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 Mon October 24, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 161024 982.75 999.75 980.00 992.00 +9.00 136,370 222,392 -7,551
Jan17 161024 992.00 1009.00 989.25 1002.25 +10.00 70,386 225,598 +10,047
Mar17 161024 998.75 1015.25 995.75 1009.00 +10.25 24,078 89,579 +2,116
May17 161024 1005.00 1021.00 1002.50 1015.50 +10.00 8,795 54,279 +466
Jul17 161024 1010.00 1026.25 1008.00 1020.50 +9.75 11,042 64,440 +907
Aug17 161024 1006.50 1022.00 1006.50 1018.25 +9.00 334 2,472 +11
Sep17 161024 992.50 1007.00 992.00 1003.00 +7.25 149 933 +2
Nov17 161024 985.50 998.00 982.50 991.50 +5.75 4,554 34,062 +495
Jan18 161024 996.00 998.25 989.00 992.75 +5.00 33 1,134 +2
Mar18 161024 993.50 999.50 990.25 992.50 +5.75 42 476 -2
May18 161024 998.75 1000.00 995.25 995.25 +6.50 4 253 +0
Jul18 161024 1001.00 1001.00 999.25 999.25 +7.00 4 307 +0
Aug18 161024 994.00 994.00 994.00 994.00 +6.75 0 17 +0
Sep18 161024 978.75 978.75 978.75 978.75 +6.75 0 17 +0
Total Volume and Open Interest 255,812 696,287 +6,505
Soybean Meal(CBOT)
Dec16 161024 307.20 310.50 305.60 307.30 +0.80 51,569 154,825 -2,085
Jan17 161024 307.90 311.80 307.10 308.80 +0.80 12,109 69,100 -209
Mar17 161024 309.80 312.90 308.20 310.30 +0.90 9,454 56,699 +477
May17 161024 312.30 314.50 310.00 312.30 +1.10 4,423 33,505 +259
Jul17 161024 312.70 316.00 311.70 313.80 +0.90 3,294 37,585 +578
Aug17 161024 315.70 315.70 311.50 313.50 +0.70 364 4,516 -23
Sep17 161024 312.30 314.40 310.50 312.40 +0.30 351 5,031 +11
Oct17 161024 307.80 311.20 306.20 308.30 -0.50 267 4,543 +10
Dec17 161024 308.20 311.10 306.20 308.20 -0.40 1,100 14,908 +261
Jan18 161024 307.40 308.40 307.40 307.40 -0.60 21 797 +1
Total Volume and Open Interest 83,002 383,324 -703
Soybean Oil(CBOT)
Dec16 161024 35.20 36.23 35.05 35.99 +0.87 70,073 196,705 -5,878
Jan17 161024 35.34 36.50 35.33 36.25 +0.87 19,025 106,062 +1,962
Mar17 161024 35.64 36.70 35.53 36.45 +0.85 11,457 60,981 +2,013
May17 161024 35.71 36.85 35.71 36.61 +0.83 10,275 40,525 +2,965
Jul17 161024 35.94 37.00 35.87 36.76 +0.81 5,768 27,283 -1,436
Aug17 161024 36.30 36.95 36.30 36.75 +0.79 72 4,304 +9
Sep17 161024 36.26 36.76 36.25 36.69 +0.76 104 3,531 +36
Oct17 161024 35.67 36.68 35.67 36.44 +0.74 110 2,898 +15
Dec17 161024 35.97 36.64 35.97 36.42 +0.72 709 8,644 +122
Jan18 161024 36.45 36.45 35.62 36.45 +0.71 16 435 +15
Total Volume and Open Interest 117,652 452,066 -167
Canola(WCE)
Nov16 161024 501.5 509.8 501.0 508.1 +6.0 23,912 47,272 -11,196
Jan17 161024 507.1 515.8 507.1 514.1 +6.7 22,550 84,205 +12,077
Mar17 161024 511.8 520.3 511.8 519.2 +7.6 3,278 19,204 +1,160
May17 161024 513.9 521.9 513.9 520.9 +6.9 1,512 11,609 +606
Jul17 161024 513.8 519.9 513.8 518.9 +5.5 936 13,339 -16
Total Volume and Open Interest 53,581 184,912 +1,969
Corn(CBOT)
Dec16 161024 351.50 354.50 346.25 348.25 -4.25 173,299 666,779 -1,685
Mar17 161024 361.00 363.75 356.00 358.00 -4.25 42,152 315,179 +3,328
May17 161024 367.75 370.75 362.75 365.00 -4.00 11,913 75,666 +1,788
Jul17 161024 374.00 376.75 369.00 371.25 -3.75 9,822 131,216 +319
Sep17 161024 380.25 383.00 375.75 378.00 -3.50 3,311 45,228 +332
Dec17 161024 388.50 390.25 383.50 386.25 -2.75 7,261 83,328 +190
Mar18 161024 397.00 399.00 393.00 395.25 -2.75 310 5,655 +112
May18 161024 402.25 402.25 400.50 400.50 -2.75 197 1,247 +139
Jul18 161024 405.25 405.25 401.25 404.25 -2.50 140 1,532 +42
Sep18 161024 404.00 404.00 402.75 402.75 -2.50 0 575 +0
Total Volume and Open Interest 248,645 1,331,769 +4,654
Wheat(CBOT)
Dec16 161024 414.25 416.75 400.75 402.50 -12.00 49,984 284,172 -614
Mar17 161024 435.00 437.75 422.75 424.50 -10.50 16,623 105,517 -47
May17 161024 450.00 453.25 438.75 441.00 -9.50 4,154 27,298 +954
Jul17 161024 461.75 465.25 451.00 453.25 -9.25 3,733 45,697 +669
Sep17 161024 479.00 479.25 465.75 467.75 -9.25 717 5,928 +128
Dec17 161024 491.50 496.00 481.75 484.25 -9.25 1,652 10,311 +673
Total Volume and Open Interest 76,933 481,248 +1,770
Wheat(KCBT)
Dec16 161024 421.00 424.50 410.75 412.50 -9.00 16,937 121,717 -2,145
Mar17 161024 439.75 441.50 428.50 430.50 -8.75 7,908 53,727 +1,940
May17 161024 449.75 453.25 440.75 442.75 -8.25 2,616 24,385 +1,065
Jul17 161024 461.75 464.50 451.50 453.50 -8.25 2,344 36,891 +688
Sep17 161024 477.25 477.25 465.00 467.00 -8.25 210 4,556 -2
Dec17 161024 495.25 495.25 484.50 485.75 -7.75 385 5,258 +176
Mar18 161024 499.25 507.75 499.25 499.25 -7.50 2 931 +0
Total Volume and Open Interest 30,403 248,041 +1,722
Wheat(MGE)
Dec16 161024 528.00 531.75 523.25 524.75 -4.25 2,945 28,105 -487
Mar17 161024 531.75 536.00 528.00 529.75 -2.50 1,330 20,012 +661
May17 161024 538.00 541.00 534.25 536.00 -2.00 254 8,744 +25
Jul17 161024 547.75 547.75 542.75 542.75 -1.75 312 4,211 -67
Sep17 161024 553.00 553.00 549.00 549.75 -1.50 274 3,450 -25
Dec17 161024 560.00 560.00 557.75 558.00 -2.50 208 2,296 +45
Total Volume and Open Interest 5,325 66,836 +152
Oats(CBOT)
Dec16 161024 218.00 219.00 212.50 213.25 -5.00 674 6,017 -39
Mar17 161024 208.00 211.50 207.00 208.75 -0.75 202 2,455 -38
May17 161024 208.50 209.00 207.50 208.50 unch 94 219 +56
Jul17 161024 210.00 210.00 209.00 209.00 +1.25 14 34 +6
Total Volume and Open Interest 988 8,729 -13
Rough Rice(CBOT)
Nov16 161024 10.26 10.40 9.84 9.85 -0.44 1,148 5,632 -850
Jan17 161024 10.59 10.64 10.09 10.10 -0.45 1,115 4,872 +531
Mar17 161024 10.57 10.57 10.36 10.36 -0.44 32 228 +16
May17 161024 10.57 10.57 10.57 10.57 -0.44 0 8 +0
Total Volume and Open Interest 2,295 10,756 -303
Live Cattle(CME)
Oct16 161024 102.850 103.800 102.750 103.135 +1.985 1,741 5,247 -621
Dec16 161024 104.050 104.750 103.550 104.250 +2.365 20,106 131,026 -2,524
Feb17 161024 104.150 105.200 104.000 104.635 +1.835 9,792 56,090 +744
Apr17 161024 103.430 104.430 103.000 103.830 +1.750 8,302 43,295 +1,530
Jun17 161024 96.135 96.980 95.450 96.230 +1.345 4,246 21,148 +1,077
Aug17 161024 94.230 95.150 93.650 94.250 +0.900 1,214 8,662 -73
Total Volume and Open Interest 45,808 269,013 +301
Feeder Cattle(CME)
Oct16 161024 122.580 122.750 121.850 122.385 +0.500 706 3,623 -128
Nov16 161024 122.000 123.350 121.580 122.535 +2.835 5,394 11,220 -623
Jan17 161024 117.430 119.200 117.250 118.080 +2.580 4,556 18,036 +469
Mar17 161024 115.000 116.830 114.635 115.080 +1.830 1,463 7,031 +235
Apr17 161024 114.750 116.350 114.330 114.785 +1.835 441 1,219 +59
May17 161024 114.635 116.000 113.950 114.150 +1.615 295 1,672 +49
Aug17 161024 114.750 115.980 114.750 115.080 +1.900 48 583 +25
Total Volume and Open Interest 12,903 43,390 +86
Lean Hogs(CME)
Dec16 161024 43.000 43.750 42.785 43.200 +1.350 12,752 135,188 -194
Feb17 161024 49.750 50.300 49.350 49.700 +0.965 5,724 44,430 +1,483
Apr17 161024 57.600 58.035 57.235 57.535 +0.800 3,124 31,900 +974
May17 161024 66.200 66.285 66.200 66.285 +0.285 7 578 +1
Jun17 161024 70.135 70.830 69.900 70.450 +0.770 728 11,173 -103
Jul17 161024 71.450 71.450 70.750 71.385 +1.035 150 3,150 +0
Aug17 161024 71.350 71.550 70.980 71.550 +1.000 355 2,448 +156
Oct17 161024 61.400 61.785 61.400 61.735 +0.835 102 838 +39
Total Volume and Open Interest 22,958 230,134 +2,371
Class III Milk(CME)
Oct16 161024 14.72 14.72 14.70 14.70 -0.03 292 4,543 -12
Nov16 161024 15.47 15.47 15.30 15.36 -0.10 142 4,796 +7
Dec16 161024 15.24 15.25 15.08 15.13 -0.08 199 4,378 -12
Jan17 161024 15.36 15.36 15.22 15.28 -0.08 70 2,606 +31
Feb17 161024 15.55 15.55 15.44 15.47 -0.08 32 2,447 +7
Mar17 161024 15.76 15.76 15.70 15.73 -0.03 44 2,273 +24
Apr17 161024 15.90 15.90 15.86 15.86 -0.04 15 2,131 +4
May17 161024 16.00 16.00 16.00 16.00 unch 21 2,054 +17
Jun17 161024 16.20 16.20 16.18 16.20 unch 21 1,847 +17
Jul17 161024 16.40 16.40 16.40 16.40 unch 7 1,068 +3
Aug17 161024 16.55 16.56 16.54 16.55 unch 13 1,007 +6
Sep17 161024 16.65 16.65 16.63 16.65 unch 21 990 +8
Oct17 161024 16.61 16.61 16.60 16.60 unch 23 659 +13
Total Volume and Open Interest 948 32,278 +137
Cocoa(ICE)
Dec16 161024 2716 2724 2679 2705 -20 22,135 87,796 -4,123
Mar17 161024 2624 2644 2603 2627 -15 18,806 104,581 +3,811
May17 161024 2617 2626 2589 2612 -15 2,281 25,939 +361
Jul17 161024 2611 2620 2586 2608 -13 1,506 14,757 +122
Sep17 161024 2608 2614 2585 2607 -11 403 7,363 -49
Dec17 161024 2603 2603 2582 2602 -11 206 5,795 +2
Mar18 161024 2600 2600 2579 2600 -9 311 7,575 +309
Total Volume and Open Interest 45,680 254,382 +432
Coffee "C"(ICE)
Dec16 161024 156.05 159.30 155.65 157.90 +1.80 17,789 95,543 +618
Mar17 161024 159.10 162.70 159.10 161.40 +1.80 6,879 53,869 +1,649
May17 161024 162.00 164.75 161.35 163.65 +1.85 3,899 25,044 -82
Jul17 161024 164.00 166.60 163.35 165.55 +1.85 1,438 8,240 -47
Sep17 161024 165.15 168.30 165.15 167.30 +1.85 466 5,446 +114
Dec17 161024 167.50 170.65 167.50 169.60 +1.85 268 6,918 +142
Total Volume and Open Interest 30,832 197,794 +2,428
Orange Juice(ICE)
Nov16 161024 201.05 208.85 200.50 206.00 +5.50 1,519 4,949 -1,169
Jan17 161024 198.65 205.50 198.20 205.10 +6.45 1,373 9,715 +1,137
Mar17 161024 196.85 202.10 196.85 202.10 +5.35 13 651 +8
May17 161024 196.20 200.00 196.20 199.90 +5.30 0 281 +0
Jul17 161024 194.80 198.55 194.80 198.55 +5.35 0 42 +0
Sep17 161024 198.05 198.05 198.05 198.05 +5.35      
Total Volume and Open Interest 2,905 15,640 -24
Sugar #11(ICE)
Mar17 161024 22.75 23.32 22.72 23.20 +0.49 64,664 466,538 -5,549
May17 161024 22.13 22.60 22.08 22.53 +0.46 23,288 136,764 +746
Jul17 161024 21.39 21.80 21.39 21.75 +0.38 9,791 113,998 +447
Oct17 161024 20.86 21.22 20.86 21.16 +0.32 10,425 71,070 +5,313
Mar18 161024 20.58 20.84 20.57 20.77 +0.27 884 30,957 +20
May18 161024 19.83 20.05 19.83 19.98 +0.23 255 9,640 +15
Jul18 161024 19.21 19.38 19.21 19.32 +0.20 160 6,372 +45
Oct18 161024 18.86 19.05 18.86 19.00 +0.20 82 6,210 +29
Total Volume and Open Interest 109,732 845,329 +1,131
London Cocoa(LCE)
Dec16 161024 2233 2235 2211 2231 -4 6,189 98,891 -1,028
Mar17 161024 2182 2185 2161 2180 -8 7,471 88,313 +312
May17 161024 2183 2183 2160 2178 -9 2,378 46,531 +628
Jul17 161024 2176 2185 2166 2183 -9 676 13,238 +122
Sep17 161024 2179 2183 2165 2181 -9 284 19,358 +11
Dec17 161024 2168 2174 2156 2172 -7 201 11,662 +102
Mar18 161024 2156 2172 2156 2172 -5 25 3,040 +0
Total Volume and Open Interest 17,226 281,162 +147
London Sugar(LCE)
Dec16 161024 594.20 608.30 594.20 605.50 +11.70 5,711 33,177 -665
Mar17 161024 590.40 603.60 590.40 601.60 +10.90 3,926 25,301 +17
May17 161024 583.60 595.30 583.40 592.60 +9.60 1,325 16,892 +264
Aug17 161024 569.90 579.30 569.20 577.30 +8.30 737 7,145 +21
Oct17 161024 550.50 557.90 550.50 556.20 +6.90 1,043 8,303 +463
Total Volume and Open Interest 12,784 93,687 +123
Cotton(ICE)
Dec16 161024 68.96 69.19 68.53 68.77 -0.30 23,214 147,373 -1,041
Mar17 161024 69.25 69.55 68.99 69.22 -0.25 8,866 74,397 +1,128
May17 161024 69.56 70.02 69.54 69.78 -0.19 1,699 12,802 +936
Jul17 161024 69.69 70.03 69.69 69.95 -0.14 802 8,021 +54
Oct17 161024 69.37 69.37 69.37 69.37 -0.14      
Dec17 161024 68.86 69.00 68.66 68.86 -0.22 526 14,417 +23
Total Volume and Open Interest 35,252 258,128 +1,188
Lumber(CME)
Nov16 161024 309.5 312.5 306.8 307.1 -0.9 409 1,473 -134
Jan17 161024 321.0 325.3 319.3 319.6 -0.6 207 2,293 +40
Mar17 161024 328.5 328.5 327.8 328.5 -0.3 8 307 +3
May17 161024 326.5 334.5 326.5 326.5 unch 0 74 +0
Total Volume and Open Interest 634 4,169 -86
Crude Oil(NYM)
Dec16 161024 50.85 50.98 49.62 50.52 -0.33 548,947 497,391 -14,811
Jan17 161024 51.45 51.56 50.27 51.16 -0.27 154,295 239,293 +6,805
Feb17 161024 52.04 52.13 50.88 51.77 -0.23 48,220 100,085 -205
Mar17 161024 52.62 52.66 51.46 52.35 -0.19 39,456 193,912 +2,392
Apr17 161024 53.00 53.10 51.99 52.85 -0.15 26,893 53,773 +3,558
May17 161024 53.09 53.37 52.43 53.27 -0.10 15,562 43,193 +1,456
Jun17 161024 53.51 53.80 52.71 53.60 -0.05 37,757 141,387 -694
Jul17 161024 53.82 53.90 52.97 53.85 -0.02 6,552 39,657 +497
Aug17 161024 54.04 54.08 53.23 54.05 +0.01 1,925 27,903 +125
Sep17 161024 53.84 54.23 53.44 54.22 +0.03 5,970 44,286 +631
Oct17 161024 54.05 54.37 53.60 54.37 +0.04 1,969 23,201 +60
Nov17 161024 54.31 54.53 53.89 54.53 +0.05 1,489 22,257 +238
Dec17 161024 54.64 54.81 53.83 54.70 +0.06 24,940 170,208 +1,481
Jan18 161024 54.79 54.79 54.19 54.79 +0.06 462 19,049 +158
Feb18 161024 54.89 54.99 54.86 54.89 +0.07 160 6,903 +60
Mar18 161024 54.99 54.99 54.37 54.99 +0.08 569 18,909 +262
Total Volume and Open Interest 924,852 1,784,870 -12,091
e-miNY Crude Oil(NYM)
Dec16 161024 50.900 50.975 49.625 50.525 -0.325 7,902 2,213 -450
Jan17 161024 51.525 51.525 50.325 51.150 -0.275 185 501 +26
Feb17 161024 51.850 51.850 50.900 51.775 -0.225 15 161 +1
Mar17 161024 52.300 52.350 51.675 52.350 -0.200 12 224 -2
Apr17 161024 52.550 52.850 52.500 52.850 -0.150 1 143 +1
May17 161024 53.000 53.275 52.475 53.275 -0.100 0 31 +0
Jun17 161024 52.825 53.600 52.800 53.600 -0.050 2 93 +2
Jul17 161024 53.075 53.850 53.075 53.850 -0.025 1 62 +0
Aug17 161024 54.050 54.750 54.050 54.050 unch 0 139 +0
Sep17 161024 54.225 54.875 54.225 54.225 +0.025 0 49 +0
Total Volume and Open Interest 8,140 3,797 -420
NY Harbor ULSD(NYM)
Nov16 161024 157.97 158.46 154.96 157.98 +0.58 31,817 45,734 -7,857
Dec16 161024 160.25 160.29 156.81 159.85 +0.59 53,431 94,580 +683
Jan17 161024 162.00 162.00 158.78 161.66 +0.42 20,838 83,513 -1,821
Feb17 161024 163.42 163.42 160.24 163.03 +0.30 11,293 34,915 -1,048
Mar17 161024 163.80 164.01 160.94 163.62 +0.23 12,383 38,405 +1,348
Apr17 161024 162.66 163.87 160.98 163.54 +0.22 3,881 23,111 -69
May17 161024 163.81 164.03 162.53 163.90 +0.26 2,714 13,191 +1,148
Jun17 161024 164.30 164.67 162.18 164.37 +0.28 6,461 29,862 -496
Jul17 161024 165.11 165.24 163.31 165.24 +0.30 587 4,063 +237
Aug17 161024 165.44 166.29 164.05 166.29 +0.32 402 3,835 +53
Sep17 161024 166.57 167.42 165.86 167.42 +0.34 714 4,109 -169
Oct17 161024 167.91 168.47 167.91 168.47 +0.35 784 2,597 +178
Nov17 161024 169.44 170.16 169.44 169.44 +0.34 331 2,596 -172
Dec17 161024 169.61 170.59 168.14 170.31 +0.31 1,798 26,601 +589
Total Volume and Open Interest 147,929 418,165 -7,101
RBOB Gasoline(NYM)
Nov16 161024 153.29 153.48 148.49 150.38 -2.76 40,647 56,742 -6,022
Dec16 161024 151.51 151.65 146.88 148.92 -2.30 51,725 137,824 +5,654
Jan17 161024 151.23 151.42 146.94 149.02 -1.93 18,058 80,728 +2,608
Feb17 161024 152.79 152.79 148.40 150.56 -1.75 6,295 24,617 +306
Mar17 161024 154.25 154.70 150.71 152.91 -1.60 8,377 35,027 +967
Apr17 161024 172.52 172.52 169.13 171.26 -1.23 2,085 23,667 +449
May17 161024 173.77 174.16 170.59 172.70 -1.03 2,451 12,532 +487
Jun17 161024 173.21 174.08 170.23 172.72 -0.85 2,427 15,218 -297
Jul17 161024 172.62 173.07 171.78 171.78 -0.75 527 4,809 -1
Aug17 161024 170.24 170.24 169.24 169.96 -0.69 562 3,212 -82
Total Volume and Open Interest 135,719 425,364 +3,842
e-miNY RBOB Gasoline(NYM)
Nov16 161024 150.40 150.40 150.38 150.40 -2.74 0 1 +0
Dec16 161024 148.90 148.92 148.90 148.90 -2.32      
Jan17 161024 149.00 149.02 149.00 149.00 -1.95      
Feb17 161024 150.60 150.60 150.56 150.60 -1.71      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Nov16 161024 3.007 3.044 2.827 2.831 -0.162 161,637 62,419 -17,103
Dec16 161024 3.387 3.403 3.300 3.319 -0.042 98,651 184,789 +3,931
Jan17 161024 3.532 3.539 3.446 3.465 -0.039 47,128 229,062 +2,898
Feb17 161024 3.531 3.544 3.458 3.477 -0.034 15,905 55,273 -129
Mar17 161024 3.474 3.505 3.422 3.440 -0.034 24,116 140,267 +1,700
Apr17 161024 3.272 3.291 3.222 3.250 -0.014 20,503 107,524 +711
May17 161024 3.263 3.265 3.208 3.230 -0.011 10,698 51,850 +1,441
Jun17 161024 3.289 3.289 3.237 3.259 -0.010 5,768 32,973 -578
Jul17 161024 3.314 3.314 3.250 3.285 -0.010 5,754 28,904 +611
Aug17 161024 3.310 3.310 3.259 3.283 -0.009 2,717 22,164 -151
Sep17 161024 3.294 3.294 3.243 3.266 -0.008 3,965 22,313 -369
Oct17 161024 3.310 3.310 3.257 3.282 -0.007 11,166 55,836 -963
Nov17 161024 3.352 3.353 3.306 3.328 -0.007 5,811 22,994 +412
Dec17 161024 3.491 3.491 3.446 3.468 -0.004 4,826 24,158 -660
Jan18 161024 3.546 3.561 3.530 3.551 -0.005 6,647 19,268 +192
Feb18 161024 3.509 3.522 3.509 3.515 -0.002 1,422 6,738 +185
Total Volume and Open Interest 436,197 1,172,190 -5,348
Brent Crude Oil(ICE)
Dec16 161024 51.89 52.01 50.50 51.46 -0.32 279,308 307,574 -37,540
Jan17 161024 52.76 52.91 51.51 52.43 -0.26 208,966 446,291 +22,079
Feb17 161024 53.43 53.58 52.23 53.14 -0.22 94,956 198,812 +3,761
Mar17 161024 53.98 54.17 52.86 53.77 -0.20 61,632 205,507 +6,732
Apr17 161024 54.46 54.65 53.40 54.30 -0.16 27,612 88,460 +4,816
May17 161024 54.61 55.06 53.84 54.75 -0.11 15,493 71,318 +3,610
Jun17 161024 55.17 55.38 54.18 55.10 -0.07 46,399 188,298 +1,596
Jul17 161024 55.28 55.63 54.54 55.39 -0.05 5,589 40,427 +481
Aug17 161024 55.49 55.85 54.74 55.63 -0.02 3,199 29,524 +234
Sep17 161024 55.90 55.90 55.82 55.82 unch 4,890 55,910 +347
Oct17 161024 55.71 56.01 55.71 56.01 +0.02 677 24,994 +76
Nov17 161024 56.20 56.28 55.88 56.20 +0.05 764 22,458 +196
Dec17 161024 56.12 56.50 55.50 56.37 +0.07 35,464 216,924 +1,309
Jan18 161024 56.54 56.54 56.54 56.54 +0.08 1,087 20,838 +124
Total Volume and Open Interest 802,233 2,227,357 +8,520
Gas Oil(ICE)
Nov16 161024 467.50 468.75 459.00 464.25 -0.25 40,137 160,018 -480
Dec16 161024 470.75 470.75 459.75 465.25 -0.25 53,385 212,026 -3,327
Jan17 161024 471.75 472.50 463.00 468.25 -0.50 17,407 121,476 +380
Feb17 161024 472.25 475.50 466.00 471.50 -0.50 9,961 51,982 -1,981
Mar17 161024 478.00 478.25 469.25 474.25 -0.75 11,627 46,185 -962
Apr17 161024 476.75 480.00 472.75 477.00 -0.50 5,097 28,800 +456
May17 161024 479.25 483.50 476.75 479.75 -0.50 3,104 20,167 +550
Jun17 161024 483.00 485.75 477.25 482.00 -0.50 12,812 56,101 +37
Jul17 161024 485.00 488.50 481.75 485.25 -0.50 1,791 18,171 -828
Aug17 161024 487.75 491.00 483.50 488.00 -0.50 1,288 12,859 +15
Total Volume and Open Interest 169,899 914,167 -3,923
Ethanol(CBOT)
Nov16 161024 1.630 1.630 1.600 1.606 -0.003 318 1,274 -179
Dec16 161024 1.539 1.551 1.537 1.542 -0.003 271 2,314 +200
Jan17 161024 1.494 1.502 1.493 1.496 -0.003 96 925 -4
Feb17 161024 1.499 1.499 1.491 1.499 -0.003 5 272 +1
Mar17 161024 1.510 1.515 1.497 1.515 -0.003 21 214 +12
Apr17 161024 1.540 1.540 1.540 1.540 -0.003 0 234 +0
May17 161024 1.547 1.547 1.547 1.547 -0.003 0 5 +0
Jun17 161024 1.547 1.547 1.547 1.547 -0.003      
Total Volume and Open Interest 711 5,244 +30
WTI Crude Oil(ICE)
Dec16 161024 50.94 50.97 49.61 50.52 -0.33 61,379 110,455 -311
Jan17 161024 51.49 51.51 50.27 51.16 -0.27 57,048 86,311 +10,850
Feb17 161024 52.04 52.04 50.87 51.77 -0.23 18,817 35,990 +944
Mar17 161024 52.41 52.55 51.45 52.35 -0.19 10,069 37,234 -1,691
Apr17 161024 52.88 52.93 51.95 52.85 -0.15 7,849 12,729 +1,563
May17 161024 53.13 53.38 52.37 53.27 -0.10 3,923 8,239 -43
Jun17 161024 53.44 53.70 52.73 53.60 -0.05 7,118 45,791 +445
Jul17 161024 53.85 53.85 53.85 53.85 -0.02 1,037 7,163 +0
Aug17 161024 54.05 54.05 54.05 54.05 +0.01 607 4,099 -88
Sep17 161024 54.22 54.22 54.22 54.22 +0.03 464 14,468 +8
Oct17 161024 54.37 54.37 54.37 54.37 +0.04 139 4,082 +26
Nov17 161024 54.53 54.53 54.53 54.53 +0.05 66 1,416 -7
Dec17 161024 54.53 54.71 53.86 54.70 +0.06 4,769 82,343 +67
Jan18 161024 54.79 54.79 54.79 54.79 +0.06 259 950 +213
Feb18 161024 54.89 54.89 54.89 54.89 +0.07 0 607 +0
Mar18 161024 54.99 54.99 54.99 54.99 +0.08 33 3,492 +21
Total Volume and Open Interest 175,132 525,152 +12,082
US Dollar Index(ICE)
Dec16 161024 98.680 98.825 98.540 98.753 +0.068 32,380 80,440 +1,535
Mar17 161024 98.570 98.740 98.450 98.662 +0.057 482 4,126 +91
Jun17 161024 98.605 98.620 98.355 98.577 +0.058 12 291 -12
Total Volume and Open Interest 32,896 84,964 +1,634
Australian Dollar(CME)
Dec16 161024 75.92 76.30 75.81 75.93 +0.01 113,793 125,478 -1,581
Mar17 161024 75.87 76.14 75.67 75.79 +0.01 135 1,625 -26
Jun17 161024 75.55 75.86 75.55 75.63 +0.02 5 30 +2
Total Volume and Open Interest 113,933 127,136 -1,605
British Pound(CME)
Dec16 161024 122.35 122.61 121.96 122.35 -0.06 87,803 254,591 -706
Mar17 161024 122.58 122.82 122.21 122.59 -0.05 118 3,291 -1
Jun17 161024 122.84 123.00 122.55 122.84 -0.05 0 426 +0
Total Volume and Open Interest 87,921 258,490 -707
Canadian Dollar(CME)
Dec16 161024 74.99 75.30 74.67 74.79 -0.21 72,164 88,997 -2,092
Mar17 161024 75.02 75.35 74.74 74.85 -0.21 120 2,178 +9
Jun17 161024 75.07 75.41 74.82 74.92 -0.20 32 291 +7
Sep17 161024 75.10 75.40 74.93 74.98 -0.20 20 224 +18
Total Volume and Open Interest 72,336 91,800 -2,058
Japanese Yen(CME)
Dec16 161024 96.43 96.59 96.03 96.11 -0.38 95,958 157,901 +3,122
Mar17 161024 96.76 96.94 96.39 96.47 -0.38 430 2,410 +314
Jun17 161024 96.93 97.23 96.89 96.93 -0.37 11 143 +0
Total Volume and Open Interest 96,407 160,484 +3,436
Swiss Franc(CME)
Dec16 161024 100.86 101.13 100.72 100.90 +0.03 29,933 66,315 +2,539
Mar17 161024 101.44 101.62 101.26 101.44 +0.03 0 76 +0
Jun17 161024 102.06 102.09 102.06 102.06 +0.05 0 17 +0
Total Volume and Open Interest 29,933 66,412 +2,539
EuroFX(CME)
Dec16 161024 109.03 109.25 108.84 109.02 +0.03 208,172 415,577 +10,721
Mar17 161024 109.50 109.67 109.28 109.46 +0.03 2,500 10,323 -135
Jun17 161024 110.13 110.15 109.84 109.95 +0.02 7 1,203 +0
Total Volume and Open Interest 210,681 427,194 +10,585
Mexican Peso(CME)
Nov16 161024 537.25 537.25 537.25 537.25 +0.25 0 5 +0
Dec16 161024 534.63 537.13 533.50 535.25 +0.25 64,717 126,477 -3,481
Total Volume and Open Interest 74,827 141,215 +6,506
Brazilian Real(CME)
Nov16 161024 316.20 320.40 315.55 319.80 +4.55 1,067 25,864 +205
Dec16 161024 313.95 317.50 313.95 317.10 +4.45 25 3,165 +8
Jan17 161024 314.30 314.30 314.30 314.30 +4.45      
Feb17 161024 311.20 311.20 311.20 311.20 +4.35      
Total Volume and Open Interest 1,092 29,029 +213
30-Year T-Bonds(CBOT)
Dec16 161024 164~310 165~100 163~300 164~100 -0~160 265,492 549,084 -6,164
Mar17 161024 163~220 163~230 162~190 162~290 -0~160 24 193 +6
Jun17 161024 162~010 162~010 162~010 162~010 -0~160      
Total Volume and Open Interest 265,516 549,277 -6,158
10-Year T-Notes(CBOT)
Dec16 161024 130~115 130~155 130~025 130~055 -0~055 1,068,248 2,904,526 +15,613
Mar17 161024 129~260 129~290 129~170 129~200 -0~050 2,049 7,310 +1,788
Jun17 161024 129~120 129~120 129~120 129~120 -0~050      
Total Volume and Open Interest 1,070,297 2,911,836 +17,401
5-Year T-Notes(CBOT)
Dec16 161024 121~022 121~042 120~286 120~304 -0~032 486,634 2,742,028 +14,345
Mar17 161024 120~196 120~200 120~196 120~200 -0~034 4,739 7,602 +4,080
Jun17 161024 120~200 120~200 120~200 120~200 -0~034      
Total Volume and Open Interest 491,373 2,749,630 +18,425
2 Year T-Notes(CBOT)
Dec16 161024 109~030 109~036 109~016 109~022 -0~006 222,981 1,267,587 -21,201
Mar17 161024 108~300 108~300 108~294 108~296 -0~010 83 3,674 +76
Jun17 161024 108~296 108~296 108~296 108~296 -0~010      
Total Volume and Open Interest 223,064 1,271,261 -21,125
Eurodollars(CME)
Dec16 161024 99.050 99.055 99.045 99.050 unch 212,021 1,673,316 +11,632
Mar17 161024 99.020 99.030 99.005 99.015 -0.005 184,509 1,314,691 +9,517
Jun17 161024 98.975 98.980 98.955 98.960 -0.015 199,889 1,288,568 -5,194
Sep17 161024 98.935 98.945 98.910 98.920 -0.015 126,797 998,419 +4,336
Dec17 161024 98.885 98.895 98.860 98.870 -0.015 212,119 1,502,197 +652
Mar18 161024 98.860 98.870 98.830 98.840 -0.015 121,444 720,602 +1,372
Jun18 161024 98.825 98.835 98.790 98.800 -0.020 107,763 567,633 -2,931
Sep18 161024 98.785 98.795 98.750 98.760 -0.025 99,377 426,663 +3,478
Dec18 161024 98.735 98.745 98.700 98.710 -0.025 120,291 683,973 -2,424
Mar19 161024 98.705 98.720 98.670 98.680 -0.025 82,710 431,570 -55
Jun19 161024 98.665 98.680 98.630 98.640 -0.025 109,526 409,398 -5,513
Sep19 161024 98.625 98.640 98.590 98.600 -0.025 59,456 296,708 +1,176
Dec19 161024 98.575 98.590 98.540 98.550 -0.025 50,675 355,518 +241
Mar20 161024 98.540 98.555 98.505 98.510 -0.025 30,268 154,397 +1,072
Jun20 161024 98.495 98.510 98.455 98.465 -0.025 27,500 114,538 +231
Sep20 161024 98.450 98.465 98.415 98.425 -0.020 28,469 101,276 -2,746
Dec20 161024 98.400 98.415 98.360 98.375 -0.020 30,358 118,509 +3,152
Mar21 161024 98.350 98.375 98.320 98.330 -0.020 17,465 60,557 -649
Total Volume and Open Interest 1,915,486 11,591,224 +30,979
Ultra T-Bond(CBOT)
Dec16 161024 178~30 179~13 177~13 177~30 -0~25 83,417 617,121 +49
Mar17 161024 177~03 177~03 177~03 177~03 -0~24 35 45 +25
Jun17 161024 176~13 176~13 176~13 176~13 -0~24      
Total Volume and Open Interest 83,452 617,166 +74
Ultra 10-Yr T-Note(CBOT)
Dec16 161024 142~220 142~275 142~070 142~120 -0~090 57,259 232,068 -1,704
Mar17 161024 142~050 142~050 142~050 142~050 -0~100      
Jun17 161024 142~050 142~050 142~050 142~050 -0~100      
Total Volume and Open Interest 57,259 232,068 -1,704
30 Day Federal Funds(CBOT)
Oct16 161024 99.603 99.605 99.603 99.605 unch 4,802 296,765 +150
Nov16 161024 99.585 99.585 99.580 99.585 unch 7,114 253,646 -1,280
Dec16 161024 99.500 99.500 99.490 99.495 -0.005 8,322 97,702 -1,291
Jan17 161024 99.430 99.430 99.415 99.420 -0.010 21,287 166,013 -41
Feb17 161024 99.415 99.415 99.405 99.410 -0.005 7,579 80,089 +1,264
Mar17 161024 99.390 99.395 99.380 99.385 -0.010 5,467 38,040 +198
Total Volume and Open Interest 72,174 1,151,745 +4,300
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 161020 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 161020 99.99 99.99 99.99 99.99 unch      
Jun17 161020 99.99 99.99 99.99 99.99 unch      
Sep17 161020 99.99 99.99 99.99 99.99 unch      
Dec17 161020 99.99 99.99 99.99 99.99 unch      
Mar18 161020 100.00 100.00 100.00 100.00 unch      
Jun18 161020 99.86 99.86 99.86 99.86 unch      
Sep18 161020 99.71 99.71 99.71 99.71 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Dec16 161020 151.88 151.92 151.84 151.89 unch 366 14,182 -111
Mar17 161020 151.83 151.83 151.83 151.83 unch      
Jun17 161020 151.83 151.83 151.83 151.83 unch      
Total Volume and Open Interest 366 14,182 -111
Euro-Buxl(EUREX)
Dec16 161024 186.80 187.22 184.40 184.72 -1.50 56,513 190,885 +9,005
Mar17 161024 184.88 185.46 182.86 183.02 -1.50 1,277 1,644 +1,199
Jun17 161024 182.40 183.50 181.16 181.16 -1.50 11 1 -5
Total Volume and Open Interest 57,801 192,530 +10,199
Euro-Bund(EUREX)
Dec16 161024 164.40 164.54 163.86 163.96 -0.26 840,471 1,899,167 +135,029
Mar17 161024 166.68 166.84 166.20 166.25 -0.27 13,428 92,817 +6,690
Jun17 161024 164.40 164.40 163.42 163.42 -0.50 0 1 +0
Total Volume and Open Interest 853,899 1,991,985 +141,719
Euro-Bobl(EUREX)
Dec16 161024 131.72 131.76 131.58 131.61 -0.07 558,365 1,443,233 +78,867
Mar17 161024 133.42 133.43 133.32 133.32 -0.07 4,733 28,513 +883
Jun17 161024 131.86 131.86 131.86 131.86 -0.07      
Total Volume and Open Interest 563,098 1,471,746 +79,750
Euro-Schatz(EUREX)
Dec16 161024 112.08 112.09 112.06 112.07 -0.01 227,378 1,237,070 +28,212
Mar17 161024 112.08 112.08 112.08 112.08 -0.01 15 56 +11
Jun17 161024 112.07 112.07 112.07 112.07 -0.01      
Total Volume and Open Interest 227,393 1,237,126 +28,223
3-Mth Euribor(EUREX)
Dec16 161024 100.310 100.310 100.310 100.310 -0.005 0 3,338 +0
Mar17 161024 100.305 100.305 100.305 100.305 unch 0 3,285 +0
Jun17 161024 100.305 100.305 100.305 100.305 unch 110 33,946 -100
Total Volume and Open Interest 1,550 75,089 -153
Long Gilt(LIFFE)
Dec16 161024 127~05 127~11 126~21 126~26 -0~04 183,319 679,688 +11,096
Mar17 161024 127~08 127~08 127~08 127~08 -0~04 2 0 -2
Total Volume and Open Interest 183,321 679,688 +11,094
3-Mth Short Sterling(LIFFE)
Dec16 161024 99.61 99.61 99.60 99.60 -0.01 40,626 476,215 -4,354
Mar17 161024 99.60 99.61 99.59 99.60 unch 48,968 367,683 -1,998
Jun17 161024 99.60 99.60 99.58 99.59 unch 47,679 352,864 -7,379
Sep17 161024 99.58 99.59 99.56 99.57 -0.01 72,493 304,070 -243
Dec17 161024 99.56 99.56 99.54 99.55 -0.01 55,762 354,996 -1,120
Mar18 161024 99.53 99.54 99.51 99.52 -0.01 72,740 233,422 +3,023
Total Volume and Open Interest 662,863 2,935,623 -16,648
3-Mth Euribor(LIFFE)
Dec16 161024 100.310 100.315 100.305 100.310 unch 96,738 409,210 -2,749
Mar17 161024 100.310 100.310 100.300 100.305 unch 62,616 420,664 +3,889
Jun17 161024 100.310 100.310 100.300 100.305 -0.005 81,671 396,759 -4,011
Total Volume and Open Interest 740,331 3,099,569 +10,431
3-Mth Aus T-Bills(SFE)
Dec16 161024 98.23 98.25 98.23 98.24 unch 41,360 176,045 +4,166
Mar17 161024 98.26 98.27 98.25 98.27 unch 74,716 221,230 +23,237
Jun17 161024 98.27 98.28 98.26 98.28 unch 46,489 212,683 +7,926
Sep17 161024 98.27 98.28 98.25 98.28 +0.01 34,840 141,380 -974
Dec17 161024 98.25 98.27 98.24 98.27 +0.01 25,575 147,120 +4,656
Mar18 161024 98.22 98.24 98.21 98.24 +0.01 14,099 80,373 +2,559
Jun18 161024 98.17 98.21 98.17 98.21 +0.02 8,544 59,816 -535
Sep18 161024 98.13 98.17 98.12 98.17 +0.02 6,050 28,444 +636
Dec18 161024 98.09 98.12 98.08 98.12 +0.02 646 6,981 +346
Mar19 161024 98.04 98.07 98.04 98.07 +0.01 0 3,533 +0
Total Volume and Open Interest 252,319 1,079,726 +42,017
10-Year Aus T-Bonds(SFE)
Dec16 161024 97.73 97.78 97.72 97.78 +0.04 211,153 881,850 +8,149
Mar17 161024 97.78 97.78 97.78 97.78 +0.04      
Total Volume and Open Interest 211,153 881,850 +8,149
3-Year Aus T-Bonds(SFE)
Dec16 161024 98.31 98.33 98.29 98.33 +0.02 456,884 982,379 +15,262
Mar17 161024 98.33 98.33 98.33 98.33 +0.02      
Total Volume and Open Interest 456,884 982,379 +15,262
Gold(CMX)
Oct16 161024 1269.2 1269.2 1261.8 1262.0 -3.9 415 693 +392
Dec16 161024 1266.9 1272.8 1260.1 1263.7 -4.0 137,042 372,238 +26
Feb17 161024 1270.5 1276.2 1264.0 1267.3 -4.2 4,571 54,313 -36
Apr17 161024 1273.7 1278.8 1270.0 1270.4 -4.7 1,796 15,132 -42
Jun17 161024 1276.2 1282.1 1270.0 1273.5 -5.0 2,589 24,372 +11
Aug17 161024 1278.7 1283.7 1274.5 1276.4 -5.2 873 8,421 -110
Oct17 161024 1283.7 1287.4 1276.0 1279.1 -5.5 279 2,212 +30
Dec17 161024 1290.2 1290.2 1280.2 1281.7 -5.7 1,075 13,640 +257
Feb18 161024 1284.4 1284.4 1277.8 1284.4 -5.7 0 174 +0
Apr18 161024 1286.7 1286.7 1286.7 1286.7 -5.7 0 3 +0
Jun18 161024 1289.0 1289.0 1281.3 1289.0 -5.7 0 4,193 +0
Aug18 161024 1291.9 1291.9 1291.9 1291.9 -5.8      
Total Volume and Open Interest 149,026 504,027 +412
Silver(CMX)
Dec16 161024 1752.0 1789.0 1746.5 1760.4 +11.1 50,751 150,818 -105
Mar17 161024 1764.0 1800.5 1758.5 1771.9 +10.9 8,522 28,311 +825
May17 161024 1780.5 1806.0 1773.0 1778.5 +10.8 452 2,736 +207
Jul17 161024 1808.0 1808.0 1785.0 1785.0 +10.8 71 3,683 +33
Sep17 161024 1791.6 1798.0 1791.6 1791.6 +10.8 15 664 +3
Dec17 161024 1789.5 1822.5 1789.5 1800.4 +10.8 180 4,176 +35
Mar18 161024 1807.7 1807.7 1807.7 1807.7 +10.8 0 12 +0
Total Volume and Open Interest 60,427 194,093 +925
Platinum(NYMEX)
Oct16 161024 944.4 944.8 932.7 935.4 +6.8 52 164 -57
Jan17 161024 932.8 950.4 932.8 939.1 +6.8 11,094 64,883 +829
Apr17 161024 938.4 953.7 938.4 943.1 +6.4 121 5,644 -2
Jul17 161024 946.2 951.4 946.2 946.2 +6.4 0 38 +0
Total Volume and Open Interest 11,353 70,934 +801
Palladium(NYMEX)
Dec16 161024 620.40 634.25 616.20 630.75 +10.00 4,351 21,017 -476
Mar17 161024 628.50 633.95 624.70 632.60 +9.95 221 1,332 +177
Jun17 161024 634.40 634.40 634.40 634.40 +9.95 0 32 +0
Total Volume and Open Interest 4,572 22,385 -299
Copper(CMX)
Dec16 161024 208.90 210.35 208.55 209.30 +0.45 43,369 138,337 +2,877
Mar17 161024 210.00 211.35 209.70 210.35 +0.30 2,215 54,656 +59
May17 161024 211.60 211.85 210.50 211.00 +0.20 704 8,663 +339
Jul17 161024 211.10 211.95 211.10 211.60 +0.15 136 3,566 +65
Sep17 161024 212.65 212.65 212.15 212.15 +0.15 10 1,589 +4
Total Volume and Open Interest 46,947 216,620 +3,263
E-mini DJIA Index(CBOT)
Dec16 161024 18080 18197 18061 18134 +68 156,282 117,379 -2,683
Mar17 161024 18065 18125 18050 18070 +65 431 759 +5
Jun17 161024 17994 17994 17994 17994 +65 0 5 +0
Sep17 161024 17909 17909 17909 17909 +65      
Total Volume and Open Interest 156,713 118,143 -2,678
S & P 500(CME)
Dec16 161024 2137.00 2147.00 2136.80 2144.30 +9.60 2,361 75,843 +213
Mar17 161024 2138.00 2143.20 2138.00 2138.80 +9.60 0 163 +0
Jun17 161024 2133.70 2138.10 2133.70 2133.70 +9.60 0 60 +0
Sep17 161024 2128.70 2133.10 2128.70 2128.70 +9.60      
Total Volume and Open Interest 2,361 76,066 +213
S & P 500 E-Mini(Globex)
Dec16 161024 2137.00 2149.00 2134.75 2144.25 +9.50 1,611,098 2,944,425 +120
Mar17 161024 2130.75 2143.00 2129.50 2138.75 +9.50 3,502 18,592 +538
Jun17 161024 2126.00 2136.25 2126.00 2133.75 +9.75 12 802 +1
Sep17 161024 2128.75 2128.75 2128.70 2128.75 +9.75 0 17 +0
Total Volume and Open Interest 1,614,612 2,963,866 +659
NASDAQ 100 E-Mini(Globex)
Dec16 161024 4847.30 4908.80 4842.80 4902.80 +59.50 248,117 299,321 -3,401
Mar17 161024 4848.00 4905.80 4843.50 4900.80 +59.50 201 477 -17
Jun17 161024 4894.80 4894.80 4825.00 4894.80 +59.50 0 10 +0
Total Volume and Open Interest 248,318 299,814 -3,418
S&P Midcap 400(CME) e-Mini
Dec16 161024 1525.20 1541.30 1524.30 1531.90 +8.20 12,391 83,513 -735
Mar17 161024 1527.50 1529.40 1527.50 1529.40 +8.20 0 2 +0
Jun17 161024 1519.70 1519.70 1519.70 1519.70 +8.20      
Total Volume and Open Interest 12,391 83,515 -735
Volatility Index(CBOE)
Oct16 161019 15.75 15.90 15.20 15.20 -0.48 78,748 81,232 -16,952
Nov16 161024 15.60 15.69 14.90 14.93 -0.65 80,871 247,494 +3,846
Dec16 161024 16.50 16.62 16.00 16.08 -0.44 40,138 98,983 +3,507
Jan17 161024 17.85 17.92 17.40 17.48 -0.40 14,167 36,400 -123
Total Volume and Open Interest 148,252 437,437 +8,624
Russell 2000(ICE)
Dec16 161024 1216.90 1231.30 1216.10 1223.80 +7.40 78,458 334,085 +750
Mar17 161024 1215.90 1222.30 1215.90 1219.30 +7.40 0 275 +0
Jun17 161024 1215.30 1215.30 1215.30 1215.30 +7.40 0 170 +0
Total Volume and Open Interest 78,458 334,669 +750
Nikkei 225(CME)
Dec16 161024 17255 17395 17195 17365 +90 14,599 33,632 +365
Mar17 161024 17220 17375 17220 17375 +90 14 36 +7
Total Volume and Open Interest 14,613 33,668 +372
Nikkei 225(SGX)
Dec16 161024 17260 17335 17230 17230 +10 73,129 188,112 +10,874
Mar17 161024 17115 17195 17115 17195 +10 653 3,781 +482
Jun17 161020 17005 17005 17005 17005 +175      
Total Volume and Open Interest 47,125 188,908 +2,532
Nikkei 225(CME) Yen
Dec16 161024 17230 17365 17165 17340 +90 57,749 53,123 +438
Mar17 161024 17190 17315 17140 17290 +90 23 78 +0
Jun17 161024 17160 17160 17160 17160 +90      
Total Volume and Open Interest 57,772 53,201 +438
Nikkei 225(CME) e-Mini Yen
Dec16 161024 17250 17340 17250 17340 +90 2 10 +2
Mar17 161024 17290 17290 17290 17290 +90      
Jun17 161024 17160 17160 17160 17160 +90      
Total Volume and Open Interest 2 10 +2
CAC 40(EURONEXT)
Nov16 161024 4538.0 4578.5 4538.0 4550.0 +16.5 70,887 276,618 +23,325
Dec16 161024 4540.0 4568.5 4540.0 4544.0 +16.5 2,834 22,425 +120
Jan17 161024 4536.0 4536.0 4536.0 4536.0        
Hang Seng Index(HKFE)
Oct16 161024 23355 23642 23218 23613 +213 96,832 134,654 -5,099
Nov16 161024 23399 23637 23220 23608 +214 1,043 8,112 +755
Dec16 161024 23450 23650 23243 23630 +219 353 12,960 +58
Total Volume and Open Interest 98,251 157,505 -4,284
DAX(EUREX)
Dec16 161024 10699.0 10818.0 10698.5 10765.0 +66.0 88,350 165,484 +6,887
Mar17 161024 10691.5 10811.0 10691.5 10762.0 +66.5 108 2,494 +55
Jun17 161024 10820.0 10820.0 10786.0 10786.0 +66.0 2 178 -1
Total Volume and Open Interest 88,460 168,156 +6,941
Mini-DAX(EUREX)
Dec16 161024 10706.0 10817.0 10700.0 10765.0 +66.0 26,688 14,851 +282
Mar17 161024 10730.0 10814.0 10730.0 10762.0 +66.5 104 868 +10
Jun17 161024 10786.0 10830.0 10774.0 10786.0 +66.0 45 29 -2
Total Volume and Open Interest 26,837 15,748 +290
FT-SE 100(EURONEXT)
Dec16 161024 7012.50 7040.00 6951.50 6959.50 -25.50 94,766 778,283 -1,179
Mar17 161024 6957.00 6957.00 6891.00 6896.50 -25.50 5 1,827 +3
Jun17 161024 6829.50 6829.50 6829.50 6829.50 -25.50      
Total Volume and Open Interest 94,771 780,110 -1,176
SPI 200(SFE)
Dec16 161024 5402.0 5417.0 5352.0 5392.0 -11.0 24,608 287,675 -329
Mar17 161024 5331.0 5343.0 5318.0 5343.0 -11.0 1 1,580 +1
Jun17 161024 5329.0 5329.0 5329.0 5329.0 -11.0 0 1,397 +0
Total Volume and Open Interest 24,834 294,275 -219
FTSE MIB(ISE)
Dec16 161024 17165.00 17335.00 17155.00 17237.00 +132.00 31,380 42,242 -1,231
Mar17 161024 17205.00 17300.00 17205.00 17222.00 +132.00 41 343 -8
Jun17 161024 16790.00 16790.00 16790.00 16790.00 +100.00      
Total Volume and Open Interest 31,421 42,585 -1,239
KOSPI 200(KFE)
Dec16 161024 257.50 259.65 257.25 259.55 +1.90 90,652 130,767 +692
Mar17 161024 254.60 256.80 254.50 256.65 +1.80 195 5,994 +5
Jun17 161024 257.00 257.35 257.00 257.35 +1.85 0 1,149 +0
Total Volume and Open Interest 90,847 142,071 +697
GSCI(CME)
Nov16 161024 375.05 375.75 371.65 375.40 -0.55 318 14,917 -92
Dec16 161024 380.70 380.70 378.65 380.70 -0.55 175 175 +175
Jan17 161024 384.50 384.50 384.50 384.50 -0.55      
Total Volume and Open Interest 493 15,092 +83
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