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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 June 03, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul16 160603 1142.00 1169.00 1127.25 1132.00 -12.25 158,403 367,261 -781
Aug16 160603 1128.75 1150.25 1118.50 1122.00 -8.75 22,175 51,764 +796
Sep16 160603 1099.75 1118.25 1097.00 1101.25 -1.25 10,435 29,589 +1,865
Nov16 160603 1079.50 1094.00 1074.50 1085.25 +3.50 74,989 298,246 +3,879
Jan17 160603 1075.00 1089.00 1071.00 1082.50 +4.75 5,360 27,658 +748
Mar17 160603 1043.00 1057.00 1040.25 1055.50 +8.75 6,125 47,420 +1,322
May17 160603 1037.25 1046.25 1034.00 1046.00 +6.00 4,364 26,462 -114
Jul17 160603 1037.00 1044.00 1033.25 1043.75 +4.75 2,279 26,819 +545
Aug17 160603 1030.00 1030.00 1030.00 1030.00 +4.50 27 267 +6
Sep17 160603 1002.25 1002.25 1002.25 1002.25 +4.50 15 117 +7
Nov17 160603 970.00 980.00 966.25 978.25 +5.25 419 18,059 +95
Jan18 160603 979.75 979.75 979.75 979.75 +5.00 0 97 +0
Mar18 160603 980.00 980.00 980.00 980.00 +4.75 0 39 +0
May18 160603 982.25 982.25 982.25 982.25 +5.25 0 39 +0
Total Volume and Open Interest 284,592 894,004 +8,369
Soybean Meal(CBOT)
Jul16 160603 417.30 432.50 411.50 414.30 -4.00 54,828 155,350 -1,042
Aug16 160603 398.90 410.60 395.80 397.70 -1.70 10,471 38,680 +1,348
Sep16 160603 390.30 398.00 387.10 390.00 +1.20 6,740 28,816 +697
Oct16 160603 381.10 388.80 380.80 384.70 +3.30 6,886 18,109 +1,630
Dec16 160603 378.60 385.70 378.00 382.50 +3.20 20,174 86,202 +350
Jan17 160603 372.50 377.10 371.50 376.10 +3.50 2,168 13,024 +456
Mar17 160603 352.90 357.60 351.80 356.80 +2.10 1,280 14,032 +289
May17 160603 345.30 347.40 342.60 347.10 +0.80 1,593 15,289 +380
Jul17 160603 343.80 346.00 341.00 345.10 +0.10 749 9,018 +314
Aug17 160603 335.20 339.50 335.00 339.50 +0.30 160 1,321 +85
Total Volume and Open Interest 105,176 384,266 +4,565
Soybean Oil(CBOT)
Jul16 160603 32.25 32.67 32.12 32.26 unch 72,932 176,996 -6,683
Aug16 160603 32.37 32.77 32.25 32.38 +0.01 22,428 39,541 -643
Sep16 160603 32.48 32.85 32.37 32.51 +0.03 9,418 28,272 -281
Oct16 160603 32.58 32.95 32.57 32.63 +0.05 6,385 17,093 -330
Dec16 160603 32.88 33.25 32.76 32.92 +0.04 23,312 91,796 +2,271
Jan17 160603 32.97 33.49 32.87 33.03 +0.06 4,979 10,180 +954
Mar17 160603 32.89 33.32 32.84 33.06 +0.09 2,998 12,480 -151
May17 160603 33.00 33.27 32.87 33.05 +0.11 3,706 11,963 -505
Jul17 160603 32.95 33.28 32.95 33.18 +0.13 523 4,932 +109
Aug17 160603 33.18 33.18 33.18 33.18 +0.12 11 2,573 -4
Total Volume and Open Interest 147,163 402,188 -5,217
Canola(WCE)
Jul16 160603 519.5 524.9 512.6 514.1 -6.5 8,925 88,790 -1,213
Nov16 160603 525.4 530.5 519.0 520.4 -5.9 9,794 79,049 +2,629
Jan17 160603 527.0 533.0 522.6 523.4 -5.9 791 8,888 +294
Mar17 160603 528.1 533.7 524.3 524.3 -6.3 131 2,555 +47
May17 160603 528.7 534.9 525.3 525.3 -6.5 83 768 +46
Total Volume and Open Interest 19,805 181,070 +1,876
Corn(CBOT)
Jul16 160603 414.00 418.75 410.50 418.25 +3.00 213,032 601,514 +1,287
Sep16 160603 414.00 420.00 411.75 419.75 +4.00 58,443 296,485 +7,380
Dec16 160603 415.00 420.00 413.00 419.75 +3.00 90,226 354,948 +9,202
Mar17 160603 420.75 426.00 419.50 426.00 +3.25 11,405 75,142 +2,579
May17 160603 425.50 429.25 422.50 429.25 +3.00 4,815 18,413 +791
Jul17 160603 429.00 432.25 425.75 432.25 +2.50 4,991 44,779 +596
Sep17 160603 413.75 415.50 410.00 415.50 +1.50 1,124 5,889 +242
Dec17 160603 413.25 418.00 410.75 417.00 +2.25 2,803 33,624 +347
Mar18 160603 421.50 423.75 420.00 423.50 +2.25 52 896 +12
May18 160603 428.25 428.25 428.25 428.25 +1.75 16 325 +0
Total Volume and Open Interest 386,934 1,433,696 +22,444
Wheat(CBOT)
Jul16 160603 484.25 498.25 482.25 497.25 +11.75 66,398 223,419 -4,368
Sep16 160603 494.75 507.25 492.75 506.75 +10.50 19,159 80,726 +2,534
Dec16 160603 512.75 523.50 510.75 523.00 +9.00 12,369 73,088 +1,093
Mar17 160603 530.00 540.50 527.50 540.00 +9.00 2,506 21,940 +245
May17 160603 541.00 551.75 539.50 551.25 +9.00 990 4,968 +136
Jul17 160603 548.00 559.25 546.75 559.25 +9.25 1,234 7,575 +358
Total Volume and Open Interest 103,369 415,746 +61
Wheat(KCBT)
Jul16 160603 462.75 475.00 461.00 474.00 +9.50 18,897 133,626 -2,813
Sep16 160603 479.25 490.25 478.00 489.75 +9.00 6,490 33,062 +1,432
Dec16 160603 503.50 513.50 501.75 513.00 +8.25 2,589 40,653 +512
Mar17 160603 521.75 529.25 517.50 529.25 +8.00 926 13,633 +175
May17 160603 535.00 539.25 531.50 539.25 +8.00 354 5,943 +169
Jul17 160603 539.50 547.00 538.00 547.00 +7.75 122 2,508 +38
Sep17 160603 557.25 557.25 557.25 557.25 +8.25 9 159 -3
Total Volume and Open Interest 29,404 229,783 -490
Wheat(MGE)
Jul16 160603 532.50 540.00 532.50 539.50 +7.25 3,420 23,335 -645
Sep16 160603 540.75 548.00 540.75 547.75 +7.00 1,339 12,050 +78
Dec16 160603 553.75 560.50 553.75 560.50 +6.75 645 10,691 +50
Mar17 160603 567.75 572.50 565.50 572.50 +6.75 254 5,763 +21
May17 160603 576.25 580.50 576.25 580.50 +6.75 53 2,141 -4
Jul17 160603 584.00 587.75 583.75 587.75 +6.00 2 671 +0
Total Volume and Open Interest 5,713 54,783 -500
Oats(CBOT)
Jul16 160603 189.25 191.50 187.25 188.00 -2.75 882 6,948 -172
Sep16 160603 203.75 203.75 200.75 200.75 -2.75 444 1,664 +344
Dec16 160603 214.75 215.00 212.00 213.25 -2.00 121 2,000 +59
Mar17 160603 223.50 223.75 223.50 223.75 -0.50 0 148 +0
Total Volume and Open Interest 1,447 10,760 +231
Rough Rice(CBOT)
Jul16 160603 11.36 11.45 11.23 11.37 unch 718 6,457 -258
Sep16 160603 11.69 11.70 11.52 11.63 -0.01 440 2,410 +195
Nov16 160603 11.91 11.94 11.88 11.88 -0.01 11 696 +1
Jan17 160603 12.06 12.06 12.06 12.06 -0.02 0 97 +0
Total Volume and Open Interest 1,169 9,691 -62
Live Cattle(CME)
Jun16 160603 122.000 122.300 121.700 122.000 +0.270 8,315 33,969 -2,494
Aug16 160603 117.650 118.700 117.535 117.800 +0.150 21,034 118,729 +427
Oct16 160603 117.330 117.950 116.900 117.350 +0.150 8,094 55,755 +137
Dec16 160603 117.000 117.830 116.730 117.600 +0.450 5,181 32,851 +773
Feb17 160603 116.730 117.150 116.080 117.035 +0.435 1,352 9,509 -9
Apr17 160603 116.000 116.350 115.350 116.300 +0.350 740 5,693 +113
Total Volume and Open Interest 44,957 258,364 -915
Feeder Cattle(CME)
Aug16 160603 146.685 147.185 145.450 146.685 +0.285 3,735 24,235 -125
Sep16 160603 145.250 145.700 144.150 145.185 +0.105 703 4,158 -25
Oct16 160603 143.735 144.200 142.750 143.750 +0.015 737 4,931 +7
Nov16 160603 140.400 140.735 139.330 140.435 +0.250 576 3,501 +47
Jan17 160603 135.880 136.075 134.935 135.900 +0.150 194 641 +41
Mar17 160603 133.325 133.630 132.500 133.550 +0.315 19 179 +9
Apr17 160603 133.000 133.200 132.900 132.985 -0.450 4 14 +1
Total Volume and Open Interest 5,968 37,659 -45
Lean Hogs(CME)
Jun16 160603 82.000 82.580 81.500 82.300 +0.265 7,743 20,558 -1,053
Jul16 160603 84.730 86.285 84.550 85.980 +1.530 16,255 61,525 +1,693
Aug16 160603 84.080 85.950 84.000 85.885 +2.000 10,911 56,025 +2,114
Oct16 160603 70.200 70.750 69.950 70.580 +0.400 5,404 46,947 +693
Dec16 160603 64.850 65.100 64.550 65.050 +0.250 3,463 31,487 +828
Feb17 160603 67.900 68.180 67.725 68.135 +0.235 1,020 10,926 +294
Apr17 160603 70.785 71.035 70.650 71.000 +0.215 463 5,593 +228
May17 160603 75.830 75.830 75.830 75.830 +0.230 19 99 +17
Total Volume and Open Interest 45,328 233,911 +4,838
Class III Milk(CME)
Jun16 160603 13.08 13.20 13.08 13.16 +0.09 248 4,798 -20
Jul16 160603 13.57 13.99 13.52 13.91 +0.42 340 5,052 +25
Aug16 160603 14.28 14.57 14.24 14.56 +0.35 124 4,468 +54
Sep16 160603 14.81 15.01 14.75 15.00 +0.20 53 3,419 +15
Oct16 160603 15.10 15.22 15.01 15.21 +0.17 35 2,672 +21
Nov16 160603 15.15 15.34 15.10 15.32 +0.22 21 2,543 +0
Dec16 160603 15.15 15.35 15.10 15.30 +0.20 19 2,445 +9
Jan17 160603 15.25 15.31 15.18 15.28 +0.09 6 826 +6
Feb17 160603 15.35 15.42 15.35 15.42 +0.12 3 803 +1
Mar17 160603 15.50 15.50 15.50 15.50 unch 3 722 +3
Apr17 160603 15.52 15.60 15.52 15.60 +0.12 0 563 +0
May17 160603 15.55 15.60 15.55 15.60 +0.05 1 402 +1
Jun17 160603 15.60 15.65 15.60 15.65 +0.05 1 383 +1
Total Volume and Open Interest 854 29,752 -4,105
Cocoa(ICE)
Jul16 160603 3053 3067 2992 3031 -26 21,021 59,458 -4,871
Sep16 160603 3047 3058 2993 3030 -12 16,798 68,482 +403
Dec16 160603 3024 3037 2975 3011 -10 4,928 43,869 +239
Mar17 160603 2998 3013 2961 2990 -11 3,563 33,264 +998
May17 160603 2991 3003 2954 2980 -12 534 5,871 -19
Jul17 160603 2981 2996 2968 2974 -10 159 1,884 -47
Sep17 160603 2967 2967 2967 2967 -10 29 2,914 +13
Total Volume and Open Interest 48,532 218,441 -1,784
Coffee "C"(ICE)
Jul16 160603 122.60 127.40 122.50 127.10 +4.10 18,954 83,478 -1,630
Sep16 160603 124.55 129.30 124.55 129.05 +4.05 11,056 50,788 -979
Dec16 160603 127.50 131.85 127.10 131.55 +4.00 5,241 30,795 +885
Mar17 160603 130.05 134.50 129.80 134.20 +4.00 1,638 13,943 +164
May17 160603 131.80 136.05 131.80 135.95 +4.00 257 6,782 +28
Jul17 160603 135.00 137.90 135.00 137.65 +4.00 68 2,465 +7
Total Volume and Open Interest 37,393 195,365 -1,477
Orange Juice(ICE)
Jul16 160603 157.05 159.85 155.80 158.50 +1.45 1,399 10,729 +9
Sep16 160603 157.00 160.05 155.95 158.75 +1.65 677 3,209 +469
Nov16 160603 156.05 159.85 156.05 158.40 +1.45 46 1,340 +29
Jan17 160603 156.65 158.90 156.65 158.30 +1.45 0 307 +0
Mar17 160603 158.50 158.50 158.50 158.50 +1.45 0 3 +0
May17 160603 158.65 158.65 158.65 158.65 +1.45      
Total Volume and Open Interest 2,122 15,588 +507
Sugar #11(ICE)
Jul16 160603 18.15 18.79 18.11 18.75 +0.67 68,592 352,033 -7,945
Oct16 160603 18.10 18.83 18.10 18.78 +0.68 47,260 291,534 +5,628
Mar17 160603 18.30 18.81 18.30 18.78 +0.48 19,999 149,572 +2,680
May17 160603 17.85 18.19 17.73 18.16 +0.31 5,610 28,674 +1,282
Jul17 160603 17.40 17.60 17.09 17.57 +0.17 2,407 33,574 +293
Oct17 160603 17.10 17.25 16.71 17.20 +0.10 577 22,461 +164
Mar18 160603 17.00 17.18 16.52 17.08 +0.09 180 10,953 +14
May18 160603 16.64 16.79 16.19 16.68 +0.07 8 2,735 +5
Total Volume and Open Interest 144,637 897,619 +2,121
London Cocoa(LCE)
Jul16 160603 2248 2261 2215 2241 -8 8,461 89,367 -19
Sep16 160603 2229 2242 2199 2226 -4 8,281 57,787 +618
Dec16 160603 2180 2192 2148 2175 -5 3,288 56,542 +297
Mar17 160603 2145 2150 2109 2134 -6 1,646 41,662 +205
May17 160603 2129 2129 2118 2123 -4 242 11,791 +10
Jul17 160603 2123 2123 2117 2117 -4 81 1,828 +61
Sep17 160603 2109 2109 2109 2109 -5 26 521 +23
Total Volume and Open Interest 22,025 259,690 +1,195
London Sugar(LCE)
Aug16 160603 498.20 508.40 497.00 507.30 +12.50 5,032 53,504 -822
Oct16 160603 498.90 508.30 497.10 507.00 +11.60 3,000 21,214 +81
Dec16 160603 500.00 508.60 498.40 507.20 +10.90 1,838 14,088 +125
Mar17 160603 499.90 508.50 499.00 507.60 +10.60 1,025 10,990 +238
May17 160603 494.40 500.80 491.40 500.40 +8.40 106 2,684 -10
Total Volume and Open Interest 11,071 105,368 -359
Cotton(ICE)
Jul16 160603 63.23 64.11 63.06 63.92 +1.05 19,761 89,768 -2,909
Oct16 160603 64.10 64.41 64.10 64.31 +1.13 5 53 +2
Dec16 160603 63.00 63.95 62.81 63.91 +1.24 10,401 92,372 +782
Mar17 160603 63.42 64.30 63.42 64.29 +1.23 1,308 11,741 +450
May17 160603 63.74 64.61 63.74 64.61 +1.19 153 2,506 +69
Jul17 160603 64.02 64.91 64.02 64.91 +1.15 33 2,227 -4
Total Volume and Open Interest 31,694 201,195 -1,582
Lumber(CME)
Jul16 160603 301.8 304.3 298.3 301.8 +5.0 917 3,581 -351
Sep16 160603 307.9 311.2 307.9 309.6 +3.8 417 1,579 +266
Nov16 160603 310.5 310.6 310.5 310.5 +3.8 4 82 +2
Jan17 160603 316.1 316.1 316.1 316.1 +3.1 1 16 +1
Total Volume and Open Interest 1,339 5,297 -82
Crude Oil(NYM)
Jul16 160603 49.04 49.41 48.33 48.62 -0.55 568,839 510,945 -15,254
Aug16 160603 49.49 49.89 48.80 49.11 -0.55 142,491 185,491 +8,054
Sep16 160603 49.94 50.31 49.25 49.54 -0.56 61,914 134,711 +1,465
Oct16 160603 50.33 50.57 49.59 49.88 -0.55 23,572 79,397 -620
Nov16 160603 50.62 50.91 49.95 50.22 -0.54 18,568 53,774 -1,212
Dec16 160603 50.87 51.17 50.20 50.49 -0.54 53,417 220,388 +1,243
Jan17 160603 51.14 51.25 50.46 50.69 -0.54 5,897 40,015 +420
Feb17 160603 51.00 51.28 50.69 50.83 -0.53 2,535 27,443 -341
Mar17 160603 51.21 51.40 50.69 50.94 -0.53 8,496 48,511 -236
Apr17 160603 51.28 51.45 50.79 51.03 -0.53 3,480 14,710 +242
May17 160603 51.52 51.56 50.85 51.12 -0.54 2,966 16,044 -263
Jun17 160603 51.75 51.80 50.98 51.21 -0.54 16,287 69,511 +1,420
Jul17 160603 51.79 51.79 51.26 51.26 -0.54 1,421 14,913 -241
Aug17 160603 51.62 51.62 50.75 51.30 -0.54 665 10,592 +112
Sep17 160603 51.44 51.45 51.35 51.35 -0.54 2,626 26,153 +374
Oct17 160603 52.15 52.15 51.43 51.43 -0.54 366 8,644 -149
Total Volume and Open Interest 940,936 1,707,438 -2,102
e-miNY Crude Oil(NYM)
Jul16 160603 49.050 49.400 48.325 48.625 -0.550 11,769 1,942 -342
Aug16 160603 49.550 49.850 48.850 49.100 -0.550 324 345 +58
Sep16 160603 50.100 50.225 49.275 49.550 -0.550 39 149 -1
Oct16 160603 50.000 50.000 49.875 49.875 -0.550 8 72 +3
Nov16 160603 50.500 50.500 50.225 50.225 -0.525 0 18 +0
Dec16 160603 51.075 51.075 50.300 50.500 -0.525 6 297 -1
Jan17 160603 50.700 50.700 50.700 50.700 -0.525 0 13 +0
Feb17 160603 50.825 50.825 50.825 50.825 -0.525 0 10 +0
Mar17 160603 50.950 50.950 50.950 50.950 -0.525 0 12 +0
Apr17 160603 51.025 51.025 51.025 51.025 -0.525      
Total Volume and Open Interest 12,146 2,997 -283
NY Harbor ULSD(NYM)
Jul16 160603 150.54 151.53 148.10 148.81 -2.07 69,552 133,359 +536
Aug16 160603 151.25 152.20 148.89 149.59 -1.98 29,374 56,029 +1,089
Sep16 160603 152.21 153.25 150.11 150.79 -1.92 19,358 41,253 +1,259
Oct16 160603 153.63 153.99 151.44 152.08 -1.87 7,791 26,539 +77
Nov16 160603 154.35 155.09 152.84 153.49 -1.81 4,707 21,907 +517
Dec16 160603 156.25 156.57 154.08 154.73 -1.72 11,445 54,811 -141
Jan17 160603 156.30 157.03 155.21 155.86 -1.65 2,179 17,701 +90
Feb17 160603 157.38 157.38 156.26 156.39 -1.61 653 7,373 -49
Mar17 160603 157.03 157.03 156.09 156.24 -1.56 1,337 8,436 +414
Apr17 160603 155.57 155.95 155.40 155.50 -1.55 410 3,736 +67
May17 160603 155.03 155.76 155.03 155.53 -1.58 301 2,646 +29
Jun17 160603 156.60 157.13 155.25 155.91 -1.62 2,167 11,308 +618
Jul17 160603 156.20 156.59 156.20 156.59 -1.64 400 1,535 +58
Aug17 160603 157.36 157.36 157.36 157.36 -1.66 143 789 +10
Total Volume and Open Interest 151,188 413,049 +4,629
RBOB Gasoline(NYM)
Jul16 160603 162.61 163.44 159.62 160.75 -2.71 74,944 134,437 -1,940
Aug16 160603 162.37 163.17 159.63 160.87 -2.34 48,943 52,112 +3,648
Sep16 160603 160.52 161.48 158.37 159.61 -2.01 32,764 57,166 +1,738
Oct16 160603 147.20 147.52 144.95 146.24 -1.60 17,664 33,795 +919
Nov16 160603 143.81 144.17 141.83 142.97 -1.36 9,784 25,963 +473
Dec16 160603 141.52 142.13 139.80 140.93 -1.22 10,503 40,533 +135
Jan17 160603 141.19 141.76 139.67 140.80 -1.13 2,686 10,512 +197
Feb17 160603 142.35 142.35 140.65 141.63 -1.07 1,603 2,563 +344
Mar17 160603 143.64 143.70 142.53 143.20 -1.07 878 4,023 +279
Apr17 160603 165.25 165.25 164.82 164.82 -1.08 215 3,522 -17
Total Volume and Open Interest 200,949 395,213 +5,780
e-miNY RBOB Gasoline(NYM)
Jul16 160603 160.80 160.80 160.75 160.80 -2.70 1 1 +1
Aug16 160603 160.90 160.90 160.87 160.90 -2.30      
Sep16 160603 159.60 159.61 159.60 159.60 -2.00      
Oct16 160603 146.20 146.24 146.20 146.20 -1.60      
Total Volume and Open Interest 1 1 +1
Natural Gas(NYM)
Jul16 160603 2.404 2.454 2.387 2.398 -0.007 209,914 331,221 -24,994
Aug16 160603 2.480 2.529 2.464 2.476 -0.006 69,516 86,879 -2,816
Sep16 160603 2.530 2.565 2.505 2.517 -0.007 44,875 123,170 -568
Oct16 160603 2.607 2.637 2.580 2.595 -0.007 44,466 111,716 +11
Nov16 160603 2.784 2.804 2.762 2.770 -0.007 14,467 53,151 +674
Dec16 160603 3.040 3.050 3.015 3.024 -0.008 12,779 46,858 +752
Jan17 160603 3.162 3.177 3.142 3.152 -0.008 26,306 88,548 +2,002
Feb17 160603 3.157 3.169 3.136 3.146 -0.007 3,936 20,766 -22
Mar17 160603 3.118 3.119 3.088 3.101 -0.005 10,293 48,205 -319
Apr17 160603 2.898 2.898 2.873 2.886 -0.004 11,889 47,182 +874
May17 160603 2.875 2.884 2.857 2.872 -0.003 3,548 16,500 +45
Jun17 160603 2.908 2.909 2.892 2.905 -0.004 1,998 7,099 -201
Jul17 160603 2.957 2.957 2.936 2.945 -0.005 1,009 7,240 +31
Aug17 160603 2.960 2.960 2.945 2.956 -0.004 928 5,059 +119
Sep17 160603 2.952 2.952 2.938 2.948 -0.004 804 3,031 -107
Oct17 160603 2.980 2.980 2.964 2.975 -0.002 1,485 8,382 -52
Total Volume and Open Interest 462,421 1,050,914 -22,094
Brent Crude Oil(ICE)
Aug16 160603 49.95 50.33 49.30 49.64 -0.40 265,995 442,490 -11,301
Sep16 160603 50.39 50.74 49.69 50.04 -0.42 98,501 314,310 +4,114
Oct16 160603 50.66 51.02 49.98 50.32 -0.43 42,286 137,053 +2,096
Nov16 160603 50.89 51.23 50.21 50.57 -0.43 31,732 143,879 +342
Dec16 160603 51.23 51.54 50.54 50.91 -0.44 81,526 342,062 -1,368
Jan17 160603 51.49 51.74 50.78 51.16 -0.45 12,761 63,061 +3,554
Feb17 160603 51.68 51.89 50.99 51.36 -0.45 5,965 54,413 +220
Mar17 160603 52.06 52.06 51.19 51.56 -0.45 10,598 59,056 +388
Apr17 160603 52.14 52.14 51.52 51.74 -0.45 3,148 19,618 -340
May17 160603 51.78 51.92 51.78 51.92 -0.45 1,834 21,956 +161
Jun17 160603 52.59 52.59 51.74 52.10 -0.44 19,785 87,989 -1,269
Jul17 160603 52.30 52.30 52.30 52.30 -0.43 996 17,858 +80
Aug17 160603 52.47 52.47 52.47 52.47 -0.43 425 13,728 +23
Sep17 160603 52.59 52.59 52.59 52.59 -0.44 4,359 28,220 +594
Total Volume and Open Interest 643,947 2,157,298 +2,879
Gas Oil(ICE)
Jun16 160603 447.50 450.50 439.75 443.00 -6.75 32,979 57,174 -1,910
Jul16 160603 448.25 450.75 440.25 443.25 -6.50 64,036 155,461 +702
Aug16 160603 450.25 452.25 442.50 445.25 -6.00 33,880 96,977 +2,544
Sep16 160603 453.00 454.50 445.75 448.25 -5.50 14,600 50,447 +115
Oct16 160603 456.00 458.25 449.50 452.00 -5.00 9,539 44,824 -1,393
Nov16 160603 459.25 460.00 452.25 454.25 -4.50 5,021 29,788 -323
Dec16 160603 460.75 461.50 453.25 455.75 -4.25 19,006 95,434 +432
Jan17 160603 462.75 463.25 456.75 458.50 -4.00 990 24,134 -193
Feb17 160603 465.00 465.00 459.00 461.00 -4.00 1,251 14,149 +248
Mar17 160603 467.00 467.25 460.75 463.00 -4.00 1,580 20,421 +69
Total Volume and Open Interest 189,870 749,707 -356
Ethanol(CBOT)
Jul16 160603 1.663 1.673 1.652 1.669 +0.009 406 2,403 +36
Aug16 160603 1.650 1.650 1.648 1.648 +0.007 198 419 +46
Sep16 160603 1.614 1.625 1.614 1.625 +0.007 91 805 -25
Oct16 160603 1.602 1.604 1.599 1.599 +0.007 28 195 -13
Nov16 160603 1.575 1.575 1.575 1.575 +0.006 73 206 -12
Dec16 160603 1.547 1.547 1.547 1.547 +0.006 205 1,067 +132
Jan17 160603 1.528 1.528 1.528 1.528 +0.006 0 113 +0
Feb17 160603 1.525 1.525 1.525 1.525 +0.006 0 13 +0
Total Volume and Open Interest 1,118 5,401 +68
WTI Crude Oil(ICE)
Jul16 160603 49.08 49.40 48.32 48.62 -0.55 32,340 71,706 -1,269
Aug16 160603 49.60 49.89 48.82 49.11 -0.55 36,483 58,629 -1,289
Sep16 160603 50.26 50.31 49.24 49.54 -0.56 19,406 36,168 +1,965
Oct16 160603 50.57 50.57 49.62 49.88 -0.55 7,753 10,709 +305
Nov16 160603 50.87 50.87 49.93 50.22 -0.54 7,577 13,232 -117
Dec16 160603 51.12 51.12 50.24 50.49 -0.54 14,568 78,745 +2,578
Jan17 160603 51.11 51.12 50.45 50.69 -0.54 2,100 7,505 -200
Feb17 160603 50.59 50.83 50.59 50.83 -0.53 601 5,593 -10
Mar17 160603 51.00 51.07 50.94 50.94 -0.53 810 5,352 -155
Apr17 160603 51.03 51.03 51.03 51.03 -0.53 1,017 2,811 -374
May17 160603 51.12 51.12 51.12 51.12 -0.54 125 1,475 -42
Jun17 160603 51.48 51.48 51.03 51.21 -0.54 1,236 29,630 -129
Jul17 160603 51.26 51.26 51.26 51.26 -0.54 14 1,593 +8
Aug17 160603 51.30 51.30 51.30 51.30 -0.54 20 566 +3
Sep17 160603 51.35 51.35 51.35 51.35 -0.54 42 4,374 +8
Oct17 160603 51.43 51.43 51.43 51.43 -0.54 27 1,233 +0
Total Volume and Open Interest 131,298 419,615 +2,841
US Dollar Index(ICE)
Jun16 160603 95.565 95.640 93.860 94.027 -1.538 19,508 53,825 +15
Sep16 160603 95.545 95.640 93.830 93.988 -1.582 1,955 7,604 +815
Dec16 160603 95.515 95.650 93.925 94.018 -1.582 94 1,214 +43
Total Volume and Open Interest 21,583 63,089 +894
Australian Dollar(CME)
Jun16 160603 72.26 73.67 72.16 73.63 +1.43 119,738 106,677 -1,772
Sep16 160603 72.02 73.41 71.93 73.38 +1.42 2,628 6,312 +277
Dec16 160603 72.60 73.17 72.60 73.17 +1.41 2 153 +0
Total Volume and Open Interest 122,369 113,151 -1,496
British Pound(CME)
Jun16 160603 144.19 145.84 144.00 145.15 +0.86 130,964 231,690 +696
Sep16 160603 144.27 145.93 144.12 145.25 +0.83 1,863 12,639 +238
Dec16 160603 145.38 146.00 144.37 145.38 +0.81 30 196 +2
Total Volume and Open Interest 132,861 244,625 +940
Canadian Dollar(CME)
Jun16 160603 76.34 77.43 76.29 77.37 +1.11 66,050 111,694 -3,346
Sep16 160603 76.35 77.44 76.32 77.38 +1.11 1,151 8,367 +74
Dec16 160603 76.49 77.45 76.49 77.40 +1.09 57 2,868 +20
Mar17 160603 76.95 77.44 76.95 77.43 +1.09 1 200 +1
Total Volume and Open Interest 67,259 123,267 -3,251
Japanese Yen(CME)
Jun16 160603 91.90 93.91 91.65 93.74 +1.89 171,319 146,488 -2,201
Sep16 160603 92.22 94.21 91.97 94.05 +1.88 3,442 7,995 +610
Dec16 160603 92.78 94.56 92.47 94.41 +1.87 69 298 -39
Total Volume and Open Interest 174,836 154,870 -1,629
Swiss Franc(CME)
Jun16 160603 100.96 102.56 100.83 102.40 +1.45 22,017 57,277 +1,386
Sep16 160603 101.51 103.03 101.31 102.88 +1.44 956 1,680 +434
Dec16 160603 102.52 103.46 101.92 103.39 +1.43 0 23 +0
Total Volume and Open Interest 22,973 58,995 +1,820
EuroFX(CME)
Jun16 160603 111.56 113.77 111.40 113.48 +1.95 182,534 332,768 -4,484
Sep16 160603 111.93 114.15 111.79 113.87 +1.94 10,853 22,362 +6,144
Dec16 160603 112.36 114.50 112.22 114.25 +1.92 28 1,295 +7
Total Volume and Open Interest 193,419 357,846 +1,668
Mexican Peso(CME)
Jun16 160603 534.63 540.25 533.63 537.00 +1.75 48,022 99,141 +3,452
Jul16 160603 535.00 535.00 535.00 535.00 +1.75      
Total Volume and Open Interest 48,592 147,075 +3,498
Brazilian Real(CME)
Jul16 160603 276.60 282.25 276.00 280.80 +4.35 824 24,171 +176
Aug16 160603 278.60 278.60 278.60 278.60 +4.30 1 68 +1
Sep16 160603 271.70 276.15 271.70 276.15 +4.45 4 3,561 +0
Oct16 160603 273.90 273.90 273.90 273.90 +4.45      
Total Volume and Open Interest 829 27,830 +177
30-Year T-Bonds(CBOT)
Jun16 160603 166~050 168~080 166~000 168~000 +1~300 24,721 25,123 -10,913
Sep16 160603 164~250 166~280 164~190 166~190 +1~300 282,558 523,666 -3,545
Dec16 160603 165~110 165~110 165~110 165~110 +1~300 0 3 +0
Total Volume and Open Interest 307,279 548,792 -14,458
10-Year T-Notes(CBOT)
Jun16 160603 129~300 131~005 129~280 130~305 +1~010 139,871 168,498 -38,050
Sep16 160603 129~295 131~020 129~270 130~310 +1~030 1,246,918 2,473,184 +61,353
Dec16 160603 130~215 130~215 130~215 130~215 +1~135      
Total Volume and Open Interest 1,386,789 2,641,682 +23,303
5-Year T-Notes(CBOT)
Jun16 160603 120~180 121~092 120~164 121~062 +0~204 84,358 141,434 -21,612
Sep16 160603 120~046 120~290 120~030 120~260 +0~216 696,165 2,377,573 -13,460
Dec16 160603 120~244 120~244 120~244 120~244 +0~216      
Total Volume and Open Interest 780,523 2,519,007 -35,072
2 Year T-Notes(CBOT)
Jun16 160603 109~024 109~110 109~024 109~102 +0~072 21,789 63,798 -10,229
Sep16 160603 108~294 109~066 108~290 109~056 +0~082 280,937 947,944 +17,860
Dec16 160603 109~042 109~042 109~042 109~042 +0~082      
Total Volume and Open Interest 302,726 1,011,742 +7,631
Eurodollars(CME)
Jun16 160603 99.277 99.340 99.275 99.335 +0.058 202,647 1,132,801 -23,874
Sep16 160603 99.155 99.245 99.150 99.235 +0.080 333,819 1,155,998 +8,872
Dec16 160603 99.040 99.155 99.030 99.140 +0.100 300,173 1,416,269 +26,132
Mar17 160603 98.965 99.095 98.955 99.085 +0.120 338,194 898,603 +22,277
Jun17 160603 98.895 99.045 98.885 99.030 +0.135 260,547 880,125 -6,500
Sep17 160603 98.830 98.990 98.815 98.975 +0.145 185,584 797,270 +10,412
Dec17 160603 98.755 98.925 98.740 98.905 +0.150 209,421 1,106,129 -17,611
Mar18 160603 98.705 98.880 98.685 98.860 +0.155 145,243 498,741 -1,380
Jun18 160603 98.650 98.825 98.635 98.810 +0.160 110,373 460,878 +4,996
Sep18 160603 98.605 98.775 98.580 98.760 +0.165 97,424 384,763 -3,610
Dec18 160603 98.550 98.720 98.530 98.705 +0.165 86,299 558,846 +4,604
Mar19 160603 98.515 98.680 98.490 98.665 +0.160 63,616 298,901 +7,057
Jun19 160603 98.465 98.630 98.450 98.615 +0.155 44,823 251,901 -4,375
Sep19 160603 98.425 98.575 98.405 98.565 +0.155 32,173 189,578 +1,406
Dec19 160603 98.365 98.515 98.355 98.510 +0.155 30,785 228,289 +2,538
Mar20 160603 98.325 98.475 98.315 98.465 +0.145 27,526 114,417 +1,600
Jun20 160603 98.285 98.420 98.275 98.415 +0.135 18,795 70,173 -344
Sep20 160603 98.240 98.370 98.235 98.365 +0.130 18,259 63,532 +89
Total Volume and Open Interest 2,568,118 10,842,561 +35,244
Ultra T-Bond(CBOT)
Jun16 160603 174~12 176~25 174~08 176~15 +2~05 33,380 28,141 -12,167
Sep16 160603 176~29 179~11 176~21 179~00 +2~08 95,052 576,988 +1,552
Dec16 160603 178~10 178~10 178~10 178~10 +2~08      
Total Volume and Open Interest 128,432 605,129 -10,615
Ultra 10-Yr T-Note(CBOT)
Jun16 160603 140~270 142~045 140~270 142~030 +1~110 20,862 14,052 -13,577
Sep16 160603 141~115 142~245 141~090 142~225 +1~135 94,753 135,515 +4,274
Dec16 160603 142~225 142~225 142~225 142~225 +1~135      
Total Volume and Open Interest 115,615 149,567 -9,303
30 Day Federal Funds(CBOT)
Jun16 160603 99.607 99.632 99.605 99.628 +0.020 23,807 77,805 -3,894
Jul16 160603 99.570 99.620 99.565 99.615 +0.045 37,326 253,648 +1,429
Aug16 160603 99.465 99.560 99.460 99.555 +0.090 33,312 198,352 +1,147
Sep16 160603 99.450 99.545 99.450 99.535 +0.080 13,177 46,527 -975
Oct16 160603 99.430 99.515 99.425 99.505 +0.075 19,379 102,061 +694
Nov16 160603 99.410 99.505 99.410 99.495 +0.085 10,347 41,345 +1,404
Total Volume and Open Interest 156,775 895,987 +3,495
3-Mth Euro-Yen(CME)
Jun16 160603 99.990 99.990 99.990 99.990 unch      
Sep16 160603 99.990 99.990 99.990 99.990 unch      
Dec16 160603 99.990 99.990 99.990 99.990 unch      
Mar17 160603 99.990 99.990 99.990 99.990 unch      
Jun17 160603 99.990 99.990 99.990 99.990 unch      
Sep17 160603 99.990 99.990 99.990 99.990 unch      
Dec17 160603 99.990 99.990 99.990 99.990 unch      
Mar18 160603 99.995 99.995 99.995 99.995 unch      
Jun18 160603 99.855 99.855 99.855 99.855 unch      
Sep18 160603 99.715 99.715 99.715 99.715 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun16 160602 99.99 99.99 99.99 99.99 unch      
Sep16 160602 99.99 99.99 99.99 99.99 unch      
Dec16 160602 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160602 99.99 99.99 99.99 99.99 unch      
Jun17 160602 99.99 99.99 99.99 99.99 unch      
Sep17 160602 99.99 99.99 99.99 99.99 unch      
Dec17 160602 99.99 99.99 99.99 99.99 unch      
Mar18 160602 100.00 100.00 100.00 100.00 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Jun16 160602 152.06 152.11 151.93 151.95 -0.11 822 17,729 +299
Sep16 160602 151.92 152.00 151.84 151.86 -0.08 185 280 +171
Dec16 160602 151.86 151.86 151.86 151.86 -0.08      
Total Volume and Open Interest 1,007 18,009 +470
Euro-Buxl(EUREX)
Jun16 160603 169.68 172.56 169.54 171.96 +2.16 51,358 161,249 -2,319
Sep16 160603 178.94 181.94 178.80 181.38 +2.38 14,406 26,107 +11,272
Dec16 160603 181.16 181.16 181.16 181.16 +2.16      
Total Volume and Open Interest 65,764 187,356 +8,953
Euro-Bund(EUREX)
Jun16 160603 164.41 165.23 164.40 165.10 +0.61 884,869 1,662,281 +31,439
Sep16 160603 163.48 164.25 163.41 164.10 +0.61 302,669 499,564 +184,665
Dec16 160603 160.79 161.43 160.79 161.43 +0.61 1 2 +1
Total Volume and Open Interest 1,187,539 2,161,847 +216,105
Euro-Bobl(EUREX)
Jun16 160603 131.46 131.67 131.46 131.60 +0.14 790,143 1,352,263 -40,475
Sep16 160603 132.37 132.59 132.37 132.50 +0.14 319,256 421,459 +173,269
Dec16 160603 130.36 130.36 130.36 130.36 +0.14 0 101 +0
Total Volume and Open Interest 1,109,399 1,773,823 +132,794
Euro-Schatz(EUREX)
Jun16 160603 111.85 111.89 111.85 111.88 +0.03 359,944 989,025 -44,035
Sep16 160603 111.80 111.85 111.79 111.82 +0.03 205,859 374,433 +143,781
Dec16 160603 111.82 111.82 111.82 111.82 +0.03      
Total Volume and Open Interest 565,803 1,363,458 +99,746
3-Mth Euribor(EUREX)
Jun16 160603 100.265 100.265 100.265 100.265 +0.005 0 11,672 +0
Sep16 160603 100.275 100.275 100.275 100.275 unch 0 6,803 +0
Dec16 160603 100.285 100.285 100.285 100.285 unch 0 2,524 +0
Total Volume and Open Interest 2,218 64,920 +262
Long Gilt(LIFFE)
Jun16 160603 122~04 122~26 121~32 122~20 +0~20 7,798 47,067 -4,858
Sep16 160603 123~27 124~24 123~23 124~15 +0~24 240,049 438,522 +18,494
Total Volume and Open Interest 247,847 485,589 +13,636
3-Mth Short Sterling(LIFFE)
Jun16 160603 99.41 99.42 99.40 99.42 +0.00 22,680 344,792 -4,983
Sep16 160603 99.44 99.46 99.43 99.45 +0.01 47,711 391,217 -7,359
Dec16 160603 99.44 99.47 99.43 99.46 +0.02 78,896 449,408 -5,242
Mar17 160603 99.41 99.47 99.40 99.45 +0.04 83,933 321,469 +12,205
Jun17 160603 99.36 99.44 99.35 99.41 +0.05 85,195 343,367 +8,499
Sep17 160603 99.31 99.40 99.29 99.37 +0.07 127,215 252,651 -13,640
Total Volume and Open Interest 816,667 3,207,110 +5,721
3-Mth Euribor(LIFFE)
Jun16 160603 100.265 100.265 100.260 100.265 unch 24,048 488,829 +1,576
Sep16 160603 100.270 100.280 100.270 100.275 unch 37,461 389,632 +1,756
Dec16 160603 100.285 100.290 100.280 100.285 unch 32,649 463,448 -7,041
Total Volume and Open Interest 422,302 3,441,881 -1,379
3-Mth Aus T-Bills(SFE)
Jun16 160603 98.00 98.00 97.99 98.00 unch 26,068 124,957 -8,090
Sep16 160603 98.10 98.11 98.08 98.10 unch 63,906 240,385 +21,003
Dec16 160603 98.16 98.18 98.16 98.17 unch 42,185 184,062 +11,567
Mar17 160603 98.20 98.23 98.20 98.20 -0.01 25,756 138,219 +3,485
Jun17 160603 98.22 98.24 98.21 98.22 unch 13,189 100,426 +1,497
Sep17 160603 98.22 98.25 98.22 98.23 unch 8,237 76,149 +1,077
Dec17 160603 98.21 98.24 98.21 98.22 unch 6,108 57,726 +1,386
Mar18 160603 98.21 98.23 98.20 98.21 unch 2,797 33,482 +1,325
Jun18 160603 98.19 98.20 98.18 98.19 +0.01 1,098 16,655 +951
Sep18 160603 98.16 98.16 98.16 98.16 +0.01 113 3,665 +77
Total Volume and Open Interest 189,634 980,213 +34,288
10-Year Aus T-Bonds(SFE)
Jun16 160603 97.73 97.79 97.72 97.77 +0.03 136,401 922,601 +11,960
Sep16 160603 97.74 97.74 97.74 97.74 +0.03 1 1 +1
Total Volume and Open Interest 136,402 922,602 +11,961
3-Year Aus T-Bonds(SFE)
Jun16 160603 98.38 98.42 98.38 98.41 +0.02 236,501 825,960 +37,513
Sep16 160603 98.41 98.43 98.41 98.42 +0.02 611 613 +610
Total Volume and Open Interest 237,112 826,573 +38,123
Gold(CMX)
Jun16 160603 1209.1 1244.5 1206.4 1240.1 +30.3 2,717 9,336 -1,603
Aug16 160603 1212.8 1247.4 1209.1 1242.9 +30.3 159,621 350,448 -6,642
Oct16 160603 1215.8 1250.1 1213.1 1245.7 +30.2 2,864 27,029 +555
Dec16 160603 1218.5 1252.9 1214.9 1248.5 +30.2 3,026 57,212 +319
Feb17 160603 1235.0 1252.6 1235.0 1250.7 +30.0 200 8,166 +2
Apr17 160603 1252.9 1252.9 1252.9 1252.9 +29.9 134 3,735 -64
Jun17 160603 1255.1 1258.9 1255.1 1255.1 +29.9 295 11,245 +62
Aug17 160603 1252.1 1257.1 1252.1 1257.1 +29.8 0 163 +0
Oct17 160603 1258.1 1259.2 1258.1 1259.2 +29.7 25 629 +0
Dec17 160603 1260.3 1261.7 1260.3 1261.5 +29.7 59 7,423 +31
Feb18 160603 1263.6 1263.6 1263.6 1263.6 +29.7      
Apr18 160603 1265.7 1265.7 1265.7 1265.7 +29.7      
Total Volume and Open Interest 171,528 486,794 -7,527
Silver(CMX)
Jul16 160603 1601.5 1647.0 1597.0 1636.5 +34.0 56,796 122,920 -2,510
Sep16 160603 1605.5 1652.0 1601.5 1641.5 +34.0 6,261 29,433 +1,457
Dec16 160603 1610.0 1658.5 1609.5 1648.0 +33.9 1,730 33,697 +366
Mar17 160603 1659.0 1659.0 1654.4 1654.4 +33.9 127 4,689 +67
May17 160603 1658.7 1658.7 1658.7 1658.7 +33.9 14 209 +0
Jul17 160603 1636.5 1663.0 1636.5 1663.0 +33.9 19 2,376 +0
Sep17 160603 1667.3 1667.3 1667.3 1667.3 +33.9 14 195 +0
Total Volume and Open Interest 65,211 197,517 -601
Platinum(NYMEX)
Jul16 160603 960.8 989.8 956.2 981.9 +21.8 12,509 51,209 -1,256
Oct16 160603 959.2 991.0 958.6 983.4 +21.8 1,203 9,098 +615
Jan17 160603 985.0 988.8 985.0 985.3 +21.6 0 831 +0
Apr17 160603 987.0 987.0 987.0 987.0 +21.6 0 6 +0
Total Volume and Open Interest 13,712 61,150 -645
Palladium(NYMEX)
Jun16 160603 540.50 555.00 540.00 549.25 +13.65 4 86 -17
Sep16 160603 535.05 559.35 533.10 549.35 +14.90 3,550 21,941 +136
Dec16 160603 537.00 559.55 537.00 550.25 +14.85 18 371 +11
Total Volume and Open Interest 3,593 22,481 +140
Copper(CMX)
Jul16 160603 206.60 213.55 206.50 211.30 +4.30 75,377 142,326 +4,246
Sep16 160603 207.20 214.00 207.20 211.80 +4.20 9,997 41,831 +1,796
Dec16 160603 208.30 213.75 208.20 212.50 +4.15 2,162 26,442 -115
Mar17 160603 213.70 214.05 212.85 212.95 +4.10 884 4,686 +478
May17 160603 210.80 214.35 210.80 213.35 +4.10 26 763 -2
Total Volume and Open Interest 89,856 223,579 +6,451
E-mini DJIA Index(CBOT)
Jun16 160603 17821 17849 17677 17800 -25 119,690 118,715 +288
Sep16 160603 17719 17749 17590 17702 -27 560 3,934 +89
Dec16 160603 17676 17676 17628 17628 -29 4 123 +0
Mar17 160603 17568 17568 17568 17568 -29 0 1 +0
Total Volume and Open Interest 120,254 122,773 +377
S & P 500(CME)
Jun16 160603 2103.30 2105.70 2084.00 2097.80 -6.00 4,942 82,351 +884
Sep16 160603 2088.00 2092.00 2074.50 2088.90 -6.50 1,059 2,682 +530
Dec16 160603 2077.00 2084.60 2072.60 2081.80 -6.80 0 191 +0
Mar17 160603 2075.70 2077.50 2066.50 2075.70 -6.80      
Total Volume and Open Interest 6,001 85,224 +1,414
S & P 500 E-Mini(Globex)
Jun16 160603 2103.50 2106.00 2082.75 2097.75 -6.00 1,317,565 2,929,830 +9,471
Sep16 160603 2094.50 2097.25 2074.00 2089.00 -6.50 35,308 78,674 +17,857
Dec16 160603 2087.50 2090.25 2067.50 2081.75 -6.75 679 9,084 +502
Mar17 160603 2085.00 2085.00 2062.50 2075.75 -6.75 7 79 +1
Total Volume and Open Interest 1,353,559 3,017,676 +27,831
NASDAQ 100 E-Mini(Globex)
Jun16 160603 4530.30 4538.80 4478.80 4509.00 -23.30 194,470 238,698 +9,749
Sep16 160603 4521.30 4529.80 4471.50 4501.30 -23.20 1,752 3,933 +1,084
Dec16 160603 4496.80 4496.80 4475.00 4496.80 -24.70 1 90 +1
Total Volume and Open Interest 196,223 242,728 +10,834
S&P Midcap 400(CME) e-Mini
Jun16 160603 1507.10 1508.80 1489.40 1499.00 -8.80 17,631 84,862 +457
Sep16 160603 1495.50 1497.40 1487.30 1494.00 -9.50 0 126 +0
Dec16 160603 1495.30 1495.30 1495.30 1495.30 -9.50 0 12 +0
Total Volume and Open Interest 17,631 85,000 +457
Volatility Index(CBOE)
Jun16 160603 14.90 15.70 14.60 14.73 -0.10 84,088 215,865 -8,198
Jul16 160603 17.20 17.80 16.90 17.13 -0.05 52,213 137,220 +12,732
Aug16 160603 18.10 18.65 17.95 18.08 unch 12,676 44,521 +2,490
Sep16 160603 18.93 19.48 18.82 18.93 unch 7,976 27,230 +1,248
Total Volume and Open Interest 165,025 471,289 +9,907
Russell 2000(ICE)
Jun16 160603 1172.20 1172.80 1153.40 1162.00 -9.10 92,544 397,186 +3,138
Sep16 160603 1167.00 1167.70 1149.50 1157.00 -9.20 1,127 671 +409
Dec16 160603 1153.00 1153.00 1153.00 1153.00 -9.20 1 15 +1
Total Volume and Open Interest 93,672 398,122 +3,548
Nikkei 225(CME)
Jun16 160603 16635 16715 16265 16335 -280 16,654 33,698 -1,299
Sep16 160603 16675 16760 16315 16375 -285 638 764 +250
Total Volume and Open Interest 17,292 34,467 -1,049
Nikkei 225(SGX)
Jun16 160603 16615 16710 16440 16650 +30 79,918 265,616 -1,921
Sep16 160603 16550 16670 16400 16610 +30 973 4,522 +458
Dec16 160603 16510 16510 16510 16510 +35 3 3,882 +1
Total Volume and Open Interest 80,894 283,254 -1,462
Nikkei 225(CME) Yen
Jun16 160603 16620 16710 16260 16330 -275 65,438 92,398 +199
Sep16 160603 16585 16665 16215 16290 -275 683 612 +304
Dec16 160603 16170 16170 16170 16170 -275      
Total Volume and Open Interest 66,121 93,010 +503
Nikkei 225(CME) e-Mini Yen
Jun16 160603 16680 16680 16330 16330 -280 6 88 +0
Sep16 160603 16290 16290 16290 16290 -280      
Dec16 160603 16170 16170 16170 16170 -280      
Total Volume and Open Interest 6 88 +0
CAC 40(EURONEXT)
Jun16 160603 4473.0 4479.5 4382.0 4408.5 -43.0 86,512 314,627 +7,917
Jul16 160603 4466.5 4470.5 4374.5 4400.5 -43.0 223 5,718 +128
Aug16 160603 4399.0 4399.0 4399.0 4399.0 -43.0 0 10 +0
Sep16 160603 4397.5 4397.5 4397.5 4397.5 -43.0 0 24 +0
Total Volume and Open Interest 86,735 320,410 +8,045
Hang Seng Index(HKFE)
Jun16 160603 20624 20835 20565 20711 +100 116,731 112,481 +764
Jul16 160603 20655 20823 20570 20706 +96 504 424 +151
Total Volume and Open Interest 117,789 117,992 +618
DAX(EUREX)
Jun16 160603 10250.5 10285.5 10037.0 10090.5 -129.5 95,406 160,043 +570
Sep16 160603 10237.5 10272.0 10033.5 10079.0 -129.0 386 2,737 +212
Dec16 160603 10218.0 10247.5 10030.0 10067.5 -129.0 0 2,946 +0
Total Volume and Open Interest 95,792 165,726 +782
Mini-DAX(EUREX)
Jun16 160603 10255.0 10286.0 10038.0 10091.0 -129.0 17,605 12,205 +1,140
Sep16 160603 10245.0 10276.0 10036.0 10080.0 -130.0 97 504 +58
Dec16 160603 10249.0 10249.0 10050.0 10068.0 -129.0 4 33 +0
Total Volume and Open Interest 17,706 12,742 +1,198
FT-SE 100(EURONEXT)
Jun16 160603 6214.50 6244.00 6159.00 6195.00 +10.00 128,944 551,167 +4,637
Sep16 160603 6180.50 6183.50 6108.00 6139.50 +10.50 5,178 25,496 +2,408
Dec16 160603 6093.50 6107.50 6093.00 6107.50 +10.50      
Total Volume and Open Interest 134,122 576,663 +7,045
SPI 200(SFE)
Jun16 160603 5277.0 5336.0 5273.0 5323.0 +44.0 42,197 301,424 +2,381
Sep16 160603 5236.0 5280.0 5231.0 5272.0 +44.0 30 3,242 +19
Dec16 160603 5258.0 5258.0 5258.0 5258.0 +44.0 0 2,287 +0
Total Volume and Open Interest 42,335 308,210 +2,508
FTSE MIB(ISE)
Jun16 160603 17850.00 17885.00 17420.00 17499.00 -289.00 29,396 63,518 -836
Sep16 160603 17720.00 17730.00 17290.00 17362.00 -291.00 94 455 +29
Dec16 160603 17520.00 17520.00 17247.00 17247.00 -311.00      
Total Volume and Open Interest 29,490 63,973 -807
KOSPI 200(KFE)
Jun16 160603 244.35 244.95 243.85 244.60 +0.40 122,092 108,086 -496
Sep16 160603 244.95 245.80 244.55 245.80 +0.90 2,525 10,683 +290
Dec16 160603 246.00 246.20 246.00 246.00 +0.30 17 4,093 +23
Total Volume and Open Interest 124,638 126,226 +1,420
GSCI(CME)
Jun16 160603 375.80 375.80 372.80 374.55 +0.45 86 10,584 -21
Jul16 160603 376.30 376.95 374.80 376.30 +0.45 0 1,142 +0
Aug16 160603 376.30 376.30 376.30 376.30 +0.45      
Total Volume and Open Interest 86 11,726 -21
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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