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 Thu June 15, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul17 170615 931.75 938.50 925.50 934.75 +3.00 122,202 248,150 -11,727
Aug17 170615 935.25 942.25 929.00 938.75 +3.50 22,642 61,656 -163
Sep17 170615 936.50 943.00 929.75 940.00 +3.75 8,182 29,633 +2,027
Nov17 170615 938.50 946.25 932.25 944.00 +5.00 60,980 284,651 +11,118
Jan18 170615 946.75 953.25 940.00 951.25 +4.75 4,950 25,232 +754
Mar18 170615 951.00 958.50 946.00 956.75 +4.75 2,506 17,208 +478
May18 170615 956.25 964.00 952.50 962.25 +4.00 1,160 10,566 +211
Jul18 170615 963.75 969.50 958.75 967.50 +3.25 890 14,965 -39
Aug18 170615 958.00 966.00 958.00 966.00 +3.00 52 627 +46
Sep18 170615 955.25 955.25 955.25 955.25 +3.00 2 57 +0
Nov18 170615 945.25 953.50 943.50 949.75 -0.25 508 7,390 +254
Jan19 170615 954.75 954.75 954.75 954.75 -0.25 0 70 +0
Mar19 170615 954.25 954.25 954.25 954.25 -0.25 0 7 +0
May19 170615 955.50 955.50 955.50 955.50 -0.25 0 7 +0
Total Volume and Open Interest 224,074 700,351 +2,959
Soybean Meal(CBOT)
Jul17 170615 301.60 302.60 298.60 300.60 -1.20 61,424 129,154 -6,581
Aug17 170615 304.30 304.30 300.50 302.40 -1.20 12,908 43,086 +645
Sep17 170615 305.60 306.00 302.20 304.10 -1.10 4,662 30,859 +1,032
Oct17 170615 306.10 306.70 302.70 304.70 -1.20 1,801 21,759 +132
Dec17 170615 307.70 308.40 304.20 306.50 -1.20 30,951 135,043 +7,760
Jan18 170615 308.80 309.20 305.20 307.40 -1.30 3,805 14,865 +382
Mar18 170615 310.00 310.30 306.80 308.70 -1.30 2,022 10,467 +611
May18 170615 311.10 311.10 307.80 309.70 -1.50 501 6,949 +97
Jul18 170615 312.60 312.60 309.00 310.90 -1.50 616 9,052 +149
Aug18 170615 312.30 312.30 310.00 311.00 -1.50 76 1,803 +16
Total Volume and Open Interest 119,015 409,166 +4,326
Soybean Oil(CBOT)
Jul17 170615 32.11 32.82 31.93 32.74 +0.65 62,386 126,008 -11,177
Aug17 170615 32.23 32.93 32.06 32.87 +0.66 24,434 49,638 +1,727
Sep17 170615 32.34 33.05 32.17 32.98 +0.65 11,899 32,366 -647
Oct17 170615 32.38 33.11 32.23 33.05 +0.66 3,137 17,238 -476
Dec17 170615 32.50 33.30 32.37 33.24 +0.68 28,600 141,285 +2,882
Jan18 170615 32.66 33.40 32.49 33.35 +0.67 3,193 15,111 +245
Mar18 170615 32.84 33.55 32.71 33.50 +0.66 2,090 15,438 +853
May18 170615 32.95 33.70 32.88 33.65 +0.65 590 5,926 +50
Jul18 170615 33.13 33.84 33.01 33.78 +0.65 361 8,222 +23
Aug18 170615 33.36 33.77 33.36 33.77 +0.64 200 970 +3
Total Volume and Open Interest 137,542 418,033 -6,386
Canola(WCE)
Jul17 170615 509.1 514.1 507.5 513.0 +3.4 10,774 56,532 -12,340
Nov17 170615 481.6 487.3 479.5 485.9 +4.1 13,897 99,964 +5,146
Jan18 170615 488.3 493.1 485.3 491.9 +4.3 1,012 13,282 +279
Mar18 170615 491.9 498.7 491.3 497.5 +4.4 214 2,456 +58
May18 170615 499.7 499.7 499.7 499.7 +4.4 8 255 +0
Total Volume and Open Interest 25,925 172,582 -6,852
Corn(CBOT)
Jul17 170615 376.75 382.00 370.00 379.50 +2.50 247,971 452,077 -24,992
Sep17 170615 384.75 389.75 378.00 387.50 +2.50 124,743 409,284 +20,294
Dec17 170615 395.25 400.00 388.25 397.75 +2.25 91,201 390,921 +1,678
Mar18 170615 404.00 409.25 397.50 406.75 +2.00 13,735 89,141 +1,693
May18 170615 409.75 414.75 403.50 412.25 +1.75 2,333 16,783 +47
Jul18 170615 415.00 419.50 409.00 417.25 +1.50 5,480 47,669 +819
Sep18 170615 403.25 410.75 403.00 410.75 +1.25 806 6,468 +92
Dec18 170615 411.50 415.25 405.00 412.75 +0.50 3,682 30,376 -21
Mar19 170615 417.50 421.00 413.50 419.25 +0.25 21 652 +0
May19 170615 422.75 422.75 422.00 422.75 unch 0 216 +0
Total Volume and Open Interest 489,986 1,444,543 -381
Wheat(CBOT)
Jul17 170615 443.00 457.25 437.25 453.75 +10.75 101,356 154,696 -13,319
Sep17 170615 457.75 471.50 452.00 469.00 +11.75 52,181 144,177 +9,160
Dec17 170615 479.25 493.00 474.25 490.50 +11.50 19,861 96,163 +1,531
Mar18 170615 496.25 510.00 492.25 507.25 +10.50 4,031 26,576 +253
May18 170615 508.25 521.50 505.00 519.50 +10.50 1,807 8,339 +613
Jul18 170615 517.00 529.00 513.50 527.25 +9.75 2,207 13,884 +388
Total Volume and Open Interest 181,691 446,411 -1,285
Wheat(KCBT)
Jul17 170615 457.50 470.00 450.25 465.25 +7.75 47,743 108,082 -7,457
Sep17 170615 475.00 487.75 468.00 483.25 +8.25 31,896 78,968 +5,403
Dec17 170615 499.00 512.50 493.00 508.50 +9.25 19,456 59,671 +4,948
Mar18 170615 511.00 524.00 505.75 521.00 +9.25 3,119 21,109 -101
May18 170615 521.00 531.75 521.00 531.25 +8.25 967 5,312 +299
Jul18 170615 525.25 541.25 525.25 538.50 +7.50 1,404 8,354 +225
Sep18 170615 540.25 552.00 540.00 549.00 +7.25 452 591 +98
Total Volume and Open Interest 105,093 282,447 +3,415
Wheat(MGE)
Jul17 170615 625.00 635.50 609.75 632.50 +5.00 10,224 24,255 -807
Sep17 170615 632.00 642.00 617.75 639.50 +5.00 11,357 26,710 +2,290
Dec17 170615 628.00 638.75 615.50 635.75 +5.50 6,067 16,212 -19
Mar18 170615 623.50 635.75 615.00 633.25 +4.75 2,796 8,064 +84
May18 170615 615.00 630.75 614.25 628.75 +6.75 1,196 3,696 +407
Jul18 170615 617.00 624.50 607.25 623.00 +5.00 500 1,309 +4
Total Volume and Open Interest 32,242 80,550 +1,971
Oats(CBOT)
Jul17 170615 256.25 262.50 249.25 261.25 +5.75 695 4,211 -190
Sep17 170615 244.00 254.50 240.50 253.25 +7.50 88 879 +48
Dec17 170615 239.50 246.00 237.50 245.50 +2.75 323 1,890 +232
Mar18 170615 238.00 243.75 237.75 243.75 +4.00 9 115 +3
Total Volume and Open Interest 1,115 7,095 +93
Rough Rice(CBOT)
Jul17 170615 11.05 11.49 11.02 11.48 +0.45 1,057 5,163 -801
Sep17 170615 11.34 11.77 11.30 11.76 +0.45 968 3,819 +874
Nov17 170615 11.60 12.00 11.60 12.00 +0.45 66 437 +29
Jan18 170615 12.15 12.15 11.93 12.15 +0.48 5 10 +0
Total Volume and Open Interest 2,096 9,473 +102
Live Cattle(CME)
Jun17 170615 124.200 124.350 122.100 122.500 -2.000 2,658 12,798 -756
Aug17 170615 117.750 118.500 116.980 117.500 -0.385 21,013 190,817 -1,155
Oct17 170615 114.650 115.430 113.930 114.700 -0.100 9,293 107,476 +442
Dec17 170615 115.385 116.250 114.700 115.550 +0.015 6,810 59,321 +574
Feb18 170615 115.400 116.400 115.000 116.000 +0.150 2,761 26,676 +374
Apr18 170615 113.300 114.350 112.930 114.100 +0.300 1,290 10,450 +19
Total Volume and Open Interest 44,136 413,641 -420
Feeder Cattle(CME)
Aug17 170615 145.380 147.785 144.750 147.080 +0.950 4,552 32,577 -33
Sep17 170615 145.000 147.250 144.285 146.400 +0.700 1,980 9,864 +174
Oct17 170615 143.435 145.850 142.800 144.850 +0.750 1,662 6,790 -288
Nov17 170615 142.130 144.435 141.580 143.200 +0.350 1,145 4,786 +298
Jan18 170615 136.935 138.685 135.935 137.685 +0.135 376 2,490 +1
Mar18 170615 135.250 137.035 134.435 135.950 +0.165 162 675 +47
Apr18 170615 135.600 135.600 135.535 135.535 -0.250 5 17 -2
Total Volume and Open Interest 9,883 57,203 +197
Lean Hogs(CME)
Jul17 170615 82.850 83.450 80.730 82.050 -0.530 24,102 38,719 -4,480
Aug17 170615 80.350 81.000 77.600 78.930 -1.470 22,631 86,145 +4,317
Oct17 170615 68.250 69.000 66.550 67.200 -1.380 11,400 54,726 +1,115
Dec17 170615 62.785 63.380 61.500 61.785 -1.315 6,252 30,681 +1,632
Feb18 170615 66.250 66.785 65.135 65.330 -1.250 2,423 13,420 +653
Apr18 170615 70.150 70.550 69.035 69.100 -1.435 1,402 12,935 +549
May18 170615 74.885 74.885 73.635 73.635 -1.250 14 181 +10
Jun18 170615 77.650 77.900 76.850 77.035 -0.865 709 5,052 +218
Total Volume and Open Interest 72,750 254,077 +2,614
Class III Milk(CME)
Jun17 170615 16.35 16.35 16.33 16.34 +0.03 74 5,097 +32
Jul17 170615 16.56 16.64 16.45 16.49 -0.12 257 4,344 +129
Aug17 170615 17.22 17.30 17.12 17.13 -0.14 159 3,823 +2
Sep17 170615 17.55 17.60 17.40 17.43 -0.13 177 3,519 +51
Oct17 170615 17.51 17.57 17.47 17.49 -0.11 103 2,812 +11
Nov17 170615 17.36 17.36 17.31 17.33 -0.03 72 2,508 +19
Dec17 170615 17.10 17.10 17.04 17.04 -0.09 68 2,455 +3
Jan18 170615 16.70 16.70 16.68 16.68 unch 3 750 +3
Feb18 170615 16.69 16.69 16.65 16.65 unch 46 721 +4
Mar18 170615 16.59 16.60 16.59 16.59 unch 25 631 -5
Apr18 170615 16.51 16.51 16.51 16.51 unch 0 517 +0
May18 170615 16.55 16.55 16.55 16.55 unch 1 489 +0
Jun18 170615 16.70 16.70 16.70 16.70 unch 3 435 +1
Total Volume and Open Interest 993 28,674 +253
Cocoa(ICE)
Jul17 170615 2044 2050 2022 2026 -14 20,402 15,136 -11,160
Sep17 170615 2083 2088 2061 2069 -6 39,133 120,024 +5,338
Dec17 170615 2098 2105 2080 2088 -5 7,464 54,579 +778
Mar18 170615 2122 2127 2103 2111 -5 1,656 23,969 +95
May18 170615 2127 2139 2125 2130 -4 368 9,868 +85
Jul18 170615 2144 2158 2143 2149 -4 89 7,744 -39
Sep18 170615 2160 2176 2160 2167 -5 48 6,624 +27
Total Volume and Open Interest 69,175 249,156 -4,868
Coffee "C"(ICE)
Jul17 170615 126.25 127.65 125.60 125.80 +0.25 22,115 44,764 -7,502
Sep17 170615 128.25 129.85 127.75 128.05 +0.30 24,256 97,731 +5,761
Dec17 170615 131.55 133.15 131.20 131.45 +0.30 8,503 39,427 +590
Mar18 170615 135.00 136.60 134.70 134.90 +0.25 3,658 17,106 -44
May18 170615 137.40 138.85 137.00 137.15 +0.20 919 10,923 +190
Jul18 170615 139.55 140.60 139.20 139.35 +0.15 261 3,182 +15
Total Volume and Open Interest 60,196 222,738 -847
Orange Juice(ICE)
Jul17 170615 139.55 142.85 138.00 142.75 +2.50 748 6,044 -162
Sep17 170615 137.30 139.85 135.90 139.75 +1.70 328 4,087 +138
Nov17 170615 136.35 139.30 136.35 139.20 +1.45 58 1,537 +26
Jan18 170615 137.25 139.05 136.90 139.05 +1.40 16 676 +4
Mar18 170615 138.60 140.20 138.60 140.20 +1.60 2 187 +0
May18 170615 140.80 140.80 140.80 140.80 +1.60 2 136 +1
Total Volume and Open Interest 1,154 12,667 +7
Sugar #11(ICE)
Jul17 170615 13.55 13.67 13.43 13.47 -0.15 75,420 212,475 -20,699
Oct17 170615 13.83 13.85 13.65 13.68 -0.17 65,680 349,562 +25,775
Mar18 170615 14.46 14.54 14.37 14.41 -0.13 22,289 149,306 +2,834
May18 170615 14.51 14.53 14.39 14.41 -0.11 5,276 48,232 +747
Jul18 170615 14.56 14.58 14.43 14.46 -0.10 2,724 30,618 -244
Oct18 170615 14.83 14.87 14.71 14.75 -0.07 1,000 34,851 +51
Mar19 170615 15.36 15.41 15.27 15.29 -0.04 481 15,765 +73
May19 170615 15.50 15.54 15.40 15.40 -0.03 166 3,921 +18
Total Volume and Open Interest 173,574 854,313 +8,861
London Cocoa(LCE)
Jul17 170615 1640 1653 1628 1631 +1 13,810 65,342 -5,692
Sep17 170615 1647 1658 1634 1638 unch 15,064 55,553 +1,195
Dec17 170615 1662 1672 1653 1656 +2 5,259 61,417 +422
Mar18 170615 1676 1687 1668 1674 +4 2,066 44,814 -194
May18 170615 1690 1700 1682 1687 +3 584 14,769 +92
Jul18 170615 1713 1714 1696 1701 +3 190 8,968 -13
Sep18 170615 1723 1723 1710 1713 +3 208 7,536 -10
Total Volume and Open Interest 37,182 262,284 -4,200
London Sugar(LCE)
Aug17 170615 401.20 402.50 397.30 399.30 -2.30 4,711 45,294 -487
Oct17 170615 389.80 389.90 385.70 386.60 -3.60 2,408 28,270 +382
Dec17 170615 392.30 392.30 388.00 388.50 -3.40 727 10,898 +139
Mar18 170615 395.70 396.30 393.20 393.60 -3.00 304 6,795 +87
May18 170615 400.00 400.30 399.00 399.50 -2.60 70 3,052 +16
Total Volume and Open Interest 8,272 97,412 +182
Cotton(ICE)
Jul17 170615 73.50 73.50 71.27 71.91 -1.59 22,096 45,403 -6,439
Oct17 170615 72.50 72.60 70.94 71.22 -1.70 22 105 +7
Dec17 170615 70.94 70.94 69.03 69.47 -1.48 22,061 155,910 +4,804
Mar18 170615 71.00 71.00 69.11 69.44 -1.58 2,895 23,089 +1,856
May18 170615 71.20 71.20 69.84 69.84 -1.48 226 2,228 +159
Jul18 170615 71.50 71.50 70.00 70.21 -1.34 17 3,497 +1
Total Volume and Open Interest 47,428 234,543 +472
Lumber(CME)
Jul17 170615 368.7 369.2 364.3 365.5 -2.5 564 2,342 -290
Sep17 170615 358.0 358.0 354.0 354.7 -2.9 211 1,200 -47
Nov17 170615 347.7 347.9 344.0 344.1 -2.9 49 580 +10
Jan18 170615 353.8 353.8 352.2 352.2 +0.3 19 89 +12
Total Volume and Open Interest 843 4,244 -315
Crude Oil(NYM)
Jul17 170615 44.69 44.81 44.22 44.46 -0.27 783,320 209,102 -81,221
Aug17 170615 44.90 45.03 44.45 44.68 -0.25 336,773 442,660 +46,274
Sep17 170615 45.14 45.25 44.69 44.91 -0.23 105,181 274,042 +20,784
Oct17 170615 45.34 45.47 44.92 45.14 -0.20 36,126 99,040 -782
Nov17 170615 45.60 45.70 45.18 45.41 -0.17 39,324 105,697 +935
Dec17 170615 45.83 45.96 45.45 45.67 -0.15 81,794 311,431 +2,952
Jan18 170615 45.90 46.18 45.80 45.91 -0.14 19,793 84,319 +4,246
Feb18 170615 46.29 46.37 45.99 46.13 -0.11 11,958 38,098 +283
Mar18 170615 46.46 46.53 46.14 46.32 -0.09 18,056 58,027 +663
Apr18 170615 46.44 46.67 46.30 46.48 -0.06 4,331 20,676 +471
May18 170615 46.46 46.81 46.46 46.62 -0.02 2,382 25,963 +579
Jun18 170615 46.80 46.94 46.51 46.75 +0.01 15,869 121,798 +428
Jul18 170615 46.80 46.86 46.80 46.86 +0.04 2,174 18,073 +3
Aug18 170615 46.97 46.97 46.97 46.97 +0.07 4,238 12,213 -2,415
Sep18 170615 47.07 47.07 47.07 47.07 +0.10 3,934 28,194 +328
Oct18 170615 47.17 48.01 46.83 47.17 +0.13 319 11,669 -73
Total Volume and Open Interest 1,491,597 2,176,740 -5,251
e-miNY Crude Oil(NYM)
Jul17 170615 44.675 44.825 44.225 44.450 -0.275 10,859 4,475 -208
Aug17 170615 44.900 45.050 44.450 44.675 -0.250 691 992 +54
Sep17 170615 45.125 45.250 44.700 44.900 -0.250 74 563 +4
Oct17 170615 45.425 45.425 44.950 45.150 -0.200 19 296 +6
Nov17 170615 45.725 45.725 45.225 45.400 -0.175 9 77 -2
Dec17 170615 46.000 46.000 45.325 45.675 -0.150 31 357 -6
Jan18 170615 45.900 46.000 45.900 45.900 -0.150 10 80 +6
Feb18 170615 46.125 46.125 46.125 46.125 -0.125 2 34 +2
Mar18 170615 46.350 46.350 46.325 46.325 -0.075 4 17 +2
Apr18 170615 46.500 46.500 46.475 46.475 -0.075 0 43 +0
Total Volume and Open Interest 11,702 7,111 -142
NY Harbor ULSD(NYM)
Jul17 170615 141.00 141.93 140.32 141.46 +0.44 66,598 81,641 -3,908
Aug17 170615 141.95 142.64 141.07 142.20 +0.40 53,242 84,147 +5,207
Sep17 170615 143.02 143.64 142.17 143.21 +0.31 43,714 54,006 +2,786
Oct17 170615 144.14 144.77 143.34 144.27 +0.22 19,708 25,092 +1,239
Nov17 170615 145.34 145.77 144.55 145.46 +0.21 8,492 18,894 -970
Dec17 170615 146.39 147.02 145.66 146.59 +0.22 16,890 56,882 +272
Jan18 170615 147.86 147.93 147.25 147.75 +0.18 3,359 15,365 +68
Feb18 170615 148.27 148.74 147.89 148.49 +0.14 1,563 6,117 +54
Mar18 170615 148.59 148.95 148.17 148.67 +0.13 3,092 12,421 +826
Apr18 170615 147.85 148.46 147.54 148.28 +0.19 458 5,569 -36
May18 170615 147.89 148.50 147.89 148.35 +0.33 71 3,206 +16
Jun18 170615 148.07 149.09 148.02 148.73 +0.46 915 16,451 +249
Jul18 170615 149.20 149.47 149.20 149.29 +0.54 33 1,269 +3
Aug18 170615 149.80 150.15 149.31 149.89 +0.58 28 1,115 +4
Total Volume and Open Interest 218,782 404,508 +6,079
RBOB Gasoline(NYM)
Jul17 170615 143.20 144.25 141.01 143.57 +0.30 70,203 97,511 -4,184
Aug17 170615 143.15 143.89 141.25 143.37 +0.22 53,449 85,745 +6,267
Sep17 170615 142.68 143.39 141.14 142.85 +0.22 40,960 70,302 +7,234
Oct17 170615 134.05 134.68 132.95 134.05 +0.13 17,115 44,853 +761
Nov17 170615 132.24 132.86 131.45 132.35 +0.18 8,615 30,350 +411
Dec17 170615 131.02 131.75 130.38 131.21 +0.19 7,581 37,365 +381
Jan18 170615 131.16 131.80 131.11 131.57 +0.19 1,664 6,474 +410
Feb18 170615 132.51 133.10 132.47 132.82 +0.16 551 5,545 +37
Mar18 170615 135.21 135.27 134.63 134.89 +0.15 513 4,959 +292
Apr18 170615 152.93 152.93 152.43 152.77 +0.20 287 4,936 +77
Total Volume and Open Interest 203,347 409,784 +12,382
e-miNY RBOB Gasoline(NYM)
Jul17 170615 143.60 150.20 143.60 143.60 +0.30 0 1 +0
Aug17 170615 143.40 143.40 143.37 143.40 +0.20      
Sep17 170615 142.90 142.90 142.85 142.90 +0.30      
Oct17 170615 134.10 134.10 134.05 134.10 +0.20      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jul17 170615 2.943 3.066 2.929 3.056 +0.123 224,042 186,368 -24,720
Aug17 170615 2.965 3.085 2.945 3.078 +0.125 118,238 208,648 +14,908
Sep17 170615 2.948 3.070 2.929 3.064 +0.127 68,698 180,592 +10,641
Oct17 170615 2.973 3.092 2.954 3.086 +0.124 50,643 185,021 +871
Nov17 170615 3.045 3.155 3.028 3.150 +0.113 17,370 73,467 +797
Dec17 170615 3.184 3.288 3.166 3.283 +0.108 16,995 65,979 -1,234
Jan18 170615 3.269 3.371 3.257 3.366 +0.103 31,640 109,540 -2,540
Feb18 170615 3.250 3.352 3.244 3.348 +0.099 13,614 44,170 -913
Mar18 170615 3.202 3.293 3.190 3.287 +0.091 27,233 74,023 +27
Apr18 170615 2.859 2.900 2.844 2.897 +0.041 21,646 85,557 -2,909
May18 170615 2.825 2.866 2.817 2.862 +0.035 15,772 36,888 -3,047
Jun18 170615 2.858 2.892 2.846 2.890 +0.033 2,492 21,440 -548
Jul18 170615 2.888 2.918 2.876 2.917 +0.030 2,717 24,735 -546
Aug18 170615 2.896 2.925 2.887 2.925 +0.029 2,174 19,639 -289
Sep18 170615 2.875 2.904 2.867 2.903 +0.028 1,620 17,577 -24
Oct18 170615 2.891 2.921 2.885 2.920 +0.027 5,866 41,686 -260
Total Volume and Open Interest 632,077 1,465,130 -9,848
Brent Crude Oil(ICE)
Aug17 170615 46.80 47.20 46.70 46.92 -0.08 321,281 430,464 -21,835
Sep17 170615 47.15 47.46 46.98 47.19 -0.10 220,786 465,635 +21,415
Oct17 170615 47.40 47.76 47.29 47.49 -0.12 100,975 197,700 -3,522
Nov17 170615 47.70 48.03 47.61 47.79 -0.12 65,494 119,217 -2,397
Dec17 170615 47.92 48.34 47.92 48.10 -0.10 129,914 331,005 -201
Jan18 170615 48.18 48.58 48.18 48.38 -0.07 31,271 70,246 +1,065
Feb18 170615 48.41 48.82 48.41 48.64 -0.03 9,903 56,966 +190
Mar18 170615 48.63 49.03 48.63 48.87 unch 15,044 56,742 +516
Apr18 170615 48.80 49.22 48.80 49.07 +0.03 4,781 25,010 +255
May18 170615 49.25 49.25 49.25 49.25 +0.08 4,625 24,540 -548
Jun18 170615 49.05 49.54 49.05 49.41 +0.12 17,303 112,572 -575
Jul18 170615 49.58 49.58 49.58 49.58 +0.16 908 22,838 +278
Aug18 170615 49.73 49.73 49.73 49.73 +0.19 771 17,048 +208
Sep18 170615 50.16 50.16 49.28 49.84 +0.22 1,554 27,052 +18
Total Volume and Open Interest 962,414 2,459,388 -8,333
Gas Oil(ICE)
Jul17 170615 418.75 421.50 417.25 419.00 +0.25 94,269 138,378 -2,638
Aug17 170615 420.00 422.75 419.00 420.50 +0.50 59,531 113,527 +2,725
Sep17 170615 421.75 425.00 421.25 423.00 +1.00 32,177 78,992 -2,613
Oct17 170615 425.25 427.75 424.25 425.75 +1.00 18,653 66,969 +2,294
Nov17 170615 426.75 429.25 425.75 427.25 +1.00 12,549 42,644 +1,980
Dec17 170615 427.75 430.75 427.00 428.50 +1.00 32,398 118,573 -2,494
Jan18 170615 431.75 432.25 429.50 431.00 +1.25 5,826 24,440 +610
Feb18 170615 433.25 434.50 432.00 433.50 +1.50 1,156 14,755 +97
Mar18 170615 436.00 436.50 434.00 435.50 +1.50 1,223 18,961 +119
Apr18 170615 437.50 438.75 436.50 437.00 +1.75 667 8,315 -76
Total Volume and Open Interest 269,825 822,436 +376
Ethanol(CBOT)
Jul17 170615 1.546 1.575 1.530 1.573 +0.024 195 1,014 -99
Aug17 170615 1.542 1.574 1.536 1.574 +0.024 172 666 +126
Sep17 170615 1.550 1.560 1.550 1.560 +0.013 107 242 -36
Oct17 170615 1.549 1.549 1.549 1.549 +0.009 100 132 -100
Nov17 170615 1.532 1.532 1.532 1.532 +0.008 0 150 +0
Dec17 170615 1.514 1.514 1.514 1.514 +0.005 0 348 +0
Jan18 170615 1.499 1.499 1.499 1.499 +0.001      
Feb18 170615 1.499 1.499 1.499 1.499 +0.001      
Total Volume and Open Interest 574 2,555 -109
WTI Crude Oil(ICE)
Jul17 170615 44.57 44.80 44.24 44.46 -0.27 42,398 40,687 -5,076
Aug17 170615 44.78 45.03 44.46 44.68 -0.25 61,821 82,853 -412
Sep17 170615 45.00 45.25 44.69 44.91 -0.23 26,869 65,096 +683
Oct17 170615 45.17 45.45 44.92 45.14 -0.20 10,869 27,186 -219
Nov17 170615 45.42 45.70 45.18 45.41 -0.17 8,898 11,539 -365
Dec17 170615 45.70 45.96 45.44 45.67 -0.15 20,829 120,208 -1,204
Jan18 170615 45.88 46.11 45.78 45.91 -0.14 3,329 12,712 -945
Feb18 170615 46.08 46.24 46.00 46.13 -0.11 1,088 4,720 +93
Mar18 170615 46.41 46.41 46.25 46.32 -0.09 1,114 11,057 +187
Apr18 170615 46.48 46.48 46.48 46.48 -0.06 281 2,170 -65
May18 170615 46.62 46.62 46.62 46.62 -0.02 83 1,357 +42
Jun18 170615 46.86 46.86 46.72 46.75 +0.01 2,084 41,180 +587
Jul18 170615 46.86 46.86 46.86 46.86 +0.04 27 1,034 +22
Aug18 170615 46.97 46.97 46.97 46.97 +0.07 32 1,555 -8
Sep18 170615 47.07 47.07 47.07 47.07 +0.10 224 2,044 -151
Oct18 170615 47.17 47.17 47.17 47.17 +0.13 7 1,502 -7
Total Volume and Open Interest 183,049 576,113 -7,160
US Dollar Index(ICE)
Jun17 170615 96.910 97.555 96.840 97.438 +0.518 21,803 63,508 -6,762
Sep17 170615 96.625 97.260 96.515 97.152 +0.563 10,608 20,603 +7,132
Dec17 170615 96.480 97.035 96.300 96.927 +0.542 10 681 +0
Total Volume and Open Interest 32,425 84,987 +374
Australian Dollar(CME)
Jun17 170615 75.85 76.32 75.68 75.82 -0.09 84,032 105,593 -8,327
Sep17 170615 75.78 76.22 75.58 75.72 -0.09 22,763 28,292 +12,160
Dec17 170615 75.95 76.10 75.56 75.64 -0.08 124 224 -28
Total Volume and Open Interest 107,045 134,959 +3,830
British Pound(CME)
Jun17 170615 127.49 127.98 126.91 127.63 +0.15 136,953 177,546 -13,049
Sep17 170615 127.86 128.33 127.28 127.99 +0.15 50,176 89,873 +29,953
Dec17 170615 128.18 128.65 127.67 128.34 +0.14 12 648 +2
Total Volume and Open Interest 187,849 269,593 +17,201
Canadian Dollar(CME)
Jun17 170615 75.53 75.63 75.15 75.34 -0.15 124,894 143,138 -17,880
Sep17 170615 75.63 75.75 75.26 75.46 -0.15 33,932 56,254 +11,622
Dec17 170615 75.66 75.82 75.38 75.56 -0.15 942 3,572 +301
Mar18 170615 75.53 75.92 75.50 75.65 -0.15 29 321 +9
Total Volume and Open Interest 160,766 204,115 -5,771
Japanese Yen(CME)
Jun17 170615 91.20 91.52 90.12 90.21 -1.08 114,189 145,801 -22,418
Sep17 170615 91.55 91.89 90.47 90.57 -1.09 36,325 63,409 +20,663
Dec17 170615 92.04 92.23 90.86 90.96 -1.10 9 287 -6
Total Volume and Open Interest 151,051 210,617 -1,863
Swiss Franc(CME)
Jun17 170615 102.96 103.06 102.36 102.58 -0.34 23,370 38,989 -3,711
Sep17 170615 103.58 103.66 102.96 103.18 -0.35 6,957 16,045 +2,851
Dec17 170615 103.96 104.25 103.75 103.81 -0.34 8 86 +8
Total Volume and Open Interest 30,335 55,138 -852
EuroFX(CME)
Jun17 170615 112.19 112.30 111.33 111.54 -0.65 196,134 326,182 -34,978
Sep17 170615 112.75 112.85 111.88 112.09 -0.65 78,330 143,565 +45,017
Dec17 170615 113.30 113.38 112.46 112.64 -0.65 298 1,398 +211
Total Volume and Open Interest 275,820 474,300 +10,376
Mexican Peso(CME)
Jun17 170615 557.13 557.75 550.63 553.13 -2.88 85,811 106,536 -26,928
Jul17 170615 550.50 554.75 548.25 550.88 -2.88 3 60 +2
Total Volume and Open Interest 156,252 233,490 +30,654
Brazilian Real(CME)
Jul17 170615 303.70 303.70 301.05 303.15 -0.25 1,194 16,566 +178
Aug17 170615 301.30 303.00 299.55 301.30 -0.25 0 6 +0
Sep17 170615 298.00 299.25 295.10 299.25 -0.40 3 1,354 +0
Oct17 170615 299.10 299.10 299.10 299.10 +0.65      
Total Volume and Open Interest 1,197 17,926 +178
30-Year T-Bonds(CBOT)
Jun17 170615 157~000 157~060 156~160 156~230 -0~060 3,273 3,304 -1,547
Sep17 170615 155~270 155~310 155~070 155~150 -0~050 222,460 730,435 +15,650
Dec17 170615 154~240 154~240 154~240 154~240 -0~050 0 1 +0
Total Volume and Open Interest 225,733 733,740 +14,103
10-Year T-Notes(CBOT)
Jun17 170615 127~075 127~075 126~260 126~270 -0~085 8,417 48,739 -4,462
Sep17 170615 126~315 127~020 126~190 126~205 -0~090 982,608 3,131,656 +31,388
Dec17 170615 126~245 126~245 126~085 126~100 -0~075 0 13 +0
Total Volume and Open Interest 991,025 3,180,408 +26,926
5-Year T-Notes(CBOT)
Jun17 170615 118~294 118~304 118~234 118~240 -0~052 11,363 49,887 -3,398
Sep17 170615 118~162 118~182 118~080 118~090 -0~060 570,152 3,123,645 +23,492
Dec17 170615 117~310 117~310 117~310 117~310 -0~060      
Total Volume and Open Interest 581,515 3,173,532 +20,094
2 Year T-Notes(CBOT)
Jun17 170615 108~094 108~094 108~080 108~082 -0~012 2,064 11,027 -768
Sep17 170615 108~060 108~064 108~032 108~034 -0~016 229,901 1,374,311 -12,852
Dec17 170615 108~034 108~034 108~034 108~034 -0~016      
Total Volume and Open Interest 231,965 1,385,338 -13,620
Eurodollars(CME)
Jun17 170615 98.725 98.730 98.720 98.723 -0.005 234,306 1,493,523 +5,055
Sep17 170615 98.670 98.675 98.655 98.660 -0.010 185,892 1,407,477 +28,872
Dec17 170615 98.585 98.595 98.560 98.570 -0.020 184,886 1,724,980 +15,941
Mar18 170615 98.520 98.535 98.490 98.505 -0.020 221,769 1,039,551 -75,568
Jun18 170615 98.455 98.460 98.410 98.430 -0.020 196,286 1,060,790 +5,457
Sep18 170615 98.380 98.395 98.335 98.355 -0.025 140,608 1,055,976 -9,214
Dec18 170615 98.295 98.310 98.245 98.265 -0.025 206,458 1,397,044 -15,507
Mar19 170615 98.240 98.260 98.190 98.215 -0.025 108,785 813,258 +4
Jun19 170615 98.190 98.210 98.140 98.165 -0.020 112,023 738,727 +13,076
Sep19 170615 98.145 98.160 98.090 98.115 -0.020 99,210 631,433 +8,987
Dec19 170615 98.075 98.090 98.020 98.045 -0.025 103,819 772,326 +5,277
Mar20 170615 98.045 98.055 97.980 98.010 -0.025 65,693 461,451 +2,112
Jun20 170615 98.000 98.020 97.945 97.970 -0.025 60,326 284,820 +4,269
Sep20 170615 97.965 97.980 97.910 97.930 -0.030 45,177 229,809 +1,762
Dec20 170615 97.915 97.930 97.855 97.880 -0.030 47,033 293,652 +3,948
Mar21 170615 97.885 97.895 97.825 97.845 -0.035 29,070 149,502 +1,500
Jun21 170615 97.845 97.860 97.790 97.805 -0.040 28,027 152,233 +1,820
Sep21 170615 97.810 97.820 97.745 97.765 -0.040 24,713 84,093 +954
Total Volume and Open Interest 2,172,568 14,150,540 +9,922
Ultra T-Bond(CBOT)
Jun17 170615 169~00 169~00 168~03 168~16 -0~02 2,208 14,759 -1,445
Sep17 170615 168~00 168~04 167~01 167~15 -0~03 93,947 748,479 -1,215
Dec17 170615 166~15 166~15 166~15 166~15 -0~03      
Total Volume and Open Interest 96,155 763,238 -2,660
Ultra 10-Yr T-Note(CBOT)
Jun17 170615 137~085 137~085 137~075 137~075 -0~080 78 1,726 -6
Sep17 170615 136~240 136~265 136~070 136~110 -0~090 73,747 364,349 +2,443
Dec17 170615 136~110 136~110 136~110 136~110 -0~090      
Total Volume and Open Interest 73,825 366,075 +2,437
30 Day Federal Funds(CBOT)
Jun17 170615 98.960 98.963 98.957 98.960 -0.003 1,028 78,380 -235
Jul17 170615 98.850 98.855 98.845 98.850 -0.005 23,384 457,474 +7,572
Aug17 170615 98.845 98.850 98.845 98.845 -0.005 11,688 155,115 -115
Sep17 170615 98.830 98.835 98.830 98.830 -0.005 10,014 61,621 -1,812
Oct17 170615 98.800 98.805 98.795 98.800 unch 27,604 213,076 -53
Nov17 170615 98.795 98.800 98.790 98.795 unch 15,433 179,949 +3,898
Total Volume and Open Interest 123,115 1,679,957 +13,643
Japanese Govt Bonds(SGX)
Sep17 170614 150.36 150.43 150.34 150.38 +0.01 2,215 13,690 -1,068
Dec17 170614 150.38 150.38 150.38 150.38 +0.01      
Mar18 170614 150.38 150.38 150.38 150.38 +0.01      
Total Volume and Open Interest 2,705 13,690 -7,593
Euro-Buxl(EUREX)
Sep17 170615 169.68 170.34 167.94 168.30 -1.42 36,024 200,089 +4,275
Dec17 170615 167.60 167.60 167.60 167.60 -1.42 0 2 +0
Mar18 170615 166.30 166.30 166.30 166.30 -1.42      
Total Volume and Open Interest 36,024 200,091 +4,275
Euro-Bund(EUREX)
Sep17 170615 165.33 165.44 164.40 164.59 -0.87 496,430 1,924,866 +55,989
Dec17 170615 162.11 162.11 161.49 161.63 -0.85 25 284 -1
Mar18 170615 160.89 160.89 160.89 160.89 -0.87 0 2 +1
Total Volume and Open Interest 496,455 1,925,152 +55,989
Euro-Bobl(EUREX)
Sep17 170615 133.10 133.13 132.60 132.73 -0.46 296,270 1,371,745 +29,626
Dec17 170615 131.12 131.12 131.12 131.12 -0.44 2 4,839 +0
Mar18 170615 131.12 131.12 131.12 131.12 -0.44      
Total Volume and Open Interest 296,272 1,376,584 +29,626
Euro-Schatz(EUREX)
Sep17 170615 112.14 112.14 112.02 112.06 -0.10 167,942 1,321,435 +79,071
Dec17 170615 111.97 111.97 111.97 111.97 -0.59 0 5 +0
Mar18 170615 112.06 112.06 112.06 112.06 -0.50      
Total Volume and Open Interest 167,942 1,321,440 +79,071
3-Mth Euribor(EUREX)
Jun17 170615 100.330 100.330 100.330 100.330 unch 26 34,405 -27
Sep17 170615 100.325 100.325 100.320 100.320 -0.010 25 5,215 +44
Dec17 170615 100.310 100.310 100.310 100.310 -0.005 0 7,190 +32
Total Volume and Open Interest 67 74,900 +131
Long Gilt(LIFFE)
Jun17 170615 129~29 129~29 128~30 129~02 -1~02 430 14,158 -390
Sep17 170615 128~28 129~00 127~27 128~00 -1~01 186,155 716,944 -4,805
Total Volume and Open Interest 186,585 731,102 -5,195
3-Mth Short Sterling(LIFFE)
Jun17 170615 99.71 99.71 99.69 99.70 -0.01 27,356 349,687 -9,279
Sep17 170615 99.69 99.69 99.64 99.66 -0.03 71,644 423,535 +1,875
Dec17 170615 99.68 99.68 99.60 99.62 -0.06 111,458 452,095 +12,132
Mar18 170615 99.67 99.67 99.57 99.58 -0.08 105,782 355,430 +1,445
Jun18 170615 99.64 99.64 99.53 99.55 -0.09 101,823 434,576 -4,620
Sep18 170615 99.62 99.62 99.50 99.52 -0.10 87,525 283,717 +945
Total Volume and Open Interest 1,084,018 3,527,338 -19,342
3-Mth Euribor(LIFFE)
Jun17 170615 100.335 100.335 100.325 100.330 unch 53,931 321,123 +211
Sep17 170615 100.325 100.325 100.320 100.320 -0.005 66,668 471,022 +2,667
Dec17 170615 100.315 100.315 100.305 100.305 -0.010 35,165 394,080 +2,536
Total Volume and Open Interest 620,076 4,198,536 +16,892
3-Mth Aus T-Bills(SFE)
Jun17 170608 98.23 98.30 98.22 98.29 +0.06 35,000 30,771 -31,052
Sep17 170615 98.28 98.29 98.27 98.28 -0.01 10,432 206,405 -5,077
Dec17 170615 98.29 98.31 98.28 98.29 -0.01 16,370 257,975 +3,708
Mar18 170615 98.28 98.31 98.25 98.27 -0.01 11,464 190,463 +1,153
Jun18 170615 98.23 98.27 98.20 98.22 -0.02 12,615 137,092 +3,508
Sep18 170615 98.17 98.21 98.14 98.16 -0.01 7,050 98,833 -1,965
Dec18 170615 98.10 98.16 98.08 98.10 -0.01 4,604 73,446 -1,515
Mar19 170615 98.03 98.09 98.01 98.04 unch 3,034 42,625 -1,139
Jun19 170615 97.97 98.03 97.95 97.97 -0.01 3,548 19,508 +1,554
Sep19 170615 97.91 97.94 97.89 97.91 unch 71 2,259 +86
Total Volume and Open Interest 69,303 1,034,184 +17
10-Year Aus T-Bonds(SFE)
Jun17 170615 97.57 97.68 97.57 97.64 +0.07 560,303 551,755 -267,842
Sep17 170615 97.55 97.66 97.55 97.60 +0.05 536,017 840,664 +386,691
Total Volume and Open Interest 1,096,320 1,392,419 +118,849
3-Year Aus T-Bonds(SFE)
Jun17 170615 98.23 98.31 98.23 98.28 +0.04 623,898 523,875 -454,367
Sep17 170615 98.23 98.30 98.21 98.23 -0.00 566,216 874,010 +590,922
Total Volume and Open Interest 1,190,114 1,397,885 +136,555
Gold(CMX)
Jun17 170615 1263.2 1264.2 1250.3 1252.2 -20.6 150 1,551 -70
Aug17 170615 1262.7 1268.5 1252.7 1254.6 -21.3 175,599 345,745 -2,630
Oct17 170615 1266.0 1271.7 1256.5 1258.1 -21.4 1,490 10,913 -60
Dec17 170615 1269.2 1275.2 1260.0 1261.5 -21.4 2,503 80,269 -195
Feb18 170615 1272.8 1274.6 1263.0 1264.9 -21.4 419 10,331 +77
Apr18 170615 1276.4 1280.0 1268.2 1268.2 -21.4 5 3,544 -1
Jun18 170615 1280.3 1280.3 1270.4 1271.5 -21.4 30 5,518 -11
Aug18 170615 1285.8 1285.8 1274.8 1274.8 -21.4 97 863 +41
Oct18 170615 1278.2 1278.2 1278.2 1278.2 -21.4 0 311 +0
Dec18 170615 1282.0 1282.0 1280.4 1281.7 -21.4 0 5,920 +0
Feb19 170615 1285.4 1285.4 1285.4 1285.4 -21.4 0 3 +0
Apr19 170615 1289.2 1289.2 1289.2 1289.2 -21.4      
Total Volume and Open Interest 181,218 471,134 -2,795
Silver(CMX)
Jul17 170615 1687.5 1706.5 1662.0 1671.6 -42.0 97,805 100,533 -7,623
Sep17 170615 1694.5 1713.0 1668.5 1678.2 -42.6 23,943 59,452 +3,139
Dec17 170615 1707.5 1722.5 1680.0 1688.8 -42.7 5,925 35,936 +499
Mar18 170615 1733.0 1733.0 1693.5 1699.3 -42.8 135 2,148 +90
May18 170615 1706.4 1706.4 1706.4 1706.4 -42.8 80 1,089 +70
Jul18 170615 1742.0 1743.0 1713.3 1713.3 -42.8 55 590 +5
Sep18 170615 1718.0 1720.4 1718.0 1720.4 -42.8 0 16 +0
Total Volume and Open Interest 128,018 201,214 -3,786
Platinum(NYMEX)
Jul17 170615 937.3 941.8 917.4 921.3 -30.6 23,631 52,791 +3,015
Oct17 170615 940.1 944.0 921.0 924.4 -30.8 3,734 21,074 +1,582
Jan18 170615 946.1 946.5 925.0 928.4 -30.8 433 1,968 +236
Apr18 170615 932.8 956.3 932.8 932.8 -30.8 5 93 +1
Total Volume and Open Interest 27,857 76,040 +4,878
Palladium(NYMEX)
Jun17 170615 869.70 869.70 867.30 868.75 +5.45 26 82 -8
Sep17 170615 857.75 864.05 845.10 857.95 +4.15 4,297 34,111 -225
Dec17 170615 845.45 856.45 837.75 850.05 +6.55 240 1,729 +121
Total Volume and Open Interest 4,611 36,107 -103
Copper(CMX)
Jul17 170615 256.50 258.30 253.40 256.55 -0.80 68,904 83,015 -6,850
Sep17 170615 258.25 259.75 254.90 258.05 -0.70 23,266 75,593 +3,308
Dec17 170615 258.45 261.05 257.00 259.65 -0.65 8,000 58,064 +1,882
Mar18 170615 261.80 261.80 259.90 260.80 -0.65 981 13,150 +263
May18 170615 260.10 261.40 260.10 261.40 -0.65 66 4,587 +17
Total Volume and Open Interest 102,080 260,631 -1,177
E-mini DJIA Index(CBOT)
Jun17 170615 21363 21375 21263 21363 -8 55,548 40,827 -18,457
Sep17 170615 21322 21330 21218 21320 -7 141,476 102,619 +23,970
Dec17 170615 21235 21293 21161 21269 -7 7 144 -1
Mar18 170615 21239 21239 21239 21239 -7 0 6 +0
Total Volume and Open Interest 197,031 143,596 +5,512
S & P 500(CME)
Jun17 170615 2422.00 2434.50 2421.00 2434.30 -2.90 25,635 57,572 -9,599
Sep17 170615 2432.10 2432.10 2417.00 2432.10 -3.20 24,052 33,603 +8,668
Dec17 170615 2429.80 2429.80 2417.00 2429.80 -3.00 0 225 +0
Mar18 170615 2427.90 2427.90 2415.10 2427.90 -3.00      
Total Volume and Open Interest 49,687 91,400 -931
S & P 500 E-Mini(Globex)
Jun17 170615 2436.00 2436.00 2418.25 2434.30 -2.95 1,028,985 1,023,610 -539,303
Sep17 170615 2433.75 2434.50 2416.25 2432.10 -3.15 1,923,275 2,433,721 +579,454
Dec17 170615 2427.75 2430.00 2413.50 2429.80 -2.95 957 14,507 +529
Mar18 170615 2414.50 2427.90 2413.50 2427.90 -3.10 5 628 -4
Total Volume and Open Interest 2,953,222 3,472,466 +40,676
NASDAQ 100 E-Mini(Globex)
Jun17 170615 5722.80 5724.50 5633.80 5702.50 -22.80 144,808 159,624 -22,496
Sep17 170615 5730.00 5732.50 5641.30 5709.30 -23.50 379,343 287,790 +41,117
Dec17 170615 5725.30 5725.30 5650.00 5715.00 -22.80 57 798 +8
Total Volume and Open Interest 524,208 448,235 +18,629
S&P Midcap 400(CME) e-Mini
Jun17 170615 1756.80 1757.50 1744.00 1753.20 -8.30 19,087 16,422 -15,400
Sep17 170615 1760.40 1760.40 1744.00 1753.60 -8.50 29,766 81,233 +16,933
Dec17 170615 1750.30 1750.30 1750.30 1750.30 -8.50      
Total Volume and Open Interest 48,853 97,655 +1,533
Volatility Index(CBOE)
Jun17 170615 11.50 12.35 11.49 11.53 +0.05 112,821 186,044 -15,973
Jul17 170615 12.25 12.85 12.23 12.43 +0.15 90,350 245,604 +11,813
Aug17 170615 13.03 13.50 12.98 13.13 +0.10 38,013 61,910 +813
Sep17 170615 14.24 14.61 14.15 14.38 +0.15 15,681 46,829 +1,804
Total Volume and Open Interest 267,201 623,347 -1,108
S & P 600(CME)
Jun17 170615 857.40 857.40 857.40 857.40 -4.00      
Sep17 170615 856.10 856.10 856.10 856.10 -4.00      
Total Volume and Open Interest      
Russell 2000 Mini(ICE)
Jun17 170615 1414.80 1415.30 1400.50 1411.20 -5.10 154,318 164,216 -96,456
Sep17 170615 1412.00 1415.30 1400.10 1411.30 -5.00 215,911 493,530 +87,346
Dec17 170615 1410.30 1410.30 1410.30 1410.30 -5.00 1 80 -1
Total Volume and Open Interest 370,230 657,828 -9,111
Nikkei 225(CME)
Sep17 170615 19885 19980 19750 19920 +20 7,587 36,672 +82
Dec17 170615 19845 19845 19845 19845 +20      
Total Volume and Open Interest 7,587 36,672 +82
Nikkei 225(SGX)
Sep17 170615 19805 19820 19735 19820 -55 56,335 203,829 -1,760
Dec17 170615 19805 19805 19615 19700 -55 80 2,496 +40
Mar18 170614 19715 19715 19715 19715 -5 0 200 +0
Total Volume and Open Interest 70,389 214,964 +2,925
Nikkei 225 Mini(JPX)
Jun17 170608 19915 20070 19895 19970 +20 626,100 422,848 -34,323
Sep17 170614 19905 19975 19850 19880 -10 800,542 235,270 +41,290
Dec17 170614 19775 19845 19725 19750 -10 5,171 5,244 +773
Total Volume and Open Interest 844,437 333,268 +47,251
Nikkei 225(JPX)
Jun17 170608 19910 20070 19890 19970 +20 108,140 254,122 -54,289
Sep17 170614 19910 19980 19850 19880 -10 57,103 297,915 +7,819
Dec17 170614 19780 19840 19730 19750 -10 175 39,132 -80
Total Volume and Open Interest 57,327 403,757 +7,771
Nikkei 225(CME) Yen
Jun17 170608 20020 20070 19895 20030 +40 68,252 58,933 -12,355
Sep17 170615 19830 19935 19705 19870 +20 23,605 63,883 +348
Dec17 170615 19745 19790 19745 19745 +20 1 1 +1
Total Volume and Open Interest 23,606 63,884 +349
Nikkei 225(CME) e-Mini Yen
Jun17 170608 20030 20030 19910 20030 +40 0 25 +0
Sep17 170615 19860 19870 19860 19870 +20 0 2 +0
Dec17 170615 19745 19745 19740 19745 +15      
Total Volume and Open Interest 0 2 +0
CAC 40(EURONEXT)
Jun17 170615 5246.0 5252.0 5173.5 5216.5 -27.0 258,213 320,729 -70,470
Jul17 170615 5242.0 5243.0 5165.0 5208.0 -26.5 184,409 246,216 +122,775
Aug17 170615 5179.5 5210.0 5178.5 5206.5 -26.5 10 10 +10
Sep17 170615 5225.0 5225.0 5167.0 5206.0 -27.0 2,579 15,823 +1,059
Total Volume and Open Interest 445,211 597,183 +53,374
Hang Seng Index(HKFE)
Jun17 170615 25746 25764 25403 25435 -307 71,265 153,076 +972
Jul17 170615 25624 25648 25290 25319 -305 1,002 6,615 +552
Total Volume and Open Interest 72,360 172,910 +1,534
DAX(EUREX)
Jun17 170615 12809.5 12813.0 12617.0 12695.0 -131.5 156,057 104,319 -44,336
Sep17 170615 12804.0 12805.0 12610.0 12687.0 -132.0 92,518 132,259 +35,030
Dec17 170615 12775.0 12787.0 12600.0 12676.5 -132.0 102 3,886 +13
Total Volume and Open Interest 248,677 240,464 -9,293
Mini-DAX(EUREX)
Jun17 170615 12810.0 12812.0 12617.0 12695.0 -131.5 19,308 9,651 -362
Sep17 170615 12812.0 12812.0 12611.0 12687.0 -132.0 2,238 5,377 +1,111
Dec17 170615 12743.0 12743.0 12630.0 12676.5 -132.0 22 118 +32
Total Volume and Open Interest 21,568 15,146 +781
DJ EuroSTOXX 50(EUREX)
Jun17 170615 3548 3550 3499 3528 -25 1,877,552 1,794,845 -835,406
Sep17 170615 3541 3542 3490 3520 -24 1,059,079 2,681,902 +1,131,437
Dec17 170615 3521 3521 3479 3506 -25 365 41,690 +286
Total Volume and Open Interest 2,936,996 4,518,437 +296,317
Swiss Market Index(EUREX)
Jun17 170615 8869 8881 8778 8835 -31 122,107 121,271 -55,986
Sep17 170615 8850 8864 8760 8818 -30 102,210 173,415 +24,414
Dec17 170615 8798 8826 8750 8791 -29 185 1,034 +110
Total Volume and Open Interest 224,502 295,720 -31,462
FT-SE 100(EURONEXT)
Jun17 170615 7476.00 7485.00 7377.00 7424.00 -67.50 629,311 271,762 -303,228
Sep17 170615 7413.00 7422.50 7314.00 7362.00 -67.00 564,789 641,116 +327,887
Dec17 170615 7333.00 7333.00 7293.50 7320.00 -67.00 10,041 11,289 +9,887
Total Volume and Open Interest 1,204,141 924,167 +34,546
SPI 200(SFE)
Jun17 170615 5839.0 5846.0 5780.0 5787.0 -50.0 247,694 259,818 -38,502
Sep17 170615 5786.0 5794.0 5696.0 5704.0 -83.0 220,365 229,928 +181,460
Dec17 170615 5688.0 5688.0 5688.0 5688.0 -83.0 0 1,402 +0
Total Volume and Open Interest 468,716 493,333 +143,686
FTSE MIB(ISE)
Jun17 170615 20940.00 20940.00 20720.00 20871.00 -122.00 67,293 20,907 -14,176
Sep17 170615 20805.00 20860.00 20635.00 20779.00 -132.00 45,227 27,808 +14,895
Dec17 170615 20669.00 20669.00 20669.00 20669.00 -132.00 0 2 +0
Total Volume and Open Interest 112,520 48,717 +719
KOSPI 200(KFE)
Sep17 170615 308.90 309.85 305.50 307.00 -1.75 147,373 264,290 +2,211
Dec17 170615 309.85 310.45 306.45 307.65 -1.70 187 29,897 +121
Mar18 170615 307.80 307.80 304.50 304.50 -1.50 6 7,195 +3
Total Volume and Open Interest 147,566 321,471 +2,335
GSCI(CME)
Jul17 170615 360.10 362.30 360.05 361.80 -0.25 3,358 14,841 +3,314
Aug17 170615 361.00 361.00 361.00 361.00 -4.25      
Sep17 170615 362.60 362.60 362.60 362.60        
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