Moore Research Center, Inc.

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

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Fri June 24, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul16 160624 1124.75 1132.00 1099.25 1103.00 -21.50 98,340 118,087 -10,142
Aug16 160624 1123.25 1131.00 1097.50 1101.50 -22.00 44,216 96,345 +974
Sep16 160624 1110.25 1116.75 1082.00 1086.25 -22.75 9,780 39,887 +530
Nov16 160624 1101.00 1109.50 1072.50 1078.50 -23.00 121,857 428,109 +9,523
Jan17 160624 1097.50 1106.50 1070.25 1076.50 -22.50 7,515 37,402 +1,097
Mar17 160624 1062.00 1071.25 1042.00 1048.00 -19.25 5,877 64,389 +838
May17 160624 1057.50 1065.00 1035.50 1040.75 -17.50 2,464 30,102 -11
Jul17 160624 1055.25 1063.50 1033.50 1039.50 -16.75 2,829 31,906 -493
Aug17 160624 1023.75 1023.75 1023.75 1023.75 -12.75 1 399 +0
Sep17 160624 980.00 991.00 980.00 991.00 -9.25 1 191 -1
Nov17 160624 970.25 973.00 955.00 963.25 -7.25 1,586 20,218 +17
Jan18 160624 964.25 964.25 964.25 964.25 -7.00 0 127 +0
Mar18 160624 963.75 963.75 963.75 963.75 -5.75 0 39 +0
May18 160624 965.25 965.25 965.25 965.25 -4.50 0 35 +0
Total Volume and Open Interest 294,474 867,426 +2,327
Soybean Meal(CBOT)
Jul16 160624 383.20 386.90 372.10 375.60 -7.60 34,990 44,102 -5,911
Aug16 160624 384.00 388.00 372.90 376.60 -7.40 19,210 48,555 +2,234
Sep16 160624 383.00 386.70 371.60 375.40 -7.60 9,450 45,088 +424
Oct16 160624 381.00 385.20 369.40 373.40 -7.60 6,308 28,952 +484
Dec16 160624 381.00 385.70 369.30 373.40 -7.60 37,182 156,253 +4,638
Jan17 160624 377.10 380.20 365.20 370.70 -6.80 2,920 20,835 +488
Mar17 160624 361.30 364.80 351.50 356.50 -5.10 2,193 21,538 +437
May17 160624 351.20 354.30 344.00 348.40 -1.90 1,082 17,144 -2
Jul17 160624 348.50 353.00 341.10 346.80 -1.70 1,148 11,946 -35
Aug17 160624 342.00 342.40 342.00 342.40 -1.30 36 1,718 -9
Total Volume and Open Interest 114,751 402,394 +2,847
Soybean Oil(CBOT)
Jul16 160624 31.74 31.75 30.93 30.99 -0.76 42,266 52,803 -7,865
Aug16 160624 31.90 31.90 31.07 31.13 -0.77 17,904 56,354 +1,183
Sep16 160624 32.02 32.02 31.20 31.27 -0.77 11,007 33,814 +142
Oct16 160624 32.15 32.15 31.30 31.39 -0.78 3,416 17,926 +9
Dec16 160624 32.46 32.46 31.56 31.66 -0.80 38,733 156,937 +4,613
Jan17 160624 32.57 32.57 31.79 31.87 -0.77 3,565 18,059 +396
Mar17 160624 32.55 32.55 31.88 31.95 -0.74 1,816 16,484 +145
May17 160624 32.52 32.52 31.96 32.03 -0.73 393 14,110 +115
Jul17 160624 32.81 32.81 32.17 32.25 -0.72 340 5,983 -11
Aug17 160624 32.32 32.32 32.28 32.32 -0.71 36 2,625 -3
Total Volume and Open Interest 119,671 381,508 -1,236
Canola(WCE)
Jul16 160624 473.2 473.5 461.2 464.2 -9.0 9,317 20,294 -6,610
Nov16 160624 485.5 485.5 474.5 476.9 -8.3 17,941 118,322 +1,306
Jan17 160624 490.0 490.2 480.0 482.6 -8.3 2,267 12,826 +809
Mar17 160624 490.8 491.5 486.1 488.4 -7.3 704 3,658 -27
May17 160624 493.3 495.0 489.9 492.9 -6.3 621 1,436 +87
Total Volume and Open Interest 31,288 159,574 -4,272
Corn(CBOT)
Jul16 160624 387.50 390.00 373.50 384.50 -2.75 211,875 189,131 -22,608
Sep16 160624 392.50 395.00 378.00 389.00 -3.50 105,415 544,534 +90
Dec16 160624 398.00 400.50 382.50 394.25 -3.50 144,104 485,505 -10,455
Mar17 160624 405.25 407.00 390.00 401.75 -3.50 14,470 97,165 +915
May17 160624 408.50 410.50 394.25 405.75 -3.50 3,809 22,522 -412
Jul17 160624 411.25 414.00 397.00 409.00 -3.00 4,143 57,768 -429
Sep17 160624 398.00 398.00 387.00 393.50 -3.25 1,164 9,723 +284
Dec17 160624 399.00 400.25 390.00 396.50 -1.75 4,887 36,174 -847
Mar18 160624 400.00 403.50 399.50 403.50 -1.75 47 1,297 +32
May18 160624 408.25 408.25 408.25 408.25 -1.75 19 363 +16
Total Volume and Open Interest 490,059 1,445,998 -33,368
Wheat(CBOT)
Jul16 160624 454.50 456.00 441.75 454.75 +0.50 49,107 61,715 -10,874
Sep16 160624 465.50 466.25 453.25 465.00 -0.75 57,355 195,177 +6,672
Dec16 160624 485.00 486.25 473.25 484.75 -1.50 31,245 94,246 -2,386
Mar17 160624 505.50 505.50 493.25 502.75 -2.00 10,918 29,244 -1,099
May17 160624 513.00 513.50 505.00 513.00 -2.25 2,061 6,704 +292
Jul17 160624 522.00 522.00 513.25 520.75 -2.75 1,887 16,712 +138
Total Volume and Open Interest 152,822 409,835 -7,272
Wheat(KCBT)
Jul16 160624 427.75 428.50 418.00 422.75 -5.00 16,550 41,969 -3,913
Sep16 160624 446.00 446.25 435.50 441.00 -4.50 20,879 106,014 +2,148
Dec16 160624 470.75 471.50 460.75 466.75 -4.00 5,438 48,571 +125
Mar17 160624 488.00 488.00 477.75 483.25 -4.25 708 14,720 -120
May17 160624 495.00 495.00 490.00 493.75 -4.00 167 6,732 -11
Jul17 160624 503.00 504.00 499.00 502.75 -3.50 877 6,639 +490
Sep17 160624 515.00 515.00 515.00 515.00 -3.75 0 167 +0
Total Volume and Open Interest 44,621 225,168 -1,282
Wheat(MGE)
Jul16 160624 521.50 521.50 515.00 517.75 -3.75 4,311 9,251 -1,741
Sep16 160624 531.00 532.25 523.25 526.50 -4.50 3,481 21,380 +702
Dec16 160624 546.00 546.00 538.50 541.50 -4.00 1,503 12,567 +88
Mar17 160624 559.00 559.00 552.00 555.00 -3.25 334 7,086 +9
May17 160624 562.00 563.75 560.00 562.50 -3.50 84 2,831 -6
Jul17 160624 569.75 570.50 567.50 569.25 -3.75 71 1,349 -19
Total Volume and Open Interest 9,784 54,840 -967
Oats(CBOT)
Jul16 160624 206.50 210.50 201.25 209.00 +1.75 640 1,848 -273
Sep16 160624 206.00 206.00 199.00 201.00 -4.75 393 2,999 +56
Dec16 160624 210.00 210.00 202.00 205.75 -4.25 623 4,678 +191
Mar17 160624 223.00 223.00 215.00 219.00 -4.00 89 467 +54
Total Volume and Open Interest 1,745 9,992 +28
Rough Rice(CBOT)
Jul16 160624 10.79 10.99 10.65 10.76 -0.05 1,240 2,509 -523
Sep16 160624 11.02 11.23 10.87 11.01 -0.03 1,362 6,151 +540
Nov16 160624 11.31 11.48 11.19 11.30 -0.02 212 1,172 +108
Jan17 160624 11.56 11.56 11.53 11.53 -0.03 0 98 +0
Total Volume and Open Interest 2,814 9,972 +125
Live Cattle(CME)
Jun16 160624 115.200 116.450 114.100 114.700 -2.050 2,410 5,572 -1,603
Aug16 160624 112.285 113.285 110.850 110.885 -2.965 17,053 121,727 +431
Oct16 160624 112.000 112.785 110.750 110.885 -2.750 5,072 58,189 +28
Dec16 160624 113.000 113.450 111.550 111.950 -2.450 5,023 37,703 +348
Feb17 160624 112.635 113.000 111.250 111.885 -2.045 1,173 10,247 -21
Apr17 160624 111.830 112.400 110.450 111.400 -1.750 625 6,996 +24
Total Volume and Open Interest 31,571 243,576 -780
Feeder Cattle(CME)
Aug16 160624 140.400 141.035 137.880 139.450 -2.930 4,869 25,818 -362
Sep16 160624 138.400 139.750 136.685 138.285 -2.545 1,018 4,842 -88
Oct16 160624 137.000 138.250 135.035 136.800 -2.350 898 4,548 +89
Nov16 160624 133.985 135.550 132.285 134.200 -2.180 537 4,589 -16
Jan17 160624 128.700 130.850 128.650 129.785 -2.000 166 1,015 +54
Mar17 160624 128.650 128.650 125.230 127.200 -1.785 54 285 +22
Apr17 160624 127.135 127.600 127.135 127.580 -0.920 1 25 +0
Total Volume and Open Interest 7,543 41,124 -301
Lean Hogs(CME)
Jul16 160624 83.980 84.480 83.680 84.050 -0.235 11,082 29,351 -4,484
Aug16 160624 84.450 85.430 84.200 84.980 -0.470 22,742 101,828 -994
Oct16 160624 71.200 72.100 71.000 71.950 -0.250 6,569 63,631 +1,095
Dec16 160624 63.630 64.250 63.535 64.150 -0.750 2,463 40,832 +607
Feb17 160624 66.535 66.800 66.035 66.635 -0.650 648 17,130 -8
Apr17 160624 69.050 69.650 68.650 69.650 -0.200 440 8,960 +233
May17 160624 75.200 75.500 75.200 75.200 -0.100 16 134 +5
Jun17 160624 76.450 77.080 76.100 77.080 -0.420 31 888 +16
Total Volume and Open Interest 44,008 262,974 -3,514
Class III Milk(CME)
Jun16 160624 13.23 13.24 13.22 13.22 -0.02 118 4,467 -43
Jul16 160624 15.01 15.01 14.80 14.84 -0.17 270 5,244 +19
Aug16 160624 16.23 16.23 15.77 15.91 -0.37 283 4,553 -61
Sep16 160624 16.66 16.66 16.19 16.34 -0.38 212 3,756 -37
Oct16 160624 16.45 16.45 16.24 16.34 -0.36 101 3,164 -25
Nov16 160624 16.39 16.39 16.15 16.18 -0.38 96 2,939 -41
Dec16 160624 16.16 16.16 15.82 15.93 -0.39 77 2,615 -22
Jan17 160624 15.97 15.97 15.82 15.90 -0.25 9 1,017 +7
Feb17 160624 15.90 15.99 15.85 15.95 -0.11 21 891 +20
Mar17 160624 16.05 16.05 15.95 15.95 -0.18 8 809 +8
Apr17 160624 16.25 16.25 16.10 16.18 -0.07 10 739 +6
May17 160624 16.34 16.34 16.19 16.20 -0.14 11 557 +10
Jun17 160624 16.50 16.50 16.30 16.30 -0.20 14 512 +11
Total Volume and Open Interest 1,239 32,119 -146
Cocoa(ICE)
Jul16 160624 3152 3152 3059 3070 -165 128 175 -121
Sep16 160624 3057 3100 3008 3023 -161 10,447 87,926 +1,238
Dec16 160624 3042 3079 2990 3003 -158 3,115 50,404 -243
Mar17 160624 3014 3050 2956 2970 -163 1,502 34,908 +21
May17 160624 3001 3035 2939 2954 -164 217 6,413 +61
Jul17 160624 3007 3007 2930 2941 -165 50 2,188 +1
Sep17 160624 2996 2996 2929 2929 -168 45 2,842 +4
Total Volume and Open Interest 15,530 188,129 +980
Coffee "C"(ICE)
Jul16 160624 138.50 138.50 133.50 134.35 -4.90 780 609 -693
Sep16 160624 139.70 139.80 136.10 137.15 -5.75 14,124 102,440 +183
Dec16 160624 142.00 142.50 138.95 139.90 -5.65 3,994 38,474 -11
Mar17 160624 145.40 145.40 141.65 142.50 -5.55 1,602 14,883 +57
May17 160624 147.00 147.00 143.00 143.90 -5.55 883 7,780 +419
Jul17 160624 147.55 147.55 144.15 145.10 -5.55 561 3,187 +180
Total Volume and Open Interest 22,281 175,146 +237
Orange Juice(ICE)
Jul16 160624 165.10 170.45 162.85 166.30 -0.90 1,449 3,672 -1,171
Sep16 160624 169.80 174.70 165.05 170.00 -1.55 1,519 10,674 +928
Nov16 160624 164.70 173.00 164.70 169.10 -1.80 30 1,723 +2
Jan17 160624 164.00 171.20 164.00 168.05 -2.25 50 630 +50
Mar17 160624 167.70 167.70 167.70 167.70 -2.60 0 33 +0
May17 160624 167.20 167.20 167.20 167.20 -2.60      
Total Volume and Open Interest 3,048 16,734 -191
Sugar #11(ICE)
Jul16 160624 18.58 19.12 18.41 19.00 -0.04 34,861 75,626 -18,972
Oct16 160624 18.71 19.29 18.53 19.16 -0.03 53,439 465,762 -2,575
Mar17 160624 19.01 19.49 18.84 19.37 -0.10 15,435 202,521 +3,733
May17 160624 18.44 18.76 18.30 18.66 -0.19 3,884 44,653 -9
Jul17 160624 17.90 18.27 17.88 18.13 -0.24 2,530 38,535 +407
Oct17 160624 17.70 17.99 17.69 17.91 -0.21 1,031 29,565 -360
Mar18 160624 17.55 17.88 17.55 17.81 -0.20 269 12,382 +45
May18 160624 17.31 17.41 17.29 17.41 -0.22 120 3,868 +2
Total Volume and Open Interest 111,633 881,711 -17,713
London Cocoa(LCE)
Jul16 160624 2344 2351 2309 2343 +57 8,038 74,849 -3,136
Sep16 160624 2290 2333 2282 2325 +60 8,274 69,223 -402
Dec16 160624 2246 2279 2233 2273 +60 6,599 57,731 -697
Mar17 160624 2205 2229 2179 2227 +61 1,719 46,620 +83
May17 160624 2180 2214 2179 2212 +60 320 13,385 +61
Jul17 160624 2183 2205 2181 2205 +60 19 2,148 +15
Sep17 160624 2175 2198 2174 2198 +61 0 1,219 +0
Total Volume and Open Interest 24,969 265,462 -4,076
London Sugar(LCE)
Aug16 160624 528.20 535.30 526.10 531.90 -1.80 4,981 37,471 -723
Oct16 160624 522.00 531.00 520.30 528.50 -0.80 3,988 29,549 +348
Dec16 160624 520.30 528.50 517.60 526.20 -0.30 1,469 14,470 -126
Mar17 160624 519.10 527.30 516.40 525.00 -0.40 2,026 12,452 +259
May17 160624 511.20 517.60 508.50 515.30 -2.50 225 3,390 +96
Total Volume and Open Interest 12,724 101,349 -139
Cotton(ICE)
Jul16 160624 63.90 64.94 63.70 64.50 -0.38 3,565 2,669 -2,406
Oct16 160624 65.15 65.43 64.06 64.83 -0.79 65 164 +14
Dec16 160624 65.35 65.43 63.83 64.42 -1.00 20,626 152,387 -1,285
Mar17 160624 65.85 65.91 64.44 65.01 -1.04 1,353 20,139 +540
May17 160624 65.35 65.81 64.90 65.43 -1.09 120 3,469 +18
Jul17 160624 65.66 66.23 65.42 65.94 -1.01 43 2,853 -11
Total Volume and Open Interest 25,855 186,122 -3,141
Lumber(CME)
Jul16 160624 293.6 297.7 293.2 295.5 -5.8 345 1,545 -211
Sep16 160624 302.2 305.0 301.0 303.5 -7.5 257 2,765 +74
Nov16 160624 306.5 308.0 305.5 305.5 -7.2 2 142 +2
Jan17 160624 313.0 315.0 313.0 313.0 -2.3 1 22 +1
Total Volume and Open Interest 605 4,525 -134
Crude Oil(NYM)
Aug16 160624 50.30 50.45 46.70 47.64 -2.47 569,939 452,185 -10,555
Sep16 160624 50.89 51.08 47.39 48.31 -2.45 147,669 252,100 -2,411
Oct16 160624 51.48 51.53 47.93 48.82 -2.43 66,627 104,053 -1,862
Nov16 160624 52.00 52.00 48.49 49.29 -2.42 33,112 92,062 +4,282
Dec16 160624 52.27 52.40 48.86 49.72 -2.40 86,479 233,287 -2,908
Jan17 160624 52.58 52.58 49.28 50.05 -2.40 10,619 44,247 -2,046
Feb17 160624 52.13 52.13 49.67 50.31 -2.39 3,887 27,647 -112
Mar17 160624 52.51 52.51 49.83 50.53 -2.38 12,199 65,950 -1,133
Apr17 160624 53.06 53.06 50.37 50.72 -2.35 2,309 18,943 +145
May17 160624 52.62 52.62 50.30 50.87 -2.33 1,595 18,290 -29
Jun17 160624 52.70 52.72 50.27 51.01 -2.30 28,533 72,023 -1,240
Jul17 160624 51.20 51.74 51.11 51.11 -2.26 3,250 17,315 -312
Aug17 160624 51.19 51.19 51.19 51.19 -2.24 2,225 12,615 +276
Sep17 160624 51.76 51.76 51.27 51.27 -2.22 3,626 28,348 -122
Oct17 160624 51.40 51.40 51.25 51.37 -2.20 495 9,804 +66
Nov17 160624 51.49 51.49 51.49 51.49 -2.18 335 11,159 +30
Total Volume and Open Interest 1,011,793 1,706,138 -18,843
e-miNY Crude Oil(NYM)
Aug16 160624 50.200 50.450 46.725 47.650 -2.450 12,720 1,369 -84
Sep16 160624 50.925 51.000 47.475 48.300 -2.450 280 335 -28
Oct16 160624 51.450 51.450 48.100 48.825 -2.425 28 87 +0
Nov16 160624 49.600 49.600 49.175 49.300 -2.400 11 14 +0
Dec16 160624 50.425 50.875 48.975 49.725 -2.400 21 293 +1
Jan17 160624 50.050 50.050 50.050 50.050 -2.400 0 15 +0
Feb17 160624 50.300 50.300 50.300 50.300 -2.400 0 9 +0
Mar17 160624 50.525 50.525 50.525 50.525 -2.375 0 12 +0
Apr17 160624 50.725 50.725 50.725 50.725 -2.350      
May17 160624 50.875 50.875 50.875 50.875 -2.325      
Total Volume and Open Interest 13,072 2,286 -114
NY Harbor ULSD(NYM)
Jul16 160624 152.52 152.97 143.84 145.53 -6.53 45,473 42,430 -9,201
Aug16 160624 153.49 153.93 144.86 146.85 -6.32 65,133 86,976 +5,371
Sep16 160624 155.20 155.66 146.63 148.62 -6.20 25,997 63,340 -160
Oct16 160624 152.06 152.48 148.22 150.32 -6.12 9,861 30,849 -1,182
Nov16 160624 154.30 154.30 149.85 151.98 -6.06 6,628 24,214 +111
Dec16 160624 158.61 158.61 151.28 153.43 -6.01 13,077 51,529 -1,498
Jan17 160624 152.98 156.33 152.85 154.90 -5.97 3,461 20,219 +373
Feb17 160624 153.80 157.31 153.80 155.90 -5.91 1,430 9,329 +281
Mar17 160624 157.20 157.48 155.63 156.31 -5.85 913 14,015 +173
Apr17 160624 161.50 161.50 155.69 155.85 -5.80 547 5,073 +113
May17 160624 155.41 156.63 154.99 155.71 -5.70 202 2,888 +15
Jun17 160624 158.09 158.09 154.98 155.86 -5.59 1,166 17,397 +692
Jul17 160624 156.00 156.50 156.00 156.46 -5.52 129 2,062 +8
Aug17 160624 157.57 157.90 157.19 157.19 -5.47 104 1,182 +25
Total Volume and Open Interest 175,444 399,768 -4,648
RBOB Gasoline(NYM)
Jul16 160624 160.70 161.00 151.70 152.50 -7.85 43,546 39,749 -8,289
Aug16 160624 161.45 161.80 152.39 153.38 -7.78 76,585 113,265 +7,956
Sep16 160624 161.03 161.05 151.98 153.15 -7.47 35,575 72,562 -69
Oct16 160624 149.14 149.14 140.63 142.06 -6.81 19,679 41,352 -1,062
Nov16 160624 141.85 142.24 138.10 139.37 -6.65 9,410 33,863 -358
Dec16 160624 144.28 144.28 135.92 137.39 -6.52 10,282 40,409 -671
Jan17 160624 138.48 139.01 137.29 137.43 -6.48 3,147 13,152 +700
Feb17 160624 139.28 140.32 138.32 138.50 -6.39 1,022 2,910 +306
Mar17 160624 141.89 141.93 139.99 140.19 -6.26 928 5,256 +336
Apr17 160624 162.30 162.40 161.06 161.26 -6.30 1,221 4,595 +366
Total Volume and Open Interest 205,229 401,849 -98
e-miNY RBOB Gasoline(NYM)
Jul16 160624 152.50 152.50 152.50 152.50 -7.90 0 1 +0
Aug16 160624 153.40 153.40 153.38 153.40 -7.80      
Sep16 160624 153.20 153.20 153.15 153.20 -7.40      
Oct16 160624 142.10 142.10 142.06 142.10 -6.80      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jul16 160624 2.703 2.703 2.625 2.662 -0.036 142,665 53,588 -28,045
Aug16 160624 2.737 2.737 2.655 2.694 -0.043 91,164 194,202 +3,382
Sep16 160624 2.738 2.741 2.662 2.702 -0.042 39,257 207,544 +159
Oct16 160624 2.795 2.795 2.722 2.753 -0.042 36,000 116,894 -1,620
Nov16 160624 2.945 2.945 2.880 2.910 -0.038 17,531 61,281 +1,089
Dec16 160624 3.198 3.204 3.129 3.175 -0.027 14,632 51,428 -434
Jan17 160624 3.333 3.336 3.258 3.309 -0.026 25,108 102,256 +1,399
Feb17 160624 3.324 3.324 3.249 3.298 -0.023 5,521 26,529 +636
Mar17 160624 3.244 3.259 3.200 3.250 -0.020 9,279 57,570 +491
Apr17 160624 2.984 2.993 2.933 2.983 -0.012 8,910 49,956 +522
May17 160624 2.931 2.962 2.910 2.954 -0.012 5,123 20,133 -675
Jun17 160624 2.954 2.989 2.934 2.984 -0.007 5,633 13,144 +2,906
Jul17 160624 2.980 3.026 2.974 3.019 -0.006 1,773 10,581 -77
Aug17 160624 2.982 3.035 2.982 3.027 -0.005 2,386 12,341 +106
Sep17 160624 2.971 3.013 2.966 3.005 -0.004 1,990 6,777 +47
Oct17 160624 2.987 3.035 2.979 3.026 -0.004 2,288 14,711 +22
Total Volume and Open Interest 412,107 1,054,545 -19,676
Brent Crude Oil(ICE)
Aug16 160624 50.69 50.74 47.54 48.41 -2.50 282,721 165,369 -33,286
Sep16 160624 51.32 51.39 48.24 49.04 -2.57 224,174 439,716 +5,172
Oct16 160624 51.78 51.81 48.74 49.49 -2.57 86,402 204,087 +10,442
Nov16 160624 52.11 52.14 49.09 49.82 -2.57 46,173 179,472 +4,117
Dec16 160624 52.53 52.53 49.55 50.24 -2.57 108,607 379,953 -7,876
Jan17 160624 53.15 53.15 49.93 50.60 -2.56 20,489 84,855 +4,386
Feb17 160624 52.91 52.91 50.22 50.88 -2.53 10,623 58,164 +846
Mar17 160624 52.96 52.96 50.48 51.14 -2.48 13,844 61,163 -915
Apr17 160624 53.39 53.39 50.72 51.36 -2.44 4,158 22,058 +182
May17 160624 51.71 51.88 51.27 51.58 -2.40 3,106 22,434 -6
Jun17 160624 53.75 53.75 51.14 51.79 -2.36 27,510 93,719 -2,115
Jul17 160624 52.01 52.01 52.01 52.01 -2.32 898 17,303 -40
Aug17 160624 52.19 52.19 52.19 52.19 -2.29 824 16,088 -147
Sep17 160624 52.80 52.80 52.25 52.33 -2.27 2,801 30,987 +295
Total Volume and Open Interest 880,678 2,230,491 -16,127
Gas Oil(ICE)
Jul16 160624 449.25 449.75 425.00 435.00 -14.25 49,648 106,468 -4,350
Aug16 160624 452.75 454.00 428.25 438.00 -14.50 53,527 145,978 -3,172
Sep16 160624 456.50 456.50 432.00 442.00 -14.00 19,103 67,034 -236
Oct16 160624 460.00 460.50 436.75 446.25 -14.00 10,986 47,774 +1,970
Nov16 160624 460.75 460.75 440.00 449.00 -14.00 6,273 35,342 +970
Dec16 160624 465.00 465.50 442.00 451.25 -14.00 21,842 97,807 -2,955
Jan17 160624 468.00 468.00 445.25 454.50 -13.75 2,765 25,753 +668
Feb17 160624 463.50 465.50 448.50 457.50 -13.75 1,700 13,393 +178
Mar17 160624 473.25 473.25 453.00 460.00 -13.50 2,017 21,733 -395
Apr17 160624 463.00 464.00 457.00 462.00 -13.50 1,414 9,941 -18
Total Volume and Open Interest 185,770 731,978 -6,005
Ethanol(CBOT)
Jul16 160624 1.581 1.604 1.555 1.595 +0.013 974 586 -405
Aug16 160624 1.571 1.582 1.545 1.579 +0.009 781 1,617 +364
Sep16 160624 1.555 1.565 1.535 1.559 +0.002 87 954 +20
Oct16 160624 1.531 1.531 1.531 1.531 +0.002 2 363 +0
Nov16 160624 1.509 1.509 1.509 1.509 +0.002 27 306 +0
Dec16 160624 1.488 1.488 1.488 1.488 +0.002 79 1,158 +23
Jan17 160624 1.467 1.467 1.467 1.467 +0.002 0 155 +0
Feb17 160624 1.464 1.464 1.464 1.464 +0.002 0 18 +0
Total Volume and Open Interest 1,950 5,157 +2
WTI Crude Oil(ICE)
Aug16 160624 49.85 49.85 46.63 47.64 -2.47 53,506 66,009 -1,601
Sep16 160624 50.44 50.45 47.35 48.31 -2.45 38,731 54,182 +3,715
Oct16 160624 50.88 50.88 47.87 48.82 -2.43 20,733 17,714 -1,041
Nov16 160624 51.14 51.14 48.47 49.29 -2.42 11,449 23,291 +51
Dec16 160624 51.55 51.55 48.91 49.72 -2.40 17,500 80,284 -716
Jan17 160624 50.66 50.78 49.51 50.05 -2.40 3,022 11,653 +227
Feb17 160624 50.38 50.59 50.11 50.31 -2.39 2,072 9,047 +562
Mar17 160624 51.15 51.15 50.31 50.53 -2.38 1,080 9,828 +208
Apr17 160624 51.33 51.33 50.52 50.72 -2.35 470 3,028 +77
May17 160624 50.87 50.87 50.87 50.87 -2.33 105 1,495 +11
Jun17 160624 51.60 51.60 50.92 51.01 -2.30 5,092 28,234 -2,221
Jul17 160624 51.11 51.11 51.11 51.11 -2.26 137 1,730 +45
Aug17 160624 51.19 51.19 51.19 51.19 -2.24 165 671 +3
Sep17 160624 51.27 51.27 51.27 51.27 -2.22 102 4,873 +2
Oct17 160624 51.37 51.37 51.37 51.37 -2.20 27 1,251 +0
Nov17 160624 51.49 51.49 51.49 51.49 -2.18 0 737 +0
Total Volume and Open Interest 157,993 414,205 -1,302
US Dollar Index(ICE)
Sep16 160624 93.750 96.700 93.730 95.575 +2.048 15,474 47,505 -206
Dec16 160624 93.820 96.700 93.820 95.677 +2.100 185 1,755 +14
Mar17 160624 94.650 96.400 94.345 95.777 +2.145 6 1,197 +2
Total Volume and Open Interest 15,665 50,459 -190
Australian Dollar(CME)
Sep16 160624 76.15 76.20 72.83 74.80 -0.96 74,264 77,080 -1,350
Dec16 160624 75.54 75.86 72.68 74.55 -0.97 23 493 +9
Mar17 160624 74.34 74.34 73.26 74.34 -0.97 0 11 +0
Total Volume and Open Interest 74,287 77,584 -1,341
British Pound(CME)
Sep16 160624 149.95 150.09 132.46 136.60 -11.53 144,319 199,285 +1,223
Dec16 160624 149.08 150.00 132.70 136.72 -11.50 179 753 +26
Mar17 160624 137.22 137.77 135.22 136.86 -11.46 0 98 +0
Total Volume and Open Interest 144,498 200,438 +1,249
Canadian Dollar(CME)
Sep16 160624 78.48 78.48 76.35 77.11 -1.03 52,357 115,804 +1,959
Dec16 160624 78.00 78.40 76.42 77.12 -1.03 2,760 3,755 -159
Mar17 160624 77.60 78.31 76.69 77.12 -1.05 20 262 +19
Jun17 160624 77.12 77.12 76.78 77.12 -1.07 0 116 +0
Total Volume and Open Interest 55,137 119,976 +1,819
Japanese Yen(CME)
Sep16 160624 94.20 101.31 94.00 98.12 +3.30 75,818 147,603 +3,515
Dec16 160624 95.00 101.38 94.46 98.45 +3.30 19 483 +0
Mar17 160624 97.61 99.04 97.61 98.80 +3.29 0 31 +0
Total Volume and Open Interest 75,837 148,225 +3,515
Swiss Franc(CME)
Sep16 160624 104.16 104.76 102.47 103.36 -1.55 21,631 38,288 -148
Dec16 160624 104.94 104.94 103.14 103.91 -1.52 0 84 +0
Mar17 160624 104.45 104.45 104.45 104.45 -1.51      
Total Volume and Open Interest 21,631 38,387 -148
EuroFX(CME)
Sep16 160624 114.50 114.55 109.47 111.56 -2.35 128,010 309,492 -2,374
Dec16 160624 114.86 114.87 109.94 111.93 -2.36 1,798 3,724 +167
Mar17 160624 111.97 114.70 111.63 112.31 -2.37 6 1,234 -2
Total Volume and Open Interest 129,818 315,188 -2,212
Mexican Peso(CME)
Jul16 160624 527.00 527.00 527.00 527.00 -18.00 2 6 +0
Aug16 160624 525.88 525.88 525.88 525.88 -18.13      
Total Volume and Open Interest 33,989 109,234 -1,909
Brazilian Real(CME)
Jul16 160624 296.30 297.65 286.50 295.65 -2.60 616 25,123 +201
Aug16 160624 290.05 293.90 287.70 293.55 -2.00 14 95 +7
Sep16 160624 284.95 291.35 284.95 290.55 -2.35 0 3,045 +0
Oct16 160624 288.20 288.20 288.20 288.20 -1.95      
Total Volume and Open Interest 630 28,293 +208
30-Year T-Bonds(CBOT)
Sep16 160624 165~270 173~250 165~250 169~310 +3~280 161,620 582,891 -438
Dec16 160624 169~180 171~050 168~170 168~170 +3~220 0 8 +0
Mar17 160624 167~130 167~130 167~130 167~130 +3~220      
Total Volume and Open Interest 161,620 582,899 -438
10-Year T-Notes(CBOT)
Sep16 160624 130~225 134~070 130~215 132~120 +1~180 916,892 2,771,629 -32,115
Dec16 160624 130~055 133~060 130~055 131~200 +1~180 0 17 +0
Mar17 160624 130~260 130~260 130~260 130~260 +1~180      
Total Volume and Open Interest 916,892 2,771,646 -32,115
5-Year T-Notes(CBOT)
Jun16 160624 121~146 122~252 121~146 122~024 +0~252 1,036 53,123 -547
Sep16 160624 120~270 122~284 120~260 121~244 +0~266 443,317 2,679,249 +4,451
Dec16 160624 121~230 121~230 121~230 121~230 +0~266      
Total Volume and Open Interest 444,353 2,732,372 +3,904
2 Year T-Notes(CBOT)
Jun16 160624 109~226 109~240 109~192 109~192 +0~084 139 6,422 +57
Sep16 160624 109~070 109~282 109~062 109~174 +0~094 160,321 1,019,361 +8,156
Dec16 160624 109~160 109~160 109~160 109~160 +0~094      
Total Volume and Open Interest 160,460 1,025,783 +8,213
Eurodollars(CME)
Sep16 160624 99.255 99.410 99.240 99.365 +0.105 132,189 1,179,359 +6,044
Dec16 160624 99.165 99.380 99.150 99.305 +0.130 134,350 1,305,391 -3,405
Mar17 160624 99.110 99.365 99.090 99.270 +0.150 116,063 938,953 -1,030
Jun17 160624 99.050 99.345 99.030 99.225 +0.165 113,699 852,655 -1,218
Sep17 160624 98.985 99.315 98.970 99.175 +0.175 130,129 813,695 -4,129
Dec17 160624 98.920 99.270 98.900 99.105 +0.175 132,916 1,143,834 -8,134
Mar18 160624 98.865 99.240 98.850 99.055 +0.175 87,698 586,367 +1,207
Jun18 160624 98.810 99.200 98.795 99.000 +0.175 87,189 420,836 -4,123
Sep18 160624 98.750 99.155 98.740 98.945 +0.175 78,543 397,909 +4,172
Dec18 160624 98.690 99.105 98.675 98.885 +0.175 89,354 556,399 -9,795
Mar19 160624 98.660 99.065 98.635 98.840 +0.175 59,838 344,198 +257
Jun19 160624 98.605 99.020 98.585 98.785 +0.175 58,855 271,080 +2,899
Sep19 160624 98.545 98.975 98.530 98.730 +0.175 32,532 195,293 -900
Dec19 160624 98.480 98.905 98.470 98.665 +0.175 30,238 232,120 -4,960
Mar20 160624 98.420 98.860 98.420 98.615 +0.175 21,477 120,951 -619
Jun20 160624 98.370 98.795 98.365 98.555 +0.175 24,750 65,886 -1,523
Sep20 160624 98.305 98.735 98.305 98.500 +0.180 14,385 72,927 -701
Dec20 160624 98.250 98.660 98.245 98.435 +0.175 14,009 91,962 -924
Total Volume and Open Interest 1,418,528 9,976,977 -32,540
Ultra T-Bond(CBOT)
Jun16 160621 178~02 178~03 177~28 177~28 -0~13 1,271 7,229 -701
Sep16 160624 177~21 187~07 177~20 182~11 +4~11 71,578 591,030 -1,660
Dec16 160624 181~12 181~12 181~12 181~12 +4~11      
Total Volume and Open Interest 71,578 591,030 -1,660
Ultra 10-Yr T-Note(CBOT)
Jun16 160621 142~115 142~115 142~115 142~115 -0~060 148 5,312 +0
Sep16 160624 142~090 146~240 142~060 144~170 +2~035 39,535 145,609 +767
Dec16 160624 144~110 144~110 144~110 144~110 +2~035      
Total Volume and Open Interest 39,535 145,609 +767
30 Day Federal Funds(CBOT)
Jun16 160624 99.625 99.632 99.620 99.622 -0.005 4,766 85,310 +585
Jul16 160624 99.625 99.670 99.625 99.635 +0.010 17,748 224,727 -6,135
Aug16 160624 99.590 99.680 99.590 99.650 +0.050 30,184 242,165 -7,554
Sep16 160624 99.570 99.690 99.565 99.650 +0.070 6,421 53,824 -121
Oct16 160624 99.525 99.710 99.520 99.660 +0.120 18,688 139,290 +6,374
Nov16 160624 99.520 99.715 99.510 99.655 +0.125 5,874 47,143 +754
Total Volume and Open Interest 101,406 1,013,820 -6,518
3-Mth Euro-Yen(CME)
Sep16 160624 99.990 99.990 99.990 99.990 unch      
Dec16 160624 99.990 99.990 99.990 99.990 unch      
Mar17 160624 99.990 99.990 99.990 99.990 unch      
Jun17 160624 99.990 99.990 99.990 99.990 unch      
Sep17 160624 99.990 99.990 99.990 99.990 unch      
Dec17 160624 99.990 99.990 99.990 99.990 unch      
Mar18 160624 99.995 99.995 99.995 99.995 unch      
Jun18 160624 99.855 99.855 99.855 99.855 unch      
Sep18 160624 99.715 99.715 99.715 99.715 unch      
Dec18 160624 99.575 99.575 99.575 99.575 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep16 160623 99.99 99.99 99.99 99.99 unch      
Dec16 160623 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160623 99.99 99.99 99.99 99.99 unch      
Jun17 160623 99.99 99.99 99.99 99.99 unch      
Sep17 160623 99.99 99.99 99.99 99.99 unch      
Dec17 160623 99.99 99.99 99.99 99.99 unch      
Mar18 160623 100.00 100.00 100.00 100.00 unch      
Jun18 160623 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160623 152.14 152.17 151.91 152.15 +0.04 1,065 19,386 -184
Dec16 160623 152.15 152.15 152.15 152.15 +0.04      
Mar17 160623 152.07 152.07 152.07 152.07 +0.04      
Total Volume and Open Interest 1,065 19,386 -184
Euro-Buxl(EUREX)
Sep16 160624 196.28 198.22 190.00 191.40 +8.46 45,717 145,898 +8,571
Dec16 160624 190.14 190.14 190.14 190.14 +8.46      
Mar17 160624 190.14 190.14 190.14 190.14 +8.46      
Total Volume and Open Interest 45,717 145,898 +8,571
Euro-Bund(EUREX)
Sep16 160624 168.50 168.86 165.59 165.99 +2.04 499,269 1,573,615 -18,643
Dec16 160624 165.63 165.63 163.21 163.27 +1.90 2 71 -4
Mar17 160624 166.99 166.99 165.84 165.84 +2.04 0 1 +0
Total Volume and Open Interest 499,271 1,573,687 -18,647
Euro-Bobl(EUREX)
Sep16 160624 133.83 134.12 133.22 133.49 +0.69 458,135 1,312,736 -24,628
Dec16 160624 131.56 131.56 131.49 131.49 +0.64 0 110 +0
Mar17 160624 133.49 133.49 133.49 133.49 +0.69      
Total Volume and Open Interest 458,135 1,312,846 -24,628
Euro-Schatz(EUREX)
Sep16 160624 112.27 112.29 112.00 112.07 +0.18 195,956 1,075,679 +8,899
Dec16 160624 112.14 112.14 112.04 112.04 +0.18 0 184 +0
Mar17 160624 112.04 112.04 112.04 112.04 +0.18      
Total Volume and Open Interest 195,956 1,075,863 +8,899
3-Mth Euribor(EUREX)
Jun16 160613 100.262 100.262 100.262 100.262 -0.003 0 11,735 +0
Sep16 160624 100.310 100.315 100.310 100.315 +0.040 24 4,855 +0
Dec16 160624 100.335 100.345 100.335 100.345 +0.045 35 1,999 -35
Total Volume and Open Interest 160 95,902 -70
Long Gilt(LIFFE)
Jun16 160624 124~11 124~11 124~04 124~04 +2~12 2,111 17,283 -369
Sep16 160624 127~01 127~14 126~08 126~16 +2~26 128,055 461,761 -4,816
Total Volume and Open Interest 130,166 479,044 -5,185
3-Mth Short Sterling(LIFFE)
Sep16 160624 99.56 99.59 99.50 99.53 +0.10 70,831 450,767 -2,225
Dec16 160624 99.58 99.75 99.53 99.57 +0.16 94,845 481,167 -3,037
Mar17 160624 99.57 99.75 99.54 99.58 +0.22 70,990 346,647 -7,138
Jun17 160624 99.53 99.75 99.52 99.58 +0.28 73,316 301,767 -1,924
Sep17 160624 99.55 99.73 99.48 99.56 +0.32 90,001 250,898 -3,859
Dec17 160624 99.47 99.68 99.44 99.53 +0.35 111,851 300,633 -10,214
Total Volume and Open Interest 796,514 2,976,138 -25,856
3-Mth Euribor(LIFFE)
Sep16 160624 100.275 100.385 100.275 100.315 +0.045 50,915 358,370 -13,377
Dec16 160624 100.295 100.500 100.295 100.340 +0.045 50,611 483,541 +1,431
Mar17 160624 100.310 100.545 100.305 100.350 +0.045 36,707 426,731 -1,571
Total Volume and Open Interest 441,285 3,085,486 -14,800
3-Mth Aus T-Bills(SFE)
Sep16 160624 98.07 98.21 98.03 98.16 +0.09 19,239 220,169 +2,877
Dec16 160624 98.12 98.30 98.07 98.25 +0.13 14,593 184,304 -10
Mar17 160624 98.14 98.33 98.09 98.28 +0.14 8,469 138,295 +1,073
Jun17 160624 98.15 98.34 98.10 98.29 +0.14 8,807 111,076 +256
Sep17 160624 98.14 98.33 98.09 98.29 +0.15 7,879 79,599 +1,847
Dec17 160624 98.14 98.32 98.09 98.29 +0.15 5,325 64,562 +2,138
Mar18 160624 98.12 98.30 98.06 98.27 +0.15 3,257 38,366 -474
Jun18 160624 98.10 98.27 98.05 98.24 +0.15 1,556 29,486 +449
Sep18 160624 98.06 98.23 98.00 98.21 +0.14 87 4,380 +84
Dec18 160624 97.99 98.17 97.99 98.17 +0.14 1 2,282 +1
Total Volume and Open Interest 69,217 874,842 +8,241
10-Year Aus T-Bonds(SFE)
Sep16 160624 97.74 98.03 97.65 97.99 +0.25 103,370 822,982 +7,570
Dec16 160624 97.99 97.99 97.99 97.99 +0.25      
Total Volume and Open Interest 103,370 822,982 +7,570
3-Year Aus T-Bonds(SFE)
Sep16 160624 98.34 98.59 98.28 98.55 +0.21 168,623 727,616 +17,213
Dec16 160624 98.55 98.55 98.55 98.55 +0.21      
Total Volume and Open Interest 168,623 727,616 +17,213
Gold(CMX)
Jun16 160624 1253.7 1355.6 1253.7 1320.0 +58.8 53 347 -191
Aug16 160624 1254.3 1362.6 1252.8 1322.4 +59.3 132,682 407,247 -5,672
Oct16 160624 1259.2 1365.5 1257.2 1325.6 +59.4 1,030 31,123 -56
Dec16 160624 1260.8 1368.9 1259.1 1328.8 +59.5 4,098 73,583 +671
Feb17 160624 1270.3 1369.0 1270.3 1331.6 +59.4 716 11,692 +313
Apr17 160624 1280.0 1371.0 1280.0 1334.2 +59.3 58 6,468 -15
Jun17 160624 1284.7 1367.5 1284.7 1336.6 +59.2 182 12,511 -180
Aug17 160624 1339.0 1339.0 1339.0 1339.0 +59.2 17 1,518 +15
Oct17 160624 1332.2 1356.8 1332.2 1341.2 +59.2 0 640 +0
Dec17 160624 1288.9 1370.6 1288.9 1343.3 +59.1 21 7,859 -8
Feb18 160624 1320.6 1345.3 1320.5 1345.3 +59.1 1 46 -1
Apr18 160624 1347.3 1347.3 1347.3 1347.3 +59.1      
Total Volume and Open Interest 139,700 566,569 -4,948
Silver(CMX)
Jul16 160624 1715.0 1837.0 1710.5 1778.9 +43.6 59,636 57,465 -9,602
Sep16 160624 1723.0 1842.0 1718.0 1783.9 +42.9 29,460 105,248 +16,548
Dec16 160624 1725.0 1837.5 1725.0 1790.9 +42.8 2,675 37,445 +340
Mar17 160624 1770.5 1844.5 1770.5 1797.7 +42.7 294 6,108 +84
May17 160624 1793.0 1810.0 1793.0 1802.1 +42.7 1 226 +1
Jul17 160624 1824.0 1824.0 1805.5 1806.4 +42.7 7 2,413 +4
Sep17 160624 1822.0 1823.0 1810.7 1810.7 +42.7 0 202 +0
Total Volume and Open Interest 92,112 213,000 +7,382
Platinum(NYMEX)
Jul16 160624 966.7 1001.0 955.3 987.1 +20.8 10,642 23,598 -2,509
Oct16 160624 967.8 1003.1 957.1 988.1 +20.0 3,983 37,940 +1,668
Jan17 160624 996.1 996.1 981.1 990.8 +20.2 37 2,531 +16
Apr17 160624 992.1 993.1 988.5 993.1 +20.2 0 34 +0
Total Volume and Open Interest 14,687 64,138 -812
Palladium(NYMEX)
Jun16 160624 552.40 553.00 548.80 548.80 -19.45 0 12 +0
Sep16 160624 567.95 568.00 541.50 546.45 -19.45 4,608 22,664 -861
Dec16 160624 557.05 560.95 545.00 547.10 -19.50 14 388 +6
Total Volume and Open Interest 4,623 23,144 -854
Copper(CMX)
Jul16 160624 216.70 217.55 206.60 211.05 -5.20 77,066 48,152 -20,492
Sep16 160624 217.00 217.85 207.00 211.60 -4.95 38,750 100,986 +6,102
Dec16 160624 217.30 217.60 207.95 212.35 -4.95 2,740 35,485 +17
Mar17 160624 214.90 214.90 210.35 212.95 -4.85 166 7,944 -10
May17 160624 210.00 214.95 210.00 213.45 -4.75 26 1,152 +1
Total Volume and Open Interest 119,360 200,978 -14,551
E-mini DJIA Index(CBOT)
Sep16 160624 17986 18025 17182 17247 -668 129,606 110,287 -1,896
Dec16 160624 17874 17899 17100 17153 -669 18 185 -5
Mar17 160624 17401 17401 17071 17084 -678 1 12 +0
Jun17 160624 17043 17043 17043 17043 -678      
Total Volume and Open Interest 129,625 110,484 -1,901
S & P 500(CME)
Sep16 160624 2115.00 2119.40 1999.00 2018.60 -87.20 3,787 64,616 +918
Dec16 160624 2010.30 2015.00 2010.30 2010.30 -87.70 56 1,081 +23
Mar17 160624 2003.50 2008.30 2003.50 2003.50 -87.80      
Jun17 160624 1998.20 2003.00 1998.20 1998.20 -87.80      
Total Volume and Open Interest 3,843 65,697 +941
S & P 500 E-Mini(Globex)
Sep16 160624 2115.75 2119.50 1999.00 2018.50 -87.25 1,419,838 2,779,028 +9,701
Dec16 160624 2107.50 2111.75 1991.00 2010.25 -87.75 1,512 11,521 -38
Mar17 160624 2100.00 2102.25 1984.75 2003.50 -87.75 38 143 +12
Jun17 160624 2090.00 2090.00 1998.00 1998.25 -87.75 2 194 -1
Total Volume and Open Interest 1,421,390 2,790,886 +9,674
NASDAQ 100 E-Mini(Globex)
Sep16 160624 4482.80 4494.00 4234.50 4262.30 -200.20 190,665 213,504 -4,657
Dec16 160624 4484.80 4484.80 4227.30 4256.80 -199.50 16 149 -3
Mar17 160624 4255.50 4475.50 4241.00 4255.50 -199.50 2 22 +2
Total Volume and Open Interest 190,683 213,679 -4,658
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 160624 1521.50 1525.20 1438.50 1452.10 -62.20 16,737 81,563 -1,750
Dec16 160624 1446.70 1513.80 1445.40 1446.70 -62.20 0 13 +0
Total Volume and Open Interest 16,737 81,576 -1,750
Volatility Index(CBOE)
Jun16 160615 20.55 20.90 19.65 19.90 -0.68 182,968 84,024 -21,890
Jul16 160624 16.65 27.65 16.07 22.65 +5.97 111,337 198,760 -9,303
Aug16 160624 17.60 25.65 17.20 22.13 +4.50 58,470 91,241 +2,315
Sep16 160624 18.36 24.54 18.12 22.03 +3.60 22,755 28,530 -851
Total Volume and Open Interest 225,311 383,959 -6,884
Russell 2000(ICE)
Sep16 160624 1166.60 1166.60 1081.00 1115.10 -54.70 87,174 329,348 -2,256
Dec16 160624 1160.60 1160.60 1110.10 1110.10 -54.70 3 924 +0
Total Volume and Open Interest 87,177 330,687 -2,256
Nikkei 225(CME)
Sep16 160624 16670 16720 14990 15245 -1345 13,302 32,461 +11
Dec16 160624 16260 16260 15060 15260 -1325 1 28 -1
Total Volume and Open Interest 13,303 32,489 +10
Nikkei 225(SGX)
Sep16 160624 16175 16485 14790 15145 -1030 61,721 187,997 -2,166
Dec16 160624 16240 16295 14830 15030 -1035 5 5,360 +4
Mar17 160623 16030 16030 16030 16030 +195      
Total Volume and Open Interest 69,806 206,001 -2,881
Nikkei 225(CME) Yen
Jun16 160609 16785 16800 16505 16635 -180 57,760 54,753 -24,533
Sep16 160624 16570 16630 14790 15120 -1375 40,546 66,134 +1,081
Dec16 160624 16380 16465 14685 14990 -1375 0 15 +0
Total Volume and Open Interest 40,546 66,149 +1,081
Nikkei 225(CME) e-Mini Yen
Jun16 160609 16640 16640 16635 16640 -170 6 97 -5
Sep16 160624 16330 16340 15120 15120 -1370 0 11 +0
Dec16 160624 14990 14990 14990 14990 -1370      
Total Volume and Open Interest 0 11 +0
CAC 40(EURONEXT)
Jul16 160624 4055.0 4195.5 3923.0 4102.0 -360.5 76,455 244,133 -6,936
Aug16 160624 4051.0 4156.0 3924.0 4100.0 -360.5 29 101 +13
Sep16 160624 4110.0 4189.0 3923.0 4097.0 -361.5 1,147 8,535 +962
Total Volume and Open Interest 77,631 252,812 -5,961
Hang Seng Index(HKFE)
Jun16 160624 20900 21097 19564 20156 -737 121,294 94,128 -3,296
Jul16 160624 20922 21096 19558 20158 -732 7,469 11,818 +3,781
Total Volume and Open Interest 129,439 112,432 +416
DAX(EUREX)
Sep16 160624 9350.0 9708.5 9152.5 9558.0 -678.5 94,139 135,459 -6,455
Dec16 160624 9355.0 9665.5 9164.5 9543.0 -682.5 81 3,391 +6
Mar17 160624 9540.0 9540.0 9540.0 9540.0 -681.5      
Total Volume and Open Interest 94,220 138,850 -6,449
Mini-DAX(EUREX)
Jun16 160617 9668.0 9703.0 9608.0 9631.5 +62.5 21,290 11,063 -2,211
Sep16 160624 9361.0 9709.0 9145.0 9558.0 -678.5 20,730 7,822 -337
Dec16 160624 9334.0 9659.0 9186.0 9543.0 -682.5 35 52 +4
Total Volume and Open Interest 20,765 7,874 -333
FT-SE 100(EURONEXT)
Sep16 160624 6192.00 6217.00 5675.00 6103.00 -182.50 146,482 532,248 +5,699
Dec16 160624 6169.00 6169.00 5750.00 6063.50 -185.00 33 38 +10
Mar17 160624 6020.50 6020.50 6020.50 6020.50 -185.00      
Total Volume and Open Interest 146,515 532,286 +5,709
SPI 200(SFE)
Sep16 160624 5234.0 5299.0 5024.0 5071.0 -163.0 26,400 264,155 -1,750
Dec16 160624 5030.0 5057.0 5030.0 5057.0 -163.0 3 2,514 +0
Mar17 160624 5008.0 5008.0 5008.0 5008.0 -163.0 0 1,431 +0
Total Volume and Open Interest 26,551 268,762 -1,694
FTSE MIB(ISE)
Sep16 160624 15800.00 16370.00 15600.00 15736.00 -2144.00 34,888 51,993 +0
Dec16 160624 15670.00 16045.00 15590.00 15614.00 -2141.00 8 51 +0
Mar17 160624 15621.00 15621.00 15621.00 15621.00 -2141.00      
Total Volume and Open Interest 34,896 52,044 +0
KOSPI 200(KFE)
Sep16 160624 247.35 249.35 235.65 238.95 -8.25 133,553 111,070 +4,570
Dec16 160624 248.60 249.60 236.60 239.60 -8.35 259 6,205 +13
Mar17 160624 246.95 246.95 235.75 236.50 -8.75 10 776 -2
Total Volume and Open Interest 133,822 120,941 +4,581
GSCI(CME)
Jul16 160624 370.00 371.40 367.70 368.90 -11.80 239 11,740 +163
Aug16 160624 368.90 368.90 368.90 368.90 -11.80      
Sep16 160624 370.40 370.40 370.40 370.40 -11.80      
Total Volume and Open Interest 239 11,740 +163
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

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy