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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Fri May 27, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul16 160527 1079.00 1090.75 1071.75 1086.50 +6.75 153,001 389,703 +4,295
Aug16 160527 1075.00 1086.50 1070.00 1083.00 +5.75 26,463 48,137 -254
Sep16 160527 1057.25 1069.75 1056.00 1067.50 +5.75 15,244 26,544 +304
Nov16 160527 1049.25 1058.00 1045.00 1056.25 +5.75 86,669 281,895 +2,883
Jan17 160527 1042.25 1055.25 1041.50 1054.00 +7.00 6,589 24,947 +927
Mar17 160527 1027.75 1034.00 1022.25 1030.50 +4.75 7,109 44,763 +992
May17 160527 1023.00 1030.00 1018.25 1026.50 +5.50 4,201 26,818 +662
Jul17 160527 1022.25 1030.00 1016.50 1027.25 +6.75 2,956 20,027 +255
Aug17 160527 1009.50 1018.25 1009.50 1018.25 +9.00 2 242 +0
Sep17 160527 986.00 992.50 986.00 992.50 +7.75 0 112 +0
Nov17 160527 966.00 974.50 961.00 970.75 +7.50 2,032 16,669 +384
Jan18 160527 973.00 973.00 973.00 973.00 +7.25 4 97 +0
Mar18 160527 974.25 974.25 974.25 974.25 +7.00 3 39 +1
May18 160527 977.25 977.25 977.25 977.25 +7.75 5 33 +2
Total Volume and Open Interest 304,278 880,193 +10,451
Soybean Meal(CBOT)
Jul16 160527 410.00 410.40 400.50 402.60 -7.00 79,683 163,429 -3,406
Aug16 160527 393.00 394.80 387.50 388.70 -4.40 18,203 34,737 +1,823
Sep16 160527 380.00 383.40 378.20 381.10 -0.30 12,539 28,238 -138
Oct16 160527 373.30 377.00 372.60 375.90 +1.00 8,786 15,616 -27
Dec16 160527 372.60 375.20 370.80 374.20 +1.30 34,989 82,376 +4,062
Jan17 160527 363.90 367.90 363.90 366.90 +1.50 3,093 11,926 +705
Mar17 160527 350.70 353.60 350.00 351.60 +0.80 1,847 13,313 +171
May17 160527 342.60 345.40 341.60 342.70 +0.30 1,590 14,756 +275
Jul17 160527 340.30 344.10 340.00 341.30 +0.30 789 8,263 +134
Aug17 160527 335.10 335.80 335.10 335.80 +0.50 181 1,083 +62
Total Volume and Open Interest 162,010 377,932 +3,728
Soybean Oil(CBOT)
Jul16 160527 31.00 31.57 30.91 31.48 +0.44 54,110 193,938 -2,595
Aug16 160527 31.08 31.69 31.05 31.61 +0.45 16,605 38,333 +2,785
Sep16 160527 31.19 31.80 31.17 31.74 +0.44 10,929 28,007 +2,664
Oct16 160527 31.41 31.95 31.33 31.87 +0.44 5,866 15,777 +942
Dec16 160527 31.70 32.25 31.61 32.17 +0.44 21,876 88,262 +3,960
Jan17 160527 31.75 32.33 31.75 32.30 +0.46 1,625 8,545 +199
Mar17 160527 31.98 32.36 31.76 32.33 +0.47 1,506 12,325 +167
May17 160527 32.08 32.42 31.79 32.35 +0.46 1,236 12,110 +279
Jul17 160527 32.28 32.54 31.99 32.50 +0.47 329 3,950 +79
Aug17 160527 32.26 32.52 32.14 32.52 +0.48 18 2,539 -4
Total Volume and Open Interest 114,317 410,285 +8,524
Canola(WCE)
Jul16 160527 515.6 518.1 501.5 512.8 -2.8 9,099 94,563 -466
Nov16 160527 515.4 519.0 505.1 518.3 +3.1 7,361 72,645 +1,562
Jan17 160527 518.1 522.4 510.4 521.7 +3.6 615 7,832 +248
Mar17 160527 520.8 523.4 511.7 522.8 +3.7 181 1,778 +60
May17 160527 521.9 524.4 512.7 523.8 +3.6 38 655 +13
Total Volume and Open Interest 17,334 177,987 +1,457
Corn(CBOT)
Jul16 160527 408.00 413.00 406.50 412.75 +4.50 170,814 628,160 -353
Sep16 160527 409.75 414.25 408.50 414.25 +3.75 57,333 277,524 +7,484
Dec16 160527 409.00 413.75 407.75 413.50 +3.75 80,362 350,778 +3,129
Mar17 160527 415.75 420.00 414.75 420.00 +3.50 6,711 69,599 +860
May17 160527 419.00 423.75 418.25 423.75 +4.00 2,411 16,781 +637
Jul17 160527 422.00 427.00 421.25 427.00 +4.75 6,174 42,096 +1,874
Sep17 160527 412.00 415.00 411.50 414.75 +2.75 1,116 5,309 +192
Dec17 160527 410.00 415.00 408.50 413.75 +2.00 2,814 33,664 +12
Mar18 160527 419.25 421.00 417.75 421.00 +1.75 1 858 +1
May18 160527 425.50 426.50 425.50 426.50 +1.75 0 325 +0
Total Volume and Open Interest 327,739 1,426,756 +13,835
Wheat(CBOT)
Jul16 160527 481.25 484.75 478.50 481.50 +0.25 48,818 237,748 +2,316
Sep16 160527 491.50 495.00 489.00 491.75 unch 15,433 73,373 +939
Dec16 160527 508.25 511.25 505.00 508.25 -0.25 10,283 74,043 -586
Mar17 160527 522.00 526.00 520.00 523.50 -0.50 4,525 20,786 -819
May17 160527 531.25 535.00 530.00 533.75 unch 1,020 4,644 +0
Jul17 160527 538.50 541.00 536.75 540.25 +0.50 681 5,865 +173
Total Volume and Open Interest 80,855 420,295 +1,999
Wheat(KCBT)
Jul16 160527 462.00 463.75 458.00 459.75 -2.50 20,582 141,172 -18
Sep16 160527 478.00 479.75 474.00 475.75 -2.75 8,451 27,906 +1,303
Dec16 160527 501.50 502.00 497.50 498.50 -3.00 5,122 37,796 +94
Mar17 160527 514.25 517.50 514.25 514.75 -3.00 491 13,395 -74
May17 160527 524.75 524.75 524.75 524.75 -3.00 249 5,639 +12
Jul17 160527 533.50 534.25 532.50 532.50 -2.75 243 2,350 -13
Sep17 160527 543.50 543.50 543.50 543.50 -3.00 0 162 +0
Total Volume and Open Interest 35,145 228,619 +1,303
Wheat(MGE)
Jul16 160527 534.00 534.25 526.75 528.00 -6.50 3,852 23,529 -785
Sep16 160527 540.50 541.25 534.75 535.50 -6.75 1,355 12,052 +456
Dec16 160527 555.25 555.25 548.25 549.25 -6.00 550 10,610 +129
Mar17 160527 565.50 566.50 559.75 562.00 -4.25 268 5,947 +143
May17 160527 571.50 573.50 569.25 569.25 -3.75 63 2,188 -2
Jul17 160527 572.00 582.50 572.00 576.50 -3.25 52 613 +14
Total Volume and Open Interest 6,142 55,070 -47
Oats(CBOT)
Jul16 160527 191.75 194.00 191.25 193.00 +1.75 609 7,382 -163
Sep16 160527 206.00 206.00 203.50 205.25 +1.75 282 923 +185
Dec16 160527 217.75 219.00 215.25 215.50 -1.25 175 1,770 -32
Mar17 160527 224.75 224.75 224.75 224.75 -1.25 0 146 +0
Total Volume and Open Interest 1,066 10,221 -10
Rough Rice(CBOT)
Jul16 160527 11.09 11.14 10.76 10.77 -0.30 719 6,919 -222
Sep16 160527 11.26 11.32 11.00 11.01 -0.29 352 2,075 +58
Nov16 160527 11.54 11.56 11.22 11.25 -0.30 167 649 +53
Jan17 160527 11.44 11.44 11.44 11.44 -0.31 9 65 +4
Total Volume and Open Interest 1,258 9,739 -97
Live Cattle(CME)
Jun16 160527 119.200 120.080 119.135 119.700 +0.770 8,897 47,405 -3,162
Aug16 160527 115.550 116.650 115.500 116.430 +1.080 15,508 116,349 +2,104
Oct16 160527 114.885 116.135 114.885 115.830 +1.000 4,895 55,830 -427
Dec16 160527 115.200 116.180 115.200 116.000 +0.865 2,605 31,473 +284
Feb17 160527 114.750 115.400 114.680 115.330 +0.750 701 9,153 -140
Apr17 160527 113.635 114.480 113.635 114.300 +0.470 166 5,632 -31
Total Volume and Open Interest 32,841 267,341 -1,342
Feeder Cattle(CME)
Aug16 160527 145.650 146.850 145.550 146.700 +1.300 2,498 24,546 +219
Sep16 160527 144.200 145.185 144.035 144.800 +0.850 497 4,160 +32
Oct16 160527 142.750 143.550 142.500 143.235 +0.750 487 5,263 -30
Nov16 160527 138.750 139.800 138.735 139.285 +0.500 230 3,516 -26
Jan17 160527 134.400 135.050 134.075 134.435 +0.435 59 568 +11
Mar17 160527 131.850 132.250 131.800 132.250 +0.850 2 124 +0
Apr17 160527 133.325 133.325 133.050 133.050 +1.725 0 12 +0
Total Volume and Open Interest 4,386 40,230 -71
Lean Hogs(CME)
Jun16 160527 80.430 80.580 79.950 80.535 -0.015 7,815 24,547 -2,462
Jul16 160527 81.100 81.250 80.400 81.080 -0.205 8,299 57,527 -295
Aug16 160527 80.550 80.850 80.035 80.730 -0.020 4,903 52,109 +1,050
Oct16 160527 68.225 68.650 67.950 68.535 +0.135 2,160 46,660 -62
Dec16 160527 63.430 63.735 63.100 63.650 +0.070 1,401 30,503 -108
Feb17 160527 66.635 66.830 66.400 66.785 +0.035 275 10,304 +66
Apr17 160527 69.850 69.885 69.635 69.885 +0.135 57 5,219 -12
May17 160527 74.480 74.480 74.480 74.480 +0.650 0 82 +0
Total Volume and Open Interest 24,912 227,661 -1,821
Class III Milk(CME)
May16 160527 12.80 12.82 12.80 12.80 unch 309 4,304 -12
Jun16 160527 12.92 13.36 12.82 12.85 -0.09 251 4,951 -61
Jul16 160527 13.30 13.51 13.10 13.15 -0.14 120 4,836 +35
Aug16 160527 13.90 14.10 13.81 13.85 -0.09 47 4,293 +7
Sep16 160527 14.70 14.70 14.54 14.56 -0.12 57 3,384 +27
Oct16 160527 14.98 15.05 14.85 14.85 -0.10 53 2,635 +13
Nov16 160527 15.05 15.09 14.96 14.96 -0.04 34 2,522 +16
Dec16 160527 15.05 15.09 15.00 15.03 -0.02 33 2,416 +4
Jan17 160527 15.10 15.10 15.10 15.10 +0.03 14 781 +0
Feb17 160527 15.19 15.19 15.19 15.19 +0.06 11 783 +1
Mar17 160527 15.36 15.36 15.35 15.35 +0.03 11 702 -7
Apr17 160527 15.43 15.43 15.43 15.43 +0.03 17 543 +0
May17 160527 15.40 15.45 15.40 15.45 +0.05 19 375 -5
Total Volume and Open Interest 985 33,548 +19
Cocoa(ICE)
Jul16 160527 2955 3008 2939 3005 +89 13,266 82,015 +738
Sep16 160527 2958 2992 2944 2984 +63 7,304 65,810 -325
Dec16 160527 2949 2975 2931 2966 +57 2,667 43,762 +155
Mar17 160527 2931 2956 2914 2947 +53 852 34,509 -6
May17 160527 2919 2949 2919 2939 +51 255 6,267 -48
Jul17 160527 2914 2933 2914 2933 +50 3 1,884 +1
Sep17 160527 2928 2928 2928 2928 +50 402 2,901 -399
Total Volume and Open Interest 25,149 237,846 +516
Coffee "C"(ICE)
Jul16 160527 122.10 122.35 120.80 121.30 -0.20 18,250 83,637 +765
Sep16 160527 124.25 124.30 122.80 123.25 -0.15 9,077 48,803 +2,474
Dec16 160527 126.85 127.05 125.60 126.00 -0.20 5,340 28,445 +103
Mar17 160527 128.55 129.80 128.35 128.70 -0.20 1,889 13,149 +13
May17 160527 131.45 131.45 130.15 130.45 -0.15 160 6,603 +39
Jul17 160527 133.10 133.10 132.00 132.10 -0.10 55 2,398 +26
Total Volume and Open Interest 34,863 190,211 +3,448
Orange Juice(ICE)
Jul16 160527 148.80 148.85 145.40 146.50 -1.55 609 10,481 +149
Sep16 160527 148.50 148.50 145.90 146.50 -1.50 62 2,508 +9
Nov16 160527 149.00 149.00 146.20 146.55 -1.55 16 1,218 +13
Jan17 160527 146.50 146.50 146.50 146.50 -1.35 1 261 +1
Mar17 160527 146.70 146.70 146.70 146.70 -1.40      
May17 160527 146.85 146.85 146.85 146.85 -1.40      
Total Volume and Open Interest 688 14,468 +172
Sugar #11(ICE)
Jul16 160527 17.36 17.59 17.24 17.52 +0.10 81,307 380,114 +5,656
Oct16 160527 17.57 17.74 17.46 17.68 +0.05 37,365 258,123 +6,745
Mar17 160527 17.95 18.02 17.82 17.95 -0.05 13,804 145,258 +2,169
May17 160527 17.57 17.61 17.44 17.55 -0.07 3,731 27,143 -54
Jul17 160527 17.17 17.22 17.03 17.14 -0.09 2,596 32,233 -158
Oct17 160527 16.90 16.97 16.76 16.89 -0.09 1,359 21,868 +381
Mar18 160527 16.94 16.95 16.67 16.85 -0.11 320 10,508 +144
May18 160527 16.63 16.64 16.33 16.51 -0.14 66 2,384 +16
Total Volume and Open Interest 140,648 883,442 +14,893
London Cocoa(LCE)
Jul16 160527 2179 2218 2179 2210 +43 8,985 94,134 -130
Sep16 160527 2152 2179 2151 2176 +39 5,298 59,458 -983
Dec16 160527 2112 2132 2107 2128 +35 2,964 56,391 +20
Mar17 160527 2068 2090 2065 2087 +33 1,789 42,914 +46
May17 160527 2060 2076 2053 2074 +32 593 11,626 +110
Jul17 160527 2051 2069 2048 2068 +31 94 1,764 +2
Sep17 160527 2044 2060 2044 2060 +31 12 495 +2
Total Volume and Open Interest 19,739 266,974 -929
London Sugar(LCE)
Aug16 160527 483.20 486.90 480.10 485.20 +1.10 5,141 55,736 +194
Oct16 160527 483.70 487.50 481.00 486.10 +1.30 2,222 20,160 -47
Dec16 160527 484.00 487.40 481.50 486.20 +1.10 581 13,460 -71
Mar17 160527 484.40 488.00 482.30 486.80 +0.90 601 10,235 +85
May17 160527 480.10 483.10 479.10 481.90 -0.50 156 2,468 +24
Total Volume and Open Interest 8,803 104,801 +220
Cotton(ICE)
Jul16 160527 64.33 64.59 63.58 64.28 -0.05 13,343 96,898 +102
Oct16 160527 64.27 64.37 64.27 64.37 -0.26 39 54 +4
Dec16 160527 63.94 63.98 63.30 63.85 -0.09 6,285 82,161 +2,130
Mar17 160527 64.23 64.23 63.53 64.13 -0.09 563 10,379 +88
May17 160527 64.37 64.38 63.76 64.38 -0.16 207 2,432 +54
Jul17 160527 64.61 64.61 63.90 64.57 -0.23 83 2,292 +46
Total Volume and Open Interest 20,724 196,414 +2,478
Lumber(CME)
Jul16 160527 313.1 314.0 308.0 309.3 +0.8 235 4,127 -42
Sep16 160527 320.0 322.4 316.9 318.9 +1.1 72 1,065 +36
Nov16 160527 319.8 319.8 316.8 318.0 unch 2 77 +0
Jan17 160527 325.4 325.4 325.4 325.4 unch 0 13 +0
Total Volume and Open Interest 309 5,311 -6
Crude Oil(NYM)
Jul16 160527 49.31 49.60 48.69 49.33 -0.15 550,501 525,132 -258
Aug16 160527 49.76 49.99 49.09 49.74 -0.14 104,008 158,635 +2,218
Sep16 160527 50.10 50.35 49.45 50.13 -0.10 47,783 128,565 +2,410
Oct16 160527 50.42 50.68 49.77 50.47 -0.07 18,617 73,697 +549
Nov16 160527 50.76 50.96 50.09 50.81 -0.05 13,478 54,348 -797
Dec16 160527 50.91 51.27 50.34 51.09 -0.04 54,271 218,134 -235
Jan17 160527 50.99 51.43 50.55 51.30 -0.03 8,734 39,465 -462
Feb17 160527 51.28 51.45 50.68 51.43 -0.02 4,052 27,711 +947
Mar17 160527 51.07 51.55 50.82 51.52 unch 5,168 49,004 +71
Apr17 160527 50.88 51.62 50.88 51.59 +0.02 1,627 14,327 +133
May17 160527 51.00 51.66 50.90 51.66 +0.05 1,550 16,015 +605
Jun17 160527 51.45 51.83 50.91 51.72 +0.08 12,029 64,501 +789
Jul17 160527 51.85 51.86 51.38 51.74 +0.10 705 15,038 +68
Aug17 160527 51.75 51.75 51.75 51.75 +0.11 687 10,296 +161
Sep17 160527 51.66 51.79 51.66 51.79 +0.13 726 25,940 +33
Oct17 160527 51.85 51.85 51.85 51.85 +0.14 673 8,399 +252
Total Volume and Open Interest 850,677 1,665,140 +7,721
e-miNY Crude Oil(NYM)
Jul16 160527 49.300 49.600 48.700 49.325 -0.150 14,184 2,233 +254
Aug16 160527 49.725 49.975 49.100 49.750 -0.125 255 213 +35
Sep16 160527 50.150 50.275 49.550 50.125 -0.100 30 144 +7
Oct16 160527 50.250 50.475 50.250 50.475 -0.075 2 69 +1
Nov16 160527 50.800 50.800 50.800 50.800 -0.050 1 19 -1
Dec16 160527 51.050 51.100 51.050 51.100 -0.025 12 296 +2
Jan17 160527 51.300 51.300 51.300 51.300 -0.025 1 13 +0
Feb17 160527 51.425 51.425 51.425 51.425 -0.025 0 10 +0
Mar17 160527 51.525 51.525 51.525 51.525 unch 0 12 +0
Apr17 160527 51.600 51.600 51.600 51.600 +0.025      
Total Volume and Open Interest 14,491 3,149 +298
NY Harbor ULSD(NYM)
Jun16 160527 149.90 150.76 147.78 149.40 -0.73 28,980 18,738 -6,890
Jul16 160527 150.35 151.24 148.23 150.15 -0.47 79,525 130,002 +6,714
Aug16 160527 151.13 151.92 148.97 150.94 -0.40 34,767 57,004 +818
Sep16 160527 152.43 153.04 150.22 152.19 -0.31 20,614 37,738 +1,711
Oct16 160527 152.42 154.34 151.64 153.53 -0.27 8,688 25,394 -466
Nov16 160527 154.00 155.29 153.08 154.92 -0.22 5,344 20,274 -112
Dec16 160527 156.31 156.76 154.17 156.07 -0.20 11,675 52,814 +162
Jan17 160527 155.85 157.78 155.47 157.12 -0.17 1,774 17,516 -150
Feb17 160527 157.28 157.89 157.28 157.60 -0.15 601 7,223 +27
Mar17 160527 156.57 157.75 156.57 157.42 -0.14 457 7,015 +64
Apr17 160527 155.31 157.01 155.31 156.70 -0.16 276 3,369 +17
May17 160527 156.48 157.03 156.48 156.79 -0.19 251 2,540 +7
Jun17 160527 156.09 157.66 156.09 157.22 -0.21 705 9,605 +261
Jul17 160527 157.93 157.93 157.93 157.93 -0.23 72 1,437 +3
Total Volume and Open Interest 195,026 416,452 +2,957
RBOB Gasoline(NYM)
Jun16 160527 162.27 163.90 159.60 163.19 +1.24 34,911 24,688 -8,866
Jul16 160527 162.75 164.62 160.32 163.78 +1.11 69,795 138,637 +3,479
Aug16 160527 162.39 164.08 159.86 163.31 +1.07 33,826 44,603 -310
Sep16 160527 159.92 162.17 158.18 161.45 +1.06 19,532 54,869 +629
Oct16 160527 145.19 148.06 144.33 147.39 +0.80 8,583 34,324 +212
Nov16 160527 143.20 144.22 140.91 143.84 +0.68 4,986 24,956 +100
Dec16 160527 140.07 142.15 139.10 141.78 +0.55 8,771 39,814 +672
Jan17 160527 140.06 141.86 139.75 141.67 +0.47 1,516 9,709 +690
Feb17 160527 140.51 142.60 140.50 142.60 +0.38 395 1,884 -24
Mar17 160527 142.68 144.41 142.68 144.41 +0.30 177 3,480 -5
Total Volume and Open Interest 183,177 410,176 -3,377
e-miNY RBOB Gasoline(NYM)
Jun16 160527 163.20 163.20 163.19 163.20 +1.20 1 0 -1
Jul16 160527 163.80 163.80 163.78 163.80 +1.10      
Aug16 160527 163.30 163.31 163.30 163.30 +1.10      
Sep16 160527 161.50 161.50 161.45 161.50 +1.10      
Total Volume and Open Interest 1    
Natural Gas(NYM)
Jun16 160526 1.972 1.985 1.909 1.963 -0.029 80,233 23,196 -10,637
Jul16 160527 2.145 2.191 2.101 2.169 +0.018 134,359 353,895 +9,713
Aug16 160527 2.257 2.300 2.213 2.281 +0.020 47,532 90,719 -1,028
Sep16 160527 2.320 2.363 2.280 2.345 +0.020 25,382 118,618 +854
Oct16 160527 2.426 2.468 2.392 2.452 +0.019 26,381 118,130 +263
Nov16 160527 2.649 2.684 2.622 2.670 +0.015 9,833 50,702 +746
Dec16 160527 2.957 2.978 2.927 2.967 +0.009 7,173 46,306 +178
Jan17 160527 3.089 3.108 3.063 3.097 +0.006 11,388 81,265 -250
Feb17 160527 3.069 3.103 3.061 3.092 +0.003 2,470 20,961 +240
Mar17 160527 3.025 3.064 3.024 3.052 +0.004 4,540 47,190 +304
Apr17 160527 2.840 2.871 2.831 2.861 +0.003 4,781 47,099 +679
May17 160527 2.835 2.863 2.824 2.855 +0.004 2,142 15,858 +145
Jun17 160527 2.883 2.905 2.873 2.896 +0.007 806 7,116 +29
Jul17 160527 2.927 2.951 2.919 2.941 +0.009 429 7,046 -113
Aug17 160527 2.945 2.962 2.945 2.953 +0.009 110 5,074 +6
Sep17 160527 2.938 2.953 2.938 2.947 +0.009 79 3,054 +48
Total Volume and Open Interest 333,554 1,071,207 -2,323
Brent Crude Oil(ICE)
Jul16 160527 49.42 49.55 48.69 49.32 -0.27 237,787 139,052 -34,274
Aug16 160527 49.97 50.13 49.34 49.95 -0.22 195,051 443,205 +26,142
Sep16 160527 50.35 50.53 49.71 50.34 -0.19 81,877 305,810 +5,105
Oct16 160527 50.61 50.81 49.97 50.65 -0.14 38,020 128,589 -536
Nov16 160527 50.95 51.09 50.23 50.94 -0.10 24,583 137,119 +2,338
Dec16 160527 51.26 51.47 50.57 51.30 -0.07 83,754 334,461 +5,863
Jan17 160527 51.53 51.71 50.83 51.57 -0.05 11,030 59,225 +676
Feb17 160527 51.38 51.90 51.06 51.79 -0.03 6,640 53,707 +1,075
Mar17 160527 51.58 52.11 51.26 52.01 -0.01 7,371 59,383 +1,025
Apr17 160527 52.20 52.20 52.20 52.20 +0.01 987 19,519 -109
May17 160527 52.30 52.37 52.28 52.37 +0.02 946 22,080 -70
Jun17 160527 52.10 52.69 51.80 52.55 +0.04 10,817 88,322 +1,383
Jul17 160527 52.74 52.74 52.74 52.74 +0.05 330 17,834 -175
Aug17 160527 52.90 52.90 52.90 52.90 +0.06 287 14,118 -85
Total Volume and Open Interest 738,069 2,247,401 +7,390
Gas Oil(ICE)
Jun16 160527 446.25 449.50 439.50 448.50 +0.25 52,731 72,509 -12,279
Jul16 160527 446.25 450.00 440.25 449.00 +0.25 82,822 146,805 +6,099
Aug16 160527 448.75 451.50 442.25 450.50 unch 47,849 86,298 +1,425
Sep16 160527 451.75 454.25 445.75 453.25 -0.25 27,031 47,157 +1,158
Oct16 160527 455.50 457.50 449.00 456.50 -0.75 14,417 44,993 +598
Nov16 160527 457.75 459.50 451.75 458.50 -1.00 7,073 30,169 -174
Dec16 160527 459.75 461.00 453.75 460.25 -1.25 22,338 91,743 +147
Jan17 160527 459.00 463.25 456.75 462.75 -1.50 2,992 24,997 +170
Feb17 160527 463.00 466.00 459.50 465.25 -1.50 1,443 14,098 +191
Mar17 160527 462.75 467.25 461.50 467.25 -1.50 1,285 19,669 -34
Total Volume and Open Interest 267,449 738,132 -2,188
Ethanol(CBOT)
Jun16 160527 1.639 1.658 1.635 1.657 +0.014 153 403 -69
Jul16 160527 1.645 1.645 1.631 1.642 +0.005 365 2,334 +39
Aug16 160527 1.630 1.630 1.630 1.630 +0.010 57 336 +42
Sep16 160527 1.591 1.610 1.591 1.610 +0.009 20 799 +0
Oct16 160527 1.579 1.580 1.579 1.580 +0.002 0 227 +0
Nov16 160527 1.555 1.555 1.554 1.554 +0.002 0 205 +0
Dec16 160527 1.527 1.530 1.526 1.530 +0.001 0 824 +0
Jan17 160527 1.513 1.513 1.513 1.513 +0.001 0 110 +0
Total Volume and Open Interest 595 5,238 +12
WTI Crude Oil(ICE)
Jul16 160527 49.36 49.58 48.69 49.33 -0.15 41,627 75,846 -1,849
Aug16 160527 49.58 49.97 49.10 49.74 -0.14 28,383 59,645 -710
Sep16 160527 49.92 50.34 49.44 50.13 -0.10 17,029 33,361 -179
Oct16 160527 50.04 50.59 49.79 50.47 -0.07 9,314 10,848 -324
Nov16 160527 50.49 50.91 50.09 50.81 -0.05 7,295 13,698 +222
Dec16 160527 50.42 51.22 50.36 51.09 -0.04 13,342 74,104 +1,986
Jan17 160527 50.94 51.40 50.61 51.30 -0.03 1,318 7,994 +5
Feb17 160527 51.42 51.43 51.42 51.43 -0.02 424 5,512 -7
Mar17 160527 50.82 51.52 50.82 51.52 unch 420 5,311 -88
Apr17 160527 51.59 51.59 51.59 51.59 +0.02 133 3,200 +18
May17 160527 51.66 51.66 51.66 51.66 +0.05 91 1,437 +28
Jun17 160527 50.95 51.82 50.95 51.72 +0.08 2,416 28,632 +350
Jul17 160527 51.74 51.74 51.74 51.74 +0.10 24 1,595 -7
Aug17 160527 51.75 51.75 51.75 51.75 +0.11 39 545 +2
Sep17 160527 51.79 51.79 51.79 51.79 +0.13 56 4,314 +11
Oct17 160527 51.85 51.85 51.85 51.85 +0.14 13 1,235 -3
Total Volume and Open Interest 126,619 412,339 +365
US Dollar Index(ICE)
Jun16 160527 95.150 95.770 95.075 95.500 +0.338 11,327 55,515 -726
Sep16 160527 95.165 95.770 95.125 95.505 +0.325 1,049 4,061 +306
Dec16 160527 95.215 95.710 95.140 95.535 +0.320 31 1,013 +2
Total Volume and Open Interest 12,408 60,848 -418
Australian Dollar(CME)
Jun16 160527 72.21 72.30 71.68 71.95 -0.15 91,448 110,356 -89
Sep16 160527 71.95 72.06 71.45 71.71 -0.15 254 4,144 +112
Dec16 160527 71.67 71.68 71.40 71.51 -0.15 0 148 +0
Total Volume and Open Interest 91,702 114,656 +23
British Pound(CME)
Jun16 160527 146.71 146.90 146.06 146.37 -0.28 101,773 236,973 +2,421
Sep16 160527 146.72 146.99 146.15 146.47 -0.28 619 9,756 +220
Dec16 160527 146.35 146.61 146.29 146.61 -0.27 7 201 +1
Total Volume and Open Interest 102,399 247,019 +2,642
Canadian Dollar(CME)
Jun16 160527 77.06 77.11 76.51 76.88 -0.11 80,745 117,822 +1,390
Sep16 160527 77.08 77.11 76.54 76.89 -0.11 640 4,622 +204
Dec16 160527 76.85 77.12 76.57 76.91 -0.11 48 2,648 +22
Mar17 160527 76.60 77.06 76.60 76.93 -0.11 0 175 +0
Total Volume and Open Interest 81,433 125,405 +1,616
Japanese Yen(CME)
Jun16 160527 91.15 91.38 90.57 91.02 -0.15 85,272 153,866 -2,087
Sep16 160527 91.48 91.69 90.89 91.33 -0.15 569 3,712 +189
Dec16 160527 91.65 91.97 91.30 91.69 -0.15 0 270 +0
Total Volume and Open Interest 85,842 157,936 -1,897
Swiss Franc(CME)
Jun16 160527 101.13 101.20 100.56 100.88 -0.23 15,822 52,525 +1,141
Sep16 160527 101.52 101.67 101.06 101.36 -0.23 57 753 +33
Dec16 160527 101.86 101.86 101.65 101.86 -0.22 0 23 +0
Total Volume and Open Interest 15,879 53,316 +1,174
EuroFX(CME)
Jun16 160527 111.97 112.06 111.16 111.44 -0.51 123,130 336,019 +724
Sep16 160527 112.03 112.43 111.54 111.82 -0.51 1,031 12,203 -65
Dec16 160527 112.08 112.80 111.96 112.22 -0.51 9 1,250 +0
Total Volume and Open Interest 124,177 350,903 +661
Mexican Peso(CME)
Jun16 160527 541.00 543.25 538.75 542.13 +1.25 42,986 93,442 -1,793
Jul16 160527 540.00 540.00 540.00 540.00 +1.13      
Total Volume and Open Interest 47,889 138,584 +500
Brazilian Real(CME)
Jun16 160527 278.95 279.00 275.45 277.05 -1.85 8,414 26,524 -77
Jul16 160527 275.25 275.25 272.90 274.45 -1.90 6,629 8,308 +6,219
Aug16 160527 272.30 272.30 272.30 272.30 -1.75 0 67 +0
Sep16 160527 270.35 270.45 268.40 269.55 -1.85 1,482 1,284 +1,203
Total Volume and Open Interest 16,525 36,213 +7,345
30-Year T-Bonds(CBOT)
Jun16 160527 164~090 164~190 163~270 164~100 -0~080 412,332 205,796 -163,340
Sep16 160527 162~290 163~070 162~150 162~300 -0~080 250,451 326,725 +157,185
Dec16 160527 161~220 161~220 161~220 161~220 -0~080 0 3 +0
Total Volume and Open Interest 662,783 532,524 -6,155
10-Year T-Notes(CBOT)
Jun16 160527 129~265 129~290 129~150 129~255 -0~030 1,980,645 1,160,724 -708,916
Sep16 160527 129~240 129~265 129~110 129~225 -0~035 1,361,021 1,572,808 +616,000
Dec16 160527 129~025 129~025 129~025 129~025 -0~035      
Total Volume and Open Interest 3,341,666 2,733,532 -92,916
5-Year T-Notes(CBOT)
Jun16 160527 120~182 120~190 120~070 120~164 -0~024 1,538,114 1,185,533 -542,938
Sep16 160527 120~062 120~064 119~254 120~034 -0~030 1,149,969 1,503,469 +509,196
Dec16 160527 120~020 120~020 120~020 120~020 -0~030      
Total Volume and Open Interest 2,688,083 2,689,002 -33,742
2 Year T-Notes(CBOT)
Jun16 160527 109~040 109~040 108~314 109~032 -0~010 553,818 504,141 -197,325
Sep16 160527 108~314 108~316 108~260 108~304 -0~014 412,333 692,215 +212,344
Dec16 160527 108~290 108~290 108~290 108~290 -0~014      
Total Volume and Open Interest 966,151 1,196,356 +15,019
Eurodollars(CME)
Jun16 160527 99.290 99.290 99.257 99.277 -0.010 275,787 1,155,210 -14,506
Sep16 160527 99.175 99.175 99.125 99.165 -0.015 210,207 1,128,482 +8,367
Dec16 160527 99.075 99.075 99.010 99.060 -0.015 211,563 1,374,704 -3,257
Mar17 160527 99.000 99.005 98.930 98.985 -0.015 188,037 873,164 -1,282
Jun17 160527 98.925 98.925 98.845 98.910 -0.015 203,397 869,343 -9,986
Sep17 160527 98.855 98.855 98.775 98.840 -0.015 198,034 787,817 +37,883
Dec17 160527 98.775 98.775 98.695 98.765 -0.010 225,147 1,134,053 +40,059
Mar18 160527 98.720 98.725 98.635 98.710 -0.010 141,467 507,628 +996
Jun18 160527 98.665 98.670 98.580 98.655 -0.010 92,379 443,668 -653
Sep18 160527 98.610 98.615 98.530 98.600 -0.010 114,963 362,720 +3,464
Dec18 160527 98.555 98.560 98.480 98.545 -0.010 113,678 529,560 +20,972
Mar19 160527 98.510 98.525 98.440 98.505 -0.015 102,236 291,607 +13,984
Jun19 160527 98.470 98.475 98.400 98.460 -0.010 57,118 256,215 -9,748
Sep19 160527 98.415 98.430 98.355 98.410 -0.010 30,932 185,527 -1,285
Dec19 160527 98.365 98.375 98.305 98.355 -0.010 36,415 220,057 +4,054
Mar20 160527 98.320 98.330 98.270 98.315 -0.010 27,039 115,412 +2,490
Jun20 160527 98.270 98.285 98.230 98.270 -0.010 27,574 68,401 +2,488
Sep20 160527 98.220 98.235 98.185 98.220 -0.010 28,495 59,119 -407
Total Volume and Open Interest 2,362,351 10,678,733 +100,048
Ultra T-Bond(CBOT)
Jun16 160527 172~10 172~26 172~01 172~15 -0~10 259,041 267,472 -155,535
Sep16 160527 174~20 175~03 174~09 174~25 -0~09 192,650 354,990 +144,999
Dec16 160527 174~03 174~03 174~03 174~03 -0~09      
Total Volume and Open Interest 451,691 622,462 -10,536
Ultra 10-Yr T-Note(CBOT)
Jun16 160527 140~130 140~185 140~100 140~145 -0~025 90,193 85,683 -29,708
Sep16 160527 140~290 141~015 140~250 140~300 -0~020 52,852 74,220 +39,029
Dec16 160527 140~300 140~300 140~300 140~300 -0~020      
Total Volume and Open Interest 143,045 159,903 +9,321
30 Day Federal Funds(CBOT)
May16 160527 99.632 99.635 99.632 99.632 unch 874 115,820 -112
Jun16 160527 99.600 99.600 99.590 99.595 -0.005 13,241 86,811 +150
Jul16 160527 99.560 99.560 99.535 99.550 -0.005 48,480 243,000 +3,812
Aug16 160527 99.475 99.475 99.440 99.465 -0.010 44,403 186,005 +7,006
Sep16 160527 99.460 99.460 99.425 99.450 -0.010 10,709 40,411 +3,035
Oct16 160527 99.435 99.435 99.395 99.425 -0.010 14,864 85,339 -1,772
Total Volume and Open Interest 146,148 966,135 +11,249
3-Mth Euro-Yen(CME)
Jun16 160527 99.990 99.990 99.990 99.990 unch      
Sep16 160527 99.990 99.990 99.990 99.990 unch      
Dec16 160527 99.990 99.990 99.990 99.990 unch      
Mar17 160527 99.990 99.990 99.990 99.990 unch      
Jun17 160527 99.990 99.990 99.990 99.990 unch      
Sep17 160527 99.990 99.990 99.990 99.990 unch      
Dec17 160527 99.990 99.990 99.990 99.990 unch      
Mar18 160527 99.995 99.995 99.995 99.995 unch      
Jun18 160527 99.855 99.855 99.855 99.855 unch      
Sep18 160527 99.715 99.715 99.715 99.715 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun16 160525 99.99 99.99 99.99 99.99 unch      
Sep16 160525 99.99 99.99 99.99 99.99 unch      
Dec16 160525 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160525 99.99 99.99 99.99 99.99 unch      
Jun17 160525 99.99 99.99 99.99 99.99 unch      
Sep17 160525 99.99 99.99 99.99 99.99 unch      
Dec17 160525 99.99 99.99 99.99 99.99 unch      
Mar18 160525 100.00 100.00 100.00 100.00 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Jun16 160525 151.77 151.79 151.69 151.69 -0.08 857 17,527 -196
Sep16 160525 151.60 151.68 151.60 151.61 -0.06 0 4 +0
Dec16 160525 151.61 151.61 151.61 151.61 -0.06      
Total Volume and Open Interest 857 17,531 -196
Euro-Buxl(EUREX)
Jun16 160527 168.58 169.40 167.96 168.42 -0.10 47,708 138,980 -17,285
Sep16 160527 178.00 178.26 177.06 177.42 -0.10 1,296 1,993 +1,218
Dec16 160527 177.42 177.42 177.42 177.42 -0.10      
Total Volume and Open Interest 49,004 164,538 +7,498
Euro-Bund(EUREX)
Jun16 160527 164.04 164.36 163.90 164.00 -0.03 727,565 1,332,465 -263,337
Sep16 160527 163.04 163.35 162.90 162.98 -0.04 36,696 198,782 +3,868
Dec16 160527 160.33 160.33 160.33 160.33 -0.03 0 1 +0
Total Volume and Open Interest 764,261 1,896,363 +105,646
Euro-Bobl(EUREX)
Jun16 160527 131.45 131.50 131.41 131.43 -0.01 506,550 1,083,926 -153,910
Sep16 160527 132.37 132.41 132.32 132.33 -0.01 31,540 85,679 +1,685
Dec16 160527 130.19 130.19 130.19 130.19 -0.01 0 1 +0
Total Volume and Open Interest 538,090 1,392,441 +70,610
Euro-Schatz(EUREX)
Jun16 160527 111.85 111.87 111.85 111.85 +0.00 164,845 853,780 -58,785
Sep16 160527 111.79 111.80 111.79 111.79 +0.00 13,222 99,440 +989
Dec16 160527 111.79 111.79 111.79 111.79 +0.00      
Total Volume and Open Interest 178,067 1,060,053 +49,037
3-Mth Euribor(EUREX)
Jun16 160527 100.265 100.265 100.260 100.260 unch 47 11,673 -30
Sep16 160527 100.275 100.280 100.275 100.280 unch 33 6,353 +0
Dec16 160527 100.295 100.295 100.295 100.295 unch 69 2,483 -61
Total Volume and Open Interest 311 64,114 -88
Long Gilt(LIFFE)
Jun16 160527 121~13 121~14 121~02 121~04 -0~04 604,741 187,778 -162,909
Sep16 160527 123~06 123~06 122~23 122~24 -0~09 425,554 364,818 +178,156
Total Volume and Open Interest 1,030,295 552,596 +15,247
3-Mth Short Sterling(LIFFE)
Jun16 160527 99.41 99.41 99.40 99.41 unch 7,702 352,261 +301
Sep16 160527 99.42 99.42 99.41 99.42 unch 25,516 392,654 +2,907
Dec16 160527 99.39 99.40 99.39 99.40 unch 53,255 438,948 -13,829
Mar17 160527 99.35 99.36 99.34 99.35 unch 86,866 302,483 -4,079
Jun17 160527 99.28 99.29 99.27 99.28 unch 56,888 323,253 +345
Sep17 160527 99.21 99.22 99.19 99.20 -0.01 67,639 268,324 -8,963
Total Volume and Open Interest 509,609 3,189,400 -30,921
3-Mth Euribor(LIFFE)
Jun16 160527 100.255 100.265 100.255 100.260 unch 27,509 526,244 -5,233
Sep16 160527 100.275 100.280 100.275 100.280 unch 34,992 375,697 -2,372
Dec16 160527 100.290 100.295 100.290 100.295 unch 24,276 467,946 -470
Total Volume and Open Interest 326,330 3,420,684 +3,093
3-Mth Aus T-Bills(SFE)
Jun16 160527 98.02 98.03 98.01 98.03 +0.01 14,113 150,888 -1,420
Sep16 160527 98.13 98.15 98.12 98.14 unch 24,204 203,630 -6,897
Dec16 160527 98.19 98.22 98.19 98.20 unch 18,766 165,015 -2,284
Mar17 160527 98.23 98.26 98.22 98.24 unch 9,604 135,236 -369
Jun17 160527 98.24 98.27 98.23 98.25 unch 5,697 95,097 -213
Sep17 160527 98.23 98.26 98.22 98.24 unch 3,901 71,186 +174
Dec17 160527 98.21 98.23 98.20 98.22 unch 2,105 54,126 +219
Mar18 160527 98.18 98.21 98.17 98.18 -0.01 2,034 30,335 -420
Jun18 160527 98.14 98.15 98.14 98.15 -0.01 549 16,064 -82
Sep18 160527 98.12 98.12 98.11 98.11 -0.01 246 3,448 -10
Total Volume and Open Interest 81,470 929,698 -11,202
10-Year Aus T-Bonds(SFE)
Jun16 160527 97.72 97.77 97.71 97.75 +0.02 118,243 909,316 +16,459
Sep16 160527 97.75 97.75 97.75 97.75 +0.02      
Total Volume and Open Interest 118,243 909,316 +16,459
3-Year Aus T-Bonds(SFE)
Jun16 160527 98.40 98.43 98.38 98.41 unch 153,521 781,273 -9,226
Sep16 160527 98.41 98.41 98.41 98.41 unch      
Total Volume and Open Interest 153,521 781,273 -9,226
Gold(CMX)
Jun16 160527 1220.3 1223.2 1206.4 1213.8 -6.6 246,046 88,374 -43,769
Aug16 160527 1222.3 1225.8 1209.0 1216.7 -6.0 106,959 314,583 +24,722
Oct16 160527 1225.3 1227.6 1212.5 1219.4 -5.9 4,932 26,828 -800
Dec16 160527 1227.3 1230.6 1214.6 1222.0 -5.9 8,134 53,952 +1,532
Feb17 160527 1223.6 1226.7 1220.0 1224.3 -6.0 490 7,831 -1
Apr17 160527 1228.7 1228.7 1223.0 1226.5 -6.0 205 3,835 +20
Jun17 160527 1235.4 1235.4 1228.7 1228.7 -6.0 121 10,883 -55
Aug17 160527 1230.7 1230.7 1230.7 1230.7 -6.0 3 141 +0
Oct17 160527 1232.8 1232.8 1232.8 1232.8 -6.0 0 629 +0
Dec17 160527 1237.0 1237.0 1233.4 1234.8 -6.0 90 7,626 +17
Feb18 160527 1236.8 1236.8 1236.8 1236.8 -6.0      
Apr18 160527 1238.8 1238.8 1238.8 1238.8        
Silver(CMX)
May16 160526 1628.5 1645.5 1628.0 1633.8 +8.3 10 588 -12
Jul16 160527 1633.5 1639.5 1614.0 1626.9 -7.4 47,068 132,065 -1,710
Sep16 160527 1643.0 1643.0 1620.0 1631.9 -7.4 3,072 25,427 +140
Dec16 160527 1646.0 1646.0 1626.5 1638.5 -7.4 3,506 32,657 -591
Mar17 160527 1648.0 1648.0 1645.0 1645.0 -7.5 759 4,398 +433
May17 160527 1649.0 1649.5 1649.0 1649.0 -7.5 0 173 +0
Jul17 160527 1650.0 1653.1 1650.0 1653.1 -7.5 10 2,373 +7
Total Volume and Open Interest 54,844 201,889 -1,793
Platinum(NYMEX)
Jul16 160527 995.0 1000.4 976.5 982.2 -13.6 12,111 55,116 -1,323
Oct16 160527 997.4 1001.6 978.0 983.6 -13.5 593 7,802 +313
Jan17 160527 990.0 990.0 985.6 985.6 -13.5 7 190 +7
Apr17 160527 987.3 987.3 987.3 987.3 -13.5 0 6 +0
Total Volume and Open Interest 12,720 63,179 -1,007
Palladium(NYMEX)
Jun16 160527 546.40 553.75 534.60 539.60 -3.80 7,399 3,439 -2,708
Sep16 160527 542.45 552.95 533.95 539.00 -4.65 5,981 19,206 +2,535
Dec16 160527 550.10 550.15 536.85 540.00 -4.65 39 331 +34
Total Volume and Open Interest 13,424 23,015 -138
Copper(CMX)
May16 160526 211.80 211.80 210.55 210.65 +0.15 356 479 -172
Jul16 160527 210.00 213.00 209.05 211.40 +1.15 64,971 138,516 -3,220
Sep16 160527 210.50 213.60 209.90 212.15 +1.15 8,977 32,959 +3,181
Dec16 160527 211.65 214.35 211.65 212.85 +1.15 1,422 25,806 +343
Mar17 160527 211.50 213.90 211.45 213.35 +1.10 85 4,092 +16
Total Volume and Open Interest 76,521 210,320 +56
E-mini DJIA Index(CBOT)
Jun16 160527 17825 17863 17802 17849 +32 124,625 116,800 +1,550
Sep16 160527 17726 17765 17709 17756 +31 644 2,350 +159
Dec16 160527 17679 17684 17635 17684 +31 13 114 -4
Mar17 160527 17624 17624 17624 17624 +31 0 1 +0
Total Volume and Open Interest 125,282 119,265 +1,705
S & P 500(CME)
Jun16 160527 2090.70 2098.00 2088.00 2097.30 +7.60 4,184 77,266 +853
Sep16 160527 2081.00 2089.10 2081.00 2089.10 +7.60 10 2,053 -6
Dec16 160527 2082.50 2082.50 2080.40 2082.50 +7.60 0 191 +0
Mar17 160527 2076.40 2076.40 2074.30 2076.40 +7.60      
Total Volume and Open Interest 4,194 79,510 +847
S & P 500 E-Mini(Globex)
Jun16 160527 2090.50 2098.75 2088.00 2097.25 +7.50 1,442,270 2,921,940 +813
Sep16 160527 2082.00 2090.25 2080.00 2089.00 +7.50 10,931 47,677 +3,066
Dec16 160527 2076.50 2083.50 2073.25 2082.50 +7.50 383 8,371 +243
Mar17 160527 2073.75 2076.50 2072.75 2076.50 +7.75 26 75 +5
Total Volume and Open Interest 1,453,610 2,978,073 +4,127
NASDAQ 100 E-Mini(Globex)
Jun16 160527 4494.00 4513.50 4490.30 4510.00 +17.70 253,726 209,859 -9,830
Sep16 160527 4484.30 4505.30 4482.80 4502.00 +17.70 653 1,704 +136
Dec16 160527 4499.00 4499.00 4499.00 4499.00 +17.70 0 89 +0
Total Volume and Open Interest 254,386 211,659 -9,694
S&P Midcap 400(CME) e-Mini
Jun16 160527 1482.90 1492.80 1479.50 1490.80 +9.50 20,006 80,987 +376
Sep16 160527 1485.40 1486.50 1485.40 1486.50 +9.50 0 6 +0
Dec16 160527 1487.80 1487.80 1487.80 1487.80 +9.50 0 12 +0
Total Volume and Open Interest 20,006 81,005 +376
Volatility Index(CBOE)
May16 160518 15.45 15.70 15.20 15.60 +0.17 83,483 69,986 -40,058
Jun16 160527 15.85 15.97 15.35 15.38 -0.45 91,602 0 -250,821
Jul16 160527 17.81 17.95 17.55 17.63 -0.20 56,934 0 -82,162
Aug16 160527 18.52 18.68 18.32 18.38 -0.15 17,939 0 -38,644
Total Volume and Open Interest 186,279 439,550 +1,747
Russell 2000(ICE)
Jun16 160527 1140.20 1151.60 1137.50 1150.10 +11.10 84,345 396,999 -3,866
Sep16 160527 1140.70 1146.00 1140.70 1145.00 +11.10 16 51 +1
Dec16 160527 1139.40 1141.70 1139.40 1141.70 +11.10 3 13 +3
Total Volume and Open Interest 84,364 397,313 -3,862
Nikkei 225(CME)
Jun16 160527 16915 16945 16780 16930 +40 13,115 33,840 +777
Sep16 160527 16890 16975 16835 16970 +45 157 225 +71
Total Volume and Open Interest 13,272 34,070 +848
Nikkei 225(SGX)
Jun16 160527 16855 16930 16795 16845 +25 71,646 261,910 +8,040
Sep16 160527 16830 16850 16755 16815 +25 470 3,204 +130
Dec16 160527 16705 16705 16705 16705 +30 200 3,881 +170
Total Volume and Open Interest 72,336 278,229 +8,340
Nikkei 225(CME) Yen
Jun16 160527 16885 16930 16765 16910 +35 43,142 89,918 +2,254
Sep16 160527 16760 16880 16720 16870 +35 90 226 +54
Dec16 160527 16860 16860 16740 16860 +35      
Total Volume and Open Interest 43,232 90,144 +2,308
Nikkei 225(CME) e-Mini Yen
Jun16 160527 16910 16910 16910 16910 +30 11 88 +7
Sep16 160527 16870 16870 16870 16870 +30      
Dec16 160527 16860 16860 16860 16860 +30      
Total Volume and Open Interest 11 88 +7
CAC 40(EURONEXT)
Jun16 160527 4479.0 4492.5 4463.0 4485.5 +5.5 82,459 310,938 -9,706
Jul16 160527 4466.0 4480.0 4456.5 4477.5 +5.5 307 5,401 +184
Aug16 160527 4475.5 4475.5 4475.5 4475.5 +5.0      
Sep16 160527 4462.5 4475.0 4462.5 4475.0 +5.5 0 8 +0
Total Volume and Open Interest 82,766 316,379 -9,522
Hang Seng Index(HKFE)
May16 160527 20379 20643 20275 20577 +196 166,700 78,289 -26,324
Jun16 160527 20070 20344 19989 20281 +186 46,852 53,804 +24,740
Total Volume and Open Interest 214,394 136,503 -1,651
DAX(EUREX)
Jun16 160527 10280.0 10307.5 10241.5 10272.0 -5.0 92,027 126,026 -44,529
Sep16 160527 10276.0 10279.0 10234.5 10261.5 -5.0 318 2,175 +12
Dec16 160527 10244.0 10280.0 10244.0 10249.0 -5.0 6 2,939 -3
Total Volume and Open Interest 92,351 165,743 -9,917
Mini-DAX(EUREX)
Jun16 160527 10276.0 10306.0 10242.0 10272.0 -5.0 17,063 8,727 -4,285
Sep16 160527 10249.0 10288.0 10233.0 10261.0 -5.0 414 431 +191
Dec16 160527 10236.0 10260.0 10236.0 10249.0 -4.0 7 45 +0
Total Volume and Open Interest 17,484 12,439 -858
FT-SE 100(EURONEXT)
Jun16 160527 6253.50 6263.50 6236.00 6251.00 -2.00 107,291 559,495 +1,566
Sep16 160527 6194.50 6203.50 6187.50 6196.00 -2.00 7 22,826 +0
Dec16 160527 6164.00 6164.00 6164.00 6164.00 -2.00      
Total Volume and Open Interest 107,298 582,321 +1,566
SPI 200(SFE)
Jun16 160527 5394.0 5436.0 5392.0 5410.0 +17.0 38,964 294,682 +3,145
Sep16 160527 5360.0 5372.0 5359.0 5359.0 +17.0 20 2,854 +15
Dec16 160527 5345.0 5345.0 5345.0 5345.0 +17.0 0 2,287 +0
Total Volume and Open Interest 39,088 300,934 +3,264
FTSE MIB(ISE)
Jun16 160527 18120.00 18220.00 18075.00 18154.00 -48.00 30,057 67,070 -1,783
Sep16 160527 18025.00 18050.00 17990.00 18019.00 -48.00 89 447 -1
Dec16 160527 17914.00 17914.00 17914.00 17914.00 -41.00      
Total Volume and Open Interest 30,146 67,517 -1,784
KOSPI 200(KFE)
Jun16 160527 241.20 242.50 241.00 242.15 +0.95 116,006 105,309 -4,267
Sep16 160527 241.90 243.10 241.65 242.90 +1.00 2,088 8,710 +380
Dec16 160527 243.00 243.80 242.60 243.70 +1.10 29 4,042 +364
Total Volume and Open Interest 118,124 119,759 -3,524
GSCI(CME)
Jun16 160527 369.00 372.20 368.60 371.45 -0.25 836 10,890 -688
Jul16 160527 373.40 373.95 372.00 373.40 -0.25 661 835 +660
Aug16 160527 373.40 373.40 373.40 373.40 -0.25      
Total Volume and Open Interest 1,497 11,725 -28
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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