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 June 20, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul17 170620 937.25 940.75 926.00 927.75 -10.00 95,007 219,667 -14,060
Aug17 170620 942.00 944.75 929.75 931.50 -10.25 19,556 69,327 +1,621
Sep17 170620 943.00 946.50 931.25 933.25 -10.50 8,090 32,446 +532
Nov17 170620 948.50 951.75 936.25 938.75 -9.75 58,792 298,505 +7,887
Jan18 170620 955.50 958.50 943.50 946.25 -9.25 3,703 27,144 +892
Mar18 170620 962.00 963.75 949.00 952.25 -8.50 1,916 18,281 +321
May18 170620 967.75 969.00 955.25 958.00 -8.50 941 10,911 +47
Jul18 170620 973.50 974.75 961.00 963.75 -8.25 948 15,794 +309
Aug18 170620 960.00 962.75 960.00 962.75 -8.00 129 800 +103
Sep18 170620 952.75 952.75 952.75 952.75 -7.50 0 57 +0
Nov18 170620 958.25 958.25 947.25 950.75 -6.25 342 7,754 +127
Jan19 170620 955.75 955.75 955.75 955.75 -6.25 0 70 +0
Mar19 170620 955.25 955.25 955.25 955.25 -6.25 0 7 +0
May19 170620 956.50 956.50 956.50 956.50 -6.25 0 7 +0
Total Volume and Open Interest 189,432 700,913 -2,214
Soybean Meal(CBOT)
Jul17 170620 301.10 302.40 299.50 300.90 -0.60 45,567 110,020 -3,674
Aug17 170620 302.90 304.10 301.40 302.60 -0.70 12,398 45,311 +420
Sep17 170620 304.10 305.90 303.00 304.00 -1.00 4,048 31,852 +156
Oct17 170620 305.30 306.10 303.40 304.60 -1.10 2,596 20,443 -248
Dec17 170620 306.20 308.20 305.10 306.20 -1.10 19,108 141,116 +2,946
Jan18 170620 308.20 308.90 306.20 307.20 -1.00 1,714 15,186 +195
Mar18 170620 309.00 310.00 307.40 308.40 -1.00 1,488 11,744 +529
May18 170620 310.50 310.50 308.50 309.30 -1.10 720 7,541 +100
Jul18 170620 312.10 312.10 310.00 310.70 -1.00 662 9,477 -27
Aug18 170620 311.70 311.70 310.20 310.80 -0.90 222 1,912 +44
Total Volume and Open Interest 88,881 401,063 +568
Soybean Oil(CBOT)
Jul17 170620 32.82 32.96 31.96 32.02 -0.80 64,112 109,579 -7,496
Aug17 170620 33.00 33.08 32.09 32.14 -0.81 17,794 51,304 +1,039
Sep17 170620 33.13 33.17 32.22 32.27 -0.80 8,926 33,177 +1,090
Oct17 170620 33.25 33.27 32.33 32.38 -0.80 3,373 16,125 -376
Dec17 170620 33.44 33.54 32.55 32.62 -0.78 36,608 147,398 +1,672
Jan18 170620 33.55 33.57 32.69 32.78 -0.74 2,291 15,410 -249
Mar18 170620 33.68 33.72 32.84 32.95 -0.72 1,433 15,562 +279
May18 170620 33.74 33.74 33.00 33.07 -0.69 750 6,419 +55
Jul18 170620 33.84 33.84 33.12 33.17 -0.70 2,043 8,660 +733
Aug18 170620 33.96 33.96 33.17 33.17 -0.69 177 1,001 +12
Total Volume and Open Interest 137,752 410,455 -3,248
Canola(WCE)
Jul17 170620 516.8 517.3 509.4 510.4 -6.9 7,160 49,093 -4,122
Nov17 170620 489.7 491.2 482.5 483.4 -6.3 7,258 105,250 +2,242
Jan18 170620 496.0 496.6 488.7 489.2 -6.5 435 13,353 -71
Mar18 170620 499.6 499.6 494.5 495.0 -6.4 83 2,619 +63
May18 170620 497.2 497.2 497.2 497.2 -6.4 0 255 +0
Total Volume and Open Interest 14,937 170,665 -1,888
Corn(CBOT)
Jul17 170620 376.25 377.50 369.25 370.00 -5.25 206,387 382,743 -23,722
Sep17 170620 384.50 385.50 377.00 378.00 -5.25 101,923 434,737 +10,500
Dec17 170620 394.25 395.25 386.75 388.00 -5.25 106,005 405,011 +7,897
Mar18 170620 403.00 404.25 396.50 397.75 -4.75 18,870 89,698 +1,291
May18 170620 408.75 409.50 402.50 403.50 -4.50 2,159 17,729 +330
Jul18 170620 414.00 415.00 407.50 408.75 -4.25 4,549 49,570 +791
Sep18 170620 406.00 406.00 403.00 403.75 -3.75 299 6,660 +6
Dec18 170620 411.50 412.25 405.50 406.50 -4.00 3,029 29,312 +130
Mar19 170620 413.50 413.75 413.00 413.00 -4.00 13 663 +2
May19 170620 416.75 416.75 416.75 416.75 -4.00 0 216 +0
Total Volume and Open Interest 443,244 1,417,310 -2,770
Wheat(CBOT)
Jul17 170620 469.00 474.75 463.00 472.50 +5.50 117,468 120,522 -8,254
Sep17 170620 485.25 490.00 478.25 487.75 +4.75 82,325 165,431 +9,443
Dec17 170620 504.75 510.50 499.25 509.00 +5.25 31,952 103,360 +4,321
Mar18 170620 520.25 524.25 513.75 523.00 +4.75 5,984 28,216 +1,386
May18 170620 532.00 534.25 525.25 533.75 +4.25 1,257 9,699 +579
Jul18 170620 537.25 542.75 532.25 540.50 +3.50 2,699 14,500 +536
Total Volume and Open Interest 242,806 445,184 +8,611
Wheat(KCBT)
Jul17 170620 474.00 481.00 466.25 474.25 +1.75 44,030 80,393 -9,268
Sep17 170620 492.00 499.25 484.00 492.25 +1.50 32,398 91,893 +4,802
Dec17 170620 517.25 524.25 509.50 517.75 +1.25 15,245 66,939 +1,394
Mar18 170620 531.75 537.50 523.25 532.25 +2.00 3,490 24,629 +907
May18 170620 538.50 543.00 533.50 541.25 +1.75 818 5,534 -114
Jul18 170620 546.50 553.50 540.00 548.25 +2.00 980 9,313 +270
Sep18 170620 551.00 557.50 551.00 557.50 +1.75 146 641 +16
Total Volume and Open Interest 97,230 279,768 -1,944
Wheat(MGE)
Jul17 170620 653.50 657.00 640.00 656.25 +16.75 6,184 21,363 -585
Sep17 170620 658.25 662.00 643.75 659.25 +15.50 7,565 32,324 +2,109
Dec17 170620 655.00 658.75 642.50 658.50 +15.25 3,309 18,233 +895
Mar18 170620 652.25 656.25 641.00 656.00 +13.75 1,415 9,196 +363
May18 170620 647.25 651.25 637.50 651.25 +11.75 384 3,707 +51
Jul18 170620 642.75 646.00 631.00 646.00 +10.25 159 1,416 +32
Total Volume and Open Interest 19,156 86,665 +2,932
Oats(CBOT)
Jul17 170620 269.25 270.00 261.00 261.25 -7.00 553 3,530 -248
Sep17 170620 264.00 264.00 256.75 256.75 -5.25 360 1,113 +215
Dec17 170620 253.50 255.00 251.00 251.25 -1.75 288 2,322 +145
Mar18 170620 244.00 244.00 242.25 242.25 -5.50 13 122 +6
Total Volume and Open Interest 1,214 7,087 +118
Rough Rice(CBOT)
Jul17 170620 11.45 11.49 11.34 11.37 -0.15 685 4,341 -246
Sep17 170620 11.71 11.78 11.64 11.65 -0.16 586 5,028 +377
Nov17 170620 11.95 12.00 11.87 11.90 -0.15 125 474 +26
Jan18 170620 12.06 12.20 12.06 12.06 -0.12 11 14 -4
Total Volume and Open Interest 1,417 9,910 +153
Live Cattle(CME)
Jun17 170620 120.035 121.035 118.035 120.350 +0.350 2,416 8,227 -1,018
Aug17 170620 115.800 116.430 113.650 115.900 -0.200 16,851 185,092 -689
Oct17 170620 113.300 113.850 111.400 113.500 -0.200 7,770 108,629 -25
Dec17 170620 113.830 114.650 112.180 114.400 -0.030 4,217 58,815 +47
Feb18 170620 114.300 114.830 112.580 114.650 -0.080 2,427 26,331 +94
Apr18 170620 112.450 112.750 110.750 112.500 -0.330 1,196 11,026 +237
Total Volume and Open Interest 35,111 404,478 -1,324
Feeder Cattle(CME)
Aug17 170620 144.150 144.935 140.785 143.935 -1.065 4,179 30,691 -302
Sep17 170620 143.450 144.100 140.250 143.330 -1.155 1,468 9,951 +20
Oct17 170620 142.380 142.380 138.935 141.750 -1.150 1,121 6,626 +7
Nov17 170620 140.850 140.985 137.750 140.330 -1.120 529 4,610 -12
Jan18 170620 135.000 135.650 132.700 135.200 -1.125 271 2,499 -7
Mar18 170620 133.435 133.880 131.185 133.450 -0.950 61 681 -6
Apr18 170620 131.300 132.900 131.185 132.900 -1.600 0 21 +0
Total Volume and Open Interest 7,629 55,091 -300
Lean Hogs(CME)
Jul17 170620 84.500 85.285 84.200 85.000 +1.100 11,310 35,024 -188
Aug17 170620 81.850 82.285 80.785 81.650 +0.170 14,808 87,546 -431
Oct17 170620 69.480 69.750 68.580 69.700 +0.315 7,588 56,847 +1,579
Dec17 170620 63.550 63.700 62.430 63.450 -0.085 3,474 31,478 +334
Feb18 170620 66.680 67.100 65.700 66.900 unch 1,949 13,906 +266
Apr18 170620 70.400 70.400 68.750 70.080 -0.205 721 13,301 +72
May18 170620 74.400 74.400 74.000 74.100 -0.150 7 185 -1
Jun18 170620 77.730 77.730 76.035 77.330 -0.400 200 5,078 -29
Total Volume and Open Interest 40,213 244,229 +1,624
Class III Milk(CME)
Jun17 170620 16.33 16.34 16.31 16.33 +0.01 191 5,221 +47
Jul17 170620 16.15 16.20 15.95 15.97 -0.25 460 4,397 +22
Aug17 170620 16.85 16.88 16.70 16.73 -0.15 215 3,893 -4
Sep17 170620 17.12 17.12 16.97 16.99 -0.16 192 3,724 +53
Oct17 170620 17.12 17.20 17.12 17.14 -0.08 22 2,881 +1
Nov17 170620 17.10 17.12 17.08 17.10 -0.06 39 2,559 +8
Dec17 170620 16.98 16.98 16.92 16.92 -0.05 33 2,471 +8
Jan18 170620 16.70 16.70 16.70 16.70 unch 4 759 +3
Feb18 170620 16.66 16.66 16.66 16.66 +0.01 5 737 +0
Mar18 170620 16.61 16.62 16.61 16.61 +0.02 8 646 +2
Apr18 170620 16.55 16.55 16.55 16.55 +0.04 2 518 +1
May18 170620 16.55 16.56 16.55 16.56 +0.01 0 489 +0
Jun18 170620 16.70 16.71 16.70 16.71 +0.01 0 436 +0
Total Volume and Open Interest 1,171 29,304 +141
Cocoa(ICE)
Jul17 170620 1899 1906 1878 1878 -20 6,033 1,397 -3,514
Sep17 170620 1942 1949 1907 1918 -16 21,644 126,462 +1,489
Dec17 170620 1967 1973 1935 1942 -19 6,570 52,439 -776
Mar18 170620 1996 2000 1962 1969 -19 3,871 24,111 -490
May18 170620 2016 2016 1981 1989 -18 424 9,874 -10
Jul18 170620 2034 2034 2004 2007 -18 453 7,971 +168
Sep18 170620 2050 2050 2020 2025 -17 403 6,842 +195
Total Volume and Open Interest 39,509 240,349 -2,913
Coffee "C"(ICE)
Jul17 170620 123.70 124.05 120.80 121.95 -2.25 11,985 17,565 -5,337
Sep17 170620 126.20 126.45 123.30 124.60 -2.00 27,553 113,886 +3,632
Dec17 170620 129.80 129.85 126.85 128.10 -1.95 6,115 44,609 +917
Mar18 170620 133.10 133.35 130.35 131.55 -1.95 2,620 18,159 +474
May18 170620 135.45 135.65 132.75 133.90 -1.95 1,174 11,282 +103
Jul18 170620 137.90 137.90 135.00 136.10 -1.95 530 3,212 -61
Total Volume and Open Interest 50,579 218,329 -305
Orange Juice(ICE)
Jul17 170620 138.10 140.50 134.65 135.60 -3.40 1,008 4,726 -662
Sep17 170620 134.70 135.90 132.80 133.05 -1.85 737 4,891 +417
Nov17 170620 133.70 135.15 133.05 133.25 -1.10 113 1,694 +39
Jan18 170620 134.20 134.50 133.85 134.00 -0.55 18 694 -5
Mar18 170620 136.50 136.50 136.00 136.00 -0.60 18 216 +16
May18 170620 137.25 137.25 137.25 137.25 -0.40 0 136 +0
Total Volume and Open Interest 1,894 12,357 -195
Sugar #11(ICE)
Jul17 170620 13.47 13.70 13.35 13.61 +0.15 42,575 140,319 -16,092
Oct17 170620 13.68 13.89 13.53 13.82 +0.15 51,457 391,318 +6,309
Mar18 170620 14.35 14.54 14.21 14.45 +0.12 12,754 157,742 +1,450
May18 170620 14.30 14.48 14.15 14.36 +0.09 7,310 49,849 +1,351
Jul18 170620 14.33 14.52 14.21 14.40 +0.08 3,345 31,091 +6
Oct18 170620 14.60 14.71 14.50 14.65 +0.05 1,232 36,118 +473
Mar19 170620 15.16 15.22 15.05 15.19 +0.03 632 15,808 +2
May19 170620 15.23 15.32 15.15 15.28 +0.01 128 3,956 +31
Total Volume and Open Interest 119,531 836,064 -6,503
London Cocoa(LCE)
Jul17 170620 1550 1568 1542 1555 +5 8,703 60,150 -2,864
Sep17 170620 1553 1572 1543 1556 +3 13,167 57,052 +1,528
Dec17 170620 1575 1593 1565 1577 +2 5,403 61,701 -79
Mar18 170620 1599 1613 1584 1596 +1 2,961 44,491 +203
May18 170620 1619 1626 1599 1610 +1 245 14,958 -53
Jul18 170620 1632 1641 1616 1624 +1 325 8,959 -11
Sep18 170620 1644 1653 1629 1637 +3 60 7,509 +19
Total Volume and Open Interest 30,934 258,706 -1,256
London Sugar(LCE)
Aug17 170620 403.30 407.90 401.40 407.50 +4.90 4,141 44,476 -788
Oct17 170620 386.40 391.30 384.20 390.60 +4.90 2,065 29,490 +828
Dec17 170620 387.50 391.90 385.30 391.40 +4.60 515 11,540 +181
Mar18 170620 393.50 396.00 390.60 395.60 +4.10 283 7,220 +154
May18 170620 398.10 399.90 395.40 399.70 +3.00 152 3,272 +19
Total Volume and Open Interest 7,220 99,326 +437
Cotton(ICE)
Jul17 170620 71.54 71.65 70.80 71.35 -0.04 18,087 19,646 -17,036
Oct17 170620 70.00 70.50 68.20 69.04 -1.32 10 121 -1
Dec17 170620 69.29 69.29 68.51 68.97 -0.07 24,444 159,142 +304
Mar18 170620 69.09 69.15 68.50 68.91 -0.01 3,361 24,909 -564
May18 170620 69.26 69.42 68.97 69.35 +0.01 404 2,703 +42
Jul18 170620 69.66 69.81 69.37 69.75 +0.04 81 3,612 +11
Total Volume and Open Interest 46,482 215,054 -17,188
Lumber(CME)
Jul17 170620 368.2 369.3 363.3 363.6 -4.6 247 2,165 -23
Sep17 170620 356.1 356.8 350.0 350.0 -5.6 92 1,325 +35
Nov17 170620 344.1 344.4 342.2 342.3 -3.7 22 610 +11
Jan18 170620 353.0 353.0 353.0 353.0 -0.4 4 95 +3
Total Volume and Open Interest 365 4,229 +26
Crude Oil(NYM)
Jul17 170620 44.11 44.40 42.75 43.23 -0.97 191,824 69,781 -35,084
Aug17 170620 44.33 44.69 42.94 43.51 -0.92 393,720 507,715 +16,515
Sep17 170620 44.58 44.94 43.21 43.77 -0.92 63,829 289,135 +4,355
Oct17 170620 44.85 45.16 43.48 44.02 -0.90 24,293 103,712 -426
Nov17 170620 45.15 45.40 43.79 44.30 -0.89 23,568 107,533 -2,314
Dec17 170620 45.40 45.72 44.04 44.58 -0.88 55,857 308,224 +2,309
Jan18 170620 45.68 45.92 44.34 44.84 -0.88 9,035 86,812 -168
Feb18 170620 45.93 46.03 44.69 45.07 -0.86 3,260 38,204 +88
Mar18 170620 46.18 46.32 44.82 45.27 -0.85 7,070 60,041 +165
Apr18 170620 46.33 46.48 45.12 45.46 -0.83 1,735 18,583 -113
May18 170620 46.47 46.63 45.32 45.63 -0.81 2,471 26,035 -208
Jun18 170620 46.67 46.83 45.40 45.79 -0.79 14,909 120,848 +1,635
Jul18 170620 46.63 46.63 45.66 45.93 -0.77 1,998 19,305 +886
Aug18 170620 46.08 46.08 46.08 46.08 -0.74 1,192 11,938 -489
Sep18 170620 46.22 46.22 46.22 46.22 -0.71 1,010 28,146 -113
Oct18 170620 46.36 46.36 46.36 46.36 -0.68 682 12,879 +96
Total Volume and Open Interest 821,323 2,129,719 -13,067
e-miNY Crude Oil(NYM)
Aug17 170620 44.325 44.675 42.950 43.500 -0.925 2,020 2,210 +347
Sep17 170620 44.750 44.900 43.250 43.775 -0.925 78 614 +24
Oct17 170620 45.000 45.100 43.600 44.025 -0.900 11 294 -1
Nov17 170620 45.275 45.275 44.025 44.300 -0.900 0 119 +0
Dec17 170620 45.650 45.800 44.175 44.575 -0.875 3 411 +1
Jan18 170620 45.900 45.900 44.850 44.850 -0.875 0 178 +0
Feb18 170620 45.075 45.075 45.075 45.075 -0.850 0 34 +0
Mar18 170620 45.275 45.275 45.275 45.275 -0.850 0 17 +0
Apr18 170620 45.450 45.450 45.450 45.450 -0.850 0 43 +0
May18 170620 45.625 45.625 45.625 45.625 -0.825 0 45 +0
Total Volume and Open Interest 8,280 6,809 -453
NY Harbor ULSD(NYM)
Jul17 170620 140.87 141.99 138.24 139.49 -1.62 43,799 58,840 -8,371
Aug17 170620 141.44 142.75 138.96 140.22 -1.64 38,051 101,950 +6,592
Sep17 170620 142.82 143.70 139.91 141.15 -1.70 19,410 61,573 +3,536
Oct17 170620 143.95 144.76 140.98 142.17 -1.76 11,165 33,037 +940
Nov17 170620 145.23 145.94 142.25 143.40 -1.78 5,218 18,812 +556
Dec17 170620 146.37 147.16 143.41 144.61 -1.77 8,372 55,951 -48
Jan18 170620 147.55 148.03 144.65 145.82 -1.78 2,281 16,552 +521
Feb18 170620 146.40 146.70 145.54 146.59 -1.76 374 6,334 +71
Mar18 170620 146.60 146.81 145.69 146.81 -1.72 618 13,674 -21
Apr18 170620 147.61 147.61 145.53 146.44 -1.66 541 5,364 -218
May18 170620 147.41 147.41 145.74 146.56 -1.61 144 3,177 +21
Jun18 170620 148.00 148.00 145.88 147.01 -1.55 1,180 16,486 +0
Jul18 170620 148.25 148.25 147.00 147.69 -1.48 44 1,348 +6
Aug18 170620 148.80 149.25 147.61 148.39 -1.41 25 1,166 +3
Total Volume and Open Interest 133,514 415,930 +2,614
RBOB Gasoline(NYM)
Jul17 170620 144.86 145.71 141.65 142.40 -2.66 58,859 75,617 -5,148
Aug17 170620 143.82 145.10 141.07 141.88 -2.58 54,107 99,910 +3,967
Sep17 170620 143.46 144.15 140.33 141.18 -2.49 32,747 74,373 +3,564
Oct17 170620 134.86 135.24 131.45 132.30 -2.35 15,359 43,963 -1,108
Nov17 170620 132.80 133.24 129.70 130.62 -2.27 8,726 29,316 -468
Dec17 170620 131.99 132.16 128.64 129.60 -2.12 8,117 36,810 -160
Jan18 170620 130.46 130.46 128.93 130.01 -1.97 3,321 7,285 +428
Feb18 170620 130.69 131.39 130.40 131.24 -1.86 1,464 5,931 +368
Mar18 170620 132.95 133.26 132.90 133.26 -1.75 866 5,212 +267
Apr18 170620 151.50 151.50 150.49 150.93 -1.67 457 5,094 +147
Total Volume and Open Interest 184,699 405,897 +1,825
e-miNY RBOB Gasoline(NYM)
Jul17 170620 142.40 142.40 142.40 142.40 -2.70 1 1 +0
Aug17 170620 141.90 141.90 141.88 141.90 -2.60      
Sep17 170620 141.20 141.20 141.18 141.20 -2.50      
Oct17 170620 132.30 132.30 132.30 132.30 -2.40      
Total Volume and Open Interest 1 1 +0
Natural Gas(NYM)
Jul17 170620 2.897 2.913 2.879 2.907 +0.013 121,174 127,316 -14,504
Aug17 170620 2.927 2.936 2.903 2.930 +0.013 79,423 229,670 +2,341
Sep17 170620 2.912 2.932 2.899 2.928 +0.018 31,222 180,618 -498
Oct17 170620 2.942 2.958 2.926 2.955 +0.020 26,171 175,556 -1,858
Nov17 170620 3.012 3.027 2.998 3.023 +0.016 12,351 72,549 +147
Dec17 170620 3.160 3.172 3.145 3.170 +0.019 7,801 65,334 +81
Jan18 170620 3.246 3.263 3.233 3.261 +0.024 11,994 110,428 +1,430
Feb18 170620 3.229 3.247 3.220 3.247 +0.026 3,699 45,357 -359
Mar18 170620 3.180 3.186 3.156 3.184 +0.023 8,748 76,038 -428
Apr18 170620 2.820 2.833 2.808 2.830 +0.017 11,441 80,646 -3,450
May18 170620 2.789 2.801 2.780 2.798 +0.015 3,557 35,099 +159
Jun18 170620 2.814 2.829 2.810 2.827 +0.015 847 20,362 -58
Jul18 170620 2.847 2.857 2.840 2.855 +0.014 2,065 25,601 +265
Aug18 170620 2.853 2.865 2.845 2.862 +0.014 1,119 16,869 -130
Sep18 170620 2.830 2.838 2.828 2.838 +0.013 1,275 17,135 +74
Oct18 170620 2.849 2.856 2.843 2.855 +0.013 2,383 39,316 -366
Total Volume and Open Interest 331,335 1,403,864 -17,613
Brent Crude Oil(ICE)
Aug17 170620 46.96 47.23 45.42 46.02 -0.89 227,424 343,248 -10,627
Sep17 170620 47.19 47.44 45.68 46.25 -0.88 164,951 471,018 -2,580
Oct17 170620 47.46 47.71 45.97 46.51 -0.88 82,616 212,510 +5,288
Nov17 170620 47.76 48.02 46.31 46.82 -0.87 50,936 121,337 -3,275
Dec17 170620 48.06 48.31 46.64 47.12 -0.87 117,825 331,251 +5,181
Jan18 170620 48.34 48.51 46.95 47.40 -0.86 24,673 68,142 -2,325
Feb18 170620 48.59 48.78 47.23 47.66 -0.85 12,591 58,476 +176
Mar18 170620 48.81 48.98 47.52 47.91 -0.83 9,581 59,679 +736
Apr18 170620 49.03 49.19 47.76 48.14 -0.80 3,189 24,699 -77
May18 170620 48.80 48.80 48.27 48.35 -0.77 3,007 25,130 -261
Jun18 170620 49.36 49.51 48.19 48.54 -0.74 24,916 114,841 -120
Jul18 170620 48.64 48.74 48.64 48.74 -0.71 2,400 23,990 -544
Aug18 170620 48.84 48.92 48.65 48.92 -0.69 2,050 18,648 -256
Sep18 170620 48.85 49.06 48.85 49.06 -0.66 3,589 28,622 +624
Total Volume and Open Interest 784,945 2,416,857 -3,022
Gas Oil(ICE)
Jul17 170620 420.75 423.25 411.25 412.75 -11.25 57,389 138,699 +793
Aug17 170620 422.25 424.25 412.25 413.75 -11.50 35,743 120,063 +6,197
Sep17 170620 424.00 426.00 414.00 415.50 -11.75 19,061 88,038 +806
Oct17 170620 426.75 428.75 416.75 418.25 -11.75 15,235 66,430 +610
Nov17 170620 427.75 429.75 418.75 419.75 -11.75 3,197 45,544 -77
Dec17 170620 429.50 431.25 419.75 421.00 -11.75 18,189 120,395 +2,318
Jan18 170620 432.50 433.50 422.25 423.50 -11.75 1,923 26,251 -9
Feb18 170620 434.50 435.50 425.50 426.00 -11.50 1,949 15,064 +587
Mar18 170620 436.50 437.50 427.50 428.25 -11.25 1,323 19,046 +384
Apr18 170620 438.00 439.00 429.25 429.75 -11.25 1,081 8,428 +211
Total Volume and Open Interest 167,338 853,269 +14,163
Ethanol(CBOT)
Jul17 170620 1.543 1.543 1.508 1.522 -0.028 116 727 -38
Aug17 170620 1.550 1.550 1.514 1.530 -0.025 141 955 +100
Sep17 170620 1.528 1.534 1.525 1.525 -0.016 25 169 -25
Oct17 170620 1.523 1.523 1.514 1.514 -0.016 0 150 +0
Nov17 170620 1.497 1.497 1.497 1.497 -0.016 0 150 +0
Dec17 170620 1.479 1.479 1.479 1.479 -0.016 0 340 +0
Jan18 170620 1.464 1.464 1.464 1.464 -0.016      
Feb18 170620 1.464 1.464 1.464 1.464 -0.016      
Total Volume and Open Interest 282 2,494 +37
WTI Crude Oil(ICE)
Aug17 170620 44.48 44.68 42.94 43.51 -0.92 56,440 86,481 +8
Sep17 170620 44.74 44.94 43.22 43.77 -0.92 27,964 66,355 -1,977
Oct17 170620 44.97 45.17 43.50 44.02 -0.90 12,599 27,701 -100
Nov17 170620 45.24 45.41 43.78 44.30 -0.89 7,473 13,236 +442
Dec17 170620 45.51 45.71 44.09 44.58 -0.88 18,150 115,645 -534
Jan18 170620 45.92 45.93 44.37 44.84 -0.88 2,603 12,699 +826
Feb18 170620 45.81 45.81 44.65 45.07 -0.86 421 4,969 +13
Mar18 170620 46.32 46.32 44.96 45.27 -0.85 520 11,223 +176
Apr18 170620 45.27 45.48 45.27 45.46 -0.83 121 2,311 -14
May18 170620 45.63 45.63 45.63 45.63 -0.81 66 1,570 -18
Jun18 170620 45.75 45.82 45.49 45.79 -0.79 3,589 41,732 +160
Jul18 170620 45.93 45.93 45.93 45.93 -0.77 195 1,004 -56
Aug18 170620 46.08 46.08 46.08 46.08 -0.74 24 1,555 -1
Sep18 170620 46.22 46.22 46.22 46.22 -0.71 86 2,065 -44
Oct18 170620 46.36 46.36 46.36 46.36 -0.68 45 1,502 +0
Nov18 170620 46.51 46.51 46.51 46.51 -0.65 21 483 +21
Total Volume and Open Interest 158,493 565,564 -7,688
US Dollar Index(ICE)
Sep17 170620 97.280 97.515 97.135 97.412 +0.147 34,685 43,261 +11,410
Dec17 170620 97.000 97.300 96.930 97.202 +0.145 54 826 +21
Mar18 170620 96.850 97.040 96.850 96.988 +0.143 12 260 +10
Total Volume and Open Interest 53,862 78,108 +643
Australian Dollar(CME)
Jun17 170619 76.20 76.29 75.86 76.01 -0.25 105,263 62,321 -17,847
Sep17 170620 75.90 76.14 75.62 75.73 -0.12 86,077 81,184 +7,685
Dec17 170620 75.80 76.03 75.53 75.64 -0.12 16 466 +10
Total Volume and Open Interest 108,507 136,296 -987
British Pound(CME)
Jun17 170619 127.66 128.14 127.55 127.66 -0.15 158,064 86,418 -21,510
Sep17 170620 127.72 127.95 126.39 126.64 -1.02 103,837 176,972 +8,937
Dec17 170620 128.12 128.28 126.77 127.00 -1.01 9 618 -5
Total Volume and Open Interest 130,785 259,684 +2,799
Canadian Dollar(CME)
Jun17 170620 75.63 75.73 75.29 75.36 -0.22 30,387 81,728 -13,383
Sep17 170620 75.77 75.86 75.39 75.56 -0.13 74,778 141,299 +6,045
Dec17 170620 75.82 75.94 75.50 75.65 -0.13 376 3,951 +130
Mar18 170620 75.67 75.93 75.63 75.73 -0.14 60 368 +7
Total Volume and Open Interest 105,998 227,991 -7,230
Japanese Yen(CME)
Jun17 170619 90.22 90.26 89.78 89.83 -0.40 205,721 66,121 -37,723
Sep17 170620 90.00 90.20 89.82 90.13 +0.11 152,540 166,485 +17,428
Dec17 170620 90.27 90.58 90.22 90.51 +0.11 60 471 +19
Total Volume and Open Interest 193,108 222,238 +5,354
Swiss Franc(CME)
Jun17 170619 102.75 103.13 102.63 102.74 +0.04 31,650 22,666 -8,152
Sep17 170620 103.08 103.42 102.99 103.14 +0.03 23,406 33,343 +4,604
Dec17 170620 103.86 104.03 103.64 103.77 +0.02 2 232 -1
Total Volume and Open Interest 31,061 53,613 +1,957
EuroFX(CME)
Jun17 170619 112.00 112.13 111.72 111.78 -0.16 238,047 177,997 -37,826
Sep17 170620 112.02 112.19 111.73 111.83 -0.20 188,534 368,874 +33,313
Dec17 170620 112.63 112.75 112.27 112.39 -0.20 152 1,721 -21
Total Volume and Open Interest 256,788 530,491 +11,531
Mexican Peso(CME)
Jun17 170619 558.25 558.38 555.50 556.38 -1.88 60,144 84,593 -8,358
Jul17 170620 554.25 555.00 546.63 548.13 -5.50 21 99 +4
Total Volume and Open Interest 76,070 285,887 +291
Brazilian Real(CME)
Jul17 170620 301.20 303.80 298.30 299.35 -3.80 599 16,264 -248
Aug17 170620 299.85 299.85 296.55 297.65 -3.70 29 21 +15
Sep17 170620 297.90 298.00 295.60 295.60 -3.75 5 1,367 +0
Oct17 170620 294.30 294.30 294.30 294.30 -3.75      
Total Volume and Open Interest 633 17,652 -233
30-Year T-Bonds(CBOT)
Jun17 170620 156~220 157~230 156~220 157~200 +0~310 2,657 992 -1,600
Sep17 170620 155~140 156~150 155~090 156~130 +0~310 203,304 735,065 -3,008
Dec17 170620 155~020 155~220 155~020 155~020 +0~110 0 1 +0
Total Volume and Open Interest 205,961 736,058 -4,608
10-Year T-Notes(CBOT)
Jun17 170620 126~210 126~295 126~180 126~295 +0~085 7,023 40,478 -3,738
Sep17 170620 126~140 126~245 126~115 126~240 +0~095 1,020,120 3,177,423 -4,970
Dec17 170620 126~020 126~140 126~020 126~140 +0~095 24 37 +7
Total Volume and Open Interest 1,027,167 3,217,938 -8,701
5-Year T-Notes(CBOT)
Jun17 170620 118~210 118~254 118~202 118~254 +0~044 2,463 35,955 -1,205
Sep17 170620 118~054 118~106 118~036 118~106 +0~050 617,430 3,097,006 -49,563
Dec17 170620 118~006 118~006 118~006 118~006 +0~050      
Total Volume and Open Interest 619,893 3,132,961 -50,768
2 Year T-Notes(CBOT)
Jun17 170620 108~076 108~090 108~070 108~086 +0~010 890 8,354 -286
Sep17 170620 108~024 108~042 108~022 108~040 +0~012 279,303 1,350,453 +7,284
Dec17 170620 108~040 108~040 108~040 108~040 +0~012      
Total Volume and Open Interest 280,193 1,358,807 +6,998
Eurodollars(CME)
Sep17 170620 98.645 98.655 98.640 98.655 +0.010 217,925 1,501,400 +10,252
Dec17 170620 98.555 98.570 98.545 98.570 +0.015 182,043 1,728,241 -4,062
Mar18 170620 98.485 98.500 98.470 98.500 +0.020 145,067 1,071,594 +6,549
Jun18 170620 98.415 98.430 98.400 98.430 +0.020 181,870 1,081,819 +19,908
Sep18 170620 98.345 98.365 98.330 98.360 +0.020 144,774 1,062,602 +496
Dec18 170620 98.260 98.280 98.250 98.280 +0.025 160,089 1,370,212 -15,477
Mar19 170620 98.210 98.235 98.200 98.235 +0.025 106,009 829,499 -3,410
Jun19 170620 98.155 98.185 98.150 98.185 +0.025 100,414 694,660 -50,170
Sep19 170620 98.105 98.140 98.100 98.140 +0.030 85,759 618,200 +956
Dec19 170620 98.035 98.075 98.025 98.070 +0.030 142,083 745,005 -8,915
Mar20 170620 97.995 98.040 97.985 98.035 +0.035 106,978 451,376 -17,338
Jun20 170620 97.955 98.000 97.945 97.995 +0.035 114,723 261,196 -21,522
Sep20 170620 97.910 97.960 97.905 97.955 +0.035 46,970 238,777 +4,864
Dec20 170620 97.855 97.910 97.850 97.905 +0.040 48,510 285,856 -4,162
Mar21 170620 97.820 97.870 97.810 97.865 +0.040 40,056 161,613 +3,943
Jun21 170620 97.775 97.830 97.770 97.825 +0.040 31,370 119,042 -34,328
Sep21 170620 97.730 97.790 97.730 97.785 +0.040 33,263 84,485 -1,213
Dec21 170620 97.690 97.740 97.680 97.740 +0.040 30,401 93,984 -2,689
Total Volume and Open Interest 2,204,255 14,119,307 -112,714
Ultra T-Bond(CBOT)
Jun17 170620 168~21 170~02 168~21 170~02 +1~18 2,602 7,080 -2,299
Sep17 170620 167~15 169~02 167~07 169~00 +1~18 69,108 757,576 +1,819
Dec17 170620 168~00 168~00 168~00 168~00 +1~18      
Total Volume and Open Interest 71,710 764,656 -480
Ultra 10-Yr T-Note(CBOT)
Jun17 170620 137~125 137~125 137~125 137~125 +0~140 255 689 -93
Sep17 170620 136~015 136~170 135~305 136~165 +0~145 77,786 380,625 -308
Dec17 170620 136~165 136~165 136~165 136~165 +0~145      
Total Volume and Open Interest 78,041 381,314 -401
30 Day Federal Funds(CBOT)
Jun17 170620 98.957 98.960 98.957 98.960 unch 705 87,540 -381
Jul17 170620 98.845 98.850 98.845 98.850 unch 24,581 370,844 -19,917
Aug17 170620 98.845 98.845 98.840 98.845 unch 20,544 181,792 +10,862
Sep17 170620 98.830 98.835 98.830 98.835 unch 6,372 62,821 -292
Oct17 170620 98.805 98.810 98.800 98.810 +0.005 27,079 239,073 +8,170
Nov17 170620 98.800 98.805 98.795 98.800 unch 14,241 205,240 +2,737
Total Volume and Open Interest 142,499 1,709,612 +9,282
Japanese Govt Bonds(SGX)
Sep17 170619 150.42 150.44 150.38 150.43 -0.02 1,072 13,755 +161
Dec17 170619 150.43 150.43 150.43 150.43 -0.02      
Mar18 170619 150.43 150.43 150.43 150.43 -0.02      
Total Volume and Open Interest 1,072 13,755 +161
Euro-Buxl(EUREX)
Sep17 170620 168.40 169.42 168.16 169.22 +0.98 45,188 201,778 -1,770
Dec17 170620 167.68 167.68 167.68 167.68 +0.98 0 2 +0
Mar18 170620 167.22 167.22 167.22 167.22 +0.98      
Total Volume and Open Interest 45,188 201,780 -1,770
Euro-Bund(EUREX)
Sep17 170620 164.65 165.02 164.60 164.92 +0.27 537,343 1,859,412 -21,993
Dec17 170620 161.92 162.05 161.92 161.99 +0.27 10 295 +0
Mar18 170620 161.72 161.72 161.72 161.72 +0.27 0 32 +31
Total Volume and Open Interest 537,353 1,859,739 -21,962
Euro-Bobl(EUREX)
Sep17 170620 132.81 132.92 132.76 132.82 +0.01 435,223 1,348,126 -105,380
Dec17 170620 131.23 131.23 131.23 131.23 +0.03 0 4,839 +0
Mar18 170620 131.23 131.23 131.23 131.23 +0.03      
Total Volume and Open Interest 435,223 1,352,965 -105,380
Euro-Schatz(EUREX)
Sep17 170620 112.07 112.08 112.03 112.05 -0.01 267,164 1,252,319 -99,340
Dec17 170620 111.96 111.96 111.96 111.96 -0.01 1 5 +0
Mar18 170620 112.05 112.05 112.05 112.05 -0.01      
Total Volume and Open Interest 267,165 1,252,324 -99,340
3-Mth Euribor(EUREX)
Jun17 170619 100.330 100.330 100.330 100.330 unch 0 34,479 +75
Sep17 170620 100.320 100.320 100.320 100.320 unch 10 5,305 -10
Dec17 170620 100.310 100.310 100.310 100.310 unch 1 7,693 +203
Total Volume and Open Interest 142 41,557 -34,038
Long Gilt(LIFFE)
Jun17 170620 129~11 129~13 129~10 129~12 +0~09 184 13,813 -176
Sep17 170620 127~30 128~17 127~26 128~11 +0~09 160,572 703,716 -14,596
Total Volume and Open Interest 160,756 717,529 -14,772
3-Mth Short Sterling(LIFFE)
Jun17 170620 99.69 99.71 99.69 99.71 +0.01 37,525 350,790 -4,770
Sep17 170620 99.63 99.68 99.62 99.67 +0.04 110,092 438,529 -10,963
Dec17 170620 99.59 99.64 99.57 99.63 +0.05 122,580 439,458 -14,470
Mar18 170620 99.56 99.61 99.54 99.60 +0.05 168,064 326,654 -28,350
Jun18 170620 99.52 99.59 99.51 99.57 +0.05 146,617 381,425 -46,762
Sep18 170620 99.49 99.57 99.48 99.53 +0.04 137,181 296,034 -3,213
Total Volume and Open Interest 1,225,020 3,514,162 -129,237
3-Mth Euribor(LIFFE)
Sep17 170620 100.320 100.325 100.315 100.320 unch 117,451 435,895 -17,998
Dec17 170620 100.310 100.315 100.305 100.310 +0.005 72,815 366,789 -3,718
Mar18 170620 100.290 100.300 100.290 100.295 +0.005 70,324 467,441 +3,499
Total Volume and Open Interest 776,778 4,127,843 -46,755
3-Mth Aus T-Bills(SFE)
Sep17 170620 98.27 98.27 98.25 98.26 -0.01 10,599 195,024 -2,035
Dec17 170620 98.27 98.27 98.22 98.25 -0.02 34,193 266,207 +6,177
Mar18 170620 98.23 98.24 98.18 98.21 -0.03 18,370 186,755 -4,412
Jun18 170620 98.18 98.18 98.13 98.15 -0.04 24,767 140,361 -281
Sep18 170620 98.12 98.13 98.05 98.08 -0.04 11,681 103,552 +643
Dec18 170620 98.05 98.06 97.98 98.02 -0.04 10,947 74,018 -1,765
Mar19 170620 97.99 98.00 97.92 97.95 -0.05 6,197 44,892 +1,633
Jun19 170620 97.93 97.94 97.86 97.89 -0.04 9,171 26,885 +1,776
Sep19 170620 97.87 97.87 97.79 97.82 -0.05 678 2,944 +493
Dec19 170620 97.81 97.81 97.75 97.76 -0.05 144 3,336 -124
Total Volume and Open Interest 127,228 1,046,139 +2,166
10-Year Aus T-Bonds(SFE)
Sep17 170620 97.54 97.59 97.52 97.54 -0.01 111,509 927,291 +208
Dec17 170620 97.54 97.54 97.54 97.54 -0.01      
Total Volume and Open Interest 111,509 927,291 -90,240
3-Year Aus T-Bonds(SFE)
Sep17 170620 98.18 98.20 98.13 98.16 -0.02 163,031 967,942 +11,346
Dec17 170620 98.16 98.16 98.16 98.16 -0.02      
Total Volume and Open Interest 163,031 967,942 -119,269
Gold(CMX)
Jun17 170620 1242.2 1245.5 1240.5 1241.0 -3.2 34 867 -337
Aug17 170620 1245.4 1249.4 1242.4 1243.5 -3.2 149,106 323,568 -7,167
Oct17 170620 1248.9 1252.8 1246.0 1247.1 -3.2 483 11,854 -100
Dec17 170620 1252.3 1255.8 1249.4 1250.6 -3.1 3,083 83,789 +733
Feb18 170620 1255.8 1259.2 1253.2 1253.9 -3.1 375 10,203 -140
Apr18 170620 1260.7 1261.9 1256.2 1257.2 -3.2 48 3,554 -45
Jun18 170620 1263.5 1265.6 1259.8 1260.5 -3.2 440 5,849 +296
Aug18 170620 1263.8 1271.0 1263.8 1263.8 -3.2 0 910 +0
Oct18 170620 1267.2 1267.2 1267.2 1267.2 -3.2 0 311 +0
Dec18 170620 1270.9 1272.0 1270.6 1270.6 -3.3 1 5,912 -1
Feb19 170620 1274.3 1274.3 1274.3 1274.3 -3.3 0 3 +0
Apr19 170620 1278.0 1278.0 1278.0 1278.0 -3.4      
Total Volume and Open Interest 154,188 453,021 -6,587
Silver(CMX)
Jul17 170620 1646.5 1660.5 1636.0 1641.7 -8.5 68,241 87,007 -2,784
Sep17 170620 1651.5 1667.0 1642.0 1647.6 -8.9 18,202 70,304 +2,600
Dec17 170620 1664.5 1676.0 1652.5 1658.3 -8.9 3,851 35,163 -302
Mar18 170620 1668.9 1689.0 1668.9 1668.9 -8.8 55 2,154 +1
May18 170620 1675.9 1682.0 1675.9 1675.9 -8.8 43 1,139 +25
Jul18 170620 1682.9 1682.9 1682.9 1682.9 -8.8 35 590 +0
Sep18 170620 1690.0 1690.0 1690.0 1690.0 -8.8 0 17 +0
Total Volume and Open Interest 90,494 197,854 -452
Platinum(NYMEX)
Jul17 170620 924.6 929.1 919.2 921.5 -5.4 12,180 45,239 -2,167
Oct17 170620 927.3 932.0 921.9 924.3 -5.5 2,816 26,274 +1,969
Jan18 170620 933.2 933.2 926.9 928.4 -5.5 11 2,452 +1
Apr18 170620 933.5 934.0 933.0 933.0 -5.3 0 94 +0
Total Volume and Open Interest 15,011 74,140 -199
Palladium(NYMEX)
Jun17 170620 875.75 885.95 865.00 885.15 +9.30 30 32 -25
Sep17 170620 856.00 869.95 852.75 867.15 +11.55 3,097 34,205 +96
Dec17 170620 849.90 857.15 846.75 854.85 +9.45 193 2,154 +147
Total Volume and Open Interest 3,323 36,584 +218
Copper(CMX)
Jul17 170620 258.80 259.20 254.55 255.45 -3.50 45,091 75,626 +52
Sep17 170620 260.40 260.90 256.35 257.20 -3.40 12,909 85,612 +3,258
Dec17 170620 261.90 262.30 258.00 258.80 -3.30 2,416 58,765 +493
Mar18 170620 262.35 262.35 259.15 259.95 -3.25 264 13,481 -3
May18 170620 260.45 261.25 260.45 260.60 -3.15 58 4,623 -30
Total Volume and Open Interest 61,765 265,158 +4,201
E-mini DJIA Index(CBOT)
Sep17 170620 21471 21494 21416 21437 -24 116,376 122,402 -447
Dec17 170620 21422 21444 21369 21391 -22 32 156 +6
Mar18 170620 21361 21361 21361 21361 -22 0 6 +0
Jun18 170620 21330 21330 21330 21330 -22      
Total Volume and Open Interest 116,408 122,564 -22,772
S & P 500(CME)
Sep17 170620 2449.00 2450.60 2436.40 2437.50 -10.00 2,326 37,591 +804
Dec17 170620 2435.20 2435.20 2434.10 2435.20 -9.90 0 225 +0
Mar18 170620 2433.30 2433.30 2432.20 2433.30 -9.90      
Jun18 170620 2432.30 2432.30 2432.30 2432.30 -11.90      
Total Volume and Open Interest 2,326 37,816 +804
S & P 500 E-Mini(Globex)
Sep17 170620 2447.75 2451.00 2434.00 2437.50 -10.00 1,336,684 2,844,602 +29,960
Dec17 170620 2445.25 2448.25 2432.00 2435.25 -9.75 572 14,440 +98
Mar18 170620 2438.25 2438.25 2431.00 2433.25 -10.00 6 644 +5
Jun18 170620 2438.00 2438.00 2432.25 2432.25 -12.00 1 1 +1
Total Volume and Open Interest 1,337,263 2,859,687 -673,587
NASDAQ 100 E-Mini(Globex)
Sep17 170620 5766.80 5784.00 5729.00 5732.80 -33.20 356,290 300,778 -8,646
Dec17 170620 5774.80 5788.50 5737.00 5739.50 -33.30 181 813 +13
Mar18 170620 5764.00 5764.00 5748.00 5748.00 -33.30 0 25 +0
Total Volume and Open Interest 356,471 301,616 -126,440
S&P Midcap 400(CME) e-Mini
Jun17 170616 1746.85 1757.20 1746.85 1746.85 -6.35 7,799 10,339 -6,083
Sep17 170620 1762.80 1764.30 1744.10 1744.90 -19.20 13,005 90,655 +1,052
Dec17 170620 1741.60 1741.60 1741.60 1741.60 -19.20      
Total Volume and Open Interest 13,005 90,655 -7,687
Volatility Index(CBOE)
Jun17 170620 10.85 11.27 10.50 11.13 +0.25 101,780 131,406 -24,814
Jul17 170620 12.10 12.35 11.90 12.08 -0.05 100,100 281,797 -3,616
Aug17 170620 12.75 12.95 12.57 12.73 unch 42,494 68,885 +1,676
Sep17 170620 13.95 14.13 13.75 13.88 -0.07 17,170 46,904 +429
Total Volume and Open Interest 278,415 617,727 -24,421
S & P 600(CME)
Jun17 170616 849.20 849.20 849.20 849.20 -8.20      
Sep17 170620 846.00 846.00 846.00 846.00 -10.00      
Total Volume and Open Interest      
Russell 2000 Mini(ICE)
Sep17 170620 1418.60 1419.50 1401.80 1404.00 -12.80 127,743 571,589 +5,092
Dec17 170620 1415.00 1415.00 1403.00 1403.00 -13.00 11 91 +11
Mar18 170620 1402.00 1402.00 1402.00 1402.00 -13.00 0 1 +0
Total Volume and Open Interest 127,754 571,682 -77,477
Nikkei 225(CME)
Sep17 170620 20170 20320 20165 20205 +40 9,674 37,635 +404
Dec17 170620 20130 20130 20130 20130 +40 6 0 +0
Total Volume and Open Interest 9,680 37,635 +404
Nikkei 225(SGX)
Sep17 170620 20220 20235 20200 20200 +170 83,783 205,296 +2,237
Dec17 170620 20065 20125 20065 20075 +165 10 2,505 -10
Mar18 170619 19870 19870 19870 19870 +210 0 205 +0
Total Volume and Open Interest 49,519 212,469 -992
Nikkei 225 Mini(JPX)
Jun17 170608 19915 20070 19895 19970 +20 626,100 422,848 -34,323
Sep17 170619 19950 20050 19855 20030 +220 520,971 214,420 +2,877
Dec17 170619 19820 19920 19730 19900 +230 3,313 4,859 -196
Total Volume and Open Interest 550,181 308,880 +2,500
Nikkei 225(JPX)
Jun17 170608 19910 20070 19890 19970 +20 108,140 254,122 -54,289
Sep17 170619 19940 20050 19860 20030 +220 35,339 296,269 -1,444
Dec17 170619 19810 19910 19740 19900 +230 144 39,175 +1
Total Volume and Open Interest 35,507 402,192 -1,429
Nikkei 225(CME) Yen
Jun17 170608 20020 20070 19895 20030 +40 68,252 58,933 -12,355
Sep17 170620 20125 20285 20125 20170 +40 35,707 63,728 +227
Dec17 170620 20085 20085 20045 20045 +40 2 1 +0
Total Volume and Open Interest 35,709 63,729 +227
Nikkei 225(CME) e-Mini Yen
Jun17 170608 20030 20030 19910 20030 +40 0 25 +0
Sep17 170620 20200 20200 20170 20170 +40 5 8 +5
Dec17 170620 20040 20045 20040 20040 +40      
Total Volume and Open Interest 5 8 +5
CAC 40(EURONEXT)
Jul17 170620 5319.5 5333.0 5268.5 5285.5 -18.0 101,430 375,150 +9,058
Aug17 170620 5330.0 5330.0 5283.0 5284.0 -18.0 89 45 +7
Sep17 170620 5330.0 5330.0 5268.0 5283.5 -18.0 1,459 18,999 -1,355
Total Volume and Open Interest 118,318 408,600 -98,841
Hang Seng Index(HKFE)
Jun17 170620 25782 25874 25690 25710 -70 88,188 152,490 -278
Jul17 170620 25667 25777 25579 25599 -66 1,035 8,619 +449
Total Volume and Open Interest 89,426 174,429 +195
DAX(EUREX)
Sep17 170620 12926.5 12948.5 12772.5 12821.5 -68.0 76,075 158,108 +6,414
Dec17 170620 12920.0 12935.5 12775.5 12812.0 -67.5 142 4,014 +56
Mar18 170620 12809.0 12809.0 12809.0 12809.0 -68.0      
Total Volume and Open Interest 83,494 162,122  
Mini-DAX(EUREX)
Jun17 170616 12719.0 12765.0 12717.0 12736.0 +41.0 25,436 8,293 -1,358
Sep17 170620 12920.0 12949.0 12775.0 12821.5 -68.0 19,223 8,528 +763
Dec17 170620 12926.0 12936.0 12776.0 12812.0 -67.5 55 167 +7
Total Volume and Open Interest 20,211 8,695 +770
DJ EuroSTOXX 50(EUREX)
Jun17 170616 3534 3553 3533 3537 +9 2,367,982 989,478 -805,367
Sep17 170620 3586 3592 3543 3555 -21 1,163,133 3,541,893 +87,298
Dec17 170620 3576 3577 3532 3542 -21 702 49,208 +6,934
Total Volume and Open Interest 2,585,503 3,634,044 -484,097
Swiss Market Index(EUREX)
Jun17 170616 8892 8922 8879 8903 +68 114,870 76,918 -44,353
Sep17 170620 9037 9072 8976 9012 +11 40,948 184,323 +179
Dec17 170620 9030 9033 8968 8984 +11 114 1,641 -1
Total Volume and Open Interest 42,863 185,964 +178
FT-SE 100(EURONEXT)
Sep17 170620 7483.00 7499.00 7385.50 7418.00 -48.00 136,270 792,682 -7,319
Dec17 170620 7427.50 7455.00 7377.00 7377.00 -48.50 17 11,315 +17
Mar18 170620 7314.00 7314.00 7314.00 7314.00 -49.50      
Total Volume and Open Interest 136,287 803,997 -92,167
SPI 200(SFE)
Sep17 170620 5748.0 5755.0 5694.0 5696.0 -47.0 34,706 312,641 -3,197
Dec17 170620 5690.0 5690.0 5683.0 5683.0 -44.0 0 1,402 +0
Mar18 170620 5636.0 5636.0 5636.0 5636.0 -44.0 0 1,393 +0
Total Volume and Open Interest 34,843 317,187 -72,283
FTSE MIB(ISE)
Sep17 170620 21010.00 21030.00 20740.00 20776.00 -190.00 22,356 33,356 +93
Dec17 170620 20875.00 20885.00 20666.00 20666.00 -185.00 4 4 +2
Total Volume and Open Interest 22,360 33,360 -11,246
KOSPI 200(KFE)
Sep17 170620 309.45 310.80 309.00 309.45 +0.30 160,019 256,380 -3,432
Dec17 170620 310.10 311.40 309.85 310.15 +0.30 180 30,706 +249
Mar18 170620 308.35 308.35 307.00 307.35 +0.55 1 7,204 -1
Total Volume and Open Interest 160,200 316,004 -3,044
GSCI(CME)
Jul17 170620 359.25 359.25 354.65 356.85 -4.75 271 15,010 -152
Aug17 170620 356.10 356.10 354.75 356.10 -4.70      
Sep17 170620 357.70 357.70 357.70 357.70 -4.70      
Total Volume and Open Interest 271 15,010 -152
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