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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue May 31, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul16 160531 1086.00 1096.00 1077.00 1078.50 -8.00 153,388 375,548 -14,155
Aug16 160531 1083.00 1093.00 1075.25 1076.50 -6.50 23,118 48,841 +704
Sep16 160531 1068.25 1078.75 1061.50 1064.25 -3.25 10,631 26,306 -238
Nov16 160531 1058.00 1068.25 1051.50 1055.75 -0.50 74,600 287,171 +5,276
Jan17 160531 1054.25 1064.75 1049.25 1053.00 -1.00 8,384 25,502 +555
Mar17 160531 1030.75 1039.50 1027.75 1031.25 +0.75 7,385 44,973 +210
May17 160531 1026.50 1034.75 1023.25 1027.25 +0.75 4,258 27,267 +449
Jul17 160531 1026.50 1035.00 1024.00 1027.50 +0.25 9,314 25,925 +5,898
Aug17 160531 1024.00 1024.00 1018.75 1018.75 +0.50 18 246 +4
Sep17 160531 993.00 993.00 993.00 993.00 +0.50 4 112 +0
Nov17 160531 972.50 979.50 966.50 972.00 +1.25 3,022 17,704 +1,035
Jan18 160531 973.75 973.75 973.75 973.75 +0.75 0 97 +0
Mar18 160531 975.00 975.00 975.00 975.00 +0.75 0 39 +0
May18 160531 977.50 977.50 977.50 977.50 +0.25 11 39 +6
Total Volume and Open Interest 294,145 879,937 -256
Soybean Meal(CBOT)
Jul16 160531 402.50 407.00 393.70 396.60 -6.00 81,874 159,691 -3,738
Aug16 160531 388.90 393.80 383.00 385.30 -3.40 18,583 35,222 +485
Sep16 160531 383.10 386.00 377.50 378.70 -2.40 14,565 27,293 -945
Oct16 160531 376.90 380.20 372.60 373.50 -2.40 8,480 15,577 -39
Dec16 160531 374.70 379.20 371.00 372.10 -2.10 28,933 83,132 +756
Jan17 160531 368.00 370.90 364.70 365.30 -1.60 3,346 11,812 -114
Mar17 160531 352.00 355.10 349.20 349.90 -1.70 1,415 13,182 -131
May17 160531 345.00 345.70 342.10 342.80 +0.10 1,263 14,660 -96
Jul17 160531 342.50 344.30 340.90 341.60 +0.30 1,023 8,374 +111
Aug17 160531 338.50 338.50 337.00 337.00 +1.20 51 1,110 +27
Total Volume and Open Interest 159,858 374,231 -3,701
Soybean Oil(CBOT)
Jul16 160531 31.48 31.94 31.42 31.82 +0.34 58,465 192,589 -1,349
Aug16 160531 31.58 32.04 31.55 31.94 +0.33 14,601 38,168 -165
Sep16 160531 31.73 32.16 31.72 32.05 +0.31 8,240 26,819 -1,188
Oct16 160531 32.01 32.26 31.84 32.14 +0.27 6,553 16,977 +1,200
Dec16 160531 32.14 32.56 32.09 32.41 +0.24 20,297 89,287 +1,025
Jan17 160531 32.36 32.65 32.21 32.50 +0.20 2,711 8,452 -93
Mar17 160531 32.31 32.64 32.20 32.50 +0.17 1,427 12,397 +72
May17 160531 32.26 32.66 32.21 32.50 +0.15 1,504 12,330 +220
Jul17 160531 32.67 32.68 32.36 32.64 +0.14 907 4,146 +196
Aug17 160531 32.51 32.65 32.44 32.65 +0.13 119 2,569 +30
Total Volume and Open Interest 115,257 410,200 -85
Canola(WCE)
Jul16 160531 511.9 515.2 507.1 510.4 -1.7 21,112 90,313 -3,120
Nov16 160531 516.5 520.5 513.0 517.0 +0.2 17,674 72,912 +617
Jan17 160531 519.6 523.7 517.0 520.3 unch 1,124 8,373 +250
Mar17 160531 520.7 524.5 520.7 521.5 +0.1 502 2,439 -3
May17 160531 521.7 524.9 521.7 522.7 +0.1 330 621 -23
Total Volume and Open Interest 41,211 175,567 -1,939
Corn(CBOT)
Jul16 160531 412.50 413.00 404.00 404.75 -8.00 223,709 621,356 -6,804
Sep16 160531 413.50 414.25 406.00 406.75 -7.50 85,165 282,955 +5,431
Dec16 160531 412.75 415.00 407.75 408.50 -5.00 122,632 347,576 -3,202
Mar17 160531 419.00 422.00 414.75 415.25 -4.75 11,824 70,785 +1,186
May17 160531 421.75 425.25 418.00 418.75 -5.00 4,304 17,318 +537
Jul17 160531 425.75 428.75 420.75 421.50 -5.50 6,612 42,984 +888
Sep17 160531 413.00 413.00 407.75 407.75 -7.00 410 5,395 +86
Dec17 160531 412.00 414.00 407.50 408.25 -5.50 3,748 34,068 +404
Mar18 160531 420.00 420.00 415.50 415.50 -5.50 0 858 +0
May18 160531 421.00 421.00 421.00 421.00 -5.50 0 325 +0
Total Volume and Open Interest 458,467 1,425,291 -1,465
Wheat(CBOT)
Jul16 160531 481.00 483.75 463.50 464.50 -17.00 100,179 231,790 -5,958
Sep16 160531 491.25 493.75 474.50 475.50 -16.25 25,351 73,030 -343
Dec16 160531 508.00 511.75 493.00 493.50 -14.75 16,433 72,319 -1,724
Mar17 160531 523.75 523.75 510.00 510.75 -12.75 6,246 20,473 -313
May17 160531 534.00 534.50 521.25 521.25 -12.50 1,659 4,678 +34
Jul17 160531 541.00 541.00 527.75 527.75 -12.50 1,972 6,390 +525
Total Volume and Open Interest 152,052 412,537 -7,758
Wheat(KCBT)
Jul16 160531 458.50 461.25 446.00 447.25 -12.50 25,612 137,255 -3,917
Sep16 160531 475.75 477.25 462.75 463.75 -12.00 6,859 30,318 +2,412
Dec16 160531 497.50 500.00 486.25 487.25 -11.25 4,544 38,622 +826
Mar17 160531 514.25 514.25 503.00 503.75 -11.00 730 13,499 +104
May17 160531 515.25 515.25 513.75 513.75 -11.00 232 5,681 +42
Jul17 160531 521.50 521.50 521.50 521.50 -11.00 285 2,382 +32
Sep17 160531 533.50 533.50 533.50 533.50 -10.00 0 162 +0
Total Volume and Open Interest 38,262 228,118 -501
Wheat(MGE)
Jul16 160531 527.75 529.00 520.00 520.25 -7.75 3,605 23,707 +178
Sep16 160531 536.00 536.00 528.00 528.50 -7.00 2,046 12,138 +86
Dec16 160531 549.00 549.00 541.75 542.25 -7.00 1,339 10,653 +43
Mar17 160531 558.00 558.00 554.75 554.75 -7.25 641 5,759 -188
May17 160531 563.50 563.50 561.75 561.75 -7.50 61 2,186 -2
Jul17 160531 570.00 570.00 569.25 569.25 -7.25 43 631 +18
Total Volume and Open Interest 7,739 55,205 +135
Oats(CBOT)
Jul16 160531 193.00 193.00 186.50 189.00 -4.00 373 7,273 -109
Sep16 160531 203.00 204.00 199.50 201.50 -3.75 89 965 +42
Dec16 160531 215.00 216.00 211.00 213.25 -2.25 58 1,799 +29
Mar17 160531 223.75 223.75 222.50 222.50 -2.25 2 147 +1
Total Volume and Open Interest 522 10,184 -37
Rough Rice(CBOT)
Jul16 160531 10.82 10.99 10.76 10.94 +0.17 589 6,821 -98
Sep16 160531 11.10 11.23 11.00 11.19 +0.18 121 2,077 +2
Nov16 160531 11.41 11.48 11.35 11.45 +0.20 48 666 +17
Jan17 160531 11.59 11.64 11.59 11.64 +0.20 1 66 +1
Total Volume and Open Interest 759 9,661 -78
Live Cattle(CME)
Jun16 160531 120.250 121.480 120.080 121.100 +1.400 16,925 43,023 -4,382
Aug16 160531 116.700 118.480 116.635 118.050 +1.620 32,107 117,838 +1,489
Oct16 160531 116.250 117.830 116.100 117.330 +1.500 9,837 55,268 -562
Dec16 160531 116.430 117.535 116.230 116.830 +0.830 6,605 31,708 +235
Feb17 160531 115.730 116.480 115.550 115.750 +0.420 1,364 9,196 +43
Apr17 160531 114.500 115.285 114.385 114.500 +0.200 583 5,626 -6
Total Volume and Open Interest 67,500 264,197 -3,144
Feeder Cattle(CME)
Aug16 160531 147.400 148.550 146.750 147.100 +0.400 5,386 24,596 +50
Sep16 160531 145.500 146.700 144.800 145.330 +0.530 894 4,162 +2
Oct16 160531 143.785 145.000 142.900 143.500 +0.265 788 5,160 -103
Nov16 160531 139.900 141.300 139.400 139.830 +0.545 300 3,496 -20
Jan17 160531 135.500 136.250 134.500 134.935 +0.500 93 590 +22
Mar17 160531 133.325 133.630 132.485 132.950 +0.700 33 136 +12
Apr17 160531 133.150 133.350 133.100 133.150 +0.100 5 15 +3
Total Volume and Open Interest 7,499 38,155 -2,075
Lean Hogs(CME)
Jun16 160531 80.750 81.385 80.350 80.580 +0.045 9,150 22,808 -1,739
Jul16 160531 81.285 82.350 81.100 81.450 +0.370 13,677 58,532 +1,005
Aug16 160531 80.980 81.850 80.535 80.850 +0.120 7,352 53,588 +1,479
Oct16 160531 68.480 69.385 67.950 68.225 -0.310 3,340 46,581 -79
Dec16 160531 63.485 64.400 63.150 63.350 -0.300 2,245 30,526 +23
Feb17 160531 66.900 67.475 66.475 66.725 -0.060 649 10,514 +210
Apr17 160531 69.885 70.480 69.700 69.885 unch 259 5,324 +105
May17 160531 74.480 74.480 74.480 74.480 unch 0 82 +0
Total Volume and Open Interest 36,680 228,667 +1,006
Class III Milk(CME)
May16 160531 12.81 12.81 12.80 12.80 unch 324 4,245 -59
Jun16 160531 12.93 13.02 12.77 12.79 -0.06 504 4,889 -62
Jul16 160531 13.27 13.30 12.95 12.98 -0.17 235 4,882 +46
Aug16 160531 13.92 13.93 13.68 13.70 -0.15 123 4,322 +29
Sep16 160531 14.48 14.58 14.47 14.47 -0.09 67 3,392 +8
Oct16 160531 14.89 14.89 14.80 14.80 -0.05 29 2,644 +9
Nov16 160531 14.95 14.95 14.88 14.88 -0.08 34 2,541 +19
Dec16 160531 14.99 15.07 14.94 14.94 -0.09 31 2,435 +19
Jan17 160531 15.18 15.18 15.04 15.05 -0.05 19 799 +18
Feb17 160531 15.26 15.30 15.20 15.26 +0.07 9 789 +6
Mar17 160531 15.37 15.44 15.37 15.41 +0.06 6 704 +2
Apr17 160531 15.43 15.43 15.43 15.43 unch 15 548 +5
May17 160531 15.45 15.45 15.45 15.45 unch 15 390 +15
Total Volume and Open Interest 1,416 33,608 +60
Cocoa(ICE)
Jul16 160531 3019 3078 3019 3059 +54 22,197 78,717 -3,298
Sep16 160531 2991 3039 2991 3026 +42 16,243 69,754 +3,944
Dec16 160531 2979 3013 2976 2999 +33 5,452 44,450 +688
Mar17 160531 2956 2991 2956 2979 +32 2,575 34,319 -190
May17 160531 2953 2982 2953 2972 +33 137 6,256 -11
Jul17 160531 2948 2970 2948 2966 +33 44 1,916 +32
Sep17 160531 2961 2961 2961 2961 +33 2 2,901 +0
Total Volume and Open Interest 46,652 239,012 +1,166
Coffee "C"(ICE)
Jul16 160531 121.55 123.90 121.35 121.55 +0.25 19,399 85,178 +1,541
Sep16 160531 123.75 125.75 123.20 123.45 +0.20 11,794 50,173 +1,370
Dec16 160531 126.50 128.45 125.95 126.15 +0.15 5,672 28,869 +424
Mar17 160531 128.70 131.05 128.55 128.75 +0.05 1,906 13,177 +28
May17 160531 130.50 132.35 130.15 130.40 -0.05 311 6,636 +33
Jul17 160531 132.45 133.90 132.05 132.05 -0.05 115 2,438 +40
Total Volume and Open Interest 39,272 193,627 +3,416
Orange Juice(ICE)
Jul16 160531 146.70 154.50 146.70 152.55 +6.05 341 10,561 +80
Sep16 160531 146.50 154.00 146.50 152.35 +5.85 126 2,535 +27
Nov16 160531 148.00 153.00 148.00 152.50 +5.95 23 1,238 +20
Jan17 160531 149.65 152.75 149.65 152.75 +6.25 1 262 +1
Mar17 160531 149.50 152.95 149.50 152.95 +6.25      
May17 160531 153.10 153.10 153.10 153.10 +6.25      
Total Volume and Open Interest 491 14,596 +128
Sugar #11(ICE)
Jul16 160531 17.59 17.70 17.22 17.49 -0.03 91,220 376,251 -3,863
Oct16 160531 17.68 17.82 17.39 17.66 -0.02 64,661 269,077 +10,954
Mar17 160531 18.00 18.07 17.68 17.93 -0.02 17,367 147,194 +1,936
May17 160531 17.62 17.67 17.31 17.54 -0.01 3,310 27,244 +101
Jul17 160531 17.16 17.27 16.98 17.16 +0.02 2,585 32,686 +453
Oct17 160531 16.90 17.02 16.75 16.93 +0.04 1,150 22,140 +272
Mar18 160531 16.85 16.96 16.72 16.90 +0.05 560 10,740 +232
May18 160531 16.52 16.63 16.44 16.57 +0.06 173 2,449 +65
Total Volume and Open Interest 181,135 893,651 +10,209
London Cocoa(LCE)
Jul16 160531 2203 2243 2203 2238 +28 10,234 92,703 -1,431
Sep16 160531 2171 2211 2171 2207 +31 6,334 58,770 -688
Dec16 160531 2126 2160 2123 2158 +30 4,709 56,735 +344
Mar17 160531 2087 2120 2084 2118 +31 3,619 43,516 +602
May17 160531 2096 2105 2096 2105 +31 608 11,776 +150
Jul17 160531 2091 2100 2091 2100 +32 26 1,767 +3
Sep17 160531 2092 2092 2092 2092 +32 4 496 +1
Total Volume and Open Interest 25,535 265,955 -1,019
London Sugar(LCE)
Aug16 160531 486.20 488.60 479.30 483.80 -1.40 2,553 55,850 +114
Oct16 160531 487.20 488.60 480.00 485.00 -1.10 1,641 20,366 +206
Dec16 160531 486.90 487.90 481.10 485.60 -0.60 520 13,600 +140
Mar17 160531 487.40 489.20 482.30 487.10 +0.30 655 10,241 +6
May17 160531 482.30 484.20 478.60 482.90 +1.00 371 2,740 +272
Total Volume and Open Interest 5,882 105,589 +788
Cotton(ICE)
Jul16 160531 64.28 64.46 62.90 63.94 -0.34 25,350 95,799 -1,099
Oct16 160531 63.31 64.01 63.31 63.99 -0.38 22 53 -1
Dec16 160531 64.00 64.00 62.54 63.55 -0.30 13,636 85,869 +3,708
Mar17 160531 63.95 64.25 62.84 63.88 -0.25 1,808 10,722 +343
May17 160531 63.67 64.13 63.07 64.13 -0.25 568 2,331 -101
Jul17 160531 63.85 64.38 63.30 64.35 -0.22 524 2,202 -90
Total Volume and Open Interest 42,177 199,304 +2,890
Lumber(CME)
Jul16 160531 305.9 307.4 300.9 303.4 -5.9 495 4,144 +17
Sep16 160531 316.7 316.7 309.5 311.9 -7.0 96 1,090 +25
Nov16 160531 314.2 314.2 309.7 313.6 -4.4 9 75 -2
Jan17 160531 322.0 322.0 322.0 322.0 -3.4 0 13 +0
Total Volume and Open Interest 600 5,351 +40
Crude Oil(NYM)
Jul16 160531 49.54 50.10 48.81 49.10 -0.23 488,465 527,217 +2,085
Aug16 160531 49.97 50.51 49.23 49.53 -0.21 91,441 164,711 +6,076
Sep16 160531 50.32 50.88 49.63 49.93 -0.20 48,279 129,326 +761
Oct16 160531 50.78 51.19 49.98 50.27 -0.20 22,114 78,348 +4,651
Nov16 160531 50.54 51.46 50.30 50.60 -0.21 14,716 54,199 -149
Dec16 160531 51.26 51.76 50.56 50.86 -0.23 59,162 220,509 +2,375
Jan17 160531 51.29 51.93 50.83 51.07 -0.23 8,255 39,207 -258
Feb17 160531 51.08 52.04 50.98 51.21 -0.22 3,899 28,150 +439
Mar17 160531 51.37 52.14 51.05 51.31 -0.21 6,486 49,151 +147
Apr17 160531 51.43 51.99 51.31 51.39 -0.20 1,612 14,355 +28
May17 160531 51.68 52.26 51.42 51.47 -0.19 1,460 16,021 +6
Jun17 160531 51.75 52.35 51.25 51.54 -0.18 12,254 66,530 +2,029
Jul17 160531 52.35 52.35 51.57 51.57 -0.17 522 15,146 +108
Aug17 160531 52.25 52.25 51.60 51.60 -0.15 384 10,423 +127
Sep17 160531 51.65 51.65 51.65 51.65 -0.14 1,600 25,843 -97
Oct17 160531 51.72 51.72 51.72 51.72 -0.13 647 8,769 +370
Total Volume and Open Interest 789,807 1,687,213 +22,073
e-miNY Crude Oil(NYM)
Jul16 160531 49.600 50.100 48.800 49.100 -0.225 11,198 2,018 -215
Aug16 160531 50.100 50.475 49.225 49.525 -0.225 132 223 +10
Sep16 160531 50.425 50.825 49.650 49.925 -0.200 17 147 +3
Oct16 160531 50.650 50.650 50.200 50.275 -0.200 0 69 +0
Nov16 160531 51.325 51.325 50.600 50.600 -0.200 0 19 +0
Dec16 160531 51.125 51.725 50.575 50.850 -0.250 10 293 -3
Jan17 160531 51.075 51.075 51.075 51.075 -0.225 2 13 +0
Feb17 160531 51.200 51.200 51.200 51.200 -0.225 0 10 +0
Mar17 160531 51.300 51.300 51.300 51.300 -0.225 0 12 +0
Apr17 160531 51.400 51.400 51.400 51.400 -0.200      
Total Volume and Open Interest 11,366 2,943 -206
NY Harbor ULSD(NYM)
Jun16 160531 149.59 152.50 147.93 149.75 +0.35 21,694 12,634 -6,104
Jul16 160531 149.91 153.03 148.46 149.71 -0.44 60,454 132,002 +2,000
Aug16 160531 151.11 153.77 149.30 150.58 -0.36 25,667 53,487 -3,517
Sep16 160531 152.07 154.96 150.65 151.90 -0.29 16,875 37,414 -324
Oct16 160531 153.02 156.22 152.46 153.26 -0.27 7,558 25,390 -4
Nov16 160531 154.20 157.47 154.20 154.65 -0.27 4,599 20,355 +81
Dec16 160531 155.26 158.57 154.69 155.81 -0.26 14,683 55,523 +2,709
Jan17 160531 157.85 159.49 156.42 156.84 -0.28 1,159 17,589 +73
Feb17 160531 159.12 159.50 157.23 157.33 -0.27 640 7,216 -7
Mar17 160531 159.31 159.31 156.62 157.16 -0.26 1,475 7,285 +270
Apr17 160531 158.92 158.92 156.46 156.46 -0.24 352 3,402 +33
May17 160531 158.27 158.94 156.12 156.57 -0.22 262 2,544 +4
Jun17 160531 157.44 159.01 157.00 157.02 -0.20 2,200 10,132 +527
Jul17 160531 159.83 159.83 157.74 157.74 -0.19 293 1,515 +78
Total Volume and Open Interest 159,282 412,688 -3,764
RBOB Gasoline(NYM)
Jun16 160531 163.18 164.00 159.85 161.49 -1.70 28,818 16,121 -8,567
Jul16 160531 164.01 164.85 159.60 161.34 -2.44 67,487 138,660 +23
Aug16 160531 163.57 164.45 159.57 161.24 -2.07 34,586 45,033 +430
Sep16 160531 161.52 162.49 158.28 159.71 -1.74 23,025 54,152 -717
Oct16 160531 147.85 148.50 144.66 145.85 -1.54 11,798 33,476 -848
Nov16 160531 144.18 145.00 141.36 142.43 -1.41 6,331 25,002 +46
Dec16 160531 142.27 142.98 138.99 140.39 -1.39 9,492 41,121 +1,307
Jan17 160531 141.56 142.73 139.36 140.26 -1.41 1,518 9,846 +137
Feb17 160531 142.12 143.55 140.96 141.12 -1.48 616 2,098 +214
Mar17 160531 143.95 145.25 142.66 142.84 -1.57 412 3,563 +83
Total Volume and Open Interest 185,957 402,738 -7,438
e-miNY RBOB Gasoline(NYM)
Jul16 160531 161.30 161.34 161.30 161.30 -2.50      
Aug16 160531 161.20 161.24 161.20 161.20 -2.10      
Sep16 160531 159.70 159.71 159.70 159.70 -1.80      
Oct16 160531 145.90 145.90 145.85 145.90 -1.50      
Total Volume and Open Interest      
Natural Gas(NYM)
Jul16 160531 2.160 2.303 2.151 2.288 +0.119 148,832 366,844 +12,949
Aug16 160531 2.272 2.397 2.264 2.383 +0.102 61,616 85,994 -4,725
Sep16 160531 2.334 2.451 2.326 2.438 +0.093 46,878 119,719 +1,101
Oct16 160531 2.440 2.545 2.430 2.529 +0.077 50,824 111,739 -6,391
Nov16 160531 2.655 2.736 2.651 2.722 +0.052 10,634 52,091 +1,389
Dec16 160531 2.952 3.015 2.950 2.997 +0.030 8,213 46,889 +583
Jan17 160531 3.081 3.144 3.081 3.126 +0.029 17,374 82,243 +978
Feb17 160531 3.101 3.137 3.100 3.121 +0.029 3,647 20,567 -394
Mar17 160531 3.040 3.095 3.040 3.079 +0.027 6,215 48,572 +1,382
Apr17 160531 2.860 2.896 2.860 2.877 +0.016 5,350 47,089 -10
May17 160531 2.859 2.885 2.855 2.866 +0.011 1,083 15,925 +67
Jun17 160531 2.900 2.928 2.898 2.904 +0.008 667 7,243 +127
Jul17 160531 2.951 2.965 2.940 2.947 +0.006 370 7,088 +42
Aug17 160531 2.957 2.972 2.956 2.959 +0.006 324 5,114 +40
Sep17 160531 2.953 2.965 2.950 2.952 +0.005 237 3,039 -15
Oct17 160531 2.976 2.993 2.969 2.975 +0.005 645 8,656 -169
Total Volume and Open Interest 364,219 1,070,497 -710
Brent Crude Oil(ICE)
Jul16 160531 49.70 50.05 49.23 49.69 -0.07 130,178 62,425 -35,616
Aug16 160531 50.30 50.87 49.50 49.89 -0.47 228,657 457,059 +4,813
Sep16 160531 50.68 51.24 49.93 50.29 -0.45 74,767 304,974 +3,023
Oct16 160531 50.97 51.52 50.22 50.58 -0.45 38,823 133,109 +3,959
Nov16 160531 51.25 51.78 50.53 50.86 -0.46 24,677 143,396 +3,511
Dec16 160531 51.60 52.11 50.83 51.21 -0.46 50,257 344,726 +7,795
Jan17 160531 51.87 52.35 51.15 51.47 -0.47 4,967 59,216 -17
Feb17 160531 52.09 52.55 51.36 51.68 -0.48 3,957 54,300 +455
Mar17 160531 52.26 52.75 51.56 51.89 -0.48 7,113 58,956 +673
Apr17 160531 52.07 52.08 51.94 52.08 -0.48 1,062 19,647 +102
May17 160531 52.18 52.27 52.16 52.27 -0.46 733 21,810 -120
Jun17 160531 52.78 53.29 52.13 52.46 -0.44 11,539 87,719 -667
Jul17 160531 52.66 52.66 52.66 52.66 -0.42 364 17,866 -14
Aug17 160531 52.83 52.83 52.83 52.83 -0.40 584 13,751 -134
Total Volume and Open Interest 603,594 2,210,234 -10,787
Gas Oil(ICE)
Jun16 160531 452.50 454.75 443.75 453.50 +1.25 28,248 65,385 -4,754
Jul16 160531 452.75 455.25 443.75 453.75 +1.25 55,356 152,915 +1,372
Aug16 160531 454.50 456.75 445.75 455.50 +1.50 27,198 91,878 +1,722
Sep16 160531 457.50 459.50 448.75 458.25 +1.50 11,321 48,752 +156
Oct16 160531 460.75 462.50 452.25 461.25 +1.25 6,213 44,818 -91
Nov16 160531 462.50 464.50 454.75 463.25 +1.50 4,552 29,373 -869
Dec16 160531 464.00 466.00 456.00 464.75 +1.50 12,220 94,283 +662
Jan17 160531 464.50 467.75 459.25 467.00 +1.50 2,739 24,228 -604
Feb17 160531 467.00 470.50 462.00 469.50 +1.50 523 14,037 -136
Mar17 160531 468.75 472.00 463.50 471.50 +1.50 736 20,123 +1
Total Volume and Open Interest 155,806 747,295 -1,334
Ethanol(CBOT)
Jun16 160531 1.650 1.650 1.641 1.648 -0.009 88 350 -53
Jul16 160531 1.648 1.648 1.620 1.626 -0.016 197 2,333 -1
Aug16 160531 1.606 1.611 1.604 1.608 -0.022 42 354 +18
Sep16 160531 1.583 1.587 1.583 1.585 -0.025 20 815 +16
Oct16 160531 1.559 1.559 1.559 1.559 -0.021 0 227 +0
Nov16 160531 1.547 1.547 1.538 1.538 -0.016 0 205 +0
Dec16 160531 1.534 1.534 1.516 1.516 -0.014 5 822 -2
Jan17 160531 1.499 1.499 1.499 1.499 -0.014 0 110 +0
Total Volume and Open Interest 352 5,216 -22
WTI Crude Oil(ICE)
Jul16 160531 49.51 50.10 48.79 49.10 -0.51 22,867 77,485 +1,637
Aug16 160531 49.91 50.49 49.21 49.53 -0.47 26,150 61,216 +1,003
Sep16 160531 50.32 50.85 49.64 49.93 -0.44 9,424 33,932 +408
Oct16 160531 50.42 51.18 50.01 50.27 -0.44 4,462 10,267 +38
Nov16 160531 51.00 51.49 50.36 50.60 -0.44 3,305 13,780 +340
Dec16 160531 51.26 51.74 50.56 50.86 -0.45 7,340 75,220 -568
Jan17 160531 51.30 51.78 51.07 51.07 -0.45 572 7,969 +71
Feb17 160531 51.79 51.87 51.21 51.21 -0.44 191 5,609 +17
Mar17 160531 51.96 51.96 51.31 51.31 -0.43 979 5,456 +149
Apr17 160531 51.39 51.39 51.39 51.39 -0.42 155 3,186 +8
May17 160531 51.47 51.47 51.47 51.47 -0.40 104 1,493 +51
Jun17 160531 52.07 52.22 51.54 51.54 -0.38 1,851 29,613 -35
Jul17 160531 51.57 51.57 51.57 51.57 -0.37 21 1,585 -11
Aug17 160531 51.60 51.60 51.60 51.60 -0.35 18 559 +3
Sep17 160531 51.65 51.65 51.65 51.65 -0.33 57 4,330 +14
Oct17 160531 51.72 51.72 51.72 51.72 -0.32 11 1,233 +0
Total Volume and Open Interest 80,557 420,697 +3,514
US Dollar Index(ICE)
Jun16 160531 95.600 95.890 95.455 95.878 +0.378 18,434 54,611 -515
Sep16 160531 95.605 95.895 95.480 95.893 +0.388 1,356 4,876 +573
Dec16 160531 95.600 95.927 95.590 95.927 +0.392 83 1,118 +59
Total Volume and Open Interest 19,889 61,013 +133
Australian Dollar(CME)
Jun16 160531 71.77 72.64 71.45 72.13 +0.18 98,558 108,378 -1,978
Sep16 160531 71.55 72.39 71.22 71.88 +0.17 876 4,240 +96
Dec16 160531 71.69 72.09 71.69 71.69 +0.18 0 148 +0
Total Volume and Open Interest 99,434 112,774 -1,882
British Pound(CME)
Jun16 160531 146.08 147.29 144.65 144.67 -1.70 80,011 234,806 -2,167
Sep16 160531 146.18 147.38 144.77 144.78 -1.69 482 9,761 +5
Dec16 160531 146.29 147.22 144.92 144.92 -1.69 12 201 +0
Total Volume and Open Interest 80,511 244,863 -2,156
Canadian Dollar(CME)
Jun16 160531 76.75 76.82 76.13 76.15 -0.73 72,429 116,495 -1,327
Sep16 160531 76.60 76.82 76.14 76.16 -0.73 2,869 6,335 +1,713
Dec16 160531 76.50 76.94 76.19 76.19 -0.72 532 2,791 +143
Mar17 160531 76.65 76.82 76.21 76.21 -0.72 30 195 +20
Total Volume and Open Interest 75,860 125,954 +549
Japanese Yen(CME)
Jun16 160531 90.60 90.62 89.75 90.45 -0.57 110,525 152,211 -1,655
Sep16 160531 90.93 90.95 90.07 90.76 -0.57 851 3,754 +42
Dec16 160531 91.00 91.14 90.55 91.11 -0.58 0 270 +0
Total Volume and Open Interest 111,376 156,323 -1,613
Swiss Franc(CME)
Jun16 160531 100.56 101.19 100.49 100.62 -0.26 20,165 54,932 +2,407
Sep16 160531 101.08 101.66 100.98 101.10 -0.26 62 783 +30
Dec16 160531 101.60 102.11 101.59 101.60 -0.26 0 23 +0
Total Volume and Open Interest 20,227 55,753 +2,437
EuroFX(CME)
Jun16 160531 111.18 111.78 111.03 111.30 -0.14 152,294 334,933 -1,086
Sep16 160531 111.55 112.16 111.41 111.69 -0.13 2,151 12,399 +196
Dec16 160531 112.25 112.57 111.84 112.09 -0.13 71 1,271 +21
Total Volume and Open Interest 154,621 349,929 -974
Mexican Peso(CME)
Jun16 160531 540.75 543.25 539.38 540.38 -1.75 32,604 94,962 +1,520
Jul16 160531 538.38 538.38 538.38 538.38 -1.63      
Total Volume and Open Interest 33,507 140,547 +1,963
Brazilian Real(CME)
Jun16 160531 277.70 280.00 275.70 278.15 +1.10 306 26,510 -14
Jul16 160531 274.20 278.50 272.40 273.70 -0.75 260 8,361 +53
Aug16 160531 271.55 273.80 271.55 271.55 -0.75 0 67 +0
Sep16 160531 268.00 271.20 268.00 268.85 -0.70 17 1,291 +7
Total Volume and Open Interest 583 36,259 +46
30-Year T-Bonds(CBOT)
Jun16 160531 164~000 164~240 163~030 164~230 +0~130 337,611 103,797 -101,999
Sep16 160531 162~210 163~110 161~230 163~100 +0~120 227,913 438,397 +111,672
Dec16 160531 162~020 162~020 162~020 162~020 +0~120 0 3 +0
Total Volume and Open Interest 565,524 542,197 +9,673
10-Year T-Notes(CBOT)
Jun16 160531 129~160 129~255 129~095 129~255 unch 1,737,088 596,954 -563,770
Sep16 160531 129~125 129~225 129~055 129~220 -0~005 1,231,507 2,110,138 +537,330
Dec16 160531 129~020 129~020 129~020 129~020 -0~005      
Total Volume and Open Interest 2,968,595 2,707,092 -26,440
5-Year T-Notes(CBOT)
Jun16 160531 120~086 120~174 120~056 120~174 +0~010 1,536,532 563,451 -622,082
Sep16 160531 119~274 120~040 119~234 120~036 +0~002 1,295,827 2,114,529 +611,060
Dec16 160531 120~022 120~022 120~022 120~022 +0~002      
Total Volume and Open Interest 2,832,359 2,677,980 -11,022
2 Year T-Notes(CBOT)
Jun16 160531 108~316 109~040 108~306 109~040 +0~006 560,320 235,640 -268,501
Sep16 160531 108~264 108~304 108~250 108~304 unch 423,930 899,900 +207,685
Dec16 160531 108~290 108~290 108~290 108~290 unch      
Total Volume and Open Interest 984,250 1,135,540 -60,816
Eurodollars(CME)
Jun16 160531 99.260 99.280 99.257 99.277 unch 313,266 1,141,081 -14,129
Sep16 160531 99.130 99.170 99.125 99.165 unch 294,310 1,131,397 +2,915
Dec16 160531 99.015 99.060 99.010 99.060 unch 240,056 1,383,848 +9,144
Mar17 160531 98.940 98.990 98.920 98.985 unch 214,185 869,823 -3,341
Jun17 160531 98.855 98.915 98.835 98.915 +0.005 222,413 871,806 +2,463
Sep17 160531 98.785 98.850 98.760 98.845 +0.005 169,447 783,499 -4,318
Dec17 160531 98.705 98.770 98.680 98.770 +0.005 177,495 1,143,199 +9,146
Mar18 160531 98.645 98.715 98.620 98.715 +0.005 114,839 512,301 +4,673
Jun18 160531 98.595 98.660 98.560 98.660 +0.005 85,728 448,544 +4,876
Sep18 160531 98.545 98.610 98.510 98.605 +0.005 91,522 368,477 +5,757
Dec18 160531 98.485 98.550 98.455 98.550 +0.005 66,566 529,702 +142
Mar19 160531 98.450 98.510 98.415 98.510 +0.005 58,294 290,085 -1,522
Jun19 160531 98.395 98.465 98.375 98.460 unch 29,253 254,207 -2,008
Sep19 160531 98.355 98.415 98.335 98.410 unch 25,604 186,117 +590
Dec19 160531 98.305 98.360 98.285 98.355 unch 25,308 218,564 -1,493
Mar20 160531 98.275 98.320 98.245 98.315 unch 18,740 115,010 -402
Jun20 160531 98.225 98.275 98.205 98.270 unch 23,409 70,497 +2,096
Sep20 160531 98.185 98.235 98.160 98.225 +0.005 19,147 60,471 +1,352
Total Volume and Open Interest 2,283,496 10,705,110 +26,377
Ultra T-Bond(CBOT)
Jun16 160531 172~05 172~29 170~31 172~26 +0~11 226,322 127,886 -139,586
Sep16 160531 174~15 175~08 173~06 175~04 +0~11 172,714 488,206 +133,216
Dec16 160531 174~14 174~14 174~14 174~14 +0~11      
Total Volume and Open Interest 399,036 616,092 -6,370
Ultra 10-Yr T-Note(CBOT)
Jun16 160531 140~060 140~175 139~275 140~165 +0~020 116,892 54,197 -31,486
Sep16 160531 140~225 141~010 140~100 141~005 +0~025 78,894 119,973 +45,753
Dec16 160531 141~005 141~005 141~005 141~005 +0~025      
Total Volume and Open Interest 195,786 174,170 +14,267
30 Day Federal Funds(CBOT)
May16 160531 99.632 99.635 99.632 99.632 unch 1,056 115,786 -34
Jun16 160531 99.595 99.607 99.590 99.605 +0.010 14,886 86,595 -216
Jul16 160531 99.540 99.570 99.535 99.565 +0.015 62,419 246,606 +3,606
Aug16 160531 99.445 99.475 99.445 99.470 +0.005 47,885 196,944 +10,939
Sep16 160531 99.430 99.460 99.425 99.460 +0.010 10,059 43,715 +3,304
Oct16 160531 99.395 99.440 99.395 99.440 +0.015 12,473 87,934 +2,595
Total Volume and Open Interest 162,273 986,378 +20,243
3-Mth Euro-Yen(CME)
Jun16 160531 99.990 99.990 99.990 99.990 unch      
Sep16 160531 99.990 99.990 99.990 99.990 unch      
Dec16 160531 99.990 99.990 99.990 99.990 unch      
Mar17 160531 99.990 99.990 99.990 99.990 unch      
Jun17 160531 99.990 99.990 99.990 99.990 unch      
Sep17 160531 99.990 99.990 99.990 99.990 unch      
Dec17 160531 99.990 99.990 99.990 99.990 unch      
Mar18 160531 99.995 99.995 99.995 99.995 unch      
Jun18 160531 99.855 99.855 99.855 99.855 unch      
Sep18 160531 99.715 99.715 99.715 99.715 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun16 160531 99.99 99.99 99.99 99.99 unch      
Sep16 160531 99.99 99.99 99.99 99.99 unch      
Dec16 160531 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160531 99.99 99.99 99.99 99.99 unch      
Jun17 160531 99.99 99.99 99.99 99.99 unch      
Sep17 160531 99.99 99.99 99.99 99.99 unch      
Dec17 160531 99.99 99.99 99.99 99.99 unch      
Mar18 160531 100.00 100.00 100.00 100.00 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Jun16 160531 152.03 152.06 151.91 151.92 -0.11 1,065 17,338 -15
Sep16 160531 151.86 151.86 151.81 151.81 -0.13 9 82 +78
Dec16 160531 151.81 151.81 151.81 151.81 -0.13      
Total Volume and Open Interest 1,074 17,420 +63
Euro-Buxl(EUREX)
Jun16 160531 167.46 168.86 166.84 168.32 +0.90 31,456 157,117 +1,500
Sep16 160531 175.98 177.56 175.76 177.26 +1.04 2,401 5,265 +2,179
Dec16 160531 177.26 177.26 177.26 177.26 +1.04      
Total Volume and Open Interest 33,857 162,382 +3,679
Euro-Bund(EUREX)
Jun16 160531 163.76 164.21 163.39 163.97 +0.32 494,314 1,546,530 -84,399
Sep16 160531 162.66 163.20 162.36 162.94 +0.33 43,186 256,862 +15,888
Dec16 160531 160.30 160.30 160.30 160.30 +0.32 0 1 +0
Total Volume and Open Interest 537,500 1,803,393 -68,511
Euro-Bobl(EUREX)
Jun16 160531 131.37 131.46 131.26 131.38 +0.04 322,000 1,221,112 +1,538
Sep16 160531 132.28 132.35 132.14 132.27 +0.04 34,382 116,046 +11,959
Dec16 160531 130.14 130.14 130.14 130.14 +0.04 0 101 +0
Total Volume and Open Interest 356,382 1,337,259 +13,497
Euro-Schatz(EUREX)
Jun16 160531 111.83 111.85 111.81 111.83 -0.01 174,513 984,259 -35,479
Sep16 160531 111.78 111.79 111.75 111.78 -0.00 37,260 147,900 +17,499
Dec16 160531 111.78 111.78 111.78 111.78 -0.00      
Total Volume and Open Interest 211,773 1,132,159 -17,980
3-Mth Euribor(EUREX)
Jun16 160531 100.260 100.260 100.260 100.260 unch 773 11,822 +194
Sep16 160531 100.280 100.280 100.280 100.280 unch 664 6,803 +450
Dec16 160531 100.295 100.295 100.295 100.295 +0.005 95 2,514 +42
Total Volume and Open Interest 1,595 64,798 +749
Long Gilt(LIFFE)
Jun16 160531 120~27 121~08 120~20 121~04 +0~00 276,330 74,222 -113,556
Sep16 160531 122~14 122~29 122~06 122~24 -0~00 246,797 428,786 +63,968
Total Volume and Open Interest 523,127 503,008 -49,588
3-Mth Short Sterling(LIFFE)
Jun16 160531 99.41 99.41 99.40 99.41 unch 29,353 350,845 -1,416
Sep16 160531 99.41 99.43 99.41 99.42 unch 43,507 399,836 +7,182
Dec16 160531 99.38 99.41 99.38 99.40 unch 53,290 443,919 +4,971
Mar17 160531 99.33 99.36 99.32 99.35 unch 52,374 309,256 +6,773
Jun17 160531 99.26 99.30 99.25 99.28 unch 38,083 322,620 -633
Sep17 160531 99.18 99.22 99.17 99.21 +0.01 60,603 267,558 -766
Total Volume and Open Interest 540,895 3,193,946 +4,546
3-Mth Euribor(LIFFE)
Jun16 160531 100.260 100.265 100.260 100.260 -0.005 89,213 491,743 -24,254
Sep16 160531 100.275 100.280 100.270 100.275 -0.005 29,263 386,019 -378
Dec16 160531 100.290 100.300 100.285 100.290 -0.005 20,473 471,325 +582
Total Volume and Open Interest 341,272 3,417,265 -14,862
3-Mth Aus T-Bills(SFE)
Jun16 160531 98.01 98.02 98.00 98.01 -0.01 15,498 131,696 -11,138
Sep16 160531 98.12 98.13 98.09 98.10 -0.03 21,090 211,828 +5,967
Dec16 160531 98.19 98.19 98.14 98.16 -0.03 9,880 164,095 -785
Mar17 160531 98.22 98.23 98.17 98.19 -0.03 9,990 133,526 +543
Jun17 160531 98.22 98.24 98.18 98.20 -0.03 5,231 99,307 +2,116
Sep17 160531 98.22 98.22 98.18 98.19 -0.03 3,531 73,509 +473
Dec17 160531 98.19 98.21 98.16 98.18 -0.02 2,268 54,980 +811
Mar18 160531 98.17 98.18 98.13 98.15 -0.02 1,865 31,711 +770
Jun18 160531 98.10 98.12 98.10 98.12 -0.02 329 15,833 -260
Sep18 160531 98.09 98.09 98.08 98.09 -0.01 9 3,491 -7
Total Volume and Open Interest 69,691 924,651 -1,510
10-Year Aus T-Bonds(SFE)
Jun16 160531 97.73 97.74 97.68 97.70 -0.03 84,330 902,780 -6,597
Sep16 160531 97.68 97.68 97.68 97.68 -0.05      
Total Volume and Open Interest 84,330 902,780 -6,597
3-Year Aus T-Bonds(SFE)
Jun16 160531 98.38 98.40 98.33 98.36 -0.03 145,423 798,233 +11,129
Sep16 160531 98.36 98.38 98.36 98.38 -0.01 0 2 +0
Total Volume and Open Interest 145,423 798,235 +11,129
Gold(CMX)
Jun16 160531 1212.5 1217.6 1199.0 1214.8 +1.0 199,778 39,520 -48,854
Aug16 160531 1215.1 1220.6 1201.5 1217.5 +0.8 152,789 345,168 +30,585
Oct16 160531 1218.3 1223.1 1205.0 1220.3 +0.9 3,183 26,433 -395
Dec16 160531 1220.9 1226.0 1207.0 1223.1 +1.1 4,474 54,888 +936
Feb17 160531 1221.2 1226.9 1210.0 1225.6 +1.3 222 7,723 -108
Apr17 160531 1223.1 1227.9 1223.1 1227.9 +1.4 140 3,767 -68
Jun17 160531 1229.0 1232.7 1228.8 1230.1 +1.4 71 10,856 -27
Aug17 160531 1227.2 1232.2 1227.2 1232.2 +1.5 26 164 +23
Oct17 160531 1234.3 1234.3 1234.3 1234.3 +1.5 0 629 +0
Dec17 160531 1226.0 1238.0 1226.0 1236.4 +1.6 19 7,619 -7
Feb18 160531 1238.5 1238.5 1238.5 1238.5 +1.7      
Apr18 160531 1240.5 1240.5 1240.5 1240.5 +1.7      
Total Volume and Open Interest 363,664 507,960  
Silver(CMX)
Jul16 160531 1622.0 1624.5 1591.5 1599.4 -27.5 50,577 129,955 -2,110
Sep16 160531 1628.5 1628.5 1597.5 1604.3 -27.6 2,498 26,141 +714
Dec16 160531 1628.5 1629.5 1604.5 1611.0 -27.5 2,056 32,963 +306
Mar17 160531 1612.0 1627.5 1612.0 1617.7 -27.3 157 4,495 +97
May17 160531 1627.0 1627.0 1621.8 1621.8 -27.2 35 203 +30
Jul17 160531 1622.0 1631.0 1622.0 1626.0 -27.1 12 2,373 +0
Sep17 160531 1630.1 1630.1 1630.1 1630.1 -27.0 0 195 +0
Total Volume and Open Interest 55,565 200,326 -1,563
Platinum(NYMEX)
Jul16 160531 981.3 986.2 967.5 980.4 -1.8 13,444 53,804 -1,312
Oct16 160531 981.4 985.8 969.3 981.9 -1.7 696 8,112 +310
Jan17 160531 983.9 983.9 983.9 983.9 -1.7 32 212 +22
Apr17 160531 985.6 985.6 985.6 985.6 -1.7 0 6 +0
Total Volume and Open Interest 14,220 62,183 -996
Palladium(NYMEX)
Jun16 160531 538.45 549.95 534.80 547.75 +8.15 3,751 1,080 -2,359
Sep16 160531 536.45 549.80 532.10 547.35 +8.35 6,101 20,887 +1,681
Dec16 160531 538.60 548.25 538.60 548.25 +8.25 13 333 +2
Total Volume and Open Interest 9,913 22,355 -660
Copper(CMX)
Jul16 160531 211.05 211.60 207.50 209.55 -1.85 57,842 137,126 -1,390
Sep16 160531 211.80 212.25 208.40 210.25 -1.90 7,577 34,585 +1,626
Dec16 160531 211.35 212.70 209.40 211.00 -1.85 2,820 25,858 +52
Mar17 160531 212.10 212.10 210.95 211.50 -1.85 65 4,089 -3
May17 160531 211.25 211.95 211.25 211.95 -1.85 40 770 +15
Total Volume and Open Interest 69,163 210,123 -197
E-mini DJIA Index(CBOT)
Jun16 160531 17873 17909 17708 17774 -75 106,963 116,785 -15
Sep16 160531 17780 17816 17614 17681 -75 3,468 3,711 +1,361
Dec16 160531 17718 17718 17609 17609 -75 41 111 -3
Mar17 160531 17549 17549 17549 17549 -75 0 1 +0
Total Volume and Open Interest 110,472 120,608 +1,343
S & P 500(CME)
Jun16 160531 2099.00 2103.60 2086.00 2094.90 -2.40 4,470 78,442 +1,176
Sep16 160531 2091.50 2093.50 2079.70 2086.70 -2.40 55 2,085 +32
Dec16 160531 2080.10 2086.90 2073.10 2080.10 -2.40 1 191 +0
Mar17 160531 2074.00 2080.80 2067.00 2074.00 -2.40 1 0 +0
Total Volume and Open Interest 4,525 80,718 +1,208
S & P 500 E-Mini(Globex)
Jun16 160531 2100.00 2103.75 2086.00 2095.00 -2.25 968,439 2,915,095 -6,845
Sep16 160531 2091.25 2095.25 2078.00 2086.75 -2.25 6,788 50,908 +3,231
Dec16 160531 2084.00 2088.50 2071.75 2080.00 -2.50 596 8,523 +152
Mar17 160531 2079.75 2079.75 2067.25 2074.00 -2.50 4 79 +4
Total Volume and Open Interest 975,827 2,974,615 -3,458
NASDAQ 100 E-Mini(Globex)
Jun16 160531 4518.30 4528.30 4497.50 4524.30 +14.30 163,693 216,691 +6,832
Sep16 160531 4509.80 4520.00 4490.00 4516.50 +14.50 540 1,847 +143
Dec16 160531 4513.50 4513.50 4493.30 4513.50 +14.50 0 89 +0
Total Volume and Open Interest 164,233 218,634 +6,975
S&P Midcap 400(CME) e-Mini
Jun16 160531 1494.20 1498.30 1486.90 1491.80 +1.00 13,514 81,735 +748
Sep16 160531 1487.50 1490.50 1487.50 1487.50 +1.00 119 125 +119
Dec16 160531 1488.80 1488.80 1488.80 1488.80 +1.00 0 12 +0
Total Volume and Open Interest 13,633 81,872 +867
Volatility Index(CBOE)
May16 160518 15.45 15.70 15.20 15.60 +0.17 83,483 69,986 -40,058
Jun16 160531 15.36 16.00 15.10 15.28 -0.10 67,094 235,202 +235,202
Jul16 160531 17.54 18.05 17.35 17.48 -0.15 39,774 104,199 +104,199
Aug16 160531 18.33 18.76 18.15 18.28 -0.10 10,409 38,550 +38,550
Total Volume and Open Interest 129,009 446,123 +6,573
Russell 2000(ICE)
Jun16 160531 1152.80 1159.10 1148.40 1153.40 +3.30 59,231 397,639 +21
Sep16 160531 1145.20 1153.90 1143.90 1148.30 +3.30 25 63 +12
Dec16 160531 1142.30 1145.70 1141.10 1145.00 +3.30 1 14 +1
Total Volume and Open Interest 59,257 397,966 +34
Nikkei 225(CME)
Jun16 160531 16940 17270 16910 17085 +155 10,246 33,647 -193
Sep16 160531 17100 17300 16985 17125 +155 109 260 +35
Total Volume and Open Interest 10,355 33,912 -158
Nikkei 225(SGX)
Jun16 160531 17040 17260 16985 17210 +130 46,431 266,775 +632
Sep16 160531 17055 17205 16945 17180 +135 218 3,433 +126
Dec16 160531 17070 17070 17070 17070 +135 0 3,881 +0
Total Volume and Open Interest 46,649 283,323 +758
Nikkei 225(CME) Yen
Jun16 160531 16925 17260 16905 17070 +160 38,283 91,837 +1,919
Sep16 160531 16955 17205 16870 17030 +160 77 244 +18
Dec16 160531 16910 16990 16855 16910 +50      
Total Volume and Open Interest 38,360 92,081 +1,937
Nikkei 225(CME) e-Mini Yen
Jun16 160531 16960 17240 16960 17070 +160 2 88 +0
Sep16 160531 17030 17030 17030 17030 +160      
Dec16 160531 16910 16910 16910 16910 +50      
Total Volume and Open Interest 2 88 +0
CAC 40(EURONEXT)
Jun16 160531 4509.0 4512.5 4463.0 4480.0 -22.0 52,261 301,120 -5,127
Jul16 160531 4491.5 4491.5 4460.0 4472.0 -22.0 71 5,532 -290
Aug16 160531 4483.0 4483.0 4470.0 4470.0 -22.0 0 10 +0
Sep16 160531 4485.5 4485.5 4470.0 4470.0 -21.5 7 23 +5
Total Volume and Open Interest 52,339 306,716 -5,412
Hang Seng Index(HKFE)
May16 160530 20576 20733 20481 20666 +89 146,853 56,964 -21,325
Jun16 160531 20301 20719 20294 20474 +157 74,604 104,962 +25,199
Jul16 160531 20309 20706 20309 20469        
DAX(EUREX)
Jun16 160531 10362.0 10374.5 10229.0 10263.5 -73.0 58,918 150,785 -4,459
Sep16 160531 10350.0 10357.0 10238.5 10253.5 -73.0 74 2,237 +22
Dec16 160531 10350.5 10350.5 10230.0 10240.5 -73.0 10 2,946 -12
Total Volume and Open Interest 59,002 155,968 -4,449
Mini-DAX(EUREX)
Jun16 160531 10361.0 10374.0 10230.0 10264.0 -72.0 10,420 10,446 -400
Sep16 160531 10348.0 10351.0 10236.0 10253.0 -72.0 71 447 -8
Dec16 160531 10314.0 10314.0 10228.0 10242.0 -72.0 5 43 -2
Total Volume and Open Interest 10,496 10,936 -410
FT-SE 100(EURONEXT)
Jun16 160531 6260.00 6278.00 6194.00 6219.50 -31.50 86,064 556,937 -2,558
Sep16 160531 6222.00 6222.00 6151.00 6164.50 -31.50 255 23,069 +243
Dec16 160531 6132.50 6132.50 6132.50 6132.50 -31.50      
Total Volume and Open Interest 86,319 580,006 -2,315
SPI 200(SFE)
Jun16 160531 5412.0 5421.0 5369.0 5382.0 -30.0 30,337 299,701 +2,599
Sep16 160531 5325.0 5351.0 5319.0 5332.0 -29.0 124 3,019 +111
Dec16 160531 5318.0 5318.0 5318.0 5318.0 -29.0 0 2,287 +0
Total Volume and Open Interest 30,461 306,131 +2,710
FTSE MIB(ISE)
Jun16 160531 18280.00 18330.00 17995.00 18039.00 -240.00 17,905 65,231 -694
Sep16 160531 18140.00 18140.00 17865.00 17902.00 -242.00 30 432 -10
Dec16 160531 17797.00 17797.00 17797.00 17797.00 -240.00      
Total Volume and Open Interest 17,935 65,663 -704
KOSPI 200(KFE)
Jun16 160531 241.55 243.65 240.30 243.35 +1.60 113,905 107,529 +999
Sep16 160531 242.30 244.20 241.00 243.90 +1.40 1,730 9,618 +104
Dec16 160531 243.00 245.05 242.50 244.65 +1.40 14 4,056 +8
Total Volume and Open Interest 115,651 122,942 +1,143
GSCI(CME)
Jun16 160531 373.20 374.85 369.10 370.10 -1.35 127 10,809 -81
Jul16 160531 376.60 376.75 372.30 372.30 -1.10 100 935 +100
Aug16 160531 372.30 372.30 372.30 372.30 -1.10      
Total Volume and Open Interest 227 11,744 +19
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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