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 Fri September 29, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov17 170929 959.25 976.00 955.25 968.25 +8.75 113,888 335,946 -5,786
Jan18 170929 970.00 986.75 966.00 978.50 +8.25 23,846 111,756 +2,237
Mar18 170929 979.25 995.75 975.50 987.75 +8.25 12,684 78,020 +88
May18 170929 987.75 1003.75 984.00 995.75 +7.75 4,937 42,395 +45
Jul18 170929 995.25 1010.50 991.00 1002.50 +7.25 6,576 65,453 +109
Aug18 170929 993.00 1005.50 992.25 1003.00 +7.00 100 2,235 +15
Sep18 170929 986.00 1000.50 985.00 994.25 +6.25 53 1,020 -1
Nov18 170929 981.25 993.00 976.75 986.25 +5.00 2,762 32,336 +694
Jan19 170929 984.75 995.00 984.75 992.00 +4.75 8 232 +0
Mar19 170929 986.00 995.25 986.00 995.25 +4.50 1 301 +0
May19 170929 999.00 999.00 999.00 999.00 +4.50 4 48 -1
Jul19 170929 997.50 1004.00 997.50 1004.00 +4.75 2 114 +0
Aug19 170929 993.00 1000.50 984.75 1000.50 +4.75 13 14 +0
Sep19 170929 985.25 996.25 985.25 996.25 +4.75 0 21 +0
Total Volume and Open Interest 164,960 670,471 -2,558
Soybean Meal(CBOT)
Oct17 170929 307.00 312.80 305.20 311.50 +4.70 29,292 9,844 -6,832
Dec17 170929 311.40 317.30 309.70 315.80 +4.30 59,864 172,608 -1,719
Jan18 170929 313.50 319.40 311.90 317.80 +4.20 9,191 53,784 +1,656
Mar18 170929 316.80 322.60 315.00 320.70 +3.80 3,597 48,562 +269
May18 170929 319.10 324.90 317.70 323.10 +3.60 2,097 27,856 +265
Jul18 170929 321.40 327.00 319.90 325.30 +3.40 2,133 20,899 +66
Aug18 170929 320.60 327.40 320.60 325.50 +3.30 352 4,582 +17
Sep18 170929 321.30 326.80 320.10 324.90 +3.10 396 4,405 +33
Oct18 170929 319.30 323.70 318.20 322.20 +2.50 131 4,459 -38
Dec18 170929 320.40 324.40 318.40 322.90 +2.50 1,203 15,520 +60
Total Volume and Open Interest 108,309 365,560 -6,180
Soybean Oil(CBOT)
Oct17 170929 32.59 32.85 32.41 32.57 -0.02 38,773 10,221 -6,979
Dec17 170929 32.82 33.18 32.65 32.82 unch 106,197 196,569 -7,782
Jan18 170929 33.03 33.34 32.83 32.99 -0.01 14,755 68,867 +2,285
Mar18 170929 33.24 33.58 33.08 33.23 -0.02 16,501 61,745 -326
May18 170929 33.51 33.81 33.30 33.45 -0.03 8,156 35,335 +1,410
Jul18 170929 33.66 33.99 33.50 33.63 -0.03 3,911 30,173 -238
Aug18 170929 33.69 33.99 33.54 33.64 -0.06 399 3,775 +73
Sep18 170929 33.62 33.88 33.48 33.58 -0.07 399 1,893 +109
Oct18 170929 33.56 33.73 33.31 33.42 -0.08 199 3,144 +93
Dec18 170929 33.61 33.78 33.38 33.48 -0.09 1,729 14,728 +161
Total Volume and Open Interest 191,095 428,186 -11,151
Canola(WCE)
Nov17 170929 490.3 494.9 489.7 492.4 +1.6 24,263 106,475 -11,041
Jan18 170929 497.3 501.5 496.0 498.9 +1.6 4,006 54,334 +600
Mar18 170929 502.0 506.1 501.0 503.6 +1.7 298 14,074 +100
May18 170929 504.6 508.4 503.4 505.9 +1.8 231 3,500 +207
Jul18 170929 505.5 506.8 505.5 506.7 +1.9 66 2,539 -16
Total Volume and Open Interest 28,908 182,099 -10,131
Corn(CBOT)
Dec17 170929 352.25 358.00 350.00 355.25 +2.75 186,064 792,494 -8,050
Mar18 170929 364.75 370.50 362.75 367.75 +2.50 37,427 242,987 +2,258
May18 170929 373.25 379.00 371.50 376.25 +2.50 17,743 101,009 +49
Jul18 170929 380.75 386.25 379.25 383.75 +2.50 32,343 127,993 -4,422
Sep18 170929 387.25 392.75 386.00 390.00 +2.00 4,711 32,637 +494
Dec18 170929 396.25 401.75 395.00 399.50 +2.50 21,936 84,775 +2,048
Mar19 170929 406.00 411.00 404.00 409.00 +2.00 720 11,125 -343
May19 170929 413.00 414.00 413.00 414.00 +2.00 289 862 +147
Jul19 170929 414.75 420.00 414.50 418.25 +2.25 82 1,338 +42
Sep19 170929 413.50 413.50 413.50 413.50 +2.75 0 275 +0
Total Volume and Open Interest 301,378 1,397,514 -7,772
Wheat(CBOT)
Dec17 170929 455.50 459.00 446.25 448.25 -6.75 74,383 249,237 +2,142
Mar18 170929 474.50 478.25 465.50 466.50 -7.75 13,865 83,835 -42
May18 170929 487.50 491.00 478.50 479.25 -8.00 4,030 33,198 +75
Jul18 170929 499.25 502.25 490.00 490.75 -8.00 4,165 43,736 +376
Sep18 170929 511.75 516.75 505.25 506.00 -7.25 689 6,621 +44
Dec18 170929 529.75 534.50 523.50 524.50 -6.75 1,304 10,574 +269
Total Volume and Open Interest 98,508 429,854 +2,880
Wheat(KCBT)
Dec17 170929 453.00 456.75 441.75 442.75 -10.25 25,056 134,867 -1,136
Mar18 170929 470.25 474.00 459.50 460.25 -10.50 5,550 75,696 +123
May18 170929 483.75 486.75 473.25 474.00 -10.25 1,406 21,628 +136
Jul18 170929 499.00 503.50 489.75 490.75 -10.25 1,084 26,673 +361
Sep18 170929 519.50 521.75 509.00 509.00 -10.00 265 4,999 +62
Dec18 170929 542.25 543.75 533.25 533.25 -8.25 427 4,180 +95
Mar19 170929 556.25 558.25 550.00 550.00 -5.25 4 124 +3
Total Volume and Open Interest 33,793 268,336 -356
Wheat(MGE)
Dec17 170929 644.00 647.75 620.25 623.75 -21.25 3,817 41,218 +221
Mar18 170929 656.25 659.00 634.00 637.00 -19.75 1,482 22,419 +315
May18 170929 659.25 661.50 638.50 643.00 -16.75 347 7,593 -1
Jul18 170929 657.75 660.00 640.00 645.00 -13.25 62 5,696 -27
Sep18 170929 642.25 645.00 633.00 634.25 -8.25 85 2,887 +3
Dec18 170929 650.25 650.25 645.00 645.50 -5.50 68 1,162 +11
Total Volume and Open Interest 5,861 81,012 +522
Oats(CBOT)
Dec17 170929 249.25 253.25 244.50 251.25 +1.75 328 4,764 -9
Mar18 170929 250.75 256.50 250.00 255.25 +1.75 50 1,222 +32
May18 170929 254.25 254.25 254.25 254.25 +1.75 0 151 +0
Jul18 170929 250.00 250.00 250.00 250.00 -1.00 0 28 +0
Total Volume and Open Interest 378 6,165 +23
Rough Rice(CBOT)
Nov17 170929 11.98 12.09 11.97 11.99 +0.02 1,305 9,209 -72
Jan18 170929 12.34 12.36 12.27 12.27 +0.03 354 1,111 +301
Mar18 170929 12.45 12.45 12.45 12.45 +0.03 4 297 +4
May18 170929 12.66 12.66 12.66 12.66 +0.03      
Total Volume and Open Interest 1,663 10,619 +233
Live Cattle(CME)
Oct17 170929 109.500 109.885 108.830 109.100 +0.120 13,994 45,631 -3,957
Dec17 170929 115.250 115.850 114.330 115.250 +0.200 28,797 144,542 +2,278
Feb18 170929 118.550 119.230 118.150 118.635 +0.085 8,593 60,729 +565
Apr18 170929 119.900 120.500 119.535 119.850 unch 6,534 51,427 +196
Jun18 170929 113.230 113.700 112.850 113.050 -0.335 2,595 22,800 -64
Aug18 170929 111.285 111.350 110.600 110.730 -0.350 590 8,428 +179
Total Volume and Open Interest 61,394 337,362 -609
Feeder Cattle(CME)
Oct17 170929 153.130 153.500 151.750 152.235 -0.715 3,244 11,740 -634
Nov17 170929 154.985 155.550 153.380 154.000 -0.985 5,801 20,992 +475
Jan18 170929 152.380 152.935 150.880 151.535 -1.045 3,934 11,863 +634
Mar18 170929 149.750 150.000 148.100 148.735 -0.895 1,783 8,431 +255
Apr18 170929 149.200 149.850 148.050 148.650 -0.785 454 2,388 +54
May18 170929 148.685 149.150 147.580 147.830 -1.000 455 2,797 +137
Aug18 170929 149.250 149.250 148.380 148.550 -0.735 63 394 +14
Total Volume and Open Interest 16,957 60,628 +863
Lean Hogs(CME)
Oct17 170929 55.400 56.380 55.285 55.400 -0.150 12,410 37,835 -3,496
Dec17 170929 57.785 61.180 57.350 59.950 +1.665 21,210 118,331 +1,607
Feb18 170929 62.950 66.100 62.950 65.050 +1.700 6,660 45,668 -140
Apr18 170929 68.500 70.635 68.350 69.850 +1.400 2,699 35,029 -13
May18 170929 75.850 76.300 75.680 75.680 +0.950 22 1,033 +16
Jun18 170929 77.650 79.180 77.650 78.885 +1.155 1,481 15,144 +182
Jul18 170929 77.900 79.285 77.900 78.900 +1.170 403 4,738 +156
Aug18 170929 77.450 78.450 77.450 78.150 +1.050 284 2,639 +52
Total Volume and Open Interest 45,298 261,252 -1,580
Class III Milk(CME)
Sep17 170929 16.38 16.38 16.37 16.38 +0.01 19 4,852 +8
Oct17 170929 16.28 16.34 16.21 16.24 -0.05 364 4,580 -76
Nov17 170929 16.30 16.35 16.11 16.16 -0.12 302 4,250 +46
Dec17 170929 16.12 16.15 15.99 16.04 -0.07 134 3,831 +8
Jan18 170929 15.84 15.84 15.69 15.72 -0.10 55 1,759 -3
Feb18 170929 15.76 15.76 15.66 15.66 -0.10 75 1,566 +0
Mar18 170929 15.66 15.66 15.61 15.61 -0.09 22 1,354 +2
Apr18 170929 15.62 15.62 15.57 15.57 -0.08 8 1,061 +7
May18 170929 15.66 15.66 15.66 15.66 -0.11 12 1,034 +7
Jun18 170929 15.82 15.82 15.82 15.82 -0.08 17 993 +13
Jul18 170929 16.16 16.16 16.16 16.16 unch 0 424 +0
Aug18 170929 16.23 16.32 16.23 16.32 unch 0 435 +0
Sep18 170929 16.39 16.39 16.39 16.39 unch 0 392 +0
Total Volume and Open Interest 1,008 27,361 +12
Cocoa(ICE)
Dec17 170929 1976 2057 1968 2043 +63 21,592 136,023 -42
Mar18 170929 1980 2047 1968 2034 +54 7,744 62,308 +731
May18 170929 1990 2056 1982 2042 +49 2,351 21,656 +177
Jul18 170929 2004 2067 1995 2053 +47 1,340 11,392 -274
Sep18 170929 2012 2076 2012 2063 +45 83 8,976 +5
Dec18 170929 2046 2088 2046 2075 +45 25 8,270 -4
Mar19 170929 2097 2100 2088 2088 +42 17 6,526 +0
Total Volume and Open Interest 33,166 257,645 +604
Coffee "C"(ICE)
Dec17 170929 128.95 129.15 127.25 128.05 -0.45 18,013 102,538 +1,701
Mar18 170929 132.55 132.70 130.85 131.65 -0.45 6,818 42,557 -862
May18 170929 134.80 135.00 133.25 134.00 -0.45 2,145 20,609 +248
Jul18 170929 136.90 137.30 135.50 136.25 -0.45 1,299 10,850 +305
Sep18 170929 139.55 139.55 137.75 138.50 -0.45 613 7,258 +126
Dec18 170929 143.20 143.20 141.10 141.80 -0.40 207 4,632 +51
Total Volume and Open Interest 29,111 191,502 +1,574
Orange Juice(ICE)
Nov17 170929 146.05 149.85 145.40 148.35 +1.35 515 5,366 +34
Jan18 170929 146.00 150.00 145.75 148.40 +1.40 162 1,744 +78
Mar18 170929 147.50 148.75 146.00 148.10 +0.90 35 1,001 +9
May18 170929 149.45 149.45 149.45 149.45 +0.85 3 309 +0
Jul18 170929 151.40 151.40 151.40 151.40 +0.80 3 65 +0
Sep18 170929 152.85 152.85 152.85 152.85 +0.85 0 26 +0
Total Volume and Open Interest 718 8,511 +121
Sugar #11(ICE)
Oct17 170929 13.27 13.56 13.15 13.54 +0.31 39,973 27,515 -13,760
Mar18 170929 14.01 14.15 13.76 14.10 +0.15 71,737 424,394 +8,864
May18 170929 14.17 14.26 13.90 14.22 +0.12 16,390 114,473 +2,183
Jul18 170929 14.36 14.43 14.08 14.39 +0.10 5,188 59,526 +837
Oct18 170929 14.70 14.78 14.46 14.75 +0.09 1,694 45,131 +317
Mar19 170929 15.32 15.33 15.03 15.31 +0.10 496 21,564 +15
May19 170929 15.22 15.35 15.08 15.35 +0.11 57 4,305 +13
Jul19 170929 15.13 15.40 15.13 15.40 +0.11 45 5,031 +12
Total Volume and Open Interest 135,622 709,678 -1,503
London Cocoa(LCE)
Dec17 170929 1478 1518 1474 1516 +40 8,952 128,652 +1,853
Mar18 170929 1500 1535 1496 1534 +38 2,960 70,613 +156
May18 170929 1518 1548 1511 1547 +36 2,636 20,684 +79
Jul18 170929 1530 1562 1530 1561 +35 1,280 27,353 +150
Sep18 170929 1546 1574 1546 1574 +35 555 18,672 +84
Dec18 170929 1570 1587 1568 1587 +33 390 11,532 +103
Mar19 170929 1584 1600 1582 1600 +31 41 1,801 -1
Total Volume and Open Interest 16,815 279,990 +2,424
London Sugar(LCE)
Dec17 170929 360.50 364.80 356.30 362.20 +3.50 5,882 37,000 +29
Mar18 170929 365.80 369.40 361.70 367.10 +2.40 3,621 19,949 +543
May18 170929 374.60 377.90 370.60 376.20 +2.10 961 7,547 +343
Aug18 170929 383.90 385.30 379.90 385.30 +1.80 246 6,503 +106
Oct18 170929 389.40 391.40 386.80 391.40 +1.40 87 2,263 +3
Total Volume and Open Interest 10,836 74,765 +1,048
Cotton(ICE)
Oct17 170929 69.08 69.08 69.08 69.08 -0.52 0 120 +0
Dec17 170929 69.05 69.22 68.28 68.45 -0.52 8,948 133,007 -433
Mar18 170929 67.98 68.28 67.56 67.78 -0.27 2,638 69,893 -738
May18 170929 68.51 68.76 68.17 68.35 -0.24 271 8,947 +39
Jul18 170929 69.25 69.25 68.60 68.81 -0.24 314 5,834 +170
Oct18 170929 67.31 67.31 67.31 67.31 -0.30 0 1 +0
Total Volume and Open Interest 12,397 233,507 -937
Lumber(CME)
Nov17 170929 403.8 408.5 400.6 402.2 -0.2 568 4,595 +17
Jan18 170929 395.1 395.4 389.0 392.9 -2.8 201 989 -37
Mar18 170929 384.0 385.9 384.0 384.5 -5.4 4 154 +0
May18 170929 378.0 378.0 378.0 378.0 -6.2 2 15 +0
Total Volume and Open Interest 775 5,757 -20
Crude Oil(NYM)
Nov17 170929 51.58 51.77 51.25 51.67 +0.11 637,035 540,544 -6,221
Dec17 170929 51.94 52.08 51.59 51.95 +0.08 197,834 345,946 -3,294
Jan18 170929 52.14 52.29 51.84 52.14 +0.05 60,513 216,832 +746
Feb18 170929 52.27 52.37 51.95 52.22 +0.02 32,590 108,259 +3,381
Mar18 170929 52.29 52.44 52.00 52.24 unch 39,319 198,001 +4,070
Apr18 170929 52.25 52.41 52.03 52.21 -0.02 13,120 53,741 -1,223
May18 170929 52.12 52.33 51.99 52.14 -0.03 12,091 48,555 +1,472
Jun18 170929 52.06 52.29 51.85 52.05 -0.03 51,693 187,077 -279
Jul18 170929 51.86 52.07 51.86 51.93 -0.03 10,372 44,584 +1,844
Aug18 170929 51.82 51.87 51.70 51.82 -0.03 9,598 34,403 +4,451
Sep18 170929 51.71 51.95 51.58 51.73 -0.03 17,068 65,036 -3,138
Oct18 170929 51.62 51.83 51.49 51.65 -0.03 9,470 36,133 +4,974
Nov18 170929 51.58 52.31 51.58 51.58 -0.03 6,638 32,019 +580
Dec18 170929 51.55 51.80 51.36 51.52 -0.03 61,790 251,204 +3,078
Jan19 170929 51.42 51.92 51.42 51.42 -0.02 3,530 29,309 +972
Feb19 170929 51.33 51.95 51.33 51.33 -0.01 2,776 14,466 +1,201
Total Volume and Open Interest 1,198,250 2,426,140 +14,917
e-miNY Crude Oil(NYM)
Nov17 170929 51.600 51.775 51.275 51.675 +0.125 11,729 2,705 -67
Dec17 170929 51.900 52.075 51.600 51.950 +0.075 246 792 +10
Jan18 170929 52.050 52.225 51.950 52.150 +0.050 40 710 +1
Feb18 170929 52.225 53.100 52.225 52.225 +0.025 2 448 +1
Mar18 170929 52.250 53.000 52.250 52.250 unch 2 23 -2
Apr18 170929 52.200 52.200 52.200 52.200 -0.025 2 52 -2
May18 170929 52.150 52.150 52.150 52.150 -0.025 2 101 +2
Jun18 170929 52.050 52.050 51.875 52.050 -0.025 7 34 +5
Jul18 170929 51.925 51.925 51.925 51.925 -0.025 4 21 +4
Aug18 170929 51.825 51.825 51.825 51.825 -0.025 0 3 +0
Total Volume and Open Interest 12,051 5,013 -48
NY Harbor ULSD(NYM)
Oct17 170929 183.25 183.27 180.61 181.17 -2.03 25,477 14,074 -7,696
Nov17 170929 182.44 182.63 180.01 181.00 -1.43 62,648 135,305 +2,418
Dec17 170929 181.96 182.07 179.64 180.62 -1.25 35,189 92,827 +2,358
Jan18 170929 181.41 181.54 179.27 180.29 -1.06 18,393 60,295 +2,130
Feb18 170929 180.33 180.33 178.28 179.34 -0.86 9,159 25,099 +371
Mar18 170929 178.52 178.52 176.66 177.71 -0.70 8,469 36,521 +803
Apr18 170929 174.99 175.93 174.62 175.34 -0.58 3,707 21,112 +457
May18 170929 174.09 174.09 173.00 173.72 -0.48 1,260 11,670 +21
Jun18 170929 172.62 172.97 171.59 172.52 -0.38 4,163 27,957 +980
Jul18 170929 171.94 172.35 171.58 172.00 -0.30 285 3,204 +55
Aug18 170929 171.76 173.85 171.76 171.76 -0.26 176 2,369 +36
Sep18 170929 171.43 171.83 171.43 171.83 -0.22 187 3,482 +22
Oct18 170929 172.12 173.98 172.12 172.12 -0.17 104 1,354 -10
Nov18 170929 172.56 174.40 172.56 172.56 -0.10 95 1,992 -8
Total Volume and Open Interest 170,467 466,198 +2,227
RBOB Gasoline(NYM)
Oct17 170929 163.05 164.07 160.01 160.65 -2.53 37,641 17,061 -6,631
Nov17 170929 161.75 162.36 158.20 159.10 -2.38 81,631 154,646 -215
Dec17 170929 159.85 160.38 157.00 157.87 -1.83 48,581 74,698 -2,795
Jan18 170929 159.65 160.01 156.99 157.79 -1.62 24,778 51,431 +1,993
Feb18 170929 159.88 160.57 157.74 158.59 -1.53 8,509 20,152 +7
Mar18 170929 161.54 162.00 159.49 160.24 -1.39 7,338 32,337 +19
Apr18 170929 177.55 177.74 175.55 176.42 -1.31 4,389 17,431 +280
May18 170929 177.38 177.39 175.77 176.58 -1.14 2,219 8,644 +191
Jun18 170929 176.36 176.52 174.95 175.45 -1.00 3,033 10,491 +284
Jul18 170929 173.45 173.57 173.45 173.57 -0.89 540 3,897 +212
Total Volume and Open Interest 220,932 406,275 -6,422
e-miNY RBOB Gasoline(NYM)
Nov17 170929 159.10 159.10 159.10 159.10 -2.38      
Dec17 170929 157.90 157.90 157.87 157.90 -1.80      
Jan18 170929 157.80 157.80 157.79 157.80 -1.61      
Feb18 170929 158.60 158.60 158.59 158.60 -1.52      
Total Volume and Open Interest      
Natural Gas(NYM)
Nov17 170929 3.022 3.044 2.992 3.007 -0.010 195,939 309,975 -1,503
Dec17 170929 3.192 3.210 3.161 3.181 -0.003 45,845 124,676 -542
Jan18 170929 3.303 3.322 3.275 3.295 -0.003 54,224 155,271 -80
Feb18 170929 3.300 3.326 3.282 3.299 -0.005 18,906 85,476 +1,220
Mar18 170929 3.265 3.278 3.233 3.249 -0.009 39,383 123,327 -1,931
Apr18 170929 2.941 2.950 2.926 2.939 -0.008 30,050 123,252 +380
May18 170929 2.912 2.912 2.893 2.904 -0.009 9,798 68,127 +1,912
Jun18 170929 2.931 2.934 2.920 2.930 -0.009 3,339 35,114 -322
Jul18 170929 2.952 2.959 2.944 2.954 -0.010 5,489 34,321 -53
Aug18 170929 2.965 2.965 2.946 2.956 -0.010 3,612 28,348 +1,255
Sep18 170929 2.944 2.944 2.925 2.935 -0.010 773 29,594 -51
Oct18 170929 2.953 2.964 2.946 2.958 -0.010 3,483 57,489 +600
Nov18 170929 2.998 3.010 2.998 3.009 -0.009 566 27,266 -134
Dec18 170929 3.145 3.145 3.129 3.142 -0.008 682 27,419 -340
Jan19 170929 3.226 3.229 3.215 3.227 -0.008 1,063 18,504 +574
Feb19 170929 3.204 3.206 3.199 3.206 -0.008 707 6,496 +25
Total Volume and Open Interest 418,284 1,311,842 -7,007
Brent Crude Oil(ICE)
Nov17 170929 57.60 57.80 57.14 57.54 +0.13 142,870 95,394 -36,883
Dec17 170929 57.29 57.43 56.44 56.79 -0.37 405,232 679,566 -4,671
Jan18 170929 57.04 57.17 56.25 56.59 -0.33 142,141 316,269 -8,197
Feb18 170929 56.79 56.97 56.11 56.43 -0.30 69,350 141,100 -626
Mar18 170929 56.63 56.80 56.01 56.31 -0.26 51,127 190,628 +6,218
Apr18 170929 56.50 56.66 55.93 56.21 -0.23 21,180 59,216 -1,709
May18 170929 56.38 56.51 55.81 56.11 -0.21 11,652 49,462 -1,017
Jun18 170929 56.24 56.40 55.69 55.99 -0.19 52,156 156,228 -2,283
Jul18 170929 56.12 56.26 55.62 55.89 -0.18 8,156 34,009 +2,135
Aug18 170929 55.79 55.79 55.79 55.79 -0.16 5,538 27,056 +936
Sep18 170929 55.80 55.80 55.67 55.67 -0.16 6,071 42,369 +833
Oct18 170929 55.77 55.85 55.58 55.58 -0.14 1,072 21,552 +500
Nov18 170929 55.50 55.50 55.50 55.50 -0.12 1,993 18,788 -943
Dec18 170929 55.59 55.80 55.23 55.43 -0.11 57,738 184,562 -1,006
Total Volume and Open Interest 1,004,529 2,414,241 -44,505
Gas Oil(ICE)
Oct17 170929 550.75 551.25 543.50 548.25 -2.50 62,903 169,066 -12,712
Nov17 170929 544.25 545.00 537.25 542.25 -2.25 69,062 215,931 +7,036
Dec17 170929 536.50 536.50 529.25 533.75 -2.25 75,045 160,253 +3,900
Jan18 170929 531.75 531.75 525.25 529.50 -2.25 21,077 63,269 +4,458
Feb18 170929 528.50 528.75 522.75 526.75 -2.25 7,797 48,064 +284
Mar18 170929 525.75 525.75 519.75 523.50 -2.50 13,715 45,555 -1,213
Apr18 170929 522.50 522.50 517.25 520.50 -2.50 5,547 23,746 +897
May18 170929 520.25 520.25 514.75 518.25 -2.25 1,894 15,735 +288
Jun18 170929 517.75 517.75 512.25 516.00 -2.25 9,240 46,611 -208
Jul18 170929 516.25 517.00 515.50 515.50 -2.00 1,314 12,462 +303
Total Volume and Open Interest 279,163 1,009,275 +4,630
Ethanol(CBOT)
Oct17 170929 1.530 1.530 1.506 1.506 -0.044 55 117 -32
Nov17 170929 1.500 1.500 1.482 1.486 -0.004 208 1,141 -32
Dec17 170929 1.470 1.470 1.460 1.460 -0.011 15 340 +3
Jan18 170929 1.433 1.433 1.433 1.433 -0.011 2 22 -1
Feb18 170929 1.448 1.448 1.443 1.443 -0.011 4 16 +0
Mar18 170929 1.466 1.466 1.466 1.466 -0.011 2 6 +2
Apr18 170929 1.486 1.486 1.486 1.486 -0.011 0 7 +0
May18 170929 1.486 1.486 1.486 1.486 -0.011      
Total Volume and Open Interest 286 1,651 -60
WTI Crude Oil(ICE)
Nov17 170929 51.58 51.77 51.26 51.67 +0.11 48,122 71,753 -2,167
Dec17 170929 51.88 52.08 51.60 51.95 +0.08 85,050 133,507 -477
Jan18 170929 52.05 52.30 51.85 52.14 +0.05 36,622 46,631 +4,743
Feb18 170929 52.06 52.41 51.97 52.22 +0.02 13,493 22,718 -811
Mar18 170929 52.11 52.40 52.03 52.24 unch 7,079 25,837 +244
Apr18 170929 52.10 52.30 52.04 52.21 -0.02 3,083 4,710 +136
May18 170929 52.00 52.25 51.97 52.14 -0.03 1,573 6,557 +386
Jun18 170929 52.14 52.17 51.91 52.05 -0.03 9,883 57,777 -302
Jul18 170929 51.93 51.93 51.93 51.93 -0.03 773 6,638 +106
Aug18 170929 51.82 51.82 51.82 51.82 -0.03 539 6,163 +203
Sep18 170929 51.73 51.73 51.73 51.73 -0.03 1,158 9,007 +145
Oct18 170929 51.65 51.65 51.65 51.65 -0.03 587 2,092 +120
Nov18 170929 51.58 51.58 51.58 51.58 -0.03 238 6,383 +0
Dec18 170929 51.65 51.70 51.39 51.52 -0.03 12,656 126,907 +477
Jan19 170929 51.42 51.42 51.42 51.42 -0.02 123 1,644 -31
Feb19 170929 51.33 51.33 51.33 51.33 -0.01 58 578 -1
Total Volume and Open Interest 224,071 606,404 +2,660
US Dollar Index(ICE)
Dec17 170929 93.000 93.115 92.805 92.882 -0.050 32,504 43,792 -79
Mar18 170929 92.755 92.825 92.570 92.607 -0.045 155 1,362 +98
Jun18 170929 92.375 92.575 92.372 92.372 -0.045 5 434 +1
Total Volume and Open Interest 32,664 45,610 +20
Australian Dollar(CME)
Dec17 170929 78.45 78.47 78.10 78.36 -0.15 113,019 149,266 -2,809
Mar18 170929 78.26 78.31 78.26 78.29 -0.15 37 473 +26
Jun18 170929 78.21 78.31 78.21 78.21 -0.15 1 17 +0
Total Volume and Open Interest 114,829 151,557 -2,555
British Pound(CME)
Dec17 170929 134.71 134.71 133.80 134.39 -0.39 118,559 186,501 -4,554
Mar18 170929 134.51 134.77 134.21 134.77 -0.39 12 2,040 +4
Jun18 170929 135.13 135.13 135.13 135.13 -0.39 0 210 +0
Total Volume and Open Interest 122,376 191,255 -4,254
Canadian Dollar(CME)
Dec17 170929 80.47 80.57 79.83 80.26 -0.27 106,661 179,342 -212
Mar18 170929 80.47 80.47 79.94 80.29 -0.26 206 1,217 +45
Jun18 170929 80.30 80.30 80.19 80.28 -0.27 15 346 +0
Sep18 170929 80.28 80.31 80.27 80.28 -0.26 5 59 +1
Total Volume and Open Interest 108,845 182,069 +156
Japanese Yen(CME)
Dec17 170929 89.33 89.43 89.01 89.20 -0.08 255,467 211,824 +8,541
Mar18 170929 89.60 89.67 89.60 89.67 -0.07 68 1,174 -13
Jun18 170929 90.12 90.12 90.12 90.12 -0.07 0 81 +0
Total Volume and Open Interest 257,708 216,647 +9,550
Swiss Franc(CME)
Dec17 170929 103.58 103.92 103.38 103.78 +0.18 34,049 40,643 +1,031
Mar18 170929 104.47 104.47 103.77 104.47 +0.18 8 128 +5
Jun18 170929 105.14 105.14 105.14 105.14 +0.18 0 29 +0
Total Volume and Open Interest 34,057 40,801 +1,036
EuroFX(CME)
Dec17 170929 118.34 118.82 118.21 118.65 +0.24 253,130 422,452 +620
Mar18 170929 118.98 119.45 118.91 119.30 +0.23 339 2,388 +141
Jun18 170929 119.98 120.07 119.96 119.96 +0.23 0 1,246 +0
Total Volume and Open Interest 261,650 431,198 +2,087
Mexican Peso(CME)
Oct17 170929 549.25 549.50 547.88 547.88 -1.13 1 28 -1
Nov17 170929 545.38 545.38 545.38 545.38 -1.13 0 54 +0
Total Volume and Open Interest 62,008 214,030 -5,896
Brazilian Real(CME)
Oct17 170929 312.75 315.65 312.75 315.65 +1.40 11,796 16,190 -3,403
Nov17 170929 312.50 315.50 312.50 314.65 +1.60 14,351 29,164 +10,563
Dec17 170929 313.45 313.65 313.30 313.50 +1.65 23 4,405 -10
Jan18 170929 312.40 312.40 312.40 312.40 +1.55 0 395 +0
Total Volume and Open Interest 26,170 50,454 +7,150
30-Year T-Bonds(CBOT)
Dec17 170929 152~240 153~000 152~120 152~260 +0~010 405,279 720,058 +4,239
Mar18 170929 151~170 151~210 151~170 151~210 +0~010 1 52 -1
Jun18 170929 151~080 151~080 151~080 151~080 +0~010      
Total Volume and Open Interest 405,280 720,110 +4,238
10-Year T-Notes(CBOT)
Dec17 170929 125~170 125~200 125~065 125~100 -0~075 2,014,703 3,194,304 +23,385
Mar18 170929 125~050 125~050 124~295 124~315 -0~080 532 913 +518
Jun18 170929 124~270 124~270 124~270 124~270 -0~080      
Total Volume and Open Interest 2,015,235 3,195,217 +23,903
5-Year T-Notes(CBOT)
Sep17 170929 117~300 118~000 117~300 117~312 -0~026 13,623 12,635 -1,021
Dec17 170929 117~210 117~224 117~134 117~160 -0~052 1,041,558 2,983,630 +21,529
Mar18 170929 117~050 117~082 117~050 117~082 -0~052      
Total Volume and Open Interest 1,055,181 2,996,265 +20,508
2 Year T-Notes(CBOT)
Sep17 170929 108~020 108~024 108~020 108~022 -0~014 1,438 8,646 -847
Dec17 170929 107~290 107~292 107~262 107~272 -0~020 433,409 1,606,253 +26,516
Mar18 170929 107~254 107~254 107~254 107~254 -0~020      
Total Volume and Open Interest 434,847 1,614,899 +25,669
Eurodollars(CME)
Dec17 170929 98.520 98.525 98.505 98.520 unch 250,017 1,990,716 -18,894
Mar18 170929 98.415 98.420 98.390 98.410 -0.005 230,556 1,280,351 -14,149
Jun18 170929 98.320 98.320 98.280 98.300 -0.015 267,422 1,197,462 +7,732
Sep18 170929 98.250 98.250 98.205 98.220 -0.025 277,484 931,945 -17,643
Dec18 170929 98.170 98.175 98.115 98.135 -0.030 546,664 1,535,394 -47,403
Mar19 170929 98.130 98.130 98.065 98.090 -0.035 312,000 1,030,165 +21,212
Jun19 170929 98.095 98.095 98.025 98.045 -0.040 282,326 767,534 -3,043
Sep19 170929 98.050 98.055 97.980 98.005 -0.040 218,457 654,424 +7,968
Dec19 170929 97.995 98.000 97.925 97.945 -0.040 306,521 836,532 -9,940
Mar20 170929 97.960 97.970 97.895 97.915 -0.040 191,223 471,334 +14,115
Jun20 170929 97.925 97.935 97.865 97.885 -0.035 137,964 333,959 +4,616
Sep20 170929 97.890 97.900 97.835 97.850 -0.035 125,717 262,107 +7,052
Dec20 170929 97.835 97.850 97.785 97.800 -0.030 90,558 331,292 +8,879
Mar21 170929 97.805 97.815 97.755 97.770 -0.030 83,039 206,321 -1,795
Jun21 170929 97.760 97.775 97.720 97.735 -0.025 59,875 146,796 -3,427
Sep21 170929 97.720 97.735 97.680 97.695 -0.020 41,245 90,392 +469
Dec21 170929 97.665 97.685 97.630 97.645 -0.020 42,904 129,529 +404
Mar22 170929 97.635 97.650 97.600 97.615 -0.015 41,963 77,604 +1,372
Total Volume and Open Interest 3,598,711 12,627,433 -44,144
Ultra T-Bond(CBOT)
Sep17 170920 167~25 168~01 167~11 167~15 -0~03 1,437 4,441 -1,215
Dec17 170929 164~21 165~08 164~08 165~04 +0~13 192,178 820,531 -3,519
Mar18 170929 164~06 164~06 164~06 164~06 +0~13 0 320 +0
Total Volume and Open Interest 192,178 820,851 -3,519
Ultra 10-Yr T-Note(CBOT)
Sep17 170920 135~290 136~025 135~260 135~285 +0~010 452 714 -170
Dec17 170929 134~150 134~205 134~040 134~105 -0~055 157,733 429,761 +7,691
Mar18 170929 134~105 134~105 134~105 134~105 -0~055      
Total Volume and Open Interest 157,733 429,761 +7,691
30 Day Federal Funds(CBOT)
Sep17 170929 98.848 98.848 98.845 98.845 unch 1,883 97,626 -120
Oct17 170929 98.845 98.850 98.845 98.845 unch 10,552 242,492 +7,091
Nov17 170929 98.840 98.845 98.840 98.840 -0.005 16,695 210,740 +4,468
Dec17 170929 98.750 98.755 98.745 98.750 unch 8,632 84,027 -709
Jan18 170929 98.680 98.680 98.670 98.680 unch 14,765 339,658 -776
Feb18 170929 98.675 98.675 98.660 98.670 unch 6,875 152,869 +631
Total Volume and Open Interest 109,751 1,613,556 +10,388
Japanese Govt Bonds(SGX)
Dec17 170928 150.45 150.50 150.24 150.33 -0.11 711 18,045 -58
Mar18 170928 150.33 150.33 150.33 150.33 -0.11      
Jun18 170928 150.33 150.33 150.33 150.33 -0.11      
Total Volume and Open Interest 711 18,045 -58
Euro-Buxl(EUREX)
Dec17 170929 162.66 163.62 162.32 163.26 +0.84 55,443 218,944 -1,887
Mar18 170929 161.66 161.66 161.66 161.66 +0.84 0 1 +0
Jun18 170929 161.66 161.66 161.66 161.66 +0.84      
Total Volume and Open Interest 55,443 218,945 -1,887
Euro-Bund(EUREX)
Dec17 170929 160.94 161.31 160.79 161.01 +0.21 1,051,494 1,967,552 -109,549
Mar18 170929 160.64 160.76 160.46 160.50 +0.23 7,527 18,336 +6,285
Jun18 170929 157.74 157.74 157.74 157.74 +0.21 1 2 +0
Total Volume and Open Interest 1,059,022 1,985,890 -103,264
Euro-Bobl(EUREX)
Dec17 170929 131.18 131.30 131.12 131.18 +0.03 765,633 1,533,705 -63,508
Mar18 170929 131.73 131.73 131.73 131.73 +0.04 23,889 40,466 +11,019
Jun18 170929 131.73 131.73 131.73 131.73 +0.04      
Total Volume and Open Interest 789,522 1,574,171 -52,489
Euro-Schatz(EUREX)
Dec17 170929 112.15 112.17 112.11 112.13 -0.01 320,390 1,355,815 +1,449
Mar18 170929 112.00 112.00 112.00 112.00 -0.05 0 2 +0
Jun18 170929 112.00 112.00 112.00 112.00 -0.05      
Total Volume and Open Interest 320,390 1,355,817 +1,449
3-Mth Euribor(EUREX)
Sep17 170918 100.330 100.330 100.330 100.330 unch 0 5,235 +0
Dec17 170929 100.325 100.325 100.320 100.320 unch 0 8,400 +0
Mar18 170929 100.310 100.310 100.310 100.310 unch 103 6,136 +0
Total Volume and Open Interest 279 36,246 -12
Long Gilt(LIFFE)
Dec17 170929 123~23 124~02 123~20 123~28 +0~08 238,792 690,209 +1,228
Mar18 170929 123~15 123~15 123~02 123~02 +0~08 0 1 +0
Total Volume and Open Interest 238,792 690,210 -62,225
3-Mth Short Sterling(LIFFE)
Dec17 170929 99.46 99.47 99.46 99.47 +0.01 42,441 494,493 +4,113
Mar18 170929 99.33 99.34 99.31 99.33 +0.01 58,172 395,508 +466
Jun18 170929 99.23 99.25 99.22 99.23 +0.01 104,041 371,123 -2,410
Sep18 170929 99.16 99.18 99.15 99.16 unch 95,009 283,540 -10,542
Dec18 170929 99.11 99.13 99.09 99.11 +0.01 88,048 360,347 +895
Mar19 170929 99.05 99.08 99.04 99.06 +0.01 63,259 206,992 -6,708
Total Volume and Open Interest 750,324 3,155,041 -4,653
3-Mth Euribor(LIFFE)
Dec17 170929 100.320 100.325 100.320 100.325 unch 33,724 432,085 -1,987
Mar18 170929 100.305 100.310 100.305 100.310 unch 32,650 447,681 -1,372
Jun18 170929 100.285 100.290 100.285 100.290 unch 67,142 411,992 +4,376
Total Volume and Open Interest 870,000 3,816,174 +14,159
3-Mth Aus T-Bills(SFE)
Dec17 170929 98.21 98.22 98.21 98.22 unch 6,624 223,128 -1,092
Mar18 170929 98.12 98.14 98.12 98.14 +0.01 12,256 192,023 +3,153
Jun18 170929 98.01 98.04 98.01 98.04 +0.02 9,945 189,780 +1,854
Sep18 170929 97.90 97.94 97.90 97.94 +0.03 7,239 161,316 -5
Dec18 170929 97.80 97.84 97.80 97.84 +0.03 6,397 100,775 -2,944
Mar19 170929 97.71 97.75 97.71 97.75 +0.03 4,155 77,616 +76
Jun19 170929 97.62 97.66 97.62 97.66 +0.03 3,827 55,982 +430
Sep19 170929 97.56 97.58 97.55 97.58 +0.03 3,883 29,723 +2,213
Dec19 170929 97.48 97.52 97.48 97.52 +0.04 269 3,094 +250
Mar20 170929 97.46 97.46 97.46 97.46 +0.05 214 2,181 +12
Total Volume and Open Interest 55,090 1,037,955 +3,728
10-Year Aus T-Bonds(SFE)
Dec17 170929 97.10 97.15 97.10 97.13 +0.02 90,182 1,012,328 +7,726
Mar18 170929 97.12 97.12 97.12 97.12 +0.02 0 2 +0
Total Volume and Open Interest 90,182 1,012,330 +7,726
3-Year Aus T-Bonds(SFE)
Dec17 170929 97.78 97.83 97.78 97.82 +0.03 112,668 1,076,450 +4,925
Mar18 170929 97.81 97.81 97.81 97.81 +0.03 0 1,017 +0
Total Volume and Open Interest 112,668 1,077,467 +4,925
Gold(CMX)
Oct17 170929 1284.2 1289.4 1281.5 1281.5 -4.0 19,488 6,131 -8,524
Dec17 170929 1290.1 1293.2 1278.2 1284.8 -3.9 374,773 428,428 -4,684
Feb18 170929 1293.9 1297.0 1282.5 1288.9 -3.9 11,532 53,310 +3,567
Apr18 170929 1295.7 1299.4 1292.8 1292.9 -3.9 2,108 10,827 -64
Jun18 170929 1299.6 1304.3 1292.6 1296.8 -3.9 1,502 10,330 -5
Aug18 170929 1303.6 1305.5 1296.0 1300.7 -3.8 406 9,426 +1
Oct18 170929 1307.9 1311.4 1301.2 1304.6 -3.7 135 3,173 +0
Dec18 170929 1315.5 1315.5 1306.9 1308.6 -3.7 265 10,813 -64
Feb19 170929 1312.6 1314.0 1312.6 1312.6 -3.7 1 126 +0
Apr19 170929 1316.7 1320.1 1314.0 1316.7 -3.7 26 450 -25
Jun19 170929 1320.9 1320.9 1318.0 1320.9 -3.7 1 1,018 +0
Aug19 170929 1327.1 1327.1 1327.1 1327.1 -3.7      
Total Volume and Open Interest 410,995 539,401  
Silver(CMX)
Dec17 170929 1690.0 1690.5 1664.0 1667.6 -17.1 84,696 146,207 -2,002
Mar18 170929 1698.5 1698.5 1675.0 1677.1 -17.1 1,165 21,153 +53
May18 170929 1696.5 1696.5 1682.0 1683.7 -17.0 274 6,634 +107
Jul18 170929 1706.0 1707.0 1690.3 1690.3 -17.0 160 3,110 +13
Sep18 170929 1696.0 1697.0 1696.0 1697.0 -16.8 11 2,406 +7
Dec18 170929 1721.0 1724.0 1705.0 1706.8 -16.6 69 3,506 +4
Mar19 170929 1716.2 1716.2 1716.2 1716.2 -16.3 0 3 +0
Total Volume and Open Interest 86,818 184,960 -1,946
Platinum(NYMEX)
Oct17 170929 922.0 922.3 910.3 910.3 -10.7 12,709 4,724 -5,620
Jan18 170929 926.7 930.3 914.4 915.5 -10.2 25,395 62,689 +5,845
Apr18 170929 931.2 933.7 919.0 919.8 -10.2 346 3,595 +150
Jul18 170929 928.0 928.0 924.4 924.4 -10.2 50 308 -1
Total Volume and Open Interest 38,523 71,380 +393
Palladium(NYMEX)
Dec17 170929 930.30 938.90 928.00 936.85 +9.00 3,740 29,825 +390
Mar18 170929 929.30 934.40 926.50 932.25 +9.45 50 1,101 -2
Jun18 170929 929.20 929.20 929.20 929.20 +9.45 0 27 +0
Total Volume and Open Interest 3,790 30,953 +385
Copper(CMX)
Dec17 170929 297.75 299.25 294.55 295.50 -2.60 94,250 178,510 -1,258
Mar18 170929 299.85 301.05 296.55 297.35 -2.65 4,205 42,757 +498
May18 170929 300.75 301.85 297.90 298.60 -2.65 998 18,145 +165
Jul18 170929 301.20 301.20 299.15 299.65 -2.65 524 5,922 -157
Sep18 170929 301.90 301.95 299.85 300.60 -2.65 541 4,088 +85
Total Volume and Open Interest 105,102 273,280 -2,719
E-mini DJIA Index(CBOT)
Dec17 170929 22319 22351 22281 22346 +26 115,420 156,565 -1,078
Mar18 170929 22305 22323 22267 22323 +22 42 203 -5
Jun18 170929 22275 22296 22275 22296 +26 4 20 +3
Sep18 170929 22259 22259 22259 22259 +26      
Total Volume and Open Interest 115,466 156,788 -1,080
S & P 500(CME)
Dec17 170929 2507.00 2517.70 2505.50 2516.10 +8.40 5,155 45,241 -438
Mar18 170929 2515.60 2516.20 2505.20 2515.60 +8.40 0 26 +0
Jun18 170929 2514.90 2515.50 2504.50 2514.90 +8.40      
Sep18 170929 2514.70 2515.30 2504.30 2514.70 +8.40      
Total Volume and Open Interest 5,155 45,267 -438
S & P 500 E-Mini(CME)
Dec17 170929 2507.75 2517.75 2504.75 2516.00 +8.25 1,576,031 3,029,435 -16,281
Mar18 170929 2506.00 2517.25 2504.50 2515.50 +8.25 1,869 14,367 +348
Jun18 170929 2507.50 2515.50 2507.50 2515.00 +8.50 52 470 +1
Sep18 170929 2509.00 2514.75 2509.00 2514.75 +8.50 5 26 +1
Total Volume and Open Interest 1,577,958 3,044,304 -15,930
NASDAQ 100 E-Mini(CME)
Dec17 170929 5939.30 5985.50 5933.00 5982.50 +44.00 349,282 263,878 -3,182
Mar18 170929 5949.00 5994.50 5944.50 5993.00 +44.50 818 631 +100
Jun18 170929 5960.00 6002.80 5960.00 6002.80 +44.50 9 62 -5
Total Volume and Open Interest 350,109 264,573 -3,087
S&P Midcap 400(CME) e-Mini
Sep17 170915 1741.90 1747.20 1740.50 1746.05 -0.95 7,464 7,406 -4,833
Dec17 170929 1793.50 1799.70 1792.00 1795.70 +1.70 18,985 90,254 +2,055
Mar18 170929 1792.60 1794.90 1792.60 1792.60 +1.70 0 1 +0
Total Volume and Open Interest 18,985 90,255 +2,055
Volatility Index(CBOE)
Sep17 170920 10.80 10.90 10.40 10.45 -0.38 101,259 117,520 -14,656
Oct17 170929 11.94 12.05 11.60 11.68 -0.25 79,969 320,071 -9,063
Nov17 170929 13.10 13.25 12.89 13.03 -0.10 44,848 141,732 +11,402
Dec17 170929 13.66 13.75 13.45 13.58 -0.10 16,718 68,296 +747
Total Volume and Open Interest 156,954 640,626 +3,520
S & P 600(CME)
Sep17 170915 856.85 856.85 856.85 856.85 +1.15      
Dec17 170929 904.30 904.30 904.30 904.30 +5.40      
Total Volume and Open Interest      
Russell 2000 Mini(ICE)
Dec17 170929 1490.40 1495.20 1488.50 1493.00 +0.50 87,922 59,262 +5,344
Mar18 170929 1492.80 1492.80 1492.80 1492.80 +0.50 5 44 +1
Jun18 170929 1491.80 1491.80 1491.80 1491.80 +0.50 0 2 +0
Total Volume and Open Interest 87,927 59,308 +5,345
Nikkei 225(CME)
Dec17 170929 20355 20405 20305 20385 +25 13,521 37,079 +288
Mar18 170929 20340 20390 20340 20390 +25 2 11 +0
Total Volume and Open Interest 13,523 37,090 +288
Nikkei 225(SGX)
Dec17 170929 20340 20355 20315 20355 -25 78,446 201,799 +401
Mar18 170928 20295 20360 20295 20340 +70 207 416 +191
Jun18 170928 20200 20200 20200 20200 +110 0 6 +0
Total Volume and Open Interest 83,104 216,868 +6,548
Nikkei 225 Mini(JPX)
Sep17 170907 19330 19485 19295 19400 +60 752,845 481,289 -38,511
Dec17 170928 20340 20430 20290 20390 +70 742,403 328,924 +8,844
Mar18 170928 20290 20385 20240 20340 +80 9,481 13,027 +646
Total Volume and Open Interest 778,383 394,444 +11,274
Nikkei 225(JPX)
Sep17 170907 19330 19490 19290 19400 +60 127,892 263,462 -61,940
Dec17 170928 20340 20430 20290 20390 +70 55,583 327,730 +4,251
Mar18 170928 20300 20380 20250 20340 +80 620 8,694 +502
Total Volume and Open Interest 56,210 410,573 +5,005
Nikkei 225(CME) Yen
Sep17 170907 19435 19480 19355 19415 -45 98,715 42,623 -14,780
Dec17 170929 20310 20380 20275 20350 +20 56,662 52,362 -1,258
Mar18 170929 20265 20305 20265 20305 +20 4 9 +1
Total Volume and Open Interest 56,666 52,371 -1,257
Nikkei 225(CME) e-Mini Yen
Sep17 170907 19420 19420 19420 19420 -40 0 12 +0
Dec17 170929 20350 20350 20350 20350 +20 0 2 +0
Mar18 170929 20300 20305 20300 20300 +10      
Total Volume and Open Interest 0 2 +0
CAC 40(EURONEXT)
Oct17 170929 5290.5 5327.5 5280.5 5326.5 +35.5 80,328 331,972 +13,807
Nov17 170929 5286.0 5323.0 5283.0 5323.0 +35.5 18,689 8,186 +8,079
Dec17 170929 5280.0 5317.0 5274.5 5317.0 +35.5 703 48,969 -69
Total Volume and Open Interest 99,720 389,131 +21,817
Hang Seng Index(HKFE)
Sep17 170928 27650 27659 27469 27553 -97 197,233 61,005 -41,527
Oct17 170929 27300 27542 27244 27515 +232 73,513 131,386 +25,301
Nov17 170929 27438 27524 27360 27506        
DAX(EUREX)
Dec17 170929 12715.0 12840.0 12710.5 12798.0 +108.0 67,676 132,733 -1,271
Mar18 170929 12725.0 12834.0 12725.0 12794.5 +108.0 45 526 +1
Jun18 170929 12747.0 12856.5 12747.0 12824.0 +108.0 5 346 +2
Total Volume and Open Interest 67,726 133,605 -1,268
Mini-DAX(EUREX)
Sep17 170915 12540.0 12564.0 12514.0 12544.0 -4.5 19,577 9,296 -496
Dec17 170929 12713.0 12839.0 12710.0 12798.0 +108.0 19,774 9,248 +0
Mar18 170929 12718.0 12830.0 12714.0 12794.5 +108.0 100 319 +9
Total Volume and Open Interest 19,875 9,579 +10
DJ EuroSTOXX 50(EUREX)
Sep17 170915 3528 3535 3521 3525 -5 2,223,957 969,658 -843,841
Dec17 170929 3557 3585 3549 3576 +26 634,337 3,320,232 +22,601
Mar18 170929 3543 3572 3539 3563 +26 29 80,932 -9
Total Volume and Open Interest 634,366 3,401,185 +22,593
Swiss Market Index(EUREX)
Sep17 170915 9051 9065 9038 9064 +4 108,556 99,287 -39,026
Dec17 170929 9099 9165 9082 9131 +39 29,356 200,264 -7
Mar18 170929 8996 9048 8996 9031 +39 12 641 -1
Total Volume and Open Interest 29,368 200,905 -8
FT-SE 100(EURONEXT)
Dec17 170929 7279.50 7341.50 7278.00 7329.50 +52.50 98,841 708,546 -341
Mar18 170929 7267.00 7275.50 7267.00 7268.00 +53.00 3 5 +2
Jun18 170929 7190.50 7190.50 7190.50 7190.50 +53.00      
Total Volume and Open Interest 98,844 708,551 -339
SPI 200(SFE)
Dec17 170929 5643.0 5672.0 5632.0 5668.0 +22.0 29,343 259,197 +1,093
Mar18 170929 5618.0 5618.0 5618.0 5618.0 +22.0 0 1,479 +0
Jun18 170929 5602.0 5602.0 5602.0 5602.0 +22.0 0 2,131 +0
Total Volume and Open Interest 29,580 264,396 +1,257
FTSE MIB(ISE)
Dec17 170929 22565.00 22660.00 22480.00 22632.00 +115.00 17,595 22,668 +808
Mar18 170929 22420.00 22545.00 22420.00 22537.00 +112.00 11 26 +5
Jun18 170929 22022.00 22022.00 22022.00 22022.00 +82.00 0 1 +0
Total Volume and Open Interest 17,606 22,696 +813
KOSPI 200(KFE)
Dec17 170929 314.80 317.65 314.45 317.65 +2.70 140,262 256,109 -2,958
Mar18 170929 311.55 314.25 311.50 314.25 +2.55 102 13,143 +120
Jun18 170929 314.05 314.05 314.05 314.05 +2.80 2 8,796 +1
Total Volume and Open Interest 140,366 301,513 -2,837
GSCI(CME)
Oct17 170929 399.30 400.00 398.55 399.10 -1.20 86 13,997 -19
Nov17 170929 399.85 399.85 399.85 399.85 -1.00 0 570 +0
Dec17 170929 400.50 400.50 400.50 400.50 -1.00      
Total Volume and Open Interest 86 14,567 -19
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