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 May 30, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul17 170530 926.00 928.50 910.50 912.75 -13.75 94,347 367,789 +6,503
Aug17 170530 928.50 931.25 914.00 916.00 -13.50 14,976 41,337 +936
Sep17 170530 927.00 929.50 915.00 916.50 -11.25 6,841 18,827 +203
Nov17 170530 929.25 931.50 918.25 919.75 -9.50 34,779 194,612 +225
Jan18 170530 937.75 939.00 926.00 927.75 -9.00 3,003 18,408 +1,370
Mar18 170530 942.50 943.50 932.50 934.25 -8.25 1,118 13,040 +198
May18 170530 949.00 949.00 938.50 940.75 -7.75 814 7,822 +147
Jul18 170530 953.25 955.50 946.00 947.75 -7.50 685 13,065 +206
Aug18 170530 948.50 954.50 946.00 946.00 -6.75 33 418 +10
Sep18 170530 942.00 946.25 938.25 938.25 -5.00 0 47 +0
Nov18 170530 941.00 941.00 930.25 934.00 -2.75 509 5,852 +97
Jan19 170530 939.00 939.00 939.00 939.00 -2.00 0 67 +0
Mar19 170530 938.50 938.50 938.50 938.50 -2.00 0 7 +0
May19 170530 939.75 939.75 939.75 939.75 -4.75 0 7 +0
Total Volume and Open Interest 157,112 681,363 +9,899
Soybean Meal(CBOT)
Jul17 170530 302.00 302.80 297.30 297.60 -4.20 42,019 200,375 -199
Aug17 170530 302.90 303.90 298.60 298.90 -4.00 9,344 34,645 +847
Sep17 170530 305.20 305.20 300.10 300.30 -3.90 3,537 23,640 +53
Oct17 170530 304.60 305.40 301.20 301.40 -3.30 1,696 16,933 +165
Dec17 170530 306.80 307.80 303.10 303.40 -3.00 14,624 88,035 +236
Jan18 170530 307.60 308.40 304.00 304.10 -2.90 572 9,581 +264
Mar18 170530 308.60 309.30 305.10 305.20 -2.50 544 8,238 -47
May18 170530 309.90 310.90 305.90 306.10 -2.20 466 5,344 +66
Jul18 170530 311.00 312.00 307.50 307.60 -2.20 430 6,416 +128
Aug18 170530 312.60 312.60 307.90 308.00 -1.90 165 1,403 +75
Total Volume and Open Interest 73,612 399,477 +1,704
Soybean Oil(CBOT)
Jul17 170530 31.60 31.73 31.14 31.42 -0.18 37,325 195,385 -648
Aug17 170530 31.71 31.82 31.26 31.54 -0.17 6,293 40,836 +1,784
Sep17 170530 31.87 31.92 31.40 31.67 -0.17 2,259 27,067 +49
Oct17 170530 31.91 32.04 31.48 31.76 -0.16 823 17,321 +103
Dec17 170530 32.13 32.20 31.66 31.95 -0.16 10,406 100,718 +545
Jan18 170530 32.25 32.30 31.78 32.08 -0.14 714 10,665 +95
Mar18 170530 32.26 32.43 31.95 32.27 -0.12 883 10,149 +32
May18 170530 32.37 32.57 32.10 32.42 -0.12 442 5,742 +67
Jul18 170530 32.58 32.69 32.23 32.55 -0.12 423 4,871 +271
Aug18 170530 32.34 32.56 32.32 32.56 -0.11 30 627 +12
Total Volume and Open Interest 59,833 416,873 +2,378
Canola(WCE)
Jul17 170530 512.3 513.7 500.8 502.8 -9.4 13,371 89,823 -6,726
Nov17 170530 487.5 489.5 482.0 483.0 -3.9 7,071 74,207 -1,368
Jan18 170530 492.3 494.6 487.6 488.3 -4.0 874 10,768 +230
Mar18 170530 498.7 498.7 492.4 492.7 -4.1 210 1,870 +181
May18 170530 495.6 495.6 495.6 495.6 -4.1 0 255 +0
Total Volume and Open Interest 21,528 176,975 -7,683
Corn(CBOT)
Jul17 170530 373.50 373.75 366.25 367.00 -7.25 110,606 716,797 -10
Sep17 170530 381.00 381.50 374.25 375.00 -6.75 29,824 231,857 +3,925
Dec17 170530 391.75 392.00 384.75 385.75 -6.75 37,887 289,249 +2,849
Mar18 170530 401.25 401.75 394.75 395.50 -6.75 4,233 77,545 +271
May18 170530 407.75 407.75 401.25 401.75 -6.75 1,341 13,838 +43
Jul18 170530 412.25 412.25 405.50 406.50 -6.75 2,050 38,489 +387
Sep18 170530 400.50 400.50 399.50 399.75 -5.50 537 3,943 -139
Dec18 170530 405.00 405.75 401.75 402.75 -5.00 628 25,731 +48
Mar19 170530 411.00 411.00 410.50 410.50 -4.50 65 448 +15
May19 170530 414.50 414.50 414.50 414.50 -4.50 0 188 +0
Total Volume and Open Interest 187,227 1,398,752 +7,397
Wheat(CBOT)
Jul17 170530 438.50 439.25 426.25 429.50 -8.75 43,992 267,960 +1,595
Sep17 170530 451.25 452.25 440.25 444.00 -7.25 17,502 82,806 +1,264
Dec17 170530 473.50 474.50 462.75 466.50 -7.00 8,641 77,013 +1,297
Mar18 170530 491.50 491.75 480.75 484.00 -7.25 2,365 21,857 +151
May18 170530 502.50 503.00 492.75 495.50 -7.25 366 3,819 -9
Jul18 170530 510.75 511.25 500.50 503.25 -7.50 851 6,183 +133
Total Volume and Open Interest 73,731 461,829 +4,436
Wheat(KCBT)
Jul17 170530 437.00 438.00 427.00 433.25 -4.25 14,882 157,347 -390
Sep17 170530 454.50 455.50 445.00 451.25 -4.00 5,990 39,764 +1,714
Dec17 170530 479.50 480.25 470.00 476.50 -3.50 2,839 42,438 +422
Mar18 170530 491.50 492.75 485.00 491.50 -3.50 306 18,205 +61
May18 170530 503.75 503.75 495.25 502.50 -2.50 192 4,066 -25
Jul18 170530 507.25 512.75 505.75 512.75 -1.75 205 5,261 +82
Sep18 170530 527.50 527.50 527.50 527.50 -1.25 1 447 -1
Total Volume and Open Interest 24,421 267,804 +1,865
Wheat(MGE)
Jul17 170530 568.25 568.75 561.00 568.00 -0.75 3,591 28,192 +269
Sep17 170530 571.50 572.25 565.75 572.00 -1.25 1,831 12,252 +449
Dec17 170530 576.25 577.00 572.00 577.00 -0.75 678 10,461 +284
Mar18 170530 579.25 582.50 579.00 582.50 -0.50 214 6,033 +57
May18 170530 583.75 586.25 583.75 586.25 +0.25 77 2,828 +37
Jul18 170530 589.75 589.75 589.75 589.75 +1.75 50 599 -9
Total Volume and Open Interest 6,490 60,577 +1,087
Oats(CBOT)
Jul17 170530 244.25 244.75 238.75 242.25 -2.00 334 4,953 -44
Sep17 170530 236.50 237.00 234.50 236.00 -1.00 16 123 -1
Dec17 170530 228.00 229.00 226.00 228.25 +0.50 41 1,134 +0
Mar18 170530 223.25 223.25 223.25 223.25 -2.75 7 99 +4
Total Volume and Open Interest 398 6,309 -41
Rough Rice(CBOT)
Jul17 170530 10.96 11.20 10.85 11.19 +0.21 556 7,937 -89
Sep17 170530 11.14 11.45 11.14 11.43 +0.20 86 1,028 -10
Nov17 170530 11.47 11.68 11.47 11.65 +0.21 6 169 -6
Jan18 170530 11.78 11.78 11.78 11.78 +0.21 0 5 +0
Total Volume and Open Interest 648 9,183 -105
Live Cattle(CME)
Jun17 170530 122.580 123.250 122.200 122.980 +0.280 11,941 42,080 -3,917
Aug17 170530 118.800 120.100 117.950 119.850 +0.900 21,807 194,440 +2,296
Oct17 170530 115.000 116.830 114.135 116.535 +1.435 8,578 100,762 +688
Dec17 170530 116.000 117.330 114.730 117.100 +1.150 4,861 47,872 +630
Feb18 170530 116.535 117.680 115.230 117.480 +0.880 2,175 20,976 +286
Apr18 170530 115.135 115.950 113.930 115.750 +0.520 810 8,515 +165
Total Volume and Open Interest 50,333 419,028 +153
Feeder Cattle(CME)
Aug17 170530 146.750 150.250 145.235 149.935 +2.985 4,457 33,682 +88
Sep17 170530 146.500 149.950 145.250 149.500 +2.750 1,741 9,397 -53
Oct17 170530 145.685 148.700 144.330 148.285 +2.500 1,069 7,317 -76
Nov17 170530 144.130 146.830 142.830 146.450 +2.165 381 2,635 +48
Jan18 170530 137.630 140.600 136.750 140.250 +1.800 73 2,249 -10
Mar18 170530 134.035 137.380 133.600 136.935 +1.610 31 293 +4
Apr18 170530 135.600 136.250 135.600 136.250 +1.370 4 12 +3
Total Volume and Open Interest 7,756 55,585 -2,167
Lean Hogs(CME)
Jun17 170530 81.650 81.700 80.400 80.500 -1.330 6,504 27,040 -1,087
Jul17 170530 81.900 81.950 80.785 81.000 -0.900 13,458 63,719 +717
Aug17 170530 81.600 81.650 80.830 81.000 -0.300 9,380 53,639 +1,210
Oct17 170530 68.100 68.400 67.750 68.000 -0.225 3,705 45,413 +916
Dec17 170530 62.000 62.300 61.930 62.235 +0.055 1,824 22,446 +404
Feb18 170530 65.830 66.135 65.635 66.000 +0.170 497 9,700 +92
Apr18 170530 68.800 69.250 68.680 69.150 +0.100 320 8,331 +134
May18 170530 73.250 73.250 73.250 73.250 +0.050 0 114 +0
Total Volume and Open Interest 35,820 234,026 +2,443
Class III Milk(CME)
May17 170530 15.61 15.62 15.61 15.62 +0.01 111 4,757 -63
Jun17 170530 16.52 16.64 16.43 16.56 +0.05 487 5,271 -8
Jul17 170530 17.14 17.23 16.94 17.08 +0.04 774 4,044 -81
Aug17 170530 17.41 17.54 17.31 17.39 -0.01 529 3,521 +121
Sep17 170530 17.38 17.58 17.37 17.39 -0.05 293 3,310 +57
Oct17 170530 17.25 17.33 17.22 17.24 unch 181 2,684 +75
Nov17 170530 17.00 17.09 17.00 17.02 -0.06 141 2,394 +41
Dec17 170530 16.84 16.90 16.84 16.84 -0.02 206 2,324 +80
Jan18 170530 16.62 16.62 16.62 16.62 -0.09 13 729 +7
Feb18 170530 16.57 16.57 16.57 16.57 -0.08 5 666 -5
Mar18 170530 16.59 16.59 16.58 16.59 -0.02 11 615 +0
Apr18 170530 16.50 16.50 16.50 16.50 unch 3 506 +2
May18 170530 16.52 16.52 16.52 16.52 unch 3 434 +3
Total Volume and Open Interest 2,761 32,132 +233
Cocoa(ICE)
Jul17 170530 1922 2041 1920 2037 +126 22,376 119,987 -1,234
Sep17 170530 1931 2049 1931 2046 +123 12,796 74,711 +969
Dec17 170530 1945 2064 1945 2061 +119 5,094 42,742 +1,398
Mar18 170530 1966 2085 1966 2083 +118 1,022 22,239 +159
May18 170530 1992 2101 1992 2100 +117 500 10,151 -274
Jul18 170530 2011 2121 2011 2119 +118 117 7,138 +55
Sep18 170530 2061 2139 2061 2136 +117 60 5,901 -5
Total Volume and Open Interest 41,985 291,171 +1,071
Coffee "C"(ICE)
Jul17 170530 130.65 132.75 130.50 132.10 +0.90 20,593 103,663 -1,252
Sep17 170530 132.90 135.00 132.90 134.40 +0.85 12,735 43,262 +837
Dec17 170530 136.45 138.50 136.35 137.95 +0.90 5,667 33,584 -411
Mar18 170530 140.10 141.85 139.75 141.35 +0.90 2,734 16,464 +313
May18 170530 142.25 144.05 141.95 143.60 +0.95 1,299 7,314 +157
Jul18 170530 144.55 145.85 144.55 145.80 +1.00 471 2,748 +6
Total Volume and Open Interest 44,291 215,765 -32
Orange Juice(ICE)
Jul17 170530 138.80 140.70 135.80 136.45 -2.15 1,478 7,847 -105
Sep17 170530 137.85 138.05 134.85 135.45 -1.95 232 1,915 +99
Nov17 170530 137.25 137.25 135.60 136.05 -1.75 150 1,297 +77
Jan18 170530 137.40 137.40 135.95 136.30 -1.65 88 620 +49
Mar18 170530 137.70 137.70 137.30 137.30 -1.35 57 175 +30
May18 170530 138.15 138.15 138.15 138.15 -1.25 30 122 +23
Total Volume and Open Interest 2,035 11,976 +173
Sugar #11(ICE)
Jul17 170530 15.20 15.20 14.73 15.02 -0.03 44,049 337,968 -2,967
Oct17 170530 15.54 15.54 15.05 15.28 -0.09 26,291 201,982 +1,321
Mar18 170530 16.22 16.22 15.67 15.87 -0.12 12,874 130,549 +2,295
May18 170530 16.15 16.15 15.62 15.80 -0.12 3,545 43,935 +267
Jul18 170530 16.11 16.11 15.64 15.79 -0.12 1,626 28,301 -62
Oct18 170530 16.29 16.29 15.80 15.95 -0.13 339 31,761 +17
Mar19 170530 16.43 16.55 16.18 16.32 -0.11 79 14,968 -16
May19 170530 16.38 16.38 16.18 16.30 -0.10 55 4,225 -9
Total Volume and Open Interest 88,917 802,409 +850
London Cocoa(LCE)
Jul17 170530 1499 1584 1482 1582 +87 8,194 105,617 -186
Sep17 170530 1512 1598 1499 1596 +85 8,718 38,434 -1,985
Dec17 170530 1535 1618 1524 1616 +81 13,491 55,671 -4,093
Mar18 170530 1556 1636 1546 1633 +77 6,999 40,258 +858
May18 170530 1572 1648 1570 1646 +74 1,652 13,828 +324
Jul18 170530 1615 1659 1611 1659 +70 314 8,325 +28
Sep18 170530 1630 1671 1628 1671 +67 501 6,105 +383
Total Volume and Open Interest 39,946 272,073 -4,598
London Sugar(LCE)
Aug17 170530 440.00 440.30 433.00 438.40 -0.80 3,361 46,326 +317
Oct17 170530 425.50 425.50 418.10 423.30 -1.60 1,025 25,788 +52
Dec17 170530 425.30 425.80 418.30 423.10 -2.10 538 9,823 -50
Mar18 170530 427.30 430.00 422.10 426.90 -1.60 365 6,154 -150
May18 170530 432.10 434.30 427.00 431.10 -1.30 202 2,987 -127
Total Volume and Open Interest 5,537 93,484 +2
Cotton(ICE)
Jul17 170530 77.10 77.67 76.90 77.26 +0.17 16,364 98,017 -4,574
Oct17 170530 74.27 75.28 74.20 75.26 +0.08 4 77 -1
Dec17 170530 72.51 72.77 72.33 72.75 -0.04 8,649 123,365 +1,826
Mar18 170530 72.50 72.50 72.11 72.47 -0.16 1,417 14,850 +526
May18 170530 72.75 72.95 72.70 72.95 -0.23 329 1,899 +2
Jul18 170530 73.24 73.43 73.19 73.43 -0.20 230 2,938 +177
Total Volume and Open Interest 27,093 243,943 -1,988
Lumber(CME)
Jul17 170530 356.0 359.2 345.0 346.8 -7.4 657 3,601 +31
Sep17 170530 353.2 353.2 341.2 343.0 -7.3 190 742 -28
Nov17 170530 343.3 344.3 332.6 332.6 -7.9 48 501 +19
Jan18 170530 344.0 344.5 337.8 337.8 -6.2 14 71 +3
Total Volume and Open Interest 909 4,946 +25
Crude Oil(NYM)
Jul17 170530 49.93 50.28 49.03 49.66 -0.14 1,147,389 578,141 -2,092
Aug17 170530 50.23 50.53 49.27 49.91 -0.14 160,742 190,987 +468
Sep17 170530 50.40 50.70 49.48 50.10 -0.13 85,824 193,801 +879
Oct17 170530 50.46 50.82 49.63 50.23 -0.13 48,873 102,205 -1,937
Nov17 170530 50.61 50.95 49.77 50.37 -0.12 36,085 77,805 +1,241
Dec17 170530 50.68 51.05 49.89 50.48 -0.11 146,981 325,224 -3,035
Jan18 170530 50.73 51.11 50.00 50.56 -0.10 19,793 73,312 -397
Feb18 170530 50.73 51.11 50.15 50.59 -0.09 9,464 37,778 -658
Mar18 170530 50.92 51.10 50.08 50.58 -0.08 20,117 56,926 -1,019
Apr18 170530 50.97 50.97 49.99 50.54 -0.07 8,336 23,313 -602
May18 170530 50.56 50.88 49.99 50.48 -0.06 7,627 21,740 -391
Jun18 170530 50.66 50.87 49.88 50.41 -0.04 48,394 116,158 +383
Jul18 170530 50.33 50.51 49.96 50.34 -0.01 4,324 17,997 +357
Aug18 170530 50.28 50.39 50.28 50.28 unch 2,710 12,416 +308
Sep18 170530 50.24 50.35 50.24 50.24 +0.02 6,504 26,307 -492
Oct18 170530 50.20 50.31 50.20 50.20 +0.03 1,416 10,292 +85
Total Volume and Open Interest 1,841,408 2,179,321 -9,386
e-miNY Crude Oil(NYM)
Jul17 170530 49.850 50.300 49.025 49.650 -0.150 29,466 2,595 +537
Aug17 170530 50.200 50.500 49.275 49.900 -0.150 777 405 +54
Sep17 170530 50.325 50.650 49.550 50.100 -0.125 179 323 +34
Oct17 170530 50.500 50.500 49.975 50.225 -0.125 34 225 +3
Nov17 170530 50.375 50.375 50.375 50.375 -0.125 31 24 +3
Dec17 170530 51.000 51.500 49.925 50.475 -0.125 45 335 +15
Jan18 170530 50.025 50.550 50.025 50.550 -0.100 11 77 +3
Feb18 170530 50.500 50.600 50.500 50.600 -0.075 9 25 +8
Mar18 170530 50.575 50.700 50.575 50.575 -0.075 7 14 +4
Apr18 170530 50.550 50.650 50.550 50.550 -0.050 2 49 -2
Total Volume and Open Interest 30,583 4,244 +659
NY Harbor ULSD(NYM)
Jun17 170530 156.21 157.86 153.56 154.94 -1.39 40,334 22,785 -10,585
Jul17 170530 156.94 158.37 153.95 155.35 -1.35 97,491 122,360 +4,318
Aug17 170530 157.02 158.95 154.64 156.04 -1.26 38,005 41,032 -395
Sep17 170530 158.74 159.75 155.66 157.02 -1.18 21,857 36,570 -458
Oct17 170530 159.27 160.76 156.84 158.14 -1.09 9,276 18,502 +203
Nov17 170530 160.31 161.79 157.95 159.27 -0.97 6,418 21,800 +476
Dec17 170530 161.21 162.64 158.78 160.21 -0.82 16,175 64,843 -2,102
Jan18 170530 159.89 161.61 159.80 161.13 -0.73 1,025 11,994 +18
Feb18 170530 160.97 162.04 160.97 161.57 -0.64 277 4,993 +24
Mar18 170530 163.18 163.18 160.43 161.40 -0.57 1,557 6,038 -336
Apr18 170530 160.20 160.69 160.20 160.53 -0.52 1,164 4,904 +283
May18 170530 160.02 160.02 159.97 159.97 -0.52 269 2,878 -30
Jun18 170530 159.07 160.16 158.47 159.77 -0.49 1,173 16,637 +10
Jul18 170530 160.31 160.31 159.85 159.85 -0.56 75 1,021 +12
Total Volume and Open Interest 235,921 394,882 -8,442
RBOB Gasoline(NYM)
Jun17 170530 164.16 166.00 162.26 163.89 -0.37 36,892 24,010 -5,243
Jul17 170530 162.73 164.42 160.75 162.43 -0.18 91,063 142,685 -1,294
Aug17 170530 160.88 163.11 159.61 161.29 -0.21 38,648 43,332 -2
Sep17 170530 160.44 161.60 158.24 160.01 -0.17 26,862 52,270 +2,723
Oct17 170530 148.71 150.08 146.90 148.59 -0.19 12,607 37,893 -499
Nov17 170530 145.89 147.52 144.81 146.38 -0.21 5,178 23,058 +285
Dec17 170530 144.77 146.02 143.02 144.65 -0.22 7,696 32,423 -284
Jan18 170530 144.91 144.92 142.96 144.36 -0.19 573 6,135 +33
Feb18 170530 144.34 145.06 143.73 145.06 -0.14 355 2,661 -2
Mar18 170530 147.45 147.45 145.36 146.60 -0.11 370 3,707 +43
Total Volume and Open Interest 221,938 391,591 -3,886
e-miNY RBOB Gasoline(NYM)
Jun17 170530 163.90 163.90 163.89 163.90 -0.40 1 0 -1
Jul17 170530 162.40 162.43 162.40 162.40 -0.20      
Aug17 170530 161.30 161.30 161.29 161.30 -0.20      
Sep17 170530 160.00 160.01 160.00 160.00 -0.20      
Total Volume and Open Interest 1    
Natural Gas(NYM)
Jul17 170530 3.250 3.255 3.141 3.145 -0.165 190,510 302,445 +2,078
Aug17 170530 3.292 3.292 3.177 3.181 -0.164 41,728 154,853 +127
Sep17 170530 3.268 3.268 3.161 3.167 -0.157 22,909 154,158 +978
Oct17 170530 3.280 3.282 3.184 3.191 -0.151 36,068 198,642 -705
Nov17 170530 3.341 3.341 3.246 3.253 -0.143 14,254 66,887 +91
Dec17 170530 3.462 3.465 3.377 3.382 -0.134 14,057 72,906 -332
Jan18 170530 3.535 3.540 3.453 3.460 -0.130 18,321 102,840 -626
Feb18 170530 3.499 3.499 3.436 3.440 -0.120 7,022 47,656 +437
Mar18 170530 3.410 3.424 3.363 3.368 -0.106 16,185 71,745 +356
Apr18 170530 2.931 2.934 2.900 2.909 -0.044 12,521 98,778 +138
May18 170530 2.877 2.877 2.849 2.857 -0.033 4,353 36,224 -110
Jun18 170530 2.892 2.892 2.880 2.885 -0.032 1,272 20,654 -26
Jul18 170530 2.910 2.919 2.908 2.915 -0.029 715 24,271 +175
Aug18 170530 2.919 2.929 2.917 2.925 -0.027 326 20,046 +49
Sep18 170530 2.907 2.907 2.893 2.901 -0.028 1,406 18,223 -946
Oct18 170530 2.919 2.925 2.906 2.917 -0.027 1,845 40,966 +99
Total Volume and Open Interest 432,919 1,527,968 -10,951
Brent Crude Oil(ICE)
Jul17 170530 52.25 52.35 51.19 51.84 -0.45 265,833 113,290 -36,419
Aug17 170530 52.59 52.69 51.60 52.24 -0.40 341,994 561,687 +12,566
Sep17 170530 52.83 52.93 51.88 52.51 -0.38 143,521 336,287 -3,662
Oct17 170530 53.04 53.11 52.11 52.72 -0.37 61,611 133,324 -3,562
Nov17 170530 53.17 53.25 52.31 52.89 -0.34 37,186 105,372 -3,529
Dec17 170530 53.28 53.35 52.45 53.03 -0.30 149,848 342,564 +1,949
Jan18 170530 53.35 53.35 52.54 53.11 -0.27 15,033 60,066 +535
Feb18 170530 53.29 53.32 52.59 53.15 -0.23 17,086 48,865 -1,384
Mar18 170530 53.27 53.28 52.60 53.17 -0.19 14,365 56,471 +499
Apr18 170530 53.16 53.16 53.16 53.16 -0.16 1,851 20,516 -193
May18 170530 53.14 53.14 53.14 53.14 -0.12 1,560 22,274 +62
Jun18 170530 52.96 53.25 52.52 53.09 -0.10 30,718 115,354 -88
Jul18 170530 53.06 53.06 53.06 53.06 -0.08 2,951 19,959 +336
Aug18 170530 53.03 53.03 53.03 53.03 -0.07 1,003 14,917 +110
Total Volume and Open Interest 1,142,296 2,462,189 -32,403
Gas Oil(ICE)
Jun17 170530 464.00 464.75 455.25 457.00 -9.25 51,093 122,339 -386
Jul17 170530 463.75 464.75 455.25 457.25 -8.75 76,957 155,141 -2,910
Aug17 170530 465.00 466.25 457.25 459.00 -8.75 42,747 75,598 +4,165
Sep17 170530 468.00 468.00 460.00 462.00 -8.50 23,932 57,700 -262
Oct17 170530 471.00 471.00 463.25 465.25 -8.25 13,151 53,909 +84
Nov17 170530 472.25 472.25 464.75 466.50 -8.25 8,375 35,695 +2,269
Dec17 170530 471.75 472.75 465.25 467.25 -8.00 29,049 106,127 +2,098
Jan18 170530 473.50 474.50 468.25 469.25 -7.75 3,540 20,327 +194
Feb18 170530 474.50 475.75 470.75 470.75 -7.75 1,856 10,956 +54
Mar18 170530 473.75 476.25 470.25 471.75 -7.50 2,127 19,287 +67
Total Volume and Open Interest 265,327 857,822 +5,703
Ethanol(CBOT)
Jun17 170530 1.520 1.520 1.515 1.515 -0.005 31 298 -24
Jul17 170530 1.537 1.537 1.516 1.531 -0.006 256 1,436 -13
Aug17 170530 1.525 1.530 1.525 1.530 -0.006 99 639 -7
Sep17 170530 1.529 1.529 1.529 1.529 -0.006 0 287 +0
Oct17 170530 1.522 1.522 1.522 1.522 -0.006 0 222 +0
Nov17 170530 1.512 1.512 1.512 1.512 -0.006 0 141 +0
Dec17 170530 1.495 1.495 1.495 1.495 -0.006 1 389 +1
Jan18 170530 1.495 1.495 1.495 1.495 -0.006      
Total Volume and Open Interest 387 3,415 -43
WTI Crude Oil(ICE)
Jul17 170530 49.96 50.04 49.04 49.66 -0.34 59,643 71,031 -4,317
Aug17 170530 50.21 50.27 49.28 49.91 -0.33 56,574 67,270 -836
Sep17 170530 50.38 50.44 49.48 50.10 -0.31 28,006 59,622 +4,024
Oct17 170530 50.50 50.56 49.64 50.23 -0.30 9,400 23,169 +1,028
Nov17 170530 50.44 50.54 49.77 50.37 -0.29 5,303 7,407 +191
Dec17 170530 50.78 50.78 49.89 50.48 -0.27 24,504 121,055 +2,089
Jan18 170530 50.51 50.56 50.00 50.56 -0.26 1,178 10,838 +41
Feb18 170530 50.54 50.59 50.23 50.59 -0.25 586 4,820 +8
Mar18 170530 50.23 50.68 50.04 50.58 -0.23 1,075 9,997 +61
Apr18 170530 50.54 50.54 50.54 50.54 -0.22 343 2,405 +63
May18 170530 50.48 50.48 50.48 50.48 -0.21 180 1,119 -4
Jun18 170530 49.97 50.41 49.96 50.41 -0.19 4,921 39,787 +1,198
Jul18 170530 50.34 50.34 50.34 50.34 -0.16 256 707 +50
Aug18 170530 50.28 50.28 50.28 50.28 -0.14 60 1,519 +2
Sep18 170530 50.24 50.24 50.24 50.24 -0.11 243 2,247 +135
Oct18 170530 50.20 50.20 50.20 50.20 -0.10 19 1,507 +17
Total Volume and Open Interest 201,834 577,910 +5,866
US Dollar Index(ICE)
Jun17 170530 97.615 97.700 97.145 97.213 -0.152 24,104 79,417 +546
Sep17 170530 97.410 97.480 96.950 97.007 -0.158 481 3,551 +79
Dec17 170530 97.150 97.150 96.808 96.808 -0.157 14 610 +11
Total Volume and Open Interest 24,600 83,698 +635
Australian Dollar(CME)
Jun17 170530 74.39 74.67 74.14 74.63 +0.22 75,514 124,583 -1,218
Sep17 170530 74.31 74.59 74.05 74.53 +0.21 869 2,641 +170
Dec17 170530 74.10 74.45 74.03 74.45 +0.21 34 163 +21
Total Volume and Open Interest 77,059 128,218 -1,012
British Pound(CME)
Jun17 170530 128.20 128.96 128.01 128.65 +0.61 79,960 251,637 -2,222
Sep17 170530 128.55 129.30 128.38 129.01 +0.61 587 2,015 +256
Dec17 170530 129.00 129.62 128.78 129.38 +0.60 5 666 -21
Total Volume and Open Interest 80,673 255,422 -1,999
Canadian Dollar(CME)
Jun17 170530 74.35 74.50 74.06 74.29 unch 74,748 193,115 -3,299
Sep17 170530 74.52 74.61 74.19 74.41 unch 1,291 4,500 +489
Dec17 170530 74.47 74.73 74.34 74.53 -0.01 122 2,505 +78
Mar18 170530 74.67 74.85 74.48 74.66 -0.01 10 268 +10
Total Volume and Open Interest 76,241 200,985 -2,743
Japanese Yen(CME)
Jun17 170530 89.94 90.43 89.78 90.32 +0.45 111,480 208,427 +2,475
Sep17 170530 90.37 90.81 90.17 90.70 +0.44 872 7,108 +279
Dec17 170530 90.76 91.16 90.63 91.11 +0.44 26 278 +3
Total Volume and Open Interest 112,501 216,300 +2,768
Swiss Franc(CME)
Jun17 170530 102.71 102.88 102.08 102.75 unch 16,128 51,335 -646
Sep17 170530 103.37 103.50 102.69 103.35 unch 184 585 +153
Dec17 170530 103.99 104.01 103.49 103.99 -0.01 1 70 +1
Total Volume and Open Interest 16,313 51,997 -492
EuroFX(CME)
Jun17 170530 111.86 112.17 111.20 111.99 +0.09 146,755 437,199 -4,211
Sep17 170530 112.42 112.70 111.75 112.53 +0.09 2,267 7,764 +1,048
Dec17 170530 112.96 113.31 112.33 113.10 +0.10 198 803 -37
Total Volume and Open Interest 149,869 448,148 -3,151
Mexican Peso(CME)
Jun17 170530 538.75 540.25 532.63 533.00 -6.13 49,770 194,192 +1,242
Jul17 170530 530.50 537.00 530.50 530.50 -6.13 35 8 +3
Total Volume and Open Interest 50,117 219,462 +1,226
Brazilian Real(CME)
Jun17 170530 305.70 307.30 304.35 306.55 +0.70 9,491 19,766 -3,519
Jul17 170530 303.70 304.60 302.65 304.40 +0.70 8,470 8,546 +8,123
Aug17 170530 302.50 302.50 302.50 302.50 +0.50      
Sep17 170530 299.30 300.30 299.30 300.30 +0.65 1 133 +1
Total Volume and Open Interest 17,962 28,445 +4,605
30-Year T-Bonds(CBOT)
Jun17 170530 153~280 154~250 153~230 154~190 +0~220 424,099 327,379 -166,671
Sep17 170530 152~210 153~150 152~140 153~100 +0~220 280,246 493,024 +179,769
Dec17 170530 152~190 152~190 152~190 152~190 +0~220      
Total Volume and Open Interest 704,345 820,403 +13,098
10-Year T-Notes(CBOT)
Jun17 170530 126~055 126~160 126~015 126~140 +0~080 2,433,716 1,528,011 -763,426
Sep17 170530 125~280 126~065 125~240 126~050 +0~085 1,479,954 1,964,471 +777,175
Dec17 170530 125~165 125~275 125~075 125~270 +0~085      
Total Volume and Open Interest 3,913,670 3,492,482 +13,749
5-Year T-Notes(CBOT)
Jun17 170530 118~196 118~252 118~174 118~244 +0~044 1,923,086 1,290,990 -639,859
Sep17 170530 118~034 118~090 118~010 118~084 +0~052 1,472,534 2,137,434 +713,870
Dec17 170530 117~304 117~304 117~304 117~304 +0~052      
Total Volume and Open Interest 3,395,620 3,428,424 +74,011
2 Year T-Notes(CBOT)
Jun17 170530 108~100 108~110 108~094 108~110 +0~010 819,810 484,479 -277,948
Sep17 170530 108~066 108~074 108~060 108~074 +0~010 666,161 904,690 +265,229
Dec17 170530 108~074 108~074 108~074 108~074 +0~010      
Total Volume and Open Interest 1,485,971 1,389,169 -12,719
Eurodollars(CME)
Jun17 170530 98.747 98.757 98.747 98.750 +0.005 187,449 1,519,725 +31,261
Sep17 170530 98.660 98.680 98.660 98.670 +0.015 208,419 1,513,410 +48,673
Dec17 170530 98.585 98.605 98.575 98.595 +0.015 259,899 1,691,564 +2,885
Mar18 170530 98.505 98.530 98.495 98.525 +0.025 193,734 1,126,012 +23,323
Jun18 170530 98.420 98.445 98.405 98.440 +0.025 187,936 1,136,018 +8,378
Sep18 170530 98.330 98.365 98.320 98.360 +0.030 140,390 968,720 +5,877
Dec18 170530 98.240 98.275 98.225 98.270 +0.035 173,014 1,376,755 +15,462
Mar19 170530 98.175 98.220 98.165 98.215 +0.040 107,412 777,437 +7,143
Jun19 170530 98.120 98.165 98.100 98.160 +0.045 77,814 701,133 -1,491
Sep19 170530 98.060 98.110 98.040 98.105 +0.050 60,929 627,319 -529
Dec19 170530 97.980 98.030 97.960 98.030 +0.050 75,373 664,172 +6,077
Mar20 170530 97.930 97.990 97.920 97.985 +0.050 48,777 428,345 +1,622
Jun20 170530 97.890 97.950 97.870 97.940 +0.050 34,990 257,500 +1,116
Sep20 170530 97.840 97.905 97.820 97.895 +0.050 43,163 215,637 +2,671
Dec20 170530 97.790 97.850 97.765 97.840 +0.055 41,328 306,588 +514
Mar21 170530 97.750 97.810 97.730 97.805 +0.055 32,660 132,147 +1,775
Jun21 170530 97.715 97.770 97.690 97.765 +0.055 29,184 135,990 +5,135
Sep21 170530 97.665 97.730 97.645 97.720 +0.055 36,495 83,641 +4,129
Total Volume and Open Interest 1,997,079 13,917,960 +164,986
Ultra T-Bond(CBOT)
Jun17 170530 164~11 165~15 164~07 165~07 +0~27 277,902 159,904 -164,283
Sep17 170530 163~18 164~16 163~07 164~07 +0~27 229,807 618,538 +166,440
Dec17 170530 163~07 163~07 163~07 163~07 +0~27      
Total Volume and Open Interest 507,709 778,442 +2,157
Ultra 10-Yr T-Note(CBOT)
Jun17 170530 135~315 136~155 135~260 136~120 +0~125 189,060 114,309 -75,706
Sep17 170530 135~040 135~190 134~300 135~155 +0~125 120,474 279,177 +80,783
Dec17 170530 135~155 135~155 135~155 135~155 +0~125      
Total Volume and Open Interest 309,534 393,486 +5,077
30 Day Federal Funds(CBOT)
May17 170530 99.095 99.095 99.092 99.095 unch 3,280 230,907 +1,143
Jun17 170530 98.982 98.988 98.978 98.980 -0.005 4,458 77,772 +173
Jul17 170530 98.890 98.900 98.880 98.880 -0.010 53,725 377,313 +4,769
Aug17 170530 98.880 98.885 98.870 98.870 -0.005 33,323 151,396 -2,964
Sep17 170530 98.850 98.860 98.845 98.850 -0.005 13,214 45,158 +3,485
Oct17 170530 98.800 98.810 98.795 98.800 unch 47,786 192,836 +10,956
Total Volume and Open Interest 214,224 1,691,273 +25,608
Japanese Govt Bonds(SGX)
Jun17 170529 150.75 150.79 150.66 150.73 +0.15 647 17,739 +179
Sep17 170529 150.65 150.65 150.65 150.65 +0.14 84 146 +33
Dec17 170529 150.65 150.65 150.65 150.65 +0.14      
Total Volume and Open Interest 731 17,885 +212
Euro-Buxl(EUREX)
Jun17 170530 168.62 169.00 167.98 168.40 -0.30 34,427 180,705 -8,537
Sep17 170530 166.86 167.30 166.32 166.72 -0.30 1,869 45,112 -266
Dec17 170530 164.86 164.86 164.86 164.86 -0.30 2 2 +0
Total Volume and Open Interest 36,298 225,819 -8,803
Euro-Bund(EUREX)
Jun17 170530 162.29 162.43 162.06 162.33 +0.05 638,473 1,757,566 -176,183
Sep17 170530 164.27 164.40 164.03 164.31 +0.06 99,975 354,987 -20,372
Dec17 170530 161.06 161.06 161.06 161.06 +0.05 0 8 +0
Total Volume and Open Interest 738,448 2,112,561 -196,555
Euro-Bobl(EUREX)
Jun17 170530 132.22 132.27 132.05 132.16 -0.04 435,120 1,267,517 -77,796
Sep17 170530 133.00 133.07 132.85 132.97 -0.02 55,774 132,739 -2,085
Dec17 170530 131.86 131.86 131.86 131.86 -0.04      
Total Volume and Open Interest 490,894 1,400,256 -79,881
Euro-Schatz(EUREX)
Jun17 170530 112.29 112.29 112.22 112.25 -0.03 313,999 1,366,675 -156,473
Sep17 170530 112.17 112.18 112.11 112.14 -0.03 25,972 117,683 +8,674
Dec17 170530 113.05 113.05 113.05 113.05 -0.02      
Total Volume and Open Interest 339,971 1,484,358 -147,799
3-Mth Euribor(EUREX)
Jun17 170530 100.330 100.330 100.330 100.330 +0.010 9 34,518 +0
Sep17 170530 100.320 100.320 100.320 100.320 unch 13 5,201 +0
Dec17 170530 100.300 100.305 100.300 100.305 +0.065 12 7,152 +0
Total Volume and Open Interest 148 74,288 +10
Long Gilt(LIFFE)
Jun17 170530 129~20 129~22 129~03 129~11 +0~05 464,196 214,263 -254,924
Sep17 170530 128~19 128~20 128~01 128~09 +0~05 348,869 551,050 +191,839
Total Volume and Open Interest 813,065 765,313 -63,085
3-Mth Short Sterling(LIFFE)
Jun17 170530 99.69 99.70 99.69 99.69 unch 22,593 357,292 +1,479
Sep17 170530 99.68 99.69 99.67 99.68 +0.01 58,163 456,274 +7,570
Dec17 170530 99.65 99.66 99.64 99.65 +0.01 57,868 421,759 -5,661
Mar18 170530 99.62 99.63 99.60 99.62 +0.02 40,439 349,819 -3,572
Jun18 170530 99.57 99.60 99.57 99.59 +0.02 45,728 436,780 -5,350
Sep18 170530 99.54 99.56 99.53 99.55 +0.02 16,081 275,728 +2,678
Total Volume and Open Interest 397,240 3,440,325 -2,905
3-Mth Euribor(LIFFE)
Jun17 170530 100.330 100.330 100.325 100.330 unch 20,512 375,892 -1,139
Sep17 170530 100.325 100.330 100.320 100.320 unch 32,863 472,123 +2,457
Dec17 170530 100.310 100.315 100.300 100.305 unch 32,285 356,350 +4,595
Total Volume and Open Interest 424,537 4,098,288 -3,978
3-Mth Aus T-Bills(SFE)
Jun17 170530 98.28 98.28 98.27 98.28 unch 8,282 128,903 -1,144
Sep17 170530 98.32 98.33 98.31 98.32 unch 20,777 211,184 +1,240
Dec17 170530 98.32 98.34 98.31 98.33 +0.01 15,220 218,059 +2,228
Mar18 170530 98.29 98.32 98.29 98.31 +0.01 11,446 170,468 +1,033
Jun18 170530 98.24 98.28 98.24 98.26 +0.01 11,435 120,609 +1,177
Sep18 170530 98.18 98.22 98.18 98.21 +0.02 6,938 93,153 +2,245
Dec18 170530 98.12 98.15 98.12 98.14 +0.01 6,515 62,844 +1,431
Mar19 170530 98.05 98.09 98.05 98.08 +0.02 2,428 41,343 -81
Jun19 170530 97.98 98.02 97.98 98.01 +0.02 422 11,785 -43
Sep19 170530 97.93 97.96 97.93 97.95 +0.02 119 1,851 -125
Total Volume and Open Interest 83,704 1,065,992 +7,725
10-Year Aus T-Bonds(SFE)
Jun17 170530 97.56 97.60 97.55 97.58 +0.02 106,567 978,913 +4,737
Sep17 170530 97.53 97.57 97.53 97.55 +0.02 2 232 +2
Total Volume and Open Interest 106,569 979,145 +4,739
3-Year Aus T-Bonds(SFE)
Jun17 170530 98.28 98.33 98.27 98.31 +0.02 201,973 979,291 +38,665
Sep17 170530 98.30 98.30 98.30 98.30 +0.03 0 26 +0
Total Volume and Open Interest 201,973 979,317 +38,665
Gold(CMX)
Jun17 170530 1267.4 1270.0 1258.4 1262.1 -6.0 202,847 126,399 -25,527
Aug17 170530 1271.2 1273.4 1261.8 1265.7 -5.7 63,165 237,269 +26,264
Oct17 170530 1273.7 1276.8 1265.5 1269.3 -5.6 1,281 8,149 -386
Dec17 170530 1278.2 1280.3 1269.0 1272.8 -5.5 6,447 72,412 +2,590
Feb18 170530 1279.5 1282.9 1273.5 1276.1 -5.6 443 9,071 +30
Apr18 170530 1283.7 1284.7 1276.3 1279.4 -5.6 10 3,285 -10
Jun18 170530 1287.0 1290.4 1282.7 1282.7 -5.6 36 4,638 +19
Aug18 170530 1287.1 1287.1 1286.2 1286.2 -5.5 3 737 +3
Oct18 170530 1289.7 1289.7 1289.7 1289.7 -5.5 0 292 +0
Dec18 170530 1301.4 1301.4 1293.2 1293.2 -5.6 13 5,914 +2
Feb19 170530 1296.9 1296.9 1296.9 1296.9 -5.6 0 3 +0
Apr19 170530 1300.8 1300.8 1300.8 1300.8        
Silver(CMX)
Jul17 170530 1734.0 1746.5 1720.5 1742.7 +10.4 57,923 142,224 -3,035
Sep17 170530 1742.5 1754.0 1728.0 1750.2 +10.4 4,305 25,442 +528
Dec17 170530 1753.5 1762.0 1738.0 1760.3 +10.4 3,514 30,121 +1,046
Mar18 170530 1764.0 1773.0 1764.0 1770.3 +10.3 326 1,373 -43
May18 170530 1770.0 1776.7 1770.0 1776.7 +10.0 0 367 +0
Jul18 170530 1769.5 1783.9 1769.5 1783.9 +9.9 0 292 +0
Sep18 170530 1791.4 1791.4 1791.4 1791.4 +9.9 0 16 +0
Total Volume and Open Interest 66,804 201,865 -1,595
Platinum(NYMEX)
Jul17 170530 963.1 964.8 939.8 941.1 -21.8 11,940 58,825 -807
Oct17 170530 964.9 964.9 943.0 944.2 -21.9 742 9,611 +339
Jan18 170530 965.7 965.7 948.0 948.2 -21.1 27 516 +4
Apr18 170530 955.0 955.0 955.0 955.0 -20.7 0 90 +0
Total Volume and Open Interest 12,736 69,175 -489
Palladium(NYMEX)
Jun17 170530 789.50 808.70 789.00 806.20 +19.10 5,435 6,331 -2,751
Sep17 170530 788.50 805.00 788.45 802.65 +15.95 4,292 24,329 +1,953
Dec17 170530 791.85 803.00 791.85 802.05 +15.75 9 315 +5
Total Volume and Open Interest 9,746 30,991 -795
Copper(CMX)
Jul17 170530 256.80 259.45 253.90 256.40 -0.20 80,172 117,854 -2,242
Sep17 170530 257.90 260.75 255.40 257.80 -0.15 12,254 48,890 -150
Dec17 170530 259.85 261.05 257.00 259.40 -0.10 5,278 43,249 +436
Mar18 170530 261.30 262.15 258.55 260.55 -0.15 901 12,042 -471
May18 170530 260.45 261.30 260.45 261.30 -0.15 48 4,221 +12
Total Volume and Open Interest 100,120 252,939 -2,637
E-mini DJIA Index(CBOT)
Jun17 170530 21070 21091 20998 21015 -51 113,070 119,082 -1,408
Sep17 170530 21023 21085 20950 20963 -50 163 757 +40
Dec17 170530 20913 20913 20913 20913 -50 2 45 +0
Mar18 170530 20883 20883 20883 20883 -50      
Total Volume and Open Interest 113,235 119,884 -1,368
S & P 500(CME)
Jun17 170530 2415.90 2416.70 2407.90 2410.70 -3.10 3,367 79,627 +2,267
Sep17 170530 2408.10 2411.60 2407.10 2408.10 -3.00 92 523 -74
Dec17 170530 2405.10 2408.50 2404.00 2405.10 -2.90 0 90 +0
Mar18 170530 2402.80 2406.20 2401.70 2402.80 -2.90      
Total Volume and Open Interest 3,459 80,240 +2,193
S & P 500 E-Mini(Globex)
Jun17 170530 2414.00 2417.00 2407.75 2410.75 -3.00 1,315,611 3,036,957 +13,321
Sep17 170530 2411.25 2414.25 2405.25 2408.00 -3.00 9,002 47,853 +3,089
Dec17 170530 2410.50 2410.50 2403.00 2405.00 -3.00 499 12,492 +267
Mar18 170530 2405.00 2405.00 2402.75 2402.75 -3.00 12 531 +2
Total Volume and Open Interest 1,325,124 3,097,833 +16,679
NASDAQ 100 E-Mini(Globex)
Jun17 170530 5793.00 5803.50 5778.30 5792.00 -0.30 239,940 273,737 +5,202
Sep17 170530 5799.80 5808.00 5784.50 5797.80 unch 1,125 1,756 +151
Dec17 170530 5797.50 5810.00 5791.00 5802.30 unch 29 658 +5
Total Volume and Open Interest 241,095 276,168 +5,358
S&P Midcap 400(CME) e-Mini
Jun17 170530 1725.70 1727.90 1715.20 1720.40 -5.10 12,537 91,990 -473
Sep17 170530 1719.00 1724.70 1716.80 1719.00 -5.10 2 3 +1
Dec17 170530 1715.70 1715.70 1715.70 1715.70 -5.10      
Total Volume and Open Interest 12,539 91,993 -472
Volatility Index(CBOE)
May17 170517 11.10 12.35 11.00 12.20 +1.12 88,123 125,711 -15,208
Jun17 170530 11.95 12.20 11.75 11.83 -0.10 123,340 272,865 +14,611
Jul17 170530 12.90 13.05 12.67 12.73 -0.20 65,770 127,308 +10,763
Aug17 170530 13.76 13.88 13.55 13.58 -0.20 24,021 50,386 +1,121
Total Volume and Open Interest 240,302 553,799 +28,576
S & P 600(CME)
Jun17 170530 832.90 832.90 832.90 832.90 -4.60      
Sep17 170530 831.60 831.60 831.60 831.60 -4.60      
Total Volume and Open Interest      
Russell 2000 Mini(ICE)
Jun17 170530 1378.60 1380.30 1367.80 1370.00 -9.80 97,886 564,246 -1,296
Sep17 170530 1376.70 1377.30 1368.80 1368.80 -10.00 89 2,098 +32
Dec17 170530 1367.80 1367.80 1367.80 1367.80 -10.00 0 80 +0
Total Volume and Open Interest 97,975 566,424 -1,264
Nikkei 225(CME)
Jun17 170530 19705 19745 19570 19620 -95 10,890 40,278 +67
Sep17 170530 19750 19750 19615 19645 -95 72 144 +21
Total Volume and Open Interest 10,962 40,422 +88
Nikkei 225(SGX)
Jun17 170530 19650 19680 19610 19665 -25 62,520 235,575 +1,376
Sep17 170530 19615 19630 19615 19630 -20 398 7,100 +347
Dec17 170530 19505 19505 19505 19505 -25 0 2,414 +0
Total Volume and Open Interest 62,919 250,791 +1,724
Nikkei 225 Mini(JPX)
Jun17 170529 19685 19740 19590 19680 -120 762,281 500,859 +2,634
Sep17 170529 19650 19700 19555 19640 -130 19,585 37,601 +1,159
Dec17 170529 19520 19575 19430 19520 -120 708 3,161 +15
Total Volume and Open Interest 790,329 580,474 +3,866
Nikkei 225(JPX)
Jun17 170529 19690 19740 19590 19680 -120 49,127 353,783 -1,112
Sep17 170529 19650 19700 19550 19640 -130 3,469 28,807 +1,331
Dec17 170529 19520 19560 19430 19520 -120 35 39,521 +33
Total Volume and Open Interest 52,634 486,716 +254
Nikkei 225(CME) Yen
Jun17 170530 19710 19740 19570 19625 -80 37,083 81,858 -8
Sep17 170530 19680 19690 19540 19590 -80 93 374 +60
Dec17 170530 19480 19480 19480 19480 -80      
Total Volume and Open Interest 37,176 82,232 +52
Nikkei 225(CME) e-Mini Yen
Jun17 170530 19630 19630 19625 19630 -80 0 25 +0
Sep17 170530 19590 19590 19590 19590 -80      
Dec17 170530 19480 19480 19480 19480 -80      
Total Volume and Open Interest 0 25 +0
CAC 40(EURONEXT)
Jun17 170530 5290.0 5290.0 5247.0 5281.5 -12.0 65,723 408,277 -4,645
Jul17 170530 5276.0 5277.5 5242.5 5271.5 -12.0 21 494 +0
Aug17 170530 5270.0 5270.0 5270.0 5270.0 -12.0      
Sep17 170530 5266.5 5269.5 5266.5 5269.5 -12.0 1 8,717 +1
Total Volume and Open Interest 65,745 431,870 -4,644
Hang Seng Index(HKFE)
May17 170529 25620 25699 25576 25684 +59 172,666 73,594 -38,317
Jun17 170529 25418 25555 25358 25483 +63 91,853 109,213 +40,753
Total Volume and Open Interest 266,484 192,139 +3,011
DAX(EUREX)
Jun17 170530 12610.0 12647.5 12562.5 12588.5 -39.5 65,557 150,200 -7,706
Sep17 170530 12605.0 12637.0 12563.5 12579.0 -39.0 482 7,650 -26
Dec17 170530 12562.0 12617.0 12562.0 12568.5 -39.5 7 3,753 +1
Total Volume and Open Interest 66,046 161,603 -7,731
Mini-DAX(EUREX)
Jun17 170530 12610.0 12648.0 12562.0 12588.5 -39.5 20,258 12,638 -572
Sep17 170530 12608.0 12632.0 12575.0 12579.0 -39.0 160 857 -3
Dec17 170530 12568.5 12568.5 12568.5 12568.5 -39.5 0 67 -8
Total Volume and Open Interest 20,418 13,562 -583
DJ EuroSTOXX 50(EUREX)
Jun17 170530 3555 3558 3534 3547 -15 746,070 3,944,938 -41,755
Sep17 170530 3548 3549 3528 3538 -16 610 71,356 +555
Dec17 170530 3526 3526 3525 3525 -15 201 38,463 +2
Total Volume and Open Interest 746,881 4,054,757 -41,198
Swiss Market Index(EUREX)
Jun17 170530 9018 9036 8966 9015 -25 28,121 198,000 -3,939
Sep17 170530 9008 9008 8953 8994 -25 21 5,394 +117
Dec17 170530 8965 8965 8965 8965 -25 5 152 +0
Total Volume and Open Interest 28,147 203,546 -3,822
FT-SE 100(EURONEXT)
Jun17 170530 7537.50 7537.50 7480.50 7508.50 -26.50 76,484 771,770 -633
Sep17 170530 7438.00 7454.50 7426.50 7443.00 -27.00 24 11,477 -269
Dec17 170530 7401.00 7401.00 7401.00 7401.00 -27.50 0 1,403 +0
Total Volume and Open Interest 76,508 784,650 -902
SPI 200(SFE)
Jun17 170530 5713.0 5732.0 5682.0 5722.0 +9.0 32,530 302,569 +931
Sep17 170530 5657.0 5665.0 5630.0 5665.0 +9.0 1 2,505 +0
Dec17 170530 5649.0 5649.0 5649.0 5649.0 +9.0 0 1,402 +0
Total Volume and Open Interest 32,531 307,794 +931
FTSE MIB(ISE)
Jun17 170530 20655.00 20830.00 20565.00 20806.00 +2.00 28,711 48,416 -1,382
Sep17 170530 20580.00 20740.00 20485.00 20719.00 +2.00 43 284 +24
Dec17 170530 20604.00 20604.00 20604.00 20604.00 +9.00 0 2 +0
Total Volume and Open Interest 28,754 48,702 -1,358
KOSPI 200(KFE)
Jun17 170530 306.85 307.15 303.20 304.45 -2.45 279,088 284,204 -551
Sep17 170530 307.60 307.95 304.10 305.35 -2.40 2,255 46,964 +624
Dec17 170530 308.00 308.50 305.00 306.65 -1.85 70 27,323 +665
Total Volume and Open Interest 281,423 381,738 +974
GSCI(CME)
Jun17 170530 382.25 383.65 380.60 382.95 -2.50 28 14,910 +10
Jul17 170530 384.00 385.55 382.80 385.00 -2.25      
Aug17 170530 387.95 387.95 387.95 387.95 -2.25      
Total Volume and Open Interest 28 14,910 +10
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

Banner

Login

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