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 November 20, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan18 171120 990.00 992.00 983.00 990.00 -0.50 90,050 327,103 +3,918
Mar18 171120 1000.75 1002.75 994.00 1001.25 -0.25 38,124 141,864 +1,023
May18 171120 1010.50 1012.50 1003.75 1010.75 -0.25 17,334 87,152 +1,817
Jul18 171120 1019.00 1020.50 1012.00 1019.25 -0.25 8,074 93,457 +490
Aug18 171120 1020.00 1021.25 1012.75 1020.00 -0.25 822 12,981 +125
Sep18 171120 1010.50 1010.50 1002.75 1010.25 +0.25 42 1,905 +5
Nov18 171120 1000.00 1002.25 994.00 1002.00 +1.00 2,232 50,644 -522
Jan19 171120 1005.00 1008.00 1000.00 1008.00 +1.00 21 1,077 +10
Mar19 171120 1011.00 1011.50 1005.00 1011.50 +1.00 17 1,792 +6
May19 171120 1015.00 1015.75 1010.00 1015.75 +1.00 4 709 -2
Jul19 171120 1015.75 1021.25 1015.00 1021.25 +1.50 16 482 +8
Aug19 171120 1019.50 1019.50 1019.50 1019.50 +1.50 0 24 +0
Sep19 171120 1013.25 1013.25 1013.25 1013.25 +1.50 0 21 +0
Nov19 171120 996.00 998.50 995.75 998.50 +2.00 32 1,295 +9
Total Volume and Open Interest 156,768 720,529 +6,887
Soybean Meal(CBOT)
Dec17 171120 318.60 320.30 315.30 319.80 +1.60 36,690 72,674 -3,918
Jan18 171120 320.30 322.20 317.50 322.00 +2.00 18,501 116,979 +1,162
Mar18 171120 323.70 325.30 320.70 325.30 +2.20 13,693 88,428 +2,302
May18 171120 325.70 327.70 323.20 327.70 +2.30 5,846 47,453 +494
Jul18 171120 328.50 329.90 325.30 329.90 +2.20 4,646 32,841 -206
Aug18 171120 328.90 329.80 325.50 329.80 +2.10 673 4,599 -253
Sep18 171120 326.40 328.60 325.30 328.60 +2.20 136 5,050 +60
Oct18 171120 323.90 325.50 321.60 325.50 +2.50 84 5,973 +18
Dec18 171120 324.90 326.50 322.00 326.30 +2.50 393 26,678 +43
Jan19 171120 324.30 327.00 324.30 327.00 +2.40 2 1,260 +0
Total Volume and Open Interest 80,664 407,413 -298
Soybean Oil(CBOT)
Dec17 171120 34.38 34.42 33.69 33.95 -0.49 54,590 100,087 -5,529
Jan18 171120 34.51 34.56 33.85 34.10 -0.49 41,280 131,347 +2,739
Mar18 171120 34.69 34.77 34.06 34.33 -0.47 22,110 93,463 +1,354
May18 171120 34.89 34.92 34.27 34.55 -0.45 10,994 57,060 +1,079
Jul18 171120 35.08 35.08 34.48 34.74 -0.44 6,358 47,884 +687
Aug18 171120 35.05 35.05 34.46 34.69 -0.45 466 5,638 +256
Sep18 171120 34.96 34.97 34.38 34.61 -0.44 112 3,488 +12
Oct18 171120 34.60 34.61 34.19 34.41 -0.41 519 8,762 +340
Dec18 171120 34.57 34.58 34.13 34.35 -0.40 1,089 26,953 +103
Jan19 171120 34.33 34.33 34.33 34.33 -0.40 28 773 +27
Total Volume and Open Interest 137,546 478,630 +1,068
Canola(WCE)
Nov17 171114 510.1 510.1 510.1 510.1 -2.5 0 12 +0
Jan18 171120 519.2 519.2 514.5 516.0 -3.4 10,107 137,353 +2,041
Mar18 171120 527.1 527.1 522.5 524.1 -3.1 4,200 41,518 +2,154
May18 171120 527.6 528.6 526.4 528.1 -3.0 897 12,017 +370
Jul18 171120 530.2 531.4 529.2 530.8 -3.1 386 5,175 +120
Total Volume and Open Interest 16,078 200,476 +4,864
Corn(CBOT)
Dec17 171120 342.50 345.25 341.50 345.00 +2.00 186,656 522,895 -17,684
Mar18 171120 354.50 357.00 353.25 356.50 +1.50 130,650 622,874 +22,802
May18 171120 363.00 365.25 361.50 364.75 +1.25 39,631 169,708 +4,744
Jul18 171120 371.00 373.00 369.25 372.50 +1.25 18,996 197,326 +1,712
Sep18 171120 378.00 380.00 376.25 379.50 +1.00 2,713 60,121 +578
Dec18 171120 386.75 388.75 384.75 388.00 +0.75 7,321 126,419 +1,415
Mar19 171120 395.00 397.00 394.00 396.50 +0.75 539 14,725 +186
May19 171120 399.25 402.50 399.25 402.50 +0.75 69 2,540 +17
Jul19 171120 405.50 407.00 405.00 407.00 +0.50 146 3,078 +67
Sep19 171120 405.50 405.50 405.50 405.50 +1.25 54 596 +47
Total Volume and Open Interest 386,927 1,725,617 +14,015
Wheat(CBOT)
Dec17 171120 427.75 428.00 419.25 422.00 -5.25 65,598 145,743 -10,995
Mar18 171120 443.00 443.75 436.00 438.50 -5.00 56,384 233,128 +7,318
May18 171120 454.50 454.50 447.50 449.75 -4.50 14,720 63,986 +1,597
Jul18 171120 466.75 466.75 460.25 462.25 -4.50 8,552 55,040 -1,009
Sep18 171120 478.50 478.50 475.00 476.50 -4.75 3,026 26,705 -502
Dec18 171120 497.25 497.25 492.75 494.50 -4.50 1,527 32,116 -94
Total Volume and Open Interest 149,822 560,212 -3,678
Wheat(KCBT)
Dec17 171120 422.00 422.50 414.25 416.00 -6.00 22,230 69,776 -6,774
Mar18 171120 439.00 439.75 431.75 433.75 -5.75 25,986 156,651 +4,053
May18 171120 452.75 452.75 444.50 446.25 -6.00 2,600 32,755 +85
Jul18 171120 470.00 470.00 462.25 464.00 -5.50 2,838 31,990 +817
Sep18 171120 483.50 484.50 479.75 481.25 -5.25 627 13,800 -39
Dec18 171120 507.50 507.75 503.00 505.00 -5.50 916 11,661 -41
Mar19 171120 517.00 519.75 517.00 519.75 -5.75 392 1,665 +184
Total Volume and Open Interest 55,599 318,539 -1,713
Wheat(MGE)
Dec17 171120 636.50 636.50 625.75 626.25 -8.75 3,297 24,526 -1,034
Mar18 171120 650.00 651.00 639.25 639.75 -10.25 3,884 34,204 +958
May18 171120 656.00 656.00 646.00 646.00 -10.00 507 9,657 +147
Jul18 171120 654.50 655.75 648.00 648.25 -9.00 249 5,673 +1
Sep18 171120 636.25 636.25 632.50 634.00 -5.75 207 3,734 -7
Dec18 171120 641.00 641.75 640.25 640.75 -4.00 59 1,659 +2
Total Volume and Open Interest 8,204 79,573 +68
Oats(CBOT)
Dec17 171120 256.25 256.75 251.25 255.00 -2.00 835 3,131 -459
Mar18 171120 270.50 272.00 267.50 271.00 -1.25 660 3,994 +194
May18 171120 277.75 278.00 275.00 278.00 -1.00 29 736 +14
Jul18 171120 281.75 282.75 281.75 282.75 +0.75 11 51 +5
Total Volume and Open Interest 1,539 7,927 -244
Rough Rice(CBOT)
Nov17 171114 11.15 11.27 11.15 11.24 +0.12 12 17 -35
Jan18 171120 12.28 12.38 12.14 12.38 +0.09 662 9,284 -110
Mar18 171120 12.52 12.66 12.41 12.66 +0.10 44 1,122 +11
May18 171120 12.82 12.90 12.82 12.90 +0.09 0 4 +0
Total Volume and Open Interest 706 10,412 -99
Live Cattle(CME)
Dec17 171120 118.500 118.800 116.785 117.100 -1.750 11,622 58,458 -4,316
Feb18 171120 124.285 124.500 122.650 123.035 -1.645 15,813 155,674 +322
Apr18 171120 124.650 124.650 123.330 123.700 -1.185 8,076 83,071 +887
Jun18 171120 116.980 117.100 116.050 116.350 -1.300 7,005 58,354 +2,172
Aug18 171120 113.500 113.600 112.600 112.785 -1.195 1,769 19,197 +204
Oct18 171120 113.250 113.500 112.330 112.500 -1.230 466 7,048 +77
Total Volume and Open Interest 44,897 385,383 -606
Feeder Cattle(CME)
Jan18 171120 151.000 151.850 149.300 149.550 -2.185 4,363 27,788 -358
Mar18 171120 149.380 150.200 147.785 148.050 -2.080 1,887 16,700 +110
Apr18 171120 149.580 150.285 147.650 147.850 -2.335 819 5,790 +23
May18 171120 148.935 149.500 146.785 147.050 -2.485 599 5,283 +67
Aug18 171120 150.500 151.150 148.400 148.630 -2.570 158 2,489 +15
Sep18 171120 148.650 148.880 147.750 147.750 -2.435 10 102 +1
Oct18 171120 147.485 147.485 146.700 146.700 -2.130 0 21 +0
Total Volume and Open Interest 7,836 58,173 -3,105
Lean Hogs(CME)
Dec17 171120 60.830 62.430 60.785 62.035 +1.385 17,829 45,720 -2,925
Feb18 171120 67.300 68.950 66.975 68.480 +1.400 17,082 93,446 +1,593
Apr18 171120 71.600 72.750 70.885 72.385 +1.235 6,109 59,889 -850
May18 171120 77.350 77.850 77.350 77.700 +1.050 59 1,660 -8
Jun18 171120 81.080 81.750 80.180 81.430 +0.750 2,979 25,622 +266
Jul18 171120 81.300 81.680 80.350 81.150 +0.250 605 16,777 +27
Aug18 171120 80.300 80.650 79.385 80.080 +0.030 239 8,267 +8
Oct18 171120 67.300 67.600 66.600 67.475 unch 86 6,550 -7
Total Volume and Open Interest 45,026 259,234 -1,882
Class III Milk(CME)
Nov17 171120 16.79 16.83 16.78 16.83 +0.04 87 4,317 +5
Dec17 171120 15.25 15.44 15.25 15.40 +0.13 474 4,355 -78
Jan18 171120 14.46 14.67 14.46 14.64 +0.10 183 2,778 +81
Feb18 171120 14.46 14.61 14.45 14.59 +0.11 191 2,749 +114
Mar18 171120 14.41 14.54 14.40 14.54 +0.13 30 2,303 +21
Apr18 171120 14.57 14.70 14.55 14.65 +0.08 12 1,700 +10
May18 171120 14.80 14.89 14.77 14.87 +0.02 12 1,610 +7
Jun18 171120 15.19 15.22 15.11 15.18 -0.04 9 1,499 +8
Jul18 171120 15.53 15.53 15.48 15.49 -0.04 42 727 +34
Aug18 171120 15.65 15.65 15.65 15.65 unch 1 736 +0
Sep18 171120 15.72 15.72 15.72 15.72 -0.03 1 917 +0
Oct18 171120 15.77 15.77 15.77 15.77 unch 0 631 +0
Nov18 171120 15.71 15.71 15.68 15.71 -0.02 15 515 +15
Total Volume and Open Interest 1,063 25,450 +217
Cocoa(ICE)
Dec17 171120 2105 2105 2066 2084 -42 482 533 -440
Mar18 171120 2120 2121 2081 2089 -42 12,676 137,756 +859
May18 171120 2135 2135 2094 2101 -41 4,198 46,495 -190
Jul18 171120 2143 2144 2106 2113 -40 1,493 16,606 +140
Sep18 171120 2154 2154 2118 2125 -39 283 8,959 +7
Dec18 171120 2168 2168 2131 2137 -39 309 9,286 -45
Mar19 171120 2170 2170 2143 2150 -38 26 6,749 +4
Total Volume and Open Interest 19,523 232,628 +338
Coffee "C"(ICE)
Dec17 171120 122.50 123.70 121.15 122.90 -0.90 9,973 20,654 -3,315
Mar18 171120 126.90 127.20 124.85 125.75 -1.50 18,672 117,141 +799
May18 171120 129.20 129.45 127.10 128.00 -1.55 3,052 38,266 +115
Jul18 171120 131.65 131.85 129.45 130.40 -1.50 2,648 18,653 -177
Sep18 171120 134.00 134.15 131.75 132.65 -1.55 2,063 7,856 +263
Dec18 171120 137.55 137.55 135.10 136.05 -1.50 401 4,939 -40
Total Volume and Open Interest 37,030 211,242 -2,291
Orange Juice(ICE)
Jan18 171120 166.15 167.70 166.10 167.30 +0.50 762 7,408 +317
Mar18 171120 164.00 165.10 164.00 164.85 +0.25 61 1,688 +15
May18 171120 164.75 164.90 164.75 164.80 +0.30 25 558 +11
Jul18 171120 164.60 164.60 164.60 164.60 +0.20 26 135 +14
Sep18 171120 163.50 163.50 163.50 163.50 +0.45 18 26 +0
Nov18 171120 164.05 164.05 164.05 164.05 +0.45 0 2 +0
Total Volume and Open Interest 892 9,817 +357
Sugar #11(ICE)
Mar18 171120 15.30 15.30 14.92 14.98 -0.39 50,895 397,446 +2,157
May18 171120 15.29 15.29 14.92 14.99 -0.34 13,956 135,567 -349
Jul18 171120 15.23 15.23 14.90 15.02 -0.27 9,161 67,160 +605
Oct18 171120 15.40 15.40 15.09 15.23 -0.22 4,511 60,480 +175
Mar19 171120 15.76 15.76 15.56 15.69 -0.17 1,407 29,751 +180
May19 171120 15.63 15.65 15.52 15.62 -0.15 372 5,298 +184
Jul19 171120 15.56 15.59 15.47 15.55 -0.14 287 4,894 +34
Oct19 171120 15.60 15.68 15.56 15.64 -0.13 170 6,102 +99
Total Volume and Open Interest 81,070 711,454 +3,376
London Cocoa(LCE)
Dec17 171120 1570 1570 1536 1544 -33 3,900 61,331 -203
Mar18 171120 1599 1600 1568 1574 -33 8,175 80,002 +83
May18 171120 1618 1618 1586 1592 -32 1,021 33,696 -33
Jul18 171120 1631 1631 1600 1607 -31 1,152 26,531 +609
Sep18 171120 1643 1643 1613 1620 -30 942 21,138 +337
Dec18 171120 1653 1653 1627 1633 -28 358 14,506 +67
Mar19 171120 1663 1663 1637 1644 -24 55 4,794 -10
Total Volume and Open Interest 15,604 243,144 +850
London Sugar(LCE)
Mar18 171120 389.40 391.70 386.80 388.80 -5.00 3,453 42,607 -943
May18 171120 394.50 395.90 391.80 392.80 -5.40 435 11,651 -3
Aug18 171120 399.20 400.10 396.00 397.70 -5.00 88 10,409 +0
Oct18 171120 402.20 402.30 398.70 400.00 -4.30 13 2,762 +13
Dec18 171120 408.30 408.50 404.60 405.80 -3.90 0 1,291 +0
Total Volume and Open Interest 3,989 71,100 -933
Cotton(ICE)
Dec17 171120 69.80 71.50 69.79 71.37 +1.59 10,959 19,350 -5,530
Mar18 171120 69.42 70.92 69.41 70.85 +1.50 23,215 144,080 +2,697
May18 171120 70.39 71.66 70.33 71.61 +1.32 4,149 28,734 +1,683
Jul18 171120 70.97 72.01 70.87 71.97 +1.15 561 9,299 +68
Oct18 171120 70.77 70.77 70.77 70.77 +1.03 0 3 +0
Dec18 171120 69.74 70.50 69.69 70.50 +0.79 273 21,701 +50
Total Volume and Open Interest 39,162 223,718 -1,032
Lumber(CME)
Jan18 171120 438.5 440.3 429.7 429.7 -10.0 434 5,668 -2
Mar18 171120 426.9 428.9 417.6 418.0 -9.6 41 895 +5
May18 171120 409.1 409.1 402.9 403.6 -9.3 24 285 +0
Jul18 171120 392.0 392.0 388.1 391.2 -3.5 13 89 +11
Total Volume and Open Interest 514 6,959 +16
Crude Oil(NYM)
Jan18 171120 56.80 56.93 55.75 56.42 -0.29 438,927 579,065 +15,866
Feb18 171120 56.88 56.98 55.85 56.53 -0.28 99,581 193,140 +6,948
Mar18 171120 56.93 57.00 55.90 56.60 -0.27 70,214 287,699 -822
Apr18 171120 56.83 56.98 55.90 56.60 -0.29 39,078 127,474 -4,264
May18 171120 56.73 56.85 55.87 56.53 -0.28 28,646 103,378 +3,404
Jun18 171120 56.55 56.69 55.67 56.36 -0.29 64,544 233,871 -1,780
Jul18 171120 56.32 56.32 55.60 56.11 -0.28 9,268 58,978 +2,027
Aug18 171120 55.82 55.85 55.30 55.81 -0.28 4,355 54,374 +468
Sep18 171120 55.68 55.71 54.82 55.50 -0.27 7,923 73,963 -54
Oct18 171120 55.30 55.30 54.61 55.17 -0.27 3,446 52,500 +407
Nov18 171120 55.05 55.05 54.25 54.84 -0.28 2,130 51,542 +41
Dec18 171120 54.84 54.87 53.91 54.54 -0.27 50,813 260,418 +434
Jan19 171120 54.21 54.21 54.21 54.21 -0.27 2,379 39,822 +554
Feb19 171120 53.88 53.88 53.88 53.88 -0.29 6,092 21,480 +3,158
Mar19 171120 53.58 53.58 53.58 53.58 -0.28 8,430 27,798 -2,261
Apr19 171120 53.29 53.29 53.29 53.29 -0.29 2,094 8,892 +106
Total Volume and Open Interest 1,076,579 2,524,039 -12,760
e-miNY Crude Oil(NYM)
Jan18 171120 56.800 56.900 55.750 56.425 -0.275 2,809 2,617 +454
Feb18 171120 56.750 56.950 55.900 56.525 -0.275 50 517 +10
Mar18 171120 56.925 56.925 56.175 56.600 -0.275 3 41 +1
Apr18 171120 56.350 56.600 56.300 56.600 -0.300 10 50 +0
May18 171120 56.525 56.525 56.525 56.525 -0.275 0 80 +0
Jun18 171120 55.875 56.350 55.875 56.350 -0.300 0 13 +0
Jul18 171120 55.800 56.100 55.800 56.100 -0.300 0 18 +0
Aug18 171120 55.800 55.800 55.800 55.800 -0.300 0 74 +0
Sep18 171120 55.500 55.500 55.500 55.500 -0.275 0 42 +0
Oct18 171120 55.175 55.175 55.175 55.175 -0.275 0 28 +0
Total Volume and Open Interest 10,921 5,402 +277
NY Harbor ULSD(NYM)
Dec17 171120 194.67 195.00 190.56 193.21 -1.45 49,722 73,403 -7,741
Jan18 171120 194.93 195.22 190.81 193.43 -1.43 38,448 121,887 +5,302
Feb18 171120 194.89 194.89 190.58 193.17 -1.36 16,444 53,073 +994
Mar18 171120 193.49 193.49 189.57 192.04 -1.31 14,063 50,520 +1,108
Apr18 171120 191.34 191.54 187.87 190.22 -1.22 7,089 37,941 +289
May18 171120 189.71 189.71 186.60 188.79 -1.25 3,468 23,375 +42
Jun18 171120 188.85 188.85 185.56 187.61 -1.30 5,096 34,422 -286
Jul18 171120 188.19 188.38 185.17 187.06 -1.37 721 7,598 +114
Aug18 171120 185.70 186.63 185.12 186.63 -1.41 345 3,703 +41
Sep18 171120 185.40 186.47 184.72 186.47 -1.42 634 6,324 +123
Oct18 171120 185.57 186.65 184.72 186.57 -1.40 334 3,348 +114
Nov18 171120 185.70 186.79 185.50 186.79 -1.32 68 2,372 +18
Dec18 171120 187.64 188.07 185.47 186.96 -1.22 616 24,527 +229
Jan19 171120 187.07 187.07 187.07 187.07 -1.19 25 2,413 +22
Total Volume and Open Interest 137,087 453,476 +375
RBOB Gasoline(NYM)
Dec17 171120 174.55 174.79 171.74 174.38 -0.09 54,392 82,592 -5,813
Jan18 171120 174.80 174.80 171.48 173.78 -0.64 56,037 170,441 +5,369
Feb18 171120 174.83 175.06 172.00 174.18 -0.88 20,220 38,387 +548
Mar18 171120 176.42 176.42 173.34 175.39 -1.11 14,765 53,666 +741
Apr18 171120 192.61 192.88 190.14 192.06 -1.10 11,535 30,860 +2,413
May18 171120 192.93 192.93 190.12 191.97 -1.18 5,280 19,340 -164
Jun18 171120 191.48 191.48 188.60 190.37 -1.29 5,407 19,722 +570
Jul18 171120 187.31 188.22 186.35 188.07 -1.40 1,668 8,375 +154
Aug18 171120 186.42 186.42 183.96 185.35 -1.46 591 3,913 -118
Sep18 171120 181.54 182.14 180.38 182.14 -1.48 708 3,978 +192
Total Volume and Open Interest 173,060 450,664 +4,295
e-miNY RBOB Gasoline(NYM)
Dec17 171120 174.40 174.40 174.38 174.40 -0.07 1 1 +0
Jan18 171120 173.80 173.80 173.78 173.80 -0.62      
Feb18 171120 174.20 174.20 174.18 174.20 -0.86      
Mar18 171120 175.40 175.40 175.39 175.40 -1.10      
Total Volume and Open Interest 1 1 +0
Natural Gas(NYM)
Dec17 171120 3.070 3.089 3.026 3.047 -0.050 186,922 92,941 -14,023
Jan18 171120 3.165 3.179 3.125 3.140 -0.051 110,436 310,495 +4,488
Feb18 171120 3.161 3.176 3.124 3.141 -0.049 37,763 104,351 -937
Mar18 171120 3.123 3.138 3.088 3.107 -0.045 41,896 180,331 -1,181
Apr18 171120 2.941 2.957 2.929 2.948 -0.013 37,884 125,022 +728
May18 171120 2.929 2.941 2.915 2.933 -0.010 14,871 93,889 +1,134
Jun18 171120 2.946 2.968 2.943 2.960 -0.010 3,363 29,923 +566
Jul18 171120 2.977 2.999 2.975 2.991 -0.009 3,055 43,531 -105
Aug18 171120 2.980 3.003 2.978 2.995 -0.008 1,590 33,640 +157
Sep18 171120 2.965 2.987 2.963 2.980 -0.007 2,388 34,710 -659
Oct18 171120 2.989 3.011 2.985 3.005 -0.007 8,532 81,046 +1,793
Nov18 171120 3.048 3.062 3.039 3.056 -0.008 1,957 28,862 -205
Dec18 171120 3.177 3.196 3.172 3.189 -0.009 2,708 32,176 +544
Jan19 171120 3.259 3.278 3.257 3.273 -0.009 4,851 34,629 +265
Feb19 171120 3.227 3.245 3.226 3.240 -0.010 1,307 11,927 +70
Mar19 171120 3.169 3.169 3.160 3.164 -0.008 4,422 28,978 +1,242
Total Volume and Open Interest 476,166 1,349,027 +1,129
Brent Crude Oil(ICE)
Jan18 171120 62.80 62.80 61.44 62.22 -0.50 314,062 392,517 -38,297
Feb18 171120 62.46 62.54 61.31 62.06 -0.49 214,034 471,757 -2,132
Mar18 171120 62.28 62.32 61.12 61.86 -0.47 112,881 292,193 +14,062
Apr18 171120 62.09 62.12 60.98 61.68 -0.45 43,918 115,223 +2,628
May18 171120 61.93 61.94 60.84 61.53 -0.42 30,223 118,232 +2,653
Jun18 171120 61.76 61.76 60.67 61.36 -0.41 63,198 237,871 +2,273
Jul18 171120 61.41 61.58 60.51 61.18 -0.40 8,079 47,963 +375
Aug18 171120 61.29 61.35 60.30 60.96 -0.39 6,749 30,190 +927
Sep18 171120 60.95 61.07 60.05 60.69 -0.39 11,404 51,469 +531
Oct18 171120 60.38 60.38 60.38 60.38 -0.39 4,540 29,071 +347
Nov18 171120 59.91 60.06 59.57 60.06 -0.40 4,579 29,692 +1,364
Dec18 171120 60.16 60.16 59.18 59.75 -0.39 43,386 210,578 +1,398
Jan19 171120 59.47 59.47 59.47 59.47 -0.39 2,571 34,562 +358
Feb19 171120 59.23 59.23 59.23 59.23 -0.39 2,492 22,559 +1,121
Total Volume and Open Interest 892,111 2,507,911 -9,279
Gas Oil(ICE)
Dec17 171120 563.50 564.00 552.25 556.00 -6.75 63,718 153,510 +675
Jan18 171120 563.50 564.50 553.50 557.00 -5.75 58,314 184,177 +5,723
Feb18 171120 563.50 564.50 554.25 557.75 -5.25 28,102 75,830 +1,255
Mar18 171120 561.75 562.75 553.00 556.25 -5.00 14,761 59,346 -673
Apr18 171120 559.00 559.50 551.00 553.75 -4.75 10,982 38,753 +1,852
May18 171120 556.75 557.25 548.75 551.75 -4.50 4,275 21,864 -347
Jun18 171120 554.50 555.00 546.50 549.50 -4.50 11,731 55,814 +1,149
Jul18 171120 553.00 553.50 546.75 548.50 -4.25 821 14,797 -8
Aug18 171120 551.00 551.00 545.00 547.50 -4.25 479 12,535 +58
Sep18 171120 551.50 551.50 544.25 546.75 -4.25 1,853 18,992 +480
Total Volume and Open Interest 205,827 835,428 +10,865
Ethanol(CBOT)
Dec17 171120 1.419 1.419 1.395 1.398 -0.017 113 1,033 -8
Jan18 171120 1.406 1.411 1.391 1.395 -0.008 145 805 +13
Feb18 171120 1.423 1.423 1.405 1.408 -0.007 17 138 +15
Mar18 171120 1.428 1.428 1.428 1.428 -0.007 24 61 +0
Apr18 171120 1.448 1.448 1.448 1.448 -0.007 0 24 +0
May18 171120 1.455 1.455 1.455 1.455 -0.007 0 5 +0
Jun18 171120 1.476 1.476 1.476 1.476 -0.007 0 8 +0
Jul18 171120 1.478 1.478 1.478 1.478 -0.007 0 5 +0
Total Volume and Open Interest 299 2,079 +20
WTI Crude Oil(ICE)
Dec17 171117 55.28 56.55 55.25 56.55 +1.41 44,392 38,100 -13,156
Jan18 171120 56.77 56.92 55.75 56.42 -0.29 85,734 101,076 +3,970
Feb18 171120 56.84 56.95 55.87 56.53 -0.28 40,526 62,291 +2,495
Mar18 171120 56.90 56.97 55.95 56.60 -0.27 16,546 50,964 +2,119
Apr18 171120 56.90 56.90 55.92 56.60 -0.29 6,748 19,364 +1,235
May18 171120 56.80 56.80 55.88 56.53 -0.28 4,415 13,495 +1,174
Jun18 171120 56.62 56.62 55.70 56.36 -0.29 9,987 78,353 +142
Jul18 171120 55.93 56.11 55.55 56.11 -0.28 762 8,410 +15
Aug18 171120 55.81 55.81 55.81 55.81 -0.28 297 6,643 +35
Sep18 171120 55.14 55.50 55.14 55.50 -0.27 196 13,089 -18
Oct18 171120 55.17 55.17 55.17 55.17 -0.27 281 2,936 +64
Nov18 171120 54.84 54.84 54.84 54.84 -0.28 147 6,387 +0
Dec18 171120 54.70 54.70 53.99 54.54 -0.27 7,442 128,338 -940
Jan19 171120 54.21 54.21 54.21 54.21 -0.27 93 1,917 +0
Feb19 171120 53.88 53.88 53.88 53.88 -0.29 37 850 +1
Mar19 171120 53.58 53.58 53.58 53.58 -0.28 18 2,436 +11
Total Volume and Open Interest 216,991 621,993 +3,795
US Dollar Index(ICE)
Dec17 171120 93.730 94.020 93.485 93.997 +0.423 12,190 39,766 -246
Mar18 171120 93.410 93.690 93.175 93.677 +0.423 156 2,728 +20
Jun18 171120 93.215 93.397 93.050 93.397 +0.423 9 693 +1
Total Volume and Open Interest 12,357 43,338 -223
Australian Dollar(CME)
Dec17 171120 75.55 75.72 75.41 75.44 -0.20 78,813 123,730 -2,964
Mar18 171120 75.51 75.65 75.39 75.40 -0.20 160 1,177 +80
Jun18 171120 75.41 75.41 75.38 75.38 -0.20 5 253 +1
Total Volume and Open Interest 79,182 126,443 -2,868
British Pound(CME)
Dec17 171120 132.26 132.90 131.96 132.47 +0.19 118,460 169,801 +1,306
Mar18 171120 132.68 133.29 132.44 132.90 +0.19 516 3,572 +117
Jun18 171120 133.47 133.60 133.33 133.33 +0.20 43 449 +43
Total Volume and Open Interest 120,519 176,183 +1,550
Canadian Dollar(CME)
Dec17 171120 78.33 78.43 78.01 78.09 -0.29 56,442 135,330 -2,041
Mar18 171120 78.39 78.45 78.11 78.18 -0.29 168 3,458 +59
Jun18 171120 78.40 78.40 78.20 78.26 -0.28 20 568 +14
Sep18 171120 78.32 78.32 78.32 78.32 -0.29 11 279 +11
Total Volume and Open Interest 56,796 141,339 -1,979
Japanese Yen(CME)
Dec17 171120 89.26 89.49 88.81 88.85 -0.44 143,523 266,614 -5,162
Mar18 171120 89.78 89.83 89.30 89.33 -0.43 103 4,723 -28
Jun18 171120 89.82 89.82 89.82 89.82 -0.44 0 111 +0
Total Volume and Open Interest 144,351 274,277 -5,225
Swiss Franc(CME)
Dec17 171120 101.20 101.40 100.80 100.85 -0.49 20,427 82,691 +1,865
Mar18 171120 102.08 102.08 101.57 101.59 -0.48 29 304 +6
Jun18 171120 102.31 102.31 102.31 102.31 -0.49 0 30 +0
Total Volume and Open Interest 20,456 83,035 +1,871
EuroFX(CME)
Dec17 171120 117.87 118.27 117.40 117.50 -0.65 178,838 457,469 -598
Mar18 171120 118.54 118.93 118.12 118.20 -0.65 1,372 7,183 -75
Jun18 171120 119.05 119.38 118.87 118.91 -0.64 149 1,914 +88
Total Volume and Open Interest 183,140 473,337 -225
Mexican Peso(CME)
Dec17 171120 525.63 525.88 522.25 523.88 -1.88 63,609 178,557 -4,309
Jan18 171120 520.25 521.75 520.25 521.75 -1.88 0 30 +0
Total Volume and Open Interest 63,681 179,196 -4,328
Brazilian Real(CME)
Dec17 171120 306.80 306.80 305.75 306.10 -0.30 4,387 23,420 -132
Jan18 171120 305.35 305.35 305.35 305.35 -0.20 127 476 +50
Feb18 171120 304.50 304.50 304.50 304.50 -0.05      
Mar18 171120 303.55 303.55 303.55 303.55 unch 25 25 +25
Total Volume and Open Interest 4,539 24,226 -57
30-Year T-Bonds(CBOT)
Dec17 171120 154~010 154~140 153~190 153~210 -0~040 275,369 756,246 -337
Mar18 171120 152~290 153~100 152~160 152~170 -0~040 12,988 56,077 +5,906
Jun18 171120 151~210 151~210 151~210 151~210 -0~040 0 2 +0
Total Volume and Open Interest 288,357 812,325 +5,569
10-Year T-Notes(CBOT)
Dec17 171120 124~310 125~045 124~220 124~220 -0~070 1,145,954 3,275,498 +47,956
Mar18 171120 124~230 124~280 124~135 124~135 -0~065 57,973 148,492 +28,595
Jun18 171120 124~060 124~060 124~060 124~060 -0~065      
Total Volume and Open Interest 1,203,927 3,423,990 +76,551
5-Year T-Notes(CBOT)
Dec17 171120 116~312 117~014 116~244 116~244 -0~054 712,316 3,210,630 +66,868
Mar18 171120 116~246 116~274 116~182 116~184 -0~052 42,483 167,868 +26,911
Jun18 171120 116~164 116~164 116~164 116~164 -0~052      
Total Volume and Open Interest 754,799 3,378,498 +93,779
2 Year T-Notes(CBOT)
Dec17 171120 107~154 107~162 107~136 107~136 -0~014 452,645 1,741,621 +9,817
Mar18 171120 107~104 107~110 107~080 107~082 -0~020 81,383 149,509 +43,310
Jun18 171120 107~082 107~082 107~082 107~082 -0~020      
Total Volume and Open Interest 534,028 1,891,130 +53,127
Eurodollars(CME)
Dec17 171120 98.457 98.463 98.450 98.450 -0.007 345,385 1,678,030 -33,680
Mar18 171120 98.300 98.305 98.270 98.275 -0.020 186,025 1,384,991 +1,794
Jun18 171120 98.165 98.170 98.130 98.135 -0.025 204,892 1,274,074 +101
Sep18 171120 98.085 98.095 98.040 98.045 -0.035 165,836 1,112,596 +33,622
Dec18 171120 98.010 98.025 97.965 97.970 -0.040 253,290 1,638,453 +1,495
Mar19 171120 97.960 97.975 97.915 97.920 -0.040 197,544 1,027,159 +11,849
Jun19 171120 97.915 97.930 97.870 97.875 -0.035 174,803 954,378 +14,538
Sep19 171120 97.880 97.895 97.835 97.840 -0.035 133,626 689,213 +8,503
Dec19 171120 97.830 97.850 97.790 97.790 -0.035 180,895 961,550 -22,052
Mar20 171120 97.810 97.830 97.765 97.770 -0.035 82,195 469,206 +6,236
Jun20 171120 97.790 97.805 97.745 97.745 -0.035 85,384 373,012 +16,054
Sep20 171120 97.760 97.780 97.715 97.720 -0.035 77,429 302,069 +6,475
Dec20 171120 97.720 97.740 97.675 97.680 -0.030 76,086 399,456 +9,517
Mar21 171120 97.695 97.715 97.655 97.655 -0.030 33,376 216,905 +2,726
Jun21 171120 97.675 97.690 97.630 97.630 -0.030 25,875 198,462 +963
Sep21 171120 97.650 97.660 97.600 97.600 -0.030 30,366 109,463 +3,388
Dec21 171120 97.600 97.620 97.565 97.565 -0.025 21,067 119,851 -1,922
Mar22 171120 97.585 97.600 97.545 97.545 -0.025 19,722 73,909 +210
Total Volume and Open Interest 2,342,995 13,227,335 +54,091
Ultra T-Bond(CBOT)
Dec17 171120 167~13 167~31 166~24 167~00 -0~01 146,075 838,965 -4,573
Mar18 171120 166~18 167~01 165~28 166~03 -0~01 33,683 145,120 +25,837
Jun18 171120 165~08 165~08 165~08 165~08 -0~01      
Total Volume and Open Interest 179,758 984,085 +21,264
Ultra 10-Yr T-Note(CBOT)
Dec17 171120 134~050 134~125 133~250 133~255 -0~080 99,517 436,689 +2,030
Mar18 171120 134~005 134~005 133~185 133~185 -0~080 185 3,260 +110
Jun18 171120 133~185 133~185 133~185 133~185 -0~080      
Total Volume and Open Interest 99,702 439,949 +2,140
30 Day Federal Funds(CBOT)
Nov17 171120 98.842 98.845 98.842 98.842 unch 27,931 206,411 +275
Dec17 171120 98.710 98.715 98.710 98.710 unch 975 114,622 -66
Jan18 171120 98.610 98.610 98.605 98.610 unch 30,851 343,550 -4,693
Feb18 171120 98.605 98.610 98.600 98.605 unch 25,940 137,280 +4,403
Mar18 171120 98.570 98.570 98.555 98.560 -0.005 10,902 51,761 +0
Apr18 171120 98.480 98.480 98.460 98.470 -0.005 20,458 131,246 +862
Total Volume and Open Interest 159,235 1,430,409 +3,905
Japanese Govt Bonds(SGX)
Dec17 171116 150.84 150.88 150.76 150.78 -0.07 593 20,208 +65
Mar18 171116 150.72 150.72 150.72 150.72 -0.07 4 9 +3
Jun18 171116 150.72 150.72 150.72 150.72 -0.07      
Total Volume and Open Interest 597 20,217 +68
Euro-Buxl(EUREX)
Dec17 171120 166.12 166.54 165.66 166.10 +0.52 41,741 234,094 +7,620
Mar18 171120 164.56 164.56 164.56 164.56 +0.52 5,744 23,742 +14,601
Jun18 171120 164.56 164.56 164.56 164.56 +0.52      
Total Volume and Open Interest 47,485 257,836 +22,221
Euro-Bund(EUREX)
Dec17 171120 163.08 163.16 162.83 162.96 +0.10 551,299 1,956,441 -32,990
Mar18 171120 162.76 162.76 162.47 162.60 +0.12 12,433 218,732 +4,557
Jun18 171120 159.73 159.73 159.73 159.73 +0.10 0 1 +0
Total Volume and Open Interest 563,732 2,175,174 -28,433
Euro-Bobl(EUREX)
Dec17 171120 131.83 131.87 131.73 131.78 unch 380,835 1,575,360 -27,078
Mar18 171120 132.48 132.48 132.40 132.42 unch 8,635 127,826 +7,792
Jun18 171120 132.28 132.28 132.28 132.28 unch      
Total Volume and Open Interest 389,470 1,703,186 -19,286
Euro-Schatz(EUREX)
Dec17 171120 112.28 112.28 112.25 112.25 -0.01 197,978 1,610,904 -9,696
Mar18 171120 112.14 112.14 112.13 112.14 -0.01 3,139 107,814 +7,371
Jun18 171120 112.14 112.14 112.14 112.14 -0.01      
Total Volume and Open Interest 201,117 1,718,718 -2,325
3-Mth Euribor(EUREX)
Dec17 171120 100.330 100.330 100.330 100.330 unch 0 7,634 +0
Mar18 171120 100.325 100.325 100.320 100.320 unch 5 6,386 +0
Jun18 171120 100.315 100.315 100.315 100.315 unch 7 1,472 +0
Total Volume and Open Interest 36 37,903 +0
Long Gilt(LIFFE)
Dec17 171120 124~27 124~31 124~17 124~31 +0~08 168,783 700,917 +2,015
Mar18 171120 123~30 124~02 123~21 124~02 +0~08 286 15,464 +268
Total Volume and Open Interest 169,069 716,381 +2,283
3-Mth Short Sterling(LIFFE)
Dec17 171120 99.46 99.47 99.46 99.47 +0.01 9,089 514,196 +871
Mar18 171120 99.39 99.40 99.38 99.39 unch 33,398 502,058 +26
Jun18 171120 99.28 99.29 99.27 99.28 unch 37,811 470,996 -1,921
Sep18 171120 99.20 99.21 99.18 99.19 -0.01 47,619 370,560 +4,500
Dec18 171120 99.16 99.16 99.12 99.13 -0.01 46,287 343,217 -4,578
Mar19 171120 99.11 99.11 99.07 99.09 unch 46,226 261,013 +3,303
Total Volume and Open Interest 396,006 3,647,780 +9,912
3-Mth Euribor(LIFFE)
Dec17 171120 100.330 100.330 100.325 100.330 unch 40,213 428,493 -4,422
Mar18 171120 100.320 100.325 100.315 100.320 unch 51,684 475,876 -4,857
Jun18 171120 100.315 100.315 100.310 100.315 unch 12,814 475,857 +497
Total Volume and Open Interest 392,419 4,322,739 +5,421
3-Mth Aus T-Bills(SFE)
Dec17 171120 98.26 98.27 98.26 98.27 unch 2,499 148,658 -5,524
Mar18 171120 98.25 98.25 98.24 98.25 unch 30,560 225,748 +126
Jun18 171120 98.20 98.20 98.18 98.20 unch 40,765 189,683 -3,929
Sep18 171120 98.13 98.14 98.11 98.14 +0.01 38,629 183,458 +2,951
Dec18 171120 98.05 98.07 98.03 98.07 +0.01 28,966 137,342 +1,611
Mar19 171120 97.98 98.00 97.96 98.00 +0.02 15,951 103,060 -2,279
Jun19 171120 97.90 97.93 97.88 97.93 +0.02 7,554 71,630 +280
Sep19 171120 97.84 97.87 97.82 97.87 +0.02 7,393 49,623 +629
Dec19 171120 97.77 97.81 97.77 97.81 +0.02 110 3,587 +100
Mar20 171120 97.74 97.76 97.74 97.76 +0.02 10 2,445 +0
Total Volume and Open Interest 172,451 1,118,142 -6,036
10-Year Aus T-Bonds(SFE)
Dec17 171120 97.41 97.45 97.40 97.44 +0.03 175,733 1,079,401 +3,279
Mar18 171120 97.43 97.43 97.43 97.43 +0.03 0 836 +0
Total Volume and Open Interest 175,733 1,080,237 +3,279
3-Year Aus T-Bonds(SFE)
Dec17 171120 98.05 98.06 98.03 98.06 +0.01 216,331 1,139,490 +7,066
Mar18 171120 98.06 98.06 98.06 98.06 +0.01 0 1,581 +0
Total Volume and Open Interest 216,331 1,141,071 +7,066
Gold(CMX)
Dec17 171120 1294.1 1295.1 1274.1 1275.3 -21.2 274,425 257,076 -11,953
Feb18 171120 1300.0 1300.0 1278.5 1279.7 -21.2 17,919 198,177 +5,964
Apr18 171120 1302.0 1303.6 1282.9 1284.0 -21.2 2,130 21,757 +612
Jun18 171120 1305.4 1306.7 1287.2 1288.3 -21.1 2,524 21,104 +166
Aug18 171120 1302.3 1302.7 1292.1 1292.6 -21.2 317 9,758 +157
Oct18 171120 1313.7 1313.7 1295.9 1297.0 -21.1 199 4,542 +10
Dec18 171120 1318.9 1318.9 1301.2 1301.5 -21.1 537 11,454 +23
Feb19 171120 1322.4 1322.4 1306.1 1306.1 -21.0 6 358 +3
Apr19 171120 1310.7 1310.7 1310.7 1310.7 -20.9 0 626 +0
Jun19 171120 1315.4 1315.4 1315.4 1315.4 -20.8 0 1,077 +0
Aug19 171120 1320.0 1320.0 1320.0 1320.0 -20.8 0 4 +0
Total Volume and Open Interest 298,415 531,131 -5,167
Silver(CMX)
Dec17 171120 1733.5 1733.5 1682.0 1684.2 -53.1 74,472 101,613 -4,981
Mar18 171120 1740.0 1741.0 1692.0 1694.1 -53.0 17,137 71,400 +4,050
May18 171120 1743.5 1743.5 1699.0 1700.6 -53.1 1,563 9,338 -970
Jul18 171120 1743.0 1743.0 1705.5 1707.2 -53.1 234 5,799 +141
Sep18 171120 1714.1 1714.1 1714.1 1714.1 -53.3 52 3,699 +22
Dec18 171120 1770.0 1770.0 1722.5 1724.4 -53.0 279 5,964 +13
Mar19 171120 1734.2 1734.2 1734.2 1734.2 -53.0 0 6 +0
Total Volume and Open Interest 93,835 199,711 -1,745
Platinum(NYMEX)
Jan18 171120 954.2 954.2 921.8 923.6 -31.0 10,640 69,519 -38
Apr18 171120 957.2 957.3 926.3 928.0 -31.0 295 8,219 +225
Jul18 171120 952.8 952.8 932.5 932.6 -31.0 2 433 +0
Oct18 171120 944.5 944.5 935.2 935.2 -31.0 0 24 +0
Total Volume and Open Interest 10,952 78,223 +184
Palladium(NYMEX)
Dec17 171120 990.45 998.25 982.75 986.10 -6.80 3,941 22,368 -1,278
Mar18 171120 987.90 993.45 979.15 982.45 -6.35 1,518 12,561 +1,215
Jun18 171120 981.55 982.90 975.45 975.45 -6.75 8 413 +4
Total Volume and Open Interest 5,467 35,636 -59
Copper(CMX)
Dec17 171120 307.00 309.40 304.95 309.30 +2.60 96,493 85,485 -10,538
Mar18 171120 309.50 311.65 307.30 311.55 +2.45 27,734 110,195 +6,168
May18 171120 310.65 312.80 308.85 312.80 +2.40 5,295 26,402 +1,029
Jul18 171120 310.20 313.80 310.20 313.80 +2.30 1,279 19,630 +345
Sep18 171120 312.45 314.55 311.30 314.55 +2.15 174 8,297 +123
Total Volume and Open Interest 133,419 275,725 -4,451
E-mini DJIA Index(CBOT)
Dec17 171120 23318 23427 23241 23395 +79 136,359 157,902 -794
Mar18 171120 23326 23418 23244 23389 +82 874 2,440 +568
Jun18 171120 23309 23375 23297 23375 +82 4 36 +0
Sep18 171120 23338 23338 23338 23338 +82 0 9 +0
Total Volume and Open Interest 137,237 160,387 -226
S & P 500(CME)
Dec17 171120 2574.40 2582.70 2567.80 2582.10 +5.80 2,784 65,063 +467
Mar18 171120 2579.50 2583.60 2578.60 2583.00 +5.90 20 5,180 +2
Jun18 171120 2583.10 2583.70 2583.10 2583.10 +5.90 0 95 +0
Sep18 171120 2583.50 2584.00 2583.50 2583.50 +6.00      
Total Volume and Open Interest 2,804 70,338 +469
S & P 500 E-Mini(CME)
Dec17 171120 2576.00 2584.00 2567.75 2582.00 +5.75 1,528,865 3,219,914 +39,202
Mar18 171120 2577.00 2584.75 2568.75 2583.00 +6.00 20,065 95,818 +9,910
Jun18 171120 2578.50 2584.75 2569.00 2583.00 +5.75 374 3,884 +195
Sep18 171120 2587.00 2588.00 2570.75 2583.50 +6.00 0 54 +0
Total Volume and Open Interest 1,549,310 3,319,709 +49,312
NASDAQ 100 E-Mini(CME)
Dec17 171120 6312.00 6329.30 6291.30 6316.00 +2.70 339,694 292,214 +9,460
Mar18 171120 6332.30 6346.30 6308.00 6332.00 +2.50 952 2,452 +10
Jun18 171120 6325.00 6353.80 6325.00 6346.00 +6.70 70 149 +18
Total Volume and Open Interest 340,716 294,821 +9,488
S&P Midcap 400(CME) e-Mini
Dec17 171120 1838.50 1848.70 1833.40 1847.10 +6.90 17,951 94,260 +523
Mar18 171120 1845.20 1845.80 1835.70 1845.20 +6.90 0 9 +0
Jun18 171120 1844.80 1844.80 1844.80 1844.80 +6.90 0 2 +0
Total Volume and Open Interest 17,951 94,271 +523
Volatility Index(CBOE)
Nov17 171115 12.05 13.35 11.98 13.05 +1.00 100,058 113,622 -27,974
Dec17 171120 12.60 12.90 12.05 12.08 -0.55 140,077 365,764 -7,172
Jan18 171120 13.90 14.05 13.35 13.43 -0.45 62,570 118,598 +7,563
Feb18 171120 14.70 14.82 14.20 14.23 -0.47 21,718 50,951 +1,178
Total Volume and Open Interest 258,601 610,467 +4,843
S & P 600(CME)
Dec17 171120 916.00 916.00 916.00 916.00 +6.90      
Mar18 171120 912.80 912.80 912.80 912.80 +6.90      
Total Volume and Open Interest      
Russell 2000 Mini(ICE)
Dec17 171120 1492.90 1504.40 1486.30 1504.00 +11.10 36,165 67,360 -726
Mar18 171120 1504.00 1505.50 1504.00 1505.50 +11.60 11 92 +6
Jun18 171120 1505.50 1505.50 1505.50 1505.50 +11.60 0 5 +0
Total Volume and Open Interest 36,176 67,457 -720
Nikkei 225(CME)
Dec17 171120 22250 22515 22185 22465 +120 24,358 41,472 -183
Mar18 171120 22295 22495 22215 22480 +120 75 167 -13
Total Volume and Open Interest 24,433 41,639 -196
Nikkei 225(SGX)
Dec17 171120 22230 22250 22170 22230 -245 130,896 208,412 -1,964
Mar18 171120 22145 22190 22145 22190 -245 60 2,761 -29
Jun18 171116 22195 22195 22195 22195 +340 0 1,096 +0
Total Volume and Open Interest 112,218 228,068 +1,938
Nikkei 225 Mini(JPX)
Dec17 171116 21985 22430 21835 22410 +370 1,184,602 511,232 -175,591
Mar18 171116 21935 22390 21790 22370 +370 38,100 37,482 -5,501
Jun18 171116 21790 22220 21630 22170 +330 828 2,217 +25
Total Volume and Open Interest 1,230,239 588,968 -183,351
Nikkei 225(JPX)
Dec17 171116 21980 22430 21830 22410 +370 81,313 400,223 -16,053
Mar18 171116 21940 22390 21790 22370 +370 1,764 32,813 +3,474
Jun18 171116 21760 22170 21630 22170 +330 37 13,224 +599
Total Volume and Open Interest 83,137 519,805 -11,684
Nikkei 225(CME) Yen
Dec17 171120 22300 22510 22170 22460 +130 59,504 59,101 -1,398
Mar18 171120 22175 22455 22135 22415 +130 53 97 -3
Jun18 171120 22315 22315 22315 22315 +130      
Total Volume and Open Interest 59,557 59,198 -1,401
Nikkei 225(CME) e-Mini Yen
Dec17 171120 22460 22460 22460 22460 +130 1 15 +1
Mar18 171120 22410 22415 22410 22410 +120      
Jun18 171120 22310 22315 22310 22310 +120      
Total Volume and Open Interest 1 15 +1
CAC 40(EURONEXT)
Dec17 171120 5299.5 5343.0 5292.0 5334.5 +22.0 64,514 328,946 +25,299
Jan18 171120 5287.5 5326.0 5287.5 5326.0 +22.0 0 8 +0
Feb18 171120 5324.5 5324.5 5324.5 5324.5        
Mar18 171120 5321.0 5321.0 5321.0 5321.0 +22.0 0 3 +0
Total Volume and Open Interest 156,485 426,568 -81,314
Hang Seng Index(HKFE)
Nov17 171120 29193 29238 29061 29198 +5 115,187 134,758 +64
Dec17 171120 29200 29254 29094 29216 unch 856 26,997 -31
Total Volume and Open Interest 116,643 166,712 +25
DAX(EUREX)
Dec17 171120 12868.0 13084.0 12853.0 13060.0 +68.0 81,990 149,252 -6,422
Mar18 171120 12856.0 13072.0 12855.0 13054.5 +68.5 116 6,928 +1,134
Jun18 171120 12892.5 13099.0 12892.5 13077.5 +66.5 36 703 +0
Total Volume and Open Interest 82,142 156,883 -5,288
Mini-DAX(EUREX)
Dec17 171120 12870.0 13090.0 12854.0 13060.0 +68.0 23,074 13,794 -62
Mar18 171120 12870.0 13082.0 12867.0 13054.5 +68.5 61 340 +11
Jun18 171120 12915.0 13100.0 12905.0 13077.5 +66.5 4 464 +1
Total Volume and Open Interest 23,139 14,598 -50
DJ EuroSTOXX 50(EUREX)
Dec17 171120 3525 3564 3523 3559 +15 1,233,287 3,550,918 -13,530
Mar18 171120 3514 3550 3513 3546 +15 464 158,787 +343
Jun18 171120 3431 3463 3431 3463 +15 5,010 25,970 +0
Total Volume and Open Interest 1,238,761 3,735,675 -13,187
Swiss Market Index(EUREX)
Dec17 171120 9124 9310 9124 9298 +156 36,360 202,216 -2,456
Mar18 171120 9092 9198 9092 9196 +156 47 3,560 +497
Jun18 171120 9000 9031 9000 9031 +156 1 248 +0
Total Volume and Open Interest 36,408 206,024 -1,959
FT-SE 100(EURONEXT)
Dec17 171120 7375.50 7394.00 7342.50 7385.00 +10.00 84,326 646,108 -1,091
Mar18 171120 7310.00 7328.00 7310.00 7326.50 +10.00 4,749 7,789 +4,375
Jun18 171120 7246.50 7246.50 7246.50 7246.50 +10.00      
Total Volume and Open Interest 89,075 653,897 +3,284
SPI 200(SFE)
Dec17 171120 5965.0 5982.0 5929.0 5961.0 -2.0 32,728 290,174 -6,134
Mar18 171120 5907.0 5907.0 5907.0 5907.0 -2.0 1 1,530 +0
Jun18 171120 5891.0 5891.0 5891.0 5891.0 -2.0 0 3,362 +0
Total Volume and Open Interest 33,474 303,537 -6,037
FTSE MIB(ISE)
Dec17 171120 21955.00 22210.00 21935.00 22179.00 +139.00 25,753 35,477 +1,053
Mar18 171120 21880.00 22110.00 21880.00 22092.00 +137.00 15 135 +0
Jun18 171120 21580.00 21580.00 21580.00 21580.00 +137.00 0 3 +0
Total Volume and Open Interest 25,768 35,617 +1,053
KOSPI 200(KFE)
Dec17 171120 332.90 333.25 332.80 332.80 -1.50 149,220 266,242 -1,434
Mar18 171120 331.90 333.15 330.20 330.30 -1.65 333 28,389 +394
Jun18 171120 333.40 333.40 330.95 331.30 -2.10 8 15,279 -3
Total Volume and Open Interest 149,561 350,828 -843
GSCI(CME)
Dec17 171120 422.40 422.70 420.35 422.65 -2.95 35 15,333 +35
Jan18 171120 422.75 422.75 422.75 422.75 -2.95      
Feb18 171120 423.35 423.35 423.35 423.35 -2.95      
Total Volume and Open Interest 35 15,333 +35
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