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 January 05, 2018
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan18 180105 960.00 966.50 960.00 961.50 +2.25 2,582 3,535 -1,630
Mar18 180105 968.00 977.00 967.50 970.75 +3.00 65,348 347,380 -634
May18 180105 978.75 987.75 978.25 981.50 +3.00 21,540 145,946 +1,905
Jul18 180105 988.50 997.00 988.00 991.00 +3.00 15,513 123,015 +625
Aug18 180105 991.25 998.75 990.75 993.25 +2.75 783 14,452 +108
Sep18 180105 987.25 993.75 987.25 988.25 +1.75 240 2,899 -2
Nov18 180105 984.00 990.75 984.00 985.25 +1.25 7,447 67,525 -31
Jan19 180105 992.00 998.25 991.50 993.25 +1.00 884 2,682 +312
Mar19 180105 1001.50 1003.25 998.50 998.50 +1.00 62 2,774 +1
May19 180105 1004.25 1004.25 1003.00 1003.75 +1.00 42 913 -2
Jul19 180105 1013.75 1013.75 1008.50 1009.75 +1.00 41 1,137 -5
Aug19 180105 1008.50 1008.50 1008.50 1008.50 +1.00 0 31 +0
Sep19 180105 999.25 999.25 999.25 999.25 +1.00 0 25 +0
Nov19 180105 986.50 989.25 985.00 986.75 +1.75 142 2,584 +35
Total Volume and Open Interest 114,627 714,971 +684
Soybean Meal(CBOT)
Jan18 180105 315.90 318.90 315.80 317.90 +2.10 2,014 1,849 -452
Mar18 180105 319.80 323.30 319.60 321.90 +2.10 36,923 183,704 -1,111
May18 180105 322.40 325.90 322.10 324.40 +1.90 13,746 81,141 +872
Jul18 180105 325.50 328.70 325.30 327.20 +1.70 7,504 55,210 +1,053
Aug18 180105 325.80 328.80 325.80 327.40 +1.50 680 7,332 +121
Sep18 180105 325.70 328.40 325.40 327.00 +1.30 639 6,632 +192
Oct18 180105 324.40 326.00 323.70 324.90 +1.00 430 7,499 +58
Dec18 180105 325.50 327.30 324.90 326.10 +0.90 2,093 31,232 +253
Jan19 180105 327.80 327.80 327.00 327.00 +0.80 44 1,528 +2
Mar19 180105 329.30 329.70 328.80 328.80 +0.80 39 2,647 +3
Total Volume and Open Interest 64,278 383,755 +1,036
Soybean Oil(CBOT)
Jan18 180105 33.73 33.86 33.65 33.65 -0.09 675 1,386 -305
Mar18 180105 33.86 34.10 33.70 33.76 -0.11 51,227 218,765 +1,950
May18 180105 34.03 34.25 33.85 33.91 -0.12 16,650 93,339 +774
Jul18 180105 34.19 34.40 34.01 34.06 -0.13 8,609 64,723 +1,300
Aug18 180105 34.27 34.37 33.98 34.04 -0.12 968 9,675 +68
Sep18 180105 34.14 34.31 33.94 33.99 -0.11 463 5,153 -62
Oct18 180105 34.09 34.18 33.79 33.85 -0.13 466 9,597 +1
Dec18 180105 33.95 34.16 33.74 33.80 -0.17 3,919 37,624 +1,288
Jan19 180105 34.09 34.16 33.82 33.86 -0.16 11 5,242 -8
Mar19 180105 34.08 34.23 33.93 33.96 -0.13 1 1,338 +0
Total Volume and Open Interest 83,101 450,871 +5,019
Canola(WCE)
Jan18 180105 492.1 492.1 492.1 492.1 +1.8 0 27 -1,973
Mar18 180105 499.3 500.4 495.3 498.2 -0.7 9,522 96,448 +1,713
May18 180105 505.4 507.4 502.2 505.7 -0.3 2,359 34,818 +934
Jul18 180105 509.1 511.5 506.9 510.1 -0.5 899 10,111 +598
Nov18 180105 504.6 505.9 500.6 502.2 -2.4 759 13,499 +185
Total Volume and Open Interest 13,539 155,097 +1,457
Corn(CBOT)
Mar18 180105 350.75 352.25 350.25 351.25 +0.25 138,593 821,693 -4,127
May18 180105 359.00 360.50 358.50 359.25 unch 25,066 217,128 +4,108
Jul18 180105 367.50 369.00 366.75 367.50 -0.25 21,813 244,207 +679
Sep18 180105 375.00 376.50 374.25 375.25 unch 5,600 80,763 +1,363
Dec18 180105 384.25 386.00 383.75 384.50 unch 10,923 144,975 +2,990
Mar19 180105 393.50 395.50 393.25 394.00 unch 947 21,702 +172
May19 180105 399.25 401.50 399.25 400.25 unch 378 3,672 -109
Jul19 180105 404.75 406.25 404.25 405.00 unch 488 5,887 +190
Sep19 180105 401.75 402.25 401.75 402.25 unch 0 634 +0
Dec19 180105 405.00 406.25 403.75 404.50 -1.00 741 7,213 -45
Total Volume and Open Interest 204,594 1,548,164 +5,253
Wheat(CBOT)
Mar18 180105 433.00 433.75 427.50 430.75 -3.25 70,970 289,336 -1,057
May18 180105 445.50 446.25 440.25 442.75 -3.75 26,172 87,244 -1,051
Jul18 180105 458.50 459.00 453.25 455.75 -3.50 20,139 71,983 -768
Sep18 180105 471.50 472.00 467.00 469.50 -3.25 3,749 30,240 +472
Dec18 180105 489.00 489.50 484.50 487.25 -2.75 3,327 38,613 +164
Mar19 180105 500.50 500.50 497.50 499.50 -2.25 204 3,343 +7
Total Volume and Open Interest 124,564 521,755 -2,230
Wheat(KCBT)
Mar18 180105 439.25 439.75 433.75 437.50 -2.25 41,559 187,172 -2,982
May18 180105 452.50 453.00 447.00 451.00 -2.00 18,028 60,278 +1,487
Jul18 180105 468.25 469.00 462.75 466.50 -2.50 10,063 42,918 -543
Sep18 180105 484.25 484.50 478.75 482.25 -2.50 2,009 16,155 -458
Dec18 180105 503.25 504.00 498.50 502.00 -2.25 1,712 17,950 +522
Mar19 180105 517.00 517.50 512.25 515.50 -2.75 177 3,408 +60
May19 180105 524.00 524.00 523.00 523.75 -4.25 2 358 +0
Total Volume and Open Interest 73,552 328,496 -1,914
Wheat(MGE)
Mar18 180105 627.00 628.00 624.00 626.75 -1.00 2,849 38,420 -25
May18 180105 633.00 633.50 629.50 632.25 -0.50 752 13,342 +388
Jul18 180105 636.25 636.50 633.50 635.25 -1.00 239 8,116 -2
Sep18 180105 628.00 628.00 621.25 623.00 -4.50 265 5,006 +83
Dec18 180105 636.25 636.25 631.00 632.25 -4.75 121 2,714 +27
Mar19 180105 639.00 643.00 639.00 639.00 -4.00 12 197 +9
Total Volume and Open Interest 4,238 67,797 +480
Oats(CBOT)
Mar18 180105 245.50 250.00 245.50 248.50 +2.75 473 4,788 +11
May18 180105 249.75 253.00 249.00 252.00 +2.00 169 1,774 +102
Jul18 180105 258.25 258.25 256.00 258.00 +1.50 4 213 +4
Sep18 180105 260.00 260.00 260.00 260.00 +1.50 0 10 +0
Total Volume and Open Interest 646 6,791 +117
Rough Rice(CBOT)
Jan18 180105 11.52 11.56 11.52 11.56 +0.09 15 16 -2
Mar18 180105 11.69 11.85 11.68 11.81 +0.10 463 8,865 +109
May18 180105 11.98 12.07 11.98 12.07 +0.09 60 596 +12
Jul18 180105 12.27 12.27 12.27 12.27 +0.10 18 140 +14
Total Volume and Open Interest 571 9,883 +145
Live Cattle(CME)
Feb18 180105 121.850 121.930 119.250 119.250 -3.000 26,010 116,154 -2,949
Apr18 180105 123.450 123.500 120.830 120.850 -2.980 16,950 98,134 +2,735
Jun18 180105 114.700 114.800 111.950 112.330 -2.520 8,683 83,347 +991
Aug18 180105 111.700 111.700 108.950 109.400 -2.330 3,193 27,109 +606
Oct18 180105 112.800 112.900 110.550 110.930 -2.020 895 9,169 +244
Dec18 180105 114.930 114.930 112.850 113.135 -1.945 231 5,183 +104
Total Volume and Open Interest 55,983 341,181 +1,728
Feeder Cattle(CME)
Jan18 180105 148.950 148.950 145.700 146.630 -2.405 1,272 8,589 -347
Mar18 180105 145.235 145.235 141.150 141.985 -3.565 4,613 23,379 -29
Apr18 180105 145.550 145.580 141.580 142.350 -3.480 2,117 7,014 -153
May18 180105 145.200 145.250 141.550 142.250 -3.235 1,662 7,416 +384
Aug18 180105 148.130 148.130 144.880 145.800 -2.685 492 4,765 +99
Sep18 180105 147.550 147.630 144.580 145.500 -2.550 50 342 +18
Oct18 180105 147.200 147.200 144.330 145.050 -2.400 17 194 +7
Total Volume and Open Interest 10,227 51,731 -17
Lean Hogs(CME)
Feb18 180105 71.500 71.650 70.900 71.430 +0.045 18,301 81,425 -3,284
Apr18 180105 76.150 76.250 75.580 76.080 -0.020 11,962 72,415 +2,488
May18 180105 80.150 80.300 79.700 80.230 +0.095 539 2,425 +405
Jun18 180105 84.980 85.100 84.430 84.980 unch 4,919 37,047 +686
Jul18 180105 84.700 84.800 84.180 84.635 -0.065 1,282 13,636 +86
Aug18 180105 84.100 84.200 83.535 83.950 -0.230 1,731 22,353 +328
Oct18 180105 70.385 70.400 69.700 70.180 -0.300 1,165 10,984 +483
Dec18 180105 64.000 64.050 63.500 64.035 -0.215 453 3,568 +237
Total Volume and Open Interest 40,394 244,181 +1,449
Class III Milk(CME)
Jan18 180105 14.02 14.08 13.93 13.94 -0.11 165 3,536 -10
Feb18 180105 13.52 13.58 13.41 13.44 -0.18 293 3,564 +79
Mar18 180105 13.59 13.62 13.49 13.50 -0.16 170 3,276 -1
Apr18 180105 13.93 13.94 13.81 13.83 -0.10 57 2,178 +33
May18 180105 14.29 14.29 14.21 14.22 -0.05 26 2,014 +2
Jun18 180105 14.72 14.72 14.65 14.66 -0.04 29 1,883 +8
Jul18 180105 15.22 15.22 15.22 15.22 -0.02 4 1,231 +0
Aug18 180105 15.48 15.48 15.46 15.46 unch 5 1,247 +5
Sep18 180105 15.67 15.67 15.63 15.63 unch 1 1,304 -1
Oct18 180105 15.72 15.72 15.71 15.71 -0.01 0 1,001 +0
Nov18 180105 15.65 15.65 15.65 15.65 unch 2 978 +0
Dec18 180105 15.57 15.57 15.57 15.57 -0.03 0 867 +0
Jan19 180105 15.43 15.43 15.43 15.43 unch 0 20 +0
Total Volume and Open Interest 752 23,235 -3,611
Cocoa(ICE)
Mar18 180105 1887 1904 1866 1895 -10 21,350 143,099 -1,404
May18 180105 1892 1905 1869 1898 -10 10,899 53,074 +102
Jul18 180105 1895 1909 1874 1903 -8 6,265 27,871 +2,999
Sep18 180105 1906 1923 1900 1919 -7 1,654 14,038 +185
Dec18 180105 1932 1946 1920 1943 -8 1,082 15,615 +119
Mar19 180105 1969 1970 1957 1967 -8 341 9,992 +264
May19 180105 1971 1985 1968 1982 -8 831 6,229 +570
Total Volume and Open Interest 42,441 274,565 +2,847
Coffee "C"(ICE)
Mar18 180105 129.20 129.55 127.90 128.45 -1.10 38,631 118,395 -4,064
May18 180105 131.65 131.85 130.30 130.75 -1.15 11,630 48,519 +2,151
Jul18 180105 134.00 134.20 132.65 133.05 -1.15 3,395 23,727 +276
Sep18 180105 136.10 136.25 134.90 135.35 -1.20 2,617 11,815 +27
Dec18 180105 139.60 139.95 138.40 138.75 -1.25 2,216 7,464 +397
Mar19 180105 142.65 142.65 141.80 142.00 -1.25 381 2,908 +122
Total Volume and Open Interest 58,948 215,499 -1,067
Orange Juice(ICE)
Jan18 180105 139.00 140.00 138.85 138.85 -0.65 4 347 -3
Mar18 180105 138.05 139.10 136.65 138.00 -0.85 1,044 8,083 +163
May18 180105 138.20 139.00 137.65 138.20 -0.60 160 1,414 -16
Jul18 180105 138.60 139.20 138.20 139.20 -0.15 68 516 +6
Sep18 180105 139.70 139.70 139.70 139.70 -0.25 3 72 +1
Nov18 180105 140.60 140.60 140.60 140.60 -0.60 0 3 +0
Total Volume and Open Interest 1,279 10,435 +151
Sugar #11(ICE)
Mar18 180105 15.18 15.24 14.98 15.08 -0.17 59,103 370,258 -8,218
May18 180105 15.09 15.15 14.91 15.02 -0.14 22,127 158,998 +535
Jul18 180105 15.15 15.18 14.96 15.08 -0.11 12,219 86,361 +1,421
Oct18 180105 15.36 15.38 15.19 15.32 -0.08 4,461 70,416 +605
Mar19 180105 15.84 15.92 15.77 15.89 -0.06 2,376 40,647 +938
May19 180105 15.80 15.85 15.74 15.83 -0.06 314 6,985 -18
Jul19 180105 15.75 15.78 15.69 15.76 -0.07 196 5,817 +27
Oct19 180105 15.85 15.87 15.81 15.85 -0.07 102 7,286 +89
Total Volume and Open Interest 100,997 752,664 -4,540
London Cocoa(LCE)
Mar18 180105 1357 1369 1338 1364 -3 7,403 124,338 +47
May18 180105 1383 1394 1367 1390 -3 3,757 46,943 +117
Jul18 180105 1404 1413 1389 1409 -5 2,649 36,439 +265
Sep18 180105 1419 1428 1405 1424 -5 1,622 28,272 +81
Dec18 180105 1442 1451 1428 1446 -5 1,149 32,264 -211
Mar19 180105 1463 1466 1449 1464 -5 486 10,181 +230
May19 180105 1466 1479 1465 1478 -6 114 4,434 +40
Total Volume and Open Interest 17,286 287,481 +637
London Sugar(LCE)
Mar18 180105 396.00 399.70 394.70 396.70 -2.00 9,500 41,022 +192
May18 180105 393.70 397.10 392.40 394.80 -1.90 2,721 16,420 +1,024
Aug18 180105 396.70 399.50 395.70 397.60 -2.00 344 15,045 +64
Oct18 180105 398.00 399.90 396.30 398.50 -2.30 117 3,836 -14
Dec18 180105 402.20 402.90 400.00 402.20 -2.40 17 2,191 +6
Total Volume and Open Interest 12,707 82,494 +1,273
Cotton(ICE)
Mar18 180105 79.15 80.05 77.81 78.01 -1.24 13,372 171,791 -1,939
May18 180105 79.24 79.95 78.04 78.25 -1.08 5,620 54,982 +47
Jul18 180105 79.65 80.09 78.49 78.68 -1.01 2,605 21,609 +1,322
Oct18 180105 75.14 75.14 75.14 75.14 -0.69 0 1 +0
Dec18 180105 74.50 74.85 74.12 74.36 -0.38 971 32,171 +252
Mar19 180105 74.57 74.59 74.30 74.52 -0.41 224 1,032 +218
Total Volume and Open Interest 22,800 282,907 -94
Lumber(CME)
Jan18 180105 456.9 462.9 455.0 461.3 +4.5 333 852 -110
Mar18 180105 454.1 460.7 451.7 459.1 +5.0 547 4,607 +169
May18 180105 447.6 453.9 445.8 453.9 +8.1 71 527 +29
Jul18 180105 444.5 444.5 438.9 444.5 +3.6 8 128 +0
Total Volume and Open Interest 959 6,141 +88
Crude Oil(NYM)
Feb18 180105 61.90 62.04 61.09 61.44 -0.57 673,859 477,484 +6,237
Mar18 180105 61.80 61.96 61.07 61.41 -0.49 283,955 387,216 +3,052
Apr18 180105 61.64 61.80 60.97 61.30 -0.43 90,021 173,785 +7,126
May18 180105 61.42 61.58 60.82 61.15 -0.37 50,605 124,588 -1,130
Jun18 180105 61.19 61.29 60.58 60.93 -0.30 98,554 257,749 +5,255
Jul18 180105 60.84 60.90 60.28 60.62 -0.25 27,688 72,091 +4,239
Aug18 180105 60.40 60.50 59.94 60.27 -0.20 18,949 64,737 +1,561
Sep18 180105 60.08 60.10 59.53 59.93 -0.14 24,529 82,286 +1,957
Oct18 180105 59.64 59.74 59.22 59.58 -0.10 12,464 67,948 +247
Nov18 180105 59.23 59.39 58.88 59.24 -0.07 13,703 61,639 +1,890
Dec18 180105 58.91 59.08 58.48 58.93 -0.02 89,851 252,349 -4,656
Jan19 180105 58.51 58.68 58.14 58.61 +0.02 12,727 74,216 +8,050
Feb19 180105 58.27 58.27 58.27 58.27 +0.05 4,809 35,172 +250
Mar19 180105 57.84 58.04 57.58 57.93 +0.07 6,712 29,374 +894
Apr19 180105 57.61 57.61 57.61 57.61 +0.09 1,001 12,505 +157
May19 180105 57.38 57.38 57.31 57.31 +0.12 1,309 11,963 +339
Total Volume and Open Interest 1,464,322 2,525,660 +45,862
e-miNY Crude Oil(NYM)
Feb18 180105 61.875 62.025 61.075 61.450 -0.550 7,458 3,633 +62
Mar18 180105 61.775 61.975 61.100 61.400 -0.500 301 596 +90
Apr18 180105 61.600 61.600 61.100 61.300 -0.425 46 118 -11
May18 180105 61.300 61.325 61.000 61.150 -0.375 3 115 -1
Jun18 180105 60.750 60.925 60.750 60.925 -0.300 11 42 +0
Jul18 180105 60.625 60.625 60.600 60.625 -0.250 2 25 +0
Aug18 180105 60.275 60.275 60.275 60.275 -0.200 3 77 +2
Sep18 180105 59.925 59.925 59.925 59.925 -0.150 0 40 +0
Oct18 180105 59.575 59.575 59.575 59.575 -0.100 0 30 +0
Nov18 180105 59.250 59.250 59.250 59.250 -0.050 48 123 +48
Total Volume and Open Interest 7,923 4,988 +238
NY Harbor ULSD(NYM)
Feb18 180105 208.01 208.02 204.92 205.87 -1.83 83,969 155,660 -2,847
Mar18 180105 206.14 206.36 203.43 204.32 -1.64 56,174 93,964 +3,150
Apr18 180105 203.42 203.63 201.00 201.87 -1.49 37,375 48,686 -162
May18 180105 201.77 201.77 199.21 200.07 -1.36 19,195 32,507 -250
Jun18 180105 199.98 200.15 197.78 198.70 -1.22 18,926 35,912 -613
Jul18 180105 197.94 199.42 197.14 198.11 -1.08 4,131 12,191 -61
Aug18 180105 197.39 198.93 196.73 197.74 -0.93 1,686 6,627 +107
Sep18 180105 196.71 198.64 196.54 197.59 -0.80 1,645 9,983 +442
Oct18 180105 197.44 198.40 196.44 197.53 -0.68 654 4,879 +4
Nov18 180105 196.51 198.27 196.43 197.57 -0.57 612 3,453 -4
Dec18 180105 197.53 198.16 196.33 197.57 -0.47 4,724 28,608 +454
Jan19 180105 197.18 197.80 196.45 197.53 -0.37 166 2,670 +83
Feb19 180105 196.85 196.85 196.85 196.85 -0.31 24 385 +10
Mar19 180105 195.48 195.48 195.48 195.48 -0.27 28 343 +24
Total Volume and Open Interest 229,718 444,671 +362
RBOB Gasoline(NYM)
Feb18 180105 180.95 180.99 178.06 178.58 -2.09 67,523 133,374 -5,877
Mar18 180105 182.90 182.91 180.30 180.77 -1.93 54,759 82,719 +4,877
Apr18 180105 201.10 201.35 199.01 199.53 -1.71 25,317 47,404 +969
May18 180105 201.64 201.83 199.62 200.17 -1.60 11,514 33,819 +1,405
Jun18 180105 200.87 200.91 198.96 199.56 -1.48 8,342 26,708 +830
Jul18 180105 198.13 199.21 197.48 198.13 -1.39 3,604 15,152 +1,242
Aug18 180105 196.42 196.74 195.05 195.76 -1.35 1,344 7,448 +456
Sep18 180105 192.07 193.45 191.78 192.56 -1.27 1,549 12,184 +335
Oct18 180105 178.62 179.47 177.95 178.62 -1.21 477 6,374 +141
Nov18 180105 174.79 174.79 174.79 174.79 -1.13 259 2,755 +32
Total Volume and Open Interest 176,532 388,216 +4,767
e-miNY RBOB Gasoline(NYM)
Feb18 180105 178.58 178.58 178.58 178.58 -2.09 0 1 +0
Mar18 180105 180.77 180.77 180.77 180.77 -1.93      
Apr18 180105 199.53 199.53 199.53 199.53 -1.71      
May18 180105 200.17 200.17 200.17 200.17 -1.60      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Feb18 180105 2.877 2.887 2.746 2.795 -0.085 269,889 318,812 -20,243
Mar18 180105 2.809 2.817 2.693 2.745 -0.068 108,836 285,892 +5,016
Apr18 180105 2.696 2.696 2.602 2.650 -0.046 59,354 158,045 -73
May18 180105 2.695 2.695 2.607 2.655 -0.037 32,217 129,130 -106
Jun18 180105 2.727 2.732 2.649 2.697 -0.033 9,889 45,979 +490
Jul18 180105 2.761 2.767 2.688 2.735 -0.030 9,096 51,050 +1,139
Aug18 180105 2.761 2.761 2.691 2.740 -0.029 2,029 35,398 +119
Sep18 180105 2.748 2.748 2.673 2.723 -0.029 1,951 38,647 +299
Oct18 180105 2.771 2.772 2.697 2.747 -0.029 13,989 88,775 +597
Nov18 180105 2.830 2.830 2.756 2.806 -0.025 4,555 32,492 -473
Dec18 180105 2.957 2.957 2.887 2.934 -0.025 1,070 31,237 -127
Jan19 180105 3.041 3.041 2.974 3.016 -0.027 3,118 50,580 -162
Feb19 180105 3.001 3.001 2.952 2.994 -0.027 775 15,241 +372
Mar19 180105 2.912 2.930 2.896 2.927 -0.029 1,330 31,905 +438
Apr19 180105 2.640 2.646 2.607 2.642 -0.011 2,032 26,079 +826
May19 180105 2.609 2.617 2.585 2.614 -0.011 450 8,951 +164
Total Volume and Open Interest 522,497 1,411,318 -11,599
Brent Crude Oil(ICE)
Mar18 180105 67.97 68.11 67.26 67.62 -0.45 260,862 619,637 -12,072
Apr18 180105 67.50 67.55 66.74 67.10 -0.41 134,074 275,547 +16,659
May18 180105 67.09 67.15 66.39 66.73 -0.38 67,007 143,650 +827
Jun18 180105 66.72 66.83 66.11 66.41 -0.36 81,210 263,259 -298
Jul18 180105 66.41 66.45 65.79 66.10 -0.33 19,920 97,300 +3,866
Aug18 180105 66.04 66.11 65.46 65.76 -0.31 11,611 62,351 +1,820
Sep18 180105 65.66 65.73 65.10 65.41 -0.28 16,460 77,201 +2,713
Oct18 180105 65.26 65.31 64.73 65.04 -0.24 5,115 37,595 +123
Nov18 180105 64.86 64.93 64.35 64.67 -0.20 7,661 37,400 +633
Dec18 180105 64.45 64.54 63.95 64.31 -0.16 48,799 220,864 +5,657
Jan19 180105 63.90 64.04 63.90 64.00 -0.13 4,045 45,453 -152
Feb19 180105 64.00 64.00 63.68 63.68 -0.10 3,090 28,794 +796
Mar19 180105 63.35 63.35 63.35 63.35 -0.06 2,659 26,382 +397
Apr19 180105 63.03 63.03 63.03 63.03 -0.04 1,434 10,712 +30
Total Volume and Open Interest 699,010 2,360,205 +22,224
Gas Oil(ICE)
Jan18 180105 615.25 618.50 601.75 604.00 -4.00 56,475 80,415 -14,710
Feb18 180105 612.00 619.75 603.00 605.00 -4.00 114,896 233,549 +5,630
Mar18 180105 617.25 617.50 602.25 604.25 -3.50 79,761 122,689 +4,800
Apr18 180105 612.50 612.75 598.00 600.25 -2.50 33,289 61,888 +4,620
May18 180105 608.00 608.00 594.25 596.25 -2.00 18,247 38,410 -1,323
Jun18 180105 603.25 603.50 589.75 591.75 -2.00 28,157 67,127 +2,483
Jul18 180105 594.75 595.00 587.00 589.00 -1.50 4,771 20,403 -435
Aug18 180105 592.50 592.75 585.00 587.25 -1.25 2,391 16,095 -237
Sep18 180105 590.75 591.00 583.50 585.75 -1.00 2,291 19,471 +341
Oct18 180105 591.50 591.50 582.50 584.50 -1.00 1,796 15,891 +15
Total Volume and Open Interest 361,806 894,843 +6,141
Ethanol(CBOT)
Feb18 180105 1.323 1.328 1.306 1.315 -0.007 339 1,606 -1
Mar18 180105 1.345 1.351 1.337 1.349 -0.006 113 526 +62
Apr18 180105 1.379 1.381 1.375 1.379 -0.006 30 128 +2
May18 180105 1.402 1.402 1.402 1.402 -0.005 0 34 +0
Jun18 180105 1.416 1.416 1.416 1.416 -0.008 9 57 +9
Jul18 180105 1.420 1.420 1.420 1.420 -0.006 0 4 +0
Aug18 180105 1.425 1.425 1.425 1.425 -0.006      
Sep18 180105 1.433 1.433 1.433 1.433 -0.006 5 116 +0
Total Volume and Open Interest 615 2,594 -2
WTI Crude Oil(ICE)
Feb18 180105 61.97 62.04 61.11 61.44 -0.57 84,656 71,576 +2,623
Mar18 180105 61.89 61.96 61.09 61.41 -0.49 108,517 73,024 -1,341
Apr18 180105 61.74 61.77 60.99 61.30 -0.43 35,446 43,084 -477
May18 180105 61.52 61.52 60.83 61.15 -0.37 14,341 21,251 +333
Jun18 180105 61.27 61.27 60.60 60.93 -0.30 30,235 82,582 -2,445
Jul18 180105 60.91 60.91 60.32 60.62 -0.25 5,502 10,750 +448
Aug18 180105 60.13 60.30 59.93 60.27 -0.20 2,082 11,606 +513
Sep18 180105 59.88 60.08 59.57 59.93 -0.14 3,185 16,458 +403
Oct18 180105 59.35 59.58 59.23 59.58 -0.10 998 4,160 +131
Nov18 180105 59.24 59.24 59.24 59.24 -0.07 876 7,858 -243
Dec18 180105 59.01 59.07 58.57 58.93 -0.02 16,601 120,180 -2,266
Jan19 180105 58.61 58.61 58.61 58.61 +0.02 737 3,785 +170
Feb19 180105 58.27 58.27 58.27 58.27 +0.05 437 3,459 -63
Mar19 180105 57.93 57.93 57.93 57.93 +0.07 309 3,249 +3
Apr19 180105 57.61 57.61 57.61 57.61 +0.09 103 1,549 +4
May19 180105 57.31 57.31 57.31 57.31 +0.12 75 1,884 -6
Total Volume and Open Interest 308,744 579,039 -2,264
US Dollar Index(ICE)
Mar18 180105 91.550 91.830 91.510 91.673 +0.092 17,209 51,716 +566
Jun18 180105 91.250 91.485 91.215 91.342 +0.092 70 1,072 -17
Sep18 180105 91.110 91.110 91.027 91.027 +0.092 0 389 +0
Total Volume and Open Interest 17,280 53,188 +550
Australian Dollar(CME)
Mar18 180105 78.63 78.74 78.34 78.68 +0.04 76,130 119,826 -1,069
Jun18 180105 78.62 78.72 78.38 78.68 +0.04 261 576 +245
Sep18 180105 78.85 78.85 78.64 78.70 +0.04 1 66 +1
Total Volume and Open Interest 76,575 122,369 -807
British Pound(CME)
Mar18 180105 135.82 136.15 135.55 135.97 +0.11 105,289 201,571 -4,753
Jun18 180105 136.31 136.56 136.05 136.45 +0.12 9 1,157 -2
Sep18 180105 136.94 136.94 136.58 136.94 +0.12 0 45 +0
Total Volume and Open Interest 106,184 206,751 -4,876
Canadian Dollar(CME)
Mar18 180105 80.15 81.01 79.99 80.67 +0.56 57,384 121,741 +90
Jun18 180105 80.25 81.03 80.11 80.73 +0.54 56 2,135 +34
Sep18 180105 80.99 80.99 80.75 80.77 +0.52 4 364 +1
Dec18 180105 81.06 81.09 80.83 80.83 +0.52 1 1,147 +0
Total Volume and Open Interest 57,821 126,946 +117
Japanese Yen(CME)
Mar18 180105 88.97 89.02 88.54 88.69 -0.31 94,051 224,918 -1,664
Jun18 180105 89.17 89.24 89.10 89.18 -0.32 10 405 -2
Sep18 180105 89.73 89.73 89.73 89.73 -0.31 0 330 +0
Total Volume and Open Interest 94,449 228,743 -1,821
Swiss Franc(CME)
Mar18 180105 103.08 103.17 102.69 103.01 -0.09 25,655 75,328 -230
Jun18 180105 103.61 103.91 103.46 103.76 -0.09 3 93 +0
Sep18 180105 104.55 104.55 104.30 104.55 -0.08 0 9 +0
Total Volume and Open Interest 25,658 75,432 -230
EuroFX(CME)
Mar18 180105 121.22 121.33 120.71 120.99 -0.23 184,726 517,682 +6,862
Jun18 180105 122.00 122.07 121.47 121.74 -0.24 294 18,892 +77
Sep18 180105 122.52 122.54 122.37 122.54 -0.24 37 1,279 +31
Total Volume and Open Interest 187,045 549,538 +6,916
Mexican Peso(CME)
Jan18 180105 520.00 520.63 518.00 520.63 +2.13 0 37 +0
Feb18 180105 517.63 517.63 517.63 517.63 +2.25      
Total Volume and Open Interest 61,397 195,425 +1,623
Brazilian Real(CME)
Feb18 180105 308.75 309.85 307.05 308.65 -0.25 4,173 17,135 +2,194
Mar18 180105 308.00 309.20 306.25 307.70 -0.25 1,760 2,649 -1,620
Apr18 180105 306.80 306.80 306.80 306.80 -0.20 0 50 +0
May18 180105 305.75 305.75 305.75 305.75 -0.20      
Total Volume and Open Interest 5,933 20,084 +574
30-Year T-Bonds(CBOT)
Mar18 180105 152~100 152~210 151~210 151~260 -0~160 199,817 763,272 +3,529
Jun18 180105 151~050 151~180 150~210 150~240 -0~160 117 127 +102
Sep18 180105 149~240 150~110 149~240 149~240 -0~160      
Total Volume and Open Interest 199,934 763,399 +3,631
10-Year T-Notes(CBOT)
Mar18 180105 123~215 123~280 123~150 123~165 -0~050 955,926 3,249,921 -617
Jun18 180105 123~110 123~175 123~045 123~060 -0~055 1,550 6,139 +1,247
Sep18 180105 122~230 122~230 122~230 122~230 -0~055      
Total Volume and Open Interest 957,476 3,256,060 +630
5-Year T-Notes(CBOT)
Mar18 180105 115~276 116~002 115~244 115~254 -0~022 582,585 3,072,806 -13,080
Jun18 180105 115~192 115~192 115~190 115~192 -0~034      
Sep18 180105 115~192 115~192 115~192 115~192 -0~034      
Total Volume and Open Interest 582,585 3,072,806 -13,080
2 Year T-Notes(CBOT)
Mar18 180105 106~294 106~310 106~284 106~290 -0~002 296,103 1,816,655 +18,903
Jun18 180105 106~280 106~280 106~280 106~280 -0~002      
Sep18 180105 106~280 106~280 106~280 106~280 -0~002      
Total Volume and Open Interest 296,103 1,816,655 +18,903
Eurodollars(CME)
Mar18 180105 98.185 98.205 98.180 98.190 unch 389,548 1,433,959 +30,729
Jun18 180105 98.010 98.030 98.000 98.005 -0.005 269,470 1,312,373 -14,800
Sep18 180105 97.900 97.920 97.880 97.885 -0.010 181,632 1,265,406 -12,969
Dec18 180105 97.795 97.815 97.775 97.780 -0.010 306,652 1,470,607 +23,036
Mar19 180105 97.730 97.755 97.710 97.715 -0.015 238,132 1,095,669 -19,723
Jun19 180105 97.675 97.695 97.655 97.660 -0.010 215,858 998,805 -24,087
Sep19 180105 97.630 97.655 97.615 97.620 -0.010 131,544 717,908 -12,333
Dec19 180105 97.590 97.615 97.570 97.580 -0.005 215,916 1,097,736 +54,486
Mar20 180105 97.590 97.615 97.570 97.575 -0.010 102,827 574,017 +7,754
Jun20 180105 97.580 97.605 97.560 97.565 -0.015 89,853 612,552 +13,273
Sep20 180105 97.570 97.600 97.545 97.550 -0.020 63,489 395,134 +1,709
Dec20 180105 97.550 97.575 97.520 97.525 -0.020 97,544 407,316 +17,529
Mar21 180105 97.540 97.570 97.515 97.520 -0.020 45,979 265,407 +1,156
Jun21 180105 97.530 97.560 97.500 97.510 -0.020 41,342 243,621 +4,588
Sep21 180105 97.520 97.545 97.490 97.495 -0.020 32,717 135,955 +728
Dec21 180105 97.495 97.525 97.465 97.475 -0.020 34,232 147,218 -3,576
Mar22 180105 97.485 97.510 97.455 97.465 -0.020 33,839 104,407 +3,671
Jun22 180105 97.475 97.500 97.440 97.450 -0.020 20,761 52,366 -29
Total Volume and Open Interest 2,650,728 12,844,539 +99,457
Ultra T-Bond(CBOT)
Mar18 180105 166~14 166~23 165~13 165~22 -0~23 90,907 880,641 +2,336
Jun18 180105 164~27 164~27 164~27 164~27 -0~23      
Sep18 180105 163~27 163~27 163~27 163~27 -0~23      
Total Volume and Open Interest 90,907 880,641 +2,336
Ultra 10-Yr T-Note(CBOT)
Mar18 180105 133~015 133~110 132~250 132~265 -0~075 95,224 510,487 -8,988
Jun18 180105 132~245 132~245 132~245 132~245 -0~075      
Sep18 180105 132~245 132~245 132~245 132~245 -0~075      
Total Volume and Open Interest 95,224 510,487 -8,988
30 Day Federal Funds(CBOT)
Jan18 180105 98.588 98.590 98.585 98.588 unch 9,956 259,788 -4,502
Feb18 180105 98.585 98.590 98.580 98.585 unch 4,431 201,291 +371
Mar18 180105 98.525 98.530 98.520 98.525 unch 15,984 77,869 +4,213
Apr18 180105 98.390 98.405 98.385 98.390 unch 63,779 197,663 +20,508
May18 180105 98.375 98.395 98.370 98.380 unch 15,833 73,679 +1,136
Jun18 180105 98.295 98.315 98.290 98.300 unch 4,180 35,332 +434
Total Volume and Open Interest 160,543 1,425,311 +29,594
Japanese Govt Bonds(SGX)
Mar18 180104 150.80 150.84 150.68 150.69 -0.07 401 18,187 +94
Jun18 180104 150.69 150.69 150.69 150.69 -0.07      
Sep18 180104 150.69 150.69 150.69 150.69 -0.07      
Total Volume and Open Interest 401 18,187 +94
Euro-Buxl(EUREX)
Mar18 180105 164.18 164.64 163.52 163.72 -0.38 51,893 242,233 +242,233
Jun18 180105 163.02 163.02 162.20 162.20 -0.38 0 1 +1
Sep18 180105 166.78 166.78 166.78 166.78 -0.38      
Total Volume and Open Interest 51,893 242,234 +242,234
Euro-Bund(EUREX)
Mar18 180105 161.70 161.87 161.50 161.59 unch 605,530 1,989,754 +1,989,754
Jun18 180105 158.91 159.10 158.83 158.87 unch 1,261 3,774 +3,774
Sep18 180105 158.43 158.43 158.43 158.43 unch      
Total Volume and Open Interest 606,791 1,993,528 +1,993,528
Euro-Bobl(EUREX)
Mar18 180105 131.67 131.74 131.59 131.66 +0.04 487,080 1,614,218 +1,614,218
Jun18 180105 131.00 131.00 131.00 131.00 +0.04 500 5,101 +5,101
Sep18 180105 131.00 131.00 131.00 131.00 +0.04      
Total Volume and Open Interest 487,580 1,619,319 +1,619,319
Euro-Schatz(EUREX)
Mar18 180105 111.96 111.97 111.94 111.96 +0.01 309,725 1,568,867 +1,568,867
Jun18 180105 111.78 111.78 111.78 111.78 +0.01 14 2,008 +2,008
Sep18 180105 111.78 111.78 111.78 111.78 +0.01      
Total Volume and Open Interest 309,739 1,570,875 +1,570,875
3-Mth Euribor(EUREX)
Mar18 180105 100.325 100.325 100.320 100.325 unch 60 6,578 +6,578
Jun18 180105 100.310 100.315 100.310 100.315 unch 3 2,338 +2,338
Sep18 180105 100.280 100.285 100.280 100.285 unch 24 2,785 +2,785
Total Volume and Open Interest 792 32,298 +32,298
Long Gilt(LIFFE)
Mar18 180105 124~26 124~29 124~17 124~21 unch 178,911 754,439 +12,175
Jun18 180105 123~26 123~26 123~26 123~26 unch      
Total Volume and Open Interest 178,911 754,439 +12,175
3-Mth Short Sterling(LIFFE)
Mar18 180105 99.44 99.45 99.44 99.45 unch 60,237 397,733 -2,643
Jun18 180105 99.36 99.36 99.35 99.35 -0.01 74,777 467,873 +4,349
Sep18 180105 99.28 99.29 99.26 99.26 -0.02 51,215 338,719 -6,570
Dec18 180105 99.22 99.22 99.19 99.19 -0.03 55,433 344,888 -6,864
Mar19 180105 99.16 99.16 99.12 99.13 -0.03 84,899 315,429 +3,846
Jun19 180105 99.10 99.10 99.06 99.07 -0.03 77,143 263,111 +11,959
Total Volume and Open Interest 666,570 3,146,500 +20,689
3-Mth Euribor(LIFFE)
Mar18 180105 100.325 100.325 100.320 100.320 unch 23,845 599,181 -4,188
Jun18 180105 100.315 100.315 100.310 100.310 unch 26,846 512,928 +4,201
Sep18 180105 100.285 100.285 100.280 100.280 -0.005 44,019 472,753 +8,492
Total Volume and Open Interest 628,266 4,248,834 +6,516
3-Mth Aus T-Bills(SFE)
Mar18 180105 98.23 98.23 98.22 98.23 unch 31,047 212,100 +14,678
Jun18 180105 98.18 98.19 98.17 98.19 +0.01 48,517 174,703 +14,860
Sep18 180105 98.09 98.10 98.08 98.10 +0.01 22,112 187,434 +2,827
Dec18 180105 97.99 98.02 97.98 98.02 +0.03 20,731 142,350 +2,930
Mar19 180105 97.89 97.92 97.89 97.92 +0.02 11,483 97,154 +2,676
Jun19 180105 97.80 97.84 97.80 97.84 +0.04 4,481 76,516 +240
Sep19 180105 97.72 97.77 97.72 97.77 +0.04 4,914 55,735 +922
Dec19 180105 97.66 97.70 97.65 97.70 +0.04 3,957 26,625 +1,592
Mar20 180105 97.60 97.64 97.59 97.64 +0.04 131 4,528 +77
Jun20 180105 97.58 97.58 97.58 97.58 +0.04 200 1,983 +197
Total Volume and Open Interest 147,843 982,115 +41,030
10-Year Aus T-Bonds(SFE)
Mar18 180105 97.32 97.37 97.31 97.36 +0.04 104,200 1,031,724 +16,877
Jun18 180105 97.35 97.35 97.35 97.35 +0.05 0 410 +0
Total Volume and Open Interest 104,200 1,032,134 +16,877
3-Year Aus T-Bonds(SFE)
Mar18 180105 97.85 97.89 97.85 97.89 +0.04 156,742 1,023,041 +45,191
Jun18 180105 97.86 97.86 97.86 97.86 +0.04 0 4,626 +0
Total Volume and Open Interest 156,742 1,027,667 +45,191
Gold(CMX)
Feb18 180105 1324.4 1324.7 1314.6 1322.3 +0.7 353,457 362,453 +1,436
Apr18 180105 1328.7 1329.3 1319.6 1327.1 +0.7 20,473 57,642 +8,886
Jun18 180105 1333.7 1334.1 1324.6 1331.9 +0.8 3,117 41,867 +805
Aug18 180105 1336.8 1337.4 1330.6 1336.6 +0.7 1,518 13,407 +318
Oct18 180105 1338.6 1341.5 1334.5 1341.5 +0.9 173 4,151 -8
Dec18 180105 1347.2 1347.9 1339.8 1346.5 +0.9 1,640 25,845 +14
Feb19 180105 1351.7 1351.7 1351.7 1351.7 +0.9 23 497 +5
Apr19 180105 1356.8 1356.8 1356.8 1356.8 +0.9 23 767 +7
Jun19 180105 1362.1 1362.1 1362.1 1362.1 +1.0 15 1,096 +8
Aug19 180105 1367.0 1367.0 1367.0 1367.0 +1.0 0 8 +0
Oct19 180105 1372.1 1372.1 1372.1 1372.1 +1.0 0 27 +0
Dec19 180105 1377.8 1378.4 1377.8 1378.4 +1.0 22 2,774 +3
Total Volume and Open Interest 381,766 512,172 +11,441
Silver(CMX)
Mar18 180105 1726.5 1732.5 1713.0 1728.5 +1.6 91,813 149,569 -1,613
May18 180105 1735.0 1739.5 1721.0 1736.5 +1.9 2,764 20,212 +890
Jul18 180105 1739.0 1747.5 1729.5 1744.5 +2.3 794 6,971 -48
Sep18 180105 1751.5 1754.5 1740.5 1752.4 +2.4 173 3,601 +7
Dec18 180105 1761.0 1766.0 1751.5 1763.8 +2.7 534 10,223 +200
Mar19 180105 1765.5 1774.5 1765.5 1774.0 +2.7 47 83 +47
May19 180105 1781.0 1781.0 1781.0 1781.0 +2.7 1 0 -1
Total Volume and Open Interest 96,156 191,728 -695
Platinum(NYMEX)
Jan18 180105 963.0 971.2 963.0 971.2 +5.1 159 261 -118
Apr18 180105 968.8 975.5 963.7 975.2 +5.0 20,450 78,084 -367
Jul18 180105 970.0 980.5 970.0 980.2 +4.9 224 2,778 +39
Oct18 180105 980.5 985.1 980.5 983.6 +4.9 7 46 +1
Total Volume and Open Interest 20,856 81,231 -446
Palladium(NYMEX)
Mar18 180105 1093.25 1098.00 1080.50 1082.20 -12.55 2,978 36,484 +140
Jun18 180105 1088.45 1088.45 1073.70 1074.40 -12.65 158 1,603 +112
Sep18 180105 1068.20 1068.20 1068.20 1068.20 -12.65 0 304 +0
Total Volume and Open Interest 3,136 38,393 +252
Copper(CMX)
Mar18 180105 325.85 327.60 322.25 322.95 -3.35 104,300 177,263 +1,519
May18 180105 327.05 329.00 323.85 324.55 -3.30 9,267 43,185 +1,656
Jul18 180105 328.65 328.65 325.25 325.95 -3.30 2,529 24,736 -3
Sep18 180105 328.35 329.20 326.45 327.15 -3.25 1,622 13,268 +425
Dec18 180105 329.25 329.85 327.85 328.50 -3.10 636 11,637 +197
Total Volume and Open Interest 119,202 292,592 +3,746
E-mini DJIA Index(CBOT)
Mar18 180105 25067 25282 25059 25269 +216 93,398 150,515 +1,985
Jun18 180105 25093 25299 25093 25282 +212 107 192 +7
Sep18 180105 25270 25290 25270 25290 +212 0 22 +0
Dec18 180105 25327 25327 25327 25327 +212      
Total Volume and Open Interest 93,505 150,729 +1,992
S & P 500(CME)
Mar18 180105 2726.00 2742.90 2724.40 2742.60 +18.80 4,944 52,688 +1,075
Jun18 180105 2745.20 2745.20 2745.20 2745.20 +18.90 1 126 +4
Sep18 180105 2749.70 2749.70 2749.70 2749.70 +19.00 1 176 -1
Dec18 180105 2753.10 2753.10 2753.10 2753.10 +19.00      
Total Volume and Open Interest 4,946 52,990 +1,078
S & P 500 E-Mini(CME)
Mar18 180105 2725.00 2743.25 2723.75 2742.50 +18.75 1,114,548 3,064,592 +46,848
Jun18 180105 2728.00 2745.75 2726.75 2745.25 +19.00 4,452 31,725 +1,718
Sep18 180105 2733.00 2749.75 2731.00 2749.75 +19.00 163 3,373 +107
Dec18 180105 2740.00 2753.00 2736.50 2753.00 +19.00 27 75 +1
Total Volume and Open Interest 1,119,190 3,099,769 +48,674
NASDAQ 100 E-Mini(CME)
Mar18 180105 54.40 117.40 46.20 114.20 +64.30 223,243 272,136 -3,892
Jun18 180105 72.20 136.20 65.90 133.20 +64.50 635 878 -20
Sep18 180105 146.70 146.70 146.70 146.70 +64.50 1 12 +1
Total Volume and Open Interest 223,879 273,033 -3,911
S&P Midcap 400(CME) e-Mini
Mar18 180105 1931.70 1938.90 1929.40 1937.90 +7.90 19,394 91,102 -1,371
Jun18 180105 1940.70 1940.70 1940.70 1940.70 +7.90 0 3 +0
Sep18 180105 1938.10 1938.10 1938.10 1938.10 +7.90      
Total Volume and Open Interest 19,394 91,105 -1,371
Volatility Index(CBOE)
Jan18 180105 10.58 10.70 10.40 10.48 -0.10 101,077 252,897 -10,944
Feb18 180105 11.82 11.90 11.70 11.73 -0.10 68,081 154,634 +12,938
Mar18 180105 12.65 12.72 12.55 12.58 -0.10 38,122 63,053 +3,992
Apr18 180105 13.38 13.45 13.25 13.28 -0.10 10,486 34,626 +807
Total Volume and Open Interest 229,809 562,440 +11,283
S & P 600(CME)
Mar18 180105 949.20 949.20 949.20 949.20 +3.60      
Jun18 180105 946.60 946.60 946.60 946.60 +3.60      
Total Volume and Open Interest      
Russell 2000 Mini(ICE)
Mar18 180105 1557.50 1562.60 1551.80 1561.70 +4.90 16,168 22,684 -494
Jun18 180105 1559.30 1559.30 1559.30 1559.30 unch 0 20 +0
Total Volume and Open Interest 16,168 22,704 -494
Nikkei 225(CME)
Mar18 180105 23680 23850 23545 23810 +140 8,252 40,940 +468
Jun18 180105 23600 23730 23470 23730 +135 2 5 +2
Total Volume and Open Interest 8,254 40,945 +470
Nikkei 225(SGX)
Mar18 180105 23435 23750 23420 23715 +305 15,654 165,741 +1,017
Jun18 180105 23280 23565 23280 23565 +305 1 1,160 +1
Sep18 180104 23230 23230 23230 23230 +560      
Total Volume and Open Interest 16,779 179,065 +675
Nikkei 225 Mini(JPX)
Mar18 180104 22770 23490 22725 23410 +660 414,837 368,532 +4,751
Jun18 180104 22600 23330 22570 23260 +670 4,691 7,092 +22
Sep18 180104 22540 23290 22530 23210 +660 142 803 +61
Total Volume and Open Interest 439,283 685,535 +15,949
Nikkei 225(JPX)
Mar18 180104 22760 23490 22720 23410 +660 34,836 321,368 +1,398
Jun18 180104 22600 23300 22570 23260 +670 194 15,140 +691
Sep18 180104 22550 23250 22540 23210 +660 0 2,539 +0
Total Volume and Open Interest 35,042 417,626 +2,090
Nikkei 225(CME) Yen
Mar18 180105 23650 23820 23510 23785 +150 23,521 54,057 +1,275
Jun18 180105 23530 23645 23360 23620 +150 1 6 +0
Sep18 180105 23580 23580 23580 23580 +150      
Total Volume and Open Interest 23,522 54,063 +1,275
Nikkei 225(CME) e-Mini Yen
Mar18 180105 23780 23780 23520 23780 +150 11 29 +11
Jun18 180105 23620 23620 23620 23620 +150      
Sep18 180105 23580 23580 23580 23580 +150      
Total Volume and Open Interest 11 29 +11
CAC 40(EURONEXT)
Jan18 180105 5409.5 5476.0 5408.5 5469.0 +57.0 65,054 304,666 +2,904
Feb18 180105 5412.0 5468.0 5411.5 5466.5 +57.5 141 344 -1
Mar18 180105 5408.5 5471.0 5406.0 5464.5 +58.5 205 27,523 -63
Total Volume and Open Interest 65,400 355,538 +2,840
Hang Seng Index(HKFE)
Jan18 180105 30741 30912 30693 30764 +16 142,553 139,982 +545
Feb18 180105 30748 30856 30660 30726 +13 1,072 908 +193
Mar18 180105 30720 30868 30684 30726 +16 684 9,277 -71
Total Volume and Open Interest 144,838 152,659 +776
DAX(EUREX)
Mar18 180105 13168.5 13343.0 13165.5 13307.5 +150.0 67,357 147,255 +147,255
Jun18 180105 13207.0 13360.0 13197.5 13332.0 +150.0 75 1,417 +1,417
Sep18 180105 13323.5 13323.5 13323.5 13323.5 +150.0 1 32 +32
Total Volume and Open Interest 67,433 148,704 +148,704
Mini-DAX(EUREX)
Mar18 180105 13173.0 13343.0 13166.0 13307.5 +150.0 22,548 12,539 +12,539
Jun18 180105 13217.0 13346.0 13217.0 13332.0 +150.0 66 1,051 +1,051
Sep18 180105 13323.5 13323.5 13323.5 13323.5 +150.0 1 14 +14
Total Volume and Open Interest 22,615 13,604 +13,604
DJ EuroSTOXX 50(EUREX)
Mar18 180105 3556 3602 3555 3594 +38 831,953 3,361,115 -29,545
Jun18 180105 3479 3517 3479 3511 +38 4,902 59,709 +2,349
Sep18 180105 3468 3501 3468 3501 +38 2 5 -1
Total Volume and Open Interest 836,857 3,426,356 -27,197
Swiss Market Index(EUREX)
Mar18 180105 9424 9466 9424 9444 +15 48,273 230,057 +230,057
Jun18 180105 9295 9297 9273 9281 +15 1,199 9,258 +9,258
Sep18 180105 9251 9251 9251 9251 +15 6 57 +57
Total Volume and Open Interest 49,478 239,372 +239,372
FT-SE 100(EURONEXT)
Mar18 180105 7649.50 7670.50 7630.50 7653.50 +15.50 74,309 633,520 -753
Jun18 180105 7573.00 7573.00 7573.00 7573.00 +15.00 0 160 +0
Sep18 180105 7512.00 7512.00 7512.00 7512.00 +15.00      
Total Volume and Open Interest 74,309 633,680 -753
SPI 200(SFE)
Mar18 180105 6026.0 6082.0 6024.0 6074.0 +50.0 25,682 298,309 +3,026
Jun18 180105 6035.0 6064.0 6035.0 6064.0 +50.0 0 3,424 +0
Sep18 180105 6009.0 6009.0 6009.0 6009.0 +50.0 0 2,598 +0
Total Volume and Open Interest 25,930 306,273 +3,250
FTSE MIB(ISE)
Mar18 180105 22455.00 22695.00 22440.00 22665.00 +257.00 24,666 35,305 -1,407
Jun18 180105 22005.00 22180.00 22000.00 22170.00 +262.00 14 42 +4
Sep18 180105 22063.00 22063.00 22063.00 22063.00 +260.00 0 2 +0
Total Volume and Open Interest 24,680 35,349 -1,403
KOSPI 200(KFE)
Mar18 180105 329.95 329.95 329.30 329.45 +3.95 145,017 255,664 +1,140
Jun18 180105 330.35 330.40 330.35 330.40 +4.10 112 17,798 +82
Sep18 180105 326.95 328.70 326.95 328.70 +1.75 4 3,636 +1
Total Volume and Open Interest 145,141 322,289 +1,029
GSCI(CME)
Jan18 180105 444.10 445.35 442.75 443.70 -3.70 49 14,193 +20
Feb18 180105 443.55 443.55 443.55 443.55 -3.70      
Mar18 180105 445.30 445.30 445.30 445.30 -3.70      
Total Volume and Open Interest 49 14,193 +20
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