|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Tue June 21, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul16 |
160621 |
1145.00 |
1151.75 |
1128.75 |
1133.25 |
-10.25 |
88,085 |
160,493 |
-14,527 |
Aug16 |
160621 |
1146.50 |
1153.25 |
1130.00 |
1132.50 |
-12.75 |
43,369 |
91,976 |
+6,590 |
Sep16 |
160621 |
1138.00 |
1143.50 |
1116.50 |
1117.75 |
-18.50 |
12,000 |
39,138 |
+1,298 |
Nov16 |
160621 |
1134.50 |
1140.75 |
1110.00 |
1110.75 |
-22.00 |
118,908 |
418,937 |
+18,825 |
Jan17 |
160621 |
1131.50 |
1138.00 |
1106.75 |
1107.50 |
-23.25 |
5,421 |
35,979 |
+1,109 |
Mar17 |
160621 |
1098.00 |
1105.00 |
1076.00 |
1078.25 |
-21.25 |
6,174 |
63,423 |
+411 |
May17 |
160621 |
1087.00 |
1089.50 |
1065.25 |
1067.25 |
-19.75 |
3,069 |
29,610 |
+435 |
Jul17 |
160621 |
1080.50 |
1082.50 |
1062.50 |
1063.75 |
-19.00 |
2,384 |
32,246 |
-104 |
Aug17 |
160621 |
1048.00 |
1048.00 |
1044.50 |
1044.50 |
-17.25 |
34 |
397 |
+7 |
Sep17 |
160621 |
1005.00 |
1006.50 |
1005.00 |
1006.50 |
-15.75 |
15 |
192 |
+13 |
Nov17 |
160621 |
986.00 |
987.00 |
972.25 |
973.25 |
-13.25 |
1,322 |
20,285 |
+109 |
Jan18 |
160621 |
974.25 |
974.25 |
974.25 |
974.25 |
-13.25 |
10 |
127 |
+10 |
Mar18 |
160621 |
973.25 |
973.25 |
973.25 |
973.25 |
-13.25 |
0 |
39 |
+0 |
May18 |
160621 |
977.00 |
977.00 |
973.75 |
973.75 |
-15.25 |
0 |
39 |
+0 |
Total Volume and Open Interest |
280,791 |
893,075 |
+14,176 |
Soybean Meal(CBOT) |
Jul16 |
160621 |
404.00 |
405.80 |
392.90 |
393.30 |
-9.40 |
34,785 |
65,413 |
-3,609 |
Aug16 |
160621 |
402.70 |
405.10 |
393.00 |
393.50 |
-8.60 |
13,725 |
46,172 |
+1,078 |
Sep16 |
160621 |
403.60 |
404.20 |
392.50 |
393.10 |
-8.50 |
13,175 |
42,096 |
+1,403 |
Oct16 |
160621 |
400.80 |
402.90 |
390.90 |
391.30 |
-9.10 |
7,992 |
27,639 |
+102 |
Dec16 |
160621 |
401.60 |
403.60 |
391.00 |
391.50 |
-9.20 |
27,914 |
143,674 |
+1,893 |
Jan17 |
160621 |
397.20 |
399.40 |
387.40 |
387.80 |
-9.00 |
2,769 |
20,006 |
+647 |
Mar17 |
160621 |
378.30 |
380.40 |
370.30 |
371.20 |
-7.70 |
4,048 |
19,673 |
+1,348 |
May17 |
160621 |
361.30 |
362.40 |
354.60 |
355.80 |
-6.50 |
1,063 |
16,942 |
+200 |
Jul17 |
160621 |
358.00 |
358.20 |
351.80 |
353.20 |
-5.80 |
2,421 |
12,030 |
+1,617 |
Aug17 |
160621 |
348.50 |
348.50 |
347.20 |
347.20 |
-5.30 |
48 |
1,717 |
+12 |
Total Volume and Open Interest |
108,108 |
401,322 |
+4,710 |
Soybean Oil(CBOT) |
Jul16 |
160621 |
31.76 |
31.95 |
31.33 |
31.36 |
-0.28 |
46,785 |
81,858 |
-5,320 |
Aug16 |
160621 |
31.80 |
32.08 |
31.47 |
31.50 |
-0.28 |
14,896 |
54,383 |
+1,328 |
Sep16 |
160621 |
31.93 |
32.21 |
31.60 |
31.64 |
-0.27 |
8,915 |
33,263 |
-415 |
Oct16 |
160621 |
32.09 |
32.26 |
31.72 |
31.72 |
-0.30 |
3,143 |
18,629 |
-650 |
Dec16 |
160621 |
32.44 |
32.61 |
31.98 |
32.00 |
-0.30 |
32,595 |
149,870 |
+4,382 |
Jan17 |
160621 |
32.54 |
32.73 |
32.18 |
32.20 |
-0.30 |
3,238 |
16,552 |
-354 |
Mar17 |
160621 |
32.60 |
32.83 |
32.25 |
32.29 |
-0.29 |
3,801 |
16,032 |
+801 |
May17 |
160621 |
32.82 |
32.82 |
32.35 |
32.37 |
-0.29 |
1,644 |
13,954 |
+119 |
Jul17 |
160621 |
32.80 |
32.80 |
32.62 |
32.62 |
-0.26 |
1,222 |
5,913 |
+109 |
Aug17 |
160621 |
32.69 |
32.69 |
32.69 |
32.69 |
-0.26 |
222 |
2,623 |
+94 |
Total Volume and Open Interest |
117,560 |
399,442 |
+307 |
Canola(WCE) |
Jul16 |
160621 |
498.9 |
500.9 |
479.1 |
483.9 |
-15.0 |
9,440 |
42,625 |
-5,547 |
Nov16 |
160621 |
507.4 |
509.9 |
488.1 |
493.6 |
-13.8 |
16,197 |
113,065 |
+1,650 |
Jan17 |
160621 |
512.7 |
513.6 |
492.8 |
498.8 |
-13.9 |
2,154 |
11,787 |
+1,066 |
Mar17 |
160621 |
510.8 |
510.8 |
496.3 |
501.8 |
-13.2 |
390 |
3,293 |
+154 |
May17 |
160621 |
512.3 |
512.3 |
498.0 |
503.7 |
-13.1 |
127 |
1,325 |
+39 |
Total Volume and Open Interest |
28,369 |
174,565 |
-2,589 |
Corn(CBOT) |
Jul16 |
160621 |
420.50 |
422.25 |
396.25 |
396.25 |
-25.00 |
179,118 |
268,518 |
-11,785 |
Sep16 |
160621 |
425.75 |
428.00 |
401.75 |
402.25 |
-24.50 |
89,647 |
525,123 |
+8,589 |
Dec16 |
160621 |
432.75 |
435.00 |
408.75 |
408.75 |
-25.00 |
147,820 |
482,183 |
+22,680 |
Mar17 |
160621 |
438.25 |
440.75 |
415.00 |
415.75 |
-23.75 |
16,605 |
95,181 |
+6,416 |
May17 |
160621 |
441.50 |
443.00 |
418.75 |
419.50 |
-23.00 |
2,377 |
22,373 |
+83 |
Jul17 |
160621 |
445.00 |
446.00 |
422.50 |
422.75 |
-22.00 |
6,008 |
57,623 |
+1,228 |
Sep17 |
160621 |
412.75 |
412.75 |
400.50 |
405.75 |
-7.75 |
588 |
8,996 |
+103 |
Dec17 |
160621 |
410.25 |
413.75 |
402.00 |
406.25 |
-5.00 |
4,596 |
37,519 |
-150 |
Mar18 |
160621 |
413.25 |
413.25 |
413.25 |
413.25 |
-4.50 |
1 |
1,050 |
-1 |
May18 |
160621 |
417.75 |
417.75 |
417.75 |
417.75 |
-4.25 |
2 |
326 |
+0 |
Total Volume and Open Interest |
446,774 |
1,500,627 |
+27,159 |
Wheat(CBOT) |
Jul16 |
160621 |
473.00 |
476.50 |
457.25 |
458.50 |
-14.50 |
62,549 |
83,587 |
-8,824 |
Sep16 |
160621 |
487.50 |
490.50 |
471.25 |
472.50 |
-15.00 |
51,661 |
177,172 |
+2,914 |
Dec16 |
160621 |
507.75 |
511.00 |
492.00 |
493.25 |
-14.25 |
22,218 |
92,257 |
+2,186 |
Mar17 |
160621 |
527.75 |
531.00 |
512.25 |
513.25 |
-14.00 |
6,956 |
29,145 |
+187 |
May17 |
160621 |
539.25 |
542.25 |
524.25 |
524.50 |
-14.75 |
1,449 |
6,303 |
-12 |
Jul17 |
160621 |
547.00 |
550.50 |
532.25 |
532.25 |
-15.00 |
905 |
16,755 |
+71 |
Total Volume and Open Interest |
145,897 |
411,306 |
-3,490 |
Wheat(KCBT) |
Jul16 |
160621 |
450.25 |
454.25 |
434.50 |
435.00 |
-16.25 |
19,989 |
55,657 |
-3,934 |
Sep16 |
160621 |
468.25 |
472.00 |
452.25 |
452.50 |
-16.50 |
15,646 |
95,338 |
+3,097 |
Dec16 |
160621 |
493.25 |
496.75 |
477.50 |
478.00 |
-16.25 |
6,964 |
47,451 |
+1,326 |
Mar17 |
160621 |
509.75 |
511.00 |
494.50 |
494.50 |
-16.25 |
966 |
14,406 |
+89 |
May17 |
160621 |
515.50 |
515.50 |
505.25 |
505.25 |
-16.25 |
594 |
6,576 |
+98 |
Jul17 |
160621 |
529.00 |
532.50 |
513.50 |
513.50 |
-15.75 |
403 |
5,448 |
+9 |
Sep17 |
160621 |
524.25 |
524.25 |
524.25 |
524.25 |
-16.00 |
19 |
168 |
+0 |
Total Volume and Open Interest |
44,595 |
225,410 |
+691 |
Wheat(MGE) |
Jul16 |
160621 |
533.00 |
537.50 |
524.25 |
524.75 |
-9.00 |
3,622 |
13,483 |
-915 |
Sep16 |
160621 |
543.75 |
547.75 |
534.00 |
534.50 |
-9.25 |
1,989 |
19,368 |
+329 |
Dec16 |
160621 |
557.00 |
558.75 |
548.00 |
548.75 |
-8.25 |
504 |
12,247 |
-114 |
Mar17 |
160621 |
567.50 |
572.25 |
561.00 |
561.50 |
-9.00 |
355 |
6,829 |
+44 |
May17 |
160621 |
571.00 |
571.00 |
569.50 |
569.50 |
-8.75 |
11 |
2,823 |
+0 |
Jul17 |
160621 |
575.00 |
576.75 |
575.00 |
576.50 |
-8.75 |
2 |
1,383 |
+2 |
Total Volume and Open Interest |
6,486 |
56,508 |
-653 |
Oats(CBOT) |
Jul16 |
160621 |
207.50 |
209.00 |
203.00 |
206.50 |
-1.75 |
738 |
3,288 |
-234 |
Sep16 |
160621 |
218.25 |
218.50 |
211.00 |
211.75 |
-5.50 |
248 |
2,710 |
+69 |
Dec16 |
160621 |
221.00 |
221.75 |
215.50 |
216.25 |
-6.00 |
350 |
3,775 |
+241 |
Mar17 |
160621 |
233.50 |
233.50 |
228.75 |
229.25 |
-5.25 |
7 |
261 |
-1 |
Total Volume and Open Interest |
1,343 |
10,034 |
+75 |
Rough Rice(CBOT) |
Jul16 |
160621 |
11.11 |
11.11 |
10.97 |
11.03 |
-0.07 |
598 |
3,627 |
-283 |
Sep16 |
160621 |
11.38 |
11.38 |
11.23 |
11.30 |
-0.07 |
532 |
5,211 |
+200 |
Nov16 |
160621 |
11.61 |
11.61 |
11.48 |
11.56 |
-0.06 |
158 |
908 |
+72 |
Jan17 |
160621 |
11.79 |
11.79 |
11.79 |
11.79 |
-0.06 |
0 |
98 |
+0 |
Total Volume and Open Interest |
1,288 |
9,886 |
-11 |
Live Cattle(CME) |
Jun16 |
160621 |
114.885 |
115.385 |
113.785 |
115.050 |
+0.550 |
2,159 |
9,942 |
-819 |
Aug16 |
160621 |
109.885 |
111.885 |
109.635 |
111.450 |
+1.200 |
16,310 |
121,497 |
-125 |
Oct16 |
160621 |
110.500 |
112.135 |
110.050 |
111.550 |
+0.870 |
4,946 |
58,233 |
+108 |
Dec16 |
160621 |
111.750 |
113.180 |
111.285 |
112.535 |
+0.735 |
4,056 |
35,835 |
+236 |
Feb17 |
160621 |
111.680 |
113.050 |
111.350 |
112.450 |
+0.520 |
1,977 |
10,461 |
+408 |
Apr17 |
160621 |
111.600 |
112.680 |
111.135 |
112.050 |
+0.450 |
448 |
6,630 |
+54 |
Total Volume and Open Interest |
30,031 |
245,716 |
-83 |
Feeder Cattle(CME) |
Aug16 |
160621 |
137.000 |
139.700 |
136.235 |
139.285 |
+2.600 |
3,891 |
26,479 |
+353 |
Sep16 |
160621 |
135.950 |
138.550 |
135.325 |
138.130 |
+2.280 |
1,073 |
4,915 |
+136 |
Oct16 |
160621 |
134.735 |
137.200 |
134.075 |
136.800 |
+2.600 |
620 |
4,574 |
+44 |
Nov16 |
160621 |
131.800 |
134.400 |
131.325 |
134.000 |
+2.650 |
457 |
4,525 |
-31 |
Jan17 |
160621 |
127.135 |
129.500 |
126.700 |
129.035 |
+2.355 |
103 |
851 |
+8 |
Mar17 |
160621 |
125.300 |
126.700 |
123.930 |
126.200 |
+2.600 |
43 |
249 |
+14 |
Apr17 |
160621 |
125.000 |
125.800 |
125.000 |
125.800 |
+0.665 |
2 |
23 |
+1 |
Total Volume and Open Interest |
6,189 |
41,618 |
+525 |
Lean Hogs(CME) |
Jul16 |
160621 |
86.500 |
86.830 |
86.050 |
86.200 |
-0.230 |
9,942 |
37,431 |
-2,887 |
Aug16 |
160621 |
88.950 |
89.150 |
88.330 |
88.480 |
-0.470 |
12,126 |
99,758 |
+3,719 |
Oct16 |
160621 |
74.250 |
74.550 |
74.230 |
74.450 |
unch |
3,394 |
58,705 |
+465 |
Dec16 |
160621 |
66.225 |
66.400 |
66.080 |
66.350 |
-0.050 |
1,957 |
38,960 |
+380 |
Feb17 |
160621 |
68.680 |
68.680 |
68.480 |
68.635 |
-0.215 |
1,012 |
17,017 |
+240 |
Apr17 |
160621 |
71.050 |
71.150 |
70.950 |
71.050 |
-0.180 |
231 |
8,394 |
+100 |
May17 |
160621 |
75.500 |
75.950 |
75.500 |
75.950 |
+0.120 |
0 |
128 |
+0 |
Jun17 |
160621 |
78.750 |
78.830 |
78.680 |
78.680 |
-0.070 |
9 |
840 |
+5 |
Total Volume and Open Interest |
28,706 |
261,435 |
+2,030 |
Class III Milk(CME) |
Jun16 |
160621 |
13.23 |
13.24 |
13.21 |
13.21 |
-0.02 |
43 |
4,590 |
-4 |
Jul16 |
160621 |
15.23 |
15.32 |
14.86 |
15.07 |
-0.19 |
532 |
5,288 |
-16 |
Aug16 |
160621 |
16.19 |
16.22 |
15.70 |
16.00 |
-0.21 |
374 |
4,710 |
-88 |
Sep16 |
160621 |
16.22 |
16.34 |
15.96 |
16.24 |
unch |
223 |
3,878 |
-7 |
Oct16 |
160621 |
16.20 |
16.27 |
15.95 |
16.20 |
-0.01 |
144 |
3,142 |
-28 |
Nov16 |
160621 |
16.10 |
16.14 |
15.88 |
16.10 |
+0.05 |
46 |
2,953 |
+12 |
Dec16 |
160621 |
15.86 |
16.00 |
15.73 |
15.92 |
+0.06 |
49 |
2,660 |
+27 |
Jan17 |
160621 |
15.75 |
15.89 |
15.71 |
15.89 |
+0.01 |
26 |
994 |
+26 |
Feb17 |
160621 |
15.75 |
15.90 |
15.75 |
15.89 |
-0.03 |
21 |
856 |
+18 |
Mar17 |
160621 |
15.95 |
16.00 |
15.95 |
16.00 |
unch |
20 |
768 |
+16 |
Apr17 |
160621 |
16.08 |
16.10 |
16.00 |
16.05 |
-0.03 |
26 |
696 |
+20 |
May17 |
160621 |
16.05 |
16.07 |
16.02 |
16.03 |
-0.02 |
21 |
522 |
+14 |
Jun17 |
160621 |
16.10 |
16.20 |
16.10 |
16.20 |
+0.10 |
22 |
487 |
+19 |
Total Volume and Open Interest |
1,642 |
32,403 |
+46 |
Cocoa(ICE) |
Jul16 |
160621 |
3170 |
3195 |
3166 |
3195 |
+25 |
254 |
579 |
-171 |
Sep16 |
160621 |
3133 |
3149 |
3102 |
3146 |
+23 |
19,508 |
85,768 |
-3,076 |
Dec16 |
160621 |
3100 |
3125 |
3083 |
3123 |
+22 |
5,008 |
50,678 |
-101 |
Mar17 |
160621 |
3078 |
3096 |
3055 |
3094 |
+22 |
2,515 |
35,329 |
-53 |
May17 |
160621 |
3065 |
3080 |
3046 |
3079 |
+21 |
141 |
6,269 |
+5 |
Jul17 |
160621 |
3065 |
3067 |
3065 |
3067 |
+21 |
105 |
2,221 |
-17 |
Sep17 |
160621 |
3057 |
3057 |
3057 |
3057 |
+22 |
293 |
2,855 |
-156 |
Total Volume and Open Interest |
28,130 |
186,951 |
-3,319 |
Coffee "C"(ICE) |
Jul16 |
160621 |
138.80 |
139.35 |
136.40 |
138.50 |
-1.00 |
17,165 |
12,008 |
-9,042 |
Sep16 |
160621 |
140.50 |
141.95 |
138.30 |
140.95 |
-0.35 |
34,849 |
96,901 |
+7,056 |
Dec16 |
160621 |
142.75 |
144.45 |
140.95 |
143.55 |
-0.25 |
5,394 |
37,735 |
+190 |
Mar17 |
160621 |
145.85 |
146.85 |
143.40 |
146.00 |
-0.20 |
2,375 |
14,755 |
+37 |
May17 |
160621 |
146.75 |
148.00 |
144.85 |
147.40 |
-0.20 |
420 |
7,141 |
-53 |
Jul17 |
160621 |
147.30 |
148.60 |
146.10 |
148.60 |
-0.30 |
249 |
2,995 |
+34 |
Total Volume and Open Interest |
61,091 |
179,067 |
-1,621 |
Orange Juice(ICE) |
Jul16 |
160621 |
166.20 |
168.55 |
164.60 |
165.10 |
-1.80 |
1,597 |
6,876 |
-925 |
Sep16 |
160621 |
167.15 |
169.50 |
167.00 |
167.40 |
-0.35 |
1,395 |
8,261 |
+650 |
Nov16 |
160621 |
168.30 |
168.30 |
167.40 |
167.40 |
-0.35 |
108 |
1,716 |
+31 |
Jan17 |
160621 |
167.40 |
167.40 |
167.15 |
167.15 |
-0.30 |
55 |
554 |
+40 |
Mar17 |
160621 |
167.05 |
167.05 |
167.05 |
167.05 |
-0.65 |
0 |
23 |
+0 |
May17 |
160621 |
166.55 |
166.55 |
166.55 |
166.55 |
-0.65 |
|
|
|
Total Volume and Open Interest |
3,155 |
17,430 |
-204 |
Sugar #11(ICE) |
Jul16 |
160621 |
19.68 |
19.69 |
19.16 |
19.24 |
-0.45 |
57,066 |
111,165 |
-18,541 |
Oct16 |
160621 |
19.77 |
19.77 |
19.25 |
19.34 |
-0.42 |
71,251 |
469,308 |
+6,645 |
Mar17 |
160621 |
19.87 |
19.88 |
19.43 |
19.54 |
-0.35 |
21,125 |
194,507 |
+8,060 |
May17 |
160621 |
18.99 |
19.00 |
18.66 |
18.75 |
-0.25 |
4,654 |
43,955 |
+603 |
Jul17 |
160621 |
18.35 |
18.42 |
18.10 |
18.19 |
-0.17 |
3,000 |
37,162 |
+557 |
Oct17 |
160621 |
18.05 |
18.20 |
17.84 |
17.97 |
-0.09 |
1,524 |
29,206 |
+419 |
Mar18 |
160621 |
17.81 |
18.09 |
17.71 |
17.87 |
-0.03 |
355 |
12,244 |
+53 |
May18 |
160621 |
17.31 |
17.65 |
17.29 |
17.46 |
+0.02 |
55 |
3,830 |
+7 |
Total Volume and Open Interest |
159,194 |
910,100 |
-2,131 |
London Cocoa(LCE) |
Jul16 |
160621 |
2267 |
2271 |
2245 |
2270 |
+7 |
4,525 |
79,576 |
-737 |
Sep16 |
160621 |
2249 |
2255 |
2228 |
2253 |
+6 |
11,821 |
68,251 |
+927 |
Dec16 |
160621 |
2202 |
2206 |
2181 |
2206 |
+8 |
5,179 |
58,961 |
-708 |
Mar17 |
160621 |
2157 |
2162 |
2138 |
2161 |
+9 |
2,675 |
45,188 |
+326 |
May17 |
160621 |
2143 |
2149 |
2128 |
2148 |
+9 |
386 |
13,141 |
+102 |
Jul17 |
160621 |
2130 |
2140 |
2130 |
2140 |
+9 |
104 |
2,147 |
-35 |
Sep17 |
160621 |
2132 |
2132 |
2132 |
2132 |
+9 |
61 |
1,215 |
+11 |
Total Volume and Open Interest |
24,756 |
268,764 |
-114 |
London Sugar(LCE) |
Aug16 |
160621 |
536.40 |
538.80 |
530.30 |
531.20 |
-5.20 |
5,027 |
41,503 |
-2,192 |
Oct16 |
160621 |
533.70 |
534.30 |
526.20 |
527.40 |
-6.70 |
3,588 |
28,034 |
+1,817 |
Dec16 |
160621 |
531.30 |
531.30 |
523.80 |
525.20 |
-6.30 |
734 |
14,677 |
-24 |
Mar17 |
160621 |
529.40 |
529.40 |
522.40 |
523.60 |
-6.10 |
799 |
11,952 |
+320 |
May17 |
160621 |
517.20 |
517.50 |
512.00 |
514.20 |
-3.70 |
267 |
3,143 |
+77 |
Total Volume and Open Interest |
10,519 |
103,287 |
+57 |
Cotton(ICE) |
Jul16 |
160621 |
64.56 |
64.69 |
62.45 |
62.85 |
-1.54 |
8,001 |
13,762 |
-5,537 |
Oct16 |
160621 |
65.03 |
65.03 |
63.70 |
64.02 |
-1.36 |
88 |
285 |
+50 |
Dec16 |
160621 |
66.25 |
66.46 |
63.96 |
64.39 |
-1.60 |
34,628 |
153,287 |
+6,981 |
Mar17 |
160621 |
66.75 |
66.90 |
64.61 |
65.03 |
-1.53 |
3,517 |
18,428 |
-123 |
May17 |
160621 |
67.05 |
67.18 |
65.01 |
65.50 |
-1.41 |
769 |
3,314 |
+226 |
Jul17 |
160621 |
67.40 |
67.50 |
65.65 |
65.96 |
-1.38 |
749 |
2,834 |
-6 |
Total Volume and Open Interest |
48,149 |
196,309 |
+1,868 |
Lumber(CME) |
Jul16 |
160621 |
300.5 |
303.6 |
297.5 |
298.8 |
-1.0 |
231 |
2,309 |
-136 |
Sep16 |
160621 |
310.8 |
313.2 |
307.9 |
308.2 |
-1.7 |
134 |
2,367 |
+48 |
Nov16 |
160621 |
311.4 |
311.4 |
310.0 |
310.3 |
-1.5 |
1 |
96 |
+0 |
Jan17 |
160621 |
313.2 |
313.2 |
313.2 |
313.2 |
-1.3 |
0 |
21 |
+0 |
Total Volume and Open Interest |
366 |
4,844 |
-88 |
Crude Oil(NYM) |
Jul16 |
160621 |
49.14 |
49.32 |
48.16 |
48.85 |
-0.52 |
226,653 |
63,100 |
-36,635 |
Aug16 |
160621 |
49.80 |
50.40 |
48.85 |
49.85 |
-0.11 |
417,372 |
439,071 |
+17,043 |
Sep16 |
160621 |
50.30 |
50.99 |
49.42 |
50.45 |
-0.05 |
76,301 |
250,151 |
+7,576 |
Oct16 |
160621 |
50.77 |
51.42 |
49.90 |
50.93 |
-0.02 |
27,061 |
105,161 |
+1,041 |
Nov16 |
160621 |
51.20 |
51.84 |
50.34 |
51.38 |
+0.01 |
17,239 |
86,497 |
+3,016 |
Dec16 |
160621 |
51.42 |
52.23 |
50.69 |
51.76 |
+0.05 |
56,972 |
236,573 |
+5,654 |
Jan17 |
160621 |
51.66 |
52.08 |
51.01 |
52.05 |
+0.07 |
6,028 |
46,000 |
+134 |
Feb17 |
160621 |
51.86 |
52.57 |
51.21 |
52.26 |
+0.09 |
2,080 |
28,279 |
+247 |
Mar17 |
160621 |
52.10 |
52.85 |
51.36 |
52.42 |
+0.10 |
6,394 |
63,731 |
+662 |
Apr17 |
160621 |
51.65 |
52.81 |
51.49 |
52.53 |
+0.13 |
1,433 |
18,112 |
-202 |
May17 |
160621 |
51.74 |
52.92 |
51.53 |
52.62 |
+0.17 |
708 |
17,313 |
+0 |
Jun17 |
160621 |
52.17 |
53.07 |
51.62 |
52.69 |
+0.20 |
8,316 |
70,902 |
+114 |
Jul17 |
160621 |
51.84 |
52.73 |
51.84 |
52.73 |
+0.23 |
969 |
16,360 |
-64 |
Aug17 |
160621 |
52.74 |
52.77 |
52.74 |
52.77 |
+0.24 |
599 |
12,164 |
+236 |
Sep17 |
160621 |
51.86 |
52.82 |
51.86 |
52.82 |
+0.24 |
1,011 |
28,208 |
+237 |
Oct17 |
160621 |
52.89 |
52.89 |
52.21 |
52.89 |
+0.24 |
156 |
9,362 |
-2 |
Total Volume and Open Interest |
872,247 |
1,751,270 |
-1,093 |
e-miNY Crude Oil(NYM) |
Aug16 |
160621 |
49.775 |
50.425 |
48.850 |
49.850 |
-0.100 |
4,084 |
1,155 |
+350 |
Sep16 |
160621 |
50.300 |
50.925 |
49.475 |
50.450 |
-0.050 |
131 |
222 |
+3 |
Oct16 |
160621 |
50.675 |
51.600 |
49.975 |
50.925 |
-0.025 |
15 |
73 |
+6 |
Nov16 |
160621 |
51.900 |
51.900 |
51.375 |
51.375 |
unch |
11 |
22 |
+8 |
Dec16 |
160621 |
50.900 |
52.450 |
50.625 |
51.750 |
+0.050 |
34 |
291 |
+9 |
Jan17 |
160621 |
52.275 |
52.275 |
52.050 |
52.050 |
+0.075 |
1 |
13 |
+1 |
Feb17 |
160621 |
51.325 |
52.250 |
51.325 |
52.250 |
+0.075 |
0 |
10 |
+0 |
Mar17 |
160621 |
52.425 |
52.425 |
52.000 |
52.425 |
+0.100 |
0 |
12 |
+0 |
Apr17 |
160621 |
52.525 |
52.525 |
52.525 |
52.525 |
+0.125 |
|
|
|
May17 |
160621 |
52.625 |
52.625 |
52.625 |
52.625 |
+0.175 |
|
|
|
Total Volume and Open Interest |
13,208 |
3,523 |
-47 |
NY Harbor ULSD(NYM) |
Jul16 |
160621 |
152.12 |
153.00 |
148.74 |
151.67 |
-1.07 |
54,676 |
69,052 |
-5,485 |
Aug16 |
160621 |
152.99 |
153.86 |
149.59 |
152.63 |
-0.87 |
36,737 |
74,841 |
+3,695 |
Sep16 |
160621 |
154.07 |
155.15 |
150.98 |
154.01 |
-0.74 |
15,482 |
63,414 |
+1,196 |
Oct16 |
160621 |
155.32 |
156.47 |
152.40 |
155.48 |
-0.63 |
7,556 |
30,923 |
-31 |
Nov16 |
160621 |
156.19 |
157.26 |
153.91 |
156.95 |
-0.56 |
5,486 |
23,843 |
-98 |
Dec16 |
160621 |
157.97 |
159.36 |
155.33 |
158.26 |
-0.51 |
9,919 |
54,482 |
+400 |
Jan17 |
160621 |
159.31 |
159.88 |
156.87 |
159.63 |
-0.49 |
1,443 |
19,391 |
+229 |
Feb17 |
160621 |
160.28 |
160.60 |
157.83 |
160.53 |
-0.48 |
727 |
9,186 |
+105 |
Mar17 |
160621 |
160.38 |
160.86 |
158.19 |
160.84 |
-0.45 |
687 |
13,641 |
+42 |
Apr17 |
160621 |
158.00 |
160.29 |
157.96 |
160.29 |
-0.41 |
447 |
4,927 |
+63 |
May17 |
160621 |
157.99 |
160.04 |
157.60 |
160.04 |
-0.34 |
604 |
2,863 |
+174 |
Jun17 |
160621 |
157.99 |
160.54 |
157.27 |
160.08 |
-0.27 |
1,176 |
16,598 |
+88 |
Jul17 |
160621 |
158.24 |
160.61 |
158.15 |
160.61 |
-0.22 |
56 |
1,941 |
+14 |
Aug17 |
160621 |
159.01 |
161.29 |
158.82 |
161.29 |
-0.18 |
49 |
1,125 |
-1 |
Total Volume and Open Interest |
136,225 |
414,081 |
+555 |
RBOB Gasoline(NYM) |
Jul16 |
160621 |
156.99 |
160.29 |
154.84 |
159.29 |
+1.02 |
45,187 |
64,321 |
-7,197 |
Aug16 |
160621 |
158.20 |
161.27 |
156.09 |
160.34 |
+0.80 |
40,053 |
100,070 |
+5,439 |
Sep16 |
160621 |
158.17 |
160.68 |
155.91 |
159.82 |
+0.61 |
19,596 |
72,546 |
+1,475 |
Oct16 |
160621 |
146.93 |
148.86 |
144.72 |
148.10 |
+0.21 |
10,989 |
43,621 |
+1,542 |
Nov16 |
160621 |
143.21 |
145.75 |
142.18 |
145.24 |
unch |
8,071 |
33,984 |
-8 |
Dec16 |
160621 |
141.85 |
143.65 |
140.06 |
142.99 |
-0.09 |
8,126 |
41,692 |
+621 |
Jan17 |
160621 |
140.73 |
142.84 |
139.89 |
142.84 |
-0.06 |
1,008 |
11,568 |
-8 |
Feb17 |
160621 |
140.90 |
143.95 |
140.90 |
143.74 |
-0.06 |
236 |
2,708 |
+31 |
Mar17 |
160621 |
143.00 |
145.28 |
142.42 |
145.28 |
-0.06 |
206 |
5,044 |
-12 |
Apr17 |
160621 |
164.85 |
166.51 |
164.85 |
166.50 |
-0.06 |
159 |
4,188 |
+46 |
Total Volume and Open Interest |
135,993 |
413,596 |
+2,132 |
e-miNY RBOB Gasoline(NYM) |
Jul16 |
160621 |
159.30 |
159.30 |
159.29 |
159.30 |
+1.00 |
0 |
1 |
+0 |
Aug16 |
160621 |
160.30 |
160.34 |
160.30 |
160.30 |
+0.80 |
|
|
|
Sep16 |
160621 |
159.80 |
159.82 |
159.80 |
159.80 |
+0.60 |
|
|
|
Oct16 |
160621 |
148.10 |
148.10 |
148.10 |
148.10 |
+0.20 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Jul16 |
160621 |
2.743 |
2.786 |
2.710 |
2.768 |
+0.021 |
127,814 |
126,002 |
-6,993 |
Aug16 |
160621 |
2.776 |
2.812 |
2.742 |
2.798 |
+0.021 |
59,695 |
180,539 |
+7,545 |
Sep16 |
160621 |
2.791 |
2.827 |
2.760 |
2.813 |
+0.018 |
32,610 |
205,853 |
+3,001 |
Oct16 |
160621 |
2.829 |
2.870 |
2.810 |
2.856 |
+0.013 |
24,093 |
120,062 |
+3,264 |
Nov16 |
160621 |
2.970 |
2.999 |
2.948 |
2.995 |
+0.015 |
10,972 |
60,978 |
-1,043 |
Dec16 |
160621 |
3.206 |
3.229 |
3.176 |
3.225 |
+0.019 |
10,103 |
52,105 |
+1,576 |
Jan17 |
160621 |
3.320 |
3.357 |
3.302 |
3.353 |
+0.022 |
14,627 |
95,981 |
-281 |
Feb17 |
160621 |
3.294 |
3.344 |
3.291 |
3.339 |
+0.020 |
4,441 |
25,386 |
+1,261 |
Mar17 |
160621 |
3.270 |
3.290 |
3.241 |
3.286 |
+0.016 |
5,883 |
57,565 |
+332 |
Apr17 |
160621 |
2.996 |
3.013 |
2.974 |
3.007 |
+0.010 |
5,696 |
48,647 |
+672 |
May17 |
160621 |
2.975 |
2.980 |
2.942 |
2.974 |
+0.008 |
2,782 |
19,738 |
-133 |
Jun17 |
160621 |
2.974 |
3.005 |
2.969 |
2.997 |
+0.005 |
1,704 |
8,399 |
+177 |
Jul17 |
160621 |
3.011 |
3.039 |
3.006 |
3.032 |
+0.003 |
2,045 |
9,283 |
+145 |
Aug17 |
160621 |
3.018 |
3.049 |
3.018 |
3.040 |
+0.004 |
2,005 |
10,922 |
+514 |
Sep17 |
160621 |
2.998 |
3.022 |
2.998 |
3.015 |
+0.005 |
1,278 |
6,004 |
+454 |
Oct17 |
160621 |
3.031 |
3.043 |
3.007 |
3.033 |
+0.006 |
1,600 |
13,580 |
+275 |
Total Volume and Open Interest |
308,911 |
1,092,510 |
+9,021 |
Brent Crude Oil(ICE) |
Aug16 |
160621 |
50.43 |
51.10 |
49.46 |
50.62 |
-0.03 |
222,734 |
255,466 |
-17,468 |
Sep16 |
160621 |
51.03 |
51.73 |
50.12 |
51.26 |
-0.03 |
119,980 |
422,063 |
-292 |
Oct16 |
160621 |
51.38 |
52.09 |
50.48 |
51.65 |
+0.01 |
52,229 |
186,727 |
+1,548 |
Nov16 |
160621 |
51.73 |
52.44 |
50.82 |
51.99 |
+0.03 |
27,185 |
167,200 |
-120 |
Dec16 |
160621 |
52.12 |
52.86 |
51.25 |
52.42 |
+0.06 |
74,036 |
384,174 |
+3,575 |
Jan17 |
160621 |
52.45 |
53.12 |
51.59 |
52.74 |
+0.09 |
13,462 |
75,851 |
+529 |
Feb17 |
160621 |
52.59 |
53.26 |
51.79 |
52.95 |
+0.10 |
6,392 |
58,253 |
+1,243 |
Mar17 |
160621 |
52.70 |
53.47 |
52.00 |
53.14 |
+0.10 |
6,645 |
62,801 |
+1,521 |
Apr17 |
160621 |
52.90 |
53.58 |
52.17 |
53.31 |
+0.11 |
2,616 |
21,366 |
+439 |
May17 |
160621 |
52.64 |
53.61 |
52.64 |
53.47 |
+0.12 |
798 |
22,599 |
+56 |
Jun17 |
160621 |
53.08 |
53.92 |
52.52 |
53.63 |
+0.13 |
10,322 |
94,032 |
+986 |
Jul17 |
160621 |
52.77 |
53.80 |
52.77 |
53.80 |
+0.13 |
604 |
17,420 |
-73 |
Aug17 |
160621 |
52.90 |
53.95 |
52.90 |
53.95 |
+0.14 |
603 |
15,813 |
+74 |
Sep17 |
160621 |
53.07 |
54.05 |
53.07 |
54.05 |
+0.14 |
1,716 |
30,310 |
+111 |
Total Volume and Open Interest |
576,727 |
2,263,822 |
-4,712 |
Gas Oil(ICE) |
Jul16 |
160621 |
451.75 |
453.00 |
440.50 |
446.00 |
-4.50 |
48,770 |
115,534 |
-1,927 |
Aug16 |
160621 |
454.50 |
455.75 |
443.00 |
448.75 |
-4.25 |
38,010 |
145,088 |
+547 |
Sep16 |
160621 |
457.25 |
459.25 |
446.50 |
452.00 |
-4.00 |
18,186 |
65,320 |
-1,503 |
Oct16 |
160621 |
461.00 |
463.25 |
451.00 |
456.00 |
-3.75 |
16,673 |
45,374 |
-4,038 |
Nov16 |
160621 |
463.50 |
465.75 |
454.25 |
458.50 |
-3.50 |
7,755 |
33,629 |
-1,043 |
Dec16 |
160621 |
465.25 |
467.75 |
455.75 |
460.75 |
-3.00 |
18,698 |
99,676 |
-547 |
Jan17 |
160621 |
466.75 |
469.50 |
459.25 |
463.50 |
-3.00 |
2,321 |
24,825 |
+57 |
Feb17 |
160621 |
469.50 |
472.25 |
461.50 |
466.25 |
-2.75 |
469 |
13,251 |
-43 |
Mar17 |
160621 |
471.25 |
474.50 |
463.50 |
468.50 |
-2.50 |
1,114 |
22,281 |
-82 |
Apr17 |
160621 |
473.00 |
474.00 |
465.50 |
470.25 |
-2.50 |
554 |
10,007 |
+60 |
Total Volume and Open Interest |
159,118 |
733,382 |
-7,847 |
Ethanol(CBOT) |
Jul16 |
160621 |
1.636 |
1.636 |
1.545 |
1.573 |
-0.067 |
328 |
1,567 |
-69 |
Aug16 |
160621 |
1.625 |
1.625 |
1.550 |
1.564 |
-0.063 |
162 |
944 |
+66 |
Sep16 |
160621 |
1.545 |
1.553 |
1.545 |
1.550 |
-0.063 |
70 |
727 |
-25 |
Oct16 |
160621 |
1.515 |
1.522 |
1.515 |
1.522 |
-0.063 |
0 |
246 |
+0 |
Nov16 |
160621 |
1.564 |
1.564 |
1.500 |
1.500 |
-0.057 |
0 |
330 |
+0 |
Dec16 |
160621 |
1.480 |
1.488 |
1.480 |
1.488 |
-0.057 |
31 |
1,133 |
+0 |
Jan17 |
160621 |
1.467 |
1.467 |
1.467 |
1.467 |
-0.057 |
0 |
155 |
+0 |
Feb17 |
160621 |
1.464 |
1.464 |
1.464 |
1.464 |
-0.057 |
0 |
18 |
+0 |
Total Volume and Open Interest |
591 |
5,120 |
-28 |
WTI Crude Oil(ICE) |
Aug16 |
160621 |
49.85 |
50.40 |
48.83 |
49.85 |
-0.11 |
56,802 |
66,440 |
+3,822 |
Sep16 |
160621 |
50.23 |
50.99 |
49.41 |
50.45 |
-0.05 |
25,966 |
45,521 |
+1,170 |
Oct16 |
160621 |
50.52 |
51.30 |
49.89 |
50.93 |
-0.02 |
14,562 |
19,264 |
+2,089 |
Nov16 |
160621 |
50.92 |
51.74 |
50.38 |
51.38 |
+0.01 |
9,436 |
21,719 |
+1,656 |
Dec16 |
160621 |
51.25 |
52.13 |
50.71 |
51.76 |
+0.05 |
14,930 |
80,979 |
-1,547 |
Jan17 |
160621 |
51.40 |
52.36 |
51.02 |
52.05 |
+0.07 |
1,663 |
8,993 |
+179 |
Feb17 |
160621 |
51.69 |
52.49 |
51.69 |
52.26 |
+0.09 |
716 |
6,465 |
+6 |
Mar17 |
160621 |
51.75 |
52.42 |
51.67 |
52.42 |
+0.10 |
840 |
7,280 |
+253 |
Apr17 |
160621 |
51.84 |
52.53 |
51.84 |
52.53 |
+0.13 |
256 |
2,921 |
+0 |
May17 |
160621 |
52.62 |
52.62 |
52.62 |
52.62 |
+0.17 |
86 |
1,517 |
-11 |
Jun17 |
160621 |
51.95 |
52.72 |
51.89 |
52.69 |
+0.20 |
1,093 |
31,039 |
-54 |
Jul17 |
160621 |
52.73 |
52.73 |
52.73 |
52.73 |
+0.23 |
71 |
1,674 |
+1 |
Aug17 |
160621 |
52.77 |
52.77 |
52.77 |
52.77 |
+0.24 |
51 |
652 |
+40 |
Sep17 |
160621 |
52.82 |
52.82 |
52.82 |
52.82 |
+0.24 |
82 |
4,467 |
-5 |
Oct17 |
160621 |
52.89 |
52.89 |
52.89 |
52.89 |
+0.24 |
7 |
1,251 |
+0 |
Nov17 |
160621 |
52.99 |
52.99 |
52.99 |
52.99 |
+0.24 |
5 |
737 |
+0 |
Total Volume and Open Interest |
163,003 |
428,527 |
-4,554 |
US Dollar Index(ICE) |
Sep16 |
160621 |
93.620 |
94.195 |
93.470 |
94.060 |
+0.375 |
23,065 |
47,300 |
+310 |
Dec16 |
160621 |
93.600 |
94.205 |
93.540 |
94.105 |
+0.365 |
290 |
1,630 |
+22 |
Mar17 |
160621 |
93.600 |
94.165 |
93.600 |
94.155 |
+0.360 |
109 |
1,190 |
+64 |
Total Volume and Open Interest |
23,464 |
50,120 |
+396 |
Australian Dollar(CME) |
Sep16 |
160621 |
74.30 |
74.88 |
74.22 |
74.46 |
+0.16 |
77,227 |
78,917 |
-1,443 |
Dec16 |
160621 |
74.30 |
74.63 |
74.05 |
74.23 |
+0.15 |
23 |
489 |
+2 |
Mar17 |
160621 |
74.04 |
74.15 |
74.04 |
74.04 |
+0.15 |
0 |
11 |
+0 |
Total Volume and Open Interest |
77,250 |
79,417 |
-1,441 |
British Pound(CME) |
Sep16 |
160621 |
146.89 |
147.94 |
146.23 |
146.73 |
-0.29 |
132,886 |
213,233 |
+1,459 |
Dec16 |
160621 |
146.86 |
148.01 |
146.35 |
146.83 |
-0.29 |
34 |
514 |
+18 |
Mar17 |
160621 |
146.93 |
147.72 |
146.56 |
146.93 |
-0.31 |
3 |
98 |
+0 |
Total Volume and Open Interest |
132,923 |
213,870 |
+1,477 |
Canadian Dollar(CME) |
Sep16 |
160621 |
78.10 |
78.37 |
77.98 |
78.14 |
unch |
56,108 |
109,879 |
-1,635 |
Dec16 |
160621 |
78.19 |
78.37 |
78.00 |
78.15 |
-0.01 |
131 |
3,715 |
-2 |
Mar17 |
160621 |
78.10 |
78.37 |
78.04 |
78.17 |
+0.01 |
9 |
224 |
+0 |
Jun17 |
160621 |
78.19 |
78.36 |
78.09 |
78.19 |
unch |
0 |
106 |
+0 |
Total Volume and Open Interest |
56,248 |
113,963 |
-1,637 |
Japanese Yen(CME) |
Sep16 |
160621 |
96.50 |
96.85 |
95.47 |
95.74 |
-0.74 |
129,845 |
141,056 |
-334 |
Dec16 |
160621 |
96.86 |
97.17 |
95.83 |
96.09 |
-0.74 |
31 |
511 |
+7 |
Mar17 |
160621 |
96.46 |
97.32 |
96.28 |
96.46 |
-0.75 |
2 |
31 |
-1 |
Total Volume and Open Interest |
129,878 |
141,707 |
-328 |
Swiss Franc(CME) |
Sep16 |
160621 |
104.46 |
104.97 |
104.39 |
104.51 |
+0.10 |
22,298 |
40,303 |
-684 |
Dec16 |
160621 |
105.05 |
105.46 |
104.65 |
105.05 |
+0.11 |
5 |
82 |
+2 |
Mar17 |
160621 |
105.58 |
105.86 |
105.58 |
105.58 |
+0.11 |
|
|
|
Total Volume and Open Interest |
22,303 |
40,400 |
-682 |
EuroFX(CME) |
Sep16 |
160621 |
113.48 |
113.86 |
112.76 |
112.94 |
-0.58 |
149,148 |
319,341 |
-6,756 |
Dec16 |
160621 |
113.95 |
114.23 |
113.19 |
113.33 |
-0.57 |
1,049 |
2,706 |
+449 |
Mar17 |
160621 |
114.50 |
114.50 |
113.66 |
113.72 |
-0.58 |
3 |
1,237 |
+0 |
Total Volume and Open Interest |
150,202 |
323,796 |
-6,305 |
Mexican Peso(CME) |
Jul16 |
160621 |
531.63 |
536.13 |
531.63 |
536.13 |
+2.00 |
|
|
|
Aug16 |
160621 |
534.63 |
534.63 |
534.63 |
534.63 |
+2.00 |
|
|
|
Total Volume and Open Interest |
32,588 |
113,265 |
+1,326 |
Brazilian Real(CME) |
Jul16 |
160621 |
294.60 |
297.10 |
292.00 |
293.55 |
-0.15 |
1,900 |
24,522 |
-519 |
Aug16 |
160621 |
293.10 |
293.25 |
290.00 |
291.45 |
+0.05 |
0 |
78 |
+0 |
Sep16 |
160621 |
289.85 |
290.35 |
287.70 |
288.60 |
unch |
0 |
3,203 |
+0 |
Oct16 |
160621 |
286.40 |
286.40 |
286.40 |
286.40 |
+0.25 |
|
|
|
Total Volume and Open Interest |
1,900 |
27,833 |
-519 |
30-Year T-Bonds(CBOT) |
Jun16 |
160621 |
169~140 |
169~270 |
168~310 |
169~100 |
-0~050 |
1,021 |
2,021 |
-893 |
Sep16 |
160621 |
167~200 |
168~100 |
167~050 |
167~190 |
-0~140 |
191,960 |
581,357 |
+1,485 |
Dec16 |
160621 |
166~110 |
166~110 |
166~110 |
166~110 |
-0~140 |
2 |
8 |
+1 |
Total Volume and Open Interest |
192,983 |
583,386 |
+593 |
10-Year T-Notes(CBOT) |
Jun16 |
160621 |
131~135 |
131~155 |
131~090 |
131~110 |
-0~015 |
13,688 |
25,343 |
-7,940 |
Sep16 |
160621 |
131~100 |
131~180 |
131~040 |
131~080 |
-0~065 |
1,170,164 |
2,777,341 |
+25,771 |
Dec16 |
160621 |
130~180 |
130~180 |
130~180 |
130~180 |
-0~055 |
0 |
16 |
+0 |
Total Volume and Open Interest |
1,183,852 |
2,802,700 |
+17,831 |
5-Year T-Notes(CBOT) |
Jun16 |
160621 |
121~212 |
121~216 |
121~156 |
121~162 |
-0~046 |
7,642 |
58,645 |
+789 |
Sep16 |
160621 |
121~062 |
121~110 |
121~030 |
121~046 |
-0~050 |
563,897 |
2,633,342 |
+28,919 |
Dec16 |
160621 |
121~032 |
121~032 |
121~032 |
121~032 |
-0~050 |
|
|
|
Total Volume and Open Interest |
571,539 |
2,691,987 |
+29,708 |
2 Year T-Notes(CBOT) |
Jun16 |
160621 |
109~134 |
109~140 |
109~124 |
109~126 |
-0~004 |
409 |
10,798 |
-212 |
Sep16 |
160621 |
109~100 |
109~120 |
109~092 |
109~100 |
-0~006 |
195,689 |
1,001,197 |
+2,731 |
Dec16 |
160621 |
109~084 |
109~084 |
109~084 |
109~084 |
-0~006 |
|
|
|
Total Volume and Open Interest |
196,098 |
1,011,995 |
+2,519 |
Eurodollars(CME) |
Sep16 |
160621 |
99.255 |
99.275 |
99.255 |
99.260 |
unch |
207,189 |
1,175,703 |
+12,698 |
Dec16 |
160621 |
99.185 |
99.205 |
99.175 |
99.185 |
-0.005 |
255,840 |
1,322,588 |
-23,627 |
Mar17 |
160621 |
99.140 |
99.160 |
99.125 |
99.135 |
-0.010 |
205,927 |
922,096 |
+3,545 |
Jun17 |
160621 |
99.085 |
99.115 |
99.070 |
99.080 |
-0.015 |
183,606 |
849,552 |
+2,356 |
Sep17 |
160621 |
99.030 |
99.060 |
99.015 |
99.025 |
-0.020 |
194,345 |
811,689 |
+11,183 |
Dec17 |
160621 |
98.965 |
98.995 |
98.950 |
98.960 |
-0.020 |
224,638 |
1,153,324 |
+2,386 |
Mar18 |
160621 |
98.930 |
98.950 |
98.905 |
98.915 |
-0.025 |
157,298 |
567,009 |
+390 |
Jun18 |
160621 |
98.870 |
98.900 |
98.855 |
98.865 |
-0.025 |
147,237 |
424,663 |
+7,676 |
Sep18 |
160621 |
98.830 |
98.850 |
98.805 |
98.815 |
-0.030 |
104,012 |
386,596 |
+598 |
Dec18 |
160621 |
98.775 |
98.795 |
98.745 |
98.760 |
-0.030 |
118,087 |
552,503 |
-9,501 |
Mar19 |
160621 |
98.730 |
98.755 |
98.700 |
98.715 |
-0.035 |
102,067 |
343,273 |
+8,882 |
Jun19 |
160621 |
98.680 |
98.705 |
98.645 |
98.660 |
-0.040 |
91,876 |
270,337 |
+2,415 |
Sep19 |
160621 |
98.630 |
98.650 |
98.595 |
98.605 |
-0.040 |
41,790 |
196,278 |
-1,848 |
Dec19 |
160621 |
98.555 |
98.590 |
98.530 |
98.540 |
-0.045 |
43,957 |
237,547 |
-2,319 |
Mar20 |
160621 |
98.505 |
98.540 |
98.475 |
98.490 |
-0.045 |
30,492 |
120,936 |
-3,044 |
Jun20 |
160621 |
98.465 |
98.480 |
98.415 |
98.430 |
-0.045 |
31,631 |
71,508 |
-2,133 |
Sep20 |
160621 |
98.415 |
98.425 |
98.355 |
98.370 |
-0.045 |
20,379 |
69,619 |
+2,517 |
Dec20 |
160621 |
98.340 |
98.360 |
98.295 |
98.305 |
-0.050 |
16,006 |
92,281 |
-375 |
Total Volume and Open Interest |
2,223,819 |
9,949,562 |
+10,182 |
Ultra T-Bond(CBOT) |
Jun16 |
160621 |
178~02 |
178~03 |
177~28 |
177~28 |
-0~13 |
1,271 |
7,229 |
-701 |
Sep16 |
160621 |
180~07 |
181~05 |
179~15 |
180~02 |
-0~27 |
67,416 |
598,053 |
-1,875 |
Dec16 |
160621 |
179~03 |
179~03 |
179~03 |
179~03 |
-0~28 |
|
|
|
Total Volume and Open Interest |
68,687 |
605,282 |
-2,576 |
Ultra 10-Yr T-Note(CBOT) |
Jun16 |
160621 |
142~115 |
142~115 |
142~115 |
142~115 |
-0~060 |
148 |
5,312 |
+0 |
Sep16 |
160621 |
143~020 |
143~125 |
142~260 |
142~290 |
-0~110 |
57,118 |
138,732 |
+5,295 |
Dec16 |
160621 |
142~230 |
142~230 |
142~230 |
142~230 |
-0~110 |
|
|
|
Total Volume and Open Interest |
57,266 |
144,044 |
+5,295 |
30 Day Federal Funds(CBOT) |
Jun16 |
160621 |
99.630 |
99.630 |
99.628 |
99.628 |
unch |
9,281 |
86,267 |
-516 |
Jul16 |
160621 |
99.630 |
99.630 |
99.625 |
99.625 |
unch |
14,626 |
231,285 |
+1,052 |
Aug16 |
160621 |
99.605 |
99.605 |
99.600 |
99.600 |
-0.005 |
8,373 |
256,935 |
-1,622 |
Sep16 |
160621 |
99.580 |
99.585 |
99.575 |
99.580 |
-0.005 |
6,176 |
54,682 |
+224 |
Oct16 |
160621 |
99.545 |
99.550 |
99.540 |
99.545 |
unch |
8,386 |
141,637 |
+732 |
Nov16 |
160621 |
99.535 |
99.545 |
99.530 |
99.535 |
unch |
3,564 |
47,642 |
+853 |
Total Volume and Open Interest |
62,437 |
1,038,652 |
+1,287 |
3-Mth Euro-Yen(CME) |
Sep16 |
160621 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec16 |
160621 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar17 |
160621 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Jun17 |
160621 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Sep17 |
160621 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec17 |
160621 |
99.995 |
99.995 |
99.995 |
99.995 |
unch |
|
|
|
Mar18 |
160621 |
99.855 |
99.855 |
99.855 |
99.855 |
unch |
|
|
|
Jun18 |
160621 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Sep18 |
160621 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
Dec18 |
160621 |
99.435 |
99.435 |
99.435 |
99.435 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep16 |
160621 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec16 |
160621 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
160621 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160621 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160621 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160621 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160621 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
160621 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep16 |
160621 |
152.25 |
152.27 |
152.10 |
152.17 |
-0.04 |
2,276 |
19,725 |
-327 |
Dec16 |
160621 |
152.17 |
152.17 |
152.17 |
152.17 |
-0.04 |
|
|
|
Mar17 |
160621 |
152.09 |
152.09 |
152.09 |
152.09 |
-0.04 |
|
|
|
Total Volume and Open Interest |
2,276 |
19,725 |
-327 |
Euro-Buxl(EUREX) |
Sep16 |
160621 |
185.46 |
185.98 |
183.80 |
185.40 |
+0.44 |
44,460 |
145,917 |
+1,095 |
Dec16 |
160621 |
184.20 |
184.20 |
184.20 |
184.20 |
-0.32 |
|
|
|
Mar17 |
160621 |
184.20 |
184.20 |
184.20 |
184.20 |
-0.32 |
|
|
|
Total Volume and Open Interest |
44,460 |
145,917 |
+1,095 |
Euro-Bund(EUREX) |
Sep16 |
160621 |
164.37 |
164.59 |
164.08 |
164.44 |
+0.19 |
604,001 |
1,640,282 |
+27,163 |
Dec16 |
160621 |
161.86 |
162.02 |
161.66 |
161.88 |
+0.22 |
11 |
77 |
+3 |
Mar17 |
160621 |
164.36 |
164.36 |
164.36 |
164.36 |
+0.19 |
|
|
|
Total Volume and Open Interest |
604,012 |
1,640,359 |
+27,166 |
Euro-Bobl(EUREX) |
Sep16 |
160621 |
132.97 |
133.01 |
132.90 |
132.95 |
unch |
594,299 |
1,429,903 |
+23,418 |
Dec16 |
160621 |
131.01 |
131.01 |
131.01 |
131.01 |
unch |
24 |
119 |
+18 |
Mar17 |
160621 |
132.95 |
132.95 |
132.95 |
132.95 |
+1.94 |
|
|
|
Total Volume and Open Interest |
594,323 |
1,430,022 |
+23,436 |
Euro-Schatz(EUREX) |
Sep16 |
160621 |
111.93 |
111.93 |
111.91 |
111.92 |
-0.01 |
255,651 |
1,114,194 |
+10,184 |
Dec16 |
160621 |
111.85 |
111.85 |
111.85 |
111.85 |
-0.00 |
0 |
184 |
+0 |
Mar17 |
160621 |
111.85 |
111.85 |
111.85 |
111.85 |
-0.00 |
|
|
|
Total Volume and Open Interest |
255,651 |
1,114,378 |
+10,184 |
3-Mth Euribor(EUREX) |
Jun16 |
160613 |
100.262 |
100.262 |
100.262 |
100.262 |
-0.003 |
0 |
11,735 |
+0 |
Sep16 |
160621 |
100.275 |
100.275 |
100.275 |
100.275 |
+0.005 |
109 |
4,855 |
-559 |
Dec16 |
160621 |
100.300 |
100.300 |
100.300 |
100.300 |
unch |
25 |
2,034 |
-1,959 |
Total Volume and Open Interest |
938 |
96,032 |
-2,257 |
Long Gilt(LIFFE) |
Jun16 |
160621 |
122~22 |
122~25 |
122~16 |
122~17 |
-0~10 |
4 |
36,801 |
-3 |
Sep16 |
160621 |
124~25 |
124~30 |
124~10 |
124~19 |
-0~12 |
168,664 |
485,296 |
+11,043 |
Total Volume and Open Interest |
168,668 |
522,097 |
+11,040 |
3-Mth Short Sterling(LIFFE) |
Sep16 |
160621 |
99.43 |
99.43 |
99.42 |
99.43 |
+0.00 |
68,475 |
426,299 |
-2,219 |
Dec16 |
160621 |
99.40 |
99.42 |
99.39 |
99.41 |
unch |
47,749 |
484,515 |
+3,116 |
Mar17 |
160621 |
99.37 |
99.39 |
99.35 |
99.37 |
-0.01 |
45,102 |
340,734 |
+1,138 |
Jun17 |
160621 |
99.32 |
99.35 |
99.31 |
99.33 |
-0.01 |
55,275 |
304,012 |
-5,284 |
Sep17 |
160621 |
99.29 |
99.31 |
99.26 |
99.29 |
-0.01 |
67,727 |
280,486 |
-1,008 |
Dec17 |
160621 |
99.23 |
99.27 |
99.21 |
99.25 |
-0.01 |
66,694 |
334,968 |
-4,627 |
Total Volume and Open Interest |
585,213 |
3,049,194 |
-5,857 |
3-Mth Euribor(LIFFE) |
Sep16 |
160621 |
100.270 |
100.275 |
100.265 |
100.270 |
unch |
66,187 |
393,429 |
-3,905 |
Dec16 |
160621 |
100.300 |
100.305 |
100.290 |
100.295 |
-0.005 |
77,973 |
489,548 |
-6,969 |
Mar17 |
160621 |
100.315 |
100.320 |
100.305 |
100.310 |
-0.005 |
81,503 |
431,254 |
+848 |
Total Volume and Open Interest |
658,794 |
3,114,971 |
-4,171 |
3-Mth Aus T-Bills(SFE) |
Sep16 |
160621 |
98.09 |
98.09 |
98.07 |
98.08 |
-0.01 |
24,429 |
221,520 |
-282 |
Dec16 |
160621 |
98.16 |
98.16 |
98.13 |
98.14 |
-0.02 |
28,129 |
185,612 |
+505 |
Mar17 |
160621 |
98.18 |
98.20 |
98.16 |
98.17 |
-0.02 |
19,586 |
139,486 |
+1,985 |
Jun17 |
160621 |
98.21 |
98.23 |
98.18 |
98.19 |
-0.03 |
11,303 |
110,893 |
+165 |
Sep17 |
160621 |
98.23 |
98.24 |
98.19 |
98.20 |
-0.03 |
5,798 |
76,769 |
+19 |
Dec17 |
160621 |
98.23 |
98.24 |
98.20 |
98.21 |
-0.02 |
5,039 |
61,962 |
+19 |
Mar18 |
160621 |
98.23 |
98.24 |
98.19 |
98.20 |
-0.03 |
2,131 |
37,758 |
-1,047 |
Jun18 |
160621 |
98.21 |
98.23 |
98.17 |
98.18 |
-0.03 |
1,339 |
27,690 |
+551 |
Sep18 |
160621 |
98.17 |
98.17 |
98.15 |
98.16 |
-0.03 |
58 |
4,311 |
+20 |
Dec18 |
160621 |
98.13 |
98.13 |
98.12 |
98.12 |
-0.03 |
126 |
2,251 |
+10 |
Total Volume and Open Interest |
98,078 |
870,575 |
+1,990 |
10-Year Aus T-Bonds(SFE) |
Sep16 |
160621 |
97.85 |
97.86 |
97.81 |
97.83 |
-0.02 |
176,755 |
858,353 |
-3,996 |
Dec16 |
160621 |
97.83 |
97.83 |
97.83 |
97.83 |
-0.02 |
|
|
|
Total Volume and Open Interest |
176,755 |
858,353 |
-3,996 |
3-Year Aus T-Bonds(SFE) |
Sep16 |
160621 |
98.46 |
98.47 |
98.40 |
98.42 |
-0.04 |
201,537 |
728,336 |
+26,495 |
Dec16 |
160621 |
98.42 |
98.42 |
98.42 |
98.42 |
-0.04 |
|
|
|
Total Volume and Open Interest |
201,537 |
728,336 |
+26,495 |
Gold(CMX) |
Jun16 |
160621 |
1293.9 |
1293.9 |
1266.3 |
1270.5 |
-19.5 |
129 |
656 |
-80 |
Aug16 |
160621 |
1292.5 |
1297.4 |
1267.1 |
1272.5 |
-19.6 |
211,622 |
423,847 |
+1,441 |
Oct16 |
160621 |
1295.0 |
1298.4 |
1270.6 |
1275.7 |
-19.6 |
6,633 |
30,462 |
+1,793 |
Dec16 |
160621 |
1298.8 |
1303.6 |
1273.4 |
1278.8 |
-19.6 |
11,288 |
72,832 |
+2,379 |
Feb17 |
160621 |
1300.5 |
1300.5 |
1277.0 |
1281.8 |
-19.7 |
2,568 |
11,839 |
+610 |
Apr17 |
160621 |
1308.0 |
1308.0 |
1284.0 |
1284.5 |
-19.7 |
542 |
6,513 |
+166 |
Jun17 |
160621 |
1297.9 |
1297.9 |
1283.5 |
1287.0 |
-19.7 |
1,250 |
12,803 |
+185 |
Aug17 |
160621 |
1289.0 |
1292.8 |
1285.5 |
1289.4 |
-19.7 |
575 |
1,465 |
+400 |
Oct17 |
160621 |
1291.5 |
1291.5 |
1291.5 |
1291.5 |
-19.7 |
30 |
640 |
+3 |
Dec17 |
160621 |
1312.4 |
1312.5 |
1293.6 |
1293.6 |
-19.6 |
289 |
7,629 |
+154 |
Feb18 |
160621 |
1296.9 |
1296.9 |
1295.6 |
1295.6 |
-19.6 |
0 |
48 |
+0 |
Apr18 |
160621 |
1297.6 |
1297.6 |
1297.6 |
1297.6 |
-19.6 |
|
|
|
Total Volume and Open Interest |
236,283 |
581,964 |
+7,231 |
Silver(CMX) |
Jul16 |
160621 |
1750.0 |
1760.5 |
1719.0 |
1731.9 |
-19.5 |
63,723 |
90,784 |
+412 |
Sep16 |
160621 |
1757.0 |
1765.0 |
1725.0 |
1737.4 |
-19.3 |
13,138 |
65,739 |
+2,247 |
Dec16 |
160621 |
1762.0 |
1772.0 |
1734.0 |
1744.4 |
-19.2 |
3,170 |
36,394 |
+355 |
Mar17 |
160621 |
1748.0 |
1753.0 |
1739.5 |
1751.3 |
-19.3 |
257 |
5,807 |
+99 |
May17 |
160621 |
1756.0 |
1756.0 |
1755.6 |
1755.6 |
-19.3 |
2 |
229 |
-2 |
Jul17 |
160621 |
1759.9 |
1759.9 |
1759.9 |
1759.9 |
-19.3 |
0 |
2,408 |
+0 |
Sep17 |
160621 |
1764.2 |
1764.2 |
1764.2 |
1764.2 |
-19.3 |
0 |
197 |
+0 |
Total Volume and Open Interest |
80,710 |
205,342 |
+3,032 |
Platinum(NYMEX) |
Jul16 |
160621 |
988.4 |
994.5 |
972.9 |
981.5 |
-5.7 |
13,690 |
33,754 |
-1,962 |
Oct16 |
160621 |
988.3 |
996.3 |
975.1 |
983.8 |
-5.5 |
3,143 |
30,163 |
+2,184 |
Jan17 |
160621 |
982.7 |
986.2 |
979.4 |
986.2 |
-5.2 |
275 |
2,505 |
-36 |
Apr17 |
160621 |
988.5 |
988.5 |
988.5 |
988.5 |
-5.2 |
26 |
34 |
+13 |
Total Volume and Open Interest |
17,134 |
66,478 |
+199 |
Palladium(NYMEX) |
Jun16 |
160621 |
543.85 |
554.05 |
543.85 |
554.05 |
+3.50 |
32 |
33 |
+18 |
Sep16 |
160621 |
549.45 |
553.75 |
540.00 |
551.35 |
+2.90 |
3,693 |
24,101 |
+193 |
Dec16 |
160621 |
547.95 |
552.10 |
547.95 |
552.10 |
+3.10 |
7 |
383 |
+5 |
Total Volume and Open Interest |
3,753 |
24,605 |
+218 |
Copper(CMX) |
Jul16 |
160621 |
209.20 |
213.05 |
207.10 |
211.60 |
+2.30 |
51,766 |
91,213 |
-3,379 |
Sep16 |
160621 |
209.50 |
213.20 |
207.55 |
211.80 |
+2.10 |
12,291 |
86,191 |
-26 |
Dec16 |
160621 |
209.20 |
213.75 |
208.65 |
212.50 |
+2.05 |
1,462 |
35,432 |
-35 |
Mar17 |
160621 |
210.00 |
213.80 |
209.80 |
212.95 |
+2.05 |
446 |
7,415 |
+37 |
May17 |
160621 |
210.50 |
214.15 |
210.50 |
213.40 |
+2.10 |
334 |
1,101 |
+150 |
Total Volume and Open Interest |
66,918 |
228,778 |
-3,141 |
E-mini DJIA Index(CBOT) |
Sep16 |
160621 |
17752 |
17794 |
17702 |
17737 |
+25 |
168,089 |
113,008 |
-3,544 |
Dec16 |
160621 |
17673 |
17684 |
17602 |
17645 |
+25 |
36 |
173 |
+4 |
Mar17 |
160621 |
17585 |
17590 |
17585 |
17585 |
+25 |
0 |
12 |
+0 |
Jun17 |
160621 |
17544 |
17544 |
17544 |
17544 |
+25 |
|
|
|
Total Volume and Open Interest |
168,125 |
113,193 |
-26,499 |
S & P 500(CME) |
Sep16 |
160621 |
2075.80 |
2086.00 |
2075.80 |
2080.40 |
+6.20 |
5,654 |
63,198 |
+1,473 |
Dec16 |
160621 |
2072.80 |
2077.60 |
2072.80 |
2072.80 |
+6.20 |
100 |
439 |
+251 |
Mar17 |
160621 |
2066.50 |
2071.30 |
2066.50 |
2066.50 |
+6.20 |
|
|
|
Jun17 |
160621 |
2061.20 |
2067.30 |
2061.20 |
2061.20 |
+4.90 |
|
|
|
Total Volume and Open Interest |
5,754 |
63,637 |
+1,724 |
S & P 500 E-Mini(Globex) |
Sep16 |
160621 |
2079.00 |
2086.00 |
2074.00 |
2080.50 |
+6.25 |
1,833,560 |
2,774,441 |
+14,608 |
Dec16 |
160621 |
2073.00 |
2078.25 |
2066.75 |
2072.75 |
+6.25 |
1,799 |
9,883 |
+22 |
Mar17 |
160621 |
2060.00 |
2071.25 |
2060.00 |
2066.50 |
+6.25 |
6 |
128 |
+2 |
Jun17 |
160621 |
2058.75 |
2062.00 |
2054.50 |
2061.25 |
+5.00 |
0 |
15 |
+0 |
Total Volume and Open Interest |
1,835,365 |
2,784,467 |
-592,713 |
NASDAQ 100 E-Mini(Globex) |
Sep16 |
160621 |
4398.50 |
4415.80 |
4388.30 |
4400.30 |
+10.30 |
250,757 |
226,139 |
-5,380 |
Dec16 |
160621 |
4387.80 |
4406.50 |
4383.80 |
4392.80 |
+11.80 |
99 |
187 |
+18 |
Mar17 |
160621 |
4391.80 |
4399.30 |
4390.00 |
4391.50 |
+11.70 |
1 |
18 |
-1 |
Total Volume and Open Interest |
250,857 |
226,348 |
-56,646 |
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 |
160621 |
1492.20 |
1498.30 |
1484.50 |
1490.30 |
-1.00 |
17,782 |
83,442 |
-557 |
Dec16 |
160621 |
1487.00 |
1487.00 |
1487.00 |
1487.00 |
-4.90 |
1 |
13 |
+1 |
Total Volume and Open Interest |
17,783 |
83,455 |
-11,767 |
Volatility Index(CBOE) |
Jun16 |
160615 |
20.55 |
20.90 |
19.65 |
19.90 |
-0.68 |
182,968 |
84,024 |
-21,890 |
Jul16 |
160621 |
18.54 |
18.97 |
17.85 |
18.68 |
+0.20 |
111,858 |
218,761 |
-9,149 |
Aug16 |
160621 |
19.27 |
19.55 |
18.67 |
19.33 |
+0.05 |
54,608 |
75,144 |
+5,620 |
Sep16 |
160621 |
19.90 |
20.13 |
19.43 |
19.93 |
unch |
14,461 |
28,473 |
+884 |
Total Volume and Open Interest |
200,923 |
386,755 |
-1,767 |
Russell 2000(ICE) |
Sep16 |
160621 |
1152.60 |
1157.60 |
1141.70 |
1148.50 |
-2.20 |
100,454 |
336,937 |
+877 |
Dec16 |
160621 |
1139.90 |
1144.00 |
1139.90 |
1144.00 |
-1.70 |
4 |
924 |
+0 |
Total Volume and Open Interest |
100,458 |
338,111 |
-61,807 |
Nikkei 225(CME) |
Sep16 |
160621 |
15995 |
16340 |
15810 |
16205 |
+305 |
15,923 |
33,726 |
-57 |
Dec16 |
160621 |
16250 |
16320 |
16215 |
16215 |
+305 |
39 |
34 |
-8 |
Total Volume and Open Interest |
15,962 |
33,760 |
-65 |
Nikkei 225(SGX) |
Sep16 |
160621 |
15990 |
16195 |
15715 |
16155 |
+185 |
89,713 |
187,615 |
-3,171 |
Dec16 |
160621 |
15850 |
16040 |
15625 |
16040 |
+190 |
554 |
5,375 |
+1,318 |
Mar17 |
160621 |
16005 |
16005 |
16005 |
16005 |
+180 |
|
|
|
Total Volume and Open Interest |
90,771 |
203,636 |
+1,804 |
Nikkei 225(CME) Yen |
Jun16 |
160609 |
16785 |
16800 |
16505 |
16635 |
-180 |
57,760 |
54,753 |
-24,533 |
Sep16 |
160621 |
15890 |
16255 |
15720 |
16115 |
+305 |
50,399 |
67,066 |
+720 |
Dec16 |
160621 |
15755 |
16110 |
15590 |
15985 |
+305 |
5 |
14 |
+5 |
Total Volume and Open Interest |
50,404 |
67,080 |
+725 |
Nikkei 225(CME) e-Mini Yen |
Jun16 |
160609 |
16640 |
16640 |
16635 |
16640 |
-170 |
6 |
97 |
-5 |
Sep16 |
160621 |
16110 |
16115 |
15900 |
16110 |
+300 |
0 |
6 |
+0 |
Dec16 |
160621 |
15980 |
15985 |
15980 |
15980 |
+300 |
|
|
|
Total Volume and Open Interest |
0 |
6 |
+0 |
CAC 40(EURONEXT) |
Jul16 |
160621 |
4341.0 |
4409.5 |
4315.5 |
4362.5 |
+30.0 |
119,349 |
264,884 |
+16,629 |
Aug16 |
160621 |
4341.0 |
4405.5 |
4316.5 |
4360.5 |
+30.0 |
36 |
34 |
+15 |
Sep16 |
160621 |
4338.5 |
4395.5 |
4315.0 |
4359.5 |
+30.0 |
318 |
7,846 |
+207 |
Total Volume and Open Interest |
150,646 |
272,807 |
-75,254 |
Hang Seng Index(HKFE) |
Jun16 |
160621 |
20337 |
20519 |
20330 |
20475 |
+139 |
107,672 |
100,334 |
-1,658 |
Jul16 |
160621 |
20362 |
20517 |
20334 |
20474 |
+140 |
826 |
5,583 |
+103 |
Total Volume and Open Interest |
108,785 |
112,384 |
-1,545 |
DAX(EUREX) |
Sep16 |
160621 |
9968.0 |
10111.5 |
9917.5 |
10029.5 |
+78.0 |
117,554 |
134,725 |
+0 |
Dec16 |
160621 |
9951.0 |
10098.0 |
9914.0 |
10018.0 |
+78.0 |
32 |
3,337 |
+0 |
Mar17 |
160621 |
10015.0 |
10015.0 |
10015.0 |
10015.0 |
+75.0 |
|
|
|
Total Volume and Open Interest |
129,124 |
138,062 |
|
Mini-DAX(EUREX) |
Jun16 |
160617 |
9668.0 |
9703.0 |
9608.0 |
9631.5 |
+62.5 |
21,290 |
11,063 |
-2,211 |
Sep16 |
160621 |
9965.0 |
10110.0 |
9917.0 |
10029.5 |
+78.0 |
21,699 |
6,639 |
+2,633 |
Dec16 |
160621 |
9958.0 |
10087.0 |
9927.0 |
10018.0 |
+78.0 |
16 |
42 |
-9 |
Total Volume and Open Interest |
22,972 |
6,681 |
-9,071 |
FT-SE 100(EURONEXT) |
Sep16 |
160621 |
6105.00 |
6226.50 |
6097.00 |
6193.00 |
+42.50 |
156,292 |
535,162 |
+307 |
Dec16 |
160621 |
6156.50 |
6156.50 |
6156.50 |
6156.50 |
+43.50 |
17 |
26 |
+8 |
Mar17 |
160621 |
6113.50 |
6113.50 |
6113.50 |
6113.50 |
+43.50 |
|
|
|
Total Volume and Open Interest |
156,309 |
535,188 |
-57,119 |
SPI 200(SFE) |
Sep16 |
160621 |
5196.0 |
5241.0 |
5194.0 |
5215.0 |
+18.0 |
32,109 |
268,458 |
-775 |
Dec16 |
160621 |
5203.0 |
5203.0 |
5203.0 |
5203.0 |
+20.0 |
0 |
2,513 |
+0 |
Mar17 |
160621 |
5154.0 |
5154.0 |
5154.0 |
5154.0 |
+20.0 |
0 |
1,431 |
+0 |
Total Volume and Open Interest |
32,115 |
272,980 |
-58,882 |
FTSE MIB(ISE) |
Sep16 |
160621 |
17310.00 |
17530.00 |
17230.00 |
17425.00 |
+102.00 |
53,536 |
55,707 |
+7,257 |
Dec16 |
160621 |
17225.00 |
17380.00 |
17195.00 |
17300.00 |
+102.00 |
1 |
1 |
+0 |
Mar17 |
160621 |
17307.00 |
17307.00 |
17307.00 |
17307.00 |
+102.00 |
|
|
|
Total Volume and Open Interest |
53,537 |
55,708 |
-11,615 |
KOSPI 200(KFE) |
Sep16 |
160621 |
245.95 |
246.40 |
244.50 |
245.75 |
+0.05 |
165,788 |
111,170 |
-471 |
Dec16 |
160621 |
246.50 |
247.05 |
245.30 |
246.40 |
+0.10 |
271 |
6,174 |
+40 |
Mar17 |
160621 |
244.25 |
244.25 |
243.65 |
243.65 |
-0.10 |
14 |
777 |
-3 |
Total Volume and Open Interest |
166,075 |
121,011 |
-435 |
GSCI(CME) |
Jul16 |
160621 |
377.70 |
380.70 |
376.45 |
380.20 |
-2.70 |
382 |
11,738 |
-76 |
Aug16 |
160621 |
379.80 |
379.80 |
377.25 |
379.80 |
-2.70 |
|
|
|
Sep16 |
160621 |
381.30 |
381.30 |
381.30 |
381.30 |
-2.70 |
|
|
|
Total Volume and Open Interest |
382 |
11,738 |
-76 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|