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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue June 28, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul16 160628 1130.50 1165.50 1128.25 1150.50 +17.50 87,656 53,333 -51,777
Aug16 160628 1127.25 1162.00 1124.50 1146.25 +16.50 43,806 101,537 +2,145
Sep16 160628 1113.00 1146.00 1109.00 1130.25 +16.25 12,031 39,794 +47
Nov16 160628 1102.75 1136.75 1100.00 1120.25 +15.50 156,460 422,430 -10,279
Jan17 160628 1099.50 1132.00 1097.00 1116.75 +15.25 8,535 38,867 +910
Mar17 160628 1062.50 1091.25 1059.25 1080.75 +16.00 8,042 64,716 +103
May17 160628 1052.50 1078.50 1052.50 1067.50 +14.25 4,026 29,864 -364
Jul17 160628 1051.75 1075.75 1049.00 1066.25 +14.75 3,836 31,768 +167
Aug17 160628 1044.50 1049.25 1044.50 1049.25 +15.25 1 397 +1
Sep17 160628 1014.00 1014.00 1014.00 1014.00 +12.75 1 190 -1
Nov17 160628 979.50 996.00 978.75 986.00 +12.75 3,155 21,659 +1,082
Jan18 160628 990.75 990.75 986.50 986.50 +12.75 0 127 +0
Mar18 160628 984.50 984.50 984.50 984.50 +12.75 0 39 +0
May18 160628 985.25 985.25 985.25 985.25 +12.25 0 35 +0
Total Volume and Open Interest 327,591 804,996 -57,926
Soybean Meal(CBOT)
Jul16 160628 384.00 394.20 381.50 392.40 +8.40 24,408 24,434 -13,456
Aug16 160628 385.00 395.30 382.40 393.50 +8.50 19,081 48,249 -992
Sep16 160628 384.10 393.50 380.80 392.10 +8.70 9,989 45,399 +219
Oct16 160628 382.20 392.00 379.00 389.40 +7.80 5,755 29,388 +83
Dec16 160628 381.20 391.90 378.20 388.90 +7.40 42,161 158,496 +1,581
Jan17 160628 376.00 387.80 376.00 385.20 +7.10 2,708 20,868 -163
Mar17 160628 359.90 369.80 359.20 368.30 +6.70 3,488 22,001 +212
May17 160628 352.00 360.00 352.00 357.40 +6.20 1,877 17,495 +175
Jul17 160628 347.00 356.10 347.00 355.10 +6.00 1,624 11,859 -1
Aug17 160628 349.30 350.50 349.30 350.50 +6.00 61 1,709 -8
Total Volume and Open Interest 111,600 386,447 -12,190
Soybean Oil(CBOT)
Jul16 160628 31.27 31.78 31.07 31.11 -0.15 44,556 35,275 -12,825
Aug16 160628 31.40 31.92 31.22 31.25 -0.15 29,519 59,685 +2,107
Sep16 160628 31.55 32.06 31.35 31.39 -0.14 13,745 33,852 +252
Oct16 160628 31.64 32.17 31.48 31.50 -0.15 5,978 18,050 -53
Dec16 160628 31.94 32.49 31.73 31.76 -0.17 50,019 160,987 +4,965
Jan17 160628 32.14 32.69 31.96 31.99 -0.15 4,881 19,982 +1,588
Mar17 160628 32.22 32.67 32.06 32.10 -0.13 3,118 16,778 +3
May17 160628 32.43 32.72 32.22 32.22 -0.11 1,225 14,138 -8
Jul17 160628 32.65 32.95 32.46 32.47 -0.10 1,249 6,085 +11
Aug17 160628 32.62 32.62 32.53 32.53 -0.09 126 2,694 +62
Total Volume and Open Interest 154,709 373,945 -3,871
Canola(WCE)
Jul16 160628 468.9 482.4 468.2 473.3 +3.3 4,575 11,447 -4,273
Nov16 160628 482.7 496.3 480.2 485.6 +2.3 18,160 119,634 +533
Jan17 160628 487.8 502.1 486.8 491.8 +1.7 2,237 12,184 -466
Mar17 160628 492.5 507.7 492.5 497.6 +1.7 1,152 3,474 -338
May17 160628 497.1 512.4 497.1 502.4 +2.0 621 1,542 +62
Total Volume and Open Interest 27,412 151,887 -4,197
Corn(CBOT)
Jul16 160628 383.00 398.25 382.50 385.25 unch 180,562 105,751 -65,540
Sep16 160628 387.00 402.00 386.50 388.75 -0.50 124,957 560,112 +7,216
Dec16 160628 391.75 406.75 391.00 394.25 unch 196,954 483,210 -5,614
Mar17 160628 401.50 413.25 398.25 400.75 -0.25 17,492 98,507 +1,364
May17 160628 403.00 416.50 402.25 404.50 -0.50 5,393 22,619 +367
Jul17 160628 407.00 419.75 405.25 408.25 -0.25 9,525 57,404 +169
Sep17 160628 393.25 403.00 389.25 390.50 -3.25 2,362 10,648 +840
Dec17 160628 395.00 405.75 392.75 393.00 -3.50 9,176 33,150 -1,941
Mar18 160628 407.50 407.50 400.00 400.25 -3.25 44 1,312 -20
May18 160628 412.00 412.00 405.00 405.00 -3.25 16 365 -9
Total Volume and Open Interest 546,670 1,375,060 -63,080
Wheat(CBOT)
Jul16 160628 446.25 454.75 442.75 443.75 -3.00 44,990 23,180 -27,719
Sep16 160628 458.00 467.50 456.25 457.25 -1.00 84,548 213,644 +9,500
Dec16 160628 477.25 487.00 475.75 477.00 -1.00 27,408 94,338 +2,810
Mar17 160628 494.00 504.75 493.75 494.75 -0.75 5,162 30,426 +723
May17 160628 505.75 512.75 503.25 504.00 -1.50 1,343 7,188 +175
Jul17 160628 513.00 520.00 510.50 511.00 -1.75 1,572 17,597 +387
Total Volume and Open Interest 165,277 392,251 -14,188
Wheat(KCBT)
Jul16 160628 412.75 421.75 407.50 408.75 -4.00 21,203 29,925 -8,969
Sep16 160628 431.00 440.25 427.00 428.25 -3.00 26,779 114,522 +3,710
Dec16 160628 457.00 465.75 452.75 454.00 -3.00 5,313 48,389 -367
Mar17 160628 474.50 481.50 469.50 470.50 -3.00 2,035 15,136 +363
May17 160628 490.00 490.00 481.00 481.00 -3.00 576 6,986 +190
Jul17 160628 493.00 501.25 489.75 490.75 -2.75 1,254 7,785 +600
Sep17 160628 506.00 509.00 504.00 504.00 -3.00 0 328 +0
Total Volume and Open Interest 57,192 223,416 -4,491
Wheat(MGE)
Jul16 160628 506.25 514.00 500.00 501.25 -5.25 3,227 5,851 -1,180
Sep16 160628 514.75 523.25 512.00 513.25 -1.50 6,500 22,198 +471
Dec16 160628 531.25 538.50 528.00 528.75 -1.50 2,659 12,320 +23
Mar17 160628 545.00 551.25 542.00 542.75 -1.50 1,147 7,339 +244
May17 160628 558.00 558.00 550.50 551.25 -1.00 222 2,857 +9
Jul17 160628 565.00 565.00 558.25 558.25 -0.75 143 1,392 +16
Total Volume and Open Interest 14,181 52,488 -273
Oats(CBOT)
Jul16 160628 208.75 219.00 203.00 206.00 +2.00 811 902 -739
Sep16 160628 200.25 204.50 199.00 199.00 +0.75 433 3,249 +115
Dec16 160628 201.00 207.25 200.25 202.50 +1.75 578 5,019 +202
Mar17 160628 216.00 216.00 214.00 215.00 +1.25 101 697 +89
Total Volume and Open Interest 1,923 9,867 -333
Rough Rice(CBOT)
Jul16 160628 10.91 10.94 10.63 10.68 -0.17 775 1,492 -641
Sep16 160628 11.16 11.20 10.88 10.94 -0.16 1,089 6,835 +389
Nov16 160628 11.45 11.45 11.16 11.22 -0.15 168 1,389 +98
Jan17 160628 11.44 11.44 11.44 11.44 -0.17 3 100 +2
Total Volume and Open Interest 2,054 9,853 -157
Live Cattle(CME)
Jun16 160628 116.250 117.200 116.200 117.080 +1.150 1,487 3,632 -856
Aug16 160628 112.580 113.250 112.400 112.730 +0.695 21,256 120,958 +294
Oct16 160628 112.550 113.450 112.535 113.050 +0.750 8,648 57,906 -410
Dec16 160628 113.430 114.300 113.430 113.900 +0.670 5,903 38,490 +606
Feb17 160628 113.230 113.730 113.150 113.430 +0.480 2,162 10,580 +179
Apr17 160628 112.600 112.850 112.400 112.550 +0.265 1,501 7,476 +239
Total Volume and Open Interest 41,502 242,541 +376
Feeder Cattle(CME)
Aug16 160628 140.350 141.380 140.080 140.685 +0.500 3,842 25,472 +47
Sep16 160628 139.285 140.035 139.035 139.735 +0.485 1,085 5,175 +94
Oct16 160628 137.880 138.450 137.535 138.250 +0.370 1,133 4,807 +34
Nov16 160628 135.380 135.785 134.985 135.700 +0.515 594 4,602 -94
Jan17 160628 131.000 131.600 130.735 131.550 +0.550 208 1,096 +46
Mar17 160628 128.150 128.735 127.980 128.735 +0.985 54 299 +8
Apr17 160628 128.350 128.400 127.400 128.350 +0.850 6 32 +3
Total Volume and Open Interest 6,922 41,487 +138
Lean Hogs(CME)
Jul16 160628 83.600 83.730 82.785 83.150 unch 4,671 25,153 -1,820
Aug16 160628 83.650 84.400 83.180 83.980 +0.480 11,434 100,039 -868
Oct16 160628 71.350 72.100 71.000 72.035 +0.900 4,752 64,862 +234
Dec16 160628 63.750 64.285 63.700 64.250 +0.600 3,935 41,481 +240
Feb17 160628 66.680 67.285 66.500 67.225 +0.590 1,323 17,333 +254
Apr17 160628 70.200 71.250 70.000 71.230 +0.930 1,071 9,670 +478
May17 160628 75.200 75.580 75.200 75.580 +0.380 0 143 +0
Jun17 160628 78.300 78.830 78.300 78.800 +1.070 123 960 +38
Total Volume and Open Interest 27,316 259,869 -1,443
Class III Milk(CME)
Jun16 160628 13.24 13.24 13.22 13.23 +0.01 88 4,306 -76
Jul16 160628 14.89 15.20 14.82 15.12 +0.23 295 5,271 -40
Aug16 160628 15.83 16.48 15.73 16.31 +0.45 311 4,522 -19
Sep16 160628 16.19 16.70 16.18 16.55 +0.27 237 3,713 -31
Oct16 160628 16.23 16.59 16.22 16.48 +0.21 80 3,227 +4
Nov16 160628 16.20 16.48 16.19 16.37 +0.16 112 2,998 +52
Dec16 160628 15.95 16.22 15.95 16.09 +0.10 60 2,623 +15
Jan17 160628 15.86 16.00 15.86 15.94 +0.08 40 1,040 +11
Feb17 160628 15.90 16.04 15.90 15.95 +0.05 26 914 +0
Mar17 160628 15.90 16.10 15.90 16.01 +0.09 18 838 +3
Apr17 160628 16.09 16.12 16.08 16.08 +0.01 14 778 +7
May17 160628 16.19 16.23 16.19 16.23 +0.04 30 619 +14
Jun17 160628 16.34 16.34 16.34 16.34 +0.04 38 529 +2
Total Volume and Open Interest 1,375 32,268 -45
Cocoa(ICE)
Jul16 160628 3066 3066 3040 3050 +16 87 91 -81
Sep16 160628 3009 3031 2990 3006 +20 32,326 88,979 -982
Dec16 160628 2980 3005 2963 2978 +17 13,287 51,493 +769
Mar17 160628 2949 2966 2929 2942 +18 5,286 36,246 +906
May17 160628 2934 2951 2915 2926 +18 1,835 6,906 +439
Jul17 160628 2923 2941 2907 2915 +20 456 2,221 +41
Sep17 160628 2912 2931 2906 2906 +23 1,185 3,863 +1,029
Total Volume and Open Interest 55,571 194,120 +3,172
Coffee "C"(ICE)
Jul16 160628 137.50 140.00 137.50 138.90 +4.40 82 396 -31
Sep16 160628 137.20 141.55 137.00 140.60 +4.55 20,741 102,290 -1,821
Dec16 160628 139.95 144.20 139.95 143.25 +4.30 4,827 39,384 +646
Mar17 160628 142.85 146.55 142.60 145.80 +4.15 2,191 15,174 +145
May17 160628 144.40 147.95 144.40 147.20 +4.10 743 8,054 +153
Jul17 160628 146.40 149.05 146.40 148.45 +4.10 225 3,119 -51
Total Volume and Open Interest 29,007 176,341 -829
Orange Juice(ICE)
Jul16 160628 165.00 166.90 164.25 166.20 +0.70 661 2,054 -575
Sep16 160628 168.10 170.60 167.60 170.00 +1.50 1,851 12,444 +656
Nov16 160628 167.65 170.45 167.65 170.00 +1.50 80 1,776 +44
Jan17 160628 169.35 169.35 169.35 169.35 +1.50 8 665 +8
Mar17 160628 169.45 169.45 169.45 169.45 +1.50 0 33 +0
May17 160628 168.95 168.95 168.95 168.95 +1.50      
Total Volume and Open Interest 2,600 16,974 +133
Sugar #11(ICE)
Jul16 160628 19.53 19.99 19.53 19.81 +0.33 28,503 59,817 -7,157
Oct16 160628 19.79 20.15 19.72 19.94 +0.30 71,872 467,305 +3,350
Mar17 160628 19.93 20.25 19.89 20.04 +0.25 19,991 202,403 -342
May17 160628 19.10 19.40 19.06 19.17 +0.18 6,649 45,374 +632
Jul17 160628 18.45 18.77 18.41 18.52 +0.16 4,157 39,012 +402
Oct17 160628 18.13 18.40 18.10 18.16 +0.11 1,649 29,875 +470
Mar18 160628 17.94 18.20 17.90 17.93 +0.04 488 12,637 +93
May18 160628 17.54 17.70 17.43 17.45 +0.01 52 3,888 +10
Total Volume and Open Interest 133,388 869,278 -2,538
London Cocoa(LCE)
Jul16 160628 2395 2402 2378 2395 unch 7,065 72,748 +334
Sep16 160628 2361 2374 2350 2364 +3 18,737 69,427 +181
Dec16 160628 2299 2318 2293 2308 unch 7,229 58,520 +520
Mar17 160628 2251 2270 2245 2260 unch 6,432 45,970 +682
May17 160628 2251 2254 2229 2243 -1 2,900 14,778 +1,283
Jul17 160628 2247 2247 2227 2236 -1 753 2,278 +102
Sep17 160628 2229 2229 2229 2229 -1 242 1,387 +163
Total Volume and Open Interest 43,426 265,461 +3,331
London Sugar(LCE)
Aug16 160628 545.00 553.10 543.80 548.10 +6.50 4,360 35,987 -5
Oct16 160628 541.30 548.90 540.10 544.70 +7.50 2,601 29,830 +115
Dec16 160628 540.00 545.20 537.70 541.00 +6.30 969 14,598 +54
Mar17 160628 536.90 542.10 536.10 538.30 +5.60 1,262 13,578 +422
May17 160628 526.30 531.90 525.50 527.80 +6.20 322 3,659 +114
Total Volume and Open Interest 9,802 101,922 +901
Cotton(ICE)
Jul16 160628 64.36 65.00 64.36 64.66 +1.18 358 429 -360
Oct16 160628 64.91 66.38 64.91 66.14 +1.45 25 128 -14
Dec16 160628 64.34 65.97 64.15 65.86 +1.48 18,726 152,485 -197
Mar17 160628 65.06 66.28 64.58 66.12 +1.35 1,202 21,075 +107
May17 160628 65.35 66.46 65.35 66.34 +1.26 279 3,562 +102
Jul17 160628 65.70 66.84 65.69 66.70 +1.25 83 2,901 +32
Total Volume and Open Interest 20,754 185,126 -332
Lumber(CME)
Jul16 160628 297.3 304.6 295.5 299.3 +4.7 389 1,087 -143
Sep16 160628 300.5 308.2 298.6 302.9 +4.7 344 2,919 -27
Nov16 160628 307.1 312.8 305.4 305.4 +2.1 27 160 +6
Jan17 160628 309.7 313.0 309.0 309.7 +0.7 25 37 +15
Total Volume and Open Interest 787 4,255 -148
Crude Oil(NYM)
Aug16 160628 46.59 48.18 46.54 47.85 +1.52 649,446 443,760 -7,332
Sep16 160628 47.22 48.88 47.22 48.59 +1.57 142,712 248,792 -3,772
Oct16 160628 47.82 49.43 47.82 49.17 +1.62 60,339 104,600 -873
Nov16 160628 48.48 49.91 48.46 49.72 +1.66 28,893 92,802 -635
Dec16 160628 48.79 50.42 48.76 50.20 +1.68 110,212 227,165 -4,897
Jan17 160628 49.19 50.72 49.15 50.59 +1.71 10,540 45,672 +58
Feb17 160628 49.79 50.90 49.79 50.90 +1.72 4,439 28,241 +29
Mar17 160628 49.76 51.38 49.73 51.16 +1.72 11,942 65,176 -622
Apr17 160628 50.00 51.37 50.00 51.37 +1.72 3,738 20,035 +472
May17 160628 50.52 51.67 50.52 51.55 +1.72 1,972 18,748 +380
Jun17 160628 50.23 51.83 50.23 51.71 +1.72 22,643 73,448 +229
Jul17 160628 51.84 51.84 50.30 51.84 +1.72 1,245 17,400 +143
Aug17 160628 51.30 51.96 51.30 51.96 +1.73 896 12,688 +108
Sep17 160628 51.85 52.07 51.85 52.07 +1.73 3,005 28,229 -206
Oct17 160628 51.50 52.20 51.50 52.20 +1.73 263 9,834 +24
Nov17 160628 52.36 52.36 51.03 52.36 +1.74 307 11,186 +17
Total Volume and Open Interest 1,096,908 1,684,266 -21,775
e-miNY Crude Oil(NYM)
Aug16 160628 46.625 48.225 46.500 47.850 +1.525 21,021 1,702 +267
Sep16 160628 47.250 48.875 47.250 48.600 +1.575 779 436 +66
Oct16 160628 48.100 49.350 48.100 49.175 +1.625 48 88 -1
Nov16 160628 48.400 49.725 48.400 49.725 +1.675 30 14 +0
Dec16 160628 48.825 50.200 48.825 50.200 +1.675 46 286 -7
Jan17 160628 50.600 50.600 50.600 50.600 +1.725 0 15 +0
Feb17 160628 50.900 50.900 50.900 50.900 +1.725 0 9 +0
Mar17 160628 51.100 51.150 51.100 51.150 +1.700 0 12 +0
Apr17 160628 51.375 51.375 51.375 51.375 +1.725      
May17 160628 51.550 51.550 51.550 51.550 +1.725      
Total Volume and Open Interest 21,933 2,721 +333
NY Harbor ULSD(NYM)
Jul16 160628 143.78 147.86 143.60 147.11 +4.19 41,202 29,306 -6,903
Aug16 160628 144.95 149.70 144.76 148.40 +4.23 79,292 88,238 +940
Sep16 160628 146.62 150.91 146.43 150.07 +4.24 25,912 65,082 +814
Oct16 160628 148.67 152.43 148.67 151.68 +4.20 13,497 31,398 +752
Nov16 160628 149.83 153.68 149.83 153.27 +4.18 8,069 24,842 +328
Dec16 160628 151.30 155.41 151.30 154.66 +4.15 13,187 50,985 +406
Jan17 160628 153.45 156.72 153.45 156.11 +4.13 2,914 20,169 -141
Feb17 160628 156.06 157.59 154.97 157.13 +4.13 2,976 10,565 +1,196
Mar17 160628 156.26 157.98 155.09 157.57 +4.13 1,260 14,212 +120
Apr17 160628 156.44 157.74 155.13 157.18 +4.14 2,160 5,614 +549
May17 160628 156.36 157.70 155.20 157.17 +4.18 492 2,943 +54
Jun17 160628 156.13 158.04 154.93 157.44 +4.21 655 17,631 +60
Jul17 160628 156.70 158.50 155.82 158.16 +4.24 217 2,071 +12
Aug17 160628 158.98 158.98 155.19 158.98 +4.27 150 1,241 +43
Total Volume and Open Interest 193,730 393,039 -1,310
RBOB Gasoline(NYM)
Jul16 160628 148.75 152.00 148.20 151.00 +3.33 40,205 28,222 -6,553
Aug16 160628 149.62 153.05 149.08 151.99 +3.35 71,779 116,717 +512
Sep16 160628 149.49 152.91 149.00 151.91 +3.26 32,228 76,391 +2,351
Oct16 160628 138.67 142.14 138.41 141.26 +3.25 18,629 43,526 +2,260
Nov16 160628 136.24 139.05 136.24 138.80 +3.27 10,214 33,064 -873
Dec16 160628 134.58 137.93 134.11 137.01 +3.29 13,827 42,132 +1,753
Jan17 160628 133.81 137.75 133.34 137.15 +3.31 2,885 13,160 -162
Feb17 160628 137.84 138.47 136.21 138.30 +3.28 649 2,739 -99
Mar17 160628 140.02 140.95 137.70 140.05 +3.25 1,692 5,847 +519
Apr17 160628 158.79 160.84 158.63 160.84 +3.02 390 4,722 +38
Total Volume and Open Interest 194,758 401,108 -300
e-miNY RBOB Gasoline(NYM)
Jul16 160628 151.00 151.00 151.00 151.00 +3.30 0 1 +0
Aug16 160628 152.00 152.00 151.99 152.00 +3.40      
Sep16 160628 151.90 151.91 151.90 151.90 +3.20      
Oct16 160628 141.30 141.30 141.26 141.30 +3.30      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jul16 160628 2.726 2.934 2.721 2.917 +0.201 46,173 23,068 -5,504
Aug16 160628 2.751 2.896 2.743 2.890 +0.149 77,123 206,017 -2,486
Sep16 160628 2.752 2.893 2.748 2.888 +0.144 29,690 209,911 -1,062
Oct16 160628 2.798 2.932 2.790 2.927 +0.139 28,934 115,753 -1,146
Nov16 160628 2.954 3.063 2.948 3.058 +0.119 15,627 63,532 +1,395
Dec16 160628 3.205 3.301 3.205 3.296 +0.102 9,602 51,994 +429
Jan17 160628 3.339 3.431 3.339 3.426 +0.100 13,804 101,235 -602
Feb17 160628 3.337 3.412 3.337 3.409 +0.095 3,293 26,792 -279
Mar17 160628 3.274 3.355 3.274 3.351 +0.088 6,076 58,755 +37
Apr17 160628 2.993 3.053 2.991 3.048 +0.065 6,010 50,307 +330
May17 160628 2.971 3.010 2.962 3.005 +0.055 2,501 20,108 -274
Jun17 160628 2.997 3.033 2.987 3.029 +0.050 1,783 13,005 +581
Jul17 160628 3.023 3.059 3.016 3.056 +0.045 859 10,557 -28
Aug17 160628 3.034 3.064 3.028 3.063 +0.045 646 12,577 +90
Sep17 160628 3.006 3.048 3.006 3.041 +0.045 526 6,974 +37
Oct17 160628 3.030 3.064 3.027 3.063 +0.045 1,077 15,388 +187
Total Volume and Open Interest 246,070 1,040,127 -10,152
Brent Crude Oil(ICE)
Aug16 160628 47.61 48.79 47.47 48.58 +1.42 351,742 138,331 -6,570
Sep16 160628 48.19 49.45 48.05 49.26 +1.49 283,840 481,084 +11,857
Oct16 160628 48.66 49.97 48.56 49.77 +1.52 107,683 212,290 +7,863
Nov16 160628 49.01 50.37 48.91 50.17 +1.55 55,582 172,701 -2,864
Dec16 160628 49.45 50.86 49.35 50.65 +1.58 150,529 378,859 -14,202
Jan17 160628 49.82 51.21 49.75 51.04 +1.59 20,296 86,172 +294
Feb17 160628 50.12 51.52 50.05 51.36 +1.60 10,781 61,089 +1,063
Mar17 160628 50.40 51.75 50.33 51.66 +1.61 15,539 60,254 +7
Apr17 160628 50.65 52.01 50.58 51.93 +1.62 4,135 22,761 +539
May17 160628 51.36 52.20 51.22 52.20 +1.63 2,558 22,355 +18
Jun17 160628 51.16 52.60 51.10 52.47 +1.64 25,340 95,538 +1,906
Jul17 160628 53.22 53.22 52.74 52.74 +1.66 660 17,338 +202
Aug17 160628 52.97 52.97 52.97 52.97 +1.67 878 16,108 +4
Sep17 160628 52.60 53.16 52.55 53.16 +1.69 2,974 33,219 +346
Total Volume and Open Interest 1,096,560 2,255,596 +994
Gas Oil(ICE)
Jul16 160628 425.75 437.50 425.00 428.50 +7.75 53,487 98,516 -3,259
Aug16 160628 429.25 441.25 428.50 432.50 +8.25 90,653 136,500 -6,764
Sep16 160628 433.25 445.25 432.75 436.75 +8.00 41,696 72,692 +2,347
Oct16 160628 437.75 449.75 437.50 441.25 +8.00 16,625 48,556 -2,054
Nov16 160628 440.75 452.25 440.25 444.00 +8.00 7,650 36,616 +295
Dec16 160628 442.75 454.75 442.75 446.50 +8.00 27,578 94,103 -1,939
Jan17 160628 446.25 457.75 446.25 450.00 +8.00 4,213 26,571 +301
Feb17 160628 450.50 460.25 450.50 453.25 +8.00 3,355 13,487 -4
Mar17 160628 455.25 463.25 454.25 456.25 +8.25 2,643 21,474 +153
Apr17 160628 457.00 463.25 457.00 458.75 +8.25 1,091 9,845 -39
Total Volume and Open Interest 265,858 721,669 -10,285
Ethanol(CBOT)
Jul16 160628 1.646 1.647 1.601 1.608 -0.012 212 384 -70
Aug16 160628 1.611 1.639 1.599 1.601 -0.005 240 1,833 +107
Sep16 160628 1.595 1.615 1.579 1.579 -0.005 146 905 -62
Oct16 160628 1.583 1.583 1.551 1.551 -0.005 90 297 -64
Nov16 160628 1.526 1.526 1.526 1.526 -0.005 75 354 +34
Dec16 160628 1.500 1.500 1.500 1.500 -0.006 75 1,159 +0
Jan17 160628 1.479 1.479 1.479 1.479 -0.006 0 155 +0
Feb17 160628 1.476 1.476 1.476 1.476 -0.006 0 18 +0
Total Volume and Open Interest 838 5,105 -55
WTI Crude Oil(ICE)
Aug16 160628 46.73 48.16 46.62 47.85 +1.52 68,577 64,888 -662
Sep16 160628 47.44 48.87 47.31 48.59 +1.57 30,917 56,423 +511
Oct16 160628 47.97 49.43 47.97 49.17 +1.62 14,880 18,575 +598
Nov16 160628 48.46 49.87 48.46 49.72 +1.66 9,901 24,041 +1,113
Dec16 160628 48.91 50.34 48.91 50.20 +1.68 20,828 84,069 +3,157
Jan17 160628 49.54 50.67 49.54 50.59 +1.71 2,578 12,653 +498
Feb17 160628 50.51 50.96 49.87 50.90 +1.72 1,074 9,498 +69
Mar17 160628 50.75 51.16 50.16 51.16 +1.72 937 10,354 +23
Apr17 160628 50.79 51.37 50.71 51.37 +1.72 347 2,917 -4
May17 160628 51.55 51.55 51.55 51.55 +1.72 157 1,495 +2
Jun17 160628 51.27 51.71 50.85 51.71 +1.72 2,598 27,479 -265
Jul17 160628 51.84 51.84 51.84 51.84 +1.72 86 1,683 -35
Aug17 160628 51.96 51.96 51.96 51.96 +1.73 77 659 -15
Sep17 160628 52.07 52.07 52.07 52.07 +1.73 61 4,837 -21
Oct17 160628 52.20 52.20 52.20 52.20 +1.73 16 1,251 +0
Nov17 160628 52.36 52.36 52.36 52.36 +1.74 12 744 +0
Total Volume and Open Interest 160,530 420,238 +5,752
US Dollar Index(ICE)
Sep16 160628 96.565 96.570 95.920 96.330 -0.372 66,050 43,968 -4,844
Dec16 160628 96.570 96.620 96.015 96.400 -0.393 2,089 2,108 +138
Mar17 160628 96.205 96.525 96.170 96.480 -0.407 46 1,236 -11
Total Volume and Open Interest 68,185 47,317 -4,717
Australian Dollar(CME)
Sep16 160628 73.13 73.94 73.11 73.46 +0.32 213,723 77,092 -2,248
Dec16 160628 73.24 73.67 72.99 73.23 +0.32 140 541 +27
Mar17 160628 73.02 73.02 73.02 73.02 +0.31 0 11 +0
Total Volume and Open Interest 213,863 77,644 -2,221
British Pound(CME)
Sep16 160628 132.36 134.29 132.28 133.54 +1.64 505,283 200,323 +4,125
Dec16 160628 132.40 134.40 132.38 133.66 +1.63 807 890 +71
Mar17 160628 133.67 134.32 133.62 133.79 +1.62 8 101 +3
Total Volume and Open Interest 506,100 201,618 +4,201
Canadian Dollar(CME)
Sep16 160628 76.45 77.13 76.30 76.63 +0.27 98,081 113,273 -4,636
Dec16 160628 76.66 77.12 76.33 76.63 +0.27 583 3,678 +92
Mar17 160628 76.70 77.00 76.36 76.64 +0.28 23 284 +2
Jun17 160628 76.65 76.84 76.65 76.65 +0.28 1 116 +0
Total Volume and Open Interest 98,688 117,390 -4,542
Japanese Yen(CME)
Sep16 160628 98.40 98.77 97.52 97.60 -0.76 291,065 146,859 +1,569
Dec16 160628 98.90 99.07 97.87 97.93 -0.75 745 662 +191
Mar17 160628 98.28 99.79 98.28 98.28 -0.76 2 33 +2
Total Volume and Open Interest 291,817 147,660 +1,760
Swiss Franc(CME)
Sep16 160628 102.86 102.90 102.13 102.20 -0.47 36,763 37,488 -714
Dec16 160628 103.11 103.38 102.69 102.70 -0.50 16 91 +1
Mar17 160628 103.21 103.21 103.21 103.21 -0.52      
Total Volume and Open Interest 36,779 37,594 -713
EuroFX(CME)
Sep16 160628 110.56 111.44 110.44 110.80 +0.44 389,173 316,983 +6,561
Dec16 160628 111.06 111.79 111.06 111.17 +0.45 1,475 3,580 -107
Mar17 160628 111.71 112.10 111.46 111.53 +0.45 66 1,237 +4
Total Volume and Open Interest 390,719 322,541 +6,458
Mexican Peso(CME)
Jul16 160628 530.38 530.63 530.38 530.63 +10.75 0 6 +0
Aug16 160628 529.63 529.63 529.63 529.63 +10.75      
Total Volume and Open Interest 71,196 107,617 -883
Brazilian Real(CME)
Jul16 160628 296.70 302.60 292.50 302.50 +8.50 1,290 24,869 -410
Aug16 160628 296.70 301.65 296.00 300.25 +8.40 11 96 +1
Sep16 160628 293.80 297.45 293.80 297.45 +8.35 189 2,886 -172
Oct16 160628 294.85 294.85 294.85 294.85 +8.15      
Total Volume and Open Interest 1,490 27,881 -581
30-Year T-Bonds(CBOT)
Sep16 160628 173~150 173~250 172~170 173~030 -0~020 509,380 566,410 -13,244
Dec16 160628 172~040 172~040 171~140 171~210 -0~020 33 27 +18
Mar17 160628 170~170 170~170 170~170 170~170 -0~020      
Total Volume and Open Interest 509,413 566,437 -13,226
10-Year T-Notes(CBOT)
Sep16 160628 133~140 133~180 133~010 133~080 -0~010 3,126,839 2,854,648 +128,828
Dec16 160628 132~030 132~130 132~030 132~100 -0~070 10 19 +0
Mar17 160628 131~160 131~160 131~160 131~160 -0~070      
Total Volume and Open Interest 3,126,849 2,854,667 +128,828
5-Year T-Notes(CBOT)
Jun16 160628 122~124 122~154 122~124 122~154 -0~006 1,913 48,585 -411
Sep16 160628 122~096 122~124 122~014 122~066 -0~004 1,480,328 2,640,209 -2,236
Dec16 160628 122~052 122~052 122~052 122~052 -0~004      
Total Volume and Open Interest 1,482,241 2,688,794 -2,647
2 Year T-Notes(CBOT)
Jun16 160628 109~220 109~220 109~214 109~214 -0~004 597 6,205 -39
Sep16 160628 109~210 109~216 109~184 109~200 -0~004 504,098 977,325 -31,373
Dec16 160628 109~184 109~184 109~184 109~184 -0~004      
Total Volume and Open Interest 504,695 983,530 -31,412
Eurodollars(CME)
Sep16 160628 99.375 99.380 99.360 99.375 -0.005 573,862 1,159,361 -29,174
Dec16 160628 99.340 99.350 99.315 99.335 -0.005 641,758 1,291,519 -8,661
Mar17 160628 99.325 99.330 99.285 99.310 -0.005 481,382 917,449 -25,082
Jun17 160628 99.290 99.300 99.250 99.275 -0.010 397,061 826,690 -35,044
Sep17 160628 99.255 99.265 99.205 99.235 -0.010 451,265 823,977 +15,003
Dec17 160628 99.200 99.215 99.150 99.180 -0.010 572,140 1,147,739 +29,687
Mar18 160628 99.165 99.180 99.115 99.145 -0.010 303,665 577,695 -3,208
Jun18 160628 99.120 99.140 99.065 99.100 -0.010 277,686 424,369 +4,071
Sep18 160628 99.090 99.095 99.020 99.055 -0.010 275,256 407,754 +8,157
Dec18 160628 99.030 99.040 98.965 99.005 -0.005 286,583 557,197 -4,568
Mar19 160628 98.990 99.000 98.925 98.965 -0.005 209,039 317,237 -18,826
Jun19 160628 98.945 98.945 98.875 98.915 unch 143,675 268,103 -795
Sep19 160628 98.890 98.890 98.820 98.860 unch 171,469 213,427 +14,249
Dec19 160628 98.820 98.830 98.760 98.800 +0.005 112,067 229,705 +585
Mar20 160628 98.770 98.775 98.705 98.750 +0.005 81,901 116,570 -5,479
Jun20 160628 98.715 98.720 98.650 98.690 +0.005 80,108 66,883 +655
Sep20 160628 98.650 98.660 98.590 98.630 +0.005 69,810 74,542 +2,006
Dec20 160628 98.585 98.595 98.525 98.565 +0.005 57,752 91,788 -2,078
Total Volume and Open Interest 5,365,852 9,913,925 -43,310
Ultra T-Bond(CBOT)
Jun16 160621 178~02 178~03 177~28 177~28 -0~13 1,271 7,229 -701
Sep16 160628 187~28 188~07 186~21 187~12 -0~01 159,018 590,725 +2,693
Dec16 160628 186~13 186~13 186~13 186~13 -0~01      
Total Volume and Open Interest 159,018 590,725 +2,693
Ultra 10-Yr T-Note(CBOT)
Jun16 160621 142~115 142~115 142~115 142~115 -0~060 148 5,312 +0
Sep16 160628 146~085 146~155 145~235 146~005 -0~010 123,329 142,997 -192
Dec16 160628 145~265 145~265 145~265 145~265 -0~010      
Total Volume and Open Interest 123,329 142,997 -192
30 Day Federal Funds(CBOT)
Jun16 160628 99.620 99.622 99.620 99.622 unch 35,152 87,494 -1,917
Jul16 160628 99.630 99.630 99.622 99.625 -0.005 105,324 202,895 -19,989
Aug16 160628 99.640 99.640 99.630 99.635 -0.010 157,823 217,879 -24,144
Sep16 160628 99.650 99.650 99.635 99.640 -0.015 41,241 55,640 -213
Oct16 160628 99.680 99.680 99.655 99.660 -0.025 78,627 141,403 +6,040
Nov16 160628 99.680 99.680 99.655 99.660 -0.025 42,766 46,275 -571
Total Volume and Open Interest 565,868 957,545 -54,045
3-Mth Euro-Yen(CME)
Sep16 160628 99.990 99.990 99.990 99.990 unch      
Dec16 160628 99.990 99.990 99.990 99.990 unch      
Mar17 160628 99.990 99.990 99.990 99.990 unch      
Jun17 160628 99.990 99.990 99.990 99.990 unch      
Sep17 160628 99.990 99.990 99.990 99.990 unch      
Dec17 160628 99.990 99.990 99.990 99.990 unch      
Mar18 160628 99.995 99.995 99.995 99.995 unch      
Jun18 160628 99.855 99.855 99.855 99.855 unch      
Sep18 160628 99.715 99.715 99.715 99.715 unch      
Dec18 160628 99.575 99.575 99.575 99.575 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep16 160628 99.99 99.99 99.99 99.99 unch      
Dec16 160628 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 160628 99.99 99.99 99.99 99.99 unch      
Jun17 160628 99.99 99.99 99.99 99.99 unch      
Sep17 160628 99.99 99.99 99.99 99.99 unch      
Dec17 160628 99.99 99.99 99.99 99.99 unch      
Mar18 160628 100.00 100.00 100.00 100.00 unch      
Jun18 160628 99.86 99.86 99.86 99.86 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Sep16 160628 152.64 152.95 152.59 152.86 +0.22 2,197 18,349 -429
Dec16 160628 153.25 153.25 152.86 152.86 +0.22      
Mar17 160628 152.78 152.78 152.78 152.78 +0.22      
Total Volume and Open Interest 2,197 18,349 -429
Euro-Buxl(EUREX)
Sep16 160628 195.18 195.70 192.92 194.28 -0.56 43,211 142,754 +25,741
Dec16 160628 192.44 192.44 192.44 192.44 -0.56      
Mar17 160628 192.44 192.44 192.44 192.44 -0.56      
Total Volume and Open Interest 43,211 142,754 -1,368
Euro-Bund(EUREX)
Sep16 160628 166.71 166.90 166.27 166.86 +0.17 880,952 1,812,121 +521,496
Dec16 160628 163.88 164.18 163.81 164.18 +0.22 28 88 +18
Mar17 160628 166.34 166.71 166.34 166.71 +0.17 1 2 +0
Total Volume and Open Interest 880,981 1,812,211 +131,022
Euro-Bobl(EUREX)
Sep16 160628 133.48 133.63 133.41 133.60 +0.11 494,341 1,391,247 +260,284
Dec16 160628 131.60 131.60 131.60 131.60 +0.11 4 111 +1
Mar17 160628 133.60 133.60 133.60 133.60 +0.11      
Total Volume and Open Interest 494,345 1,391,358 +59,727
Euro-Schatz(EUREX)
Sep16 160628 112.05 112.09 112.04 112.08 +0.03 296,702 1,205,438 +281,031
Dec16 160628 112.06 112.06 112.06 112.06 +0.03 2 185 +2
Mar17 160628 112.06 112.06 112.06 112.06 +0.03      
Total Volume and Open Interest 296,704 1,205,623 +116,222
3-Mth Euribor(EUREX)
Jun16 160613 100.262 100.262 100.262 100.262 -0.003 0 11,735 +0
Sep16 160628 100.310 100.310 100.310 100.310 +0.010 10 4,865 +10
Dec16 160628 100.330 100.340 100.325 100.340 +0.005 2 1,996 +1
Total Volume and Open Interest 29 95,930 +26
Long Gilt(LIFFE)
Jun16 160628 125~04 125~04 125~01 125~02 -0~14 44 17,131 -44
Sep16 160628 128~02 128~07 127~18 128~00 -0~02 163,789 447,388 -2,712
Total Volume and Open Interest 163,833 464,519 -2,756
3-Mth Short Sterling(LIFFE)
Sep16 160628 99.60 99.60 99.57 99.57 -0.03 165,395 423,803 -31,352
Dec16 160628 99.63 99.64 99.59 99.60 -0.04 169,176 441,788 -27,680
Mar17 160628 99.65 99.66 99.60 99.61 -0.05 153,121 337,580 -4,725
Jun17 160628 99.66 99.66 99.61 99.62 -0.05 111,313 294,193 -740
Sep17 160628 99.66 99.67 99.61 99.62 -0.06 155,354 245,288 +7,740
Dec17 160628 99.67 99.67 99.60 99.62 -0.05 151,301 270,850 -18,209
Total Volume and Open Interest 1,385,100 2,818,534 -106,045
3-Mth Euribor(LIFFE)
Sep16 160628 100.300 100.310 100.295 100.305 +0.005 86,732 357,355 -1,102
Dec16 160628 100.325 100.340 100.320 100.340 +0.010 91,164 465,364 -7,718
Mar17 160628 100.335 100.360 100.335 100.355 +0.010 89,146 418,614 -5,887
Total Volume and Open Interest 789,899 3,032,934 -21,984
3-Mth Aus T-Bills(SFE)
Sep16 160628 98.12 98.15 98.12 98.14 +0.01 82,278 214,932 -6,905
Dec16 160628 98.21 98.26 98.20 98.23 +0.01 123,549 203,907 +15,645
Mar17 160628 98.25 98.31 98.24 98.28 +0.02 54,563 141,109 -908
Jun17 160628 98.27 98.32 98.26 98.29 +0.01 34,688 120,363 +5,973
Sep17 160628 98.27 98.33 98.27 98.30 +0.01 16,151 84,564 +509
Dec17 160628 98.27 98.32 98.27 98.30 +0.02 16,038 68,696 +3,172
Mar18 160628 98.25 98.30 98.25 98.28 +0.02 7,407 39,486 +328
Jun18 160628 98.22 98.28 98.22 98.26 +0.03 2,751 30,421 +143
Sep18 160628 98.23 98.25 98.23 98.24 +0.04 446 4,647 +209
Dec18 160628 98.18 98.20 98.18 98.20 +0.04 40 2,380 -2
Total Volume and Open Interest 337,916 912,842 +18,169
10-Year Aus T-Bonds(SFE)
Sep16 160628 97.93 98.05 97.93 98.01 +0.07 236,194 831,828 +20,675
Dec16 160628 98.01 98.01 98.01 98.01 +0.07      
Total Volume and Open Interest 236,194 831,828 +20,675
3-Year Aus T-Bonds(SFE)
Sep16 160628 98.50 98.56 98.50 98.54 +0.03 388,126 727,115 +22,045
Dec16 160628 98.54 98.54 98.54 98.54 +0.03      
Total Volume and Open Interest 388,126 727,115 +22,045
Gold(CMX)
Jun16 160628 1314.8 1315.6 1314.1 1315.3 -7.2 694 420 +129
Aug16 160628 1328.3 1329.5 1308.2 1317.9 -6.8 574,241 447,424 +39,937
Oct16 160628 1330.9 1332.8 1311.9 1321.3 -6.7 10,048 33,427 +1,182
Dec16 160628 1334.5 1336.0 1314.8 1324.8 -6.4 35,913 83,984 +8,921
Feb17 160628 1337.5 1338.0 1323.0 1327.7 -6.3 1,747 11,496 -159
Apr17 160628 1340.7 1340.7 1320.6 1330.3 -6.3 729 6,557 +83
Jun17 160628 1332.4 1332.8 1327.2 1332.7 -6.2 611 12,279 -360
Aug17 160628 1334.9 1334.9 1334.9 1334.9 -6.3 22 1,551 +16
Oct17 160628 1329.9 1336.8 1329.9 1336.8 -6.5 5 658 -3
Dec17 160628 1329.0 1338.7 1329.0 1338.7 -6.6 85 7,944 +15
Feb18 160628 1340.7 1357.4 1340.7 1340.7 -6.6 3 48 +3
Apr18 160628 1342.7 1342.7 1342.7 1342.7 -6.6      
Total Volume and Open Interest 628,549 619,597 +50,091
Silver(CMX)
Jul16 160628 1780.0 1788.0 1755.0 1784.3 +9.9 84,604 44,936 -4,294
Sep16 160628 1783.0 1792.0 1758.5 1788.9 +10.3 25,995 121,933 +2,552
Dec16 160628 1789.0 1797.5 1767.0 1795.8 +10.3 4,414 37,469 +72
Mar17 160628 1791.0 1802.5 1791.0 1802.5 +10.3 242 6,236 +5
May17 160628 1801.0 1806.6 1801.0 1806.6 +10.3 15 233 +7
Jul17 160628 1810.7 1812.5 1803.0 1810.7 +10.3 150 2,548 +134
Sep17 160628 1812.0 1814.7 1807.0 1814.7 +10.3 33 229 +27
Total Volume and Open Interest 116,097 217,446 -1,533
Platinum(NYMEX)
Jul16 160628 979.1 984.5 972.5 978.9 -0.3 23,799 17,041 -3,461
Oct16 160628 980.2 986.0 973.9 980.6 -0.1 9,958 43,396 +2,154
Jan17 160628 983.0 985.7 978.0 982.8 -0.3 152 2,614 +45
Apr17 160628 981.0 981.3 980.5 981.3 -4.0 75 88 +54
Total Volume and Open Interest 34,028 63,189 -1,202
Palladium(NYMEX)
Sep16 160628 557.50 572.00 554.20 569.95 +12.55 5,327 21,938 -348
Dec16 160628 559.65 571.25 558.65 570.35 +12.25 31 409 +11
Mar17 160628 571.75 571.75 571.75 571.75 +12.25 0 42 +0
Total Volume and Open Interest 5,380 22,414 -340
Copper(CMX)
Jul16 160628 212.95 218.35 211.85 217.05 +4.85 88,240 20,150 -9,333
Sep16 160628 213.00 218.65 212.05 217.55 +5.00 55,654 104,173 +2,279
Dec16 160628 214.05 219.20 213.80 218.45 +5.00 3,719 35,881 +167
Mar17 160628 216.30 219.85 216.30 219.10 +4.95 415 8,080 +29
May17 160628 218.00 220.40 218.00 219.60 +4.90 58 1,375 -4
Total Volume and Open Interest 149,151 176,904 -6,751
E-mini DJIA Index(CBOT)
Sep16 160628 16979 17307 16979 17301 +316 440,328 108,537 -4,511
Dec16 160628 16930 17201 16930 17201 +312 144 207 -4
Mar17 160628 17000 17130 17000 17130 +312 5 19 +2
Jun17 160628 17089 17089 17089 17089 +312      
Total Volume and Open Interest 440,477 108,763 -4,513
S & P 500(CME)
Sep16 160628 1990.00 2029.70 1988.70 2028.40 +43.50 21,244 72,887 +6,256
Dec16 160628 2002.50 2019.80 2002.00 2019.80 +43.50 1,230 1,262 -5
Mar17 160628 2012.40 2012.40 2009.90 2012.40 +43.50      
Jun17 160628 2007.10 2007.10 2004.60 2007.10 +43.50      
Total Volume and Open Interest 22,474 74,149 +6,251
S & P 500 E-Mini(Globex)
Sep16 160628 1982.50 2029.75 1982.25 2028.50 +43.50 4,174,598 2,936,291 +169,100
Dec16 160628 1974.75 2021.00 1974.25 2019.75 +43.50 10,164 11,436 -636
Mar17 160628 1970.00 2013.00 1967.25 2012.50 +43.50 111 161 +13
Jun17 160628 2007.00 2007.00 1968.00 2007.00 +43.50 19 205 +11
Total Volume and Open Interest 4,184,892 2,948,093 +168,488
NASDAQ 100 E-Mini(Globex)
Sep16 160628 4176.30 4284.50 4176.00 4281.00 +103.00 497,350 202,637 -10,295
Dec16 160628 4173.00 4275.30 4173.00 4275.30 +102.80 140 188 +2
Mar17 160628 4274.00 4274.00 4207.30 4274.00 +102.70 0 23 +0
Total Volume and Open Interest 497,490 202,852 -10,293
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 160628 1406.60 1441.40 1406.10 1438.30 +27.00 35,892 81,265 -2,147
Dec16 160628 1406.00 1432.90 1406.00 1432.90 +27.00 0 11 +0
Total Volume and Open Interest 35,892 81,276 -2,147
Volatility Index(CBOE)
Jun16 160615 20.55 20.90 19.65 19.90 -0.68 182,968 84,024 -21,890
Jul16 160628 23.15 23.40 18.85 18.88 -4.77 352,468 201,740 +2,980
Aug16 160628 22.70 22.85 19.35 19.38 -3.65 179,859 101,408 +10,167
Sep16 160628 22.80 22.80 20.02 20.05 -2.90 48,105 29,894 +1,364
Total Volume and Open Interest 641,335 402,522 +18,563
Russell 2000(ICE)
Sep16 160628 1082.80 1106.90 1080.50 1105.10 +25.50 171,343 333,313 +3,677
Dec16 160628 1100.10 1100.10 1100.10 1100.10 +25.50 18 927 +3
Total Volume and Open Interest 171,361 334,655 +3,680
Nikkei 225(CME)
Sep16 160628 15240 15645 15060 15635 +385 56,147 35,304 +2,949
Dec16 160628 15600 15655 15600 15655 +385 64 76 +55
Total Volume and Open Interest 56,211 35,380 +3,004
Nikkei 225(SGX)
Sep16 160628 15340 15425 14960 15285 -60 238,766 199,009 +6,831
Dec16 160628 15210 15210 14885 15170 -65 87 5,384 +39
Mar17 160628 15135 15135 15135 15135 -65      
Total Volume and Open Interest 239,525 215,424 +11,588
Nikkei 225(CME) Yen
Jun16 160609 16785 16800 16505 16635 -180 57,760 54,753 -24,533
Sep16 160628 15145 15570 14955 15555 +395 153,406 74,737 +7,950
Dec16 160628 15405 15425 14850 15425 +395 74 26 +8
Total Volume and Open Interest 153,483 74,766 +7,961
Nikkei 225(CME) e-Mini Yen
Jun16 160609 16640 16640 16635 16640 -170 6 97 -5
Sep16 160628 15490 15555 15450 15550 +390 8 11 +0
Dec16 160628 15420 15425 15420 15420 +390      
Total Volume and Open Interest 8 11 +0
CAC 40(EURONEXT)
Jul16 160628 4045.5 4122.5 4042.0 4085.0 +103.5 267,642 282,038 +31,534
Aug16 160628 4036.0 4115.5 4036.0 4082.5 +103.5 448 242 +55
Sep16 160628 4038.0 4110.0 4037.0 4080.0 +103.0 861 9,033 +546
Total Volume and Open Interest 268,951 291,356 +32,135
Hang Seng Index(HKFE)
Jun16 160628 20113 20153 19640 20153 +38 242,277 85,897 -3,124
Jul16 160628 20105 20155 19630 20155 +45 23,569 26,670 +9,479
Total Volume and Open Interest 267,128 119,188 +6,538
DAX(EUREX)
Sep16 160628 9418.5 9544.5 9397.0 9415.0 +160.0 201,088 177,124 +76,456
Dec16 160628 9400.0 9528.0 9388.0 9400.0 +160.0 568 3,715 +263
Mar17 160628 9394.0 9394.0 9394.0 9394.0 +157.0 58 149 +56
Total Volume and Open Interest 201,714 180,988 +33,877
Mini-DAX(EUREX)
Jun16 160617 9668.0 9703.0 9608.0 9631.5 +62.5 21,290 11,063 -2,211
Sep16 160628 9411.0 9544.0 9397.0 9415.0 +160.0 44,112 14,000 +9,293
Dec16 160628 9421.0 9521.0 9400.0 9400.0 +160.0 453 243 +188
Total Volume and Open Interest 44,569 14,247 +6,048
FT-SE 100(EURONEXT)
Sep16 160628 5954.50 6147.00 5921.50 6070.00 +151.50 314,931 550,666 +21,715
Dec16 160628 5950.00 6087.00 5950.00 6031.00 +151.50 144 92 +55
Mar17 160628 5988.00 5988.00 5988.00 5988.00 +151.50      
Total Volume and Open Interest 315,075 550,758 +21,770
SPI 200(SFE)
Sep16 160628 5081.0 5092.0 4983.0 5044.0 -24.0 71,600 267,132 +4,241
Dec16 160628 5030.0 5030.0 5030.0 5030.0 -24.0 2 2,514 +0
Mar17 160628 4981.0 4981.0 4981.0 4981.0 -24.0 0 1,431 +0
Total Volume and Open Interest 71,724 271,801 +4,298
FTSE MIB(ISE)
Sep16 160628 15465.00 15800.00 15425.00 15602.00 +522.00 83,589 47,718 -3,296
Dec16 160628 15350.00 15655.00 15350.00 15475.00 +515.00 85 130 +71
Mar17 160628 15482.00 15482.00 15482.00 15482.00 +515.00      
Total Volume and Open Interest 83,674 47,848 -3,225
KOSPI 200(KFE)
Sep16 160628 239.50 240.95 236.70 240.60 +0.80 389,898 110,677 +1,372
Dec16 160628 240.10 241.50 237.60 241.00 +0.55 769 6,567 +315
Mar17 160628 236.20 238.50 236.20 238.50 +1.70 23 776 -3
Total Volume and Open Interest 390,694 120,902 +1,685
GSCI(CME)
Jul16 160628 368.70 372.55 368.60 372.35 +7.40 255 11,578 -145
Aug16 160628 373.10 373.10 373.10 373.10 +7.90      
Sep16 160628 374.60 374.60 374.60 374.60 +7.90      
Total Volume and Open Interest 255 11,578 -145
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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