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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Wed June 22, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul16 160622 1131.50 1147.00 1126.00 1137.50 +4.25 57,507 148,156 -12,337
Aug16 160622 1132.00 1146.00 1125.00 1137.25 +4.75 24,841 95,362 +3,386
Sep16 160622 1115.75 1131.25 1111.00 1123.75 +6.00 6,169 39,492 +354
Nov16 160622 1108.50 1123.50 1103.00 1116.75 +6.00 90,174 420,608 +1,671
Jan17 160622 1106.50 1119.25 1100.25 1114.25 +6.75 4,354 36,083 +104
Mar17 160622 1076.00 1086.25 1071.50 1077.75 -0.50 4,225 63,585 +162
May17 160622 1065.00 1074.00 1060.75 1066.00 -1.25 2,740 30,171 +561
Jul17 160622 1061.75 1070.50 1057.50 1062.50 -1.25 2,465 32,475 +229
Aug17 160622 1041.00 1041.00 1041.00 1041.00 -3.50 2 397 +0
Sep17 160622 1003.00 1003.00 1003.00 1003.00 -3.50 0 192 +0
Nov17 160622 972.50 980.00 969.25 970.75 -2.50 1,206 20,012 -273
Jan18 160622 971.50 971.50 971.50 971.50 -2.75 0 127 +0
Mar18 160622 970.50 970.50 970.50 970.50 -2.75 0 39 +0
May18 160622 971.25 971.25 971.25 971.25 -2.50 0 39 +0
Total Volume and Open Interest 193,686 886,932 -6,143
Soybean Meal(CBOT)
Jul16 160622 392.80 395.80 389.90 391.00 -2.30 28,166 59,132 -6,281
Aug16 160622 393.00 396.00 390.50 391.90 -1.60 9,553 46,707 +535
Sep16 160622 392.50 395.10 390.00 391.80 -1.30 7,211 42,731 +635
Oct16 160622 390.20 393.30 387.90 390.40 -0.90 4,419 28,126 +487
Dec16 160622 387.80 394.20 387.20 391.00 -0.50 21,554 146,729 +3,055
Jan17 160622 385.20 390.50 383.60 387.50 -0.30 2,613 20,034 +28
Mar17 160622 370.00 372.90 367.40 369.30 -1.90 3,284 20,672 +999
May17 160622 354.00 358.30 352.80 354.20 -1.60 1,079 17,108 +166
Jul17 160622 353.00 355.50 350.10 351.80 -1.40 385 12,023 -7
Aug17 160622 345.00 349.10 345.00 345.90 -1.30 58 1,725 +8
Total Volume and Open Interest 78,604 401,062 -260
Soybean Oil(CBOT)
Jul16 160622 31.43 31.86 31.36 31.55 +0.19 35,385 71,623 -10,235
Aug16 160622 31.53 32.00 31.50 31.69 +0.19 8,767 55,333 +950
Sep16 160622 31.64 32.13 31.64 31.84 +0.20 5,710 33,675 +412
Oct16 160622 31.80 32.26 31.76 31.96 +0.24 2,495 18,225 -404
Dec16 160622 32.07 32.56 32.00 32.24 +0.24 21,358 150,443 +573
Jan17 160622 32.24 32.73 32.20 32.42 +0.22 2,443 17,197 +645
Mar17 160622 32.27 32.80 32.27 32.48 +0.19 1,740 16,278 +246
May17 160622 32.43 32.89 32.43 32.56 +0.19 688 13,995 +41
Jul17 160622 32.66 32.94 32.63 32.79 +0.17 312 5,941 +28
Aug17 160622 32.93 33.17 32.85 32.85 +0.16 8 2,625 +2
Total Volume and Open Interest 79,094 391,706 -7,736
Canola(WCE)
Jul16 160622 483.9 491.0 479.4 480.0 -3.9 12,025 33,331 -9,294
Nov16 160622 493.8 499.8 489.5 490.9 -2.7 20,068 116,657 +3,592
Jan17 160622 495.0 504.4 495.0 497.3 -1.5 936 12,133 +346
Mar17 160622 502.5 508.5 501.0 501.5 -0.3 343 3,532 +239
May17 160622 505.1 510.5 503.4 504.5 +0.8 65 1,327 +2
Total Volume and Open Interest 34,174 169,520 -5,045
Corn(CBOT)
Jul16 160622 396.50 401.00 392.25 393.00 -3.25 204,937 242,949 -25,569
Sep16 160622 402.25 406.50 397.50 398.25 -4.00 93,245 532,487 +7,364
Dec16 160622 408.25 413.00 403.25 404.00 -4.75 154,039 487,955 +5,772
Mar17 160622 415.50 420.25 410.00 410.75 -5.00 14,279 95,966 +785
May17 160622 419.00 423.75 413.50 414.25 -5.25 3,684 23,090 +717
Jul17 160622 422.25 426.50 416.50 416.75 -6.00 5,744 58,189 +566
Sep17 160622 404.75 407.00 399.00 399.50 -6.25 744 9,164 +168
Dec17 160622 405.25 409.25 399.75 400.25 -6.00 3,665 37,760 +241
Mar18 160622 407.00 407.00 407.00 407.00 -6.25 199 1,092 +42
May18 160622 411.50 411.50 411.50 411.50 -6.25 69 346 +20
Total Volume and Open Interest 480,633 1,490,748 -9,879
Wheat(CBOT)
Jul16 160622 460.00 465.25 458.25 458.75 +0.25 58,397 75,771 -7,816
Sep16 160622 474.75 478.25 471.50 472.25 -0.25 47,074 182,453 +5,281
Dec16 160622 494.00 499.00 492.25 493.00 -0.25 18,864 94,650 +2,393
Mar17 160622 514.00 519.00 511.75 512.50 -0.75 5,322 29,969 +824
May17 160622 524.50 528.25 522.50 523.00 -1.50 1,032 6,214 -89
Jul17 160622 532.25 536.50 530.25 530.75 -1.50 1,257 16,611 -144
Total Volume and Open Interest 132,130 411,743 +437
Wheat(KCBT)
Jul16 160622 436.00 439.50 433.00 433.00 -2.00 16,647 52,501 -3,156
Sep16 160622 453.00 457.00 450.75 451.00 -1.50 15,298 98,475 +3,137
Dec16 160622 478.75 482.00 476.25 476.50 -1.50 6,046 48,021 +570
Mar17 160622 494.50 498.25 493.00 493.00 -1.50 3,057 14,754 +348
May17 160622 508.00 508.25 503.75 503.75 -1.50 684 6,748 +172
Jul17 160622 514.00 517.50 512.00 512.00 -1.50 751 5,788 +340
Sep17 160622 523.00 523.00 523.00 523.00 -1.25 1 167 -1
Total Volume and Open Interest 42,484 226,820 +1,410
Wheat(MGE)
Jul16 160622 524.50 530.50 524.50 525.25 +0.50 3,396 12,507 -976
Sep16 160622 534.50 540.25 534.00 534.75 +0.25 2,533 19,711 +343
Dec16 160622 550.00 555.25 548.50 549.25 +0.50 1,246 12,315 +68
Mar17 160622 565.25 566.75 562.00 562.25 +0.75 719 7,114 +285
May17 160622 570.00 571.00 570.00 570.00 +0.50 16 2,827 +4
Jul17 160622 579.75 580.50 576.75 576.75 +0.25 38 1,386 +3
Total Volume and Open Interest 7,949 56,236 -272
Oats(CBOT)
Jul16 160622 205.25 209.75 201.00 206.50 unch 1,322 2,577 -711
Sep16 160622 211.75 213.75 205.50 210.75 -1.00 621 2,980 +270
Dec16 160622 216.25 217.25 212.50 216.75 +0.50 876 4,286 +511
Mar17 160622 229.00 229.75 226.25 229.00 -0.25 135 323 +62
Total Volume and Open Interest 2,954 10,166 +132
Rough Rice(CBOT)
Jul16 160622 11.07 11.07 10.98 10.98 -0.05 632 3,273 -354
Sep16 160622 11.27 11.29 11.23 11.23 -0.07 516 5,415 +204
Nov16 160622 11.50 11.51 11.50 11.51 -0.06 128 954 +46
Jan17 160622 11.74 11.74 11.74 11.74 -0.05 0 98 +0
Total Volume and Open Interest 1,276 9,782 -104
Live Cattle(CME)
Jun16 160622 115.050 115.900 114.200 115.350 +0.300 1,918 8,815 -1,127
Aug16 160622 111.430 112.750 110.580 111.635 +0.185 26,903 121,679 +182
Oct16 160622 111.580 112.800 110.730 111.730 +0.180 10,587 58,606 +373
Dec16 160622 112.535 113.635 111.600 112.635 +0.100 6,464 36,555 +720
Feb17 160622 112.680 113.350 111.535 112.500 +0.050 1,839 10,291 -170
Apr17 160622 112.050 112.785 111.035 112.000 -0.050 669 6,737 +107
Total Volume and Open Interest 48,535 245,816 +100
Feeder Cattle(CME)
Aug16 160622 139.500 140.700 137.035 140.185 +0.900 5,340 26,175 -304
Sep16 160622 138.200 139.330 135.985 138.800 +0.670 1,436 4,887 -28
Oct16 160622 137.000 137.735 134.900 137.380 +0.580 1,086 4,555 -19
Nov16 160622 133.785 134.750 132.035 134.500 +0.500 644 4,614 +89
Jan17 160622 128.485 130.200 127.480 129.750 +0.715 151 911 +60
Mar17 160622 125.785 127.150 125.035 126.950 +0.750 24 260 +11
Apr17 160622 126.850 126.850 126.100 126.100 +0.300 2 24 +1
Total Volume and Open Interest 8,683 41,428 -190
Lean Hogs(CME)
Jul16 160622 86.700 86.900 84.385 84.480 -1.720 5,379 35,296 -2,135
Aug16 160622 88.885 88.980 85.635 85.850 -2.630 12,406 101,631 +1,873
Oct16 160622 74.450 74.450 72.350 72.700 -1.750 5,951 60,741 +2,036
Dec16 160622 66.300 66.300 65.100 65.430 -0.920 2,800 39,752 +792
Feb17 160622 68.450 68.550 67.535 67.800 -0.835 1,407 16,944 -73
Apr17 160622 70.900 70.980 70.050 70.250 -0.800 441 8,607 +213
May17 160622 75.500 75.500 75.500 75.500 -0.450 1 128 +0
Jun17 160622 78.550 78.550 77.750 77.750 -0.930 26 851 +11
Total Volume and Open Interest 28,415 264,153 +2,718
Class III Milk(CME)
Jun16 160622 13.23 13.24 13.22 13.22 +0.01 22 4,579 -11
Jul16 160622 15.05 15.07 14.82 14.91 -0.16 363 5,300 +12
Aug16 160622 16.00 16.09 15.86 16.04 +0.04 382 4,654 -56
Sep16 160622 16.27 16.50 16.19 16.40 +0.16 240 3,806 -72
Oct16 160622 16.20 16.40 16.16 16.37 +0.17 161 3,171 +29
Nov16 160622 16.10 16.25 16.10 16.25 +0.15 86 2,978 +25
Dec16 160622 15.92 16.06 15.92 16.05 +0.13 93 2,647 -13
Jan17 160622 15.85 15.95 15.85 15.93 +0.04 27 1,008 +14
Feb17 160622 15.88 16.00 15.88 15.96 +0.07 10 864 +8
Mar17 160622 15.95 16.00 15.95 15.95 -0.05 33 797 +29
Apr17 160622 16.01 16.06 16.01 16.02 -0.03 27 720 +24
May17 160622 16.01 16.10 16.01 16.10 +0.07 13 535 +13
Jun17 160622 16.18 16.25 16.18 16.25 +0.05 11 498 +11
Total Volume and Open Interest 1,480 32,411 +8
Cocoa(ICE)
Jul16 160622 3192 3208 3192 3205 +10 223 417 -162
Sep16 160622 3148 3160 3136 3156 +10 17,029 85,637 -131
Dec16 160622 3125 3136 3113 3132 +9 6,784 51,350 +672
Mar17 160622 3093 3106 3084 3102 +8 2,174 35,008 -321
May17 160622 3077 3089 3069 3087 +8 197 6,298 +29
Jul17 160622 3074 3079 3074 3075 +8 90 2,185 -36
Sep17 160622 3065 3070 3063 3063 +6 56 2,838 -17
Total Volume and Open Interest 26,574 186,987 +36
Coffee "C"(ICE)
Jul16 160622 138.50 139.60 136.50 136.95 -1.55 7,751 8,382 -3,626
Sep16 160622 141.10 142.20 138.75 139.70 -1.25 18,474 99,195 +2,294
Dec16 160622 143.75 144.75 141.45 142.35 -1.20 3,065 38,022 +287
Mar17 160622 146.35 147.15 144.05 144.85 -1.15 833 14,747 -8
May17 160622 148.05 148.25 145.50 146.30 -1.10 242 7,233 +92
Jul17 160622 149.25 149.30 146.65 147.50 -1.10 58 3,003 +8
Total Volume and Open Interest 30,575 178,220 -847
Orange Juice(ICE)
Jul16 160622 165.05 165.15 162.75 164.20 -0.90 1,139 6,071 -805
Sep16 160622 167.10 168.60 165.90 167.60 +0.20 861 8,708 +447
Nov16 160622 166.25 167.50 166.25 167.45 +0.05 68 1,724 +8
Jan17 160622 167.20 167.20 167.20 167.20 +0.05 44 579 +25
Mar17 160622 167.10 167.10 167.10 167.10 +0.05 10 33 +10
May17 160622 166.60 166.60 166.55 166.60 +0.05      
Total Volume and Open Interest 2,124 17,117 -313
Sugar #11(ICE)
Jul16 160622 19.17 19.27 19.00 19.04 -0.20 33,259 104,966 -6,199
Oct16 160622 19.28 19.36 19.12 19.17 -0.17 51,767 466,694 -2,614
Mar17 160622 19.52 19.56 19.36 19.43 -0.11 15,654 197,163 +2,656
May17 160622 18.75 18.84 18.64 18.74 -0.01 3,913 44,080 +125
Jul17 160622 18.18 18.32 18.10 18.24 +0.05 2,565 37,448 +286
Oct17 160622 17.93 18.10 17.92 18.00 +0.03 437 29,232 +26
Mar18 160622 17.89 17.96 17.84 17.91 +0.04 143 12,255 +11
May18 160622 17.48 17.55 17.45 17.54 +0.08 30 3,854 +24
Total Volume and Open Interest 107,784 904,421 -5,679
London Cocoa(LCE)
Jul16 160622 2272 2285 2269 2281 +11 3,141 78,347 -1,229
Sep16 160622 2254 2268 2250 2264 +11 8,934 68,839 +588
Dec16 160622 2206 2221 2202 2214 +8 5,683 58,125 -836
Mar17 160622 2171 2176 2155 2168 +7 3,506 46,259 +1,071
May17 160622 2147 2155 2142 2154 +6 276 13,193 +52
Jul17 160622 2137 2146 2135 2146 +6 54 2,133 -14
Sep17 160622 2138 2138 2138 2138 +6 7 1,219 +4
Total Volume and Open Interest 21,604 268,402 -362
London Sugar(LCE)
Aug16 160622 530.00 534.90 530.00 530.70 -0.50 4,061 40,004 -1,499
Oct16 160622 526.40 529.40 525.00 526.20 -1.20 1,960 28,491 +457
Dec16 160622 523.90 526.90 523.00 523.70 -1.50 666 14,592 -85
Mar17 160622 523.00 525.40 522.00 522.60 -1.00 676 12,157 +205
May17 160622 515.00 517.10 514.30 515.10 +0.90 124 3,198 +55
Total Volume and Open Interest 7,544 102,449 -838
Cotton(ICE)
Jul16 160622 62.83 63.45 62.53 62.94 +0.09 4,270 10,815 -2,947
Oct16 160622 63.96 64.85 63.64 64.08 +0.06 182 154 -131
Dec16 160622 64.65 65.21 64.11 64.53 +0.14 18,422 157,679 +4,392
Mar17 160622 65.15 65.75 64.93 65.11 +0.08 1,473 18,812 +384
May17 160622 65.80 66.18 65.43 65.57 +0.07 444 3,426 +112
Jul17 160622 66.60 66.69 65.94 66.04 +0.08 96 2,817 -17
Total Volume and Open Interest 24,975 198,132 +1,823
Lumber(CME)
Jul16 160622 298.9 301.8 296.6 299.4 +0.6 419 2,042 -267
Sep16 160622 308.2 310.5 306.5 308.2 unch 409 2,479 +112
Nov16 160622 308.9 312.2 308.9 312.2 +1.9 27 120 +24
Jan17 160622 314.2 314.2 314.2 314.2 +1.0 1 21 +0
Total Volume and Open Interest 856 4,713 -131
Crude Oil(NYM)
Aug16 160622 50.22 50.54 48.40 49.13 -0.72 453,610 459,768 +20,697
Sep16 160622 50.79 51.11 49.04 49.78 -0.67 63,243 253,883 +3,732
Oct16 160622 51.29 51.53 49.54 50.28 -0.65 19,915 106,680 +1,519
Nov16 160622 51.75 51.96 50.03 50.74 -0.64 16,082 86,736 +239
Dec16 160622 52.11 52.34 50.41 51.14 -0.62 48,072 236,806 +233
Jan17 160622 52.50 52.56 50.78 51.46 -0.59 6,478 46,168 +168
Feb17 160622 52.50 52.59 51.31 51.71 -0.55 2,725 28,115 -164
Mar17 160622 52.79 52.85 51.27 51.91 -0.51 6,001 64,732 +1,001
Apr17 160622 52.76 52.97 51.41 52.07 -0.46 1,851 18,773 +661
May17 160622 52.73 53.03 51.55 52.20 -0.42 1,031 17,602 +289
Jun17 160622 53.07 53.24 51.64 52.31 -0.38 7,072 71,256 +354
Jul17 160622 53.00 53.00 52.23 52.38 -0.35 638 16,542 +182
Aug17 160622 52.44 52.74 52.44 52.44 -0.33 520 12,270 +106
Sep17 160622 52.51 52.52 52.50 52.50 -0.32 1,659 28,475 +267
Oct17 160622 52.58 52.59 52.21 52.58 -0.31 735 9,697 +335
Nov17 160622 52.68 52.97 52.68 52.68 -0.31 945 11,008 +142
Total Volume and Open Interest 753,194 1,739,232 -12,038
e-miNY Crude Oil(NYM)
Aug16 160622 50.200 50.525 48.425 49.125 -0.725 8,325 1,542 +387
Sep16 160622 50.900 51.100 49.050 49.775 -0.675 240 328 +106
Oct16 160622 51.350 51.450 49.575 50.275 -0.650 34 83 +10
Nov16 160622 51.925 51.925 50.475 50.750 -0.625 21 14 -8
Dec16 160622 51.800 51.800 50.525 51.150 -0.600 27 291 +0
Jan17 160622 51.450 52.275 51.450 51.450 -0.600 0 13 +0
Feb17 160622 51.700 51.700 51.325 51.700 -0.550 0 10 +0
Mar17 160622 51.900 52.000 51.900 51.900 -0.525 1 12 +0
Apr17 160622 52.075 52.075 52.075 52.075 -0.450      
May17 160622 52.200 52.200 52.200 52.200 -0.425      
Total Volume and Open Interest 8,651 2,446 -1,077
NY Harbor ULSD(NYM)
Jul16 160622 152.55 153.53 148.25 150.48 -1.19 42,237 61,600 -7,452
Aug16 160622 153.34 154.52 149.29 151.53 -1.10 40,980 79,158 +4,317
Sep16 160622 154.73 155.85 150.84 153.04 -0.97 19,194 64,558 +1,144
Oct16 160622 156.08 157.28 152.43 154.59 -0.89 9,808 32,193 +1,270
Nov16 160622 157.61 158.60 153.99 156.08 -0.87 5,113 23,877 +34
Dec16 160622 158.11 159.99 155.35 157.42 -0.84 7,714 53,158 -1,324
Jan17 160622 160.03 161.12 156.98 158.83 -0.80 2,300 19,576 +185
Feb17 160622 161.26 161.91 157.98 159.74 -0.79 615 9,129 -57
Mar17 160622 162.18 162.18 158.52 160.06 -0.78 784 13,779 +138
Apr17 160622 161.59 161.59 157.95 159.55 -0.74 312 4,909 -18
May17 160622 161.27 161.27 157.65 159.33 -0.71 338 2,845 -18
Jun17 160622 160.52 161.34 157.82 159.40 -0.68 1,063 16,688 +90
Jul17 160622 159.95 159.95 159.94 159.94 -0.67 202 2,030 +89
Aug17 160622 160.87 160.87 160.63 160.63 -0.66 154 1,131 +6
Total Volume and Open Interest 132,023 412,702 -1,379
RBOB Gasoline(NYM)
Jul16 160622 160.15 161.31 157.29 158.82 -0.47 41,661 55,485 -8,836
Aug16 160622 161.15 162.24 158.05 159.48 -0.86 59,659 103,911 +3,841
Sep16 160622 160.82 161.56 157.45 158.74 -1.08 35,324 72,838 +292
Oct16 160622 148.80 149.61 145.41 146.66 -1.44 19,289 42,540 -1,081
Nov16 160622 146.41 146.56 142.38 143.57 -1.67 11,492 34,246 +262
Dec16 160622 144.10 144.28 140.06 141.24 -1.75 14,482 41,489 -203
Jan17 160622 143.61 143.90 140.00 141.10 -1.74 3,982 12,458 +890
Feb17 160622 144.14 144.14 141.40 142.00 -1.74 774 2,624 -84
Mar17 160622 146.08 146.08 142.38 143.52 -1.76 398 4,966 -78
Apr17 160622 166.86 166.86 163.53 164.70 -1.80 557 4,214 +26
Total Volume and Open Interest 189,117 408,813 -4,783
e-miNY RBOB Gasoline(NYM)
Jul16 160622 158.80 158.82 158.80 158.80 -0.50 0 1 +0
Aug16 160622 159.50 159.50 159.48 159.50 -0.80      
Sep16 160622 158.70 158.74 158.70 158.70 -1.10      
Oct16 160622 146.70 146.70 146.66 146.70 -1.40      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jul16 160622 2.765 2.775 2.657 2.677 -0.091 158,498 105,062 -20,940
Aug16 160622 2.792 2.804 2.692 2.711 -0.087 81,123 189,036 +8,497
Sep16 160622 2.812 2.815 2.706 2.724 -0.089 32,915 206,639 +786
Oct16 160622 2.852 2.865 2.753 2.773 -0.083 38,496 120,895 +833
Nov16 160622 2.981 3.005 2.902 2.924 -0.071 22,903 58,451 -2,527
Dec16 160622 3.225 3.245 3.150 3.177 -0.048 14,147 51,841 -264
Jan17 160622 3.360 3.375 3.285 3.311 -0.042 26,503 98,787 +2,806
Feb17 160622 3.336 3.361 3.279 3.302 -0.037 5,735 25,901 +515
Mar17 160622 3.276 3.309 3.229 3.253 -0.033 13,819 57,269 -296
Apr17 160622 2.991 3.044 2.963 2.981 -0.026 11,953 48,410 -237
May17 160622 2.997 3.062 2.940 2.953 -0.021 6,537 20,717 +979
Jun17 160622 3.001 3.015 2.969 2.979 -0.018 3,483 9,817 +1,418
Jul17 160622 3.032 3.049 3.009 3.014 -0.018 3,971 10,495 +1,212
Aug17 160622 3.052 3.054 3.020 3.022 -0.018 3,226 12,137 +1,215
Sep17 160622 3.029 3.029 2.999 3.000 -0.015 1,191 6,406 +402
Oct17 160622 3.022 3.053 3.008 3.022 -0.011 2,884 14,606 +1,026
Total Volume and Open Interest 430,547 1,089,758 -2,752
Brent Crude Oil(ICE)
Aug16 160622 51.06 51.24 49.18 49.88 -0.74 244,410 236,164 -19,302
Sep16 160622 51.64 51.85 49.88 50.60 -0.66 157,169 438,287 +16,224
Oct16 160622 52.07 52.22 50.32 51.03 -0.62 61,591 186,054 -673
Nov16 160622 52.37 52.52 50.66 51.36 -0.63 35,030 169,151 +1,951
Dec16 160622 52.67 52.95 51.09 51.78 -0.64 72,003 384,460 +286
Jan17 160622 53.11 53.24 51.43 52.12 -0.62 12,286 77,884 +2,033
Feb17 160622 53.08 53.44 51.68 52.37 -0.58 5,952 57,403 -850
Mar17 160622 53.12 53.62 51.91 52.59 -0.55 7,517 63,178 +377
Apr17 160622 53.40 53.74 52.17 52.79 -0.52 2,492 21,764 +398
May17 160622 53.22 53.22 52.47 52.99 -0.48 1,101 22,544 -55
Jun17 160622 53.73 54.11 52.50 53.18 -0.45 13,187 95,242 +1,210
Jul17 160622 52.74 53.77 52.74 53.37 -0.43 703 17,313 -107
Aug17 160622 53.53 53.53 53.53 53.53 -0.42 744 15,953 +140
Sep17 160622 53.67 53.67 53.65 53.65 -0.40 1,885 30,264 -46
Total Volume and Open Interest 647,832 2,266,195 +2,373
Gas Oil(ICE)
Jul16 160622 452.50 455.50 439.50 447.00 +1.00 46,240 114,864 -670
Aug16 160622 455.75 458.25 442.25 450.00 +1.25 41,131 147,549 +2,461
Sep16 160622 457.50 461.50 446.25 453.50 +1.50 23,332 65,219 -101
Oct16 160622 462.00 465.25 450.50 457.50 +1.50 11,400 45,535 +161
Nov16 160622 464.50 467.00 454.00 460.00 +1.50 5,608 33,841 +212
Dec16 160622 466.50 469.50 455.00 462.25 +1.50 18,432 100,525 +849
Jan17 160622 467.25 471.75 458.25 465.25 +1.75 2,819 25,127 +302
Feb17 160622 470.00 474.50 461.25 468.00 +1.75 1,010 13,213 -38
Mar17 160622 474.25 475.75 463.50 470.25 +1.75 958 22,274 -7
Apr17 160622 475.75 478.00 465.50 472.00 +1.75 567 9,969 -38
Total Volume and Open Interest 158,873 737,086 +3,704
Ethanol(CBOT)
Jul16 160622 1.572 1.605 1.565 1.584 +0.011 537 1,322 -245
Aug16 160622 1.569 1.597 1.556 1.570 +0.006 410 1,131 +187
Sep16 160622 1.545 1.568 1.543 1.557 +0.007 112 749 +22
Oct16 160622 1.529 1.529 1.515 1.529 +0.007 76 271 +25
Nov16 160622 1.507 1.564 1.507 1.507 +0.007 291 302 -28
Dec16 160622 1.499 1.500 1.485 1.490 +0.002 270 1,141 +8
Jan17 160622 1.469 1.469 1.469 1.469 +0.002 0 155 +0
Feb17 160622 1.466 1.466 1.466 1.466 +0.002 0 18 +0
Total Volume and Open Interest 1,696 5,089 -31
WTI Crude Oil(ICE)
Aug16 160622 50.27 50.53 48.41 49.13 -0.72 44,007 67,504 +1,064
Sep16 160622 50.78 51.10 49.05 49.78 -0.67 21,347 48,235 +2,714
Oct16 160622 50.96 51.41 49.55 50.28 -0.65 9,860 18,847 -417
Nov16 160622 51.58 51.97 50.05 50.74 -0.64 7,701 22,606 +887
Dec16 160622 51.77 52.30 50.42 51.14 -0.62 12,993 80,379 -600
Jan17 160622 52.38 52.38 50.73 51.46 -0.59 2,287 9,760 +767
Feb17 160622 52.47 52.60 51.40 51.71 -0.55 893 6,629 +164
Mar17 160622 52.75 52.75 51.91 51.91 -0.51 768 7,558 +278
Apr17 160622 52.62 52.62 52.06 52.07 -0.46 292 2,980 +59
May17 160622 52.20 52.20 52.20 52.20 -0.42 279 1,527 +10
Jun17 160622 53.02 53.02 52.17 52.31 -0.38 1,544 31,236 +197
Jul17 160622 52.38 52.38 52.38 52.38 -0.35 24 1,673 -1
Aug17 160622 52.44 52.44 52.44 52.44 -0.33 51 652 +0
Sep17 160622 52.50 52.50 52.50 52.50 -0.32 518 4,823 +356
Oct17 160622 52.58 52.58 52.58 52.58 -0.31 34 1,251 +0
Nov17 160622 52.68 52.68 52.68 52.68 -0.31 1 737 +0
Total Volume and Open Interest 108,190 406,936 -21,591
US Dollar Index(ICE)
Sep16 160622 94.120 94.180 93.500 93.757 -0.302 20,688 48,495 +1,195
Dec16 160622 94.165 94.165 93.565 93.802 -0.303 400 1,728 +98
Mar17 160622 93.857 93.857 93.857 93.857 -0.298 45 1,194 +4
Total Volume and Open Interest 21,134 51,418 +1,298
Australian Dollar(CME)
Sep16 160622 74.29 75.02 74.17 74.82 +0.36 80,077 78,947 +30
Dec16 160622 74.14 74.78 73.97 74.59 +0.36 37 483 -6
Mar17 160622 74.39 74.39 74.39 74.39 +0.35 0 11 +0
Total Volume and Open Interest 80,114 79,441 +24
British Pound(CME)
Sep16 160622 146.66 147.83 146.49 146.97 +0.24 177,248 205,446 -7,787
Dec16 160622 146.99 147.89 146.62 147.06 +0.23 147 538 +24
Mar17 160622 147.17 147.87 146.80 147.17 +0.24 0 98 +0
Total Volume and Open Interest 177,672 206,384 -7,486
Canadian Dollar(CME)
Sep16 160622 78.07 78.49 77.81 77.97 -0.17 50,484 112,030 +2,151
Dec16 160622 78.12 78.49 77.82 77.98 -0.17 486 3,946 +231
Mar17 160622 77.91 78.48 77.89 78.00 -0.17 11 231 +7
Jun17 160622 78.02 78.50 77.92 78.02 -0.17 0 106 +0
Total Volume and Open Interest 50,981 116,352 +2,389
Japanese Yen(CME)
Sep16 160622 95.73 96.16 95.68 96.05 +0.31 113,362 143,639 +2,583
Dec16 160622 96.09 96.49 96.03 96.38 +0.29 61 519 +8
Mar17 160622 96.74 96.75 96.74 96.74 +0.28 0 31 +0
Total Volume and Open Interest 113,423 144,298 +2,591
Swiss Franc(CME)
Sep16 160622 104.43 105.22 104.36 104.84 +0.33 20,021 39,311 -992
Dec16 160622 105.38 105.71 104.65 105.38 +0.33 6 84 +2
Mar17 160622 105.92 106.16 105.92 105.92 +0.34      
Total Volume and Open Interest 20,027 39,410 -990
EuroFX(CME)
Sep16 160622 112.84 113.75 112.72 113.46 +0.52 141,250 315,204 -4,137
Dec16 160622 113.18 114.13 113.13 113.85 +0.52 1,371 3,061 +355
Mar17 160622 114.40 114.45 113.94 114.24 +0.52 4 1,236 -1
Total Volume and Open Interest 142,734 320,029 -3,767
Mexican Peso(CME)
Jul16 160622 536.13 538.88 536.13 538.88 +2.75      
Aug16 160622 537.75 537.75 537.75 537.75 +3.13      
Total Volume and Open Interest 32,820 111,917 -1,348
Brazilian Real(CME)
Jul16 160622 293.35 296.15 292.80 295.30 +1.75 1,317 24,787 +265
Aug16 160622 291.20 293.90 291.20 293.30 +1.85 12 82 +4
Sep16 160622 290.40 290.40 288.65 290.40 +1.80 5 3,203 +0
Oct16 160622 288.25 288.25 288.25 288.25 +1.85      
Total Volume and Open Interest 1,334 28,102 +269
30-Year T-Bonds(CBOT)
Sep16 160622 167~090 167~280 167~040 167~230 +0~040 212,584 580,356 -1,001
Dec16 160622 166~150 166~150 166~150 166~150 +0~040 0 8 +0
Mar17 160622 165~110 165~110 165~110 165~110 -1~000      
Total Volume and Open Interest 213,814 581,484  
10-Year T-Notes(CBOT)
Sep16 160622 131~065 131~135 131~050 131~110 +0~030 1,004,678 2,779,009 +1,668
Dec16 160622 130~210 130~210 130~210 130~210 +0~030 0 16 +0
Mar17 160622 129~270 129~270 129~270 129~270 -0~230      
Total Volume and Open Interest 1,022,002 2,798,155  
5-Year T-Notes(CBOT)
Jun16 160622 121~166 121~190 121~162 121~180 +0~016 5,815 55,363 -3,282
Sep16 160622 121~036 121~086 121~034 121~070 +0~022 572,902 2,658,373 +25,031
Dec16 160622 121~054 121~054 121~054 121~054 +0~022      
Total Volume and Open Interest 578,717 2,713,736 +21,749
2 Year T-Notes(CBOT)
Jun16 160622 109~124 109~134 109~124 109~134 +0~006 1,171 10,449 -349
Sep16 160622 109~094 109~114 109~092 109~110 +0~010 256,165 1,016,101 +14,904
Dec16 160622 109~094 109~094 109~094 109~094 +0~010      
Total Volume and Open Interest 257,336 1,026,550 +14,555
Eurodollars(CME)
Sep16 160622 99.265 99.280 99.265 99.275 +0.015 233,732 1,174,945 -758
Dec16 160622 99.180 99.205 99.180 99.195 +0.010 199,881 1,320,891 -1,697
Mar17 160622 99.130 99.155 99.130 99.145 +0.010 184,301 926,611 +4,515
Jun17 160622 99.075 99.100 99.075 99.095 +0.015 158,363 848,563 -989
Sep17 160622 99.025 99.050 99.020 99.040 +0.015 178,376 814,859 +3,170
Dec17 160622 98.955 98.985 98.955 98.975 +0.015 169,182 1,160,276 +6,952
Mar18 160622 98.910 98.940 98.910 98.930 +0.015 116,192 577,569 +10,560
Jun18 160622 98.865 98.890 98.860 98.880 +0.015 138,270 426,123 +1,460
Sep18 160622 98.810 98.840 98.805 98.830 +0.015 100,650 391,704 +5,108
Dec18 160622 98.755 98.780 98.745 98.770 +0.010 109,910 558,757 +6,254
Mar19 160622 98.710 98.735 98.700 98.725 +0.010 76,115 346,898 +3,625
Jun19 160622 98.655 98.680 98.645 98.670 +0.010 69,169 270,348 +11
Sep19 160622 98.610 98.620 98.590 98.615 +0.010 43,145 199,127 +2,849
Dec19 160622 98.535 98.560 98.525 98.550 +0.010 36,380 234,790 -2,757
Mar20 160622 98.480 98.505 98.470 98.495 +0.005 26,814 120,576 -360
Jun20 160622 98.420 98.445 98.410 98.435 +0.005 36,382 67,756 -3,752
Sep20 160622 98.365 98.385 98.350 98.375 +0.005 25,656 73,664 +4,045
Dec20 160622 98.300 98.320 98.285 98.315 +0.010 19,098 91,936 -345
Total Volume and Open Interest 1,984,102 9,991,611 +42,049
Ultra T-Bond(CBOT)
Jun16 160621 178~02 178~03 177~28 177~28 -0~13 1,271 7,229 -701
Sep16 160622 179~19 180~07 179~09 180~01 -0~01 78,148 592,918 -5,135
Dec16 160622 179~02 179~02 179~02 179~02 -0~01      
Total Volume and Open Interest 81,808 596,611 -8,671
Ultra 10-Yr T-Note(CBOT)
Jun16 160621 142~115 142~115 142~115 142~115 -0~060 148 5,312 +0
Sep16 160622 142~250 143~050 142~250 143~025 +0~055 59,859 143,239 +4,507
Dec16 160622 142~285 142~285 142~285 142~285 +0~055      
Total Volume and Open Interest 61,822 147,478 +3,434
30 Day Federal Funds(CBOT)
Jun16 160622 99.630 99.630 99.628 99.628 unch 3,863 85,748 -519
Jul16 160622 99.630 99.630 99.625 99.625 unch 3,386 230,811 -474
Aug16 160622 99.600 99.610 99.600 99.605 +0.005 22,129 251,887 -5,048
Sep16 160622 99.580 99.595 99.580 99.590 +0.010 7,802 53,000 -1,682
Oct16 160622 99.540 99.560 99.540 99.560 +0.015 19,125 138,071 -3,566
Nov16 160622 99.535 99.555 99.535 99.550 +0.015 6,575 46,624 -1,018
Total Volume and Open Interest 81,930 1,027,579 -11,073
3-Mth Euro-Yen(CME)
Sep16 160622 99.990 99.990 99.990 99.990 unch      
Dec16 160622 99.990 99.990 99.990 99.990 unch      
Mar17 160622 99.990 99.990 99.990 99.990 unch      
Jun17 160622 99.990 99.990 99.990 99.990 unch      
Sep17 160622 99.990 99.990 99.990 99.990 unch      
Dec17 160622 99.990 99.990 99.990 99.990 -0.005      
Mar18 160622 99.995 99.995 99.995 99.995 +0.140      
Jun18 160622 99.855 99.855 99.855 99.855 +0.140      
Sep18 160622 99.715 99.715 99.715 99.715 +0.140      
Dec18 160622 99.575 99.575 99.575 99.575 +0.140      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep16 160622 99.99 99.99 99.99 99.99 unch      
Dec16 160622 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160622 99.99 99.99 99.99 99.99 unch      
Jun17 160622 99.99 99.99 99.99 99.99 unch      
Sep17 160622 99.99 99.99 99.99 99.99 unch      
Dec17 160622 99.99 99.99 99.99 99.99 unch      
Mar18 160622 100.00 100.00 100.00 100.00 unch      
Jun18 160622 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160622 152.20 152.23 152.10 152.11 -0.06 1,646 19,570 -155
Dec16 160622 152.11 152.11 152.11 152.11 -0.06      
Mar17 160622 152.03 152.03 152.03 152.03 -0.06      
Total Volume and Open Interest 1,646 19,570 -155
Euro-Buxl(EUREX)
Sep16 160622 185.08 186.00 184.30 184.80 -0.60 41,464 142,717 -3,200
Dec16 160622 183.60 183.60 183.60 183.60 -0.60      
Mar17 160622 183.60 183.60 183.60 183.60 -0.60      
Total Volume and Open Interest 41,464 142,717 -3,200
Euro-Bund(EUREX)
Sep16 160622 164.38 164.67 164.17 164.23 -0.21 603,850 1,652,158 +11,876
Dec16 160622 161.84 161.84 161.67 161.67 -0.21 12 77 +0
Mar17 160622 164.15 164.15 164.15 164.15 -0.21 1 1 +1
Total Volume and Open Interest 603,863 1,652,236 +11,877
Euro-Bobl(EUREX)
Sep16 160622 132.94 133.00 132.84 132.86 -0.09 484,584 1,385,640 -44,263
Dec16 160622 130.90 130.90 130.90 130.90 -0.11 1 110 -9
Mar17 160622 132.86 132.86 132.86 132.86 -0.09      
Total Volume and Open Interest 484,585 1,385,750 -44,272
Euro-Schatz(EUREX)
Sep16 160622 111.92 111.94 111.90 111.92 -0.00 279,416 1,148,976 +34,782
Dec16 160622 111.84 111.84 111.84 111.84 -0.01 0 184 +0
Mar17 160622 111.84 111.84 111.84 111.84 -0.01      
Total Volume and Open Interest 279,416 1,149,160 +34,782
3-Mth Euribor(EUREX)
Jun16 160613 100.262 100.262 100.262 100.262 -0.003 0 11,735 +0
Sep16 160622 100.275 100.275 100.275 100.275 unch 20 4,855 +0
Dec16 160622 100.300 100.300 100.300 100.300 unch 304 2,234 +200
Total Volume and Open Interest 334 96,172 +140
Long Gilt(LIFFE)
Jun16 160622 122~10 122~10 122~03 122~03 -0~14 19,336 17,987 -18,814
Sep16 160622 124~08 124~14 124~03 124~04 -0~14 150,250 475,719 -9,577
Total Volume and Open Interest 169,586 493,706 -28,391
3-Mth Short Sterling(LIFFE)
Sep16 160622 99.43 99.43 99.43 99.43 unch 78,644 425,351 -948
Dec16 160622 99.41 99.42 99.39 99.41 unch 112,527 489,855 +5,340
Mar17 160622 99.36 99.38 99.35 99.37 unch 119,298 349,955 +9,221
Jun17 160622 99.32 99.34 99.30 99.33 unch 94,526 307,052 +3,040
Sep17 160622 99.27 99.29 99.25 99.28 -0.01 114,360 255,793 -24,693
Dec17 160622 99.24 99.25 99.20 99.23 -0.02 119,995 320,602 -14,366
Total Volume and Open Interest 985,679 3,026,815 -22,379
3-Mth Euribor(LIFFE)
Sep16 160622 100.270 100.280 100.270 100.275 +0.005 59,300 388,577 -4,852
Dec16 160622 100.300 100.305 100.295 100.300 +0.005 72,507 483,038 -6,510
Mar17 160622 100.310 100.320 100.310 100.315 +0.005 44,057 428,055 -3,199
Total Volume and Open Interest 570,485 3,108,474 -6,497
3-Mth Aus T-Bills(SFE)
Sep16 160622 98.07 98.08 98.06 98.07 -0.01 17,934 215,969 -5,551
Dec16 160622 98.13 98.13 98.12 98.13 -0.01 21,242 181,706 -3,906
Mar17 160622 98.17 98.17 98.15 98.16 -0.01 19,403 136,253 -3,233
Jun17 160622 98.18 98.19 98.16 98.17 -0.02 10,265 111,424 +531
Sep17 160622 98.20 98.20 98.16 98.17 -0.03 5,340 77,062 +293
Dec17 160622 98.19 98.20 98.16 98.16 -0.05 3,334 63,119 +1,157
Mar18 160622 98.19 98.20 98.14 98.15 -0.05 1,980 37,938 +180
Jun18 160622 98.17 98.17 98.12 98.12 -0.06 1,249 28,000 +310
Sep18 160622 98.13 98.13 98.10 98.10 -0.06 362 4,435 +124
Dec18 160622 98.06 98.06 98.06 98.06 -0.06 0 2,251 +0
Total Volume and Open Interest 81,109 860,480 -10,095
10-Year Aus T-Bonds(SFE)
Sep16 160622 97.82 97.83 97.76 97.77 -0.06 115,199 831,846 -26,507
Dec16 160622 97.77 97.77 97.77 97.77 -0.06      
Total Volume and Open Interest 115,199 831,846 -26,507
3-Year Aus T-Bonds(SFE)
Sep16 160622 98.41 98.42 98.36 98.37 -0.05 115,259 707,949 -20,387
Dec16 160622 98.37 98.37 98.37 98.37 -0.05      
Total Volume and Open Interest 115,259 707,949 -20,387
Gold(CMX)
Jun16 160622 1267.0 1269.2 1264.9 1268.0 -2.5 153 606 -50
Aug16 160622 1271.4 1273.5 1263.8 1270.0 -2.5 193,799 424,865 +1,018
Oct16 160622 1275.3 1275.6 1267.6 1273.2 -2.5 5,240 29,227 -1,235
Dec16 160622 1278.1 1279.5 1270.4 1276.3 -2.5 6,507 72,800 -32
Feb17 160622 1280.6 1281.9 1273.2 1279.3 -2.5 3,929 11,052 -787
Apr17 160622 1278.3 1284.0 1278.3 1282.0 -2.5 479 6,459 -54
Jun17 160622 1285.8 1285.8 1281.5 1284.5 -2.5 173 12,811 +8
Aug17 160622 1290.0 1290.0 1286.9 1286.9 -2.5 41 1,486 +21
Oct17 160622 1289.0 1289.0 1289.0 1289.0 -2.5 0 640 +0
Dec17 160622 1287.5 1291.8 1287.5 1291.1 -2.5 348 7,873 +244
Feb18 160622 1291.1 1293.1 1291.1 1293.1 -2.5 0 48 +0
Apr18 160622 1295.1 1295.1 1295.1 1295.1 -2.5      
Total Volume and Open Interest 211,454 581,170 -794
Silver(CMX)
Jul16 160622 1731.0 1735.5 1712.5 1731.2 -0.7 62,870 83,808 -6,976
Sep16 160622 1737.0 1741.0 1717.5 1736.7 -0.7 17,563 77,333 +11,594
Dec16 160622 1744.5 1747.5 1725.0 1743.7 -0.7 2,692 36,687 +293
Mar17 160622 1748.0 1752.5 1748.0 1750.6 -0.7 127 5,808 +1
May17 160622 1754.5 1754.9 1754.5 1754.9 -0.7 1 230 +1
Jul17 160622 1760.5 1760.5 1756.0 1759.2 -0.7 0 2,408 +0
Sep17 160622 1763.5 1763.5 1763.5 1763.5 -0.7 5 202 +5
Total Volume and Open Interest 83,789 210,266 +4,924
Platinum(NYMEX)
Jul16 160622 979.0 988.9 976.3 983.5 +2.0 15,375 30,531 -3,223
Oct16 160622 981.9 991.0 978.7 985.6 +1.8 4,785 32,967 +2,804
Jan17 160622 987.8 989.1 982.8 987.7 +1.5 19 2,506 +1
Apr17 160622 990.0 990.0 990.0 990.0 +1.5 0 34 +0
Total Volume and Open Interest 20,194 66,054 -424
Palladium(NYMEX)
Jun16 160622 564.95 564.95 543.85 564.95 +10.90 6 13 -20
Sep16 160622 552.00 564.20 548.50 562.25 +10.90 4,865 23,759 -342
Dec16 160622 557.90 563.00 556.95 563.00 +10.90 9 388 +5
Total Volume and Open Interest 4,893 24,239 -366
Copper(CMX)
Jul16 160622 212.65 214.45 210.65 213.55 +1.95 59,826 85,788 -5,425
Sep16 160622 212.65 214.55 210.80 213.60 +1.80 15,260 88,726 +2,535
Dec16 160622 213.20 215.05 211.50 214.30 +1.80 2,677 35,326 -106
Mar17 160622 213.55 215.50 213.40 214.75 +1.80 455 7,529 +114
May17 160622 215.95 215.95 214.75 215.10 +1.70 106 1,082 -19
Total Volume and Open Interest 79,134 225,917 -2,861
E-mini DJIA Index(CBOT)
Sep16 160622 17729 17825 17673 17688 -49 145,413 115,333 +2,325
Dec16 160622 17661 17685 17596 17596 -49 45 186 +13
Mar17 160622 17533 17536 17533 17536 -49 1 12 +0
Jun17 160622 17495 17495 17495 17495 -49      
Total Volume and Open Interest 145,459 115,531 +2,338
S & P 500(CME)
Sep16 160622 2078.20 2091.00 2076.00 2076.70 -3.70 4,728 63,845 +647
Dec16 160622 2069.00 2083.80 2069.00 2069.00 -3.80 492 781 +342
Mar17 160622 2062.30 2077.50 2062.30 2062.30 -4.20      
Jun17 160622 2057.00 2072.20 2057.00 2057.00 -4.20      
Total Volume and Open Interest 5,220 64,626 +989
S & P 500 E-Mini(Globex)
Sep16 160622 2079.25 2091.25 2075.25 2076.75 -3.75 1,598,465 2,781,532 +7,091
Dec16 160622 2071.00 2083.50 2068.00 2069.00 -3.75 3,405 10,932 +1,049
Mar17 160622 2074.25 2076.50 2061.75 2062.25 -4.25 19 133 +5
Jun17 160622 2071.50 2071.50 2057.00 2057.00 -4.25 9 24 +9
Total Volume and Open Interest 1,601,898 2,792,621 +8,154
NASDAQ 100 E-Mini(Globex)
Sep16 160622 4397.30 4434.00 4391.00 4394.50 -5.80 195,423 221,390 -4,749
Dec16 160622 4388.30 4426.00 4386.50 4387.30 -5.50 52 152 -35
Mar17 160622 4406.30 4408.50 4386.00 4386.00 -5.50 2 20 +2
Total Volume and Open Interest 195,477 221,566 -4,782
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 160622 1489.10 1499.50 1485.60 1486.60 -3.70 18,401 84,574 +1,132
Dec16 160622 1482.10 1482.10 1482.10 1482.10 -4.90 0 13 +0
Total Volume and Open Interest 18,401 84,587 +1,132
Volatility Index(CBOE)
Jun16 160615 20.55 20.90 19.65 19.90 -0.68 182,968 84,024 -21,890
Jul16 160622 18.70 19.60 18.10 19.43 +0.75 122,612 219,562 +801
Aug16 160622 19.28 19.85 18.75 19.68 +0.35 55,472 81,596 +6,452
Sep16 160622 19.90 20.25 19.40 20.03 +0.10 21,380 28,237 -236
Total Volume and Open Interest 220,444 394,120 +7,365
Russell 2000(ICE)
Sep16 160622 1147.40 1157.50 1142.70 1143.10 -5.40 86,614 333,354 -3,583
Dec16 160622 1143.30 1143.30 1138.10 1138.10 -5.90 2 924 +0
Total Volume and Open Interest 86,616 334,528 -3,583
Nikkei 225(CME)
Sep16 160622 16180 16230 16020 16025 -180 13,160 33,092 -634
Dec16 160622 16065 16065 16035 16035 -180 3 35 +1
Total Volume and Open Interest 13,163 33,127 -633
Nikkei 225(SGX)
Sep16 160622 16125 16225 15930 15980 -175 78,023 193,030 +5,415
Dec16 160622 16060 16060 15865 15865 -175 22 5,374 -1
Mar17 160622 15835 15835 15835 15835 -170      
Total Volume and Open Interest 78,249 208,882 +5,246
Nikkei 225(CME) Yen
Jun16 160609 16785 16800 16505 16635 -180 57,760 54,753 -24,533
Sep16 160622 16100 16140 15925 15930 -185 46,352 66,503 -563
Dec16 160622 15800 15995 15800 15800 -185 0 14 +0
Total Volume and Open Interest 46,352 66,517 -563
Nikkei 225(CME) e-Mini Yen
Jun16 160609 16640 16640 16635 16640 -170 6 97 -5
Sep16 160622 15930 15930 15930 15930 -180 9 11 +5
Dec16 160622 15800 15800 15800 15800 -180      
Total Volume and Open Interest 9 11 +5
CAC 40(EURONEXT)
Jul16 160622 4403.0 4413.5 4357.5 4376.0 +13.5 94,905 261,759 -3,125
Aug16 160622 4373.5 4411.0 4368.0 4374.0 +13.5 46 65 +31
Sep16 160622 4394.5 4408.5 4359.5 4371.5 +12.0 600 7,632 -214
Total Volume and Open Interest 95,551 269,499 -3,308
Hang Seng Index(HKFE)
Jun16 160622 20480 20788 20400 20743 +268 118,199 97,244 -3,090
Jul16 160622 20500 20783 20409 20741 +267 1,344 5,970 +387
Total Volume and Open Interest 119,721 109,630 -2,754
DAX(EUREX)
Sep16 160622 10097.5 10141.5 10032.5 10129.5 +100.0 102,929 144,119 +9,394
Dec16 160622 10065.5 10125.0 10023.5 10118.0 +100.0 65 3,350 +13
Mar17 160622 10115.5 10115.5 10115.5 10115.5 +100.5      
Total Volume and Open Interest 102,994 147,469 +9,407
Mini-DAX(EUREX)
Jun16 160617 9668.0 9703.0 9608.0 9631.5 +62.5 21,290 11,063 -2,211
Sep16 160622 10094.0 10141.0 10033.0 10129.5 +100.0 21,061 8,058 +1,419
Dec16 160622 10071.0 10122.0 10032.0 10118.0 +100.0 48 38 -4
Total Volume and Open Interest 21,109 8,096 +1,415
FT-SE 100(EURONEXT)
Sep16 160622 6182.00 6263.50 6166.00 6251.50 +58.50 137,001 533,653 -1,509
Dec16 160622 6174.00 6214.50 6171.50 6214.50 +58.00 3 27 +1
Mar17 160622 6171.50 6171.50 6171.50 6171.50 +58.00      
Total Volume and Open Interest 137,004 533,680 -1,508
SPI 200(SFE)
Sep16 160622 5212.0 5251.0 5210.0 5217.0 +2.0 31,625 266,083 -2,375
Dec16 160622 5228.0 5228.0 5204.0 5204.0 +1.0 1 2,514 +1
Mar17 160622 5155.0 5155.0 5155.0 5155.0 +1.0 0 1,431 +0
Total Volume and Open Interest 31,630 270,606 -2,374
FTSE MIB(ISE)
Sep16 160622 17490.00 17505.00 17250.00 17425.00 unch 37,255 54,721 -986
Dec16 160622 17140.00 17300.00 17140.00 17300.00 unch 1 2 +1
Mar17 160622 17307.00 17307.00 17307.00 17307.00 unch      
Total Volume and Open Interest 37,256 54,723 -985
KOSPI 200(KFE)
Sep16 160622 245.75 247.80 245.15 247.40 +1.65 118,025 108,607 -2,563
Dec16 160622 246.60 248.50 246.00 248.20 +1.80 216 6,192 +18
Mar17 160622 244.45 245.75 244.45 245.75 +2.10 1 777 +0
Total Volume and Open Interest 118,243 118,466 -2,545
GSCI(CME)
Jul16 160622 382.00 382.65 374.60 376.90 -3.30 447 11,591 -147
Aug16 160622 376.90 381.05 375.70 376.90 -2.90      
Sep16 160622 378.40 378.40 378.40 378.40 -2.90      
Total Volume and Open Interest 447 11,591 -147
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.

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