Moore Research Center, Inc.

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

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Mon June 06, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul16 160606 1143.25 1162.00 1136.00 1138.25 +6.25 233,772 358,239 -9,022
Aug16 160606 1132.50 1154.25 1130.75 1133.50 +11.50 50,604 53,332 +1,568
Sep16 160606 1113.75 1134.25 1110.25 1118.00 +16.75 21,493 30,135 +546
Nov16 160606 1093.50 1118.50 1093.25 1105.75 +20.50 153,515 294,879 -3,367
Jan17 160606 1090.00 1113.75 1089.50 1101.75 +19.25 9,678 27,775 +117
Mar17 160606 1058.00 1081.00 1057.00 1073.50 +18.00 12,514 48,521 +1,101
May17 160606 1046.75 1066.00 1044.00 1062.00 +16.00 5,918 27,233 +771
Jul17 160606 1045.75 1061.25 1045.50 1059.50 +15.75 7,286 28,902 +2,083
Aug17 160606 1045.50 1045.50 1045.50 1045.50 +15.50 7 270 +3
Sep17 160606 1017.75 1017.75 1017.75 1017.75 +15.50 6 117 +0
Nov17 160606 980.00 991.25 977.50 991.25 +13.00 2,975 19,094 +1,035
Jan18 160606 989.00 992.50 989.00 992.50 +12.75 10 100 +3
Mar18 160606 992.75 992.75 992.75 992.75 +12.75 0 39 +0
May18 160606 994.25 994.25 994.25 994.25 +12.00 0 39 +0
Total Volume and Open Interest 497,781 888,843 -5,161
Soybean Meal(CBOT)
Jul16 160606 417.00 425.90 410.50 411.70 -2.60 80,654 152,173 -3,177
Aug16 160606 399.90 411.70 399.10 401.10 +3.40 17,107 39,570 +890
Sep16 160606 390.30 402.60 390.30 394.40 +4.40 13,777 29,308 +492
Oct16 160606 388.90 395.90 386.00 390.50 +5.80 8,779 18,345 +236
Dec16 160606 385.70 394.40 383.40 388.70 +6.20 30,114 85,991 -211
Jan17 160606 380.80 387.00 378.50 382.80 +6.70 4,016 13,357 +333
Mar17 160606 359.70 364.90 356.70 362.20 +5.40 3,798 13,856 -176
May17 160606 349.10 353.50 347.30 351.50 +4.40 3,193 14,879 -410
Jul17 160606 347.00 351.20 345.30 349.60 +4.50 1,412 8,999 -19
Aug17 160606 343.40 344.70 343.20 343.20 +3.70 669 1,573 +252
Total Volume and Open Interest 163,885 382,643 -1,623
Soybean Oil(CBOT)
Jul16 160606 32.41 32.65 32.34 32.51 +0.25 62,962 172,766 -4,230
Aug16 160606 32.43 32.77 32.43 32.63 +0.25 13,162 39,517 -24
Sep16 160606 32.78 32.89 32.66 32.76 +0.25 13,826 29,424 +1,152
Oct16 160606 32.80 33.02 32.79 32.89 +0.26 7,013 17,504 +411
Dec16 160606 33.03 33.33 33.03 33.18 +0.26 29,558 93,667 +1,871
Jan17 160606 33.22 33.41 33.21 33.32 +0.29 3,369 10,860 +680
Mar17 160606 33.21 33.44 33.20 33.36 +0.30 2,577 12,777 +297
May17 160606 33.22 33.44 33.20 33.36 +0.31 1,537 11,810 -153
Jul17 160606 33.42 33.58 33.33 33.49 +0.31 550 4,970 +38
Aug17 160606 33.50 33.50 33.50 33.50 +0.32 56 2,594 +21
Total Volume and Open Interest 134,938 402,127 -61
Canola(WCE)
Jul16 160606 512.5 522.1 512.5 517.1 +3.0 15,407 84,638 -4,152
Nov16 160606 519.2 528.9 518.8 522.6 +2.2 17,166 85,032 +5,983
Jan17 160606 524.2 531.8 524.2 526.6 +3.2 1,177 8,934 +46
Mar17 160606 525.0 532.2 525.0 527.6 +3.3 322 2,616 +61
May17 160606 522.5 533.6 522.5 528.9 +3.6 359 812 +44
Total Volume and Open Interest 34,796 183,243 +2,173
Corn(CBOT)
Jul16 160606 419.75 427.50 419.25 427.25 +9.00 223,629 576,336 -25,178
Sep16 160606 420.50 429.50 420.25 429.00 +9.25 89,429 311,001 +14,516
Dec16 160606 421.00 430.00 421.00 430.00 +10.25 116,379 359,479 +4,531
Mar17 160606 426.00 435.75 426.00 435.75 +9.75 11,544 76,205 +1,063
May17 160606 429.00 438.75 429.00 438.75 +9.50 2,062 18,988 +575
Jul17 160606 432.00 441.50 432.00 441.50 +9.25 5,805 45,386 +607
Sep17 160606 418.50 419.25 414.50 419.25 +3.75 726 6,187 +298
Dec17 160606 416.50 420.00 415.00 420.00 +3.00 2,382 34,294 +670
Mar18 160606 425.00 426.75 424.75 426.75 +3.25 43 923 +27
May18 160606 430.00 431.00 430.00 431.00 +2.75 10 325 +0
Total Volume and Open Interest 452,013 1,430,806 -2,890
Wheat(CBOT)
Jul16 160606 496.00 514.75 496.00 507.50 +10.25 92,411 218,687 -4,732
Sep16 160606 505.50 524.50 505.50 517.75 +11.00 31,031 82,690 +1,964
Dec16 160606 522.50 540.00 521.50 535.50 +12.50 18,944 72,417 -671
Mar17 160606 540.25 556.00 540.25 553.25 +13.25 4,536 22,233 +293
May17 160606 554.00 566.00 551.75 564.00 +12.75 1,985 5,119 +151
Jul17 160606 559.00 573.00 559.00 571.50 +12.25 4,269 9,107 +1,532
Total Volume and Open Interest 154,052 414,410 -1,336
Wheat(KCBT)
Jul16 160606 474.00 486.50 472.50 481.25 +7.25 25,102 131,552 -2,074
Sep16 160606 489.00 502.50 489.00 498.00 +8.25 9,201 34,663 +1,601
Dec16 160606 512.75 525.75 512.75 521.50 +8.50 4,914 41,459 +806
Mar17 160606 529.00 541.00 529.00 538.00 +8.75 1,556 13,721 +88
May17 160606 538.00 548.00 538.00 548.00 +8.75 477 6,038 +95
Jul17 160606 550.00 558.75 549.50 556.25 +9.25 1,063 2,933 +425
Sep17 160606 560.00 566.00 560.00 566.00 +8.75 5 159 +0
Total Volume and Open Interest 42,337 230,733 +950
Wheat(MGE)
Jul16 160606 538.50 551.00 538.25 546.25 +6.75 4,422 23,510 +175
Sep16 160606 546.25 559.25 546.25 554.50 +6.75 1,802 12,933 +883
Dec16 160606 559.75 572.00 559.75 568.75 +8.25 1,321 10,563 -128
Mar17 160606 572.00 584.00 572.00 581.75 +9.25 1,349 5,712 -51
May17 160606 582.00 592.00 582.00 589.75 +9.25 516 2,335 +194
Jul17 160606 590.00 597.75 590.00 597.00 +9.25 136 773 +102
Total Volume and Open Interest 9,560 55,958 +1,175
Oats(CBOT)
Jul16 160606 188.00 195.25 188.00 193.75 +5.75 1,076 6,800 -148
Sep16 160606 201.50 207.75 201.50 206.50 +5.75 406 1,814 +150
Dec16 160606 215.00 221.00 215.00 219.50 +6.25 313 2,016 +16
Mar17 160606 229.50 229.50 229.50 229.50 +5.75 1 147 -1
Total Volume and Open Interest 1,796 10,777 +17
Rough Rice(CBOT)
Jul16 160606 11.26 11.72 11.24 11.70 +0.34 1,104 6,308 -149
Sep16 160606 11.61 11.98 11.57 11.98 +0.35 622 2,721 +311
Nov16 160606 11.91 12.20 11.90 12.20 +0.32 43 699 +3
Jan17 160606 12.39 12.39 12.39 12.39 +0.33 0 97 +0
Total Volume and Open Interest 1,769 9,856 +165
Live Cattle(CME)
Jun16 160606 123.480 123.750 119.250 120.785 -1.215 7,405 31,163 -2,806
Aug16 160606 119.000 119.430 115.150 116.550 -1.250 14,472 120,023 +1,294
Oct16 160606 118.350 118.750 114.430 116.000 -1.350 5,162 56,124 +369
Dec16 160606 118.230 118.785 115.200 116.830 -0.770 3,881 32,857 +6
Feb17 160606 117.580 118.135 114.900 116.535 -0.500 1,208 9,603 +94
Apr17 160606 116.450 117.330 114.180 115.900 -0.400 636 5,806 +113
Total Volume and Open Interest 32,875 257,476 -888
Feeder Cattle(CME)
Aug16 160606 147.700 148.535 143.035 145.535 -1.150 2,805 24,335 +100
Sep16 160606 146.350 146.750 141.285 143.500 -1.685 816 4,269 +111
Oct16 160606 145.000 145.250 140.000 142.100 -1.650 600 4,965 +34
Nov16 160606 141.300 141.600 136.935 138.950 -1.485 417 3,529 +28
Jan17 160606 136.535 137.035 132.380 134.350 -1.550 177 674 +33
Mar17 160606 133.950 134.150 131.600 132.380 -1.170 39 185 +6
Apr17 160606 132.630 132.630 132.630 132.630 -0.355 2 14 +0
Total Volume and Open Interest 4,856 37,971 +312
Lean Hogs(CME)
Jun16 160606 82.330 82.950 82.150 82.250 -0.050 6,134 19,745 -813
Jul16 160606 86.230 87.400 85.730 86.800 +0.820 17,487 62,341 +816
Aug16 160606 86.330 87.230 85.885 86.150 +0.265 12,282 58,711 +2,686
Oct16 160606 70.700 71.000 70.550 70.830 +0.250 6,382 47,784 +837
Dec16 160606 65.135 65.250 64.950 65.225 +0.175 2,368 31,957 +470
Feb17 160606 68.135 68.330 68.050 68.285 +0.150 1,140 11,255 +329
Apr17 160606 71.000 71.150 70.950 71.080 +0.080 520 5,868 +275
May17 160606 75.500 75.500 75.500 75.500 -0.330 0 99 +0
Total Volume and Open Interest 46,343 238,529 +4,618
Class III Milk(CME)
Jun16 160606 13.18 13.27 13.14 13.22 +0.06 725 4,706 -92
Jul16 160606 13.90 14.35 13.90 14.19 +0.28 762 5,122 +70
Aug16 160606 14.58 15.05 14.58 14.98 +0.42 299 4,449 -19
Sep16 160606 15.08 15.45 15.08 15.35 +0.35 261 3,509 +90
Oct16 160606 15.25 15.54 15.25 15.49 +0.28 35 2,683 +11
Nov16 160606 15.42 15.62 15.42 15.53 +0.21 25 2,550 +7
Dec16 160606 15.37 15.49 15.37 15.37 +0.07 17 2,452 +7
Jan17 160606 15.46 15.46 15.43 15.44 +0.16 12 829 +3
Feb17 160606 15.45 15.50 15.45 15.50 +0.08 11 810 +7
Mar17 160606 15.50 15.60 15.50 15.58 +0.08 10 721 -1
Apr17 160606 15.60 15.70 15.60 15.70 +0.10 10 571 +8
May17 160606 15.65 15.75 15.65 15.74 +0.14 8 403 +1
Jun17 160606 15.80 15.80 15.80 15.80 +0.15 3 384 +1
Total Volume and Open Interest 2,218 29,846 +94
Cocoa(ICE)
Jul16 160606 3030 3095 3004 3063 +32 15,924 53,534 -5,924
Sep16 160606 3024 3078 3003 3053 +23 14,066 67,898 -584
Dec16 160606 3011 3059 2988 3034 +23 5,129 43,217 -652
Mar17 160606 2995 3038 2976 3013 +23 1,163 33,005 -259
May17 160606 2980 3025 2972 3004 +24 175 5,889 +18
Jul17 160606 2967 3016 2967 2999 +25 30 1,864 -20
Sep17 160606 2961 3010 2961 2993 +26 0 2,914 +0
Total Volume and Open Interest 36,487 211,020 -7,421
Coffee "C"(ICE)
Jul16 160606 127.30 132.05 127.10 131.70 +4.60 22,591 82,541 -937
Sep16 160606 129.10 133.95 129.10 133.60 +4.55 13,433 53,656 +2,868
Dec16 160606 131.90 136.40 131.75 136.15 +4.60 5,346 31,243 +448
Mar17 160606 134.70 139.00 134.55 138.75 +4.55 1,860 13,998 +55
May17 160606 136.65 140.70 136.65 140.50 +4.55 450 6,805 +23
Jul17 160606 138.40 142.15 138.40 142.05 +4.40 241 2,547 +82
Total Volume and Open Interest 44,099 197,938 +2,573
Orange Juice(ICE)
Jul16 160606 158.55 168.25 158.55 167.20 +8.70 1,957 10,421 -308
Sep16 160606 160.45 167.80 160.45 167.05 +8.30 824 3,933 +724
Nov16 160606 160.00 167.00 160.00 166.30 +7.90 61 1,378 +38
Jan17 160606 161.90 165.75 161.90 165.75 +7.45 14 318 +11
Mar17 160606 160.00 165.70 160.00 165.70 +7.20 0 3 +0
May17 160606 165.85 165.85 165.85 165.85 +7.20      
Total Volume and Open Interest 2,856 16,053 +465
Sugar #11(ICE)
Jul16 160606 18.80 19.42 18.68 18.78 +0.03 128,963 335,645 -16,388
Oct16 160606 18.81 19.33 18.71 18.87 +0.09 90,520 296,620 +5,086
Mar17 160606 18.78 19.16 18.74 18.94 +0.16 28,531 150,873 +1,301
May17 160606 18.15 18.50 18.11 18.27 +0.11 7,475 29,666 +992
Jul17 160606 17.57 17.91 17.53 17.65 +0.08 4,572 34,075 +501
Oct17 160606 17.28 17.51 17.21 17.27 +0.07 1,269 22,874 +413
Mar18 160606 17.18 17.37 17.08 17.16 +0.08 615 11,178 +225
May18 160606 16.58 16.90 16.58 16.72 +0.04 125 2,777 +42
Total Volume and Open Interest 262,357 890,024 -7,595
London Cocoa(LCE)
Jul16 160606 2241 2274 2241 2258 +17 8,310 88,936 -431
Sep16 160606 2226 2260 2226 2248 +22 8,150 58,655 +868
Dec16 160606 2175 2208 2175 2197 +22 4,213 57,052 +510
Mar17 160606 2134 2166 2134 2156 +22 2,218 41,111 -551
May17 160606 2129 2147 2128 2143 +20 271 11,736 -55
Jul17 160606 2123 2140 2121 2136 +19 223 1,939 +111
Sep17 160606 2113 2132 2113 2126 +17 9 523 +2
Total Volume and Open Interest 23,394 260,144 +454
London Sugar(LCE)
Aug16 160606 507.80 519.50 506.10 507.70 +0.40 5,631 53,266 -238
Oct16 160606 508.40 518.30 506.90 508.50 +1.50 2,555 21,874 +660
Dec16 160606 508.70 516.70 507.40 509.90 +2.70 984 14,365 +277
Mar17 160606 508.50 515.30 507.90 510.60 +3.00 509 11,005 +15
May17 160606 501.70 507.90 501.70 503.60 +3.20 174 2,727 +43
Total Volume and Open Interest 10,037 106,195 +827
Cotton(ICE)
Jul16 160606 63.85 65.90 63.81 65.55 +1.63 16,307 86,462 -3,306
Oct16 160606 64.11 66.48 64.11 66.26 +1.95 10 52 -1
Dec16 160606 63.91 65.75 63.81 65.54 +1.63 10,097 93,480 +1,108
Mar17 160606 64.40 66.07 64.40 65.90 +1.61 1,313 12,066 +325
May17 160606 64.75 66.23 64.74 66.17 +1.56 271 2,462 -44
Jul17 160606 65.00 66.51 64.98 66.46 +1.55 391 2,367 +140
Total Volume and Open Interest 28,525 199,493 -1,702
Lumber(CME)
Jul16 160606 304.1 307.8 303.3 306.1 +4.3 493 3,413 -168
Sep16 160606 312.0 315.0 311.4 313.8 +4.2 287 1,675 +96
Nov16 160606 313.9 315.0 310.1 314.9 +4.4 5 85 +3
Jan17 160606 316.6 316.6 315.6 315.6 -0.5 1 17 +1
Total Volume and Open Interest 786 5,229 -68
Crude Oil(NYM)
Jul16 160606 48.88 49.90 48.71 49.69 +1.07 564,846 505,632 -5,313
Aug16 160606 49.29 50.36 49.20 50.17 +1.06 107,303 187,640 +2,149
Sep16 160606 49.78 50.76 49.64 50.59 +1.05 50,517 136,367 +1,656
Oct16 160606 50.10 51.06 50.00 50.93 +1.05 20,022 80,098 +701
Nov16 160606 50.48 51.36 50.48 51.27 +1.05 13,402 54,865 +1,091
Dec16 160606 50.68 51.62 50.59 51.54 +1.05 53,999 223,822 +3,434
Jan17 160606 51.15 51.78 51.10 51.73 +1.04 5,368 40,705 +690
Feb17 160606 50.96 51.88 50.96 51.85 +1.02 2,232 27,688 +245
Mar17 160606 51.05 52.00 51.05 51.94 +1.00 5,706 48,340 -171
Apr17 160606 51.55 52.03 51.55 52.02 +0.99 2,169 15,039 +329
May17 160606 51.70 52.10 51.63 52.09 +0.97 1,936 16,187 +143
Jun17 160606 51.29 52.23 51.29 52.16 +0.95 10,676 69,898 +387
Jul17 160606 52.19 52.19 52.19 52.19 +0.93 1,122 14,968 +55
Aug17 160606 52.22 52.22 52.22 52.22 +0.92 619 10,833 +241
Sep17 160606 52.26 52.26 52.26 52.26 +0.91 626 26,315 +162
Oct17 160606 52.33 52.33 52.33 52.33 +0.90 195 8,624 -20
Total Volume and Open Interest 865,090 1,715,314 +7,876
e-miNY Crude Oil(NYM)
Jul16 160606 48.900 49.900 48.725 49.700 +1.075 16,103 2,133 +191
Aug16 160606 49.400 50.350 49.250 50.175 +1.075 403 374 +29
Sep16 160606 49.975 50.725 49.975 50.600 +1.050 50 153 +4
Oct16 160606 50.475 50.925 50.475 50.925 +1.050 4 72 +0
Nov16 160606 51.275 51.275 51.275 51.275 +1.050 5 15 -3
Dec16 160606 50.700 51.600 50.700 51.550 +1.050 2 296 -1
Jan17 160606 51.725 51.725 51.725 51.725 +1.025 0 13 +0
Feb17 160606 51.850 51.850 51.850 51.850 +1.025 0 10 +0
Mar17 160606 51.950 51.950 51.950 51.950 +1.000 0 12 +0
Apr17 160606 52.025 52.025 52.025 52.025 +1.000      
Total Volume and Open Interest 16,569 3,219 +222
NY Harbor ULSD(NYM)
Jul16 160606 149.05 150.92 148.79 150.31 +1.50 84,868 128,534 -4,825
Aug16 160606 149.59 151.68 149.59 151.17 +1.58 46,698 57,084 +1,055
Sep16 160606 151.27 152.79 150.89 152.40 +1.61 30,465 42,895 +1,642
Oct16 160606 152.80 154.08 152.48 153.75 +1.67 10,888 27,437 +898
Nov16 160606 154.68 155.52 153.88 155.22 +1.73 6,500 22,425 +518
Dec16 160606 155.28 156.81 155.06 156.50 +1.77 15,187 56,698 +1,887
Jan17 160606 157.00 157.83 156.66 157.67 +1.81 1,900 17,587 -114
Feb17 160606 157.81 158.33 157.07 158.24 +1.85 697 7,394 +21
Mar17 160606 157.74 158.13 157.62 158.13 +1.89 1,280 9,034 +598
Apr17 160606 157.00 157.41 157.00 157.41 +1.91 479 3,850 +114
May17 160606 157.01 157.45 157.01 157.45 +1.92 332 2,656 +10
Jun17 160606 157.57 158.06 156.90 157.84 +1.93 3,687 11,994 +686
Jul17 160606 158.53 158.53 158.53 158.53 +1.94 425 1,446 -89
Aug17 160606 159.31 159.31 159.31 159.31 +1.95 178 785 -4
Total Volume and Open Interest 204,959 415,532 +2,483
RBOB Gasoline(NYM)
Jul16 160606 161.27 162.64 158.27 158.87 -1.88 70,471 132,476 -1,961
Aug16 160606 161.25 162.65 159.05 159.63 -1.24 43,481 54,317 +2,205
Sep16 160606 160.12 161.34 158.36 158.89 -0.72 30,593 58,013 +847
Oct16 160606 147.72 147.84 145.65 146.16 -0.08 17,963 34,430 +635
Nov16 160606 144.04 144.63 142.73 143.28 +0.31 9,524 26,400 +437
Dec16 160606 141.81 142.60 140.78 141.44 +0.51 13,271 40,698 +165
Jan17 160606 141.87 142.26 140.79 141.41 +0.61 3,100 10,718 +206
Feb17 160606 142.79 142.88 141.93 142.35 +0.72 1,226 2,517 -46
Mar17 160606 143.97 144.82 143.53 143.99 +0.79 690 4,083 +60
Apr17 160606 165.57 165.60 164.87 165.60 +0.78 401 3,520 -2
Total Volume and Open Interest 193,228 397,712 +2,499
e-miNY RBOB Gasoline(NYM)
Jul16 160606 158.90 158.90 158.87 158.90 -1.90 0 1 +0
Aug16 160606 159.60 159.63 159.60 159.60 -1.30      
Sep16 160606 158.90 158.90 158.89 158.90 -0.70      
Oct16 160606 146.20 146.20 146.16 146.20 unch      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jul16 160606 2.439 2.480 2.399 2.466 +0.068 155,782 319,456 -11,765
Aug16 160606 2.519 2.549 2.478 2.537 +0.061 48,987 87,478 +599
Sep16 160606 2.560 2.588 2.518 2.574 +0.057 34,617 124,987 +1,817
Oct16 160606 2.627 2.655 2.591 2.645 +0.050 34,533 111,236 -480
Nov16 160606 2.799 2.814 2.763 2.809 +0.039 15,642 55,082 +1,931
Dec16 160606 3.043 3.057 3.014 3.047 +0.023 10,078 46,682 -176
Jan17 160606 3.171 3.196 3.142 3.173 +0.021 20,202 91,094 +2,546
Feb17 160606 3.163 3.184 3.137 3.165 +0.019 3,033 20,796 +30
Mar17 160606 3.120 3.144 3.092 3.117 +0.016 6,353 48,126 -79
Apr17 160606 2.898 2.908 2.875 2.900 +0.014 9,298 47,545 +363
May17 160606 2.878 2.890 2.861 2.883 +0.011 2,973 17,090 +590
Jun17 160606 2.923 2.923 2.901 2.914 +0.009 1,497 7,346 +247
Jul17 160606 2.949 2.957 2.947 2.953 +0.008 1,117 7,276 +36
Aug17 160606 2.965 2.969 2.954 2.962 +0.006 171 5,065 +6
Sep17 160606 2.948 2.958 2.942 2.954 +0.006 180 3,062 +31
Oct17 160606 2.985 3.005 2.973 2.981 +0.006 1,179 8,110 -272
Total Volume and Open Interest 351,941 1,047,925 -2,989
Brent Crude Oil(ICE)
Aug16 160606 49.83 50.83 49.72 50.55 +0.91 270,116 441,621 -869
Sep16 160606 50.22 51.19 50.11 50.97 +0.93 113,598 313,275 -1,035
Oct16 160606 50.50 51.43 50.42 51.26 +0.94 53,024 141,570 +4,517
Nov16 160606 50.78 51.64 50.67 51.53 +0.96 28,656 142,256 -1,623
Dec16 160606 51.08 51.96 51.01 51.87 +0.96 79,459 340,727 -1,335
Jan17 160606 51.33 52.19 51.25 52.12 +0.96 8,392 63,380 +319
Feb17 160606 51.44 52.37 51.44 52.31 +0.95 5,390 54,924 +511
Mar17 160606 51.75 52.57 51.64 52.50 +0.94 9,023 59,582 +526
Apr17 160606 51.81 52.71 51.81 52.67 +0.93 2,255 19,341 -277
May17 160606 52.36 52.83 52.36 52.83 +0.91 989 22,009 +53
Jun17 160606 52.50 53.08 52.43 52.99 +0.89 19,027 88,867 +878
Jul17 160606 52.69 53.17 52.69 53.17 +0.87 496 17,680 -178
Aug17 160606 52.80 53.74 52.80 53.33 +0.86 614 13,794 +66
Sep17 160606 53.35 53.44 53.00 53.44 +0.85 1,954 28,592 +372
Total Volume and Open Interest 634,545 2,161,218 +3,920
Gas Oil(ICE)
Jun16 160606 442.25 448.25 441.75 445.00 +2.00 56,365 53,557 -3,617
Jul16 160606 444.50 448.75 442.50 445.75 +2.50 113,155 152,059 -3,402
Aug16 160606 446.75 451.00 445.00 448.50 +3.25 70,073 97,291 +314
Sep16 160606 448.25 454.50 448.25 452.00 +3.75 26,970 51,427 +980
Oct16 160606 453.75 458.25 453.50 456.25 +4.25 17,273 45,121 +297
Nov16 160606 456.75 460.75 456.00 458.75 +4.50 9,419 31,227 +1,439
Dec16 160606 458.25 462.75 457.00 460.50 +4.75 31,063 96,012 +578
Jan17 160606 461.00 465.50 460.75 463.25 +4.75 2,547 23,665 -469
Feb17 160606 463.25 467.00 463.25 466.00 +5.00 1,690 14,082 -67
Mar17 160606 465.25 470.25 465.25 468.00 +5.00 1,904 20,942 +521
Total Volume and Open Interest 340,726 746,785 -2,922
Ethanol(CBOT)
Jul16 160606 1.673 1.707 1.673 1.706 +0.037 621 2,539 +136
Aug16 160606 1.660 1.685 1.660 1.685 +0.037 196 435 +16
Sep16 160606 1.640 1.662 1.640 1.662 +0.037 52 804 -1
Oct16 160606 1.636 1.636 1.636 1.636 +0.037 25 220 +25
Nov16 160606 1.612 1.612 1.612 1.612 +0.037 25 225 +19
Dec16 160606 1.570 1.584 1.570 1.584 +0.037 0 1,067 +0
Jan17 160606 1.565 1.565 1.565 1.565 +0.037 0 113 +0
Feb17 160606 1.562 1.562 1.562 1.562 +0.037 0 13 +0
Total Volume and Open Interest 940 5,512 +111
WTI Crude Oil(ICE)
Jul16 160606 48.78 49.89 48.78 49.69 +1.07 24,842 69,185 -2,521
Aug16 160606 49.40 50.35 49.40 50.17 +1.06 26,759 56,814 -1,815
Sep16 160606 49.84 50.72 49.66 50.59 +1.05 12,661 35,684 -484
Oct16 160606 50.33 51.07 50.22 50.93 +1.05 10,097 11,289 +580
Nov16 160606 50.64 51.37 50.54 51.27 +1.05 5,485 13,240 +8
Dec16 160606 50.84 51.62 50.80 51.54 +1.05 12,585 80,224 +1,479
Jan17 160606 51.13 51.74 51.13 51.73 +1.04 1,161 7,805 +300
Feb17 160606 51.71 51.85 51.53 51.85 +1.02 227 5,603 +10
Mar17 160606 51.81 51.94 51.63 51.94 +1.00 703 5,109 -243
Apr17 160606 51.95 52.02 51.95 52.02 +0.99 341 2,803 -8
May17 160606 52.09 52.09 52.09 52.09 +0.97 228 1,453 -22
Jun17 160606 52.01 52.16 51.81 52.16 +0.95 1,326 29,392 -238
Jul17 160606 52.19 52.19 52.19 52.19 +0.93 25 1,589 -4
Aug17 160606 52.22 52.22 52.22 52.22 +0.92 27 570 +4
Sep17 160606 52.26 52.26 52.26 52.26 +0.91 20 4,368 -6
Oct17 160606 52.33 52.33 52.33 52.33 +0.90 7 1,233 +0
Total Volume and Open Interest 103,621 419,206 -409
US Dollar Index(ICE)
Jun16 160606 93.945 94.265 93.740 93.890 -0.137 17,539 53,887 +62
Sep16 160606 93.885 94.270 93.730 93.855 -0.132 2,247 8,209 +605
Dec16 160606 94.200 94.325 93.875 93.880 -0.138 231 1,160 -54
Total Volume and Open Interest 20,123 63,808 +719
Australian Dollar(CME)
Jun16 160606 73.64 73.79 73.13 73.76 +0.13 90,239 108,074 +1,397
Sep16 160606 73.39 73.53 72.89 73.50 +0.12 1,766 6,479 +167
Dec16 160606 73.40 73.40 72.95 73.29 +0.12 4 157 +4
Total Volume and Open Interest 92,010 114,718 +1,567
British Pound(CME)
Jun16 160606 144.81 144.85 143.51 144.59 -0.56 74,882 230,144 -1,546
Sep16 160606 144.96 144.96 143.63 144.70 -0.55 1,916 13,746 +1,107
Dec16 160606 144.33 144.93 143.95 144.83 -0.55 0 196 +0
Total Volume and Open Interest 76,798 244,186 -439
Canadian Dollar(CME)
Jun16 160606 77.26 78.10 77.03 78.05 +0.68 58,416 110,410 -1,284
Sep16 160606 77.33 78.11 77.03 78.06 +0.68 2,154 8,680 +313
Dec16 160606 77.20 78.12 77.13 78.08 +0.68 80 2,901 +33
Mar17 160606 77.26 78.11 77.17 78.11 +0.68 0 200 +0
Total Volume and Open Interest 60,650 122,329 -938
Japanese Yen(CME)
Jun16 160606 93.84 93.98 92.90 93.14 -0.60 127,594 144,706 -1,782
Sep16 160606 94.15 94.28 93.20 93.44 -0.61 2,104 8,451 +456
Dec16 160606 94.56 94.58 93.60 93.80 -0.61 75 264 -34
Total Volume and Open Interest 129,774 153,511 -1,359
Swiss Franc(CME)
Jun16 160606 102.55 103.31 102.32 103.15 +0.75 17,054 58,597 +1,320
Sep16 160606 102.92 103.80 102.80 103.64 +0.76 921 2,388 +708
Dec16 160606 104.17 104.17 104.17 104.17 +0.78 0 23 +0
Total Volume and Open Interest 17,975 61,023 +2,028
EuroFX(CME)
Jun16 160606 113.68 113.95 113.28 113.76 +0.28 168,309 330,841 -1,927
Sep16 160606 114.08 114.34 113.67 114.14 +0.27 7,764 25,871 +3,509
Dec16 160606 114.14 114.69 114.14 114.54 +0.29 54 1,291 -4
Total Volume and Open Interest 176,127 359,424 +1,578
Mexican Peso(CME)
Jun16 160606 536.88 539.25 535.00 536.63 -0.38 35,234 102,954 +3,813
Jul16 160606 534.75 534.75 534.75 534.75 -0.25      
Total Volume and Open Interest 37,445 151,290 +4,215
Brazilian Real(CME)
Jul16 160606 280.00 284.45 280.00 284.00 +3.20 2,654 23,826 -345
Aug16 160606 281.75 281.75 281.75 281.75 +3.15 0 68 +0
Sep16 160606 276.00 279.10 276.00 279.00 +2.85 24 3,562 +1
Oct16 160606 276.90 276.90 276.90 276.90 +3.00      
Total Volume and Open Interest 2,678 27,486 -344
30-Year T-Bonds(CBOT)
Jun16 160606 168~050 168~110 167~070 167~170 -0~150 9,717 22,021 -3,102
Sep16 160606 166~230 167~000 165~230 166~030 -0~160 233,237 532,283 +8,617
Dec16 160606 164~160 164~270 164~160 164~270 -0~160 0 3 +0
Total Volume and Open Interest 242,954 554,307 +5,515
10-Year T-Notes(CBOT)
Jun16 160606 131~000 131~000 130~205 130~275 -0~030 122,717 123,167 -45,331
Sep16 160606 130~310 131~020 130~200 130~280 -0~030 1,102,804 2,518,635 +45,451
Dec16 160606 130~185 130~185 130~185 130~185 -0~030      
Total Volume and Open Interest 1,225,521 2,641,802 +120
5-Year T-Notes(CBOT)
Jun16 160606 121~060 121~066 121~010 121~054 -0~006 32,243 131,964 -9,470
Sep16 160606 120~254 120~270 120~190 120~252 -0~006 563,439 2,422,530 +44,957
Dec16 160606 120~236 120~236 120~236 120~236 -0~006      
Total Volume and Open Interest 595,682 2,554,494 +35,487
2 Year T-Notes(CBOT)
Jun16 160606 109~100 109~102 109~074 109~090 -0~012 22,089 54,458 -9,340
Sep16 160606 109~060 109~060 109~026 109~046 -0~010 236,546 957,224 +9,280
Dec16 160606 109~032 109~032 109~032 109~032 -0~010      
Total Volume and Open Interest 258,635 1,011,682 -60
Eurodollars(CME)
Jun16 160606 99.335 99.345 99.327 99.342 +0.007 233,298 1,122,097 -10,704
Sep16 160606 99.240 99.240 99.200 99.230 -0.005 255,890 1,147,192 -8,806
Dec16 160606 99.145 99.150 99.095 99.130 -0.010 275,888 1,433,420 +17,151
Mar17 160606 99.090 99.090 99.035 99.075 -0.010 217,912 899,956 +1,353
Jun17 160606 99.035 99.035 98.980 99.020 -0.010 245,094 868,224 -11,901
Sep17 160606 98.975 98.980 98.925 98.965 -0.010 207,887 794,853 -2,417
Dec17 160606 98.910 98.915 98.855 98.900 -0.005 243,945 1,141,033 +34,904
Mar18 160606 98.860 98.870 98.810 98.855 -0.005 131,881 500,202 +1,461
Jun18 160606 98.805 98.815 98.760 98.805 -0.005 98,810 453,438 -7,440
Sep18 160606 98.765 98.770 98.710 98.755 -0.005 80,383 380,877 -3,886
Dec18 160606 98.705 98.710 98.655 98.695 -0.010 86,936 569,682 +10,836
Mar19 160606 98.670 98.670 98.615 98.655 -0.010 69,999 304,892 +5,991
Jun19 160606 98.615 98.620 98.565 98.605 -0.010 35,253 254,060 +2,159
Sep19 160606 98.570 98.570 98.515 98.550 -0.015 34,268 191,258 +1,680
Dec19 160606 98.505 98.515 98.455 98.485 -0.025 29,591 229,348 +1,059
Mar20 160606 98.460 98.470 98.410 98.440 -0.025 20,735 115,853 +1,436
Jun20 160606 98.415 98.420 98.360 98.385 -0.030 16,241 69,507 -666
Sep20 160606 98.360 98.370 98.305 98.330 -0.035 12,214 64,336 +804
Total Volume and Open Interest 2,358,120 10,890,038 +47,477
Ultra T-Bond(CBOT)
Jun16 160606 176~27 176~27 175~06 175~21 -0~26 12,885 29,221 +1,080
Sep16 160606 179~08 179~15 177~21 178~04 -0~28 85,476 581,648 +4,660
Dec16 160606 177~14 177~14 177~14 177~14 -0~28      
Total Volume and Open Interest 98,361 610,869 +5,740
Ultra 10-Yr T-Note(CBOT)
Jun16 160606 141~315 142~035 141~230 141~295 -0~055 3,783 13,190 -862
Sep16 160606 142~230 142~270 142~070 142~165 -0~060 58,697 138,803 +3,288
Dec16 160606 142~165 142~165 142~165 142~165 -0~060      
Total Volume and Open Interest 62,480 151,993 +2,426
30 Day Federal Funds(CBOT)
Jun16 160606 99.628 99.632 99.628 99.630 +0.002 27,294 81,217 +3,412
Jul16 160606 99.615 99.625 99.610 99.620 +0.005 52,095 260,123 +6,475
Aug16 160606 99.555 99.570 99.540 99.570 +0.015 52,034 213,554 +15,202
Sep16 160606 99.535 99.550 99.520 99.550 +0.015 8,824 45,907 -620
Oct16 160606 99.510 99.510 99.480 99.505 unch 15,882 106,342 +4,281
Nov16 160606 99.490 99.495 99.465 99.495 unch 7,626 43,917 +2,572
Total Volume and Open Interest 178,377 929,457 +33,470
3-Mth Euro-Yen(CME)
Jun16 160606 99.990 99.990 99.990 99.990 unch      
Sep16 160606 99.990 99.990 99.990 99.990 unch      
Dec16 160606 99.990 99.990 99.990 99.990 unch      
Mar17 160606 99.990 99.990 99.990 99.990 unch      
Jun17 160606 99.990 99.990 99.990 99.990 unch      
Sep17 160606 99.990 99.990 99.990 99.990 unch      
Dec17 160606 99.990 99.990 99.990 99.990 unch      
Mar18 160606 99.995 99.995 99.995 99.995 unch      
Jun18 160606 99.855 99.855 99.855 99.855 unch      
Sep18 160606 99.715 99.715 99.715 99.715 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun16 160606 99.99 99.99 99.99 99.99 unch      
Sep16 160606 99.99 99.99 99.99 99.99 unch      
Dec16 160606 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160606 99.99 99.99 99.99 99.99 unch      
Jun17 160606 99.99 99.99 99.99 99.99 unch      
Sep17 160606 99.99 99.99 99.99 99.99 unch      
Dec17 160606 99.99 99.99 99.99 99.99 unch      
Mar18 160606 100.00 100.00 100.00 100.00 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Jun16 160606 152.03 152.21 152.03 152.17 +0.22 2,024 17,626 -103
Sep16 160606 151.88 152.11 151.88 152.06 +0.20 436 499 +219
Dec16 160606 152.06 152.06 152.06 152.06 +0.20      
Total Volume and Open Interest 2,460 18,125 +116
Euro-Buxl(EUREX)
Jun16 160606 172.18 172.60 171.58 171.82 -0.14 84,011 182,349 +21,100
Sep16 160606 181.82 182.10 181.10 181.30 -0.08 37,352 55,075 +28,968
Dec16 160606 181.30 181.30 181.30 181.30 +0.14      
Total Volume and Open Interest 121,363 237,424 +50,068
Euro-Bund(EUREX)
Jun16 160606 165.12 165.17 164.86 164.95 -0.15 1,182,069 1,695,824 +33,543
Sep16 160606 164.11 164.20 163.86 163.95 -0.15 548,309 756,241 +256,677
Dec16 160606 161.79 161.79 161.54 161.54 +0.11 3 5 +3
Total Volume and Open Interest 1,730,381 2,452,070 +290,223
Euro-Bobl(EUREX)
Jun16 160606 131.64 131.66 131.58 131.60 unch 1,023,701 1,377,265 +25,002
Sep16 160606 132.58 132.58 132.47 132.49 -0.01 480,681 662,288 +240,829
Dec16 160606 130.36 130.36 130.36 130.36 unch 0 101 +0
Total Volume and Open Interest 1,504,382 2,039,654 +265,831
Euro-Schatz(EUREX)
Jun16 160606 111.89 111.91 111.88 111.90 +0.03 559,050 1,036,552 +47,527
Sep16 160606 111.85 111.86 111.82 111.84 +0.02 366,608 584,052 +209,619
Dec16 160606 111.84 111.84 111.84 111.84 +0.02      
Total Volume and Open Interest 925,658 1,620,604 +257,146
3-Mth Euribor(EUREX)
Jun16 160606 100.260 100.260 100.260 100.260 -0.005 0 11,672 +0
Sep16 160606 100.275 100.275 100.275 100.275 unch 40 6,783 -20
Dec16 160606 100.285 100.285 100.285 100.285 unch 20 2,524 +0
Total Volume and Open Interest 338 64,756 -164
Long Gilt(LIFFE)
Jun16 160606 122~24 122~30 122~16 122~18 -0~01 3,873 43,653 -3,414
Sep16 160606 124~20 124~23 124~11 124~13 -0~02 177,449 431,516 -7,006
Total Volume and Open Interest 181,322 475,169 -10,420
3-Mth Short Sterling(LIFFE)
Jun16 160606 99.41 99.42 99.41 99.42 unch 28,339 342,376 -2,416
Sep16 160606 99.45 99.46 99.44 99.45 unch 68,356 416,322 +25,105
Dec16 160606 99.46 99.49 99.46 99.47 +0.01 78,796 459,046 +9,638
Mar17 160606 99.46 99.48 99.45 99.46 +0.01 68,358 322,174 +705
Jun17 160606 99.44 99.46 99.42 99.43 +0.02 109,826 307,829 -35,538
Sep17 160606 99.40 99.42 99.37 99.39 +0.02 89,712 254,493 +1,842
Total Volume and Open Interest 765,854 3,213,946 +6,836
3-Mth Euribor(LIFFE)
Jun16 160606 100.260 100.265 100.260 100.265 unch 46,479 490,239 +1,410
Sep16 160606 100.275 100.280 100.270 100.275 unch 67,580 387,398 -2,234
Dec16 160606 100.290 100.290 100.280 100.285 unch 54,389 464,221 +773
Total Volume and Open Interest 623,513 3,488,704 +46,823
3-Mth Aus T-Bills(SFE)
Jun16 160606 97.99 98.02 97.99 98.01 +0.01 9,899 117,795 -7,162
Sep16 160606 98.09 98.14 98.09 98.12 +0.02 36,708 231,912 -8,473
Dec16 160606 98.16 98.22 98.16 98.20 +0.03 27,774 178,989 -5,073
Mar17 160606 98.20 98.27 98.19 98.24 +0.04 14,415 132,326 -5,893
Jun17 160606 98.21 98.29 98.21 98.27 +0.05 8,442 100,890 +464
Sep17 160606 98.23 98.30 98.22 98.28 +0.05 6,731 76,913 +764
Dec17 160606 98.22 98.30 98.21 98.29 +0.07 3,931 58,809 +1,083
Mar18 160606 98.21 98.30 98.20 98.28 +0.07 1,930 33,385 -97
Jun18 160606 98.19 98.26 98.19 98.26 +0.07 259 16,734 +79
Sep18 160606 98.24 98.24 98.24 98.24 +0.08 86 3,706 +41
Total Volume and Open Interest 110,648 955,971 -24,242
10-Year Aus T-Bonds(SFE)
Jun16 160606 97.77 97.86 97.76 97.85 +0.08 131,651 928,823 +6,222
Sep16 160606 97.75 97.83 97.75 97.82 +0.08 67 45 +44
Total Volume and Open Interest 131,718 928,868 +6,266
3-Year Aus T-Bonds(SFE)
Jun16 160606 98.41 98.49 98.40 98.47 +0.06 169,132 809,743 -16,217
Sep16 160606 98.42 98.50 98.42 98.49 +0.07 13 626 +13
Total Volume and Open Interest 169,145 810,369 -16,204
Gold(CMX)
Jun16 160606 1244.4 1247.3 1240.0 1244.6 +4.5 1,627 7,445 -1,891
Aug16 160606 1245.5 1251.3 1242.1 1247.4 +4.5 112,599 345,435 -5,013
Oct16 160606 1249.7 1254.0 1245.2 1250.3 +4.6 786 27,197 +168
Dec16 160606 1250.7 1256.8 1248.0 1253.1 +4.6 2,684 58,015 +803
Feb17 160606 1254.9 1257.6 1250.9 1255.4 +4.7 288 8,293 +127
Apr17 160606 1259.5 1259.5 1253.8 1257.6 +4.7 133 3,763 +28
Jun17 160606 1260.1 1260.1 1258.1 1259.9 +4.8 412 11,463 +218
Aug17 160606 1262.0 1262.0 1261.9 1261.9 +4.8 0 163 +0
Oct17 160606 1264.0 1264.0 1264.0 1264.0 +4.8 100 629 +0
Dec17 160606 1266.4 1266.6 1261.8 1266.3 +4.8 4 7,424 +1
Feb18 160606 1268.4 1268.4 1268.4 1268.4 +4.8      
Apr18 160606 1270.5 1270.5 1270.5 1270.5 +4.8      
Total Volume and Open Interest 120,001 481,096 -5,698
Silver(CMX)
Jul16 160606 1641.5 1654.5 1636.5 1644.7 +8.2 39,218 119,391 -3,529
Sep16 160606 1648.0 1659.0 1642.5 1649.7 +8.2 4,150 30,280 +847
Dec16 160606 1655.0 1666.0 1649.5 1656.3 +8.3 2,503 34,354 +657
Mar17 160606 1671.5 1671.5 1658.0 1662.8 +8.4 735 5,043 +354
May17 160606 1675.5 1675.5 1667.1 1667.1 +8.4 49 215 +6
Jul17 160606 1681.0 1681.0 1671.4 1671.4 +8.4 3 2,376 +0
Sep17 160606 1675.7 1675.7 1675.7 1675.7 +8.4 0 195 +0
Total Volume and Open Interest 46,805 195,605 -1,912
Platinum(NYMEX)
Jul16 160606 988.0 998.9 985.1 996.5 +14.6 13,408 51,463 +254
Oct16 160606 989.8 1000.3 987.5 998.1 +14.7 631 9,666 +568
Jan17 160606 1000.0 1000.0 1000.0 1000.0 +14.7 1 831 +0
Apr17 160606 1001.7 1001.7 1001.7 1001.7 +14.7 1 7 +1
Total Volume and Open Interest 14,041 61,971 +821
Palladium(NYMEX)
Jun16 160606 557.70 558.75 556.30 557.05 +7.80 36 74 -12
Sep16 160606 552.15 559.80 550.30 557.00 +7.65 3,594 22,032 +91
Dec16 160606 555.00 558.80 554.95 557.65 +7.40 13 383 +12
Total Volume and Open Interest 3,663 22,573 +92
Copper(CMX)
Jul16 160606 212.00 214.50 211.25 211.75 +0.45 52,358 141,167 -1,159
Sep16 160606 212.55 214.80 211.80 212.25 +0.45 6,282 43,280 +1,449
Dec16 160606 213.70 215.50 212.60 213.00 +0.50 1,526 26,630 +188
Mar17 160606 213.50 213.60 213.50 213.55 +0.60 277 4,791 +105
May17 160606 214.10 214.10 213.95 213.95 +0.60 8 766 +3
Total Volume and Open Interest 60,886 224,023 +444
E-mini DJIA Index(CBOT)
Jun16 160606 17808 17939 17779 17915 +115 113,523 119,886 +1,171
Sep16 160606 17704 17835 17679 17814 +112 322 4,011 +77
Dec16 160606 17665 17739 17665 17739 +111 6 126 +3
Mar17 160606 17679 17679 17679 17679 +111 0 1 +0
Total Volume and Open Interest 113,851 124,024 +1,251
S & P 500(CME)
Jun16 160606 2098.00 2112.20 2094.80 2108.30 +10.50 4,409 82,937 +586
Sep16 160606 2096.50 2103.00 2092.50 2099.40 +10.50 1,430 3,427 +745
Dec16 160606 2092.30 2093.80 2092.30 2092.30 +10.50 0 191 +0
Mar17 160606 2086.20 2087.70 2086.20 2086.20 +10.50      
Total Volume and Open Interest 5,839 86,555 +1,331
S & P 500 E-Mini(Globex)
Jun16 160606 2097.50 2112.25 2094.00 2108.25 +10.50 1,299,962 2,962,011 +32,181
Sep16 160606 2088.50 2103.25 2085.25 2099.50 +10.50 24,881 92,810 +14,136
Dec16 160606 2079.50 2095.50 2078.50 2092.25 +10.50 158 9,132 +48
Mar17 160606 2083.00 2089.00 2074.00 2086.25 +10.50 11 85 +6
Total Volume and Open Interest 1,325,012 3,064,047 +46,371
NASDAQ 100 E-Mini(Globex)
Jun16 160606 4511.00 4536.50 4504.00 4525.50 +16.50 179,288 241,973 +3,275
Sep16 160606 4503.30 4528.00 4496.00 4517.30 +16.00 1,621 4,568 +635
Dec16 160606 4519.00 4519.00 4509.00 4512.80 +16.00 0 90 +0
Total Volume and Open Interest 180,909 246,638 +3,910
S&P Midcap 400(CME) e-Mini
Jun16 160606 1500.20 1515.30 1496.90 1512.90 +13.90 18,004 85,736 +874
Sep16 160606 1507.40 1507.90 1493.00 1507.90 +13.90 0 126 +0
Dec16 160606 1509.20 1509.20 1509.20 1509.20 +13.90 0 12 +0
Total Volume and Open Interest 18,004 85,874 +874
Volatility Index(CBOE)
Jun16 160606 14.80 15.00 14.35 14.48 -0.25 84,352 205,976 -9,889
Jul16 160606 17.15 17.20 16.75 16.88 -0.25 55,134 146,280 +9,060
Aug16 160606 18.10 18.24 17.90 17.98 -0.10 12,365 46,113 +1,592
Sep16 160606 18.95 19.15 18.80 18.93 unch 5,797 28,720 +1,490
Total Volume and Open Interest 167,086 473,390 +2,101
Russell 2000(ICE)
Jun16 160606 1162.00 1179.40 1159.40 1176.30 +14.30 73,257 397,580 +394
Sep16 160606 1155.50 1174.40 1155.50 1171.40 +14.40 156 766 +95
Dec16 160606 1162.10 1167.40 1162.10 1167.40 +14.40 6 17 +2
Total Volume and Open Interest 73,419 398,613 +491
Nikkei 225(CME)
Jun16 160606 16345 16690 16305 16660 +325 17,984 34,553 +855
Sep16 160606 16370 16730 16355 16705 +330 830 1,060 +296
Total Volume and Open Interest 18,814 35,618 +1,151
Nikkei 225(SGX)
Jun16 160606 16620 16700 16255 16570 -80 114,105 265,566 -50
Sep16 160606 16595 16655 16220 16525 -85 4,366 6,807 +2,285
Dec16 160606 16250 16425 16250 16425 -85 3 3,881 -1
Total Volume and Open Interest 118,474 285,488 +2,234
Nikkei 225(CME) Yen
Jun16 160606 16330 16685 16300 16655 +325 59,206 92,596 +198
Sep16 160606 16320 16635 16255 16610 +320 1,457 1,334 +722
Dec16 160606 16490 16490 16490 16490 +320      
Total Volume and Open Interest 60,663 93,930 +920
Nikkei 225(CME) e-Mini Yen
Jun16 160606 16320 16655 16320 16650 +320 7 93 +5
Sep16 160606 16610 16610 16610 16610 +320      
Dec16 160606 16490 16490 16490 16490 +320      
Total Volume and Open Interest 7 93 +5
CAC 40(EURONEXT)
Jun16 160606 4416.0 4432.0 4397.5 4419.0 +10.5 73,083 313,810 -817
Jul16 160606 4411.5 4421.5 4395.0 4411.0 +10.5 164 5,594 -124
Aug16 160606 4409.0 4409.0 4409.0 4409.0 +10.0 0 10 +0
Sep16 160606 4419.0 4419.0 4407.5 4407.5 +10.0 0 24 +0
Total Volume and Open Interest 73,247 319,469 -941
Hang Seng Index(HKFE)
Jun16 160606 20713 20811 20587 20776 +65 118,149 108,953 -3,528
Jul16 160606 20732 20805 20590 20795 +89 759 807 +383
Total Volume and Open Interest 119,412 114,816 -3,176
DAX(EUREX)
Jun16 160606 10127.5 10153.0 10092.0 10132.5 +42.0 79,388 156,525 -3,518
Sep16 160606 10117.0 10140.0 10084.0 10120.5 +41.5 237 2,791 +54
Dec16 160606 10105.5 10109.5 10075.5 10109.5 +42.0 12 2,948 +2
Total Volume and Open Interest 79,637 162,264 -3,462
Mini-DAX(EUREX)
Jun16 160606 10123.0 10153.0 10092.0 10133.0 +42.0 14,931 11,632 -573
Sep16 160606 10102.0 10134.0 10084.0 10121.0 +41.0 118 508 +4
Dec16 160606 10119.0 10119.0 10086.0 10110.0 +42.0 2 30 -3
Total Volume and Open Interest 15,051 12,170 -572
FT-SE 100(EURONEXT)
Jun16 160606 6214.00 6294.00 6214.00 6276.00 +81.00 128,056 542,596 -8,571
Sep16 160606 6175.00 6232.00 6171.00 6220.00 +80.50 694 25,939 +443
Dec16 160606 6188.00 6188.00 6188.00 6188.00 +80.50      
Total Volume and Open Interest 128,750 568,535 -8,128
SPI 200(SFE)
Jun16 160606 5321.0 5380.0 5289.0 5363.0 +40.0 34,601 296,212 -5,212
Sep16 160606 5269.0 5314.0 5240.0 5312.0 +40.0 28 3,267 +25
Dec16 160606 5298.0 5298.0 5298.0 5298.0 +40.0 0 2,287 +0
Total Volume and Open Interest 34,637 303,031 -5,179
FTSE MIB(ISE)
Jun16 160606 17465.00 17640.00 17390.00 17609.00 +110.00 30,108 61,604 -1,914
Sep16 160606 17375.00 17477.00 17265.00 17477.00 +115.00 161 468 +13
Dec16 160606 17370.00 17370.00 17370.00 17370.00 +123.00      
Total Volume and Open Interest 30,269 62,072 -1,901
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 160606 379.35 380.40 376.55 378.60 +4.05 517 10,239 -345
Jul16 160606 380.60 382.35 380.60 380.60 +4.30 358 1,500 +358
Aug16 160606 380.60 380.60 380.60 380.60 +4.30      
Total Volume and Open Interest 875 11,739 +13
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

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

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