Moore Research Center, Inc.

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

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Thu October 27, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 161027 1008.50 1020.00 1002.75 1014.25 +4.25 176,985 91,534 -25,391
Jan17 161027 1019.25 1031.00 1013.50 1025.00 +4.00 148,312 284,135 +20,264
Mar17 161027 1026.25 1037.25 1020.00 1031.25 +3.00 43,097 94,025 +779
May17 161027 1032.00 1042.50 1025.75 1036.25 +2.00 10,107 58,741 -41
Jul17 161027 1037.25 1046.50 1030.00 1040.25 +1.50 15,710 70,156 +3,308
Aug17 161027 1034.25 1042.50 1031.25 1037.50 +1.50 113 2,499 +8
Sep17 161027 1016.00 1025.25 1011.25 1019.25 +1.00 51 945 +5
Nov17 161027 1000.00 1009.25 996.75 1003.50 -0.25 5,298 34,441 +126
Jan18 161027 999.75 1010.00 997.75 1004.75 +0.25 57 1,146 +11
Mar18 161027 1000.75 1007.75 1000.75 1002.75 +0.25 39 496 +7
May18 161027 1004.75 1004.75 1003.25 1003.25 -1.00 17 248 -1
Jul18 161027 1005.00 1009.25 1005.00 1006.50 -1.00 2 308 +0
Aug18 161027 1001.00 1001.00 1001.00 1001.00 -1.25 0 17 +0
Sep18 161027 985.75 985.75 985.75 985.75 -1.25 0 17 +0
Total Volume and Open Interest 399,808 639,067 -924
Soybean Meal(CBOT)
Dec16 161027 319.30 328.80 317.70 327.60 +8.50 63,627 147,607 -6,733
Jan17 161027 320.30 329.80 318.90 328.60 +8.30 21,945 70,069 +481
Mar17 161027 321.50 330.20 320.00 328.90 +7.40 13,002 59,572 +1,211
May17 161027 322.50 330.20 321.10 328.80 +6.10 4,238 34,910 +285
Jul17 161027 324.00 331.10 322.30 329.70 +5.60 2,825 38,007 +288
Aug17 161027 323.80 329.70 322.00 328.80 +5.20 138 4,579 +39
Sep17 161027 321.00 328.50 320.10 326.70 +5.00 177 5,078 +15
Oct17 161027 317.00 322.70 315.50 321.30 +4.70 205 4,539 +4
Dec17 161027 315.60 322.20 314.60 320.70 +4.60 522 15,164 +171
Jan18 161027 316.10 321.10 316.10 320.00 +4.70 54 784 +1
Total Volume and Open Interest 106,785 382,137 -4,219
Soybean Oil(CBOT)
Dec16 161027 35.68 35.90 35.08 35.11 -0.61 79,074 195,291 -1,064
Jan17 161027 35.94 36.12 35.29 35.32 -0.64 31,239 108,682 +1,566
Mar17 161027 36.09 36.28 35.41 35.44 -0.69 19,471 65,080 +2,204
May17 161027 36.24 36.40 35.53 35.56 -0.71 9,377 44,062 +903
Jul17 161027 36.38 36.52 35.70 35.73 -0.71 6,116 28,403 +1,304
Aug17 161027 36.38 36.55 35.65 35.69 -0.72 160 4,298 +8
Sep17 161027 36.27 36.27 35.56 35.59 -0.74 143 3,576 +23
Oct17 161027 35.97 36.16 35.36 35.37 -0.69 103 2,988 +12
Dec17 161027 35.99 36.21 35.37 35.43 -0.63 788 8,456 -284
Jan18 161027 35.43 35.62 35.43 35.43 -0.65 10 437 -3
Total Volume and Open Interest 146,522 461,990 +4,670
Canola(WCE)
Nov16 161027 509.5 513.0 508.0 510.2 unch 13,209 22,012 -10,137
Jan17 161027 518.0 521.2 515.0 519.5 +1.3 21,691 104,232 +10,306
Mar17 161027 523.3 526.5 521.0 524.7 +1.4 2,239 21,241 +951
May17 161027 525.8 529.0 524.0 527.3 +1.5 3,673 11,663 -71
Jul17 161027 525.8 528.2 524.5 526.9 +1.4 1,075 12,806 -397
Total Volume and Open Interest 42,671 180,819 +314
Corn(CBOT)
Dec16 161027 353.75 358.50 352.25 357.50 +3.50 127,783 643,632 -8,322
Mar17 161027 362.75 367.25 361.00 366.25 +3.00 31,980 325,810 +3,105
May17 161027 369.25 373.75 368.00 373.00 +3.00 14,687 81,938 +512
Jul17 161027 376.00 380.50 374.50 379.50 +3.00 14,897 136,938 +2,801
Sep17 161027 382.50 386.25 381.00 385.75 +3.00 3,747 46,347 +213
Dec17 161027 389.75 393.75 388.75 393.00 +2.75 8,280 86,341 +2,078
Mar18 161027 399.50 402.75 398.50 402.25 +2.75 75 5,797 +50
May18 161027 404.50 407.25 403.75 407.25 +2.75 4 1,249 +0
Jul18 161027 407.75 410.50 406.75 410.50 +2.75 4 1,561 +2
Sep18 161027 406.50 408.75 406.50 408.75 +2.75 0 586 +0
Total Volume and Open Interest 201,511 1,335,614 +444
Wheat(CBOT)
Dec16 161027 411.50 418.75 411.25 414.50 +3.00 61,130 292,474 -3,420
Mar17 161027 432.00 437.75 431.25 433.50 +1.50 25,073 108,979 +1,118
May17 161027 449.50 452.75 446.00 448.75 +1.50 6,520 28,323 +524
Jul17 161027 460.50 466.25 459.50 462.50 +2.00 7,190 47,346 +960
Sep17 161027 477.00 481.00 475.50 478.25 +2.25 1,982 6,855 +857
Dec17 161027 493.50 498.00 492.75 496.00 +2.75 801 10,717 +220
Total Volume and Open Interest 102,762 497,116 +259
Wheat(KCBT)
Dec16 161027 415.75 421.50 414.75 417.00 unch 13,727 120,948 -103
Mar17 161027 434.00 439.25 432.75 435.00 +0.25 4,446 56,168 +427
May17 161027 444.75 450.75 444.25 447.00 +0.50 1,826 27,806 +224
Jul17 161027 459.50 462.25 455.50 458.25 +0.75 2,245 38,648 -52
Sep17 161027 472.00 472.75 472.00 472.00 +0.75 67 4,555 -2
Dec17 161027 493.00 494.75 491.50 491.50 +0.75 123 5,457 +52
Mar18 161027 504.00 505.00 504.00 505.00 +0.75 21 932 +0
Total Volume and Open Interest 22,455 255,090 +546
Wheat(MGE)
Dec16 161027 524.75 527.50 524.25 525.50 unch 3,016 27,750 -639
Mar17 161027 530.00 533.25 529.75 531.50 +0.50 1,465 21,061 +145
May17 161027 537.25 540.00 537.25 538.75 +0.25 823 9,181 +269
Jul17 161027 545.00 546.00 544.75 545.50 +0.75 239 4,249 +12
Sep17 161027 551.00 553.75 551.00 552.50 +1.00 106 3,464 +8
Dec17 161027 562.00 562.75 562.00 562.75 +2.00 34 2,287 +5
Total Volume and Open Interest 5,683 68,010 -200
Oats(CBOT)
Dec16 161027 214.75 233.00 214.75 232.00 +17.00 451 5,941 +30
Mar17 161027 212.00 225.00 211.00 224.00 +12.25 126 2,516 -22
May17 161027 212.00 225.00 212.00 222.75 +10.75 4 362 +2
Jul17 161027 228.00 228.00 224.50 224.50 +10.50 1 36 +1
Total Volume and Open Interest 583 8,868 +12
Rough Rice(CBOT)
Nov16 161027 10.06 10.15 10.04 10.15 +0.15 1,004 3,045 -810
Jan17 161027 10.34 10.43 10.31 10.42 +0.16 1,323 7,091 +585
Mar17 161027 10.61 10.68 10.57 10.68 +0.17 269 405 +83
May17 161027 10.91 10.91 10.91 10.91 +0.17 4 7 -1
Total Volume and Open Interest 2,600 10,564 -143
Live Cattle(CME)
Oct16 161027 103.250 104.680 103.250 104.135 +1.085 1,250 2,278 -621
Dec16 161027 104.180 105.750 104.180 105.150 +0.750 20,675 127,750 -524
Feb17 161027 105.100 106.385 105.080 105.550 +0.400 11,046 58,002 +1,895
Apr17 161027 104.600 105.680 104.500 104.930 +0.330 6,555 48,749 +749
Jun17 161027 96.400 97.580 96.400 96.930 +0.280 2,999 23,022 +830
Aug17 161027 94.600 95.350 94.430 94.830 +0.195 1,413 9,054 +15
Total Volume and Open Interest 44,399 273,170 +2,517
Feeder Cattle(CME)
Oct16 161027 121.800 122.200 121.800 121.930 -0.050 854 3,089 -173
Nov16 161027 123.750 125.480 123.600 123.885 -0.045 4,508 9,612 -531
Jan17 161027 118.385 120.200 118.330 118.535 +0.185 4,547 18,724 +271
Mar17 161027 115.535 117.250 115.330 115.480 +0.030 1,668 7,841 +213
Apr17 161027 115.150 116.750 114.980 115.100 -0.080 577 1,561 +148
May17 161027 114.600 116.250 114.385 114.500 -0.135 338 1,985 +74
Aug17 161027 116.180 117.000 115.035 115.180 -0.470 64 768 +25
Total Volume and Open Interest 12,559 43,585 +28
Lean Hogs(CME)
Dec16 161027 44.200 45.985 43.850 45.380 +1.180 17,893 130,443 -1,366
Feb17 161027 51.150 52.735 50.850 52.330 +1.200 8,258 46,879 +1,793
Apr17 161027 58.580 60.000 58.485 59.880 +1.200 3,779 32,883 +161
May17 161027 67.850 68.350 67.850 68.350 +1.400 7 593 +4
Jun17 161027 71.135 72.430 71.000 72.330 +1.080 1,295 11,739 +213
Jul17 161027 72.000 73.300 71.950 73.200 +1.000 576 3,695 +233
Aug17 161027 72.100 73.200 71.930 73.180 +1.045 262 3,005 +52
Oct17 161027 62.430 63.035 62.430 63.000 +0.850 137 1,010 +50
Total Volume and Open Interest 32,351 230,736 +1,194
Class III Milk(CME)
Oct16 161027 14.79 14.79 14.77 14.78 +0.06 305 4,385 -124
Nov16 161027 15.46 15.54 15.42 15.51 +0.08 398 4,764 -7
Dec16 161027 15.27 15.44 15.26 15.37 +0.12 91 4,421 +0
Jan17 161027 15.42 15.49 15.41 15.45 +0.06 28 2,631 -2
Feb17 161027 15.65 15.67 15.65 15.65 +0.04 15 2,484 +10
Mar17 161027 15.85 15.90 15.85 15.89 +0.05 12 2,291 +9
Apr17 161027 15.95 15.96 15.95 15.96 +0.05 14 2,176 +3
May17 161027 16.02 16.06 16.02 16.06 +0.05 12 2,064 +8
Jun17 161027 16.25 16.25 16.25 16.25 +0.02 13 1,855 +12
Jul17 161027 16.41 16.45 16.32 16.41 unch 5 1,087 +3
Aug17 161027 16.57 16.61 16.55 16.57 unch 10 1,020 +9
Sep17 161027 16.70 16.70 16.70 16.70 +0.05 2 1,006 +2
Oct17 161027 16.60 16.64 16.60 16.60 unch 4 720 +2
Total Volume and Open Interest 1,009 32,529 +13
Cocoa(ICE)
Dec16 161027 2773 2773 2715 2732 -37 22,081 83,725 -1,615
Mar17 161027 2662 2665 2621 2632 -28 18,083 113,608 +2,567
May17 161027 2639 2639 2600 2609 -27 3,706 27,786 +1,575
Jul17 161027 2631 2631 2598 2606 -27 1,523 14,794 -167
Sep17 161027 2627 2627 2599 2604 -29 1,059 7,884 +344
Dec17 161027 2614 2619 2601 2601 -29 48 5,827 +11
Mar18 161027 2599 2599 2599 2599 -28 53 7,611 +33
Total Volume and Open Interest 46,627 261,863 +2,778
Coffee "C"(ICE)
Dec16 161027 163.60 166.40 162.25 164.80 +1.10 34,929 97,238 +1,596
Mar17 161027 166.95 169.85 165.80 168.30 +1.10 17,432 57,497 +1,862
May17 161027 169.10 172.00 168.10 170.40 +1.05 5,538 26,573 +449
Jul17 161027 170.95 173.70 170.00 172.15 +1.00 2,695 8,635 +254
Sep17 161027 172.55 175.30 171.65 173.80 +1.00 685 5,640 +118
Dec17 161027 175.10 177.45 173.80 175.95 +1.00 323 6,995 -15
Total Volume and Open Interest 61,823 205,446 +4,364
Orange Juice(ICE)
Nov16 161027 210.70 216.75 210.50 215.10 +5.00 824 2,876 -614
Jan17 161027 207.75 213.75 207.70 211.75 +4.15 1,311 11,671 +641
Mar17 161027 208.05 209.95 207.30 207.30 +1.65 105 775 +73
May17 161027 205.50 207.00 204.20 204.20 +0.95 8 288 -5
Jul17 161027 203.00 203.50 202.00 202.00 +0.65 0 43 +0
Sep17 161027 201.50 201.50 201.50 201.50 +0.65      
Total Volume and Open Interest 2,248 15,655 +95
Sugar #11(ICE)
Mar17 161027 22.60 22.70 22.44 22.59 -0.08 43,956 467,655 -3,238
May17 161027 22.02 22.10 21.88 22.03 -0.08 11,659 136,865 -899
Jul17 161027 21.38 21.42 21.23 21.39 -0.05 5,040 114,785 +14
Oct17 161027 20.86 20.90 20.75 20.89 -0.04 3,515 73,183 +624
Mar18 161027 20.54 20.61 20.44 20.60 -0.02 1,504 32,676 +285
May18 161027 19.77 19.86 19.72 19.86 -0.01 171 10,242 -32
Jul18 161027 19.15 19.23 19.07 19.23 unch 172 6,523 -19
Oct18 161027 18.79 18.94 18.79 18.94 unch 81 6,750 +74
Total Volume and Open Interest 66,101 852,696 -3,192
London Cocoa(LCE)
Dec16 161027 2277 2281 2250 2272 -5 8,743 98,535 -1,427
Mar17 161027 2197 2203 2182 2194 -5 10,025 90,122 +194
May17 161027 2191 2199 2179 2190 -4 2,327 46,675 -83
Jul17 161027 2197 2201 2182 2192 -4 1,479 13,645 +430
Sep17 161027 2190 2198 2185 2189 -4 605 19,658 +105
Dec17 161027 2178 2186 2176 2179 -2 358 11,875 +100
Mar18 161027 2176 2185 2176 2178 -3 96 3,319 +53
Total Volume and Open Interest 23,633 283,973 -628
London Sugar(LCE)
Dec16 161027 595.20 597.80 593.40 596.80 +1.10 4,117 32,819 +32
Mar17 161027 590.50 592.10 587.90 591.10 +0.30 1,917 25,559 -94
May17 161027 582.40 584.80 580.70 584.10 +0.60 782 16,541 -290
Aug17 161027 568.80 571.20 567.70 571.00 +0.70 302 7,335 +170
Oct17 161027 549.00 550.00 547.30 550.00 +0.40 457 9,396 +213
Total Volume and Open Interest 7,678 94,572 +50
Cotton(ICE)
Dec16 161027 69.05 70.00 68.78 69.76 +0.50 14,016 142,058 -2,304
Mar17 161027 69.99 70.48 69.43 70.28 +0.41 7,061 79,569 +2,408
May17 161027 70.35 70.83 70.00 70.68 +0.38 1,118 14,795 -85
Jul17 161027 70.49 70.87 70.17 70.75 +0.33 290 8,316 +54
Oct17 161027 69.99 69.99 69.99 69.99 +0.25      
Dec17 161027 69.22 69.79 69.00 69.49 +0.26 178 14,636 +27
Total Volume and Open Interest 22,666 260,503 +99
Lumber(CME)
Nov16 161027 308.1 309.5 304.4 305.1 -2.1 267 1,067 -72
Jan17 161027 317.3 318.5 315.1 315.1 -1.6 336 2,377 +24
Mar17 161027 323.7 324.4 323.2 323.2 -1.0 23 302 -4
May17 161027 325.7 329.0 325.7 325.7 -2.2 4 74 +0
Total Volume and Open Interest 630 3,842 -52
Crude Oil(NYM)
Dec16 161027 49.22 50.06 49.00 49.72 +0.54 553,778 490,187 -1,178
Jan17 161027 49.86 50.67 49.68 50.34 +0.51 123,983 246,291 +1,717
Feb17 161027 50.48 51.25 50.32 50.94 +0.49 46,984 106,968 +3,413
Mar17 161027 51.05 51.79 50.90 51.49 +0.47 43,044 197,146 +2,621
Apr17 161027 51.56 52.22 51.46 51.96 +0.46 18,892 62,301 +1,167
May17 161027 51.95 52.57 51.79 52.34 +0.45 10,160 49,250 +1,245
Jun17 161027 52.15 52.85 52.10 52.64 +0.45 24,076 142,222 +347
Jul17 161027 52.70 53.00 52.46 52.85 +0.42 3,205 40,100 -433
Aug17 161027 52.64 53.09 52.64 53.01 +0.39 1,329 28,974 +231
Sep17 161027 52.77 53.24 52.77 53.16 +0.36 3,372 45,035 +281
Oct17 161027 53.16 53.38 53.11 53.29 +0.33 1,925 23,685 +461
Nov17 161027 53.40 53.48 53.40 53.44 +0.31 2,987 23,563 +835
Dec17 161027 53.31 53.81 53.19 53.61 +0.29 28,178 174,102 +2,389
Jan18 161027 53.85 53.85 53.70 53.70 +0.27 826 19,559 -21
Feb18 161027 53.66 53.80 53.66 53.80 +0.26 166 6,983 -1
Mar18 161027 53.21 53.90 53.21 53.90 +0.24 555 19,018 -121
Total Volume and Open Interest 874,343 1,821,737 +14,639
e-miNY Crude Oil(NYM)
Dec16 161027 49.225 50.075 49.025 49.725 +0.550 9,235 2,278 +172
Jan17 161027 49.850 50.625 49.725 50.350 +0.525 315 570 +88
Feb17 161027 50.350 51.225 50.350 50.950 +0.500 140 243 +70
Mar17 161027 51.200 51.775 50.925 51.500 +0.475 26 213 -15
Apr17 161027 52.050 52.050 51.925 51.950 +0.450 2 144 +0
May17 161027 52.350 53.000 52.350 52.350 +0.450 8 39 +6
Jun17 161027 52.500 52.650 52.500 52.650 +0.450 10 67 -5
Jul17 161027 52.850 53.800 52.850 52.850 +0.425 1 82 +0
Aug17 161027 53.000 53.125 53.000 53.000 +0.375 0 141 +0
Sep17 161027 53.150 54.875 53.150 53.150 +0.350 0 49 +0
Total Volume and Open Interest 9,740 4,014 +319
NY Harbor ULSD(NYM)
Nov16 161027 155.11 158.00 155.02 157.01 +1.90 30,547 27,089 -7,720
Dec16 161027 156.98 159.70 156.59 158.68 +1.94 55,892 101,302 +4,743
Jan17 161027 158.74 161.44 158.55 160.55 +1.95 22,004 80,726 +828
Feb17 161027 160.74 162.81 160.10 162.04 +1.97 9,727 37,017 +1,757
Mar17 161027 161.41 163.34 160.71 162.66 +1.94 7,649 39,499 -423
Apr17 161027 161.31 163.07 161.21 162.58 +1.87 3,773 25,101 +487
May17 161027 161.67 163.48 161.58 162.89 +1.81 2,838 14,781 +248
Jun17 161027 162.05 163.85 162.03 163.28 +1.77 5,251 30,496 -13
Jul17 161027 163.65 164.62 163.45 164.11 +1.74 889 4,395 +189
Aug17 161027 164.21 165.61 164.21 165.15 +1.71 502 3,862 +7
Sep17 161027 165.73 166.76 165.60 166.28 +1.68 366 4,262 -33
Oct17 161027 166.70 167.83 166.64 167.34 +1.65 348 2,387 -20
Nov17 161027 167.70 170.00 167.70 168.33 +1.64 359 2,658 +29
Dec17 161027 168.34 169.86 168.12 169.27 +1.65 2,576 27,432 +413
Total Volume and Open Interest 143,635 412,448 +747
RBOB Gasoline(NYM)
Nov16 161027 148.79 149.85 146.95 148.71 +0.40 34,468 36,264 -9,307
Dec16 161027 147.88 148.80 146.33 147.77 +0.65 52,025 145,984 +1,621
Jan17 161027 147.76 148.88 146.59 148.03 +0.84 21,430 84,730 +1,800
Feb17 161027 149.22 150.21 148.07 149.54 +0.92 8,186 27,187 +838
Mar17 161027 151.42 152.32 150.39 151.78 +0.96 5,049 34,562 -352
Apr17 161027 169.47 170.23 168.79 170.01 +1.04 3,352 24,464 -99
May17 161027 171.24 171.55 170.02 171.31 +1.04 3,579 13,000 +330
Jun17 161027 171.00 171.48 170.07 171.15 +1.05 2,580 16,293 +389
Jul17 161027 169.17 170.14 169.17 170.14 +1.07 821 4,980 +300
Aug17 161027 167.35 168.32 167.35 168.32 +1.10 433 3,401 -21
Total Volume and Open Interest 132,433 422,262 -4,442
e-miNY RBOB Gasoline(NYM)
Nov16 161027 148.70 150.60 148.70 148.70 +0.39 0 1 +0
Dec16 161027 147.77 147.77 147.77 147.77 +0.65      
Jan17 161027 148.00 148.03 148.00 148.00 +0.81      
Feb17 161027 149.54 149.54 149.54 149.54 +0.92      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Nov16 161027 2.746 2.793 2.684 2.764 +0.033 99,283 19,448 -8,203
Dec16 161027 3.052 3.099 2.996 3.068 +0.032 247,453 192,664 -4,722
Jan17 161027 3.205 3.260 3.165 3.237 +0.050 95,500 224,723 -6,048
Feb17 161027 3.214 3.270 3.180 3.250 +0.052 33,530 61,358 +2,780
Mar17 161027 3.179 3.240 3.150 3.219 +0.052 54,188 142,070 -3,627
Apr17 161027 3.026 3.081 3.005 3.070 +0.059 46,124 106,098 -222
May17 161027 3.006 3.063 2.994 3.056 +0.060 15,045 53,548 +257
Jun17 161027 3.039 3.092 3.026 3.086 +0.062 8,670 33,683 -78
Jul17 161027 3.066 3.121 3.054 3.116 +0.062 8,196 28,574 +544
Aug17 161027 3.064 3.120 3.055 3.116 +0.064 5,587 22,777 +187
Sep17 161027 3.070 3.100 3.038 3.098 +0.064 7,556 21,045 -394
Oct17 161027 3.067 3.121 3.053 3.115 +0.063 15,464 56,461 +779
Nov17 161027 3.120 3.157 3.096 3.156 +0.057 5,311 23,516 +761
Dec17 161027 3.275 3.304 3.240 3.300 +0.053 4,660 23,557 -244
Jan18 161027 3.345 3.404 3.345 3.392 +0.050 5,782 18,309 -638
Feb18 161027 3.342 3.363 3.325 3.360 +0.046 2,339 7,011 -326
Total Volume and Open Interest 664,284 1,143,189 -20,039
Brent Crude Oil(ICE)
Dec16 161027 50.05 50.90 49.83 50.47 +0.49 237,734 199,285 -26,821
Jan17 161027 51.10 51.98 50.94 51.60 +0.56 215,666 502,177 +4,483
Feb17 161027 52.03 52.61 51.66 52.30 +0.55 94,331 207,848 +3,538
Mar17 161027 52.47 53.17 52.27 52.89 +0.52 71,013 203,862 -7,350
Apr17 161027 52.89 53.63 52.79 53.39 +0.50 39,154 93,843 +3,934
May17 161027 53.41 54.03 53.26 53.82 +0.48 27,595 82,876 +3,918
Jun17 161027 53.77 54.38 53.59 54.17 +0.47 54,301 190,129 +1,648
Jul17 161027 53.96 54.64 53.96 54.47 +0.46 8,062 41,910 +485
Aug17 161027 54.20 54.84 54.20 54.69 +0.44 6,215 32,387 +1,321
Sep17 161027 55.00 55.01 54.88 54.88 +0.42 7,330 58,640 +1,621
Oct17 161027 55.06 55.06 55.06 55.06 +0.40 1,430 25,415 +245
Nov17 161027 55.24 55.24 55.24 55.24 +0.38 1,412 22,273 -36
Dec17 161027 55.10 55.63 54.96 55.40 +0.36 41,690 216,176 -650
Jan18 161027 55.57 55.57 55.57 55.57 +0.33 758 20,890 -18
Total Volume and Open Interest 832,942 2,206,587 -14,181
Gas Oil(ICE)
Nov16 161027 459.00 466.75 457.50 465.00 +3.25 40,781 146,751 -5,070
Dec16 161027 460.50 467.25 458.25 465.75 +3.50 83,757 213,496 -2,033
Jan17 161027 462.50 470.00 461.25 468.75 +3.75 37,890 121,734 -4,958
Feb17 161027 465.75 473.25 464.75 472.00 +3.50 10,834 52,592 +65
Mar17 161027 468.25 476.25 467.75 475.00 +3.75 11,956 46,870 -85
Apr17 161027 472.25 478.75 471.25 477.50 +3.50 4,724 28,386 -233
May17 161027 475.25 481.25 474.00 480.00 +3.25 3,458 21,815 +1,361
Jun17 161027 476.50 483.50 475.50 482.25 +3.25 12,279 57,371 +834
Jul17 161027 481.50 486.75 481.25 485.50 +3.00 2,153 17,901 -47
Aug17 161027 484.75 489.00 483.75 488.25 +2.75 1,000 13,021 +288
Total Volume and Open Interest 227,766 910,016 -7,889
Ethanol(CBOT)
Nov16 161027 1.628 1.649 1.628 1.639 +0.037 189 455 -133
Dec16 161027 1.562 1.573 1.555 1.570 +0.023 163 3,047 +115
Jan17 161027 1.520 1.528 1.506 1.528 +0.023 55 1,018 -2
Feb17 161027 1.509 1.518 1.509 1.518 +0.010 25 305 +23
Mar17 161027 1.526 1.535 1.526 1.535 +0.011 40 267 +15
Apr17 161027 1.560 1.560 1.560 1.560 +0.011 0 234 +0
May17 161027 1.567 1.567 1.567 1.567 +0.011 0 5 +0
Jun17 161027 1.567 1.567 1.567 1.567 +0.011      
Total Volume and Open Interest 472 5,337 +18
WTI Crude Oil(ICE)
Dec16 161027 49.26 50.05 49.00 49.72 +0.54 61,009 97,769 -3,830
Jan17 161027 49.85 50.67 49.71 50.34 +0.51 44,588 104,010 +5,875
Feb17 161027 50.49 51.22 50.35 50.94 +0.49 13,068 39,866 +653
Mar17 161027 51.05 51.77 51.04 51.49 +0.47 11,676 40,173 +2,474
Apr17 161027 51.63 52.17 51.54 51.96 +0.46 4,023 13,428 +919
May17 161027 51.93 52.52 51.93 52.34 +0.45 2,211 8,636 +264
Jun17 161027 52.30 52.84 52.30 52.64 +0.45 7,040 45,415 -331
Jul17 161027 52.75 52.89 52.75 52.85 +0.42 550 7,141 -86
Aug17 161027 53.01 53.16 53.01 53.01 +0.39 280 4,225 +79
Sep17 161027 53.16 53.16 53.16 53.16 +0.36 363 14,596 +38
Oct17 161027 53.29 53.29 53.29 53.29 +0.33 164 4,048 -53
Nov17 161027 53.44 53.44 53.44 53.44 +0.31 60 1,433 +4
Dec17 161027 53.45 53.80 53.44 53.61 +0.29 4,626 82,478 -216
Jan18 161027 53.70 53.70 53.70 53.70 +0.27 4 984 +2
Feb18 161027 53.80 53.80 53.80 53.80 +0.26 1 607 +0
Mar18 161027 53.90 53.90 53.90 53.90 +0.24 3 3,491 -2
Total Volume and Open Interest 151,566 538,265 +6,082
US Dollar Index(ICE)
Dec16 161027 98.600 99.005 98.485 98.880 +0.270 23,462 81,982 +19
Mar17 161027 98.535 98.900 98.400 98.790 +0.270 636 4,339 +39
Jun17 161027 98.390 98.705 98.390 98.705 +0.270 11 244 -10
Total Volume and Open Interest 24,121 86,683 +58
Australian Dollar(CME)
Dec16 161027 76.33 76.43 75.71 75.77 -0.52 78,941 122,845 +1,673
Mar17 161027 76.19 76.26 75.59 75.63 -0.51 192 1,696 +32
Jun17 161027 75.88 75.88 75.46 75.46 -0.52 12 40 +10
Total Volume and Open Interest 79,145 124,584 +1,715
British Pound(CME)
Dec16 161027 122.52 122.84 121.60 121.86 -0.50 167,370 263,130 +4,272
Mar17 161027 122.71 123.04 121.85 122.10 -0.50 449 3,604 +47
Jun17 161027 122.35 123.14 122.13 122.35 -0.50 3 584 -1
Total Volume and Open Interest 167,828 267,500 +4,318
Canadian Dollar(CME)
Dec16 161027 74.80 74.92 74.61 74.64 -0.18 64,997 110,040 +224
Mar17 161027 74.77 74.98 74.68 74.70 -0.18 426 2,713 +182
Jun17 161027 74.96 75.02 74.76 74.76 -0.19 37 361 +25
Sep17 161027 75.06 75.08 74.82 74.82 -0.19 30 257 +30
Total Volume and Open Interest 65,515 113,501 +461
Japanese Yen(CME)
Dec16 161027 95.84 96.04 95.08 95.13 -0.69 125,682 160,296 +622
Mar17 161027 96.16 96.41 95.45 95.51 -0.69 354 2,569 +37
Jun17 161027 96.00 96.76 95.96 95.96 -0.70 12 144 +5
Total Volume and Open Interest 126,049 163,040 +665
Swiss Franc(CME)
Dec16 161027 100.93 101.16 100.75 100.91 -0.01 25,957 67,106 +1,131
Mar17 161027 101.45 101.69 101.31 101.45 -0.01 8 84 +5
Jun17 161027 102.07 102.08 102.07 102.07 unch 0 17 +0
Total Volume and Open Interest 25,965 67,211 +1,136
EuroFX(CME)
Dec16 161027 109.31 109.65 109.05 109.25 -0.07 153,415 436,621 +8,062
Mar17 161027 109.76 110.09 109.50 109.70 -0.06 1,297 10,552 +116
Jun17 161027 110.33 110.56 110.03 110.20 -0.07 8 1,194 +1
Total Volume and Open Interest 154,721 448,471 +8,179
Mexican Peso(CME)
Nov16 161027 531.00 531.00 531.00 531.00 -3.25 0 5 +0
Dec16 161027 532.25 532.25 526.75 529.00 -3.25 36,514 111,283 -3,025
Total Volume and Open Interest 38,545 139,555 -1,044
Brazilian Real(CME)
Nov16 161027 318.00 319.40 315.40 317.05 -0.50 1,387 26,350 +475
Dec16 161027 315.00 316.65 312.60 314.45 -0.45 421 4,693 +339
Jan17 161027 311.65 311.65 311.65 311.65 -0.35      
Feb17 161027 308.80 308.80 308.80 308.80 -0.25      
Total Volume and Open Interest 1,808 31,043 +814
30-Year T-Bonds(CBOT)
Dec16 161027 163~260 163~300 161~220 162~140 -1~160 218,700 557,052 +1,266
Mar17 161027 162~050 162~130 160~110 161~010 -1~160 230 315 +30
Jun17 161027 160~050 160~050 160~050 160~050 -1~160      
Total Volume and Open Interest 218,930 557,367 +1,296
10-Year T-Notes(CBOT)
Dec16 161027 129~285 129~290 129~095 129~165 -0~135 1,041,362 2,907,550 +8,299
Mar17 161027 129~110 129~110 128~240 128~305 -0~140 3,934 10,290 +972
Jun17 161027 128~225 128~225 128~225 128~225 -0~140      
Total Volume and Open Interest 1,045,296 2,917,840 +9,271
5-Year T-Notes(CBOT)
Dec16 161027 120~260 120~264 120~172 120~204 -0~062 551,640 2,745,556 +15,618
Mar17 161027 120~150 120~150 120~060 120~092 -0~066 4,384 15,025 +4,154
Jun17 161027 120~092 120~092 120~092 120~092 -0~066      
Total Volume and Open Interest 556,024 2,760,581 +19,772
2 Year T-Notes(CBOT)
Dec16 161027 109~010 109~012 108~312 109~000 -0~010 205,687 1,242,919 +2,644
Mar17 161027 108~270 108~272 108~270 108~272 -0~012 908 4,942 +786
Jun17 161027 108~272 108~272 108~272 108~272 -0~012      
Total Volume and Open Interest 206,595 1,247,861 +3,430
Eurodollars(CME)
Dec16 161027 99.035 99.050 99.035 99.040 +0.005 156,294 1,652,890 +8,989
Mar17 161027 99.000 99.015 98.995 99.000 unch 167,454 1,340,722 +12,365
Jun17 161027 98.945 98.955 98.930 98.940 -0.005 226,842 1,295,319 -8,241
Sep17 161027 98.905 98.905 98.880 98.890 -0.010 126,758 1,011,728 +10,764
Dec17 161027 98.845 98.850 98.820 98.830 -0.015 189,786 1,488,828 -4,154
Mar18 161027 98.810 98.810 98.780 98.795 -0.015 144,862 721,915 +5,870
Jun18 161027 98.770 98.770 98.735 98.750 -0.020 115,675 559,682 -7,634
Sep18 161027 98.725 98.725 98.680 98.705 -0.020 100,805 431,131 +294
Dec18 161027 98.670 98.670 98.625 98.645 -0.025 80,904 681,013 +1,516
Mar19 161027 98.635 98.640 98.585 98.610 -0.030 68,987 431,938 +1,018
Jun19 161027 98.600 98.600 98.535 98.565 -0.035 50,812 398,405 -451
Sep19 161027 98.560 98.560 98.485 98.515 -0.040 50,617 294,652 +1,312
Dec19 161027 98.505 98.505 98.430 98.460 -0.040 54,843 362,042 +2,488
Mar20 161027 98.460 98.460 98.385 98.415 -0.050 26,947 156,189 +1,380
Jun20 161027 98.410 98.415 98.335 98.365 -0.055 25,242 114,041 +1,406
Sep20 161027 98.375 98.375 98.285 98.320 -0.055 26,522 101,445 -1,479
Dec20 161027 98.315 98.320 98.230 98.265 -0.060 20,916 122,100 +332
Mar21 161027 98.270 98.275 98.185 98.215 -0.065 16,387 64,364 +1,260
Total Volume and Open Interest 1,701,994 11,606,358 +23,541
Ultra T-Bond(CBOT)
Dec16 161027 177~08 177~15 174~14 175~14 -2~00 84,311 618,935 -3,502
Mar17 161027 174~20 174~20 174~20 174~20 -2~01 706 4,358 +219
Jun17 161027 173~30 173~30 173~30 173~30 -2~01      
Total Volume and Open Interest 85,017 623,293 -3,283
Ultra 10-Yr T-Note(CBOT)
Dec16 161027 141~305 142~005 141~010 141~120 -0~215 60,698 237,348 +3,874
Mar17 161027 141~050 141~050 141~050 141~050 -0~215      
Jun17 161027 141~050 141~050 141~050 141~050 -0~215      
Total Volume and Open Interest 60,698 237,348 +3,874
30 Day Federal Funds(CBOT)
Oct16 161027 99.603 99.605 99.603 99.605 unch 3,390 296,680 +146
Nov16 161027 99.585 99.585 99.580 99.585 unch 16,002 261,499 +10,259
Dec16 161027 99.495 99.495 99.490 99.495 unch 6,098 99,604 +817
Jan17 161027 99.415 99.420 99.410 99.415 unch 23,373 169,401 -1,077
Feb17 161027 99.400 99.405 99.395 99.400 unch 9,962 82,553 +2,985
Mar17 161027 99.385 99.385 99.370 99.375 -0.005 3,816 38,594 +2,146
Total Volume and Open Interest 97,161 1,187,082 +24,536
3-Mth Euro-Yen(CME)
Dec16 160722 99.990 99.990 99.990 99.990 unch      
Mar17 160722 99.990 99.990 99.990 99.990 unch      
Jun17 160722 99.990 99.990 99.990 99.990 unch      
Sep17 160722 99.990 99.990 99.990 99.990 unch      
Dec17 160722 99.990 99.990 99.990 99.990 unch      
Mar18 160722 99.995 99.995 99.995 99.995 unch      
Jun18 160722 99.855 99.855 99.855 99.855 unch      
Sep18 160722 99.715 99.715 99.715 99.715 unch      
Dec18 160722 99.575 99.575 99.575 99.575 unch      
Mar19 160722 99.435 99.435 99.435 99.435 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Dec16 161026 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 161026 99.99 99.99 99.99 99.99 unch      
Jun17 161026 99.99 99.99 99.99 99.99 unch      
Sep17 161026 99.99 99.99 99.99 99.99 unch      
Dec17 161026 99.99 99.99 99.99 99.99 unch      
Mar18 161026 100.00 100.00 100.00 100.00 unch      
Jun18 161026 99.86 99.86 99.86 99.86 unch      
Sep18 161026 99.71 99.71 99.71 99.71 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Dec16 161026 151.89 151.90 151.79 151.80 -0.10 1,367 14,477 +30
Mar17 161026 151.74 151.74 151.74 151.74 -0.10      
Jun17 161026 151.74 151.74 151.74 151.74 -0.10      
Total Volume and Open Interest 1,367 14,477 +30
Euro-Buxl(EUREX)
Dec16 161027 181.84 182.40 177.58 178.40 -3.58 48,044 187,184 +7,379
Mar17 161027 179.74 179.74 176.64 176.64 -3.64 240 1,958 +120
Jun17 161027 175.10 175.10 175.10 175.10 -3.58 14 6 +3
Total Volume and Open Interest 48,298 189,148 +7,502
Euro-Bund(EUREX)
Dec16 161027 163.02 163.19 161.72 161.97 -1.07 658,472 1,802,306 +32,295
Mar17 161027 165.10 165.28 163.73 163.98 -1.22 13,037 108,187 +5,335
Jun17 161027 161.43 161.43 161.43 161.43 -1.07      
Total Volume and Open Interest 671,509 1,910,493 +37,630
Euro-Bobl(EUREX)
Dec16 161027 131.29 131.37 131.04 131.11 -0.24 357,901 1,278,014 +4,281
Mar17 161027 132.96 132.96 132.67 132.71 -0.28 39 34,464 -605
Jun17 161027 131.36 131.36 131.36 131.36 -0.24      
Total Volume and Open Interest 357,940 1,312,478 +3,676
Euro-Schatz(EUREX)
Dec16 161027 112.00 112.03 111.97 111.99 -0.04 168,321 1,191,156 +35,678
Mar17 161027 112.01 112.01 111.97 111.97 -0.07 6 47 +6
Jun17 161027 111.99 111.99 111.99 111.99 -0.04      
Total Volume and Open Interest 168,327 1,191,203 +35,684
3-Mth Euribor(EUREX)
Dec16 161027 100.310 100.310 100.310 100.310 +0.005 20 3,218 +0
Mar17 161027 100.295 100.295 100.295 100.295 -0.005 2 3,287 +2
Jun17 161027 100.290 100.290 100.290 100.290 -0.005 0 33,956 +0
Total Volume and Open Interest 152 74,827 -28
Long Gilt(LIFFE)
Dec16 161027 126~02 126~14 124~23 125~05 -0~30 238,318 688,761 -1,125
Mar17 161027 125~20 125~20 125~20 125~20 -0~30      
Total Volume and Open Interest 238,318 688,761 -1,125
3-Mth Short Sterling(LIFFE)
Dec16 161027 99.60 99.61 99.58 99.59 unch 27,032 470,785 -6,892
Mar17 161027 99.58 99.59 99.56 99.58 unch 61,251 379,315 +11,090
Jun17 161027 99.57 99.57 99.54 99.56 unch 43,139 350,471 -2,962
Sep17 161027 99.53 99.54 99.51 99.53 unch 43,496 305,779 -1,409
Dec17 161027 99.50 99.51 99.47 99.49 -0.01 43,517 368,090 +7,858
Mar18 161027 99.47 99.48 99.43 99.45 -0.02 66,092 220,507 -18,021
Total Volume and Open Interest 554,631 2,947,568 -12,285
3-Mth Euribor(LIFFE)
Dec16 161027 100.305 100.310 100.305 100.305 unch 42,428 411,879 +8,312
Mar17 161027 100.295 100.300 100.295 100.295 -0.005 41,709 441,845 +3,693
Jun17 161027 100.295 100.295 100.285 100.285 -0.010 68,291 413,008 +181
Total Volume and Open Interest 610,742 3,239,012 +52,892
3-Mth Aus T-Bills(SFE)
Dec16 161027 98.22 98.23 98.22 98.23 unch 27,382 160,355 -17,360
Mar17 161027 98.24 98.25 98.24 98.25 unch 38,702 233,231 +9,067
Jun17 161027 98.25 98.25 98.23 98.25 unch 19,311 205,277 -4,389
Sep17 161027 98.23 98.23 98.21 98.23 unch 8,569 139,315 -1,815
Dec17 161027 98.21 98.21 98.18 98.20 -0.01 7,337 151,231 -1,364
Mar18 161027 98.17 98.18 98.15 98.16 -0.02 8,111 81,037 -474
Jun18 161027 98.14 98.14 98.11 98.13 -0.01 8,445 62,454 +1,927
Sep18 161027 98.09 98.09 98.06 98.08 -0.02 2,776 29,764 +94
Dec18 161027 98.04 98.04 98.02 98.03 -0.02 208 7,186 +137
Mar19 161027 97.99 97.99 97.99 97.99 -0.02 41 3,672 +11
Total Volume and Open Interest 121,194 1,075,760 -14,049
10-Year Aus T-Bonds(SFE)
Dec16 161027 97.76 97.77 97.68 97.69 -0.07 113,632 885,279 -1,335
Mar17 161027 97.69 97.69 97.69 97.69 -0.07      
Total Volume and Open Interest 113,632 885,279 -1,335
3-Year Aus T-Bonds(SFE)
Dec16 161027 98.28 98.29 98.25 98.27 -0.01 176,238 958,983 -40,200
Mar17 161027 98.27 98.27 98.27 98.27 -0.01      
Total Volume and Open Interest 176,238 958,983 -40,200
Gold(CMX)
Oct16 161027 1269.4 1269.4 1267.9 1267.9 +3.1 61 107 -217
Dec16 161027 1267.2 1273.7 1265.2 1269.5 +2.9 140,027 372,221 -871
Feb17 161027 1270.2 1277.0 1269.5 1273.1 +2.8 5,551 56,739 +1,463
Apr17 161027 1276.2 1280.0 1274.9 1276.5 +3.0 1,067 15,941 -70
Jun17 161027 1277.0 1283.6 1276.3 1279.7 +3.1 1,845 25,733 +743
Aug17 161027 1280.1 1284.4 1278.9 1282.7 +3.2 200 8,179 -40
Oct17 161027 1284.2 1287.3 1283.3 1285.5 +3.3 103 2,252 +60
Dec17 161027 1288.0 1290.6 1285.2 1288.2 +3.3 131 13,948 -43
Feb18 161027 1291.0 1291.0 1277.8 1291.0 +3.4 0 176 +0
Apr18 161027 1293.5 1293.5 1293.5 1293.5 +3.5 0 3 +0
Jun18 161027 1293.1 1296.0 1293.1 1296.0 +3.7 0 4,174 +0
Aug18 161027 1299.2 1299.2 1299.2 1299.2 +3.9      
Total Volume and Open Interest 149,737 507,617 +849
Silver(CMX)
Dec16 161027 1761.5 1772.5 1754.5 1763.9 +1.3 50,473 148,976 +628
Mar17 161027 1774.5 1783.5 1767.0 1775.4 +1.5 3,092 31,887 +1,228
May17 161027 1785.0 1785.0 1781.0 1781.0 +0.9 1,040 3,385 +590
Jul17 161027 1784.5 1786.5 1779.5 1786.5 +0.8 255 3,674 -87
Sep17 161027 1792.0 1798.0 1792.0 1792.0 -0.1 0 666 +0
Dec17 161027 1798.0 1805.5 1798.0 1800.5 -0.1 41 4,138 +16
Mar18 161027 1807.8 1807.8 1807.8 1807.8 -0.1 0 12 +0
Total Volume and Open Interest 55,083 196,311 +2,332
Platinum(NYMEX)
Jan17 161027 963.1 974.9 960.6 964.9 +0.9 18,434 64,468 -796
Apr17 161027 966.4 974.9 964.8 968.9 +0.9 161 5,639 -39
Jul17 161027 970.4 972.0 970.4 972.0 +0.9 5 36 +0
Oct17 161027 976.0 976.0 954.0 976.0 +0.9 45 73 +45
Total Volume and Open Interest 18,664 70,383 -798
Palladium(NYMEX)
Dec16 161027 621.50 626.35 611.15 613.20 -7.75 4,262 20,140 -395
Mar17 161027 626.00 627.00 614.45 615.05 -7.70 94 1,429 +35
Jun17 161027 616.85 616.85 616.85 616.85 -7.70 0 32 +0
Total Volume and Open Interest 4,356 21,605 -360
Copper(CMX)
Dec16 161027 214.25 216.70 213.05 216.35 +1.80 90,331 131,296 -10,433
Mar17 161027 215.25 217.75 214.35 217.50 +1.75 8,944 57,183 +1,319
May17 161027 215.10 218.20 214.90 218.15 +1.80 1,850 9,144 +55
Jul17 161027 218.30 218.85 217.70 218.65 +1.85 1,113 4,432 +90
Sep17 161027 215.85 219.25 215.85 219.15 +1.85 26 1,576 -6
Total Volume and Open Interest 103,457 213,569 -8,625
E-mini DJIA Index(CBOT)
Dec16 161027 18127 18183 18065 18082 -46 125,524 114,561 -2,682
Mar17 161027 18053 18119 18018 18018 -51 54 788 +0
Jun17 161027 17942 18000 17942 17942 -51 0 5 +0
Sep17 161027 17857 17857 17857 17857 -51      
Total Volume and Open Interest 125,578 115,354 -2,682
S & P 500(CME)
Dec16 161027 2133.60 2143.10 2123.40 2123.40 -10.70 2,866 82,086 +1,639
Mar17 161027 2118.00 2135.70 2118.00 2118.00 -10.70 2 165 +0
Jun17 161027 2112.90 2130.60 2112.90 2112.90 -10.70 0 60 +0
Sep17 161027 2107.90 2125.60 2107.90 2107.90 -10.70      
Total Volume and Open Interest 2,868 82,311 +1,639
S & P 500 E-Mini(Globex)
Dec16 161027 2133.75 2143.75 2122.50 2123.50 -10.50 1,198,210 2,979,531 -4,620
Mar17 161027 2128.00 2138.25 2118.00 2118.00 -10.75 2,325 20,371 +951
Jun17 161027 2125.00 2125.25 2113.00 2113.00 -10.50 15 801 +2
Sep17 161027 2108.00 2119.50 2108.00 2108.00 -10.50 0 17 +0
Total Volume and Open Interest 1,200,550 3,000,750 -3,667
NASDAQ 100 E-Mini(Globex)
Dec16 161027 4852.00 4880.30 4804.30 4807.00 -46.80 184,984 315,601 +1,266
Mar17 161027 4850.30 4878.50 4804.80 4806.00 -46.30 879 675 +149
Jun17 161027 4800.00 4875.00 4800.00 4800.00 -46.30 2 10 +0
Total Volume and Open Interest 185,866 316,293 +1,416
S&P Midcap 400(CME) e-Mini
Dec16 161027 1513.10 1518.50 1494.50 1498.50 -13.30 12,207 84,008 +331
Mar17 161027 1496.00 1527.50 1496.00 1496.00 -13.30 0 2 +0
Jun17 161027 1486.30 1486.30 1486.30 1486.30 -13.30      
Total Volume and Open Interest 12,207 84,010 +331
Volatility Index(CBOE)
Oct16 161019 15.75 15.90 15.20 15.20 -0.48 78,748 81,232 -16,952
Nov16 161027 15.60 16.15 15.25 16.08 +0.45 72,584 233,643 -6,778
Dec16 161027 16.45 16.90 16.15 16.88 +0.40 44,810 108,320 +6,081
Jan17 161027 17.80 18.20 17.57 18.18 +0.35 15,042 42,364 +1,488
Total Volume and Open Interest 149,696 442,741 +1,113
Russell 2000(ICE)
Dec16 161027 1200.80 1207.90 1183.40 1183.80 -18.20 57,831 333,775 -1,863
Mar17 161027 1181.90 1181.90 1178.80 1178.80 -18.20 15 305 +15
Jun17 161027 1174.80 1174.80 1174.80 1174.80 -18.20 0 170 +0
Total Volume and Open Interest 57,846 334,389 -1,848
Nikkei 225(CME)
Dec16 161027 17385 17515 17305 17475 +90 8,800 34,660 +1,052
Mar17 161027 17350 17500 17350 17485 +90 7 41 +8
Total Volume and Open Interest 8,807 34,701 +1,060
Nikkei 225(SGX)
Dec16 161027 17370 17425 17355 17365 +5 47,012 187,248 +1,235
Mar17 161027 17275 17340 17275 17330 +10 350 4,468 +229
Jun17 161026 17195 17195 17195 17195 -20      
Total Volume and Open Interest 48,666 197,632 -2,738
Nikkei 225(CME) Yen
Dec16 161027 17360 17490 17275 17450 +85 34,489 56,794 +2,564
Mar17 161027 17240 17400 17240 17400 +85 3 89 +1
Jun17 161027 17270 17270 17270 17270 +85      
Total Volume and Open Interest 34,492 56,883 +2,565
Nikkei 225(CME) e-Mini Yen
Dec16 161027 17360 17500 17300 17450 +90 45 53 +42
Mar17 161027 17400 17400 17400 17400 +90      
Jun17 161027 17270 17270 17270 17270 +90      
Total Volume and Open Interest 45 53 +42
CAC 40(EURONEXT)
Nov16 161027 4512.0 4555.5 4499.5 4531.0 -1.0 62,530 288,305 +1,937
Dec16 161027 4508.0 4549.0 4494.5 4525.0 -1.0 151 22,280 -34
Jan17 161027 4517.0 4517.0 4517.0 4517.0 -1.0      
Total Volume and Open Interest 62,681 310,649 +1,903
Hang Seng Index(HKFE)
Oct16 161027 23297 23389 22980 23144 -170 131,502 97,374 -30,153
Nov16 161027 23313 23377 22960 23124 -178 53,952 60,759 +30,539
Dec16 161027 23300 23384 22980 23144 -176 465 13,075 +185
Total Volume and Open Interest 185,994 173,202 +573
DAX(EUREX)
Dec16 161027 10642.0 10771.0 10641.0 10710.5 +5.5 72,256 161,601 +510
Mar17 161027 10621.0 10762.0 10621.0 10707.5 +5.5 368 3,675 +122
Jun17 161027 10699.0 10792.0 10697.0 10733.5 +5.5 2 179 +1
Total Volume and Open Interest 72,626 165,455 +633
Mini-DAX(EUREX)
Dec16 161027 10647.0 10770.0 10641.0 10710.5 +5.5 19,375 13,843 +252
Mar17 161027 10645.0 10763.0 10645.0 10707.5 +5.5 113 1,402 -3
Jun17 161027 10686.0 10781.0 10686.0 10733.5 +5.5 10 29 -18
Total Volume and Open Interest 19,498 15,274 +231
FT-SE 100(EURONEXT)
Dec16 161027 6905.00 6983.50 6882.00 6956.50 +29.50 107,188 783,051 +7,558
Mar17 161027 6890.00 6893.50 6890.00 6893.50 +28.50 6 1,833 +2
Jun17 161027 6821.50 6821.50 6821.50 6821.50 +28.50      
Total Volume and Open Interest 107,194 784,884 +7,560
SPI 200(SFE)
Dec16 161027 5334.0 5352.0 5250.0 5253.0 -79.0 26,889 293,074 -76
Mar17 161027 5240.0 5240.0 5204.0 5204.0 -78.0 204 1,705 +122
Jun17 161027 5190.0 5190.0 5190.0 5190.0 -78.0 140 1,397 +0
Total Volume and Open Interest 27,237 296,791 +50
FTSE MIB(ISE)
Dec16 161027 17245.00 17380.00 17195.00 17347.00 +113.00 28,835 40,879 -528
Mar17 161027 17270.00 17330.00 17270.00 17330.00 +111.00 30 362 -8
Jun17 161027 16898.00 16898.00 16898.00 16898.00 +111.00      
Total Volume and Open Interest 28,865 41,241 -536
KOSPI 200(KFE)
Dec16 161027 255.50 257.15 255.10 256.90 +1.20 83,864 129,130 +367
Mar17 161027 252.45 254.35 252.45 254.10 +1.30 488 6,069 -19
Jun17 161027 254.80 254.80 254.80 254.80 +1.20 0 1,148 +0
Total Volume and Open Interest 84,352 140,508 +348
GSCI(CME)
Nov16 161027 372.70 374.75 371.40 373.70 +3.50 16 14,721 +8
Dec16 161027 379.00 379.80 379.00 379.00 +3.50 0 175 +0
Jan17 161027 382.80 382.80 382.80 382.80 +3.50      
Total Volume and Open Interest 16 14,896 +8
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