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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 June 07, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul16 160607 1136.75 1148.75 1129.00 1141.25 +3.00 188,388 335,677 -22,562
Aug16 160607 1130.25 1142.75 1126.25 1138.25 +4.75 46,472 58,532 +5,200
Sep16 160607 1115.00 1127.25 1111.75 1126.50 +8.50 25,127 29,352 -783
Nov16 160607 1103.50 1117.75 1098.75 1116.75 +11.00 108,614 298,419 +3,540
Jan17 160607 1100.00 1114.50 1096.25 1113.75 +12.00 11,539 29,487 +1,712
Mar17 160607 1070.25 1088.50 1068.25 1087.50 +14.00 11,383 50,248 +1,727
May17 160607 1062.00 1076.00 1059.75 1075.50 +13.50 5,817 26,714 -519
Jul17 160607 1060.25 1072.50 1057.00 1072.50 +13.00 4,760 29,704 +802
Aug17 160607 1056.75 1056.75 1056.75 1056.75 +11.25 0 270 +0
Sep17 160607 1015.00 1029.00 1015.00 1029.00 +11.25 0 117 +0
Nov17 160607 991.00 997.00 987.25 995.75 +4.50 2,734 19,978 +884
Jan18 160607 996.00 996.25 996.00 996.25 +3.75 13 109 +9
Mar18 160607 995.50 995.50 995.50 995.50 +2.75 0 39 +0
May18 160607 996.75 996.75 996.75 996.75 +2.50 0 39 +0
Total Volume and Open Interest 404,848 878,852 -9,991
Soybean Meal(CBOT)
Jul16 160607 412.00 415.50 402.60 407.80 -3.90 75,282 146,237 -5,936
Aug16 160607 401.30 404.30 396.10 401.10 unch 16,991 40,716 +1,146
Sep16 160607 392.80 398.00 391.90 397.10 +2.70 12,084 30,571 +1,263
Oct16 160607 388.00 394.90 388.00 394.00 +3.50 10,681 18,659 +314
Dec16 160607 388.40 394.10 386.20 393.00 +4.30 33,217 88,910 +2,919
Jan17 160607 382.10 388.90 380.90 388.30 +5.50 5,357 13,767 +410
Mar17 160607 363.40 368.00 360.90 367.60 +5.40 3,884 14,076 +220
May17 160607 350.10 356.60 349.70 356.20 +4.70 1,851 14,885 +6
Jul17 160607 348.30 355.00 347.00 354.30 +4.70 1,064 9,133 +134
Aug17 160607 347.20 347.80 345.90 347.80 +4.60 103 1,575 +2
Total Volume and Open Interest 160,972 383,195 +552
Soybean Oil(CBOT)
Jul16 160607 32.54 32.78 31.85 32.29 -0.22 63,416 164,723 -8,043
Aug16 160607 32.64 32.90 31.97 32.42 -0.21 17,040 41,179 +1,662
Sep16 160607 32.72 33.03 32.10 32.56 -0.20 16,517 28,917 -507
Oct16 160607 32.86 33.16 32.29 32.70 -0.19 10,671 18,757 +1,253
Dec16 160607 33.18 33.45 32.53 33.00 -0.18 32,545 100,078 +6,411
Jan17 160607 33.31 33.57 32.70 33.14 -0.18 3,266 11,194 +334
Mar17 160607 33.40 33.63 32.73 33.18 -0.18 2,666 13,146 +369
May17 160607 33.58 33.62 32.76 33.17 -0.19 1,005 11,883 +73
Jul17 160607 33.64 33.64 32.93 33.31 -0.18 234 4,950 -20
Aug17 160607 33.05 33.34 33.05 33.34 -0.16 17 2,591 -3
Total Volume and Open Interest 147,713 403,628 +1,501
Canola(WCE)
Jul16 160607 516.7 519.5 513.2 518.0 +0.9 12,283 82,853 -1,785
Nov16 160607 522.1 524.9 519.0 524.0 +1.4 11,487 85,950 +918
Jan17 160607 525.5 528.6 523.4 527.4 +0.8 1,176 9,257 +323
Mar17 160607 527.5 529.5 525.8 528.9 +1.3 446 2,687 +71
May17 160607 526.6 530.5 526.6 529.9 +1.0 245 909 +97
Total Volume and Open Interest 25,840 183,041 -202
Corn(CBOT)
Jul16 160607 426.25 428.00 422.50 427.75 +0.50 183,279 567,702 -8,634
Sep16 160607 427.75 430.75 424.75 430.50 +1.50 68,668 314,935 +3,934
Dec16 160607 428.75 433.50 426.50 433.25 +3.25 110,446 370,264 +10,785
Mar17 160607 434.00 438.75 432.75 438.75 +3.00 11,494 77,028 +823
May17 160607 436.25 441.50 435.50 441.50 +2.75 2,923 19,429 +441
Jul17 160607 440.00 444.25 438.75 444.25 +2.75 5,621 46,058 +672
Sep17 160607 417.00 420.00 416.00 420.00 +0.75 1,105 6,452 +265
Dec17 160607 418.00 420.50 416.00 419.75 -0.25 2,603 34,812 +518
Mar18 160607 423.75 427.00 423.75 426.50 -0.25 48 947 +24
May18 160607 430.50 430.50 430.50 430.50 -0.50 21 325 +0
Total Volume and Open Interest 386,254 1,439,650 +8,844
Wheat(CBOT)
Jul16 160607 507.00 513.50 500.75 509.00 +1.50 113,652 210,988 -7,699
Sep16 160607 517.00 523.00 510.50 519.25 +1.50 30,831 83,380 +690
Dec16 160607 535.00 540.00 528.50 538.00 +2.50 30,293 77,185 +4,768
Mar17 160607 553.00 557.00 546.50 556.00 +2.75 7,478 23,499 +1,266
May17 160607 564.00 567.50 560.25 566.75 +2.75 2,047 5,286 +167
Jul17 160607 570.00 575.50 565.00 574.25 +2.75 4,217 9,909 +802
Total Volume and Open Interest 189,217 414,482 +72
Wheat(KCBT)
Jul16 160607 480.00 488.00 478.75 485.00 +3.75 31,370 125,655 -5,897
Sep16 160607 497.00 504.00 495.75 501.00 +3.00 13,360 36,883 +2,220
Dec16 160607 520.00 527.00 519.00 525.25 +3.75 12,174 43,633 +2,174
Mar17 160607 536.50 543.00 536.50 542.00 +4.00 1,327 13,811 +90
May17 160607 548.00 551.75 548.00 551.75 +3.75 667 6,130 +92
Jul17 160607 555.00 561.25 555.00 560.25 +4.00 965 3,178 +245
Sep17 160607 570.75 570.75 570.75 570.75 +4.75 4 159 +0
Total Volume and Open Interest 59,912 229,678 -1,055
Wheat(MGE)
Jul16 160607 545.00 553.00 543.75 546.25 unch 4,366 23,891 +381
Sep16 160607 553.00 561.25 552.50 555.00 +0.50 1,939 13,277 +344
Dec16 160607 567.25 575.50 567.25 570.00 +1.25 1,204 10,676 +113
Mar17 160607 581.00 588.00 580.75 583.75 +2.00 530 5,689 -23
May17 160607 594.50 595.00 590.25 591.50 +1.75 447 2,457 +122
Jul17 160607 599.00 602.00 597.50 599.25 +2.25 217 848 +75
Total Volume and Open Interest 8,716 56,979 +1,021
Oats(CBOT)
Jul16 160607 194.50 197.00 194.00 196.50 +2.75 488 6,760 -40
Sep16 160607 206.50 210.00 206.50 209.50 +3.00 187 1,920 +106
Dec16 160607 221.00 222.50 219.00 222.25 +2.75 103 2,051 +35
Mar17 160607 228.50 232.00 228.50 232.00 +2.50 31 150 +3
Total Volume and Open Interest 809 10,881 +104
Rough Rice(CBOT)
Jul16 160607 11.65 11.79 11.56 11.74 +0.03 853 6,188 -120
Sep16 160607 11.94 12.06 11.94 12.01 +0.03 570 2,877 +156
Nov16 160607 12.21 12.29 12.21 12.23 +0.03 17 710 +11
Jan17 160607 12.39 12.43 12.39 12.41 +0.02 0 97 +0
Total Volume and Open Interest 1,440 9,903 +47
Live Cattle(CME)
Jun16 160607 121.100 122.100 120.785 121.230 +0.445 8,202 25,348 -5,815
Aug16 160607 116.550 117.850 115.750 116.000 -0.550 13,921 119,977 -46
Oct16 160607 116.000 117.150 115.250 115.500 -0.500 7,442 55,946 -178
Dec16 160607 116.680 117.535 115.930 116.250 -0.580 6,458 33,495 +638
Feb17 160607 116.180 117.035 115.785 116.180 -0.355 3,143 9,558 -45
Apr17 160607 115.700 116.330 115.285 115.700 -0.200 1,416 5,922 +116
Total Volume and Open Interest 40,781 252,260 -5,216
Feeder Cattle(CME)
Aug16 160607 145.330 146.850 144.550 145.450 -0.085 2,772 24,572 +237
Sep16 160607 143.500 144.700 142.735 143.535 +0.035 762 4,343 +74
Oct16 160607 141.985 142.950 141.235 141.800 -0.300 542 4,964 -1
Nov16 160607 138.400 139.535 137.950 138.750 -0.200 420 3,525 -4
Jan17 160607 134.700 134.950 133.575 134.035 -0.315 110 676 +2
Mar17 160607 131.630 132.575 131.630 132.000 -0.380 52 197 +12
Apr17 160607 132.350 132.350 132.350 132.350 -0.280 11 23 +9
Total Volume and Open Interest 4,669 38,300 +329
Lean Hogs(CME)
Jun16 160607 82.430 82.550 81.600 81.850 -0.400 6,867 18,596 -1,149
Jul16 160607 86.800 87.650 86.035 86.285 -0.515 20,711 63,070 +729
Aug16 160607 86.080 87.230 85.750 86.180 +0.030 16,248 61,617 +2,906
Oct16 160607 70.950 72.000 70.750 71.930 +1.100 7,819 48,194 +410
Dec16 160607 65.250 65.885 65.135 65.725 +0.500 2,968 32,181 +224
Feb17 160607 68.300 69.000 68.135 68.830 +0.545 1,522 12,053 +798
Apr17 160607 71.000 71.800 70.950 71.600 +0.520 501 6,174 +306
May17 160607 75.500 75.750 75.500 75.750 +0.250 0 99 +0
Total Volume and Open Interest 56,645 242,757 +4,228
Class III Milk(CME)
Jun16 160607 13.25 13.25 13.07 13.13 -0.09 651 4,552 -154
Jul16 160607 14.17 14.22 13.68 13.78 -0.41 934 5,074 -48
Aug16 160607 14.97 14.97 14.42 14.48 -0.50 362 4,487 +38
Sep16 160607 15.31 15.37 14.93 15.00 -0.35 330 3,580 +71
Oct16 160607 15.43 15.44 15.08 15.17 -0.32 96 2,659 -24
Nov16 160607 15.51 15.51 15.16 15.20 -0.33 74 2,536 -14
Dec16 160607 15.37 15.37 15.00 15.09 -0.28 63 2,440 -12
Jan17 160607 15.22 15.22 15.07 15.13 -0.31 9 834 +5
Feb17 160607 15.33 15.33 15.22 15.22 -0.28 5 815 +5
Mar17 160607 15.40 15.43 15.36 15.43 -0.15 7 722 +1
Apr17 160607 15.70 15.70 15.45 15.53 -0.17 9 577 +6
May17 160607 15.74 15.74 15.49 15.60 -0.14 9 409 +6
Jun17 160607 15.80 15.80 15.54 15.60 -0.20 3 387 +3
Total Volume and Open Interest 2,554 29,729 -117
Cocoa(ICE)
Jul16 160607 3075 3105 3057 3088 +25 22,027 46,425 -7,109
Sep16 160607 3069 3088 3050 3073 +20 20,135 70,702 +2,804
Dec16 160607 3054 3068 3034 3055 +21 7,447 45,228 +2,011
Mar17 160607 3035 3045 3014 3034 +21 2,050 32,831 -174
May17 160607 3024 3027 3014 3025 +21 150 5,852 -37
Jul17 160607 3016 3019 3016 3019 +20 75 1,923 +59
Sep17 160607 3013 3013 3013 3013 +20 0 2,914 +0
Total Volume and Open Interest 51,884 208,574 -2,446
Coffee "C"(ICE)
Jul16 160607 131.70 133.30 129.60 132.20 +0.50 29,549 78,605 -3,936
Sep16 160607 133.50 135.15 131.45 134.15 +0.55 15,664 54,428 +772
Dec16 160607 136.15 137.70 134.10 136.80 +0.65 6,730 32,097 +854
Mar17 160607 138.75 140.25 136.95 139.35 +0.60 2,334 14,243 +245
May17 160607 139.20 141.50 138.50 141.10 +0.60 519 6,825 +20
Jul17 160607 140.80 143.05 140.05 142.60 +0.55 315 2,556 +9
Total Volume and Open Interest 55,597 195,754 -2,184
Orange Juice(ICE)
Jul16 160607 166.40 172.50 166.00 167.50 +0.30 1,621 10,188 -233
Sep16 160607 167.00 172.25 166.15 167.50 +0.45 830 4,636 +703
Nov16 160607 166.25 170.55 165.35 166.60 +0.30 47 1,414 +36
Jan17 160607 166.25 169.25 165.95 165.95 +0.20 3 319 +1
Mar17 160607 165.90 165.90 165.90 165.90 +0.20 0 3 +0
May17 160607 166.05 166.05 166.05 166.05 +0.20      
Total Volume and Open Interest 2,501 16,560 +507
Sugar #11(ICE)
Jul16 160607 18.70 19.14 18.26 19.00 +0.22 101,108 328,948 -6,697
Oct16 160607 18.80 19.17 18.40 19.12 +0.25 69,844 304,254 +7,634
Mar17 160607 18.90 19.25 18.56 19.23 +0.29 33,177 150,275 -598
May17 160607 18.17 18.59 17.98 18.58 +0.31 18,540 31,782 +2,116
Jul17 160607 17.64 18.00 17.45 17.99 +0.34 11,684 35,655 +1,580
Oct17 160607 17.28 17.64 17.15 17.63 +0.36 2,724 22,898 +24
Mar18 160607 17.15 17.50 17.15 17.49 +0.33 1,372 11,040 -138
May18 160607 16.90 17.06 16.90 17.06 +0.34 303 2,876 +99
Total Volume and Open Interest 239,106 894,175 +4,151
London Cocoa(LCE)
Jul16 160607 2255 2260 2238 2257 -1 8,817 88,593 -343
Sep16 160607 2243 2247 2229 2244 -4 9,685 60,325 +1,670
Dec16 160607 2196 2197 2181 2193 -4 3,672 57,488 +436
Mar17 160607 2153 2157 2142 2151 -5 1,719 41,538 +427
May17 160607 2135 2137 2128 2136 -7 138 11,789 +53
Jul17 160607 2127 2129 2127 2128 -8 45 1,979 +40
Sep17 160607 2119 2119 2119 2119 -7 0 523 +0
Total Volume and Open Interest 24,076 262,427 +2,283
London Sugar(LCE)
Aug16 160607 502.30 515.80 497.20 513.90 +6.20 6,663 52,305 -961
Oct16 160607 504.00 514.90 499.00 514.10 +5.60 4,288 23,016 +1,142
Dec16 160607 505.20 515.20 500.10 514.60 +4.70 1,782 14,541 +176
Mar17 160607 508.30 515.50 502.00 515.20 +4.60 2,126 11,283 +278
May17 160607 500.00 507.80 500.00 507.50 +3.90 445 2,775 +48
Total Volume and Open Interest 15,598 106,995 +800
Cotton(ICE)
Jul16 160607 65.56 66.16 65.20 65.85 +0.30 19,504 81,671 -4,791
Oct16 160607 66.51 66.79 66.00 66.58 +0.32 2 52 +0
Dec16 160607 65.39 66.00 65.13 65.84 +0.30 14,162 99,772 +6,292
Mar17 160607 65.82 66.36 65.50 66.25 +0.35 1,265 12,719 +653
May17 160607 66.08 66.60 65.85 66.51 +0.34 149 2,500 +38
Jul17 160607 66.71 66.89 66.19 66.81 +0.35 125 2,373 +6
Total Volume and Open Interest 35,301 201,714 +2,221
Lumber(CME)
Jul16 160607 306.1 306.4 296.9 298.9 -7.2 382 3,382 -31
Sep16 160607 313.7 313.9 306.0 307.6 -6.2 72 1,679 +4
Nov16 160607 307.7 311.0 307.7 311.0 -3.9 6 91 +6
Jan17 160607 314.0 314.0 314.0 314.0 -1.6 1 18 +1
Total Volume and Open Interest 461 5,209 -20
Crude Oil(NYM)
Jul16 160607 49.71 50.53 49.44 50.36 +0.67 481,034 499,269 -6,363
Aug16 160607 50.20 51.07 49.91 50.92 +0.75 89,043 192,389 +4,749
Sep16 160607 50.61 51.53 50.34 51.39 +0.80 43,217 141,816 +5,449
Oct16 160607 50.84 51.88 50.78 51.75 +0.82 13,569 82,771 +2,673
Nov16 160607 51.18 52.19 51.04 52.08 +0.81 10,089 55,444 +579
Dec16 160607 51.47 52.43 51.26 52.31 +0.77 39,798 224,822 +1,000
Jan17 160607 51.48 52.57 51.48 52.49 +0.76 5,473 40,572 -133
Feb17 160607 52.33 52.61 52.13 52.61 +0.76 2,341 27,860 +172
Mar17 160607 51.95 52.75 51.95 52.70 +0.76 6,284 49,023 +683
Apr17 160607 52.08 52.83 52.08 52.76 +0.74 1,384 15,273 +234
May17 160607 52.52 52.81 52.52 52.81 +0.72 1,463 16,486 +299
Jun17 160607 52.03 52.94 51.97 52.87 +0.71 7,419 70,457 +559
Jul17 160607 52.46 53.05 52.26 52.90 +0.71 918 14,718 -250
Aug17 160607 52.92 52.92 52.92 52.92 +0.70 563 10,981 +148
Sep17 160607 52.76 52.95 52.60 52.95 +0.69 398 26,337 +22
Oct17 160607 52.95 53.01 52.95 53.01 +0.68 155 8,627 +3
Total Volume and Open Interest 720,264 1,725,680 +10,366
e-miNY Crude Oil(NYM)
Jul16 160607 49.725 50.525 49.450 50.350 +0.650 12,136 1,898 -235
Aug16 160607 50.075 51.100 49.950 50.925 +0.750 247 362 -12
Sep16 160607 50.575 51.450 50.525 51.400 +0.800 11 149 -4
Oct16 160607 51.750 51.750 51.750 51.750 +0.825 2 72 +0
Nov16 160607 51.650 52.075 51.625 52.075 +0.800 2 15 +0
Dec16 160607 52.050 52.300 51.650 52.300 +0.750 9 299 +3
Jan17 160607 52.125 52.500 52.125 52.500 +0.775 0 13 +0
Feb17 160607 52.250 52.600 52.250 52.600 +0.750 0 10 +0
Mar17 160607 52.700 52.700 52.700 52.700 +0.750 0 12 +0
Apr17 160607 52.750 52.750 52.750 52.750 +0.725      
Total Volume and Open Interest 12,411 2,973 -246
NY Harbor ULSD(NYM)
Jul16 160607 150.52 154.35 150.01 154.15 +3.84 66,263 125,672 -2,862
Aug16 160607 151.36 154.99 150.89 154.83 +3.66 28,259 56,570 -514
Sep16 160607 152.65 156.03 152.50 155.89 +3.49 15,300 43,972 +1,077
Oct16 160607 154.77 157.22 154.73 157.09 +3.34 6,998 27,919 +482
Nov16 160607 155.44 158.50 155.44 158.45 +3.23 5,189 22,027 -398
Dec16 160607 156.49 159.79 156.48 159.66 +3.16 8,584 57,697 +999
Jan17 160607 158.60 160.98 158.60 160.83 +3.16 1,956 17,525 -62
Feb17 160607 160.20 161.59 160.20 161.45 +3.21 706 7,372 -22
Mar17 160607 159.53 161.38 159.53 161.38 +3.25 1,082 9,114 +80
Apr17 160607 159.53 160.65 159.24 160.64 +3.23 518 3,946 +96
May17 160607 160.56 160.56 160.56 160.56 +3.11 355 2,670 +14
Jun17 160607 159.44 160.81 159.02 160.79 +2.95 2,606 12,609 +615
Jul17 160607 161.45 161.45 161.37 161.37 +2.84 110 1,462 +16
Aug17 160607 161.24 162.09 161.24 162.09 +2.78 53 774 -11
Total Volume and Open Interest 138,597 415,274 -258
RBOB Gasoline(NYM)
Jul16 160607 159.06 161.28 157.67 158.71 -0.16 54,939 128,871 -3,605
Aug16 160607 159.81 161.83 158.62 159.68 +0.05 31,877 55,306 +989
Sep16 160607 158.95 160.96 158.23 159.27 +0.38 20,322 57,917 -96
Oct16 160607 146.33 148.03 145.73 147.18 +1.02 12,633 36,121 +1,691
Nov16 160607 143.39 145.29 142.94 144.48 +1.20 7,986 26,185 -215
Dec16 160607 141.48 143.43 141.00 142.64 +1.20 9,751 40,637 -61
Jan17 160607 142.53 143.31 141.90 142.59 +1.18 2,041 10,730 +12
Feb17 160607 142.99 143.56 142.86 143.56 +1.21 592 2,548 +31
Mar17 160607 144.94 145.40 144.49 145.23 +1.24 512 4,170 +87
Apr17 160607 166.47 166.86 166.11 166.86 +1.26 888 3,382 -138
Total Volume and Open Interest 145,898 396,473 -1,239
e-miNY RBOB Gasoline(NYM)
Jul16 160607 158.70 158.71 158.70 158.70 -0.20 0 1 +0
Aug16 160607 159.70 159.70 159.68 159.70 +0.10      
Sep16 160607 159.30 159.30 159.27 159.30 +0.40      
Oct16 160607 147.20 147.20 147.18 147.20 +1.00      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jul16 160607 2.444 2.491 2.408 2.474 +0.008 135,938 319,422 -34
Aug16 160607 2.523 2.570 2.489 2.557 +0.020 36,995 89,026 +1,548
Sep16 160607 2.556 2.610 2.532 2.601 +0.027 26,328 127,737 +2,750
Oct16 160607 2.627 2.686 2.609 2.679 +0.034 24,796 114,441 +3,205
Nov16 160607 2.792 2.860 2.782 2.856 +0.047 8,895 55,174 +92
Dec16 160607 3.038 3.112 3.031 3.108 +0.061 6,874 46,855 +173
Jan17 160607 3.162 3.238 3.152 3.235 +0.062 12,074 91,044 -50
Feb17 160607 3.161 3.228 3.155 3.228 +0.063 2,200 21,135 +339
Mar17 160607 3.105 3.185 3.105 3.184 +0.067 5,760 48,268 +142
Apr17 160607 2.891 2.952 2.891 2.950 +0.050 4,432 48,157 +612
May17 160607 2.876 2.935 2.876 2.935 +0.052 1,247 17,225 +135
Jun17 160607 2.909 2.963 2.909 2.963 +0.049 340 7,356 +10
Jul17 160607 2.950 2.999 2.950 2.999 +0.046 211 7,273 -3
Aug17 160607 2.960 3.009 2.960 3.006 +0.044 93 5,053 -12
Sep17 160607 2.962 2.998 2.962 2.998 +0.044 196 3,131 +69
Oct17 160607 2.983 3.025 2.980 3.024 +0.043 629 8,077 -33
Total Volume and Open Interest 268,692 1,055,353 +7,428
Brent Crude Oil(ICE)
Aug16 160607 50.46 51.54 50.28 51.44 +0.89 227,821 434,913 -6,708
Sep16 160607 50.84 51.98 50.70 51.89 +0.92 91,363 309,123 -4,152
Oct16 160607 51.12 52.27 51.00 52.19 +0.93 39,302 143,448 +1,878
Nov16 160607 51.41 52.53 51.27 52.46 +0.93 25,310 145,991 +3,735
Dec16 160607 51.74 52.87 51.60 52.80 +0.93 65,209 341,566 +839
Jan17 160607 52.04 53.11 51.94 53.05 +0.93 5,810 62,889 -491
Feb17 160607 52.13 53.29 52.13 53.24 +0.93 3,052 54,961 +37
Mar17 160607 52.43 53.47 52.43 53.42 +0.92 6,890 59,605 +23
Apr17 160607 52.70 53.62 52.70 53.57 +0.90 1,325 19,449 +108
May17 160607 53.63 53.72 53.63 53.72 +0.89 1,813 22,061 +52
Jun17 160607 52.93 53.93 52.93 53.86 +0.87 15,217 90,166 +1,299
Jul17 160607 54.03 54.03 54.03 54.03 +0.86 623 17,701 +21
Aug17 160607 54.18 54.18 54.18 54.18 +0.85 484 13,763 -31
Sep17 160607 53.85 54.27 53.85 54.27 +0.83 4,054 28,656 +64
Total Volume and Open Interest 521,311 2,162,506 +1,288
Gas Oil(ICE)
Jun16 160607 445.50 458.00 444.25 456.25 +11.25 31,154 53,133 -424
Jul16 160607 446.50 458.50 445.25 456.50 +10.75 73,560 150,540 -1,519
Aug16 160607 448.00 460.50 448.00 458.75 +10.25 51,317 101,355 +4,064
Sep16 160607 452.25 463.50 451.50 461.75 +9.75 17,967 49,383 -2,044
Oct16 160607 456.25 466.75 456.25 465.25 +9.00 11,261 44,522 -599
Nov16 160607 459.00 467.75 458.25 467.50 +8.75 6,186 32,219 +992
Dec16 160607 460.75 471.25 460.75 469.25 +8.75 21,146 100,327 +4,315
Jan17 160607 464.25 473.50 464.25 471.75 +8.50 1,791 24,065 +400
Feb17 160607 467.50 474.25 467.50 474.25 +8.25 941 13,825 -257
Mar17 160607 469.50 478.00 469.50 476.25 +8.25 1,897 21,304 +362
Total Volume and Open Interest 223,551 752,902 +6,117
Ethanol(CBOT)
Jul16 160607 1.689 1.702 1.689 1.697 -0.009 322 2,484 -55
Aug16 160607 1.675 1.681 1.675 1.680 -0.005 77 465 +30
Sep16 160607 1.642 1.655 1.642 1.655 -0.007 23 793 -11
Oct16 160607 1.630 1.630 1.630 1.630 -0.006 34 210 -10
Nov16 160607 1.605 1.605 1.605 1.605 -0.007 3 225 +0
Dec16 160607 1.578 1.578 1.577 1.577 -0.007 0 1,067 +0
Jan17 160607 1.556 1.556 1.556 1.556 -0.009 0 113 +0
Feb17 160607 1.553 1.553 1.553 1.553 -0.009 0 13 +0
Total Volume and Open Interest 459 5,370 -142
WTI Crude Oil(ICE)
Jul16 160607 49.65 50.52 49.47 50.36 +0.67 27,428 65,682 -3,503
Aug16 160607 50.12 51.06 49.96 50.92 +0.75 28,500 55,161 -1,653
Sep16 160607 50.60 51.52 50.47 51.39 +0.80 13,093 35,555 -129
Oct16 160607 51.15 51.84 51.15 51.75 +0.82 6,715 11,971 +682
Nov16 160607 51.88 52.19 51.51 52.08 +0.81 4,792 13,668 +428
Dec16 160607 51.58 52.43 51.58 52.31 +0.77 12,070 79,267 -957
Jan17 160607 52.26 52.49 51.99 52.49 +0.76 880 7,729 -76
Feb17 160607 52.61 52.61 52.61 52.61 +0.76 340 5,605 +2
Mar17 160607 52.20 52.73 52.20 52.70 +0.76 1,004 4,749 -360
Apr17 160607 52.76 52.76 52.76 52.76 +0.74 93 2,788 -15
May17 160607 52.81 52.81 52.81 52.81 +0.72 81 1,476 +23
Jun17 160607 52.64 52.90 52.64 52.87 +0.71 1,074 28,702 -690
Jul17 160607 52.90 52.90 52.90 52.90 +0.71 26 1,592 +3
Aug17 160607 52.92 52.92 52.92 52.92 +0.70 28 573 +3
Sep17 160607 52.95 52.95 52.95 52.95 +0.69 49 4,374 +6
Oct17 160607 52.55 53.01 52.55 53.01 +0.68 10 1,233 +0
Total Volume and Open Interest 99,463 413,491 -5,715
US Dollar Index(ICE)
Jun16 160607 93.980 94.075 93.745 93.832 -0.058 34,592 54,748 +861
Sep16 160607 93.945 94.050 93.735 93.798 -0.058 7,394 9,689 +1,480
Dec16 160607 93.900 93.970 93.810 93.823 -0.057 206 1,184 +24
Total Volume and Open Interest 42,235 66,212 +2,404
Australian Dollar(CME)
Jun16 160607 73.61 74.63 73.58 74.54 +0.78 149,239 107,836 -238
Sep16 160607 73.39 74.36 73.34 74.27 +0.77 10,608 10,951 +4,472
Dec16 160607 73.46 74.10 73.20 74.05 +0.76 4 159 +2
Total Volume and Open Interest 159,851 118,954 +4,236
British Pound(CME)
Jun16 160607 144.54 146.69 144.44 145.52 +0.93 123,917 230,730 +586
Sep16 160607 144.66 146.81 144.56 145.63 +0.93 12,421 21,687 +7,941
Dec16 160607 144.50 146.34 144.50 145.75 +0.92 8 189 -7
Total Volume and Open Interest 136,355 252,711 +8,525
Canadian Dollar(CME)
Jun16 160607 77.97 78.53 77.89 78.34 +0.29 81,790 109,816 -594
Sep16 160607 78.01 78.54 77.90 78.35 +0.29 6,087 11,514 +2,834
Dec16 160607 78.04 78.53 77.94 78.37 +0.29 404 3,147 +246
Mar17 160607 78.22 78.53 78.02 78.39 +0.28 20 202 +2
Total Volume and Open Interest 88,301 124,817 +2,488
Japanese Yen(CME)
Jun16 160607 92.98 93.33 92.69 93.21 +0.07 237,844 149,134 +4,428
Sep16 160607 93.26 93.63 92.98 93.51 +0.07 21,431 20,940 +12,489
Dec16 160607 93.46 93.94 93.40 93.85 +0.05 172 267 +3
Total Volume and Open Interest 259,452 170,436 +16,925
Swiss Franc(CME)
Jun16 160607 103.06 103.70 102.97 103.63 +0.48 39,951 58,025 -572
Sep16 160607 103.61 104.19 103.47 104.13 +0.49 2,111 3,194 +806
Dec16 160607 104.65 104.65 104.65 104.65 +0.48 1 23 +0
Total Volume and Open Interest 42,063 61,257 +234
EuroFX(CME)
Jun16 160607 113.60 113.83 113.41 113.65 -0.11 278,856 324,053 -6,788
Sep16 160607 113.95 114.21 113.79 114.03 -0.11 18,102 28,837 +2,966
Dec16 160607 114.48 114.55 114.19 114.42 -0.12 554 1,494 +203
Total Volume and Open Interest 297,699 355,720 -3,704
Mexican Peso(CME)
Jun16 160607 534.88 544.38 534.13 544.13 +7.50 56,465 98,301 -4,653
Jul16 160607 542.13 542.13 542.13 542.13 +7.38      
Total Volume and Open Interest 61,730 147,263 -4,027
Brazilian Real(CME)
Jul16 160607 284.10 288.05 282.90 287.95 +3.95 1,064 23,887 +61
Aug16 160607 281.00 285.70 281.00 285.70 +3.95 2 70 +2
Sep16 160607 278.00 282.95 278.00 282.95 +3.95 37 3,587 +25
Oct16 160607 280.70 280.70 280.70 280.70 +3.80      
Total Volume and Open Interest 1,103 27,574 +88
30-Year T-Bonds(CBOT)
Jun16 160607 167~090 168~040 167~030 167~290 +0~120 16,229 14,676 -7,345
Sep16 160607 165~260 166~220 165~200 166~150 +0~120 329,640 541,772 +9,489
Dec16 160607 165~070 165~070 165~070 165~070 +0~120 1 4 +1
Total Volume and Open Interest 345,870 556,452 +2,145
10-Year T-Notes(CBOT)
Jun16 160607 130~250 131~010 130~215 130~300 +0~025 70,085 113,431 -9,736
Sep16 160607 130~235 131~015 130~220 130~305 +0~025 1,642,334 2,564,422 +45,787
Dec16 160607 130~210 130~210 130~210 130~210 +0~025      
Total Volume and Open Interest 1,712,419 2,677,853 +36,051
5-Year T-Notes(CBOT)
Jun16 160607 121~042 121~092 121~026 121~076 +0~022 51,014 118,009 -13,955
Sep16 160607 120~232 120~294 120~222 120~272 +0~020 1,083,751 2,449,926 +27,396
Dec16 160607 120~256 120~256 120~256 120~256 +0~020      
Total Volume and Open Interest 1,134,765 2,567,935 +13,441
2 Year T-Notes(CBOT)
Jun16 160607 109~092 109~104 109~084 109~100 +0~010 23,408 44,035 -10,423
Sep16 160607 109~044 109~062 109~040 109~056 +0~010 430,037 952,748 -4,476
Dec16 160607 109~042 109~042 109~042 109~042 +0~010      
Total Volume and Open Interest 453,445 996,783 -14,899
Eurodollars(CME)
Jun16 160607 99.342 99.350 99.340 99.348 +0.005 401,816 1,114,199 -7,898
Sep16 160607 99.230 99.245 99.225 99.245 +0.015 552,143 1,107,336 -39,856
Dec16 160607 99.125 99.145 99.120 99.145 +0.015 532,246 1,450,146 +16,726
Mar17 160607 99.065 99.090 99.060 99.085 +0.010 361,326 881,936 -18,020
Jun17 160607 99.010 99.040 99.005 99.030 +0.010 387,808 872,281 +4,057
Sep17 160607 98.955 98.990 98.945 98.980 +0.015 359,243 768,171 -26,682
Dec17 160607 98.890 98.925 98.880 98.915 +0.015 411,119 1,125,396 -15,637
Mar18 160607 98.850 98.885 98.835 98.870 +0.015 209,148 506,386 +6,184
Jun18 160607 98.790 98.830 98.785 98.820 +0.015 189,906 457,552 +4,114
Sep18 160607 98.745 98.780 98.730 98.770 +0.015 171,278 371,863 -9,014
Dec18 160607 98.685 98.725 98.675 98.715 +0.020 173,554 558,827 -10,855
Mar19 160607 98.650 98.680 98.630 98.670 +0.015 119,036 312,972 +8,080
Jun19 160607 98.590 98.630 98.575 98.620 +0.015 83,461 252,454 -1,606
Sep19 160607 98.535 98.575 98.515 98.565 +0.015 55,168 192,952 +1,694
Dec19 160607 98.475 98.515 98.460 98.505 +0.020 55,061 228,546 -802
Mar20 160607 98.430 98.465 98.410 98.460 +0.020 34,659 116,109 +256
Jun20 160607 98.370 98.410 98.355 98.405 +0.020 28,947 70,397 +890
Sep20 160607 98.320 98.355 98.300 98.350 +0.020 25,241 65,516 +1,180
Total Volume and Open Interest 4,257,853 10,818,334 -71,704
Ultra T-Bond(CBOT)
Jun16 160607 175~18 176~09 175~18 176~02 +0~13 6,025 25,355 -3,866
Sep16 160607 177~23 178~31 177~18 178~18 +0~14 100,871 582,816 +1,168
Dec16 160607 177~28 177~28 177~28 177~28 +0~14      
Total Volume and Open Interest 106,896 608,171 -2,698
Ultra 10-Yr T-Note(CBOT)
Jun16 160607 141~305 142~015 141~305 142~010 +0~035 5,094 12,087 -1,103
Sep16 160607 142~110 142~245 142~085 142~205 +0~040 75,192 138,808 +5
Dec16 160607 142~205 142~205 142~205 142~205 +0~040      
Total Volume and Open Interest 80,286 150,895 -1,098
30 Day Federal Funds(CBOT)
Jun16 160607 99.630 99.632 99.630 99.630 unch 38,446 76,103 -5,114
Jul16 160607 99.620 99.630 99.620 99.625 +0.005 128,560 237,963 -22,160
Aug16 160607 99.570 99.585 99.565 99.580 +0.010 145,192 212,586 -968
Sep16 160607 99.550 99.560 99.545 99.560 +0.010 20,027 44,659 -1,248
Oct16 160607 99.505 99.520 99.500 99.515 +0.010 55,457 119,823 +13,481
Nov16 160607 99.495 99.505 99.490 99.500 +0.005 18,249 43,857 -60
Total Volume and Open Interest 445,366 918,957 -10,500
3-Mth Euro-Yen(CME)
Jun16 160607 99.990 99.990 99.990 99.990 unch      
Sep16 160607 99.990 99.990 99.990 99.990 unch      
Dec16 160607 99.990 99.990 99.990 99.990 unch      
Mar17 160607 99.990 99.990 99.990 99.990 unch      
Jun17 160607 99.990 99.990 99.990 99.990 unch      
Sep17 160607 99.990 99.990 99.990 99.990 unch      
Dec17 160607 99.990 99.990 99.990 99.990 unch      
Mar18 160607 99.995 99.995 99.995 99.995 unch      
Jun18 160607 99.855 99.855 99.855 99.855 unch      
Sep18 160607 99.715 99.715 99.715 99.715 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep16 160607 99.99 99.99 99.99 99.99 unch      
Dec16 160607 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160607 99.99 99.99 99.99 99.99 unch      
Jun17 160607 99.99 99.99 99.99 99.99 unch      
Sep17 160607 99.99 99.99 99.99 99.99 unch      
Dec17 160607 99.99 99.99 99.99 99.99 unch      
Mar18 160607 100.00 100.00 100.00 100.00 unch      
Jun18 160607 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Jun16 160607 152.15 152.20 152.08 152.09 -0.08 3,073 16,229 -1,397
Sep16 160607 152.02 152.08 151.98 151.98 -0.08 2,604 3,031 +2,532
Dec16 160607 151.98 151.98 151.98 151.98 -0.08      
Total Volume and Open Interest 5,677 19,260 +1,135
Euro-Buxl(EUREX)
Jun16 160607 171.80 173.28 171.56 173.10 +1.28 118,249 189,509 +7,160
Sep16 160607 181.36 183.26 180.98 183.02 +1.72 61,486 98,187 +43,112
Dec16 160607 182.58 182.58 182.58 182.58 +1.28      
Total Volume and Open Interest 179,735 287,696 +50,272
Euro-Bund(EUREX)
Jun16 160607 164.95 165.49 164.84 165.38 +0.43 1,312,010 1,597,473 -98,351
Sep16 160607 163.95 164.52 163.84 164.44 +0.49 752,999 1,172,245 +416,004
Dec16 160607 161.85 161.97 161.47 161.97 +0.43 1 6 +1
Total Volume and Open Interest 2,065,010 2,769,724 +317,654
Euro-Bobl(EUREX)
Jun16 160607 131.60 131.76 131.58 131.72 +0.12 996,089 1,168,546 -208,719
Sep16 160607 132.48 132.62 132.46 132.60 +0.11 535,865 940,117 +277,829
Dec16 160607 130.48 130.48 130.48 130.48 +0.12 0 101 +0
Total Volume and Open Interest 1,531,954 2,108,764 +69,110
Euro-Schatz(EUREX)
Jun16 160607 111.90 111.93 111.89 111.92 +0.01 532,747 866,888 -169,664
Sep16 160607 111.83 111.85 111.82 111.84 unch 402,093 784,832 +200,780
Dec16 160607 111.84 111.84 111.84 111.84 unch      
Total Volume and Open Interest 934,840 1,651,720 +31,116
3-Mth Euribor(EUREX)
Jun16 160607 100.265 100.265 100.260 100.260 unch 676 11,673 +1
Sep16 160607 100.275 100.275 100.275 100.275 unch 676 6,634 -149
Dec16 160607 100.285 100.285 100.285 100.285 unch 0 2,524 +0
Total Volume and Open Interest 1,604 64,800 +44
Long Gilt(LIFFE)
Jun16 160607 122~18 122~24 122~17 122~23 +0~05 1,646 42,470 -1,183
Sep16 160607 124~18 124~22 124~06 124~21 +0~07 193,030 425,079 -6,437
Total Volume and Open Interest 194,676 467,549 -7,620
3-Mth Short Sterling(LIFFE)
Jun16 160607 99.42 99.42 99.41 99.42 +0.00 88,501 334,931 -7,445
Sep16 160607 99.45 99.45 99.44 99.45 unch 116,141 431,947 +15,625
Dec16 160607 99.47 99.47 99.45 99.47 unch 135,897 467,937 +8,891
Mar17 160607 99.47 99.47 99.44 99.46 unch 120,798 338,238 +16,064
Jun17 160607 99.45 99.45 99.41 99.43 unch 91,033 298,942 -8,887
Sep17 160607 99.40 99.41 99.37 99.39 unch 94,035 259,500 +5,007
Total Volume and Open Interest 1,040,342 3,255,055 +41,109
3-Mth Euribor(LIFFE)
Jun16 160607 100.260 100.265 100.260 100.265 unch 32,942 493,625 +3,386
Sep16 160607 100.275 100.275 100.270 100.275 unch 72,992 382,701 -4,697
Dec16 160607 100.285 100.290 100.280 100.285 unch 92,397 466,862 +2,641
Total Volume and Open Interest 586,885 3,490,312 +1,608
3-Mth Aus T-Bills(SFE)
Jun16 160607 98.01 98.03 97.98 97.99 -0.02 19,498 116,307 -1,488
Sep16 160607 98.11 98.13 98.06 98.08 -0.04 40,254 236,667 +4,755
Dec16 160607 98.19 98.20 98.11 98.14 -0.06 34,905 191,197 +12,208
Mar17 160607 98.24 98.26 98.15 98.17 -0.07 18,724 130,487 -1,839
Jun17 160607 98.27 98.28 98.18 98.20 -0.07 9,714 101,062 +172
Sep17 160607 98.28 98.29 98.20 98.22 -0.06 5,862 77,840 +927
Dec17 160607 98.29 98.30 98.19 98.22 -0.07 3,129 59,010 +201
Mar18 160607 98.28 98.29 98.20 98.22 -0.06 996 33,357 -28
Jun18 160607 98.26 98.27 98.18 98.20 -0.06 19 16,740 +6
Sep18 160607 98.23 98.23 98.17 98.18 -0.06 4 3,702 -4
Total Volume and Open Interest 133,155 970,804 +14,833
10-Year Aus T-Bonds(SFE)
Jun16 160607 97.85 97.87 97.79 97.81 -0.04 109,141 928,992 +169
Sep16 160607 97.82 97.84 97.79 97.79 -0.03 2 47 +2
Total Volume and Open Interest 109,143 929,039 +171
3-Year Aus T-Bonds(SFE)
Jun16 160607 98.46 98.49 98.38 98.40 -0.07 144,286 798,633 -11,110
Sep16 160607 98.48 98.49 98.41 98.42 -0.07 994 1,617 +991
Total Volume and Open Interest 145,280 800,250 -10,119
Gold(CMX)
Jun16 160607 1244.0 1244.9 1236.5 1244.4 -0.2 1,622 6,683 -762
Aug16 160607 1248.0 1249.0 1236.9 1247.0 -0.4 240,700 358,270 +12,835
Oct16 160607 1249.4 1251.7 1241.8 1249.9 -0.4 1,833 27,421 +224
Dec16 160607 1253.2 1254.5 1242.7 1252.7 -0.4 6,916 60,755 +2,740
Feb17 160607 1254.1 1255.0 1249.9 1255.0 -0.4 1,278 8,661 +368
Apr17 160607 1249.6 1257.1 1249.2 1257.1 -0.5 265 3,694 -69
Jun17 160607 1253.5 1259.3 1253.5 1259.3 -0.6 235 11,536 +73
Aug17 160607 1261.3 1261.3 1261.3 1261.3 -0.6 1 163 +0
Oct17 160607 1263.4 1263.4 1263.4 1263.4 -0.6 21 630 +1
Dec17 160607 1264.4 1266.5 1258.7 1265.7 -0.6 102 7,430 +6
Feb18 160607 1267.8 1267.8 1267.8 1267.8 -0.6      
Apr18 160607 1269.9 1269.9 1269.9 1269.9 -0.6      
Total Volume and Open Interest 255,983 496,259 +15,163
Silver(CMX)
Jul16 160607 1648.5 1649.0 1624.5 1639.4 -5.3 59,397 118,132 -1,259
Sep16 160607 1653.5 1653.5 1629.5 1644.4 -5.3 5,330 30,567 +287
Dec16 160607 1658.5 1658.5 1637.0 1651.1 -5.2 2,565 34,544 +190
Mar17 160607 1666.0 1666.0 1657.5 1657.5 -5.3 260 5,116 +73
May17 160607 1650.0 1661.8 1650.0 1661.8 -5.3 10 219 +4
Jul17 160607 1667.0 1667.0 1666.1 1666.1 -5.3 8 2,380 +4
Sep17 160607 1670.4 1670.4 1670.4 1670.4 -5.3 0 195 +0
Total Volume and Open Interest 67,594 194,908 -697
Platinum(NYMEX)
Jul16 160607 997.9 1005.5 984.2 999.4 +2.9 15,786 50,840 -623
Oct16 160607 997.5 1007.3 986.2 1001.1 +3.0 1,333 10,054 +388
Jan17 160607 1003.3 1003.3 1003.3 1003.3 +3.3 15 836 +5
Apr17 160607 1005.0 1005.0 1005.0 1005.0 +3.3 0 7 +0
Total Volume and Open Interest 17,145 61,741 -230
Palladium(NYMEX)
Jun16 160607 553.50 553.65 552.95 552.95 -4.10 23 59 -15
Sep16 160607 557.05 560.60 544.75 552.15 -4.85 4,970 22,089 +57
Dec16 160607 556.90 556.90 547.25 552.95 -4.70 62 388 +5
Total Volume and Open Interest 5,069 22,616 +43
Copper(CMX)
Jul16 160607 211.85 212.50 204.50 205.10 -6.65 84,456 133,395 -7,772
Sep16 160607 212.45 212.90 205.10 205.65 -6.60 11,169 45,868 +2,588
Dec16 160607 212.65 212.65 206.00 206.55 -6.45 3,041 26,946 +316
Mar17 160607 212.25 212.25 207.20 207.25 -6.30 351 4,848 +57
May17 160607 208.65 208.65 207.55 207.75 -6.20 15 767 +1
Total Volume and Open Interest 99,742 219,255 -4,768
E-mini DJIA Index(CBOT)
Jun16 160607 17915 17993 17903 17933 +18 153,492 120,781 +895
Sep16 160607 17810 17892 17802 17832 +18 882 4,050 +39
Dec16 160607 17754 17805 17740 17757 +18 1 127 +1
Mar17 160607 17697 17697 17697 17697 +18 0 1 +0
Total Volume and Open Interest 154,375 124,959 +935
S & P 500(CME)
Jun16 160607 2108.30 2117.80 2107.00 2110.30 +2.00 6,856 85,007 +2,070
Sep16 160607 2101.80 2107.50 2101.40 2101.40 +2.00 1,299 4,699 +1,272
Dec16 160607 2094.30 2099.30 2094.30 2094.30 +2.00 5 188 -3
Mar17 160607 2088.20 2093.20 2088.20 2088.20 +2.00      
Total Volume and Open Interest 8,160 89,894 +3,339
S & P 500 E-Mini(Globex)
Jun16 160607 2108.25 2118.00 2106.50 2110.25 +2.00 1,746,160 2,982,125 +20,114
Sep16 160607 2099.25 2108.75 2098.00 2101.50 +2.00 34,949 109,637 +16,827
Dec16 160607 2092.50 2101.50 2091.00 2094.25 +2.00 377 9,142 +10
Mar17 160607 2087.50 2094.50 2087.50 2088.25 +2.00 28 93 +8
Total Volume and Open Interest 1,781,518 3,101,010 +36,963
NASDAQ 100 E-Mini(Globex)
Jun16 160607 4524.50 4545.50 4511.30 4514.30 -11.20 225,458 239,848 -2,125
Sep16 160607 4514.00 4537.30 4503.30 4506.00 -11.30 1,518 4,790 +222
Dec16 160607 4511.50 4517.80 4501.50 4501.50 -11.30 0 90 +0
Total Volume and Open Interest 226,976 244,735 -1,903
S&P Midcap 400(CME) e-Mini
Jun16 160607 1512.50 1521.90 1510.80 1517.80 +4.90 16,957 85,845 +109
Sep16 160607 1507.10 1516.70 1505.20 1513.10 +5.20 45 166 +40
Dec16 160607 1514.40 1514.40 1514.40 1514.40 +5.20 0 12 +0
Total Volume and Open Interest 17,002 86,023 +149
Volatility Index(CBOE)
Jun16 160607 14.50 14.85 14.00 14.73 +0.25 98,048 197,742 -8,234
Jul16 160607 16.90 16.95 16.45 16.88 unch 63,247 157,126 +10,846
Aug16 160607 18.03 18.13 17.69 18.08 +0.10 16,348 47,783 +1,670
Sep16 160607 18.94 19.05 18.68 19.00 +0.07 8,143 28,994 +274
Total Volume and Open Interest 197,511 479,061 +5,671
Russell 2000(ICE)
Jun16 160607 1175.70 1183.60 1173.20 1179.40 +3.10 84,273 396,050 -1,530
Sep16 160607 1170.00 1178.40 1168.70 1174.40 +3.00 1,576 1,315 +549
Dec16 160607 1165.20 1173.00 1165.20 1170.40 +3.00 0 17 +0
Total Volume and Open Interest 85,849 397,632 -981
Nikkei 225(CME)
Jun16 160607 16660 16845 16535 16710 +50 17,492 33,729 -824
Sep16 160607 16705 16885 16580 16750 +45 1,601 2,071 +1,011
Total Volume and Open Interest 19,093 35,805 +187
Nikkei 225(SGX)
Jun16 160607 16550 16715 16475 16715 +145 79,062 263,055 -2,511
Sep16 160607 16530 16690 16430 16665 +140 13,548 16,348 +9,541
Dec16 160607 16575 16575 16575 16575 +150 0 3,881 +0
Total Volume and Open Interest 92,610 292,518 +7,030
Nikkei 225(CME) Yen
Jun16 160607 16670 16845 16530 16710 +55 68,330 96,701 +4,105
Sep16 160607 16620 16795 16485 16670 +60 3,998 2,658 +1,324
Dec16 160607 16550 16575 16475 16550 +60      
Total Volume and Open Interest 72,328 99,359 +5,429
Nikkei 225(CME) e-Mini Yen
Jun16 160607 16640 16740 16640 16710 +60 4 92 -1
Sep16 160607 16670 16670 16670 16670 +60      
Dec16 160607 16550 16550 16550 16550 +60      
Total Volume and Open Interest 4 92 -1
CAC 40(EURONEXT)
Jun16 160607 4431.0 4483.5 4428.0 4471.5 +52.5 94,747 310,471 -3,339
Jul16 160607 4425.0 4474.0 4425.0 4463.5 +52.5 1,578 6,781 +1,187
Aug16 160607 4461.5 4461.5 4461.5 4461.5 +52.5 0 10 +0
Sep16 160607 4461.0 4464.5 4452.5 4460.0 +52.5 0 24 +0
Total Volume and Open Interest 96,325 317,317 -2,152
Hang Seng Index(HKFE)
Jun16 160607 20776 21141 20770 21103 +327 107,099 106,114 -2,839
Jul16 160607 20792 21130 20776 21106 +311 1,065 1,489 +682
Total Volume and Open Interest 109,075 113,318 -1,498
DAX(EUREX)
Jun16 160607 10161.0 10319.0 10156.0 10288.5 +156.0 112,904 166,967 +10,442
Sep16 160607 10148.0 10300.0 10148.0 10277.5 +157.0 383 2,989 +198
Dec16 160607 10149.0 10265.5 10149.0 10265.5 +156.0 7 2,948 +0
Total Volume and Open Interest 113,294 172,904 +10,640
Mini-DAX(EUREX)
Jun16 160607 10166.0 10317.0 10157.0 10288.0 +155.0 20,438 12,299 +667
Sep16 160607 10160.0 10304.0 10160.0 10277.0 +156.0 125 540 +32
Dec16 160607 10226.0 10293.0 10226.0 10265.0 +155.0 13 30 +0
Total Volume and Open Interest 20,576 12,869 +699
FT-SE 100(EURONEXT)
Jun16 160607 6260.00 6315.00 6254.50 6268.00 -8.00 114,814 538,841 -3,755
Sep16 160607 6226.50 6257.00 6199.50 6212.50 -7.50 1,318 26,363 +424
Dec16 160607 6186.50 6186.50 6179.00 6179.00 -9.00 7 7 +7
Total Volume and Open Interest 116,139 565,211 -3,324
SPI 200(SFE)
Jun16 160607 5366.0 5398.0 5354.0 5378.0 +15.0 25,077 295,646 -566
Sep16 160607 5309.0 5341.0 5306.0 5327.0 +15.0 83 3,336 +69
Dec16 160607 5313.0 5313.0 5313.0 5313.0 +15.0 270 2,360 +73
Total Volume and Open Interest 25,430 302,607 -424
FTSE MIB(ISE)
Jun16 160607 17675.00 17995.00 17675.00 17963.00 +354.00 34,115 61,931 +327
Sep16 160607 17620.00 17850.00 17620.00 17828.00 +351.00 83 470 +2
Dec16 160607 17718.00 17718.00 17718.00 17718.00 +348.00 1 1 +1
Total Volume and Open Interest 34,199 62,402 +330
KOSPI 200(KFE)
Jun16 160607 244.50 248.05 244.15 247.90 +3.30 107,995 108,071 -15
Sep16 160607 245.50 249.00 245.05 249.00 +3.20 2,857 14,490 +3,807
Dec16 160607 245.55 249.60 245.55 249.60 +3.60 8 4,252 +159
Total Volume and Open Interest 110,862 130,181 +3,955
GSCI(CME)
Jun16 160607 380.60 382.70 379.75 381.75 +3.15 671 9,821 -418
Jul16 160607 385.20 385.35 384.20 384.20 +3.60 534 2,034 +534
Aug16 160607 383.75 384.20 383.75 383.75 +3.15      
Total Volume and Open Interest 1,205 11,855 +116
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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