|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Thu June 30, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul16 |
160630 |
1145.00 |
1182.00 |
1122.00 |
1175.00 |
+30.50 |
48,614 |
22,892 |
-14,865 |
Aug16 |
160630 |
1140.00 |
1181.50 |
1120.50 |
1174.25 |
+33.75 |
49,181 |
106,247 |
-146 |
Sep16 |
160630 |
1123.00 |
1169.00 |
1104.75 |
1162.25 |
+39.25 |
9,831 |
40,417 |
+943 |
Nov16 |
160630 |
1112.50 |
1160.75 |
1092.00 |
1153.25 |
+40.75 |
116,871 |
424,426 |
-6,825 |
Jan17 |
160630 |
1108.00 |
1155.50 |
1088.00 |
1148.25 |
+39.75 |
9,220 |
38,710 |
-270 |
Mar17 |
160630 |
1074.00 |
1115.00 |
1056.75 |
1104.75 |
+31.25 |
7,917 |
64,693 |
+245 |
May17 |
160630 |
1057.75 |
1098.50 |
1046.50 |
1088.00 |
+28.50 |
5,597 |
28,669 |
-1,150 |
Jul17 |
160630 |
1054.00 |
1096.50 |
1048.50 |
1085.25 |
+27.00 |
3,749 |
32,051 |
+339 |
Aug17 |
160630 |
1034.50 |
1065.25 |
1034.50 |
1065.25 |
+23.25 |
7 |
398 |
+1 |
Sep17 |
160630 |
1000.00 |
1030.75 |
1000.00 |
1030.75 |
+21.75 |
0 |
190 |
+0 |
Nov17 |
160630 |
980.00 |
1007.75 |
970.00 |
993.50 |
+11.75 |
1,080 |
21,978 |
+264 |
Jan18 |
160630 |
978.50 |
999.00 |
978.25 |
992.25 |
+11.00 |
1 |
127 |
+0 |
Mar18 |
160630 |
988.00 |
988.00 |
988.00 |
988.00 |
+9.50 |
0 |
39 |
+0 |
May18 |
160630 |
989.25 |
989.25 |
989.25 |
989.25 |
+9.50 |
0 |
35 |
+0 |
Total Volume and Open Interest |
252,068 |
781,072 |
-21,464 |
Soybean Meal(CBOT) |
Jul16 |
160630 |
397.00 |
411.70 |
391.40 |
405.30 |
+8.20 |
22,989 |
12,789 |
-7,465 |
Aug16 |
160630 |
398.00 |
411.50 |
390.00 |
405.80 |
+9.40 |
29,601 |
52,162 |
+3,758 |
Sep16 |
160630 |
393.70 |
409.20 |
386.00 |
403.70 |
+10.00 |
12,013 |
46,901 |
+1,029 |
Oct16 |
160630 |
390.50 |
406.40 |
383.30 |
401.10 |
+10.40 |
7,791 |
30,186 |
+487 |
Dec16 |
160630 |
391.10 |
406.50 |
382.00 |
401.00 |
+10.90 |
43,449 |
158,577 |
-953 |
Jan17 |
160630 |
386.10 |
402.00 |
378.30 |
396.60 |
+10.30 |
2,729 |
21,129 |
+173 |
Mar17 |
160630 |
367.90 |
381.50 |
358.80 |
376.90 |
+9.10 |
2,153 |
22,484 |
+332 |
May17 |
160630 |
356.00 |
368.60 |
351.70 |
363.80 |
+7.40 |
926 |
16,902 |
-225 |
Jul17 |
160630 |
354.30 |
366.00 |
349.80 |
360.50 |
+6.20 |
655 |
11,592 |
+5 |
Aug17 |
160630 |
353.90 |
353.90 |
353.90 |
353.90 |
+4.30 |
7 |
1,710 |
+0 |
Total Volume and Open Interest |
122,639 |
381,041 |
-2,830 |
Soybean Oil(CBOT) |
Jul16 |
160630 |
31.01 |
31.61 |
30.78 |
31.38 |
+0.56 |
32,700 |
13,306 |
-8,576 |
Aug16 |
160630 |
30.98 |
31.87 |
30.91 |
31.53 |
+0.55 |
33,526 |
65,218 |
+3,711 |
Sep16 |
160630 |
31.11 |
32.04 |
31.05 |
31.66 |
+0.55 |
9,634 |
33,791 |
+638 |
Oct16 |
160630 |
31.29 |
32.10 |
31.15 |
31.78 |
+0.58 |
3,085 |
18,335 |
+118 |
Dec16 |
160630 |
31.54 |
32.39 |
31.40 |
32.07 |
+0.63 |
44,006 |
168,187 |
+2,627 |
Jan17 |
160630 |
31.68 |
32.60 |
31.64 |
32.30 |
+0.63 |
4,077 |
21,577 |
+734 |
Mar17 |
160630 |
31.81 |
32.73 |
31.76 |
32.43 |
+0.63 |
2,288 |
16,792 |
-135 |
May17 |
160630 |
31.98 |
32.91 |
31.90 |
32.56 |
+0.62 |
971 |
13,879 |
-230 |
Jul17 |
160630 |
32.25 |
33.15 |
32.25 |
32.81 |
+0.62 |
323 |
6,214 |
+97 |
Aug17 |
160630 |
32.37 |
32.89 |
32.36 |
32.89 |
+0.60 |
22 |
2,711 |
+11 |
Total Volume and Open Interest |
130,778 |
366,438 |
-992 |
Canola(WCE) |
Jul16 |
160630 |
477.7 |
490.5 |
476.8 |
485.5 |
+7.0 |
2,988 |
3,108 |
-1,867 |
Nov16 |
160630 |
488.2 |
501.7 |
487.6 |
495.7 |
+7.3 |
21,129 |
120,216 |
-49 |
Jan17 |
160630 |
493.7 |
508.5 |
493.7 |
503.2 |
+9.2 |
1,497 |
13,715 |
-34 |
Mar17 |
160630 |
499.0 |
513.5 |
499.0 |
508.9 |
+9.4 |
93 |
3,519 |
+37 |
May17 |
160630 |
503.0 |
517.0 |
503.0 |
512.9 |
+9.2 |
132 |
1,697 |
+61 |
Total Volume and Open Interest |
26,591 |
146,685 |
-1,512 |
Corn(CBOT) |
Jul16 |
160630 |
375.00 |
377.50 |
355.75 |
358.75 |
-14.00 |
121,380 |
46,826 |
-26,302 |
Sep16 |
160630 |
379.75 |
382.25 |
360.25 |
365.50 |
-12.25 |
136,380 |
567,069 |
+1,915 |
Dec16 |
160630 |
385.50 |
387.75 |
365.25 |
371.25 |
-11.75 |
142,251 |
491,272 |
+417 |
Mar17 |
160630 |
393.00 |
395.25 |
373.25 |
379.50 |
-10.75 |
12,231 |
98,990 |
-310 |
May17 |
160630 |
397.75 |
398.25 |
378.75 |
384.50 |
-9.75 |
4,433 |
22,872 |
+326 |
Jul17 |
160630 |
400.50 |
401.25 |
382.50 |
389.25 |
-8.25 |
4,165 |
57,844 |
+518 |
Sep17 |
160630 |
384.25 |
385.50 |
376.50 |
382.75 |
+0.50 |
783 |
10,915 |
+138 |
Dec17 |
160630 |
388.25 |
391.00 |
380.00 |
388.75 |
+2.25 |
3,564 |
33,473 |
+310 |
Mar18 |
160630 |
397.00 |
398.00 |
390.00 |
397.00 |
+3.00 |
25 |
1,314 |
+2 |
May18 |
160630 |
399.00 |
402.00 |
395.00 |
402.00 |
+3.25 |
16 |
408 |
+10 |
Total Volume and Open Interest |
425,492 |
1,333,078 |
-22,865 |
Wheat(CBOT) |
Jul16 |
160630 |
429.75 |
438.75 |
423.00 |
431.25 |
+1.75 |
20,654 |
9,369 |
-5,977 |
Sep16 |
160630 |
445.25 |
453.50 |
436.00 |
445.50 |
+1.00 |
66,423 |
227,914 |
+8,100 |
Dec16 |
160630 |
466.25 |
473.00 |
456.50 |
465.50 |
+0.25 |
21,267 |
96,536 |
+1,587 |
Mar17 |
160630 |
484.25 |
490.50 |
474.50 |
483.25 |
-1.00 |
6,374 |
31,901 |
+799 |
May17 |
160630 |
495.50 |
501.00 |
486.50 |
493.75 |
-1.00 |
1,237 |
7,414 |
+43 |
Jul17 |
160630 |
502.50 |
508.25 |
495.25 |
502.00 |
-0.50 |
1,794 |
18,484 |
+479 |
Total Volume and Open Interest |
117,886 |
397,489 |
+5,011 |
Wheat(KCBT) |
Jul16 |
160630 |
400.00 |
409.25 |
397.00 |
404.25 |
+4.25 |
20,975 |
9,536 |
-7,681 |
Sep16 |
160630 |
419.75 |
428.50 |
414.25 |
422.50 |
+2.75 |
34,266 |
127,015 |
+5,335 |
Dec16 |
160630 |
445.50 |
453.50 |
440.00 |
447.75 |
+2.25 |
10,330 |
45,932 |
-787 |
Mar17 |
160630 |
462.25 |
470.00 |
456.25 |
464.25 |
+2.25 |
2,802 |
15,942 |
+443 |
May17 |
160630 |
475.50 |
479.75 |
472.00 |
475.00 |
+2.00 |
978 |
6,845 |
-81 |
Jul17 |
160630 |
484.00 |
489.50 |
480.00 |
484.75 |
+2.00 |
1,823 |
9,464 |
+381 |
Sep17 |
160630 |
498.00 |
498.00 |
495.50 |
497.75 |
+1.25 |
27 |
559 |
+0 |
Total Volume and Open Interest |
71,201 |
215,643 |
-2,390 |
Wheat(MGE) |
Jul16 |
160630 |
500.50 |
500.50 |
495.00 |
495.25 |
+2.50 |
4,172 |
2,251 |
-2,432 |
Sep16 |
160630 |
506.00 |
511.75 |
503.00 |
508.25 |
+2.25 |
6,224 |
24,640 |
+1,199 |
Dec16 |
160630 |
522.00 |
529.00 |
519.50 |
523.75 |
+1.25 |
2,493 |
12,592 |
+165 |
Mar17 |
160630 |
537.00 |
543.25 |
534.25 |
538.25 |
+1.25 |
708 |
7,553 |
+122 |
May17 |
160630 |
546.00 |
549.25 |
543.00 |
547.50 |
+1.50 |
359 |
2,942 |
+12 |
Jul17 |
160630 |
553.00 |
556.00 |
552.00 |
556.00 |
+2.25 |
98 |
1,476 |
+15 |
Total Volume and Open Interest |
14,099 |
52,011 |
-912 |
Oats(CBOT) |
Jul16 |
160630 |
205.00 |
215.00 |
204.00 |
205.25 |
+1.50 |
225 |
642 |
-84 |
Sep16 |
160630 |
203.00 |
205.00 |
200.50 |
202.50 |
+0.75 |
277 |
3,419 |
+26 |
Dec16 |
160630 |
201.00 |
204.00 |
200.25 |
201.75 |
+0.50 |
494 |
5,405 |
+165 |
Mar17 |
160630 |
213.50 |
215.75 |
213.25 |
213.25 |
unch |
36 |
724 |
+26 |
Total Volume and Open Interest |
1,032 |
10,190 |
+133 |
Rough Rice(CBOT) |
Jul16 |
160630 |
10.70 |
10.73 |
10.48 |
10.51 |
-0.14 |
577 |
846 |
-321 |
Sep16 |
160630 |
10.90 |
11.05 |
10.59 |
10.65 |
-0.25 |
839 |
7,128 |
+339 |
Nov16 |
160630 |
11.22 |
11.23 |
10.90 |
10.93 |
-0.26 |
71 |
1,429 |
+20 |
Jan17 |
160630 |
11.19 |
11.19 |
11.13 |
11.16 |
-0.26 |
0 |
97 |
+0 |
Total Volume and Open Interest |
1,487 |
9,537 |
+38 |
Live Cattle(CME) |
Jun16 |
160630 |
119.250 |
121.000 |
118.680 |
120.000 |
+1.100 |
1,289 |
2,061 |
-992 |
Aug16 |
160630 |
114.300 |
115.700 |
114.285 |
114.830 |
+0.695 |
12,812 |
119,887 |
-234 |
Oct16 |
160630 |
113.950 |
115.330 |
113.950 |
114.650 |
+0.700 |
5,184 |
58,572 |
+254 |
Dec16 |
160630 |
114.500 |
115.400 |
114.385 |
114.950 |
+0.565 |
3,735 |
39,040 |
+240 |
Feb17 |
160630 |
113.980 |
114.580 |
113.635 |
114.300 |
+0.500 |
1,078 |
11,014 |
+221 |
Apr17 |
160630 |
113.250 |
113.635 |
112.800 |
113.500 |
+0.500 |
576 |
7,993 |
+195 |
Total Volume and Open Interest |
24,892 |
242,236 |
-234 |
Feeder Cattle(CME) |
Aug16 |
160630 |
143.300 |
145.100 |
143.300 |
144.300 |
+1.250 |
2,100 |
25,236 |
-226 |
Sep16 |
160630 |
142.330 |
144.000 |
142.130 |
143.500 |
+1.450 |
615 |
5,420 |
+103 |
Oct16 |
160630 |
140.600 |
142.300 |
140.435 |
141.985 |
+1.535 |
497 |
4,907 |
+71 |
Nov16 |
160630 |
138.000 |
139.580 |
137.785 |
139.450 |
+1.650 |
205 |
4,567 |
-7 |
Jan17 |
160630 |
133.500 |
135.300 |
133.500 |
135.185 |
+1.700 |
175 |
1,214 |
+71 |
Mar17 |
160630 |
130.235 |
132.000 |
130.235 |
132.000 |
+1.750 |
18 |
325 |
+10 |
Apr17 |
160630 |
130.100 |
131.000 |
130.100 |
131.000 |
+1.200 |
0 |
36 |
+0 |
Total Volume and Open Interest |
3,615 |
41,714 |
+27 |
Lean Hogs(CME) |
Jul16 |
160630 |
83.230 |
83.300 |
82.635 |
82.850 |
-0.250 |
5,224 |
21,988 |
-1,711 |
Aug16 |
160630 |
83.385 |
83.635 |
82.650 |
83.285 |
-0.045 |
16,252 |
97,168 |
-1,877 |
Oct16 |
160630 |
71.480 |
71.800 |
70.900 |
71.700 |
+0.050 |
6,589 |
65,951 |
+656 |
Dec16 |
160630 |
63.800 |
64.400 |
63.450 |
64.200 |
+0.165 |
3,136 |
42,099 |
+204 |
Feb17 |
160630 |
66.800 |
67.535 |
66.635 |
67.350 |
+0.215 |
1,211 |
18,249 |
+493 |
Apr17 |
160630 |
70.500 |
71.330 |
70.330 |
71.150 |
+0.350 |
967 |
10,575 |
+574 |
May17 |
160630 |
75.635 |
75.635 |
75.200 |
75.635 |
+0.250 |
2 |
144 |
+1 |
Jun17 |
160630 |
78.700 |
79.350 |
78.550 |
79.350 |
+0.500 |
40 |
1,022 |
+15 |
Total Volume and Open Interest |
33,424 |
257,426 |
-1,644 |
Class III Milk(CME) |
Jun16 |
160628 |
13.24 |
13.24 |
13.22 |
13.23 |
+0.01 |
88 |
4,306 |
-76 |
Jul16 |
160630 |
15.28 |
15.51 |
15.23 |
15.25 |
-0.14 |
394 |
5,358 |
-12 |
Aug16 |
160630 |
16.45 |
16.73 |
16.19 |
16.37 |
-0.38 |
326 |
4,529 |
-34 |
Sep16 |
160630 |
16.69 |
16.79 |
16.28 |
16.39 |
-0.47 |
212 |
3,655 |
-43 |
Oct16 |
160630 |
16.49 |
16.69 |
16.28 |
16.30 |
-0.41 |
97 |
3,193 |
-28 |
Nov16 |
160630 |
16.29 |
16.40 |
16.10 |
16.24 |
-0.26 |
63 |
3,011 |
+4 |
Dec16 |
160630 |
16.09 |
16.15 |
15.95 |
16.00 |
-0.21 |
75 |
2,639 |
-2 |
Jan17 |
160630 |
15.90 |
15.95 |
15.82 |
15.91 |
-0.11 |
48 |
1,048 |
+8 |
Feb17 |
160630 |
15.86 |
15.98 |
15.86 |
15.92 |
-0.10 |
24 |
921 |
+5 |
Mar17 |
160630 |
15.90 |
16.04 |
15.90 |
15.95 |
-0.10 |
10 |
849 |
+4 |
Apr17 |
160630 |
16.00 |
16.09 |
16.00 |
16.03 |
-0.12 |
1 |
779 |
+1 |
May17 |
160630 |
16.10 |
16.22 |
16.10 |
16.22 |
-0.18 |
6 |
640 |
+6 |
Jun17 |
160630 |
16.30 |
16.35 |
16.25 |
16.30 |
-0.16 |
3 |
534 |
+0 |
Total Volume and Open Interest |
1,268 |
28,054 |
-4,334 |
Cocoa(ICE) |
Jul16 |
160630 |
3028 |
3028 |
3004 |
3004 |
-74 |
11 |
51 |
-11 |
Sep16 |
160630 |
3029 |
3040 |
2956 |
2963 |
-71 |
14,447 |
90,195 |
+464 |
Dec16 |
160630 |
3008 |
3010 |
2932 |
2938 |
-67 |
6,055 |
51,409 |
-447 |
Mar17 |
160630 |
2975 |
2977 |
2902 |
2907 |
-64 |
1,817 |
37,306 |
-117 |
May17 |
160630 |
2957 |
2963 |
2889 |
2893 |
-63 |
297 |
7,003 |
+68 |
Jul17 |
160630 |
2922 |
2923 |
2883 |
2883 |
-63 |
156 |
2,311 |
+66 |
Sep17 |
160630 |
2915 |
2915 |
2876 |
2876 |
-62 |
47 |
3,869 |
+6 |
Total Volume and Open Interest |
22,835 |
196,474 |
+29 |
Coffee "C"(ICE) |
Jul16 |
160630 |
144.90 |
146.05 |
140.95 |
144.10 |
+1.25 |
98 |
273 |
-110 |
Sep16 |
160630 |
144.30 |
147.90 |
142.00 |
145.65 |
+1.20 |
17,851 |
97,145 |
+841 |
Dec16 |
160630 |
147.20 |
150.60 |
144.75 |
148.30 |
+1.10 |
7,163 |
40,148 |
+1,226 |
Mar17 |
160630 |
149.75 |
153.00 |
147.45 |
150.75 |
+1.00 |
2,045 |
15,343 |
-286 |
May17 |
160630 |
151.65 |
154.15 |
149.20 |
152.15 |
+1.00 |
343 |
8,198 |
+76 |
Jul17 |
160630 |
152.80 |
154.05 |
150.70 |
153.35 |
+1.00 |
92 |
3,094 |
+1 |
Total Volume and Open Interest |
27,688 |
172,146 |
+1,758 |
Orange Juice(ICE) |
Jul16 |
160630 |
173.15 |
182.85 |
173.15 |
177.15 |
+4.25 |
413 |
1,081 |
-354 |
Sep16 |
160630 |
174.60 |
180.00 |
174.25 |
177.20 |
+2.65 |
847 |
13,308 |
+429 |
Nov16 |
160630 |
177.00 |
178.95 |
174.45 |
176.35 |
+2.30 |
6 |
1,805 |
+5 |
Jan17 |
160630 |
175.35 |
178.25 |
175.35 |
175.95 |
+2.40 |
0 |
671 |
+0 |
Mar17 |
160630 |
175.00 |
176.75 |
175.00 |
175.10 |
+2.50 |
0 |
33 |
+0 |
May17 |
160630 |
174.60 |
174.60 |
174.60 |
174.60 |
+2.50 |
|
|
|
Total Volume and Open Interest |
1,266 |
16,900 |
+80 |
Sugar #11(ICE) |
Jul16 |
160630 |
20.92 |
20.94 |
20.11 |
20.15 |
-0.67 |
44,465 |
32,006 |
-18,344 |
Oct16 |
160630 |
21.01 |
21.22 |
20.20 |
20.33 |
-0.68 |
72,898 |
473,485 |
+4,644 |
Mar17 |
160630 |
21.00 |
21.20 |
20.33 |
20.43 |
-0.59 |
17,265 |
207,142 |
+1,698 |
May17 |
160630 |
19.85 |
19.92 |
19.17 |
19.30 |
-0.54 |
5,408 |
46,593 |
+1,108 |
Jul17 |
160630 |
18.90 |
18.99 |
18.33 |
18.50 |
-0.45 |
4,140 |
40,547 |
+1,266 |
Oct17 |
160630 |
18.33 |
18.45 |
17.88 |
18.06 |
-0.37 |
1,366 |
29,689 |
-154 |
Mar18 |
160630 |
18.06 |
18.10 |
17.65 |
17.82 |
-0.28 |
924 |
12,937 |
+190 |
May18 |
160630 |
17.51 |
17.51 |
17.18 |
17.35 |
-0.21 |
123 |
3,922 |
+22 |
Total Volume and Open Interest |
146,745 |
855,761 |
-9,496 |
London Cocoa(LCE) |
Jul16 |
160630 |
2392 |
2400 |
2360 |
2385 |
-5 |
9,892 |
66,773 |
-5,568 |
Sep16 |
160630 |
2355 |
2365 |
2334 |
2351 |
-4 |
20,141 |
79,348 |
+7,966 |
Dec16 |
160630 |
2300 |
2309 |
2282 |
2296 |
-4 |
3,716 |
59,615 |
+547 |
Mar17 |
160630 |
2253 |
2262 |
2235 |
2249 |
-4 |
2,950 |
45,847 |
-271 |
May17 |
160630 |
2238 |
2244 |
2220 |
2233 |
-3 |
584 |
15,041 |
+277 |
Jul17 |
160630 |
2220 |
2234 |
2213 |
2226 |
-3 |
95 |
2,363 |
+29 |
Sep17 |
160630 |
2218 |
2227 |
2218 |
2219 |
-3 |
0 |
1,392 |
+0 |
Total Volume and Open Interest |
37,378 |
270,744 |
+2,980 |
London Sugar(LCE) |
Aug16 |
160630 |
567.40 |
573.20 |
551.80 |
552.50 |
-15.70 |
4,625 |
33,521 |
-1,512 |
Oct16 |
160630 |
565.00 |
570.30 |
550.40 |
551.10 |
-13.90 |
2,703 |
30,768 |
+342 |
Dec16 |
160630 |
558.00 |
567.00 |
547.40 |
548.20 |
-13.00 |
671 |
14,728 |
+67 |
Mar17 |
160630 |
558.20 |
564.50 |
545.80 |
546.50 |
-11.60 |
1,168 |
14,026 |
+424 |
May17 |
160630 |
543.60 |
546.40 |
531.80 |
532.60 |
-11.10 |
724 |
4,113 |
+428 |
Total Volume and Open Interest |
10,320 |
101,872 |
+129 |
Cotton(ICE) |
Jul16 |
160630 |
63.08 |
63.08 |
62.82 |
62.82 |
-1.68 |
10 |
54 |
-10 |
Oct16 |
160630 |
66.25 |
67.10 |
64.62 |
64.62 |
-1.60 |
53 |
134 |
+7 |
Dec16 |
160630 |
66.09 |
66.42 |
64.15 |
64.17 |
-1.68 |
16,017 |
151,531 |
+44 |
Mar17 |
160630 |
66.34 |
66.68 |
64.54 |
64.57 |
-1.61 |
2,124 |
21,100 |
-55 |
May17 |
160630 |
66.56 |
66.87 |
64.90 |
64.94 |
-1.48 |
316 |
3,786 |
+126 |
Jul17 |
160630 |
66.90 |
67.15 |
65.40 |
65.40 |
-1.39 |
126 |
2,890 |
-26 |
Total Volume and Open Interest |
18,867 |
184,257 |
+227 |
Lumber(CME) |
Jul16 |
160630 |
303.7 |
306.9 |
301.0 |
303.9 |
-0.2 |
229 |
713 |
-86 |
Sep16 |
160630 |
308.4 |
312.0 |
304.6 |
307.7 |
unch |
410 |
3,030 |
+34 |
Nov16 |
160630 |
310.0 |
313.3 |
310.0 |
310.5 |
+0.1 |
3 |
163 |
+1 |
Jan17 |
160630 |
316.1 |
316.2 |
316.0 |
316.1 |
+0.1 |
0 |
36 |
+0 |
Total Volume and Open Interest |
642 |
3,994 |
-51 |
Crude Oil(NYM) |
Aug16 |
160630 |
49.55 |
49.62 |
48.17 |
48.33 |
-1.55 |
498,851 |
457,153 |
+4,691 |
Sep16 |
160630 |
50.22 |
50.30 |
48.85 |
49.01 |
-1.57 |
131,351 |
257,118 |
+4,842 |
Oct16 |
160630 |
50.68 |
50.85 |
49.43 |
49.59 |
-1.56 |
40,581 |
102,101 |
-1,312 |
Nov16 |
160630 |
51.23 |
51.39 |
49.97 |
50.13 |
-1.57 |
29,329 |
96,792 |
+1,471 |
Dec16 |
160630 |
51.84 |
51.88 |
50.45 |
50.62 |
-1.57 |
85,798 |
238,184 |
+4,293 |
Jan17 |
160630 |
52.19 |
52.19 |
50.85 |
51.02 |
-1.57 |
17,902 |
48,830 |
+2,628 |
Feb17 |
160630 |
52.49 |
52.49 |
51.31 |
51.34 |
-1.58 |
7,526 |
28,672 |
+171 |
Mar17 |
160630 |
52.71 |
52.89 |
51.48 |
51.61 |
-1.58 |
13,706 |
64,378 |
-759 |
Apr17 |
160630 |
53.02 |
53.02 |
51.66 |
51.83 |
-1.56 |
5,178 |
19,414 |
+331 |
May17 |
160630 |
52.69 |
52.69 |
51.84 |
52.01 |
-1.55 |
1,973 |
18,818 |
-375 |
Jun17 |
160630 |
53.32 |
53.38 |
52.01 |
52.18 |
-1.53 |
19,368 |
71,579 |
-1,029 |
Jul17 |
160630 |
53.18 |
53.18 |
52.31 |
52.31 |
-1.52 |
1,831 |
16,586 |
-875 |
Aug17 |
160630 |
52.43 |
53.60 |
52.04 |
52.43 |
-1.51 |
381 |
12,644 |
-26 |
Sep17 |
160630 |
52.57 |
53.46 |
52.57 |
52.57 |
-1.48 |
2,153 |
28,663 |
+323 |
Oct17 |
160630 |
52.72 |
54.00 |
52.72 |
52.72 |
-1.46 |
437 |
9,909 |
+62 |
Nov17 |
160630 |
52.91 |
53.73 |
52.91 |
52.91 |
-1.43 |
308 |
11,208 |
+12 |
Total Volume and Open Interest |
892,993 |
1,720,740 |
+15,528 |
e-miNY Crude Oil(NYM) |
Aug16 |
160630 |
49.500 |
49.600 |
48.175 |
48.325 |
-1.550 |
10,698 |
1,798 |
-65 |
Sep16 |
160630 |
50.275 |
50.275 |
48.875 |
49.000 |
-1.575 |
314 |
500 |
+48 |
Oct16 |
160630 |
50.700 |
50.875 |
49.550 |
49.600 |
-1.550 |
38 |
88 |
+2 |
Nov16 |
160630 |
50.125 |
50.125 |
48.400 |
50.125 |
-1.575 |
15 |
24 |
+6 |
Dec16 |
160630 |
51.775 |
51.775 |
50.600 |
50.625 |
-1.575 |
26 |
286 |
+5 |
Jan17 |
160630 |
51.025 |
51.025 |
51.025 |
51.025 |
-1.575 |
0 |
15 |
+0 |
Feb17 |
160630 |
51.350 |
51.350 |
51.350 |
51.350 |
-1.575 |
0 |
9 |
+0 |
Mar17 |
160630 |
51.600 |
52.250 |
51.600 |
51.600 |
-1.600 |
1 |
12 |
+0 |
Apr17 |
160630 |
51.825 |
51.825 |
51.825 |
51.825 |
-1.575 |
|
|
|
May17 |
160630 |
52.000 |
52.000 |
52.000 |
52.000 |
-1.550 |
|
|
|
Total Volume and Open Interest |
11,095 |
2,893 |
-5 |
NY Harbor ULSD(NYM) |
Jul16 |
160630 |
152.15 |
152.15 |
146.61 |
148.47 |
-4.88 |
23,874 |
13,683 |
-5,313 |
Aug16 |
160630 |
153.79 |
153.81 |
148.38 |
148.87 |
-5.76 |
57,971 |
91,957 |
+294 |
Sep16 |
160630 |
155.21 |
155.38 |
150.36 |
150.83 |
-5.45 |
21,504 |
64,701 |
-115 |
Oct16 |
160630 |
156.76 |
156.91 |
152.25 |
152.69 |
-5.13 |
10,267 |
32,005 |
+631 |
Nov16 |
160630 |
157.87 |
158.34 |
153.84 |
154.34 |
-4.95 |
5,608 |
25,155 |
+323 |
Dec16 |
160630 |
159.23 |
159.67 |
155.33 |
155.84 |
-4.73 |
10,609 |
49,547 |
-1,238 |
Jan17 |
160630 |
160.51 |
160.98 |
156.89 |
157.38 |
-4.52 |
2,365 |
20,332 |
+17 |
Feb17 |
160630 |
161.50 |
161.71 |
158.22 |
158.51 |
-4.36 |
1,186 |
11,129 |
+296 |
Mar17 |
160630 |
161.84 |
162.05 |
158.98 |
159.00 |
-4.26 |
728 |
14,416 |
-5 |
Apr17 |
160630 |
160.10 |
160.59 |
158.62 |
158.63 |
-4.19 |
636 |
5,920 |
+131 |
May17 |
160630 |
159.25 |
159.94 |
158.64 |
158.64 |
-4.14 |
278 |
2,945 |
+19 |
Jun17 |
160630 |
161.74 |
161.74 |
158.77 |
158.92 |
-4.11 |
434 |
17,740 |
+84 |
Jul17 |
160630 |
162.50 |
162.50 |
159.50 |
159.62 |
-4.08 |
239 |
2,044 |
-69 |
Aug17 |
160630 |
160.50 |
160.50 |
160.43 |
160.43 |
-4.05 |
71 |
1,255 |
+1 |
Total Volume and Open Interest |
137,006 |
381,857 |
-5,178 |
RBOB Gasoline(NYM) |
Jul16 |
160630 |
152.05 |
152.47 |
148.16 |
150.14 |
-2.34 |
23,818 |
13,646 |
-5,210 |
Aug16 |
160630 |
153.59 |
154.15 |
149.61 |
150.13 |
-3.70 |
58,418 |
120,661 |
-548 |
Sep16 |
160630 |
153.88 |
154.63 |
150.34 |
150.74 |
-3.65 |
32,497 |
81,174 |
+3,117 |
Oct16 |
160630 |
143.81 |
144.62 |
140.81 |
141.23 |
-3.32 |
21,157 |
45,678 |
+984 |
Nov16 |
160630 |
141.99 |
142.31 |
138.84 |
139.25 |
-3.29 |
8,128 |
32,503 |
-1,059 |
Dec16 |
160630 |
140.00 |
140.89 |
137.35 |
137.76 |
-3.31 |
9,440 |
41,729 |
-396 |
Jan17 |
160630 |
140.72 |
140.76 |
137.67 |
137.95 |
-3.38 |
1,869 |
13,011 |
-133 |
Feb17 |
160630 |
140.18 |
141.13 |
139.11 |
139.29 |
-3.39 |
799 |
2,686 |
-95 |
Mar17 |
160630 |
144.09 |
144.09 |
141.26 |
141.26 |
-3.37 |
1,039 |
6,149 |
-66 |
Apr17 |
160630 |
162.62 |
163.29 |
161.25 |
161.54 |
-3.71 |
826 |
4,632 |
-224 |
Total Volume and Open Interest |
163,092 |
395,846 |
-4,265 |
e-miNY RBOB Gasoline(NYM) |
Aug16 |
160630 |
150.10 |
150.13 |
150.10 |
150.10 |
-3.70 |
|
|
|
Sep16 |
160630 |
150.70 |
150.74 |
150.70 |
150.70 |
-3.70 |
|
|
|
Oct16 |
160630 |
141.20 |
141.23 |
141.20 |
141.20 |
-3.40 |
|
|
|
Nov16 |
160630 |
139.30 |
139.30 |
139.25 |
139.30 |
-3.20 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Aug16 |
160630 |
2.863 |
2.945 |
2.851 |
2.924 |
+0.061 |
176,680 |
220,990 |
+6,932 |
Sep16 |
160630 |
2.859 |
2.935 |
2.844 |
2.918 |
+0.060 |
66,099 |
217,617 |
+5,533 |
Oct16 |
160630 |
2.892 |
2.961 |
2.875 |
2.948 |
+0.053 |
53,121 |
117,465 |
+1,461 |
Nov16 |
160630 |
3.035 |
3.100 |
3.021 |
3.085 |
+0.049 |
26,163 |
65,558 |
+1,432 |
Dec16 |
160630 |
3.276 |
3.339 |
3.268 |
3.319 |
+0.041 |
19,557 |
53,260 |
+1,503 |
Jan17 |
160630 |
3.413 |
3.467 |
3.399 |
3.446 |
+0.037 |
33,072 |
105,505 |
+4,361 |
Feb17 |
160630 |
3.391 |
3.445 |
3.391 |
3.429 |
+0.035 |
10,988 |
28,297 |
+1,256 |
Mar17 |
160630 |
3.342 |
3.386 |
3.323 |
3.368 |
+0.034 |
14,899 |
60,399 |
+628 |
Apr17 |
160630 |
3.032 |
3.075 |
3.025 |
3.070 |
+0.040 |
15,927 |
51,454 |
+490 |
May17 |
160630 |
3.013 |
3.033 |
2.984 |
3.029 |
+0.040 |
7,522 |
20,555 |
-42 |
Jun17 |
160630 |
3.020 |
3.058 |
3.012 |
3.055 |
+0.041 |
2,899 |
13,890 |
+514 |
Jul17 |
160630 |
3.064 |
3.086 |
3.041 |
3.084 |
+0.042 |
1,902 |
10,662 |
+229 |
Aug17 |
160630 |
3.057 |
3.095 |
3.051 |
3.092 |
+0.042 |
1,739 |
12,834 |
+83 |
Sep17 |
160630 |
3.031 |
3.077 |
3.028 |
3.073 |
+0.043 |
2,074 |
7,537 |
+511 |
Oct17 |
160630 |
3.060 |
3.102 |
3.056 |
3.098 |
+0.044 |
5,849 |
16,833 |
+1,374 |
Nov17 |
160630 |
3.112 |
3.146 |
3.112 |
3.146 |
+0.041 |
2,244 |
7,810 |
+491 |
Total Volume and Open Interest |
444,572 |
1,062,949 |
+25,224 |
Brent Crude Oil(ICE) |
Aug16 |
160630 |
50.21 |
50.28 |
49.47 |
49.68 |
-0.93 |
173,176 |
75,157 |
-37,763 |
Sep16 |
160630 |
50.94 |
51.02 |
49.53 |
49.71 |
-1.61 |
299,226 |
485,617 |
+3,158 |
Oct16 |
160630 |
51.50 |
51.50 |
49.98 |
50.16 |
-1.64 |
103,701 |
229,395 |
+8,333 |
Nov16 |
160630 |
51.82 |
51.90 |
50.36 |
50.54 |
-1.66 |
54,754 |
174,360 |
+1,686 |
Dec16 |
160630 |
52.33 |
52.42 |
50.88 |
51.06 |
-1.65 |
142,367 |
371,436 |
-5,535 |
Jan17 |
160630 |
52.78 |
52.84 |
51.29 |
51.48 |
-1.65 |
16,964 |
84,327 |
-870 |
Feb17 |
160630 |
53.12 |
53.17 |
51.65 |
51.82 |
-1.64 |
12,077 |
63,194 |
+952 |
Mar17 |
160630 |
53.22 |
53.46 |
51.92 |
52.11 |
-1.64 |
19,088 |
63,309 |
+1,780 |
Apr17 |
160630 |
53.58 |
53.70 |
52.20 |
52.39 |
-1.62 |
3,887 |
23,571 |
+382 |
May17 |
160630 |
52.45 |
52.67 |
52.02 |
52.67 |
-1.61 |
3,641 |
22,030 |
-194 |
Jun17 |
160630 |
54.03 |
54.27 |
52.76 |
52.94 |
-1.61 |
23,166 |
94,653 |
+860 |
Jul17 |
160630 |
53.00 |
53.68 |
52.58 |
53.22 |
-1.60 |
2,509 |
17,647 |
+80 |
Aug17 |
160630 |
53.46 |
53.46 |
53.46 |
53.46 |
-1.58 |
682 |
16,207 |
-42 |
Sep17 |
160630 |
54.22 |
54.22 |
53.66 |
53.66 |
-1.56 |
1,414 |
33,345 |
-63 |
Total Volume and Open Interest |
901,774 |
2,213,587 |
-24,553 |
Gas Oil(ICE) |
Jul16 |
160630 |
448.75 |
449.75 |
434.50 |
442.50 |
-7.50 |
40,713 |
89,585 |
-5,476 |
Aug16 |
160630 |
452.50 |
453.50 |
438.50 |
446.25 |
-7.50 |
59,408 |
136,128 |
+36 |
Sep16 |
160630 |
456.50 |
457.50 |
443.00 |
450.25 |
-7.25 |
29,339 |
68,798 |
+91 |
Oct16 |
160630 |
461.25 |
461.25 |
447.75 |
454.25 |
-7.25 |
15,793 |
47,373 |
+827 |
Nov16 |
160630 |
462.50 |
463.75 |
451.00 |
456.75 |
-7.25 |
5,388 |
37,743 |
+481 |
Dec16 |
160630 |
466.00 |
466.00 |
453.00 |
459.00 |
-7.00 |
17,899 |
91,812 |
-198 |
Jan17 |
160630 |
467.75 |
468.50 |
460.25 |
462.25 |
-7.00 |
1,869 |
26,574 |
-52 |
Feb17 |
160630 |
471.50 |
472.00 |
463.50 |
465.25 |
-7.00 |
1,333 |
13,303 |
-207 |
Mar17 |
160630 |
474.50 |
474.50 |
465.50 |
468.25 |
-6.75 |
1,893 |
21,392 |
-185 |
Apr17 |
160630 |
477.00 |
477.00 |
468.00 |
470.75 |
-6.75 |
1,520 |
9,578 |
-205 |
Total Volume and Open Interest |
183,947 |
705,621 |
-5,209 |
Ethanol(CBOT) |
Jul16 |
160630 |
1.595 |
1.625 |
1.595 |
1.624 |
+0.024 |
215 |
125 |
-136 |
Aug16 |
160630 |
1.610 |
1.612 |
1.560 |
1.604 |
+0.016 |
547 |
1,960 |
+112 |
Sep16 |
160630 |
1.538 |
1.582 |
1.538 |
1.582 |
+0.016 |
139 |
880 |
-23 |
Oct16 |
160630 |
1.536 |
1.554 |
1.536 |
1.554 |
+0.016 |
52 |
298 |
-19 |
Nov16 |
160630 |
1.520 |
1.520 |
1.520 |
1.520 |
+0.012 |
0 |
346 |
+0 |
Dec16 |
160630 |
1.485 |
1.485 |
1.475 |
1.485 |
+0.008 |
0 |
1,159 |
+0 |
Jan17 |
160630 |
1.463 |
1.463 |
1.463 |
1.463 |
+0.007 |
0 |
155 |
+0 |
Feb17 |
160630 |
1.460 |
1.460 |
1.460 |
1.460 |
+0.007 |
0 |
18 |
+0 |
Total Volume and Open Interest |
953 |
4,941 |
-66 |
WTI Crude Oil(ICE) |
Aug16 |
160630 |
49.54 |
49.59 |
48.18 |
48.33 |
-1.55 |
49,541 |
62,926 |
-1,615 |
Sep16 |
160630 |
50.24 |
50.24 |
48.85 |
49.01 |
-1.57 |
43,986 |
57,321 |
+542 |
Oct16 |
160630 |
50.71 |
50.83 |
49.43 |
49.59 |
-1.56 |
21,431 |
19,381 |
+647 |
Nov16 |
160630 |
51.17 |
51.34 |
49.99 |
50.13 |
-1.57 |
14,906 |
23,527 |
-939 |
Dec16 |
160630 |
51.71 |
51.82 |
50.56 |
50.62 |
-1.57 |
24,681 |
89,073 |
+3,428 |
Jan17 |
160630 |
52.04 |
52.04 |
50.87 |
51.02 |
-1.57 |
3,827 |
13,161 |
-97 |
Feb17 |
160630 |
52.34 |
52.34 |
51.18 |
51.34 |
-1.58 |
2,201 |
11,359 |
+459 |
Mar17 |
160630 |
52.58 |
52.58 |
51.61 |
51.61 |
-1.58 |
1,478 |
11,654 |
+668 |
Apr17 |
160630 |
51.83 |
51.83 |
51.83 |
51.83 |
-1.56 |
502 |
2,648 |
-121 |
May17 |
160630 |
52.01 |
52.01 |
52.01 |
52.01 |
-1.55 |
234 |
1,490 |
+52 |
Jun17 |
160630 |
53.20 |
53.20 |
52.18 |
52.18 |
-1.53 |
2,174 |
28,772 |
+708 |
Jul17 |
160630 |
52.31 |
52.31 |
52.31 |
52.31 |
-1.52 |
165 |
1,722 |
+6 |
Aug17 |
160630 |
52.43 |
52.43 |
52.43 |
52.43 |
-1.51 |
85 |
652 |
+0 |
Sep17 |
160630 |
52.57 |
52.57 |
52.57 |
52.57 |
-1.48 |
147 |
4,876 |
+35 |
Oct17 |
160630 |
52.72 |
52.72 |
52.72 |
52.72 |
-1.46 |
60 |
1,251 |
+0 |
Nov17 |
160630 |
52.91 |
52.91 |
52.91 |
52.91 |
-1.43 |
28 |
746 |
-11 |
Total Volume and Open Interest |
169,164 |
429,401 |
+3,763 |
US Dollar Index(ICE) |
Sep16 |
160630 |
95.700 |
96.480 |
95.520 |
96.202 |
+0.395 |
20,694 |
44,278 |
+301 |
Dec16 |
160630 |
95.840 |
96.490 |
95.530 |
96.228 |
+0.390 |
568 |
2,111 |
-34 |
Mar17 |
160630 |
95.990 |
96.295 |
95.900 |
96.272 |
+0.375 |
101 |
1,300 |
+63 |
Total Volume and Open Interest |
21,363 |
47,703 |
+330 |
Australian Dollar(CME) |
Sep16 |
160630 |
74.24 |
74.52 |
73.51 |
74.24 |
+0.06 |
90,308 |
69,253 |
-3,897 |
Dec16 |
160630 |
74.10 |
74.26 |
73.29 |
74.01 |
+0.07 |
126 |
1,010 |
+75 |
Mar17 |
160630 |
73.80 |
73.80 |
73.72 |
73.80 |
+0.06 |
0 |
11 |
+0 |
Total Volume and Open Interest |
90,434 |
70,276 |
-3,822 |
British Pound(CME) |
Sep16 |
160630 |
134.50 |
135.02 |
132.15 |
132.48 |
-1.84 |
144,532 |
205,079 |
-642 |
Dec16 |
160630 |
134.64 |
135.12 |
132.30 |
132.61 |
-1.83 |
368 |
1,075 |
+91 |
Mar17 |
160630 |
133.15 |
135.00 |
132.79 |
132.79 |
-1.81 |
1 |
93 |
+1 |
Total Volume and Open Interest |
144,902 |
206,551 |
-550 |
Canadian Dollar(CME) |
Sep16 |
160630 |
77.29 |
77.45 |
76.83 |
77.12 |
+0.08 |
54,188 |
110,284 |
-896 |
Dec16 |
160630 |
77.35 |
77.43 |
76.85 |
77.12 |
+0.08 |
74 |
3,698 |
+6 |
Mar17 |
160630 |
77.07 |
77.42 |
76.90 |
77.13 |
+0.08 |
6 |
287 |
+5 |
Jun17 |
160630 |
77.16 |
77.42 |
76.91 |
77.14 |
+0.08 |
0 |
116 |
+0 |
Total Volume and Open Interest |
54,269 |
114,425 |
-884 |
Japanese Yen(CME) |
Sep16 |
160630 |
97.44 |
97.94 |
97.05 |
97.07 |
-0.70 |
103,998 |
142,323 |
-50 |
Dec16 |
160630 |
97.94 |
98.27 |
97.38 |
97.42 |
-0.70 |
46 |
656 |
-4 |
Mar17 |
160630 |
97.78 |
98.54 |
97.78 |
97.78 |
-0.70 |
0 |
32 |
+0 |
Total Volume and Open Interest |
104,044 |
143,117 |
-54 |
Swiss Franc(CME) |
Sep16 |
160630 |
102.53 |
103.24 |
102.27 |
102.64 |
+0.17 |
14,997 |
35,406 |
-496 |
Dec16 |
160630 |
103.19 |
103.74 |
102.83 |
103.19 |
+0.19 |
28 |
86 |
-3 |
Mar17 |
160630 |
103.70 |
104.13 |
103.70 |
103.70 |
+0.17 |
|
|
|
Total Volume and Open Interest |
15,025 |
35,507 |
-499 |
EuroFX(CME) |
Sep16 |
160630 |
111.54 |
111.85 |
110.52 |
111.08 |
-0.30 |
150,774 |
331,583 |
+6,091 |
Dec16 |
160630 |
111.93 |
112.21 |
110.92 |
111.45 |
-0.31 |
250 |
3,647 |
+74 |
Mar17 |
160630 |
112.15 |
112.55 |
111.37 |
111.84 |
-0.30 |
5 |
1,297 |
+1 |
Total Volume and Open Interest |
151,031 |
337,273 |
+6,166 |
Mexican Peso(CME) |
Jul16 |
160630 |
544.63 |
544.63 |
530.38 |
544.63 |
+6.25 |
6 |
6 |
+0 |
Aug16 |
160630 |
543.75 |
543.75 |
543.75 |
543.75 |
+6.38 |
|
|
|
Total Volume and Open Interest |
40,001 |
109,440 |
-1,115 |
Brazilian Real(CME) |
Jul16 |
160630 |
312.70 |
320.95 |
308.65 |
320.95 |
+13.15 |
21,899 |
5,877 |
-18,723 |
Aug16 |
160630 |
307.15 |
311.30 |
305.60 |
308.55 |
+3.05 |
20,820 |
20,773 |
+20,526 |
Sep16 |
160630 |
302.15 |
308.00 |
302.15 |
305.65 |
+2.90 |
318 |
3,646 |
+139 |
Oct16 |
160630 |
303.15 |
303.15 |
303.15 |
303.15 |
+2.80 |
|
|
|
Total Volume and Open Interest |
43,037 |
30,326 |
+1,942 |
30-Year T-Bonds(CBOT) |
Sep16 |
160630 |
172~010 |
173~230 |
171~010 |
172~110 |
-0~210 |
243,272 |
552,177 |
-3,789 |
Dec16 |
160630 |
170~140 |
172~030 |
170~140 |
170~280 |
-0~220 |
15 |
51 |
+7 |
Mar17 |
160630 |
169~240 |
169~240 |
169~240 |
169~240 |
-0~220 |
|
|
|
Total Volume and Open Interest |
243,287 |
552,228 |
-3,782 |
10-Year T-Notes(CBOT) |
Sep16 |
160630 |
132~225 |
133~075 |
132~140 |
132~315 |
-0~025 |
1,136,545 |
2,810,425 |
+26,621 |
Dec16 |
160630 |
131~285 |
132~055 |
131~285 |
132~015 |
-0~025 |
56 |
69 |
+50 |
Mar17 |
160630 |
131~075 |
131~075 |
131~075 |
131~075 |
-0~025 |
|
|
|
Total Volume and Open Interest |
1,136,601 |
2,810,494 |
+26,671 |
5-Year T-Notes(CBOT) |
Jun16 |
160630 |
122~074 |
122~140 |
122~042 |
122~130 |
+0~016 |
734 |
39,039 |
-8,699 |
Sep16 |
160630 |
121~284 |
122~072 |
121~246 |
122~052 |
+0~024 |
516,481 |
2,627,557 |
+13,571 |
Dec16 |
160630 |
122~036 |
122~036 |
122~036 |
122~036 |
+0~024 |
|
|
|
Total Volume and Open Interest |
517,215 |
2,666,596 |
+4,872 |
2 Year T-Notes(CBOT) |
Jun16 |
160630 |
109~172 |
109~196 |
109~172 |
109~196 |
-0~006 |
3,874 |
5,610 |
-192 |
Sep16 |
160630 |
109~174 |
109~216 |
109~166 |
109~212 |
+0~022 |
187,503 |
981,450 |
+3,691 |
Dec16 |
160630 |
109~196 |
109~196 |
109~196 |
109~196 |
+0~022 |
|
|
|
Total Volume and Open Interest |
191,377 |
987,060 |
+3,499 |
Eurodollars(CME) |
Sep16 |
160630 |
99.345 |
99.365 |
99.340 |
99.355 |
+0.005 |
148,053 |
1,179,692 |
+7,138 |
Dec16 |
160630 |
99.300 |
99.335 |
99.300 |
99.325 |
+0.015 |
195,709 |
1,293,769 |
-7,343 |
Mar17 |
160630 |
99.270 |
99.315 |
99.270 |
99.305 |
+0.020 |
148,428 |
919,591 |
+40 |
Jun17 |
160630 |
99.235 |
99.280 |
99.225 |
99.270 |
+0.020 |
146,670 |
818,082 |
-1,011 |
Sep17 |
160630 |
99.185 |
99.240 |
99.180 |
99.230 |
+0.020 |
147,399 |
808,368 |
-7,810 |
Dec17 |
160630 |
99.125 |
99.190 |
99.115 |
99.175 |
+0.020 |
187,767 |
1,143,536 |
-8,031 |
Mar18 |
160630 |
99.085 |
99.150 |
99.075 |
99.135 |
+0.015 |
115,609 |
582,435 |
+3,351 |
Jun18 |
160630 |
99.045 |
99.100 |
99.025 |
99.090 |
+0.015 |
99,760 |
441,543 |
+9,606 |
Sep18 |
160630 |
98.995 |
99.060 |
98.975 |
99.040 |
+0.010 |
79,577 |
410,552 |
+2,640 |
Dec18 |
160630 |
98.940 |
99.005 |
98.915 |
98.980 |
+0.005 |
87,398 |
559,979 |
+6,115 |
Mar19 |
160630 |
98.900 |
98.965 |
98.870 |
98.935 |
unch |
75,635 |
329,399 |
+2,984 |
Jun19 |
160630 |
98.850 |
98.915 |
98.815 |
98.885 |
unch |
59,867 |
270,690 |
+2,869 |
Sep19 |
160630 |
98.800 |
98.860 |
98.760 |
98.830 |
-0.005 |
38,830 |
221,833 |
+3,552 |
Dec19 |
160630 |
98.730 |
98.800 |
98.695 |
98.765 |
-0.010 |
51,308 |
219,808 |
-5,943 |
Mar20 |
160630 |
98.680 |
98.745 |
98.640 |
98.710 |
-0.015 |
28,734 |
119,915 |
+2,586 |
Jun20 |
160630 |
98.620 |
98.690 |
98.580 |
98.645 |
-0.020 |
29,883 |
76,129 |
+3,332 |
Sep20 |
160630 |
98.570 |
98.630 |
98.525 |
98.585 |
-0.020 |
34,769 |
81,459 |
+6,020 |
Dec20 |
160630 |
98.505 |
98.565 |
98.460 |
98.520 |
-0.025 |
17,575 |
89,921 |
-1,471 |
Total Volume and Open Interest |
1,780,135 |
9,982,134 |
+23,901 |
Ultra T-Bond(CBOT) |
Jun16 |
160621 |
178~02 |
178~03 |
177~28 |
177~28 |
-0~13 |
1,271 |
7,229 |
-701 |
Sep16 |
160630 |
185~26 |
188~05 |
184~17 |
186~12 |
-0~29 |
97,777 |
583,058 |
-4,922 |
Dec16 |
160630 |
185~13 |
185~13 |
185~13 |
185~13 |
-0~29 |
|
|
|
Total Volume and Open Interest |
97,777 |
583,058 |
-4,922 |
Ultra 10-Yr T-Note(CBOT) |
Jun16 |
160621 |
142~115 |
142~115 |
142~115 |
142~115 |
-0~060 |
148 |
5,312 |
+0 |
Sep16 |
160630 |
145~090 |
146~040 |
144~300 |
145~215 |
-0~050 |
62,642 |
139,209 |
-1,601 |
Dec16 |
160630 |
145~135 |
145~135 |
145~135 |
145~135 |
-0~050 |
|
|
|
Total Volume and Open Interest |
62,642 |
139,209 |
-1,601 |
30 Day Federal Funds(CBOT) |
Jun16 |
160630 |
99.620 |
99.622 |
99.620 |
99.622 |
unch |
2,166 |
85,860 |
+12 |
Jul16 |
160630 |
99.620 |
99.625 |
99.620 |
99.622 |
+0.002 |
28,522 |
195,755 |
-3,495 |
Aug16 |
160630 |
99.625 |
99.625 |
99.620 |
99.625 |
unch |
39,184 |
204,581 |
-3,975 |
Sep16 |
160630 |
99.620 |
99.630 |
99.615 |
99.630 |
+0.005 |
12,166 |
55,704 |
+986 |
Oct16 |
160630 |
99.630 |
99.645 |
99.620 |
99.645 |
+0.015 |
20,123 |
148,238 |
-2,355 |
Nov16 |
160630 |
99.625 |
99.645 |
99.620 |
99.645 |
+0.015 |
8,081 |
47,193 |
-824 |
Total Volume and Open Interest |
141,837 |
954,018 |
-4,590 |
3-Mth Euro-Yen(CME) |
Sep16 |
160630 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec16 |
160630 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar17 |
160630 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Jun17 |
160630 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Sep17 |
160630 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec17 |
160630 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar18 |
160630 |
99.995 |
99.995 |
99.995 |
99.995 |
unch |
|
|
|
Jun18 |
160630 |
99.855 |
99.855 |
99.855 |
99.855 |
unch |
|
|
|
Sep18 |
160630 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Dec18 |
160630 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep16 |
160630 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec16 |
160630 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
160630 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160630 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160630 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160630 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160630 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
160630 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep16 |
160630 |
152.99 |
153.01 |
152.78 |
152.83 |
-0.14 |
2,124 |
17,163 |
-341 |
Dec16 |
160630 |
152.83 |
152.83 |
152.83 |
152.83 |
-0.14 |
20 |
1 |
-20 |
Mar17 |
160630 |
152.75 |
152.75 |
152.75 |
152.75 |
-0.14 |
|
|
|
Total Volume and Open Interest |
2,144 |
17,164 |
-361 |
Euro-Buxl(EUREX) |
Sep16 |
160630 |
194.30 |
196.76 |
189.38 |
196.16 |
+0.98 |
38,027 |
139,321 |
-3,697 |
Dec16 |
160630 |
194.44 |
194.44 |
194.44 |
194.44 |
+1.00 |
0 |
25 |
-10 |
Mar17 |
160630 |
194.44 |
194.44 |
194.44 |
194.44 |
+1.00 |
|
|
|
Total Volume and Open Interest |
38,027 |
139,346 |
-3,707 |
Euro-Bund(EUREX) |
Sep16 |
160630 |
166.70 |
167.33 |
165.51 |
167.12 |
+0.20 |
530,697 |
1,596,732 |
-46,684 |
Dec16 |
160630 |
164.05 |
164.52 |
163.10 |
164.42 |
+0.21 |
75 |
140 |
+53 |
Mar17 |
160630 |
166.62 |
166.62 |
166.62 |
166.62 |
-0.15 |
1 |
3 |
+1 |
Total Volume and Open Interest |
530,773 |
1,596,875 |
-46,630 |
Euro-Bobl(EUREX) |
Sep16 |
160630 |
133.54 |
133.66 |
133.17 |
133.60 |
+0.03 |
385,067 |
1,265,429 |
-58,527 |
Dec16 |
160630 |
131.50 |
131.50 |
131.50 |
131.50 |
-0.07 |
0 |
107 |
-3 |
Mar17 |
160630 |
133.60 |
133.60 |
133.60 |
133.60 |
+0.03 |
|
|
|
Total Volume and Open Interest |
385,067 |
1,265,536 |
-58,530 |
Euro-Schatz(EUREX) |
Sep16 |
160630 |
112.07 |
112.08 |
111.93 |
112.07 |
+0.01 |
153,227 |
1,038,895 |
-29,845 |
Dec16 |
160630 |
112.04 |
112.04 |
112.04 |
112.04 |
+0.01 |
0 |
185 |
+0 |
Mar17 |
160630 |
112.04 |
112.04 |
112.04 |
112.04 |
+0.01 |
|
|
|
Total Volume and Open Interest |
153,227 |
1,039,080 |
-29,845 |
3-Mth Euribor(EUREX) |
Jun16 |
160613 |
100.262 |
100.262 |
100.262 |
100.262 |
-0.003 |
0 |
11,735 |
+0 |
Sep16 |
160630 |
100.310 |
100.315 |
100.310 |
100.315 |
+0.010 |
0 |
4,855 |
-20 |
Dec16 |
160630 |
100.340 |
100.345 |
100.340 |
100.345 |
+0.005 |
315 |
2,261 |
+267 |
Total Volume and Open Interest |
330 |
96,134 |
+246 |
Long Gilt(LIFFE) |
Sep16 |
160630 |
127~28 |
129~05 |
127~16 |
128~16 |
+0~13 |
136,556 |
442,184 |
+3,255 |
Dec16 |
160630 |
127~15 |
127~15 |
127~15 |
127~15 |
+0~13 |
|
|
|
Total Volume and Open Interest |
136,556 |
442,184 |
-13,886 |
3-Mth Short Sterling(LIFFE) |
Sep16 |
160630 |
99.57 |
99.67 |
99.55 |
99.63 |
+0.06 |
94,540 |
450,709 |
+31,604 |
Dec16 |
160630 |
99.60 |
99.70 |
99.59 |
99.66 |
+0.06 |
67,474 |
467,651 |
+10,769 |
Mar17 |
160630 |
99.61 |
99.71 |
99.59 |
99.67 |
+0.06 |
52,569 |
348,649 |
-4,182 |
Jun17 |
160630 |
99.62 |
99.73 |
99.59 |
99.67 |
+0.05 |
56,892 |
281,188 |
-1,959 |
Sep17 |
160630 |
99.62 |
99.73 |
99.59 |
99.68 |
+0.06 |
66,627 |
248,129 |
-3,446 |
Dec17 |
160630 |
99.60 |
99.73 |
99.58 |
99.67 |
+0.06 |
61,287 |
255,456 |
-942 |
Total Volume and Open Interest |
632,741 |
2,893,197 |
+42,452 |
3-Mth Euribor(LIFFE) |
Sep16 |
160630 |
100.310 |
100.325 |
100.305 |
100.315 |
+0.005 |
57,015 |
365,365 |
-1,930 |
Dec16 |
160630 |
100.345 |
100.355 |
100.325 |
100.345 |
+0.005 |
42,012 |
466,504 |
-2,881 |
Mar17 |
160630 |
100.360 |
100.365 |
100.335 |
100.355 |
-0.005 |
53,505 |
407,453 |
-11,699 |
Total Volume and Open Interest |
431,755 |
3,064,095 |
+4,230 |
3-Mth Aus T-Bills(SFE) |
Sep16 |
160630 |
98.12 |
98.12 |
98.10 |
98.12 |
unch |
35,985 |
209,413 |
-6,255 |
Dec16 |
160630 |
98.20 |
98.21 |
98.18 |
98.21 |
unch |
72,531 |
208,749 |
-605 |
Mar17 |
160630 |
98.24 |
98.25 |
98.21 |
98.25 |
unch |
24,915 |
138,490 |
-3,900 |
Jun17 |
160630 |
98.26 |
98.28 |
98.23 |
98.28 |
+0.01 |
16,453 |
120,810 |
+115 |
Sep17 |
160630 |
98.28 |
98.29 |
98.24 |
98.29 |
unch |
8,002 |
85,949 |
+729 |
Dec17 |
160630 |
98.27 |
98.30 |
98.24 |
98.30 |
+0.02 |
8,528 |
68,066 |
+1,389 |
Mar18 |
160630 |
98.26 |
98.28 |
98.23 |
98.28 |
+0.01 |
4,654 |
40,148 |
+1,277 |
Jun18 |
160630 |
98.24 |
98.27 |
98.22 |
98.27 |
+0.02 |
3,594 |
31,715 |
+761 |
Sep18 |
160630 |
98.23 |
98.25 |
98.23 |
98.25 |
+0.03 |
295 |
4,844 |
+178 |
Dec18 |
160630 |
98.21 |
98.21 |
98.21 |
98.21 |
+0.02 |
670 |
2,589 |
+200 |
Total Volume and Open Interest |
176,160 |
913,294 |
-6,015 |
10-Year Aus T-Bonds(SFE) |
Sep16 |
160630 |
97.99 |
98.01 |
97.95 |
98.01 |
+0.02 |
134,681 |
824,337 |
-4,781 |
Dec16 |
160630 |
98.01 |
98.01 |
98.01 |
98.01 |
+0.02 |
|
|
|
Total Volume and Open Interest |
134,681 |
824,337 |
-4,781 |
3-Year Aus T-Bonds(SFE) |
Sep16 |
160630 |
98.50 |
98.52 |
98.46 |
98.51 |
unch |
176,890 |
720,721 |
-7,205 |
Dec16 |
160630 |
98.51 |
98.51 |
98.51 |
98.51 |
unch |
|
|
|
Total Volume and Open Interest |
176,890 |
720,721 |
-7,205 |
Gold(CMX) |
Aug16 |
160630 |
1321.0 |
1326.5 |
1315.3 |
1320.6 |
-6.3 |
195,976 |
429,664 |
-11,711 |
Oct16 |
160630 |
1323.0 |
1329.5 |
1319.0 |
1324.0 |
-6.3 |
7,844 |
34,712 |
+312 |
Dec16 |
160630 |
1327.6 |
1333.3 |
1322.3 |
1327.4 |
-6.4 |
18,025 |
92,081 |
+4,336 |
Feb17 |
160630 |
1328.8 |
1333.8 |
1328.7 |
1330.3 |
-6.4 |
2,553 |
13,826 |
+1,428 |
Apr17 |
160630 |
1331.6 |
1336.2 |
1331.6 |
1332.9 |
-6.4 |
853 |
7,100 |
+428 |
Jun17 |
160630 |
1339.4 |
1339.4 |
1335.3 |
1335.3 |
-6.4 |
303 |
12,411 |
-184 |
Aug17 |
160630 |
1335.4 |
1337.5 |
1335.4 |
1337.5 |
-6.4 |
21 |
1,584 |
+16 |
Oct17 |
160630 |
1339.6 |
1340.1 |
1339.5 |
1339.6 |
-6.4 |
2 |
657 |
-1 |
Dec17 |
160630 |
1342.8 |
1344.1 |
1341.5 |
1341.5 |
-6.4 |
705 |
8,248 |
+285 |
Feb18 |
160630 |
1343.5 |
1357.4 |
1343.5 |
1343.5 |
-6.4 |
0 |
48 |
+0 |
Apr18 |
160630 |
1345.5 |
1345.5 |
1345.5 |
1345.5 |
-6.4 |
|
|
|
Jun18 |
160630 |
1347.5 |
1347.5 |
1347.5 |
1347.5 |
-6.4 |
0 |
3,598 |
+0 |
Total Volume and Open Interest |
227,354 |
613,528 |
-5,736 |
Silver(CMX) |
Jul16 |
160630 |
1831.5 |
1885.5 |
1824.5 |
1858.2 |
+22.0 |
61,138 |
13,791 |
-15,664 |
Sep16 |
160630 |
1836.0 |
1890.0 |
1826.0 |
1862.3 |
+21.6 |
50,982 |
145,698 |
+13,136 |
Dec16 |
160630 |
1842.0 |
1895.5 |
1836.0 |
1869.4 |
+21.6 |
3,408 |
38,673 |
+455 |
Mar17 |
160630 |
1861.0 |
1877.5 |
1861.0 |
1876.4 |
+21.6 |
233 |
6,351 |
-4 |
May17 |
160630 |
1877.5 |
1881.5 |
1877.5 |
1880.5 |
+21.6 |
10 |
232 |
-6 |
Jul17 |
160630 |
1881.0 |
1885.5 |
1881.0 |
1884.6 |
+21.6 |
14 |
2,461 |
-93 |
Sep17 |
160630 |
1888.6 |
1888.6 |
1855.0 |
1888.6 |
+21.6 |
12 |
225 |
+0 |
Total Volume and Open Interest |
116,153 |
211,396 |
-2,099 |
Platinum(NYMEX) |
Jul16 |
160630 |
1007.7 |
1027.1 |
1000.5 |
1021.5 |
+10.2 |
10,141 |
4,976 |
-5,357 |
Oct16 |
160630 |
1013.0 |
1033.5 |
1003.0 |
1024.3 |
+10.8 |
15,956 |
55,061 |
+5,539 |
Jan17 |
160630 |
1011.5 |
1031.8 |
1008.0 |
1026.4 |
+10.4 |
80 |
2,640 |
+29 |
Apr17 |
160630 |
1028.8 |
1028.8 |
1027.9 |
1027.9 |
+10.4 |
37 |
116 |
+27 |
Total Volume and Open Interest |
26,240 |
62,871 |
+232 |
Palladium(NYMEX) |
Sep16 |
160630 |
588.05 |
600.70 |
583.30 |
597.35 |
+6.80 |
4,526 |
21,118 |
-343 |
Dec16 |
160630 |
588.60 |
599.30 |
588.15 |
597.95 |
+6.80 |
26 |
430 |
+1 |
Mar17 |
160630 |
599.35 |
599.35 |
599.35 |
599.35 |
+6.80 |
0 |
42 |
+0 |
Total Volume and Open Interest |
4,555 |
21,607 |
-350 |
Copper(CMX) |
Jul16 |
160630 |
219.10 |
220.45 |
217.25 |
219.45 |
+1.10 |
36,288 |
8,617 |
-5,753 |
Sep16 |
160630 |
219.40 |
220.60 |
217.35 |
219.55 |
+0.95 |
55,602 |
106,444 |
+1,729 |
Dec16 |
160630 |
220.30 |
221.45 |
218.35 |
220.45 |
+1.00 |
2,299 |
36,130 |
+72 |
Mar17 |
160630 |
220.00 |
221.10 |
219.00 |
221.10 |
+1.00 |
296 |
8,234 |
+142 |
May17 |
160630 |
220.05 |
221.65 |
220.05 |
221.65 |
+1.05 |
22 |
1,483 |
+8 |
Total Volume and Open Interest |
94,930 |
167,800 |
-4,015 |
E-mini DJIA Index(CBOT) |
Sep16 |
160630 |
17670 |
17828 |
17557 |
17819 |
+195 |
191,253 |
93,963 |
-10,398 |
Dec16 |
160630 |
17549 |
17726 |
17466 |
17724 |
+195 |
102 |
227 |
-7 |
Mar17 |
160630 |
17400 |
17643 |
17400 |
17643 |
+195 |
3 |
26 |
+2 |
Jun17 |
160630 |
17602 |
17602 |
17602 |
17602 |
+195 |
|
|
|
Total Volume and Open Interest |
191,358 |
94,216 |
-10,403 |
S & P 500(CME) |
Sep16 |
160630 |
2072.80 |
2090.20 |
2056.50 |
2090.20 |
+23.40 |
10,800 |
81,922 |
+4,908 |
Dec16 |
160630 |
2081.70 |
2081.70 |
2053.60 |
2081.70 |
+23.60 |
133 |
1,361 |
+98 |
Mar17 |
160630 |
2074.30 |
2074.30 |
2046.20 |
2074.30 |
+23.60 |
|
|
|
Jun17 |
160630 |
2069.00 |
2069.00 |
2040.90 |
2069.00 |
+23.60 |
|
|
|
Total Volume and Open Interest |
10,933 |
83,283 |
+5,006 |
S & P 500 E-Mini(Globex) |
Sep16 |
160630 |
2072.25 |
2091.25 |
2056.50 |
2090.25 |
+23.50 |
2,285,755 |
2,938,555 |
-32,727 |
Dec16 |
160630 |
2064.00 |
2082.50 |
2048.00 |
2081.75 |
+23.75 |
2,632 |
11,778 |
+305 |
Mar17 |
160630 |
2051.00 |
2074.75 |
2040.75 |
2074.25 |
+23.50 |
107 |
341 |
+1 |
Jun17 |
160630 |
2069.00 |
2069.00 |
2040.00 |
2069.00 |
+23.50 |
0 |
211 |
+0 |
Total Volume and Open Interest |
2,288,494 |
2,950,885 |
-32,421 |
NASDAQ 100 E-Mini(Globex) |
Sep16 |
160630 |
4375.00 |
4410.50 |
4338.50 |
4407.00 |
+44.20 |
258,268 |
205,725 |
-2,765 |
Dec16 |
160630 |
4361.80 |
4400.00 |
4333.50 |
4398.50 |
+41.50 |
90 |
295 |
+32 |
Mar17 |
160630 |
4397.30 |
4397.30 |
4342.80 |
4397.30 |
+41.50 |
0 |
33 |
+0 |
Total Volume and Open Interest |
258,359 |
206,056 |
-2,734 |
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 |
160630 |
1469.00 |
1493.90 |
1458.30 |
1493.00 |
+28.50 |
27,659 |
79,639 |
-1,524 |
Dec16 |
160630 |
1480.00 |
1487.60 |
1480.00 |
1487.60 |
+28.50 |
1 |
11 |
+0 |
Total Volume and Open Interest |
27,660 |
79,650 |
-1,524 |
Volatility Index(CBOE) |
Jun16 |
160615 |
20.55 |
20.90 |
19.65 |
19.90 |
-0.68 |
182,968 |
84,024 |
-21,890 |
Jul16 |
160630 |
17.55 |
18.17 |
16.90 |
16.98 |
-0.50 |
178,878 |
190,104 |
-15,687 |
Aug16 |
160630 |
18.60 |
19.01 |
18.25 |
18.33 |
-0.22 |
93,451 |
107,616 |
+52 |
Sep16 |
160630 |
19.50 |
19.76 |
19.20 |
19.25 |
-0.13 |
27,849 |
27,016 |
-2,167 |
Total Volume and Open Interest |
329,534 |
399,242 |
-15,774 |
Russell 2000(ICE) |
Sep16 |
160630 |
1129.30 |
1149.40 |
1121.70 |
1147.40 |
+18.30 |
119,753 |
341,995 |
+3,786 |
Dec16 |
160630 |
1128.40 |
1142.40 |
1128.40 |
1142.40 |
+18.30 |
0 |
928 |
+0 |
Total Volume and Open Interest |
119,753 |
343,338 |
+3,786 |
Nikkei 225(CME) |
Sep16 |
160630 |
15870 |
15880 |
15530 |
15820 |
+10 |
22,949 |
33,950 |
-601 |
Dec16 |
160630 |
15640 |
15840 |
15640 |
15840 |
+10 |
1 |
70 |
-1 |
Total Volume and Open Interest |
22,950 |
34,020 |
-602 |
Nikkei 225(SGX) |
Sep16 |
160630 |
15560 |
15785 |
15465 |
15550 |
-20 |
113,927 |
197,640 |
-3,590 |
Dec16 |
160630 |
15485 |
15485 |
15440 |
15440 |
-15 |
16 |
5,390 |
+5 |
Mar17 |
160630 |
15405 |
15405 |
15405 |
15405 |
-15 |
|
|
|
Total Volume and Open Interest |
113,989 |
214,550 |
-3,583 |
Nikkei 225(CME) Yen |
Jun16 |
160609 |
16785 |
16800 |
16505 |
16635 |
-180 |
57,760 |
54,753 |
-24,533 |
Sep16 |
160630 |
15800 |
15810 |
15450 |
15740 |
unch |
60,337 |
75,421 |
-50 |
Dec16 |
160630 |
15610 |
15640 |
15345 |
15610 |
unch |
1 |
26 |
+0 |
Total Volume and Open Interest |
60,338 |
75,447 |
-50 |
Nikkei 225(CME) e-Mini Yen |
Jun16 |
160609 |
16640 |
16640 |
16635 |
16640 |
-170 |
6 |
97 |
-5 |
Sep16 |
160630 |
15760 |
15760 |
15720 |
15740 |
unch |
3 |
11 |
+0 |
Dec16 |
160630 |
15610 |
15610 |
15610 |
15610 |
unch |
|
|
|
Total Volume and Open Interest |
3 |
11 |
+0 |
CAC 40(EURONEXT) |
Jul16 |
160630 |
4186.5 |
4295.0 |
4150.0 |
4234.0 |
+42.5 |
110,815 |
266,653 |
-4,763 |
Aug16 |
160630 |
4175.0 |
4288.0 |
4155.0 |
4232.0 |
+42.5 |
88 |
322 |
+54 |
Sep16 |
160630 |
4178.0 |
4274.5 |
4157.0 |
4230.5 |
+42.5 |
1,027 |
9,477 |
+368 |
Total Volume and Open Interest |
111,942 |
276,498 |
-4,337 |
Hang Seng Index(HKFE) |
Jun16 |
160629 |
20141 |
20375 |
20076 |
20349 |
+196 |
175,709 |
63,787 |
-22,110 |
Jul16 |
160630 |
20489 |
20958 |
20470 |
20947 |
+466 |
88,251 |
88,080 |
+31,837 |
Aug16 |
160630 |
20700 |
20898 |
20573 |
20897 |
|
|
|
|
DAX(EUREX) |
Sep16 |
160630 |
9616.5 |
9784.5 |
9501.0 |
9668.5 |
+81.0 |
108,556 |
175,082 |
-8,786 |
Dec16 |
160630 |
9556.5 |
9766.0 |
9505.5 |
9654.0 |
+81.0 |
121 |
3,693 |
+13 |
Mar17 |
160630 |
9555.5 |
9647.5 |
9555.5 |
9647.5 |
+81.0 |
7 |
156 |
+3 |
Total Volume and Open Interest |
108,684 |
178,931 |
-8,770 |
Mini-DAX(EUREX) |
Jun16 |
160617 |
9668.0 |
9703.0 |
9608.0 |
9631.5 |
+62.5 |
21,290 |
11,063 |
-2,211 |
Sep16 |
160630 |
9617.0 |
9785.0 |
9501.0 |
9668.5 |
+81.0 |
25,846 |
12,369 |
-1,783 |
Dec16 |
160630 |
9565.0 |
9736.0 |
9497.0 |
9654.0 |
+81.0 |
45 |
243 |
-19 |
Total Volume and Open Interest |
25,892 |
12,618 |
-1,801 |
FT-SE 100(EURONEXT) |
Sep16 |
160630 |
6296.00 |
6529.00 |
6252.50 |
6422.50 |
+140.00 |
163,967 |
559,989 |
+3,833 |
Dec16 |
160630 |
6249.00 |
6481.00 |
6238.00 |
6383.00 |
+140.00 |
11 |
94 |
+3 |
Mar17 |
160630 |
6340.00 |
6340.00 |
6340.00 |
6340.00 |
+140.00 |
|
|
|
Total Volume and Open Interest |
163,978 |
560,083 |
+3,836 |
SPI 200(SFE) |
Sep16 |
160630 |
5100.0 |
5207.0 |
5097.0 |
5176.0 |
+83.0 |
54,674 |
268,023 |
+155 |
Dec16 |
160630 |
5162.0 |
5162.0 |
5162.0 |
5162.0 |
+83.0 |
0 |
2,486 |
+0 |
Mar17 |
160630 |
5113.0 |
5113.0 |
5113.0 |
5113.0 |
+83.0 |
0 |
1,431 |
+0 |
Total Volume and Open Interest |
54,732 |
272,631 |
+86 |
FTSE MIB(ISE) |
Sep16 |
160630 |
15885.00 |
16245.00 |
15615.00 |
16191.00 |
+256.00 |
58,319 |
43,923 |
-2,411 |
Dec16 |
160630 |
15655.00 |
16075.00 |
15610.00 |
16066.00 |
+256.00 |
25 |
130 |
+0 |
Mar17 |
160630 |
16073.00 |
16073.00 |
16073.00 |
16073.00 |
+256.00 |
|
|
|
Total Volume and Open Interest |
58,344 |
44,053 |
-2,411 |
KOSPI 200(KFE) |
Sep16 |
160630 |
243.20 |
244.75 |
242.95 |
244.25 |
+1.35 |
158,260 |
109,895 |
-182 |
Dec16 |
160630 |
243.90 |
245.30 |
243.80 |
244.90 |
+1.40 |
269 |
6,731 |
+21 |
Mar17 |
160630 |
242.05 |
242.05 |
242.05 |
242.05 |
+0.50 |
4 |
778 |
+0 |
Total Volume and Open Interest |
158,534 |
120,285 |
-161 |
GSCI(CME) |
Jul16 |
160630 |
376.40 |
377.45 |
373.60 |
374.15 |
-5.30 |
30 |
11,373 |
+10 |
Aug16 |
160630 |
375.00 |
375.00 |
374.60 |
375.00 |
-5.45 |
|
|
|
Sep16 |
160630 |
376.50 |
376.50 |
376.50 |
376.50 |
-5.45 |
|
|
|
Total Volume and Open Interest |
30 |
11,373 |
+10 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|