|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Mon May 30, 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 |
160530 |
512.1 |
514.4 |
510.0 |
512.1 |
-0.7 |
7,637 |
93,433 |
-1,130 |
Nov16 |
160530 |
517.0 |
519.7 |
516.0 |
516.8 |
-1.5 |
7,976 |
72,295 |
-350 |
Jan17 |
160530 |
519.9 |
523.0 |
519.8 |
520.3 |
-1.4 |
1,763 |
8,123 |
+291 |
Mar17 |
160530 |
523.5 |
523.5 |
521.4 |
521.4 |
-1.4 |
1,177 |
2,442 |
+664 |
May17 |
160530 |
524.7 |
524.7 |
522.6 |
522.6 |
-1.2 |
270 |
644 |
-11 |
Total Volume and Open Interest |
18,974 |
177,506 |
-481 |
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) |
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 |
Oct17 |
160527 |
2.949 |
2.976 |
2.948 |
2.970 |
+0.009 |
830 |
8,825 |
-80 |
Total Volume and Open Interest |
333,554 |
1,071,207 |
-2,323 |
Brent Crude Oil(ICE) |
Jul16 |
160530 |
49.43 |
49.83 |
48.92 |
49.76 |
+0.44 |
221,255 |
98,041 |
-41,011 |
Aug16 |
160530 |
50.10 |
50.43 |
49.55 |
50.36 |
+0.41 |
266,540 |
452,246 |
+9,041 |
Sep16 |
160530 |
50.47 |
50.79 |
49.95 |
50.74 |
+0.40 |
101,367 |
301,951 |
-3,859 |
Oct16 |
160530 |
50.97 |
51.07 |
50.24 |
51.03 |
+0.38 |
44,144 |
129,150 |
+561 |
Nov16 |
160530 |
51.25 |
51.35 |
50.54 |
51.32 |
+0.38 |
24,198 |
139,885 |
+2,766 |
Dec16 |
160530 |
51.43 |
51.71 |
50.89 |
51.67 |
+0.37 |
96,461 |
336,931 |
+2,470 |
Jan17 |
160530 |
51.53 |
51.95 |
51.17 |
51.94 |
+0.37 |
9,600 |
59,233 |
+8 |
Feb17 |
160530 |
51.85 |
52.18 |
51.54 |
52.16 |
+0.37 |
6,114 |
53,845 |
+138 |
Mar17 |
160530 |
52.30 |
52.39 |
51.76 |
52.37 |
+0.36 |
11,386 |
58,283 |
-1,100 |
Apr17 |
160530 |
52.56 |
52.56 |
52.56 |
52.56 |
+0.36 |
1,543 |
19,545 |
+26 |
May17 |
160530 |
52.73 |
52.73 |
52.73 |
52.73 |
+0.36 |
1,009 |
21,930 |
-150 |
Jun17 |
160530 |
52.83 |
52.91 |
52.16 |
52.90 |
+0.35 |
22,924 |
88,386 |
+64 |
Jul17 |
160530 |
53.08 |
53.08 |
53.08 |
53.08 |
+0.34 |
1,480 |
17,880 |
+46 |
Aug17 |
160530 |
53.23 |
53.23 |
53.23 |
53.23 |
+0.33 |
986 |
13,885 |
-233 |
Total Volume and Open Interest |
860,006 |
2,221,021 |
-26,380 |
Gas Oil(ICE) |
Jun16 |
160530 |
447.50 |
453.50 |
441.25 |
452.25 |
+3.75 |
39,839 |
70,139 |
-2,370 |
Jul16 |
160530 |
447.00 |
453.75 |
441.75 |
452.50 |
+3.50 |
73,005 |
151,543 |
+4,738 |
Aug16 |
160530 |
446.75 |
455.50 |
444.00 |
454.00 |
+3.50 |
41,584 |
90,156 |
+3,858 |
Sep16 |
160530 |
453.00 |
458.00 |
447.50 |
456.75 |
+3.50 |
19,975 |
48,596 |
+1,439 |
Oct16 |
160530 |
456.50 |
461.25 |
451.00 |
460.00 |
+3.50 |
12,796 |
44,909 |
-84 |
Nov16 |
160530 |
458.75 |
462.75 |
453.50 |
461.75 |
+3.25 |
5,545 |
30,242 |
+73 |
Dec16 |
160530 |
460.50 |
464.25 |
455.25 |
463.25 |
+3.00 |
23,633 |
93,621 |
+1,878 |
Jan17 |
160530 |
458.00 |
465.50 |
458.00 |
465.50 |
+2.75 |
4,068 |
24,832 |
-165 |
Feb17 |
160530 |
461.50 |
468.00 |
461.50 |
468.00 |
+2.75 |
2,133 |
14,173 |
+75 |
Mar17 |
160530 |
465.00 |
470.00 |
465.00 |
470.00 |
+2.75 |
2,436 |
20,122 |
+453 |
Total Volume and Open Interest |
234,282 |
748,629 |
+10,497 |
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 |
160530 |
49.70 |
49.77 |
49.07 |
49.61 |
+0.28 |
36,489 |
75,848 |
+2 |
Aug16 |
160530 |
50.15 |
50.17 |
49.46 |
50.00 |
+0.26 |
28,997 |
60,213 |
+568 |
Sep16 |
160530 |
50.54 |
50.54 |
49.84 |
50.37 |
+0.24 |
12,524 |
33,524 |
+163 |
Oct16 |
160530 |
50.86 |
50.86 |
50.27 |
50.71 |
+0.24 |
5,500 |
10,229 |
-619 |
Nov16 |
160530 |
51.18 |
51.18 |
50.67 |
51.04 |
+0.23 |
4,118 |
13,440 |
-258 |
Dec16 |
160530 |
51.45 |
51.45 |
50.89 |
51.31 |
+0.22 |
13,322 |
75,788 |
+1,684 |
Jan17 |
160530 |
51.52 |
51.52 |
51.52 |
51.52 |
+0.22 |
913 |
7,898 |
-96 |
Feb17 |
160530 |
51.65 |
51.65 |
51.65 |
51.65 |
+0.22 |
413 |
5,592 |
+80 |
Mar17 |
160530 |
51.74 |
51.74 |
51.74 |
51.74 |
+0.22 |
687 |
5,307 |
-4 |
Apr17 |
160530 |
51.81 |
51.81 |
51.81 |
51.81 |
+0.22 |
113 |
3,178 |
-22 |
May17 |
160530 |
51.87 |
51.87 |
51.87 |
51.87 |
+0.21 |
123 |
1,442 |
+5 |
Jun17 |
160530 |
51.92 |
51.92 |
51.92 |
51.92 |
+0.20 |
1,910 |
29,648 |
+1,016 |
Jul17 |
160530 |
51.94 |
51.94 |
51.94 |
51.94 |
+0.20 |
12 |
1,596 |
+1 |
Aug17 |
160530 |
51.95 |
51.95 |
51.95 |
51.95 |
+0.20 |
37 |
556 |
+11 |
Sep17 |
160530 |
51.98 |
51.98 |
51.98 |
51.98 |
+0.19 |
69 |
4,316 |
+2 |
Oct17 |
160530 |
52.04 |
52.04 |
52.04 |
52.04 |
+0.19 |
10 |
1,233 |
-2 |
Total Volume and Open Interest |
112,794 |
417,183 |
+4,844 |
US Dollar Index(ICE) |
Jun16 |
160530 |
95.760 |
95.960 |
95.500 |
95.500 |
unch |
18,577 |
55,126 |
-389 |
Sep16 |
160530 |
95.775 |
95.980 |
95.505 |
95.505 |
unch |
1,080 |
4,303 |
+242 |
Dec16 |
160530 |
95.920 |
95.965 |
95.535 |
95.535 |
unch |
292 |
1,059 |
+46 |
Total Volume and Open Interest |
20,088 |
60,880 |
+32 |
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 |
160530 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep16 |
160530 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec16 |
160530 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
160530 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160530 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160530 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160530 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160530 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun16 |
160530 |
152.05 |
152.05 |
151.96 |
152.03 |
+0.34 |
516 |
17,353 |
-174 |
Sep16 |
160530 |
150.89 |
151.94 |
150.50 |
151.94 |
+0.33 |
0 |
4 |
+0 |
Dec16 |
160530 |
151.94 |
151.94 |
151.94 |
151.94 |
+0.33 |
|
|
|
Total Volume and Open Interest |
516 |
17,357 |
-174 |
Euro-Buxl(EUREX) |
Jun16 |
160530 |
168.20 |
168.22 |
167.16 |
167.42 |
-1.00 |
29,804 |
155,617 |
+16,637 |
Sep16 |
160530 |
176.74 |
176.74 |
175.92 |
176.22 |
-1.20 |
1,110 |
3,086 |
+1,093 |
Dec16 |
160530 |
176.22 |
176.22 |
176.22 |
176.22 |
-1.20 |
|
|
|
Total Volume and Open Interest |
30,914 |
158,703 |
-5,835 |
Euro-Bund(EUREX) |
Jun16 |
160530 |
163.94 |
163.99 |
163.53 |
163.65 |
-0.35 |
555,364 |
1,630,929 |
+298,464 |
Sep16 |
160530 |
162.92 |
162.94 |
162.50 |
162.61 |
-0.37 |
47,010 |
240,974 |
+42,192 |
Dec16 |
160530 |
159.98 |
159.98 |
159.98 |
159.98 |
-0.35 |
0 |
1 |
+0 |
Total Volume and Open Interest |
602,374 |
1,871,904 |
-24,459 |
Euro-Bobl(EUREX) |
Jun16 |
160530 |
131.42 |
131.44 |
131.33 |
131.34 |
-0.09 |
378,968 |
1,219,574 |
+135,648 |
Sep16 |
160530 |
132.31 |
132.32 |
132.22 |
132.23 |
-0.10 |
26,150 |
104,087 |
+18,408 |
Dec16 |
160530 |
130.10 |
130.10 |
130.10 |
130.10 |
-0.09 |
100 |
101 |
+100 |
Total Volume and Open Interest |
405,218 |
1,323,762 |
-68,679 |
Euro-Schatz(EUREX) |
Jun16 |
160530 |
111.85 |
111.85 |
111.83 |
111.84 |
-0.01 |
182,207 |
1,019,738 |
+165,958 |
Sep16 |
160530 |
111.78 |
111.79 |
111.78 |
111.78 |
-0.01 |
37,130 |
130,401 |
+30,961 |
Dec16 |
160530 |
111.78 |
111.78 |
111.78 |
111.78 |
-0.01 |
|
|
|
Total Volume and Open Interest |
219,337 |
1,150,139 |
+90,086 |
3-Mth Euribor(EUREX) |
Jun16 |
160530 |
100.260 |
100.260 |
100.260 |
100.260 |
unch |
45 |
11,628 |
-45 |
Sep16 |
160530 |
100.280 |
100.280 |
100.280 |
100.280 |
unch |
56 |
6,353 |
+0 |
Dec16 |
160530 |
100.290 |
100.290 |
100.290 |
100.290 |
-0.005 |
11 |
2,472 |
-11 |
Total Volume and Open Interest |
253 |
64,049 |
-65 |
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 |
160530 |
100.260 |
100.265 |
100.260 |
100.265 |
+0.005 |
43,490 |
515,997 |
-10,247 |
Sep16 |
160530 |
100.280 |
100.280 |
100.275 |
100.280 |
unch |
61,110 |
386,397 |
+10,700 |
Dec16 |
160530 |
100.295 |
100.295 |
100.290 |
100.295 |
unch |
29,986 |
470,743 |
+2,797 |
Total Volume and Open Interest |
302,537 |
3,432,127 |
+11,443 |
3-Mth Aus T-Bills(SFE) |
Jun16 |
160530 |
98.03 |
98.03 |
98.01 |
98.02 |
-0.01 |
25,001 |
142,834 |
-8,054 |
Sep16 |
160530 |
98.14 |
98.14 |
98.11 |
98.13 |
-0.01 |
34,238 |
205,861 |
+2,231 |
Dec16 |
160530 |
98.20 |
98.21 |
98.17 |
98.19 |
-0.01 |
21,433 |
164,880 |
-135 |
Mar17 |
160530 |
98.24 |
98.25 |
98.20 |
98.22 |
-0.02 |
14,688 |
132,983 |
-2,253 |
Jun17 |
160530 |
98.24 |
98.27 |
98.22 |
98.23 |
-0.02 |
8,949 |
97,191 |
+2,094 |
Sep17 |
160530 |
98.24 |
98.25 |
98.21 |
98.22 |
-0.02 |
5,660 |
73,036 |
+1,850 |
Dec17 |
160530 |
98.21 |
98.22 |
98.19 |
98.20 |
-0.02 |
4,506 |
54,169 |
+43 |
Mar18 |
160530 |
98.19 |
98.20 |
98.16 |
98.17 |
-0.01 |
2,097 |
30,941 |
+606 |
Jun18 |
160530 |
98.14 |
98.15 |
98.14 |
98.14 |
-0.01 |
283 |
16,093 |
+29 |
Sep18 |
160530 |
98.10 |
98.10 |
98.10 |
98.10 |
-0.01 |
106 |
3,498 |
+50 |
Total Volume and Open Interest |
116,997 |
926,161 |
-3,537 |
10-Year Aus T-Bonds(SFE) |
Jun16 |
160530 |
97.74 |
97.76 |
97.71 |
97.73 |
-0.02 |
109,687 |
909,377 |
+61 |
Sep16 |
160530 |
97.73 |
97.73 |
97.73 |
97.73 |
-0.02 |
|
|
|
Total Volume and Open Interest |
109,687 |
909,377 |
+61 |
3-Year Aus T-Bonds(SFE) |
Jun16 |
160530 |
98.40 |
98.41 |
98.36 |
98.39 |
-0.02 |
153,694 |
787,104 |
+5,831 |
Sep16 |
160530 |
98.39 |
98.39 |
98.39 |
98.39 |
-0.02 |
2 |
2 |
+2 |
Total Volume and Open Interest |
153,696 |
787,106 |
+5,833 |
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) |
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 |
Sep17 |
160527 |
1657.1 |
1657.1 |
1657.1 |
1657.1 |
-7.5 |
0 |
195 |
+0 |
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) |
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 |
May17 |
160527 |
213.85 |
213.85 |
213.15 |
213.80 |
+1.10 |
17 |
755 |
+8 |
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 |
160530 |
1151.10 |
1153.90 |
1150.10 |
1150.10 |
unch |
59,328 |
397,618 |
+619 |
Sep16 |
160530 |
1147.00 |
1148.00 |
1145.00 |
1145.00 |
unch |
7 |
51 |
+0 |
Dec16 |
160530 |
1141.70 |
1141.70 |
1141.70 |
1141.70 |
unch |
0 |
13 |
+0 |
Total Volume and Open Interest |
59,335 |
397,932 |
+619 |
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 |
160530 |
16835 |
17085 |
16770 |
17080 |
+235 |
72,230 |
266,143 |
+4,233 |
Sep16 |
160530 |
16775 |
17045 |
16775 |
17045 |
+230 |
259 |
3,307 |
+103 |
Dec16 |
160530 |
16935 |
16935 |
16935 |
16935 |
+230 |
0 |
3,881 |
+0 |
Total Volume and Open Interest |
72,489 |
282,565 |
+4,336 |
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 |
160530 |
4496.0 |
4509.0 |
4475.5 |
4502.0 |
+16.5 |
76,748 |
306,247 |
-4,691 |
Jul16 |
160530 |
4487.5 |
4495.0 |
4468.5 |
4494.0 |
+16.5 |
833 |
5,822 |
+421 |
Aug16 |
160530 |
4492.0 |
4492.0 |
4492.0 |
4492.0 |
+16.5 |
10 |
10 |
+10 |
Sep16 |
160530 |
4491.5 |
4491.5 |
4491.5 |
4491.5 |
+16.5 |
10 |
18 |
+10 |
Total Volume and Open Interest |
77,602 |
312,128 |
-4,251 |
Hang Seng Index(HKFE) |
May16 |
160530 |
20576 |
20733 |
20481 |
20666 |
+89 |
146,853 |
56,964 |
-21,325 |
Jun16 |
160530 |
20283 |
20497 |
20178 |
20317 |
+36 |
59,145 |
79,763 |
+25,959 |
Total Volume and Open Interest |
206,502 |
141,340 |
+4,837 |
DAX(EUREX) |
Jun16 |
160530 |
10325.0 |
10349.5 |
10285.0 |
10336.5 |
+64.5 |
77,304 |
155,244 |
+29,218 |
Sep16 |
160530 |
10318.0 |
10338.0 |
10281.5 |
10326.5 |
+65.0 |
76 |
2,215 |
+40 |
Dec16 |
160530 |
10285.5 |
10313.5 |
10285.5 |
10313.5 |
+64.5 |
34 |
2,958 |
+19 |
Total Volume and Open Interest |
77,414 |
160,417 |
-5,326 |
Mini-DAX(EUREX) |
Jun16 |
160530 |
10329.0 |
10488.0 |
10283.0 |
10336.0 |
+64.0 |
14,832 |
10,846 |
+2,119 |
Sep16 |
160530 |
10337.0 |
10475.0 |
10280.0 |
10325.0 |
+64.0 |
94 |
455 |
+24 |
Dec16 |
160530 |
10271.0 |
10314.0 |
10271.0 |
10314.0 |
+65.0 |
5 |
45 |
+0 |
Total Volume and Open Interest |
14,931 |
11,346 |
-1,093 |
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 |
160530 |
5410.0 |
5436.0 |
5398.0 |
5412.0 |
+2.0 |
32,969 |
297,102 |
+2,420 |
Sep16 |
160530 |
5375.0 |
5375.0 |
5355.0 |
5361.0 |
+2.0 |
61 |
2,908 |
+54 |
Dec16 |
160530 |
5347.0 |
5347.0 |
5347.0 |
5347.0 |
+2.0 |
0 |
2,287 |
+0 |
Total Volume and Open Interest |
33,043 |
303,421 |
+2,487 |
FTSE MIB(ISE) |
Jun16 |
160530 |
18210.00 |
18330.00 |
18195.00 |
18279.00 |
+125.00 |
24,378 |
65,925 |
-1,145 |
Sep16 |
160530 |
18105.00 |
18180.00 |
18105.00 |
18144.00 |
+125.00 |
17 |
442 |
-5 |
Dec16 |
160530 |
18037.00 |
18037.00 |
18037.00 |
18037.00 |
+123.00 |
|
|
|
Total Volume and Open Interest |
24,395 |
66,367 |
-1,150 |
KOSPI 200(KFE) |
Jun16 |
160530 |
242.05 |
242.50 |
240.45 |
241.75 |
-0.40 |
99,090 |
106,530 |
+1,221 |
Sep16 |
160530 |
242.70 |
243.10 |
241.15 |
242.50 |
-0.40 |
1,556 |
9,514 |
+804 |
Dec16 |
160530 |
242.20 |
243.25 |
242.20 |
243.25 |
-0.45 |
6 |
4,048 |
+6 |
Total Volume and Open Interest |
100,652 |
121,799 |
+2,040 |
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. |
|
|