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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon June 13, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul16 160613 1191.75 1198.75 1167.25 1169.00 -9.25 146,291 252,306 -21,108
Aug16 160613 1190.00 1197.75 1167.25 1169.00 -8.75 26,807 74,738 +3,901
Sep16 160613 1181.75 1190.50 1161.00 1162.75 -5.75 10,943 34,078 +1,325
Nov16 160613 1177.50 1186.25 1157.00 1159.00 -3.75 118,900 353,783 +15,883
Jan17 160613 1172.25 1182.00 1154.50 1156.25 -2.50 6,812 31,093 +549
Mar17 160613 1121.00 1135.50 1112.75 1115.50 -2.75 8,202 54,262 +1,378
May17 160613 1102.75 1116.00 1093.75 1096.25 -2.25 5,368 27,135 -177
Jul17 160613 1103.00 1113.00 1092.00 1094.50 -1.00 3,239 31,777 +521
Aug17 160613 1075.00 1075.00 1075.00 1075.00 +11.75 39 330 +9
Sep17 160613 1053.50 1053.50 1038.50 1038.50 +10.75 15 140 +0
Nov17 160613 1007.00 1022.75 1004.50 1010.75 +6.25 1,006 19,948 +58
Jan18 160613 1010.50 1010.50 1010.50 1010.50 +6.00 1 117 +0
Mar18 160613 1007.25 1007.25 1007.25 1007.25 +4.00 0 39 +0
May18 160613 1008.25 1008.25 1008.25 1008.25 +4.00 0 39 +0
Total Volume and Open Interest 327,631 879,968 +2,346
Soybean Meal(CBOT)
Jul16 160613 418.10 423.00 408.00 408.40 -5.60 69,303 101,578 -12,348
Aug16 160613 415.40 421.40 408.00 408.40 -3.90 27,377 43,168 -335
Sep16 160613 414.90 420.30 408.10 408.40 -2.90 12,151 36,875 +1,366
Oct16 160613 413.40 418.70 406.80 407.30 -2.00 9,966 23,458 +1,199
Dec16 160613 413.80 418.70 406.90 407.40 -1.90 42,341 115,555 +8,205
Jan17 160613 406.30 413.80 402.90 403.20 -1.60 4,365 16,607 +681
Mar17 160613 381.80 389.80 379.30 380.20 -0.80 3,590 16,113 +820
May17 160613 367.80 374.00 363.50 364.40 -1.30 1,934 15,941 +501
Jul17 160613 365.00 371.00 361.60 362.10 -1.20 1,071 10,041 -30
Aug17 160613 359.00 359.00 356.20 356.30 -0.50 34 1,619 +6
Total Volume and Open Interest 172,489 386,108 +121
Soybean Oil(CBOT)
Jul16 160613 32.91 33.16 32.33 32.51 -0.25 58,053 129,882 -8,505
Aug16 160613 33.09 33.29 32.50 32.65 -0.25 13,027 42,610 +1,446
Sep16 160613 33.15 33.42 32.61 32.79 -0.24 4,964 31,493 -116
Oct16 160613 33.45 33.56 32.77 32.93 -0.23 1,740 18,389 -154
Dec16 160613 33.52 33.86 33.03 33.24 -0.22 33,403 122,305 +7,771
Jan17 160613 33.97 33.97 33.20 33.38 -0.22 4,194 14,389 +1,381
Mar17 160613 33.70 33.99 33.17 33.40 -0.19 2,796 14,559 +243
May17 160613 33.81 33.81 33.16 33.38 -0.18 1,302 13,029 +358
Jul17 160613 33.79 33.79 33.35 33.55 -0.18 823 5,033 -226
Aug17 160613 33.57 33.57 33.57 33.57 -0.18 32 2,527 -16
Total Volume and Open Interest 120,936 400,408 +2,085
Canola(WCE)
Jul16 160613 523.5 527.5 523.5 526.9 +3.4 5,418 75,177 -1,430
Nov16 160613 526.1 530.7 526.0 529.1 +3.6 9,647 102,439 +1,419
Jan17 160613 530.0 534.9 530.0 533.8 +3.8 1,099 9,519 +80
Mar17 160613 535.0 536.7 532.8 535.7 +3.8 381 2,893 +53
May17 160613 536.7 538.5 534.4 537.3 +3.6 194 1,027 +39
Total Volume and Open Interest 17,085 193,037 +188
Corn(CBOT)
Jul16 160613 427.50 438.00 427.50 430.00 +7.00 262,525 442,892 -41,594
Sep16 160613 431.75 442.75 431.75 435.50 +8.00 134,306 414,509 +33,050
Dec16 160613 437.25 446.75 435.75 440.00 +9.25 126,518 423,078 +4,892
Mar17 160613 440.00 450.75 440.00 445.25 +9.50 13,280 84,931 +490
May17 160613 443.00 453.25 443.00 448.25 +9.50 4,356 20,690 +267
Jul17 160613 444.25 455.00 444.25 450.25 +9.75 8,142 51,101 +1,298
Sep17 160613 419.75 422.50 412.75 417.25 +3.50 913 8,057 -19
Dec17 160613 415.00 421.00 411.00 414.00 +2.75 5,715 36,203 +1,190
Mar18 160613 425.00 425.00 419.50 420.00 +2.00 2 1,117 -2
May18 160613 423.75 423.75 423.75 423.75 +1.75 0 325 +0
Total Volume and Open Interest 555,762 1,484,635 -426
Wheat(CBOT)
Jul16 160613 495.50 503.25 490.75 491.25 -3.75 105,867 158,746 -13,322
Sep16 160613 507.25 514.75 502.75 503.25 -3.25 62,963 124,410 +10,159
Dec16 160613 526.00 533.50 522.75 523.25 -1.50 19,207 85,077 +2,625
Mar17 160613 549.50 551.50 542.25 542.75 +0.50 3,243 25,861 +500
May17 160613 562.00 563.00 554.00 554.75 +0.50 1,264 5,626 +177
Jul17 160613 563.25 571.50 563.00 563.50 +0.50 1,786 15,284 +291
Total Volume and Open Interest 194,933 420,560 +613
Wheat(KCBT)
Jul16 160613 468.25 477.25 460.00 460.75 -7.75 36,938 93,591 -7,986
Sep16 160613 485.00 494.50 477.50 478.25 -7.25 22,290 61,006 +6,673
Dec16 160613 510.00 518.75 502.50 503.00 -7.00 6,067 44,874 +445
Mar17 160613 525.00 534.25 518.25 518.75 -7.00 1,166 14,555 +338
May17 160613 539.50 542.00 529.25 529.25 -6.75 400 6,238 -39
Jul17 160613 547.75 551.50 537.75 537.75 -6.25 691 4,338 +253
Sep17 160613 555.00 555.00 547.75 547.75 -6.00 12 172 +0
Total Volume and Open Interest 67,584 225,125 -312
Wheat(MGE)
Jul16 160613 537.25 547.00 537.25 540.25 +1.75 5,381 20,463 -626
Sep16 160613 545.50 555.75 545.50 550.00 +3.25 4,337 15,795 +886
Dec16 160613 561.00 570.75 561.00 565.25 +3.50 2,310 11,523 +57
Mar17 160613 580.25 584.25 577.00 579.25 +4.00 820 6,398 +95
May17 160613 587.50 587.50 586.50 586.75 +4.25 245 2,820 +61
Jul17 160613 598.75 598.75 593.50 593.75 +4.00 124 1,132 -8
Total Volume and Open Interest 13,323 58,470 +499
Oats(CBOT)
Jul16 160613 201.75 208.75 201.75 205.25 +3.50 1,048 5,659 -414
Sep16 160613 211.75 219.50 211.75 216.25 +3.25 208 2,287 +23
Dec16 160613 228.25 229.00 226.00 227.00 +2.75 488 2,335 +38
Mar17 160613 236.00 238.00 236.00 238.00 +3.75 17 168 +4
Total Volume and Open Interest 1,761 10,449 -349
Rough Rice(CBOT)
Jul16 160613 11.35 11.40 11.28 11.31 -0.04 1,399 5,126 -364
Sep16 160613 11.67 11.68 11.56 11.59 -0.05 1,009 3,803 +428
Nov16 160613 11.93 11.93 11.84 11.84 -0.04 65 773 +28
Jan17 160613 12.03 12.03 12.03 12.03 -0.03 0 95 +0
Total Volume and Open Interest 2,473 9,839 +92
Live Cattle(CME)
Jun16 160613 122.330 122.330 119.450 119.450 -3.000 1,702 17,586 -532
Aug16 160613 117.600 117.600 114.350 114.350 -3.000 16,092 121,228 -1,441
Oct16 160613 117.050 117.050 113.800 113.800 -3.000 7,949 58,161 +545
Dec16 160613 116.750 116.750 113.850 113.950 -2.900 6,437 35,310 +452
Feb17 160613 116.300 116.300 113.300 113.680 -2.620 2,006 10,302 +65
Apr17 160613 115.430 115.430 112.730 113.200 -2.500 515 6,315 +60
Total Volume and Open Interest 34,858 251,180 -782
Feeder Cattle(CME)
Aug16 160613 144.000 144.630 141.050 141.050 -4.500 3,192 25,090 -17
Sep16 160613 143.200 143.350 139.630 139.700 -4.430 654 4,398 +77
Oct16 160613 141.485 141.700 138.150 138.150 -4.500 856 4,527 -138
Nov16 160613 138.500 138.500 134.800 134.800 -4.500 579 4,051 +168
Jan17 160613 132.435 132.435 129.825 129.825 -4.500 45 720 +16
Mar17 160613 127.900 127.900 127.000 127.000 -4.500 25 233 +3
Apr17 160613 127.930 127.930 127.930 127.930 -4.505 1 25 +1
Total Volume and Open Interest 5,352 39,046 +110
Lean Hogs(CME)
Jun16 160613 82.250 82.250 81.600 81.830 -0.455 3,759 11,922 -1,507
Jul16 160613 85.480 86.385 85.080 86.100 +0.400 22,222 53,893 -3,479
Aug16 160613 86.500 88.000 86.285 87.830 +1.195 21,633 81,225 +6,605
Oct16 160613 72.700 73.480 72.450 73.385 +0.585 8,944 51,671 +539
Dec16 160613 66.680 67.330 66.650 66.830 -0.120 5,411 35,198 +540
Feb17 160613 69.800 70.135 69.535 69.750 -0.150 2,671 15,124 +992
Apr17 160613 72.430 72.700 72.050 72.230 -0.220 1,326 7,516 +542
May17 160613 76.100 76.100 76.100 76.100 -0.400 10 111 +8
Total Volume and Open Interest 66,116 257,573 +4,250
Class III Milk(CME)
Jun16 160613 13.25 13.35 13.25 13.31 +0.06 365 4,592 -24
Jul16 160613 14.62 15.29 14.62 15.29 +0.75 1,073 5,283 -40
Aug16 160613 15.50 16.08 15.47 16.08 +0.75 706 4,476 +91
Sep16 160613 15.85 16.43 15.73 16.33 +0.65 507 3,462 +32
Oct16 160613 15.86 16.42 15.86 16.25 +0.58 371 2,896 +129
Nov16 160613 15.70 16.10 15.70 16.04 +0.44 154 2,703 +33
Dec16 160613 15.50 15.82 15.50 15.70 +0.27 168 2,494 +17
Jan17 160613 15.46 15.60 15.46 15.60 +0.20 103 954 +63
Feb17 160613 15.60 15.62 15.60 15.60 +0.15 19 841 +4
Mar17 160613 15.75 15.75 15.75 15.75 +0.11 19 738 -2
Apr17 160613 15.73 15.74 15.73 15.73 +0.05 8 624 +3
May17 160613 15.71 15.78 15.71 15.71 +0.13 10 434 +5
Jun17 160613 15.79 15.86 15.79 15.79 +0.13 3 401 +3
Total Volume and Open Interest 3,553 30,661 +333
Cocoa(ICE)
Jul16 160613 3114 3167 3101 3147 +12 9,397 23,434 -6,101
Sep16 160613 3081 3126 3061 3109 +10 18,186 82,938 +3,195
Dec16 160613 3061 3101 3046 3086 +7 4,865 47,622 +318
Mar17 160613 3029 3071 3020 3055 +3 1,666 32,675 +357
May17 160613 3020 3058 3008 3041 +1 431 5,908 -6
Jul17 160613 3009 3047 3006 3028 -2 166 2,214 +38
Sep17 160613 2997 3017 2997 3017 -3 45 3,000 +24
Total Volume and Open Interest 34,776 200,645 -2,173
Coffee "C"(ICE)
Jul16 160613 140.10 140.10 132.15 137.30 +0.35 54,718 53,096 -6,469
Sep16 160613 140.00 141.50 134.00 139.30 +0.45 38,319 70,083 +3,070
Dec16 160613 143.30 143.90 136.50 141.80 +0.55 13,052 34,246 +585
Mar17 160613 144.75 146.25 138.85 144.15 +0.55 4,399 13,923 -344
May17 160613 147.55 147.85 142.00 145.60 +0.40 802 7,162 +63
Jul17 160613 149.45 149.45 144.00 147.05 +0.20 311 2,701 +62
Total Volume and Open Interest 112,550 188,357 -3,068
Orange Juice(ICE)
Jul16 160613 169.35 169.35 165.45 167.40 -0.15 1,208 10,363 -248
Sep16 160613 169.50 169.50 166.05 167.90 -0.05 611 5,361 +350
Nov16 160613 168.85 168.85 166.50 167.40 +0.35 118 1,640 +71
Jan17 160613 167.35 167.50 166.80 166.80 +0.90 5 380 +0
Mar17 160613 166.50 166.50 166.50 166.50 +0.90 0 6 +0
May17 160613 166.20 166.20 166.20 166.20 +0.90      
Total Volume and Open Interest 1,942 17,750 +173
Sugar #11(ICE)
Jul16 160613 19.70 19.84 19.38 19.54 -0.16 102,022 248,485 -23,374
Oct16 160613 19.73 19.84 19.45 19.64 -0.09 85,300 382,432 +28,680
Mar17 160613 19.71 19.85 19.55 19.75 -0.05 26,565 168,165 +404
May17 160613 19.00 19.05 18.79 18.96 -0.10 8,895 37,357 +1,354
Jul17 160613 18.32 18.41 18.16 18.30 -0.14 6,290 34,277 +175
Oct17 160613 18.08 18.08 17.83 17.95 -0.14 4,524 26,342 +1,700
Mar18 160613 17.79 17.86 17.66 17.75 -0.13 982 11,277 +522
May18 160613 17.33 17.33 17.26 17.28 -0.10 213 3,477 +165
Total Volume and Open Interest 235,414 919,111 +10,032
London Cocoa(LCE)
Jul16 160613 2275 2306 2275 2299 +23 4,223 86,508 -368
Sep16 160613 2265 2293 2263 2284 +21 7,084 64,559 -439
Dec16 160613 2223 2242 2212 2234 +19 2,583 58,509 +117
Mar17 160613 2180 2201 2171 2192 +17 2,385 42,208 -45
May17 160613 2177 2187 2161 2180 +17 504 12,077 +270
Jul17 160613 2174 2181 2159 2173 +17 96 2,054 +27
Sep17 160613 2166 2166 2166 2166 +17 70 576 +22
Total Volume and Open Interest 16,965 266,717 -401
London Sugar(LCE)
Aug16 160613 529.30 530.70 523.60 527.50 -1.50 4,207 48,392 -1,182
Oct16 160613 529.30 530.00 522.80 527.10 -1.50 2,102 23,637 -96
Dec16 160613 528.50 529.00 522.30 526.60 -1.20 448 14,473 +24
Mar17 160613 527.40 527.40 521.70 526.00 -0.60 1,157 11,181 +3
May17 160613 517.00 517.30 513.20 516.30 unch 141 2,718 -34
Total Volume and Open Interest 8,182 103,806 -1,242
Cotton(ICE)
Jul16 160613 65.03 66.25 63.71 63.79 -0.96 17,742 62,693 -7,197
Oct16 160613 64.55 67.24 64.44 64.57 +0.02 34 124 +9
Dec16 160613 65.44 66.30 64.04 64.08 -0.99 15,712 125,951 +6,292
Mar17 160613 66.21 66.80 64.68 64.78 -0.90 1,638 15,650 +386
May17 160613 66.43 67.01 65.15 65.19 -0.73 500 3,050 +310
Jul17 160613 66.79 67.39 65.58 65.59 -0.73 201 2,786 -5
Total Volume and Open Interest 35,890 214,079 -172
Lumber(CME)
Jul16 160613 305.0 308.9 301.0 302.1 -4.0 559 3,075 -86
Sep16 160613 314.4 316.5 309.2 310.6 -3.8 253 1,939 +54
Nov16 160613 314.7 314.7 310.8 312.0 -2.7 1 96 +0
Jan17 160613 318.6 318.6 318.6 318.6 -1.2 0 20 +0
Total Volume and Open Interest 813 5,169 -32
Crude Oil(NYM)
Jul16 160613 48.85 49.28 48.16 48.88 -0.19 560,723 308,749 -65,410
Aug16 160613 49.52 49.91 48.79 49.52 -0.20 226,020 301,984 +33,358
Sep16 160613 50.11 50.45 49.32 50.04 -0.20 95,289 198,370 +13,862
Oct16 160613 50.55 50.86 49.78 50.48 -0.20 28,583 89,998 +1,159
Nov16 160613 50.79 51.27 50.22 50.91 -0.18 20,337 68,317 +4,948
Dec16 160613 51.22 51.62 50.57 51.26 -0.16 57,988 228,799 +4,107
Jan17 160613 51.35 51.83 50.82 51.51 -0.15 11,768 42,201 -242
Feb17 160613 51.54 51.88 51.03 51.70 -0.14 11,018 28,664 +1,353
Mar17 160613 51.69 52.14 51.16 51.85 -0.13 16,119 56,621 +2,403
Apr17 160613 51.59 52.14 51.25 51.93 -0.12 3,898 16,240 +262
May17 160613 51.81 52.18 51.29 51.98 -0.12 2,602 16,892 +469
Jun17 160613 51.48 52.24 51.33 52.02 -0.12 14,679 74,156 +1,072
Jul17 160613 52.06 52.06 51.81 52.04 -0.11 1,344 15,860 +218
Aug17 160613 51.49 52.06 51.17 52.06 -0.11 821 11,856 +272
Sep17 160613 51.71 52.10 51.71 52.10 -0.12 1,684 27,196 +427
Oct17 160613 52.17 52.17 52.17 52.17 -0.12 1,148 9,376 +110
Total Volume and Open Interest 1,083,464 1,749,556 +441
e-miNY Crude Oil(NYM)
Jul16 160613 48.975 49.275 48.150 48.875 -0.200 9,607 1,968 -502
Aug16 160613 49.350 49.900 48.775 49.525 -0.200 353 509 -39
Sep16 160613 49.850 50.350 49.375 50.050 -0.200 99 174 +4
Oct16 160613 50.025 50.525 50.000 50.475 -0.200 5 70 -1
Nov16 160613 50.325 50.900 50.300 50.900 -0.200 5 18 +3
Dec16 160613 51.100 51.500 50.425 51.250 -0.175 11 301 -2
Jan17 160613 51.500 51.500 51.500 51.500 -0.150 0 12 +0
Feb17 160613 50.850 51.700 50.850 51.700 -0.150 0 11 +0
Mar17 160613 51.850 51.850 51.850 51.850 -0.125 0 12 +0
Apr17 160613 51.925 51.925 51.925 51.925 -0.125      
Total Volume and Open Interest 10,082 3,220 -537
NY Harbor ULSD(NYM)
Jul16 160613 151.61 152.70 149.39 151.45 -0.15 63,134 99,190 -4,741
Aug16 160613 152.29 153.38 150.15 152.15 -0.14 41,635 61,304 +1,679
Sep16 160613 153.18 154.49 151.34 153.37 -0.10 27,165 53,606 +4,641
Oct16 160613 154.35 155.74 152.72 154.70 -0.05 9,975 31,559 +394
Nov16 160613 154.85 157.10 154.12 156.12 -0.03 7,949 24,611 +924
Dec16 160613 156.80 158.36 155.34 157.41 unch 12,821 55,942 -307
Jan17 160613 157.63 159.58 156.96 158.76 +0.07 3,556 17,464 -648
Feb17 160613 159.88 159.89 159.59 159.66 +0.13 3,259 8,253 +550
Mar17 160613 159.92 159.95 159.23 159.89 +0.17 2,507 11,519 +957
Apr17 160613 157.58 159.21 157.58 159.21 +0.21 941 4,276 +49
May17 160613 158.21 158.84 158.21 158.84 +0.16 749 2,642 +45
Jun17 160613 157.62 159.16 157.62 158.80 +0.09 1,568 15,818 +596
Jul17 160613 159.25 159.25 159.25 159.25 +0.05 388 1,945 +18
Aug17 160613 159.94 159.94 159.94 159.94 +0.03 331 923 -11
Total Volume and Open Interest 176,680 415,240 +4,062
RBOB Gasoline(NYM)
Jul16 160613 155.35 155.74 151.88 153.62 -2.34 62,565 102,077 -5,095
Aug16 160613 156.33 156.52 153.20 154.91 -2.22 46,471 71,224 +4,876
Sep16 160613 156.73 156.73 153.16 154.95 -2.02 36,937 63,774 -242
Oct16 160613 144.46 144.87 142.14 144.04 -1.52 24,554 43,943 +773
Nov16 160613 142.45 142.71 140.21 141.90 -1.40 14,823 30,233 +1,630
Dec16 160613 140.17 141.09 138.35 140.19 -1.33 12,329 40,129 +2
Jan17 160613 139.40 141.12 138.61 140.23 -1.28 2,265 10,785 -476
Feb17 160613 140.50 141.46 140.49 141.39 -1.21 614 2,678 +45
Mar17 160613 143.17 143.26 142.33 143.20 -1.14 903 4,638 +136
Apr17 160613 163.45 164.77 163.45 164.77 -1.08 779 3,690 +306
Total Volume and Open Interest 205,127 405,655 +2,021
e-miNY RBOB Gasoline(NYM)
Jul16 160613 153.60 153.62 153.60 153.60 -2.40 0 1 +0
Aug16 160613 154.90 154.91 154.90 154.90 -2.20      
Sep16 160613 155.00 155.00 154.95 155.00 -2.00      
Oct16 160613 144.00 144.04 144.00 144.00 -1.60      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jul16 160613 2.595 2.635 2.570 2.585 +0.029 280,217 228,927 -21,355
Aug16 160613 2.661 2.700 2.635 2.652 +0.028 120,904 119,026 +11,285
Sep16 160613 2.686 2.724 2.666 2.682 +0.028 109,201 153,778 +13,656
Oct16 160613 2.749 2.784 2.729 2.747 +0.025 74,521 116,473 +1,169
Nov16 160613 2.929 2.962 2.906 2.919 +0.010 33,678 61,958 +2,579
Dec16 160613 3.205 3.229 3.164 3.182 -0.001 23,120 48,422 +1,269
Jan17 160613 3.318 3.359 3.294 3.310 -0.002 54,740 95,440 +57
Feb17 160613 3.326 3.349 3.287 3.303 -0.001 13,959 22,060 +323
Mar17 160613 3.271 3.301 3.248 3.262 unch 27,936 53,460 +3,563
Apr17 160613 2.990 3.016 2.969 2.987 +0.003 23,605 47,030 +1,196
May17 160613 2.957 2.983 2.939 2.957 +0.002 14,914 20,634 +3,088
Jun17 160613 2.986 2.999 2.961 2.978 +0.001 5,172 7,113 -383
Jul17 160613 3.019 3.031 3.007 3.012 +0.001 2,882 7,841 +169
Aug17 160613 3.026 3.043 3.012 3.017 +0.001 3,968 7,367 +1,936
Sep17 160613 3.012 3.012 2.994 2.998 -0.004 1,317 3,596 +437
Oct17 160613 3.042 3.055 3.018 3.023 -0.007 4,043 10,991 +1,167
Total Volume and Open Interest 802,192 1,057,354 +22,736
Brent Crude Oil(ICE)
Aug16 160613 50.42 50.79 49.61 50.35 -0.19 213,124 393,303 -12,983
Sep16 160613 50.83 51.25 50.08 50.82 -0.19 115,213 334,963 +12,141
Oct16 160613 51.16 51.56 50.42 51.16 -0.18 40,750 156,538 +6,960
Nov16 160613 51.40 51.86 50.72 51.47 -0.16 24,579 153,293 +1,996
Dec16 160613 51.74 52.21 51.07 51.84 -0.13 67,510 360,710 +5,045
Jan17 160613 52.00 52.43 51.33 52.11 -0.11 7,120 69,002 +1,442
Feb17 160613 52.09 52.54 51.55 52.31 -0.10 3,491 56,162 -190
Mar17 160613 52.30 52.78 51.74 52.50 -0.10 6,373 60,147 -283
Apr17 160613 52.15 52.89 51.90 52.66 -0.09 1,687 20,048 +61
May17 160613 52.87 52.87 52.81 52.81 -0.09 1,408 22,539 +207
Jun17 160613 52.77 53.29 52.24 52.96 -0.10 14,438 93,790 -44
Jul17 160613 53.00 53.14 53.00 53.14 -0.10 922 17,425 -19
Aug17 160613 53.68 53.82 53.28 53.28 -0.11 1,148 14,682 +252
Sep17 160613 53.38 53.38 53.38 53.38 -0.11 2,349 29,405 +194
Total Volume and Open Interest 539,393 2,216,394 +20,120
Gas Oil(ICE)
Jul16 160613 450.75 453.25 443.25 452.25 +0.75 105,381 143,494 +9,381
Aug16 160613 452.50 455.25 445.25 454.50 +0.50 62,631 121,171 +9,419
Sep16 160613 455.00 458.00 448.50 457.50 +0.25 26,282 61,393 +3,648
Oct16 160613 457.75 461.50 452.50 461.25 unch 11,342 43,901 -818
Nov16 160613 459.75 464.00 455.25 463.50 -0.25 8,666 33,691 +2,108
Dec16 160613 462.00 465.75 457.00 465.25 -0.50 23,590 101,134 -1,242
Jan17 160613 462.25 468.50 460.00 468.00 -0.50 3,219 24,560 -118
Feb17 160613 465.00 470.75 463.75 470.75 -0.25 2,683 13,813 -154
Mar17 160613 467.00 472.75 465.00 472.75 -0.25 2,723 22,288 +702
Apr17 160613 470.25 474.75 466.75 474.75 -0.25 868 10,474 -81
Total Volume and Open Interest 291,892 738,192 +5,792
Ethanol(CBOT)
Jul16 160613 1.683 1.702 1.683 1.695 +0.038 585 2,193 -391
Aug16 160613 1.665 1.681 1.665 1.678 +0.038 289 530 +127
Sep16 160613 1.650 1.658 1.650 1.657 +0.036 162 587 -69
Oct16 160613 1.626 1.629 1.626 1.629 +0.030 56 220 -3
Nov16 160613 1.600 1.604 1.600 1.604 +0.030 28 296 +2
Dec16 160613 1.576 1.576 1.576 1.576 +0.030 93 1,137 +38
Jan17 160613 1.555 1.555 1.555 1.555 +0.030 0 113 +0
Feb17 160613 1.552 1.552 1.552 1.552 +0.030 0 13 +0
Total Volume and Open Interest 1,213 5,089 -296
WTI Crude Oil(ICE)
Jul16 160613 48.70 49.28 48.15 48.88 -0.19 29,779 53,749 -2,178
Aug16 160613 49.25 49.89 48.79 49.52 -0.20 39,395 49,578 +416
Sep16 160613 49.86 50.43 49.31 50.04 -0.20 19,013 37,615 +1,000
Oct16 160613 50.30 50.80 49.75 50.48 -0.20 8,480 14,896 +237
Nov16 160613 50.43 51.15 50.18 50.91 -0.18 5,717 16,217 +778
Dec16 160613 51.05 51.59 50.54 51.26 -0.16 16,058 82,843 +3,597
Jan17 160613 51.05 51.76 50.94 51.51 -0.15 1,238 7,808 +134
Feb17 160613 51.24 51.89 51.24 51.70 -0.14 628 5,808 +137
Mar17 160613 51.51 51.99 51.51 51.85 -0.13 410 6,214 +10
Apr17 160613 51.93 51.93 51.93 51.93 -0.12 240 2,820 -4
May17 160613 51.98 51.98 51.98 51.98 -0.12 140 1,529 +28
Jun17 160613 51.67 52.02 51.67 52.02 -0.12 1,336 30,475 +259
Jul17 160613 52.04 52.04 52.04 52.04 -0.11 105 1,695 +55
Aug17 160613 52.06 52.06 52.06 52.06 -0.11 68 577 -18
Sep17 160613 52.10 52.10 52.10 52.10 -0.12 322 4,532 +179
Oct17 160613 52.17 52.17 52.17 52.17 -0.12 53 1,237 -4
Total Volume and Open Interest 134,210 417,484 +6,776
US Dollar Index(ICE)
Jun16 160613 94.680 94.755 94.400 94.400 -0.160 22,649 29,103 -11,471
Sep16 160613 94.735 94.835 94.290 94.420 -0.210 26,199 41,359 +4,427
Dec16 160613 94.715 94.835 94.365 94.460 -0.205 105 1,477 +20
Total Volume and Open Interest 48,975 72,741 -7,012
Australian Dollar(CME)
Jun16 160613 73.74 74.11 73.60 74.00 +0.22 122,582 47,208 -25,534
Sep16 160613 73.45 73.85 73.33 73.62 +0.11 52,665 67,605 +21,428
Dec16 160613 73.45 73.72 73.20 73.39 +0.10 36 391 +30
Total Volume and Open Interest 175,283 115,212 -4,076
British Pound(CME)
Jun16 160613 142.30 142.97 141.16 142.83 +0.23 123,600 97,548 -32,205
Sep16 160613 142.37 143.40 141.24 142.33 -0.36 78,218 175,567 +43,973
Dec16 160613 142.00 143.45 141.55 142.44 -0.36 31 450 +3
Total Volume and Open Interest 201,849 273,679 +11,771
Canadian Dollar(CME)
Jun16 160613 78.23 78.43 77.87 78.12 -0.23 98,261 74,112 -12,849
Sep16 160613 78.26 78.44 77.89 78.13 -0.23 58,586 88,438 +35,312
Dec16 160613 78.32 78.42 77.93 78.14 -0.24 254 3,476 +79
Mar17 160613 78.29 78.44 77.96 78.17 -0.23 15 214 -3
Total Volume and Open Interest 157,117 166,380 +22,540
Japanese Yen(CME)
Jun16 160613 93.66 94.57 93.59 93.96 +0.30 143,450 72,709 -32,289
Sep16 160613 93.92 94.91 93.91 94.51 +0.53 84,728 123,917 +33,642
Dec16 160613 94.58 95.10 94.54 94.85 +0.53 17 376 +12
Total Volume and Open Interest 228,196 197,140 +1,365
Swiss Franc(CME)
Jun16 160613 103.67 103.84 103.33 103.59 -0.24 32,747 26,949 -5,736
Sep16 160613 104.19 104.36 103.84 104.22 -0.11 19,630 42,028 +9,147
Dec16 160613 104.76 104.76 104.40 104.76 -0.10 18 41 +8
Total Volume and Open Interest 52,395 69,033 +3,419
EuroFX(CME)
Jun16 160613 112.49 112.85 112.33 112.84 +0.23 270,804 120,039 -86,025
Sep16 160613 112.85 113.42 112.69 113.32 +0.34 182,769 268,405 +72,327
Dec16 160613 113.26 113.76 113.10 113.70 +0.34 112 1,728 +34
Total Volume and Open Interest 453,693 391,559 -13,662
Mexican Peso(CME)
Jun16 160613 537.25 537.25 531.13 531.13 -5.25 82,061 31,930 -27,303
Jul16 160613 528.88 528.88 528.88 528.88 -5.75      
Total Volume and Open Interest 155,527 139,256 +4,059
Brazilian Real(CME)
Jul16 160613 286.55 291.20 285.35 286.10 -3.45 1,055 24,481 +303
Aug16 160613 284.05 284.05 284.05 284.05 -3.40 0 75 +0
Sep16 160613 283.00 283.00 280.90 281.35 -3.05 236 3,393 +31
Oct16 160613 279.00 279.00 279.00 279.00 -3.40      
Total Volume and Open Interest 1,291 27,979 +334
30-Year T-Bonds(CBOT)
Jun16 160613 169~260 170~090 169~200 170~070 +0~140 3,822 7,971 -2,268
Sep16 160613 168~140 168~300 168~050 168~250 +0~140 276,173 573,718 +10,311
Dec16 160613 167~170 167~170 167~170 167~170 +0~140 0 6 +0
Total Volume and Open Interest 279,995 581,695 +8,043
10-Year T-Notes(CBOT)
Jun16 160613 131~190 131~250 131~155 131~220 +0~075 13,583 81,202 -7,005
Sep16 160613 131~200 131~280 131~180 131~245 +0~075 1,024,783 2,651,158 -5,692
Dec16 160613 131~015 131~015 131~015 131~015 +0~045 5 14 +3
Total Volume and Open Interest 1,038,371 2,732,374 -12,694
5-Year T-Notes(CBOT)
Jun16 160613 121~250 121~250 121~202 121~236 +0~054 7,781 90,396 -4,000
Sep16 160613 121~122 121~142 121~076 121~122 +0~056 599,761 2,481,836 -4,663
Dec16 160613 121~106 121~106 121~106 121~106 +0~056      
Total Volume and Open Interest 607,542 2,572,232 -8,663
2 Year T-Notes(CBOT)
Jun16 160613 109~144 109~150 109~136 109~144 +0~010 8,155 15,424 -4,605
Sep16 160613 109~104 109~120 109~100 109~112 +0~014 269,154 980,680 +22,102
Dec16 160613 109~096 109~096 109~096 109~096 +0~014      
Total Volume and Open Interest 277,309 996,104 +17,497
Eurodollars(CME)
Jun16 160613 99.345 99.348 99.342 99.345 +0.003 112,960 1,083,893 -15,740
Sep16 160613 99.275 99.280 99.270 99.280 +0.015 211,602 1,086,834 +4,082
Dec16 160613 99.185 99.205 99.185 99.200 +0.020 261,729 1,450,493 +7,460
Mar17 160613 99.145 99.160 99.135 99.155 +0.020 210,099 903,788 +9,347
Jun17 160613 99.100 99.120 99.090 99.110 +0.020 210,665 889,823 +11,393
Sep17 160613 99.060 99.080 99.045 99.070 +0.025 178,956 780,488 +5,826
Dec17 160613 99.000 99.020 98.985 99.015 +0.030 234,769 1,136,658 -8,006
Mar18 160613 98.960 98.985 98.950 98.980 +0.035 133,498 522,464 +6,103
Jun18 160613 98.915 98.940 98.900 98.935 +0.040 98,055 466,955 +8,051
Sep18 160613 98.860 98.895 98.855 98.890 +0.040 91,921 373,930 +496
Dec18 160613 98.830 98.845 98.800 98.840 +0.045 101,813 548,286 -1,851
Mar19 160613 98.760 98.805 98.760 98.800 +0.045 88,332 320,299 -5,596
Jun19 160613 98.715 98.760 98.710 98.750 +0.045 72,778 252,687 +6,121
Sep19 160613 98.660 98.710 98.655 98.700 +0.050 54,304 197,207 +1,627
Dec19 160613 98.600 98.650 98.600 98.640 +0.050 50,198 237,066 +9,313
Mar20 160613 98.555 98.605 98.555 98.590 +0.045 37,153 115,585 +1,400
Jun20 160613 98.510 98.550 98.500 98.535 +0.040 41,117 75,556 +5,227
Sep20 160613 98.450 98.500 98.445 98.485 +0.045 24,519 65,466 -1,743
Total Volume and Open Interest 2,296,106 10,879,153 +48,271
Ultra T-Bond(CBOT)
Jun16 160613 179~15 179~18 178~26 179~12 +0~15 1,864 21,279 -292
Sep16 160613 181~20 182~11 181~11 182~02 +0~16 85,896 592,382 +5,335
Dec16 160613 181~09 181~09 181~09 181~09 +0~16      
Total Volume and Open Interest 87,760 613,661 +5,043
Ultra 10-Yr T-Note(CBOT)
Jun16 160613 143~020 143~095 143~020 143~080 +0~085 2,880 8,327 -1,659
Sep16 160613 143~290 144~020 143~210 143~300 +0~085 49,969 137,356 +1,897
Dec16 160613 143~300 143~300 143~300 143~300 +0~085      
Total Volume and Open Interest 52,849 145,683 +238
30 Day Federal Funds(CBOT)
Jun16 160613 99.632 99.632 99.630 99.632 unch 1,052 75,707 -254
Jul16 160613 99.630 99.630 99.625 99.630 unch 23,016 228,428 +7,353
Aug16 160613 99.590 99.595 99.585 99.590 +0.005 22,095 222,596 +2,793
Sep16 160613 99.575 99.580 99.570 99.580 +0.010 6,636 45,149 +853
Oct16 160613 99.545 99.555 99.540 99.555 +0.015 15,263 125,420 +3,430
Nov16 160613 99.545 99.550 99.535 99.545 +0.015 10,556 44,925 +845
Total Volume and Open Interest 93,660 928,772 +18,398
3-Mth Euro-Yen(CME)
Jun16 160613 99.940 99.940 99.940 99.940 -0.050      
Sep16 160613 99.990 99.990 99.990 99.990 unch      
Dec16 160613 99.990 99.990 99.990 99.990 unch      
Mar17 160613 99.990 99.990 99.990 99.990 unch      
Jun17 160613 99.990 99.990 99.990 99.990 unch      
Sep17 160613 99.990 99.990 99.990 99.990 unch      
Dec17 160613 99.995 99.995 99.995 99.995 +0.005      
Mar18 160613 99.855 99.855 99.855 99.855 -0.140      
Jun18 160613 99.715 99.715 99.715 99.715 -0.140      
Sep18 160613 99.575 99.575 99.575 99.575 -0.140      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep16 160613 99.99 99.99 99.99 99.99 unch      
Dec16 160613 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160613 99.99 99.99 99.99 99.99 unch      
Jun17 160613 99.99 99.99 99.99 99.99 unch      
Sep17 160613 99.99 99.99 99.99 99.99 unch      
Dec17 160613 99.99 99.99 99.99 99.99 unch      
Mar18 160613 100.00 100.00 100.00 100.00 unch      
Jun18 160613 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160613 152.38 152.45 152.33 152.37 +0.25 10,496 15,606 +6,548
Dec16 160613 152.37 152.37 152.37 152.37 +0.25      
Mar17 160613 152.29 152.29 152.29 152.29 +0.25      
Total Volume and Open Interest 22,507 25,764 +1,715
Euro-Buxl(EUREX)
Sep16 160613 187.68 188.26 185.38 185.66 -1.68 48,009 145,415 +1,089
Dec16 160613 185.22 185.22 185.22 185.22 -1.68      
Mar17 160613 185.22 185.22 185.22 185.22 -1.68      
Total Volume and Open Interest 48,009 145,415 +1,089
Euro-Bund(EUREX)
Sep16 160613 164.95 164.95 164.60 164.70 -0.15 561,869 1,606,767 -35,133
Dec16 160613 162.20 162.34 162.14 162.14 -0.15 31 57 +12
Mar17 160613 162.14 162.14 162.14 162.14 -0.15      
Total Volume and Open Interest 561,900 1,606,824 -35,121
Euro-Bobl(EUREX)
Sep16 160613 132.73 132.74 132.66 132.72 +0.02 460,240 1,309,985 -16,414
Dec16 160613 130.74 130.74 130.74 130.74 -0.02 0 101 +0
Mar17 160613 130.74 130.74 130.74 130.74 -0.02      
Total Volume and Open Interest 460,240 1,310,086 -16,414
Euro-Schatz(EUREX)
Sep16 160613 111.85 111.86 111.83 111.85 +0.00 206,459 1,084,672 -80,074
Dec16 160613 111.78 111.78 111.78 111.78 -0.01      
Mar17 160613 111.78 111.78 111.78 111.78 -0.01      
Total Volume and Open Interest 206,459 1,084,672 -80,074
3-Mth Euribor(EUREX)
Jun16 160613 100.262 100.262 100.262 100.262 -0.003 0 11,735 +0
Sep16 160613 100.270 100.270 100.265 100.265 unch 2 6,609 +0
Dec16 160613 100.275 100.275 100.275 100.275 -0.005 0 2,495 +0
Total Volume and Open Interest 34 65,248 +17
Long Gilt(LIFFE)
Jun16 160613 123~04 123~05 123~04 123~05 +0~04 426 39,447 -424
Sep16 160613 125~06 125~12 125~01 125~06 +0~03 171,089 438,827 -4,045
Total Volume and Open Interest 171,515 478,274 -4,469
3-Mth Short Sterling(LIFFE)
Jun16 160613 99.42 99.43 99.42 99.43 unch 70,348 350,884 +10,539
Sep16 160613 99.45 99.46 99.44 99.45 unch 68,229 416,206 -2,501
Dec16 160613 99.45 99.47 99.45 99.46 +0.01 81,958 468,862 -857
Mar17 160613 99.44 99.46 99.44 99.45 +0.02 90,806 343,389 -5,953
Jun17 160613 99.41 99.44 99.41 99.43 +0.03 95,854 317,106 -5,168
Sep17 160613 99.39 99.41 99.38 99.39 +0.02 119,691 273,124 +9,068
Total Volume and Open Interest 818,628 3,354,404 +5,559
3-Mth Euribor(LIFFE)
Jun16 160613 100.260 100.265 100.260 100.262 -0.003 16,952 474,083 -4,036
Sep16 160613 100.265 100.270 100.265 100.270 unch 37,096 389,036 -1,345
Dec16 160613 100.275 100.285 100.275 100.280 unch 56,542 470,128 +708
Total Volume and Open Interest 458,706 3,569,585 +20,390
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 160613 1276.2 1287.3 1273.0 1284.4 +11.0 381 1,672 -1,119
Aug16 160613 1278.3 1290.3 1275.2 1286.9 +11.0 153,261 375,211 +6,935
Oct16 160613 1281.6 1293.2 1279.2 1290.0 +11.0 1,836 27,131 +490
Dec16 160613 1284.5 1296.0 1281.3 1292.9 +11.0 6,745 64,240 +387
Feb17 160613 1288.3 1297.7 1285.1 1295.7 +11.1 4,809 9,960 +989
Apr17 160613 1300.0 1300.0 1295.4 1298.1 +11.1 1,335 4,821 +318
Jun17 160613 1291.3 1301.5 1291.3 1300.3 +11.1 728 11,977 +2
Aug17 160613 1296.8 1302.5 1296.8 1302.5 +11.1 601 634 +458
Oct17 160613 1304.5 1304.5 1304.5 1304.5 +11.1 0 632 +0
Dec17 160613 1306.1 1309.0 1303.2 1306.6 +11.1 93 7,754 -1
Feb18 160613 1301.0 1308.4 1301.0 1308.4 +11.1 37 37 +33
Apr18 160613 1310.3 1310.3 1310.3 1310.3 +11.1      
Total Volume and Open Interest 170,901 515,599 +8,627
Silver(CMX)
Jul16 160613 1733.0 1746.5 1710.5 1744.3 +11.3 62,725 100,389 -3,299
Sep16 160613 1741.5 1751.5 1718.0 1749.5 +11.3 9,075 46,633 +4,415
Dec16 160613 1748.0 1758.5 1723.5 1756.6 +11.3 3,881 35,426 +318
Mar17 160613 1757.0 1763.5 1738.0 1763.4 +11.3 336 5,522 +163
May17 160613 1761.5 1767.7 1761.5 1767.7 +11.3 2 227 +2
Jul17 160613 1765.0 1772.0 1765.0 1772.0 +11.3 0 2,399 +0
Sep17 160613 1776.3 1776.3 1776.3 1776.3 +11.3 3 197 +3
Total Volume and Open Interest 76,096 194,583 +1,610
Platinum(NYMEX)
Jul16 160613 994.1 999.7 984.7 995.3 +1.1 11,805 46,800 -1,586
Oct16 160613 995.9 1001.5 988.0 997.2 +1.3 1,972 14,618 +165
Jan17 160613 990.0 1002.7 990.0 999.6 +1.4 986 2,372 +890
Apr17 160613 1000.2 1001.0 999.5 1001.0 +1.1 12 11 +4
Total Volume and Open Interest 14,778 63,804 -527
Palladium(NYMEX)
Jun16 160613 546.80 546.80 545.75 546.65 -0.50 3 45 -3
Sep16 160613 543.95 553.75 536.10 545.85 -0.10 3,970 22,463 -94
Dec16 160613 547.45 548.10 542.80 546.65 -0.25 13 373 +1
Total Volume and Open Interest 3,994 22,957 -98
Copper(CMX)
Jul16 160613 203.25 206.60 202.10 205.35 +2.30 80,406 126,447 +3,087
Sep16 160613 203.45 206.85 202.60 205.70 +2.25 22,481 63,128 +3,380
Dec16 160613 204.85 207.65 204.35 206.70 +2.20 9,029 32,455 +2,323
Mar17 160613 205.15 208.15 204.90 207.40 +2.15 1,440 5,982 +665
May17 160613 209.00 209.00 206.60 207.90 +2.20 148 847 +52
Total Volume and Open Interest 115,001 236,533 +9,624
E-mini DJIA Index(CBOT)
Jun16 160613 17824 17890 17712 17728 -138 123,852 109,546 -13,207
Sep16 160613 17723 17803 17622 17639 -137 26,815 21,960 +13,573
Dec16 160613 17632 17632 17557 17557 -138 23 155 +9
Mar17 160613 17497 17497 17497 17497 -138 0 1 +0
Total Volume and Open Interest 150,690 131,662 +375
S & P 500(CME)
Jun16 160613 2087.50 2097.00 2078.30 2078.70 -17.60 18,118 77,935 -5,313
Sep16 160613 2083.50 2084.70 2067.80 2069.70 -17.60 15,935 21,299 +12,446
Dec16 160613 2073.90 2073.90 2062.20 2062.20 -17.70 15 196 +10
Mar17 160613 2067.80 2067.80 2055.90 2055.90 -17.90      
Total Volume and Open Interest 34,068 99,430 +7,143
S & P 500 E-Mini(Globex)
Jun16 160613 2089.25 2098.25 2075.75 2078.75 -17.50 1,644,419 2,421,866 -428,355
Sep16 160613 2081.00 2089.25 2066.50 2069.75 -17.50 785,978 776,981 +453,518
Dec16 160613 2073.75 2081.50 2059.25 2062.25 -17.75 466 9,580 +38
Mar17 160613 2058.00 2058.00 2054.00 2056.00 -17.75 7 112 +0
Total Volume and Open Interest 2,430,872 3,208,553 +25,202
NASDAQ 100 E-Mini(Globex)
Jun16 160613 4458.80 4461.80 4419.30 4426.30 -39.50 236,706 200,774 -31,373
Sep16 160613 4446.80 4454.30 4411.80 4418.80 -39.20 61,578 55,177 +34,638
Dec16 160613 4429.30 4446.00 4408.00 4414.00 -39.50 11 100 +7
Total Volume and Open Interest 298,295 256,058 +3,272
S&P Midcap 400(CME) e-Mini
Jun16 160613 1495.60 1500.10 1479.30 1481.00 -17.10 27,990 67,448 -13,790
Sep16 160613 1491.70 1495.80 1474.70 1476.80 -16.70 18,680 23,636 +15,204
Dec16 160613 1477.50 1477.50 1477.50 1477.50 -17.10 0 12 +0
Total Volume and Open Interest 46,670 91,096 +1,414
Volatility Index(CBOE)
Jun16 160613 17.75 21.50 17.70 21.33 +3.80 87,028 129,803 -27,122
Jul16 160613 18.70 21.40 18.65 21.23 +2.80 70,425 225,711 +15,901
Aug16 160613 19.40 21.35 19.40 21.23 +1.90 24,251 59,359 +3,784
Sep16 160613 20.29 21.70 20.28 21.68 +1.53 9,777 29,555 +130
Total Volume and Open Interest 210,401 497,844 -5,857
Russell 2000(ICE)
Jun16 160613 1162.60 1165.50 1147.50 1149.30 -14.90 125,911 329,794 -45,017
Sep16 160613 1157.00 1160.60 1141.40 1144.30 -14.80 69,270 80,024 +49,829
Dec16 160613 1139.40 1139.40 1139.40 1139.40 -15.70 0 18 +0
Total Volume and Open Interest 195,181 410,086 +4,812
Nikkei 225(CME)
Sep16 160613 16350 16355 15965 16000 -380 11,105 30,073 +856
Dec16 160613 16060 16060 15915 15915 -380 11 16 +11
Total Volume and Open Interest 11,116 30,089 -8,680
Nikkei 225(SGX)
Sep16 160613 16450 16450 15955 15980 -525 63,529 176,429 +12,256
Dec16 160613 16210 16210 15865 15865 -530 0 3,917 +0
Mar17 160613 15830 15830 15830 15830 -640      
Total Volume and Open Interest 213,192 372,774 +20,885
Nikkei 225(CME) Yen
Jun16 160609 16785 16800 16505 16635 -180 57,760 54,753 -24,533
Sep16 160613 16275 16275 15885 15920 -370 44,412 63,805 +5,997
Dec16 160613 15990 15990 15760 15790 -375      
Total Volume and Open Interest 44,412 63,805 -34,183
Nikkei 225(CME) e-Mini Yen
Jun16 160609 16640 16640 16635 16640 -170 6 97 -5
Sep16 160613 15920 15920 15920 15920 -370      
Dec16 160613 15790 15790 15790 15790 -380      
Total Volume and Open Interest      
CAC 40(EURONEXT)
Jun16 160613 4252.5 4272.5 4194.5 4223.0 -79.5 86,518 323,243 +3,487
Jul16 160613 4250.5 4264.0 4187.5 4214.5 -79.0 5,173 37,190 +2,801
Aug16 160613 4200.0 4213.0 4187.5 4213.0 -79.0 0 10 +0
Sep16 160613 4236.0 4257.5 4200.0 4211.5 -78.5 814 2,303 +1,503
Total Volume and Open Interest 92,510 362,782 +7,796
Hang Seng Index(HKFE)
Jun16 160613 20795 20801 20230 20378 -430 104,097 106,805 -111
Jul16 160613 20780 20803 20238 20380 -432 934 3,855 +674
Total Volume and Open Interest 105,590 116,573 +641
DAX(EUREX)
Jun16 160613 9709.5 9757.5 9597.5 9684.0 -152.0 101,533 159,890 +5,522
Sep16 160613 9699.0 9742.0 9588.5 9672.5 -152.0 5,016 10,532 +3,734
Dec16 160613 9672.0 9707.5 9614.0 9660.5 -152.5 2 2,942 -4
Total Volume and Open Interest 106,551 173,364 +9,252
Mini-DAX(EUREX)
Jun16 160613 9705.0 9757.0 9597.0 9684.0 -153.0 17,894 12,081 +831
Sep16 160613 9717.0 9740.0 9590.0 9673.0 -153.0 242 629 +58
Dec16 160613 9669.0 9703.0 9580.0 9660.0 -154.0 15 32 +7
Total Volume and Open Interest 18,151 12,742 +896
FT-SE 100(EURONEXT)
Jun16 160613 6080.00 6102.50 6015.00 6059.50 -60.50 127,178 497,267 -20,028
Sep16 160613 6020.50 6046.00 5959.50 6003.00 -60.50 28,340 66,914 +21,764
Dec16 160613 5984.50 5986.50 5934.00 5968.00 -59.00 7 13 +5
Total Volume and Open Interest 155,525 564,194 +1,741
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 160613 16895.00 16935.00 16580.00 16656.00 -464.00 30,347 59,026 -1,574
Sep16 160613 16800.00 16800.00 16450.00 16524.00 -464.00 1,745 2,300 +1,356
Dec16 160613 16510.00 16510.00 16444.00 16444.00 -439.00 0 1 +0
Total Volume and Open Interest 32,092 61,327 -218
KOSPI 200(KFE)
Sep16 160613 249.85 249.90 244.75 244.75 -5.55 70,627 116,444 +18,619
Dec16 160613 249.85 250.65 245.35 245.35 -5.60 30 5,745 +19
Mar17 160613 245.95 245.95 243.50 243.50 -4.70 8 788 +14
Total Volume and Open Interest 273,233 125,605 -44,277
GSCI(CME)
Jun16 160613 377.75 380.00 376.40 378.00 -1.40 1,599 4,942 -1,457
Jul16 160613 380.50 383.30 379.55 381.50 -1.10 1,693 7,255 +1,640
Aug16 160613 380.40 380.40 380.40 380.40 -1.40      
Total Volume and Open Interest 3,292 12,197 +183
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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