Moore Research Center, Inc.

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

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Mon October 30, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov17 171030 975.25 981.50 971.25 972.75 -2.50 147,355 127,943 -38,088
Jan18 171030 986.50 993.25 983.00 984.50 -2.00 116,073 293,410 +427
Mar18 171030 996.75 1003.25 993.50 995.00 -1.75 22,431 113,267 +1,214
May18 171030 1005.75 1012.25 1002.50 1004.00 -2.00 12,610 65,375 +1,612
Jul18 171030 1013.50 1020.00 1010.50 1012.25 -1.25 8,597 84,644 +1,805
Aug18 171030 1019.00 1019.25 1012.25 1013.25 -1.00 127 3,409 +54
Sep18 171030 1009.00 1010.75 1004.25 1004.25 -0.50 118 1,537 +2
Nov18 171030 997.50 1003.00 995.25 996.50 -0.75 1,673 44,360 +187
Jan19 171030 1005.25 1007.00 1001.00 1002.25 -1.00 31 804 +4
Mar19 171030 1007.75 1009.00 1003.75 1005.00 -1.50 39 1,164 +24
May19 171030 1009.75 1009.75 1009.00 1009.75 -1.50 48 245 +26
Jul19 171030 1015.50 1015.50 1015.50 1015.50 -1.25 35 269 +19
Aug19 171030 1013.50 1013.50 1013.50 1013.50 -1.50 0 15 +0
Sep19 171030 1007.25 1007.25 1007.25 1007.25 -1.50 0 21 +0
Total Volume and Open Interest 309,220 737,282 -32,884
Soybean Meal(CBOT)
Dec17 171030 312.10 314.40 312.00 312.30 +0.20 50,848 134,503 -1,995
Jan18 171030 314.00 316.50 313.90 314.30 +0.20 13,582 93,406 +697
Mar18 171030 317.10 319.60 316.90 317.40 +0.20 7,518 63,300 +1,557
May18 171030 319.70 322.10 319.60 319.90 +0.20 3,735 36,019 +396
Jul18 171030 322.50 324.50 322.40 322.60 +0.20 3,198 25,469 +78
Aug18 171030 323.20 324.10 322.80 323.00 +0.30 174 4,463 +75
Sep18 171030 322.30 323.40 322.30 322.30 +0.50 342 4,556 +62
Oct18 171030 320.40 320.40 319.40 319.40 +0.40 124 5,092 +60
Dec18 171030 320.00 321.50 319.80 320.00 +0.40 574 22,070 +227
Jan19 171030 321.60 321.60 320.70 320.70 +0.30 2 919 -1
Total Volume and Open Interest 80,128 393,974 +933
Soybean Oil(CBOT)
Dec17 171030 34.89 35.13 34.41 34.68 -0.16 48,061 155,294 -5,687
Jan18 171030 35.04 35.28 34.57 34.84 -0.17 14,790 93,727 -1,585
Mar18 171030 35.27 35.49 34.77 35.05 -0.16 9,802 73,703 +2,472
May18 171030 35.50 35.70 34.99 35.26 -0.16 5,309 51,861 +1,364
Jul18 171030 35.74 35.89 35.18 35.44 -0.16 4,246 36,651 +1,133
Aug18 171030 35.68 35.81 35.20 35.41 -0.15 576 4,476 -154
Sep18 171030 35.71 35.71 35.05 35.32 -0.15 204 3,270 +87
Oct18 171030 35.46 35.49 34.93 35.12 -0.14 354 7,139 +251
Dec18 171030 35.28 35.44 34.87 35.08 -0.13 792 18,012 +126
Jan19 171030 34.95 35.09 34.93 35.09 -0.14 54 637 +31
Total Volume and Open Interest 84,220 446,996 -1,946
Canola(WCE)
Nov17 171030 509.1 511.1 506.7 506.9 -3.3 6,709 15,352 -2,000
Jan18 171030 519.0 521.0 516.5 516.9 -2.3 19,486 118,472 +5,993
Mar18 171030 525.3 527.0 522.3 522.7 -2.6 4,200 27,229 +1,805
May18 171030 527.8 529.4 525.2 525.6 -2.4 1,660 7,597 +807
Jul18 171030 529.0 530.5 526.9 527.1 -2.1 557 3,606 +88
Total Volume and Open Interest 32,707 173,588 +6,723
Corn(CBOT)
Dec17 171030 348.50 349.75 347.25 348.75 unch 148,533 761,979 -2,351
Mar18 171030 362.25 363.50 361.25 362.75 +0.25 53,710 324,264 +7,497
May18 171030 371.25 372.25 370.00 371.50 +0.25 20,755 131,949 +1,485
Jul18 171030 378.75 379.50 377.25 379.00 +0.25 13,773 157,265 +2,198
Sep18 171030 385.50 386.25 384.00 385.75 +0.25 3,741 48,852 +284
Dec18 171030 394.00 395.00 392.75 394.50 unch 6,002 106,328 +264
Mar19 171030 403.50 404.00 402.25 403.75 -0.25 213 12,971 +8
May19 171030 408.25 409.25 408.25 409.25 unch 449 2,033 +36
Jul19 171030 412.25 413.50 412.25 413.50 +0.25 179 2,311 +12
Sep19 171030 409.75 409.75 409.75 409.75 +0.25 20 478 +20
Total Volume and Open Interest 247,470 1,552,088 +9,472
Wheat(CBOT)
Dec17 171030 427.50 428.25 422.50 424.75 -2.50 45,422 269,507 +1,404
Mar18 171030 444.75 446.00 441.00 443.00 -2.25 15,939 114,589 +1,460
May18 171030 460.00 460.00 454.75 456.50 -2.75 4,543 40,361 +605
Jul18 171030 474.50 474.50 469.50 470.75 -3.25 6,031 51,910 +1,209
Sep18 171030 490.50 490.50 485.75 487.00 -3.00 2,141 19,183 +773
Dec18 171030 509.00 509.25 505.25 507.00 -1.75 670 21,459 +329
Total Volume and Open Interest 74,752 520,105 +5,780
Wheat(KCBT)
Dec17 171030 425.50 425.75 421.00 421.75 -3.50 14,543 148,875 +973
Mar18 171030 443.00 443.00 439.00 439.75 -3.25 7,935 87,877 +339
May18 171030 457.00 457.00 453.25 453.75 -3.25 1,367 23,304 +213
Jul18 171030 474.50 474.75 471.50 472.25 -2.50 2,287 30,678 +559
Sep18 171030 492.50 492.50 490.00 490.50 -2.50 658 9,406 +295
Dec18 171030 518.50 518.50 515.50 516.50 -2.25 192 7,801 -52
Mar19 171030 533.25 533.25 533.25 533.25 -2.00 74 709 +24
Total Volume and Open Interest 27,060 308,878 +2,352
Wheat(MGE)
Dec17 171030 617.00 620.00 614.75 618.50 +1.50 2,352 35,461 -66
Mar18 171030 629.00 632.50 627.00 631.25 +2.75 1,280 24,899 +179
May18 171030 634.75 639.00 634.50 638.50 +3.00 258 8,256 +39
Jul18 171030 637.75 644.00 637.75 643.00 +3.75 283 5,904 +185
Sep18 171030 633.00 637.75 633.00 637.75 +4.75 346 3,460 +47
Dec18 171030 640.00 646.00 640.00 646.00 +4.75 124 1,481 +69
Total Volume and Open Interest 4,643 79,525 +453
Oats(CBOT)
Dec17 171030 264.50 267.00 262.00 263.25 -2.00 670 5,111 -32
Mar18 171030 268.75 271.00 266.75 268.00 -0.50 278 1,951 +89
May18 171030 273.00 273.00 269.50 272.25 +0.25 35 397 +11
Jul18 171030 272.25 272.25 272.25 272.25 +0.25 0 28 +0
Total Volume and Open Interest 983 7,489 +68
Rough Rice(CBOT)
Nov17 171030 11.62 11.62 11.38 11.45 -0.10 773 2,539 -381
Jan18 171030 11.80 11.92 11.69 11.77 -0.08 825 6,884 +376
Mar18 171030 12.01 12.06 11.98 12.03 -0.08 43 495 +0
May18 171030 12.28 12.28 12.28 12.28 -0.07 0 3 +0
Total Volume and Open Interest 1,641 9,923 -5
Live Cattle(CME)
Oct17 171030 119.000 120.350 119.000 119.580 +4.195 1,328 1,392 -302
Dec17 171030 122.750 123.830 122.330 123.400 +2.570 28,345 140,047 +1,780
Feb18 171030 126.980 128.750 126.700 127.450 +1.700 15,246 79,971 +2,511
Apr18 171030 125.500 127.385 125.500 125.850 +0.815 10,216 66,904 +1,822
Jun18 171030 117.535 118.850 117.230 117.430 +0.350 5,266 37,493 +1,266
Aug18 171030 114.550 115.850 114.535 114.730 +0.580 2,041 11,817 +489
Total Volume and Open Interest 63,073 344,626 +7,852
Feeder Cattle(CME)
Nov17 171030 158.450 160.300 157.750 158.330 +1.845 2,978 12,713 -550
Jan18 171030 157.785 159.830 157.130 157.350 +1.400 5,454 25,244 +716
Mar18 171030 154.500 156.400 153.800 154.130 +1.130 2,325 14,652 +395
Apr18 171030 154.080 155.935 153.650 153.985 +1.085 1,025 3,639 +291
May18 171030 153.000 154.850 152.700 153.050 +1.150 803 4,453 +205
Aug18 171030 154.130 156.250 154.130 154.600 +1.350 274 1,555 +124
Sep18 171030 153.300 154.500 153.185 153.350 +1.220 4 27 +0
Total Volume and Open Interest 12,863 62,271 -1,047
Lean Hogs(CME)
Dec17 171030 64.450 65.300 64.330 65.180 +0.730 21,981 110,491 -2,225
Feb18 171030 70.050 71.200 70.035 71.050 +0.800 12,923 55,075 +2,799
Apr18 171030 73.980 74.700 73.980 74.600 +0.350 9,095 50,999 +2,265
May18 171030 78.285 78.600 78.285 78.480 +0.300 142 1,391 +60
Jun18 171030 81.230 81.680 81.050 81.600 +0.270 3,995 20,621 +620
Jul18 171030 81.000 81.680 81.000 81.650 +0.420 1,189 10,564 +405
Aug18 171030 79.950 80.500 79.950 80.480 +0.530 369 5,457 +110
Oct18 171030 68.250 68.730 68.250 68.700 +0.750 432 2,520 +235
Total Volume and Open Interest 50,191 257,536 +4,323
Class III Milk(CME)
Oct17 171030 16.71 16.71 16.70 16.71 unch 56 3,800 -6
Nov17 171030 16.31 16.55 16.30 16.54 +0.12 307 4,637 +29
Dec17 171030 15.75 16.00 15.75 16.00 +0.19 433 3,998 -32
Jan18 171030 15.56 15.74 15.51 15.70 +0.17 172 2,321 +10
Feb18 171030 15.47 15.63 15.45 15.63 +0.19 81 1,836 -2
Mar18 171030 15.38 15.49 15.38 15.48 +0.13 39 1,705 +10
Apr18 171030 15.39 15.39 15.39 15.39 unch 40 1,232 +14
May18 171030 15.50 15.50 15.50 15.50 unch 19 1,209 +11
Jun18 171030 15.73 15.73 15.73 15.73 +0.02 9 1,155 +5
Jul18 171030 15.97 15.97 15.97 15.97 +0.02 7 523 +4
Aug18 171030 16.11 16.11 16.11 16.11 +0.03 7 630 +4
Sep18 171030 16.18 16.18 16.18 16.18 +0.03 10 580 +4
Oct18 171030 16.19 16.19 16.19 16.19 -0.01 9 432 +6
Total Volume and Open Interest 1,206 24,733 +66
Cocoa(ICE)
Dec17 171030 2119 2121 2074 2118 +3 28,085 92,881 -3,055
Mar18 171030 2108 2113 2072 2111 +7 21,819 105,596 +3,746
May18 171030 2117 2120 2081 2120 +8 5,573 23,726 +1,477
Jul18 171030 2124 2130 2092 2130 +8 1,887 12,504 +99
Sep18 171030 2134 2141 2103 2141 +8 1,072 8,502 -97
Dec18 171030 2138 2154 2115 2154 +8 236 8,782 +128
Mar19 171030 2159 2170 2155 2170 +9 19 6,332 +1
Total Volume and Open Interest 58,842 263,583 +2,322
Coffee "C"(ICE)
Dec17 171030 127.00 127.75 125.05 125.90 -0.70 19,445 119,703 -1,890
Mar18 171030 130.30 131.20 128.65 129.45 -0.70 9,923 65,163 +3,006
May18 171030 133.00 133.60 131.10 131.85 -0.70 2,198 25,046 -287
Jul18 171030 135.35 135.95 133.45 134.20 -0.70 1,034 14,367 +263
Sep18 171030 137.50 138.15 135.75 136.50 -0.65 263 7,467 -36
Dec18 171030 141.45 141.50 139.70 139.85 -0.65 93 4,874 +1
Total Volume and Open Interest 32,974 240,089 +1,065
Orange Juice(ICE)
Nov17 171030 155.00 159.95 155.00 156.80 +1.25 359 647 -259
Jan18 171030 153.50 157.90 153.50 154.65 +0.80 438 5,899 +146
Mar18 171030 156.20 156.50 153.15 154.10 +0.45 13 1,302 +7
May18 171030 157.00 157.00 154.90 154.90 +0.65 0 406 +0
Jul18 171030 155.55 155.55 155.55 155.55 +0.55 0 92 +0
Sep18 171030 157.25 157.25 157.25 157.25 +0.85 0 26 +0
Total Volume and Open Interest 810 8,372 -106
Sugar #11(ICE)
Mar18 171030 14.70 14.82 14.58 14.73 +0.10 35,267 431,456 +425
May18 171030 14.70 14.87 14.64 14.79 +0.12 7,232 131,791 +1,242
Jul18 171030 14.77 14.92 14.71 14.84 +0.13 4,094 64,108 +13
Oct18 171030 15.00 15.15 14.96 15.05 +0.11 1,832 45,985 +291
Mar19 171030 15.45 15.61 15.45 15.52 +0.09 805 24,448 -212
May19 171030 15.52 15.60 15.52 15.53 +0.09 54 4,417 -24
Jul19 171030 15.54 15.61 15.53 15.53 +0.08 65 5,311 -9
Oct19 171030 15.69 15.76 15.68 15.68 +0.08 53 5,635 +19
Total Volume and Open Interest 49,437 716,960 +1,751
London Cocoa(LCE)
Dec17 171030 1575 1575 1550 1571 -2 9,983 107,114 -333
Mar18 171030 1602 1603 1576 1595 -7 7,044 66,563 -228
May18 171030 1615 1616 1589 1607 -8 3,032 25,497 -63
Jul18 171030 1627 1628 1602 1618 -9 1,541 29,132 +115
Sep18 171030 1638 1638 1612 1629 -9 1,501 19,990 -35
Dec18 171030 1650 1650 1626 1640 -10 277 12,824 +65
Mar19 171030 1662 1662 1640 1653 -9 113 2,334 +17
Total Volume and Open Interest 23,593 264,020 -472
London Sugar(LCE)
Dec17 171030 381.60 386.70 380.40 383.50 +2.60 5,169 33,667 -397
Mar18 171030 383.00 387.00 381.00 383.70 +2.20 3,044 31,922 +772
May18 171030 388.80 392.20 386.70 389.50 +1.80 637 10,406 -54
Aug18 171030 395.00 397.10 392.10 395.30 +2.20 527 8,754 +120
Oct18 171030 396.90 399.50 396.70 398.20 +2.20 79 2,516 -9
Total Volume and Open Interest 9,975 90,152 +737
Cotton(ICE)
Dec17 171030 68.00 69.20 67.95 68.64 +0.44 14,473 112,332 -2,779
Mar18 171030 68.00 68.90 67.87 68.58 +0.47 6,939 77,731 +1,003
May18 171030 68.96 69.90 68.96 69.65 +0.49 1,065 13,811 +152
Jul18 171030 69.96 70.53 69.70 70.36 +0.47 603 8,228 +78
Oct18 171030 69.88 69.88 69.88 69.88 +0.49 1 2 +1
Dec18 171030 69.08 69.50 69.08 69.47 +0.50 371 18,711 +107
Total Volume and Open Interest 23,452 231,362 -1,438
Lumber(CME)
Nov17 171030 447.0 452.0 444.8 448.4 -2.5 560 2,111 -353
Jan18 171030 437.5 440.3 435.5 438.7 -5.5 556 4,102 +284
Mar18 171030 426.4 429.0 425.0 426.9 -2.9 84 453 +21
May18 171030 406.8 411.1 406.8 411.1 -4.2 36 139 +19
Total Volume and Open Interest 1,244 6,826 -24
Crude Oil(NYM)
Dec17 171030 54.16 54.46 53.75 54.15 +0.25 594,647 600,132 -3,327
Jan18 171030 54.35 54.64 53.96 54.37 +0.28 168,001 305,126 -3,668
Feb18 171030 54.45 54.72 54.07 54.48 +0.30 66,422 133,665 +8,158
Mar18 171030 54.45 54.75 54.16 54.53 +0.32 54,400 242,665 +3,983
Apr18 171030 54.30 54.70 54.15 54.51 +0.31 22,563 80,256 +427
May18 171030 54.30 54.62 54.10 54.41 +0.28 20,651 58,219 -774
Jun18 171030 54.25 54.50 53.90 54.26 +0.25 47,044 197,502 -757
Jul18 171030 53.98 54.25 53.76 54.06 +0.23 5,988 50,243 +1,171
Aug18 171030 53.63 54.00 53.59 53.85 +0.21 6,962 39,485 +1,050
Sep18 171030 53.50 53.82 53.39 53.63 +0.18 7,046 66,604 +424
Oct18 171030 53.35 53.56 53.19 53.42 +0.16 2,302 44,614 +377
Nov18 171030 53.17 53.35 53.01 53.22 +0.15 2,801 37,772 +1,273
Dec18 171030 53.08 53.31 52.70 53.04 +0.15 50,662 263,828 +4,781
Jan19 171030 52.69 52.81 52.69 52.81 +0.14 1,609 31,929 +1,265
Feb19 171030 52.65 52.65 52.59 52.59 +0.12 974 16,510 +36
Mar19 171030 52.38 52.38 52.38 52.38 +0.11 2,340 27,339 +691
Total Volume and Open Interest 1,077,170 2,422,939 +18,292
e-miNY Crude Oil(NYM)
Dec17 171030 54.150 54.450 53.750 54.150 +0.250 9,527 2,682 -77
Jan18 171030 54.300 54.575 54.000 54.375 +0.275 130 858 +26
Feb18 171030 54.375 54.700 54.125 54.475 +0.300 24 444 -7
Mar18 171030 54.400 54.525 54.400 54.525 +0.325 4 19 +0
Apr18 171030 54.500 54.500 54.500 54.500 +0.300 1 44 +1
May18 171030 54.400 54.400 54.400 54.400 +0.275 16 77 +16
Jun18 171030 54.100 54.250 54.100 54.250 +0.250 18 12 -14
Jul18 171030 54.050 54.050 54.050 54.050 +0.225 11 25 +10
Aug18 171030 53.850 53.850 53.850 53.850 +0.200 6 75 +0
Sep18 171030 53.625 53.625 53.625 53.625 +0.175 2 42 +0
Total Volume and Open Interest 9,742 4,435 -43
NY Harbor ULSD(NYM)
Nov17 171030 187.47 188.25 186.43 187.77 +1.08 24,634 21,573 -7,246
Dec17 171030 187.77 188.14 186.29 187.62 +1.00 68,524 127,135 +3,733
Jan18 171030 187.41 188.03 186.27 187.57 +1.01 30,860 74,101 +466
Feb18 171030 186.87 187.45 185.83 187.09 +1.03 15,886 34,740 -339
Mar18 171030 185.99 186.60 184.94 186.25 +1.05 15,642 46,357 +675
Apr18 171030 183.84 185.04 183.61 184.82 +1.06 7,052 29,086 -537
May18 171030 182.95 184.01 182.91 183.94 +1.06 4,121 16,756 -83
Jun18 171030 182.27 183.40 182.03 183.29 +1.05 5,778 28,899 -752
Jul18 171030 182.26 183.01 181.93 183.00 +1.02 469 3,927 -44
Aug18 171030 182.48 182.81 181.78 182.81 +0.99 178 3,098 -3
Sep18 171030 182.49 182.79 181.97 182.79 +0.98 497 6,337 -46
Oct18 171030 182.44 182.87 182.32 182.87 +0.98 144 1,919 -20
Nov18 171030 183.03 183.06 183.03 183.06 +0.99 165 1,717 +30
Dec18 171030 182.23 183.22 182.02 183.16 +1.00 2,495 25,396 +43
Total Volume and Open Interest 176,487 430,095 -4,104
RBOB Gasoline(NYM)
Nov17 171030 177.50 177.83 174.74 176.41 -0.45 40,357 25,557 -9,185
Dec17 171030 172.48 172.88 170.10 171.32 -0.42 79,502 155,714 +4,755
Jan18 171030 169.94 170.38 168.15 169.27 +0.01 33,504 76,173 +1,552
Feb18 171030 170.06 170.55 168.45 169.55 +0.12 10,123 26,834 +390
Mar18 171030 171.02 171.83 169.81 170.85 +0.15 9,063 43,991 +1,082
Apr18 171030 187.20 188.27 186.38 187.50 +0.27 3,340 23,664 -37
May18 171030 187.22 188.06 186.74 187.53 +0.31 1,819 15,994 +399
Jun18 171030 185.84 186.84 185.43 186.19 +0.33 1,983 16,249 +125
Jul18 171030 184.71 184.71 183.43 184.08 +0.32 717 9,704 +230
Aug18 171030 181.00 181.58 181.00 181.30 +0.31 128 3,027 -17
Total Volume and Open Interest 182,755 415,675 -749
e-miNY RBOB Gasoline(NYM)
Nov17 171030 176.40 176.41 176.40 176.40 -0.50 1 0 -1
Dec17 171030 171.30 171.32 171.30 171.30 -0.40      
Jan18 171030 169.30 169.30 169.27 169.30 unch      
Feb18 171030 169.60 169.60 169.55 169.60 +0.20      
Total Volume and Open Interest 1    
Natural Gas(NYM)
Dec17 171030 2.938 3.006 2.936 2.966 +0.002 157,238 284,884 +9,822
Jan18 171030 3.081 3.139 3.075 3.100 -0.002 41,647 205,239 +308
Feb18 171030 3.081 3.141 3.080 3.103 -0.004 17,253 85,029 +1,508
Mar18 171030 3.050 3.101 3.044 3.066 -0.003 32,511 172,713 +796
Apr18 171030 2.889 2.931 2.888 2.908 +0.005 30,998 128,977 +1,561
May18 171030 2.885 2.913 2.879 2.893 +0.005 8,770 80,927 +531
Jun18 171030 2.917 2.941 2.911 2.924 +0.004 2,178 33,134 +518
Jul18 171030 2.949 2.973 2.943 2.955 +0.003 1,765 43,517 +222
Aug18 171030 2.961 2.976 2.954 2.959 +0.004 1,171 32,066 +44
Sep18 171030 2.944 2.958 2.939 2.942 +0.004 722 33,962 -299
Oct18 171030 2.959 2.984 2.957 2.965 +0.004 3,351 71,793 +481
Nov18 171030 3.022 3.033 3.020 3.020 +0.004 787 28,775 +77
Dec18 171030 3.138 3.170 3.138 3.155 +0.005 442 28,937 -67
Jan19 171030 3.234 3.248 3.233 3.235 +0.005 1,937 29,187 +642
Feb19 171030 3.216 3.225 3.202 3.205 +0.003 860 9,107 +409
Mar19 171030 3.144 3.154 3.130 3.134 +0.002 2,227 22,203 +103
Total Volume and Open Interest 357,810 1,355,662 +4,862
Brent Crude Oil(ICE)
Dec17 171030 60.66 61.00 60.14 60.90 +0.46 232,283 169,757 -36,665
Jan18 171030 60.23 60.70 59.91 60.59 +0.46 236,037 642,599 +10,300
Feb18 171030 60.06 60.38 59.67 60.31 +0.50 100,233 268,052 +9,859
Mar18 171030 59.85 60.15 59.48 60.10 +0.52 69,123 244,205 +7,964
Apr18 171030 59.63 59.94 59.32 59.91 +0.52 42,538 94,153 +603
May18 171030 59.46 59.77 59.15 59.74 +0.52 26,686 85,169 +4,745
Jun18 171030 58.80 59.59 58.80 59.54 +0.52 59,119 214,277 +528
Jul18 171030 59.05 59.36 58.76 59.35 +0.52 4,053 37,482 -86
Aug18 171030 58.85 59.16 58.56 59.14 +0.50 3,579 27,681 -401
Sep18 171030 58.90 58.90 58.90 58.90 +0.48 6,312 38,942 +565
Oct18 171030 58.69 58.69 58.69 58.69 +0.47 2,268 22,892 +17
Nov18 171030 58.49 58.49 58.48 58.48 +0.45 742 22,730 -49
Dec18 171030 58.09 58.32 57.77 58.28 +0.43 46,971 197,326 +2,959
Jan19 171030 57.90 58.10 57.90 58.10 +0.43 2,450 29,260 +603
Total Volume and Open Interest 857,663 2,507,429 +2,868
Gas Oil(ICE)
Nov17 171030 550.50 554.00 547.00 547.50 -1.25 48,679 129,974 -3,907
Dec17 171030 543.00 549.50 543.00 544.00 unch 73,798 246,092 -2,409
Jan18 171030 542.25 547.25 542.00 543.00 +1.00 32,666 93,038 -205
Feb18 171030 541.50 546.00 541.25 542.50 +1.50 11,652 57,476 +1,894
Mar18 171030 540.00 544.25 540.00 541.25 +2.00 9,430 68,519 +1,806
Apr18 171030 538.25 542.75 538.25 539.75 +2.25 3,713 28,499 +372
May18 171030 536.50 540.75 536.50 538.00 +2.25 2,300 16,385 +270
Jun18 171030 534.50 538.75 534.50 535.75 +2.00 8,026 52,444 +670
Jul18 171030 533.75 537.50 533.75 535.00 +2.00 1,059 13,403 +299
Aug18 171030 533.25 537.25 533.25 534.50 +2.00 774 11,534 -287
Total Volume and Open Interest 206,608 929,846 +1,356
Ethanol(CBOT)
Nov17 171030 1.419 1.430 1.410 1.425 +0.030 180 94 -116
Dec17 171030 1.419 1.440 1.415 1.418 +0.011 246 1,192 +104
Jan18 171030 1.408 1.420 1.407 1.407 +0.011 106 257 +31
Feb18 171030 1.417 1.422 1.417 1.419 +0.011 32 59 +0
Mar18 171030 1.442 1.442 1.442 1.442 +0.011 0 14 +0
Apr18 171030 1.462 1.462 1.462 1.462 +0.011 0 7 +0
May18 171030 1.466 1.466 1.466 1.466 +0.011      
Jun18 171030 1.458 1.458 1.458 1.458 +0.011 0 2 +0
Total Volume and Open Interest 564 1,625 +19
WTI Crude Oil(ICE)
Dec17 171030 54.09 54.45 53.77 54.15 +0.25 67,781 115,226 -3,177
Jan18 171030 54.25 54.64 53.98 54.37 +0.28 66,199 84,391 +1,428
Feb18 171030 54.40 54.71 54.09 54.48 +0.30 30,024 32,058 +743
Mar18 171030 54.36 54.72 54.17 54.53 +0.32 14,967 35,258 -677
Apr18 171030 54.22 54.69 54.15 54.51 +0.31 3,874 11,191 +279
May18 171030 54.14 54.64 54.08 54.41 +0.28 4,318 7,007 +552
Jun18 171030 53.99 54.42 53.92 54.26 +0.25 11,030 66,056 +132
Jul18 171030 54.22 54.22 54.06 54.06 +0.23 405 7,389 +15
Aug18 171030 53.85 53.85 53.85 53.85 +0.21 451 6,350 -121
Sep18 171030 53.45 53.63 53.45 53.63 +0.18 493 11,326 +11
Oct18 171030 53.42 53.42 53.42 53.42 +0.16 224 2,859 -28
Nov18 171030 53.22 53.22 53.22 53.22 +0.15 133 6,456 +0
Dec18 171030 52.96 53.22 52.81 53.04 +0.15 11,711 127,923 +1,559
Jan19 171030 52.81 52.81 52.81 52.81 +0.14 13 1,830 +0
Feb19 171030 52.59 52.59 52.59 52.59 +0.12 23 709 -9
Mar19 171030 52.38 52.38 52.38 52.38 +0.11 15 2,286 +0
Total Volume and Open Interest 215,195 601,567 +732
US Dollar Index(ICE)
Dec17 171030 94.770 94.835 94.325 94.455 -0.368 44,611 50,046 +3,002
Mar18 171030 94.430 94.505 94.070 94.170 -0.348 474 2,112 +64
Jun18 171030 94.220 94.220 93.800 93.905 -0.357 111 604 +29
Total Volume and Open Interest 45,201 52,852 +3,098
Australian Dollar(CME)
Dec17 171030 76.69 76.87 76.51 76.79 +0.17 150,337 132,390 -2,062
Mar18 171030 76.64 76.74 76.50 76.74 +0.17 443 769 +72
Jun18 171030 76.48 76.70 76.48 76.70 +0.17 0 244 +0
Total Volume and Open Interest 152,375 135,605 -2,131
British Pound(CME)
Dec17 171030 131.50 132.34 131.40 132.19 +0.78 114,564 177,227 -2,642
Mar18 171030 131.94 132.72 131.94 132.58 +0.77 193 2,840 +59
Jun18 171030 132.92 132.95 132.67 132.95 +0.75 0 249 +0
Total Volume and Open Interest 118,309 184,141 -1,991
Canadian Dollar(CME)
Dec17 171030 78.02 78.08 77.78 77.94 +0.08 91,335 163,564 -5,862
Mar18 171030 78.05 78.12 77.90 78.01 +0.08 180 2,010 +131
Jun18 171030 78.10 78.10 78.07 78.07 +0.09 9 380 +4
Sep18 171030 78.26 78.26 78.06 78.11 +0.08 29 227 +29
Total Volume and Open Interest 91,796 168,759 -5,727
Japanese Yen(CME)
Dec17 171030 88.15 88.67 88.03 88.55 +0.48 171,158 272,140 +1,436
Mar18 171030 88.54 89.10 88.54 89.01 +0.47 155 4,012 +20
Jun18 171030 89.48 89.48 89.48 89.48 +0.47 0 93 +0
Total Volume and Open Interest 172,855 282,483 +1,913
Swiss Franc(CME)
Dec17 171030 100.55 100.92 100.34 100.81 +0.36 37,996 67,252 +2,901
Mar18 171030 101.20 101.52 101.20 101.49 +0.36 64 157 -19
Jun18 171030 102.17 102.17 102.17 102.17 +0.34 0 29 +0
Total Volume and Open Interest 38,060 67,448 +2,882
EuroFX(CME)
Dec17 171030 116.33 116.89 116.24 116.69 +0.40 391,391 428,029 -1,316
Mar18 171030 116.91 117.53 116.91 117.35 +0.39 1,409 4,465 +397
Jun18 171030 117.73 118.20 117.73 118.02 +0.38 85 1,412 +0
Total Volume and Open Interest 397,145 443,740 -945
Mexican Peso(CME)
Nov17 171030 517.75 517.75 517.75 517.75 -2.88 1 35 -1
Dec17 171030 517.75 519.88 513.63 514.75 -2.63 65,683 177,265 -726
Total Volume and Open Interest 65,686 177,962 -728
Brazilian Real(CME)
Nov17 171030 308.50 308.75 304.00 305.40 -1.90 8,535 20,992 -2,352
Dec17 171030 307.35 307.60 302.90 304.25 -1.95 6,059 8,287 +3,091
Jan18 171030 303.25 303.25 303.25 303.25 -1.90 0 397 +0
Feb18 171030 301.95 301.95 301.95 301.95 -2.10      
Total Volume and Open Interest 14,594 29,976 +739
30-Year T-Bonds(CBOT)
Dec17 171030 151~160 152~130 151~110 152~120 +1~060 307,228 746,156 -493
Mar18 171030 150~110 151~080 150~090 151~070 +1~060 2,940 3,666 +2,766
Jun18 171030 150~260 150~260 150~260 150~260 +1~060      
Total Volume and Open Interest 310,168 749,822 +2,273
10-Year T-Notes(CBOT)
Dec17 171030 124~235 125~015 124~230 125~005 +0~135 1,763,165 3,233,349 +26,817
Mar18 171030 124~130 124~230 124~125 124~215 +0~140 789 17,266 +383
Jun18 171030 124~160 124~160 124~160 124~160 +0~140      
Total Volume and Open Interest 1,763,954 3,250,615 +27,200
5-Year T-Notes(CBOT)
Dec17 171030 117~030 117~086 117~026 117~082 +0~072 864,453 3,107,469 +43,036
Mar18 171030 116~280 117~006 116~280 117~006 +0~076 19,985 15,997 +9,203
Jun18 171030 116~306 116~306 116~306 116~306 +0~076      
Total Volume and Open Interest 884,438 3,122,265 +51,038
2 Year T-Notes(CBOT)
Dec17 171030 107~220 107~232 107~216 107~230 +0~012 291,564 1,672,511 -580
Mar18 171030 107~172 107~176 107~172 107~176 +0~016 145 6,415 +66
Jun18 171030 107~176 107~176 107~176 107~176 +0~016      
Total Volume and Open Interest 291,709 1,678,926 -514
Eurodollars(CME)
Dec17 171030 98.490 98.495 98.485 98.490 +0.005 168,768 1,763,117 -9,218
Mar18 171030 98.350 98.365 98.350 98.360 +0.010 139,056 1,282,140 -4,632
Jun18 171030 98.235 98.255 98.235 98.250 +0.015 167,590 1,242,420 +393
Sep18 171030 98.155 98.175 98.150 98.170 +0.020 155,026 1,055,746 -3,209
Dec18 171030 98.060 98.095 98.060 98.085 +0.030 351,750 1,593,882 -16,796
Mar19 171030 98.000 98.035 98.000 98.025 +0.035 199,468 1,013,548 -17,015
Jun19 171030 97.940 97.980 97.940 97.970 +0.040 201,801 894,391 -14,317
Sep19 171030 97.895 97.935 97.895 97.925 +0.045 169,098 659,665 -22,926
Dec19 171030 97.825 97.875 97.825 97.870 +0.050 184,783 880,598 +9,088
Mar20 171030 97.805 97.850 97.800 97.840 +0.050 138,321 474,804 -5,163
Jun20 171030 97.770 97.820 97.770 97.810 +0.055 109,095 361,921 +2,671
Sep20 171030 97.740 97.785 97.735 97.780 +0.060 91,583 273,182 +7,404
Dec20 171030 97.695 97.740 97.695 97.735 +0.060 74,224 304,105 +4,168
Mar21 171030 97.660 97.710 97.660 97.705 +0.060 56,202 211,544 +1,515
Jun21 171030 97.630 97.675 97.625 97.670 +0.060 52,142 180,083 +239
Sep21 171030 97.590 97.635 97.590 97.635 +0.065 45,806 96,400 -120
Dec21 171030 97.545 97.595 97.545 97.590 +0.065 40,308 131,625 -362
Mar22 171030 97.515 97.565 97.510 97.560 +0.065 49,396 72,814 -4,467
Total Volume and Open Interest 2,480,961 12,766,737 -77,166
Ultra T-Bond(CBOT)
Dec17 171030 163~13 164~20 163~04 164~17 +1~19 105,280 843,242 +2,070
Mar18 171030 163~15 163~19 163~15 163~19 +1~19 1,531 31,939 +1,485
Jun18 171030 162~24 162~24 162~24 162~24 +1~19      
Total Volume and Open Interest 106,811 875,181 +3,555
Ultra 10-Yr T-Note(CBOT)
Dec17 171030 133~165 134~005 133~155 133~310 +0~210 137,124 435,971 -22
Mar18 171030 133~250 133~250 133~250 133~250 +0~210      
Jun18 171030 133~250 133~250 133~250 133~250 +0~210      
Total Volume and Open Interest 137,124 435,971 -22
30 Day Federal Funds(CBOT)
Oct17 171030 98.848 98.848 98.845 98.845 unch 1,949 233,855 +282
Nov17 171030 98.842 98.845 98.840 98.842 +0.003 10,423 210,175 +2,698
Dec17 171030 98.725 98.730 98.725 98.725 unch 6,128 111,600 -772
Jan18 171030 98.630 98.635 98.630 98.635 +0.005 36,267 346,627 -2,401
Feb18 171030 98.620 98.625 98.620 98.625 +0.005 7,244 120,238 +916
Mar18 171030 98.590 98.590 98.590 98.590 +0.005 8,864 52,017 +1,749
Total Volume and Open Interest 156,450 1,576,193 +12,050
Japanese Govt Bonds(SGX)
Dec17 171026 150.30 150.42 150.28 150.38 +0.06 1,048 12,661 -98
Mar18 171026 150.38 150.38 150.38 150.38 +0.06      
Jun18 171026 150.38 150.38 150.38 150.38 +0.06      
Total Volume and Open Interest 1,048 12,661 -98
Euro-Buxl(EUREX)
Dec17 171030 164.80 165.50 164.22 165.40 +1.16 72,399 214,397 -20,771
Mar18 171030 163.56 163.86 163.56 163.86 +1.18 897 1,403 -150
Jun18 171030 163.86 163.86 163.86 163.86 +1.18      
Total Volume and Open Interest 73,296 238,023 +1,302
Euro-Bund(EUREX)
Dec17 171030 162.50 162.75 162.25 162.71 +0.33 954,973 1,809,117 -366,263
Mar18 171030 161.96 162.31 161.87 162.28 +0.36 10,557 92,221 -400
Jun18 171030 159.55 159.55 159.48 159.48 +0.33 0 1 +0
Total Volume and Open Interest 965,530 2,267,568 -434
Euro-Bobl(EUREX)
Dec17 171030 131.79 131.82 131.70 131.81 +0.03 678,627 1,453,822 -241,926
Mar18 171030 132.39 132.44 132.39 132.44 +0.05 810 84,781 -45
Jun18 171030 132.44 132.44 132.44 132.44 +0.05      
Total Volume and Open Interest 679,437 1,799,158 +18,584
Euro-Schatz(EUREX)
Dec17 171030 112.30 112.31 112.27 112.28 -0.01 403,126 1,412,980 -170,666
Mar18 171030 112.15 112.15 112.15 112.15 -0.01 4,386 20,257 -1
Jun18 171030 112.15 112.15 112.15 112.15 -0.01      
Total Volume and Open Interest 407,512 1,591,646 -12,258
3-Mth Euribor(EUREX)
Dec17 171030 100.325 100.330 100.325 100.330 unch 422 8,047 -122
Mar18 171030 100.320 100.320 100.320 100.320 unch 304 6,486 +0
Jun18 171030 100.315 100.315 100.315 100.315 unch 0 1,361 +0
Total Volume and Open Interest 930 37,938 -40
Long Gilt(LIFFE)
Dec17 171030 124~03 124~13 124~01 124~12 +0~10 165,267 704,553 +1,512
Mar18 171030 123~12 123~17 123~12 123~17 +0~10 0 266 +0
Total Volume and Open Interest 165,267 704,819 +1,512
3-Mth Short Sterling(LIFFE)
Dec17 171030 99.46 99.47 99.46 99.46 +0.00 62,473 566,983 +9,237
Mar18 171030 99.34 99.35 99.34 99.35 +0.01 72,193 462,868 -14,809
Jun18 171030 99.26 99.27 99.25 99.26 +0.01 41,121 427,802 -4,886
Sep18 171030 99.19 99.20 99.18 99.19 +0.01 87,824 303,335 -9,487
Dec18 171030 99.13 99.15 99.12 99.13 +0.01 77,596 383,660 +3,134
Mar19 171030 99.08 99.10 99.07 99.08 +0.01 49,313 216,077 -5,274
Total Volume and Open Interest 669,989 3,445,395 -42,011
3-Mth Euribor(LIFFE)
Dec17 171030 100.330 100.330 100.325 100.325 -0.005 72,409 409,337 -673
Mar18 171030 100.320 100.325 100.320 100.320 unch 160,606 460,630 +7,603
Jun18 171030 100.315 100.315 100.310 100.315 unch 164,912 460,283 +7,666
Total Volume and Open Interest 1,536,715 4,047,909 +41,265
3-Mth Aus T-Bills(SFE)
Dec17 171030 98.28 98.29 98.27 98.28 unch 32,107 193,676 +0
Mar18 171030 98.25 98.26 98.24 98.25 unch 61,417 239,443 +0
Jun18 171030 98.16 98.19 98.16 98.18 +0.01 47,160 199,432 +0
Sep18 171030 98.07 98.10 98.07 98.09 +0.02 32,101 176,713 +0
Dec18 171030 97.97 98.01 97.97 98.01 +0.03 29,324 117,192 +0
Mar19 171030 97.87 97.92 97.87 97.92 +0.04 18,021 91,416 +0
Jun19 171030 97.79 97.83 97.79 97.83 +0.03 10,819 58,811 +0
Sep19 171030 97.70 97.75 97.70 97.75 +0.04 5,166 33,554 +0
Dec19 171030 97.67 97.68 97.67 97.68 +0.04 316 3,432 +0
Mar20 171030 97.62 97.62 97.62 97.62 +0.05 245 2,817 +0
Total Volume and Open Interest 236,844 1,118,095 +0
10-Year Aus T-Bonds(SFE)
Dec17 171030 97.20 97.26 97.18 97.25 +0.05 167,145 1,059,270 +0
Mar18 171030 97.24 97.24 97.24 97.24 +0.05 0 702 +0
Total Volume and Open Interest 167,145 1,059,972 +0
3-Year Aus T-Bonds(SFE)
Dec17 171030 97.92 97.97 97.90 97.96 +0.03 324,357 1,122,412 +0
Mar18 171030 97.95 97.95 97.95 97.95 +0.03 1,063 1,581 +0
Total Volume and Open Interest 325,420 1,123,993 +0
Gold(CMX)
Dec17 171030 1274.3 1279.9 1269.8 1277.7 +5.9 384,122 387,969 -1,332
Feb18 171030 1278.1 1283.9 1274.0 1281.9 +5.9 11,670 79,708 +2,746
Apr18 171030 1280.6 1287.6 1278.7 1285.7 +5.9 1,690 16,443 -14
Jun18 171030 1284.4 1291.0 1282.6 1289.6 +5.9 1,876 13,672 +447
Aug18 171030 1290.0 1294.3 1290.0 1293.6 +5.9 316 9,666 +53
Oct18 171030 1292.0 1299.5 1292.0 1297.5 +5.8 61 3,363 -1
Dec18 171030 1298.7 1302.5 1296.8 1301.7 +5.8 233 10,355 +25
Feb19 171030 1307.2 1307.2 1306.0 1306.0 +5.8 2 142 +0
Apr19 171030 1310.3 1310.3 1310.3 1310.3 +5.8 7 513 +7
Jun19 171030 1314.7 1314.7 1314.7 1314.7 +5.8 0 1,020 +0
Aug19 171030 1319.3 1319.3 1319.3 1319.3 +5.8 0 4 +0
Total Volume and Open Interest 400,292 527,961 +1,740
Silver(CMX)
Dec17 171030 1685.0 1690.0 1669.0 1684.7 +9.5 90,880 140,716 -1,015
Mar18 171030 1694.5 1699.0 1679.5 1694.5 +9.5 4,137 32,119 +605
May18 171030 1697.0 1700.7 1685.5 1700.7 +9.5 700 8,074 +351
Jul18 171030 1697.0 1706.7 1697.0 1706.7 +9.4 50 4,481 +0
Sep18 171030 1707.5 1715.0 1707.5 1712.7 +9.4 25 2,479 -18
Dec18 171030 1709.5 1725.0 1709.5 1721.6 +9.5 413 3,989 -12
Mar19 171030 1732.2 1732.2 1732.2 1732.2 +9.5 0 6 +0
Total Volume and Open Interest 96,401 193,773 -89
Platinum(NYMEX)
Jan18 171030 916.9 924.0 916.5 922.7 +8.1 14,131 69,941 -236
Apr18 171030 921.9 928.1 921.0 927.0 +8.2 299 6,448 +5
Jul18 171030 931.6 931.6 931.6 931.6 +8.2 0 324 +0
Oct18 171030 939.8 939.8 939.8 939.8 +6.0 0 24 +0
Total Volume and Open Interest 14,474 76,795 -259
Palladium(NYMEX)
Dec17 171030 966.00 971.80 959.80 962.65 +4.40 2,356 29,298 -137
Mar18 171030 956.80 961.65 952.25 954.65 +4.00 260 3,990 +170
Jun18 171030 949.15 949.15 949.15 949.15 +3.95 0 85 +0
Total Volume and Open Interest 2,616 33,373 +33
Copper(CMX)
Dec17 171030 310.45 311.80 308.70 311.20 +0.85 95,886 172,252 -1,687
Mar18 171030 312.50 313.70 310.75 313.20 +0.85 7,572 74,226 +2,265
May18 171030 313.00 314.90 313.00 314.45 +0.90 864 22,939 +187
Jul18 171030 314.40 315.70 313.95 315.40 +0.90 266 9,605 -9
Sep18 171030 315.00 316.25 314.75 316.25 +0.95 164 7,190 -25
Total Volume and Open Interest 105,925 312,333 +648
E-mini DJIA Index(CBOT)
Dec17 171030 23361 23386 23274 23291 -81 125,498 160,013 +94
Mar18 171030 23349 23363 23267 23279 -84 149 1,606 +28
Jun18 171030 23252 23252 23252 23252 -84 0 20 +0
Sep18 171030 23215 23215 23215 23215 -84 0 5 +0
Total Volume and Open Interest 125,647 161,644 +122
S & P 500(CME)
Dec17 171030 2575.00 2577.00 2567.90 2568.30 -10.10 5,600 59,216 -290
Mar18 171030 2568.50 2568.50 2565.00 2568.50 -10.10 0 200 +0
Jun18 171030 2568.70 2568.70 2565.20 2568.70 -10.10      
Sep18 171030 2568.90 2568.90 2565.40 2568.90 -10.10      
Total Volume and Open Interest 5,600 59,391 -315
S & P 500 E-Mini(CME)
Dec17 171030 2575.50 2578.25 2565.50 2568.25 -10.25 1,392,205 3,113,436 +23,906
Mar18 171030 2576.25 2578.00 2566.00 2568.50 -10.00 8,567 59,377 +5,568
Jun18 171030 2576.75 2578.00 2566.25 2568.75 -10.00 21 3,269 +100
Sep18 171030 2574.50 2576.25 2569.00 2569.00 -10.00 0 41 +0
Total Volume and Open Interest 1,400,793 3,176,129 +29,574
NASDAQ 100 E-Mini(CME)
Dec17 171030 6209.50 6251.50 6202.30 6224.30 +9.00 320,283 281,049 -104
Mar18 171030 6223.30 6263.80 6216.00 6237.50 +9.50 992 1,313 +23
Jun18 171030 6253.00 6281.30 6237.00 6247.30 +9.50 0 88 +0
Total Volume and Open Interest 321,275 282,454 -81
S&P Midcap 400(CME) e-Mini
Dec17 171030 1837.00 1838.80 1820.20 1824.80 -12.80 9,870 92,677 -253
Mar18 171030 1822.90 1822.90 1822.10 1822.90 -12.80 0 9 +0
Jun18 171030 1822.50 1822.50 1822.50 1822.50 -12.80 0 2 +0
Total Volume and Open Interest 9,870 92,688 -253
Volatility Index(CBOE)
Oct17 171018 10.35 10.55 10.25 10.30 -0.08 87,305 120,816 -21,065
Nov17 171030 11.40 11.95 11.35 11.58 +0.15 129,264 0 -319,794
Dec17 171030 12.21 12.50 12.10 12.33 +0.10 88,769 0 -151,551
Jan18 171030 13.34 13.53 13.20 13.38 +0.05 24,482 0 -67,655
Total Volume and Open Interest 260,364 609,510 -8,418
S & P 600(CME)
Dec17 171030 903.80 903.80 903.80 903.80 -12.40      
Mar18 171030 900.60 900.60 900.60 900.60 -12.40      
Total Volume and Open Interest      
Russell 2000 Mini(ICE)
Dec17 171030 1507.50 1509.00 1483.40 1492.90 -15.60 38,306 64,825 -132
Mar18 171030 1494.00 1494.00 1492.10 1493.90 -15.60 0 65 +0
Jun18 171030 1493.90 1493.90 1493.90 1493.90 -15.60 0 2 +0
Total Volume and Open Interest 38,306 64,892 -132
Nikkei 225(CME)
Dec17 171030 22105 22125 21865 21910 -165 10,447 43,005 +217
Mar18 171030 22105 22105 21920 21920 -165 1 25 +0
Total Volume and Open Interest 10,448 43,029 +216
Nikkei 225(SGX)
Dec17 171030 22010 22040 22010 22020 -15 89,474 206,930 +770
Mar18 171030 22050 22050 21915 21975 -20 16 1,256 -1
Jun18 171026 21590 21590 21590 21590 +15 0 1,096 +0
Total Volume and Open Interest 97,266 219,759 +1,218
Nikkei 225 Mini(JPX)
Dec17 171026 21775 21830 21590 21770 +10 1,035,462 418,374 +9,751
Mar18 171026 21730 21785 21545 21720 +10 25,311 26,783 +563
Jun18 171026 21565 21620 21380 21560 +40 383 1,704 +37
Total Volume and Open Interest 1,109,040 494,223 +20,753
Nikkei 225(JPX)
Dec17 171026 21780 21830 21590 21770 +10 87,071 359,723 +1,937
Mar18 171026 21730 21780 21540 21720 +10 2,171 20,075 +1,212
Jun18 171026 21590 21600 21400 21560 +40 29 11,761 -7
Total Volume and Open Interest 89,316 461,762 +3,388
Nikkei 225(CME) Yen
Dec17 171030 22090 22105 21845 21895 -155 39,494 61,685 -1,718
Mar18 171030 22030 22050 21815 21850 -155 9 18 +4
Jun18 171030 21750 21750 21750 21750 -155      
Total Volume and Open Interest 39,503 61,789 -1,628
Nikkei 225(CME) e-Mini Yen
Dec17 171030 21900 21900 21895 21900 -150 0 5 +0
Mar18 171030 21850 21850 21850 21850 -150      
Jun18 171030 21750 21750 21750 21750 -150      
Total Volume and Open Interest 0 5 +0
CAC 40(EURONEXT)
Nov17 171030 5487.5 5505.5 5481.5 5491.5 unch 105,123 336,704 +13,523
Dec17 171030 5481.0 5494.5 5479.0 5484.5 unch 676 48,299 +438
Jan18 171030 5476.5 5476.5 5476.5 5476.5 unch      
Total Volume and Open Interest 105,799 380,446 +9,400
Hang Seng Index(HKFE)
Oct17 171030 28432 28628 28344 28442 +10 173,242 58,031 -40,289
Nov17 171030 28433 28628 28251 28283 -144 74,279 100,637 +32,983
Dec17 171030 28456 28641 28280 28306 -138 3,484 24,709 +268
Total Volume and Open Interest 251,632 187,040 -6,850
DAX(EUREX)
Dec17 171030 13200.5 13249.5 13200.0 13222.0 +3.0 108,419 131,312 -25,973
Mar18 171030 13200.5 13237.5 13200.5 13216.5 +3.0 967 1,681 -68
Jun18 171030 13244.0 13255.0 13239.0 13243.0 +3.0 32 610 -12
Total Volume and Open Interest 109,418 154,239 -5,417
Mini-DAX(EUREX)
Dec17 171030 13205.0 13255.0 13202.0 13222.0 +3.0 38,043 9,721 -2,711
Mar18 171030 13205.0 13238.0 13198.0 13216.5 +3.0 220 450 -26
Jun18 171030 13245.0 13269.0 13243.0 13243.0 +3.0 11 246 +0
Total Volume and Open Interest 38,274 13,009 -145
DJ EuroSTOXX 50(EUREX)
Dec17 171030 3643 3663 3643 3653 +5 959,814 3,457,224 +100,708
Mar18 171030 3636 3648 3636 3640 +5 267 123,373 +1,466
Jun18 171030 3557 3558 3557 3558 +5 7 804 +4
Total Volume and Open Interest 960,088 3,581,401 +102,178
Swiss Market Index(EUREX)
Dec17 171030 9150 9195 9121 9158 -12 39,156 199,449 -10,636
Mar18 171030 9042 9055 9040 9055 -13 112 751 +0
Jun18 171030 8890 8890 8890 8890 -12 0 10 +0
Total Volume and Open Interest 39,268 207,053 -3,793
FT-SE 100(EURONEXT)
Dec17 171030 7470.00 7472.00 7444.50 7452.50 -27.00 82,666 674,002 -2,167
Mar18 171030 7405.50 7407.50 7393.50 7393.50 -27.00 12 3,106 -10
Jun18 171030 7313.50 7313.50 7313.50 7313.50 -26.00      
Total Volume and Open Interest 82,678 677,108 -2,177
SPI 200(SFE)
Dec17 171030 5888.0 5922.0 5887.0 5900.0 +13.0 22,900 266,754 +0
Mar18 171030 5846.0 5846.0 5846.0 5846.0 +12.0 2 1,524 +0
Jun18 171030 5830.0 5830.0 5830.0 5830.0 +12.0 0 3,362 +0
Total Volume and Open Interest 22,947 274,340 +0
FTSE MIB(ISE)
Dec17 171030 22645.00 22760.00 22595.00 22706.00 +75.00 35,443 35,894 +3,364
Mar18 171030 22625.00 22655.00 22545.00 22614.00 +75.00 49 76 +3
Jun18 171030 22157.00 22157.00 22157.00 22157.00 +75.00 0 3 +0
Total Volume and Open Interest 35,492 35,975 +3,367
KOSPI 200(KFE)
Dec17 171030 330.45 332.10 330.15 330.80 +0.60 173,978 253,237 -2,891
Mar18 171030 327.50 329.00 327.25 327.65 +0.40 237 18,475 +254
Jun18 171030 328.65 329.00 327.95 328.50 +1.20 8 12,709 +3
Total Volume and Open Interest 174,223 315,194 -2,284
GSCI(CME)
Nov17 171030 413.55 413.65 412.95 413.50 +1.65 34 16,269 -16
Dec17 171030 416.85 416.85 416.85 416.85 +2.00      
Jan18 171030 416.95 416.95 416.95 416.95 +2.00      
Total Volume and Open Interest 34 16,269 -16
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

Banner

Login

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy