|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Wed June 15, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul16 |
160615 |
1171.25 |
1178.00 |
1154.50 |
1156.00 |
-13.50 |
150,246 |
213,315 |
-14,594 |
Aug16 |
160615 |
1166.25 |
1173.25 |
1153.00 |
1155.00 |
-11.00 |
47,780 |
81,404 |
+1,940 |
Sep16 |
160615 |
1152.25 |
1163.50 |
1144.00 |
1145.00 |
-10.75 |
11,012 |
37,336 |
+1,098 |
Nov16 |
160615 |
1150.75 |
1156.75 |
1137.50 |
1138.50 |
-10.75 |
140,587 |
386,326 |
+13,737 |
Jan17 |
160615 |
1146.75 |
1152.75 |
1134.75 |
1135.75 |
-10.25 |
8,748 |
33,016 |
+1,629 |
Mar17 |
160615 |
1100.00 |
1110.00 |
1096.50 |
1097.50 |
-7.50 |
10,536 |
60,269 |
+1,632 |
May17 |
160615 |
1083.25 |
1091.50 |
1079.25 |
1087.25 |
-2.50 |
7,274 |
27,405 |
+737 |
Jul17 |
160615 |
1087.00 |
1090.50 |
1077.00 |
1085.00 |
-2.00 |
4,079 |
32,748 |
+197 |
Aug17 |
160615 |
1069.00 |
1069.00 |
1066.25 |
1066.25 |
-2.00 |
43 |
343 |
+12 |
Sep17 |
160615 |
1024.75 |
1030.00 |
1024.75 |
1030.00 |
-2.00 |
24 |
145 |
+5 |
Nov17 |
160615 |
1000.50 |
1004.00 |
995.00 |
998.75 |
-4.50 |
1,743 |
20,463 |
+23 |
Jan18 |
160615 |
998.25 |
998.25 |
998.25 |
998.25 |
-4.50 |
6 |
117 |
+0 |
Mar18 |
160615 |
996.00 |
996.00 |
996.00 |
996.00 |
-4.25 |
3 |
39 |
+0 |
May18 |
160615 |
998.25 |
998.25 |
998.25 |
998.25 |
-4.00 |
0 |
39 |
+0 |
Total Volume and Open Interest |
382,084 |
893,151 |
+6,417 |
Soybean Meal(CBOT) |
Jul16 |
160615 |
409.00 |
414.30 |
406.60 |
407.20 |
-1.40 |
62,220 |
81,184 |
-9,048 |
Aug16 |
160615 |
405.70 |
410.80 |
404.20 |
404.80 |
-0.60 |
22,717 |
45,686 |
+1,115 |
Sep16 |
160615 |
404.70 |
409.20 |
402.70 |
403.10 |
-1.10 |
13,750 |
39,551 |
+1,760 |
Oct16 |
160615 |
402.50 |
407.40 |
401.40 |
401.70 |
-0.90 |
10,418 |
27,936 |
+2,356 |
Dec16 |
160615 |
402.90 |
407.70 |
401.10 |
401.70 |
-0.80 |
44,769 |
134,361 |
+9,420 |
Jan17 |
160615 |
398.40 |
402.10 |
396.20 |
397.00 |
-0.40 |
3,333 |
17,884 |
+532 |
Mar17 |
160615 |
374.40 |
378.40 |
374.10 |
374.70 |
-1.10 |
2,604 |
17,029 |
+400 |
May17 |
160615 |
361.30 |
364.90 |
361.30 |
362.70 |
+0.50 |
2,499 |
16,293 |
+133 |
Jul17 |
160615 |
358.80 |
362.00 |
358.60 |
360.20 |
+0.30 |
1,288 |
10,428 |
+291 |
Aug17 |
160615 |
354.00 |
354.80 |
354.00 |
354.60 |
+0.70 |
55 |
1,657 |
+20 |
Total Volume and Open Interest |
163,943 |
397,627 |
+6,885 |
Soybean Oil(CBOT) |
Jul16 |
160615 |
32.52 |
32.56 |
31.80 |
31.96 |
-0.56 |
64,931 |
103,490 |
-14,078 |
Aug16 |
160615 |
32.65 |
32.70 |
31.94 |
32.10 |
-0.57 |
16,351 |
47,679 |
+3,847 |
Sep16 |
160615 |
32.72 |
32.83 |
32.08 |
32.24 |
-0.57 |
3,953 |
32,441 |
+727 |
Oct16 |
160615 |
32.91 |
32.92 |
32.22 |
32.39 |
-0.57 |
5,240 |
18,995 |
+400 |
Dec16 |
160615 |
33.24 |
33.29 |
32.51 |
32.68 |
-0.58 |
34,990 |
136,661 |
+6,639 |
Jan17 |
160615 |
33.32 |
33.32 |
32.67 |
32.84 |
-0.55 |
2,844 |
15,648 |
+629 |
Mar17 |
160615 |
33.26 |
33.38 |
32.68 |
32.88 |
-0.51 |
1,809 |
15,162 |
+360 |
May17 |
160615 |
33.16 |
33.25 |
32.72 |
32.92 |
-0.47 |
1,999 |
13,662 |
+393 |
Jul17 |
160615 |
33.50 |
33.50 |
32.94 |
33.12 |
-0.44 |
739 |
5,634 |
+202 |
Aug17 |
160615 |
33.20 |
33.20 |
33.15 |
33.15 |
-0.44 |
157 |
2,500 |
-5 |
Total Volume and Open Interest |
133,327 |
398,025 |
-916 |
Canola(WCE) |
Jul16 |
160615 |
525.8 |
528.2 |
521.4 |
521.6 |
-4.7 |
10,397 |
67,629 |
-4,527 |
Nov16 |
160615 |
528.2 |
532.0 |
525.2 |
525.3 |
-4.7 |
12,956 |
106,611 |
+2,214 |
Jan17 |
160615 |
533.2 |
535.7 |
528.6 |
528.8 |
-5.6 |
715 |
10,227 |
+335 |
Mar17 |
160615 |
532.8 |
536.8 |
530.0 |
530.1 |
-5.7 |
158 |
2,953 |
+48 |
May17 |
160615 |
536.9 |
537.9 |
531.0 |
531.2 |
-5.8 |
117 |
1,088 |
+44 |
Total Volume and Open Interest |
24,540 |
190,627 |
-1,817 |
Corn(CBOT) |
Jul16 |
160615 |
435.75 |
439.00 |
428.50 |
429.00 |
-7.50 |
304,087 |
357,265 |
-52,094 |
Sep16 |
160615 |
441.00 |
444.00 |
433.50 |
434.00 |
-7.75 |
156,196 |
483,432 |
+34,911 |
Dec16 |
160615 |
445.25 |
448.50 |
438.75 |
439.50 |
-7.00 |
195,704 |
443,294 |
+17,177 |
Mar17 |
160615 |
450.00 |
453.25 |
444.00 |
444.50 |
-6.50 |
15,796 |
87,733 |
+2,197 |
May17 |
160615 |
452.75 |
455.00 |
446.75 |
447.00 |
-6.50 |
4,814 |
21,198 |
+267 |
Jul17 |
160615 |
453.50 |
456.50 |
448.25 |
449.00 |
-6.00 |
8,055 |
53,275 |
+313 |
Sep17 |
160615 |
420.00 |
420.00 |
412.75 |
413.75 |
-5.25 |
1,333 |
8,181 |
+179 |
Dec17 |
160615 |
412.25 |
417.25 |
410.00 |
410.50 |
-5.25 |
5,767 |
36,191 |
-517 |
Mar18 |
160615 |
417.25 |
417.25 |
417.25 |
417.25 |
-5.00 |
66 |
1,096 |
-21 |
May18 |
160615 |
421.00 |
421.00 |
421.00 |
421.00 |
-5.00 |
10 |
326 |
+0 |
Total Volume and Open Interest |
691,876 |
1,493,717 |
+2,400 |
Wheat(CBOT) |
Jul16 |
160615 |
485.00 |
489.75 |
477.00 |
477.50 |
-7.50 |
107,395 |
125,001 |
-17,992 |
Sep16 |
160615 |
498.00 |
503.25 |
489.00 |
489.50 |
-8.25 |
63,848 |
156,284 |
+15,440 |
Dec16 |
160615 |
518.25 |
524.50 |
509.75 |
510.25 |
-8.00 |
22,081 |
88,024 |
+2,108 |
Mar17 |
160615 |
539.50 |
543.75 |
529.75 |
530.25 |
-7.75 |
5,527 |
27,828 |
+1,324 |
May17 |
160615 |
552.00 |
555.00 |
542.50 |
542.50 |
-7.25 |
1,685 |
6,319 |
+182 |
Jul17 |
160615 |
559.25 |
563.75 |
551.25 |
552.00 |
-6.50 |
1,684 |
16,898 |
+47 |
Total Volume and Open Interest |
202,511 |
426,261 |
+1,144 |
Wheat(KCBT) |
Jul16 |
160615 |
458.75 |
463.25 |
456.25 |
456.75 |
-1.75 |
35,866 |
77,161 |
-9,233 |
Sep16 |
160615 |
477.25 |
481.25 |
474.00 |
474.50 |
-2.00 |
22,275 |
77,279 |
+7,909 |
Dec16 |
160615 |
503.00 |
505.75 |
499.25 |
499.50 |
-1.75 |
6,233 |
44,894 |
+478 |
Mar17 |
160615 |
519.50 |
520.50 |
515.00 |
515.50 |
-1.75 |
621 |
14,070 |
-25 |
May17 |
160615 |
530.25 |
530.25 |
525.75 |
525.75 |
-2.00 |
255 |
6,548 |
-66 |
Jul17 |
160615 |
540.00 |
540.00 |
533.50 |
533.50 |
-2.75 |
357 |
4,727 |
+18 |
Sep17 |
160615 |
543.50 |
543.50 |
543.50 |
543.50 |
-2.75 |
3 |
170 |
-1 |
Total Volume and Open Interest |
65,610 |
225,201 |
-920 |
Wheat(MGE) |
Jul16 |
160615 |
532.75 |
537.50 |
530.00 |
530.50 |
-2.25 |
5,469 |
18,752 |
-949 |
Sep16 |
160615 |
543.00 |
548.00 |
540.25 |
540.50 |
-2.75 |
3,770 |
17,380 |
+695 |
Dec16 |
160615 |
562.00 |
563.50 |
554.25 |
554.75 |
-3.75 |
1,526 |
12,106 |
+148 |
Mar17 |
160615 |
575.00 |
575.50 |
567.75 |
568.25 |
-4.25 |
707 |
6,673 |
+147 |
May17 |
160615 |
580.00 |
580.00 |
576.25 |
576.25 |
-3.75 |
205 |
2,799 |
-24 |
Jul17 |
160615 |
586.50 |
586.50 |
582.75 |
582.75 |
-4.75 |
180 |
1,219 |
+77 |
Total Volume and Open Interest |
11,873 |
59,285 |
+93 |
Oats(CBOT) |
Jul16 |
160615 |
207.00 |
210.50 |
204.00 |
204.50 |
-2.00 |
630 |
4,846 |
-352 |
Sep16 |
160615 |
218.50 |
221.25 |
214.50 |
215.50 |
-1.50 |
179 |
2,206 |
-14 |
Dec16 |
160615 |
226.50 |
228.50 |
222.75 |
223.00 |
-1.75 |
351 |
2,807 |
+308 |
Mar17 |
160615 |
241.00 |
241.00 |
235.00 |
235.00 |
-2.50 |
12 |
181 |
+10 |
Total Volume and Open Interest |
1,172 |
10,040 |
-48 |
Rough Rice(CBOT) |
Jul16 |
160615 |
11.31 |
11.63 |
11.27 |
11.61 |
+0.32 |
342 |
4,782 |
-180 |
Sep16 |
160615 |
11.55 |
11.90 |
11.55 |
11.89 |
+0.32 |
270 |
4,092 |
+181 |
Nov16 |
160615 |
11.93 |
12.13 |
11.93 |
12.13 |
+0.32 |
5 |
777 |
+5 |
Jan17 |
160615 |
12.35 |
12.35 |
12.35 |
12.35 |
+0.33 |
0 |
95 |
+0 |
Total Volume and Open Interest |
617 |
9,788 |
+6 |
Live Cattle(CME) |
Jun16 |
160615 |
119.000 |
119.000 |
117.000 |
117.285 |
-1.765 |
2,866 |
15,213 |
-989 |
Aug16 |
160615 |
114.750 |
114.900 |
113.135 |
113.580 |
-1.420 |
20,361 |
122,093 |
+1,773 |
Oct16 |
160615 |
114.730 |
114.785 |
113.050 |
113.535 |
-1.315 |
8,902 |
58,518 |
+117 |
Dec16 |
160615 |
115.700 |
115.700 |
114.135 |
114.430 |
-1.250 |
7,531 |
35,179 |
-117 |
Feb17 |
160615 |
115.350 |
115.450 |
113.950 |
114.450 |
-1.050 |
2,685 |
10,116 |
+129 |
Apr17 |
160615 |
114.830 |
114.830 |
113.300 |
113.885 |
-1.000 |
811 |
6,263 |
-7 |
Total Volume and Open Interest |
43,318 |
249,718 |
+948 |
Feeder Cattle(CME) |
Aug16 |
160615 |
142.100 |
142.200 |
140.000 |
140.250 |
-1.900 |
5,617 |
25,331 |
+141 |
Sep16 |
160615 |
140.830 |
141.035 |
139.080 |
139.435 |
-1.500 |
1,781 |
4,546 |
+90 |
Oct16 |
160615 |
139.450 |
139.550 |
137.850 |
138.130 |
-1.320 |
1,356 |
4,718 |
+108 |
Nov16 |
160615 |
135.700 |
136.285 |
134.535 |
134.985 |
-1.395 |
772 |
4,193 |
-5 |
Jan17 |
160615 |
131.000 |
131.500 |
129.985 |
130.035 |
-1.415 |
190 |
765 |
+25 |
Mar17 |
160615 |
128.550 |
128.550 |
127.300 |
127.330 |
-1.470 |
104 |
238 |
-2 |
Apr17 |
160615 |
127.330 |
127.330 |
127.285 |
127.285 |
-0.790 |
5 |
21 |
-4 |
Total Volume and Open Interest |
9,825 |
39,814 |
+353 |
Lean Hogs(CME) |
Jul16 |
160615 |
88.680 |
88.830 |
86.785 |
86.830 |
-1.250 |
21,132 |
45,256 |
-5,533 |
Aug16 |
160615 |
89.750 |
90.430 |
88.730 |
88.800 |
-0.530 |
21,473 |
90,676 |
+3,852 |
Oct16 |
160615 |
74.180 |
74.800 |
73.885 |
74.150 |
+0.350 |
7,845 |
55,210 |
+1,952 |
Dec16 |
160615 |
65.650 |
67.250 |
65.650 |
66.885 |
+1.250 |
4,491 |
37,243 |
+723 |
Feb17 |
160615 |
68.535 |
69.900 |
68.535 |
69.680 |
+1.145 |
2,159 |
16,588 |
+863 |
Apr17 |
160615 |
71.500 |
72.350 |
71.430 |
72.080 |
+0.580 |
1,034 |
8,115 |
+343 |
May17 |
160615 |
75.550 |
76.035 |
75.535 |
76.035 |
-0.065 |
6 |
121 |
+6 |
Jun17 |
160615 |
78.980 |
79.650 |
78.980 |
79.650 |
+0.365 |
16 |
787 |
+12 |
Total Volume and Open Interest |
61,460 |
264,480 |
+1,017 |
Class III Milk(CME) |
Jun16 |
160615 |
13.28 |
13.31 |
13.25 |
13.28 |
unch |
332 |
4,445 |
-103 |
Jul16 |
160615 |
15.00 |
15.49 |
14.77 |
15.38 |
+0.46 |
671 |
5,328 |
+61 |
Aug16 |
160615 |
15.99 |
16.24 |
15.60 |
16.17 |
+0.22 |
440 |
4,692 |
+104 |
Sep16 |
160615 |
16.30 |
16.36 |
15.90 |
16.27 |
+0.03 |
358 |
3,672 |
+82 |
Oct16 |
160615 |
16.20 |
16.40 |
15.93 |
16.17 |
unch |
231 |
3,023 |
+30 |
Nov16 |
160615 |
16.02 |
16.20 |
15.80 |
16.04 |
+0.06 |
167 |
2,812 |
+56 |
Dec16 |
160615 |
15.70 |
15.97 |
15.62 |
15.75 |
-0.03 |
138 |
2,574 |
+60 |
Jan17 |
160615 |
15.65 |
15.75 |
15.55 |
15.60 |
-0.05 |
19 |
962 |
+7 |
Feb17 |
160615 |
15.77 |
15.80 |
15.65 |
15.70 |
-0.07 |
4 |
843 |
+4 |
Mar17 |
160615 |
15.80 |
15.88 |
15.67 |
15.79 |
unch |
9 |
739 |
+4 |
Apr17 |
160615 |
15.90 |
15.91 |
15.89 |
15.91 |
+0.01 |
1 |
630 |
+1 |
May17 |
160615 |
15.92 |
15.93 |
15.90 |
15.90 |
-0.02 |
4 |
443 |
+4 |
Jun17 |
160615 |
15.88 |
15.94 |
15.86 |
15.86 |
unch |
1 |
405 |
+1 |
Total Volume and Open Interest |
2,414 |
31,356 |
+327 |
Cocoa(ICE) |
Jul16 |
160615 |
3150 |
3174 |
3150 |
3160 |
+15 |
6,942 |
10,247 |
-6,716 |
Sep16 |
160615 |
3115 |
3128 |
3108 |
3116 |
+12 |
20,983 |
89,784 |
+2,978 |
Dec16 |
160615 |
3092 |
3101 |
3084 |
3091 |
+12 |
5,595 |
49,443 |
+599 |
Mar17 |
160615 |
3062 |
3073 |
3054 |
3060 |
+12 |
2,572 |
33,499 |
+363 |
May17 |
160615 |
3051 |
3058 |
3040 |
3046 |
+13 |
307 |
6,026 |
+66 |
Jul17 |
160615 |
3040 |
3040 |
3030 |
3035 |
+15 |
40 |
2,227 |
+11 |
Sep17 |
160615 |
3025 |
3029 |
3022 |
3027 |
+17 |
5 |
3,022 |
+2 |
Total Volume and Open Interest |
36,444 |
197,102 |
-2,697 |
Coffee "C"(ICE) |
Jul16 |
160615 |
134.70 |
138.55 |
134.50 |
138.20 |
+3.10 |
29,076 |
38,112 |
-8,228 |
Sep16 |
160615 |
136.10 |
140.50 |
136.10 |
140.10 |
+3.05 |
32,783 |
81,337 |
+5,545 |
Dec16 |
160615 |
138.85 |
143.05 |
138.85 |
142.70 |
+2.95 |
8,301 |
36,532 |
+997 |
Mar17 |
160615 |
141.60 |
145.45 |
141.60 |
145.15 |
+2.85 |
2,731 |
14,184 |
+83 |
May17 |
160615 |
145.00 |
146.60 |
145.00 |
146.45 |
+2.85 |
513 |
7,154 |
-13 |
Jul17 |
160615 |
146.75 |
147.80 |
146.70 |
147.80 |
+2.85 |
309 |
2,698 |
+23 |
Total Volume and Open Interest |
74,388 |
187,166 |
-1,525 |
Orange Juice(ICE) |
Jul16 |
160615 |
163.40 |
163.40 |
160.10 |
162.40 |
-1.35 |
850 |
9,499 |
-437 |
Sep16 |
160615 |
164.75 |
164.75 |
161.00 |
163.25 |
-1.25 |
450 |
6,284 |
+341 |
Nov16 |
160615 |
164.80 |
164.80 |
161.35 |
163.50 |
-1.30 |
46 |
1,673 |
-11 |
Jan17 |
160615 |
161.50 |
163.30 |
161.50 |
163.30 |
-1.35 |
72 |
425 |
+28 |
Mar17 |
160615 |
162.95 |
163.40 |
162.95 |
163.40 |
-0.65 |
0 |
6 |
+0 |
May17 |
160615 |
162.60 |
162.60 |
162.60 |
162.60 |
-0.60 |
|
|
|
Total Volume and Open Interest |
1,418 |
17,887 |
-79 |
Sugar #11(ICE) |
Jul16 |
160615 |
19.34 |
19.80 |
19.29 |
19.76 |
+0.42 |
85,892 |
205,347 |
-22,490 |
Oct16 |
160615 |
19.42 |
19.87 |
19.37 |
19.85 |
+0.43 |
76,132 |
429,441 |
+30,137 |
Mar17 |
160615 |
19.45 |
19.94 |
19.45 |
19.93 |
+0.37 |
20,886 |
177,189 |
+5,753 |
May17 |
160615 |
18.82 |
19.11 |
18.74 |
19.09 |
+0.29 |
7,077 |
41,324 |
+615 |
Jul17 |
160615 |
18.20 |
18.44 |
18.10 |
18.44 |
+0.28 |
4,670 |
33,988 |
+47 |
Oct17 |
160615 |
17.85 |
18.14 |
17.80 |
18.13 |
+0.30 |
2,127 |
27,597 |
+739 |
Mar18 |
160615 |
17.65 |
17.99 |
17.63 |
17.99 |
+0.34 |
340 |
11,744 |
+172 |
May18 |
160615 |
17.42 |
17.54 |
17.40 |
17.53 |
+0.35 |
50 |
3,527 |
+40 |
Total Volume and Open Interest |
197,229 |
937,510 |
+15,055 |
London Cocoa(LCE) |
Jul16 |
160615 |
2308 |
2330 |
2304 |
2325 |
+17 |
11,343 |
82,146 |
-4,305 |
Sep16 |
160615 |
2294 |
2301 |
2287 |
2297 |
+5 |
10,894 |
66,459 |
+1,195 |
Dec16 |
160615 |
2242 |
2247 |
2237 |
2245 |
+4 |
6,905 |
59,902 |
+1,136 |
Mar17 |
160615 |
2199 |
2206 |
2198 |
2204 |
+3 |
3,889 |
43,382 |
+159 |
May17 |
160615 |
2188 |
2193 |
2188 |
2192 |
+2 |
298 |
12,157 |
+74 |
Jul17 |
160615 |
2184 |
2186 |
2183 |
2185 |
+2 |
45 |
2,066 |
+16 |
Sep17 |
160615 |
2177 |
2179 |
2177 |
2178 |
+2 |
0 |
607 |
+0 |
Total Volume and Open Interest |
33,374 |
266,945 |
-1,725 |
London Sugar(LCE) |
Aug16 |
160615 |
526.10 |
536.20 |
525.50 |
535.00 |
+8.90 |
3,415 |
46,663 |
-818 |
Oct16 |
160615 |
524.10 |
535.00 |
524.10 |
534.20 |
+9.10 |
1,606 |
24,325 |
+389 |
Dec16 |
160615 |
523.70 |
533.00 |
523.50 |
532.50 |
+8.20 |
463 |
14,689 |
+96 |
Mar17 |
160615 |
521.00 |
531.00 |
521.00 |
530.70 |
+7.40 |
317 |
11,057 |
+3 |
May17 |
160615 |
512.40 |
520.90 |
512.10 |
520.70 |
+7.00 |
97 |
2,792 |
+35 |
Total Volume and Open Interest |
5,970 |
103,043 |
-279 |
Cotton(ICE) |
Jul16 |
160615 |
63.22 |
63.49 |
62.52 |
62.60 |
-0.44 |
19,219 |
42,276 |
-8,824 |
Oct16 |
160615 |
64.26 |
64.67 |
64.06 |
64.33 |
+0.19 |
77 |
102 |
+16 |
Dec16 |
160615 |
64.10 |
64.22 |
63.54 |
63.62 |
-0.29 |
22,728 |
136,150 |
+5,087 |
Mar17 |
160615 |
64.92 |
64.92 |
64.18 |
64.27 |
-0.35 |
2,156 |
17,176 |
+925 |
May17 |
160615 |
65.12 |
65.17 |
64.59 |
64.66 |
-0.42 |
333 |
2,987 |
-67 |
Jul17 |
160615 |
65.49 |
65.57 |
65.05 |
65.09 |
-0.40 |
175 |
2,743 |
-33 |
Total Volume and Open Interest |
44,855 |
205,384 |
-2,844 |
Lumber(CME) |
Jul16 |
160615 |
298.2 |
299.7 |
295.3 |
297.9 |
+0.5 |
284 |
2,907 |
-39 |
Sep16 |
160615 |
305.9 |
308.1 |
303.2 |
306.2 |
+0.6 |
106 |
2,098 |
+52 |
Nov16 |
160615 |
304.4 |
306.4 |
304.4 |
306.4 |
-1.1 |
4 |
97 |
-2 |
Jan17 |
160615 |
311.1 |
311.4 |
311.1 |
311.4 |
-6.6 |
0 |
20 |
+0 |
Total Volume and Open Interest |
394 |
5,161 |
+11 |
Crude Oil(NYM) |
Jul16 |
160615 |
47.90 |
48.72 |
47.28 |
48.01 |
-0.48 |
506,036 |
238,975 |
-18,356 |
Aug16 |
160615 |
48.47 |
49.23 |
47.79 |
48.50 |
-0.56 |
204,415 |
374,730 |
+27,932 |
Sep16 |
160615 |
48.95 |
49.68 |
48.27 |
48.95 |
-0.61 |
95,676 |
223,343 |
+17,634 |
Oct16 |
160615 |
49.41 |
50.06 |
48.69 |
49.35 |
-0.64 |
24,222 |
90,136 |
+801 |
Nov16 |
160615 |
49.81 |
50.41 |
49.11 |
49.75 |
-0.66 |
18,922 |
75,348 |
+2,849 |
Dec16 |
160615 |
50.17 |
50.78 |
49.44 |
50.09 |
-0.67 |
47,294 |
231,781 |
+519 |
Jan17 |
160615 |
50.36 |
50.85 |
49.73 |
50.34 |
-0.67 |
8,403 |
42,733 |
+933 |
Feb17 |
160615 |
50.53 |
50.98 |
50.27 |
50.52 |
-0.67 |
6,175 |
28,824 |
+1,000 |
Mar17 |
160615 |
50.70 |
51.16 |
50.39 |
50.66 |
-0.67 |
10,410 |
62,520 |
+3,290 |
Apr17 |
160615 |
50.80 |
51.34 |
50.20 |
50.75 |
-0.65 |
2,259 |
17,199 |
-48 |
May17 |
160615 |
50.84 |
51.39 |
50.27 |
50.81 |
-0.63 |
2,182 |
17,122 |
+378 |
Jun17 |
160615 |
50.89 |
51.47 |
50.25 |
50.86 |
-0.61 |
10,951 |
73,448 |
+89 |
Jul17 |
160615 |
50.89 |
51.45 |
50.89 |
50.89 |
-0.60 |
1,284 |
16,156 |
+319 |
Aug17 |
160615 |
50.94 |
51.00 |
50.94 |
50.94 |
-0.58 |
386 |
11,722 |
-188 |
Sep17 |
160615 |
51.35 |
51.41 |
50.98 |
51.02 |
-0.56 |
953 |
27,435 |
+31 |
Oct17 |
160615 |
51.13 |
51.13 |
51.13 |
51.13 |
-0.54 |
191 |
9,377 |
+6 |
Total Volume and Open Interest |
954,809 |
1,795,643 |
+37,552 |
e-miNY Crude Oil(NYM) |
Jul16 |
160615 |
47.850 |
48.725 |
47.275 |
48.000 |
-0.500 |
8,859 |
1,792 |
+277 |
Aug16 |
160615 |
48.475 |
49.250 |
47.825 |
48.500 |
-0.550 |
699 |
585 |
+78 |
Sep16 |
160615 |
48.850 |
49.425 |
48.425 |
48.950 |
-0.600 |
61 |
184 |
+2 |
Oct16 |
160615 |
49.300 |
49.725 |
48.700 |
49.350 |
-0.650 |
9 |
70 |
-1 |
Nov16 |
160615 |
50.125 |
50.325 |
49.200 |
49.750 |
-0.650 |
2 |
17 |
-1 |
Dec16 |
160615 |
50.100 |
50.750 |
49.875 |
50.100 |
-0.650 |
13 |
298 |
-3 |
Jan17 |
160615 |
50.350 |
50.350 |
50.350 |
50.350 |
-0.650 |
1 |
12 |
+0 |
Feb17 |
160615 |
50.525 |
50.850 |
50.525 |
50.525 |
-0.675 |
1 |
10 |
-1 |
Mar17 |
160615 |
50.650 |
50.650 |
50.650 |
50.650 |
-0.675 |
0 |
12 |
+0 |
Apr17 |
160615 |
50.750 |
50.750 |
50.750 |
50.750 |
-0.650 |
|
|
|
Total Volume and Open Interest |
9,647 |
3,130 |
+351 |
NY Harbor ULSD(NYM) |
Jul16 |
160615 |
148.56 |
150.24 |
146.36 |
147.78 |
-2.42 |
52,466 |
89,207 |
-6,348 |
Aug16 |
160615 |
149.98 |
150.95 |
147.08 |
148.52 |
-2.41 |
25,038 |
64,263 |
+1,641 |
Sep16 |
160615 |
150.48 |
152.17 |
148.41 |
149.84 |
-2.34 |
17,703 |
57,519 |
+2,378 |
Oct16 |
160615 |
151.53 |
153.52 |
149.95 |
151.29 |
-2.23 |
8,654 |
31,615 |
+407 |
Nov16 |
160615 |
153.23 |
154.94 |
151.54 |
152.76 |
-2.17 |
5,593 |
23,831 |
-140 |
Dec16 |
160615 |
154.26 |
156.17 |
152.70 |
154.04 |
-2.15 |
8,688 |
53,865 |
-793 |
Jan17 |
160615 |
156.00 |
157.38 |
154.19 |
155.37 |
-2.14 |
2,809 |
18,084 |
+186 |
Feb17 |
160615 |
155.79 |
158.25 |
155.79 |
156.27 |
-2.09 |
2,703 |
8,525 |
+93 |
Mar17 |
160615 |
156.24 |
158.55 |
156.15 |
156.53 |
-2.03 |
2,844 |
13,347 |
+1,018 |
Apr17 |
160615 |
155.87 |
156.92 |
155.13 |
155.92 |
-1.94 |
1,376 |
4,565 |
+476 |
May17 |
160615 |
155.97 |
156.78 |
155.34 |
155.60 |
-1.87 |
558 |
2,734 |
+22 |
Jun17 |
160615 |
156.00 |
157.43 |
154.50 |
155.57 |
-1.83 |
1,212 |
16,163 |
+43 |
Jul17 |
160615 |
156.04 |
156.04 |
156.04 |
156.04 |
-1.80 |
205 |
1,959 |
+11 |
Aug17 |
160615 |
156.75 |
156.75 |
156.75 |
156.75 |
-1.78 |
340 |
1,098 |
+158 |
Total Volume and Open Interest |
131,189 |
413,544 |
-404 |
RBOB Gasoline(NYM) |
Jul16 |
160615 |
149.01 |
152.03 |
147.38 |
150.14 |
-1.99 |
69,457 |
85,238 |
-11,239 |
Aug16 |
160615 |
150.35 |
153.39 |
148.86 |
151.52 |
-1.89 |
53,073 |
81,753 |
+6,121 |
Sep16 |
160615 |
150.62 |
153.54 |
149.35 |
151.76 |
-1.79 |
41,770 |
68,333 |
+2,084 |
Oct16 |
160615 |
140.29 |
142.90 |
139.24 |
141.14 |
-1.68 |
20,203 |
44,391 |
-1,163 |
Nov16 |
160615 |
138.43 |
140.82 |
137.23 |
139.13 |
-1.51 |
10,832 |
29,630 |
-987 |
Dec16 |
160615 |
136.33 |
139.11 |
135.65 |
137.42 |
-1.49 |
11,785 |
40,334 |
-674 |
Jan17 |
160615 |
137.17 |
139.11 |
135.82 |
137.45 |
-1.52 |
1,723 |
11,549 |
+306 |
Feb17 |
160615 |
137.42 |
139.39 |
137.33 |
138.57 |
-1.60 |
377 |
2,674 |
+26 |
Mar17 |
160615 |
139.28 |
141.52 |
139.19 |
140.32 |
-1.67 |
665 |
4,938 |
+245 |
Apr17 |
160615 |
162.27 |
162.89 |
161.13 |
161.76 |
-1.76 |
752 |
4,097 |
+214 |
Total Volume and Open Interest |
213,761 |
405,670 |
-5,003 |
e-miNY RBOB Gasoline(NYM) |
Jul16 |
160615 |
150.10 |
150.14 |
150.10 |
150.10 |
-2.00 |
0 |
1 |
+0 |
Aug16 |
160615 |
151.50 |
151.52 |
151.50 |
151.50 |
-1.90 |
|
|
|
Sep16 |
160615 |
151.80 |
151.80 |
151.76 |
151.80 |
-1.80 |
|
|
|
Oct16 |
160615 |
141.10 |
141.14 |
141.10 |
141.10 |
-1.70 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Jul16 |
160615 |
2.607 |
2.634 |
2.586 |
2.595 |
-0.009 |
163,311 |
165,174 |
-25,441 |
Aug16 |
160615 |
2.657 |
2.690 |
2.642 |
2.652 |
-0.014 |
79,875 |
154,838 |
+15,706 |
Sep16 |
160615 |
2.687 |
2.715 |
2.668 |
2.677 |
-0.014 |
65,431 |
191,130 |
+15,457 |
Oct16 |
160615 |
2.735 |
2.765 |
2.720 |
2.727 |
-0.016 |
41,355 |
118,619 |
+3,214 |
Nov16 |
160615 |
2.888 |
2.908 |
2.863 |
2.873 |
-0.020 |
16,464 |
64,220 |
+968 |
Dec16 |
160615 |
3.126 |
3.142 |
3.100 |
3.108 |
-0.031 |
11,104 |
49,864 |
+589 |
Jan17 |
160615 |
3.256 |
3.272 |
3.228 |
3.238 |
-0.030 |
24,801 |
94,381 |
-772 |
Feb17 |
160615 |
3.245 |
3.262 |
3.224 |
3.229 |
-0.032 |
6,374 |
23,202 |
+764 |
Mar17 |
160615 |
3.204 |
3.216 |
3.182 |
3.187 |
-0.032 |
16,415 |
57,495 |
+3,334 |
Apr17 |
160615 |
2.951 |
2.960 |
2.931 |
2.936 |
-0.028 |
9,640 |
48,733 |
+1,157 |
May17 |
160615 |
2.915 |
2.932 |
2.901 |
2.910 |
-0.025 |
4,382 |
20,467 |
+216 |
Jun17 |
160615 |
2.941 |
2.958 |
2.934 |
2.940 |
-0.021 |
1,393 |
7,329 |
+88 |
Jul17 |
160615 |
2.982 |
2.995 |
2.966 |
2.977 |
-0.020 |
1,202 |
8,105 |
+200 |
Aug17 |
160615 |
2.988 |
3.001 |
2.977 |
2.984 |
-0.019 |
2,221 |
8,735 |
+1,205 |
Sep17 |
160615 |
2.977 |
2.977 |
2.958 |
2.958 |
-0.022 |
978 |
4,074 |
+208 |
Oct17 |
160615 |
2.989 |
2.995 |
2.965 |
2.974 |
-0.029 |
2,495 |
12,035 |
+353 |
Total Volume and Open Interest |
450,914 |
1,078,519 |
+18,429 |
Brent Crude Oil(ICE) |
Aug16 |
160615 |
49.22 |
49.80 |
48.39 |
48.97 |
-0.86 |
208,806 |
353,121 |
-17,207 |
Sep16 |
160615 |
49.74 |
50.36 |
48.95 |
49.53 |
-0.80 |
106,656 |
362,982 |
+18,489 |
Oct16 |
160615 |
50.09 |
50.69 |
49.32 |
49.88 |
-0.79 |
36,346 |
165,280 |
+5,635 |
Nov16 |
160615 |
50.39 |
50.98 |
49.66 |
50.20 |
-0.78 |
31,306 |
155,537 |
+821 |
Dec16 |
160615 |
50.78 |
51.35 |
50.05 |
50.60 |
-0.75 |
64,595 |
371,195 |
+7,353 |
Jan17 |
160615 |
51.01 |
51.62 |
50.44 |
50.89 |
-0.72 |
8,989 |
71,650 |
+1,613 |
Feb17 |
160615 |
51.22 |
51.83 |
50.59 |
51.11 |
-0.71 |
2,482 |
56,277 |
+29 |
Mar17 |
160615 |
51.43 |
51.98 |
50.81 |
51.33 |
-0.70 |
5,681 |
61,256 |
-113 |
Apr17 |
160615 |
51.64 |
52.15 |
51.25 |
51.51 |
-0.69 |
1,146 |
20,022 |
-192 |
May17 |
160615 |
51.56 |
52.19 |
51.44 |
51.69 |
-0.68 |
961 |
22,122 |
+79 |
Jun17 |
160615 |
51.92 |
52.55 |
51.35 |
51.88 |
-0.66 |
11,480 |
94,889 |
-26 |
Jul17 |
160615 |
52.00 |
52.27 |
51.97 |
52.07 |
-0.65 |
901 |
17,503 |
+55 |
Aug17 |
160615 |
52.24 |
52.24 |
52.24 |
52.24 |
-0.64 |
817 |
15,108 |
+307 |
Sep17 |
160615 |
52.75 |
53.00 |
52.36 |
52.36 |
-0.64 |
929 |
29,342 |
-74 |
Total Volume and Open Interest |
511,915 |
2,235,219 |
+20,322 |
Gas Oil(ICE) |
Jul16 |
160615 |
439.75 |
444.75 |
433.50 |
441.00 |
-2.50 |
53,586 |
126,214 |
-7,215 |
Aug16 |
160615 |
441.00 |
447.75 |
436.25 |
444.00 |
-2.25 |
42,371 |
142,166 |
+5,947 |
Sep16 |
160615 |
445.75 |
451.00 |
440.25 |
447.50 |
-2.00 |
14,981 |
63,534 |
+1,151 |
Oct16 |
160615 |
449.50 |
454.75 |
444.25 |
451.50 |
-2.00 |
8,021 |
46,677 |
+1,455 |
Nov16 |
160615 |
452.25 |
457.00 |
447.50 |
454.25 |
-1.75 |
4,403 |
34,515 |
+376 |
Dec16 |
160615 |
454.25 |
459.25 |
449.25 |
456.25 |
-1.50 |
12,367 |
102,129 |
+470 |
Jan17 |
160615 |
457.00 |
461.75 |
452.50 |
459.00 |
-1.50 |
2,706 |
23,901 |
-341 |
Feb17 |
160615 |
459.75 |
464.50 |
455.25 |
461.75 |
-1.50 |
969 |
13,937 |
+348 |
Mar17 |
160615 |
461.75 |
466.25 |
458.00 |
464.00 |
-1.25 |
523 |
22,111 |
-58 |
Apr17 |
160615 |
463.75 |
467.50 |
460.50 |
466.00 |
-1.25 |
337 |
10,199 |
-1 |
Total Volume and Open Interest |
144,693 |
738,359 |
+2,466 |
Ethanol(CBOT) |
Jul16 |
160615 |
1.719 |
1.735 |
1.684 |
1.687 |
-0.048 |
452 |
1,949 |
-180 |
Aug16 |
160615 |
1.712 |
1.714 |
1.663 |
1.667 |
-0.045 |
286 |
652 |
+92 |
Sep16 |
160615 |
1.646 |
1.675 |
1.646 |
1.646 |
-0.045 |
209 |
634 |
+43 |
Oct16 |
160615 |
1.618 |
1.626 |
1.618 |
1.618 |
-0.045 |
47 |
225 |
+5 |
Nov16 |
160615 |
1.590 |
1.600 |
1.590 |
1.590 |
-0.045 |
42 |
310 |
+17 |
Dec16 |
160615 |
1.565 |
1.565 |
1.565 |
1.565 |
-0.042 |
35 |
1,131 |
+5 |
Jan17 |
160615 |
1.544 |
1.544 |
1.544 |
1.544 |
-0.042 |
20 |
125 |
+12 |
Feb17 |
160615 |
1.541 |
1.541 |
1.541 |
1.541 |
-0.042 |
0 |
18 |
+0 |
Total Volume and Open Interest |
1,091 |
5,044 |
-6 |
WTI Crude Oil(ICE) |
Jul16 |
160615 |
47.84 |
48.72 |
47.28 |
48.01 |
-0.48 |
31,055 |
47,925 |
-3,389 |
Aug16 |
160615 |
48.40 |
49.23 |
47.81 |
48.50 |
-0.56 |
43,359 |
56,745 |
+6,129 |
Sep16 |
160615 |
48.90 |
49.63 |
48.29 |
48.95 |
-0.61 |
19,633 |
39,500 |
+479 |
Oct16 |
160615 |
49.32 |
50.04 |
48.75 |
49.35 |
-0.64 |
8,688 |
15,548 |
+581 |
Nov16 |
160615 |
49.74 |
50.43 |
49.16 |
49.75 |
-0.66 |
7,535 |
17,595 |
+1,470 |
Dec16 |
160615 |
50.09 |
50.79 |
49.49 |
50.09 |
-0.67 |
13,047 |
80,928 |
-1,056 |
Jan17 |
160615 |
50.02 |
50.93 |
50.02 |
50.34 |
-0.67 |
1,247 |
8,112 |
+166 |
Feb17 |
160615 |
50.52 |
50.52 |
50.52 |
50.52 |
-0.67 |
433 |
6,021 |
+148 |
Mar17 |
160615 |
51.07 |
51.08 |
50.36 |
50.66 |
-0.67 |
528 |
6,098 |
-73 |
Apr17 |
160615 |
50.75 |
50.75 |
50.75 |
50.75 |
-0.65 |
478 |
2,815 |
+52 |
May17 |
160615 |
50.81 |
50.81 |
50.81 |
50.81 |
-0.63 |
146 |
1,456 |
-83 |
Jun17 |
160615 |
50.69 |
51.25 |
50.57 |
50.86 |
-0.61 |
1,335 |
30,031 |
-294 |
Jul17 |
160615 |
50.89 |
50.89 |
50.89 |
50.89 |
-0.60 |
42 |
1,690 |
-8 |
Aug17 |
160615 |
50.94 |
50.94 |
50.94 |
50.94 |
-0.58 |
39 |
624 |
-5 |
Sep17 |
160615 |
51.02 |
51.02 |
51.02 |
51.02 |
-0.56 |
86 |
4,506 |
-10 |
Oct17 |
160615 |
51.13 |
51.13 |
51.13 |
51.13 |
-0.54 |
72 |
1,251 |
+15 |
Total Volume and Open Interest |
131,897 |
422,204 |
+5,222 |
US Dollar Index(ICE) |
Sep16 |
160615 |
95.020 |
95.150 |
94.415 |
94.680 |
-0.360 |
27,756 |
48,314 |
+1,755 |
Dec16 |
160615 |
95.125 |
95.130 |
94.470 |
94.735 |
-0.365 |
180 |
1,590 |
+68 |
Mar17 |
160615 |
95.115 |
95.175 |
94.560 |
94.820 |
-0.380 |
61 |
867 |
+61 |
Total Volume and Open Interest |
27,997 |
50,771 |
-16,629 |
Australian Dollar(CME) |
Sep16 |
160615 |
73.22 |
74.21 |
73.08 |
73.86 |
+0.55 |
84,042 |
75,127 |
+507 |
Dec16 |
160615 |
73.12 |
73.95 |
72.88 |
73.64 |
+0.55 |
15 |
416 |
+4 |
Mar17 |
160615 |
73.45 |
73.45 |
73.45 |
73.45 |
+0.54 |
0 |
11 |
+0 |
Total Volume and Open Interest |
84,057 |
75,554 |
-40,352 |
British Pound(CME) |
Sep16 |
160615 |
141.18 |
142.31 |
141.16 |
141.85 |
+0.73 |
215,254 |
202,128 |
-789 |
Dec16 |
160615 |
141.57 |
142.37 |
141.55 |
141.97 |
+0.72 |
91 |
489 |
+18 |
Mar17 |
160615 |
142.13 |
142.53 |
141.66 |
142.13 |
+0.73 |
12 |
98 |
+9 |
Total Volume and Open Interest |
215,357 |
202,740 |
-70,185 |
Canadian Dollar(CME) |
Sep16 |
160615 |
77.71 |
77.98 |
77.26 |
77.42 |
-0.39 |
60,035 |
112,238 |
+3,780 |
Dec16 |
160615 |
77.82 |
77.97 |
77.30 |
77.44 |
-0.38 |
190 |
3,639 |
+40 |
Mar17 |
160615 |
77.50 |
77.99 |
77.32 |
77.47 |
-0.38 |
45 |
232 |
+16 |
Jun17 |
160615 |
77.51 |
78.42 |
77.41 |
77.51 |
-0.38 |
4 |
106 |
+0 |
Total Volume and Open Interest |
69,371 |
176,725 |
+700 |
Japanese Yen(CME) |
Sep16 |
160615 |
94.65 |
95.19 |
94.32 |
94.66 |
-0.04 |
156,086 |
138,297 |
+1,804 |
Dec16 |
160615 |
94.83 |
95.53 |
94.69 |
95.01 |
-0.05 |
139 |
434 |
+35 |
Mar17 |
160615 |
95.22 |
95.70 |
95.22 |
95.40 |
-0.06 |
0 |
31 |
+0 |
Total Volume and Open Interest |
156,225 |
138,869 |
-59,115 |
Swiss Franc(CME) |
Sep16 |
160615 |
104.30 |
104.80 |
104.01 |
104.59 |
+0.25 |
22,286 |
44,906 |
-928 |
Dec16 |
160615 |
104.71 |
105.33 |
104.59 |
105.14 |
+0.24 |
0 |
41 |
+0 |
Mar17 |
160615 |
105.71 |
105.71 |
105.23 |
105.71 |
+0.26 |
|
|
|
Total Volume and Open Interest |
22,286 |
44,962 |
-24,752 |
EuroFX(CME) |
Sep16 |
160615 |
112.45 |
113.38 |
112.28 |
113.03 |
+0.61 |
152,536 |
318,660 |
+5,568 |
Dec16 |
160615 |
112.88 |
113.72 |
112.67 |
113.41 |
+0.60 |
145 |
1,805 |
-17 |
Mar17 |
160615 |
113.78 |
114.04 |
113.10 |
113.81 |
+0.60 |
77 |
1,234 |
-28 |
Total Volume and Open Interest |
152,760 |
322,191 |
-59,151 |
Mexican Peso(CME) |
Jul16 |
160615 |
528.88 |
528.88 |
528.88 |
528.88 |
+3.13 |
|
|
|
Aug16 |
160615 |
527.25 |
527.25 |
527.25 |
527.25 |
+3.00 |
|
|
|
Total Volume and Open Interest |
43,108 |
113,271 |
-20,514 |
Brazilian Real(CME) |
Jul16 |
160615 |
284.55 |
289.00 |
284.55 |
287.60 |
+2.95 |
565 |
25,058 |
+331 |
Aug16 |
160615 |
284.80 |
286.40 |
283.75 |
285.40 |
+3.00 |
0 |
75 |
+0 |
Sep16 |
160615 |
280.00 |
282.80 |
280.00 |
282.70 |
+3.05 |
1 |
3,409 |
+0 |
Oct16 |
160615 |
280.40 |
280.40 |
280.40 |
280.40 |
+2.80 |
|
|
|
Total Volume and Open Interest |
566 |
28,572 |
+331 |
30-Year T-Bonds(CBOT) |
Jun16 |
160615 |
170~120 |
171~040 |
169~290 |
170~210 |
+0~090 |
1,705 |
6,196 |
-1,259 |
Sep16 |
160615 |
168~310 |
169~240 |
168~140 |
169~070 |
+0~090 |
219,632 |
578,211 |
+3,312 |
Dec16 |
160615 |
167~310 |
167~310 |
167~310 |
167~310 |
+0~090 |
0 |
7 |
+0 |
Total Volume and Open Interest |
221,337 |
584,414 |
+2,053 |
10-Year T-Notes(CBOT) |
Jun16 |
160615 |
131~215 |
132~045 |
131~165 |
131~315 |
+0~085 |
16,567 |
71,322 |
-6,733 |
Sep16 |
160615 |
131~245 |
132~090 |
131~180 |
132~025 |
+0~095 |
1,102,541 |
2,670,249 |
-988 |
Dec16 |
160615 |
131~155 |
131~155 |
131~115 |
131~115 |
+0~095 |
0 |
14 |
+0 |
Total Volume and Open Interest |
1,119,108 |
2,741,585 |
-7,721 |
5-Year T-Notes(CBOT) |
Jun16 |
160615 |
121~232 |
122~014 |
121~212 |
121~302 |
+0~056 |
2,925 |
86,398 |
-1,731 |
Sep16 |
160615 |
121~120 |
121~256 |
121~076 |
121~192 |
+0~062 |
561,755 |
2,503,673 |
-11,459 |
Dec16 |
160615 |
121~176 |
121~176 |
121~176 |
121~176 |
+0~062 |
|
|
|
Total Volume and Open Interest |
564,680 |
2,590,071 |
-13,190 |
2 Year T-Notes(CBOT) |
Jun16 |
160615 |
109~124 |
109~172 |
109~122 |
109~162 |
+0~022 |
3,070 |
13,027 |
-1,044 |
Sep16 |
160615 |
109~106 |
109~222 |
109~090 |
109~140 |
+0~030 |
246,107 |
1,001,379 |
+9,127 |
Dec16 |
160615 |
109~124 |
109~124 |
109~124 |
109~124 |
+0~030 |
|
|
|
Total Volume and Open Interest |
249,177 |
1,014,406 |
+8,083 |
Eurodollars(CME) |
Sep16 |
160615 |
99.265 |
99.310 |
99.250 |
99.290 |
+0.025 |
258,538 |
1,099,288 |
+2,477 |
Dec16 |
160615 |
99.180 |
99.250 |
99.160 |
99.220 |
+0.035 |
220,773 |
1,429,433 |
-7,574 |
Mar17 |
160615 |
99.140 |
99.215 |
99.110 |
99.180 |
+0.040 |
271,870 |
898,020 |
-15,190 |
Jun17 |
160615 |
99.095 |
99.180 |
99.065 |
99.135 |
+0.040 |
279,841 |
851,435 |
-48,516 |
Sep17 |
160615 |
99.050 |
99.145 |
99.020 |
99.090 |
+0.035 |
242,850 |
807,194 |
+17,840 |
Dec17 |
160615 |
99.000 |
99.090 |
98.965 |
99.035 |
+0.030 |
295,169 |
1,156,872 |
+29,294 |
Mar18 |
160615 |
98.965 |
99.060 |
98.930 |
99.000 |
+0.030 |
195,440 |
554,860 |
+16,532 |
Jun18 |
160615 |
98.925 |
99.015 |
98.890 |
98.955 |
+0.025 |
180,347 |
429,566 |
-10,596 |
Sep18 |
160615 |
98.885 |
98.975 |
98.845 |
98.915 |
+0.025 |
120,662 |
382,095 |
+7,116 |
Dec18 |
160615 |
98.830 |
98.925 |
98.800 |
98.865 |
+0.025 |
137,168 |
556,890 |
+7,742 |
Mar19 |
160615 |
98.790 |
98.885 |
98.760 |
98.830 |
+0.030 |
98,859 |
326,456 |
+4,113 |
Jun19 |
160615 |
98.740 |
98.835 |
98.715 |
98.780 |
+0.025 |
93,064 |
259,649 |
-4,680 |
Sep19 |
160615 |
98.695 |
98.785 |
98.665 |
98.730 |
+0.025 |
62,367 |
201,076 |
+2,321 |
Dec19 |
160615 |
98.640 |
98.715 |
98.605 |
98.670 |
+0.025 |
53,878 |
240,819 |
+2,899 |
Mar20 |
160615 |
98.595 |
98.670 |
98.565 |
98.625 |
+0.025 |
33,576 |
115,069 |
-981 |
Jun20 |
160615 |
98.540 |
98.615 |
98.510 |
98.570 |
+0.020 |
33,995 |
66,053 |
-6,536 |
Sep20 |
160615 |
98.490 |
98.555 |
98.460 |
98.515 |
+0.020 |
24,304 |
61,562 |
-2,871 |
Dec20 |
160615 |
98.430 |
98.490 |
98.400 |
98.455 |
+0.020 |
27,521 |
82,382 |
+2,765 |
Total Volume and Open Interest |
2,743,966 |
9,837,889 |
-1,068,078 |
Ultra T-Bond(CBOT) |
Jun16 |
160615 |
179~21 |
180~16 |
179~21 |
179~26 |
+0~03 |
1,565 |
18,444 |
-870 |
Sep16 |
160615 |
182~14 |
183~14 |
181~25 |
182~18 |
+0~04 |
73,314 |
598,998 |
+3,387 |
Dec16 |
160615 |
181~25 |
181~25 |
181~25 |
181~25 |
+0~04 |
|
|
|
Total Volume and Open Interest |
74,879 |
617,442 |
+2,517 |
Ultra 10-Yr T-Note(CBOT) |
Jun16 |
160615 |
143~070 |
143~150 |
143~070 |
143~150 |
+0~050 |
788 |
7,100 |
-744 |
Sep16 |
160615 |
143~315 |
144~165 |
143~215 |
144~070 |
+0~070 |
51,946 |
132,312 |
-3,254 |
Dec16 |
160615 |
144~070 |
144~070 |
144~070 |
144~070 |
+0~070 |
|
|
|
Total Volume and Open Interest |
52,734 |
139,412 |
-3,998 |
30 Day Federal Funds(CBOT) |
Jun16 |
160615 |
99.632 |
99.635 |
99.630 |
99.632 |
unch |
13,635 |
77,896 |
+2,557 |
Jul16 |
160615 |
99.630 |
99.635 |
99.625 |
99.630 |
unch |
39,647 |
236,256 |
+7,030 |
Aug16 |
160615 |
99.590 |
99.620 |
99.580 |
99.615 |
+0.025 |
38,511 |
238,492 |
+7,298 |
Sep16 |
160615 |
99.570 |
99.605 |
99.565 |
99.595 |
+0.020 |
7,491 |
49,908 |
+490 |
Oct16 |
160615 |
99.540 |
99.580 |
99.530 |
99.565 |
+0.020 |
15,705 |
129,683 |
+715 |
Nov16 |
160615 |
99.535 |
99.570 |
99.525 |
99.560 |
+0.025 |
3,926 |
43,862 |
-457 |
Total Volume and Open Interest |
145,821 |
969,095 |
+21,734 |
3-Mth Euro-Yen(CME) |
Sep16 |
160615 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec16 |
160615 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar17 |
160615 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Jun17 |
160615 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Sep17 |
160615 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec17 |
160615 |
99.995 |
99.995 |
99.995 |
99.995 |
unch |
|
|
|
Mar18 |
160615 |
99.855 |
99.855 |
99.855 |
99.855 |
unch |
|
|
|
Jun18 |
160615 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Sep18 |
160615 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
Dec18 |
160615 |
99.435 |
99.435 |
99.435 |
99.435 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep16 |
160615 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec16 |
160615 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
160615 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160615 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160615 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160615 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160615 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
160615 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep16 |
160615 |
152.48 |
152.74 |
152.46 |
152.73 |
+0.21 |
1,430 |
19,000 |
+250 |
Dec16 |
160615 |
152.73 |
152.73 |
152.73 |
152.73 |
+0.21 |
|
|
|
Mar17 |
160615 |
152.65 |
152.65 |
152.65 |
152.65 |
+0.21 |
|
|
|
Total Volume and Open Interest |
1,430 |
19,000 |
+250 |
Euro-Buxl(EUREX) |
Sep16 |
160615 |
187.96 |
189.32 |
187.24 |
188.58 |
-0.04 |
47,183 |
148,354 |
+7,131 |
Dec16 |
160615 |
188.14 |
188.14 |
188.14 |
188.14 |
-0.04 |
|
|
|
Mar17 |
160615 |
188.14 |
188.14 |
188.14 |
188.14 |
-0.04 |
|
|
|
Total Volume and Open Interest |
47,183 |
148,354 |
+7,131 |
Euro-Bund(EUREX) |
Sep16 |
160615 |
165.02 |
165.44 |
164.87 |
165.24 |
+0.03 |
555,897 |
1,610,942 |
+28,816 |
Dec16 |
160615 |
162.47 |
162.63 |
162.40 |
162.63 |
-0.01 |
23 |
62 |
+19 |
Mar17 |
160615 |
162.63 |
162.63 |
162.63 |
162.63 |
-0.01 |
|
|
|
Total Volume and Open Interest |
555,920 |
1,611,004 |
+28,835 |
Euro-Bobl(EUREX) |
Sep16 |
160615 |
132.95 |
133.10 |
132.93 |
133.04 |
+0.06 |
432,490 |
1,321,311 |
+35,607 |
Dec16 |
160615 |
131.07 |
131.07 |
131.07 |
131.07 |
+0.04 |
0 |
101 |
+0 |
Mar17 |
160615 |
131.07 |
131.07 |
131.07 |
131.07 |
+0.04 |
|
|
|
Total Volume and Open Interest |
432,490 |
1,321,412 |
+35,607 |
Euro-Schatz(EUREX) |
Sep16 |
160615 |
111.92 |
111.96 |
111.91 |
111.94 |
+0.01 |
167,916 |
1,045,166 |
-32,851 |
Dec16 |
160615 |
111.86 |
111.86 |
111.86 |
111.86 |
+0.01 |
0 |
187 |
-240 |
Mar17 |
160615 |
111.86 |
111.86 |
111.86 |
111.86 |
+0.01 |
|
|
|
Total Volume and Open Interest |
167,916 |
1,045,353 |
-33,091 |
3-Mth Euribor(EUREX) |
Jun16 |
160613 |
100.262 |
100.262 |
100.262 |
100.262 |
-0.003 |
0 |
11,735 |
+0 |
Sep16 |
160615 |
100.270 |
100.270 |
100.270 |
100.270 |
unch |
14 |
4,720 |
-1,091 |
Dec16 |
160615 |
100.280 |
100.285 |
100.280 |
100.285 |
unch |
0 |
3,099 |
+0 |
Total Volume and Open Interest |
36 |
100,333 |
+35,159 |
Long Gilt(LIFFE) |
Jun16 |
160615 |
123~14 |
123~32 |
123~13 |
123~32 |
+0~04 |
551 |
38,187 |
-550 |
Sep16 |
160615 |
125~27 |
126~11 |
125~11 |
126~07 |
+0~04 |
143,838 |
446,697 |
+889 |
Total Volume and Open Interest |
144,389 |
484,884 |
+339 |
3-Mth Short Sterling(LIFFE) |
Jun16 |
160615 |
99.43 |
99.43 |
99.43 |
99.43 |
+0.00 |
8,272 |
345,815 |
+209 |
Sep16 |
160615 |
99.47 |
99.47 |
99.45 |
99.47 |
unch |
61,381 |
420,202 |
+2,456 |
Dec16 |
160615 |
99.48 |
99.50 |
99.46 |
99.49 |
unch |
51,654 |
480,300 |
+5,005 |
Mar17 |
160615 |
99.48 |
99.49 |
99.45 |
99.49 |
+0.01 |
55,604 |
349,128 |
+8,471 |
Jun17 |
160615 |
99.46 |
99.47 |
99.42 |
99.46 |
unch |
53,728 |
303,649 |
+7,735 |
Sep17 |
160615 |
99.44 |
99.45 |
99.39 |
99.44 |
unch |
53,908 |
287,916 |
-237 |
Total Volume and Open Interest |
565,502 |
3,405,280 |
+29,775 |
3-Mth Euribor(LIFFE) |
Sep16 |
160615 |
100.265 |
100.275 |
100.265 |
100.265 |
unch |
59,616 |
404,158 |
+969 |
Dec16 |
160615 |
100.280 |
100.290 |
100.275 |
100.285 |
+0.005 |
41,902 |
496,409 |
+8,255 |
Mar17 |
160615 |
100.285 |
100.305 |
100.285 |
100.295 |
+0.005 |
61,951 |
439,319 |
+308 |
Total Volume and Open Interest |
427,125 |
3,105,237 |
-459,383 |
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 |
160615 |
98.09 |
98.14 |
98.09 |
98.10 |
unch |
17,896 |
232,481 |
+4,665 |
Dec16 |
160615 |
98.16 |
98.20 |
98.15 |
98.17 |
+0.01 |
16,361 |
197,497 |
+1,793 |
Mar17 |
160615 |
98.21 |
98.26 |
98.19 |
98.21 |
unch |
17,013 |
139,480 |
-7,181 |
Jun17 |
160615 |
98.25 |
98.30 |
98.23 |
98.25 |
unch |
13,712 |
106,155 |
-70 |
Sep17 |
160615 |
98.28 |
98.33 |
98.25 |
98.27 |
-0.01 |
4,454 |
79,111 |
-1,105 |
Dec17 |
160615 |
98.30 |
98.34 |
98.27 |
98.28 |
-0.01 |
5,854 |
62,004 |
+1,797 |
Mar18 |
160615 |
98.32 |
98.34 |
98.25 |
98.28 |
-0.01 |
3,352 |
35,323 |
+1,220 |
Jun18 |
160615 |
98.28 |
98.32 |
98.25 |
98.26 |
-0.01 |
1,873 |
23,523 |
+1,526 |
Sep18 |
160615 |
98.28 |
98.28 |
98.24 |
98.24 |
-0.02 |
132 |
4,255 |
+116 |
Total Volume and Open Interest |
80,850 |
884,393 |
+2,194 |
10-Year Aus T-Bonds(SFE) |
Jun16 |
160615 |
97.96 |
98.00 |
97.93 |
97.94 |
-0.01 |
585,558 |
562,587 |
-189,261 |
Sep16 |
160615 |
97.95 |
97.99 |
97.92 |
97.92 |
-0.02 |
549,472 |
742,802 |
+360,561 |
Total Volume and Open Interest |
1,135,030 |
1,305,389 |
+171,300 |
3-Year Aus T-Bonds(SFE) |
Jun16 |
160615 |
98.45 |
98.50 |
98.40 |
98.41 |
-0.04 |
453,177 |
602,215 |
-141,970 |
Sep16 |
160615 |
98.51 |
98.56 |
98.46 |
98.49 |
-0.02 |
380,027 |
539,635 |
+220,655 |
Total Volume and Open Interest |
833,204 |
1,141,850 |
+78,685 |
Gold(CMX) |
Jun16 |
160615 |
1284.6 |
1296.2 |
1278.8 |
1285.8 |
+0.2 |
328 |
1,551 |
-98 |
Aug16 |
160615 |
1288.1 |
1300.0 |
1281.3 |
1288.3 |
+0.2 |
202,808 |
396,243 |
+13,077 |
Oct16 |
160615 |
1290.4 |
1303.0 |
1284.9 |
1291.4 |
+0.2 |
1,201 |
26,980 |
-34 |
Dec16 |
160615 |
1294.3 |
1306.1 |
1287.6 |
1294.4 |
+0.3 |
5,343 |
66,420 |
-73 |
Feb17 |
160615 |
1297.3 |
1308.4 |
1293.9 |
1297.2 |
+0.3 |
912 |
10,339 |
+311 |
Apr17 |
160615 |
1299.8 |
1300.3 |
1296.0 |
1299.7 |
+0.4 |
102 |
5,013 |
+16 |
Jun17 |
160615 |
1300.8 |
1301.9 |
1300.8 |
1301.9 |
+0.4 |
928 |
11,976 |
+0 |
Aug17 |
160615 |
1304.1 |
1304.1 |
1295.0 |
1304.1 |
+0.4 |
12 |
1,066 |
+0 |
Oct17 |
160615 |
1306.1 |
1306.1 |
1306.1 |
1306.1 |
+0.4 |
0 |
634 |
+0 |
Dec17 |
160615 |
1306.9 |
1319.0 |
1305.6 |
1308.2 |
+0.4 |
423 |
7,417 |
-341 |
Feb18 |
160615 |
1315.2 |
1315.2 |
1309.9 |
1309.9 |
+0.4 |
4 |
43 |
+4 |
Apr18 |
160615 |
1311.6 |
1311.6 |
1311.6 |
1311.6 |
+0.4 |
|
|
|
Total Volume and Open Interest |
213,014 |
539,175 |
+12,901 |
Silver(CMX) |
Jul16 |
160615 |
1740.0 |
1763.5 |
1735.5 |
1750.3 |
+7.9 |
62,180 |
92,722 |
-1,715 |
Sep16 |
160615 |
1746.0 |
1767.5 |
1742.0 |
1755.3 |
+7.8 |
12,212 |
56,984 |
+4,630 |
Dec16 |
160615 |
1751.5 |
1775.0 |
1747.5 |
1762.4 |
+7.9 |
3,304 |
35,958 |
+414 |
Mar17 |
160615 |
1758.0 |
1770.5 |
1757.0 |
1769.2 |
+7.9 |
103 |
5,530 |
-1 |
May17 |
160615 |
1774.5 |
1774.5 |
1773.5 |
1773.5 |
+7.9 |
4 |
227 |
+0 |
Jul17 |
160615 |
1779.5 |
1779.5 |
1777.8 |
1777.8 |
+7.9 |
2 |
2,408 |
+2 |
Sep17 |
160615 |
1782.1 |
1782.1 |
1782.1 |
1782.1 |
+7.9 |
0 |
197 |
+0 |
Total Volume and Open Interest |
77,887 |
197,852 |
+3,332 |
Platinum(NYMEX) |
Jul16 |
160615 |
975.7 |
988.0 |
972.5 |
974.8 |
+2.9 |
13,498 |
44,185 |
-2,101 |
Oct16 |
160615 |
978.8 |
989.7 |
974.6 |
976.9 |
+3.1 |
4,780 |
19,194 |
+3,636 |
Jan17 |
160615 |
986.6 |
987.4 |
978.5 |
979.4 |
+3.0 |
46 |
2,493 |
+42 |
Apr17 |
160615 |
990.3 |
990.9 |
981.6 |
981.6 |
+3.3 |
6 |
15 |
+2 |
Total Volume and Open Interest |
18,333 |
65,890 |
+1,580 |
Palladium(NYMEX) |
Jun16 |
160615 |
544.80 |
544.80 |
531.35 |
533.30 |
-3.25 |
4 |
28 |
-2 |
Sep16 |
160615 |
533.15 |
546.90 |
530.80 |
532.55 |
-3.20 |
3,381 |
22,968 |
+190 |
Dec16 |
160615 |
540.85 |
546.30 |
532.65 |
533.45 |
-3.10 |
6 |
373 |
+1 |
Total Volume and Open Interest |
3,395 |
23,447 |
+189 |
Copper(CMX) |
Jul16 |
160615 |
204.25 |
211.90 |
203.85 |
209.10 |
+5.05 |
75,457 |
118,252 |
-5,329 |
Sep16 |
160615 |
204.55 |
212.00 |
204.15 |
209.40 |
+4.95 |
24,324 |
74,835 |
+8,609 |
Dec16 |
160615 |
205.95 |
212.80 |
205.90 |
210.20 |
+4.85 |
7,122 |
34,676 |
+1,443 |
Mar17 |
160615 |
207.05 |
212.95 |
207.05 |
210.80 |
+4.80 |
883 |
6,934 |
+555 |
May17 |
160615 |
211.50 |
213.70 |
211.10 |
211.30 |
+4.80 |
38 |
859 |
-13 |
Total Volume and Open Interest |
108,509 |
242,928 |
+4,981 |
E-mini DJIA Index(CBOT) |
Jun16 |
160615 |
17650 |
17780 |
17625 |
17646 |
-16 |
81,697 |
54,953 |
-24,322 |
Sep16 |
160615 |
17560 |
17690 |
17531 |
17552 |
-20 |
204,479 |
94,700 |
+33,896 |
Dec16 |
160615 |
17490 |
17579 |
17451 |
17451 |
-40 |
27 |
153 |
-1 |
Mar17 |
160615 |
17509 |
17509 |
17391 |
17391 |
-40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
286,203 |
149,807 |
+9,573 |
S & P 500(CME) |
Jun16 |
160615 |
2080.00 |
2083.30 |
2070.50 |
2071.80 |
-2.60 |
30,942 |
63,736 |
-10,765 |
Sep16 |
160615 |
2061.50 |
2072.10 |
2061.50 |
2063.40 |
-2.50 |
29,026 |
43,022 |
+13,694 |
Dec16 |
160615 |
2055.80 |
2067.30 |
2054.30 |
2055.80 |
-2.50 |
10 |
191 |
-5 |
Mar17 |
160615 |
2049.50 |
2061.00 |
2048.00 |
2049.50 |
-2.50 |
|
|
|
Total Volume and Open Interest |
59,978 |
106,949 |
+2,924 |
S & P 500 E-Mini(Globex) |
Jun16 |
160615 |
2072.75 |
2086.25 |
2068.75 |
2071.75 |
-2.75 |
1,222,789 |
1,411,200 |
-579,954 |
Sep16 |
160615 |
2064.50 |
2079.50 |
2059.75 |
2063.50 |
-2.50 |
2,515,271 |
1,865,658 |
+652,642 |
Dec16 |
160615 |
2058.75 |
2071.75 |
2052.50 |
2055.75 |
-2.50 |
423 |
9,702 |
+73 |
Mar17 |
160615 |
2055.00 |
2062.75 |
2046.75 |
2049.50 |
-2.50 |
2 |
114 |
+0 |
Total Volume and Open Interest |
3,738,485 |
3,286,688 |
+72,761 |
NASDAQ 100 E-Mini(Globex) |
Jun16 |
160615 |
4424.00 |
4444.00 |
4404.30 |
4412.80 |
-12.50 |
115,256 |
110,320 |
-38,244 |
Sep16 |
160615 |
4417.50 |
4435.80 |
4396.50 |
4405.50 |
-12.50 |
318,359 |
164,160 |
+58,133 |
Dec16 |
160615 |
4417.80 |
4425.00 |
4395.00 |
4400.50 |
-12.50 |
31 |
110 |
+0 |
Total Volume and Open Interest |
433,646 |
274,597 |
+19,889 |
S&P Midcap 400(CME) e-Mini |
Jun16 |
160615 |
1475.80 |
1490.60 |
1473.60 |
1479.60 |
+1.40 |
26,650 |
31,983 |
-18,707 |
Sep16 |
160615 |
1472.80 |
1486.60 |
1469.40 |
1475.60 |
+1.40 |
40,294 |
59,100 |
+18,953 |
Dec16 |
160615 |
1476.10 |
1476.10 |
1476.10 |
1476.10 |
+1.40 |
0 |
12 |
+0 |
Total Volume and Open Interest |
66,944 |
91,095 |
+246 |
Volatility Index(CBOE) |
Jun16 |
160615 |
20.55 |
20.90 |
19.65 |
19.90 |
-0.68 |
182,968 |
84,024 |
-21,890 |
Jul16 |
160615 |
20.90 |
21.25 |
19.60 |
20.58 |
-0.30 |
207,041 |
256,799 |
+14,633 |
Aug16 |
160615 |
20.90 |
21.30 |
20.05 |
20.73 |
-0.22 |
71,024 |
65,422 |
+3,700 |
Sep16 |
160615 |
21.30 |
21.70 |
20.62 |
21.18 |
-0.20 |
26,541 |
30,194 |
-54 |
Total Volume and Open Interest |
515,837 |
494,797 |
-1,849 |
Russell 2000(ICE) |
Jun16 |
160615 |
1146.80 |
1159.90 |
1144.70 |
1149.30 |
+0.40 |
122,696 |
187,650 |
-87,148 |
Sep16 |
160615 |
1140.90 |
1155.00 |
1136.20 |
1144.20 |
+0.40 |
187,187 |
216,710 |
+91,382 |
Dec16 |
160615 |
1146.20 |
1151.70 |
1139.30 |
1139.30 |
+0.40 |
907 |
920 |
+902 |
Total Volume and Open Interest |
310,790 |
405,530 |
+5,136 |
Nikkei 225(CME) |
Sep16 |
160615 |
15840 |
16075 |
15785 |
15965 |
+95 |
16,673 |
31,134 |
+309 |
Dec16 |
160615 |
15985 |
15985 |
15920 |
15920 |
+105 |
16 |
25 |
+1 |
Total Volume and Open Interest |
16,689 |
31,159 |
+310 |
Nikkei 225(SGX) |
Sep16 |
160615 |
15725 |
15970 |
15645 |
15900 |
+160 |
92,185 |
187,085 |
+5,798 |
Dec16 |
160615 |
15575 |
15820 |
15575 |
15785 |
+160 |
34 |
3,980 |
+2 |
Mar17 |
160615 |
15750 |
15750 |
15750 |
15750 |
+160 |
|
|
|
Total Volume and Open Interest |
92,601 |
201,504 |
+5,682 |
Nikkei 225(CME) Yen |
Jun16 |
160609 |
16785 |
16800 |
16505 |
16635 |
-180 |
57,760 |
54,753 |
-24,533 |
Sep16 |
160615 |
15750 |
15980 |
15700 |
15865 |
+90 |
61,473 |
65,252 |
-2,106 |
Dec16 |
160615 |
15735 |
15840 |
15570 |
15735 |
+90 |
13 |
6 |
-4 |
Total Volume and Open Interest |
61,490 |
65,262 |
-2,106 |
Nikkei 225(CME) e-Mini Yen |
Jun16 |
160609 |
16640 |
16640 |
16635 |
16640 |
-170 |
6 |
97 |
-5 |
Sep16 |
160615 |
15860 |
15865 |
15860 |
15860 |
+80 |
|
|
|
Dec16 |
160615 |
15730 |
15735 |
15730 |
15730 |
+80 |
|
|
|
Total Volume and Open Interest |
|
|
|
CAC 40(EURONEXT) |
Jun16 |
160615 |
4140.0 |
4200.0 |
4140.0 |
4167.0 |
+41.0 |
152,752 |
329,422 |
+1,220 |
Jul16 |
160615 |
4128.5 |
4192.0 |
4128.5 |
4159.0 |
+41.5 |
49,375 |
74,982 |
+35,140 |
Aug16 |
160615 |
4157.5 |
4157.5 |
4157.5 |
4157.5 |
+41.5 |
2 |
12 |
+2 |
Sep16 |
160615 |
4129.0 |
4183.5 |
4129.0 |
4156.5 |
+42.0 |
1,866 |
4,329 |
+1,700 |
Total Volume and Open Interest |
204,016 |
408,797 |
+38,073 |
Hang Seng Index(HKFE) |
Jun16 |
160615 |
20166 |
20373 |
19900 |
20269 |
+89 |
132,037 |
106,382 |
-1,217 |
Jul16 |
160615 |
20150 |
20372 |
19931 |
20273 |
+94 |
923 |
4,629 |
+402 |
Total Volume and Open Interest |
133,548 |
117,206 |
-697 |
DAX(EUREX) |
Jun16 |
160615 |
9565.5 |
9667.0 |
9559.5 |
9625.5 |
+113.0 |
144,455 |
169,974 |
+956 |
Sep16 |
160615 |
9540.0 |
9655.0 |
9540.0 |
9614.0 |
+113.0 |
24,117 |
36,506 |
+19,723 |
Dec16 |
160615 |
9564.5 |
9627.0 |
9555.0 |
9603.5 |
+114.5 |
23 |
2,955 |
+4 |
Total Volume and Open Interest |
168,595 |
209,435 |
+20,683 |
Mini-DAX(EUREX) |
Jun16 |
160615 |
9568.0 |
9667.0 |
9561.0 |
9626.0 |
+114.0 |
25,669 |
12,229 |
-294 |
Sep16 |
160615 |
9560.0 |
9656.0 |
9550.0 |
9615.0 |
+114.0 |
1,678 |
1,710 |
+997 |
Dec16 |
160615 |
9560.0 |
9622.0 |
9560.0 |
9604.0 |
+115.0 |
45 |
51 |
-7 |
Total Volume and Open Interest |
27,392 |
13,990 |
+696 |
FT-SE 100(EURONEXT) |
Jun16 |
160615 |
5926.50 |
6007.50 |
5925.00 |
5980.00 |
+58.00 |
300,194 |
365,213 |
-111,772 |
Sep16 |
160615 |
5870.00 |
5950.00 |
5870.00 |
5922.50 |
+57.00 |
185,165 |
224,674 |
+132,517 |
Dec16 |
160615 |
5886.50 |
5886.50 |
5886.50 |
5886.50 |
+59.00 |
16 |
25 |
+7 |
Total Volume and Open Interest |
485,375 |
589,912 |
+20,752 |
SPI 200(SFE) |
Jun16 |
160615 |
5198.0 |
5198.0 |
5146.0 |
5157.0 |
-45.0 |
49,645 |
288,633 |
-1,314 |
Sep16 |
160615 |
5145.0 |
5157.0 |
5097.0 |
5107.0 |
-45.0 |
19,932 |
24,426 |
+15,208 |
Dec16 |
160615 |
5126.0 |
5126.0 |
5088.0 |
5093.0 |
-45.0 |
40 |
2,514 |
-40 |
Total Volume and Open Interest |
69,833 |
317,219 |
+14,051 |
FTSE MIB(ISE) |
Jun16 |
160615 |
16450.00 |
16615.00 |
16405.00 |
16538.00 |
+268.00 |
57,701 |
54,660 |
-4,115 |
Sep16 |
160615 |
16285.00 |
16475.00 |
16270.00 |
16401.00 |
+268.00 |
13,233 |
10,632 |
+4,534 |
Dec16 |
160615 |
16309.00 |
16309.00 |
16309.00 |
16309.00 |
+256.00 |
1 |
2 |
+1 |
Total Volume and Open Interest |
70,935 |
65,294 |
+420 |
KOSPI 200(KFE) |
Sep16 |
160615 |
243.55 |
244.85 |
242.55 |
244.15 |
+0.10 |
147,753 |
120,214 |
-1,117 |
Dec16 |
160615 |
244.00 |
245.50 |
243.45 |
244.70 |
-0.05 |
200 |
5,895 |
+54 |
Mar17 |
160615 |
242.40 |
242.75 |
241.85 |
241.90 |
+0.20 |
8 |
783 |
-2 |
Total Volume and Open Interest |
147,961 |
129,530 |
-1,065 |
GSCI(CME) |
Jul16 |
160615 |
376.00 |
379.55 |
373.85 |
375.65 |
-3.50 |
1,947 |
11,088 |
+1,917 |
Aug16 |
160615 |
375.25 |
375.25 |
375.25 |
375.25 |
-3.50 |
|
|
|
Sep16 |
160615 |
376.75 |
376.75 |
376.75 |
376.75 |
|
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|