Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Fri June 17, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul16 160617 1133.75 1160.00 1132.50 1159.50 +25.00 103,310 188,357 -5,744
Aug16 160617 1132.75 1160.50 1132.00 1160.00 +26.50 31,425 84,988 +2,842
Sep16 160617 1121.50 1152.50 1121.50 1151.75 +28.00 10,894 38,122 +903
Nov16 160617 1117.50 1149.00 1116.50 1148.25 +29.00 91,742 395,052 +2,710
Jan17 160617 1116.00 1146.75 1114.00 1146.00 +29.00 4,039 34,367 +523
Mar17 160617 1084.75 1108.25 1084.25 1107.50 +23.75 4,679 61,908 +852
May17 160617 1069.50 1093.25 1069.50 1092.25 +20.50 3,092 28,608 +662
Jul17 160617 1070.00 1089.00 1067.25 1087.75 +19.00 1,976 32,736 +120
Aug17 160617 1058.00 1065.75 1058.00 1065.75 +15.25 120 389 +44
Sep17 160617 1026.75 1026.75 1026.75 1026.75 +12.50 51 178 +33
Nov17 160617 987.75 996.00 987.75 992.25 +8.00 789 20,477 +119
Jan18 160617 992.25 992.25 992.25 992.25 +8.25 0 117 +0
Mar18 160617 989.75 989.75 989.75 989.75 +8.25 0 39 +0
May18 160617 993.25 993.25 993.25 993.25 +8.25 0 39 +0
Total Volume and Open Interest 252,117 885,564 +3,064
Soybean Meal(CBOT)
Jul16 160617 397.90 409.00 397.10 407.40 +9.70 34,092 72,665 -2,189
Aug16 160617 396.10 407.90 395.70 406.70 +10.60 10,569 45,555 +543
Sep16 160617 395.60 406.80 395.60 406.10 +10.90 7,367 40,106 +598
Oct16 160617 394.00 405.50 392.80 405.00 +10.70 4,986 27,668 -110
Dec16 160617 393.70 405.90 393.10 405.30 +10.70 22,031 140,530 +2,317
Jan17 160617 392.20 401.70 391.90 401.20 +10.90 1,664 19,107 +773
Mar17 160617 373.10 381.90 373.10 381.50 +10.60 1,009 17,474 -172
May17 160617 359.50 365.60 358.20 365.00 +7.30 688 16,397 -4
Jul17 160617 356.00 362.40 356.00 361.50 +6.40 756 10,447 +64
Aug17 160617 352.60 355.30 352.60 355.30 +6.00 18 1,660 +2
Total Volume and Open Interest 83,532 397,414 +1,943
Soybean Oil(CBOT)
Jul16 160617 31.21 32.08 31.12 31.93 +0.77 55,296 90,572 -7,369
Aug16 160617 31.35 32.21 31.27 32.06 +0.76 18,416 54,088 +4,339
Sep16 160617 31.47 32.35 31.42 32.19 +0.75 5,472 32,828 -95
Oct16 160617 31.62 32.48 31.59 32.31 +0.74 2,207 19,242 +278
Dec16 160617 31.91 32.76 31.81 32.60 +0.75 24,086 140,582 -91
Jan17 160617 32.13 32.94 32.13 32.76 +0.69 1,796 16,454 +585
Mar17 160617 32.20 33.01 32.20 32.80 +0.64 1,053 15,314 +34
May17 160617 32.35 33.07 32.35 32.86 +0.61 1,130 13,932 +129
Jul17 160617 32.59 33.30 32.59 33.08 +0.61 587 5,763 +119
Aug17 160617 32.87 33.14 32.87 33.14 +0.62 113 2,542 +35
Total Volume and Open Interest 110,542 397,494 -2,073
Canola(WCE)
Jul16 160617 510.6 514.3 508.4 510.5 +1.0 15,265 53,118 -9,722
Nov16 160617 514.1 520.9 513.5 518.1 +3.1 13,560 111,714 +2,124
Jan17 160617 518.0 524.8 517.0 523.1 +4.3 908 10,589 +73
Mar17 160617 518.0 527.0 518.0 524.7 +4.8 250 3,075 +64
May17 160617 517.6 528.8 517.6 526.5 +5.4 113 1,209 +79
Total Volume and Open Interest 30,150 182,008 -7,344
Corn(CBOT)
Jul16 160617 425.00 438.25 423.50 437.75 +12.50 186,442 302,822 -22,931
Sep16 160617 429.75 443.50 428.25 442.75 +12.25 102,447 510,680 +13,567
Dec16 160617 435.00 449.00 433.50 448.75 +13.00 128,562 451,073 +5,846
Mar17 160617 440.00 452.75 440.00 452.50 +11.75 13,365 87,903 -465
May17 160617 443.00 454.25 443.00 454.00 +11.00 2,749 21,995 +160
Jul17 160617 445.00 455.00 444.50 455.00 +10.00 8,289 55,058 +625
Sep17 160617 413.75 420.25 413.75 420.00 +8.00 831 8,632 +301
Dec17 160617 411.00 417.00 410.50 416.75 +7.00 4,445 37,219 +679
Mar18 160617 423.00 423.00 423.00 423.00 +6.50 0 1,050 +0
May18 160617 426.75 426.75 426.75 426.75 +6.50 0 326 +0
Total Volume and Open Interest 447,132 1,478,484 -2,217
Wheat(CBOT)
Jul16 160617 473.75 482.50 472.50 481.25 +8.75 74,692 97,075 -14,319
Sep16 160617 486.25 495.75 485.00 494.75 +10.00 53,853 168,592 +5,113
Dec16 160617 505.50 513.75 504.25 513.00 +8.75 20,266 89,598 +2,064
Mar17 160617 524.00 531.75 523.00 531.25 +7.75 5,593 28,756 +256
May17 160617 536.75 543.00 534.50 542.75 +7.25 1,540 6,239 +45
Jul17 160617 548.00 552.50 543.00 552.00 +7.00 2,051 16,813 +121
Total Volume and Open Interest 158,244 413,182 -6,653
Wheat(KCBT)
Jul16 160617 450.75 461.50 450.25 460.75 +10.00 24,132 66,396 -7,081
Sep16 160617 468.50 479.25 468.00 478.50 +10.00 19,196 87,296 +5,575
Dec16 160617 493.00 503.25 493.00 502.75 +9.00 4,117 46,330 +1,083
Mar17 160617 509.25 519.00 509.25 518.50 +8.50 1,104 14,411 +120
May17 160617 520.00 529.00 520.00 529.00 +8.50 619 6,454 -131
Jul17 160617 531.25 537.50 529.50 537.00 +8.50 649 5,299 +238
Sep17 160617 547.00 547.00 547.00 547.00 +7.75 15 168 -1
Total Volume and Open Interest 49,843 226,707 -199
Wheat(MGE)
Jul16 160617 529.00 540.50 528.00 539.75 +10.50 4,442 15,963 -952
Sep16 160617 537.00 549.50 537.00 548.75 +10.00 2,441 18,395 +427
Dec16 160617 552.25 562.75 552.25 561.75 +9.00 1,153 12,289 -172
Mar17 160617 567.50 575.75 567.00 574.75 +9.50 493 6,826 -108
May17 160617 580.00 582.75 579.25 582.75 +9.75 74 2,808 -1
Jul17 160617 582.50 589.75 582.50 589.75 +10.00 236 1,367 +93
Total Volume and Open Interest 8,839 58,022 -713
Oats(CBOT)
Jul16 160617 203.00 210.25 203.00 208.25 +3.75 785 3,776 -324
Sep16 160617 215.50 219.75 215.00 217.75 +2.75 400 2,566 +159
Dec16 160617 220.50 227.00 220.50 225.25 +4.00 349 3,437 +256
Mar17 160617 237.00 241.00 236.50 237.00 +3.50 78 233 +40
Total Volume and Open Interest 1,612 10,012 +131
Rough Rice(CBOT)
Jul16 160617 11.33 11.34 11.27 11.30 -0.02 873 3,986 -317
Sep16 160617 11.58 11.61 11.55 11.56 -0.02 536 4,864 +322
Nov16 160617 11.84 11.84 11.80 11.80 -0.02 30 782 +3
Jan17 160617 12.03 12.03 12.03 12.03 -0.02 0 98 +0
Total Volume and Open Interest 1,439 9,772 +8
Live Cattle(CME)
Jun16 160617 117.000 117.980 116.500 116.730 -0.555 2,724 12,158 -1,488
Aug16 160617 113.350 114.450 112.285 112.550 -0.800 16,430 120,952 -241
Oct16 160617 113.350 114.300 112.350 112.650 -0.650 9,783 57,821 -320
Dec16 160617 114.000 115.100 113.285 113.580 -0.470 6,475 35,812 +646
Feb17 160617 113.800 114.830 113.200 113.480 -0.405 1,794 10,157 -102
Apr17 160617 113.080 114.385 112.830 112.950 -0.500 854 6,406 -83
Total Volume and Open Interest 38,330 245,854 -1,494
Feeder Cattle(CME)
Aug16 160617 139.550 140.800 137.050 137.435 -2.195 2,986 25,617 +169
Sep16 160617 138.330 139.500 136.285 136.650 -1.885 698 4,787 +92
Oct16 160617 136.500 138.000 135.100 135.450 -1.700 480 4,572 -24
Nov16 160617 133.630 134.600 131.850 132.200 -1.680 270 4,452 -12
Jan17 160617 129.000 130.075 127.430 127.750 -2.350 77 784 +3
Mar17 160617 127.150 127.150 124.980 125.180 -1.870 16 236 -3
Apr17 160617 126.230 126.580 125.400 125.785 -0.695 4 21 -1
Total Volume and Open Interest 4,531 40,471 +224
Lean Hogs(CME)
Jul16 160617 87.035 87.300 86.080 86.180 -0.900 12,956 42,268 -1,376
Aug16 160617 89.600 89.930 89.050 89.180 -0.320 16,655 93,545 +622
Oct16 160617 74.200 74.500 74.100 74.330 -0.170 6,990 57,016 +83
Dec16 160617 66.830 66.900 66.225 66.430 -0.520 5,571 38,326 +740
Feb17 160617 69.580 69.580 68.885 69.000 -0.750 1,927 16,518 +11
Apr17 160617 72.000 72.000 71.450 71.535 -0.695 499 8,211 +71
May17 160617 75.900 75.900 75.535 75.900 -0.235 5 128 +3
Jun17 160617 79.450 79.450 79.000 79.000 -0.850 70 827 +29
Total Volume and Open Interest 44,688 257,030 +189
Class III Milk(CME)
Jun16 160617 13.24 13.24 13.21 13.21 -0.01 116 4,620 -5
Jul16 160617 15.00 15.14 14.70 15.04 +0.04 860 5,397 +100
Aug16 160617 15.85 15.97 15.45 15.79 -0.03 388 4,802 -58
Sep16 160617 15.84 16.03 15.56 15.87 -0.01 155 3,862 +17
Oct16 160617 15.89 15.97 15.65 15.81 -0.03 162 3,157 +22
Nov16 160617 15.81 15.84 15.58 15.82 +0.10 91 2,921 +27
Dec16 160617 15.62 15.66 15.43 15.63 +0.06 45 2,618 +2
Jan17 160617 15.54 15.65 15.49 15.65 +0.06 21 970 +3
Feb17 160617 15.60 15.80 15.53 15.73 +0.13 18 839 +1
Mar17 160617 15.71 15.84 15.66 15.82 +0.06 24 754 +13
Apr17 160617 15.80 16.00 15.79 16.00 +0.15 16 669 +7
May17 160617 15.84 16.10 15.80 15.98 +0.08 27 502 +8
Jun17 160617 15.79 16.10 15.79 15.99 +0.19 6 454 +6
Total Volume and Open Interest 1,939 32,386 +147
Cocoa(ICE)
Jul16 160617 3069 3125 3069 3106 +47 3,603 4,672 -3,245
Sep16 160617 3075 3088 3038 3066 +40 13,636 91,076 -601
Dec16 160617 3051 3065 3018 3043 +39 3,264 49,882 +192
Mar17 160617 3025 3036 2989 3014 +40 1,527 34,790 +411
May17 160617 3010 3019 2980 3001 +41 316 6,289 +73
Jul17 160617 3002 3008 2970 2989 +41 152 2,248 +7
Sep17 160617 2992 2998 2960 2979 +38 112 3,011 -18
Total Volume and Open Interest 22,853 194,972 -3,036
Coffee "C"(ICE)
Jul16 160617 139.65 142.15 138.60 140.75 +1.25 12,843 25,007 -5,080
Sep16 160617 142.00 144.25 140.65 142.85 +1.40 28,285 85,508 +2,546
Dec16 160617 144.65 146.80 143.30 145.35 +1.30 7,011 37,778 +428
Mar17 160617 146.75 149.05 145.70 147.70 +1.25 1,813 14,570 +20
May17 160617 147.70 150.30 147.60 149.00 +1.25 179 7,105 +23
Jul17 160617 150.25 151.50 149.45 150.25 +1.20 106 2,845 -13
Total Volume and Open Interest 50,512 180,112 -2,066
Orange Juice(ICE)
Jul16 160617 166.30 169.00 163.90 167.05 +1.00 887 8,494 -540
Sep16 160617 166.90 169.55 164.75 167.55 +0.65 638 7,139 +434
Nov16 160617 167.00 169.80 165.00 167.80 +0.65 82 1,686 -1
Jan17 160617 164.75 167.90 164.75 167.45 +0.80 67 509 +50
Mar17 160617 167.40 167.40 167.40 167.40 +0.95 24 23 +17
May17 160617 166.60 166.60 166.60 166.60 +0.95      
Total Volume and Open Interest 1,698 17,851 -40
Sugar #11(ICE)
Jul16 160617 19.72 20.11 19.66 19.76 +0.08 82,115 144,827 -47,651
Oct16 160617 19.84 20.20 19.73 19.90 +0.14 74,896 456,165 +15,431
Mar17 160617 19.80 20.23 19.80 20.02 +0.18 21,276 183,269 +3,323
May17 160617 18.93 19.32 18.91 19.09 +0.12 7,345 42,608 +517
Jul17 160617 18.33 18.61 18.26 18.40 +0.07 5,096 34,736 +673
Oct17 160617 18.14 18.28 17.97 18.09 +0.06 3,087 28,347 +329
Mar18 160617 17.86 18.09 17.86 17.91 +0.03 841 12,039 +189
May18 160617 17.43 17.62 17.41 17.46 +0.03 241 3,622 +89
Total Volume and Open Interest 195,343 913,294 -26,787
London Cocoa(LCE)
Jul16 160617 2296 2307 2270 2286 -10 6,874 81,756 +18
Sep16 160617 2267 2286 2250 2268 -1 9,764 67,575 +1,768
Dec16 160617 2221 2236 2202 2219 -1 4,882 59,251 -472
Mar17 160617 2178 2192 2158 2176 -1 2,970 44,427 +133
May17 160617 2165 2178 2149 2163 -1 659 12,772 +370
Jul17 160617 2163 2163 2143 2155 -2 143 2,125 +47
Sep17 160617 2141 2146 2139 2146 -4 81 659 +52
Total Volume and Open Interest 25,430 268,848 +1,973
London Sugar(LCE)
Aug16 160617 535.50 542.70 533.40 536.00 +3.80 4,901 44,507 -1,152
Oct16 160617 533.30 541.70 533.00 535.10 +3.70 3,197 25,790 +855
Dec16 160617 531.70 540.00 531.70 533.60 +3.00 550 14,685 +31
Mar17 160617 528.70 537.00 528.70 532.00 +2.60 1,108 11,569 +474
May17 160617 518.00 525.50 518.00 520.50 +1.60 367 3,032 +130
Total Volume and Open Interest 10,251 103,285 +449
Cotton(ICE)
Jul16 160617 63.27 65.10 63.11 64.57 +1.27 13,533 27,339 -6,434
Oct16 160617 65.32 66.97 65.21 66.25 +0.87 25 109 +8
Dec16 160617 64.71 66.64 64.66 65.92 +0.99 19,905 140,869 +1,657
Mar17 160617 65.27 66.90 65.26 66.09 +0.54 924 18,474 +502
May17 160617 65.95 67.24 65.95 66.39 +0.46 73 3,060 +6
Jul17 160617 66.25 67.42 66.25 66.75 +0.49 65 2,771 +47
Total Volume and Open Interest 34,549 196,599 -4,225
Lumber(CME)
Jul16 160617 302.0 304.2 298.0 298.0 -3.8 451 2,501 -158
Sep16 160617 312.3 312.6 306.4 306.4 -3.7 258 2,279 +55
Nov16 160617 309.0 309.0 309.0 309.0 -3.5 2 97 +0
Jan17 160617 312.5 316.0 312.5 312.5 -3.5 1 20 +0
Total Volume and Open Interest 713 4,936 -103
Crude Oil(NYM)
Jul16 160617 45.99 48.29 45.83 47.98 +1.77 527,870 147,544 -34,555
Aug16 160617 46.55 48.90 46.40 48.56 +1.82 285,231 403,972 +15,973
Sep16 160617 47.02 49.41 46.94 49.09 +1.84 80,660 239,206 +2,410
Oct16 160617 47.66 49.80 47.65 49.53 +1.85 28,546 98,714 +7,368
Nov16 160617 47.90 50.20 47.90 49.95 +1.84 21,083 82,073 +4,028
Dec16 160617 48.32 50.55 48.19 50.30 +1.82 65,949 230,157 -286
Jan17 160617 48.53 50.66 48.53 50.57 +1.81 6,096 46,205 +1,193
Feb17 160617 49.55 50.89 49.43 50.76 +1.80 2,249 28,483 -471
Mar17 160617 49.71 50.99 49.67 50.91 +1.80 6,496 63,395 +207
Apr17 160617 50.29 51.07 50.17 51.01 +1.80 2,422 18,239 +277
May17 160617 50.36 51.17 50.14 51.08 +1.79 1,356 17,407 +97
Jun17 160617 49.33 51.37 49.33 51.13 +1.78 14,187 71,089 -863
Jul17 160617 50.63 51.16 50.63 51.16 +1.77 696 16,138 -253
Aug17 160617 50.45 51.21 50.45 51.21 +1.76 528 11,870 +120
Sep17 160617 51.28 51.28 49.99 51.28 +1.75 1,372 27,931 +86
Oct17 160617 50.93 51.37 50.89 51.37 +1.73 195 9,363 -14
Total Volume and Open Interest 1,078,405 1,770,820 -3,530
e-miNY Crude Oil(NYM)
Jul16 160617 46.000 48.300 45.850 47.975 +1.775 11,673 1,693 +27
Aug16 160617 46.650 48.925 46.375 48.550 +1.800 1,281 657 +27
Sep16 160617 47.050 49.300 47.050 49.100 +1.850 73 207 +12
Oct16 160617 47.500 49.650 47.500 49.525 +1.850 18 68 -3
Nov16 160617 48.125 50.000 48.125 49.950 +1.850 24 14 -2
Dec16 160617 48.500 50.550 48.400 50.300 +1.825 52 285 -13
Jan17 160617 50.250 50.575 50.250 50.575 +1.825 0 12 +0
Feb17 160617 50.750 50.850 50.750 50.750 +1.800 0 10 +0
Mar17 160617 50.900 50.900 50.900 50.900 +1.800 0 12 +0
Apr17 160617 51.000 51.000 51.000 51.000 +1.800      
Total Volume and Open Interest 13,124 3,110 +49
NY Harbor ULSD(NYM)
Jul16 160617 142.01 148.88 141.93 148.17 +5.88 57,299 78,961 -6,015
Aug16 160617 143.01 149.65 142.72 148.90 +5.83 37,788 67,350 +1,905
Sep16 160617 144.25 150.80 144.21 150.19 +5.74 21,596 61,456 +2,048
Oct16 160617 145.79 152.24 145.79 151.58 +5.61 12,578 31,877 +38
Nov16 160617 147.44 153.62 147.44 153.10 +5.52 10,374 23,882 +455
Dec16 160617 148.90 155.24 148.90 154.48 +5.48 13,174 53,762 -474
Jan17 160617 150.51 156.41 150.51 155.91 +5.47 4,323 19,092 +1,274
Feb17 160617 151.73 157.54 151.73 156.87 +5.44 1,321 8,718 +119
Mar17 160617 152.46 157.68 152.46 157.20 +5.39 1,125 13,570 +87
Apr17 160617 154.14 157.13 154.14 156.67 +5.34 827 4,744 +202
May17 160617 156.60 156.60 156.42 156.42 +5.28 332 2,699 -20
Jun17 160617 153.63 157.09 153.63 156.45 +5.21 2,041 16,246 +132
Jul17 160617 156.00 156.98 156.00 156.98 +5.17 239 1,927 -10
Aug17 160617 157.69 157.69 153.00 157.69 +5.09 166 1,127 +9
Total Volume and Open Interest 164,401 412,709 +102
RBOB Gasoline(NYM)
Jul16 160617 146.28 151.74 146.09 150.53 +4.00 64,389 75,199 -4,193
Aug16 160617 147.62 153.15 147.46 152.02 +4.17 65,537 90,542 +9,035
Sep16 160617 147.70 153.29 147.69 152.23 +4.25 45,704 70,706 +2,327
Oct16 160617 138.48 142.46 138.47 141.61 +4.26 33,341 41,125 -3,135
Nov16 160617 136.39 140.39 136.39 139.48 +4.28 20,364 34,564 +4,557
Dec16 160617 134.06 138.71 134.06 137.84 +4.38 16,717 41,826 +975
Jan17 160617 136.94 138.38 135.69 137.88 +4.38 2,860 11,390 +142
Feb17 160617 137.53 138.98 137.24 138.98 +4.34 680 2,797 +61
Mar17 160617 139.36 140.68 138.50 140.68 +4.27 700 4,978 +57
Apr17 160617 160.14 162.29 160.10 162.06 +4.20 618 4,209 +67
Total Volume and Open Interest 254,892 410,706 +10,546
e-miNY RBOB Gasoline(NYM)
Jul16 160617 150.50 150.50 146.50 150.50 +4.00 0 1 +0
Aug16 160617 152.00 152.02 152.00 152.00 +4.10      
Sep16 160617 152.20 152.23 152.20 152.20 +4.20      
Oct16 160617 141.60 141.61 141.60 141.60 +4.20      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jul16 160617 2.584 2.656 2.554 2.623 +0.043 107,729 138,848 -9,822
Aug16 160617 2.626 2.691 2.607 2.666 +0.039 55,382 162,439 +2,852
Sep16 160617 2.652 2.705 2.638 2.686 +0.034 29,371 201,023 +4,202
Oct16 160617 2.708 2.761 2.691 2.742 +0.036 28,764 117,106 -1,687
Nov16 160617 2.855 2.904 2.841 2.889 +0.034 13,228 61,174 -1,369
Dec16 160617 3.100 3.142 3.084 3.133 +0.036 8,809 50,104 +122
Jan17 160617 3.234 3.279 3.217 3.262 +0.031 17,637 95,086 +1,577
Feb17 160617 3.223 3.259 3.208 3.252 +0.030 4,641 23,573 +191
Mar17 160617 3.190 3.216 3.176 3.206 +0.027 9,945 56,769 +20
Apr17 160617 2.938 2.964 2.934 2.951 +0.017 7,264 46,914 -507
May17 160617 2.913 2.932 2.901 2.922 +0.011 4,012 19,760 -136
Jun17 160617 2.948 2.954 2.931 2.948 +0.006 3,243 8,233 +472
Jul17 160617 2.968 2.991 2.968 2.986 +0.006 2,308 8,980 +634
Aug17 160617 2.988 2.998 2.981 2.993 +0.006 3,677 10,365 +1,427
Sep17 160617 2.960 2.970 2.957 2.970 +0.009 2,115 5,496 +553
Oct17 160617 2.980 2.989 2.974 2.988 +0.009 2,294 13,197 +170
Total Volume and Open Interest 302,921 1,072,017 -578
Brent Crude Oil(ICE)
Aug16 160617 47.28 49.40 47.25 49.17 +1.98 298,839 291,319 -39,072
Sep16 160617 47.82 49.97 47.81 49.75 +1.99 171,482 410,988 +21,096
Oct16 160617 48.23 50.30 48.23 50.10 +1.97 62,027 174,459 +8,609
Nov16 160617 48.57 50.63 48.57 50.42 +1.95 38,250 160,165 +4,534
Dec16 160617 49.01 51.06 49.01 50.83 +1.93 83,309 373,509 +918
Jan17 160617 49.34 51.29 49.34 51.12 +1.90 8,262 73,020 +1,915
Feb17 160617 49.58 51.50 49.58 51.33 +1.88 4,248 56,644 +333
Mar17 160617 49.85 51.66 49.85 51.54 +1.86 7,075 61,012 -79
Apr17 160617 50.05 51.85 50.05 51.71 +1.83 2,055 20,666 +272
May17 160617 51.89 51.90 51.89 51.89 +1.81 1,357 22,433 +82
Jun17 160617 50.45 52.23 50.45 52.07 +1.79 17,033 92,487 -1,215
Jul17 160617 52.26 52.27 52.26 52.26 +1.77 428 17,501 +42
Aug17 160617 52.42 52.43 52.42 52.42 +1.75 404 15,471 +195
Sep17 160617 52.54 52.55 52.54 52.54 +1.73 910 30,003 +100
Total Volume and Open Interest 755,366 2,242,602 +2,358
Gas Oil(ICE)
Jul16 160617 422.50 441.75 422.50 433.00 +9.50 81,117 118,110 -6,356
Aug16 160617 425.00 444.50 425.00 435.50 +9.00 65,931 145,688 -213
Sep16 160617 429.75 448.00 429.75 439.00 +8.75 33,376 67,156 +1,555
Oct16 160617 433.75 452.00 433.75 443.00 +8.50 15,753 49,258 +2,416
Nov16 160617 436.75 453.75 436.75 445.50 +8.25 7,545 34,735 +331
Dec16 160617 439.00 455.75 438.75 447.50 +8.00 30,351 99,027 -3,624
Jan17 160617 446.50 458.75 445.50 450.50 +7.75 4,901 24,401 +550
Feb17 160617 447.75 460.00 447.75 453.25 +7.50 3,108 13,726 -105
Mar17 160617 452.00 464.00 451.50 455.75 +7.50 2,868 22,299 +189
Apr17 160617 454.00 466.00 453.75 457.75 +7.25 1,435 9,910 -245
Total Volume and Open Interest 257,402 740,280 -5,657
Ethanol(CBOT)
Jul16 160617 1.668 1.685 1.660 1.676 +0.016 487 1,739 -33
Aug16 160617 1.647 1.660 1.647 1.659 +0.018 176 793 +97
Sep16 160617 1.638 1.638 1.621 1.638 +0.018 13 767 -6
Oct16 160617 1.610 1.626 1.610 1.610 +0.018 0 246 +0
Nov16 160617 1.582 1.600 1.582 1.582 +0.018 0 330 +0
Dec16 160617 1.555 1.572 1.555 1.570 +0.031 5 1,133 -5
Jan17 160617 1.549 1.549 1.549 1.549 +0.031 0 155 +0
Feb17 160617 1.546 1.546 1.546 1.546 +0.031 0 18 +0
Total Volume and Open Interest 681 5,181 +53
WTI Crude Oil(ICE)
Jul16 160617 46.24 48.28 46.24 47.98 +1.77 39,938 39,632 -4,671
Aug16 160617 46.91 48.90 46.79 48.56 +1.82 49,140 63,359 +3,868
Sep16 160617 47.34 49.30 47.34 49.09 +1.84 23,433 44,033 +1,740
Oct16 160617 48.11 49.64 48.11 49.53 +1.85 10,180 15,421 -582
Nov16 160617 48.62 50.09 48.61 49.95 +1.84 6,759 18,751 +296
Dec16 160617 48.94 50.43 48.94 50.30 +1.82 12,173 80,540 -592
Jan17 160617 49.86 50.62 49.73 50.57 +1.81 1,889 8,317 +75
Feb17 160617 49.99 50.79 49.99 50.76 +1.80 2,111 6,522 +391
Mar17 160617 50.20 50.97 50.14 50.91 +1.80 1,211 6,774 +655
Apr17 160617 51.01 51.01 51.01 51.01 +1.80 178 2,824 +18
May17 160617 51.08 51.08 51.08 51.08 +1.79 61 1,519 +0
Jun17 160617 50.15 51.23 50.15 51.13 +1.78 1,604 30,815 +504
Jul17 160617 51.16 51.16 51.16 51.16 +1.77 14 1,686 -8
Aug17 160617 51.21 51.21 51.21 51.21 +1.76 34 614 -8
Sep17 160617 51.28 51.28 51.28 51.28 +1.75 198 4,463 -35
Oct17 160617 51.37 51.37 51.37 51.37 +1.73 6 1,251 +0
Total Volume and Open Interest 155,528 430,610 +2,619
US Dollar Index(ICE)
Sep16 160617 94.490 94.740 94.165 94.340 -0.365 23,615 47,570 -235
Dec16 160617 94.560 94.695 94.220 94.385 -0.365 174 1,564 +31
Mar17 160617 94.790 94.790 94.395 94.445 -0.385 124 1,045 +68
Total Volume and Open Interest 23,913 50,179 -136
Australian Dollar(CME)
Sep16 160617 73.47 73.85 73.39 73.69 +0.22 105,387 78,742 +117
Dec16 160617 73.25 73.61 73.19 73.46 +0.21 111 494 -5
Mar17 160617 73.27 73.27 73.27 73.27 +0.21 0 11 +0
Total Volume and Open Interest 105,498 79,247 +112
British Pound(CME)
Sep16 160617 142.15 143.98 142.13 143.60 +1.44 120,103 210,391 +4,604
Dec16 160617 142.62 144.07 142.26 143.71 +1.44 36 485 +6
Mar17 160617 143.30 144.15 143.04 143.85 +1.43 0 98 +0
Total Volume and Open Interest 120,139 210,999 +4,610
Canadian Dollar(CME)
Sep16 160617 77.14 77.96 77.13 77.69 +0.49 64,288 113,229 -538
Dec16 160617 77.21 77.96 77.19 77.70 +0.49 210 3,657 +40
Mar17 160617 77.67 77.95 77.65 77.72 +0.49 4 220 -3
Jun17 160617 77.74 78.42 77.74 77.74 +0.48 0 106 +0
Total Volume and Open Interest 64,502 117,251 -501
Japanese Yen(CME)
Sep16 160617 96.17 96.39 95.70 96.25 +0.05 122,635 140,329 +1,877
Dec16 160617 96.46 96.71 96.06 96.60 +0.05 99 491 +29
Mar17 160617 97.02 97.02 96.63 96.97 +0.05 1 32 +1
Total Volume and Open Interest 122,735 140,959 +1,907
Swiss Franc(CME)
Sep16 160617 104.13 104.81 104.06 104.60 +0.37 24,276 41,828 -1,189
Dec16 160617 104.66 105.35 104.63 105.15 +0.36 11 84 +6
Mar17 160617 105.68 105.81 105.68 105.68 +0.34      
Total Volume and Open Interest 24,287 41,927 -1,183
EuroFX(CME)
Sep16 160617 112.68 113.34 112.59 113.07 +0.31 167,165 324,786 +3,002
Dec16 160617 113.12 113.71 112.98 113.46 +0.32 348 1,916 +40
Mar17 160617 113.83 114.07 113.41 113.85 +0.33 4 1,238 +4
Total Volume and Open Interest 167,521 328,448 +3,046
Mexican Peso(CME)
Jul16 160617 529.75 529.75 529.75 529.75 +3.00      
Aug16 160617 528.25 528.25 528.25 528.25 +3.13      
Total Volume and Open Interest 37,986 110,842 -48
Brazilian Real(CME)
Jul16 160617 287.05 291.65 287.00 290.90 +4.00 728 25,050 -30
Aug16 160617 288.70 288.70 282.40 288.70 +3.90 8 78 +3
Sep16 160617 285.90 285.90 278.55 285.90 +3.90 61 3,204 +16
Oct16 160617 283.55 283.55 283.55 283.55 +3.65      
Total Volume and Open Interest 797 28,362 -11
30-Year T-Bonds(CBOT)
Jun16 160617 171~000 171~120 170~140 170~190 -1~010 2,716 3,195 -2,240
Sep16 160617 169~290 170~000 168~310 169~050 -1~010 223,135 581,386 +263
Dec16 160617 167~250 167~290 167~250 167~290 -1~010 0 7 +0
Total Volume and Open Interest 225,851 584,588 -1,977
10-Year T-Notes(CBOT)
Jun16 160617 132~025 132~025 131~240 131~245 -0~125 26,636 37,571 -15,338
Sep16 160617 132~055 132~065 131~260 131~275 -0~135 1,139,030 2,712,149 +18,621
Dec16 160617 131~045 131~265 131~045 131~045 -0~135 1 16 +1
Total Volume and Open Interest 1,165,667 2,749,736 +3,284
5-Year T-Notes(CBOT)
Jun16 160617 121~284 122~004 121~260 121~264 -0~066 55,368 66,088 -18,163
Sep16 160617 121~206 121~216 121~152 121~160 -0~066 783,838 2,587,468 +68,626
Dec16 160617 121~144 121~144 121~144 121~144 -0~066      
Total Volume and Open Interest 839,206 2,653,556 +50,463
2 Year T-Notes(CBOT)
Jun16 160617 109~144 109~156 109~142 109~154 -0~004 3,086 11,374 -841
Sep16 160617 109~140 109~142 109~120 109~130 -0~010 330,174 1,002,831 +1,202
Dec16 160617 109~114 109~114 109~114 109~114 -0~010      
Total Volume and Open Interest 333,260 1,014,205 +361
Eurodollars(CME)
Sep16 160617 99.295 99.295 99.285 99.290 -0.010 428,601 1,108,128 -6,355
Dec16 160617 99.230 99.235 99.215 99.220 -0.015 454,035 1,392,640 -35,762
Mar17 160617 99.190 99.195 99.170 99.175 -0.020 338,683 895,520 -3,645
Jun17 160617 99.150 99.150 99.125 99.130 -0.025 306,886 854,160 +7,099
Sep17 160617 99.105 99.105 99.075 99.080 -0.030 338,360 811,395 +1,863
Dec17 160617 99.045 99.050 99.015 99.020 -0.035 373,517 1,189,814 +26,881
Mar18 160617 99.010 99.015 98.975 98.980 -0.040 219,168 563,101 +7,231
Jun18 160617 98.970 98.970 98.930 98.935 -0.040 197,184 419,346 +1,943
Sep18 160617 98.925 98.930 98.880 98.890 -0.045 146,722 388,899 +3,905
Dec18 160617 98.875 98.880 98.830 98.835 -0.050 200,995 568,708 -3,737
Mar19 160617 98.840 98.840 98.790 98.795 -0.055 109,524 332,808 -2,660
Jun19 160617 98.790 98.795 98.740 98.745 -0.055 104,457 268,172 +12
Sep19 160617 98.740 98.740 98.690 98.690 -0.060 76,014 197,961 -4,073
Dec19 160617 98.685 98.685 98.625 98.630 -0.065 66,388 242,550 -5,197
Mar20 160617 98.635 98.635 98.580 98.585 -0.065 55,712 122,238 +2,509
Jun20 160617 98.585 98.585 98.520 98.530 -0.065 44,635 72,774 -1,100
Sep20 160617 98.530 98.530 98.465 98.470 -0.070 29,583 66,206 +3,228
Dec20 160617 98.470 98.470 98.405 98.410 -0.070 35,509 94,204 +4,974
Total Volume and Open Interest 3,656,976 9,961,206 +20,282
Ultra T-Bond(CBOT)
Jun16 160617 180~05 180~05 179~20 179~20 -1~16 10,631 12,537 -4,094
Sep16 160617 183~17 183~19 182~05 182~11 -1~18 84,169 598,922 -2,054
Dec16 160617 181~13 181~13 181~13 181~13 -1~23      
Total Volume and Open Interest 94,800 611,459 -6,148
Ultra 10-Yr T-Note(CBOT)
Jun16 160617 143~040 143~040 143~040 143~040 -0~215 5,090 5,596 -1,499
Sep16 160617 144~140 144~145 143~275 143~285 -0~225 60,022 127,257 -912
Dec16 160617 143~225 143~225 143~225 143~225 -0~225      
Total Volume and Open Interest 65,112 132,853 -2,411
30 Day Federal Funds(CBOT)
Jun16 160617 99.630 99.630 99.628 99.630 unch 20,396 79,729 +1,781
Jul16 160617 99.630 99.630 99.625 99.630 unch 42,248 222,395 -11,316
Aug16 160617 99.610 99.610 99.605 99.610 -0.005 110,383 263,426 +20,444
Sep16 160617 99.595 99.600 99.590 99.595 -0.010 21,750 54,285 +3,567
Oct16 160617 99.575 99.575 99.565 99.575 -0.010 36,174 139,121 +2,293
Nov16 160617 99.570 99.570 99.565 99.565 -0.010 20,952 52,181 +4,974
Total Volume and Open Interest 297,860 1,013,558 +27,927
3-Mth Euro-Yen(CME)
Sep16 160617 99.990 99.990 99.990 99.990 unch      
Dec16 160617 99.990 99.990 99.990 99.990 unch      
Mar17 160617 99.990 99.990 99.990 99.990 unch      
Jun17 160617 99.990 99.990 99.990 99.990 unch      
Sep17 160617 99.990 99.990 99.990 99.990 unch      
Dec17 160617 99.995 99.995 99.995 99.995 unch      
Mar18 160617 99.855 99.855 99.855 99.855 unch      
Jun18 160617 99.715 99.715 99.715 99.715 unch      
Sep18 160617 99.575 99.575 99.575 99.575 unch      
Dec18 160617 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 160617 189.28 189.62 187.16 187.54 -3.04 38,575 144,822 -3,998
Dec16 160617 187.10 187.10 187.10 187.10 -3.04      
Mar17 160617 187.10 187.10 187.10 187.10 -3.04      
Total Volume and Open Interest 38,575 144,822 -3,998
Euro-Bund(EUREX)
Sep16 160617 165.06 165.29 164.70 164.87 -0.58 604,740 1,635,218 -78,080
Dec16 160617 162.41 162.63 162.21 162.27 -0.55 27 75 +9
Mar17 160617 162.87 162.87 162.87 162.87 +0.05      
Total Volume and Open Interest 604,767 1,635,293 -78,071
Euro-Bobl(EUREX)
Sep16 160617 133.08 133.25 133.08 133.16 unch 523,037 1,392,952 -56,259
Dec16 160617 131.12 131.22 131.12 131.22 +0.02 0 101 +0
Mar17 160617 131.22 131.22 131.22 131.22 +0.02      
Total Volume and Open Interest 523,037 1,393,053 -56,259
Euro-Schatz(EUREX)
Sep16 160617 111.95 111.99 111.94 111.97 +0.00 251,915 1,074,983 -80,366
Dec16 160617 111.90 111.90 111.90 111.90 +0.01 0 184 -6
Mar17 160617 111.90 111.90 111.90 111.90 +0.01      
Total Volume and Open Interest 251,915 1,075,167 -80,372
3-Mth Euribor(EUREX)
Jun16 160613 100.262 100.262 100.262 100.262 -0.003 0 11,735 +0
Sep16 160617 100.270 100.270 100.270 100.270 -0.005 15 4,730 +10
Dec16 160617 100.285 100.305 100.285 100.305 +0.010 66 2,993 -56
Total Volume and Open Interest 109 100,598 -26
Long Gilt(LIFFE)
Jun16 160617 123~26 123~26 123~26 123~26 -0~11 64 37,043 -35
Sep16 160617 125~31 126~10 125~23 126~01 -0~12 185,375 472,231 +4,892
Total Volume and Open Interest 185,439 509,274 +4,857
3-Mth Short Sterling(LIFFE)
Sep16 160617 99.46 99.46 99.44 99.44 -0.02 86,082 432,739 +5,276
Dec16 160617 99.48 99.49 99.45 99.46 -0.04 115,658 484,138 +5,870
Mar17 160617 99.48 99.48 99.44 99.45 -0.05 66,729 347,089 +2,045
Jun17 160617 99.46 99.46 99.41 99.42 -0.06 65,844 308,119 +672
Sep17 160617 99.43 99.43 99.38 99.39 -0.06 57,836 289,887 +7,486
Dec17 160617 99.39 99.39 99.35 99.36 -0.06 62,101 345,845 +678
Total Volume and Open Interest 743,657 3,096,642 -294,954
3-Mth Euribor(LIFFE)
Sep16 160617 100.265 100.275 100.265 100.270 -0.005 78,782 397,720 +696
Dec16 160617 100.285 100.305 100.280 100.300 +0.010 56,926 495,841 +4,836
Mar17 160617 100.300 100.325 100.295 100.315 +0.005 58,626 434,223 -5,014
Total Volume and Open Interest 541,216 3,104,552 +13,441
3-Mth Aus T-Bills(SFE)
Sep16 160617 98.12 98.14 98.08 98.11 -0.01 33,401 231,930 +203
Dec16 160617 98.18 98.21 98.15 98.18 -0.02 22,154 191,485 -8,663
Mar17 160617 98.23 98.26 98.19 98.22 -0.02 14,978 137,837 +2,178
Jun17 160617 98.26 98.30 98.22 98.26 -0.02 10,979 107,240 +1,221
Sep17 160617 98.28 98.31 98.24 98.27 -0.03 7,683 79,798 +348
Dec17 160617 98.30 98.32 98.25 98.28 -0.03 9,139 62,918 +302
Mar18 160617 98.29 98.31 98.24 98.27 -0.03 3,326 37,275 +1,858
Jun18 160617 98.27 98.30 98.22 98.25 -0.03 1,090 25,685 +569
Sep18 160617 98.22 98.23 98.20 98.23 -0.03 32 4,335 +28
Dec18 160617 98.19 98.19 98.19 98.19 -0.04 125 2,242 +19
Total Volume and Open Interest 102,915 883,123 -1,933
10-Year Aus T-Bonds(SFE)
Sep16 160617 97.98 98.01 97.89 97.92 -0.07 156,251 859,857 +22,202
Dec16 160617 97.92 97.92 97.92 97.92 -0.07      
Total Volume and Open Interest 217,116 927,479  
3-Year Aus T-Bonds(SFE)
Sep16 160617 98.52 98.57 98.47 98.49 -0.05 179,976 702,978 +36,870
Dec16 160617 98.49 98.49 98.49 98.49 -0.05      
Total Volume and Open Interest 226,408 835,424  
Gold(CMX)
Jun16 160617 1280.3 1300.1 1280.3 1292.5 -3.6 162 909 -296
Aug16 160617 1282.4 1302.7 1278.8 1294.8 -3.6 199,446 409,876 +7,502
Oct16 160617 1285.4 1305.5 1282.3 1298.0 -3.5 4,344 28,093 +1,159
Dec16 160617 1287.5 1308.5 1285.7 1301.1 -3.5 6,803 66,541 +124
Feb17 160617 1297.8 1310.0 1290.0 1304.2 -3.4 749 10,365 +36
Apr17 160617 1300.1 1314.0 1300.1 1306.8 -3.4 128 5,137 -28
Jun17 160617 1297.7 1309.2 1297.5 1309.2 -3.3 394 12,487 +237
Aug17 160617 1311.6 1323.2 1307.6 1311.6 -3.1 0 1,066 +0
Oct17 160617 1313.6 1313.6 1313.6 1313.6 -3.1 3 637 +3
Dec17 160617 1312.6 1320.0 1312.6 1315.7 -3.1 71 7,469 +9
Feb18 160617 1317.5 1335.4 1317.5 1317.5 -3.0 5 48 +5
Apr18 160617 1319.3 1319.3 1319.3 1319.3 -2.9      
Total Volume and Open Interest 215,173 554,976 +9,619
Silver(CMX)
Jul16 160617 1721.0 1753.0 1721.0 1741.1 -19.6 52,042 90,828 +354
Sep16 160617 1725.5 1758.5 1725.5 1746.1 -19.7 7,578 62,784 +2,432
Dec16 160617 1732.0 1763.0 1732.0 1753.0 -19.8 1,768 36,110 +227
Mar17 160617 1745.0 1763.5 1745.0 1759.9 -19.7 203 5,737 -2
May17 160617 1768.0 1772.0 1764.2 1764.2 -19.7 4 231 +0
Jul17 160617 1768.5 1804.5 1768.5 1768.5 -19.7 2 2,408 +0
Sep17 160617 1772.8 1772.8 1772.8 1772.8 -19.7 0 197 +0
Total Volume and Open Interest 61,746 202,138 +3,027
Platinum(NYMEX)
Jul16 160617 965.8 983.1 963.2 966.1 -12.2 16,724 37,170 -4,564
Oct16 160617 970.0 985.1 965.6 968.2 -12.1 5,520 26,154 +4,412
Jan17 160617 981.0 981.0 970.2 970.4 -12.0 40 2,606 +12
Apr17 160617 980.0 980.0 972.7 972.7 -11.9 3 20 +1
Total Volume and Open Interest 22,296 65,964 -139
Palladium(NYMEX)
Jun16 160617 530.55 534.60 530.55 532.65 -3.20 5 17 -2
Sep16 160617 532.80 544.95 527.75 529.65 -5.30 4,208 23,854 +581
Dec16 160617 532.60 532.60 530.40 530.40 -5.45 20 385 +10
Total Volume and Open Interest 4,253 24,333 +583
Copper(CMX)
Jul16 160617 205.15 207.35 204.55 205.10 +0.30 93,652 98,573 -10,048
Sep16 160617 205.75 207.75 205.00 205.65 +0.35 18,577 83,061 +2,874
Dec16 160617 206.70 208.40 206.00 206.50 +0.35 2,580 35,120 +326
Mar17 160617 207.30 208.40 206.60 207.05 +0.30 471 7,234 +137
May17 160617 208.20 208.80 207.10 207.55 +0.30 22 865 +3
Total Volume and Open Interest 116,127 232,131 -6,940
E-mini DJIA Index(CBOT)
Sep16 160617 17635 17686 17505 17559 -84 186,258 116,523 +11,028
Dec16 160617 17570 17570 17417 17461 -84 28 152 +4
Mar17 160617 17401 17509 17401 17401 -84 11 12 +11
Jun17 160617 17360 17360 17360 17360 -84      
Total Volume and Open Interest 219,870 150,718 +2,178
S & P 500(CME)
Sep16 160617 2070.00 2074.00 2058.80 2058.90 -11.70 10,290 60,276 +3,523
Dec16 160617 2051.20 2052.50 2045.90 2051.20 -11.70 0 187 -2
Mar17 160617 2044.90 2048.10 2039.60 2044.90 -11.70      
Jun17 160617 2040.90 2044.10 2035.60 2040.90 -11.70      
Total Volume and Open Interest 18,894 107,296 +1,207
S & P 500 E-Mini(Globex)
Sep16 160617 2068.75 2074.75 2053.25 2059.00 -11.50 1,917,677 2,680,115 +261,086
Dec16 160617 2062.00 2066.50 2045.75 2051.25 -11.75 922 9,769 +8
Mar17 160617 2060.00 2060.00 2040.00 2045.00 -11.50 3 117 +2
Jun17 160617 2041.00 2049.25 2041.00 2041.00 -11.50 0 15 +0
Total Volume and Open Interest 2,528,451 3,366,255 +24,343
NASDAQ 100 E-Mini(Globex)
Sep16 160617 4415.30 4432.50 4353.50 4359.50 -57.30 245,562 230,670 +21,852
Dec16 160617 4420.00 4423.50 4350.00 4354.00 -55.80 8 113 +3
Mar17 160617 4390.80 4414.30 4352.80 4352.80 -55.70 2 20 +2
Total Volume and Open Interest 314,023 294,467 +6,861
S&P Midcap 400(CME) e-Mini
Jun16 160617 1479.00 1481.20 1479.00 1479.55 +0.65 7,638 15,238 -3,322
Sep16 160617 1475.50 1481.00 1468.60 1473.70 -1.10 22,753 82,480 +6,043
Dec16 160617 1468.40 1474.30 1468.40 1474.30 -1.10 0 12 +0
Total Volume and Open Interest 30,391 97,730 +2,721
Volatility Index(CBOE)
Jun16 160615 20.55 20.90 19.65 19.90 -0.68 182,968 84,024 -21,890
Jul16 160617 20.05 20.34 19.58 20.08 +0.05 168,249 236,437 -23,465
Aug16 160617 20.40 20.60 19.95 20.48 +0.05 87,330 65,931 -1,574
Sep16 160617 20.86 21.08 20.45 20.93 +0.05 28,749 29,098 -617
Total Volume and Open Interest 315,036 393,787 -24,122
Russell 2000(ICE)
Sep16 160617 1146.00 1148.40 1134.70 1137.80 -7.20 132,460 325,788 +39,086
Dec16 160617 1139.80 1139.80 1132.20 1132.80 -7.30 3 922 +2
Total Volume and Open Interest 195,841 404,546 +3,086
Nikkei 225(CME)
Sep16 160617 15645 15830 15505 15640 -25 14,245 32,063 +491
Dec16 160617 15760 15760 15590 15655 -30 2 30 -2
Total Volume and Open Interest 14,247 32,093 +489
Nikkei 225(SGX)
Sep16 160617 15355 15730 15225 15525 +200 81,190 187,408 -877
Dec16 160617 15510 15570 15410 15410 +200 171 3,964 +1
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 160617 15555 15730 15410 15550 -15 48,357 65,566 -1,089
Dec16 160617 15420 15590 15285 15420 -15 0 10 +0
Total Volume and Open Interest 48,357 65,576 -1,089
Nikkei 225(CME) e-Mini Yen
Jun16 160609 16640 16640 16635 16640 -170 6 97 -5
Sep16 160617 15550 15550 15550 15550 -20 0 1 +0
Dec16 160617 15420 15420 15420 15420 -20      
Total Volume and Open Interest 0 1 +0
CAC 40(EURONEXT)
Jun16 160617 4205.0 4217.5 4173.0 4190.5 +43.0 212,235 199,941 -136,261
Jul16 160617 4191.0 4226.5 4161.0 4185.0 +45.0 127,286 236,892 +63,011
Aug16 160617 4197.5 4220.5 4177.5 4183.0 +45.0 0 12 +0
Sep16 160617 4156.5 4218.5 4156.5 4181.0 +44.0 1,677 7,757 +1,391
Total Volume and Open Interest 341,198 444,644 -71,859
Hang Seng Index(HKFE)
Jun16 160617 19879 20154 19717 19977 +106 137,119 103,727 -1,841
Jul16 160617 19871 20150 19717 19980 +105 1,866 5,401 +363
Total Volume and Open Interest 139,585 115,517 -1,553
DAX(EUREX)
Jun16 160617 9674.0 9703.0 9609.5 9631.5 +62.5 147,513 136,935 -31,227
Sep16 160617 9659.5 9712.5 9565.0 9601.0 +41.0 54,590 103,497 +29,196
Dec16 160617 9667.5 9700.0 9568.0 9590.5 +39.5 33 3,327 +3
Total Volume and Open Interest 202,136 243,759 -2,028
Mini-DAX(EUREX)
Jun16 160617 9668.0 9703.0 9608.0 9631.5 +62.5 21,290 11,063 -2,211
Sep16 160617 9665.0 9712.0 9564.0 9601.0 +44.0 1,382 3,268 +431
Dec16 160617 9608.0 9679.0 9566.0 9590.0 +42.0 11 47 -31
Total Volume and Open Interest 22,683 14,378 -1,811
FT-SE 100(EURONEXT)
Jun16 160617 5987.00 6046.00 5926.50 6044.50 +81.00 272,606 104,812 -98,889
Sep16 160617 5862.50 5998.00 5862.50 5952.00 +46.50 183,085 506,425 +73,405
Dec16 160617 5909.50 5953.00 5899.00 5914.00 +44.50 2 17 +1
Total Volume and Open Interest 455,693 611,254 -25,483
SPI 200(SFE)
Sep16 160617 5075.0 5127.0 5042.0 5117.0 +43.0 117,161 270,741 +73,061
Dec16 160617 5103.0 5103.0 5103.0 5103.0 +43.0 7 2,513 -3
Mar17 160617 5054.0 5054.0 5054.0 5054.0 +43.0 156 1,431 +104
Total Volume and Open Interest 249,646 486,337 +63,289
FTSE MIB(ISE)
Jun16 160617 16435.00 16465.00 16435.00 16462.00 +105.00 69,812 24,339 -10,468
Sep16 160617 16310.00 16825.00 16310.00 16745.00 +528.00 38,838 44,012 +8,459
Dec16 160617 16550.00 16648.00 16550.00 16648.00 +511.00 0 2 +0
Total Volume and Open Interest 108,650 68,353 -2,009
KOSPI 200(KFE)
Sep16 160617 242.15 244.80 241.10 242.75 +0.70 132,994 114,348 -3,313
Dec16 160617 242.55 245.35 241.90 243.20 +0.55 289 6,031 +117
Mar17 160617 240.00 242.20 239.50 241.00 +1.20 11 782 -2
Total Volume and Open Interest 133,295 124,050 -3,102
GSCI(CME)
Jul16 160617 373.50 378.20 373.50 377.15 +9.40 35 12,112 +34
Aug16 160617 376.75 376.75 376.75 376.75 +9.40      
Sep16 160617 378.25 378.25 378.25 378.25 +9.40      
Total Volume and Open Interest 35 12,112 -140
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!