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 Tue October 18, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 161018 977.50 987.00 971.50 972.50 -5.75 186,056 265,250 -4,036
Jan17 161018 985.50 994.75 980.25 981.25 -4.75 79,354 187,379 +2,958
Mar17 161018 991.00 1000.25 986.25 987.50 -4.25 25,943 83,592 +3,412
May17 161018 998.00 1006.75 993.50 994.50 -4.00 8,464 51,386 +509
Jul17 161018 1004.00 1012.75 999.50 1000.50 -3.75 15,200 62,269 +1,034
Aug17 161018 1005.00 1010.00 998.75 999.50 -3.50 486 2,410 +49
Sep17 161018 990.00 995.50 987.50 987.50 -2.75 94 892 -1
Nov17 161018 980.00 987.00 977.00 978.25 -3.00 4,016 32,425 +10
Jan18 161018 984.00 984.25 981.50 981.50 -3.25 36 1,094 +8
Mar18 161018 986.00 991.00 982.75 982.75 -3.25 16 408 -2
May18 161018 985.50 985.50 965.75 985.50 -3.25 0 253 +0
Jul18 161018 989.25 989.25 981.50 989.25 -3.25 0 306 +0
Aug18 161018 984.25 984.25 984.25 984.25 -3.25 0 17 +0
Sep18 161018 969.00 969.00 969.00 969.00 -3.25 0 17 +0
Total Volume and Open Interest 319,680 688,004 +3,945
Soybean Meal(CBOT)
Dec16 161018 303.50 308.90 302.30 303.40 -0.10 48,297 154,943 -562
Jan17 161018 304.90 310.10 303.50 304.80 unch 12,919 67,124 +164
Mar17 161018 306.00 311.60 305.20 306.30 -0.10 6,740 54,850 +192
May17 161018 307.10 313.20 307.00 308.30 +0.20 3,901 31,683 +131
Jul17 161018 309.90 314.90 309.40 310.10 +0.20 2,687 36,193 +446
Aug17 161018 310.70 314.60 310.00 310.00 +0.20 325 4,389 +43
Sep17 161018 308.30 313.50 308.30 309.40 +0.30 264 4,990 +5
Oct17 161018 307.00 310.10 306.00 306.00 unch 187 4,418 +31
Dec17 161018 306.30 310.30 305.50 306.20 -0.10 1,255 14,238 +110
Jan18 161018 305.90 305.90 303.10 305.90 -0.10 19 735 +9
Total Volume and Open Interest 76,691 375,350 +594
Soybean Oil(CBOT)
Dec16 161018 35.41 35.69 34.92 35.07 -0.37 86,136 201,978 +7,859
Jan17 161018 35.68 35.95 35.18 35.33 -0.38 23,355 101,016 +1,777
Mar17 161018 35.89 36.16 35.42 35.56 -0.38 13,346 60,168 +310
May17 161018 36.05 36.29 35.58 35.74 -0.36 4,205 34,535 +448
Jul17 161018 36.21 36.43 35.76 35.90 -0.36 2,549 27,892 +20
Aug17 161018 36.35 36.35 35.78 35.93 -0.36 308 4,114 +7
Sep17 161018 35.81 36.12 35.81 35.90 -0.38 223 3,348 +13
Oct17 161018 36.20 36.20 35.56 35.69 -0.37 103 2,563 -1
Dec17 161018 36.02 36.22 35.57 35.69 -0.37 761 7,893 -151
Jan18 161018 35.73 35.73 34.36 35.73 -0.37 9 391 +9
Total Volume and Open Interest 130,997 444,568 +10,275
Canola(WCE)
Nov16 161018 495.0 499.6 493.6 497.7 +1.6 19,273 88,178 -7,153
Jan17 161018 503.2 506.7 500.8 504.1 +0.8 13,589 58,146 +4,405
Mar17 161018 506.0 511.1 504.2 508.0 +1.9 1,792 14,611 +287
May17 161018 508.8 512.8 507.3 510.7 +1.8 1,649 8,689 +296
Jul17 161018 506.5 510.0 504.5 507.6 +0.7 1,734 14,072 -500
Total Volume and Open Interest 39,432 193,712 -2,845
Corn(CBOT)
Dec16 161018 354.25 357.50 351.50 353.75 -0.25 275,680 680,363 -14,296
Mar17 161018 363.75 367.25 361.25 363.50 -0.50 83,679 298,462 +5,418
May17 161018 370.50 373.50 368.25 370.25 -0.50 17,003 68,072 -548
Jul17 161018 377.00 380.00 374.75 376.50 -0.50 25,380 127,806 -1,437
Sep17 161018 383.75 386.50 381.50 383.25 unch 6,035 44,286 +96
Dec17 161018 390.75 394.00 389.25 391.00 unch 18,766 79,905 +2,344
Mar18 161018 399.50 402.50 398.50 399.75 unch 1,001 5,380 -2
May18 161018 405.75 406.25 404.75 404.75 unch 158 1,062 +3
Jul18 161018 407.75 410.25 407.25 408.00 +0.50 161 1,458 +28
Sep18 161018 404.50 410.00 404.50 405.25 +1.25 14 568 -4
Total Volume and Open Interest 428,770 1,312,586 -8,387
Wheat(CBOT)
Dec16 161018 425.00 425.50 418.25 420.00 -3.75 105,412 292,465 -8,368
Mar17 161018 442.50 443.75 436.75 440.00 -2.00 31,991 103,553 -1,013
May17 161018 456.50 457.00 450.00 454.00 -1.75 7,276 24,559 -264
Jul17 161018 467.25 468.50 461.25 465.50 -1.50 7,145 44,269 +1,361
Sep17 161018 480.00 482.50 476.50 479.75 -2.00 2,185 5,028 +775
Dec17 161018 497.00 499.25 493.75 496.50 -2.25 1,571 9,107 +244
Total Volume and Open Interest 155,623 481,285 -7,260
Wheat(KCBT)
Dec16 161018 422.50 427.00 418.25 421.75 -0.25 21,387 134,436 -413
Mar17 161018 439.00 443.75 435.25 438.75 -0.25 6,843 51,120 +981
May17 161018 450.75 454.75 447.00 450.00 unch 3,934 20,700 +549
Jul17 161018 460.50 465.25 457.75 460.75 unch 5,176 35,217 +605
Sep17 161018 474.25 479.75 473.50 475.75 +0.50 930 3,894 +446
Dec17 161018 493.75 500.25 493.75 496.25 -0.25 292 4,778 +30
Mar18 161018 510.50 510.50 506.00 510.50 -0.25 20 925 +0
Total Volume and Open Interest 38,660 251,646 +2,222
Wheat(MGE)
Dec16 161018 528.75 532.50 526.50 527.75 -1.25 5,810 28,486 -804
Mar17 161018 533.00 536.50 530.50 532.25 -1.25 2,437 19,073 +719
May17 161018 539.00 542.50 536.50 538.25 -1.50 563 8,722 +14
Jul17 161018 544.00 549.00 544.00 545.50 -1.50 447 4,204 +83
Sep17 161018 553.75 553.75 552.75 552.75 -1.00 386 3,490 -51
Dec17 161018 563.00 565.50 562.75 562.75 -1.00 100 2,257 +31
Total Volume and Open Interest 9,754 66,250 -2
Oats(CBOT)
Dec16 161018 199.75 205.75 197.50 203.75 +3.75 350 6,570 -113
Mar17 161018 202.00 204.75 200.50 203.50 +1.75 168 2,181 +8
May17 161018 206.00 207.00 205.25 205.25 +0.75 19 133 +17
Jul17 161018 210.00 210.00 208.25 210.00 +1.75 0 28 +0
Total Volume and Open Interest 537 8,914 -88
Rough Rice(CBOT)
Nov16 161018 10.36 10.44 10.30 10.42 +0.02 812 7,855 -275
Jan17 161018 10.59 10.69 10.56 10.67 +0.03 442 2,974 +126
Mar17 161018 10.82 10.92 10.82 10.91 +0.04 46 154 +23
May17 161018 11.12 11.12 11.12 11.12 +0.04 0 8 +0
Total Volume and Open Interest 1,300 11,007 -126
Live Cattle(CME)
Oct16 161018 97.300 98.500 96.350 97.750 +0.465 2,401 8,803 -725
Dec16 161018 99.330 100.080 98.450 99.230 +0.230 22,903 135,016 +317
Feb17 161018 100.800 101.400 100.000 100.635 -0.065 9,280 55,271 +1,017
Apr17 161018 99.950 100.635 99.230 100.135 +0.250 6,479 39,740 +858
Jun17 161018 93.100 93.830 92.400 93.430 +0.395 3,096 19,273 +476
Aug17 161018 91.600 92.250 90.800 91.950 +0.650 1,050 8,589 +8
Total Volume and Open Interest 45,499 269,596 +2,026
Feeder Cattle(CME)
Oct16 161018 121.600 122.135 120.885 122.035 +0.335 1,677 4,868 -381
Nov16 161018 117.230 118.250 116.200 118.035 +0.805 4,621 14,526 -987
Jan17 161018 113.580 114.035 112.285 113.785 +0.250 4,314 14,716 +1,113
Mar17 161018 110.800 112.100 109.980 111.850 +0.800 1,060 6,419 +158
Apr17 161018 110.385 111.700 109.500 111.480 +0.830 410 1,104 +22
May17 161018 110.035 111.180 109.100 110.950 +0.850 319 1,409 +71
Aug17 161018 111.035 112.200 110.230 111.980 +0.695 161 454 +80
Total Volume and Open Interest 12,567 43,502 +79
Lean Hogs(CME)
Dec16 161018 41.700 42.250 41.035 41.130 -0.470 19,840 133,761 +1,953
Feb17 161018 49.000 49.285 48.350 48.450 -0.480 10,304 42,864 +1,252
Apr17 161018 57.200 57.380 56.080 56.330 -0.750 6,202 29,592 +1,144
May17 161018 65.385 65.385 64.975 64.975 -1.125 10 577 +2
Jun17 161018 70.150 70.300 68.330 68.550 -1.500 1,484 10,962 +461
Jul17 161018 70.580 70.580 68.885 68.885 -1.615 283 3,048 +86
Aug17 161018 70.650 70.650 68.885 68.980 -1.520 142 1,814 +48
Oct17 161018 60.350 60.580 59.785 60.080 -1.370 7 787 +4
Total Volume and Open Interest 38,282 223,811 -7,038
Class III Milk(CME)
Oct16 161018 14.71 14.78 14.70 14.73 +0.02 95 4,610 -19
Nov16 161018 15.21 15.75 15.18 15.61 +0.36 458 4,822 -40
Dec16 161018 15.28 15.57 15.24 15.49 +0.22 147 4,249 +22
Jan17 161018 15.40 15.70 15.38 15.60 +0.18 57 2,564 +16
Feb17 161018 15.58 15.85 15.58 15.77 +0.19 103 2,412 +21
Mar17 161018 15.66 15.95 15.66 15.90 +0.24 29 2,236 -5
Apr17 161018 15.85 16.04 15.85 15.98 +0.18 23 2,135 +0
May17 161018 15.97 16.18 15.97 16.10 +0.15 46 2,016 +6
Jun17 161018 16.29 16.34 16.28 16.28 +0.11 12 1,804 +3
Jul17 161018 16.40 16.48 16.40 16.48 +0.08 12 1,026 +12
Aug17 161018 16.54 16.56 16.54 16.56 +0.04 7 959 +7
Sep17 161018 16.69 16.69 16.69 16.69 unch 11 966 +11
Oct17 161018 16.67 16.67 16.65 16.67 +0.02 1 614 +1
Total Volume and Open Interest 1,062 31,815 +76
Cocoa(ICE)
Dec16 161018 2690 2730 2677 2698 +8 29,797 98,896 -11,496
Mar17 161018 2630 2659 2614 2630 unch 11,926 94,637 +343
May17 161018 2621 2642 2601 2618 +2 4,081 25,057 -499
Jul17 161018 2604 2636 2598 2614 +1 1,903 13,706 +901
Sep17 161018 2603 2634 2596 2611 -1 904 7,426 +212
Dec17 161018 2599 2616 2598 2606 -1 896 5,750 +108
Mar18 161018 2614 2614 2604 2604 -1 359 7,228 +91
Total Volume and Open Interest 49,890 253,241 -10,338
Coffee "C"(ICE)
Dec16 161018 157.50 159.60 157.10 158.75 +1.65 19,273 94,878 +1,862
Mar17 161018 161.00 163.05 160.55 162.20 +1.65 4,670 50,057 +357
May17 161018 163.15 165.05 162.55 164.20 +1.65 2,196 23,895 +167
Jul17 161018 164.85 166.90 164.45 166.10 +1.60 2,185 8,305 +332
Sep17 161018 166.50 168.30 166.10 167.75 +1.55 556 5,065 +67
Dec17 161018 168.85 170.40 168.30 169.85 +1.30 162 6,774 +85
Total Volume and Open Interest 29,082 191,471 +2,888
Orange Juice(ICE)
Nov16 161018 188.70 192.25 186.40 189.95 +1.25 1,527 8,209 -683
Jan17 161018 188.40 191.95 186.45 189.70 +1.25 708 6,437 +400
Mar17 161018 187.85 187.85 187.85 187.85 +0.85 19 604 +2
May17 161018 185.70 185.70 185.70 185.70 +0.20 1 255 -1
Jul17 161018 184.00 184.00 184.00 184.00 +0.20 0 25 +0
Sep17 161018 183.50 183.50 183.50 183.50 +0.20      
Total Volume and Open Interest 2,255 15,532 -282
Sugar #11(ICE)
Mar17 161018 23.14 23.18 22.83 23.02 -0.14 47,617 475,770 -1,126
May17 161018 22.44 22.46 22.17 22.35 -0.11 15,446 132,959 +52
Jul17 161018 21.70 21.71 21.48 21.62 -0.10 9,897 112,972 +2,129
Oct17 161018 21.10 21.11 20.93 21.05 -0.09 4,438 64,582 -92
Mar18 161018 20.65 20.73 20.56 20.67 -0.08 1,839 29,865 +542
May18 161018 19.87 19.91 19.76 19.87 -0.09 682 9,611 -30
Jul18 161018 19.23 19.28 19.10 19.20 -0.12 355 5,824 +81
Oct18 161018 18.87 18.93 18.82 18.82 -0.14 186 5,956 +84
Total Volume and Open Interest 80,568 841,200 +1,673
London Cocoa(LCE)
Dec16 161018 2244 2258 2211 2224 -22 19,148 97,768 +3,703
Mar17 161018 2180 2191 2155 2168 -18 8,641 87,014 +118
May17 161018 2180 2186 2154 2167 -17 3,688 44,988 +794
Jul17 161018 2184 2188 2157 2171 -16 1,854 12,802 +400
Sep17 161018 2182 2183 2155 2168 -17 949 19,126 -10
Dec17 161018 2170 2170 2141 2156 -17 719 11,541 +51
Mar18 161018 2156 2157 2152 2152 -15 131 2,956 +63
Total Volume and Open Interest 35,134 276,294 +5,117
London Sugar(LCE)
Dec16 161018 604.60 605.80 596.60 597.90 -6.40 3,659 36,305 +282
Mar17 161018 602.40 602.40 595.00 596.40 -4.70 2,910 23,807 +393
May17 161018 590.90 592.40 587.60 589.00 -4.40 1,229 16,814 -286
Aug17 161018 575.50 576.80 573.90 575.20 -2.80 93 7,141 -21
Oct17 161018 555.80 557.50 554.40 556.50 -1.20 68 6,296 +53
Total Volume and Open Interest 7,967 93,170 +421
Cotton(ICE)
Dec16 161018 71.24 71.70 70.67 71.15 -0.04 16,462 145,119 -1,213
Mar17 161018 71.53 71.95 70.96 71.44 -0.05 9,235 65,032 +2,934
May17 161018 71.79 72.21 71.40 71.74 -0.03 962 9,787 +93
Jul17 161018 71.87 72.22 71.45 71.80 -0.04 855 7,683 +19
Oct17 161018 70.89 70.89 70.89 70.89 -0.09      
Dec17 161018 71.08 71.50 70.65 70.88 -0.18 712 14,189 +80
Total Volume and Open Interest 28,226 242,851 +1,913
Lumber(CME)
Nov16 161018 312.8 313.3 308.6 310.7 -4.3 358 2,509 -45
Jan17 161018 324.8 325.0 320.2 322.7 -3.9 233 2,160 +161
Mar17 161018 328.7 330.2 328.7 329.5 -3.4 20 289 +0
May17 161018 329.3 332.0 329.3 329.3 -2.6 2 69 +0
Total Volume and Open Interest 613 5,044 +116
Crude Oil(NYM)
Nov16 161018 50.04 50.78 49.76 50.29 +0.35 519,431 141,111 -40,451
Dec16 161018 50.45 51.10 50.13 50.62 +0.25 353,204 460,885 +1,948
Jan17 161018 51.01 51.58 50.68 51.14 +0.23 139,859 230,646 -5,206
Feb17 161018 51.48 52.04 51.18 51.63 +0.23 43,164 92,798 +2,250
Mar17 161018 51.98 52.52 51.67 52.12 +0.23 42,778 187,153 +2,988
Apr17 161018 52.55 52.89 52.10 52.54 +0.24 26,373 46,856 -1,597
May17 161018 52.90 53.22 52.50 52.89 +0.24 8,758 37,708 +410
Jun17 161018 53.06 53.51 52.71 53.16 +0.25 25,334 147,237 +1,296
Jul17 161018 53.51 53.57 53.02 53.37 +0.26 3,343 37,984 +157
Aug17 161018 53.60 53.84 53.19 53.55 +0.28 1,834 27,140 -10
Sep17 161018 53.62 53.80 53.38 53.72 +0.31 4,164 42,669 +305
Oct17 161018 53.80 53.87 53.51 53.87 +0.33 1,470 22,445 +441
Nov17 161018 53.72 54.03 53.72 54.03 +0.35 1,402 21,444 +206
Dec17 161018 53.96 54.47 53.76 54.20 +0.36 21,780 164,253 -260
Jan18 161018 54.19 54.30 54.19 54.30 +0.37 909 18,737 +423
Feb18 161018 54.16 54.40 54.16 54.40 +0.38 1,130 6,462 +64
Total Volume and Open Interest 1,204,374 1,842,399 -35,721
e-miNY Crude Oil(NYM)
Nov16 161018 50.050 50.800 49.750 50.300 +0.350 8,230 2,190 -135
Dec16 161018 50.450 51.100 50.150 50.625 +0.250 886 1,664 +64
Jan17 161018 51.125 51.575 50.700 51.150 +0.250 49 396 +3
Feb17 161018 51.700 52.000 51.625 51.625 +0.225 12 177 +2
Mar17 161018 52.700 52.700 51.900 52.125 +0.225 28 205 +28
Apr17 161018 53.400 53.400 52.100 52.550 +0.250 28 136 +26
May17 161018 53.750 53.750 52.425 52.900 +0.250 0 79 +0
Jun17 161018 53.150 53.150 52.975 53.150 +0.250 3 192 -1
Jul17 161018 53.400 53.650 53.375 53.375 +0.275 0 61 +0
Aug17 161018 53.425 53.550 53.275 53.550 +0.275 0 137 +0
Total Volume and Open Interest 9,238 5,473 -12
NY Harbor ULSD(NYM)
Nov16 161018 155.92 158.31 155.14 156.86 +1.25 49,180 65,989 -4,360
Dec16 161018 157.91 160.27 157.16 158.85 +1.18 37,707 82,359 +2,155
Jan17 161018 160.50 161.87 159.45 161.06 +1.11 23,025 82,388 +910
Feb17 161018 162.45 163.48 161.23 162.72 +1.02 10,562 33,549 +15
Mar17 161018 162.79 164.33 161.86 163.34 +1.01 7,918 37,098 +142
Apr17 161018 163.11 163.37 161.86 163.05 +1.02 2,926 20,473 -271
May17 161018 163.35 163.89 162.04 163.17 +1.00 1,346 10,509 +187
Jun17 161018 163.53 164.27 162.26 163.54 +0.93 3,370 28,685 -95
Jul17 161018 164.52 164.57 163.46 164.41 +0.92 400 4,064 +252
Aug17 161018 164.84 165.46 164.54 165.46 +0.90 275 2,625 +60
Sep17 161018 166.66 166.66 165.66 166.58 +0.87 50 3,846 +5
Oct17 161018 166.82 167.67 166.82 167.67 +0.86 65 2,494 -28
Nov17 161018 167.90 168.67 167.90 168.67 +0.85 72 2,505 +5
Dec17 161018 169.77 170.22 168.23 169.58 +0.86 1,446 24,587 +27
Total Volume and Open Interest 138,426 410,990 -979
RBOB Gasoline(NYM)
Nov16 161018 150.01 151.85 149.25 150.57 +1.33 52,103 82,493 -3,239
Dec16 161018 148.88 150.48 147.97 149.22 +0.99 38,665 120,299 +1,303
Jan17 161018 148.93 150.52 148.12 149.35 +0.84 21,984 72,899 +1,630
Feb17 161018 150.62 151.94 149.58 150.83 +0.75 9,163 21,519 +182
Mar17 161018 152.72 154.06 151.72 152.95 +0.70 6,921 32,089 -58
Apr17 161018 170.99 172.02 169.92 170.89 +0.53 3,277 22,671 -209
May17 161018 172.20 172.87 171.09 172.16 +0.54 3,591 10,967 +714
Jun17 161018 172.40 173.10 170.97 172.09 +0.48 4,178 16,264 +308
Jul17 161018 171.69 171.69 170.57 171.09 +0.45 1,156 4,803 +35
Aug17 161018 169.16 169.16 168.29 169.16 +0.45 417 3,336 +62
Total Volume and Open Interest 143,754 417,796 +1,108
e-miNY RBOB Gasoline(NYM)
Nov16 161018 150.60 150.60 150.60 150.60 +1.36 0 1 +0
Dec16 161018 149.22 149.22 149.22 149.22 +0.99      
Jan17 161018 149.35 149.35 149.35 149.35 +0.84      
Feb17 161018 150.83 150.83 150.83 150.83 +0.75      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Nov16 161018 3.252 3.317 3.248 3.263 +0.019 166,446 125,558 -23,403
Dec16 161018 3.499 3.546 3.489 3.505 +0.024 95,268 165,555 +5,904
Jan17 161018 3.624 3.675 3.621 3.639 +0.024 49,096 212,360 +5,030
Feb17 161018 3.629 3.676 3.629 3.645 +0.024 18,896 53,600 +1,396
Mar17 161018 3.583 3.630 3.581 3.599 +0.025 30,005 128,009 +4,996
Apr17 161018 3.325 3.350 3.317 3.340 +0.028 26,694 103,635 +233
May17 161018 3.277 3.305 3.273 3.298 +0.027 8,210 46,907 +1,170
Jun17 161018 3.300 3.327 3.295 3.323 +0.028 4,023 33,562 +1,150
Jul17 161018 3.329 3.349 3.326 3.347 +0.029 4,888 27,204 +10
Aug17 161018 3.323 3.343 3.323 3.343 +0.029 4,522 21,667 +589
Sep17 161018 3.304 3.323 3.304 3.323 +0.027 3,580 23,055 -288
Oct17 161018 3.330 3.342 3.323 3.342 +0.028 9,246 55,021 +620
Nov17 161018 3.362 3.388 3.361 3.388 +0.029 6,514 21,501 +1,209
Dec17 161018 3.497 3.522 3.496 3.522 +0.026 4,608 23,262 +465
Jan18 161018 3.589 3.609 3.589 3.609 +0.024 5,839 15,135 +23
Feb18 161018 3.545 3.564 3.545 3.564 +0.023 1,939 6,075 +189
Total Volume and Open Interest 448,211 1,159,716 +2,260
Brent Crude Oil(ICE)
Dec16 161018 51.72 52.15 51.25 51.68 +0.16 248,439 424,651 -26,275
Jan17 161018 52.45 52.91 52.02 52.45 +0.21 138,187 372,549 +20,011
Feb17 161018 53.00 53.48 52.61 53.04 +0.24 51,042 177,379 +7,599
Mar17 161018 53.52 54.01 53.14 53.59 +0.29 35,220 181,124 +4,093
Apr17 161018 53.98 54.45 53.57 54.04 +0.33 15,755 76,120 +1,670
May17 161018 54.26 54.81 53.93 54.41 +0.37 10,660 60,739 -480
Jun17 161018 54.53 55.10 54.21 54.71 +0.40 25,900 175,104 +3,747
Jul17 161018 54.83 55.23 54.52 54.98 +0.42 2,424 41,177 +640
Aug17 161018 55.10 55.46 54.74 55.20 +0.43 1,871 28,217 +456
Sep17 161018 55.38 55.38 55.38 55.38 +0.45 2,860 55,187 +581
Oct17 161018 55.55 55.55 55.55 55.55 +0.46 1,118 24,292 +501
Nov17 161018 55.71 55.71 55.71 55.71 +0.46 572 22,593 +73
Dec17 161018 55.59 56.20 55.38 55.86 +0.47 22,856 213,982 +32
Jan18 161018 56.02 56.02 56.02 56.02 +0.48 187 20,295 -79
Total Volume and Open Interest 564,833 2,182,370 +12,990
Gas Oil(ICE)
Nov16 161018 462.25 468.00 459.00 460.00 +1.50 64,388 176,913 +4,867
Dec16 161018 464.25 469.75 461.00 462.25 +2.00 78,600 213,893 -127
Jan17 161018 468.25 473.25 464.75 466.00 +2.00 37,850 123,577 +7,000
Feb17 161018 472.25 477.00 468.25 469.50 +2.00 11,636 47,447 +1,162
Mar17 161018 475.00 479.75 471.25 472.50 +2.00 9,456 46,832 +609
Apr17 161018 477.50 481.75 473.75 475.00 +2.25 3,857 29,174 -340
May17 161018 480.25 484.00 476.75 477.50 +2.25 2,882 19,030 +446
Jun17 161018 482.25 486.25 478.75 480.00 +2.50 9,296 55,050 +1,866
Jul17 161018 485.50 489.00 482.00 483.25 +2.50 1,389 19,373 +430
Aug17 161018 488.75 492.25 485.00 486.25 +2.75 1,647 12,889 +887
Total Volume and Open Interest 228,681 929,465 +17,675
Ethanol(CBOT)
Nov16 161018 1.580 1.595 1.580 1.586 +0.006 180 1,784 -90
Dec16 161018 1.519 1.537 1.517 1.529 +0.006 157 1,808 +94
Jan17 161018 1.490 1.502 1.490 1.495 +0.007 19 635 +3
Feb17 161018 1.500 1.500 1.495 1.495 +0.006 5 217 -5
Mar17 161018 1.511 1.511 1.505 1.511 +0.006 0 188 +0
Apr17 161018 1.536 1.536 1.536 1.536 +0.006 0 234 +0
May17 161018 1.543 1.543 1.543 1.543 +0.006 0 5 +0
Jun17 161018 1.543 1.543 1.543 1.543 +0.006      
Total Volume and Open Interest 361 4,877 +2
WTI Crude Oil(ICE)
Nov16 161018 50.12 50.81 49.77 50.29 +0.35 46,535 34,837 -4,537
Dec16 161018 50.50 51.15 50.14 50.62 +0.25 72,099 104,723 -6,893
Jan17 161018 51.09 51.59 50.69 51.14 +0.23 39,673 65,969 +2,669
Feb17 161018 51.61 52.03 51.22 51.63 +0.23 12,271 34,013 +614
Mar17 161018 52.14 52.50 51.70 52.12 +0.23 8,731 40,254 +605
Apr17 161018 52.67 52.86 52.16 52.54 +0.24 3,029 11,011 +1
May17 161018 53.00 53.19 52.53 52.89 +0.24 1,893 8,080 -66
Jun17 161018 53.25 53.45 52.80 53.16 +0.25 4,164 47,657 -201
Jul17 161018 53.48 53.51 53.37 53.37 +0.26 648 7,080 +79
Aug17 161018 53.55 53.55 53.55 53.55 +0.28 542 3,988 +202
Sep17 161018 53.72 53.72 53.72 53.72 +0.31 222 14,447 +155
Oct17 161018 53.87 53.87 53.87 53.87 +0.33 384 3,829 +350
Nov17 161018 54.03 54.03 54.03 54.03 +0.35 16 1,428 -1
Dec17 161018 54.13 54.40 53.87 54.20 +0.36 2,870 82,208 -197
Jan18 161018 54.30 54.30 54.30 54.30 +0.37 0 620 +0
Feb18 161018 54.40 54.40 54.40 54.40 +0.38 0 609 +0
Total Volume and Open Interest 194,207 532,229 -7,128
US Dollar Index(ICE)
Dec16 161018 97.780 97.965 97.600 97.897 +0.020 26,259 71,688 +888
Mar17 161018 97.650 97.830 97.555 97.813 +0.015 485 3,913 +131
Jun17 161018 97.515 97.728 97.515 97.728 +0.015 7 299 -5
Total Volume and Open Interest 26,776 75,977 +1,038
Australian Dollar(CME)
Dec16 161018 76.19 76.78 76.13 76.54 +0.39 116,639 114,413 +5,822
Mar17 161018 76.19 76.62 76.19 76.39 +0.39 294 1,218 +188
Jun17 161018 76.00 76.55 76.00 76.21 +0.38 0 27 +0
Total Volume and Open Interest 116,935 115,661 +6,010
British Pound(CME)
Dec16 161018 121.99 123.37 121.94 123.05 +1.00 125,976 249,616 -70
Mar17 161018 122.21 123.57 122.18 123.27 +1.01 104 3,039 -13
Jun17 161018 123.36 123.76 123.25 123.52 +1.01 4 426 +3
Total Volume and Open Interest 126,119 253,264 -45
Canadian Dollar(CME)
Dec16 161018 76.19 77.04 76.14 76.29 +0.10 79,851 98,450 -132
Mar17 161018 76.36 77.00 76.19 76.33 +0.09 440 2,076 +283
Jun17 161018 76.66 76.70 76.27 76.38 +0.09 0 254 +0
Sep17 161018 76.35 76.68 76.33 76.42 +0.09 0 205 +0
Total Volume and Open Interest 80,291 101,095 +151
Japanese Yen(CME)
Dec16 161018 96.43 96.66 96.17 96.47 -0.02 126,234 153,856 +4,274
Mar17 161018 97.01 97.03 96.55 96.85 -0.03 200 1,428 -3
Jun17 161018 97.23 97.39 97.05 97.30 -0.05 16 143 +16
Total Volume and Open Interest 126,450 155,457 +4,287
Swiss Franc(CME)
Dec16 161018 101.41 101.67 101.18 101.34 -0.08 21,411 61,117 +1,326
Mar17 161018 101.77 102.18 101.73 101.88 -0.09 0 74 +0
Jun17 161018 102.48 102.67 102.43 102.48 -0.09 0 17 +0
Total Volume and Open Interest 21,411 61,212 +1,326
EuroFX(CME)
Dec16 161018 110.26 110.54 109.97 110.05 -0.20 168,037 388,144 +8,327
Mar17 161018 110.82 110.97 110.41 110.49 -0.20 731 10,162 +4
Jun17 161018 111.08 111.41 110.93 110.98 -0.21 34 1,160 -11
Total Volume and Open Interest 168,805 399,559 +8,319
Mexican Peso(CME)
Oct16 161017 529.63 529.63 529.63 529.63 +3.25 0 1 +0
Nov16 161018 535.75 535.75 535.75 535.75 +7.50 0 5 +0
Total Volume and Open Interest 51,927 133,742 +1,260
Brazilian Real(CME)
Nov16 161018 312.20 313.90 312.10 313.35 +1.80 1,239 25,663 +13
Dec16 161018 310.00 311.05 310.00 310.75 +1.75 36 3,163 -4
Jan17 161018 308.15 308.15 308.15 308.15 +1.70      
Feb17 161018 305.20 305.20 305.20 305.20 +1.70      
Total Volume and Open Interest 1,275 28,826 +9
30-Year T-Bonds(CBOT)
Dec16 161018 164~000 164~150 163~090 164~090 +0~110 303,101 572,163 +5,579
Mar17 161018 162~210 163~010 161~300 162~280 +0~110 76 96 +46
Jun17 161018 162~000 162~000 162~000 162~000 +0~110      
Total Volume and Open Interest 303,177 572,259 +5,625
10-Year T-Notes(CBOT)
Dec16 161018 130~045 130~115 129~315 130~095 +0~055 1,219,283 2,881,222 -15,129
Mar17 161018 129~185 129~240 129~140 129~225 +0~055 516 3,049 +330
Jun17 161018 129~145 129~145 129~145 129~145 +0~055      
Total Volume and Open Interest 1,219,799 2,884,271 -14,799
5-Year T-Notes(CBOT)
Dec16 161018 120~306 121~040 120~286 121~022 +0~030 626,167 2,747,506 -4,113
Mar17 161018 120~240 120~240 120~240 120~240 +0~030 191 1,507 +184
Jun17 161018 120~240 120~240 120~240 120~240 +0~030      
Total Volume and Open Interest 626,358 2,749,013 -3,929
2 Year T-Notes(CBOT)
Dec16 161018 109~024 109~040 109~014 109~032 +0~010 295,597 1,260,204 -9,113
Mar17 161018 108~306 108~310 108~306 108~310 +0~010 156 1,794 +120
Jun17 161018 108~310 108~310 108~310 108~310 +0~010      
Total Volume and Open Interest 295,753 1,261,998 -8,993
Eurodollars(CME)
Dec16 161018 99.080 99.090 99.070 99.080 unch 259,644 1,644,276 -9,390
Mar17 161018 99.050 99.060 99.040 99.055 +0.010 227,536 1,302,556 +10,112
Jun17 161018 99.005 99.015 98.990 99.010 +0.015 258,239 1,233,333 +23,469
Sep17 161018 98.960 98.980 98.945 98.970 +0.020 180,286 953,454 +5,459
Dec17 161018 98.900 98.925 98.895 98.915 +0.020 339,811 1,450,481 -47,290
Mar18 161018 98.870 98.900 98.865 98.885 +0.020 189,547 694,192 +23,884
Jun18 161018 98.825 98.860 98.820 98.845 +0.020 164,048 552,482 +6,805
Sep18 161018 98.785 98.820 98.775 98.805 +0.025 126,030 419,197 +5,548
Dec18 161018 98.730 98.765 98.720 98.755 +0.030 177,939 671,948 +15,029
Mar19 161018 98.695 98.735 98.685 98.720 +0.030 129,544 436,074 +8,339
Jun19 161018 98.650 98.690 98.635 98.675 +0.025 120,685 406,920 +13,999
Sep19 161018 98.610 98.645 98.590 98.630 +0.025 107,034 280,267 +5,404
Dec19 161018 98.550 98.590 98.535 98.580 +0.030 84,665 349,363 +14,133
Mar20 161018 98.510 98.550 98.490 98.540 +0.030 63,249 149,794 +200
Jun20 161018 98.465 98.505 98.445 98.490 +0.030 45,667 112,379 +1,719
Sep20 161018 98.420 98.455 98.395 98.445 +0.030 54,911 99,956 -74
Dec20 161018 98.365 98.400 98.340 98.390 +0.030 50,154 116,244 +2,350
Mar21 161018 98.320 98.350 98.295 98.345 +0.030 33,620 58,707 -241
Total Volume and Open Interest 2,749,933 11,484,806 +102,538
Ultra T-Bond(CBOT)
Dec16 161018 177~25 178~12 176~24 178~04 +0~11 89,268 617,420 +458
Mar17 161018 177~08 177~08 177~08 177~08 +0~12 0 10 +0
Jun17 161018 176~18 176~18 176~18 176~18 +0~12      
Total Volume and Open Interest 89,268 617,430 +458
Ultra 10-Yr T-Note(CBOT)
Dec16 161018 142~085 142~195 142~010 142~160 +0~075 77,492 226,616 +6,743
Mar17 161018 142~100 142~100 142~100 142~100 +0~065      
Jun17 161018 142~100 142~100 142~100 142~100 +0~065      
Total Volume and Open Interest 77,492 226,616 +6,743
30 Day Federal Funds(CBOT)
Oct16 161018 99.605 99.605 99.603 99.605 unch 2,241 296,856 -932
Nov16 161018 99.585 99.590 99.585 99.585 unch 37,517 263,819 +5,171
Dec16 161018 99.505 99.515 99.505 99.510 +0.005 11,882 98,730 +1,012
Jan17 161018 99.435 99.450 99.435 99.445 +0.010 34,342 160,839 +2,196
Feb17 161018 99.420 99.435 99.420 99.430 +0.010 6,527 74,590 +270
Mar17 161018 99.395 99.415 99.395 99.410 +0.015 4,791 37,767 -177
Total Volume and Open Interest 131,118 1,124,897 +12,454
3-Mth Euro-Yen(CME)
Dec16 160722 99.990 99.990 99.990 99.990 unch      
Mar17 160722 99.990 99.990 99.990 99.990 unch      
Jun17 160722 99.990 99.990 99.990 99.990 unch      
Sep17 160722 99.990 99.990 99.990 99.990 unch      
Dec17 160722 99.990 99.990 99.990 99.990 unch      
Mar18 160722 99.995 99.995 99.995 99.995 unch      
Jun18 160722 99.855 99.855 99.855 99.855 unch      
Sep18 160722 99.715 99.715 99.715 99.715 unch      
Dec18 160722 99.575 99.575 99.575 99.575 unch      
Mar19 160722 99.435 99.435 99.435 99.435 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Dec16 161017 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 161017 99.99 99.99 99.99 99.99 unch      
Jun17 161017 99.99 99.99 99.99 99.99 unch      
Sep17 161017 99.99 99.99 99.99 99.99 unch      
Dec17 161017 99.99 99.99 99.99 99.99 unch      
Mar18 161017 100.00 100.00 100.00 100.00 unch      
Jun18 161017 99.86 99.86 99.86 99.86 unch      
Sep18 161017 99.71 99.71 99.71 99.71 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Dec16 161017 151.80 151.85 151.77 151.81 -0.05 726 14,578 -248
Mar17 161017 151.75 151.75 151.75 151.75 -0.05      
Jun17 161017 151.75 151.75 151.75 151.75 -0.05      
Total Volume and Open Interest 726 14,578 -248
Euro-Buxl(EUREX)
Dec16 161018 183.18 184.50 182.62 184.34 +0.96 43,970 178,061 -980
Mar17 161018 181.40 182.78 181.00 182.64 +0.96 94 308 +38
Jun17 161018 182.10 182.10 181.34 181.34 +0.96 1 3 +1
Total Volume and Open Interest 44,065 178,372 -941
Euro-Bund(EUREX)
Dec16 161018 163.42 163.81 163.30 163.74 +0.27 619,154 1,703,407 -50,268
Mar17 161018 165.59 165.99 165.53 165.95 +0.29 7,850 73,328 +4,389
Jun17 161018 163.64 163.64 163.44 163.44 +0.27 0 1 +0
Total Volume and Open Interest 627,004 1,776,736 -45,879
Euro-Bobl(EUREX)
Dec16 161018 131.59 131.69 131.55 131.68 +0.08 351,320 1,325,116 -69,839
Mar17 161018 133.26 133.39 133.26 133.37 +0.07 950 20,639 +772
Jun17 161018 131.93 131.93 131.93 131.93 +0.08      
Total Volume and Open Interest 352,270 1,345,755 -69,067
Euro-Schatz(EUREX)
Dec16 161018 112.07 112.11 112.07 112.10 +0.02 137,046 1,182,369 -41,543
Mar17 161018 112.12 112.13 112.12 112.13 +0.05 0 41 -1
Jun17 161018 112.10 112.10 112.10 112.10 +0.02      
Total Volume and Open Interest 137,046 1,182,410 -41,544
3-Mth Euribor(EUREX)
Dec16 161018 100.315 100.315 100.310 100.310 unch 5 3,350 +0
Mar17 161018 100.315 100.315 100.310 100.310 +0.005 0 3,285 +0
Jun17 161018 100.320 100.320 100.315 100.315 +0.005 100 34,050 +0
Total Volume and Open Interest 105 74,905 -4
Long Gilt(LIFFE)
Dec16 161018 126~14 126~31 126~06 126~26 +0~14 317,737 657,016 +26,620
Mar17 161018 127~07 127~07 127~07 127~07 +0~12      
Total Volume and Open Interest 317,737 657,016 +26,620
3-Mth Short Sterling(LIFFE)
Dec16 161018 99.60 99.61 99.58 99.60 +0.00 135,955 491,924 -1,975
Mar17 161018 99.59 99.61 99.58 99.60 unch 117,696 377,618 +5,240
Jun17 161018 99.59 99.61 99.58 99.60 +0.01 132,175 364,390 +12,717
Sep17 161018 99.57 99.60 99.56 99.59 +0.02 111,013 306,205 +1,585
Dec17 161018 99.55 99.58 99.54 99.57 +0.02 163,315 372,036 -15
Mar18 161018 99.52 99.56 99.51 99.55 +0.03 122,389 250,146 +9,588
Total Volume and Open Interest 1,366,393 3,068,563 +12,878
3-Mth Euribor(LIFFE)
Dec16 161018 100.310 100.315 100.305 100.310 unch 30,361 432,022 +8,291
Mar17 161018 100.310 100.315 100.305 100.310 +0.005 76,838 408,601 -1,035
Jun17 161018 100.315 100.320 100.305 100.315 +0.005 56,258 395,321 -2,545
Total Volume and Open Interest 502,600 3,112,999 +2,386
3-Mth Aus T-Bills(SFE)
Dec16 161018 98.23 98.24 98.21 98.23 unch 19,312 182,816 -101
Mar17 161018 98.24 98.27 98.22 98.24 -0.01 20,100 196,186 +2,092
Jun17 161018 98.24 98.28 98.22 98.25 unch 18,746 203,922 +217
Sep17 161018 98.24 98.27 98.21 98.24 unch 14,505 140,745 -3,183
Dec17 161018 98.22 98.25 98.20 98.22 -0.01 8,383 137,369 +550
Mar18 161018 98.20 98.23 98.17 98.20 unch 5,743 76,233 -252
Jun18 161018 98.17 98.20 98.15 98.17 -0.01 5,606 62,170 +1,040
Sep18 161018 98.13 98.16 98.10 98.13 -0.01 1,424 26,074 +22
Dec18 161018 98.08 98.13 98.06 98.08 -0.02 260 6,111 -35
Mar19 161018 98.05 98.07 98.03 98.03 -0.03 156 3,578 +50
Total Volume and Open Interest 94,252 1,037,288 +400
10-Year Aus T-Bonds(SFE)
Dec16 161018 97.71 97.75 97.66 97.69 -0.03 144,889 844,193 -12,301
Mar17 161018 97.69 97.69 97.69 97.69 -0.03      
Total Volume and Open Interest 144,889 844,193 -12,301
3-Year Aus T-Bonds(SFE)
Dec16 161018 98.29 98.32 98.25 98.28 -0.01 197,726 920,455 -4,516
Mar17 161018 98.28 98.28 98.28 98.28 -0.01      
Total Volume and Open Interest 197,726 920,455 -4,516
Gold(CMX)
Oct16 161018 1260.9 1261.7 1260.8 1260.8 +6.4 311 661 +292
Dec16 161018 1256.0 1265.6 1255.9 1262.9 +6.3 179,881 366,762 -6,623
Feb17 161018 1260.3 1269.5 1260.3 1266.8 +6.3 8,365 50,308 -431
Apr17 161018 1263.7 1272.2 1263.7 1270.6 +6.4 1,742 15,045 -410
Jun17 161018 1267.5 1275.4 1267.5 1274.2 +6.5 1,479 22,162 +520
Aug17 161018 1276.8 1277.5 1272.1 1277.5 +6.6 425 8,503 +17
Oct17 161018 1275.2 1282.3 1275.2 1280.4 +6.7 218 2,077 +21
Dec17 161018 1280.4 1285.6 1280.4 1283.1 +6.8 540 12,853 +181
Feb18 161018 1285.7 1285.7 1277.8 1285.7 +6.8 12 174 +0
Apr18 161018 1287.9 1287.9 1287.9 1287.9 +6.8 0 3 +0
Jun18 161018 1290.1 1290.1 1281.3 1290.1 +6.8 0 4,193 +0
Aug18 161018 1293.0 1293.0 1293.0 1293.0 +6.8      
Total Volume and Open Interest 193,347 491,627 -6,387
Silver(CMX)
Dec16 161018 1746.0 1773.0 1745.5 1763.8 +16.4 53,584 150,145 +765
Mar17 161018 1757.0 1783.0 1757.0 1775.8 +16.9 3,781 24,791 +2,206
May17 161018 1783.5 1783.5 1782.8 1782.8 +17.2 591 2,381 -188
Jul17 161018 1789.7 1789.7 1769.5 1789.7 +17.3 137 3,541 +62
Sep17 161018 1804.0 1804.0 1796.3 1796.3 +17.4 20 576 -1
Dec17 161018 1791.5 1811.5 1791.5 1805.2 +17.7 88 3,787 +46
Mar18 161018 1812.5 1812.5 1812.5 1812.5 +17.7 0 12 +0
Total Volume and Open Interest 58,501 188,990 +2,899
Platinum(NYMEX)
Oct16 161018 943.7 950.5 943.0 943.0 +10.3 10 221 -7
Jan17 161018 938.8 954.0 938.0 946.5 +10.3 13,125 63,361 -1,227
Apr17 161018 952.5 958.3 947.3 950.7 +9.9 342 5,659 +302
Jul17 161018 951.4 953.9 951.4 953.9 +9.9 0 37 +0
Total Volume and Open Interest 13,482 69,453 -931
Palladium(NYMEX)
Dec16 161018 638.50 647.80 636.65 639.40 +1.60 5,047 22,079 -810
Mar17 161018 646.00 649.10 640.35 641.30 +1.65 50 1,058 +21
Jun17 161018 643.10 643.10 643.10 643.10 +1.65 0 32 +0
Total Volume and Open Interest 5,097 23,173 -789
Copper(CMX)
Dec16 161018 210.35 212.30 209.15 210.55 -0.15 68,068 125,390 +4,991
Mar17 161018 211.40 213.35 210.50 211.70 -0.10 8,822 54,214 +1,268
May17 161018 212.40 213.30 211.50 212.40 -0.05 1,306 7,907 +123
Jul17 161018 213.00 213.05 212.00 212.95 -0.05 234 3,360 +194
Sep17 161018 213.60 213.60 213.50 213.50 unch 25 1,532 +9
Total Volume and Open Interest 78,960 202,198 +6,549
E-mini DJIA Index(CBOT)
Dec16 161018 17990 18143 17976 18064 +51 170,631 116,636 -593
Mar17 161018 17912 18080 17912 18004 +51 67 749 +5
Jun17 161018 17928 17928 17928 17928 +51 0 5 +0
Sep17 161018 17843 17843 17843 17843 +51      
Total Volume and Open Interest 170,698 117,390 -588
S & P 500(CME)
Dec16 161018 2121.70 2139.20 2121.60 2131.90 +8.80 4,341 75,817 -1,933
Mar17 161018 2126.40 2130.60 2126.40 2126.40 +8.80 2 166 +3
Jun17 161018 2121.30 2125.50 2121.30 2121.30 +8.80 0 60 +0
Sep17 161018 2117.70 2121.90 2117.70 2117.70 +8.80      
Total Volume and Open Interest 4,343 76,043 -1,930
S & P 500 E-Mini(Globex)
Dec16 161018 2122.50 2139.75 2120.25 2132.00 +9.00 1,841,156 2,920,332 -8,380
Mar17 161018 2116.75 2134.00 2115.25 2126.50 +9.00 2,369 16,638 +64
Jun17 161018 2119.25 2127.50 2118.50 2121.25 +8.75 408 808 +202
Sep17 161018 2117.75 2117.75 2117.70 2117.75 +8.75 0 17 +0
Total Volume and Open Interest 1,843,933 2,937,812 -8,114
NASDAQ 100 E-Mini(Globex)
Dec16 161018 4802.30 4856.80 4799.80 4827.00 +23.70 237,878 299,521 +4,163
Mar17 161018 4800.00 4854.30 4798.00 4825.00 +24.20 164 468 -27
Jun17 161018 4825.00 4825.00 4819.00 4819.00 +24.20 0 10 +0
Total Volume and Open Interest 238,043 300,005 +4,136
S&P Midcap 400(CME) e-Mini
Dec16 161018 1516.60 1531.90 1516.60 1524.90 +9.70 14,164 82,460 -522
Mar17 161018 1522.40 1522.40 1513.00 1522.40 +9.70 1 2 +1
Jun17 161018 1512.70 1512.70 1512.70 1512.70 +9.70      
Total Volume and Open Interest 14,165 82,462 -521
Volatility Index(CBOE)
Oct16 161018 16.52 16.60 15.40 15.68 -0.84 100,700 98,184 -41,967
Nov16 161018 17.05 17.15 16.45 16.63 -0.50 100,902 199,363 +3,812
Dec16 161018 17.45 17.50 17.00 17.13 -0.30 38,097 81,359 -3,140
Jan17 161018 18.55 18.60 18.25 18.38 -0.20 10,891 34,661 -2,658
Total Volume and Open Interest 259,192 462,863 -44,583
Russell 2000(ICE)
Dec16 161018 1210.50 1221.10 1210.50 1212.70 +3.10 84,413 335,773 +772
Mar17 161018 1214.60 1214.60 1208.20 1208.20 +3.10 16 274 +6
Jun17 161018 1204.20 1204.20 1204.20 1204.20 +3.10 0 170 +0
Total Volume and Open Interest 84,429 336,356 +778
Nikkei 225(CME)
Dec16 161018 16880 17040 16860 16970 +90 8,627 32,769 +38
Mar17 161018 17000 17000 16980 16980 +90 0 29 +0
Total Volume and Open Interest 8,627 32,798 +38
Nikkei 225(SGX)
Dec16 161018 16955 16980 16930 16930 +60 68,070 173,649 +640
Mar17 161018 16800 16895 16800 16895 +60 179 2,639 -4
Jun17 161017 16710 16710 16710 16710 +90      
Total Volume and Open Interest 60,281 188,927 +2,146
Nikkei 225(CME) Yen
Dec16 161018 16830 17010 16830 16945 +95 39,340 52,977 +779
Mar17 161018 16815 16935 16815 16895 +100 0 76 +0
Jun17 161018 16765 16765 16765 16765 +100      
Total Volume and Open Interest 39,340 53,053 +779
Nikkei 225(CME) e-Mini Yen
Dec16 161018 16990 16990 16940 16940 +90 2 11 +1
Mar17 161018 16890 16895 16890 16890 +90      
Jun17 161018 16760 16765 16760 16760 +90      
Total Volume and Open Interest 2 11 +1
CAC 40(EURONEXT)
Oct16 161018 4469.0 4519.5 4459.5 4509.0 +59.0 115,671 295,286 -3,920
Nov16 161018 4468.0 4517.5 4456.5 4506.5 +59.5 10,036 13,690 +6,111
Dec16 161018 4456.5 4510.5 4456.5 4500.5 +60.0 6,812 27,031 +2,048
Total Volume and Open Interest 132,519 336,069 +4,239
Hang Seng Index(HKFE)
Oct16 161018 23009 23395 22942 23361 +351 110,714 135,537 +411
Nov16 161018 22979 23378 22940 23356 +355 1,664 5,296 +497
Dec16 161018 23016 23400 23010 23379 +351 581 12,813 -15
Total Volume and Open Interest 113,295 155,375 +761
DAX(EUREX)
Dec16 161018 10550.5 10652.0 10531.5 10625.0 +137.0 101,423 166,492 -3,581
Mar17 161018 10550.0 10647.5 10545.0 10621.5 +137.0 922 2,440 +834
Jun17 161018 10615.0 10643.5 10615.0 10643.5 +135.5 29 196 +9
Total Volume and Open Interest 102,374 169,128 -2,738
Mini-DAX(EUREX)
Dec16 161018 10549.0 10653.0 10531.0 10625.0 +137.0 29,773 14,320 -1,021
Mar17 161018 10550.0 10645.0 10540.0 10621.5 +137.0 41 865 -15
Jun17 161018 10603.0 10662.0 10600.0 10643.5 +135.5 33 44 +14
Total Volume and Open Interest 29,847 15,229 -1,022
FT-SE 100(EURONEXT)
Dec16 161018 6911.50 6997.50 6911.50 6957.50 +55.00 99,411 777,709 +685
Mar17 161018 6910.00 6931.00 6895.00 6895.00 +55.00 18 1,817 +5
Jun17 161018 6827.00 6827.00 6827.00 6827.00 +54.00      
Total Volume and Open Interest 99,429 779,526 +690
SPI 200(SFE)
Dec16 161018 5372.0 5398.0 5360.0 5391.0 +22.0 28,565 283,326 -6,128
Mar17 161018 5342.0 5342.0 5342.0 5342.0 +21.0 5 1,575 +1
Jun17 161018 5328.0 5328.0 5328.0 5328.0 +26.0 0 1,397 +0
Total Volume and Open Interest 29,173 288,291 -5,857
FTSE MIB(ISE)
Dec16 161018 16690.00 16930.00 16670.00 16887.00 +296.00 37,083 44,720 -1,941
Mar17 161018 16670.00 16870.00 16665.00 16870.00 +296.00 251 343 +169
Jun17 161018 16470.00 16470.00 16470.00 16470.00 +296.00      
Total Volume and Open Interest 37,334 45,063 -1,772
KOSPI 200(KFE)
Dec16 161018 256.15 258.20 256.05 258.10 +1.90 121,189 129,009 -3,383
Mar17 161018 253.50 255.40 253.45 255.30 +1.80 407 5,523 +158
Jun17 161018 255.95 255.95 255.95 255.95 +3.25 5 1,123 +3
Total Volume and Open Interest 121,601 139,816 -2,907
GSCI(CME)
Nov16 161018 376.75 377.00 374.25 375.60 +0.85 570 14,920 +479
Dec16 161018 379.60 380.60 379.60 379.60 +1.40      
Jan17 161018 383.40 383.40 383.40 383.40 +1.40      
Total Volume and Open Interest 888 16,363  
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

Newsflash

Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!