|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Thu June 16, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul16 |
160616 |
1155.50 |
1160.00 |
1128.50 |
1134.50 |
-21.50 |
128,076 |
194,101 |
-19,214 |
Aug16 |
160616 |
1152.75 |
1158.50 |
1128.00 |
1133.50 |
-21.50 |
35,735 |
82,146 |
+742 |
Sep16 |
160616 |
1143.00 |
1147.50 |
1116.50 |
1123.75 |
-21.25 |
12,045 |
37,219 |
-117 |
Nov16 |
160616 |
1136.00 |
1142.75 |
1108.25 |
1119.25 |
-19.25 |
112,875 |
392,342 |
+6,016 |
Jan17 |
160616 |
1133.25 |
1137.00 |
1106.25 |
1117.00 |
-18.75 |
5,788 |
33,844 |
+828 |
Mar17 |
160616 |
1097.50 |
1097.50 |
1075.25 |
1083.75 |
-13.75 |
6,724 |
61,056 |
+787 |
May17 |
160616 |
1087.50 |
1087.50 |
1065.00 |
1071.75 |
-15.50 |
4,038 |
27,946 |
+541 |
Jul17 |
160616 |
1085.00 |
1085.00 |
1061.25 |
1068.75 |
-16.25 |
2,188 |
32,616 |
-132 |
Aug17 |
160616 |
1050.50 |
1050.50 |
1050.50 |
1050.50 |
-15.75 |
3 |
345 |
+2 |
Sep17 |
160616 |
1014.25 |
1014.25 |
1014.25 |
1014.25 |
-15.75 |
0 |
145 |
+0 |
Nov17 |
160616 |
996.25 |
996.50 |
975.75 |
984.25 |
-14.50 |
1,332 |
20,358 |
-105 |
Jan18 |
160616 |
984.50 |
984.50 |
984.00 |
984.00 |
-14.25 |
0 |
117 |
+0 |
Mar18 |
160616 |
981.50 |
981.50 |
981.50 |
981.50 |
-14.50 |
0 |
39 |
+0 |
May18 |
160616 |
985.00 |
985.00 |
985.00 |
985.00 |
-13.25 |
0 |
39 |
+0 |
Total Volume and Open Interest |
308,806 |
882,500 |
-10,651 |
Soybean Meal(CBOT) |
Jul16 |
160616 |
407.40 |
408.80 |
396.50 |
397.70 |
-9.50 |
51,132 |
74,854 |
-6,330 |
Aug16 |
160616 |
404.80 |
405.40 |
394.30 |
396.10 |
-8.70 |
19,202 |
45,012 |
-674 |
Sep16 |
160616 |
403.00 |
403.50 |
392.50 |
395.20 |
-7.90 |
12,447 |
39,508 |
-43 |
Oct16 |
160616 |
401.70 |
403.80 |
391.00 |
394.30 |
-7.40 |
8,933 |
27,778 |
-158 |
Dec16 |
160616 |
401.70 |
404.00 |
390.80 |
394.60 |
-7.10 |
36,039 |
138,213 |
+3,852 |
Jan17 |
160616 |
396.10 |
397.40 |
386.50 |
390.30 |
-6.70 |
3,040 |
18,334 |
+450 |
Mar17 |
160616 |
376.50 |
376.50 |
366.90 |
370.90 |
-3.80 |
2,743 |
17,646 |
+617 |
May17 |
160616 |
361.30 |
361.40 |
354.20 |
357.70 |
-5.00 |
2,107 |
16,401 |
+108 |
Jul17 |
160616 |
360.50 |
360.50 |
351.80 |
355.10 |
-5.10 |
1,177 |
10,383 |
-45 |
Aug17 |
160616 |
353.90 |
353.90 |
349.30 |
349.30 |
-5.30 |
5 |
1,658 |
+1 |
Total Volume and Open Interest |
137,047 |
395,471 |
-2,156 |
Soybean Oil(CBOT) |
Jul16 |
160616 |
32.04 |
32.09 |
31.06 |
31.16 |
-0.80 |
46,631 |
97,941 |
-5,549 |
Aug16 |
160616 |
32.16 |
32.23 |
31.20 |
31.30 |
-0.80 |
13,600 |
49,749 |
+2,070 |
Sep16 |
160616 |
32.24 |
32.24 |
31.35 |
31.44 |
-0.80 |
9,218 |
32,923 |
+482 |
Oct16 |
160616 |
32.22 |
32.50 |
31.46 |
31.57 |
-0.82 |
2,363 |
18,964 |
-31 |
Dec16 |
160616 |
32.74 |
32.80 |
31.75 |
31.85 |
-0.83 |
26,944 |
140,673 |
+4,012 |
Jan17 |
160616 |
32.93 |
32.93 |
31.99 |
32.07 |
-0.77 |
2,603 |
15,869 |
+221 |
Mar17 |
160616 |
32.76 |
32.80 |
32.07 |
32.16 |
-0.72 |
2,079 |
15,280 |
+118 |
May17 |
160616 |
32.81 |
32.85 |
32.15 |
32.25 |
-0.67 |
1,860 |
13,803 |
+141 |
Jul17 |
160616 |
33.21 |
33.21 |
32.37 |
32.47 |
-0.65 |
839 |
5,644 |
+10 |
Aug17 |
160616 |
32.50 |
32.79 |
32.50 |
32.52 |
-0.63 |
25 |
2,507 |
+7 |
Total Volume and Open Interest |
106,365 |
399,567 |
+1,542 |
Canola(WCE) |
Jul16 |
160616 |
522.2 |
522.6 |
506.1 |
509.5 |
-12.1 |
8,392 |
62,840 |
-4,789 |
Nov16 |
160616 |
525.3 |
525.8 |
511.0 |
515.0 |
-10.3 |
17,200 |
109,590 |
+2,979 |
Jan17 |
160616 |
528.5 |
528.5 |
514.9 |
518.8 |
-10.0 |
1,069 |
10,516 |
+289 |
Mar17 |
160616 |
527.6 |
527.6 |
516.0 |
519.9 |
-10.2 |
253 |
3,011 |
+58 |
May17 |
160616 |
529.0 |
529.0 |
517.0 |
521.1 |
-10.1 |
121 |
1,130 |
+42 |
Total Volume and Open Interest |
27,249 |
189,352 |
-1,275 |
Corn(CBOT) |
Jul16 |
160616 |
426.25 |
429.75 |
420.50 |
425.25 |
-3.75 |
236,330 |
325,753 |
-31,512 |
Sep16 |
160616 |
431.00 |
435.25 |
425.50 |
430.50 |
-3.50 |
132,755 |
497,113 |
+13,681 |
Dec16 |
160616 |
436.00 |
441.00 |
431.25 |
435.75 |
-3.75 |
146,986 |
445,227 |
+1,933 |
Mar17 |
160616 |
441.50 |
446.00 |
437.00 |
440.75 |
-3.75 |
13,994 |
88,368 |
+635 |
May17 |
160616 |
444.50 |
448.00 |
439.75 |
443.00 |
-4.00 |
3,682 |
21,835 |
+637 |
Jul17 |
160616 |
446.50 |
450.00 |
441.50 |
445.00 |
-4.00 |
6,089 |
54,433 |
+1,158 |
Sep17 |
160616 |
413.00 |
414.75 |
409.00 |
412.00 |
-1.75 |
633 |
8,331 |
+150 |
Dec17 |
160616 |
408.50 |
412.50 |
406.00 |
409.75 |
-0.75 |
4,345 |
36,540 |
+349 |
Mar18 |
160616 |
418.50 |
418.50 |
414.00 |
416.50 |
-0.75 |
87 |
1,050 |
-46 |
May18 |
160616 |
420.25 |
420.25 |
420.25 |
420.25 |
-0.75 |
2 |
326 |
+0 |
Total Volume and Open Interest |
544,940 |
1,480,701 |
-13,016 |
Wheat(CBOT) |
Jul16 |
160616 |
477.50 |
479.50 |
471.00 |
472.50 |
-5.00 |
105,522 |
111,394 |
-13,607 |
Sep16 |
160616 |
488.75 |
491.50 |
483.25 |
484.75 |
-4.75 |
68,136 |
163,479 |
+7,195 |
Dec16 |
160616 |
510.00 |
511.25 |
503.00 |
504.25 |
-6.00 |
28,365 |
87,534 |
-490 |
Mar17 |
160616 |
529.00 |
530.00 |
522.75 |
523.50 |
-6.75 |
8,697 |
28,500 |
+672 |
May17 |
160616 |
542.50 |
542.50 |
535.00 |
535.50 |
-7.00 |
2,557 |
6,194 |
-125 |
Jul17 |
160616 |
550.00 |
551.75 |
544.25 |
545.00 |
-7.00 |
2,525 |
16,692 |
-206 |
Total Volume and Open Interest |
216,598 |
419,835 |
-6,426 |
Wheat(KCBT) |
Jul16 |
160616 |
456.00 |
459.75 |
450.25 |
450.75 |
-6.00 |
26,049 |
73,477 |
-3,684 |
Sep16 |
160616 |
475.00 |
477.25 |
467.75 |
468.50 |
-6.00 |
16,057 |
81,721 |
+4,442 |
Dec16 |
160616 |
499.00 |
502.25 |
493.00 |
493.75 |
-5.75 |
4,060 |
45,247 |
+353 |
Mar17 |
160616 |
515.00 |
517.25 |
509.75 |
510.00 |
-5.50 |
879 |
14,291 |
+221 |
May17 |
160616 |
522.75 |
525.75 |
520.50 |
520.50 |
-5.25 |
285 |
6,585 |
+37 |
Jul17 |
160616 |
534.75 |
535.25 |
528.00 |
528.50 |
-5.00 |
698 |
5,061 |
+334 |
Sep17 |
160616 |
539.25 |
539.25 |
539.25 |
539.25 |
-4.25 |
22 |
169 |
-1 |
Total Volume and Open Interest |
48,061 |
226,906 |
+1,705 |
Wheat(MGE) |
Jul16 |
160616 |
530.00 |
536.00 |
528.50 |
529.25 |
-1.25 |
5,024 |
16,915 |
-1,837 |
Sep16 |
160616 |
540.00 |
545.00 |
537.25 |
538.75 |
-1.75 |
3,346 |
17,968 |
+588 |
Dec16 |
160616 |
553.00 |
558.50 |
551.00 |
552.75 |
-2.00 |
1,215 |
12,461 |
+355 |
Mar17 |
160616 |
567.25 |
570.00 |
564.25 |
565.25 |
-3.00 |
594 |
6,934 |
+261 |
May17 |
160616 |
573.50 |
575.25 |
572.75 |
573.00 |
-3.25 |
141 |
2,809 |
+10 |
Jul17 |
160616 |
580.50 |
580.75 |
578.75 |
579.75 |
-3.00 |
160 |
1,274 |
+55 |
Total Volume and Open Interest |
10,500 |
58,735 |
-550 |
Oats(CBOT) |
Jul16 |
160616 |
204.50 |
205.00 |
200.50 |
204.50 |
unch |
1,032 |
4,100 |
-746 |
Sep16 |
160616 |
214.50 |
216.00 |
212.25 |
215.00 |
-0.50 |
358 |
2,407 |
+201 |
Dec16 |
160616 |
220.75 |
223.00 |
219.25 |
221.25 |
-1.75 |
556 |
3,181 |
+374 |
Mar17 |
160616 |
233.50 |
233.50 |
233.50 |
233.50 |
-1.50 |
61 |
193 |
+12 |
Total Volume and Open Interest |
2,007 |
9,881 |
-159 |
Rough Rice(CBOT) |
Jul16 |
160616 |
11.61 |
11.72 |
11.27 |
11.31 |
-0.30 |
1,168 |
4,303 |
-479 |
Sep16 |
160616 |
11.94 |
11.99 |
11.56 |
11.59 |
-0.31 |
1,119 |
4,542 |
+450 |
Nov16 |
160616 |
11.80 |
11.86 |
11.80 |
11.82 |
-0.31 |
9 |
779 |
+2 |
Jan17 |
160616 |
12.05 |
12.05 |
12.05 |
12.05 |
-0.30 |
4 |
98 |
+3 |
Total Volume and Open Interest |
2,300 |
9,764 |
-24 |
Live Cattle(CME) |
Jun16 |
160616 |
117.750 |
117.750 |
115.580 |
117.285 |
unch |
3,570 |
13,646 |
-1,567 |
Aug16 |
160616 |
113.830 |
113.885 |
111.750 |
113.350 |
-0.230 |
23,745 |
121,193 |
-900 |
Oct16 |
160616 |
113.730 |
113.785 |
111.680 |
113.300 |
-0.235 |
8,052 |
58,141 |
-377 |
Dec16 |
160616 |
114.750 |
114.750 |
112.650 |
114.050 |
-0.380 |
6,627 |
35,166 |
-13 |
Feb17 |
160616 |
114.550 |
114.580 |
112.600 |
113.885 |
-0.565 |
2,164 |
10,259 |
+143 |
Apr17 |
160616 |
114.000 |
114.000 |
112.250 |
113.450 |
-0.435 |
917 |
6,489 |
+226 |
Total Volume and Open Interest |
45,402 |
247,348 |
-2,370 |
Feeder Cattle(CME) |
Aug16 |
160616 |
140.800 |
140.800 |
136.900 |
139.630 |
-0.620 |
4,979 |
25,448 |
+117 |
Sep16 |
160616 |
139.750 |
139.985 |
136.325 |
138.535 |
-0.900 |
1,247 |
4,695 |
+149 |
Oct16 |
160616 |
138.580 |
138.580 |
135.400 |
137.150 |
-0.980 |
1,227 |
4,596 |
-122 |
Nov16 |
160616 |
135.250 |
135.250 |
132.400 |
133.880 |
-1.105 |
987 |
4,464 |
+271 |
Jan17 |
160616 |
130.350 |
130.650 |
127.850 |
130.100 |
+0.065 |
144 |
781 |
+16 |
Mar17 |
160616 |
126.900 |
127.650 |
125.000 |
127.050 |
-0.280 |
14 |
239 |
+1 |
Apr17 |
160616 |
126.400 |
126.480 |
126.400 |
126.480 |
-0.805 |
1 |
22 |
+1 |
Total Volume and Open Interest |
8,599 |
40,247 |
+433 |
Lean Hogs(CME) |
Jul16 |
160616 |
86.885 |
87.450 |
86.250 |
87.080 |
+0.250 |
15,286 |
43,644 |
-1,612 |
Aug16 |
160616 |
88.750 |
89.680 |
88.450 |
89.500 |
+0.700 |
19,685 |
92,923 |
+2,247 |
Oct16 |
160616 |
73.950 |
74.600 |
73.730 |
74.500 |
+0.350 |
7,611 |
56,933 |
+1,723 |
Dec16 |
160616 |
66.885 |
67.180 |
66.475 |
66.950 |
+0.065 |
3,724 |
37,586 |
+343 |
Feb17 |
160616 |
69.650 |
69.980 |
69.180 |
69.750 |
+0.070 |
1,497 |
16,507 |
-81 |
Apr17 |
160616 |
72.080 |
72.385 |
71.800 |
72.230 |
+0.150 |
487 |
8,140 |
+25 |
May17 |
160616 |
76.135 |
76.135 |
75.535 |
76.135 |
+0.100 |
4 |
125 |
+4 |
Jun17 |
160616 |
79.650 |
79.850 |
79.450 |
79.850 |
+0.200 |
55 |
798 |
+11 |
Total Volume and Open Interest |
48,361 |
256,841 |
-7,639 |
Class III Milk(CME) |
Jun16 |
160616 |
13.24 |
13.26 |
13.22 |
13.22 |
-0.06 |
236 |
4,625 |
+180 |
Jul16 |
160616 |
15.36 |
15.46 |
14.70 |
15.00 |
-0.38 |
1,010 |
5,297 |
-31 |
Aug16 |
160616 |
16.15 |
16.15 |
15.55 |
15.82 |
-0.35 |
810 |
4,860 |
+168 |
Sep16 |
160616 |
16.11 |
16.17 |
15.70 |
15.88 |
-0.39 |
536 |
3,845 |
+173 |
Oct16 |
160616 |
16.05 |
16.06 |
15.76 |
15.84 |
-0.33 |
367 |
3,135 |
+112 |
Nov16 |
160616 |
15.95 |
15.96 |
15.69 |
15.72 |
-0.32 |
310 |
2,894 |
+82 |
Dec16 |
160616 |
15.60 |
15.70 |
15.51 |
15.57 |
-0.18 |
251 |
2,616 |
+42 |
Jan17 |
160616 |
15.59 |
15.75 |
15.58 |
15.59 |
-0.01 |
56 |
967 |
+5 |
Feb17 |
160616 |
15.60 |
15.60 |
15.60 |
15.60 |
-0.10 |
34 |
838 |
-5 |
Mar17 |
160616 |
15.76 |
15.88 |
15.67 |
15.76 |
-0.03 |
46 |
741 |
+2 |
Apr17 |
160616 |
15.91 |
15.91 |
15.85 |
15.85 |
-0.06 |
44 |
662 |
+32 |
May17 |
160616 |
15.90 |
15.90 |
15.90 |
15.90 |
unch |
61 |
494 |
+51 |
Jun17 |
160616 |
15.89 |
15.91 |
15.80 |
15.80 |
-0.06 |
47 |
448 |
+43 |
Total Volume and Open Interest |
3,852 |
32,239 |
+883 |
Cocoa(ICE) |
Jul16 |
160616 |
3163 |
3163 |
2982 |
3059 |
-101 |
3,162 |
7,917 |
-2,330 |
Sep16 |
160616 |
3120 |
3121 |
2927 |
3026 |
-90 |
19,831 |
91,677 |
+1,893 |
Dec16 |
160616 |
3091 |
3097 |
2908 |
3004 |
-87 |
7,254 |
49,690 |
+247 |
Mar17 |
160616 |
3062 |
3066 |
2882 |
2974 |
-86 |
3,460 |
34,379 |
+880 |
May17 |
160616 |
3050 |
3050 |
2868 |
2960 |
-86 |
414 |
6,216 |
+190 |
Jul17 |
160616 |
2877 |
2972 |
2862 |
2948 |
-87 |
56 |
2,241 |
+14 |
Sep17 |
160616 |
2964 |
2964 |
2941 |
2941 |
-86 |
26 |
3,029 |
+7 |
Total Volume and Open Interest |
34,218 |
198,008 |
+906 |
Coffee "C"(ICE) |
Jul16 |
160616 |
137.85 |
141.75 |
135.80 |
139.50 |
+1.30 |
16,626 |
30,087 |
-8,025 |
Sep16 |
160616 |
139.60 |
143.65 |
137.75 |
141.45 |
+1.35 |
31,442 |
82,962 |
+1,625 |
Dec16 |
160616 |
142.60 |
146.30 |
140.45 |
144.05 |
+1.35 |
8,986 |
37,350 |
+818 |
Mar17 |
160616 |
144.90 |
148.55 |
142.95 |
146.45 |
+1.30 |
2,786 |
14,550 |
+366 |
May17 |
160616 |
147.45 |
149.80 |
144.85 |
147.75 |
+1.30 |
524 |
7,082 |
-72 |
Jul17 |
160616 |
149.30 |
151.00 |
146.20 |
149.05 |
+1.25 |
248 |
2,858 |
+160 |
Total Volume and Open Interest |
61,085 |
182,178 |
-4,988 |
Orange Juice(ICE) |
Jul16 |
160616 |
162.40 |
166.90 |
160.25 |
166.05 |
+3.65 |
902 |
9,034 |
-465 |
Sep16 |
160616 |
162.50 |
167.60 |
161.20 |
166.90 |
+3.65 |
610 |
6,705 |
+421 |
Nov16 |
160616 |
161.85 |
167.15 |
161.85 |
167.15 |
+3.65 |
79 |
1,687 |
+14 |
Jan17 |
160616 |
161.00 |
166.65 |
161.00 |
166.65 |
+3.35 |
38 |
459 |
+34 |
Mar17 |
160616 |
166.45 |
166.45 |
166.45 |
166.45 |
+3.05 |
0 |
6 |
+0 |
May17 |
160616 |
165.65 |
165.65 |
165.65 |
165.65 |
+3.05 |
|
|
|
Total Volume and Open Interest |
1,629 |
17,891 |
+4 |
Sugar #11(ICE) |
Jul16 |
160616 |
19.74 |
20.15 |
19.29 |
19.68 |
-0.08 |
70,512 |
192,478 |
-12,869 |
Oct16 |
160616 |
19.85 |
20.22 |
19.35 |
19.76 |
-0.09 |
77,844 |
440,734 |
+11,293 |
Mar17 |
160616 |
19.95 |
20.21 |
19.44 |
19.84 |
-0.09 |
18,823 |
179,946 |
+2,757 |
May17 |
160616 |
19.12 |
19.30 |
18.63 |
18.97 |
-0.12 |
5,567 |
42,091 |
+767 |
Jul17 |
160616 |
18.44 |
18.62 |
17.97 |
18.33 |
-0.11 |
3,250 |
34,063 |
+75 |
Oct17 |
160616 |
18.08 |
18.28 |
17.78 |
18.03 |
-0.10 |
1,283 |
28,018 |
+421 |
Mar18 |
160616 |
17.92 |
18.09 |
17.60 |
17.88 |
-0.11 |
263 |
11,850 |
+106 |
May18 |
160616 |
17.49 |
17.58 |
17.18 |
17.43 |
-0.10 |
24 |
3,533 |
+6 |
Total Volume and Open Interest |
177,616 |
940,081 |
+2,571 |
London Cocoa(LCE) |
Jul16 |
160616 |
2322 |
2329 |
2216 |
2296 |
-29 |
3,643 |
81,738 |
-408 |
Sep16 |
160616 |
2297 |
2302 |
2198 |
2269 |
-28 |
8,270 |
65,807 |
-652 |
Dec16 |
160616 |
2245 |
2250 |
2150 |
2220 |
-25 |
3,972 |
59,723 |
-179 |
Mar17 |
160616 |
2202 |
2207 |
2113 |
2177 |
-27 |
4,151 |
44,294 |
+912 |
May17 |
160616 |
2192 |
2195 |
2125 |
2164 |
-28 |
483 |
12,402 |
+245 |
Jul17 |
160616 |
2186 |
2186 |
2132 |
2157 |
-28 |
30 |
2,078 |
+12 |
Sep17 |
160616 |
2170 |
2170 |
2125 |
2150 |
-28 |
0 |
607 |
+0 |
Total Volume and Open Interest |
20,549 |
266,875 |
-70 |
London Sugar(LCE) |
Aug16 |
160616 |
535.90 |
543.60 |
525.70 |
532.20 |
-2.80 |
6,082 |
45,659 |
-1,004 |
Oct16 |
160616 |
534.80 |
541.50 |
524.30 |
531.40 |
-2.80 |
2,776 |
24,935 |
+610 |
Dec16 |
160616 |
533.20 |
538.80 |
523.70 |
530.60 |
-1.90 |
697 |
14,654 |
-35 |
Mar17 |
160616 |
531.00 |
536.00 |
521.60 |
529.40 |
-1.30 |
439 |
11,095 |
+38 |
May17 |
160616 |
524.10 |
525.10 |
517.30 |
518.90 |
-1.80 |
251 |
2,902 |
+110 |
Total Volume and Open Interest |
10,381 |
102,836 |
-207 |
Cotton(ICE) |
Jul16 |
160616 |
62.72 |
63.77 |
62.30 |
63.30 |
+0.70 |
19,214 |
33,773 |
-8,503 |
Oct16 |
160616 |
64.60 |
65.43 |
64.50 |
65.38 |
+1.05 |
23 |
101 |
-1 |
Dec16 |
160616 |
63.61 |
65.16 |
63.40 |
64.93 |
+1.31 |
25,616 |
139,212 |
+3,062 |
Mar17 |
160616 |
64.18 |
65.75 |
64.09 |
65.55 |
+1.28 |
1,310 |
17,972 |
+796 |
May17 |
160616 |
64.55 |
66.00 |
64.55 |
65.93 |
+1.27 |
154 |
3,054 |
+67 |
Jul17 |
160616 |
65.00 |
66.26 |
65.00 |
66.26 |
+1.17 |
70 |
2,724 |
-19 |
Total Volume and Open Interest |
46,490 |
200,824 |
-4,560 |
Lumber(CME) |
Jul16 |
160616 |
297.0 |
306.1 |
295.5 |
301.8 |
+3.9 |
598 |
2,659 |
-248 |
Sep16 |
160616 |
305.5 |
314.3 |
304.0 |
310.1 |
+3.9 |
274 |
2,224 |
+126 |
Nov16 |
160616 |
306.0 |
312.5 |
306.0 |
312.5 |
+6.1 |
0 |
97 |
+0 |
Jan17 |
160616 |
316.0 |
316.0 |
316.0 |
316.0 |
+4.6 |
0 |
20 |
+0 |
Total Volume and Open Interest |
872 |
5,039 |
-122 |
Crude Oil(NYM) |
Jul16 |
160616 |
47.45 |
47.75 |
45.91 |
46.21 |
-1.80 |
456,144 |
182,099 |
-56,876 |
Aug16 |
160616 |
47.98 |
48.25 |
46.44 |
46.74 |
-1.76 |
224,661 |
387,999 |
+13,269 |
Sep16 |
160616 |
48.41 |
48.68 |
46.96 |
47.25 |
-1.70 |
77,166 |
236,796 |
+13,453 |
Oct16 |
160616 |
48.84 |
49.11 |
47.40 |
47.68 |
-1.67 |
21,372 |
91,346 |
+1,210 |
Nov16 |
160616 |
49.23 |
49.39 |
47.86 |
48.11 |
-1.64 |
17,442 |
78,045 |
+2,697 |
Dec16 |
160616 |
49.56 |
49.84 |
48.23 |
48.48 |
-1.61 |
61,429 |
230,443 |
-1,338 |
Jan17 |
160616 |
50.03 |
50.03 |
48.57 |
48.76 |
-1.58 |
8,263 |
45,012 |
+2,279 |
Feb17 |
160616 |
49.95 |
49.96 |
48.79 |
48.96 |
-1.56 |
3,966 |
28,954 |
+130 |
Mar17 |
160616 |
50.19 |
50.20 |
48.98 |
49.11 |
-1.55 |
9,281 |
63,188 |
+668 |
Apr17 |
160616 |
50.07 |
50.21 |
49.21 |
49.21 |
-1.54 |
2,287 |
17,962 |
+763 |
May17 |
160616 |
50.14 |
50.17 |
49.29 |
49.29 |
-1.52 |
1,395 |
17,310 |
+188 |
Jun17 |
160616 |
50.53 |
50.53 |
49.18 |
49.35 |
-1.51 |
20,760 |
71,952 |
-1,496 |
Jul17 |
160616 |
49.85 |
49.85 |
49.20 |
49.39 |
-1.50 |
918 |
16,391 |
+235 |
Aug17 |
160616 |
49.45 |
51.00 |
49.45 |
49.45 |
-1.49 |
262 |
11,750 |
+28 |
Sep17 |
160616 |
50.25 |
50.25 |
49.53 |
49.53 |
-1.49 |
1,306 |
27,845 |
+410 |
Oct17 |
160616 |
49.64 |
49.64 |
49.64 |
49.64 |
-1.49 |
169 |
9,377 |
+0 |
Total Volume and Open Interest |
931,251 |
1,774,350 |
-21,293 |
e-miNY Crude Oil(NYM) |
Jul16 |
160616 |
47.450 |
47.750 |
45.900 |
46.200 |
-1.800 |
7,468 |
1,666 |
-126 |
Aug16 |
160616 |
47.925 |
48.225 |
46.425 |
46.750 |
-1.750 |
600 |
630 |
+45 |
Sep16 |
160616 |
48.600 |
48.675 |
47.025 |
47.250 |
-1.700 |
102 |
195 |
+11 |
Oct16 |
160616 |
49.025 |
49.025 |
47.675 |
47.675 |
-1.675 |
10 |
71 |
+1 |
Nov16 |
160616 |
49.300 |
49.400 |
47.950 |
48.100 |
-1.650 |
1 |
16 |
-1 |
Dec16 |
160616 |
49.650 |
49.650 |
48.300 |
48.475 |
-1.625 |
10 |
298 |
+0 |
Jan17 |
160616 |
48.750 |
48.750 |
48.750 |
48.750 |
-1.600 |
0 |
12 |
+0 |
Feb17 |
160616 |
48.950 |
50.850 |
48.950 |
48.950 |
-1.575 |
0 |
10 |
+0 |
Mar17 |
160616 |
49.100 |
49.100 |
49.100 |
49.100 |
-1.550 |
0 |
12 |
+0 |
Apr17 |
160616 |
49.200 |
49.200 |
49.200 |
49.200 |
-1.550 |
|
|
|
Total Volume and Open Interest |
8,194 |
3,061 |
-69 |
NY Harbor ULSD(NYM) |
Jul16 |
160616 |
146.68 |
147.42 |
141.65 |
142.29 |
-5.49 |
45,438 |
84,976 |
-4,231 |
Aug16 |
160616 |
147.29 |
148.15 |
142.47 |
143.07 |
-5.45 |
26,884 |
65,445 |
+1,182 |
Sep16 |
160616 |
148.66 |
149.15 |
143.86 |
144.45 |
-5.39 |
15,590 |
59,408 |
+1,889 |
Oct16 |
160616 |
150.85 |
150.95 |
145.52 |
145.97 |
-5.32 |
6,311 |
31,839 |
+224 |
Nov16 |
160616 |
151.52 |
151.52 |
147.03 |
147.58 |
-5.18 |
3,519 |
23,427 |
-404 |
Dec16 |
160616 |
153.04 |
153.33 |
148.50 |
149.00 |
-5.04 |
7,712 |
54,236 |
+371 |
Jan17 |
160616 |
154.18 |
154.18 |
150.24 |
150.44 |
-4.93 |
1,418 |
17,818 |
-266 |
Feb17 |
160616 |
154.63 |
154.63 |
151.32 |
151.43 |
-4.84 |
984 |
8,599 |
+74 |
Mar17 |
160616 |
153.43 |
153.43 |
151.76 |
151.81 |
-4.72 |
936 |
13,483 |
+136 |
Apr17 |
160616 |
151.73 |
152.69 |
151.16 |
151.33 |
-4.59 |
423 |
4,542 |
-23 |
May17 |
160616 |
151.22 |
152.48 |
151.14 |
151.14 |
-4.46 |
281 |
2,719 |
-15 |
Jun17 |
160616 |
154.49 |
154.49 |
150.91 |
151.24 |
-4.33 |
429 |
16,114 |
-49 |
Jul17 |
160616 |
155.51 |
155.51 |
151.81 |
151.81 |
-4.23 |
130 |
1,937 |
-22 |
Aug17 |
160616 |
154.15 |
154.15 |
152.60 |
152.60 |
-4.15 |
51 |
1,118 |
+20 |
Total Volume and Open Interest |
110,550 |
412,607 |
-937 |
RBOB Gasoline(NYM) |
Jul16 |
160616 |
149.57 |
150.66 |
145.89 |
146.53 |
-3.61 |
48,953 |
79,392 |
-5,846 |
Aug16 |
160616 |
151.03 |
151.88 |
147.23 |
147.85 |
-3.67 |
44,555 |
81,507 |
-246 |
Sep16 |
160616 |
150.95 |
151.90 |
147.34 |
147.98 |
-3.78 |
32,556 |
68,379 |
+46 |
Oct16 |
160616 |
140.65 |
140.98 |
136.76 |
137.35 |
-3.79 |
18,866 |
44,260 |
-131 |
Nov16 |
160616 |
138.67 |
138.71 |
134.64 |
135.20 |
-3.93 |
8,955 |
30,007 |
+377 |
Dec16 |
160616 |
136.58 |
136.93 |
132.90 |
133.46 |
-3.96 |
8,545 |
40,851 |
+517 |
Jan17 |
160616 |
136.40 |
136.56 |
132.97 |
133.50 |
-3.95 |
2,300 |
11,248 |
-301 |
Feb17 |
160616 |
137.48 |
137.60 |
134.07 |
134.64 |
-3.93 |
500 |
2,736 |
+62 |
Mar17 |
160616 |
137.78 |
137.95 |
135.86 |
136.41 |
-3.91 |
435 |
4,921 |
-17 |
Apr17 |
160616 |
160.54 |
160.54 |
157.79 |
157.86 |
-3.90 |
387 |
4,142 |
+45 |
Total Volume and Open Interest |
168,289 |
400,160 |
-5,510 |
e-miNY RBOB Gasoline(NYM) |
Jul16 |
160616 |
146.50 |
146.50 |
146.50 |
146.50 |
-3.60 |
0 |
1 |
+0 |
Aug16 |
160616 |
147.90 |
147.90 |
147.85 |
147.90 |
-3.60 |
|
|
|
Sep16 |
160616 |
148.00 |
148.00 |
147.98 |
148.00 |
-3.80 |
|
|
|
Oct16 |
160616 |
137.40 |
137.40 |
137.35 |
137.40 |
-3.70 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Jul16 |
160616 |
2.592 |
2.639 |
2.553 |
2.580 |
-0.015 |
158,697 |
148,670 |
-16,504 |
Aug16 |
160616 |
2.650 |
2.684 |
2.605 |
2.627 |
-0.025 |
86,421 |
159,587 |
+4,749 |
Sep16 |
160616 |
2.676 |
2.706 |
2.632 |
2.652 |
-0.025 |
41,108 |
196,821 |
+5,691 |
Oct16 |
160616 |
2.726 |
2.751 |
2.682 |
2.706 |
-0.021 |
38,888 |
118,793 |
+174 |
Nov16 |
160616 |
2.882 |
2.887 |
2.838 |
2.855 |
-0.018 |
17,301 |
62,543 |
-1,677 |
Dec16 |
160616 |
3.116 |
3.128 |
3.081 |
3.097 |
-0.011 |
13,333 |
49,982 |
+118 |
Jan17 |
160616 |
3.259 |
3.259 |
3.212 |
3.231 |
-0.007 |
23,428 |
93,509 |
-872 |
Feb17 |
160616 |
3.251 |
3.251 |
3.205 |
3.222 |
-0.007 |
4,733 |
23,382 |
+180 |
Mar17 |
160616 |
3.175 |
3.200 |
3.159 |
3.179 |
-0.008 |
13,137 |
56,749 |
-746 |
Apr17 |
160616 |
2.964 |
2.964 |
2.919 |
2.934 |
-0.002 |
13,267 |
47,421 |
-1,312 |
May17 |
160616 |
2.932 |
2.932 |
2.901 |
2.911 |
+0.001 |
7,326 |
19,896 |
-571 |
Jun17 |
160616 |
2.949 |
2.949 |
2.930 |
2.942 |
+0.002 |
4,698 |
7,761 |
+432 |
Jul17 |
160616 |
2.980 |
2.987 |
2.969 |
2.980 |
+0.003 |
3,298 |
8,346 |
+241 |
Aug17 |
160616 |
2.986 |
2.992 |
2.981 |
2.987 |
+0.003 |
3,367 |
8,938 |
+203 |
Sep17 |
160616 |
2.958 |
2.963 |
2.957 |
2.961 |
+0.003 |
1,928 |
4,943 |
+869 |
Oct17 |
160616 |
2.982 |
2.990 |
2.969 |
2.979 |
+0.005 |
3,019 |
13,027 |
+992 |
Total Volume and Open Interest |
437,895 |
1,072,595 |
-5,924 |
Brent Crude Oil(ICE) |
Aug16 |
160616 |
48.56 |
48.77 |
46.94 |
47.19 |
-1.78 |
224,005 |
330,391 |
-22,730 |
Sep16 |
160616 |
49.11 |
49.31 |
47.50 |
47.76 |
-1.77 |
128,975 |
389,892 |
+26,910 |
Oct16 |
160616 |
49.47 |
49.65 |
47.89 |
48.13 |
-1.75 |
38,614 |
165,850 |
+570 |
Nov16 |
160616 |
49.80 |
49.99 |
48.23 |
48.47 |
-1.73 |
25,024 |
155,631 |
+94 |
Dec16 |
160616 |
50.27 |
50.39 |
48.67 |
48.90 |
-1.70 |
66,855 |
372,591 |
+1,396 |
Jan17 |
160616 |
50.50 |
50.65 |
49.00 |
49.22 |
-1.67 |
7,662 |
71,105 |
-545 |
Feb17 |
160616 |
50.69 |
50.88 |
49.24 |
49.45 |
-1.66 |
4,978 |
56,311 |
+34 |
Mar17 |
160616 |
50.94 |
50.98 |
49.47 |
49.68 |
-1.65 |
5,832 |
61,091 |
-165 |
Apr17 |
160616 |
51.17 |
51.17 |
49.68 |
49.88 |
-1.63 |
1,714 |
20,394 |
+372 |
May17 |
160616 |
50.43 |
50.43 |
50.08 |
50.08 |
-1.61 |
1,457 |
22,351 |
+229 |
Jun17 |
160616 |
51.49 |
51.56 |
50.10 |
50.28 |
-1.60 |
12,828 |
93,702 |
-1,187 |
Jul17 |
160616 |
50.84 |
50.84 |
50.49 |
50.49 |
-1.58 |
550 |
17,459 |
-44 |
Aug17 |
160616 |
50.67 |
50.67 |
50.67 |
50.67 |
-1.57 |
441 |
15,276 |
+168 |
Sep17 |
160616 |
51.75 |
51.75 |
50.81 |
50.81 |
-1.55 |
1,519 |
29,903 |
+561 |
Total Volume and Open Interest |
554,953 |
2,240,244 |
+5,025 |
Gas Oil(ICE) |
Jul16 |
160616 |
434.50 |
436.50 |
419.25 |
423.50 |
-17.50 |
61,094 |
124,466 |
-1,748 |
Aug16 |
160616 |
437.25 |
439.25 |
422.25 |
426.50 |
-17.50 |
44,668 |
145,901 |
+3,735 |
Sep16 |
160616 |
441.50 |
442.50 |
426.25 |
430.25 |
-17.25 |
15,925 |
65,601 |
+2,067 |
Oct16 |
160616 |
445.50 |
446.25 |
430.25 |
434.50 |
-17.00 |
6,410 |
46,842 |
+165 |
Nov16 |
160616 |
448.25 |
448.25 |
433.25 |
437.25 |
-17.00 |
3,290 |
34,404 |
-111 |
Dec16 |
160616 |
450.00 |
450.75 |
435.75 |
439.50 |
-16.75 |
16,675 |
102,651 |
+522 |
Jan17 |
160616 |
453.00 |
453.00 |
440.00 |
442.75 |
-16.25 |
2,498 |
23,851 |
-50 |
Feb17 |
160616 |
453.25 |
454.50 |
442.25 |
445.75 |
-16.00 |
714 |
13,831 |
-106 |
Mar17 |
160616 |
457.00 |
457.00 |
444.50 |
448.25 |
-15.75 |
1,255 |
22,110 |
-1 |
Apr17 |
160616 |
458.00 |
458.00 |
447.00 |
450.50 |
-15.50 |
735 |
10,155 |
-44 |
Total Volume and Open Interest |
164,890 |
745,937 |
+7,578 |
Ethanol(CBOT) |
Jul16 |
160616 |
1.681 |
1.686 |
1.654 |
1.660 |
-0.027 |
403 |
1,772 |
-177 |
Aug16 |
160616 |
1.668 |
1.668 |
1.639 |
1.641 |
-0.026 |
378 |
696 |
+44 |
Sep16 |
160616 |
1.622 |
1.632 |
1.620 |
1.620 |
-0.026 |
257 |
773 |
+139 |
Oct16 |
160616 |
1.592 |
1.626 |
1.592 |
1.592 |
-0.026 |
23 |
246 |
+21 |
Nov16 |
160616 |
1.564 |
1.600 |
1.564 |
1.564 |
-0.026 |
93 |
330 |
+20 |
Dec16 |
160616 |
1.545 |
1.545 |
1.539 |
1.539 |
-0.026 |
112 |
1,138 |
+7 |
Jan17 |
160616 |
1.518 |
1.518 |
1.518 |
1.518 |
-0.026 |
30 |
155 |
+30 |
Feb17 |
160616 |
1.515 |
1.515 |
1.515 |
1.515 |
-0.026 |
0 |
18 |
+0 |
Total Volume and Open Interest |
1,296 |
5,128 |
+84 |
WTI Crude Oil(ICE) |
Jul16 |
160616 |
47.43 |
47.72 |
45.93 |
46.21 |
-1.80 |
39,860 |
44,303 |
-3,622 |
Aug16 |
160616 |
47.92 |
48.21 |
46.46 |
46.74 |
-1.76 |
48,310 |
59,491 |
+2,746 |
Sep16 |
160616 |
48.40 |
48.62 |
46.98 |
47.25 |
-1.70 |
20,203 |
42,293 |
+2,793 |
Oct16 |
160616 |
48.97 |
48.97 |
47.53 |
47.68 |
-1.67 |
8,472 |
16,003 |
+455 |
Nov16 |
160616 |
49.38 |
49.38 |
47.94 |
48.11 |
-1.64 |
5,814 |
18,455 |
+860 |
Dec16 |
160616 |
49.60 |
49.71 |
48.31 |
48.48 |
-1.61 |
10,411 |
81,132 |
+204 |
Jan17 |
160616 |
49.57 |
49.59 |
48.76 |
48.76 |
-1.58 |
1,391 |
8,242 |
+130 |
Feb17 |
160616 |
49.76 |
49.76 |
48.96 |
48.96 |
-1.56 |
987 |
6,131 |
+110 |
Mar17 |
160616 |
49.91 |
49.91 |
49.11 |
49.11 |
-1.55 |
603 |
6,119 |
+21 |
Apr17 |
160616 |
49.21 |
49.21 |
49.21 |
49.21 |
-1.54 |
161 |
2,806 |
-9 |
May17 |
160616 |
49.29 |
49.29 |
49.29 |
49.29 |
-1.52 |
392 |
1,519 |
+63 |
Jun17 |
160616 |
50.33 |
50.33 |
49.24 |
49.35 |
-1.51 |
1,838 |
30,311 |
+280 |
Jul17 |
160616 |
49.39 |
49.39 |
49.39 |
49.39 |
-1.50 |
16 |
1,694 |
+4 |
Aug17 |
160616 |
49.45 |
49.45 |
49.45 |
49.45 |
-1.49 |
31 |
622 |
-2 |
Sep17 |
160616 |
49.53 |
49.53 |
49.53 |
49.53 |
-1.49 |
60 |
4,498 |
-8 |
Oct17 |
160616 |
49.64 |
49.64 |
49.64 |
49.64 |
-1.49 |
15 |
1,251 |
+0 |
Total Volume and Open Interest |
144,870 |
427,991 |
+5,787 |
US Dollar Index(ICE) |
Sep16 |
160616 |
94.655 |
95.535 |
94.260 |
94.705 |
+0.025 |
22,522 |
47,805 |
-509 |
Dec16 |
160616 |
94.515 |
95.545 |
94.320 |
94.750 |
+0.015 |
229 |
1,533 |
-57 |
Mar17 |
160616 |
94.780 |
95.580 |
94.780 |
94.830 |
+0.010 |
176 |
977 |
+110 |
Total Volume and Open Interest |
22,927 |
50,315 |
-456 |
Australian Dollar(CME) |
Sep16 |
160616 |
73.80 |
74.18 |
72.60 |
73.47 |
-0.39 |
96,345 |
78,625 |
+3,498 |
Dec16 |
160616 |
73.14 |
73.76 |
72.41 |
73.25 |
-0.39 |
181 |
499 |
+83 |
Mar17 |
160616 |
73.06 |
73.06 |
72.53 |
73.06 |
-0.39 |
0 |
11 |
+0 |
Total Volume and Open Interest |
96,526 |
79,135 |
+3,581 |
British Pound(CME) |
Sep16 |
160616 |
142.03 |
142.64 |
140.21 |
142.16 |
+0.31 |
143,271 |
205,787 |
+3,659 |
Dec16 |
160616 |
141.84 |
142.73 |
140.35 |
142.27 |
+0.30 |
76 |
479 |
-10 |
Mar17 |
160616 |
142.42 |
142.59 |
140.54 |
142.42 |
+0.29 |
0 |
98 |
+0 |
Total Volume and Open Interest |
143,347 |
206,389 |
+3,649 |
Canadian Dollar(CME) |
Sep16 |
160616 |
77.44 |
77.55 |
76.43 |
77.20 |
-0.22 |
55,235 |
113,767 |
+1,529 |
Dec16 |
160616 |
77.48 |
77.55 |
76.45 |
77.21 |
-0.23 |
284 |
3,617 |
-22 |
Mar17 |
160616 |
76.95 |
77.57 |
76.50 |
77.23 |
-0.24 |
44 |
223 |
-9 |
Jun17 |
160616 |
77.26 |
78.42 |
76.55 |
77.26 |
-0.25 |
0 |
106 |
+0 |
Total Volume and Open Interest |
55,563 |
117,752 |
-58,973 |
Japanese Yen(CME) |
Sep16 |
160616 |
94.68 |
96.90 |
94.64 |
96.20 |
+1.54 |
140,014 |
138,452 |
+155 |
Dec16 |
160616 |
95.02 |
97.24 |
95.02 |
96.55 |
+1.54 |
137 |
462 |
+28 |
Mar17 |
160616 |
96.92 |
97.41 |
95.22 |
96.92 |
+1.52 |
0 |
31 |
+0 |
Total Volume and Open Interest |
140,151 |
139,052 |
+183 |
Swiss Franc(CME) |
Sep16 |
160616 |
104.54 |
105.00 |
103.76 |
104.23 |
-0.36 |
22,726 |
43,017 |
-1,889 |
Dec16 |
160616 |
104.40 |
105.50 |
104.33 |
104.79 |
-0.35 |
41 |
78 |
+37 |
Mar17 |
160616 |
105.34 |
105.34 |
104.92 |
105.34 |
-0.37 |
|
|
|
Total Volume and Open Interest |
22,767 |
43,110 |
-1,852 |
EuroFX(CME) |
Sep16 |
160616 |
112.99 |
113.33 |
111.69 |
112.76 |
-0.27 |
175,765 |
321,784 |
+3,124 |
Dec16 |
160616 |
113.46 |
113.69 |
112.08 |
113.14 |
-0.27 |
1,012 |
1,876 |
+71 |
Mar17 |
160616 |
113.90 |
114.08 |
112.50 |
113.52 |
-0.29 |
0 |
1,234 |
+0 |
Total Volume and Open Interest |
176,793 |
325,402 |
+3,211 |
Mexican Peso(CME) |
Jul16 |
160616 |
526.75 |
526.75 |
526.75 |
526.75 |
-2.13 |
|
|
|
Aug16 |
160616 |
525.13 |
525.13 |
525.13 |
525.13 |
-2.13 |
|
|
|
Total Volume and Open Interest |
42,233 |
110,890 |
-2,381 |
Brazilian Real(CME) |
Jul16 |
160616 |
285.80 |
287.60 |
283.85 |
286.90 |
-0.70 |
1,396 |
25,080 |
+22 |
Aug16 |
160616 |
283.20 |
284.80 |
282.40 |
284.80 |
-0.60 |
0 |
75 |
+0 |
Sep16 |
160616 |
279.30 |
282.30 |
278.55 |
282.00 |
-0.70 |
1,153 |
3,188 |
-221 |
Oct16 |
160616 |
279.90 |
279.90 |
279.90 |
279.90 |
-0.50 |
|
|
|
Total Volume and Open Interest |
2,549 |
28,373 |
-199 |
30-Year T-Bonds(CBOT) |
Jun16 |
160616 |
171~230 |
172~170 |
171~090 |
171~200 |
+0~310 |
1,374 |
5,435 |
-761 |
Sep16 |
160616 |
169~190 |
171~070 |
169~180 |
170~060 |
+0~310 |
298,311 |
581,123 |
+2,912 |
Dec16 |
160616 |
168~300 |
168~300 |
168~300 |
168~300 |
+0~310 |
0 |
7 |
+0 |
Total Volume and Open Interest |
299,685 |
586,565 |
+2,151 |
10-Year T-Notes(CBOT) |
Jun16 |
160616 |
132~050 |
132~175 |
131~315 |
132~050 |
+0~055 |
36,549 |
52,909 |
-18,413 |
Sep16 |
160616 |
132~070 |
132~225 |
132~035 |
132~090 |
+0~065 |
1,599,495 |
2,693,528 |
+23,279 |
Dec16 |
160616 |
131~195 |
131~265 |
131~180 |
131~180 |
+0~065 |
1 |
15 |
+1 |
Total Volume and Open Interest |
1,636,045 |
2,746,452 |
+4,867 |
5-Year T-Notes(CBOT) |
Jun16 |
160616 |
122~056 |
122~080 |
121~302 |
122~012 |
+0~030 |
4,218 |
84,251 |
-2,147 |
Sep16 |
160616 |
121~226 |
121~306 |
121~192 |
121~226 |
+0~034 |
872,349 |
2,518,842 |
+15,169 |
Dec16 |
160616 |
121~212 |
121~212 |
121~212 |
121~212 |
+0~034 |
|
|
|
Total Volume and Open Interest |
876,567 |
2,603,093 |
+13,022 |
2 Year T-Notes(CBOT) |
Jun16 |
160616 |
109~180 |
109~184 |
109~160 |
109~160 |
-0~002 |
3,436 |
12,215 |
-812 |
Sep16 |
160616 |
109~146 |
109~164 |
109~130 |
109~140 |
unch |
347,712 |
1,001,629 |
+250 |
Dec16 |
160616 |
109~124 |
109~124 |
109~124 |
109~124 |
unch |
|
|
|
Total Volume and Open Interest |
351,148 |
1,013,844 |
-562 |
Eurodollars(CME) |
Sep16 |
160616 |
99.300 |
99.310 |
99.285 |
99.300 |
+0.010 |
363,720 |
1,114,483 |
+15,195 |
Dec16 |
160616 |
99.230 |
99.255 |
99.220 |
99.235 |
+0.015 |
353,855 |
1,428,402 |
-1,031 |
Mar17 |
160616 |
99.195 |
99.230 |
99.180 |
99.195 |
+0.015 |
314,284 |
899,165 |
+1,145 |
Jun17 |
160616 |
99.160 |
99.195 |
99.135 |
99.155 |
+0.020 |
302,139 |
847,061 |
-4,374 |
Sep17 |
160616 |
99.115 |
99.155 |
99.090 |
99.110 |
+0.020 |
285,669 |
809,532 |
+2,338 |
Dec17 |
160616 |
99.060 |
99.105 |
99.035 |
99.055 |
+0.020 |
296,998 |
1,162,933 |
+6,061 |
Mar18 |
160616 |
99.025 |
99.070 |
98.995 |
99.020 |
+0.020 |
190,587 |
555,870 |
+1,010 |
Jun18 |
160616 |
98.990 |
99.030 |
98.955 |
98.975 |
+0.020 |
197,493 |
417,403 |
-12,163 |
Sep18 |
160616 |
98.945 |
98.990 |
98.915 |
98.935 |
+0.020 |
130,207 |
384,994 |
+2,899 |
Dec18 |
160616 |
98.895 |
98.940 |
98.860 |
98.885 |
+0.020 |
170,363 |
572,445 |
+15,555 |
Mar19 |
160616 |
98.855 |
98.900 |
98.825 |
98.850 |
+0.020 |
94,118 |
335,468 |
+9,012 |
Jun19 |
160616 |
98.810 |
98.855 |
98.780 |
98.800 |
+0.020 |
100,754 |
268,160 |
+8,511 |
Sep19 |
160616 |
98.760 |
98.810 |
98.730 |
98.750 |
+0.020 |
73,968 |
202,034 |
+958 |
Dec19 |
160616 |
98.700 |
98.750 |
98.670 |
98.695 |
+0.025 |
60,075 |
247,747 |
+6,928 |
Mar20 |
160616 |
98.655 |
98.705 |
98.630 |
98.650 |
+0.025 |
43,492 |
119,729 |
+4,660 |
Jun20 |
160616 |
98.595 |
98.655 |
98.575 |
98.595 |
+0.025 |
46,890 |
73,874 |
+7,821 |
Sep20 |
160616 |
98.540 |
98.600 |
98.520 |
98.540 |
+0.025 |
25,267 |
62,978 |
+1,416 |
Dec20 |
160616 |
98.475 |
98.540 |
98.460 |
98.480 |
+0.025 |
29,332 |
89,230 |
+6,848 |
Total Volume and Open Interest |
3,213,988 |
9,940,924 |
+103,035 |
Ultra T-Bond(CBOT) |
Jun16 |
160616 |
180~28 |
181~31 |
180~28 |
181~04 |
+1~10 |
2,204 |
16,631 |
-1,813 |
Sep16 |
160616 |
183~02 |
185~08 |
182~30 |
183~29 |
+1~11 |
90,131 |
600,976 |
+1,978 |
Dec16 |
160616 |
183~04 |
183~04 |
183~04 |
183~04 |
+1~11 |
|
|
|
Total Volume and Open Interest |
92,335 |
617,607 |
+165 |
Ultra 10-Yr T-Note(CBOT) |
Jun16 |
160616 |
143~220 |
143~255 |
143~220 |
143~255 |
+0~105 |
200 |
7,095 |
-5 |
Sep16 |
160616 |
144~135 |
145~075 |
144~125 |
144~190 |
+0~120 |
69,874 |
128,169 |
-4,143 |
Dec16 |
160616 |
144~130 |
144~130 |
144~130 |
144~130 |
+0~060 |
|
|
|
Total Volume and Open Interest |
70,074 |
135,264 |
-4,148 |
30 Day Federal Funds(CBOT) |
Jun16 |
160616 |
99.632 |
99.635 |
99.630 |
99.630 |
-0.003 |
7,278 |
77,948 |
+52 |
Jul16 |
160616 |
99.635 |
99.635 |
99.625 |
99.630 |
unch |
32,102 |
233,711 |
-2,545 |
Aug16 |
160616 |
99.620 |
99.625 |
99.605 |
99.615 |
unch |
35,463 |
242,982 |
+4,490 |
Sep16 |
160616 |
99.605 |
99.610 |
99.595 |
99.605 |
+0.010 |
12,566 |
50,718 |
+810 |
Oct16 |
160616 |
99.575 |
99.595 |
99.565 |
99.585 |
+0.020 |
33,581 |
136,828 |
+7,145 |
Nov16 |
160616 |
99.570 |
99.590 |
99.560 |
99.575 |
+0.015 |
18,090 |
47,207 |
+3,345 |
Total Volume and Open Interest |
179,688 |
985,631 |
+16,536 |
3-Mth Euro-Yen(CME) |
Sep16 |
160616 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec16 |
160616 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar17 |
160616 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Jun17 |
160616 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Sep17 |
160616 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec17 |
160616 |
99.995 |
99.995 |
99.995 |
99.995 |
unch |
|
|
|
Mar18 |
160616 |
99.855 |
99.855 |
99.855 |
99.855 |
unch |
|
|
|
Jun18 |
160616 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Sep18 |
160616 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
Dec18 |
160616 |
99.435 |
99.435 |
99.435 |
99.435 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep16 |
160616 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec16 |
160616 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
160616 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160616 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160616 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160616 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160616 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
160616 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep16 |
160616 |
152.75 |
152.87 |
152.50 |
152.66 |
-0.07 |
1,633 |
19,248 |
+248 |
Dec16 |
160616 |
152.66 |
152.66 |
152.66 |
152.66 |
-0.07 |
|
|
|
Mar17 |
160616 |
152.58 |
152.58 |
152.58 |
152.58 |
-0.07 |
|
|
|
Total Volume and Open Interest |
1,633 |
19,248 |
+248 |
Euro-Buxl(EUREX) |
Sep16 |
160616 |
189.50 |
191.36 |
189.02 |
190.58 |
+2.00 |
51,305 |
148,820 |
+466 |
Dec16 |
160616 |
190.14 |
190.14 |
190.14 |
190.14 |
+2.00 |
|
|
|
Mar17 |
160616 |
190.14 |
190.14 |
190.14 |
190.14 |
+2.00 |
|
|
|
Total Volume and Open Interest |
51,305 |
148,820 |
+466 |
Euro-Bund(EUREX) |
Sep16 |
160616 |
165.54 |
165.68 |
165.07 |
165.45 |
+0.21 |
787,621 |
1,713,298 |
+102,356 |
Dec16 |
160616 |
162.91 |
162.97 |
162.54 |
162.82 |
+0.19 |
31 |
66 |
+4 |
Mar17 |
160616 |
162.82 |
162.82 |
162.82 |
162.82 |
+0.19 |
|
|
|
Total Volume and Open Interest |
787,652 |
1,713,364 |
+102,360 |
Euro-Bobl(EUREX) |
Sep16 |
160616 |
133.11 |
133.23 |
133.06 |
133.16 |
+0.12 |
705,528 |
1,449,211 |
+127,900 |
Dec16 |
160616 |
131.13 |
131.20 |
131.13 |
131.20 |
+0.13 |
0 |
101 |
+0 |
Mar17 |
160616 |
131.20 |
131.20 |
131.20 |
131.20 |
+0.13 |
|
|
|
Total Volume and Open Interest |
705,528 |
1,449,312 |
+127,900 |
Euro-Schatz(EUREX) |
Sep16 |
160616 |
111.96 |
111.99 |
111.93 |
111.97 |
+0.03 |
425,350 |
1,155,349 |
+110,183 |
Dec16 |
160616 |
111.89 |
111.89 |
111.89 |
111.89 |
+0.03 |
3 |
190 |
+3 |
Mar17 |
160616 |
111.89 |
111.89 |
111.89 |
111.89 |
+0.03 |
|
|
|
Total Volume and Open Interest |
425,353 |
1,155,539 |
+110,186 |
3-Mth Euribor(EUREX) |
Jun16 |
160613 |
100.262 |
100.262 |
100.262 |
100.262 |
-0.003 |
0 |
11,735 |
+0 |
Sep16 |
160616 |
100.270 |
100.275 |
100.270 |
100.275 |
+0.005 |
0 |
4,720 |
+0 |
Dec16 |
160616 |
100.295 |
100.295 |
100.290 |
100.295 |
+0.010 |
61 |
3,049 |
-50 |
Total Volume and Open Interest |
677 |
100,624 |
+291 |
Long Gilt(LIFFE) |
Jun16 |
160616 |
124~06 |
124~06 |
123~31 |
124~04 |
+0~05 |
1,254 |
37,078 |
-1,109 |
Sep16 |
160616 |
126~18 |
126~25 |
126~01 |
126~14 |
+0~07 |
223,823 |
467,339 |
+20,642 |
Total Volume and Open Interest |
225,077 |
504,417 |
+19,533 |
3-Mth Short Sterling(LIFFE) |
Sep16 |
160616 |
99.46 |
99.47 |
99.45 |
99.46 |
-0.01 |
76,007 |
427,463 |
+7,261 |
Dec16 |
160616 |
99.50 |
99.51 |
99.47 |
99.50 |
+0.01 |
84,406 |
478,268 |
-2,032 |
Mar17 |
160616 |
99.50 |
99.51 |
99.47 |
99.50 |
+0.01 |
84,344 |
345,044 |
-4,084 |
Jun17 |
160616 |
99.48 |
99.50 |
99.44 |
99.48 |
+0.02 |
72,304 |
307,447 |
+3,798 |
Sep17 |
160616 |
99.47 |
99.48 |
99.41 |
99.45 |
+0.01 |
91,212 |
282,401 |
-5,515 |
Dec17 |
160616 |
99.44 |
99.46 |
99.38 |
99.42 |
+0.01 |
84,952 |
345,167 |
+9,170 |
Total Volume and Open Interest |
837,516 |
3,391,596 |
-13,684 |
3-Mth Euribor(LIFFE) |
Sep16 |
160616 |
100.265 |
100.275 |
100.265 |
100.275 |
+0.010 |
55,194 |
397,024 |
-7,134 |
Dec16 |
160616 |
100.285 |
100.295 |
100.285 |
100.290 |
+0.005 |
86,761 |
491,005 |
-5,404 |
Mar17 |
160616 |
100.295 |
100.310 |
100.295 |
100.310 |
+0.015 |
70,763 |
439,237 |
-82 |
Total Volume and Open Interest |
577,942 |
3,091,111 |
-14,126 |
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 |
160616 |
98.10 |
98.13 |
98.09 |
98.12 |
+0.02 |
29,175 |
231,727 |
-754 |
Dec16 |
160616 |
98.17 |
98.20 |
98.15 |
98.20 |
+0.03 |
25,984 |
200,148 |
+2,651 |
Mar17 |
160616 |
98.21 |
98.25 |
98.19 |
98.24 |
+0.03 |
10,476 |
135,659 |
-3,821 |
Jun17 |
160616 |
98.25 |
98.29 |
98.23 |
98.28 |
+0.03 |
7,945 |
106,019 |
-136 |
Sep17 |
160616 |
98.26 |
98.30 |
98.24 |
98.30 |
+0.03 |
4,409 |
79,450 |
+339 |
Dec17 |
160616 |
98.29 |
98.31 |
98.26 |
98.31 |
+0.03 |
4,583 |
62,616 |
+612 |
Mar18 |
160616 |
98.27 |
98.30 |
98.25 |
98.30 |
+0.02 |
3,776 |
35,417 |
+94 |
Jun18 |
160616 |
98.25 |
98.29 |
98.23 |
98.28 |
+0.02 |
2,160 |
25,116 |
+1,593 |
Sep18 |
160616 |
98.20 |
98.27 |
98.20 |
98.26 |
+0.02 |
50 |
4,307 |
+52 |
Total Volume and Open Interest |
88,603 |
885,056 |
+663 |
10-Year Aus T-Bonds(SFE) |
Sep16 |
160616 |
97.91 |
98.00 |
97.88 |
97.99 |
+0.07 |
126,086 |
837,655 |
+94,853 |
Dec16 |
160616 |
97.99 |
97.99 |
97.99 |
97.99 |
|
|
|
|
3-Year Aus T-Bonds(SFE) |
Sep16 |
160616 |
98.48 |
98.54 |
98.45 |
98.54 |
+0.06 |
203,830 |
666,108 |
+126,473 |
Dec16 |
160616 |
98.54 |
98.54 |
98.54 |
98.54 |
|
|
|
|
Gold(CMX) |
Jun16 |
160616 |
1296.3 |
1316.4 |
1281.1 |
1296.1 |
+10.3 |
554 |
1,205 |
-346 |
Aug16 |
160616 |
1295.0 |
1318.9 |
1280.1 |
1298.4 |
+10.1 |
193,067 |
402,374 |
+6,131 |
Oct16 |
160616 |
1299.6 |
1322.0 |
1283.5 |
1301.5 |
+10.1 |
1,360 |
26,934 |
-46 |
Dec16 |
160616 |
1301.3 |
1325.2 |
1286.6 |
1304.6 |
+10.2 |
3,147 |
66,417 |
-3 |
Feb17 |
160616 |
1303.5 |
1326.6 |
1292.9 |
1307.6 |
+10.4 |
2,009 |
10,329 |
-10 |
Apr17 |
160616 |
1326.0 |
1330.0 |
1301.4 |
1310.2 |
+10.5 |
257 |
5,165 |
+152 |
Jun17 |
160616 |
1311.6 |
1329.0 |
1311.6 |
1312.5 |
+10.6 |
408 |
12,250 |
+274 |
Aug17 |
160616 |
1317.6 |
1323.2 |
1307.6 |
1314.7 |
+10.6 |
16 |
1,066 |
+0 |
Oct17 |
160616 |
1316.7 |
1316.7 |
1316.7 |
1316.7 |
+10.6 |
0 |
634 |
+0 |
Dec17 |
160616 |
1325.4 |
1334.7 |
1308.8 |
1318.8 |
+10.6 |
139 |
7,460 |
+43 |
Feb18 |
160616 |
1335.4 |
1335.4 |
1320.5 |
1320.5 |
+10.6 |
0 |
43 |
+0 |
Apr18 |
160616 |
1322.2 |
1322.2 |
1322.2 |
1322.2 |
+10.6 |
|
|
|
Total Volume and Open Interest |
202,310 |
545,357 |
+6,182 |
Silver(CMX) |
Jul16 |
160616 |
1755.0 |
1788.0 |
1717.0 |
1760.7 |
+10.4 |
49,003 |
90,474 |
-2,248 |
Sep16 |
160616 |
1758.5 |
1792.5 |
1722.0 |
1765.8 |
+10.5 |
11,229 |
60,352 |
+3,368 |
Dec16 |
160616 |
1775.0 |
1799.5 |
1730.0 |
1772.8 |
+10.4 |
2,165 |
35,883 |
-75 |
Mar17 |
160616 |
1781.0 |
1802.5 |
1739.5 |
1779.6 |
+10.4 |
401 |
5,739 |
+209 |
May17 |
160616 |
1795.0 |
1801.5 |
1748.0 |
1783.9 |
+10.4 |
4 |
231 |
+4 |
Jul17 |
160616 |
1804.5 |
1804.5 |
1788.2 |
1788.2 |
+10.4 |
18 |
2,408 |
+0 |
Sep17 |
160616 |
1792.5 |
1792.5 |
1792.5 |
1792.5 |
+10.4 |
0 |
197 |
+0 |
Total Volume and Open Interest |
62,862 |
199,111 |
+1,259 |
Platinum(NYMEX) |
Jul16 |
160616 |
976.4 |
991.0 |
969.5 |
978.3 |
+3.5 |
17,717 |
41,734 |
-2,451 |
Oct16 |
160616 |
979.5 |
993.0 |
971.7 |
980.3 |
+3.4 |
4,159 |
21,742 |
+2,548 |
Jan17 |
160616 |
982.3 |
992.4 |
981.8 |
982.4 |
+3.0 |
116 |
2,594 |
+101 |
Apr17 |
160616 |
997.3 |
997.3 |
984.6 |
984.6 |
+3.0 |
4 |
19 |
+4 |
Total Volume and Open Interest |
22,009 |
66,103 |
+213 |
Palladium(NYMEX) |
Jun16 |
160616 |
535.05 |
539.80 |
530.80 |
535.85 |
+2.55 |
9 |
19 |
-9 |
Sep16 |
160616 |
532.90 |
542.00 |
527.45 |
534.95 |
+2.40 |
4,873 |
23,273 |
+305 |
Dec16 |
160616 |
537.20 |
539.50 |
533.00 |
535.85 |
+2.40 |
12 |
375 |
+2 |
Total Volume and Open Interest |
4,906 |
23,750 |
+303 |
Copper(CMX) |
Jul16 |
160616 |
209.20 |
209.30 |
203.55 |
204.80 |
-4.30 |
55,364 |
108,621 |
-9,631 |
Sep16 |
160616 |
209.50 |
209.60 |
204.00 |
205.30 |
-4.10 |
15,016 |
80,187 |
+5,352 |
Dec16 |
160616 |
210.00 |
210.15 |
204.90 |
206.15 |
-4.05 |
2,696 |
34,794 |
+118 |
Mar17 |
160616 |
210.65 |
210.65 |
205.90 |
206.75 |
-4.05 |
302 |
7,097 |
+163 |
May17 |
160616 |
209.35 |
209.35 |
206.10 |
207.25 |
-4.05 |
38 |
862 |
+3 |
Total Volume and Open Interest |
74,163 |
239,071 |
-3,857 |
E-mini DJIA Index(CBOT) |
Jun16 |
160616 |
17638 |
17756 |
17469 |
17740 |
+94 |
53,329 |
42,896 |
-12,057 |
Sep16 |
160616 |
17552 |
17661 |
17374 |
17643 |
+91 |
209,569 |
105,495 |
+10,795 |
Dec16 |
160616 |
17390 |
17545 |
17300 |
17545 |
+94 |
10 |
148 |
-5 |
Mar17 |
160616 |
17485 |
17509 |
17440 |
17485 |
+94 |
0 |
1 |
+0 |
Total Volume and Open Interest |
262,908 |
148,540 |
-1,267 |
S & P 500(CME) |
Jun16 |
160616 |
2062.00 |
2079.50 |
2050.80 |
2079.20 |
+7.40 |
24,206 |
49,147 |
-14,589 |
Sep16 |
160616 |
2062.00 |
2070.70 |
2051.90 |
2070.60 |
+7.20 |
23,808 |
56,753 |
+13,731 |
Dec16 |
160616 |
2059.00 |
2062.90 |
2034.80 |
2062.90 |
+7.10 |
0 |
189 |
-2 |
Mar17 |
160616 |
2056.60 |
2056.60 |
2028.50 |
2056.60 |
+7.10 |
|
|
|
Total Volume and Open Interest |
48,014 |
106,089 |
-860 |
S & P 500 E-Mini(Globex) |
Jun16 |
160616 |
2070.50 |
2080.00 |
2050.00 |
2079.25 |
+7.50 |
1,163,137 |
912,992 |
-498,208 |
Sep16 |
160616 |
2062.50 |
2071.50 |
2040.75 |
2070.50 |
+7.00 |
2,770,212 |
2,419,029 |
+553,371 |
Dec16 |
160616 |
2054.75 |
2063.75 |
2033.25 |
2063.00 |
+7.25 |
556 |
9,761 |
+59 |
Mar17 |
160616 |
2044.00 |
2056.50 |
2028.00 |
2056.50 |
+7.00 |
14 |
115 |
+1 |
Total Volume and Open Interest |
3,933,921 |
3,341,912 |
+55,224 |
NASDAQ 100 E-Mini(Globex) |
Jun16 |
160616 |
4409.80 |
4429.00 |
4361.00 |
4424.80 |
+12.00 |
94,710 |
78,656 |
-31,664 |
Sep16 |
160616 |
4403.00 |
4421.00 |
4352.50 |
4416.80 |
+11.30 |
323,188 |
208,818 |
+44,658 |
Dec16 |
160616 |
4399.50 |
4412.50 |
4350.80 |
4409.80 |
+9.30 |
3 |
110 |
+0 |
Total Volume and Open Interest |
417,916 |
287,606 |
+13,009 |
S&P Midcap 400(CME) e-Mini |
Jun16 |
160616 |
1481.70 |
1481.70 |
1459.60 |
1478.90 |
-0.70 |
23,502 |
18,560 |
-13,423 |
Sep16 |
160616 |
1474.90 |
1476.60 |
1455.40 |
1474.80 |
-0.80 |
36,785 |
76,437 |
+17,337 |
Dec16 |
160616 |
1475.40 |
1475.40 |
1472.40 |
1475.40 |
-0.70 |
0 |
12 |
+0 |
Total Volume and Open Interest |
60,287 |
95,009 |
+3,914 |
Volatility Index(CBOE) |
Jun16 |
160615 |
20.55 |
20.90 |
19.65 |
19.90 |
-0.68 |
182,968 |
84,024 |
-21,890 |
Jul16 |
160616 |
20.60 |
22.20 |
19.74 |
20.03 |
-0.55 |
244,885 |
259,902 |
+3,103 |
Aug16 |
160616 |
20.73 |
22.15 |
20.10 |
20.43 |
-0.30 |
66,227 |
67,505 |
+2,083 |
Sep16 |
160616 |
21.15 |
22.38 |
20.63 |
20.88 |
-0.30 |
28,428 |
29,715 |
-479 |
Total Volume and Open Interest |
523,589 |
417,909 |
-76,888 |
Russell 2000(ICE) |
Jun16 |
160616 |
1147.40 |
1150.60 |
1132.40 |
1150.00 |
+0.70 |
99,869 |
113,588 |
-74,062 |
Sep16 |
160616 |
1143.40 |
1145.70 |
1127.10 |
1145.00 |
+0.80 |
167,275 |
286,702 |
+69,992 |
Dec16 |
160616 |
1132.40 |
1140.10 |
1132.40 |
1140.10 |
+0.80 |
0 |
920 |
+0 |
Total Volume and Open Interest |
267,144 |
401,460 |
-4,070 |
Nikkei 225(CME) |
Sep16 |
160616 |
15955 |
15990 |
15320 |
15665 |
-300 |
16,832 |
31,572 |
+438 |
Dec16 |
160616 |
15920 |
15920 |
15385 |
15685 |
-235 |
7 |
32 |
+7 |
Total Volume and Open Interest |
16,839 |
31,604 |
+445 |
Nikkei 225(SGX) |
Sep16 |
160616 |
15920 |
15980 |
15310 |
15325 |
-575 |
98,820 |
188,285 |
+1,200 |
Dec16 |
160616 |
15710 |
15710 |
15210 |
15210 |
-575 |
87 |
3,963 |
-17 |
Mar17 |
160616 |
15175 |
15175 |
15175 |
15175 |
-575 |
|
|
|
Total Volume and Open Interest |
98,968 |
202,706 |
+1,202 |
Nikkei 225(CME) Yen |
Jun16 |
160609 |
16785 |
16800 |
16505 |
16635 |
-180 |
57,760 |
54,753 |
-24,533 |
Sep16 |
160616 |
15855 |
15895 |
15230 |
15565 |
-300 |
57,083 |
66,655 |
+1,403 |
Dec16 |
160616 |
15430 |
15755 |
15100 |
15435 |
-300 |
4 |
10 |
+4 |
Total Volume and Open Interest |
57,091 |
66,665 |
+1,403 |
Nikkei 225(CME) e-Mini Yen |
Jun16 |
160609 |
16640 |
16640 |
16635 |
16640 |
-170 |
6 |
97 |
-5 |
Sep16 |
160616 |
15760 |
15760 |
15565 |
15570 |
-290 |
2 |
1 |
+1 |
Dec16 |
160616 |
15440 |
15440 |
15435 |
15440 |
-290 |
|
|
|
Total Volume and Open Interest |
2 |
1 |
+1 |
CAC 40(EURONEXT) |
Jun16 |
160616 |
4126.0 |
4197.5 |
4096.5 |
4147.5 |
-19.5 |
286,971 |
336,202 |
+6,780 |
Jul16 |
160616 |
4120.5 |
4190.5 |
4089.0 |
4140.0 |
-19.0 |
162,907 |
173,881 |
+98,899 |
Aug16 |
160616 |
4096.0 |
4188.0 |
4095.5 |
4138.0 |
-19.5 |
1 |
12 |
+0 |
Sep16 |
160616 |
4101.5 |
4185.0 |
4096.0 |
4137.0 |
-19.5 |
2,458 |
6,366 |
+2,037 |
Total Volume and Open Interest |
452,337 |
516,503 |
+107,706 |
Hang Seng Index(HKFE) |
Jun16 |
160616 |
20270 |
20334 |
19785 |
19871 |
-398 |
120,027 |
105,568 |
-814 |
Jul16 |
160616 |
20303 |
20333 |
19795 |
19875 |
-398 |
1,019 |
5,038 |
+409 |
Total Volume and Open Interest |
121,384 |
117,070 |
-136 |
DAX(EUREX) |
Jun16 |
160616 |
9491.0 |
9664.5 |
9429.5 |
9569.0 |
-56.5 |
184,256 |
168,162 |
-1,812 |
Sep16 |
160616 |
9480.0 |
9658.0 |
9421.0 |
9560.0 |
-54.0 |
60,273 |
74,301 |
+37,795 |
Dec16 |
160616 |
9451.0 |
9601.5 |
9420.0 |
9551.0 |
-52.5 |
452 |
3,324 |
+369 |
Total Volume and Open Interest |
244,981 |
245,787 |
+36,352 |
Mini-DAX(EUREX) |
Jun16 |
160616 |
9496.0 |
9663.0 |
9427.0 |
9569.0 |
-57.0 |
27,202 |
13,274 |
+1,045 |
Sep16 |
160616 |
9499.0 |
9653.0 |
9417.0 |
9557.0 |
-58.0 |
2,426 |
2,837 |
+1,127 |
Dec16 |
160616 |
9487.0 |
9630.0 |
9415.0 |
9548.0 |
-56.0 |
53 |
78 |
+27 |
Total Volume and Open Interest |
29,681 |
16,189 |
+2,199 |
FT-SE 100(EURONEXT) |
Jun16 |
160616 |
5958.00 |
5995.00 |
5894.00 |
5963.50 |
-16.50 |
456,340 |
203,701 |
-161,512 |
Sep16 |
160616 |
5901.00 |
5938.00 |
5836.50 |
5905.50 |
-17.00 |
320,418 |
433,020 |
+208,346 |
Dec16 |
160616 |
5837.00 |
5869.50 |
5837.00 |
5869.50 |
-17.00 |
5 |
16 |
-9 |
Total Volume and Open Interest |
776,763 |
636,737 |
+46,825 |
SPI 200(SFE) |
Jun16 |
160616 |
5162.0 |
5191.0 |
5145.0 |
5190.0 |
+33.0 |
229,515 |
221,120 |
-67,513 |
Sep16 |
160616 |
5113.0 |
5150.0 |
5073.0 |
5074.0 |
-33.0 |
195,692 |
197,680 |
+173,254 |
Dec16 |
160616 |
5060.0 |
5060.0 |
5060.0 |
5060.0 |
-33.0 |
2 |
2,516 |
+2 |
Total Volume and Open Interest |
425,341 |
423,048 |
+105,829 |
FTSE MIB(ISE) |
Jun16 |
160616 |
16210.00 |
16395.00 |
16080.00 |
16357.00 |
-181.00 |
88,028 |
34,807 |
-19,853 |
Sep16 |
160616 |
16040.00 |
16255.00 |
15945.00 |
16217.00 |
-184.00 |
52,319 |
35,553 |
+24,921 |
Dec16 |
160616 |
15960.00 |
16137.00 |
15870.00 |
16137.00 |
-172.00 |
0 |
2 |
+0 |
Total Volume and Open Interest |
140,347 |
70,362 |
+5,068 |
KOSPI 200(KFE) |
Sep16 |
160616 |
244.65 |
244.95 |
241.10 |
242.05 |
-2.10 |
146,300 |
117,661 |
-2,553 |
Dec16 |
160616 |
245.40 |
245.50 |
241.90 |
242.65 |
-2.05 |
229 |
5,914 |
+19 |
Mar17 |
160616 |
241.20 |
241.25 |
239.80 |
239.80 |
-2.10 |
2 |
784 |
+1 |
Total Volume and Open Interest |
146,531 |
127,152 |
-2,378 |
GSCI(CME) |
Jul16 |
160616 |
372.10 |
372.10 |
367.25 |
367.75 |
-7.90 |
1,034 |
12,078 |
+990 |
Aug16 |
160616 |
367.35 |
367.35 |
367.35 |
367.35 |
-7.90 |
|
|
|
Sep16 |
160616 |
368.85 |
368.85 |
368.85 |
368.85 |
-7.90 |
|
|
|
Total Volume and Open Interest |
2,045 |
12,252 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|