Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Thu August 24, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep17 170824 934.00 942.75 932.25 941.25 +6.25 17,264 61,036 -1,590
Nov17 170824 937.25 947.75 935.75 946.50 +8.50 94,152 375,468 +5,287
Jan18 170824 946.00 956.25 944.50 955.25 +8.50 17,591 69,218 +487
Mar18 170824 954.75 965.00 953.50 964.00 +8.50 13,343 55,172 +2,492
May18 170824 963.25 972.50 962.25 971.75 +8.25 8,768 33,288 -75
Jul18 170824 968.75 979.25 968.75 978.25 +7.75 5,108 52,382 +46
Aug18 170824 970.25 978.75 970.25 978.50 +7.50 202 1,784 +102
Sep18 170824 968.25 970.50 968.25 969.00 +6.00 20 506 +9
Nov18 170824 955.00 963.50 955.00 961.75 +5.25 1,289 24,151 +125
Jan19 170824 967.50 967.50 966.50 966.50 +5.25 11 121 +3
Mar19 170824 969.00 969.00 969.00 969.00 +4.25 0 26 +0
May19 170824 971.75 971.75 971.75 971.75 +4.25 0 17 +0
Jul19 170824 975.25 975.25 968.00 975.25 +4.75 0 23 +0
Aug19 170824 973.00 973.00 973.00 973.00 +4.75 0 7 +0
Total Volume and Open Interest 157,748 673,527 +6,886
Soybean Meal(CBOT)
Sep17 170824 293.00 298.50 292.70 297.60 +4.30 16,282 37,774 -2,271
Oct17 170824 294.50 300.00 294.00 299.00 +4.20 7,760 36,737 -312
Dec17 170824 296.10 301.90 295.60 300.90 +4.40 33,532 185,327 +177
Jan18 170824 296.70 302.70 296.70 301.80 +4.20 6,161 38,116 +1,401
Mar18 170824 300.30 305.40 299.70 304.70 +4.10 6,110 36,218 +1,420
May18 170824 303.40 307.20 302.50 306.50 +3.80 3,088 19,922 +919
Jul18 170824 304.90 309.50 304.90 308.50 +3.20 1,519 14,066 +371
Aug18 170824 305.50 309.90 305.50 309.10 +3.10 444 3,160 +56
Sep18 170824 307.20 310.00 306.00 309.10 +2.90 187 3,643 +62
Oct18 170824 306.00 308.70 304.90 307.30 +2.60 142 3,220 +59
Total Volume and Open Interest 76,054 386,366 +1,859
Soybean Oil(CBOT)
Sep17 170824 34.69 35.13 34.60 34.78 +0.06 17,040 39,537 -209
Oct17 170824 34.83 35.26 34.72 34.90 +0.06 12,523 39,446 +3,739
Dec17 170824 35.05 35.49 34.94 35.13 +0.07 56,747 189,417 -3,105
Jan18 170824 35.21 35.60 35.09 35.27 +0.07 6,069 43,653 -301
Mar18 170824 35.40 35.81 35.28 35.47 +0.06 4,685 42,106 +56
May18 170824 35.49 35.94 35.40 35.58 +0.04 2,178 28,054 +361
Jul18 170824 35.65 36.02 35.49 35.63 unch 1,371 19,003 +291
Aug18 170824 35.55 35.83 35.55 35.55 -0.01 213 1,911 +45
Sep18 170824 35.70 35.70 35.25 35.40 -0.03 20 1,842 +12
Oct18 170824 35.27 35.48 34.92 35.08 -0.09 2 1,821 -1
Total Volume and Open Interest 101,055 418,248 +924
Canola(WCE)
Nov17 170824 506.1 510.8 503.6 504.7 -3.3 7,393 91,874 +1,541
Jan18 170824 512.4 515.7 509.4 510.2 -2.5 2,721 23,081 -1,209
Mar18 170824 515.7 518.7 513.7 514.1 -1.6 425 7,547 +90
May18 170824 516.9 519.7 515.1 515.4 -1.1 437 1,517 +358
Jul18 170824 517.7 520.0 514.0 516.0 -0.7 20 846 +12
Total Volume and Open Interest 11,006 125,523 +799
Corn(CBOT)
Sep17 170824 341.50 342.75 340.25 342.00 unch 119,934 248,121 -14,879
Dec17 170824 355.50 356.75 354.50 356.25 +0.50 174,312 728,139 +18,849
Mar18 170824 368.25 369.50 367.00 368.75 +0.50 35,693 220,425 +7,956
May18 170824 374.75 376.00 373.75 375.50 +0.75 5,208 48,683 +216
Jul18 170824 380.50 382.00 379.75 381.50 +1.00 9,065 101,215 +2,033
Sep18 170824 386.25 387.75 385.50 387.00 +1.00 1,022 26,603 +49
Dec18 170824 394.25 395.75 393.75 395.00 +0.75 3,598 70,050 +398
Mar19 170824 403.00 404.50 402.50 403.50 +0.25 23 1,761 +1
May19 170824 407.75 408.25 407.50 408.25 +0.25 3 358 +0
Jul19 170824 413.00 415.50 413.00 413.00 unch 0 899 +0
Total Volume and Open Interest 348,883 1,447,921 +14,624
Wheat(CBOT)
Sep17 170824 403.25 411.25 400.75 409.00 +5.75 33,255 72,729 -5,581
Dec17 170824 430.00 436.75 426.75 434.50 +4.50 81,768 243,226 +7,872
Mar18 170824 452.75 459.50 449.75 457.25 +4.25 19,357 79,873 +2,775
May18 170824 468.50 474.00 464.75 471.75 +4.00 3,486 24,232 +199
Jul18 170824 481.75 486.75 478.75 485.00 +3.00 2,842 38,783 +730
Sep18 170824 499.00 501.25 494.75 500.25 +2.50 609 3,891 +221
Total Volume and Open Interest 142,100 473,499 +6,538
Wheat(KCBT)
Sep17 170824 397.75 406.25 396.50 405.50 +7.75 16,449 34,497 -4,348
Dec17 170824 425.75 434.00 424.00 433.25 +7.50 34,993 129,290 +4,993
Mar18 170824 444.25 452.25 442.50 451.75 +7.50 11,118 78,054 +1,420
May18 170824 458.25 466.25 456.75 466.00 +7.50 2,153 16,580 -305
Jul18 170824 476.00 484.00 474.50 484.00 +7.75 3,933 22,559 +803
Sep18 170824 498.25 505.75 496.00 505.25 +7.25 1,670 4,197 +696
Dec18 170824 524.00 530.25 522.25 530.25 +7.25 769 2,823 +103
Total Volume and Open Interest 71,101 288,214 +3,364
Wheat(MGE)
Sep17 170824 639.00 651.25 636.00 650.50 +11.25 2,896 10,508 -1,308
Dec17 170824 656.00 669.50 654.00 668.75 +11.75 5,478 39,083 -11
Mar18 170824 659.25 673.75 659.25 673.00 +11.25 1,921 20,860 +136
May18 170824 659.25 667.50 659.25 666.50 +10.00 537 6,684 +54
Jul18 170824 650.50 661.50 650.50 660.25 +9.50 254 2,777 +73
Sep18 170824 634.75 637.00 634.50 637.00 +5.75 182 1,766 +21
Total Volume and Open Interest 11,336 82,686 -1,028
Oats(CBOT)
Sep17 170824 240.75 249.50 233.00 239.25 +0.50 73 350 -16
Dec17 170824 245.50 261.50 242.75 252.25 +6.25 629 4,824 -300
Mar18 170824 249.00 258.00 247.25 255.75 +7.00 84 728 +42
May18 170824 260.00 262.50 254.25 254.25 +3.75 8 20 +6
Total Volume and Open Interest 794 5,922 -268
Rough Rice(CBOT)
Sep17 170824 12.30 12.48 12.25 12.37 +0.07 669 3,342 -447
Nov17 170824 12.60 12.77 12.55 12.68 +0.07 684 6,014 +485
Jan18 170824 12.81 12.95 12.81 12.90 +0.06 25 152 +3
Mar18 170824 12.99 13.03 12.99 13.03 +0.05 16 142 +0
Total Volume and Open Interest 1,394 9,650 +41
Live Cattle(CME)
Aug17 170824 105.650 106.500 104.500 105.950 +0.300 1,619 4,149 -613
Oct17 170824 105.700 107.450 104.635 106.830 +0.650 20,249 152,868 -531
Dec17 170824 108.800 110.400 107.580 109.800 +0.700 8,953 74,406 +855
Feb18 170824 110.800 112.680 109.930 112.080 +0.750 6,341 43,887 +875
Apr18 170824 111.180 113.100 110.350 112.500 +0.920 2,460 22,889 +457
Jun18 170824 105.700 107.100 104.600 106.580 +0.680 1,189 11,503 +114
Total Volume and Open Interest 41,414 313,561 +1,421
Feeder Cattle(CME)
Aug17 170824 141.185 141.800 140.130 141.600 -0.030 1,032 6,461 -319
Sep17 170824 141.080 142.935 139.400 142.185 +0.285 4,908 11,751 -382
Oct17 170824 140.850 143.235 139.380 142.400 +0.700 4,868 17,203 +368
Nov17 170824 140.935 143.250 139.435 142.485 +0.885 2,680 7,342 +120
Jan18 170824 138.500 140.580 136.900 139.750 +0.850 1,154 6,969 -57
Mar18 170824 136.485 138.700 135.000 137.850 +0.700 1,045 2,871 +195
Apr18 170824 137.900 139.535 136.650 138.550 +0.065 860 1,273 +477
Total Volume and Open Interest 16,819 54,629 +549
Lean Hogs(CME)
Oct17 170824 63.550 64.035 62.630 63.785 +0.235 22,786 111,262 -3,000
Dec17 170824 58.850 59.450 58.035 59.250 +0.400 8,526 58,328 -846
Feb18 170824 63.235 64.100 62.785 63.900 +0.570 7,521 40,373 -458
Apr18 170824 67.650 68.135 67.080 68.050 +0.450 2,539 26,201 -271
May18 170824 72.580 73.000 72.550 73.000 +0.050 25 684 +2
Jun18 170824 76.750 77.180 76.285 77.135 +0.385 1,126 13,883 -185
Jul18 170824 76.900 77.330 76.250 77.230 +0.430 713 2,031 -97
Aug18 170824 76.535 76.680 76.000 76.680 +0.380 766 1,098 +278
Total Volume and Open Interest 44,031 254,173 -4,567
Class III Milk(CME)
Aug17 170824 16.52 16.52 16.50 16.51 -0.02 35 4,847 -21
Sep17 170824 16.63 16.77 16.60 16.67 -0.05 410 5,401 -80
Oct17 170824 16.59 16.62 16.51 16.53 -0.10 255 3,956 +5
Nov17 170824 16.56 16.59 16.44 16.48 -0.11 211 3,420 -11
Dec17 170824 16.50 16.55 16.35 16.37 -0.17 92 2,909 +9
Jan18 170824 16.35 16.40 16.28 16.28 -0.09 67 1,095 +33
Feb18 170824 16.40 16.41 16.34 16.36 -0.10 23 963 +11
Mar18 170824 16.45 16.45 16.40 16.41 -0.06 14 871 +3
Apr18 170824 16.44 16.45 16.40 16.44 -0.05 12 712 +0
May18 170824 16.50 16.52 16.50 16.52 -0.04 13 651 -1
Jun18 170824 16.65 16.66 16.64 16.66 -0.04 9 582 +4
Jul18 170824 16.84 16.84 16.84 16.84 unch 1 295 +1
Aug18 170824 16.90 16.90 16.85 16.90 unch 7 236 +6
Total Volume and Open Interest 1,164 26,525 -31
Cocoa(ICE)
Sep17 170824 1937 1937 1924 1924 +16 5 462 -31
Dec17 170824 1855 1908 1854 1895 +24 15,627 141,464 +2,281
Mar18 170824 1871 1923 1871 1909 +23 4,474 48,181 +627
May18 170824 1886 1936 1886 1922 +23 2,771 17,499 +1,137
Jul18 170824 1906 1952 1906 1939 +22 338 10,508 -30
Sep18 170824 1925 1967 1925 1957 +22 557 9,097 -74
Dec18 170824 1951 1990 1951 1977 +22 600 6,273 +323
Total Volume and Open Interest 24,656 241,773 +4,235
Coffee "C"(ICE)
Sep17 170824 126.30 127.20 125.90 126.70 +0.45 7,521 2,013 -4,034
Dec17 170824 128.70 129.85 127.15 127.90 -0.80 21,567 100,192 +3,659
Mar18 170824 132.45 133.35 130.70 131.45 -0.85 3,930 43,261 +264
May18 170824 134.70 135.60 133.05 133.75 -0.90 1,751 17,181 +721
Jul18 170824 136.90 137.90 135.35 136.05 -0.90 757 8,622 -40
Sep18 170824 139.35 139.65 137.65 138.30 -0.95 208 6,741 -9
Total Volume and Open Interest 35,840 185,359 +559
Orange Juice(ICE)
Sep17 170824 132.95 138.65 132.95 138.45 +3.60 919 1,602 -314
Nov17 170824 131.40 133.80 130.90 133.65 +2.45 1,208 6,628 +408
Jan18 170824 133.00 135.30 132.30 135.05 +2.30 96 1,381 +76
Mar18 170824 133.90 136.70 133.90 136.70 +2.50 33 545 +21
May18 170824 139.35 139.35 139.35 139.35 +2.55 9 223 +7
Jul18 170824 141.65 141.65 141.65 141.65 +2.20 1 46 +0
Total Volume and Open Interest 2,266 10,451 +198
Sugar #11(ICE)
Oct17 170824 13.80 14.06 13.70 14.02 +0.35 49,797 407,763 -2,936
Mar18 170824 14.46 14.71 14.39 14.68 +0.29 19,355 223,077 +3,532
May18 170824 14.75 14.91 14.64 14.88 +0.25 9,852 79,546 +798
Jul18 170824 14.93 15.12 14.86 15.08 +0.22 3,961 56,005 +1,138
Oct18 170824 15.25 15.45 15.19 15.39 +0.20 1,730 36,302 +25
Mar19 170824 15.76 15.94 15.71 15.89 +0.19 388 22,223 +93
May19 170824 15.83 15.89 15.75 15.88 +0.17 28 4,281 -23
Jul19 170824 15.84 15.89 15.77 15.89 +0.16 7 4,879 +3
Total Volume and Open Interest 85,131 840,614 +2,635
London Cocoa(LCE)
Sep17 170824 1464 1493 1464 1489 +17 5,275 45,047 -1,602
Dec17 170824 1484 1511 1481 1505 +16 11,242 84,420 +1,063
Mar18 170824 1506 1527 1497 1521 +15 3,185 55,586 +481
May18 170824 1513 1538 1511 1534 +16 1,090 19,887 +11
Jul18 170824 1529 1552 1526 1547 +16 758 17,157 +204
Sep18 170824 1537 1564 1537 1559 +16 692 14,646 +116
Dec18 170824 1554 1575 1554 1575 +15 178 8,743 +51
Total Volume and Open Interest 22,458 246,591 +353
London Sugar(LCE)
Oct17 170824 378.00 383.00 376.20 382.60 +8.00 4,935 44,065 -171
Dec17 170824 381.90 384.70 378.30 384.30 +6.60 3,148 21,672 +797
Mar18 170824 389.50 392.40 386.30 392.10 +6.20 1,386 14,599 +413
May18 170824 396.40 400.00 394.00 399.70 +6.30 478 5,229 +8
Aug18 170824 403.10 406.60 401.00 406.30 +6.00 50 4,832 -4
Total Volume and Open Interest 9,997 92,777 +1,043
Cotton(ICE)
Oct17 170824 69.50 70.21 69.44 70.17 +0.57 2 185 +0
Dec17 170824 68.91 69.88 68.55 69.83 +0.94 9,584 148,113 +345
Mar18 170824 68.37 69.25 68.08 69.22 +0.96 2,168 54,242 +370
May18 170824 68.81 69.68 68.75 69.67 +0.92 226 6,509 -57
Jul18 170824 69.38 70.07 69.26 70.07 +0.85 223 5,295 -30
Oct18 170824 68.96 68.96 68.96 68.96 +0.79 0 1 +0
Total Volume and Open Interest 12,407 226,101 +756
Lumber(CME)
Sep17 170824 366.1 375.9 365.0 373.9 +8.0 167 2,176 -26
Nov17 170824 354.1 363.9 354.1 361.2 +7.3 92 1,673 +20
Jan18 170824 360.3 369.1 360.3 367.2 +8.1 22 304 +13
Mar18 170824 365.9 365.9 365.9 365.9 +0.2 0 47 +0
Total Volume and Open Interest 281 4,205 +7
Crude Oil(NYM)
Oct17 170824 48.36 48.43 47.06 47.43 -0.98 864,387 522,164 +4,257
Nov17 170824 48.58 48.63 47.32 47.70 -0.92 162,708 219,654 +5,807
Dec17 170824 48.74 48.82 47.54 47.92 -0.88 116,029 343,356 +6,810
Jan18 170824 48.90 48.98 47.74 48.11 -0.86 45,383 158,938 +544
Feb18 170824 49.03 49.12 47.98 48.27 -0.84 22,877 64,549 +1,192
Mar18 170824 49.12 49.21 48.09 48.40 -0.82 30,658 130,877 -2,401
Apr18 170824 49.20 49.24 48.30 48.51 -0.79 9,152 37,291 -295
May18 170824 49.28 49.35 48.33 48.60 -0.76 5,400 40,408 -293
Jun18 170824 49.33 49.42 48.36 48.67 -0.73 29,437 152,888 -169
Jul18 170824 49.34 49.37 48.52 48.71 -0.71 4,282 33,129 +1,354
Aug18 170824 49.05 49.09 48.55 48.74 -0.70 1,633 23,650 +613
Sep18 170824 48.77 48.77 48.48 48.77 -0.68 3,336 53,485 +686
Oct18 170824 48.80 48.80 48.80 48.80 -0.67 1,029 23,491 +242
Nov18 170824 48.82 48.82 48.82 48.82 -0.66 2,363 26,189 +891
Dec18 170824 49.44 49.55 48.56 48.86 -0.65 37,206 187,485 +1,643
Jan19 170824 48.87 48.87 48.87 48.87 -0.64 1,791 22,175 -176
Total Volume and Open Interest 1,349,761 2,236,319 -3,823
e-miNY Crude Oil(NYM)
Oct17 170824 48.350 48.425 47.050 47.425 -0.975 11,794 2,957 +154
Nov17 170824 48.550 48.600 47.375 47.700 -0.925 160 186 +29
Dec17 170824 48.725 48.800 47.600 47.925 -0.875 39 648 +3
Jan18 170824 48.800 48.800 47.800 48.100 -0.875 1 380 +0
Feb18 170824 48.100 48.325 48.100 48.275 -0.825 0 104 +0
Mar18 170824 48.400 48.400 48.400 48.400 -0.825 0 7 +0
Apr18 170824 48.500 48.500 48.500 48.500 -0.800 0 60 +0
May18 170824 48.600 48.600 48.550 48.600 -0.750 3 93 -2
Jun18 170824 49.000 49.000 48.550 48.675 -0.725 7 31 -5
Jul18 170824 48.700 48.700 48.700 48.700 -0.725 0 4 +0
Total Volume and Open Interest 12,004 4,594 +179
NY Harbor ULSD(NYM)
Sep17 170824 162.54 164.19 161.32 162.10 -0.34 29,438 49,143 -2,257
Oct17 170824 163.33 164.52 161.50 162.34 -0.54 58,408 95,541 +223
Nov17 170824 163.59 164.77 161.84 162.66 -0.59 23,386 53,100 +669
Dec17 170824 163.81 164.93 162.18 162.91 -0.60 20,542 55,341 -686
Jan18 170824 164.09 165.18 162.50 163.22 -0.64 8,688 34,202 +775
Feb18 170824 164.44 165.17 162.57 163.28 -0.68 5,062 18,973 -412
Mar18 170824 163.71 164.67 162.19 162.86 -0.75 4,657 18,270 +672
Apr18 170824 163.00 163.20 161.52 161.89 -0.83 637 8,835 -38
May18 170824 162.61 162.69 161.06 161.33 -0.88 526 7,632 -42
Jun18 170824 162.36 162.91 160.47 161.02 -0.90 1,663 22,569 +53
Jul18 170824 161.27 162.22 161.27 161.27 -0.91 458 1,751 -2
Aug18 170824 161.67 162.65 161.07 161.67 -0.93 444 1,984 +79
Sep18 170824 162.19 163.18 161.65 162.19 -0.94 98 1,897 +14
Oct18 170824 162.77 162.77 162.77 162.77 -0.95 94 864 +1
Total Volume and Open Interest 154,872 400,167 -809
RBOB Gasoline(NYM)
Sep17 170824 162.30 168.66 162.20 166.41 +4.52 33,843 49,052 -4,740
Oct17 170824 153.08 156.31 152.92 154.81 +2.03 63,918 130,268 -965
Nov17 170824 149.73 151.82 149.17 150.09 +0.55 25,559 70,175 +1,575
Dec17 170824 147.40 149.01 146.35 147.10 -0.20 17,058 59,385 +1,107
Jan18 170824 147.18 148.42 145.93 146.65 -0.34 6,430 35,999 +466
Feb18 170824 148.51 148.96 146.89 147.45 -0.41 2,422 10,671 -319
Mar18 170824 149.52 150.71 148.60 149.21 -0.49 2,975 20,130 +451
Apr18 170824 166.84 167.94 166.01 166.53 -0.57 792 11,678 -93
May18 170824 167.42 167.42 166.94 166.94 -0.61 453 5,151 +27
Jun18 170824 166.64 167.60 165.55 166.15 -0.63 501 9,413 -53
Total Volume and Open Interest 154,566 416,310 -2,482
e-miNY RBOB Gasoline(NYM)
Sep17 170824 166.40 166.40 166.40 166.40 +4.51 0 1 +0
Oct17 170824 154.80 154.81 154.80 154.80 +2.02      
Nov17 170824 150.10 150.10 150.09 150.10 +0.56      
Dec17 170824 147.10 147.10 147.10 147.10 -0.20      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Sep17 170824 2.926 2.982 2.917 2.949 +0.021 151,718 65,632 -31,434
Oct17 170824 2.956 3.015 2.950 2.982 +0.022 119,611 307,310 +11,031
Nov17 170824 3.031 3.082 3.025 3.053 +0.020 31,933 131,745 +1,392
Dec17 170824 3.175 3.220 3.168 3.193 +0.017 17,490 93,236 +338
Jan18 170824 3.271 3.315 3.266 3.288 +0.015 34,272 140,578 +3,278
Feb18 170824 3.267 3.306 3.264 3.283 +0.014 13,828 65,930 +2,185
Mar18 170824 3.230 3.261 3.228 3.244 +0.013 22,961 97,204 +3,333
Apr18 170824 2.903 2.926 2.898 2.911 +0.004 17,717 113,864 +17
May18 170824 2.871 2.885 2.863 2.875 +0.003 8,254 47,121 +1,103
Jun18 170824 2.900 2.910 2.887 2.898 +0.002 2,036 25,447 -23
Jul18 170824 2.929 2.929 2.910 2.922 +0.002 813 27,120 -69
Aug18 170824 2.933 2.938 2.915 2.925 +0.001 1,250 26,889 +221
Sep18 170824 2.910 2.914 2.889 2.901 +0.002 766 21,584 +164
Oct18 170824 2.927 2.931 2.905 2.919 +0.002 3,202 48,669 +435
Nov18 170824 2.968 2.977 2.955 2.966 +0.002 1,263 22,210 +613
Dec18 170824 3.100 3.103 3.079 3.092 +0.001 1,927 24,017 -228
Total Volume and Open Interest 433,541 1,316,077 -6,497
Brent Crude Oil(ICE)
Oct17 170824 52.55 52.71 51.61 52.04 -0.53 313,918 240,163 -38,257
Nov17 170824 52.21 52.39 51.26 51.66 -0.58 221,021 500,445 +20,661
Dec17 170824 52.06 52.32 51.20 51.57 -0.59 157,395 395,013 +5,541
Jan18 170824 52.14 52.37 51.24 51.59 -0.60 38,355 132,101 +250
Feb18 170824 52.25 52.46 51.37 51.67 -0.60 17,572 88,609 +1,206
Mar18 170824 52.33 52.54 51.47 51.76 -0.59 24,197 102,942 +1,296
Apr18 170824 52.42 52.58 51.53 51.84 -0.58 5,221 34,518 -14
May18 170824 52.46 52.60 51.60 51.91 -0.57 4,934 35,827 -270
Jun18 170824 52.50 52.67 51.68 51.98 -0.56 23,395 133,054 -1,510
Jul18 170824 52.07 52.07 52.07 52.07 -0.55 2,624 26,157 +792
Aug18 170824 52.14 52.14 52.14 52.14 -0.54 1,056 22,071 -28
Sep18 170824 52.46 52.46 52.18 52.18 -0.52 2,381 37,249 +959
Oct18 170824 52.22 52.22 52.22 52.22 -0.51 871 19,453 +168
Nov18 170824 52.25 52.25 52.25 52.25 -0.50 1,581 18,796 +893
Total Volume and Open Interest 872,895 2,336,873 -8,478
Gas Oil(ICE)
Sep17 170824 482.25 486.00 477.50 482.50 +3.50 50,945 116,168 -4,565
Oct17 170824 483.50 486.50 478.00 483.00 +3.00 61,293 219,600 +1,088
Nov17 170824 479.50 482.75 474.50 479.50 +2.25 22,062 64,574 -552
Dec17 170824 476.25 479.25 471.00 475.75 +1.50 33,419 125,453 -4,503
Jan18 170824 476.50 479.00 470.50 475.50 +1.25 8,171 48,720 +1,586
Feb18 170824 476.75 478.75 471.00 476.00 +1.00 2,283 31,230 -211
Mar18 170824 476.75 479.25 471.25 476.00 +0.75 2,002 27,098 +52
Apr18 170824 477.00 478.75 471.50 476.00 +0.50 253 14,805 +36
May18 170824 478.50 478.50 472.25 475.75 +0.25 347 11,904 +114
Jun18 170824 476.75 478.50 470.75 475.75 +0.25 2,358 49,905 -83
Total Volume and Open Interest 189,126 905,165 -6,250
Ethanol(CBOT)
Sep17 170824 1.520 1.520 1.505 1.510 -0.010 98 213 -31
Oct17 170824 1.485 1.485 1.444 1.456 -0.019 158 810 -7
Nov17 170824 1.465 1.465 1.430 1.430 -0.019 8 366 +4
Dec17 170824 1.405 1.405 1.399 1.399 -0.019 3 239 +1
Jan18 170824 1.385 1.385 1.376 1.376 -0.017 2 19 +0
Feb18 170824 1.388 1.388 1.388 1.388 -0.007 2 6 +0
Mar18 170824 1.419 1.419 1.419 1.419 -0.007 2 4 +0
Apr18 170824 1.478 1.501 1.478 1.478 -0.007 2 6 +1
Total Volume and Open Interest 275 1,665 -32
WTI Crude Oil(ICE)
Oct17 170824 48.40 48.43 47.07 47.43 -0.98 90,528 78,790 -6,551
Nov17 170824 48.51 48.64 47.33 47.70 -0.92 74,481 50,219 +3,363
Dec17 170824 48.72 48.80 47.55 47.92 -0.88 53,089 115,301 +2,319
Jan18 170824 48.90 48.92 47.76 48.11 -0.86 12,696 23,146 -98
Feb18 170824 48.99 49.07 47.94 48.27 -0.84 4,716 11,850 +666
Mar18 170824 49.03 49.13 48.07 48.40 -0.82 2,810 14,251 +28
Apr18 170824 49.06 49.06 48.27 48.51 -0.79 547 4,323 -164
May18 170824 48.60 48.60 48.60 48.60 -0.76 302 8,591 -15
Jun18 170824 48.95 48.95 48.41 48.67 -0.73 3,693 55,513 -182
Jul18 170824 48.71 48.71 48.71 48.71 -0.71 648 5,193 -61
Aug18 170824 48.74 48.74 48.74 48.74 -0.70 335 2,363 +67
Sep18 170824 48.77 48.77 48.77 48.77 -0.68 283 6,695 -77
Oct18 170824 48.80 48.80 48.80 48.80 -0.67 47 1,773 +28
Nov18 170824 48.82 48.82 48.82 48.82 -0.66 1,183 6,238 +1,093
Dec18 170824 49.43 49.50 48.60 48.86 -0.65 8,509 121,405 +2,051
Jan19 170824 48.87 48.87 48.87 48.87 -0.64 25 1,453 +0
Total Volume and Open Interest 256,381 571,769 +3,149
US Dollar Index(ICE)
Sep17 170824 93.090 93.305 93.075 93.202 +0.132 19,612 48,004 -1,345
Dec17 170824 92.900 93.100 92.900 93.003 +0.128 196 3,670 -19
Mar18 170824 92.777 92.777 92.777 92.777 +0.127 1 460 +0
Total Volume and Open Interest 19,812 52,379 -1,365
Australian Dollar(CME)
Sep17 170824 79.06 79.14 78.65 79.03 -0.02 74,305 144,820 +2,125
Dec17 170824 78.95 79.03 78.56 78.94 -0.02 451 4,010 -30
Mar18 170824 78.85 78.85 78.85 78.85 -0.01 0 219 +0
Total Volume and Open Interest 74,918 149,592 +2,164
British Pound(CME)
Sep17 170824 128.12 128.46 127.83 128.11 -0.04 86,190 211,873 +3,098
Dec17 170824 128.53 128.76 128.28 128.50 -0.04 455 3,660 -45
Mar18 170824 128.91 128.95 128.80 128.91 -0.03 0 342 +0
Total Volume and Open Interest 86,660 216,494 +3,047
Canadian Dollar(CME)
Sep17 170824 79.71 79.94 79.64 79.86 +0.13 61,250 180,416 +98
Dec17 170824 79.77 79.98 79.71 79.93 +0.13 464 5,383 -4
Mar18 170824 79.83 79.98 79.83 79.98 +0.13 8 611 +5
Jun18 170824 80.02 80.02 79.90 80.02 +0.13 13 149 -12
Total Volume and Open Interest 61,814 186,960 +78
Japanese Yen(CME)
Sep17 170824 91.86 91.96 91.32 91.41 -0.43 119,634 209,670 -2,326
Dec17 170824 92.27 92.35 91.73 91.82 -0.43 548 4,992 +324
Mar18 170824 92.42 92.42 92.32 92.32 -0.42 2 340 +0
Total Volume and Open Interest 120,248 215,457 -2,005
Swiss Franc(CME)
Sep17 170824 103.76 104.11 103.58 103.68 -0.10 18,482 39,939 +2,082
Dec17 170824 104.35 104.48 104.22 104.30 -0.09 27 421 -1
Mar18 170824 104.99 104.99 104.68 104.99 -0.10 2 40 +1
Total Volume and Open Interest 18,511 40,420 +2,082
EuroFX(CME)
Sep17 170824 118.23 118.32 117.98 118.18 -0.18 143,913 451,525 -4,089
Dec17 170824 118.79 118.89 118.57 118.76 -0.17 1,613 9,270 -20
Mar18 170824 119.36 119.43 119.20 119.40 -0.16 525 1,508 +101
Total Volume and Open Interest 146,951 464,445 -4,221
Mexican Peso(CME)
Sep17 170824 563.63 564.88 561.50 562.75 -0.13 27,817 240,812 +2,567
Oct17 170824 560.25 562.25 560.25 560.25 -0.13 20 21 +20
Total Volume and Open Interest 27,861 243,849 +2,600
Brazilian Real(CME)
Sep17 170824 317.40 318.55 317.15 317.85 -0.45 1,278 23,810 -42
Oct17 170824 316.95 317.95 316.35 316.55 -0.45 63 263 +52
Nov17 170824 315.15 315.15 315.15 315.15 -0.30 0 59 +0
Dec17 170824 313.85 313.85 313.85 313.85 -0.40 0 2 +0
Total Volume and Open Interest 1,341 24,746 +10
30-Year T-Bonds(CBOT)
Sep17 170824 156~180 156~190 156~000 156~030 -0~130 210,822 733,349 -6,793
Dec17 170824 155~110 155~110 154~250 154~270 -0~130 24,961 45,214 +17,496
Mar18 170824 154~040 154~040 154~040 154~040 -0~130 2 2 +2
Total Volume and Open Interest 235,785 778,565 +10,705
10-Year T-Notes(CBOT)
Sep17 170824 126~300 126~305 126~215 126~220 -0~075 980,893 3,133,438 -92,962
Dec17 170824 126~210 126~210 126~125 126~130 -0~075 204,722 299,222 +122,344
Mar18 170824 126~010 126~010 126~010 126~010 -0~075      
Total Volume and Open Interest 1,185,615 3,432,660 +29,382
5-Year T-Notes(CBOT)
Sep17 170824 118~202 118~204 118~152 118~156 -0~042 784,697 2,806,877 -178,103
Dec17 170824 118~114 118~114 118~062 118~070 -0~042 305,203 399,127 +217,645
Mar18 170824 117~312 117~312 117~312 117~312 -0~042      
Total Volume and Open Interest 1,089,900 3,206,004 +39,542
2 Year T-Notes(CBOT)
Sep17 170824 108~084 108~084 108~066 108~070 -0~014 301,770 1,379,240 -59,110
Dec17 170824 108~050 108~050 108~032 108~034 -0~012 137,473 170,587 +76,759
Mar18 170824 108~016 108~016 108~016 108~016 -0~012      
Total Volume and Open Interest 439,243 1,549,827 +17,649
Eurodollars(CME)
Sep17 170824 98.675 98.675 98.668 98.670 -0.005 123,982 1,377,621 +2,566
Dec17 170824 98.580 98.580 98.560 98.565 -0.015 157,492 2,018,277 -14,221
Mar18 170824 98.515 98.515 98.500 98.500 -0.015 136,928 1,194,414 -5,460
Jun18 170824 98.470 98.470 98.445 98.450 -0.015 184,377 1,041,009 +6,513
Sep18 170824 98.415 98.415 98.395 98.400 -0.015 125,117 1,056,476 -3,849
Dec18 170824 98.345 98.345 98.320 98.325 -0.020 195,233 1,471,565 -9,904
Mar19 170824 98.305 98.305 98.280 98.285 -0.020 148,086 950,638 +20,348
Jun19 170824 98.265 98.265 98.240 98.245 -0.020 128,597 747,820 +20,849
Sep19 170824 98.225 98.225 98.195 98.205 -0.020 79,830 683,776 +185
Dec19 170824 98.165 98.165 98.135 98.140 -0.025 78,144 787,564 +3,299
Mar20 170824 98.130 98.130 98.095 98.105 -0.025 58,909 445,639 -2,697
Jun20 170824 98.100 98.100 98.060 98.070 -0.020 50,825 357,889 +895
Sep20 170824 98.050 98.050 98.020 98.030 -0.020 32,514 244,727 +1,154
Dec20 170824 97.995 97.995 97.960 97.970 -0.025 33,915 301,123 -208
Mar21 170824 97.960 97.960 97.925 97.935 -0.025 23,714 177,820 -5,252
Jun21 170824 97.920 97.920 97.885 97.895 -0.020 23,866 128,014 +39
Sep21 170824 97.875 97.875 97.840 97.850 -0.020 16,615 97,442 -697
Dec21 170824 97.825 97.825 97.790 97.795 -0.025 20,811 99,975 +1,730
Total Volume and Open Interest 1,653,019 13,437,818 +18,060
Ultra T-Bond(CBOT)
Sep17 170824 169~07 169~07 168~09 168~17 -0~18 98,948 734,623 -18,495
Dec17 170824 168~06 168~07 167~12 167~18 -0~18 29,513 155,623 +22,794
Mar18 170824 166~18 166~18 166~18 166~18 -0~18      
Total Volume and Open Interest 128,461 890,246 +4,299
Ultra 10-Yr T-Note(CBOT)
Sep17 170824 136~185 136~185 136~075 136~090 -0~085 84,088 389,677 -24,614
Dec17 170824 135~300 135~300 135~185 135~210 -0~085 31,951 30,325 +24,233
Mar18 170824 135~210 135~210 135~210 135~210 -0~085      
Total Volume and Open Interest 116,039 420,002 -381
30 Day Federal Funds(CBOT)
Aug17 170824 98.845 98.845 98.842 98.845 unch 2,997 177,347 -512
Sep17 170824 98.845 98.845 98.845 98.845 unch 673 91,466 +256
Oct17 170824 98.845 98.845 98.840 98.845 unch 3,214 296,390 -910
Nov17 170824 98.835 98.835 98.830 98.835 unch 18,094 210,125 -4,007
Dec17 170824 98.795 98.795 98.785 98.790 -0.005 9,003 91,633 -812
Jan18 170824 98.765 98.765 98.755 98.755 -0.010 20,450 310,435 +5,519
Total Volume and Open Interest 96,027 1,678,809 +6,494
Japanese Govt Bonds(SGX)
Sep17 170823 150.74 150.79 150.66 150.79 +0.04 1,097 14,748 +575
Dec17 170823 150.49 150.57 150.49 150.57 +0.04 0 4 +0
Mar18 170823 150.57 150.57 150.57 150.57 +0.04      
Total Volume and Open Interest 1,097 14,752 +575
Euro-Buxl(EUREX)
Sep17 170824 168.18 168.30 167.66 167.90 -0.12 28,268 207,701 -48
Dec17 170824 166.48 166.50 166.24 166.38 -0.12 2,672 26,600 +1,377
Mar18 170824 165.88 165.88 165.88 165.88 -0.12      
Total Volume and Open Interest 30,940 234,301 +1,329
Euro-Bund(EUREX)
Sep17 170824 164.87 164.90 164.66 164.75 -0.10 468,241 1,842,915 +56,583
Dec17 170824 162.04 162.04 161.80 161.89 -0.11 44,767 200,794 +23,937
Mar18 170824 161.29 161.29 161.29 161.29 -0.10 0 33 +0
Total Volume and Open Interest 513,008 2,043,742 +80,520
Euro-Bobl(EUREX)
Sep17 170824 133.02 133.05 132.94 133.01 +0.01 260,950 1,437,365 +48,855
Dec17 170824 131.44 131.48 131.36 131.43 +0.01 23,544 109,088 +3,081
Mar18 170824 131.61 131.61 131.61 131.61 +0.01      
Total Volume and Open Interest 284,494 1,546,453 +51,936
Euro-Schatz(EUREX)
Sep17 170824 112.24 112.24 112.21 112.23 unch 180,320 1,487,366 +43,291
Dec17 170824 112.13 112.14 112.12 112.13 +0.00 62,829 162,278 +25,814
Mar18 170824 111.23 112.23 111.23 112.23 unch      
Total Volume and Open Interest 243,149 1,649,644 +69,105
3-Mth Euribor(EUREX)
Sep17 170824 100.330 100.330 100.330 100.330 unch 0 5,901 +0
Dec17 170824 100.325 100.325 100.325 100.325 unch 3 7,027 +0
Mar18 170824 100.310 100.310 100.310 100.310 unch 5 6,109 +0
Total Volume and Open Interest 211 38,953 +80
Long Gilt(LIFFE)
Sep17 170824 127~30 128~04 127~26 128~01 -0~02 156,147 803,003 -37,050
Dec17 170824 126~30 127~04 126~26 127~01 -0~02 59,791 244,688 +35,359
Total Volume and Open Interest 215,938 1,047,691 -1,691
3-Mth Short Sterling(LIFFE)
Sep17 170824 99.71 99.71 99.71 99.71 -0.00 23,292 431,026 -6,411
Dec17 170824 99.64 99.65 99.63 99.64 unch 14,436 425,068 +558
Mar18 170824 99.57 99.58 99.56 99.57 -0.01 36,714 359,070 +5,808
Jun18 170824 99.53 99.54 99.52 99.53 -0.01 26,008 324,777 +4,056
Sep18 170824 99.49 99.50 99.47 99.49 unch 25,890 289,032 -1,435
Dec18 170824 99.45 99.46 99.43 99.44 -0.01 60,155 345,114 +21,132
Total Volume and Open Interest 399,180 3,168,284 +26,155
3-Mth Euribor(LIFFE)
Sep17 170824 100.330 100.330 100.325 100.330 unch 21,872 411,733 +446
Dec17 170824 100.320 100.325 100.320 100.325 unch 22,429 427,543 +2,101
Mar18 170824 100.310 100.315 100.305 100.310 unch 44,915 455,449 +5,425
Total Volume and Open Interest 379,473 3,894,823 +19,508
3-Mth Aus T-Bills(SFE)
Sep17 170824 98.27 98.28 98.27 98.28 unch 781 93,903 -1,014
Dec17 170824 98.23 98.24 98.23 98.24 unch 7,013 227,033 +3,095
Mar18 170824 98.17 98.18 98.17 98.18 unch 5,857 177,689 +1,173
Jun18 170824 98.09 98.11 98.09 98.11 +0.01 15,645 148,997 -214
Sep18 170824 98.01 98.03 98.01 98.03 +0.01 9,129 117,578 +2,247
Dec18 170824 97.94 97.95 97.94 97.95 +0.01 6,851 89,765 -42
Mar19 170824 97.86 97.88 97.86 97.88 +0.01 4,855 60,681 +911
Jun19 170824 97.79 97.81 97.78 97.81 +0.02 3,438 49,799 -889
Sep19 170824 97.74 97.75 97.73 97.74 +0.01 0 3,889 +0
Dec19 170824 97.65 97.68 97.65 97.68 +0.02 12 2,785 +0
Total Volume and Open Interest 53,581 974,702 +5,267
10-Year Aus T-Bonds(SFE)
Sep17 170824 97.33 97.37 97.32 97.37 +0.04 85,589 992,888 +2,720
Dec17 170824 97.31 97.34 97.31 97.34 +0.04 0 825 +0
Total Volume and Open Interest 85,589 993,713 +2,720
3-Year Aus T-Bonds(SFE)
Sep17 170824 97.99 98.03 97.99 98.03 +0.03 143,528 1,037,280 +15,505
Dec17 170824 97.99 97.99 97.99 97.99 +0.03 1,600 1,602 +1,480
Total Volume and Open Interest 145,128 1,038,882 +16,985
Gold(CMX)
Aug17 170824 1288.7 1288.7 1284.0 1286.5 -2.4 100 739 -93
Oct17 170824 1292.5 1293.0 1286.1 1288.6 -2.7 4,471 52,180 -19
Dec17 170824 1296.0 1296.8 1289.3 1292.0 -2.7 268,988 390,087 -5,394
Feb18 170824 1297.9 1298.6 1294.2 1295.6 -2.7 390 19,419 -30
Apr18 170824 1300.9 1301.8 1296.6 1299.1 -2.7 379 6,243 +89
Jun18 170824 1304.3 1304.3 1300.8 1302.6 -2.7 308 9,361 +107
Aug18 170824 1307.9 1307.9 1305.8 1306.0 -2.8 4 6,929 +2
Oct18 170824 1309.5 1309.5 1307.1 1309.5 -2.8 29 1,624 -3
Dec18 170824 1314.5 1314.5 1313.2 1313.2 -2.8 78 8,115 +3
Feb19 170824 1317.0 1320.0 1317.0 1317.0 -2.8 3 9 +1
Apr19 170824 1320.8 1320.8 1320.8 1320.8 -2.8      
Jun19 170824 1324.7 1324.7 1324.7 1324.7 -2.8 0 748 +0
Total Volume and Open Interest 275,477 500,443 -5,386
Silver(CMX)
Sep17 170824 1708.5 1710.0 1681.5 1696.3 -8.3 88,511 75,306 -5,008
Dec17 170824 1717.5 1718.0 1689.5 1704.6 -8.0 17,718 98,664 +3,518
Mar18 170824 1717.5 1717.5 1700.0 1713.7 -7.8 257 6,503 +76
May18 170824 1718.0 1719.6 1718.0 1719.6 -7.8 51 2,284 +4
Jul18 170824 1725.0 1725.8 1725.0 1725.8 -7.9 2 1,461 -2
Sep18 170824 1732.0 1733.5 1732.0 1732.0 -8.0 0 246 +0
Dec18 170824 1740.5 1743.5 1733.0 1741.6 -8.0 29 1,609 +1
Total Volume and Open Interest 106,639 187,227 -1,400
Platinum(NYMEX)
Oct17 170824 981.3 986.0 975.3 982.6 +1.7 14,598 62,825 -196
Jan18 170824 985.1 988.8 978.9 985.5 +1.8 662 7,868 -111
Apr18 170824 990.6 990.6 989.0 990.0 +2.0 306 936 +282
Jul18 170824 994.8 994.8 994.8 994.8 +2.1 0 292 +0
Total Volume and Open Interest 15,567 71,946 -25
Palladium(NYMEX)
Sep17 170824 936.30 939.50 932.20 936.15 +3.15 5,393 22,462 -2,585
Dec17 170824 929.10 934.05 926.20 930.95 +3.90 3,243 13,742 +2,591
Mar18 170824 923.05 930.00 922.75 926.30 +4.70 7 454 +2
Total Volume and Open Interest 8,643 36,674 +8
Copper(CMX)
Sep17 170824 298.50 304.80 298.05 303.40 +5.35 119,906 82,867 -10,313
Dec17 170824 300.65 307.15 300.25 305.65 +5.35 48,450 163,414 +12,457
Mar18 170824 302.25 308.95 302.15 307.50 +5.40 5,918 38,384 +2,342
May18 170824 304.15 309.20 304.15 308.45 +5.35 373 12,731 +73
Jul18 170824 305.60 309.40 305.60 309.30 +5.35 222 5,483 -88
Total Volume and Open Interest 176,394 329,725 +4,303
E-mini DJIA Index(CBOT)
Sep17 170824 21793 21863 21745 21786 -9 121,880 151,471 -2,184
Dec17 170824 21735 21817 21705 21743 -9 723 1,005 +109
Mar18 170824 21706 21799 21706 21706 -9 3 32 +0
Jun18 170824 21675 21675 21675 21675 -9 0 2 +0
Total Volume and Open Interest 122,606 152,510 -2,075
S & P 500(CME)
Sep17 170824 2439.30 2447.90 2437.00 2440.80 -0.70 2,044 67,113 +1,418
Dec17 170824 2438.70 2446.40 2433.40 2438.70 -0.70 0 450 +0
Mar18 170824 2437.20 2444.90 2431.90 2437.20 -0.70      
Jun18 170824 2436.40 2444.10 2431.10 2436.40 -0.70      
Total Volume and Open Interest 2,044 67,563 +1,417
S & P 500 E-Mini(CME)
Sep17 170824 2440.25 2449.00 2434.50 2440.75 -0.75 1,367,156 3,137,149 -2,152
Dec17 170824 2437.75 2446.75 2432.75 2438.75 -0.75 14,769 91,338 +8,652
Mar18 170824 2436.75 2442.00 2433.50 2437.25 -0.75 60 1,518 +2
Jun18 170824 2431.00 2436.50 2431.00 2436.50 -0.50 6 453 -1
Total Volume and Open Interest 1,381,991 3,230,474 +6,501
NASDAQ 100 E-Mini(CME)
Sep17 170824 5845.80 5874.30 5803.30 5840.50 -7.50 307,895 290,847 +408
Dec17 170824 5850.50 5880.50 5811.00 5847.80 -7.20 1,383 2,831 +638
Mar18 170824 5852.00 5856.30 5852.00 5856.30 -7.20 13 50 +2
Total Volume and Open Interest 309,291 293,728 +1,048
S&P Midcap 400(CME) e-Mini
Sep17 170824 1700.60 1709.30 1698.00 1700.80 -1.70 12,566 88,722 -1,103
Dec17 170824 1699.70 1706.50 1699.50 1699.70 -1.70 0 1 +0
Mar18 170824 1696.40 1696.40 1696.40 1696.40 -1.70      
Total Volume and Open Interest 12,566 88,723 -1,103
Volatility Index(CBOE)
Aug17 170816 12.31 12.56 11.90 12.16 -0.17 124,994 91,136 -31,603
Sep17 170824 13.65 13.95 13.08 13.43 -0.20 145,937 280,433 -4,514
Oct17 170824 14.25 14.55 13.75 14.13 -0.10 81,104 98,726 +10,668
Nov17 170824 14.65 14.89 14.25 14.53 -0.10 25,295 49,315 +407
Total Volume and Open Interest 276,320 555,981 +7,383
S & P 600(CME)
Sep17 170824 824.00 824.00 824.00 824.00 +1.10      
Dec17 170824 820.80 820.80 820.80 820.80 +1.10      
Total Volume and Open Interest      
Russell 2000 Mini(ICE)
Sep17 170824 1364.40 1377.20 1363.10 1373.50 +6.30 103,901 564,995 -1,530
Dec17 170824 1365.60 1374.00 1365.60 1372.30 +6.30 27 393 -4
Mar18 170824 1371.30 1371.30 1371.30 1371.30 +6.30 0 1 +0
Total Volume and Open Interest 103,928 565,391 -1,534
Nikkei 225(CME)
Sep17 170824 19340 19435 19315 19415 +60 10,383 34,353 +157
Dec17 170824 19245 19335 19245 19335 +55 99 71 -39
Total Volume and Open Interest 10,482 34,424 +118
Nikkei 225(SGX)
Sep17 170824 19365 19380 19335 19340 -65 71,458 231,460 +2,281
Dec17 170824 19210 19210 19210 19210 -60 2,064 8,193 +2,018
Mar18 170823 19235 19235 19235 19235 +35 0 205 +0
Total Volume and Open Interest 91,192 243,323 +1,733
Nikkei 225 Mini(JPX)
Sep17 170823 19380 19550 19330 19420 +80 922,195 527,369 +11,128
Dec17 170823 19245 19415 19195 19280 +70 32,606 37,963 +5,100
Mar18 170823 19205 19360 19150 19240 +80 1,526 3,763 +156
Total Volume and Open Interest 968,331 593,127 +17,451
Nikkei 225(JPX)
Sep17 170823 19380 19550 19330 19420 +80 69,596 349,197 +1,423
Dec17 170823 19250 19410 19190 19280 +70 992 42,286 +60
Mar18 170823 19160 19350 19160 19240 +80 73 3,326 -6
Total Volume and Open Interest 70,929 462,199 +1,881
Nikkei 225(CME) Yen
Sep17 170824 19340 19430 19305 19405 +60 33,930 57,323 -695
Dec17 170824 19200 19265 19170 19265 +55 34 121 +28
Mar18 170824 19225 19225 19225 19225 +55      
Total Volume and Open Interest 33,964 57,444 -667
Nikkei 225(CME) e-Mini Yen
Sep17 170824 19400 19405 19400 19400 +50 0 12 +0
Dec17 170824 19260 19265 19260 19260 +50      
Mar18 170824 19220 19225 19220 19220 +50      
Total Volume and Open Interest 0 12 +0
CAC 40(EURONEXT)
Sep17 170824 5118.0 5135.5 5106.5 5112.0 -2.0 61,368 320,023 +6,917
Oct17 170824 5115.5 5123.0 5098.0 5101.5 -2.0 17 444 -5
Nov17 170824 5097.5 5097.5 5097.5 5097.5 -1.5      
Dec17 170824 5100.0 5100.0 5092.5 5092.5 -2.0 0 12,947 +0
Total Volume and Open Interest 61,385 333,418 +6,912
Hang Seng Index(HKFE)
Aug17 170824 27517 27600 27465 27525 +96 108,065 147,470 -564
Sep17 170824 27313 27433 27301 27364 +114 1,991 22,841 +157
Total Volume and Open Interest 111,368 184,484 -655
DAX(EUREX)
Sep17 170824 12174.5 12254.0 12164.0 12181.0 +1.5 74,310 139,823 -1,191
Dec17 170824 12164.5 12234.0 12161.0 12171.0 +1.5 246 8,692 -3
Mar18 170824 12233.0 12233.0 12167.5 12167.5 +1.5 18 103 +0
Total Volume and Open Interest 74,574 148,618 -1,194
Mini-DAX(EUREX)
Sep17 170824 12178.0 12254.0 12164.0 12181.0 +1.5 22,082 13,103 +443
Dec17 170824 12162.0 12239.0 12158.0 12171.0 +1.5 62 383 -6
Mar18 170824 12167.5 12167.5 12167.5 12167.5 +1.5 4 39 +0
Total Volume and Open Interest 22,148 13,525 +437
DJ EuroSTOXX 50(EUREX)
Sep17 170824 3438 3460 3438 3445 +7 770,384 3,371,880 -37,940
Dec17 170824 3429 3445 3428 3431 +7 1,365 136,379 -14
Mar18 170824 3419 3419 3419 3419 +7 5 51,562 +0
Total Volume and Open Interest 771,754 3,559,822 -37,954
Swiss Market Index(EUREX)
Sep17 170824 8939 8977 8924 8950 +11 24,685 187,679 -2,290
Dec17 170824 8941 8941 8910 8924 +11 11 2,583 +9
Mar18 170824 8824 8824 8824 8824 +11 0 32 +0
Total Volume and Open Interest 24,696 190,294 -2,281
FT-SE 100(EURONEXT)
Sep17 170824 7371.00 7434.00 7370.50 7415.50 +36.50 72,052 753,790 +1,539
Dec17 170824 7335.00 7374.50 7335.00 7374.00 +36.50 12 11,467 +2
Mar18 170824 7311.50 7311.50 7311.50 7311.50 +35.50      
Total Volume and Open Interest 72,064 765,257 +1,541
SPI 200(SFE)
Sep17 170824 5694.0 5722.0 5678.0 5712.0 +16.0 27,220 256,879 -1,096
Dec17 170824 5696.0 5702.0 5664.0 5697.0 +16.0 24 1,661 +23
Mar18 170824 5650.0 5650.0 5650.0 5650.0 +16.0 0 1,477 +0
Total Volume and Open Interest 27,244 261,758 -1,073
FTSE MIB(ISE)
Sep17 170824 21690.00 21880.00 21670.00 21741.00 +123.00 20,202 31,416 +640
Dec17 170824 21560.00 21745.00 21550.00 21621.00 +123.00 22 184 +11
Total Volume and Open Interest 20,224 31,600 +651
KOSPI 200(KFE)
Sep17 170824 309.90 312.05 309.35 311.45 +1.50 170,226 288,561 +305
Dec17 170824 310.60 312.75 310.15 312.10 +1.45 764 50,790 +321
Mar18 170824 308.00 309.30 308.00 308.80 +1.30 10 9,707 +9
Total Volume and Open Interest 171,003 379,080 +1,038
GSCI(CME)
Sep17 170824 380.45 380.45 378.70 379.00 -1.60 15 15,233 +12
Oct17 170824 379.40 379.40 379.40 379.40 -1.60      
Nov17 170824 380.15 380.15 380.15 380.15 -1.60      
Total Volume and Open Interest 15 15,233 +12
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