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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 10, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul16 160610 1174.50 1208.50 1168.75 1178.25 +2.25 194,856 273,414 -16,169
Aug16 160610 1170.00 1205.00 1166.75 1177.75 +5.75 40,688 70,837 +4,399
Sep16 160610 1157.25 1192.00 1156.25 1168.50 +8.75 17,678 32,753 +827
Nov16 160610 1151.75 1184.50 1150.00 1162.75 +10.00 151,511 337,900 +13,799
Jan17 160610 1146.50 1177.50 1146.00 1158.75 +10.50 11,314 30,544 +704
Mar17 160610 1110.50 1132.25 1108.50 1118.25 +4.00 15,862 52,884 +1,135
May17 160610 1096.25 1115.00 1095.00 1098.50 -1.00 7,138 27,312 -116
Jul17 160610 1093.00 1112.50 1093.00 1095.50 unch 4,758 31,256 +519
Aug17 160610 1083.00 1088.00 1062.25 1063.25 -11.75 91 321 +50
Sep17 160610 1027.75 1027.75 1027.75 1027.75 -11.50 39 140 +23
Nov17 160610 1002.25 1021.75 1002.00 1004.50 +1.00 2,633 19,890 +167
Jan18 160610 1004.50 1004.50 1004.50 1004.50 +1.00 5 117 +3
Mar18 160610 1003.25 1003.25 1003.25 1003.25 +1.25 0 39 +0
May18 160610 1004.25 1004.25 1004.25 1004.25 +0.75 0 39 +0
Total Volume and Open Interest 446,592 877,622 +5,349
Soybean Meal(CBOT)
Jul16 160610 413.50 423.80 409.20 414.00 +0.50 70,023 113,926 -10,353
Aug16 160610 409.20 419.00 406.00 412.30 +3.30 21,689 43,503 +809
Sep16 160610 406.90 416.50 404.40 411.30 +4.70 13,197 35,509 +1,371
Oct16 160610 404.00 414.90 402.60 409.30 +5.30 11,095 22,259 +746
Dec16 160610 403.50 414.60 401.60 409.30 +5.80 43,123 107,350 +9,316
Jan17 160610 398.50 407.00 397.10 404.80 +5.80 4,560 15,926 +930
Mar17 160610 373.80 382.80 373.80 381.00 +5.60 3,202 15,293 +364
May17 160610 361.10 368.20 360.80 365.70 +3.80 2,110 15,440 +117
Jul17 160610 359.00 365.00 359.00 363.30 +3.80 2,059 10,071 +676
Aug17 160610 356.40 356.80 356.00 356.80 +4.20 16 1,613 +9
Total Volume and Open Interest 171,549 385,987 +4,146
Soybean Oil(CBOT)
Jul16 160610 33.03 33.33 32.74 32.76 -0.27 85,373 138,387 -12,798
Aug16 160610 33.16 33.47 32.87 32.90 -0.27 24,976 41,164 -539
Sep16 160610 33.29 33.57 33.02 33.03 -0.27 7,171 31,609 +479
Oct16 160610 33.44 33.67 33.14 33.16 -0.27 3,984 18,543 -71
Dec16 160610 33.70 34.00 33.43 33.46 -0.26 34,209 114,534 +3,956
Jan17 160610 33.86 34.13 33.56 33.60 -0.26 3,313 13,008 +831
Mar17 160610 33.79 34.13 33.55 33.59 -0.27 2,597 14,316 +356
May17 160610 33.75 34.10 33.56 33.56 -0.28 1,587 12,671 +432
Jul17 160610 33.82 34.27 33.73 33.73 -0.25 530 5,259 +99
Aug17 160610 33.75 33.82 33.75 33.75 -0.25 7 2,543 -1
Total Volume and Open Interest 163,983 398,323 -7,218
Canola(WCE)
Jul16 160610 522.5 527.7 519.9 523.5 +1.0 10,405 76,607 -2,356
Nov16 160610 526.1 530.8 522.2 525.5 -0.6 17,181 101,020 +6,138
Jan17 160610 530.0 534.5 526.7 530.0 -0.1 1,586 9,439 +147
Mar17 160610 531.4 535.6 528.6 531.9 -0.2 239 2,840 +35
May17 160610 533.2 537.2 530.4 533.7 unch 181 988 +72
Total Volume and Open Interest 30,020 192,849 +4,448
Corn(CBOT)
Jul16 160610 426.50 437.00 420.00 423.00 -3.50 342,762 484,486 -31,449
Sep16 160610 430.00 440.75 424.25 427.50 -3.00 183,156 381,459 +30,273
Dec16 160610 433.00 442.75 426.75 430.75 -2.75 182,267 418,186 +15,852
Mar17 160610 437.75 447.00 431.50 435.75 -2.50 17,674 84,441 +3,349
May17 160610 440.00 448.75 434.75 438.75 -2.25 4,679 20,423 -220
Jul17 160610 442.50 451.25 436.75 440.50 -2.75 9,041 49,803 +1,002
Sep17 160610 414.25 418.00 411.50 413.75 -2.00 2,031 8,076 +141
Dec17 160610 412.50 417.00 407.75 411.25 -3.25 5,509 35,013 -603
Mar18 160610 421.00 421.75 417.00 418.00 -3.00 59 1,119 +6
May18 160610 422.00 422.00 422.00 422.00 -2.75 11 325 +0
Total Volume and Open Interest 747,204 1,485,061 +18,358
Wheat(CBOT)
Jul16 160610 510.25 512.50 494.25 495.00 -15.25 138,771 172,068 -12,420
Sep16 160610 520.75 523.25 505.75 506.50 -15.00 79,244 114,251 +15,601
Dec16 160610 538.75 541.25 524.25 524.75 -14.75 23,595 82,452 +3,170
Mar17 160610 550.00 558.25 541.75 542.25 -14.75 4,619 25,361 +186
May17 160610 568.00 570.00 553.75 554.25 -14.00 2,437 5,449 +23
Jul17 160610 573.50 579.50 562.75 563.00 -12.75 5,398 14,993 +1,913
Total Volume and Open Interest 255,994 419,947 +9,144
Wheat(KCBT)
Jul16 160610 484.00 486.75 468.00 468.50 -15.75 39,877 101,577 -9,204
Sep16 160610 500.00 503.00 485.25 485.50 -15.50 22,341 54,333 +6,719
Dec16 160610 524.25 527.50 510.00 510.00 -15.75 5,944 44,429 +272
Mar17 160610 540.25 542.75 525.75 525.75 -16.00 925 14,217 +15
May17 160610 549.75 553.00 536.00 536.00 -15.25 551 6,277 -63
Jul17 160610 557.00 560.00 544.00 544.00 -14.75 1,151 4,085 +411
Sep17 160610 553.75 571.00 553.75 553.75 -14.00 52 172 +8
Total Volume and Open Interest 71,033 225,437 -1,755
Wheat(MGE)
Jul16 160610 553.25 555.50 533.75 538.50 -15.50 4,604 21,089 -1,269
Sep16 160610 561.00 563.00 542.50 546.75 -15.75 2,915 14,909 +939
Dec16 160610 575.50 577.75 557.50 561.75 -15.50 1,963 11,466 +387
Mar17 160610 589.25 591.00 571.75 575.25 -15.75 1,254 6,303 +376
May17 160610 598.00 598.00 582.50 582.50 -16.00 250 2,759 +29
Jul17 160610 605.00 605.00 588.75 589.75 -15.25 257 1,140 +101
Total Volume and Open Interest 11,321 57,971 +659
Oats(CBOT)
Jul16 160610 204.00 209.75 200.50 201.75 -3.50 1,318 6,073 -446
Sep16 160610 217.00 221.75 212.50 213.00 -4.25 358 2,264 +148
Dec16 160610 229.50 232.50 224.00 224.25 -3.75 483 2,297 +104
Mar17 160610 235.00 238.00 234.25 234.25 -2.00 25 164 +3
Total Volume and Open Interest 2,184 10,798 -191
Rough Rice(CBOT)
Jul16 160610 11.31 11.41 11.16 11.35 +0.03 663 5,490 -138
Sep16 160610 11.55 11.68 11.44 11.63 +0.03 175 3,375 +110
Nov16 160610 11.81 11.88 11.73 11.88 +0.02 23 745 +14
Jan17 160610 12.06 12.06 12.06 12.06 +0.02 0 95 +0
Total Volume and Open Interest 869 9,747 -6
Live Cattle(CME)
Jun16 160610 123.250 123.330 122.080 122.450 -0.750 3,848 18,118 -999
Aug16 160610 118.885 119.050 117.200 117.350 -1.500 21,685 122,669 +1,414
Oct16 160610 118.100 118.250 116.600 116.800 -1.300 8,034 57,616 +126
Dec16 160610 118.200 118.250 116.635 116.850 -1.380 5,492 34,858 +230
Feb17 160610 117.580 117.635 116.100 116.300 -1.485 1,973 10,237 +390
Apr17 160610 116.885 116.885 115.480 115.700 -1.280 585 6,255 +160
Total Volume and Open Interest 41,792 251,962 +1,408
Feeder Cattle(CME)
Aug16 160610 147.080 147.450 144.600 145.550 -1.750 5,521 25,107 +69
Sep16 160610 145.485 145.630 143.000 144.130 -1.355 1,173 4,321 -39
Oct16 160610 143.735 143.800 141.150 142.650 -0.980 1,359 4,665 -182
Nov16 160610 139.900 140.150 137.600 139.300 -0.900 761 3,883 +128
Jan17 160610 134.650 135.250 132.880 134.325 -1.160 119 704 +16
Mar17 160610 132.200 132.350 130.785 131.500 -1.650 38 230 +15
Apr17 160610 132.435 133.130 132.435 132.435 -0.695 6 24 +1
Total Volume and Open Interest 8,979 38,936 +10
Lean Hogs(CME)
Jun16 160610 82.700 82.700 82.050 82.285 -0.395 2,092 13,429 -802
Jul16 160610 85.830 86.330 85.450 85.700 -0.335 19,502 57,372 -2,956
Aug16 160610 86.080 87.035 86.080 86.635 +0.155 18,960 74,620 +4,504
Oct16 160610 72.000 72.980 72.000 72.800 +0.515 8,034 51,132 +1,326
Dec16 160610 66.350 67.100 66.350 66.950 +0.270 5,935 34,658 +1,473
Feb17 160610 69.330 69.930 69.330 69.900 +0.170 2,409 14,132 +733
Apr17 160610 72.100 72.500 72.050 72.450 +0.100 717 6,974 +363
May17 160610 76.535 76.535 76.500 76.500 -0.050 1 103 +1
Total Volume and Open Interest 57,806 253,323 +4,732
Class III Milk(CME)
Jun16 160610 13.25 13.27 13.21 13.25 unch 569 4,616 +137
Jul16 160610 15.04 15.15 14.42 14.54 -0.50 815 5,323 +173
Aug16 160610 15.71 15.89 15.15 15.33 -0.38 432 4,385 -4
Sep16 160610 16.13 16.20 15.50 15.68 -0.45 154 3,430 -5
Oct16 160610 15.98 16.10 15.60 15.67 -0.31 51 2,767 +23
Nov16 160610 15.76 15.95 15.46 15.60 -0.16 54 2,670 +22
Dec16 160610 15.69 15.70 15.36 15.43 -0.27 47 2,477 +11
Jan17 160610 15.46 15.46 15.36 15.40 -0.15 31 891 +25
Feb17 160610 15.48 15.54 15.45 15.45 -0.09 5 837 +5
Mar17 160610 15.74 15.74 15.60 15.64 -0.06 7 740 +4
Apr17 160610 15.84 15.86 15.64 15.68 -0.18 3 621 +3
May17 160610 15.80 15.83 15.58 15.58 -0.17 6 429 +4
Jun17 160610 15.73 15.87 15.66 15.66 -0.07 3 398 +3
Total Volume and Open Interest 2,245 30,328 +424
Cocoa(ICE)
Jul16 160610 3116 3138 3086 3135 +19 11,160 29,535 -5,630
Sep16 160610 3092 3101 3057 3099 +5 19,423 79,743 +1,012
Dec16 160610 3072 3080 3042 3079 +4 6,360 47,304 +1,074
Mar17 160610 3046 3054 3019 3052 +1 1,962 32,318 -57
May17 160610 3037 3040 3009 3040 +1 200 5,914 +40
Jul17 160610 3031 3031 3006 3030 -1 204 2,176 +150
Sep17 160610 3006 3020 3005 3020 -2 26 2,976 +17
Total Volume and Open Interest 39,352 202,818 -3,385
Coffee "C"(ICE)
Jul16 160610 134.00 137.95 132.00 136.95 +3.00 48,272 59,565 -6,421
Sep16 160610 135.75 139.85 133.90 138.85 +3.00 36,803 67,013 +7,762
Dec16 160610 137.65 142.25 136.50 141.25 +2.85 16,246 33,661 +987
Mar17 160610 141.00 144.60 139.05 143.60 +2.70 5,987 14,267 +215
May17 160610 142.50 146.00 140.70 145.20 +2.75 682 7,099 -72
Jul17 160610 144.60 147.65 142.75 146.85 +2.85 354 2,639 +59
Total Volume and Open Interest 109,479 191,425 +2,600
Orange Juice(ICE)
Jul16 160610 167.35 169.00 164.30 167.55 +0.95 1,205 10,611 -18
Sep16 160610 167.00 169.30 164.70 167.95 +1.20 264 5,011 +12
Nov16 160610 164.00 168.55 164.00 167.05 +1.20 38 1,569 +23
Jan17 160610 164.75 167.40 164.75 165.90 +1.00 0 380 +0
Mar17 160610 165.60 165.60 165.60 165.60 +0.75 0 6 +0
May17 160610 165.30 165.30 165.30 165.30 +0.30      
Total Volume and Open Interest 1,507 17,577 +17
Sugar #11(ICE)
Jul16 160610 19.74 19.80 19.26 19.70 -0.04 113,700 271,859 -22,725
Oct16 160610 19.80 19.81 19.31 19.73 -0.07 101,434 353,752 +24,162
Mar17 160610 19.75 19.84 19.33 19.80 unch 30,621 167,761 +4,886
May17 160610 19.05 19.08 18.56 19.06 +0.02 12,861 36,003 +2,789
Jul17 160610 18.44 18.47 17.99 18.44 +0.01 7,101 34,102 -644
Oct17 160610 18.04 18.10 17.71 18.09 unch 3,037 24,642 +409
Mar18 160610 17.83 17.89 17.51 17.88 -0.02 599 10,755 +4
May18 160610 17.31 17.38 17.14 17.38 -0.03 252 3,312 +212
Total Volume and Open Interest 269,903 909,079 +9,286
London Cocoa(LCE)
Jul16 160610 2260 2278 2244 2276 +18 5,229 86,876 -1,162
Sep16 160610 2255 2265 2232 2263 +16 6,440 64,998 +845
Dec16 160610 2205 2215 2186 2215 +15 2,402 58,392 +134
Mar17 160610 2163 2176 2146 2175 +16 3,448 42,253 +742
May17 160610 2147 2164 2136 2163 +18 557 11,807 +25
Jul17 160610 2130 2157 2130 2156 +17 109 2,027 +6
Sep17 160610 2147 2150 2147 2149 +17 45 554 +25
Total Volume and Open Interest 18,241 267,118 +617
London Sugar(LCE)
Aug16 160610 527.90 531.60 521.20 529.00 +0.30 4,418 49,574 -507
Oct16 160610 528.00 530.70 521.00 528.60 +0.40 2,325 23,733 +127
Dec16 160610 528.70 530.00 520.90 527.80 +0.10 1,068 14,449 -312
Mar17 160610 528.60 529.00 520.10 526.60 -0.40 1,156 11,178 +216
May17 160610 516.20 516.30 511.90 516.30 +0.40 146 2,752 +11
Total Volume and Open Interest 9,388 105,048 -288
Cotton(ICE)
Jul16 160610 65.05 65.51 64.48 64.75 -0.21 28,016 69,890 -5,275
Oct16 160610 65.59 65.96 64.35 64.55 -1.38 68 115 +37
Dec16 160610 65.28 65.91 64.84 65.07 -0.23 28,105 119,659 +6,603
Mar17 160610 65.80 66.34 65.34 65.68 -0.06 2,089 15,264 +1,110
May17 160610 65.66 66.58 65.59 65.92 -0.04 449 2,740 +85
Jul17 160610 66.04 66.92 65.96 66.32 -0.02 309 2,791 +163
Total Volume and Open Interest 59,279 214,251 +2,858
Lumber(CME)
Jul16 160610 308.4 311.3 302.8 306.1 +3.4 782 3,161 -228
Sep16 160610 316.7 318.1 311.9 314.4 +2.7 207 1,885 +117
Nov16 160610 314.2 319.5 314.2 314.7 +0.8 8 96 +4
Jan17 160610 319.8 319.8 319.8 319.8 +0.9 2 20 +1
Total Volume and Open Interest 1,000 5,201 -106
Crude Oil(NYM)
Jul16 160610 50.47 50.73 48.80 49.07 -1.49 656,416 374,159 -70,425
Aug16 160610 51.08 51.38 49.45 49.72 -1.50 264,101 268,626 +36,942
Sep16 160610 51.60 51.84 50.00 50.24 -1.49 109,188 184,508 +19,648
Oct16 160610 51.96 52.09 50.45 50.68 -1.45 30,392 88,839 +3,934
Nov16 160610 52.37 52.49 50.84 51.09 -1.40 21,059 63,369 +2,901
Dec16 160610 52.62 52.82 51.17 51.42 -1.35 79,977 224,692 +790
Jan17 160610 52.57 52.57 51.52 51.66 -1.31 11,926 42,443 +489
Feb17 160610 52.67 52.67 51.65 51.84 -1.27 9,927 27,311 -818
Mar17 160610 52.78 52.85 51.83 51.98 -1.24 16,406 54,218 +2,337
Apr17 160610 52.95 52.95 52.03 52.05 -1.22 3,961 15,978 +671
May17 160610 52.50 52.68 51.96 52.10 -1.21 1,906 16,423 -68
Jun17 160610 53.40 53.40 52.00 52.14 -1.20 17,570 73,084 +1,964
Jul17 160610 52.80 52.80 52.15 52.15 -1.19 1,289 15,642 +401
Aug17 160610 52.17 52.17 52.17 52.17 -1.18 1,664 11,584 +476
Sep17 160610 52.99 52.99 52.22 52.22 -1.16 3,642 26,769 +285
Oct17 160610 52.29 52.29 52.29 52.29 -1.14 2,227 9,266 +627
Total Volume and Open Interest 1,276,655 1,749,115 +801
e-miNY Crude Oil(NYM)
Jul16 160610 50.475 50.750 48.800 49.075 -1.475 11,694 2,470 +155
Aug16 160610 51.100 51.350 49.475 49.725 -1.500 450 548 +72
Sep16 160610 51.800 51.825 50.200 50.250 -1.475 52 170 +2
Oct16 160610 51.700 51.700 50.675 50.675 -1.450 5 71 -1
Nov16 160610 51.100 53.300 51.100 51.100 -1.400 4 15 +2
Dec16 160610 52.500 52.500 51.425 51.425 -1.350 20 303 +1
Jan17 160610 51.650 51.650 51.650 51.650 -1.325 0 12 +0
Feb17 160610 51.850 51.850 51.850 51.850 -1.250 4 11 +0
Mar17 160610 51.975 51.975 51.975 51.975 -1.250 4 12 +0
Apr17 160610 52.050 52.050 52.050 52.050 -1.225      
Total Volume and Open Interest 12,250 3,757 +234
NY Harbor ULSD(NYM)
Jul16 160610 155.22 155.47 151.11 151.60 -3.52 82,439 103,931 -10,279
Aug16 160610 155.71 156.01 151.80 152.29 -3.56 51,709 59,625 +1,033
Sep16 160610 156.72 156.72 153.01 153.47 -3.54 33,024 48,965 +28
Oct16 160610 157.68 157.68 154.25 154.75 -3.45 14,226 31,165 +1,330
Nov16 160610 159.50 159.50 155.66 156.15 -3.39 8,333 23,687 -261
Dec16 160610 160.22 160.24 156.86 157.41 -3.33 18,786 56,249 -455
Jan17 160610 160.64 160.64 158.38 158.69 -3.27 5,421 18,112 +339
Feb17 160610 160.75 160.75 158.95 159.53 -3.18 3,315 7,703 +250
Mar17 160610 160.44 160.44 159.19 159.72 -3.07 3,030 10,562 +636
Apr17 160610 159.75 159.75 158.87 159.00 -3.08 1,858 4,227 +51
May17 160610 158.34 158.68 158.34 158.68 -3.10 984 2,597 -141
Jun17 160610 159.98 160.00 158.11 158.71 -3.11 3,057 15,222 +1,176
Jul17 160610 159.20 161.60 159.20 159.20 -3.11 692 1,927 +400
Aug17 160610 159.91 159.91 159.91 159.91 -3.08 751 934 +174
Total Volume and Open Interest 229,212 411,178 -5,715
RBOB Gasoline(NYM)
Jul16 160610 161.47 162.24 155.22 155.96 -5.90 86,317 107,172 -5,119
Aug16 160610 162.61 163.14 156.37 157.13 -5.63 70,562 66,348 +5,522
Sep16 160610 162.23 162.33 156.25 156.97 -5.33 61,624 64,016 +4,833
Oct16 160610 149.64 149.65 144.84 145.56 -4.81 38,254 43,170 +2,650
Nov16 160610 147.71 147.71 142.57 143.30 -4.39 20,279 28,603 +30
Dec16 160610 144.72 144.72 140.78 141.52 -4.07 24,952 40,127 -908
Jan17 160610 144.33 144.33 140.80 141.51 -3.89 4,961 11,261 -322
Feb17 160610 142.38 142.79 142.35 142.60 -3.73 1,734 2,633 +158
Mar17 160610 145.55 145.60 143.79 144.34 -3.59 1,565 4,502 +210
Apr17 160610 165.85 169.39 165.85 165.85 -3.52 1,296 3,384 +146
Total Volume and Open Interest 318,763 403,634 +7,885
e-miNY RBOB Gasoline(NYM)
Jul16 160610 161.90 161.90 156.00 156.00 -5.90 0 1 +0
Aug16 160610 157.10 157.13 157.10 157.10 -5.70      
Sep16 160610 157.00 157.00 156.97 157.00 -5.30      
Oct16 160610 145.60 145.60 145.56 145.60 -4.80      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jul16 160610 2.593 2.609 2.551 2.556 -0.061 163,427 250,282 -31,189
Aug16 160610 2.663 2.683 2.617 2.624 -0.066 71,640 107,741 +4,646
Sep16 160610 2.697 2.712 2.648 2.654 -0.067 70,425 140,122 +5,116
Oct16 160610 2.768 2.782 2.713 2.722 -0.069 42,310 115,304 +968
Nov16 160610 2.951 2.957 2.899 2.909 -0.061 16,688 59,379 +1,427
Dec16 160610 3.211 3.216 3.170 3.183 -0.045 10,274 47,153 +53
Jan17 160610 3.334 3.342 3.299 3.312 -0.041 21,442 95,383 -445
Feb17 160610 3.310 3.326 3.293 3.304 -0.036 5,669 21,737 +368
Mar17 160610 3.266 3.281 3.245 3.262 -0.029 15,087 49,897 +2,340
Apr17 160610 2.986 3.000 2.966 2.984 -0.024 9,139 45,834 -8
May17 160610 2.950 2.969 2.931 2.955 -0.014 3,137 17,546 -388
Jun17 160610 2.980 2.993 2.949 2.977 -0.013 1,408 7,496 +155
Jul17 160610 3.023 3.024 2.985 3.011 -0.014 1,301 7,672 +170
Aug17 160610 3.030 3.030 2.992 3.016 -0.016 762 5,431 +283
Sep17 160610 2.993 3.005 2.983 3.002 -0.020 428 3,159 -11
Oct17 160610 3.042 3.046 3.015 3.030 -0.020 1,963 9,824 +917
Total Volume and Open Interest 437,542 1,034,618 -15,254
Brent Crude Oil(ICE)
Aug16 160610 51.91 52.10 50.33 50.54 -1.41 260,745 406,286 -18,243
Sep16 160610 52.37 52.56 50.80 51.01 -1.41 120,146 322,822 +8,206
Oct16 160610 52.64 52.85 51.15 51.34 -1.39 44,480 149,578 +5,239
Nov16 160610 52.90 53.13 51.42 51.63 -1.37 28,794 151,297 +2,341
Dec16 160610 53.26 53.45 51.75 51.97 -1.35 88,995 355,665 +7,550
Jan17 160610 53.45 53.54 52.01 52.22 -1.34 12,373 67,560 +1,699
Feb17 160610 53.63 53.63 52.20 52.41 -1.33 4,738 56,352 +69
Mar17 160610 53.79 53.94 52.47 52.60 -1.31 7,563 60,430 +466
Apr17 160610 53.85 53.85 52.63 52.75 -1.30 2,015 19,987 +226
May17 160610 52.90 52.90 52.90 52.90 -1.29 1,575 22,332 +249
Jun17 160610 54.23 54.35 52.94 53.06 -1.27 21,080 93,834 +2,581
Jul17 160610 54.25 54.25 53.24 53.24 -1.25 808 17,444 -117
Aug17 160610 54.39 54.39 53.39 53.39 -1.23 1,644 14,430 +499
Sep17 160610 54.48 54.48 53.49 53.49 -1.21 1,627 29,211 +13
Total Volume and Open Interest 650,676 2,196,274 +14,914
Gas Oil(ICE)
Jun16 160610 459.25 459.50 453.50 459.50 unch 33,723 26,386 -14,124
Jul16 160610 460.50 462.00 448.75 451.50 -9.00 107,040 134,113 -5,785
Aug16 160610 462.25 464.00 451.00 454.00 -8.75 73,261 111,752 +10,044
Sep16 160610 465.75 467.00 454.25 457.25 -8.75 28,764 57,745 +4,901
Oct16 160610 469.75 470.25 458.00 461.25 -8.25 13,220 44,719 +875
Nov16 160610 470.00 470.00 460.50 463.75 -8.00 5,090 31,583 +234
Dec16 160610 473.25 473.25 462.25 465.75 -7.75 21,372 102,376 +681
Jan17 160610 475.75 475.75 465.25 468.50 -7.50 2,556 24,678 +129
Feb17 160610 478.25 478.25 468.00 471.00 -7.50 1,550 13,967 +89
Mar17 160610 478.00 478.00 471.50 473.00 -7.50 1,211 21,586 -104
Total Volume and Open Interest 300,155 732,400 -3,696
Ethanol(CBOT)
Jul16 160610 1.680 1.692 1.656 1.657 -0.019 435 2,584 +38
Aug16 160610 1.672 1.672 1.639 1.640 -0.020 158 403 -50
Sep16 160610 1.634 1.634 1.621 1.621 -0.020 143 656 -58
Oct16 160610 1.599 1.599 1.599 1.599 -0.020 131 223 -8
Nov16 160610 1.574 1.601 1.574 1.574 -0.020 9 294 +9
Dec16 160610 1.555 1.555 1.546 1.546 -0.025 76 1,099 +24
Jan17 160610 1.525 1.525 1.525 1.525 -0.025 17 113 +0
Feb17 160610 1.535 1.535 1.522 1.522 -0.025 0 13 +0
Total Volume and Open Interest 969 5,385 -45
WTI Crude Oil(ICE)
Jul16 160610 50.50 50.72 48.80 49.07 -1.49 41,674 55,927 -3,882
Aug16 160610 51.16 51.32 49.48 49.72 -1.50 46,643 49,162 -5,424
Sep16 160610 51.83 51.83 50.00 50.24 -1.49 21,439 36,615 -223
Oct16 160610 51.53 51.53 50.51 50.68 -1.45 13,360 14,659 +1,389
Nov16 160610 51.89 51.89 50.87 51.09 -1.40 7,989 15,439 +1,244
Dec16 160610 52.45 52.45 51.21 51.42 -1.35 16,390 79,246 -1,042
Jan17 160610 52.20 52.20 51.61 51.66 -1.31 1,279 7,674 -23
Feb17 160610 51.78 51.84 51.78 51.84 -1.27 623 5,671 +145
Mar17 160610 52.30 52.30 51.91 51.98 -1.24 1,126 6,204 +422
Apr17 160610 52.05 52.05 52.05 52.05 -1.22 167 2,824 +3
May17 160610 52.10 52.10 52.10 52.10 -1.21 190 1,501 +14
Jun17 160610 52.77 52.77 51.97 52.14 -1.20 3,047 30,216 +1,073
Jul17 160610 52.15 52.15 52.15 52.15 -1.19 129 1,640 +35
Aug17 160610 52.17 52.17 52.17 52.17 -1.18 112 595 +19
Sep17 160610 52.22 52.22 52.22 52.22 -1.16 233 4,353 +4
Oct17 160610 52.80 52.80 52.29 52.29 -1.14 146 1,241 +7
Total Volume and Open Interest 164,287 410,708 -5,462
US Dollar Index(ICE)
Jun16 160610 94.135 94.725 94.055 94.560 +0.607 35,801 40,574 -7,043
Sep16 160610 94.180 94.790 94.085 94.630 +0.642 27,621 36,932 +16,537
Dec16 160610 94.255 94.795 94.175 94.665 +0.647 217 1,457 +105
Total Volume and Open Interest 63,685 79,753 +9,614
Australian Dollar(CME)
Jun16 160610 74.35 74.38 73.71 73.78 -0.67 104,025 72,742 -22,797
Sep16 160610 74.06 74.11 73.44 73.51 -0.67 42,779 46,177 +22,602
Dec16 160610 73.43 73.66 73.18 73.29 -0.68 132 361 +107
Total Volume and Open Interest 146,936 119,288 -88
British Pound(CME)
Jun16 160610 144.62 144.74 141.81 142.60 -2.23 149,155 129,753 -57,856
Sep16 160610 144.66 144.81 141.87 142.69 -2.23 85,822 131,594 +60,512
Dec16 160610 144.79 144.79 142.14 142.80 -2.24 8 447 +5
Total Volume and Open Interest 234,994 261,908 +2,670
Canadian Dollar(CME)
Jun16 160610 78.58 78.97 78.24 78.35 -0.33 77,405 86,961 -16,756
Sep16 160610 78.61 78.99 78.25 78.36 -0.33 38,661 53,126 +25,132
Dec16 160610 78.60 78.99 78.30 78.38 -0.33 154 3,397 +125
Mar17 160610 78.55 79.00 78.33 78.40 -0.34 19 217 +8
Total Volume and Open Interest 116,240 143,840 +8,510
Japanese Yen(CME)
Jun16 160610 93.48 93.85 93.22 93.66 +0.08 147,639 104,998 -17,213
Sep16 160610 93.79 94.17 93.54 93.98 +0.09 75,006 90,275 +32,083
Dec16 160610 94.02 94.47 93.95 94.32 +0.09 31 364 +11
Total Volume and Open Interest 222,689 195,775 +14,881
Swiss Franc(CME)
Jun16 160610 103.68 103.99 103.56 103.83 -0.03 33,433 32,685 -8,039
Sep16 160610 104.22 104.50 104.06 104.33 -0.04 16,932 32,881 +11,025
Dec16 160610 104.86 105.20 104.62 104.86 -0.04 2 33 +2
Total Volume and Open Interest 50,367 65,614 +2,988
EuroFX(CME)
Jun16 160610 113.16 113.22 112.46 112.61 -0.71 233,598 206,064 -62,425
Sep16 160610 113.52 113.60 112.83 112.98 -0.71 137,941 196,078 +81,571
Dec16 160610 113.77 113.96 113.24 113.36 -0.71 101 1,694 +37
Total Volume and Open Interest 371,691 405,221 +19,211
Mexican Peso(CME)
Jun16 160610 548.25 548.25 533.38 536.38 -11.38 72,204 59,233 -18,453
Jul16 160610 534.63 534.63 534.63 534.63 -11.25      
Total Volume and Open Interest 106,329 135,197 -7,136
Brazilian Real(CME)
Jul16 160610 290.05 292.50 288.50 289.55 -2.95 947 24,178 +1
Aug16 160610 287.45 287.45 287.45 287.45 -2.95 4 75 +4
Sep16 160610 286.50 286.50 284.20 284.40 -3.05 298 3,362 -69
Oct16 160610 282.40 282.40 282.40 282.40 -2.90      
Total Volume and Open Interest 1,249 27,645 -64
30-Year T-Bonds(CBOT)
Jun16 160610 168~290 170~110 168~290 169~250 +0~260 1,806 10,239 -621
Sep16 160610 167~140 168~300 167~130 168~110 +0~260 182,442 563,407 +6,754
Dec16 160610 166~230 167~030 166~230 167~030 +0~260 1 6 +1
Total Volume and Open Interest 184,249 573,652 +6,134
10-Year T-Notes(CBOT)
Jun16 160610 131~015 131~170 131~015 131~145 +0~120 9,256 88,207 -3,165
Sep16 160610 131~010 131~200 131~005 131~170 +0~140 793,256 2,656,850 +41,780
Dec16 160610 130~290 130~290 130~105 130~290 +0~140 10 11 +10
Total Volume and Open Interest 802,522 2,745,068 +38,625
5-Year T-Notes(CBOT)
Jun16 160610 121~122 121~194 121~110 121~182 +0~080 5,928 94,396 -1,695
Sep16 160610 120~284 121~076 120~284 121~064 +0~084 432,778 2,486,499 +24,204
Dec16 160610 121~050 121~050 121~050 121~050 +0~084      
Total Volume and Open Interest 438,706 2,580,895 +22,509
2 Year T-Notes(CBOT)
Jun16 160610 109~110 109~136 109~110 109~134 +0~022 2,003 20,029 -726
Sep16 160610 109~070 109~102 109~066 109~096 +0~024 152,381 958,578 +8,813
Dec16 160610 109~082 109~082 109~082 109~082 +0~024      
Total Volume and Open Interest 154,384 978,607 +8,087
Eurodollars(CME)
Jun16 160610 99.342 99.345 99.342 99.342 unch 119,283 1,099,633 -1,531
Sep16 160610 99.255 99.275 99.245 99.265 +0.010 173,040 1,082,752 -15,717
Dec16 160610 99.155 99.190 99.155 99.180 +0.020 146,219 1,443,033 -3,158
Mar17 160610 99.105 99.145 99.100 99.135 +0.025 161,819 894,441 +2,716
Jun17 160610 99.055 99.100 99.050 99.090 +0.030 149,955 878,430 +12,804
Sep17 160610 99.000 99.055 99.000 99.045 +0.035 107,092 774,662 +59
Dec17 160610 98.940 98.995 98.940 98.985 +0.035 118,142 1,144,664 +7,922
Mar18 160610 98.895 98.960 98.895 98.945 +0.040 84,303 516,361 +3,048
Jun18 160610 98.845 98.910 98.840 98.895 +0.040 64,736 458,904 +3,046
Sep18 160610 98.800 98.865 98.795 98.850 +0.045 65,145 373,434 +44
Dec18 160610 98.740 98.805 98.735 98.795 +0.045 58,853 550,137 -6,235
Mar19 160610 98.700 98.765 98.690 98.755 +0.045 44,833 325,895 +338
Jun19 160610 98.645 98.715 98.645 98.705 +0.045 26,930 246,566 +1,316
Sep19 160610 98.600 98.665 98.595 98.650 +0.045 21,615 195,580 +1,481
Dec19 160610 98.535 98.605 98.535 98.590 +0.045 18,856 227,753 -415
Mar20 160610 98.495 98.560 98.485 98.545 +0.045 16,604 114,185 -362
Jun20 160610 98.445 98.510 98.435 98.495 +0.045 11,640 70,329 -1,428
Sep20 160610 98.390 98.455 98.385 98.440 +0.045 16,151 67,209 +2,769
Total Volume and Open Interest 1,449,857 10,830,882 +7,019
Ultra T-Bond(CBOT)
Jun16 160610 178~20 179~12 178~08 178~29 +1~04 692 21,571 -188
Sep16 160610 180~06 182~06 180~06 181~18 +1~05 57,901 587,047 +1,403
Dec16 160610 180~25 180~25 180~25 180~25 +1~05      
Total Volume and Open Interest 58,593 608,618 +1,215
Ultra 10-Yr T-Note(CBOT)
Jun16 160610 142~290 142~315 142~290 142~315 +0~170 192 9,986 -93
Sep16 160610 143~010 143~265 143~005 143~215 +0~185 42,413 135,459 +2,793
Dec16 160610 143~215 143~215 143~215 143~215 +0~185      
Total Volume and Open Interest 42,605 145,445 +2,700
30 Day Federal Funds(CBOT)
Jun16 160610 99.632 99.632 99.630 99.632 +0.003 2,316 75,961 -162
Jul16 160610 99.625 99.630 99.625 99.630 +0.005 10,314 221,075 -212
Aug16 160610 99.575 99.590 99.570 99.585 +0.005 25,066 219,803 -3,750
Sep16 160610 99.550 99.575 99.550 99.570 +0.010 5,793 44,296 +1,488
Oct16 160610 99.520 99.545 99.520 99.540 +0.015 11,180 121,990 +4,442
Nov16 160610 99.510 99.540 99.510 99.530 +0.020 2,195 44,080 +369
Total Volume and Open Interest 67,039 910,374 +2,498
3-Mth Euro-Yen(CME)
Jun16 160610 99.990 99.990 99.990 99.990 unch      
Sep16 160610 99.990 99.990 99.990 99.990 unch      
Dec16 160610 99.990 99.990 99.990 99.990 unch      
Mar17 160610 99.990 99.990 99.990 99.990 unch      
Jun17 160610 99.990 99.990 99.990 99.990 unch      
Sep17 160610 99.990 99.990 99.990 99.990 unch      
Dec17 160610 99.990 99.990 99.990 99.990 unch      
Mar18 160610 99.995 99.995 99.995 99.995 unch      
Jun18 160610 99.855 99.855 99.855 99.855 unch      
Sep18 160610 99.715 99.715 99.715 99.715 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep16 160609 99.99 99.99 99.99 99.99 unch      
Dec16 160609 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160609 99.99 99.99 99.99 99.99 unch      
Jun17 160609 99.99 99.99 99.99 99.99 unch      
Sep17 160609 99.99 99.99 99.99 99.99 unch      
Dec17 160609 99.99 99.99 99.99 99.99 unch      
Mar18 160609 100.00 100.00 100.00 100.00 unch      
Jun18 160609 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160609 151.93 152.13 151.90 152.12 +0.20 4,546 9,058 +1,778
Dec16 160609 152.12 152.12 152.12 152.12 +0.20      
Mar17 160609 152.04 152.04 152.04 152.04 +0.20      
Total Volume and Open Interest 9,483 24,049 +1,556
Euro-Buxl(EUREX)
Sep16 160610 185.76 187.84 185.74 187.34 +1.86 45,074 144,326 -3,995
Dec16 160610 186.90 186.90 186.90 186.90 +1.86      
Mar17 160610 186.90 186.90 186.90 186.90 +1.86      
Total Volume and Open Interest 50,605 144,326  
Euro-Bund(EUREX)
Sep16 160610 164.64 164.98 164.55 164.85 +0.30 581,330 1,641,900 -191,102
Dec16 160610 162.17 162.29 162.15 162.29 +0.29 64 45 +9
Mar17 160610 162.29 162.29 162.29 162.29 +0.29      
Total Volume and Open Interest 604,375 1,641,945  
Euro-Bobl(EUREX)
Sep16 160610 132.66 132.74 132.63 132.70 +0.05 458,980 1,326,399 -69,727
Dec16 160610 130.76 130.76 130.76 130.76 +0.10 0 101 +0
Mar17 160610 130.76 130.76 130.76 130.76 +0.10      
Total Volume and Open Interest 468,832 1,326,500  
Euro-Schatz(EUREX)
Sep16 160610 111.84 111.86 111.83 111.85 -0.00 328,040 1,164,746 -13,182
Dec16 160610 111.94 112.03 111.69 111.79 -0.06      
Mar17 160610 111.79 111.79 111.79 111.79 -0.06      
Total Volume and Open Interest 337,139 1,164,746  
3-Mth Euribor(EUREX)
Jun16 160610 100.265 100.265 100.265 100.265 unch 0 11,735 -1
Sep16 160610 100.265 100.265 100.265 100.265 -0.010 0 6,609 -1
Dec16 160610 100.275 100.280 100.275 100.280 unch 0 2,495 +0
Total Volume and Open Interest 714 65,231 +277
Long Gilt(LIFFE)
Jun16 160610 123~02 123~03 122~31 123~01 +0~04 1,004 39,871 -949
Sep16 160610 125~00 125~08 124~25 125~03 +0~06 145,900 442,872 +3,174
Total Volume and Open Interest 146,904 482,743 +2,225
3-Mth Short Sterling(LIFFE)
Jun16 160610 99.42 99.43 99.42 99.43 +0.01 19,492 340,345 -4,996
Sep16 160610 99.46 99.46 99.43 99.45 unch 74,226 418,707 -2,982
Dec16 160610 99.46 99.46 99.43 99.45 -0.01 72,314 469,719 +8,703
Mar17 160610 99.45 99.45 99.42 99.43 -0.01 79,890 349,342 +6,370
Jun17 160610 99.41 99.41 99.39 99.40 unch 69,878 322,274 +18,375
Sep17 160610 99.36 99.38 99.34 99.37 +0.01 61,903 264,056 -1,995
Total Volume and Open Interest 676,660 3,348,845 +30,969
3-Mth Euribor(LIFFE)
Jun16 160610 100.265 100.265 100.260 100.265 unch 26,768 478,119 -4,452
Sep16 160610 100.270 100.275 100.265 100.270 unch 88,149 390,381 +5,387
Dec16 160610 100.275 100.280 100.270 100.280 unch 46,210 469,420 +1,848
Total Volume and Open Interest 595,823 3,549,195 +17,189
3-Mth Aus T-Bills(SFE)
Jun16 160609 97.89 98.02 97.87 97.98 +0.09 46,792 54,998 -45,530
Sep16 160610 98.09 98.09 98.07 98.08 -0.01 37,381 231,024 -3,048
Dec16 160610 98.14 98.15 98.12 98.14 -0.01 62,347 215,030 +17,747
Mar17 160610 98.19 98.20 98.17 98.18 -0.02 39,269 150,501 +19,011
Jun17 160610 98.22 98.23 98.19 98.21 -0.02 7,872 105,110 +779
Sep17 160610 98.24 98.24 98.22 98.23 -0.02 3,983 79,505 +451
Dec17 160610 98.26 98.26 98.23 98.24 -0.03 4,079 59,166 -680
Mar18 160610 98.26 98.27 98.22 98.25 -0.02 3,643 33,678 -536
Jun18 160610 98.27 98.27 98.22 98.23 -0.03 1,583 18,569 +710
Sep18 160610 98.24 98.24 98.21 98.22 -0.02 605 4,167 +495
Total Volume and Open Interest 176,701 932,241 +10,991
10-Year Aus T-Bonds(SFE)
Jun16 160610 97.91 97.92 97.87 97.90 -0.01 126,275 952,312 +7,036
Sep16 160610 97.89 97.90 97.85 97.88 -0.01 21,898 21,611 +16,895
Total Volume and Open Interest 148,173 973,923 +23,931
3-Year Aus T-Bonds(SFE)
Jun16 160610 98.44 98.45 98.40 98.42 -0.03 177,024 814,412 -6,313
Sep16 160610 98.48 98.49 98.43 98.46 -0.02 11,434 15,044 +9,122
Total Volume and Open Interest 188,458 829,456 +2,809
Gold(CMX)
Jun16 160610 1267.6 1278.0 1265.3 1273.4 +3.2 406 2,791 -115
Aug16 160610 1271.5 1280.9 1267.3 1275.9 +3.2 181,727 368,276 +9,535
Oct16 160610 1274.5 1282.9 1270.6 1279.0 +3.3 3,222 26,641 -1,133
Dec16 160610 1277.7 1286.3 1273.2 1281.9 +3.4 7,266 63,853 +1,062
Feb17 160610 1276.6 1287.8 1276.6 1284.6 +3.5 2,225 8,971 +477
Apr17 160610 1286.1 1288.3 1283.4 1287.0 +3.6 696 4,503 +152
Jun17 160610 1281.7 1291.2 1281.7 1289.2 +3.6 308 11,975 +103
Aug17 160610 1290.3 1292.5 1290.3 1291.4 +3.7 4 176 +2
Oct17 160610 1293.4 1293.4 1293.4 1293.4 +3.7 32 632 +2
Dec17 160610 1290.0 1297.4 1290.0 1295.5 +3.7 255 7,755 +197
Feb18 160610 1299.5 1300.0 1297.3 1297.3 +3.6 4 4 +4
Apr18 160610 1299.2 1299.2 1299.2 1299.2 +3.6      
Total Volume and Open Interest 198,201 506,972 +10,642
Silver(CMX)
Jul16 160610 1728.0 1738.0 1716.0 1733.0 +6.2 74,543 103,688 -3,688
Sep16 160610 1735.5 1742.5 1723.5 1738.2 +6.2 12,009 42,218 +3,698
Dec16 160610 1742.0 1750.5 1731.0 1745.3 +6.2 3,543 35,108 +440
Mar17 160610 1740.0 1755.0 1740.0 1752.1 +6.2 277 5,359 +127
May17 160610 1757.0 1757.0 1756.4 1756.4 +6.2 0 225 +0
Jul17 160610 1760.7 1760.7 1760.7 1760.7 +6.2 110 2,399 +18
Sep17 160610 1765.0 1765.0 1765.0 1765.0 +6.2 2 194 -1
Total Volume and Open Interest 90,537 192,973 +597
Platinum(NYMEX)
Jul16 160610 1004.0 1005.8 988.3 994.2 -9.6 12,921 48,386 -541
Oct16 160610 1006.5 1007.0 990.5 995.9 -9.7 2,687 14,453 +1,114
Jan17 160610 1000.0 1000.0 998.2 998.2 -9.5 578 1,482 +573
Apr17 160610 999.1 999.9 999.1 999.9 -9.5 0 7 +0
Total Volume and Open Interest 16,186 64,331 +1,146
Palladium(NYMEX)
Jun16 160610 553.60 553.60 543.05 547.15 -14.30 7 48 -7
Sep16 160610 561.95 561.95 541.00 545.95 -14.65 5,019 22,557 -80
Dec16 160610 559.00 559.00 545.00 546.90 -14.50 6 372 -1
Total Volume and Open Interest 5,035 23,055 -89
Copper(CMX)
Jul16 160610 204.05 204.55 201.75 203.05 -0.85 68,759 123,360 -4,768
Sep16 160610 204.50 204.90 202.20 203.45 -0.90 18,274 59,748 +2,845
Dec16 160610 205.30 205.55 203.35 204.50 -0.80 7,597 30,132 +703
Mar17 160610 206.40 206.50 204.50 205.25 -0.85 555 5,317 +88
May17 160610 205.00 206.00 205.00 205.70 -1.00 98 795 +9
Total Volume and Open Interest 96,309 226,909 -1,018
E-mini DJIA Index(CBOT)
Jun16 160610 17975 17976 17802 17866 -107 101,974 122,753 -547
Sep16 160610 17891 17891 17713 17776 -106 4,095 8,387 +1,585
Dec16 160610 17775 17775 17645 17695 -106 18 146 +6
Mar17 160610 17635 17635 17635 17635 -106 0 1 +0
Total Volume and Open Interest 106,087 131,287 +1,044
S & P 500(CME)
Jun16 160610 2098.00 2117.10 2096.30 2096.30 -17.90 6,262 83,248 -2,104
Sep16 160610 2104.20 2104.20 2087.30 2087.30 -17.90 4,344 8,853 +3,112
Dec16 160610 2079.90 2079.90 2072.90 2079.90 -18.00 0 186 +0
Mar17 160610 2073.80 2073.80 2066.80 2073.80 -18.00      
Total Volume and Open Interest 10,606 92,287 +1,008
S & P 500 E-Mini(Globex)
Jun16 160610 2113.75 2114.00 2088.50 2096.25 -18.00 1,308,451 2,850,221 -96,143
Sep16 160610 2104.50 2104.75 2079.50 2087.25 -18.00 222,034 323,463 +156,040
Dec16 160610 2095.75 2097.00 2072.50 2080.00 -18.00 608 9,542 +51
Mar17 160610 2075.00 2075.00 2067.00 2073.75 -18.00 22 112 +14
Total Volume and Open Interest 1,531,115 3,183,351 +59,962
NASDAQ 100 E-Mini(Globex)
Jun16 160610 4513.00 4514.30 4446.30 4465.80 -46.20 172,285 232,147 -2,097
Sep16 160610 4503.30 4505.30 4438.30 4458.00 -46.50 16,503 20,539 +11,057
Dec16 160610 4485.00 4488.30 4438.30 4453.50 -46.50 6 93 +4
Total Volume and Open Interest 188,794 252,786 +8,964
S&P Midcap 400(CME) e-Mini
Jun16 160610 1519.40 1520.10 1494.70 1498.10 -21.90 21,823 81,238 -6,860
Sep16 160610 1515.80 1515.90 1490.10 1493.50 -22.30 8,676 8,432 +8,122
Dec16 160610 1494.60 1494.60 1494.60 1494.60 -22.30 0 12 +0
Total Volume and Open Interest 30,499 89,682 +1,262
Volatility Index(CBOE)
Jun16 160610 15.45 17.85 15.44 17.53 +2.05 107,482 156,925 -21,982
Jul16 160610 17.15 18.60 17.10 18.43 +1.25 87,786 209,810 +20,541
Aug16 160610 18.40 19.45 18.38 19.33 +0.90 21,795 55,575 +2,819
Sep16 160610 19.40 20.30 19.39 20.15 +0.72 8,278 29,425 -410
Total Volume and Open Interest 239,713 503,701 +3,129
Russell 2000(ICE)
Jun16 160610 1178.50 1178.70 1160.60 1164.20 -15.40 106,576 374,811 -15,878
Sep16 160610 1173.80 1174.50 1155.50 1159.10 -15.40 29,901 30,195 +23,589
Dec16 160610 1155.10 1155.10 1155.10 1155.10 -15.40 7 18 +1
Total Volume and Open Interest 136,484 405,274 +7,712
Nikkei 225(CME)
Sep16 160610 16685 16740 16270 16380 -305 13,543 29,217 +6,542
Dec16 160610 16265 16295 16265 16295 -305 0 5 +0
Total Volume and Open Interest 33,578 38,769 -1,944
Nikkei 225(SGX)
Sep16 160610 16590 16650 16445 16505 -90 87,330 164,173 +55,436
Dec16 160610 16445 16465 16330 16395 -105 37 3,917 +35
Mar17 160609 16470 16470 16470 16470 -200      
Total Volume and Open Interest 220,190 351,889 +21,720
Nikkei 225(CME) Yen
Jun16 160609 16785 16800 16505 16635 -180 57,760 54,753 -24,533
Sep16 160610 16565 16650 16185 16290 -300 24,058 57,808 +15,105
Dec16 160610 16245 16510 16060 16165 -305      
Total Volume and Open Interest 69,048 97,988 +532
Nikkei 225(CME) e-Mini Yen
Jun16 160609 16640 16640 16635 16640 -170 6 97 -5
Sep16 160610 16290 16290 16290 16290 -300      
Dec16 160610 16170 16170 16165 16170 -300      
Total Volume and Open Interest 0 97 +0
CAC 40(EURONEXT)
Jun16 160610 4395.0 4400.5 4276.0 4302.5 -99.0 61,464 319,756 -9,972
Jul16 160610 4390.0 4391.5 4270.5 4293.5 -99.5 4,210 34,389 +4,072
Aug16 160610 4277.0 4292.0 4277.0 4292.0 -99.5 0 10 +0
Sep16 160610 4364.0 4364.5 4282.0 4290.0 -99.0 1,602 800 +325
Total Volume and Open Interest 67,276 354,986 -5,575
Hang Seng Index(HKFE)
Jun16 160610 21116 21188 20780 20808 -306 107,812 106,916 +2,090
Jul16 160610 21118 21185 20788 20812 -307 1,488 3,181 +1,108
Total Volume and Open Interest 110,395 115,932 +3,174
DAX(EUREX)
Jun16 160610 10065.0 10081.5 9773.0 9836.0 -251.0 80,295 154,368 -2,210
Sep16 160610 10051.0 10069.0 9763.5 9824.5 -251.0 3,320 6,798 +2,539
Dec16 160610 9843.5 9849.0 9750.5 9813.0 -251.0 8 2,946 +5
Total Volume and Open Interest 83,623 164,112 +334
Mini-DAX(EUREX)
Jun16 160610 10064.0 10082.0 9773.0 9837.0 -250.0 14,249 11,250 -104
Sep16 160610 10059.0 10070.0 9764.0 9826.0 -250.0 273 571 -17
Dec16 160610 10009.0 10010.0 9753.0 9814.0 -250.0 2 25 +1
Total Volume and Open Interest 14,524 11,846 -120
FT-SE 100(EURONEXT)
Jun16 160610 6230.50 6231.50 6077.00 6120.00 -109.00 99,372 517,295 -12,181
Sep16 160610 6162.00 6173.50 6021.00 6063.50 -109.00 18,052 45,150 +8,140
Dec16 160610 6018.50 6027.00 6018.00 6027.00 -109.00 3 8 +0
Total Volume and Open Interest 117,427 562,453 -4,041
SPI 200(SFE)
Jun16 160610 5359.0 5359.0 5293.0 5318.0 -44.0 29,840 295,951 -1,178
Sep16 160610 5309.0 5309.0 5246.0 5268.0 -45.0 1,480 5,325 +1,278
Dec16 160610 5254.0 5254.0 5254.0 5254.0 -45.0 58 2,554 +58
Total Volume and Open Interest 31,486 305,261 +266
FTSE MIB(ISE)
Jun16 160610 17695.00 17730.00 17090.00 17120.00 -672.00 21,959 60,600 +357
Sep16 160610 17585.00 17590.00 16965.00 16988.00 -672.00 537 944 +42
Dec16 160610 16883.00 16883.00 16883.00 16883.00 -672.00 0 1 +0
Total Volume and Open Interest 22,496 61,545 +399
KOSPI 200(KFE)
Sep16 160610 251.20 251.20 250.05 250.30 -1.10 38,776 97,825 +28,453
Dec16 160610 251.35 251.80 250.95 250.95 -1.00 69 5,726 +58
Mar17 160610 248.50 248.55 248.15 248.20 -0.20 2 774 +0
Total Volume and Open Interest 174,153 169,882 +1,251
GSCI(CME)
Jun16 160610 382.70 383.30 378.40 379.40 -6.60 2,154 6,399 -2,128
Jul16 160610 384.75 386.05 381.85 382.60 -6.50 2,171 5,615 +2,151
Aug16 160610 381.80 381.80 381.80 381.80 -6.50      
Total Volume and Open Interest 4,325 12,014 +23
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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