 160426 76.60 77.15 76.50 76.88 +0.29 112 954 +25
Dec16 160426 76.61 76.61 76.61 76.61 +0.30 0 29 +0
Total Volume and Open Interest 102,466 152,250 +4,152
British Pound(CME)
Jun16 160426 144.82 146.41 144.80 145.80 +1.01 98,800 234,673 +1,622
Sep16 160426 144.97 146.44 144.94 145.87 +1.01 61 887 +10
Dec16 160426 145.18 146.49 145.18 145.98 +1.00 3 205 +0
Total Volume and Open Interest 98,866 235,796 +1,634
Canadian Dollar(CME)
Jun16 160426 78.89 79.40 78.83 79.23 +0.39 82,082 114,037 +2,696
Sep16 160426 78.95 79.38 78.84 79.23 +0.39 283 2,059 +18
Dec16 160426 79.11 79.38 78.60 79.24 +0.40 343 1,655 +299
Mar17 160426 79.25 79.32 79.25 79.25 +0.40 0 105 +0
Total Volume and Open Interest 82,758 117,920 +3,063
Japanese Yen(CME)
Jun16 160426 90.03 90.47 89.82 89.87 -0.09 183,212 173,026 -4,784
Sep16 160426 90.39 90.78 90.13 90.18 -0.09 357 784 +216
Dec16 160426 90.76 91.05 90.57 90.57 -0.09 9 91 -2
Total Volume and Open Interest 183,592 173,957 -4,564
Swiss Franc(CME)
Jun16 160426 102.73 103.27 102.58 102.82 +0.17 19,848 43,972 +921
Sep16 160426 103.53 103.79 103.08 103.30 +0.17 8 93 +0
Dec16 160426 103.81 104.19 103.81 103.81 +0.17 0 24 +0
Total Volume and Open Interest 19,856 44,104 +921
EuroFX(CME)
Jun16 160426 112.83 113.57 112.72 113.06 +0.30 152,035 335,047 -3,003
Sep16 160426 113.20 113.92 113.10 113.43 +0.30 285 3,150 +55
Dec16 160426 113.88 114.27 113.67 113.84 +0.31 19 1,176 +14
Total Volume and Open Interest 152,453 340,129 -2,858
Mexican Peso(CME)
May16 160426 573.38 573.38 573.38 573.38 +7.13      
Jun16 160426 566.88 573.50 565.25 571.75 +7.00 41,651 103,027 -3,040
Total Volume and Open Interest 41,651 120,736 -3,040
Brazilian Real(CME)
May16 160426 280.90 283.75 280.90 283.30 +2.00 1,383 25,339 -268
Jun16 160426 280.00 281.30 279.05 280.90 +2.00 252 5,226 +28
Jul16 160426 278.55 278.55 278.55 278.55 +1.95 0 15 +0
Aug16 160426 276.10 276.10 276.10 276.10 +1.95      
Total Volume and Open Interest 1,635 30,602 -240
30-Year T-Bonds(CBOT)
Jun16 160426 161~240 162~060 160~310 161~070 -0~230 203,354 523,387 -4,223
Sep16 160426 160~140 160~200 159~200 159~280 -0~230 426 1,318 +94
Dec16 160426 158~200 158~200 158~200 158~200 -0~230      
Total Volume and Open Interest 203,780 524,705 -4,129
10-Year T-Notes(CBOT)
Jun16 160426 129~095 129~155 129~020 129~055 -0~065 1,012,534 2,697,587 -36,669
Sep16 160426 129~050 129~065 128~285 128~310 -0~075 1,029 10,336 +162
Dec16 160426 128~045 128~045 128~045 128~045 -0~075      
Total Volume and Open Interest 1,013,563 2,707,923 -36,507
5-Year T-Notes(CBOT)
Jun16 160426 120~132 120~166 120~090 120~104 -0~040 460,128 2,467,638 -9,481
Sep16 160426 119~316 120~014 119~286 119~296 -0~040 6,259 33,943 +5,441
Dec16 160426 119~282 119~282 119~282 119~282 -0~040      
Total Volume and Open Interest 466,387 2,501,581 -4,040
2 Year T-Notes(CBOT)
Jun16 160426 109~052 109~062 109~036 109~042 -0~014 172,918 1,046,040 +12,782
Sep16 160426 109~000 109~000 108~314 108~314 -0~020 204 2,889 -37
Dec16 160426 108~300 108~300 108~300 108~300 -0~020      
Total Volume and Open Interest 173,122 1,048,929 +12,745
Eurodollars(CME)
Jun16 160426 99.295 99.300 99.290 99.295 +0.005 173,718 1,184,331 -4,377
Sep16 160426 99.175 99.190 99.170 99.180 +0.005 168,186 1,008,180 -6,054
Dec16 160426 99.080 99.095 99.070 99.080 unch 207,604 1,278,212 +7,555
Mar17 160426 99.015 99.030 99.000 99.010 -0.005 168,041 880,941 -1,386
Jun17 160426 98.950 98.970 98.925 98.935 -0.015 146,590 838,301 -3,662
Sep17 160426 98.880 98.900 98.855 98.865 -0.020 115,657 701,812 -3,736
Dec17 160426 98.805 98.825 98.775 98.785 -0.020 201,168 1,029,476 -11,946
Mar18 160426 98.745 98.765 98.715 98.725 -0.020 125,674 495,737 -7,708
Jun18 160426 98.680 98.700 98.645 98.655 -0.025 96,012 431,467 +1,756
Sep18 160426 98.615 98.635 98.580 98.590 -0.025 68,874 363,122 +5,897
Dec18 160426 98.540 98.560 98.505 98.515 -0.030 86,031 509,954 -2,201
Mar19 160426 98.475 98.500 98.450 98.455 -0.030 59,924 299,630 -268
Jun19 160426 98.415 98.435 98.380 98.390 -0.030 36,330 251,788 -5,955
Sep19 160426 98.350 98.370 98.315 98.325 -0.030 37,294 182,154 -1,008
Dec19 160426 98.275 98.300 98.245 98.255 -0.030 34,238 201,371 +8,818
Mar20 160426 98.225 98.245 98.185 98.195 -0.035 26,344 104,125 +555
Jun20 160426 98.165 98.185 98.125 98.135 -0.035 14,748 58,571 -1,064
Sep20 160426 98.105 98.125 98.065 98.075 -0.035 13,418 57,873 -718
Total Volume and Open Interest 1,818,759 10,178,314 -20,041
Ultra T-Bond(CBOT)
Jun16 160426 169~07 169~27 168~11 168~21 -0~28 59,319 623,057 -2,346
Sep16 160426 170~22 170~22 170~22 170~22 -0~29 0 18 +0
Dec16 160426 170~00 170~00 170~00 170~00 -0~29      
Total Volume and Open Interest 59,319 623,075 -2,346
Ultra 10-Yr T-Note(CBOT)
Jun16 160426 139~140 139~225 139~025 139~065 -0~110 43,187 111,650 -2,259
Sep16 160426 139~220 139~220 139~220 139~220 -0~110      
Dec16 160426 139~220 139~220 139~220 139~220 -0~110      
Total Volume and Open Interest 43,187 111,650 -2,259
30 Day Federal Funds(CBOT)
Apr16 160426 99.637 99.637 99.635 99.637 unch 111 121,020 +29
May16 160426 99.630 99.635 99.630 99.630 unch 4,229 180,650 -15,409
Jun16 160426 99.605 99.610 99.605 99.605 unch 6,313 79,201 +1,677
Jul16 160426 99.575 99.580 99.570 99.575 -0.005 21,245 205,985 +4,932
Aug16 160426 99.535 99.535 99.530 99.530 -0.005 10,631 110,646 +1,390
Sep16 160426 99.520 99.520 99.510 99.510 -0.010 2,855 26,558 -606
Total Volume and Open Interest 54,376 981,498 -9,315
3-Mth Euro-Yen(CME)
Jun16 160426 99.990 99.990 99.990 99.990 unch      
Sep16 160426 99.990 99.990 99.990 99.990 unch      
Dec16 160426 99.990 99.990 99.990 99.990 unch      
Mar17 160426 99.990 99.990 99.990 99.990 unch      
Jun17 160426 99.990 99.990 99.990 99.990 unch      
Sep17 160426 99.990 99.990 99.990 99.990 unch      
Dec17 160426 99.990 99.990 99.990 99.990 unch      
Mar18 160426 99.995 99.995 99.995 99.995 unch      
Jun18 160426 99.855 99.855 99.855 99.855 unch      
Sep18 160426 99.715 99.715 99.715 99.715 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun16 160426 99.99 99.99 99.99 99.99 unch      
Sep16 160426 99.99 99.99 99.99 99.99 unch      
Dec16 160426 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160426 99.99 99.99 99.99 99.99 unch      
Jun17 160426 99.99 99.99 99.99 99.99 unch      
Sep17 160426 99.99 99.99 99.99 99.99 unch      
Dec17 160426 99.99 99.99 99.99 99.99 unch      
Mar18 160426 100.00 100.00 100.00 100.00 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Jun16 160426 151.58 151.91 151.55 151.85 +0.30 1,921 17,103 +257
Sep16 160426 151.29 151.29 151.29 151.29 +0.30      
Dec16 160426 151.29 151.29 151.29 151.29 +0.30      
Total Volume and Open Interest 1,921 17,103 +257
Euro-Buxl(EUREX)
Jun16 160426 164.32 164.62 162.86 163.32 -0.86 29,076 130,636 -243
Sep16 160426 171.90 171.90 171.90 171.90 -0.98 0 12 +0
Dec16 160426 171.90 171.90 171.90 171.90 -0.98      
Total Volume and Open Interest 29,076 130,648 -243
Euro-Bund(EUREX)
Jun16 160426 162.22 162.31 161.46 161.63 -0.55 551,579 1,370,489 +9,229
Sep16 160426 161.11 161.11 160.43 160.55 -0.58 5,872 62,436 +4,177
Dec16 160426 159.13 159.13 159.13 159.13 -0.55      
Total Volume and Open Interest 557,451 1,432,925 +13,406
Euro-Bobl(EUREX)
Jun16 160426 131.06 131.09 130.83 130.88 -0.15 321,621 992,698 +7,730
Sep16 160426 131.92 131.92 131.69 131.74 -0.18 438 7,489 +438
Dec16 160426 130.88 130.88 130.88 130.88 -0.15 0 1 +0
Total Volume and Open Interest 322,059 1,000,188 +8,168
Euro-Schatz(EUREX)
Jun16 160426 111.82 111.82 111.79 111.79 -0.01 158,301 913,143 -8,889
Sep16 160426 111.79 111.79 111.78 111.78 -0.01 75 127 +75
Dec16 160426 111.78 111.78 111.78 111.78 -0.01      
Total Volume and Open Interest 158,376 913,270 -8,814
3-Mth Euribor(EUREX)
Jun16 160426 100.260 100.260 100.255 100.255 unch 30 11,763 +30
Sep16 160426 100.275 100.275 100.270 100.270 unch 54 6,451 +0
Dec16 160426 100.295 100.295 100.295 100.295 unch 50 2,791 -50
Total Volume and Open Interest 398 74,270 -19
Long Gilt(LIFFE)
Jun16 160426 119~16 119~18 118~30 119~02 -0~16 162,080 486,914 -1,034
Sep16 160426 120~19 120~19 120~19 120~19 -0~16      
Total Volume and Open Interest 162,080 486,914 -1,034
3-Mth Short Sterling(LIFFE)
Jun16 160426 99.40 99.40 99.39 99.39 unch 20,047 388,810 -7,229
Sep16 160426 99.36 99.37 99.36 99.36 unch 37,325 411,371 -5,832
Dec16 160426 99.32 99.33 99.31 99.31 -0.01 58,083 432,334 +11,534
Mar17 160426 99.27 99.28 99.25 99.25 -0.02 39,719 323,236 -246
Jun17 160426 99.22 99.22 99.18 99.19 -0.03 56,600 312,202 -4,673
Sep17 160426 99.16 99.16 99.11 99.12 -0.04 43,817 278,412 -4,781
Total Volume and Open Interest 437,126 3,167,638 -29,340
3-Mth Euribor(LIFFE)
Jun16 160426 100.255 100.260 100.250 100.255 +0.005 23,424 546,625 -1,575
Sep16 160426 100.270 100.275 100.265 100.270 +0.005 49,652 489,591 -11,996
Dec16 160426 100.290 100.295 100.285 100.290 unch 31,394 465,406 +5,420
Total Volume and Open Interest 304,642 3,510,635 -9,335
3-Mth Aus T-Bills(SFE)
Jun16 160426 97.76 97.76 97.75 97.76 unch 9,786 233,589 -2,158
Sep16 160426 97.81 97.81 97.80 97.81 unch 23,906 235,292 +10,461
Dec16 160426 97.83 97.85 97.82 97.84 unch 13,143 185,314 +1,518
Mar17 160426 97.84 97.86 97.83 97.84 -0.01 10,127 119,615 -4,165
Jun17 160426 97.85 97.86 97.83 97.84 -0.01 10,011 77,016 -805
Sep17 160426 97.83 97.85 97.81 97.83 -0.01 10,731 67,305 +223
Dec17 160426 97.82 97.82 97.79 97.80 -0.02 7,227 46,986 +410
Mar18 160426 97.77 97.78 97.75 97.76 -0.02 3,253 22,543 -621
Jun18 160426 97.74 97.74 97.72 97.73 -0.02 593 13,404 +259
Sep18 160426 97.66 97.68 97.66 97.68 -0.03 240 2,413 +110
Total Volume and Open Interest 89,568 1,007,158 +5,755
10-Year Aus T-Bonds(SFE)
Jun16 160426 97.36 97.38 97.33 97.35 -0.02 108,838 828,356 -9,471
Sep16 160426 97.35 97.35 97.35 97.35 -0.02      
Total Volume and Open Interest 108,838 828,356 -9,471
3-Year Aus T-Bonds(SFE)
Jun16 160426 97.96 97.98 97.93 97.96 -0.01 157,874 770,992 +743
Sep16 160426 97.96 97.96 97.96 97.96 -0.01      
Total Volume and Open Interest 157,874 770,992 +743
Gold(CMX)
Apr16 160426 1239.8 1244.2 1233.0 1242.2 +3.3 188 1,384 -110
Jun16 160426 1239.8 1246.5 1232.7 1243.4 +3.2 209,494 373,396 -10,075
Aug16 160426 1241.3 1248.0 1234.8 1245.2 +3.3 6,639 40,592 -67
Oct16 160426 1242.8 1248.7 1236.4 1246.8 +3.3 562 22,675 +119
Dec16 160426 1245.7 1251.1 1238.2 1248.5 +3.3 1,770 30,950 +716
Feb17 160426 1250.3 1250.3 1250.2 1250.2 +3.3 8 3,830 +2
Apr17 160426 1251.9 1251.9 1251.9 1251.9 +3.3 0 2,943 +0
Jun17 160426 1245.9 1253.6 1245.9 1253.6 +3.3 4 8,720 +0
Aug17 160426 1255.2 1255.2 1255.2 1255.2 +3.3 0 114 +0
Oct17 160426 1256.8 1256.8 1256.8 1256.8 +3.3 0 632 +0
Dec17 160426 1258.5 1258.5 1258.5 1258.5 +3.3 217 6,233 -125
Feb18 160426 1260.1 1260.1 1260.1 1260.1 +3.3      
Total Volume and Open Interest 220,466 501,844 -9,490
Silver(CMX)
May16 160426 1700.5 1717.5 1683.5 1711.0 +10.1 88,301 48,767 -8,096
Jul16 160426 1705.0 1722.0 1688.5 1715.9 +10.0 37,384 107,569 +9,564
Sep16 160426 1707.0 1724.0 1695.0 1720.2 +10.0 2,363 16,453 +498
Dec16 160426 1715.5 1731.0 1700.0 1725.6 +9.9 2,353 21,287 +533
Mar17 160426 1731.1 1731.1 1731.1 1731.1 +10.0 11 1,615 +0
May17 160426 1734.8 1734.8 1734.8 1734.8 +10.0 4 158 -2
Jul17 160426 1738.5 1738.5 1738.5 1738.5 +10.0 23 2,263 +0
Total Volume and Open Interest 130,796 201,787 +2,556
Platinum(NYMEX)
Apr16 160426 1006.2 1018.9 1006.2 1018.9 +2.2 8 123 -4
Jul16 160426 1017.3 1023.3 1003.0 1020.1 +1.6 13,127 57,106 -74
Oct16 160426 1016.8 1023.5 1008.0 1021.8 +1.6 492 5,137 +175
Jan17 160426 1023.5 1023.5 1023.5 1023.5 +1.6 1 19 +0
Total Volume and Open Interest 13,654 62,454 +95
Palladium(NYMEX)
Jun16 160426 605.45 610.55 593.00 604.50 -1.10 6,160 21,211 -625
Sep16 160426 595.30 606.20 595.30 605.40 -1.05 92 1,831 +75
Dec16 160426 596.75 607.05 596.75 607.05 -1.00 4 149 +3
Total Volume and Open Interest 6,257 23,220 -547
Copper(CMX)
May16 160426 225.05 226.25 222.25 224.20 -1.05 77,638 26,814 -9,432
Jul16 160426 225.30 226.50 222.65 224.65 -0.95 36,396 97,420 +4,132
Sep16 160426 225.80 226.25 223.50 225.20 -0.95 6,705 19,824 -623
Dec16 160426 226.60 226.65 224.40 225.80 -0.95 2,618 23,155 +949
Mar17 160426 224.55 226.20 224.35 226.20 -0.95 126 2,836 +97
Total Volume and Open Interest 124,525 177,721 -5,013
E-mini DJIA Index(CBOT)
Jun16 160426 17907 17970 17852 17919 +17 140,151 121,251 -535
Sep16 160426 17837 17875 17768 17829 +18 36 1,343 +13
Dec16 160426 17775 17775 17766 17766 +18 0 59 +0
Mar17 160426 17706 17706 17706 17706 +18      
Total Volume and Open Interest 140,187 122,653 -522
S & P 500(CME)
Jun16 160426 2084.00 2091.00 2079.50 2088.40 +5.20 8,670 74,897 +1,435
Sep16 160426 2080.40 2082.10 2073.10 2080.40 +5.30 0 951 +3
Dec16 160426 2073.90 2075.50 2066.50 2073.90 +5.40 0 1 -1
Mar17 160426 2068.60 2070.20 2061.20 2068.60 +5.40      
Total Volume and Open Interest 8,670 75,849 +1,437
S & P 500 E-Mini(Globex)
Jun16 160426 2084.25 2091.25 2079.50 2088.50 +5.25 1,497,994 2,844,218 +17,851
Sep16 160426 2076.25 2083.00 2071.50 2080.50 +5.50 1,334 22,555 +316
Dec16 160426 2069.75 2076.50 2065.50 2074.00 +5.50 349 2,572 +87
Mar17 160426 2062.50 2068.50 2062.25 2068.50 +5.25 1 62 -1
Total Volume and Open Interest 1,499,678 2,869,409 +18,253
NASDAQ 100 E-Mini(Globex)
Jun16 160426 4472.30 4489.80 4420.30 4452.50 -19.80 285,544 224,518 -5,424
Sep16 160426 4465.30 4479.30 4416.80 4445.50 -19.50 91 370 +28
Dec16 160426 4443.00 4443.00 4422.30 4443.00 -19.50 0 87 +0
Total Volume and Open Interest 285,639 224,985 -5,393
S&P Midcap 400(CME) e-Mini
Jun16 160426 1466.70 1483.10 1465.50 1481.10 +14.80 16,793 82,054 +1,150
Sep16 160426 1476.80 1476.80 1476.80 1476.80 +14.80 1 7 +0
Dec16 160426 1478.10 1478.10 1478.10 1478.10 +14.80 0 12 +0
Total Volume and Open Interest 16,794 82,073 +1,150
Volatility Index(CBOE)
Apr16 160420 13.30 13.55 12.65 12.66 -0.59 80,471 81,361 +81,361
May16 160426 16.25 16.40 15.85 15.93 -0.30 81,692 262,526 -7,040
Jun16 160426 18.20 18.25 17.85 18.03 -0.15 40,005 79,253 +8,163
Jul16 160426 19.10 19.20 18.85 18.98 -0.15 12,995 35,576 +1,633
Total Volume and Open Interest 148,071 446,071 +5,061
Russell 2000(ICE)
Jun16 160426 1135.70 1150.00 1134.80 1149.20 +13.30 90,398 375,181 +817
Sep16 160426 1140.40 1143.60 1140.40 1143.60 +13.30 7 45 +2
Dec16 160426 1140.30 1140.30 1140.30 1140.30 +13.30 0 10 +0
Total Volume and Open Interest 90,405 375,486 +819
Nikkei 225(CME)
Jun16 160426 17455 17570 17255 17540 +40 22,024 33,146 +475
Sep16 160426 17580 17580 17580 17580 +40 5 9 +3
Total Volume and Open Interest 22,029 33,160 +478
Nikkei 225(SGX)
Jun16 160426 17450 17520 17200 17305 -150 119,647 232,085 -1,499
Sep16 160426 17385 17425 17160 17275 -150 82 669 -47
Dec16 160426 17160 17160 17160 17160 -150 0 3,711 +0
Total Volume and Open Interest 119,741 242,757 -1,534
Nikkei 225(CME) Yen
Jun16 160426 17470 17520 17200 17485 +30 70,331 80,201 -1,114
Sep16 160426 17440 17455 17175 17440 +30 2 73 -16
Dec16 160426 17430 17430 17145 17430 +30      
Total Volume and Open Interest 70,333 80,374 -1,130
Nikkei 225(CME) e-Mini Yen
Jun16 160426 17480 17485 17480 17480 +20 0 51 +0
Sep16 160426 17440 17440 17440 17440 +30      
Dec16 160426 17430 17430 17430 17430 +30      
Total Volume and Open Interest 0 51 +0
CAC 40(EURONEXT)
May16 160426 4491.0 4524.0 4458.0 4476.0 -4.0 63,246 0 -280,292
Jun16 160426 4443.0 4475.0 4413.0 4429.0 -3.0 804 0 -11,335
Jul16 160426 4421.0 4421.0 4421.0 4421.0 -4.0      
Total Volume and Open Interest 64,050 282,785 -8,877
Hang Seng Index(HKFE)
Apr16 160426 21286 21435 21089 21391 +100 107,545 97,618 -4,160
May16 160426 21184 21334 20981 21298 +111 5,023 12,373 +3,719
Jun16 160426 20905 21050 20740 21010 +101 287 6,347 +33
Total Volume and Open Interest 112,932 119,018 -399
DAX(EUREX)
Jun16 160426 10353.0 10421.5 10243.0 10301.5 -28.0 91,755 115,875 -1,581
Sep16 160426 10345.0 10409.0 10238.0 10292.0 -28.0 171 1,567 -9
Dec16 160426 10353.0 10353.0 10280.5 10280.5 -29.5 1 2,894 -1
Total Volume and Open Interest 91,927 120,336 -1,591
Mini-DAX(EUREX)
Jun16 160426 10349.0 10422.0 10244.0 10301.0 -28.0 15,190 6,643 -52
Sep16 160426 10338.0 10395.0 10291.0 10291.0 -28.0 74 163 +39
Dec16 160426 10381.0 10381.0 10242.0 10280.0 -29.0 36 7 +0
Total Volume and Open Interest 15,300 6,813 -13
FT-SE 100(EURONEXT)
Jun16 160426 6228.00 6250.50 6218.00 6240.00 +29.00 123,026 577,276 -9,465
Sep16 160426 6172.00 6190.00 6172.00 6186.50 +29.00 21 1,866 +21
Dec16 160426 6153.50 6153.50 6153.50 6153.50 +29.00      
Total Volume and Open Interest 123,047 579,142 -9,444
SPI 200(SFE)
Jun16 160426 5226.0 5233.0 5187.0 5195.0 -15.0 43,394 236,370 +4,416
Sep16 160426 5150.0 5150.0 5150.0 5150.0 -14.0 50 2,095 +8
Dec16 160426 5136.0 5136.0 5136.0 5136.0 -14.0 0 2,163 +0
Total Volume and Open Interest 43,585 243,601 +4,389
FTSE MIB(ISE)
Jun16 160426 18135.00 18380.00 18080.00 18293.00 +291.00 23,706 66,432 -380
Sep16 160426 18010.00 18205.00 17990.00 18158.00 +291.00 7 299 -1
Dec16 160426 18041.00 18041.00 18041.00 18041.00 +289.00      
Total Volume and Open Interest 23,713 66,731 -381
KOSPI 200(KFE)
Jun16 160426 248.20 250.10 247.80 249.20 +0.70 99,220 119,344 -1,332
Sep16 160426 248.75 250.80 248.70 250.05 +0.80 229 6,612 -51
Dec16 160426 251.00 251.00 251.00 251.00 +0.75 2 2,390 -20
Total Volume and Open Interest 99,453 129,831 -1,383
GSCI(CME)
May16 160426 347.40 351.95 346.50 351.60 +6.55 203 11,676 -66
Jun16 160426 354.20 354.30 354.20 354.20 +6.40 0 5 +0
Jul16 160426 356.45 356.45 356.45 356.45 +6.40      
Total Volume and Open Interest 203 11,681 -66
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy