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 Mon June 20, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul16 160620 1153.50 1156.75 1140.25 1143.50 -16.00 104,442 175,020 -13,337
Aug16 160620 1155.50 1157.25 1141.25 1145.25 -14.75 32,211 85,386 +398
Sep16 160620 1146.00 1147.25 1132.00 1136.25 -15.50 10,436 37,840 -282
Nov16 160620 1140.50 1143.25 1126.00 1132.75 -15.50 127,296 400,112 +5,060
Jan17 160620 1138.75 1139.50 1126.75 1130.75 -15.25 6,000 34,870 +503
Mar17 160620 1103.00 1104.50 1091.50 1099.50 -8.00 8,374 63,012 +1,104
May17 160620 1085.25 1090.75 1081.00 1087.00 -5.25 4,814 29,175 +567
Jul17 160620 1078.25 1085.00 1077.00 1082.75 -5.00 4,246 32,350 -386
Aug17 160620 1058.00 1061.75 1058.00 1061.75 -4.00 13 390 +1
Sep17 160620 1022.25 1022.25 1022.25 1022.25 -4.50 1 179 +1
Nov17 160620 990.75 990.75 980.50 986.50 -5.75 2,551 20,176 -301
Jan18 160620 987.50 987.50 987.50 987.50 -4.75 1 117 +0
Mar18 160620 986.50 986.50 986.50 986.50 -3.25 0 39 +0
May18 160620 989.00 989.00 989.00 989.00 -4.25 0 39 +0
Total Volume and Open Interest 300,405 878,899 -6,665
Soybean Meal(CBOT)
Jul16 160620 407.00 407.00 400.10 402.70 -4.70 43,866 69,022 -3,643
Aug16 160620 406.50 406.50 399.50 402.10 -4.60 14,199 45,094 -461
Sep16 160620 403.50 404.00 398.80 401.60 -4.50 9,871 40,693 +587
Oct16 160620 400.90 402.90 397.60 400.40 -4.60 7,661 27,537 -131
Dec16 160620 403.60 404.20 397.70 400.70 -4.60 35,679 141,781 +1,251
Jan17 160620 398.10 398.30 393.90 396.80 -4.40 2,725 19,359 +252
Mar17 160620 377.70 380.20 375.90 378.90 -2.60 2,780 18,325 +851
May17 160620 362.10 363.20 360.00 362.30 -2.70 1,721 16,742 +345
Jul17 160620 359.00 359.40 357.00 359.00 -2.50 954 10,413 -34
Aug17 160620 350.90 353.50 350.90 352.50 -2.80 71 1,705 +45
Total Volume and Open Interest 119,827 396,612 -802
Soybean Oil(CBOT)
Jul16 160620 31.82 31.92 31.55 31.64 -0.29 55,516 87,178 -3,394
Aug16 160620 31.94 32.04 31.68 31.78 -0.28 19,424 53,055 -1,033
Sep16 160620 32.15 32.17 31.81 31.91 -0.28 7,956 33,678 +850
Oct16 160620 32.27 32.31 31.96 32.02 -0.29 5,200 19,279 +37
Dec16 160620 32.55 32.61 32.13 32.30 -0.30 34,437 145,488 +4,906
Jan17 160620 32.50 32.75 32.40 32.50 -0.26 3,021 16,906 +452
Mar17 160620 32.62 32.81 32.44 32.58 -0.22 1,652 15,231 -83
May17 160620 32.68 32.88 32.56 32.66 -0.20 1,771 13,835 -97
Jul17 160620 32.81 33.06 32.78 32.88 -0.20 716 5,804 +41
Aug17 160620 32.95 32.95 32.95 32.95 -0.19 259 2,529 -13
Total Volume and Open Interest 130,556 399,135 +1,641
Canola(WCE)
Jul16 160620 510.3 510.3 497.0 498.9 -11.6 11,485 48,172 -4,946
Nov16 160620 517.4 517.5 505.0 507.4 -10.7 22,265 111,415 -299
Jan17 160620 522.4 522.4 509.9 512.7 -10.4 1,402 10,721 +132
Mar17 160620 519.3 519.3 513.1 515.0 -9.7 324 3,139 +64
May17 160620 521.3 521.3 515.1 516.8 -9.7 184 1,286 +77
Total Volume and Open Interest 35,941 177,154 -4,854
Corn(CBOT)
Jul16 160620 435.50 435.75 420.75 421.25 -16.50 196,401 280,303 -22,519
Sep16 160620 440.50 440.75 426.50 426.75 -16.00 89,757 516,534 +5,854
Dec16 160620 446.25 446.50 433.25 433.75 -15.00 139,615 459,503 +8,430
Mar17 160620 450.00 450.25 439.00 439.50 -13.00 9,641 88,765 +862
May17 160620 446.75 448.75 442.00 442.50 -11.50 2,332 22,290 +295
Jul17 160620 450.50 450.75 444.25 444.75 -10.25 5,756 56,395 +1,337
Sep17 160620 414.50 414.75 411.25 413.50 -6.50 948 8,893 +261
Dec17 160620 414.75 415.00 409.50 411.25 -5.50 4,664 37,669 +450
Mar18 160620 418.00 418.00 417.75 417.75 -5.25 58 1,051 +1
May18 160620 422.00 422.00 422.00 422.00 -4.75 0 326 +0
Total Volume and Open Interest 449,193 1,473,468 -5,016
Wheat(CBOT)
Jul16 160620 480.50 480.75 472.25 473.00 -8.25 67,811 92,411 -4,664
Sep16 160620 494.50 495.00 486.50 487.50 -7.25 49,098 174,258 +5,666
Dec16 160620 513.00 513.00 506.50 507.50 -5.50 20,982 90,071 +473
Mar17 160620 528.50 532.00 526.50 527.25 -4.00 2,961 28,958 +202
May17 160620 540.50 544.25 538.75 539.25 -3.50 956 6,315 +76
Jul17 160620 547.00 552.50 546.50 547.25 -4.75 950 16,684 -129
Total Volume and Open Interest 142,953 414,796 +1,614
Wheat(KCBT)
Jul16 160620 460.50 460.50 450.75 451.25 -9.50 21,599 59,591 -6,805
Sep16 160620 478.50 478.50 468.50 469.00 -9.50 17,379 92,241 +4,945
Dec16 160620 502.75 502.75 493.75 494.25 -8.50 5,877 46,125 -205
Mar17 160620 518.50 518.50 510.75 510.75 -7.75 1,695 14,317 -94
May17 160620 524.75 526.00 520.75 521.50 -7.50 152 6,478 +24
Jul17 160620 533.00 535.00 529.25 529.25 -7.75 342 5,439 +140
Sep17 160620 540.25 540.25 540.25 540.25 -6.75 1 168 +0
Total Volume and Open Interest 47,053 224,719 -1,988
Wheat(MGE)
Jul16 160620 535.75 538.50 532.50 533.75 -6.00 4,197 14,398 -1,565
Sep16 160620 548.25 548.25 542.25 543.75 -5.00 3,000 19,039 +644
Dec16 160620 557.50 561.00 555.50 557.00 -4.75 1,492 12,361 +72
Mar17 160620 571.25 574.50 570.00 570.50 -4.25 423 6,785 -41
May17 160620 578.25 579.00 577.50 578.25 -4.50 58 2,823 +15
Jul17 160620 584.75 586.50 584.50 585.25 -4.50 101 1,381 +14
Total Volume and Open Interest 9,271 57,161 -861
Oats(CBOT)
Jul16 160620 211.00 212.25 207.00 208.25 unch 700 3,522 -254
Sep16 160620 220.75 223.50 215.75 217.25 -0.50 434 2,641 +75
Dec16 160620 228.00 228.00 219.75 222.25 -3.00 548 3,534 +97
Mar17 160620 237.00 237.00 231.50 234.50 -2.50 91 262 +29
Total Volume and Open Interest 1,773 9,959 -53
Rough Rice(CBOT)
Jul16 160620 11.40 11.44 11.07 11.10 -0.19 549 3,910 -76
Sep16 160620 11.59 11.70 11.35 11.37 -0.19 416 5,011 +147
Nov16 160620 11.94 11.94 11.63 11.63 -0.18 91 836 +54
Jan17 160620 11.85 11.85 11.85 11.85 -0.18 0 98 +0
Total Volume and Open Interest 1,056 9,897 +125
Live Cattle(CME)
Jun16 160620 116.430 116.680 113.730 114.500 -2.230 2,560 10,761 -1,397
Aug16 160620 112.730 112.730 109.580 110.250 -2.300 18,688 121,622 +670
Oct16 160620 112.650 112.700 109.885 110.680 -1.970 7,757 58,125 +304
Dec16 160620 113.500 113.600 111.035 111.800 -1.780 5,145 35,599 -213
Feb17 160620 113.385 113.480 111.050 111.930 -1.550 2,097 10,053 -104
Apr17 160620 112.950 112.950 110.785 111.600 -1.350 1,507 6,576 +170
Total Volume and Open Interest 38,650 245,799 -55
Feeder Cattle(CME)
Aug16 160620 138.035 138.050 134.250 136.685 -0.750 6,592 26,126 +509
Sep16 160620 137.250 137.250 133.800 135.850 -0.800 1,929 4,779 -8
Oct16 160620 135.700 135.785 132.500 134.200 -1.250 1,542 4,530 -42
Nov16 160620 132.500 132.500 129.300 131.350 -0.850 750 4,556 +104
Jan17 160620 128.250 128.250 124.980 126.680 -1.070 281 843 +59
Mar17 160620 124.980 124.980 122.180 123.600 -1.580 56 235 -1
Apr17 160620 125.135 125.135 125.135 125.135 -0.650 3 22 +1
Total Volume and Open Interest 11,153 41,093 +622
Lean Hogs(CME)
Jul16 160620 86.135 86.550 85.430 86.430 +0.250 8,398 40,318 -1,950
Aug16 160620 88.950 89.180 88.100 88.950 -0.230 11,497 96,039 +2,494
Oct16 160620 74.250 74.450 73.680 74.450 +0.120 5,034 58,240 +1,224
Dec16 160620 66.200 66.475 65.535 66.400 -0.030 2,137 38,580 +254
Feb17 160620 68.785 68.950 68.200 68.850 -0.150 1,167 16,777 +259
Apr17 160620 71.450 71.450 71.080 71.230 -0.305 241 8,294 +83
May17 160620 75.830 75.830 75.830 75.830 -0.070 0 128 +0
Jun17 160620 78.830 78.830 78.750 78.750 -0.250 23 835 +8
Total Volume and Open Interest 28,502 259,405 +2,375
Class III Milk(CME)
Jun16 160620 13.23 13.23 13.22 13.23 +0.02 66 4,594 -26
Jul16 160620 14.95 15.33 14.91 15.26 +0.22 486 5,304 -93
Aug16 160620 15.83 16.29 15.78 16.21 +0.42 332 4,798 -4
Sep16 160620 15.90 16.26 15.89 16.24 +0.37 181 3,885 +23
Oct16 160620 15.92 16.21 15.92 16.21 +0.40 140 3,170 +13
Nov16 160620 15.89 16.12 15.89 16.05 +0.23 118 2,941 +20
Dec16 160620 15.70 15.99 15.70 15.86 +0.23 78 2,633 +15
Jan17 160620 15.75 15.88 15.75 15.88 +0.23 6 968 -2
Feb17 160620 15.89 15.92 15.79 15.92 +0.19 7 838 -1
Mar17 160620 15.93 16.00 15.93 16.00 +0.18 6 752 -2
Apr17 160620 16.04 16.08 15.99 16.08 +0.08 7 676 +7
May17 160620 16.08 16.08 16.01 16.05 +0.07 6 508 +6
Jun17 160620 16.22 16.22 16.10 16.10 +0.11 18 468 +14
Total Volume and Open Interest 1,455 32,357 -29
Cocoa(ICE)
Jul16 160620 3158 3171 3150 3170 +64 4,582 750 -3,922
Sep16 160620 3117 3133 3100 3123 +57 38,642 88,844 -2,232
Dec16 160620 3091 3112 3079 3101 +58 8,610 50,779 +897
Mar17 160620 3078 3081 3051 3072 +58 3,192 35,382 +592
May17 160620 3056 3060 3040 3058 +57 294 6,264 -25
Jul17 160620 3044 3046 3031 3046 +57 78 2,238 -10
Sep17 160620 3021 3035 3021 3035 +56 19 3,011 +0
Total Volume and Open Interest 55,426 190,270 -4,702
Coffee "C"(ICE)
Jul16 160620 139.00 140.40 137.60 139.50 -1.25 10,363 21,050 -3,957
Sep16 160620 141.35 142.40 139.50 141.30 -1.55 33,023 89,845 +4,337
Dec16 160620 144.55 144.95 142.15 143.80 -1.55 7,848 37,545 -233
Mar17 160620 146.10 147.30 144.65 146.20 -1.50 2,103 14,718 +148
May17 160620 147.95 148.40 146.05 147.60 -1.40 521 7,194 +89
Jul17 160620 149.05 149.65 148.80 148.90 -1.35 406 2,961 +116
Total Volume and Open Interest 54,960 180,688 +576
Orange Juice(ICE)
Jul16 160620 169.10 169.25 165.20 166.90 -0.15 1,062 7,801 -693
Sep16 160620 168.70 169.50 166.40 167.75 +0.20 769 7,611 +472
Nov16 160620 167.95 168.90 167.15 167.75 -0.05 34 1,685 -1
Jan17 160620 166.95 167.85 166.95 167.45 unch 17 514 +5
Mar17 160620 168.15 168.15 167.70 167.70 +0.30 0 23 +0
May17 160620 167.20 167.20 167.20 167.20 +0.60      
Total Volume and Open Interest 1,882 17,634 -217
Sugar #11(ICE)
Jul16 160620 19.85 19.85 19.47 19.69 -0.07 62,198 129,706 -15,121
Oct16 160620 19.98 19.98 19.59 19.76 -0.14 85,505 462,663 +6,498
Mar17 160620 20.04 20.09 19.73 19.89 -0.13 22,694 186,447 +3,178
May17 160620 19.14 19.14 18.85 19.00 -0.09 7,223 43,352 +744
Jul17 160620 18.40 18.42 18.19 18.36 -0.04 6,014 36,605 +1,869
Oct17 160620 17.96 18.10 17.90 18.06 -0.03 2,685 28,787 +440
Mar18 160620 17.84 17.92 17.80 17.90 -0.01 958 12,191 +152
May18 160620 17.39 17.44 17.30 17.44 -0.02 396 3,823 +201
Total Volume and Open Interest 188,873 912,231 -1,063
London Cocoa(LCE)
Jul16 160620 2270 2278 2258 2263 -23 6,047 80,313 -1,443
Sep16 160620 2250 2261 2241 2247 -21 17,098 67,324 -251
Dec16 160620 2200 2211 2194 2198 -21 8,107 59,669 +418
Mar17 160620 2160 2166 2149 2152 -24 4,859 44,862 +435
May17 160620 2151 2153 2139 2139 -24 1,421 13,039 +267
Jul17 160620 2143 2143 2131 2131 -24 130 2,182 +57
Sep17 160620 2128 2128 2123 2123 -23 595 1,204 +545
Total Volume and Open Interest 38,259 268,878 +30
London Sugar(LCE)
Aug16 160620 534.10 539.50 530.00 536.40 +0.40 3,181 43,695 -812
Oct16 160620 532.80 537.30 529.20 534.10 -1.00 2,305 26,217 +427
Dec16 160620 532.60 535.20 528.30 531.50 -2.10 471 14,701 +16
Mar17 160620 530.30 532.70 527.30 529.70 -2.30 897 11,632 +63
May17 160620 518.60 519.90 517.00 517.90 -2.60 118 3,066 +34
Total Volume and Open Interest 7,238 103,230 -55
Cotton(ICE)
Jul16 160620 64.55 65.35 63.94 64.39 -0.18 10,209 19,299 -8,040
Oct16 160620 66.44 66.74 65.03 65.38 -0.87 84 235 +126
Dec16 160620 65.98 66.63 65.39 65.99 +0.07 24,749 146,306 +5,437
Mar17 160620 66.26 66.79 65.92 66.56 +0.47 1,367 18,551 +77
May17 160620 66.76 67.02 66.31 66.91 +0.52 463 3,088 +28
Jul17 160620 67.07 67.40 66.71 67.34 +0.59 188 2,840 +69
Total Volume and Open Interest 37,264 194,441 -2,158
Lumber(CME)
Jul16 160620 300.7 302.9 298.1 299.8 +1.8 405 2,445 -56
Sep16 160620 310.1 312.0 308.0 309.9 +3.5 225 2,319 +40
Nov16 160620 314.2 314.9 311.8 311.8 +2.8 5 96 -1
Jan17 160620 314.5 314.5 314.5 314.5 +2.0 1 21 +1
Total Volume and Open Interest 649 4,932 -4
Crude Oil(NYM)
Jul16 160620 48.29 49.42 48.14 49.37 +1.39 507,910 99,735 -47,809
Aug16 160620 49.09 50.00 48.72 49.96 +1.40 370,737 422,028 +18,056
Sep16 160620 49.48 50.54 49.25 50.50 +1.41 81,237 242,575 +3,369
Oct16 160620 49.98 50.98 49.72 50.95 +1.42 29,704 104,120 +5,406
Nov16 160620 50.23 51.39 50.11 51.37 +1.42 21,550 83,481 +1,408
Dec16 160620 50.63 51.74 50.42 51.71 +1.41 74,006 230,919 +762
Jan17 160620 50.94 52.00 50.86 51.98 +1.41 11,769 45,866 -339
Feb17 160620 51.14 52.19 51.13 52.17 +1.41 3,930 28,032 -451
Mar17 160620 51.65 52.35 51.54 52.32 +1.41 10,239 63,069 -326
Apr17 160620 51.30 52.43 51.22 52.40 +1.39 2,878 18,314 +75
May17 160620 51.83 52.45 51.68 52.45 +1.37 1,107 17,313 -94
Jun17 160620 51.27 52.49 51.27 52.49 +1.36 15,310 70,788 -301
Jul17 160620 52.17 52.52 52.17 52.50 +1.34 2,014 16,424 +286
Aug17 160620 52.45 52.53 52.34 52.53 +1.32 358 11,928 +58
Sep17 160620 52.25 52.58 52.25 52.58 +1.30 889 27,971 +40
Oct17 160620 52.21 52.65 52.21 52.65 +1.28 137 9,364 +1
Total Volume and Open Interest 1,166,459 1,752,363 -18,457
e-miNY Crude Oil(NYM)
Jul16 160620 48.350 49.400 48.200 49.375 +1.400 11,016 1,995 +302
Aug16 160620 48.975 49.975 48.750 49.950 +1.400 1,768 805 +148
Sep16 160620 49.500 50.500 49.350 50.500 +1.400 118 219 +12
Oct16 160620 50.000 50.950 49.975 50.950 +1.425 13 67 -1
Nov16 160620 50.400 51.375 50.400 51.375 +1.425 10 14 +0
Dec16 160620 50.750 51.700 50.450 51.700 +1.400 37 282 -3
Jan17 160620 51.975 51.975 51.975 51.975 +1.400 0 12 +0
Feb17 160620 52.175 52.175 52.175 52.175 +1.425 0 10 +0
Mar17 160620 52.000 52.325 52.000 52.325 +1.425 0 12 +0
Apr17 160620 52.400 52.400 52.400 52.400 +1.400      
Total Volume and Open Interest 12,981 3,570 +460
NY Harbor ULSD(NYM)
Jul16 160620 148.51 152.82 148.49 152.74 +4.57 57,609 74,537 -4,424
Aug16 160620 149.91 153.59 149.23 153.50 +4.60 31,960 71,146 +3,796
Sep16 160620 150.93 154.82 150.68 154.75 +4.56 18,645 62,218 +762
Oct16 160620 152.50 156.18 152.03 156.11 +4.53 9,149 30,954 -923
Nov16 160620 155.03 157.53 154.75 157.51 +4.41 4,864 23,941 +59
Dec16 160620 155.52 158.84 155.52 158.77 +4.29 11,756 54,082 +320
Jan17 160620 158.26 160.19 157.52 160.12 +4.21 2,450 19,162 +70
Feb17 160620 158.97 161.01 158.97 161.01 +4.14 2,129 9,081 +363
Mar17 160620 159.28 161.34 159.06 161.29 +4.09 1,165 13,599 +29
Apr17 160620 158.98 160.70 158.98 160.70 +4.03 856 4,864 +120
May17 160620 158.41 160.38 158.41 160.38 +3.96 328 2,689 -10
Jun17 160620 158.04 160.48 157.64 160.35 +3.90 1,338 16,510 +264
Jul17 160620 160.83 160.83 160.83 160.83 +3.85 185 1,927 +0
Aug17 160620 161.47 161.47 161.47 161.47 +3.78 125 1,126 -1
Total Volume and Open Interest 144,060 413,526 +817
RBOB Gasoline(NYM)
Jul16 160620 151.26 158.49 150.90 158.27 +7.74 51,509 71,518 -3,681
Aug16 160620 152.17 159.75 152.05 159.54 +7.52 49,652 94,631 +4,089
Sep16 160620 152.26 159.38 152.26 159.21 +6.98 32,399 71,071 +365
Oct16 160620 141.68 148.20 141.68 147.89 +6.28 21,280 42,079 +954
Nov16 160620 140.04 145.35 139.99 145.24 +5.76 12,205 33,992 -572
Dec16 160620 138.50 143.22 138.39 143.08 +5.24 11,374 41,071 -755
Jan17 160620 139.94 142.92 139.94 142.90 +5.02 2,078 11,576 +186
Feb17 160620 141.76 143.80 141.65 143.80 +4.82 718 2,677 -120
Mar17 160620 142.89 145.34 142.89 145.34 +4.66 655 5,056 +78
Apr17 160620 164.75 166.56 164.52 166.56 +4.50 599 4,142 -67
Total Volume and Open Interest 186,215 411,464 +758
e-miNY RBOB Gasoline(NYM)
Jul16 160620 158.30 158.30 158.27 158.30 +7.80 1 1 +0
Aug16 160620 159.50 159.54 159.50 159.50 +7.50      
Sep16 160620 159.20 159.21 159.20 159.20 +7.00      
Oct16 160620 147.90 147.90 147.89 147.90 +6.30      
Total Volume and Open Interest 1 1 +0
Natural Gas(NYM)
Jul16 160620 2.652 2.759 2.650 2.747 +0.124 149,526 132,995 -5,853
Aug16 160620 2.691 2.785 2.688 2.777 +0.111 62,761 172,994 +10,555
Sep16 160620 2.707 2.801 2.707 2.795 +0.109 27,328 202,852 +1,829
Oct16 160620 2.760 2.848 2.760 2.843 +0.101 32,744 116,798 -308
Nov16 160620 2.922 2.986 2.901 2.980 +0.091 14,722 62,021 +847
Dec16 160620 3.157 3.213 3.144 3.206 +0.073 10,927 50,529 +425
Jan17 160620 3.288 3.337 3.269 3.331 +0.069 25,140 96,262 +1,176
Feb17 160620 3.272 3.322 3.263 3.319 +0.067 4,888 24,125 +552
Mar17 160620 3.226 3.275 3.217 3.270 +0.064 11,348 57,233 +464
Apr17 160620 2.982 3.001 2.955 2.997 +0.046 9,227 47,975 +1,061
May17 160620 2.939 2.969 2.927 2.966 +0.044 3,212 19,871 +111
Jun17 160620 2.961 2.992 2.952 2.992 +0.044 1,729 8,222 -11
Jul17 160620 2.990 3.029 2.989 3.029 +0.043 869 9,138 +158
Aug17 160620 3.014 3.037 3.011 3.036 +0.043 995 10,408 +43
Sep17 160620 2.992 3.011 2.990 3.010 +0.040 919 5,550 +54
Oct17 160620 2.992 3.027 2.992 3.027 +0.039 1,864 13,305 +108
Total Volume and Open Interest 360,006 1,083,489 +11,472
Brent Crude Oil(ICE)
Aug16 160620 49.42 50.68 49.24 50.65 +1.48 287,302 272,934 -18,385
Sep16 160620 50.00 51.32 49.84 51.29 +1.54 151,611 422,355 +11,367
Oct16 160620 50.36 51.67 50.20 51.64 +1.54 65,497 185,179 +10,720
Nov16 160620 50.69 51.99 50.53 51.96 +1.54 48,982 167,320 +7,155
Dec16 160620 51.10 52.40 50.94 52.36 +1.53 104,021 380,599 +7,090
Jan17 160620 51.39 52.69 51.33 52.65 +1.53 16,249 75,322 +2,302
Feb17 160620 51.77 52.89 51.77 52.85 +1.52 5,922 57,010 +366
Mar17 160620 51.89 53.07 51.75 53.04 +1.50 8,685 61,280 +268
Apr17 160620 52.49 53.20 52.34 53.20 +1.49 2,684 20,927 +261
May17 160620 52.70 53.35 52.50 53.35 +1.46 1,092 22,543 +110
Jun17 160620 52.22 53.52 52.22 53.50 +1.43 15,440 93,046 +559
Jul17 160620 53.59 53.67 53.46 53.67 +1.41 500 17,493 -8
Aug17 160620 53.74 53.81 53.56 53.81 +1.39 735 15,739 +268
Sep17 160620 53.00 53.91 53.00 53.91 +1.37 1,711 30,199 +196
Total Volume and Open Interest 772,085 2,268,534 +25,932
Gas Oil(ICE)
Jul16 160620 442.25 453.25 441.00 450.50 +17.50 59,599 117,461 -649
Aug16 160620 444.75 455.75 443.50 453.00 +17.50 46,659 144,541 -1,147
Sep16 160620 448.25 458.50 447.00 456.00 +17.00 18,349 66,823 -333
Oct16 160620 452.00 462.25 451.00 459.75 +16.75 7,074 49,412 +154
Nov16 160620 454.50 463.75 454.00 462.00 +16.50 5,102 34,672 -63
Dec16 160620 456.50 466.50 455.75 463.75 +16.25 24,999 100,223 +1,196
Jan17 160620 459.25 468.50 459.00 466.50 +16.00 2,405 24,768 +367
Feb17 160620 463.50 470.75 463.25 469.00 +15.75 1,302 13,294 -432
Mar17 160620 464.25 473.25 464.25 471.00 +15.25 1,379 22,363 +64
Apr17 160620 468.00 474.50 467.75 472.75 +15.00 498 9,947 +37
Total Volume and Open Interest 184,132 741,229 +949
Ethanol(CBOT)
Jul16 160620 1.657 1.657 1.634 1.640 -0.036 440 1,636 -103
Aug16 160620 1.635 1.639 1.625 1.627 -0.032 228 878 +85
Sep16 160620 1.622 1.622 1.613 1.613 -0.025 119 752 -15
Oct16 160620 1.585 1.585 1.585 1.585 -0.025 0 246 +0
Nov16 160620 1.564 1.564 1.557 1.557 -0.025 0 330 +0
Dec16 160620 1.541 1.545 1.541 1.545 -0.025 5 1,133 +0
Jan17 160620 1.524 1.524 1.524 1.524 -0.025 0 155 +0
Feb17 160620 1.521 1.521 1.521 1.521 -0.025 0 18 +0
Total Volume and Open Interest 792 5,148 -33
WTI Crude Oil(ICE)
Jul16 160620 48.34 49.37 48.15 49.37 +1.39 50,906 36,000 -3,632
Aug16 160620 48.80 50.00 48.75 49.96 +1.40 58,031 62,618 -741
Sep16 160620 49.42 50.53 49.26 50.50 +1.41 23,756 44,351 +318
Oct16 160620 49.87 50.96 49.78 50.95 +1.42 13,637 17,175 +1,754
Nov16 160620 50.27 51.39 50.20 51.37 +1.42 8,805 20,063 +1,312
Dec16 160620 50.59 51.71 50.49 51.71 +1.41 15,206 82,526 +1,986
Jan17 160620 51.48 51.98 51.15 51.98 +1.41 2,840 8,814 +497
Feb17 160620 51.60 52.17 51.34 52.17 +1.41 1,544 6,459 -63
Mar17 160620 51.81 52.32 51.49 52.32 +1.41 802 7,027 +253
Apr17 160620 52.40 52.40 52.40 52.40 +1.39 475 2,921 +97
May17 160620 52.45 52.45 52.45 52.45 +1.37 122 1,528 +9
Jun17 160620 51.89 52.49 51.89 52.49 +1.36 2,157 31,093 +278
Jul17 160620 52.50 52.50 52.50 52.50 +1.34 27 1,673 -13
Aug17 160620 52.53 52.53 52.53 52.53 +1.32 21 612 -2
Sep17 160620 52.58 52.58 52.58 52.58 +1.30 67 4,472 +9
Oct17 160620 52.65 52.65 52.65 52.65 +1.28 3 1,251 +0
Total Volume and Open Interest 183,991 433,081 +2,471
US Dollar Index(ICE)
Sep16 160620 94.060 94.060 93.545 93.685 -0.655 40,521 46,990 -580
Dec16 160620 94.115 94.115 93.600 93.740 -0.645 286 1,608 +44
Mar17 160620 94.185 94.185 93.760 93.795 -0.650 118 1,126 +81
Total Volume and Open Interest 40,925 49,724 -455
Australian Dollar(CME)
Sep16 160620 74.00 74.57 73.82 74.30 +0.61 145,114 80,360 +1,618
Dec16 160620 74.04 74.33 73.90 74.08 +0.62 35 487 -7
Mar17 160620 73.89 73.95 73.89 73.89 +0.62 0 11 +0
Total Volume and Open Interest 145,149 80,858 +1,611
British Pound(CME)
Sep16 160620 144.67 147.30 144.44 147.02 +3.42 162,247 211,774 +1,383
Dec16 160620 144.91 147.38 144.59 147.12 +3.41 80 496 +11
Mar17 160620 147.24 147.30 147.24 147.24 +3.39 0 98 +0
Total Volume and Open Interest 162,327 212,393 +1,394
Canadian Dollar(CME)
Sep16 160620 77.82 78.30 77.74 78.14 +0.45 82,252 111,514 -1,715
Dec16 160620 78.00 78.30 77.97 78.16 +0.46 134 3,717 +60
Mar17 160620 78.30 78.30 78.02 78.16 +0.44 8 224 +4
Jun17 160620 78.19 78.32 78.19 78.19 +0.45 0 106 +0
Total Volume and Open Interest 82,394 115,600 -1,651
Japanese Yen(CME)
Sep16 160620 95.81 96.67 95.68 96.48 +0.23 260,675 141,390 +1,061
Dec16 160620 96.06 96.99 96.03 96.83 +0.23 207 504 +13
Mar17 160620 97.21 97.26 96.48 97.21 +0.24 0 32 +0
Total Volume and Open Interest 260,884 142,035 +1,076
Swiss Franc(CME)
Sep16 160620 104.37 104.94 103.97 104.41 -0.19 40,919 40,987 -841
Dec16 160620 104.65 105.44 104.61 104.94 -0.21 14 80 -4
Mar17 160620 105.47 105.85 105.47 105.47 -0.21      
Total Volume and Open Interest 40,933 41,082 -845
EuroFX(CME)
Sep16 160620 113.54 114.20 113.38 113.52 +0.45 252,019 326,097 +1,311
Dec16 160620 113.90 114.57 113.78 113.90 +0.44 1,093 2,257 +341
Mar17 160620 114.89 114.89 114.21 114.30 +0.45 3 1,237 -1
Total Volume and Open Interest 253,119 330,101 +1,653
Mexican Peso(CME)
Jul16 160620 534.13 534.13 534.13 534.13 +4.38      
Aug16 160620 532.63 532.63 532.63 532.63 +4.38      
Total Volume and Open Interest 48,181 111,939 +1,097
Brazilian Real(CME)
Jul16 160620 291.10 295.20 289.10 293.70 +2.80 687 25,041 -9
Aug16 160620 290.00 292.75 290.00 291.40 +2.70 8 78 +0
Sep16 160620 288.25 288.65 288.25 288.60 +2.70 15 3,203 -1
Oct16 160620 286.15 286.15 286.15 286.15 +2.60      
Total Volume and Open Interest 710 28,352 -10
30-Year T-Bonds(CBOT)
Jun16 160620 170~100 170~100 169~030 169~150 -1~040 490 2,914 -281
Sep16 160620 168~200 168~260 167~180 168~010 -1~040 316,496 579,872 -1,514
Dec16 160620 166~250 166~250 166~250 166~250 -1~040 0 7 +0
Total Volume and Open Interest 316,986 582,793 -1,795
10-Year T-Notes(CBOT)
Jun16 160620 131~125 131~170 131~045 131~125 -0~120 9,065 33,283 -4,288
Sep16 160620 131~150 131~200 131~085 131~145 -0~130 1,500,421 2,751,570 +39,421
Dec16 160620 130~235 130~235 130~235 130~235 -0~130 3 16 +0
Total Volume and Open Interest 1,509,489 2,784,869 +35,133
5-Year T-Notes(CBOT)
Jun16 160620 121~212 121~222 121~180 121~210 -0~054 8,891 57,856 -8,232
Sep16 160620 121~102 121~122 121~056 121~096 -0~062 924,802 2,604,423 +16,955
Dec16 160620 121~082 121~082 121~082 121~082 -0~062      
Total Volume and Open Interest 933,693 2,662,279 +8,723
2 Year T-Notes(CBOT)
Jun16 160620 109~134 109~140 109~122 109~132 -0~022 2,923 11,010 -364
Sep16 160620 109~124 109~124 109~096 109~106 -0~022 341,668 998,466 -4,365
Dec16 160620 109~092 109~092 109~092 109~092 -0~022      
Total Volume and Open Interest 344,591 1,009,476 -4,729
Eurodollars(CME)
Sep16 160620 99.280 99.280 99.255 99.260 -0.030 349,574 1,163,005 +54,877
Dec16 160620 99.210 99.210 99.180 99.190 -0.030 430,787 1,346,215 -46,425
Mar17 160620 99.165 99.165 99.135 99.145 -0.030 325,448 918,551 +23,031
Jun17 160620 99.105 99.115 99.085 99.095 -0.035 339,782 847,196 -6,964
Sep17 160620 99.060 99.065 99.025 99.045 -0.035 295,643 800,506 -10,889
Dec17 160620 99.005 99.005 98.960 98.980 -0.040 375,374 1,150,938 -38,876
Mar18 160620 98.945 98.965 98.915 98.940 -0.040 205,960 566,619 +3,518
Jun18 160620 98.920 98.920 98.865 98.890 -0.045 191,183 416,987 -2,359
Sep18 160620 98.880 98.880 98.815 98.845 -0.045 139,896 385,998 -2,901
Dec18 160620 98.780 98.820 98.765 98.790 -0.045 181,741 562,004 -6,704
Mar19 160620 98.765 98.775 98.720 98.750 -0.045 110,666 334,391 +1,583
Jun19 160620 98.725 98.730 98.670 98.700 -0.045 100,004 267,922 -250
Sep19 160620 98.640 98.685 98.620 98.645 -0.045 61,574 198,126 +165
Dec19 160620 98.570 98.620 98.555 98.585 -0.045 68,911 239,866 -2,684
Mar20 160620 98.525 98.555 98.505 98.535 -0.050 44,410 123,980 +1,742
Jun20 160620 98.520 98.520 98.445 98.475 -0.055 48,456 73,641 +867
Sep20 160620 98.450 98.450 98.390 98.415 -0.055 30,578 67,102 +896
Dec20 160620 98.380 98.380 98.325 98.355 -0.055 26,654 92,656 -1,548
Total Volume and Open Interest 3,417,923 9,939,380 -21,826
Ultra T-Bond(CBOT)
Jun16 160620 177~23 178~13 177~13 178~09 -1~11 1,748 7,930 -4,607
Sep16 160620 182~02 182~02 180~03 180~29 -1~14 102,826 599,928 +1,006
Dec16 160620 179~31 179~31 179~31 179~31 -1~14      
Total Volume and Open Interest 104,574 607,858 -3,601
Ultra 10-Yr T-Note(CBOT)
Jun16 160620 142~175 142~175 142~175 142~175 -0~185 7 5,312 -284
Sep16 160620 143~230 143~230 143~035 143~080 -0~205 79,633 133,437 +6,180
Dec16 160620 143~020 143~020 143~020 143~020 -0~205      
Total Volume and Open Interest 79,640 138,749 +5,896
30 Day Federal Funds(CBOT)
Jun16 160620 99.630 99.630 99.628 99.628 -0.002 29,203 86,783 +7,054
Jul16 160620 99.625 99.630 99.625 99.625 -0.005 46,445 230,233 +7,838
Aug16 160620 99.605 99.605 99.595 99.605 -0.005 82,666 258,557 -4,869
Sep16 160620 99.590 99.590 99.580 99.585 -0.010 23,295 54,458 +173
Oct16 160620 99.570 99.570 99.540 99.545 -0.030 49,989 140,905 +1,784
Nov16 160620 99.565 99.565 99.535 99.535 -0.030 21,391 46,789 -5,392
Total Volume and Open Interest 312,773 1,037,365 +23,807
3-Mth Euro-Yen(CME)
Sep16 160620 99.990 99.990 99.990 99.990 unch      
Dec16 160620 99.990 99.990 99.990 99.990 unch      
Mar17 160620 99.990 99.990 99.990 99.990 unch      
Jun17 160620 99.990 99.990 99.990 99.990 unch      
Sep17 160620 99.990 99.990 99.990 99.990 unch      
Dec17 160620 99.995 99.995 99.995 99.995 unch      
Mar18 160620 99.855 99.855 99.855 99.855 unch      
Jun18 160620 99.715 99.715 99.715 99.715 unch      
Sep18 160620 99.575 99.575 99.575 99.575 unch      
Dec18 160620 99.435 99.435 99.435 99.435 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep16 160620 99.99 99.99 99.99 99.99 unch      
Dec16 160620 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160620 99.99 99.99 99.99 99.99 unch      
Jun17 160620 99.99 99.99 99.99 99.99 unch      
Sep17 160620 99.99 99.99 99.99 99.99 unch      
Dec17 160620 99.99 99.99 99.99 99.99 unch      
Mar18 160620 100.00 100.00 100.00 100.00 unch      
Jun18 160620 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160620 152.28 152.33 152.11 152.21 -0.45 2,297 20,052 +804
Dec16 160620 152.21 152.21 152.21 152.21 -0.45      
Mar17 160620 152.13 152.13 152.13 152.13 -0.45      
Total Volume and Open Interest 2,297 20,052 +804
Euro-Buxl(EUREX)
Sep16 160620 186.96 187.06 184.76 184.96 -2.58 40,846 144,822 +0
Dec16 160620 184.52 184.52 184.52 184.52 -2.58      
Mar17 160620 184.52 184.52 184.52 184.52 -2.58      
Total Volume and Open Interest 40,846 144,822 +0
Euro-Bund(EUREX)
Sep16 160620 164.58 164.72 164.15 164.25 -0.62 610,617 1,613,119 -22,099
Dec16 160620 161.92 161.93 161.65 161.66 -0.61 12 74 -1
Mar17 160620 164.00 165.08 164.00 164.17 +1.30      
Total Volume and Open Interest 610,629 1,613,193 -22,100
Euro-Bobl(EUREX)
Sep16 160620 133.05 133.08 132.93 132.95 -0.21 574,441 1,406,485 +13,533
Dec16 160620 131.03 131.03 131.01 131.01 -0.21 1 101 +0
Mar17 160620 131.01 131.01 131.01 131.01 -0.21      
Total Volume and Open Interest 574,442 1,406,586 +13,533
Euro-Schatz(EUREX)
Sep16 160620 111.96 111.96 111.90 111.93 -0.05 265,230 1,104,010 +29,027
Dec16 160620 111.85 111.85 111.85 111.85 -0.05 0 184 +0
Mar17 160620 111.85 111.85 111.85 111.85 -0.05      
Total Volume and Open Interest 265,230 1,104,194 +29,027
3-Mth Euribor(EUREX)
Jun16 160613 100.262 100.262 100.262 100.262 -0.003 0 11,735 +0
Sep16 160620 100.270 100.270 100.270 100.270 unch 1,153 5,414 +684
Dec16 160620 100.295 100.305 100.295 100.300 -0.005 1,003 3,993 +1,000
Total Volume and Open Interest 2,184 98,289 -2,309
Long Gilt(LIFFE)
Jun16 160620 123~11 123~11 122~27 122~27 -0~31 329 36,804 -239
Sep16 160620 125~18 125~20 124~26 124~30 -1~03 181,312 474,253 +2,022
Total Volume and Open Interest 181,641 511,057 +1,783
3-Mth Short Sterling(LIFFE)
Sep16 160620 99.44 99.44 99.43 99.43 -0.02 60,772 428,518 -4,221
Dec16 160620 99.44 99.44 99.40 99.41 -0.05 62,014 481,399 -2,739
Mar17 160620 99.43 99.43 99.36 99.38 -0.07 72,727 339,596 -7,493
Jun17 160620 99.39 99.40 99.32 99.34 -0.08 66,236 309,296 +1,177
Sep17 160620 99.35 99.36 99.27 99.30 -0.09 64,374 281,494 -8,393
Dec17 160620 99.32 99.33 99.23 99.26 -0.10 72,398 339,595 -6,250
Total Volume and Open Interest 695,047 3,055,051 -41,591
3-Mth Euribor(LIFFE)
Sep16 160620 100.270 100.275 100.265 100.270 unch 57,385 397,334 -386
Dec16 160620 100.305 100.310 100.290 100.300 unch 39,171 496,517 +676
Mar17 160620 100.320 100.325 100.310 100.315 unch 36,380 430,406 -3,817
Total Volume and Open Interest 422,253 3,119,142 +14,590
3-Mth Aus T-Bills(SFE)
Sep16 160620 98.10 98.11 98.08 98.09 -0.02 34,157 221,802 -10,128
Dec16 160620 98.17 98.17 98.14 98.16 -0.02 32,422 185,107 -6,378
Mar17 160620 98.22 98.22 98.18 98.19 -0.03 23,493 137,501 -336
Jun17 160620 98.26 98.26 98.20 98.22 -0.04 16,514 110,728 +3,488
Sep17 160620 98.27 98.27 98.21 98.23 -0.04 13,332 76,750 -3,048
Dec17 160620 98.26 98.27 98.22 98.23 -0.05 7,051 61,943 -975
Mar18 160620 98.27 98.28 98.22 98.23 -0.04 4,028 38,805 +1,530
Jun18 160620 98.26 98.26 98.20 98.21 -0.04 4,050 27,139 +1,454
Sep18 160620 98.21 98.21 98.18 98.19 -0.04 240 4,291 -44
Dec18 160620 98.15 98.15 98.15 98.15 -0.04 107 2,241 -1
Total Volume and Open Interest 135,525 868,585 -14,538
10-Year Aus T-Bonds(SFE)
Sep16 160620 97.92 97.92 97.84 97.85 -0.07 125,581 862,349 +2,492
Dec16 160620 97.85 97.85 97.85 97.85 -0.07      
Total Volume and Open Interest 125,581 862,349 -65,130
3-Year Aus T-Bonds(SFE)
Sep16 160620 98.49 98.49 98.43 98.46 -0.03 167,343 701,841 -1,137
Dec16 160620 98.46 98.46 98.46 98.46 -0.03      
Total Volume and Open Interest 167,343 701,841 -133,583
Gold(CMX)
Jun16 160620 1288.9 1291.2 1280.3 1290.0 -2.5 251 736 -173
Aug16 160620 1293.0 1296.8 1280.8 1292.1 -2.7 354,145 422,406 +12,530
Oct16 160620 1297.7 1298.4 1284.4 1295.3 -2.7 6,526 28,669 +576
Dec16 160620 1296.6 1301.4 1287.3 1298.4 -2.7 20,846 70,453 +3,912
Feb17 160620 1304.2 1304.2 1290.4 1301.5 -2.7 2,255 11,229 +864
Apr17 160620 1297.0 1306.5 1294.5 1304.2 -2.6 2,533 6,347 +1,210
Jun17 160620 1299.9 1307.8 1298.5 1306.7 -2.5 661 12,618 +131
Aug17 160620 1308.5 1310.5 1300.9 1309.1 -2.5 3 1,065 -1
Oct17 160620 1311.2 1311.2 1311.2 1311.2 -2.4 0 637 +0
Dec17 160620 1302.4 1313.2 1302.4 1313.2 -2.5 33 7,475 +6
Feb18 160620 1315.2 1315.2 1315.2 1315.2 -2.3 1 48 +0
Apr18 160620 1317.2 1317.2 1317.2 1317.2 -2.1      
Total Volume and Open Interest 390,981 574,733 +19,757
Silver(CMX)
Jul16 160620 1746.0 1766.0 1730.0 1751.4 +10.3 83,634 90,372 -456
Sep16 160620 1754.5 1770.0 1736.0 1756.7 +10.6 13,057 63,492 +708
Dec16 160620 1745.5 1777.0 1743.0 1763.6 +10.6 4,750 36,039 -71
Mar17 160620 1770.6 1770.6 1770.6 1770.6 +10.7 341 5,708 -29
May17 160620 1772.0 1774.9 1772.0 1774.9 +10.7 11 231 +0
Jul17 160620 1779.2 1779.2 1779.2 1779.2 +10.7 1 2,408 +0
Sep17 160620 1783.5 1783.5 1783.5 1783.5 +10.7 0 197 +0
Total Volume and Open Interest 102,018 202,310 +172
Platinum(NYMEX)
Jul16 160620 966.9 990.1 965.0 987.2 +21.1 18,314 35,716 -1,454
Oct16 160620 968.0 992.2 968.0 989.3 +21.1 3,971 27,979 +1,825
Jan17 160620 974.0 993.7 974.0 991.4 +21.0 91 2,541 -65
Apr17 160620 993.7 993.7 993.7 993.7 +21.0 2 21 +1
Total Volume and Open Interest 22,393 66,279 +315
Palladium(NYMEX)
Jun16 160620 545.25 550.55 545.20 550.55 +17.90 22 15 -2
Sep16 160620 530.65 550.75 530.55 548.45 +18.80 5,161 23,908 +54
Dec16 160620 544.75 549.10 544.75 549.00 +18.60 19 378 -7
Total Volume and Open Interest 5,215 24,387 +54
Copper(CMX)
Jul16 160620 205.40 209.95 205.20 209.30 +4.20 76,275 94,592 -3,981
Sep16 160620 205.15 210.25 205.15 209.70 +4.05 22,215 86,217 +3,156
Dec16 160620 207.35 210.95 207.35 210.45 +3.95 2,687 35,467 +347
Mar17 160620 209.40 211.20 209.40 210.90 +3.85 424 7,378 +144
May17 160620 211.30 211.30 211.30 211.30 +3.75 497 951 +86
Total Volume and Open Interest 102,808 231,919 -212
E-mini DJIA Index(CBOT)
Sep16 160620 17639 17854 17639 17712 +153 218,679 116,552 +29
Dec16 160620 17600 17745 17600 17620 +159 29 169 +17
Mar17 160620 17590 17590 17560 17560 +159 0 12 +0
Jun17 160620 17519 17519 17519 17519 +159      
Total Volume and Open Interest 252,053 139,692 -11,026
S & P 500(CME)
Sep16 160620 2073.00 2087.10 2073.00 2074.20 +15.30 5,890 61,725 +1,449
Dec16 160620 2082.00 2083.20 2066.60 2066.60 +15.40 2 188 +1
Mar17 160620 2060.30 2076.90 2060.30 2060.30 +15.40      
Jun17 160620 2056.30 2072.90 2056.30 2056.30 +15.40      
Total Volume and Open Interest 5,892 61,913 -45,383
S & P 500 E-Mini(Globex)
Sep16 160620 2071.00 2092.50 2070.25 2074.25 +15.25 2,446,637 2,759,833 +79,718
Dec16 160620 2062.25 2084.75 2062.25 2066.50 +15.25 1,349 9,861 +92
Mar17 160620 2063.50 2077.50 2057.75 2060.25 +15.25 31 126 +9
Jun17 160620 2066.00 2067.50 2054.75 2056.25 +15.25 2 15 +0
Total Volume and Open Interest 2,874,234 3,377,180 +10,925
NASDAQ 100 E-Mini(Globex)
Sep16 160620 4383.00 4436.80 4383.00 4390.00 +30.50 316,194 231,519 +849
Dec16 160620 4372.50 4426.80 4372.50 4381.00 +27.00 94 169 +56
Mar17 160620 4413.00 4414.80 4379.80 4379.80 +27.00 2 19 -1
Total Volume and Open Interest 366,039 282,994 -11,473
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 160620 1480.60 1501.90 1480.50 1491.30 +17.60 24,446 83,999 +1,519
Dec16 160620 1491.90 1491.90 1491.90 1491.90 +17.60 0 12 +0
Total Volume and Open Interest 30,869 95,222 -2,508
Volatility Index(CBOE)
Jun16 160615 20.55 20.90 19.65 19.90 -0.68 182,968 84,024 -21,890
Jul16 160620 19.80 19.80 17.90 18.48 -1.60 166,538 227,910 -8,527
Aug16 160620 19.95 20.05 18.80 19.28 -1.20 87,860 69,524 +3,593
Sep16 160620 20.75 20.75 19.60 19.93 -1.00 31,295 27,589 -1,509
Total Volume and Open Interest 316,543 388,522 -5,265
Russell 2000(ICE)
Sep16 160620 1145.00 1163.50 1144.10 1150.70 +12.90 128,491 336,060 +10,272
Dec16 160620 1150.00 1150.00 1145.70 1145.70 +12.90 8 924 +2
Total Volume and Open Interest 159,919 399,918 -4,628
Nikkei 225(CME)
Sep16 160620 15715 16140 15715 15900 +260 23,559 33,783 +1,720
Dec16 160620 15840 16100 15840 15910 +255 70 42 +12
Total Volume and Open Interest 23,629 33,825 +1,732
Nikkei 225(SGX)
Sep16 160620 15515 15995 15415 15970 +445 109,267 190,786 +3,378
Dec16 160620 15750 15850 15750 15850 +440 249 4,057 +93
Mar17 160620 15825 15825 15825 15825 +650      
Total Volume and Open Interest 81,384 201,832 -874
Nikkei 225(CME) Yen
Jun16 160609 16785 16800 16505 16635 -180 57,760 54,753 -24,533
Sep16 160620 15655 16055 15655 15810 +260 77,211 66,346 +780
Dec16 160620 15680 15910 15680 15680 +260 17 9 -1
Total Volume and Open Interest 77,228 66,355 +779
Nikkei 225(CME) e-Mini Yen
Jun16 160609 16640 16640 16635 16640 -170 6 97 -5
Sep16 160620 15910 15980 15810 15810 +260 8 6 +5
Dec16 160620 15680 15680 15680 15680 +260      
Total Volume and Open Interest 8 6 +5
CAC 40(EURONEXT)
Jul16 160620 4296.0 4343.0 4281.5 4332.5 +147.5 84,999 248,255 +11,363
Aug16 160620 4332.5 4336.0 4304.5 4330.5 +147.5 16 19 +7
Sep16 160620 4309.5 4334.0 4285.0 4329.5 +148.5 531 7,639 -118
Total Volume and Open Interest 230,665 348,061 -96,583
Hang Seng Index(HKFE)
Jun16 160620 19981 20416 19916 20336 +359 127,623 101,992 -1,735
Jul16 160620 20030 20415 19920 20334 +354 1,015 5,480 +79
Total Volume and Open Interest 129,289 113,929 -1,588
DAX(EUREX)
Sep16 160620 9865.0 9985.0 9838.0 9951.5 +350.5 78,384 134,725 +31,228
Dec16 160620 9896.5 9971.0 9842.5 9940.0 +349.5 95 3,337 +10
Mar17 160620 9940.0 9940.0 9940.0 9940.0        
Mini-DAX(EUREX)
Jun16 160617 9668.0 9703.0 9608.0 9631.5 +62.5 21,290 11,063 -2,211
Sep16 160620 9848.0 9985.0 9838.0 9951.5 +350.5 2,946 4,006 +738
Dec16 160620 9845.0 9960.0 9845.0 9940.0 +350.0 31 51 +4
Total Volume and Open Interest 30,371 15,752 +1,374
FT-SE 100(EURONEXT)
Sep16 160620 6061.00 6180.50 6060.00 6150.50 +198.50 118,682 534,855 +28,430
Dec16 160620 6113.00 6113.00 6113.00 6113.00 +199.00 2 18 +1
Mar17 160620 6070.00 6070.00 6070.00 6070.00 +199.00      
Total Volume and Open Interest 307,310 592,307 -18,947
SPI 200(SFE)
Sep16 160620 5115.0 5215.0 5100.0 5197.0 +80.0 48,056 269,233 -1,508
Dec16 160620 5104.0 5183.0 5104.0 5183.0 +80.0 0 2,513 +0
Mar17 160620 5134.0 5134.0 5134.0 5134.0 +80.0 0 1,431 +0
Total Volume and Open Interest 64,200 331,862 -154,475
FTSE MIB(ISE)
Sep16 160620 17200.00 17415.00 17190.00 17323.00 +578.00 26,741 48,450 +4,438
Dec16 160620 17220.00 17220.00 17198.00 17198.00 +550.00 3 1 -1
Mar17 160620 17205.00 17205.00 17205.00 17205.00 +550.00      
Total Volume and Open Interest 71,899 67,323 -1,030
KOSPI 200(KFE)
Sep16 160620 242.60 246.10 241.90 245.70 +2.95 142,405 111,641 -2,707
Dec16 160620 243.70 246.75 242.75 246.30 +3.10 344 6,134 +103
Mar17 160620 243.75 243.75 243.75 243.75 +2.75 7 780 -2
Total Volume and Open Interest 142,758 121,446 -2,604
GSCI(CME)
Jul16 160620 379.75 383.30 379.20 382.90 +5.75 565 11,814 -298
Aug16 160620 382.50 382.50 382.50 382.50 +5.75      
Sep16 160620 384.00 384.00 384.00 384.00 +5.75      
Total Volume and Open Interest 565 11,814 -298
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!!!